Fund profile
Fund manager
Total assets
$12.54 bn
Liabilities
$2.35 bn
Net assets
$10.19 bn
Number of holdings
6.58 k
Top 200 of 6580 Holdings
Security | $Holding | Balance | % of Fund | Category | Position | Country |
---|---|---|---|---|---|---|
FUTURE CONTRACT ON 3 MONTH SOFR FUT MAR24 0.00000000 | 430.66 mm | 1.81 k contracts | 4.23 | Interest rate derivative | N/A | USA |
FNMA 30YR TBA 5% FEB 13 TO BE ANNOUNCED 5.00000000 | 106.22 mm | 107.20 mm shares | 1.04 | ABS-mortgage backed security | Long | USA |
FNMA TBA 30YR 3% JAN 24 TO BE ANNOUNCED 3.00000000 | 83.95 mm | 94.75 mm shares | 0.82 | ABS-mortgage backed security | Long | USA |
UMBS TBA 30YR 2% FEB 24 TO BE ANNOUNCED 2.00000000 | 81.03 mm | 99.00 mm shares | 0.80 | ABS-mortgage backed security | Long | USA |
FNMA 30YR TBA 6.5% FEB 24 TO BE ANNOUNCED 6.50000000 | 78.70 mm | 76.80 mm shares | 0.77 | ABS-mortgage backed security | Long | USA |
FNMA 30YR TBA 5.5% FEB 24 TO BE ANNOUNCED 5.50000000 | 76.00 mm | 75.60 mm shares | 0.75 | ABS-mortgage backed security | Long | USA |
CHINA GOVERNMENT BOND /CNY/ REGD SER INBK 2.68000000 | 73.96 mm | 520.90 mm shares | 0.73 | Debt | Long | China |
FNMA 30YR TBA 5.5% JAN 24 TO BE ANNOUNCED 5.50000000 | 69.49 mm | 69.14 mm shares | 0.68 | ABS-mortgage backed security | Long | USA |
FNMA 30YR TBA 3.5% JAN 24 TO BE ANNOUNCED 3.50000000 | 65.75 mm | 71.58 mm shares | 0.65 | ABS-mortgage backed security | Long | USA |
UNITED STATES TREASURY BOND 1.75000000 | 62.74 mm | 89.85 mm shares | 0.62 | Debt | Long | USA |
UNITED STATES TREASURY BOND 2.37500000 | 57.43 mm | 74.55 mm shares | 0.56 | Debt | Long | USA |
CHINA GOVERNMENT BOND /CNY/ REGD SER INBK 1.99000000 | 56.75 mm | 403.70 mm shares | 0.56 | Debt | Long | China |
UNITED STATES TREASURY BOND 2.25000000 | 56.59 mm | 74.00 mm shares | 0.56 | Debt | Long | USA |
GNMAII JMBO 30YR TBA 3% FEB 24 TO BE ANNOUNCED 3.00000000 | 54.82 mm | 60.45 mm shares | 0.54 | ABS-mortgage backed security | Long | USA |
UNITED STATES TREASURY BOND 1.87500000 | 54.43 mm | 75.40 mm shares | 0.53 | Debt | Long | USA |
UNITED STATES TREASURY BOND 4.37500000 | 53.39 mm | 52.11 mm shares | 0.52 | Debt | Long | USA |
UNITED STATES TREASURY BOND 3.25000000 | 50.29 mm | 57.10 mm shares | 0.49 | Debt | Long | USA |
UNITED STATES TREASURY BOND 2.00000000 | 44.59 mm | 61.40 mm shares | 0.44 | Debt | Long | USA |
UNITED STATES TREASURY BOND 1.37500000 | 42.22 mm | 63.37 mm shares | 0.41 | Debt | Long | USA |
UNITED STATES TREASURY BOND 3.37500000 | 41.84 mm | 46.75 mm shares | 0.41 | Debt | Long | USA |
SGPYY Sage Group PLC | 39.95 mm | 35.20 mm shares | 0.39 | Debt | Long | UK |
CHINA GOVERNMENT BOND /CNY/ REGD SER INBK 2.85000000 | 39.08 mm | 272.80 mm shares | 0.38 | Debt | Long | China |
UNITED STATES TREASURY BOND 3.87500000 | 36.73 mm | 38.39 mm shares | 0.36 | Debt | Long | USA |
FNMA 30YR TBA 6.5% JAN 12 TO BE ANNOUNCED 6.50000000 | 36.33 mm | 35.45 mm shares | 0.36 | ABS-mortgage backed security | Long | USA |
CHINA GOVERNMENT BOND /CNY/ REGD SER INBK 2.80000000 | 35.86 mm | 250.30 mm shares | 0.35 | Debt | Long | China |
CHINA GOVERNMENT BOND /CNY/ REGD SER INBK 2.37000000 | 35.26 mm | 250.00 mm shares | 0.35 | Debt | Long | China |
UNITED STATES TREASURY BOND 4.00000000 | 35.05 mm | 35.93 mm shares | 0.34 | Debt | Long | USA |
EUROPEAN INVESTMENT BANK /EUR/ REGD REG S SER EARN 2.75000000 | 33.65 mm | 30.00 mm shares | 0.33 | Debt | Long | N/A |
FNMA 30YR TBA 4.5% JAN 24 TO BE ANNOUNCED 4.50000000 | 33.57 mm | 34.59 mm shares | 0.33 | ABS-mortgage backed security | Long | USA |
EUROPEAN UNION /EUR/ REGD REG S EMTN SER NGEU 1.62500000 | 33.29 mm | 31.60 mm shares | 0.33 | Debt | Long | N/A |
UNITED STATES TREASURY BOND 3.87500000 | 32.47 mm | 33.93 mm shares | 0.32 | Debt | Long | USA |
CHINA DEVELOPMENT BANK /CNY/ REGD SER 1905 3.48000000 | 29.71 mm | 202.20 mm shares | 0.29 | Debt | Long | China |
CHINA GOVERNMENT BOND /CNY/ REGD SER INBK 2.89000000 | 29.43 mm | 204.10 mm shares | 0.29 | Debt | Long | China |
UNITED STATES TREASURY BOND 1.12500000 | 29.18 mm | 45.53 mm shares | 0.29 | Debt | Long | USA |
CHINA DEVELOPMENT BANK /CNY/ REGD SER 2205 3.00000000 | 27.31 mm | 190.20 mm shares | 0.27 | Debt | Long | China |
CHINA GOVERNMENT BOND /CNY/ REGD SER INBK 2.69000000 | 27.15 mm | 190.50 mm shares | 0.27 | Debt | Long | China |
CHINA DEVELOPMENT BANK /CNY/ REGD SER 1910 3.65000000 | 26.97 mm | 181.90 mm shares | 0.26 | Debt | Long | China |
AGRICUL DEV BANK CHINA /CNY/ REGD SER 1908 3.63000000 | 26.69 mm | 183.20 mm shares | 0.26 | Debt | Long | China |
EUROPEAN UNION /EUR/ REGD REG S SER NGEU 2.50000000 | 25.48 mm | 26.00 mm shares | 0.25 | Debt | Long | N/A |
CHINA GOVERNMENT BOND /CNY/ REGD SER INBK 2.75000000 | 24.25 mm | 169.90 mm shares | 0.24 | Debt | Long | China |
SANDOZ FINANCE B.V. /EUR/ REGD REG S 4.50000000 | 23.42 mm | 20.00 mm shares | 0.23 | Debt | Long | Netherlands |
MIZUHO FINANCIAL GROUP /EUR/ REGD REG S EMTN 4.41600000 | 23.21 mm | 20.00 mm shares | 0.23 | Debt | Long | Japan |
EUROPEAN UNION /EUR/ REGD EMTN SER NGEU 3.37500000 | 23.03 mm | 20.00 mm shares | 0.23 | Debt | Long | N/A |
UNITED STATES TREASURY BOND 3.87500000 | 22.79 mm | 23.30 mm shares | 0.22 | Debt | Long | USA |
UNITED STATES TREASURY BOND 1.12500000 | 22.51 mm | 34.78 mm shares | 0.22 | Debt | Long | USA |
EUROPEAN UNION /EUR/ REGD REG S EMTN SER NGEU 2.75000000 | 22.25 mm | 20.00 mm shares | 0.22 | Debt | Long | N/A |
SMITHS GROUP PLC /EUR/ REGD REG S EMTN 2.00000000 | 22.00 mm | 20.60 mm shares | 0.22 | Debt | Long | UK |
FNMA TBA 30YR TBA 3% FEB 24 TO BE ANNOUNCED 3.00000000 | 21.29 mm | 24.00 mm shares | 0.21 | ABS-mortgage backed security | Long | USA |
FUTURE CONTRACT ON US LONG BOND(CBT) MAR24 0.00000000 | 21.24 mm | 170.00 contracts | 0.21 | Interest rate derivative | N/A | USA |
CHINA GOVERNMENT BOND /CNY/ REGD SER INBK 3.53000000 | 21.00 mm | 133.60 mm shares | 0.21 | Debt | Long | China |
FUTURE CONTRACT ON US 10YR NOTE (CBT)MAR24 0.00000000 | 20.32 mm | 180.00 contracts | 0.20 | Interest rate derivative | N/A | USA |
FUTURE CONTRACT ON LONG GILT FUTURE MAR24 /GBP/ 0.00000000 | 20.15 mm | 154.00 contracts | 0.20 | Interest rate derivative | N/A | UK |
EUROPEAN INVESTMENT BANK /EUR/ REGD EMTN 1.00000000 | 19.94 mm | 20.00 mm shares | 0.20 | Debt | Long | N/A |
CHINA DEVELOPMENT BANK /CNY/ REGD SER 2003 3.23000000 | 19.84 mm | 139.30 mm shares | 0.19 | Debt | Long | China |
GINNIE MAE II POOL P#786283 V/R 7.07000000 | 19.84 mm | 19.21 mm shares | 0.19 | ABS-mortgage backed security | Long | USA |
UNITED STATES TREASURY BOND 2.87500000 | 19.71 mm | 23.92 mm shares | 0.19 | Debt | Long | USA |
3I GROUP PLC /EUR/ REGD REG S 4.87500000 | 19.49 mm | 16.93 mm shares | 0.19 | Debt | Long | UK |
CHINA GOVERNMENT BOND /CNY/ REGD SER INBK 2.75000000 | 18.93 mm | 132.50 mm shares | 0.19 | Debt | Long | China |
BNP PARIBAS /EUR/ REGD V/R REG S EMTN 4.12500000 | 18.84 mm | 16.30 mm shares | 0.18 | Debt | Long | France |
UNITED STATES TREAS BDS 4.25% 11/15/40 4.25000000 | 18.69 mm | 18.27 mm shares | 0.18 | Debt | Long | USA |
EUROPEAN UNION /EUR/ REGD EMTN SER NGEU 0.00000000 | 18.31 mm | 20.00 mm shares | 0.18 | Debt | Long | N/A |
UNITED STATES TREASURY BOND 4.37500000 | 18.23 mm | 17.50 mm shares | 0.18 | Debt | Long | USA |
IHG FINANCE LLC /EUR/ REGD REG S EMTN 4.37500000 | 18.22 mm | 15.93 mm shares | 0.18 | Debt | Long | USA |
CHINA GOVERNMENT BOND /CNY/ REGD SER INBK 3.39000000 | 17.96 mm | 117.24 mm shares | 0.18 | Debt | Long | China |
COOPERATIEVE RABOBANK UA /EUR/ REGD V/R REG S EMTN SER GMTN 4.62500000 | 17.94 mm | 15.70 mm shares | 0.18 | Debt | Long | Netherlands |
EXPORT-IMPORT BANK CHINA /CNY/ REGD SER 2210 3.18000000 | 17.93 mm | 123.60 mm shares | 0.18 | Debt | Long | China |
CHINA GOVERNMENT BOND /CNY/ REGD SER INBK 2.48000000 | 17.87 mm | 126.30 mm shares | 0.18 | Debt | Long | China |
NETFLIX INC /EUR/ REGD 4.62500000 | 17.67 mm | 15.00 mm shares | 0.17 | Debt | Long | USA |
INFORMA PLC /EUR/ REGD REG S EMTN 2.12500000 | 17.42 mm | 16.25 mm shares | 0.17 | Debt | Long | UK |
UNITED STATES TREASURY BOND 4.62500000 | 17.41 mm | 16.20 mm shares | 0.17 | Debt | Long | USA |
CHINA GOVERNMENT BOND /CNY/ REGD SER INBK 3.72000000 | 17.23 mm | 106.00 mm shares | 0.17 | Debt | Long | China |
EUROPEAN INVESTMENT BANK /EUR/ REGD SER EARN 0.05000000 | 17.17 mm | 17.90 mm shares | 0.17 | Debt | Long | N/A |
CHINA DEVELOPMENT BANK /CNY/ REGD SER 1710 4.04000000 | 17.03 mm | 114.90 mm shares | 0.17 | Debt | Long | China |
AGRICUL DEV BANK CHINA /CNY/ REGD SER 2005 2.25000000 | 17.03 mm | 120.80 mm shares | 0.17 | Debt | Long | China |
BABCOCK INTL GROUP PLC /EUR/ REGD REG S EMTN 1.37500000 | 16.87 mm | 16.63 mm shares | 0.17 | Debt | Long | UK |
CHINA GOVERNMENT BOND /CNY/ REGD SER INBK 3.27000000 | 16.73 mm | 109.17 mm shares | 0.16 | Debt | Long | China |
HOCHTIEF AKTIENGESELLSCH /EUR/ REGD EMTN 0.62500000 | 16.73 mm | 17.55 mm shares | 0.16 | Debt | Long | Germany |
EFSF /EUR/ REGD REG S 2.75000000 | 16.66 mm | 15.00 mm shares | 0.16 | Debt | Long | Luxembourg |
EFSF /EUR/ REGD REG S EMTN 2.37500000 | 16.53 mm | 15.00 mm shares | 0.16 | Debt | Long | Luxembourg |
IMCD NV /EUR/ REGD REG S 4.87500000 | 16.47 mm | 14.25 mm shares | 0.16 | Debt | Long | Netherlands |
EUROPEAN UNION /EUR/ REGD REG S EMTN SER NGEU 2.62500000 | 16.43 mm | 16.00 mm shares | 0.16 | Debt | Long | N/A |
FANNIE MAE POOL UMBS P#FS2031 3.50000000 | 16.19 mm | 17.56 mm shares | 0.16 | ABS-mortgage backed security | Long | USA |
FANNIE MAE POOL UMBS P#FM9966 3.50000000 | 16.14 mm | 17.09 mm shares | 0.16 | ABS-mortgage backed security | Long | USA |
EURO STABILITY MECHANISM /EUR/ REGD REG S EMTN 1.00000000 | 16.10 mm | 15.00 mm shares | 0.16 | Debt | Long | N/A |
CREDIT AGRICOLE SA /EUR/ REGD REG S EMTN 1.00000000 | 15.99 mm | 15.00 mm shares | 0.16 | Debt | Long | France |
EUROPEAN INVESTMENT BANK /EUR/ REGD SER EARN 0.05000000 | 15.84 mm | 19.00 mm shares | 0.16 | Debt | Long | N/A |
EFSF /EUR/ REGD REG S EMTN 0.75000000 | 15.70 mm | 15.00 mm shares | 0.15 | Debt | Long | Luxembourg |
UNITED STATES TREASURY BOND 4.75000000 | 15.62 mm | 14.40 mm shares | 0.15 | Debt | Long | USA |
UNITED STATES TREASURY BOND 4.37500000 | 15.57 mm | 14.90 mm shares | 0.15 | Debt | Long | USA |
G2SF 30 YR TBA 5% JAN 24 TO BE ANNOUNCED 5.00000000 | 15.31 mm | 15.41 mm shares | 0.15 | ABS-mortgage backed security | Long | USA |
CHINA DEVELOPMENT BANK /CNY/ REGD SER 1605 3.80000000 | 15.14 mm | 98.00 mm shares | 0.15 | Debt | Long | China |
UNITED STATES TREASURY BOND 3.62500000 | 15.12 mm | 16.39 mm shares | 0.15 | Debt | Long | USA |
FANNIE MAE POOL UMBS P#BF0463 3.00000000 | 14.92 mm | 16.92 mm shares | 0.15 | ABS-mortgage backed security | Long | USA |
CREDITO EMILIANO SPA /EUR/ REGD V/R REG S EMTN 4.87500000 | 14.69 mm | 12.90 mm shares | 0.14 | Debt | Long | Italy |
CHINA GOVERNMENT BOND /CNY/ REGD SER INBK 3.81000000 | 14.65 mm | 89.10 mm shares | 0.14 | Debt | Long | China |
EXPORT-IMPORT BANK CHINA /CNY/ REGD SER 1910 3.86000000 | 14.64 mm | 97.80 mm shares | 0.14 | Debt | Long | China |
ABN AMRO BANK NV /EUR/ REGD REG S 4.37500000 | 14.53 mm | 12.70 mm shares | 0.14 | Debt | Long | Netherlands |
EFSF /EUR/ REGD REG S EMTN 0.87500000 | 14.37 mm | 15.90 mm shares | 0.14 | Debt | Long | Luxembourg |
TALANX AG /EUR/ REGD REG S EMTN 4.00000000 | 14.37 mm | 12.50 mm shares | 0.14 | Debt | Long | Germany |
RELX FINANCE BV /EUR/ REGD REG S 0.87500000 | 14.35 mm | 15.40 mm shares | 0.14 | Debt | Long | Netherlands |
EUROPEAN UNION /EUR/ REGD EMTN SER NGEU 0.45000000 | 14.33 mm | 19.80 mm shares | 0.14 | Debt | Long | N/A |
AGRICUL DEV BANK CHINA /CNY/ REGD SER 2004 2.96000000 | 14.24 mm | 99.40 mm shares | 0.14 | Debt | Long | China |
FNMA 30YR TBA 5% JAN 24 TO BE ANNOUNCED 5.00000000 | 14.14 mm | 14.28 mm shares | 0.14 | ABS-mortgage backed security | Long | USA |
EFSF /EUR/ REGD REG S EMTN 1.50000000 | 14.05 mm | 13.00 mm shares | 0.14 | Debt | Long | Luxembourg |
UNITED STATES TREASURY BOND 3.12500000 | 13.78 mm | 16.06 mm shares | 0.14 | Debt | Long | USA |
RELX FINANCE BV /EUR/ REGD REG S 3.75000000 | 13.78 mm | 12.00 mm shares | 0.14 | Debt | Long | Netherlands |
MUNICH RE /EUR/ REGD V/R REG S 1.00000000 | 13.73 mm | 15.80 mm shares | 0.13 | Debt | Long | Germany |
BANCO BILBAO VIZCAYA ARG /GBP/ REGD V/R REG S EMTN 8.25000000 | 13.70 mm | 10.00 mm shares | 0.13 | Debt | Long | Spain |
HSBC HOLDINGS PLC /EUR/ REGD V/R REG S EMTN 4.85600000 | 13.58 mm | 11.60 mm shares | 0.13 | Debt | Long | UK |
AGRICUL DEV BANK CHINA /CNY/ REGD SER 1901 3.75000000 | 13.49 mm | 90.70 mm shares | 0.13 | Debt | Long | China |
CHINA DEVELOPMENT BANK /CNY/ REGD SER 2110 3.41000000 | 13.33 mm | 90.40 mm shares | 0.13 | Debt | Long | China |
INFORMA PLC /EUR/ REGD REG S EMTN 1.25000000 | 13.19 mm | 13.10 mm shares | 0.13 | Debt | Long | UK |
UNITED STATES TREASURY NOTE 3.50000000 | 12.89 mm | 13.27 mm shares | 0.13 | Debt | Long | USA |
UNITED STATES TREASURY BOND 2.75000000 | 12.79 mm | 15.75 mm shares | 0.13 | Debt | Long | USA |
BANQUE FED CRED MUTUEL /GBP/ REGD REG S EMTN 5.00000000 | 12.78 mm | 10.00 mm shares | 0.13 | Debt | Long | France |
KFW /GBP/ REGD REG S EMTN 4.12500000 | 12.74 mm | 10.00 mm shares | 0.13 | Debt | Long | Germany |
FUTURE CONTRACT ON EURO-SCHATZ FUT MAR24 /EUR/ 0.00000000 | 12.70 mm | 108.00 contracts | 0.12 | Interest rate derivative | N/A | Germany |
ABERTIS INFRAESTRUCTURAS /GBP/ REGD REG S EMTN 3.37500000 | 12.65 mm | 10.40 mm shares | 0.12 | Debt | Long | Spain |
CHINA GOVERNMENT BOND /CNY/ REGD SER INBK 2.60000000 | 12.52 mm | 88.80 mm shares | 0.12 | Debt | Long | China |
CHINA DEVELOPMENT BANK /CNY/ REGD SER 1909 3.50000000 | 12.50 mm | 86.10 mm shares | 0.12 | Debt | Long | China |
E.ON SE /EUR/ REGD REG S EMTN 3.50000000 | 12.42 mm | 11.00 mm shares | 0.12 | Debt | Long | Germany |
FRANCE (GOVT OF) /EUR/ REGD 2.50000000 | 12.29 mm | 10.99 mm shares | 0.12 | Debt | Long | France |
UNITED STATES TREASURY BOND 2.75000000 | 12.13 mm | 14.90 mm shares | 0.12 | Debt | Long | USA |
EXPORT-IMPORT BANK CHINA /CNY/ REGD SER 2007 3.26000000 | 12.10 mm | 83.60 mm shares | 0.12 | Debt | Long | China |
FREDDIE MAC POOL UMBS P#SD7543 2.50000000 | 12.00 mm | 13.92 mm shares | 0.12 | ABS-mortgage backed security | Long | USA |
TOYOTA MOTOR FINANCE BV /EUR/ REGD REG S EMTN 4.00000000 | 11.97 mm | 10.53 mm shares | 0.12 | Debt | Long | Netherlands |
HSBC HOLDINGS PLC /EUR/ REGD EMTN 3.12500000 | 11.92 mm | 11.00 mm shares | 0.12 | Debt | Long | UK |
BANCO BILBAO VIZCAYA ARG /EUR/ REGD REG S EMTN SER GMTN 1.75000000 | 11.70 mm | 10.90 mm shares | 0.11 | Debt | Long | Spain |
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION SER 2023-H03 CL FA V/R 6.20774000 | 11.70 mm | 11.79 mm shares | 0.11 | ABS-collateralized bond/debt obligation | Long | USA |
A1 TOWERS HOLDING /EUR/ REGD REG S 5.25000000 | 11.68 mm | 10.00 mm shares | 0.11 | Debt | Long | Austria |
FANNIE MAE POOL UMBS P#FS0908 3.50000000 | 11.68 mm | 12.51 mm shares | 0.11 | ABS-mortgage backed security | Long | USA |
UNITED STATES TREASURY BOND 4.75000000 | 11.63 mm | 10.80 mm shares | 0.11 | Debt | Long | USA |
EUROPEAN UNION /EUR/ REGD REG S EMTN SER NGEU 3.37500000 | 11.60 mm | 10.00 mm shares | 0.11 | Debt | Long | N/A |
FANNIE MAE POOL UMBS P#MA4492 2.00000000 | 11.55 mm | 14.10 mm shares | 0.11 | ABS-mortgage backed security | Long | USA |
EUROPEAN UNION /EUR/ REGD REG S SER NGEU 0.80000000 | 11.46 mm | 10.70 mm shares | 0.11 | Debt | Long | N/A |
SWEDBANK AB /EUR/ REGD REG S EMTN SER GMTN 4.37500000 | 11.44 mm | 10.00 mm shares | 0.11 | Debt | Long | Sweden |
EUROPEAN INVESTMENT BANK /EUR/ REGD EMTN SER EARN 4.50000000 | 11.39 mm | 10.00 mm shares | 0.11 | Debt | Long | N/A |
MICROSOFT CORP /EUR/ REGD 3.12500000 | 11.35 mm | 10.01 mm shares | 0.11 | Debt | Long | USA |
ABB FINANCE BV /EUR/ REGD REG S EMTN 3.37500000 | 11.31 mm | 10.00 mm shares | 0.11 | Debt | Long | Netherlands |
BANCO SANTANDER SA /EUR/ REGD REG S EMTN 3.87500000 | 11.30 mm | 10.00 mm shares | 0.11 | Debt | Long | Spain |
MITSUBISHI UFJ FIN GRP /EUR/ REGD REG S EMTN 3.55600000 | 11.27 mm | 10.00 mm shares | 0.11 | Debt | Long | Japan |
ERSTE GROUP BANK AG /EUR/ REGD V/R REG S EMTN 4.25000000 | 11.22 mm | 9.80 mm shares | 0.11 | Debt | Long | Austria |
EXPORT DEVELOPMNT CANADA /EUR/ REGD REG S EMTN 2.87500000 | 11.21 mm | 10.00 mm shares | 0.11 | Debt | Long | Canada |
BPCE SA /EUR/ REGD REG S EMTN 3.50000000 | 11.16 mm | 10.00 mm shares | 0.11 | Debt | Long | France |
FANNIE MAE POOL UMBS P#MA4512 2.50000000 | 11.13 mm | 13.07 mm shares | 0.11 | ABS-mortgage backed security | Long | USA |
EUROPEAN INVESTMENT BANK /EUR/ REGD EMTN 2.75000000 | 11.06 mm | 10.00 mm shares | 0.11 | Debt | Long | N/A |
UNITED STATES TREASURY BOND 3.12500000 | 11.01 mm | 12.65 mm shares | 0.11 | Debt | Long | USA |
BANCO SANTANDER SA /EUR/ REGD REG S EMTN SER DIP 3.25000000 | 10.96 mm | 10.00 mm shares | 0.11 | Debt | Long | Spain |
NEW YORK LIFE GLOBAL FDG /EUR/ REGD REG S EMTN 3.62500000 | 10.93 mm | 9.63 mm shares | 0.11 | Debt | Long | USA |
UNITED STATES TREASURY BOND 3.12500000 | 10.91 mm | 12.50 mm shares | 0.11 | Debt | Long | USA |
BUNDESOBLIGATION /EUR/ REGD REG S SER 183 0.00000000 | 10.78 mm | 10.27 mm shares | 0.11 | Debt | Long | Germany |
EUROPEAN UNION /EUR/ REGD REG S EMTN SER NGEU 0.00000000 | 10.74 mm | 10.35 mm shares | 0.11 | Debt | Long | N/A |
EXPORT-IMPORT BANK CHINA /CNY/ REGD SER 2005 2.93000000 | 10.74 mm | 75.60 mm shares | 0.11 | Debt | Long | China |
CORP ANDINA DE FOMENTO /EUR/ REGD REG S 1.12500000 | 10.71 mm | 10.00 mm shares | 0.11 | Debt | Long | N/A |
GENERAL MOTORS FINL CO /GBP/ REGD REG S EMTN 2.35000000 | 10.60 mm | 8.73 mm shares | 0.10 | Debt | Long | USA |
UNICREDIT SPA /EUR/ REGD V/R REG S EMTN 4.45000000 | 10.55 mm | 9.35 mm shares | 0.10 | Debt | Long | Italy |
CHINA DEVELOPMENT BANK /CNY/ REGD SER 1510 4.21000000 | 10.55 mm | 73.00 mm shares | 0.10 | Debt | Long | China |
FREDDIE MAC POOL UMBS P#SD8129 2.50000000 | 10.50 mm | 12.25 mm shares | 0.10 | ABS-mortgage backed security | Long | USA |
EUROPEAN UNION /EUR/ REGD REG S EMTN 0.25000000 | 10.49 mm | 12.90 mm shares | 0.10 | Debt | Long | N/A |
ASIAN DEVELOPMENT BANK /EUR/ REGD EMTN SER GMTN 1.95000000 | 10.47 mm | 10.00 mm shares | 0.10 | Debt | Long | N/A |
EATON CAPITAL UNLIMITED /EUR/ REGD REG S 0.12800000 | 10.36 mm | 10.00 mm shares | 0.10 | Debt | Long | Ireland |
EURO STABILITY MECHANISM /EUR/ REGD REG S 0.00000000 | 10.28 mm | 10.00 mm shares | 0.10 | Debt | Long | N/A |
EXPORT-IMPORT BANK CHINA /CNY/ REGD SER 2015 3.43000000 | 10.21 mm | 71.00 mm shares | 0.10 | Debt | Long | China |
ABN AMRO BANK NV /EUR/ REGD REG S 0.60000000 | 10.18 mm | 10.00 mm shares | 0.10 | Debt | Long | Netherlands |
UNITED STATES TREASURY BOND 4.37500000 | 10.15 mm | 9.81 mm shares | 0.10 | Debt | Long | USA |
GINNIE MAE II POOL P#MA7589 2.50000000 | 10.09 mm | 11.53 mm shares | 0.10 | ABS-mortgage backed security | Long | USA |
ONTARIO TEACHERS' FINANC /EUR/ REGD REG S 1.85000000 | 10.07 mm | 10.00 mm shares | 0.10 | Debt | Long | Canada |
CREDIT AGRICOLE SA /GBP/ REGD V/R REG S EMTN 6.37500000 | 10.02 mm | 7.30 mm shares | 0.10 | Debt | Long | France |
UNITED STATES TREASURY STRIP COUPON ZCP 0.00000000 | 9.94 mm | 12.00 mm shares | 0.10 | Debt | Long | USA |
JT INTL FIN SERVICES BV /GBP/ REGD EMTN 2.75000000 | 9.91 mm | 9.48 mm shares | 0.10 | Debt | Long | Netherlands |
UMBS TBA 30YR 2% JAN 24 TO BE ANNOUNCED 2.00000000 | 9.85 mm | 12.05 mm shares | 0.10 | ABS-mortgage backed security | Long | USA |
MEDIOBANCA DI CRED FIN /EUR/ REGD V/R REG S EMTN 1.00000000 | 9.84 mm | 10.00 mm shares | 0.10 | Debt | Long | Italy |
HAMMERSON IRELAND /EUR/ REGD REG S 1.75000000 | 9.82 mm | 9.73 mm shares | 0.10 | Debt | Long | Ireland |
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION SER 2021-H16 CL F V/R 6.83774000 | 9.81 mm | 9.61 mm shares | 0.10 | ABS-collateralized bond/debt obligation | Long | USA |
UNITED STATES TREASURY BOND 3.00000000 | 9.77 mm | 11.50 mm shares | 0.10 | Debt | Long | USA |
TELSTRA GROUP LTD /EUR/ REGD REG S 3.75000000 | 9.76 mm | 8.43 mm shares | 0.10 | Debt | Long | Australia |
ENI SPA /EUR/ REGD REG S EMTN 1.25000000 | 9.73 mm | 9.20 mm shares | 0.10 | Debt | Long | Italy |
CHINA DEVELOPMENT BANK /CNY/ REGD SER 2105 3.66000000 | 9.68 mm | 64.70 mm shares | 0.10 | Debt | Long | China |
UNITED STATES TREASURY BOND 3.75000000 | 9.68 mm | 10.32 mm shares | 0.09 | Debt | Long | USA |
PACCAR FINANCIAL EUROPE /EUR/ REGD REG S EMTN 3.25000000 | 9.67 mm | 8.75 mm shares | 0.09 | Debt | Long | Netherlands |
EUROPEAN INVESTMENT BANK /EUR/ REGD 0.05000000 | 9.63 mm | 10.00 mm shares | 0.09 | Debt | Long | N/A |
AGRICUL DEV BANK CHINA /CNY/ REGD SER 2110 3.30000000 | 9.61 mm | 65.70 mm shares | 0.09 | Debt | Long | China |
ENEL FINANCE INTL NV /EUR/ REGD REG S EMTN 0.37500000 | 9.50 mm | 10.00 mm shares | 0.09 | Debt | Long | Netherlands |
FRANCE (GOVT OF) /EUR/ REGD REG S 2.00000000 | 9.48 mm | 8.91 mm shares | 0.09 | Debt | Long | France |
JT INTL FIN SERVICES BV /EUR/ REGD REG S 1.00000000 | 9.48 mm | 9.70 mm shares | 0.09 | Debt | Long | Netherlands |
FNCL 30YR TBA 4.0% FEB 23 TO BE ANNOUNCED 4.00000000 | 9.48 mm | 10.00 mm shares | 0.09 | ABS-mortgage backed security | Long | USA |
FANNIE MAE POOL UMBS P#CB0534 3.00000000 | 9.46 mm | 10.67 mm shares | 0.09 | ABS-mortgage backed security | Long | USA |
FREDDIE MAC POOL UMBS P#RA3988 2.50000000 | 9.46 mm | 11.04 mm shares | 0.09 | ABS-mortgage backed security | Long | USA |
AGRICUL DEV BANK CHINA /CNY/ REGD SER 2108 2.99000000 | 9.45 mm | 66.00 mm shares | 0.09 | Debt | Long | China |
BP CAPITAL MARKETS PLC /GBP/ REGD V/R /PERP/ REG S 4.25000000 | 9.44 mm | 7.90 mm shares | 0.09 | Debt | Long | UK |
GINNIE MAE II POOL P#785745 V/R 7.62000000 | 9.41 mm | 9.17 mm shares | 0.09 | ABS-mortgage backed security | Long | USA |
CHINA GOVERNMENT BOND /CNY/ REGD SER INBK 3.32000000 | 9.40 mm | 61.93 mm shares | 0.09 | Debt | Long | China |
EUROPEAN UNION /EUR/ REGD REG S EMTN SER SURE 0.00000000 | 9.37 mm | 10.00 mm shares | 0.09 | Debt | Long | N/A |
FRANCE (GOVT OF) /EUR/ REGD REG S 0.00000000 | 9.31 mm | 9.61 mm shares | 0.09 | Debt | Long | France |
EURO STABILITY MECHANISM /EUR/ REGD EMTN 1.80000000 | 9.30 mm | 10.42 mm shares | 0.09 | Debt | Long | N/A |
FUTURE CONTRACT ON US 2YR NOTE (CBT) MAR24 0.00000000 | 9.27 mm | 45.00 contracts | 0.09 | Interest rate derivative | N/A | USA |
CHINA DEVELOPMENT BANK /CNY/ REGD SER 1904 3.68000000 | 9.22 mm | 63.50 mm shares | 0.09 | Debt | Long | China |
EFSF /EUR/ REGD REG S EMTN 1.45000000 | 9.20 mm | 10.37 mm shares | 0.09 | Debt | Long | Luxembourg |
FI Fiserv, Inc. | 9.14 mm | 8.00 mm shares | 0.09 | Debt | Long | USA |
MEDIOBANCA DI CRED FIN /EUR/ REGD V/R REG S EMTN 4.87500000 | 9.13 mm | 8.05 mm shares | 0.09 | Debt | Long | Italy |