Fund profile
Fund manager
Total assets
$2.73 bn
Liabilities
$583.01 mm
Net assets
$2.15 bn
Number of holdings
220.00
Top 200 of 220 Holdings
Security | $Holding | Balance | % of Fund | Category | Position | Country |
---|---|---|---|---|---|---|
U.S. Treasury Inflation Linked Notes | 97.03 mm | 100.09 mm principal | 4.52 | Debt | Long | USA |
U.S. Treasury Inflation Linked Notes | 90.76 mm | 99.36 mm principal | 4.23 | Debt | Long | USA |
U.S. Treasury Inflation Linked Notes | 78.87 mm | 83.38 mm principal | 3.68 | Debt | Long | USA |
U.S. Treasury Inflation Linked Notes | 72.09 mm | 82.09 mm principal | 3.36 | Debt | Long | USA |
U.S. Treasury Inflation Linked Notes | 71.12 mm | 71.67 mm principal | 3.32 | Debt | Long | USA |
Uniform Mortgage-Backed Securities | 70.77 mm | 70.48 mm principal | 3.30 | ABS-mortgage backed security | Long | USA |
U.S. Treasury Inflation Linked Notes | 69.54 mm | 71.78 mm principal | 3.24 | Debt | Long | USA |
U.S. Treasury Inflation Linked Notes | 68.46 mm | 70.29 mm principal | 3.19 | Debt | Long | USA |
U.S. Treasury Inflation Linked Notes | 67.13 mm | 75.22 mm principal | 3.13 | Debt | Long | USA |
U.S. Treasury Inflation Linked Notes | 66.71 mm | 71.00 mm principal | 3.11 | Debt | Long | USA |
U.S. Treasury Inflation Linked Notes | 66.64 mm | 74.97 mm principal | 3.11 | Debt | Long | USA |
U.S. Treasury Inflation Linked Notes | 66.59 mm | 68.60 mm principal | 3.10 | Debt | Long | USA |
U.S. Treasury Inflation Linked Notes | 65.62 mm | 69.11 mm principal | 3.06 | Debt | Long | USA |
U.S. Treasury Inflation Linked Notes | 63.95 mm | 70.80 mm principal | 2.98 | Debt | Long | USA |
Uniform Mortgage-Backed Securities | 63.85 mm | 64.54 mm principal | 2.98 | ABS-mortgage backed security | Long | USA |
U.S. Treasury Inflation Linked Notes | 60.33 mm | 63.76 mm principal | 2.81 | Debt | Long | USA |
U.S. Treasury Inflation Linked Notes | 60.20 mm | 62.60 mm principal | 2.81 | Debt | Long | USA |
U.S. Treasury Inflation Linked Notes | 59.11 mm | 65.22 mm principal | 2.76 | Debt | Long | USA |
U.S. Treasury Inflation Linked Notes | 58.46 mm | 61.52 mm principal | 2.72 | Debt | Long | USA |
U.S. Treasury Inflation Linked Notes | 58.31 mm | 61.20 mm principal | 2.72 | Debt | Long | USA |
U.S. Treasury Inflation Linked Notes | 58.25 mm | 60.37 mm principal | 2.72 | Debt | Long | USA |
U.S. Treasury Inflation Linked Notes | 53.52 mm | 57.92 mm principal | 2.49 | Debt | Long | USA |
U.S. Treasury Inflation Linked Notes | 53.45 mm | 55.86 mm principal | 2.49 | Debt | Long | USA |
U.S. Treasury Inflation Linked Notes | 52.85 mm | 54.81 mm principal | 2.46 | Debt | Long | USA |
U.S. Treasury Inflation Linked Notes | 51.80 mm | 54.52 mm principal | 2.41 | Debt | Long | USA |
U.S. Treasury Inflation Linked Notes | 46.96 mm | 49.34 mm principal | 2.19 | Debt | Long | USA |
U.S. Treasury Inflation Linked Bonds | 46.86 mm | 76.54 mm principal | 2.18 | Debt | Long | USA |
U.S. Treasury Inflation Linked Bonds | 44.97 mm | 45.33 mm principal | 2.10 | Debt | Long | USA |
U.S. Treasury Inflation Linked Notes | 43.78 mm | 45.75 mm principal | 2.04 | Debt | Long | USA |
Uniform Mortgage-Backed Securities | 40.59 mm | 39.98 mm principal | 1.89 | ABS-mortgage backed security | Long | USA |
Uniform Mortgage-Backed Securities | 39.76 mm | 41.02 mm principal | 1.85 | ABS-mortgage backed security | Long | USA |
U.S. Treasury Inflation Linked Notes | 36.33 mm | 35.27 mm principal | 1.69 | Debt | Long | USA |
U.S. Treasury Inflation Linked Bonds | 35.62 mm | 32.32 mm principal | 1.66 | Debt | Long | USA |
U.S. Treasury Inflation Linked Bonds | 33.55 mm | 37.56 mm principal | 1.56 | Debt | Long | USA |
U.S. Treasury Inflation Linked Bonds | 32.14 mm | 41.13 mm principal | 1.50 | Debt | Long | USA |
U.S. Treasury Inflation Linked Bonds | 28.33 mm | 28.55 mm principal | 1.32 | Debt | Long | USA |
U.S. Treasury Inflation Linked Bonds | 27.95 mm | 34.51 mm principal | 1.30 | Debt | Long | USA |
U.S. Treasury Inflation Linked Bonds | 27.80 mm | 25.95 mm principal | 1.30 | Debt | Long | USA |
U.S. Treasury Inflation Linked Bonds | 27.26 mm | 30.10 mm principal | 1.27 | Debt | Long | USA |
U.S. Treasury Inflation Linked Bonds | 26.67 mm | 26.84 mm principal | 1.24 | Debt | Long | USA |
U.S. Treasury Inflation Linked Bonds | 25.64 mm | 24.80 mm principal | 1.20 | Debt | Long | USA |
U.S. Treasury Inflation Linked Bonds | 24.25 mm | 24.04 mm principal | 1.13 | Debt | Long | USA |
Uniform Mortgage-Backed Securities | 22.65 mm | 22.10 mm principal | 1.06 | ABS-mortgage backed security | Long | USA |
U.S. Treasury Inflation Linked Bonds | 21.64 mm | 21.09 mm principal | 1.01 | Debt | Long | USA |
U.S. Treasury Inflation Linked Bonds | 21.31 mm | 27.30 mm principal | 0.99 | Debt | Long | USA |
BlackRock Liquidity Funds, T-Fund, Institutional Class | 20.72 mm | 20.72 mm shares | 0.97 | Short-term investment vehicle | Long | USA |
U.S. Treasury Inflation Linked Bonds | 20.63 mm | 26.20 mm principal | 0.96 | Debt | Long | USA |
U.S. Treasury Inflation Linked Bonds | 17.42 mm | 26.75 mm principal | 0.81 | Debt | Long | USA |
U.S. Treasury Inflation Linked Bonds | 17.01 mm | 20.81 mm principal | 0.79 | Debt | Long | USA |
U.S. Treasury Inflation Linked Bonds | 16.74 mm | 27.07 mm principal | 0.78 | Debt | Long | USA |
U.S. Treasury Inflation Linked Bonds | 15.49 mm | 15.09 mm principal | 0.72 | Debt | Long | USA |
U.S. Treasury Notes | 15.20 mm | 14.48 mm principal | 0.71 | Debt | Long | USA |
U.S. Treasury Inflation Linked Bonds | 14.95 mm | 18.54 mm principal | 0.70 | Debt | Long | USA |
U.S. Treasury Inflation Linked Bonds | 14.32 mm | 17.81 mm principal | 0.67 | Debt | Long | USA |
U.S. Treasury Inflation Linked Bonds | 13.51 mm | 12.08 mm principal | 0.63 | Debt | Long | USA |
CSMC Trust, Series 2022-NQM5, Class A1 | 5.56 mm | 5.60 mm principal | 0.26 | ABS-mortgage backed security | Long | USA |
United Mexican States | 5.37 mm | 930.00 k principal | 0.25 | Debt | Long | Mexico |
Morgan Stanley | 5.25 mm | 4.74 mm principal | 0.24 | Debt | Long | USA |
European Union, Series NGEU | 4.86 mm | 4.49 mm principal | 0.23 | Debt | Long | Belgium |
Wells Fargo & Co. | 4.73 mm | 4.35 mm principal | 0.22 | Debt | Long | USA |
GS Goldman Sachs Group, Inc. | 4.72 mm | 4.29 mm principal | 0.22 | Debt | Long | USA |
JPMorgan Chase & Co. | 4.69 mm | 4.33 mm principal | 0.22 | Debt | Long | USA |
AMSR Trust, Series 2022-SFR1, Class E2 | 4.52 mm | 4.91 mm principal | 0.21 | ABS-mortgage backed security | Long | USA |
Verus Securitization Trust, Series 2022-7, Class A1 | 4.02 mm | 4.02 mm principal | 0.19 | ABS-mortgage backed security | Long | USA |
Progress Residential Trust, Series 2021-SFR8, Class E2 | 3.54 mm | 4.00 mm principal | 0.17 | ABS-other | Long | USA |
Tricon American Homes Trust, Series 2020-SFR2, Class E2 | 3.50 mm | 4.00 mm principal | 0.16 | ABS-other | Long | USA |
FRTKL, Series 2021-SFR1, Class E2 | 3.49 mm | 4.00 mm principal | 0.16 | ABS-other | Long | USA |
New Residential Mortgage Loan Trust, Series 2022-SFR1, Class E2 | 3.48 mm | 4.00 mm principal | 0.16 | ABS-other | Long | USA |
Progress Residential Trust, Series 2022-SFR1, Class E2 | 3.43 mm | 4.00 mm principal | 0.16 | ABS-other | Long | USA |
Progress Residential Trust, Series 2021-SFR11, Class E2 | 3.41 mm | 4.00 mm principal | 0.16 | ABS-other | Long | USA |
Home Partners of America Trust, Series 2021-2, Class E2 | 3.32 mm | 3.85 mm principal | 0.15 | ABS-other | Long | USA |
SG Residential Mortgage Trust, Series 2021-1, Class A1 | 3.17 mm | 4.02 mm principal | 0.15 | ABS-mortgage backed security | Long | USA |
Tricon Residential Trust, Series 2021-SFR1, Class E2 | 3.16 mm | 3.50 mm principal | 0.15 | ABS-other | Long | USA |
Progress Residential Trust, Series 2019-SFR3, Class G | 3.11 mm | 3.20 mm principal | 0.14 | ABS-other | Long | USA |
Progress Residential Trust, Series 2021-SFR4, Class E2 | 3.11 mm | 3.46 mm principal | 0.14 | ABS-other | Long | USA |
Home Partners of America Trust, Series 2021-3, Class E2 | 3.09 mm | 3.67 mm principal | 0.14 | ABS-other | Long | USA |
AMSR Trust, Series 2021-SFR1, Class E2 | 3.08 mm | 3.70 mm principal | 0.14 | ABS-other | Long | USA |
Progress Residential Trust, Series 2021-SFR9, Class E2 | 2.89 mm | 3.50 mm principal | 0.13 | ABS-other | Long | USA |
Progress Residential Trust, Series 2020-SFR1, Class E | 2.86 mm | 3.00 mm principal | 0.13 | ABS-other | Long | USA |
AMSR Trust, Series 2020-SFR5, Class E2 | 2.81 mm | 3.00 mm principal | 0.13 | ABS-other | Long | USA |
BRAVO Residential Funding Trust, Series 2023-NQM3, Class A1 | 2.81 mm | 2.85 mm principal | 0.13 | ABS-mortgage backed security | Long | USA |
AMSR Trust, Series 2020-SFR4, Class E2 | 2.78 mm | 3.00 mm principal | 0.13 | ABS-other | Long | USA |
Ellington Financial Mortgage Trust, Series 2021-3, Class A1 | 2.78 mm | 3.51 mm principal | 0.13 | ABS-mortgage backed security | Long | USA |
Progress Residential Trust, Series 2020-SFR3, Class E | 2.77 mm | 3.00 mm principal | 0.13 | ABS-other | Long | USA |
Extended Stay America Trust, Series 2021-ESH, Class B | 2.76 mm | 2.80 mm principal | 0.13 | ABS-mortgage backed security | Long | USA |
Progress Residential Trust, Series 2022-SFR2, Class E2 | 2.75 mm | 3.00 mm principal | 0.13 | ABS-other | Long | USA |
United Mexican States | 2.67 mm | 465.00 k principal | 0.12 | Debt | Long | Mexico |
Federal Home Loan Mortgage Corp. Variable Rate Notes, Series 2017-K62, Class B | 2.39 mm | 2.50 mm principal | 0.11 | ABS-mortgage backed security | Long | USA |
BlackRock Fund Advisors | 2.38 mm | 32.34 k shares | 0.11 | Long | USA | |
Wells Fargo & Co. | 2.34 mm | 2.30 mm principal | 0.11 | Debt | Long | USA |
Morgan Stanley | 2.34 mm | 2.31 mm principal | 0.11 | Debt | Long | USA |
Federal Home Loan Mortgage Corp. Variable Rate Notes, Series 2018-K82, Class B | 1.94 mm | 2.04 mm principal | 0.09 | ABS-mortgage backed security | Long | USA |
Federal Home Loan Mortgage Corp. Variable Rate Notes, Series 2017-K65, Class B | 1.92 mm | 2.00 mm principal | 0.09 | ABS-mortgage backed security | Long | USA |
Federal Home Loan Mortgage Corp. Variable Rate Notes, Series 2018-K83, Class B | 1.91 mm | 2.00 mm principal | 0.09 | ABS-mortgage backed security | Long | USA |
Federal Home Loan Mortgage Corp. Variable Rate Notes, Series 2019-K91, Class B | 1.89 mm | 2.00 mm principal | 0.09 | ABS-mortgage backed security | Long | USA |
Tricon American Homes Trust, Series 2020-SFR1, Class E | 1.87 mm | 2.00 mm principal | 0.09 | ABS-other | Long | USA |
Federal Home Loan Mortgage Corp. Variable Rate Notes, Series 2019-K94, Class B | 1.86 mm | 2.00 mm principal | 0.09 | ABS-mortgage backed security | Long | USA |
AMSR Trust, Series 2021-SFR2, Class E2 | 1.78 mm | 2.00 mm principal | 0.08 | ABS-other | Long | USA |
SOP | 1.71 mm | 46.66 mm principal | 0.08 | Interest rate derivative | N/A | USA |
European Union | 1.65 mm | 1.68 mm principal | 0.08 | Debt | Long | Belgium |
U.K. Treasury Bonds | 1.59 mm | 1.34 mm principal | 0.07 | Debt | Long | UK |
JP Morgan Mortgage Trust, Series 2023-DSC1, Class A1 | 1.44 mm | 1.53 mm principal | 0.07 | ABS-mortgage backed security | Long | USA |
SG Residential Mortgage Trust, Series 2022-2, Class A1 | 1.37 mm | 1.37 mm principal | 0.06 | ABS-mortgage backed security | Long | USA |
Federal Home Loan Mortgage Corp. Variable Rate Notes, Series 2018-K73, Class B | 1.27 mm | 1.35 mm principal | 0.06 | ABS-mortgage backed security | Long | USA |
Verus Securitization Trust, Series 2022-INV2, Class A1 | 1.13 mm | 1.11 mm principal | 0.05 | ABS-mortgage backed security | Long | USA |
Progress Residential Trust, Series 2021-SFR4, Class F | 892.55 k | 1.00 mm principal | 0.04 | ABS-other | Long | USA |
3 Month SOFR Interest Futures | 891.31 k | 2.19 k contracts | 0.04 | Interest rate derivative | N/A | USA |
Federal Home Loan Mortgage Corp. Variable Rate Notes, Series 2020-K737, Class B | 874.70 k | 932.00 k principal | 0.04 | ABS-mortgage backed security | Long | USA |
Mill City Solar Loan Ltd., Series 2019-1A, Class A | 865.99 k | 946.42 k principal | 0.04 | ABS-other | Long | Cayman Islands |
PRKCM Trust, Series 2022-AFC2, Class A1 | 842.63 k | 855.72 k principal | 0.04 | ABS-mortgage backed security | Long | USA |
BX Commercial Mortgage Trust, Series 2020-VIV2, Class C | 811.46 k | 950.00 k principal | 0.04 | ABS-mortgage backed security | Long | USA |
Extended Stay America Trust, Series 2021-ESH, Class D | 770.30 k | 784.09 k principal | 0.04 | ABS-mortgage backed security | Long | USA |
Progress Residential Trust, Series 2021-SFR10, Class E2 | 687.18 k | 794.29 k principal | 0.03 | ABS-other | Long | USA |
Federal Home Loan Mortgage Corp. Variable Rate Notes, Series 2018-W5FX, Class CFX | 596.46 k | 696.00 k principal | 0.03 | ABS-mortgage backed security | Long | USA |
MGM China Holdings Ltd. | 517.07 k | 545.00 k principal | 0.02 | Debt | Long | Cayman Islands |
INVH Invitation Homes Inc | 511.65 k | 15.00 k shares | 0.02 | Common equity | Long | USA |
Melco Resorts Finance Ltd. | 511.11 k | 545.00 k principal | 0.02 | Debt | Long | Cayman Islands |
Champion Path Holdings Ltd. | 468.70 k | 545.00 k principal | 0.02 | Debt | Long | Virgin Islands (British) |
Studio City Finance Ltd. | 455.42 k | 545.00 k principal | 0.02 | Debt | Long | Virgin Islands (British) |
BXMT Blackstone Mortgage Trust Inc - Ordinary Shares | 425.40 k | 20.00 k shares | 0.02 | Common equity | Long | USA |
HONO Mortgage Trust, Series 2021-LULU, Class A | 411.53 k | 430.00 k principal | 0.02 | ABS-mortgage backed security | Long | USA |
Extended Stay America Trust, Series 2021-ESH, Class C | 385.64 k | 392.04 k principal | 0.02 | ABS-mortgage backed security | Long | USA |
One New York Plaza Trust, Series 2020-1NYP, Class AJ | 354.93 k | 385.00 k principal | 0.02 | ABS-mortgage backed security | Long | USA |
IRS | 306.53 k | 4.45 mm principal | 0.01 | Interest rate derivative | N/A | UK |
IRS | 303.04 k | 4.45 mm principal | 0.01 | Interest rate derivative | N/A | UK |
OIS | 238.85 k | 8.32 mm principal | 0.01 | Interest rate derivative | N/A | UK |
IRS | 233.57 k | 19.71 mm principal | 0.01 | Interest rate derivative | N/A | UK |
IRS | 230.84 k | 19.71 mm principal | 0.01 | Interest rate derivative | N/A | UK |
3 Month SOFR Interest Futures | 213.92 k | 438.00 contracts | 0.01 | Interest rate derivative | N/A | USA |
Australia 10-Year Bond | 205.07 k | 93.00 contracts | 0.01 | Interest rate derivative | N/A | Australia |
SOP | 195.23 k | 32.58 mm principal | 0.01 | Interest rate derivative | N/A | USA |
BHP Trust, Series 2019-BXHP, Class C | 165.92 k | 168.00 k principal | 0.01 | ABS-mortgage backed security | Long | USA |
BX Commercial Mortgage Trust, Series 2020-VIV3, Class B | 113.75 k | 130.00 k principal | 0.01 | ABS-mortgage backed security | Long | USA |
OIS | 106.29 k | 1.88 mm principal | 0.00 | Interest rate derivative | N/A | UK |
Sunac China Holdings Ltd. | 78.71 k | 545.00 k principal | 0.00 | Debt | Long | Cayman Islands |
SOP | 64.78 k | 46.66 mm principal | 0.00 | Interest rate derivative | N/A | USA |
OIS | 41.98 k | 13.90 mm principal | 0.00 | Interest rate derivative | N/A | USA |
HICPXT | 41.71 k | 360.00 k principal | 0.00 | DO | N/A | UK |
3 Month SOFR Interest Futures | 40.60 k | 116.00 contracts | 0.00 | Interest rate derivative | N/A | USA |
HICPXT | 40.38 k | 1.70 mm principal | 0.00 | DO | N/A | UK |
Logan Group Co. Ltd. | 35.43 k | 545.00 k principal | 0.00 | Debt | Long | Cayman Islands |
CIFI Holdings Group Co. Ltd. | 32.70 k | 545.00 k principal | 0.00 | Debt | Long | Cayman Islands |
China SCE Group Holdings Ltd. | 31.34 k | 545.00 k principal | 0.00 | Debt | Long | Cayman Islands |
OIS | 30.63 k | 6.95 mm principal | 0.00 | Interest rate derivative | N/A | USA |
Powerlong Real Estate Holdings Ltd. | 28.79 k | 345.00 k principal | 0.00 | Debt | Long | Cayman Islands |
KWG Group Holdings Ltd. | 28.61 k | 545.00 k principal | 0.00 | Debt | Long | Cayman Islands |
HICPXT | 27.34 k | 6.83 mm principal | 0.00 | DO | N/A | UK |
Central China Real Estate Ltd. | 24.53 k | 545.00 k principal | 0.00 | Debt | Long | Cayman Islands |
Easy Tactic Ltd. | 24.44 k | 610.89 k principal | 0.00 | Debt | Long | Virgin Islands (British) |
HICPXT | 23.39 k | 370.00 k principal | 0.00 | DO | N/A | UK |
HICPXT | 20.43 k | 700.00 k principal | 0.00 | DO | N/A | UK |
Yuzhou Group Holdings Co. Ltd. | 19.84 k | 345.00 k principal | 0.00 | Debt | Long | Cayman Islands |
Euro-Bund | 19.63 k | 21.00 contracts | 0.00 | Interest rate derivative | N/A | Germany |
OIS | 19.59 k | 5.21 mm principal | 0.00 | Interest rate derivative | N/A | USA |
USCPI | 15.88 k | 7.95 mm principal | 0.00 | DO | N/A | UK |
Kaisa Group Holdings Ltd. | 15.67 k | 545.00 k principal | 0.00 | Debt | Long | Cayman Islands |
USCPI | 13.32 k | 4.08 mm principal | 0.00 | DO | N/A | UK |
Sino-Ocean Land Treasure III Ltd. | 12.40 k | 545.00 k principal | 0.00 | Debt | Long | Virgin Islands (British) |
USCPI | 10.14 k | 4.04 mm principal | 0.00 | DO | N/A | UK |
Ronshine China Holdings Ltd. | 8.18 k | 545.00 k principal | 0.00 | Debt | Long | Cayman Islands |
Redco Properties Group Ltd. | 8.18 k | 545.00 k principal | 0.00 | Debt | Long | Cayman Islands |
Fantasia Holdings Group Co. Ltd. | 7.76 k | 345.00 k principal | 0.00 | Debt | Long | Cayman Islands |
OIS | 6.85 k | 6.95 mm principal | 0.00 | Interest rate derivative | N/A | USA |
Times China Holdings Ltd. | 6.81 k | 545.00 k principal | 0.00 | Debt | Long | Cayman Islands |
USCPI | 6.36 k | 2.56 mm principal | 0.00 | DO | N/A | UK |
Forward Foreign Currency Contract
Morgan Stanley & Co. International
|
5.51 k | 1.00 contracts | 0.00 | DFE | N/A | N/A |
China Aoyuan Group Ltd. | 5.45 k | 545.00 k principal | 0.00 | Debt | Long | Cayman Islands |
USCPI | 4.90 k | 4.04 mm principal | 0.00 | DO | N/A | UK |
Redsun Properties Group Ltd. | 2.73 k | 545.00 k principal | 0.00 | Debt | Long | Cayman Islands |
Zhenro Properties Group Ltd. | 2.73 k | 545.00 k principal | 0.00 | Debt | Long | Cayman Islands |
Forward Foreign Currency Contract
NATWEST MARKETS
|
1.41 k | 1.00 contracts | 0.00 | DFE | N/A | N/A |
Yango Justice International Ltd. | 1.36 k | 545.00 k principal | 0.00 | Debt | Long | Hong Kong |
USCPI | 420.14 | 2.55 mm principal | 0.00 | DO | N/A | UK |
Modern Land China Co. Ltd. | 229.63 | 164.02 k principal | 0.00 | Debt | Long | Cayman Islands |
Modern Land China Co. Ltd. | 229.63 | 164.02 k principal | 0.00 | Debt | Long | Cayman Islands |
Modern Land China Co. Ltd. | 229.63 | 164.02 k principal | 0.00 | Debt | Long | Cayman Islands |
Modern Land China Co. Ltd. | 228.54 | 163.24 k principal | 0.00 | Debt | Long | Cayman Islands |
Jingrui Holdings Ltd. | 109.00 | 545.00 k principal | 0.00 | Debt | Long | Cayman Islands |
Forward Foreign Currency Contract
Bank of New York
|
-1.88 k | 1.00 contracts | -0.00 | DFE | N/A | N/A |
Forward Foreign Currency Contract
Morgan Stanley & Co. International
|
-2.63 k | 1.00 contracts | -0.00 | DFE | N/A | N/A |
USCPI | -3.23 k | 7.95 mm principal | -0.00 | DO | N/A | UK |
OIS | -4.13 k | 9.26 mm principal | -0.00 | Interest rate derivative | N/A | USA |
USCPI | -6.18 k | 4.08 mm principal | -0.00 | DO | N/A | UK |
HICPXT | -8.15 k | 6.83 mm principal | -0.00 | DO | N/A | UK |
3 Month SOFR Interest Futures | -13.05 k | -116.00 contracts | -0.00 | Interest rate derivative | N/A | USA |
USCPI | -45.21 k | 2.31 mm principal | -0.00 | DO | N/A | UK |
SOP | -57.60 k | -32.58 mm principal | -0.00 | Interest rate derivative | N/A | USA |
Long Gilt | -60.74 k | -21.00 contracts | -0.00 | Interest rate derivative | N/A | UK |
Forward Foreign Currency Contract
UBS
|
-61.38 k | 1.00 contracts | -0.00 | DFE | N/A | N/A |
OIS | -89.56 k | 825.00 k principal | -0.00 | Interest rate derivative | N/A | UK |
SOP | -126.26 k | -46.66 mm principal | -0.01 | Interest rate derivative | N/A | UK |
U.S. Treasury Ultra Bond | -156.01 k | -13.00 contracts | -0.01 | Interest rate derivative | N/A | USA |
OIS | -233.51 k | 3.70 mm principal | -0.01 | Interest rate derivative | N/A | UK |
SOP | -269.28 k | -30.53 mm principal | -0.01 | Interest rate derivative | N/A | Germany |
Euro-Buxl | -475.99 k | -64.00 contracts | -0.02 | Interest rate derivative | N/A | Germany |
3 Month SOFR Interest Futures | -508.76 k | -438.00 contracts | -0.02 | Interest rate derivative | N/A | USA |
IRS | -562.61 k | 16.44 mm principal | -0.03 | Interest rate derivative | N/A | UK |
IRS | -568.98 k | 16.44 mm principal | -0.03 | Interest rate derivative | N/A | UK |
U.S. Treasury 10-Year Ultra Note | -627.74 k | -432.00 contracts | -0.03 | Interest rate derivative | N/A | USA |
SOP | -873.41 k | -116.65 mm principal | -0.04 | Interest rate derivative | N/A | USA |