Fund profile
Fund manager
Total assets
$1.22 bn
Liabilities
$187.95 mm
Net assets
$1.03 bn
Number of holdings
1.70 k
Top 200 of 1695 Holdings
Security | $Holding | Balance | % of Fund | Category | Position | Country |
---|---|---|---|---|---|---|
FIXED INC CLEARING CORP.REPO
Fixed Income Clearing Corp.
|
207.20 mm | 207.20 mm principal | 20.12 | Repurchase agreement | Long | USA |
China Government Bonds | 36.58 mm | 258.07 mm principal | 3.55 | Debt | Long | China |
Brazil Notas do Tesouro Nacional | 21.72 mm | 106.84 mm principal | 2.11 | Debt | Long | Brazil |
French Republic Government Bonds OAT | 14.38 mm | 15.43 mm principal | 1.40 | Debt | Long | France |
China Government Bonds | 11.48 mm | 78.40 mm principal | 1.12 | Debt | Long | China |
Hellenic Republic Government Bonds | 11.44 mm | 9.85 mm principal | 1.11 | Debt | Long | Greece |
Swap
Goldman Sachs International
|
9.94 mm | 171.21 mm other units | 0.97 | Equity derivative | N/A | UK |
Bundesrepublik Deutschland Bundesanleihe | 9.72 mm | 10.59 mm principal | 0.94 | Debt | Long | Germany |
U.S. Treasury Notes | 9.69 mm | 10.45 mm principal | 0.94 | Debt | Long | USA |
Federal National Mortgage Association | 9.64 mm | 11.19 mm principal | 0.94 | ABS-mortgage backed security | Long | USA |
MSFT Microsoft Corporation | 9.19 mm | 21.84 k shares | 0.89 | Common equity | Long | USA |
U.S. Treasury Notes | 9.12 mm | 9.73 mm principal | 0.89 | Debt | Long | USA |
AAPL Apple Inc | 8.30 mm | 48.40 k shares | 0.81 | Common equity | Long | USA |
U.S. Treasury Notes | 7.27 mm | 7.50 mm principal | 0.71 | Debt | Long | USA |
Japan Government Thirty Year Bonds | 6.93 mm | 1.41 bn principal | 0.67 | Debt | Long | Japan |
NVDA NVIDIA Corp | 6.86 mm | 7.60 k shares | 0.67 | Common equity | Long | USA |
China Government Bonds | 6.69 mm | 48.00 mm principal | 0.65 | Debt | Long | China |
Uniform Mortgage-Backed Security, TBA | 6.30 mm | 6.80 mm principal | 0.61 | ABS-mortgage backed security | Long | USA |
China Government Bonds | 6.12 mm | 43.21 mm principal | 0.59 | Debt | Long | China |
U.S. Treasury Bills | 5.81 mm | 5.92 mm principal | 0.56 | Short-term investment vehicle | Long | USA |
Federal Home Loan Mortgage Corp. | 5.75 mm | 7.26 mm principal | 0.56 | ABS-mortgage backed security | Long | USA |
U.S. Treasury Notes | 5.49 mm | 6.71 mm principal | 0.53 | Debt | Long | USA |
Japan Government Twenty Year Bonds | 5.33 mm | 915.00 mm principal | 0.52 | Debt | Long | Japan |
U.S. Treasury Notes | 5.23 mm | 5.88 mm principal | 0.51 | Debt | Long | USA |
AMZN Amazon.com Inc. | 5.17 mm | 28.66 k shares | 0.50 | Common equity | Long | USA |
Spain Government Bonds | 4.96 mm | 4.62 mm principal | 0.48 | Debt | Long | Spain |
Spain Government Bonds | 4.96 mm | 4.56 mm principal | 0.48 | Debt | Long | Spain |
U.S. Treasury Bonds | 4.91 mm | 7.85 mm principal | 0.48 | Debt | Long | USA |
Uniform Mortgage-Backed Security, TBA | 4.86 mm | 4.98 mm principal | 0.47 | ABS-mortgage backed security | Long | USA |
Bundesrepublik Deutschland Bundesanleihe | 4.65 mm | 3.52 mm principal | 0.45 | Debt | Long | Germany |
U.S. Treasury Notes | 4.49 mm | 4.90 mm principal | 0.44 | Debt | Long | USA |
Italy Buoni Poliennali Del Tesoro | 4.37 mm | 3.90 mm principal | 0.42 | Debt | Long | Italy |
Kreditanstalt fuer Wiederaufbau | 4.36 mm | 4.63 mm principal | 0.42 | Debt | Long | Germany |
Federal National Mortgage Association | 4.08 mm | 4.50 mm principal | 0.40 | ABS-mortgage backed security | Long | USA |
Uniform Mortgage-Backed Security, TBA | 4.05 mm | 4.01 mm principal | 0.39 | ABS-mortgage backed security | Long | USA |
ASML Holding NV
|
3.71 mm | 3.85 k shares | 0.36 | Common equity | Long | Netherlands |
China Government Bonds | 3.70 mm | 22.00 mm principal | 0.36 | Debt | Long | China |
Novo Nordisk AS
|
3.69 mm | 28.73 k shares | 0.36 | Common equity | Long | Denmark |
U.S. Treasury Notes | 3.44 mm | 4.07 mm principal | 0.33 | Debt | Long | USA |
Uniform Mortgage-Backed Security, TBA | 3.31 mm | 3.33 mm principal | 0.32 | ABS-mortgage backed security | Long | USA |
META Meta Platforms Inc - Ordinary Shares | 3.30 mm | 6.80 k shares | 0.32 | Common equity | Long | USA |
U.K. Gilt | 3.26 mm | 3.21 mm principal | 0.32 | Debt | Long | UK |
Banco Santander SA
|
3.10 mm | 635.87 k shares | 0.30 | Common equity | Long | Spain |
U.S. Treasury Bonds | 3.08 mm | 4.56 mm principal | 0.30 | Debt | Long | USA |
China Government Bonds | 3.05 mm | 21.40 mm principal | 0.30 | Debt | Long | China |
Indonesia Treasury Bonds | 2.96 mm | 41.96 bn principal | 0.29 | Debt | Long | Indonesia |
BNP Paribas SA
|
2.94 mm | 41.37 k shares | 0.29 | Common equity | Long | France |
JPMorgan Chase & Co. | 2.89 mm | 2.70 mm principal | 0.28 | Debt | Long | USA |
State Street Navigator Securities Lending Government Money Market Portfolio | 2.83 mm | 2.83 mm shares | 0.27 | Short-term investment vehicle | Long | USA |
U.K. Gilt | 2.83 mm | 2.55 mm principal | 0.27 | Debt | Long | UK |
GOOG Alphabet Inc - Ordinary Shares | 2.80 mm | 18.53 k shares | 0.27 | Common equity | Long | USA |
Banco Bilbao Vizcaya Argentaria SA
|
2.80 mm | 234.74 k shares | 0.27 | Common equity | Long | Spain |
Swap
Barclays Capital, Inc.
|
2.75 mm | 42.37 mm other units | 0.27 | Equity derivative | N/A | USA |
Canada Government Bonds | 2.74 mm | 3.77 mm principal | 0.27 | Debt | Long | Canada |
Treasury Corp. of Victoria | 2.66 mm | 4.02 mm principal | 0.26 | Debt | Long | Australia |
Japan Government Twenty Year Bonds | 2.59 mm | 412.00 mm principal | 0.25 | Debt | Long | Japan |
SMFG Sumitomo Mitsui Financial Group Inc | 2.49 mm | 2.98 mm principal | 0.24 | Debt | Long | Japan |
GOOG Alphabet Inc - Ordinary Shares | 2.48 mm | 16.31 k shares | 0.24 | Common equity | Long | USA |
Nestle SA
|
2.48 mm | 23.32 k shares | 0.24 | Common equity | Long | Switzerland |
Swap
BNP Paribas SA
|
2.44 mm | 18.91 mm other units | 0.24 | Equity derivative | N/A | France |
China Development Bank | 2.40 mm | 16.15 mm principal | 0.23 | Debt | Long | China |
UniCredit SpA
|
2.39 mm | 62.96 k shares | 0.23 | Common equity | Long | Italy |
ING Groep NV
|
2.37 mm | 143.88 k shares | 0.23 | Common equity | Long | Netherlands |
Bundesrepublik Deutschland Bundesanleihe | 2.36 mm | 2.28 mm principal | 0.23 | Debt | Long | Germany |
Bank of America Corp. | 2.35 mm | 2.48 mm principal | 0.23 | Debt | Long | USA |
Federal National Mortgage Association | 2.34 mm | 2.82 mm principal | 0.23 | ABS-mortgage backed security | Long | USA |
U.K. Gilt | 2.32 mm | 4.41 mm principal | 0.23 | Debt | Long | UK |
LVMH Moet Hennessy Louis Vuitton SE
|
2.32 mm | 2.58 k shares | 0.23 | Common equity | Long | France |
International Bank for Reconstruction & Development | 2.31 mm | 3.06 mm principal | 0.22 | Debt | Long | XX |
Uniform Mortgage-Backed Security, TBA | 2.29 mm | 2.40 mm principal | 0.22 | ABS-mortgage backed security | Long | USA |
BPCE SA | 2.28 mm | 2.00 mm principal | 0.22 | Debt | Long | France |
Province of Ontario | 2.22 mm | 3.34 mm principal | 0.22 | Debt | Long | Canada |
Intesa Sanpaolo SpA
|
2.21 mm | 610.25 k shares | 0.22 | Common equity | Long | Italy |
Corp. Andina de Fomento | 2.20 mm | 3.37 mm principal | 0.21 | Debt | Long | XX |
European Investment Bank | 2.19 mm | 2.43 mm principal | 0.21 | Debt | Long | XX |
Hellenic Republic Government Bonds | 2.19 mm | 2.03 mm principal | 0.21 | Debt | Long | Greece |
Province of Quebec | 2.19 mm | 3.34 mm principal | 0.21 | Debt | Long | Canada |
Province of Ontario | 2.16 mm | 2.28 mm principal | 0.21 | Debt | Long | Canada |
KEP Korea Electric Power | 2.14 mm | 2.25 mm principal | 0.21 | Debt | Long | Korea, Republic of |
Kingdom of Belgium Government Bonds | 2.13 mm | 1.92 mm principal | 0.21 | Debt | Long | Belgium |
Province of Quebec | 2.10 mm | 2.10 mm principal | 0.20 | Debt | Long | Canada |
Province of British Columbia | 2.10 mm | 3.14 mm principal | 0.20 | Debt | Long | Canada |
MSFT Microsoft Corporation | 2.04 mm | 2.48 mm principal | 0.20 | Debt | Long | USA |
BPR Trust | 2.01 mm | 2.00 mm principal | 0.20 | ABS-mortgage backed security | Long | USA |
Bank of America Corp. | 2.00 mm | 2.05 mm principal | 0.19 | Debt | Long | USA |
LLY Lilly(Eli) & Co | 1.95 mm | 2.51 k shares | 0.19 | Common equity | Long | USA |
China Government Bonds | 1.95 mm | 14.00 mm principal | 0.19 | Debt | Long | China |
PNC PNC Financial Services Group Inc | 1.95 mm | 1.78 mm principal | 0.19 | Debt | Long | USA |
NextEra Energy Capital Holdings, Inc. | 1.94 mm | 2.18 mm principal | 0.19 | Debt | Long | USA |
Netherlands Government Bonds | 1.94 mm | 2.10 mm principal | 0.19 | Debt | Long | Netherlands |
Shell PLC
|
1.94 mm | 58.56 k shares | 0.19 | Common equity | Long | UK |
BCS Barclays plc | 1.94 mm | 1.93 mm principal | 0.19 | Debt | Long | UK |
Citigroup, Inc. | 1.93 mm | 2.28 mm principal | 0.19 | Debt | Long | USA |
Province of Quebec | 1.93 mm | 2.16 mm principal | 0.19 | Debt | Long | Canada |
SAP SE
|
1.90 mm | 9.76 k shares | 0.18 | Common equity | Long | Germany |
Korea Development Bank | 1.89 mm | 2.07 mm principal | 0.18 | Debt | Long | Korea, Republic of |
Lloyds Banking Group PLC | 1.88 mm | 1.52 mm principal | 0.18 | Debt | Long | UK |
CNC Centene Corp. | 1.87 mm | 2.28 mm principal | 0.18 | Debt | Long | USA |
AstraZeneca PLC
|
1.83 mm | 13.55 k shares | 0.18 | Common equity | Long | UK |
HSBC Holdings PLC | 1.82 mm | 1.51 mm principal | 0.18 | Debt | Long | UK |
Warnermedia Holdings, Inc. | 1.81 mm | 2.03 mm principal | 0.18 | Debt | Long | USA |
Japan Government Ten Year Bonds | 1.80 mm | 278.00 mm principal | 0.18 | Debt | Long | Japan |
U.S. Treasury Bonds | 1.79 mm | 2.45 mm principal | 0.17 | Debt | Long | USA |
JPM JPMorgan Chase & Co. | 1.79 mm | 8.93 k shares | 0.17 | Common equity | Long | USA |
Italy Buoni Poliennali Del Tesoro | 1.78 mm | 1.57 mm principal | 0.17 | Debt | Long | Italy |
Banque Federative du Credit Mutuel SA | 1.77 mm | 1.50 mm principal | 0.17 | Debt | Long | France |
Province of Ontario | 1.77 mm | 1.79 mm principal | 0.17 | Debt | Long | Canada |
Broadcom Pte. Ltd. | 1.77 mm | 1.33 k shares | 0.17 | Common equity | Long | USA |
NTT Finance Corp. | 1.74 mm | 1.98 mm principal | 0.17 | Debt | Long | Japan |
Republic of Italy Government International Bonds | 1.74 mm | 1.75 mm principal | 0.17 | Debt | Long | Italy |
Novartis AG
|
1.74 mm | 17.93 k shares | 0.17 | Common equity | Long | Switzerland |
U.K. Gilts | 1.74 mm | 1.51 mm principal | 0.17 | Debt | Long | UK |
ENB Enbridge Inc | 1.73 mm | 1.78 mm principal | 0.17 | Debt | Long | Canada |
Australia Government Bonds | 1.73 mm | 3.25 mm principal | 0.17 | Debt | Long | Australia |
Georgia-Pacific LLC | 1.72 mm | 2.00 mm principal | 0.17 | Debt | Long | USA |
Korea Southern Power Co. Ltd. | 1.72 mm | 1.86 mm principal | 0.17 | Debt | Long | Korea, Republic of |
Ford Motor Credit Co. LLC | 1.70 mm | 1.60 mm principal | 0.17 | Debt | Long | USA |
NGG Finance PLC | 1.70 mm | 1.36 mm principal | 0.17 | Debt | Long | UK |
BRK.A Berkshire Hathaway Inc. - Ordinary Shares | 1.69 mm | 4.02 k shares | 0.16 | Common equity | Long | USA |
European Financial Stability Facility | 1.65 mm | 1.51 mm principal | 0.16 | Debt | Long | Luxembourg |
Indonesia Treasury Bonds | 1.61 mm | 25.00 bn principal | 0.16 | Debt | Long | Indonesia |
TMO Thermo Fisher Scientific Inc. | 1.60 mm | 1.75 mm principal | 0.16 | Debt | Long | USA |
Corp. Andina de Fomento | 1.59 mm | 1.60 mm principal | 0.15 | Debt | Long | XX |
China Government Bonds | 1.59 mm | 11.00 mm principal | 0.15 | Debt | Long | China |
TSLA Tesla Inc | 1.59 mm | 9.03 k shares | 0.15 | Common equity | Long | USA |
T AT&T, Inc. | 1.58 mm | 1.52 mm principal | 0.15 | Debt | Long | USA |
Celanese US Holdings LLC | 1.58 mm | 1.55 mm principal | 0.15 | Debt | Long | USA |
Federal Home Loan Mortgage Corp. | 1.58 mm | 1.90 mm principal | 0.15 | ABS-mortgage backed security | Long | USA |
Thailand Government Bonds | 1.57 mm | 59.00 mm principal | 0.15 | Debt | Long | Thailand |
Roche Holding AG
|
1.56 mm | 6.12 k shares | 0.15 | Common equity | Long | Switzerland |
AXA SA | 1.55 mm | 1.50 mm principal | 0.15 | Debt | Long | France |
BPCE SA | 1.54 mm | 1.55 mm principal | 0.15 | Debt | Long | France |
Federal National Mortgage Association | 1.54 mm | 1.86 mm principal | 0.15 | ABS-mortgage backed security | Long | USA |
Spain Government Bonds | 1.52 mm | 1.57 mm principal | 0.15 | Debt | Long | Spain |
Malaysia Government Bonds | 1.52 mm | 7.10 mm principal | 0.15 | Debt | Long | Malaysia |
Slovenia Government International Bonds | 1.50 mm | 1.50 mm principal | 0.15 | Debt | Long | Slovenia |
Orange SA | 1.49 mm | 1.36 mm principal | 0.15 | Debt | Long | France |
Banco Santander SA | 1.49 mm | 1.40 mm principal | 0.14 | Debt | Long | Spain |
GCAT Trust | 1.48 mm | 1.47 mm principal | 0.14 | ABS-mortgage backed security | Long | USA |
Province of Ontario | 1.48 mm | 2.00 mm principal | 0.14 | Debt | Long | Canada |
XOM Exxon Mobil Corp. | 1.47 mm | 12.61 k shares | 0.14 | Common equity | Long | USA |
Retained Vantage Data Centers Issuer LLC | 1.45 mm | 1.50 mm principal | 0.14 | ABS-other | Long | USA |
TotalEnergies SE
|
1.45 mm | 21.18 k shares | 0.14 | Common equity | Long | France |
Australia & New Zealand Banking Group Ltd. | 1.43 mm | 1.75 mm principal | 0.14 | Debt | Long | Australia |
Nordea Bank Abp
|
1.42 mm | 125.35 k shares | 0.14 | Common equity | Long | Finland |
UNH Unitedhealth Group Inc | 1.41 mm | 2.85 k shares | 0.14 | Common equity | Long | USA |
Bayview Opportunity Master Fund VIA Trust | 1.41 mm | 1.68 mm principal | 0.14 | ABS-mortgage backed security | Long | USA |
Mexico Bonos | 1.40 mm | 24.00 mm principal | 0.14 | Debt | Long | Mexico |
Banco Santander SA | 1.38 mm | 1.40 mm principal | 0.13 | Debt | Long | Spain |
V Visa Inc - Ordinary Shares | 1.38 mm | 4.93 k shares | 0.13 | Common equity | Long | USA |
Aon North America, Inc. | 1.37 mm | 1.35 mm principal | 0.13 | Debt | Long | USA |
Siemens AG
|
1.36 mm | 7.10 k shares | 0.13 | Common equity | Long | Germany |
Export-Import Bank of Korea | 1.35 mm | 1.46 mm principal | 0.13 | Debt | Long | Korea, Republic of |
Assicurazioni Generali SpA | 1.35 mm | 1.20 mm principal | 0.13 | Debt | Long | Italy |
HSBC Holdings PLC
|
1.35 mm | 172.50 k shares | 0.13 | Common equity | Long | UK |
VZ Verizon Communications Inc | 1.34 mm | 1.63 mm principal | 0.13 | Debt | Long | USA |
BX Trust | 1.33 mm | 1.31 mm principal | 0.13 | ABS-mortgage backed security | Long | USA |
PRMI Securitization Trust | 1.32 mm | 1.64 mm principal | 0.13 | ABS-mortgage backed security | Long | USA |
French Republic Government Bonds OAT | 1.30 mm | 1.73 mm principal | 0.13 | Debt | Long | France |
JPMorgan Chase Commercial Mortgage Securities Trust | 1.30 mm | 1.30 mm principal | 0.13 | ABS-mortgage backed security | Long | USA |
Agence Francaise de Developpement EPIC | 1.29 mm | 1.40 mm principal | 0.13 | Debt | Long | France |
RWE AG | 1.29 mm | 1.19 mm principal | 0.13 | Debt | Long | Germany |
BHP Group Ltd.
|
1.29 mm | 44.65 k shares | 0.13 | Common equity | Long | Australia |
Landmark Mortgage Securities No. 3 PLC | 1.28 mm | 1.07 mm principal | 0.12 | ABS-mortgage backed security | Long | UK |
Galaxy Pipeline Assets Bidco Ltd. | 1.28 mm | 1.58 mm principal | 0.12 | Debt | Long | Jersey |
Upjohn Finance BV | 1.27 mm | 1.40 mm principal | 0.12 | Debt | Long | Netherlands |
AMZN Amazon.com Inc. | 1.27 mm | 1.40 mm principal | 0.12 | Debt | Long | USA |
JPMorgan Mortgage Trust | 1.26 mm | 1.49 mm principal | 0.12 | ABS-mortgage backed security | Long | USA |
U.S. Treasury Bonds | 1.25 mm | 1.82 mm principal | 0.12 | Debt | Long | USA |
MA Mastercard Incorporated - Ordinary Shares | 1.25 mm | 2.59 k shares | 0.12 | Common equity | Long | USA |
XEL Xcel Energy, Inc. | 1.24 mm | 1.43 mm principal | 0.12 | Debt | Long | USA |
CCI Crown Castle Inc | 1.22 mm | 1.38 mm principal | 0.12 | Debt | Long | USA |
Republic of Austria Government Bonds | 1.22 mm | 1.57 mm principal | 0.12 | Debt | Long | Austria |
Olympic Tower Mortgage Trust | 1.21 mm | 1.40 mm principal | 0.12 | ABS-mortgage backed security | Long | USA |
RY Royal Bank Of Canada | 1.21 mm | 12.01 k shares | 0.12 | Common equity | Long | Canada |
Italy Buoni Poliennali Del Tesoro | 1.21 mm | 1.07 mm principal | 0.12 | Debt | Long | Italy |
Africa Finance Corp. | 1.20 mm | 1.24 mm principal | 0.12 | Debt | Long | XX |
China Development Bank | 1.19 mm | 8.50 mm principal | 0.12 | Debt | Long | China |
Export-Import Bank of China | 1.19 mm | 8.50 mm principal | 0.12 | Debt | Long | China |
PG Procter & Gamble Co. | 1.18 mm | 7.29 k shares | 0.11 | Common equity | Long | USA |
HD Home Depot, Inc. | 1.18 mm | 3.07 k shares | 0.11 | Common equity | Long | USA |
JNJ Johnson & Johnson | 1.18 mm | 7.45 k shares | 0.11 | Common equity | Long | USA |
Agricultural Development Bank of China | 1.18 mm | 8.50 mm principal | 0.11 | Debt | Long | China |
Commonwealth Bank of Australia
|
1.15 mm | 14.64 k shares | 0.11 | Common equity | Long | Australia |
Schneider Electric SE
|
1.14 mm | 5.06 k shares | 0.11 | Common equity | Long | France |
Agricultural Development Bank of China | 1.14 mm | 7.65 mm principal | 0.11 | Debt | Long | China |
Allianz SE
|
1.13 mm | 3.77 k shares | 0.11 | Common equity | Long | Germany |
UBS Group AG | 1.13 mm | 1.15 mm principal | 0.11 | Debt | Long | Switzerland |
Pertamina Persero PT | 1.13 mm | 1.05 mm principal | 0.11 | Debt | Long | Indonesia |
New York Life Global Funding | 1.11 mm | 1.13 mm principal | 0.11 | Debt | Long | USA |
Unilever PLC
|
1.11 mm | 22.17 k shares | 0.11 | Common equity | Long | UK |
Banque Federative du Credit Mutuel SA | 1.10 mm | 1.00 mm principal | 0.11 | Debt | Long | France |
OMERS Finance Trust | 1.10 mm | 1.10 mm principal | 0.11 | Debt | Long | Canada |
Bank of New York Mellon Corp. | 1.10 mm | 1.10 mm principal | 0.11 | Debt | Long | USA |
Federal Home Loan Mortgage Corp. | 1.07 mm | 1.28 mm principal | 0.10 | ABS-mortgage backed security | Long | USA |
SCHW Charles Schwab Corp. | 1.07 mm | 1.05 mm principal | 0.10 | Debt | Long | USA |
Commonwealth Bank of Australia | 1.06 mm | 1.00 mm principal | 0.10 | Debt | Long | Australia |
JPMorgan Mortgage Trust | 1.06 mm | 1.27 mm principal | 0.10 | ABS-mortgage backed security | Long | USA |
L'Oreal SA
|
1.06 mm | 2.24 k shares | 0.10 | Common equity | Long | France |
C Citigroup Inc | 1.05 mm | 1.08 mm principal | 0.10 | Debt | Long | USA |