Fund profile
Fund manager
Total assets
$1.28 bn
Liabilities
$236.91 mm
Net assets
$1.05 bn
Number of holdings
1.74 k
Top 200 of 1735 Holdings
Security | $Holding | Balance | % of Fund | Category | Position | Country |
---|---|---|---|---|---|---|
FIXED INC CLEARING CORP.REPO
Fixed Income Clearing Corp
|
205.33 mm | 205.33 mm principal | 19.65 | Repurchase agreement | Long | USA |
China Government Bonds | 36.83 mm | 258.07 mm principal | 3.52 | Debt | Long | China |
Brazil Notas do Tesouro Nacional | 22.08 mm | 106.84 mm principal | 2.11 | Debt | Long | Brazil |
Hellenic Republic Government Bonds | 18.40 mm | 15.27 mm principal | 1.76 | Debt | Long | Greece |
French Republic Government Bonds OAT | 14.94 mm | 15.43 mm principal | 1.43 | Debt | Long | France |
U.S. Treasury Bills | 14.59 mm | 14.82 mm principal | 1.40 | Short-term investment vehicle | Long | USA |
U.S. Treasury Notes | 14.53 mm | 15.11 mm principal | 1.39 | Debt | Long | USA |
Swap
Goldman Sachs International
|
14.26 mm | 150.27 mm other units | 1.36 | Equity derivative | N/A | UK |
China Government Bonds | 11.59 mm | 78.40 mm principal | 1.11 | Debt | Long | China |
Bundesrepublik Deutschland Bundesanleihe | 10.12 mm | 10.59 mm principal | 0.97 | Debt | Long | Germany |
Federal National Mortgage Association | 10.03 mm | 11.33 mm principal | 0.96 | ABS-mortgage backed security | Long | USA |
U.S. Treasury Notes | 9.69 mm | 10.45 mm principal | 0.93 | Debt | Long | USA |
AAPL Apple Inc | 9.32 mm | 48.40 k shares | 0.89 | Common equity | Long | USA |
MSFT Microsoft Corporation | 8.21 mm | 21.84 k shares | 0.79 | Common equity | Long | USA |
U.S. Treasury Notes | 7.29 mm | 8.77 mm principal | 0.70 | Debt | Long | USA |
U.S. Treasury Notes | 7.26 mm | 7.50 mm principal | 0.69 | Debt | Long | USA |
U.S. Treasury Notes | 7.16 mm | 8.31 mm principal | 0.68 | Debt | Long | USA |
China Government Bonds | 6.77 mm | 48.00 mm principal | 0.65 | Debt | Long | China |
Uniform Mortgage-Backed Security, TBA | 6.44 mm | 6.80 mm principal | 0.62 | ABS-mortgage backed security | Long | USA |
Australia Government Bonds | 6.36 mm | 9.95 mm principal | 0.61 | Debt | Long | Australia |
U.S. Cash Management Bills - Reopening | 6.24 mm | 6.27 mm principal | 0.60 | Short-term investment vehicle | Long | USA |
China Government Bonds | 6.17 mm | 43.21 mm principal | 0.59 | Debt | Long | China |
Federal Home Loan Mortgage Corp. | 6.00 mm | 7.34 mm principal | 0.57 | ABS-mortgage backed security | Long | USA |
Japan Government Twenty Year Bonds | 5.74 mm | 915.00 mm principal | 0.55 | Debt | Long | Japan |
Spain Government Bonds | 5.66 mm | 4.89 mm principal | 0.54 | Debt | Long | Spain |
Japan Government Thirty Year Bonds | 5.62 mm | 1.06 bn principal | 0.54 | Debt | Long | Japan |
Japan Government Ten Year Bonds | 5.51 mm | 795.90 mm principal | 0.53 | Debt | Long | Japan |
U.S. Treasury Notes | 5.25 mm | 5.88 mm principal | 0.50 | Debt | Long | USA |
U.S. Treasury Bonds | 5.08 mm | 7.85 mm principal | 0.49 | Debt | Long | USA |
Japan Government Ten Year Bonds | 5.03 mm | 717.00 mm principal | 0.48 | Debt | Long | Japan |
Bundesrepublik Deutschland Bundesanleihe | 4.89 mm | 3.52 mm principal | 0.47 | Debt | Long | Germany |
Spain Government Bonds | 4.74 mm | 4.37 mm principal | 0.45 | Debt | Long | Spain |
Kreditanstalt fuer Wiederaufbau | 4.50 mm | 4.63 mm principal | 0.43 | Debt | Long | Germany |
Uniform Mortgage-Backed Security, TBA | 4.48 mm | 4.53 mm principal | 0.43 | ABS-mortgage backed security | Long | USA |
Spain Government Bonds | 4.47 mm | 4.22 mm principal | 0.43 | Debt | Long | Spain |
AMZN Amazon.com Inc. | 4.35 mm | 28.66 k shares | 0.42 | Common equity | Long | USA |
Federal National Mortgage Association | 4.26 mm | 4.59 mm principal | 0.41 | ABS-mortgage backed security | Long | USA |
Uniform Mortgage-Backed Security, TBA | 4.07 mm | 4.01 mm principal | 0.39 | ABS-mortgage backed security | Long | USA |
NVDA NVIDIA Corp | 3.76 mm | 7.60 k shares | 0.36 | Common equity | Long | USA |
China Government Bonds | 3.62 mm | 22.00 mm principal | 0.35 | Debt | Long | China |
Italy Buoni Poliennali Del Tesoro | 3.58 mm | 3.15 mm principal | 0.34 | Debt | Long | Italy |
U.K. Gilt | 3.35 mm | 3.21 mm principal | 0.32 | Debt | Long | UK |
Swap
Barclays Bank PLC
|
3.35 mm | 37.48 mm other units | 0.32 | Equity derivative | N/A | USA |
Novo Nordisk AS
|
3.23 mm | 31.25 k shares | 0.31 | Common equity | Long | Denmark |
U.S. Treasury Bonds | 3.18 mm | 4.56 mm principal | 0.30 | Debt | Long | USA |
China Government Bonds | 3.07 mm | 21.40 mm principal | 0.29 | Debt | Long | China |
Nestle SA
|
2.99 mm | 25.82 k shares | 0.29 | Common equity | Long | Switzerland |
U.K. Gilt | 2.96 mm | 2.55 mm principal | 0.28 | Debt | Long | UK |
Australia Government Bonds | 2.91 mm | 5.27 mm principal | 0.28 | Debt | Long | Australia |
ASML Holding NV
|
2.90 mm | 3.85 k shares | 0.28 | Common equity | Long | Netherlands |
Bundesrepublik Deutschland Bundesanleihe | 2.88 mm | 2.83 mm principal | 0.28 | Debt | Long | Germany |
Japan Government Twenty Year Bonds | 2.79 mm | 412.00 mm principal | 0.27 | Debt | Long | Japan |
JPM JPMorgan Chase & Co. | 2.72 mm | 16.01 k shares | 0.26 | Common equity | Long | USA |
GOOGL Alphabet Inc - Ordinary Shares | 2.59 mm | 18.53 k shares | 0.25 | Common equity | Long | USA |
BNP Paribas SA
|
2.55 mm | 36.84 k shares | 0.24 | Common equity | Long | France |
Banco Santander SA
|
2.53 mm | 605.31 k shares | 0.24 | Common equity | Long | Spain |
SMFG Sumitomo Mitsui Financial Group Inc | 2.51 mm | 2.98 mm principal | 0.24 | Debt | Long | Japan |
U.K. Gilt | 2.48 mm | 4.41 mm principal | 0.24 | Debt | Long | UK |
Bundesrepublik Deutschland Bundesanleihe | 2.46 mm | 2.28 mm principal | 0.24 | Debt | Long | Germany |
Bank of America Corp. | 2.45 mm | 2.90 mm principal | 0.23 | Debt | Long | USA |
Indonesia Treasury Bonds | 2.45 mm | 33.82 bn principal | 0.23 | Debt | Long | Indonesia |
China Development Bank | 2.42 mm | 16.15 mm principal | 0.23 | Debt | Long | China |
Federal National Mortgage Association | 2.42 mm | 2.84 mm principal | 0.23 | ABS-mortgage backed security | Long | USA |
META Meta Platforms Inc - Ordinary Shares | 2.41 mm | 6.80 k shares | 0.23 | Common equity | Long | USA |
International Bank for Reconstruction & Development | 2.40 mm | 3.06 mm principal | 0.23 | Debt | Long | XX |
Bank of America Corp. | 2.33 mm | 2.48 mm principal | 0.22 | Debt | Long | USA |
Uniform Mortgage-Backed Security, TBA | 2.33 mm | 2.40 mm principal | 0.22 | ABS-mortgage backed security | Long | USA |
Province of Ontario | 2.30 mm | 3.34 mm principal | 0.22 | Debt | Long | Canada |
GOOGL Alphabet Inc - Ordinary Shares | 2.30 mm | 16.31 k shares | 0.22 | Common equity | Long | USA |
Province of Quebec | 2.27 mm | 3.34 mm principal | 0.22 | Debt | Long | Canada |
European Investment Bank | 2.26 mm | 2.43 mm principal | 0.22 | Debt | Long | XX |
TSLA Tesla Inc | 2.24 mm | 9.03 k shares | 0.21 | Common equity | Long | USA |
Kingdom of Belgium Government Bonds | 2.24 mm | 1.92 mm principal | 0.21 | Debt | Long | Belgium |
JPMorgan Chase & Co. | 2.20 mm | 2.63 mm principal | 0.21 | Debt | Long | USA |
Province of British Columbia | 2.18 mm | 3.14 mm principal | 0.21 | Debt | Long | Canada |
Province of Ontario | 2.17 mm | 2.28 mm principal | 0.21 | Debt | Long | Canada |
KEP Korea Electric Power | 2.13 mm | 2.25 mm principal | 0.20 | Debt | Long | Korea, Republic of |
LVMH Moet Hennessy Louis Vuitton SE
|
2.09 mm | 2.58 k shares | 0.20 | Common equity | Long | France |
MSFT Microsoft Corporation | 2.06 mm | 2.48 mm principal | 0.20 | Debt | Long | USA |
ING Groep NV
|
2.04 mm | 136.93 k shares | 0.20 | Common equity | Long | Netherlands |
Banco Bilbao Vizcaya Argentaria SA
|
2.03 mm | 223.38 k shares | 0.19 | Common equity | Long | Spain |
Netherlands Government Bonds | 2.02 mm | 2.10 mm principal | 0.19 | Debt | Long | Netherlands |
HSBC HSBC Holdings plc | 2.01 mm | 1.95 mm principal | 0.19 | Debt | Long | UK |
Shell PLC
|
2.01 mm | 61.41 k shares | 0.19 | Common equity | Long | UK |
Bank of America Corp. | 2.00 mm | 2.05 mm principal | 0.19 | Debt | Long | USA |
Province of Quebec | 1.98 mm | 2.16 mm principal | 0.19 | Debt | Long | Canada |
China Government Bonds | 1.97 mm | 14.00 mm principal | 0.19 | Debt | Long | China |
AstraZeneca PLC
|
1.97 mm | 14.57 k shares | 0.19 | Common equity | Long | UK |
Novartis AG
|
1.96 mm | 19.47 k shares | 0.19 | Common equity | Long | Switzerland |
NextEra Energy Capital Holdings, Inc. | 1.95 mm | 2.18 mm principal | 0.19 | Debt | Long | USA |
Roche Holding AG
|
1.93 mm | 6.64 k shares | 0.18 | Common equity | Long | Switzerland |
CNC Centene Corp. | 1.89 mm | 2.28 mm principal | 0.18 | Debt | Long | USA |
Lloyds Banking Group PLC | 1.89 mm | 1.52 mm principal | 0.18 | Debt | Long | UK |
Korea Development Bank | 1.87 mm | 2.07 mm principal | 0.18 | Debt | Long | Korea, Republic of |
U.S. Treasury Bonds | 1.86 mm | 2.45 mm principal | 0.18 | Debt | Long | USA |
Warnermedia Holdings, Inc. | 1.86 mm | 2.03 mm principal | 0.18 | Debt | Long | USA |
HSBC Holdings PLC | 1.83 mm | 1.51 mm principal | 0.17 | Debt | Long | UK |
Banque Federative du Credit Mutuel SA | 1.79 mm | 1.50 mm principal | 0.17 | Debt | Long | France |
U.K. Gilts | 1.78 mm | 1.51 mm principal | 0.17 | Debt | Long | UK |
Ford Motor Credit Co. LLC | 1.78 mm | 1.65 mm principal | 0.17 | Debt | Long | USA |
NTT Finance Corp. | 1.74 mm | 1.98 mm principal | 0.17 | Debt | Long | Japan |
Georgia-Pacific LLC | 1.73 mm | 2.00 mm principal | 0.17 | Debt | Long | USA |
ENB Enbridge Inc | 1.72 mm | 1.78 mm principal | 0.16 | Debt | Long | Canada |
Republic of Italy Government International Bonds | 1.72 mm | 1.75 mm principal | 0.16 | Debt | Long | Italy |
European Financial Stability Facility | 1.71 mm | 1.51 mm principal | 0.16 | Debt | Long | Luxembourg |
Korea Southern Power Co. Ltd. | 1.71 mm | 1.86 mm principal | 0.16 | Debt | Long | Korea, Republic of |
NGG Finance PLC | 1.71 mm | 1.36 mm principal | 0.16 | Debt | Long | UK |
Intesa Sanpaolo SpA
|
1.69 mm | 580.62 k shares | 0.16 | Common equity | Long | Italy |
Indonesia Treasury Bonds | 1.68 mm | 25.00 bn principal | 0.16 | Debt | Long | Indonesia |
Japan Government Thirty Year Bonds | 1.68 mm | 215.00 mm principal | 0.16 | Debt | Long | Japan |
Swap
Barclays Bank PLC
|
1.67 mm | 68.76 mm other units | 0.16 | Equity derivative | N/A | USA |
Thailand Government Bonds | 1.65 mm | 59.00 mm principal | 0.16 | Debt | Long | Thailand |
TMO Thermo Fisher Scientific Inc. | 1.65 mm | 1.75 mm principal | 0.16 | Debt | Long | USA |
RY Royal Bank Of Canada | 1.65 mm | 16.30 k shares | 0.16 | Common equity | Long | Canada |
UniCredit SpA
|
1.64 mm | 60.49 k shares | 0.16 | Common equity | Long | Italy |
Federal Home Loan Mortgage Corp. | 1.63 mm | 1.92 mm principal | 0.16 | ABS-mortgage backed security | Long | USA |
T AT&T, Inc. | 1.62 mm | 1.52 mm principal | 0.15 | Debt | Long | USA |
UNH Unitedhealth Group Inc | 1.61 mm | 3.07 k shares | 0.15 | Common equity | Long | USA |
BHP Group Ltd.
|
1.61 mm | 46.83 k shares | 0.15 | Common equity | Long | Australia |
Federal National Mortgage Association | 1.59 mm | 1.87 mm principal | 0.15 | ABS-mortgage backed security | Long | USA |
Celanese US Holdings LLC | 1.59 mm | 1.55 mm principal | 0.15 | Debt | Long | USA |
AXA SA | 1.59 mm | 1.50 mm principal | 0.15 | Debt | Long | France |
LLY Lilly(Eli) & Co | 1.57 mm | 2.70 k shares | 0.15 | Common equity | Long | USA |
Spain Government Bonds | 1.57 mm | 1.57 mm principal | 0.15 | Debt | Long | Spain |
Malaysia Government Bonds | 1.56 mm | 7.10 mm principal | 0.15 | Debt | Long | Malaysia |
BPCE SA | 1.54 mm | 1.55 mm principal | 0.15 | Debt | Long | France |
Banco Santander SA | 1.53 mm | 1.40 mm principal | 0.15 | Debt | Long | Spain |
Orange SA | 1.53 mm | 1.36 mm principal | 0.15 | Debt | Long | France |
Slovenia Government International Bonds | 1.52 mm | 1.50 mm principal | 0.15 | Debt | Long | Slovenia |
SAP SE
|
1.50 mm | 9.76 k shares | 0.14 | Common equity | Long | Germany |
BPR Trust | 1.50 mm | 1.50 mm principal | 0.14 | ABS-mortgage backed security | Long | USA |
Broadcom Pte. Ltd. | 1.49 mm | 1.33 k shares | 0.14 | Common equity | Long | USA |
Commonwealth Bank of Australia
|
1.48 mm | 19.40 k shares | 0.14 | Common equity | Long | Australia |
Swap
JPMorgan Chase Bank NA
|
1.48 mm | 18.13 mm other units | 0.14 | Equity derivative | N/A | USA |
HSBC Holdings PLC
|
1.47 mm | 180.88 k shares | 0.14 | Common equity | Long | UK |
Bayview Opportunity Master Fund VIA Trust | 1.45 mm | 1.70 mm principal | 0.14 | ABS-mortgage backed security | Long | USA |
TotalEnergies SE
|
1.44 mm | 21.18 k shares | 0.14 | Common equity | Long | France |
Swap
JPMorgan Chase Bank NA
|
1.43 mm | 18.18 mm other units | 0.14 | Equity derivative | N/A | USA |
State Street Navigator Securities Lending Government Money Market Portfolio | 1.43 mm | 1.43 mm shares | 0.14 | Short-term investment vehicle | Long | USA |
BRK.A Berkshire Hathaway Inc. - Ordinary Shares | 1.43 mm | 4.02 k shares | 0.14 | Common equity | Long | USA |
Uniform Mortgage-Backed Security, TBA | 1.43 mm | 1.43 mm principal | 0.14 | ABS-mortgage backed security | Long | USA |
Australia & New Zealand Banking Group Ltd. | 1.41 mm | 1.75 mm principal | 0.14 | Debt | Long | Australia |
TD Toronto Dominion Bank | 1.39 mm | 21.50 k shares | 0.13 | Common equity | Long | Canada |
Banco Santander SA | 1.39 mm | 1.40 mm principal | 0.13 | Debt | Long | Spain |
French Republic Government Bonds OAT | 1.39 mm | 1.73 mm principal | 0.13 | Debt | Long | France |
Mexico Bonos | 1.38 mm | 24.00 mm principal | 0.13 | Debt | Long | Mexico |
Nordea Bank Abp
|
1.38 mm | 111.48 k shares | 0.13 | Common equity | Long | Finland |
Assicurazioni Generali SpA | 1.37 mm | 1.20 mm principal | 0.13 | Debt | Long | Italy |
Swap
UBS AG
|
1.37 mm | 100.00 mm other units | 0.13 | Equity derivative | N/A | UK |
VZ Verizon Communications Inc | 1.35 mm | 1.63 mm principal | 0.13 | Debt | Long | USA |
Agence Francaise de Developpement EPIC | 1.35 mm | 1.40 mm principal | 0.13 | Debt | Long | France |
Export-Import Bank of Korea | 1.34 mm | 1.46 mm principal | 0.13 | Debt | Long | Korea, Republic of |
PRMI Securitization Trust | 1.34 mm | 1.66 mm principal | 0.13 | ABS-mortgage backed security | Long | USA |
BAC Bank Of America Corp. | 1.33 mm | 39.63 k shares | 0.13 | Common equity | Long | USA |
Landmark Mortgage Securities No. 3 PLC | 1.33 mm | 1.11 mm principal | 0.13 | ABS-mortgage backed security | Long | UK |
Siemens AG
|
1.33 mm | 7.10 k shares | 0.13 | Common equity | Long | Germany |
Truist Financial Corp. | 1.33 mm | 1.30 mm principal | 0.13 | Debt | Long | USA |
U.S. Treasury Bonds | 1.31 mm | 1.82 mm principal | 0.13 | Debt | Long | USA |
AMZN Amazon.com Inc. | 1.30 mm | 1.40 mm principal | 0.12 | Debt | Long | USA |
Galaxy Pipeline Assets Bidco Ltd. | 1.30 mm | 1.58 mm principal | 0.12 | Debt | Long | Jersey |
Swap
JPMorgan Chase Bank NA
|
1.30 mm | 15.11 mm other units | 0.12 | Equity derivative | N/A | USA |
Upjohn Finance BV | 1.30 mm | 1.40 mm principal | 0.12 | Debt | Long | Netherlands |
JPMorgan Mortgage Trust | 1.29 mm | 1.51 mm principal | 0.12 | ABS-mortgage backed security | Long | USA |
V Visa Inc - Ordinary Shares | 1.28 mm | 4.93 k shares | 0.12 | Common equity | Long | USA |
JPMorgan Chase Commercial Mortgage Securities Trust | 1.28 mm | 1.30 mm principal | 0.12 | ABS-mortgage backed security | Long | USA |
XEL Xcel Energy, Inc. | 1.28 mm | 1.43 mm principal | 0.12 | Debt | Long | USA |
Republic of Austria Government Bonds | 1.27 mm | 1.57 mm principal | 0.12 | Debt | Long | Austria |
XOM Exxon Mobil Corp. | 1.26 mm | 12.61 k shares | 0.12 | Common equity | Long | USA |
JNJ Johnson & Johnson | 1.25 mm | 8.00 k shares | 0.12 | Common equity | Long | USA |
Olympic Tower Mortgage Trust | 1.24 mm | 1.40 mm principal | 0.12 | ABS-mortgage backed security | Long | USA |
CCI Crown Castle Inc | 1.23 mm | 1.38 mm principal | 0.12 | Debt | Long | USA |
Metropolitan Life Global Funding I | 1.22 mm | 1.20 mm principal | 0.12 | Debt | Long | USA |
China Development Bank | 1.22 mm | 8.50 mm principal | 0.12 | Debt | Long | China |
PG Procter & Gamble Co. | 1.21 mm | 8.26 k shares | 0.12 | Common equity | Long | USA |
Export-Import Bank of China | 1.21 mm | 8.50 mm principal | 0.12 | Debt | Long | China |
Agricultural Development Bank of China | 1.20 mm | 8.50 mm principal | 0.11 | Debt | Long | China |
C Citigroup Inc | 1.19 mm | 1.33 mm principal | 0.11 | Debt | Long | USA |
Africa Finance Corp. | 1.19 mm | 1.24 mm principal | 0.11 | Debt | Long | XX |
Pertamina Persero PT | 1.17 mm | 1.05 mm principal | 0.11 | Debt | Long | Indonesia |
L'Oreal SA
|
1.16 mm | 2.34 k shares | 0.11 | Common equity | Long | France |
Ireland Government Bonds | 1.16 mm | 1.21 mm principal | 0.11 | Debt | Long | Ireland |
Agricultural Development Bank of China | 1.15 mm | 7.65 mm principal | 0.11 | Debt | Long | China |
UBS Group AG | 1.13 mm | 1.15 mm principal | 0.11 | Debt | Long | Switzerland |
Banque Federative du Credit Mutuel SA | 1.13 mm | 1.00 mm principal | 0.11 | Debt | Long | France |
Unilever PLC
|
1.13 mm | 23.25 k shares | 0.11 | Common equity | Long | UK |
Federal Home Loan Mortgage Corp. | 1.12 mm | 1.31 mm principal | 0.11 | ABS-mortgage backed security | Long | USA |
MA Mastercard Incorporated - Ordinary Shares | 1.10 mm | 2.59 k shares | 0.11 | Common equity | Long | USA |
JPMorgan Mortgage Trust | 1.10 mm | 1.30 mm principal | 0.11 | ABS-mortgage backed security | Long | USA |
Sweden Government Bonds | 1.08 mm | 11.20 mm principal | 0.10 | Debt | Long | Sweden |
SCHW Charles Schwab Corp. | 1.08 mm | 1.05 mm principal | 0.10 | Debt | Long | USA |
Commonwealth Bank of Australia | 1.08 mm | 1.00 mm principal | 0.10 | Debt | Long | Australia |
Sanofi SA
|
1.07 mm | 10.81 k shares | 0.10 | Common equity | Long | France |
Hundred Acre Wood Trust | 1.07 mm | 1.30 mm principal | 0.10 | ABS-mortgage backed security | Long | USA |
HD Home Depot, Inc. | 1.07 mm | 3.07 k shares | 0.10 | Common equity | Long | USA |
Glenbeigh 2 Issuer DAC | 1.06 mm | 961.48 k principal | 0.10 | ABS-mortgage backed security | Long | Ireland |
Banque Federative du Credit Mutuel SA | 1.06 mm | 1.00 mm principal | 0.10 | Debt | Long | France |
C Citigroup Inc | 1.05 mm | 1.08 mm principal | 0.10 | Debt | Long | USA |
NBN Co. Ltd. | 1.04 mm | 1.22 mm principal | 0.10 | Debt | Long | Australia |
Charter Communications Operating LLC/Charter Communications Operating Capital | 1.04 mm | 1.03 mm principal | 0.10 | Debt | Long | USA |
T-Mobile USA, Inc. | 1.04 mm | 1.25 mm principal | 0.10 | Debt | Long | USA |