Fund profile
Fund manager
Total assets
$92.26 mm
Liabilities
$1.72 mm
Net assets
$90.54 mm
Number of holdings
195.00
195 Holdings
Security | $Holding | Balance | % of Fund | Category | Position | Country |
---|---|---|---|---|---|---|
United States Treasury Note/Bond | 7.76 mm | 8.11 mm principal | 8.57 | Debt | Long | USA |
United States Treasury Note/Bond | 7.00 mm | 7.22 mm principal | 7.73 | Debt | Long | USA |
MFS Institutional Money Market Portfolio | 6.18 mm | 6.18 mm shares | 6.83 | Short-term investment vehicle | Long | USA |
Japan Government Twenty Year Bond | 4.28 mm | 560.00 mm principal | 4.73 | Debt | Long | Japan |
United States Treasury Note/Bond | 4.08 mm | 3.86 mm principal | 4.51 | Debt | Long | USA |
United States Treasury Note/Bond | 3.52 mm | 3.71 mm principal | 3.89 | Debt | Long | USA |
United States Treasury Note/Bond | 2.90 mm | 3.02 mm principal | 3.20 | Debt | Long | USA |
Japan Government Twenty Year Bond | 2.86 mm | 460.00 mm principal | 3.16 | Debt | Long | Japan |
Bundesrepublik Deutschland Bundesanleihe | 2.74 mm | 2.63 mm principal | 3.02 | Debt | Long | Germany |
United Kingdom Gilt | 2.54 mm | 1.91 mm principal | 2.80 | Debt | Long | UK |
United States Treasury Note/Bond | 2.30 mm | 2.35 mm principal | 2.54 | Debt | Long | USA |
Canadian Government Bond | 2.27 mm | 3.58 mm principal | 2.51 | Debt | Long | Canada |
United States Treasury Note/Bond | 2.09 mm | 2.57 mm principal | 2.31 | Debt | Long | USA |
European Financial Stability Facility | 2.08 mm | 1.84 mm principal | 2.30 | Debt | Long | Luxembourg |
Italy Buoni Poliennali Del Tesoro | 1.81 mm | 1.56 mm principal | 1.99 | Debt | Long | Italy |
Hellenic Republic Government Bond | 1.75 mm | 1.45 mm principal | 1.93 | Debt | Long | Greece |
Bundesrepublik Deutschland Bundesanleihe | 1.74 mm | 1.50 mm principal | 1.92 | Debt | Long | Germany |
United States Treasury Note/Bond | 1.60 mm | 1.98 mm principal | 1.76 | Debt | Long | USA |
Italy Buoni Poliennali Del Tesoro | 1.48 mm | 1.40 mm principal | 1.64 | Debt | Long | Italy |
United States Treasury Note/Bond | 1.41 mm | 1.74 mm principal | 1.56 | Debt | Long | USA |
Italy Buoni Poliennali Del Tesoro | 1.38 mm | 1.53 mm principal | 1.52 | Debt | Long | Italy |
Japan Government Thirty Year Bond | 1.32 mm | 238.00 mm principal | 1.45 | Debt | Long | Japan |
French Republic Government Bond OAT | 1.26 mm | 1.10 mm principal | 1.40 | Debt | Long | France |
United States Treasury Note/Bond | 1.26 mm | 1.53 mm principal | 1.39 | Debt | Long | USA |
Brazil Notas do Tesouro Nacional Serie F | 1.24 mm | 6.00 mm principal | 1.37 | Debt | Long | Brazil |
Canadian Government Bond | 1.20 mm | 1.74 mm principal | 1.33 | Debt | Long | Canada |
Australia Government Bond | 1.12 mm | 1.85 mm principal | 1.24 | Debt | Long | Australia |
Spain Government Bond | 1.10 mm | 1.00 mm principal | 1.22 | Debt | Long | Spain |
Mexican Bonos | 1.09 mm | 20.40 mm principal | 1.20 | Debt | Long | Mexico |
United Kingdom Gilt | 1.05 mm | 1.05 mm principal | 1.16 | Debt | Long | UK |
Brazil Notas do Tesouro Nacional Serie F | 984.64 k | 4.80 mm principal | 1.09 | Debt | Long | Brazil |
Czech Republic Government Bond | 931.99 k | 22.00 mm principal | 1.03 | Debt | Long | Czechia |
United States Treasury Note/Bond | 878.38 k | 1.16 mm principal | 0.97 | Debt | Long | USA |
Hellenic Republic Government Bond | 849.06 k | 700.00 k principal | 0.94 | Debt | Long | Greece |
Spain Government Bond | 793.46 k | 615.00 k principal | 0.88 | Debt | Long | Spain |
United Kingdom Gilt | 782.99 k | 792.00 k principal | 0.86 | Debt | Long | UK |
United States Treasury Note/Bond | 758.09 k | 750.00 k principal | 0.84 | Debt | Long | USA |
French Republic Government Bond OAT | 749.48 k | 670.00 k principal | 0.83 | Debt | Long | France |
Spain Government Bond | 743.05 k | 690.00 k principal | 0.82 | Debt | Long | Spain |
Japan Government Thirty Year Bond | 695.04 k | 97.00 mm principal | 0.77 | Debt | Long | Japan |
Kingdom of Belgium Government Bond | 680.51 k | 925.00 k principal | 0.75 | Debt | Long | Belgium |
United Kingdom Gilt | 647.53 k | 620.00 k principal | 0.72 | Debt | Long | UK |
Mexican Bonos | 576.04 k | 10.00 mm principal | 0.64 | Debt | Long | Mexico |
Peru Government Bond | 557.96 k | 2.00 mm principal | 0.62 | Debt | Long | Peru |
European Union | 528.79 k | 515.00 k principal | 0.58 | Debt | Long | N/A |
Mexican Bonos | 501.78 k | 9.00 mm principal | 0.55 | Debt | Long | Mexico |
Kingdom of Belgium Government Bond | 489.73 k | 590.00 k principal | 0.54 | Debt | Long | Belgium |
Japan Government Forty Year Bond | 459.75 k | 81.00 mm principal | 0.51 | Debt | Long | Japan |
Uruguay Government International Bond | 377.54 k | 15.99 mm principal | 0.42 | Debt | Long | Uruguay |
United Kingdom Gilt | 346.88 k | 275.00 k principal | 0.38 | Debt | Long | UK |
Spain Government Bond | 342.63 k | 550.00 k principal | 0.38 | Debt | Long | Spain |
United Kingdom Gilt | 297.99 k | 249.00 k principal | 0.33 | Debt | Long | UK |
OMERS Finance Trust | 264.71 k | 250.00 k principal | 0.29 | Debt | Long | Canada |
PURCHASED NZD / SOLD USD
Morgan Stanley Capital Services LLC
|
197.34 k | 1.00 contracts | 0.22 | DFE | N/A | New Zealand |
United Kingdom Gilt | 189.02 k | 165.00 k principal | 0.21 | Debt | Long | UK |
French Republic Government Bond OAT | 179.79 k | 200.00 k principal | 0.20 | Debt | Long | France |
United States Small Business Administration | 155.27 k | 168.66 k principal | 0.17 | ABS-other | Long | USA |
Conservation Fund A Nonprofit Corp/The | 139.37 k | 158.00 k principal | 0.15 | Debt | Long | USA |
US 2YR NOTE (CBT) MAR24 | 126.76 k | 60.00 contracts | 0.14 | Interest rate derivative | N/A | USA |
Arbor Multifamily Mortgage Securities Trust 2021-MF3 | 117.49 k | 3.16 mm principal | 0.13 | ABS-mortgage backed security | Long | USA |
PURCHASED JPY / SOLD USD
Barclays Bank PLC
|
116.18 k | 1.00 contracts | 0.13 | DFE | N/A | Japan |
PURCHASED JPY / SOLD USD
Morgan Stanley Capital Services LLC
|
110.84 k | 1.00 contracts | 0.12 | DFE | N/A | Japan |
Freddie Mac Multifamily Structured Pass Through Certificates | 110.84 k | 3.44 mm principal | 0.12 | ABS-mortgage backed security | Long | USA |
PURCHASED JPY / SOLD USD
HSBC Bank USA NA
|
104.50 k | 1.00 contracts | 0.12 | DFE | N/A | Japan |
MASSACHUSETTS ST EDUCTNL FING AUTH | 93.54 k | 100.00 k principal | 0.10 | Debt | Long | USA |
Freddie Mac Multifamily Structured Pass Through Certificates | 79.85 k | 3.42 mm principal | 0.09 | ABS-mortgage backed security | Long | USA |
TOBACCO SETTLEMENT FIN AUTH WV ASSET BACKED | 78.70 k | 80.00 k principal | 0.09 | Debt | Long | USA |
Freddie Mac Multifamily Structured Pass Through Certificates | 76.86 k | 2.30 mm principal | 0.08 | ABS-mortgage backed security | Long | USA |
PURCHASED SEK / SOLD USD
Brown Brothers Harriman & Co.
|
66.60 k | 1.00 contracts | 0.07 | DFE | N/A | Sweden |
PURCHASED NOK / SOLD USD
Merrill Lynch International
|
65.91 k | 1.00 contracts | 0.07 | DFE | N/A | Norway |
TOBACCO SETTLEMENT FIN AUTH WV ASSET BACKED | 61.71 k | 65.00 k principal | 0.07 | Debt | Long | USA |
PURCHASED SEK / SOLD USD
UBS AG
|
61.13 k | 1.00 contracts | 0.07 | DFE | N/A | Sweden |
EURO-BOBL FUTURE MAR24 | 60.22 k | 43.00 contracts | 0.07 | Interest rate derivative | N/A | Germany |
PURCHASED JPY / SOLD USD
HSBC Bank USA NA
|
56.33 k | 1.00 contracts | 0.06 | DFE | N/A | Japan |
PURCHASED SEK / SOLD USD
UBS AG
|
51.02 k | 1.00 contracts | 0.06 | DFE | N/A | Sweden |
3650R 2021-PF1 Commercial Mortgage Trust | 50.43 k | 1.03 mm principal | 0.06 | ABS-mortgage backed security | Long | USA |
Howard University | 40.48 k | 42.00 k principal | 0.04 | Debt | Long | USA |
PURCHASED CAD / SOLD USD
UBS AG
|
38.92 k | 1.00 contracts | 0.04 | DFE | N/A | Canada |
Freddie Mac Multifamily Structured Pass Through Certificates | 37.51 k | 706.83 k principal | 0.04 | ABS-mortgage backed security | Long | USA |
PURCHASED EUR / SOLD USD
Morgan Stanley Capital Services LLC
|
32.83 k | 1.00 contracts | 0.04 | DFE | N/A | N/A |
PURCHASED AUD / SOLD USD
Brown Brothers Harriman & Co.
|
32.13 k | 1.00 contracts | 0.04 | DFE | N/A | Australia |
PURCHASED AUD / SOLD USD
Morgan Stanley Capital Services LLC
|
31.95 k | 1.00 contracts | 0.04 | DFE | N/A | Australia |
EURO-SCHATZ FUT MAR24 | 30.94 k | 64.00 contracts | 0.03 | Interest rate derivative | N/A | Germany |
PURCHASED AUD / SOLD USD
Morgan Stanley Capital Services LLC
|
24.57 k | 1.00 contracts | 0.03 | DFE | N/A | Australia |
Freddie Mac Multifamily Structured Pass Through Certificates | 21.57 k | 329.81 k principal | 0.02 | ABS-mortgage backed security | Long | USA |
Freddie Mac Multifamily Structured Pass Through Certificates | 20.51 k | 568.54 k principal | 0.02 | ABS-mortgage backed security | Long | USA |
PURCHASED AUD / SOLD USD
Morgan Stanley Capital Services LLC
|
19.77 k | 1.00 contracts | 0.02 | DFE | N/A | Australia |
PURCHASED NZD / SOLD USD
Brown Brothers Harriman & Co.
|
18.92 k | 1.00 contracts | 0.02 | DFE | N/A | New Zealand |
PURCHASED CNH / SOLD USD
Barclays Bank PLC
|
17.89 k | 1.00 contracts | 0.02 | DFE | N/A | China |
PURCHASED GBP / SOLD USD
JPMorgan Chase Bank NA
|
15.92 k | 1.00 contracts | 0.02 | DFE | N/A | UK |
PURCHASED AUD / SOLD USD
Morgan Stanley Capital Services LLC
|
14.47 k | 1.00 contracts | 0.02 | DFE | N/A | Australia |
PURCHASED EUR / SOLD USD
HSBC Bank USA NA
|
12.94 k | 1.00 contracts | 0.01 | DFE | N/A | N/A |
PURCHASED JPY / SOLD USD
Merrill Lynch International
|
12.86 k | 1.00 contracts | 0.01 | DFE | N/A | Japan |
PURCHASED NZD / SOLD USD
Merrill Lynch International
|
12.33 k | 1.00 contracts | 0.01 | DFE | N/A | New Zealand |
PURCHASED EUR / SOLD USD
JPMorgan Chase Bank NA
|
11.80 k | 1.00 contracts | 0.01 | DFE | N/A | N/A |
PURCHASED CAD / SOLD USD
UBS AG
|
11.55 k | 1.00 contracts | 0.01 | DFE | N/A | Canada |
PURCHASED SEK / SOLD USD
Brown Brothers Harriman & Co.
|
10.35 k | 1.00 contracts | 0.01 | DFE | N/A | Sweden |
PURCHASED JPY / SOLD USD
JPMorgan Chase Bank NA
|
9.75 k | 1.00 contracts | 0.01 | DFE | N/A | Japan |
United States Small Business Administration | 9.47 k | 9.58 k principal | 0.01 | ABS-other | Long | USA |
PURCHASED DKK / SOLD USD
State Street Bank & Trust Co.
|
8.40 k | 1.00 contracts | 0.01 | DFE | N/A | Denmark |
PURCHASED JPY / SOLD USD
JPMorgan Chase Bank NA
|
7.80 k | 1.00 contracts | 0.01 | DFE | N/A | Japan |
PURCHASED JPY / SOLD USD
Barclays Bank PLC
|
7.56 k | 1.00 contracts | 0.01 | DFE | N/A | Japan |
PURCHASED EUR / SOLD USD
UBS AG
|
7.29 k | 1.00 contracts | 0.01 | DFE | N/A | N/A |
PURCHASED GBP / SOLD USD
Brown Brothers Harriman & Co.
|
6.89 k | 1.00 contracts | 0.01 | DFE | N/A | UK |
PURCHASED JPY / SOLD USD
Merrill Lynch International
|
6.52 k | 1.00 contracts | 0.01 | DFE | N/A | Japan |
PURCHASED GBP / SOLD USD
UBS AG
|
6.11 k | 1.00 contracts | 0.01 | DFE | N/A | UK |
PURCHASED KRW / SOLD USD
Morgan Stanley Capital Services LLC
|
6.04 k | 1.00 contracts | 0.01 | DFE | N/A | Korea, Republic of |
PURCHASED JPY / SOLD USD
NatWest Markets PLC
|
5.74 k | 1.00 contracts | 0.01 | DFE | N/A | Japan |
PURCHASED CAD / SOLD USD
Deutsche Bank AG
|
5.28 k | 1.00 contracts | 0.01 | DFE | N/A | Canada |
PURCHASED EUR / SOLD USD
HSBC Bank USA NA
|
5.20 k | 1.00 contracts | 0.01 | DFE | N/A | N/A |
PURCHASED GBP / SOLD USD
JPMorgan Chase Bank NA
|
4.80 k | 1.00 contracts | 0.01 | DFE | N/A | UK |
PURCHASED EUR / SOLD USD
Barclays Bank PLC
|
4.21 k | 1.00 contracts | 0.00 | DFE | N/A | N/A |
PURCHASED GBP / SOLD USD
Morgan Stanley Capital Services LLC
|
3.65 k | 1.00 contracts | 0.00 | DFE | N/A | UK |
PURCHASED AUD / SOLD USD
HSBC Bank USA NA
|
3.65 k | 1.00 contracts | 0.00 | DFE | N/A | Australia |
PURCHASED KRW / SOLD USD
Barclays Bank PLC
|
3.31 k | 1.00 contracts | 0.00 | DFE | N/A | Korea, Republic of |
PURCHASED MXN / SOLD USD
Goldman Sachs International
|
3.21 k | 1.00 contracts | 0.00 | DFE | N/A | Mexico |
PURCHASED EUR / SOLD USD
HSBC Bank USA NA
|
3.05 k | 1.00 contracts | 0.00 | DFE | N/A | N/A |
PURCHASED AUD / SOLD USD
JPMorgan Chase Bank NA
|
2.39 k | 1.00 contracts | 0.00 | DFE | N/A | Australia |
PURCHASED NOK / SOLD USD
Deutsche Bank AG
|
2.33 k | 1.00 contracts | 0.00 | DFE | N/A | Norway |
PURCHASED GBP / SOLD USD
Morgan Stanley Capital Services LLC
|
1.99 k | 1.00 contracts | 0.00 | DFE | N/A | UK |
PURCHASED GBP / SOLD USD
Barclays Bank PLC
|
1.64 k | 1.00 contracts | 0.00 | DFE | N/A | UK |
PURCHASED BRL / SOLD USD
Goldman Sachs International
|
1.35 k | 1.00 contracts | 0.00 | DFE | N/A | Brazil |
PURCHASED GBP / SOLD USD
Morgan Stanley Capital Services LLC
|
1.04 k | 1.00 contracts | 0.00 | DFE | N/A | UK |
PURCHASED MXN / SOLD USD
Brown Brothers Harriman & Co.
|
811.21 | 1.00 contracts | 0.00 | DFE | N/A | Mexico |
PURCHASED GBP / SOLD USD
JPMorgan Chase Bank NA
|
673.88 | 1.00 contracts | 0.00 | DFE | N/A | UK |
PURCHASED CAD / SOLD USD
Barclays Bank PLC
|
591.42 | 1.00 contracts | 0.00 | DFE | N/A | Canada |
PURCHASED JPY / SOLD USD
Deutsche Bank AG
|
590.98 | 1.00 contracts | 0.00 | DFE | N/A | Japan |
United States Small Business Administration | 528.12 | 532.20 principal | 0.00 | ABS-other | Long | USA |
United States Small Business Administration | 484.99 | 492.07 principal | 0.00 | ABS-other | Long | USA |
PURCHASED GBP / SOLD USD
Merrill Lynch International
|
448.56 | 1.00 contracts | 0.00 | DFE | N/A | UK |
PURCHASED EUR / SOLD USD
State Street Bank & Trust Co.
|
421.64 | 1.00 contracts | 0.00 | DFE | N/A | N/A |
PURCHASED AUD / SOLD USD
Brown Brothers Harriman & Co.
|
292.39 | 1.00 contracts | 0.00 | DFE | N/A | Australia |
PURCHASED GBP / SOLD USD
Deutsche Bank AG
|
196.30 | 1.00 contracts | 0.00 | DFE | N/A | UK |
PURCHASED USD / SOLD CZK
Brown Brothers Harriman & Co.
|
181.33 | 1.00 contracts | 0.00 | DFE | N/A | USA |
PURCHASED EUR / SOLD USD
BNP Paribas SA
|
72.35 | 1.00 contracts | 0.00 | DFE | N/A | N/A |
PURCHASED AUD / SOLD USD
Brown Brothers Harriman & Co.
|
25.34 | 1.00 contracts | 0.00 | DFE | N/A | Australia |
PURCHASED USD / SOLD PEN
Goldman Sachs International
|
-24.77 | 1.00 contracts | -0.00 | DFE | N/A | USA |
PURCHASED USD / SOLD KRW
Morgan Stanley Capital Services LLC
|
-47.08 | 1.00 contracts | -0.00 | DFE | N/A | USA |
PURCHASED USD / SOLD TWD
Barclays Bank PLC
|
-48.33 | 1.00 contracts | -0.00 | DFE | N/A | USA |
PURCHASED USD / SOLD JPY
UBS AG
|
-125.26 | 1.00 contracts | -0.00 | DFE | N/A | USA |
PURCHASED GBP / SOLD USD
Morgan Stanley Capital Services LLC
|
-611.52 | 1.00 contracts | -0.00 | DFE | N/A | UK |
PURCHASED EUR / SOLD USD
Morgan Stanley Capital Services LLC
|
-802.40 | 1.00 contracts | -0.00 | DFE | N/A | N/A |
PURCHASED USD / SOLD GBP
Merrill Lynch International
|
-857.82 | 1.00 contracts | -0.00 | DFE | N/A | USA |
PURCHASED USD / SOLD CAD
State Street Bank & Trust Co.
|
-870.69 | 1.00 contracts | -0.00 | DFE | N/A | USA |
PURCHASED USD / SOLD CAD
NatWest Markets PLC
|
-1.40 k | 1.00 contracts | -0.00 | DFE | N/A | USA |
PURCHASED USD / SOLD EUR
State Street Bank & Trust Co.
|
-1.43 k | 1.00 contracts | -0.00 | DFE | N/A | USA |
PURCHASED USD / SOLD BRL
Goldman Sachs International
|
-1.67 k | 1.00 contracts | -0.00 | DFE | N/A | USA |
PURCHASED USD / SOLD KRW
Barclays Bank PLC
|
-1.74 k | 1.00 contracts | -0.00 | DFE | N/A | USA |
PURCHASED USD / SOLD AUD
JPMorgan Chase Bank NA
|
-1.78 k | 1.00 contracts | -0.00 | DFE | N/A | USA |
PURCHASED USD / SOLD EUR
HSBC Bank USA NA
|
-1.80 k | 1.00 contracts | -0.00 | DFE | N/A | USA |
PURCHASED USD / SOLD EUR
State Street Bank & Trust Co.
|
-2.02 k | 1.00 contracts | -0.00 | DFE | N/A | USA |
PURCHASED USD / SOLD JPY
Deutsche Bank AG
|
-2.15 k | 1.00 contracts | -0.00 | DFE | N/A | USA |
PURCHASED USD / SOLD SEK
Brown Brothers Harriman & Co.
|
-2.49 k | 1.00 contracts | -0.00 | DFE | N/A | USA |
PURCHASED USD / SOLD BRL
Goldman Sachs International
|
-2.87 k | 1.00 contracts | -0.00 | DFE | N/A | USA |
PURCHASED USD / SOLD CZK
Brown Brothers Harriman & Co.
|
-3.30 k | 1.00 contracts | -0.00 | DFE | N/A | USA |
PURCHASED USD / SOLD EUR
Merrill Lynch International
|
-3.41 k | 1.00 contracts | -0.00 | DFE | N/A | USA |
PURCHASED USD / SOLD JPY
Morgan Stanley Capital Services LLC
|
-3.48 k | 1.00 contracts | -0.00 | DFE | N/A | USA |
PURCHASED USD / SOLD JPY
Morgan Stanley Capital Services LLC
|
-4.29 k | 1.00 contracts | -0.00 | DFE | N/A | USA |
PURCHASED USD / SOLD EUR
JPMorgan Chase Bank NA
|
-5.49 k | 1.00 contracts | -0.01 | DFE | N/A | USA |
PURCHASED GBP / SOLD USD
UBS AG
|
-5.63 k | 1.00 contracts | -0.01 | DFE | N/A | UK |
PURCHASED USD / SOLD CAD
Morgan Stanley Capital Services LLC
|
-5.70 k | 1.00 contracts | -0.01 | DFE | N/A | USA |
PURCHASED USD / SOLD EUR
Brown Brothers Harriman & Co.
|
-5.75 k | 1.00 contracts | -0.01 | DFE | N/A | USA |
PURCHASED USD / SOLD JPY
Merrill Lynch International
|
-5.95 k | 1.00 contracts | -0.01 | DFE | N/A | USA |
PURCHASED USD / SOLD EUR
JPMorgan Chase Bank NA
|
-5.97 k | 1.00 contracts | -0.01 | DFE | N/A | USA |
PURCHASED USD / SOLD EUR
JPMorgan Chase Bank NA
|
-6.58 k | 1.00 contracts | -0.01 | DFE | N/A | USA |
EURO-BUND FUTURE MAR24 | -6.85 k | -4.00 contracts | -0.01 | Interest rate derivative | N/A | Germany |
PURCHASED USD / SOLD AUD
Brown Brothers Harriman & Co.
|
-7.66 k | 1.00 contracts | -0.01 | DFE | N/A | USA |
PURCHASED USD / SOLD CAD
State Street Bank & Trust Co.
|
-8.01 k | 1.00 contracts | -0.01 | DFE | N/A | USA |
PURCHASED USD / SOLD AUD
Brown Brothers Harriman & Co.
|
-8.14 k | 1.00 contracts | -0.01 | DFE | N/A | USA |
PURCHASED USD / SOLD JPY
Deutsche Bank AG
|
-8.15 k | 1.00 contracts | -0.01 | DFE | N/A | USA |
PURCHASED USD / SOLD MXN
UBS AG
|
-8.52 k | 1.00 contracts | -0.01 | DFE | N/A | USA |
PURCHASED USD / SOLD JPY
State Street Bank & Trust Co.
|
-9.58 k | 1.00 contracts | -0.01 | DFE | N/A | USA |
PURCHASED USD / SOLD CAD
Morgan Stanley Capital Services LLC
|
-11.18 k | 1.00 contracts | -0.01 | DFE | N/A | USA |
PURCHASED USD / SOLD EUR
State Street Bank & Trust Co.
|
-11.83 k | 1.00 contracts | -0.01 | DFE | N/A | USA |
AUST 10Y BOND FUT MAR24 | -12.18 k | -6.00 contracts | -0.01 | Interest rate derivative | N/A | Australia |
PURCHASED USD / SOLD AUD
BNP Paribas SA
|
-12.91 k | 1.00 contracts | -0.01 | DFE | N/A | USA |
PURCHASED USD / SOLD CNH
Barclays Bank PLC
|
-17.43 k | 1.00 contracts | -0.02 | DFE | N/A | USA |
PURCHASED USD / SOLD CAD
State Street Bank & Trust Co.
|
-17.44 k | 1.00 contracts | -0.02 | DFE | N/A | USA |
PURCHASED USD / SOLD BRL
Citibank NA
|
-18.92 k | 1.00 contracts | -0.02 | DFE | N/A | USA |
PURCHASED USD / SOLD GBP
UBS AG
|
-21.46 k | 1.00 contracts | -0.02 | DFE | N/A | USA |
PURCHASED USD / SOLD PEN
Merrill Lynch International
|
-24.73 k | 1.00 contracts | -0.03 | DFE | N/A | USA |
PURCHASED USD / SOLD EUR
Merrill Lynch International
|
-28.10 k | 1.00 contracts | -0.03 | DFE | N/A | USA |
PURCHASED USD / SOLD CAD
UBS AG
|
-28.68 k | 1.00 contracts | -0.03 | DFE | N/A | USA |
PURCHASED USD / SOLD NZD
Morgan Stanley Capital Services LLC
|
-29.42 k | 1.00 contracts | -0.03 | DFE | N/A | USA |
EURO-BUXL 30Y BND MAR24 | -30.01 k | -3.00 contracts | -0.03 | Interest rate derivative | N/A | Germany |
PURCHASED USD / SOLD KRW
Citibank N.A.
|
-35.20 k | 1.00 contracts | -0.04 | DFE | N/A | USA |
PURCHASED USD / SOLD CZK
HSBC Bank USA NA
|
-38.40 k | 1.00 contracts | -0.04 | DFE | N/A | USA |
PURCHASED USD / SOLD KRW
Morgan Stanley Capital Services LLC
|
-39.73 k | 1.00 contracts | -0.04 | DFE | N/A | USA |
PURCHASED USD / SOLD NOK
Deutsche Bank AG
|
-45.54 k | 1.00 contracts | -0.05 | DFE | N/A | USA |
PURCHASED USD / SOLD CAD
State Street Bank & Trust Co.
|
-78.24 k | 1.00 contracts | -0.09 | DFE | N/A | USA |
PURCHASED USD / SOLD AUD
State Street Bank & Trust Co.
|
-83.56 k | 1.00 contracts | -0.09 | DFE | N/A | USA |
PURCHASED USD / SOLD MXN
HSBC Bank USA NA
|
-87.14 k | 1.00 contracts | -0.10 | DFE | N/A | USA |
PURCHASED USD / SOLD SEK
UBS AG
|
-208.31 k | 1.00 contracts | -0.23 | DFE | N/A | USA |
PURCHASED USD / SOLD GBP
State Street Bank & Trust Co.
|
-215.27 k | 1.00 contracts | -0.24 | DFE | N/A | USA |
PURCHASED USD / SOLD NZD
State Street Bank & Trust Co.
|
-224.86 k | 1.00 contracts | -0.25 | DFE | N/A | USA |