Fund profile
Fund manager
Total assets
$424.24 mm
Liabilities
$7.04 mm
Net assets
$417.20 mm
Number of holdings
174.00
174 Holdings
Security | $Holding | Balance | % of Fund | Category | Position | Country |
---|---|---|---|---|---|---|
Canadian Government Bond | 20.59 mm | 27.00 mm principal | 4.93 | Debt | Long | Canada |
Federal Home Loan Mortgage Corp | 17.22 mm | 14.85 mm principal | 4.13 | Debt | Long | USA |
United States Treasury Inflation Indexed Bonds | 17.07 mm | 18.83 mm principal | 4.09 | Debt | Long | USA |
Federal National Mortgage Association | 15.71 mm | 13.65 mm principal | 3.77 | Debt | Long | USA |
United States Treasury Inflation Indexed Bonds | 13.90 mm | 17.80 mm principal | 3.33 | Debt | Long | USA |
United States Treasury Inflation Indexed Bonds | 12.74 mm | 14.28 mm principal | 3.05 | Debt | Long | USA |
United States Treasury Inflation Indexed Bonds | 12.59 mm | 13.25 mm principal | 3.02 | Debt | Long | USA |
Caterpillar Financial Services Corp | 11.97 mm | 12.00 mm principal | 2.87 | Short-term investment vehicle | Long | USA |
United States Treasury Inflation Indexed Bonds | 11.11 mm | 12.65 mm principal | 2.66 | Debt | Long | USA |
United States Treasury Inflation Indexed Bonds | 10.49 mm | 10.97 mm principal | 2.52 | Debt | Long | USA |
United States Treasury Inflation Indexed Bonds | 10.24 mm | 11.34 mm principal | 2.46 | Debt | Long | USA |
United States Treasury Inflation Indexed Bonds | 9.86 mm | 10.38 mm principal | 2.36 | Debt | Long | USA |
Fannie Mae Pool | 9.32 mm | 9.85 mm principal | 2.23 | ABS-mortgage backed security | Long | USA |
United States Treasury Inflation Indexed Bonds | 9.06 mm | 10.14 mm principal | 2.17 | Debt | Long | USA |
United States Treasury Inflation Indexed Bonds | 8.85 mm | 9.36 mm principal | 2.12 | Debt | Long | USA |
United States Treasury Inflation Indexed Bonds | 8.85 mm | 9.69 mm principal | 2.12 | Debt | Long | USA |
United States Treasury Inflation Indexed Bonds | 8.67 mm | 8.95 mm principal | 2.08 | Debt | Long | USA |
United States Treasury Inflation Indexed Bonds | 8.60 mm | 10.61 mm principal | 2.06 | Debt | Long | USA |
Chariot Funding LLC | 8.49 mm | 8.50 mm principal | 2.04 | Short-term investment vehicle | Long | USA |
United States Treasury Inflation Indexed Bonds | 8.49 mm | 8.72 mm principal | 2.04 | Debt | Long | USA |
United States Treasury Inflation Indexed Bonds | 6.95 mm | 8.90 mm principal | 1.67 | Debt | Long | USA |
Fannie Mae Pool | 6.79 mm | 7.93 mm principal | 1.63 | ABS-mortgage backed security | Long | USA |
United States Treasury Inflation Indexed Bonds | 5.61 mm | 6.31 mm principal | 1.35 | Debt | Long | USA |
United States Treasury Inflation Indexed Bonds | 5.56 mm | 5.84 mm principal | 1.33 | Debt | Long | USA |
United States Treasury Inflation Indexed Bonds | 5.48 mm | 5.68 mm principal | 1.31 | Debt | Long | USA |
United States Treasury Inflation Indexed Bonds | 5.48 mm | 8.86 mm principal | 1.31 | Debt | Long | USA |
United States Treasury Inflation Indexed Bonds | 4.89 mm | 5.16 mm principal | 1.17 | Debt | Long | USA |
United States Treasury Inflation Indexed Bonds | 4.52 mm | 5.74 mm principal | 1.08 | Debt | Long | USA |
United States Treasury Inflation Indexed Bonds | 4.35 mm | 4.58 mm principal | 1.04 | Debt | Long | USA |
United States Treasury Inflation Indexed Bonds | 4.30 mm | 6.61 mm principal | 1.03 | Debt | Long | USA |
United States Treasury Inflation Indexed Bonds | 4.13 mm | 3.74 mm principal | 0.99 | Debt | Long | USA |
Fannie Mae Pool | 3.98 mm | 3.96 mm principal | 0.95 | ABS-mortgage backed security | Long | USA |
Tennessee Valley Authority | 3.71 mm | 3.25 mm principal | 0.89 | Debt | Long | USA |
United States Treasury Inflation Indexed Bonds | 3.71 mm | 3.61 mm principal | 0.89 | Debt | Long | USA |
United States Treasury Inflation Indexed Bonds | 3.43 mm | 3.32 mm principal | 0.82 | Debt | Long | USA |
United States Treasury Inflation Indexed Bonds | 3.40 mm | 3.58 mm principal | 0.81 | Debt | Long | USA |
United States Treasury Inflation Indexed Bonds | 3.13 mm | 3.83 mm principal | 0.75 | Debt | Long | USA |
United States Treasury Inflation Indexed Bonds | 3.06 mm | 2.85 mm principal | 0.73 | Debt | Long | USA |
XOM Exxon Mobil Corp. | 2.50 mm | 2.56 mm principal | 0.60 | Debt | Long | USA |
TMO Thermo Fisher Scientific Inc. | 2.49 mm | 2.57 mm principal | 0.60 | Debt | Long | USA |
United States Treasury Inflation Indexed Bonds | 2.41 mm | 2.99 mm principal | 0.58 | Debt | Long | USA |
Starwood Mortgage Residential Trust 2020-2 | 2.26 mm | 2.50 mm principal | 0.54 | ABS-mortgage backed security | Long | USA |
Toyota Motor Credit Corp | 2.20 mm | 2.22 mm principal | 0.53 | Debt | Long | USA |
Bank of America Corp | 2.20 mm | 2.21 mm principal | 0.53 | Debt | Long | USA |
Credit Suisse Mortgage Capital Certificates 2019-ICE4 | 2.14 mm | 2.15 mm principal | 0.51 | ABS-mortgage backed security | Long | USA |
Freddie Mac Pool | 2.08 mm | 2.04 mm principal | 0.50 | ABS-mortgage backed security | Long | USA |
Aligned Data Centers Issuer LLC | 2.05 mm | 2.35 mm principal | 0.49 | ABS-other | Long | USA |
Caterpillar Financial Services Corp | 1.94 mm | 1.97 mm principal | 0.46 | Debt | Long | USA |
Freddie Mac Pool | 1.84 mm | 2.01 mm principal | 0.44 | ABS-mortgage backed security | Long | USA |
J.P. Morgan Chase Commercial Mortgage Securities Trust 2018-AON | 1.81 mm | 2.02 mm principal | 0.43 | ABS-mortgage backed security | Long | USA |
Ginnie Mae II Pool | 1.80 mm | 1.79 mm principal | 0.43 | ABS-mortgage backed security | Long | USA |
Freddie Mac Pool | 1.80 mm | 1.86 mm principal | 0.43 | ABS-mortgage backed security | Long | USA |
Dryden 43 Senior Loan Fund | 1.76 mm | 2.00 mm principal | 0.42 | ABS-collateralized bond/debt obligation | Long | Cayman Islands |
United States Treasury Inflation Indexed Bonds | 1.76 mm | 1.84 mm principal | 0.42 | Debt | Long | USA |
Tennessee Valley Authority | 1.74 mm | 1.75 mm principal | 0.42 | Debt | Long | USA |
Freddie Mac Pool | 1.74 mm | 2.03 mm principal | 0.42 | ABS-mortgage backed security | Long | USA |
Magnetite Xxix Ltd | 1.63 mm | 1.65 mm principal | 0.39 | ABS-collateralized bond/debt obligation | Long | Cayman Islands |
Extended Stay America Trust 2021-ESH | 1.58 mm | 1.61 mm principal | 0.38 | ABS-mortgage backed security | Long | USA |
Honda Motor Co Ltd | 1.50 mm | 1.55 mm principal | 0.36 | Debt | Long | Japan |
Long: BL6J44N59 IRS USD R V 12MUSCPI SL6J44N59_INF CCPINFLATIONZERO / Short: BL6J44N59 IRS USD P F 1.85750 SL6J44N59_FIX CCPINFLATIONZERO | 1.48 mm | 12.70 mm other units | 0.35 | DO | N/A | USA |
KKR CLO Ltd 22 | 1.47 mm | 1.47 mm principal | 0.35 | ABS-collateralized bond/debt obligation | Long | Cayman Islands |
KKR Static CLO I LTD | 1.43 mm | 1.43 mm principal | 0.34 | ABS-collateralized bond/debt obligation | Long | Cayman Islands |
Deephaven Residential Mortgage Trust 2020-2 | 1.42 mm | 1.45 mm principal | 0.34 | ABS-mortgage backed security | Long | USA |
KKR Static CLO I LTD | 1.40 mm | 1.40 mm principal | 0.34 | ABS-collateralized bond/debt obligation | Long | Cayman Islands |
Cologix Canadian Issuer LP | 1.37 mm | 1.95 mm principal | 0.33 | ABS-other | Long | Canada |
Long: BLXC06HC5 IRS USD R V 12MUSCPI SLXC06HC5_INF CCPINFLATIONZERO / Short: BLXC06HC5 IRS USD P F 1.77700 SLXC06HC5_FIX CCPINFLATIONZERO | 1.37 mm | 11.00 mm other units | 0.33 | DO | N/A | USA |
Rockford Tower CLO 2020-1 Ltd | 1.35 mm | 1.35 mm principal | 0.32 | ABS-collateralized bond/debt obligation | Long | Cayman Islands |
BX Commercial Mortgage Trust 2021-VOLT | 1.33 mm | 1.40 mm principal | 0.32 | ABS-mortgage backed security | Long | USA |
Tennessee Valley Authority | 1.24 mm | 1.50 mm principal | 0.30 | Debt | Long | USA |
Long: SWT000127 IRS USD R V 00MCPI INFLATION CPURNSA / Short: SWT000127 IRS USD P F 1.87000 INFLATION | 1.22 mm | 8.50 mm other units | 0.29 | DO | N/A | USA |
Bean Creek CLO Ltd | 1.21 mm | 1.21 mm principal | 0.29 | ABS-collateralized bond/debt obligation | Long | Cayman Islands |
Shelter Growth CRE 2022-FL4 Issuer Ltd | 1.21 mm | 1.21 mm principal | 0.29 | ABS-collateralized bond/debt obligation | Long | Bermuda |
Wellfleet CLO 2022-1 Ltd | 1.20 mm | 1.25 mm principal | 0.29 | ABS-collateralized bond/debt obligation | Long | Cayman Islands |
Roche Holdings Inc | 1.19 mm | 1.27 mm principal | 0.29 | Debt | Long | USA |
United States Treasury Inflation Indexed Bonds | 1.16 mm | 1.43 mm principal | 0.28 | Debt | Long | USA |
Palmer Square CLO 2014-1 Ltd | 1.14 mm | 1.14 mm principal | 0.27 | ABS-collateralized bond/debt obligation | Long | Cayman Islands |
Federal Home Loan Banks | 1.13 mm | 1.00 mm principal | 0.27 | Debt | Long | USA |
Goldentree Loan Opportunities X Ltd | 1.13 mm | 1.13 mm principal | 0.27 | ABS-collateralized bond/debt obligation | Long | Cayman Islands |
Wells Fargo Bank NA | 1.06 mm | 1.05 mm principal | 0.25 | Debt | Long | USA |
UNIV OF CALIFORNIA CA REVENUES | 1.00 mm | 1.11 mm principal | 0.24 | Debt | Long | USA |
Long: SWT000128 IRS USD R V 00MCPI INFLATION CPURNSA / Short: SWT000128 IRS USD P F 1.92000 INFLATION | 962.22 k | 7.00 mm other units | 0.23 | DO | N/A | USA |
OBX 2023-NQM9 Trust | 956.15 k | 935.09 k principal | 0.23 | ABS-mortgage backed security | Long | USA |
Long: BLF03DCI5 IRS USD R V 12MUSCPI SLF03DCI5_INF CCPINFLATIONZERO / Short: BLF03DCI5 IRS USD P F 1.71450 SLF03DCI5_FIX CCPINFLATIONZERO | 930.86 k | 7.40 mm other units | 0.22 | DO | N/A | USA |
FirstKey Homes 2020-SFR2 Trust | 926.77 k | 1.00 mm principal | 0.22 | ABS-other | Long | USA |
JPMorgan Chase & Co | 918.58 k | 918.00 k principal | 0.22 | Debt | Long | USA |
Long: SWT000129 IRS USD R V 00MCPI INFLATION CPURNSA / Short: SWT000129 IRS USD P F 1.77000 INFLATION | 917.05 k | 6.00 mm other units | 0.22 | DO | N/A | USA |
Bellemeade Re 2019-3 Ltd | 896.03 k | 894.11 k principal | 0.21 | ABS-mortgage backed security | Long | Bermuda |
United States Treasury Inflation Indexed Bonds | 885.01 k | 877.27 k principal | 0.21 | Debt | Long | USA |
Sequoia Mortgage Trust 2017-7 | 876.94 k | 995.41 k principal | 0.21 | ABS-mortgage backed security | Long | USA |
Long: BL0X06YO0 IRS USD R V 12MUSCPI SL0X06YO0_INF CCPINFLATIONZERO / Short: BL0X06YO0 IRS USD P F 1.86000 SL0X06YO0_FIX CCPINFLATIONZERO | 870.59 k | 7.50 mm other units | 0.21 | DO | N/A | USA |
Credit Suisse Mortgage Capital Certificates 2019-ICE4 | 870.57 k | 872.83 k principal | 0.21 | ABS-mortgage backed security | Long | USA |
Sierra Timeshare 2021-1 Receivables Funding LLC | 846.90 k | 898.16 k principal | 0.20 | ABS-other | Long | USA |
Verus Securitization Trust 2021-5 | 820.17 k | 998.60 k principal | 0.20 | ABS-mortgage backed security | Long | USA |
SYK Stryker Corp. | 809.17 k | 800.00 k principal | 0.19 | Debt | Long | USA |
JPMorgan Chase & Co | 771.18 k | 760.00 k principal | 0.18 | Debt | Long | USA |
ABBV Abbvie Inc | 767.12 k | 800.00 k principal | 0.18 | Debt | Long | USA |
BX Commercial Mortgage Trust 2021-VOLT | 712.70 k | 745.46 k principal | 0.17 | ABS-mortgage backed security | Long | USA |
BOC Aviation USA Corp | 687.17 k | 696.00 k principal | 0.16 | Debt | Long | USA |
Blackbird Capital II Aircraft Lease Ltd | 660.39 k | 765.91 k principal | 0.16 | ABS-other | Long | USA |
STAR 2021-1 Trust | 633.29 k | 716.42 k principal | 0.15 | ABS-mortgage backed security | Long | USA |
Long: BL0X0ISZ6 IRS USD R V 12MUSCPI SL0X0ISZ6_FLO CCPINFLATIONZERO / Short: BL0X0ISZ6 IRS USD P F 2.24300 SL0X0ISZ6_FIX CCPINFLATIONZERO | 624.86 k | 6.00 mm other units | 0.15 | DO | N/A | UK |
GOLDEN ST TOBACCO SECURITIZATION CORP CA TOBACCO SETTLEMENT | 622.94 k | 740.00 k principal | 0.15 | Debt | Long | USA |
JPMorgan Chase Bank NA | 568.05 k | 563.00 k principal | 0.14 | Debt | Long | USA |
Long: BLP71H6D0 IRS USD R V 12MUSCPI SLP71H6D0_INF CCPINFLATIONZERO / Short: BLP71H6D0 IRS USD P F 2.14500 SLP71H6D0_FIX CCPINFLATIONZERO | 555.08 k | 5.00 mm other units | 0.13 | DO | N/A | USA |
Long: BL474BO35 IRS USD R V 12MUSCPI SL474BO35_INF CCPINFLATIONZERO / Short: BL474BO35 IRS USD P F 1.80000 SL474BO35_FIX CCPINFLATIONZERO | 544.85 k | 3.70 mm other units | 0.13 | DO | N/A | USA |
Verus Securitization Trust 2021-1 | 541.60 k | 631.65 k principal | 0.13 | ABS-mortgage backed security | Long | USA |
Fannie Mae Connecticut Avenue Securities | 528.42 k | 522.31 k principal | 0.13 | ABS-mortgage backed security | Long | USA |
United States Treasury Inflation Indexed Bonds | 503.52 k | 506.68 k principal | 0.12 | Debt | Long | USA |
SRE Sempra | 494.64 k | 507.00 k principal | 0.12 | Debt | Long | USA |
JP Morgan Mortgage Trust 2016-1 | 493.43 k | 557.88 k principal | 0.12 | ABS-mortgage backed security | Long | USA |
Greenwood Park CLO Ltd | 492.35 k | 492.78 k principal | 0.12 | ABS-collateralized bond/debt obligation | Long | Cayman Islands |
Long: BL2I4BCO0 IRS USD R V 12MUSCPI SL2I4BCO0_INF CCPINFLATIONZERO / Short: BL2I4BCO0 IRS USD P F 1.07750 SL2I4BCO0_FIX CCPINFLATIONZERO | 490.37 k | 3.00 mm other units | 0.12 | DO | N/A | USA |
Long: SWT000136 IRS USD R V 00MCPI INFLATION CPURNSA / Short: SWT000136 IRS USD P F 2.23500 INFLATION | 485.19 k | 5.00 mm other units | 0.12 | DO | N/A | USA |
Sierra Timeshare 2019-3 Receivables Funding LLC | 476.76 k | 497.43 k principal | 0.11 | ABS-other | Long | USA |
Bank of America Corp | 454.15 k | 512.00 k principal | 0.11 | Debt | Long | USA |
GS Goldman Sachs Group, Inc. | 439.46 k | 441.00 k principal | 0.11 | Debt | Long | USA |
Goodgreen 2020-1 Trust | 436.48 k | 554.72 k principal | 0.10 | ABS-other | Long | USA |
Long: BLWS0QPF1 IRS USD R V 12MUSCPI INF CCPINFLATIONZERO / Short: BLWS0QPF1 IRS USD P F 2.49750 FIX CCPINFLATIONZERO | 434.04 k | 7.00 mm other units | 0.10 | DO | N/A | USA |
Bellemeade Re 2021-2 Ltd | 428.73 k | 429.68 k principal | 0.10 | ABS-mortgage backed security | Long | USA |
Long: BL3Y3QA14 IRS USD R V 12MUSCPI SL3Y3QA14 _INF CCPINFLATIONZER / Short: BL3Y3QA14 IRS USD P F 2.07250 SL3Y3QA14 _FIX CCPINFLATIONZER | 423.75 k | 3.50 mm other units | 0.10 | DO | N/A | USA |
Hilton Grand Vacations Trust 2019-A | 419.37 k | 442.54 k principal | 0.10 | ABS-other | Long | USA |
Long: BLYP0FI75 IRS USD R V 12MUSCPI SLYP0FI75_INF CCPINFLATIONZERO / Short: BLYP0FI75 IRS USD P F 1.29100 SLYP0FI75_FIX CCPINFLATIONZERO | 394.92 k | 2.00 mm other units | 0.09 | DO | N/A | USA |
Long: SWT000132 IRS USD R V 00MCPI INFLATION CPURNSA / Short: SWT000132 IRS USD P F 2.28000 INFLATION | 380.28 k | 4.00 mm other units | 0.09 | DO | N/A | USA |
US 10YR NOTE (CBT)MAR24 | 375.34 k | 119.00 contracts | 0.09 | Interest rate derivative | N/A | USA |
Long: BLA11X4L8 IRS USD R V 12MUSCPI CCP LCH FLOATING / Short: BLA11X4L8 IRS USD P F 1.62875 CCP LCH FIXED | 356.13 k | 2.00 mm other units | 0.09 | DO | N/A | USA |
Agate Bay Mortgage Trust 2015-7 | 348.04 k | 391.67 k principal | 0.08 | ABS-mortgage backed security | Long | USA |
JPMorgan Chase & Co | 346.37 k | 360.00 k principal | 0.08 | Debt | Long | USA |
Long: SWT000133 IRS USD R V 00MCPI INFLATION CPURNSA / Short: SWT000133 IRS USD P F 2.24000 INFLATION | 334.08 k | 3.50 mm other units | 0.08 | DO | N/A | USA |
Wells Fargo & Co | 316.61 k | 325.00 k principal | 0.08 | Debt | Long | USA |
JPMorgan Chase & Co | 309.58 k | 358.00 k principal | 0.07 | Debt | Long | USA |
Goodgreen 2021-1 Trust | 302.67 k | 383.55 k principal | 0.07 | ABS-other | Long | USA |
J.G. Wentworth XLI LLC | 301.20 k | 363.26 k principal | 0.07 | ABS-other | Long | USA |
JPMorgan Chase & Co | 299.65 k | 285.00 k principal | 0.07 | Debt | Long | USA |
Long: SWT000130 IRS USD R V 00MCPI INFLATION CPURNSA / Short: SWT000130 IRS USD P F 2.24500 INFLATION | 297.49 k | 3.00 mm other units | 0.07 | DO | N/A | USA |
Long: SWT000124 IRS USD R V 00MCPI INFLATION CPURNSA / Short: SWT000124 IRS USD P F 2.14000 INFLATION | 292.66 k | 2.90 mm other units | 0.07 | DO | N/A | USA |
Wells Fargo & Co | 285.90 k | 280.00 k principal | 0.07 | Debt | Long | USA |
Long: SWT000131 IRS USD R V 00MCPI INFLATION CPURNSA / Short: SWT000131 IRS USD P F 2.28000 INFLATION | 285.66 k | 3.00 mm other units | 0.07 | DO | N/A | USA |
Long: BL1S54L30 IRS USD R V 12MUSCPI SL1S54L30_INF CCPINFLATIONZERO / Short: BL1S54L30 IRS USD P F 1.88400 SL1S54L30_FIX CCPINFLATIONZERO | 280.20 k | 2.00 mm other units | 0.07 | DO | N/A | USA |
Bank of Montreal | 264.59 k | 261.00 k principal | 0.06 | Debt | Long | Canada |
US 10YR ULTRA FUT MAR24 | 259.93 k | 53.00 contracts | 0.06 | Interest rate derivative | N/A | USA |
Vista Point Securitization Trust 2020-2 | 246.07 k | 266.93 k principal | 0.06 | ABS-mortgage backed security | Long | USA |
Arroyo Mortgage Trust 2021-1R | 244.69 k | 297.29 k principal | 0.06 | ABS-mortgage backed security | Long | USA |
JP Morgan Mortgage Trust 2017-1 | 235.72 k | 267.23 k principal | 0.06 | ABS-mortgage backed security | Long | USA |
JP Morgan Mortgage Trust 2014-5 | 234.09 k | 245.51 k principal | 0.06 | ABS-mortgage backed security | Long | USA |
CSMC 2021-NQM2 | 223.55 k | 265.41 k principal | 0.05 | ABS-mortgage backed security | Long | USA |
Toronto-Dominion Bank/The | 221.26 k | 217.00 k principal | 0.05 | Debt | Long | Canada |
Wells Fargo & Co | 215.93 k | 215.00 k principal | 0.05 | Debt | Long | USA |
US 5YR NOTE (CBT) MAR24 | 202.94 k | 96.00 contracts | 0.05 | Interest rate derivative | N/A | USA |
Long: SWT000125 IRS USD R V 00MCPI INFLATION CPURNSA / Short: SWT000125 IRS USD P F 1.79000 INFLATION | 201.67 k | 1.50 mm other units | 0.05 | DO | N/A | USA |
Long: SWT000134 IRS USD R V 00MCPI INFLATION CPURNSA / Short: SWT000134 IRS USD P F 2.21750 INFLATION | 195.60 k | 2.00 mm other units | 0.05 | DO | N/A | USA |
Long: SWT000135 IRS USD R V 00MCPI INFLATION CPURNSA / Short: SWT000135 IRS USD P F 2.23500 INFLATION | 192.93 k | 2.00 mm other units | 0.05 | DO | N/A | USA |
Fannie Mae Connecticut Avenue Securities | 190.79 k | 189.54 k principal | 0.05 | ABS-mortgage backed security | Long | USA |
Arroyo Mortgage Trust 2021-1R | 188.07 k | 228.68 k principal | 0.05 | ABS-mortgage backed security | Long | USA |
Long: SWT000119 IRS USD R V 00MCPI INFLATION CPURNSA / Short: SWT000119 IRS USD P F 2.38500 INFLATION | 179.87 k | 4.00 mm other units | 0.04 | DO | N/A | USA |
Angel Oak Mortgage Trust 2019-6 | 171.38 k | 177.86 k principal | 0.04 | ABS-mortgage backed security | Long | USA |
Long: SWT000120 IRS USD R V 00MCPI INFLATION CPURNSA / Short: SWT000120 IRS USD P F 2.36300 INFLATION | 168.51 k | 3.50 mm other units | 0.04 | DO | N/A | USA |
C Citigroup Inc | 144.24 k | 152.00 k principal | 0.03 | Debt | Long | USA |
C Citigroup Inc | 94.58 k | 100.00 k principal | 0.02 | Debt | Long | USA |
Long: SWT000118 IRS USD R V 00MCPI INFLATION CPURNSA / Short: SWT000118 IRS USD P F 2.52750 INFLATION | 72.46 k | 2.75 mm other units | 0.02 | DO | N/A | USA |
BRE Grand Islander Timeshare Issuer 2017-A LLC | 67.30 k | 69.01 k principal | 0.02 | ABS-other | Long | USA |
CSMC Trust 2015-WIN1 | 40.63 k | 44.63 k principal | 0.01 | ABS-mortgage backed security | Long | USA |
Long: BLTQ16424 IRS USD R V 12MUSCPI SLTQ16424_FLO CCPINFLATIONZERO / Short: BLTQ16424 IRS USD P F 2.43750 SLTQ16424_FIX CCPINFLATIONZERO | 29.25 k | 9.50 mm other units | 0.01 | DO | N/A | USA |
Long: SWT000117 IRS USD R V 00MCPI INFLATION CPURNSA / Short: SWT000117 IRS USD P F 2.58900 INFLATION | 24.98 k | 1.40 mm other units | 0.01 | DO | N/A | USA |
US 2YR NOTE (CBT) MAR24 | 15.55 k | 8.00 contracts | 0.00 | Interest rate derivative | N/A | USA |
Long: BLTQ163Z2 IRS USD R V 12MUSCPI SLTQ163Z2_FLO CCPINFLATIONZERO / Short: BLTQ163Z2 IRS USD P F 2.41500 SLTQ163Z2_FIX CCPINFLATIONZERO | 5.06 k | 2.50 mm other units | 0.00 | DO | N/A | USA |
Long: BLXA18D20 IRS USD R V 12MUSCPI SLXA18D20_FLO CCPINFLATIONZERO / Short: BLXA18D20 IRS USD P F 2.49500 SLXA18D20_FIX CCPINFLATIONZERO | -9.31 k | 3.50 mm other units | -0.00 | DO | N/A | USA |
Long: BLYH0V879 IRS USD R V 12MUSCPI SLYH0V879_FLO CCPINFLATIONZERO / Short: BLYH0V879 IRS USD P F 2.56500 SLYH0V879_FIX CCPINFLATIONZERO | -9.38 k | 1.50 mm other units | -0.00 | DO | N/A | USA |
Long: BL5I23ES6 IRS USD R V 12MUSCPI SL5I23ES6_FLO CCPINFLATIONZERO / Short: BL5I23ES6 IRS USD P F 2.66250 SL5I23ES6_FIX CCPINFLATIONZERO | -17.01 k | 1.20 mm other units | -0.00 | DO | N/A | USA |
Long: BLYH0XDS3 IRS USD R V 12MUSCPI SLYH0XDS3_FLO CCPINFLATIONZERO / Short: BLYH0XDS3 IRS USD P F 2.50250 SLYH0XDS3_FIX CCPINFLATIONZERO | -35.88 k | 7.00 mm other units | -0.01 | DO | N/A | USA |
Long: BLP4159L2 IRS USD R V 12MUSCPI SLP4159L2_FLO CCPINFLATIONZERO / Short: BLP4159L2 IRS USD P F 2.61900 SLP4159L2_FIX CCPINFLATIONZERO | -50.86 k | 5.50 mm other units | -0.01 | DO | N/A | USA |
Long: SWT000116 IRS USD R V 00MCPI INFLATION CPURNSA / Short: SWT000116 IRS USD P F 2.78400 INFLATION | -115.20 k | 1.40 mm other units | -0.03 | DO | N/A | USA |
Long: BL5I23EV9 IRS USD R V 12MUSCPI SL5I23EV9_FLO CCPINFLATIONZERO / Short: BL5I23EV9 IRS USD P F 2.65000 SL5I23EV9_FIX CCPINFLATIONZERO | -143.79 k | 8.50 mm other units | -0.03 | DO | N/A | USA |
Long: SWT000019 IRS USD R V 00MCPI INFLATION CPURNSA / Short: SWT000019 IRS USD P F 2.89500 INFLATION | -234.98 k | 1.70 mm other units | -0.06 | DO | N/A | USA |
PURCHASED USD / SOLD CAD
Goldman Sachs International
|
-517.05 k | 1.00 contracts | -0.12 | DFE | N/A | USA |