Fund profile
Fund manager
Total assets
$5.44 bn
Liabilities
$1.22 bn
Net assets
$4.22 bn
Number of holdings
95.00
95 Holdings
Security | $Holding | Balance | % of Fund | Category | Position | Country |
---|---|---|---|---|---|---|
iShares Core MSCI EAFE ETF
|
1.08 bn | 15.34 mm shares | 25.60 | Common equity | Long | USA |
Vanguard Bond Index Funds | 924.30 mm | 12.57 mm shares | 21.92 | Common equity | Long | USA |
iSHARES INC | 561.10 mm | 5.65 mm shares | 13.31 | Common equity | Long | USA |
iSHARES INC | 442.77 mm | 927.01 k shares | 10.50 | Common equity | Long | USA |
Select Sector SPDR Trust | 206.41 mm | 1.07 mm shares | 4.90 | Common equity | Long | USA |
State Street Institutional Liquid Reserves Fund | 163.68 mm | 163.68 mm shares | 3.88 | Short-term investment vehicle | Long | USA |
NBC Global Finance Limited | 140.43 mm | 140.43 mm principal | 3.33 | Repurchase agreement | Long | USA |
FIXED INC CLEARING CORP.REPO
Fixed Income Clearing Corp
|
135.30 mm | 135.30 mm principal | 3.21 | Repurchase agreement | Long | USA |
The Bank Of Nova Scotia, Toronto | 130.11 mm | 130.11 mm principal | 3.09 | Repurchase agreement | Long | USA |
STATE STREET INST US GOVT FUND | 100.00 mm | 100.00 mm shares | 2.37 | Short-term investment vehicle | Long | USA |
National Bank Of Canada | 100.00 mm | 100.00 mm principal | 2.37 | Repurchase agreement | Long | USA |
iSHARES INC | 93.98 mm | 1.03 mm shares | 2.23 | Common equity | Long | USA |
Select Sector SPDR Trust | 91.78 mm | 672.96 k shares | 2.18 | Common equity | Long | USA |
Select Sector SPDR Trust | 78.79 mm | 2.10 mm shares | 1.87 | Common equity | Long | USA |
National Bank Of Canada | 75.00 mm | 75.00 mm principal | 1.78 | Repurchase agreement | Long | USA |
Select Sector SPDR Trust | 74.91 mm | 418.95 k shares | 1.78 | Common equity | Long | USA |
Societe Generale | 67.70 mm | 67.70 mm principal | 1.61 | Repurchase agreement | Long | USA |
Select Sector SPDR Trust | 63.72 mm | 876.99 k shares | 1.51 | Common equity | Long | USA |
Select Sector SPDR Trust | 61.37 mm | 538.39 k shares | 1.46 | Common equity | Long | USA |
NATL BANK CANADA | 58.00 mm | 58.00 mm principal | 1.38 | Short-term investment vehicle | Long | USA |
DZ BANK AG NEW YORK | 50.00 mm | 50.00 mm principal | 1.19 | Short-term investment vehicle | Long | USA |
FIGXX FID INST GOVT LEX | 45.00 mm | 45.00 mm shares | 1.07 | Short-term investment vehicle | Long | USA |
Select Sector SPDR Trust | 42.89 mm | 595.45 k shares | 1.02 | Common equity | Long | USA |
Deutsche Bank Securities Inc. | 40.41 mm | 40.41 mm principal | 0.96 | Repurchase agreement | Long | USA |
FIDELITY INST GOVT LEX | 40.00 mm | 40.00 mm shares | 0.95 | Short-term investment vehicle | Long | USA |
Citigroup Global Markets Inc | 31.00 mm | 31.00 mm principal | 0.74 | Repurchase agreement | Long | USA |
Citigroup Global Markets Inc | 30.00 mm | 30.00 mm principal | 0.71 | Repurchase agreement | Long | USA |
Select Sector SPDR Trust | 28.63 mm | 341.49 k shares | 0.68 | Common equity | Long | USA |
The Bank Of Nova Scotia, Toronto | 26.00 mm | 26.00 mm principal | 0.62 | Repurchase agreement | Long | USA |
The Bank Of Nova Scotia, Toronto | 25.00 mm | 25.00 mm principal | 0.59 | Repurchase agreement | Long | USA |
TD Prime Svcs | 22.00 mm | 22.00 mm principal | 0.52 | Repurchase agreement | Long | USA |
Royal Bank Canada Toronto | 20.00 mm | 20.00 mm principal | 0.47 | Repurchase agreement | Long | USA |
Select Sector SPDR Trust | 18.55 mm | 216.81 k shares | 0.44 | Common equity | Long | USA |
Select Sector SPDR Trust | 18.02 mm | 449.81 k shares | 0.43 | Common equity | Long | USA |
Select Sector SPDR Trust | 17.59 mm | 277.70 k shares | 0.42 | Common equity | Long | USA |
Societe Generale | 15.82 mm | 15.82 mm principal | 0.38 | Repurchase agreement | Long | USA |
TD Prime Svcs | 15.00 mm | 15.00 mm principal | 0.36 | Repurchase agreement | Long | USA |
BARCLAYS NEW YORK | 11.00 mm | 11.00 mm principal | 0.26 | Short-term investment vehicle | Long | USA |
SVENSKA NY | 10.01 mm | 10.01 mm principal | 0.24 | Short-term investment vehicle | Long | USA |
BARCLAYS NEW YORK | 10.00 mm | 10.00 mm principal | 0.24 | Short-term investment vehicle | Long | USA |
OCBC NEW YORK | 10.00 mm | 10.00 mm principal | 0.24 | Short-term investment vehicle | Long | USA |
Barclays Bank PLC NY | 10.00 mm | 10.00 mm principal | 0.24 | Repurchase agreement | Long | USA |
Cantor Fitzgeral & Co | 10.00 mm | 10.00 mm principal | 0.24 | Repurchase agreement | Long | USA |
RBC US GOVT MONEY MKT FUND | 10.00 mm | 10.00 mm shares | 0.24 | Short-term investment vehicle | Long | USA |
Long: BRYRZ0H64 TRS USD R E BRYRZ0H80 EQUITYTRS / Short: BRYRZ0H64 TRS USD P V 12MSOFR BRYRZ0HA5 EQUITYTRS
JPMorgan Chase Bank NA
|
8.40 mm | 79.26 mm other units | 0.20 | Equity derivative | N/A | USA |
E-MINI RUSS 2000 MAR24 | 7.23 mm | 915.00 contracts | 0.17 | Equity derivative | N/A | USA |
National Bank Financial Inc | 7.00 mm | 7.00 mm principal | 0.17 | Repurchase agreement | Long | USA |
MIZUHO BANK LIMITED NEW YORK | 6.00 mm | 6.00 mm principal | 0.14 | Short-term investment vehicle | Long | USA |
Barclays Bank PLC LDN USD | 6.00 mm | 6.00 mm principal | 0.14 | Repurchase agreement | Long | USA |
WESTPAC BKG CORP, NEW YORK | 5.01 mm | 5.01 mm principal | 0.12 | Short-term investment vehicle | Long | USA |
ROYAL BANK OF CANADA NY | 5.00 mm | 5.00 mm principal | 0.12 | Short-term investment vehicle | Long | USA |
SUMITOMO MITSUI TRUST BANK LTD,NY | 5.00 mm | 5.00 mm principal | 0.12 | Short-term investment vehicle | Long | USA |
STANDARD CHARTERED NY | 5.00 mm | 5.00 mm principal | 0.12 | Short-term investment vehicle | Long | USA |
BANK OF AMERICA NA | 5.00 mm | 5.00 mm principal | 0.12 | Short-term investment vehicle | Long | USA |
AUSTRALIA AND NEW ZEALAND BK GRP LT | 5.00 mm | 5.00 mm principal | 0.12 | Short-term investment vehicle | Long | USA |
STANDARD CHARTERED NY | 5.00 mm | 5.00 mm principal | 0.12 | Short-term investment vehicle | Long | USA |
Mitsubishi UFJ Trust & Bank Co | 4.97 mm | 4.97 mm principal | 0.12 | Short-term investment vehicle | Long | USA |
AUSTRALIA AND NEW ZEALAND BK GRP LT | 4.92 mm | 4.92 mm principal | 0.12 | Short-term investment vehicle | Long | USA |
MUFG Bank Ltd, London Branch | 4.88 mm | 4.88 mm principal | 0.12 | Short-term investment vehicle | Long | USA |
BANK OF MONTREAL CHICAGO | 4.00 mm | 4.00 mm principal | 0.09 | Short-term investment vehicle | Long | USA |
Mitsubishi UFJ Trust & Bank Co | 3.98 mm | 3.98 mm principal | 0.09 | Short-term investment vehicle | Long | USA |
MS GOVT US LEX | 3.52 mm | 3.52 mm shares | 0.08 | Short-term investment vehicle | Long | USA |
Barclays Bank PLC LDN USD | 3.40 mm | 3.40 mm principal | 0.08 | Repurchase agreement | Long | USA |
OLD LINE FUNDING | 2.98 mm | 2.98 mm principal | 0.07 | Short-term investment vehicle | Long | USA |
MUFG Bank Ltd, London Branch | 2.93 mm | 2.93 mm principal | 0.07 | Short-term investment vehicle | Long | USA |
MUFG Bank Ltd, London Branch | 2.48 mm | 2.48 mm principal | 0.06 | Short-term investment vehicle | Long | USA |
Long: SRYK5F299 IRS USD R F 3.51500 2 CCPOIS / Short: SRYK5F299 IRS USD P V 12MSOFR 1 CCPOIS | 2.20 mm | 441.00 mm other units | 0.05 | Interest rate derivative | N/A | USA |
BNP PARIBAS, NY | 2.00 mm | 2.00 mm principal | 0.05 | Short-term investment vehicle | Long | USA |
MUFG Bank Ltd, London Branch | 1.99 mm | 1.99 mm principal | 0.05 | Short-term investment vehicle | Long | USA |
National Westminster Bank PLC | 1.98 mm | 1.98 mm principal | 0.05 | Short-term investment vehicle | Long | USA |
Mitsubishi UFJ Trust & Bank Co | 1.98 mm | 1.98 mm principal | 0.05 | Short-term investment vehicle | Long | USA |
National Westminster Bank PLC | 1.98 mm | 1.98 mm principal | 0.05 | Short-term investment vehicle | Long | USA |
Mitsubishi UFJ Trust & Bank Co | 1.98 mm | 1.98 mm principal | 0.05 | Short-term investment vehicle | Long | USA |
State Street Institutional Liquid Reserves Fund | 1.78 mm | 1.78 mm shares | 0.04 | Short-term investment vehicle | Long | USA |
SUMITOMO MITSUI TRUST BANK LTD, LDN | 1.49 mm | 1.49 mm principal | 0.04 | Short-term investment vehicle | Long | USA |
SUMITOMO MITSUI TRUST BANK LTD, LDN | 991.05 k | 991.05 k principal | 0.02 | Short-term investment vehicle | Long | USA |
National Westminster Bank PLC | 981.89 k | 981.89 k principal | 0.02 | Short-term investment vehicle | Long | USA |
PURCHASED EUR / SOLD USD
Deutsche Bank AG
|
948.72 k | 1.00 contracts | 0.02 | DFE | N/A | XX |
PURCHASED AUD / SOLD USD
Deutsche Bank AG
|
905.11 k | 1.00 contracts | 0.02 | DFE | N/A | Australia |
PURCHASED CAD / SOLD USD
UBS AG
|
814.03 k | 1.00 contracts | 0.02 | DFE | N/A | Canada |
PURCHASED AUD / SOLD USD
Goldman Sachs International
|
550.90 k | 1.00 contracts | 0.01 | DFE | N/A | Australia |
S+P500 EMINI FUT MAR24 | 393.03 k | 174.00 contracts | 0.01 | Equity derivative | N/A | USA |
Societe Generale | 55.00 k | 55.00 k principal | 0.00 | Repurchase agreement | Long | USA |
PURCHASED USD / SOLD GBP
Deutsche Bank AG
|
-13.86 k | 1.00 contracts | -0.00 | DFE | N/A | USA |
PURCHASED USD / SOLD EUR
Deutsche Bank AG
|
-14.56 k | 1.00 contracts | -0.00 | DFE | N/A | USA |
S+P500 EMINI FUT MAR24 | -44.60 k | -5.00 contracts | -0.00 | Equity derivative | N/A | USA |
PURCHASED USD / SOLD AUD
Deutsche Bank AG
|
-89.30 k | 1.00 contracts | -0.00 | DFE | N/A | USA |
PURCHASED USD / SOLD JPY
JPMorgan Chase Bank NA
|
-131.85 k | 1.00 contracts | -0.00 | DFE | N/A | USA |
EURO STOXX 50 MAR24 | -261.22 k | 838.00 contracts | -0.01 | Equity derivative | N/A | Germany |
MSCI EAFE MAR24 | -677.62 k | -271.00 contracts | -0.02 | Equity derivative | N/A | USA |
Long: SRYDR3VX3 IRS USD R F 3.37500 2 CCPOIS / Short: SRYDR3VX3 IRS USD P V 12MSOFR 1 CCPOIS | -1.46 mm | 250.00 mm other units | -0.03 | Interest rate derivative | N/A | USA |
Long: BRYJBT4M4 TRS USD R E BRYJBT4N2 COMMODITYTRS / Short: BRYJBT4M4 TRS USD P V 03MTBILL BRYJBT4P7 COMMODITYTRS | -4.94 mm | 149.26 mm other units | -0.12 | Commodity derivative | N/A | USA |
US ULTRA BOND CBT MAR24 | -5.68 mm | -629.00 contracts | -0.13 | Interest rate derivative | N/A | USA |
US LONG BOND(CBT) MAR24 | -6.64 mm | -731.00 contracts | -0.16 | Interest rate derivative | N/A | USA |
Long: SRYHDZZH9 IRS USD R F 3.22500 2 CCPOIS / Short: SRYHDZZH9 IRS USD P V 12MSOFR 1 CCPOIS | -10.52 mm | 583.21 mm other units | -0.25 | Interest rate derivative | N/A | USA |