Fund profile
Fund manager
Total assets
$37.59 mm
Liabilities
$4.10 mm
Net assets
$33.49 mm
Number of holdings
145.00
145 Holdings
Security | $Holding | Balance | % of Fund | Category | Position | Country |
---|---|---|---|---|---|---|
United States Treasury Inflation Indexed Bonds | 3.99 mm | 4.06 mm principal | 11.90 | Debt | Long | USA |
United States Treasury Inflation Indexed Bonds | 2.38 mm | 2.46 mm principal | 7.10 | Debt | Long | USA |
United States Treasury Inflation Indexed Bonds | 1.81 mm | 1.84 mm principal | 5.39 | Debt | Long | USA |
United States Treasury Inflation Indexed Bonds | 1.78 mm | 1.85 mm principal | 5.33 | Debt | Long | USA |
United States Treasury Inflation Indexed Bonds | 1.75 mm | 1.78 mm principal | 5.23 | Debt | Long | USA |
United States Treasury Inflation Indexed Bonds | 1.48 mm | 1.51 mm principal | 4.43 | Debt | Long | USA |
United States Treasury Inflation Indexed Bonds | 1.34 mm | 1.39 mm principal | 4.01 | Debt | Long | USA |
United States Treasury Inflation Indexed Bonds | 1.31 mm | 1.41 mm principal | 3.92 | Debt | Long | USA |
United States Treasury Inflation Indexed Bonds | 1.18 mm | 1.30 mm principal | 3.53 | Debt | Long | USA |
United States Treasury Inflation Indexed Bonds | 1.16 mm | 1.20 mm principal | 3.45 | Debt | Long | USA |
United States Treasury Inflation Indexed Bonds | 1.03 mm | 1.05 mm principal | 3.06 | Debt | Long | USA |
United States Treasury Inflation Indexed Bonds | 979.23 k | 1.09 mm principal | 2.92 | Debt | Long | USA |
United States Treasury Inflation Indexed Bonds | 955.20 k | 990.80 k principal | 2.85 | Debt | Long | USA |
United States Treasury Inflation Indexed Bonds | 924.72 k | 999.86 k principal | 2.76 | Debt | Long | USA |
United States Treasury Inflation Indexed Bonds | 901.98 k | 1.07 mm principal | 2.69 | Debt | Long | USA |
United States Treasury Inflation Indexed Bonds | 869.11 k | 933.48 k principal | 2.59 | Debt | Long | USA |
United States Treasury Inflation Indexed Bonds | 782.07 k | 807.10 k principal | 2.34 | Debt | Long | USA |
United States Treasury Inflation Indexed Bonds | 689.02 k | 720.77 k principal | 2.06 | Debt | Long | USA |
Fannie Mae or Freddie Mac | 685.91 k | 700.00 k principal | 2.05 | ABS-mortgage backed security | Long | USA |
United States Treasury Inflation Indexed Bonds | 677.17 k | 692.49 k principal | 2.02 | Debt | Long | USA |
Italy Buoni Poliennali Del Tesoro | 674.14 k | 625.63 k principal | 2.01 | Debt | Long | Italy |
United States Treasury Inflation Indexed Bonds | 673.39 k | 694.93 k principal | 2.01 | Debt | Long | USA |
United States Treasury Inflation Indexed Bonds | 617.63 k | 724.16 k principal | 1.84 | Debt | Long | USA |
United States Treasury Inflation Indexed Bonds | 554.40 k | 584.79 k principal | 1.66 | Debt | Long | USA |
United States Treasury Inflation Indexed Bonds | 547.50 k | 570.39 k principal | 1.63 | Debt | Long | USA |
United States Treasury Inflation Indexed Bonds | 499.85 k | 510.93 k principal | 1.49 | Debt | Long | USA |
United States Treasury Inflation Indexed Bonds | 456.67 k | 526.72 k principal | 1.36 | Debt | Long | USA |
United States Treasury Inflation Indexed Bonds | 452.94 k | 409.84 k principal | 1.35 | Debt | Long | USA |
United States Treasury Inflation Indexed Bonds | 448.52 k | 644.82 k principal | 1.34 | Debt | Long | USA |
United States Treasury Inflation Indexed Bonds | 431.44 k | 442.09 k principal | 1.29 | Debt | Long | USA |
Fannie Mae or Freddie Mac | 398.97 k | 400.00 k principal | 1.19 | ABS-mortgage backed security | Long | USA |
Federal Home Loan Bank Discount Notes | 398.95 k | 400.00 k principal | 1.19 | Debt | Long | USA |
United States Treasury Inflation Indexed Bonds | 324.25 k | 319.55 k principal | 0.97 | Debt | Long | USA |
United States Treasury Inflation Indexed Bonds | 308.63 k | 334.87 k principal | 0.92 | Debt | Long | USA |
Fannie Mae or Freddie Mac | 269.20 k | 300.00 k principal | 0.80 | ABS-mortgage backed security | Long | USA |
United States Treasury Inflation Indexed Bonds | 240.51 k | 249.62 k principal | 0.72 | Debt | Long | USA |
Fannie Mae or Freddie Mac | 191.30 k | 200.00 k principal | 0.57 | ABS-mortgage backed security | Long | USA |
BlackRock Liquidity Funds T-Fund | 189.28 k | 189.28 k shares | 0.57 | Short-term investment vehicle | Long | USA |
United States Treasury Inflation Indexed Bonds | 159.44 k | 229.82 k principal | 0.48 | Debt | Long | USA |
French Republic Government Bond OAT | 133.87 k | 121.63 k principal | 0.40 | Debt | Long | France |
French Republic Government Bond OAT | 124.60 k | 114.12 k principal | 0.37 | Debt | Long | France |
United States Treasury Inflation Indexed Bonds | 117.70 k | 99.44 k principal | 0.35 | Debt | Long | USA |
Towd Point Mortgage Funding 2019 - Granite4 PLC | 116.91 k | 94.65 k principal | 0.35 | ABS-mortgage backed security | Long | UK |
United States Treasury Inflation Indexed Bonds | 115.77 k | 132.40 k principal | 0.35 | Debt | Long | USA |
Italy Buoni Poliennali Del Tesoro | 115.75 k | 115.88 k principal | 0.35 | Debt | Long | Italy |
French Republic Government Bond OAT | 114.06 k | 112.22 k principal | 0.34 | Debt | Long | France |
United States Treasury Inflation Indexed Bonds | 103.00 k | 100.99 k principal | 0.31 | Debt | Long | USA |
IRS EUR | 102.90 k | 1.00 contracts | 0.31 | Interest rate derivative | N/A | UK |
Avolon Holdings Funding Ltd | 97.36 k | 100.00 k principal | 0.29 | Debt | Long | Cayman Islands |
IRS IFS USD | 75.98 k | 1.00 contracts | 0.23 | Interest rate derivative | N/A | UK |
United States Treasury Inflation Indexed Bonds | 73.41 k | 63.69 k principal | 0.22 | Debt | Long | USA |
IRS IFS USD | 72.74 k | 1.00 contracts | 0.22 | Interest rate derivative | N/A | UK |
SWOP IRS USD | 55.52 k | 300.00 k contracts | 0.17 | Interest rate derivative | N/A | Germany |
Government National Mortgage Association | 46.39 k | 47.64 k principal | 0.14 | ABS-mortgage backed security | Long | USA |
United States Treasury Inflation Indexed Bonds | 42.36 k | 47.56 k principal | 0.13 | Debt | Long | USA |
IRS EUR | 30.95 k | 1.00 contracts | 0.09 | Interest rate derivative | N/A | UK |
EURO-BUND | 28.15 k | 6.00 contracts | 0.08 | Interest rate derivative | N/A | Germany |
IRS USD | 27.58 k | 1.00 contracts | 0.08 | Interest rate derivative | N/A | UK |
IRS IFS USD | 23.30 k | 1.00 contracts | 0.07 | Interest rate derivative | N/A | UK |
IRS IFS USD | 20.37 k | 1.00 contracts | 0.06 | Interest rate derivative | N/A | UK |
IRS IFS USD | 15.76 k | 1.00 contracts | 0.05 | Interest rate derivative | N/A | UK |
IRS IFS EUR | 13.42 k | 1.00 contracts | 0.04 | Interest rate derivative | N/A | UK |
Fannie Mae REMICS | 13.24 k | 13.49 k principal | 0.04 | ABS-mortgage backed security | Long | USA |
2 YEAR US TREASURY NOTE | 11.40 k | 5.00 contracts | 0.03 | Interest rate derivative | N/A | USA |
TRS TSY INFL IX N/B
MORGAN STANLEY CAPITAL SERVICES LLC
|
10.86 k | 1.00 contracts | 0.03 | Equity derivative | N/A | USA |
IRS IFS USD | 10.83 k | 1.00 contracts | 0.03 | Interest rate derivative | N/A | UK |
IRS IFS USD | 9.67 k | 1.00 contracts | 0.03 | Interest rate derivative | N/A | UK |
IRS IFS EUR | 9.03 k | 1.00 contracts | 0.03 | Interest rate derivative | N/A | UK |
BAC Bank Of America Corp. | 9.01 k | 10.00 k principal | 0.03 | Debt | Long | USA |
Fannie Mae REMICS | 8.66 k | 8.84 k principal | 0.03 | ABS-mortgage backed security | Long | USA |
IRS IFS USD | 7.84 k | 1.00 contracts | 0.02 | Interest rate derivative | N/A | UK |
IRS IFS USD | 7.62 k | 1.00 contracts | 0.02 | Interest rate derivative | N/A | UK |
TRS TSY INFL IX N/B
MORGAN STANLEY CAPITAL SERVICES LLC
|
7.58 k | 1.00 contracts | 0.02 | Equity derivative | N/A | USA |
Fannie Mae REMICS | 7.08 k | 7.18 k principal | 0.02 | ABS-mortgage backed security | Long | USA |
TRS TSY INFL IX N/B
MORGAN STANLEY CAPITAL SERVICES LLC
|
6.96 k | 1.00 contracts | 0.02 | Equity derivative | N/A | USA |
Ultra 10-Year US Treasury Note | 6.34 k | 12.00 contracts | 0.02 | Interest rate derivative | N/A | USA |
IRS IFS USD | 6.13 k | 1.00 contracts | 0.02 | Interest rate derivative | N/A | UK |
TRS TSY INFL IX N/B
MORGAN STANLEY CAPITAL SERVICES LLC
|
5.90 k | 1.00 contracts | 0.02 | Equity derivative | N/A | USA |
IRS IFS USD | 5.36 k | 1.00 contracts | 0.02 | Interest rate derivative | N/A | UK |
TRS TSY INFL IX N/B
MORGAN STANLEY CAPITAL SERVICES LLC
|
5.06 k | 1.00 contracts | 0.02 | Equity derivative | N/A | USA |
IRS USD | 3.91 k | 1.00 contracts | 0.01 | Interest rate derivative | N/A | UK |
IRS IFS EUR | 3.41 k | 1.00 contracts | 0.01 | Interest rate derivative | N/A | UK |
IRS NZD | 3.27 k | 1.00 contracts | 0.01 | Interest rate derivative | N/A | USA |
IRS EUR | 2.48 k | 1.00 contracts | 0.01 | Interest rate derivative | N/A | UK |
Fannie Mae REMICS | 2.02 k | 2.06 k principal | 0.01 | ABS-mortgage backed security | Long | USA |
IRS IFS EUR | 1.59 k | 1.00 contracts | 0.00 | Interest rate derivative | N/A | UK |
SWOP IRS USD | 1.11 k | 1.20 mm contracts | 0.00 | Interest rate derivative | N/A | UK |
CBOT 5 YEAR US TREASURY NOTE | 758.44 | -4.00 contracts | 0.00 | Interest rate derivative | N/A | USA |
USD/EUR FORWARD
STANDARD CHARTERED SECURITIES (NORTH AMERICA) LLC
|
690.19 | 1.00 contracts | 0.00 | DFE | N/A | USA |
JP Morgan Mortgage Trust 2005-A3 | 446.14 | 449.67 principal | 0.00 | ABS-mortgage backed security | Long | USA |
Freddie Mac Structured Pass-Through Certificates | 384.76 | 386.65 principal | 0.00 | ABS-mortgage backed security | Long | USA |
EUR/USD FORWARD
DEUTSCHE BANK AKTIENGESELLSCHAFT
|
275.96 | 1.00 contracts | 0.00 | DFE | N/A | USA |
SWOP IRS USD | 94.20 | 600.00 k contracts | 0.00 | Interest rate derivative | N/A | USA |
EUR/USD FORWARD
BARCLAYS PLC
|
86.20 | 1.00 contracts | 0.00 | DFE | N/A | USA |
US CPI URBAN CONSUMERS NSA | -0.33 | -700.00 k contracts | -0.00 | Interest rate derivative | N/A | USA |
USD/JPY FORWARD
JPMorgan Chase Bank, National Association
|
-21.84 | 1.00 contracts | -0.00 | DFE | N/A | USA |
USD/EUR FORWARD
NATWEST MARKETS PLC
|
-76.19 | 1.00 contracts | -0.00 | DFE | N/A | USA |
SWOP IRS USD | -82.84 | -400.00 k contracts | -0.00 | Interest rate derivative | N/A | USA |
10 YEAR US TREASURY NOTE | -109.38 | -1.00 contracts | -0.00 | Interest rate derivative | N/A | USA |
10 YEAR US TREASURY NOTE | -125.00 | -1.00 contracts | -0.00 | Interest rate derivative | N/A | USA |
USD/JPY FORWARD
JPMorgan Chase Bank, National Association
|
-212.12 | 1.00 contracts | -0.00 | DFE | N/A | USA |
IRS IFS USD | -262.64 | 1.00 contracts | -0.00 | Interest rate derivative | N/A | UK |
IRS USD | -368.10 | 1.00 contracts | -0.00 | Interest rate derivative | N/A | UK |
IRS IFS USD | -400.22 | 1.00 contracts | -0.00 | Interest rate derivative | N/A | UK |
EURO-BUND | -637.31 | -2.00 contracts | -0.00 | Interest rate derivative | N/A | Germany |
EURO-BUND | -768.79 | -2.00 contracts | -0.00 | Interest rate derivative | N/A | Germany |
SWOP IRS USD | -854.94 | -600.00 k contracts | -0.00 | Interest rate derivative | N/A | UK |
USD/JPY FORWARD
DEUTSCHE BANK AKTIENGESELLSCHAFT
|
-1.10 k | 1.00 contracts | -0.00 | DFE | N/A | USA |
USD/EUR FORWARD
DEUTSCHE BANK AKTIENGESELLSCHAFT
|
-1.15 k | 1.00 contracts | -0.00 | DFE | N/A | USA |
IRS IFS EUR | -1.35 k | 1.00 contracts | -0.00 | Interest rate derivative | N/A | UK |
EUR/USD FORWARD
JPMorgan Chase Bank, National Association
|
-1.59 k | 1.00 contracts | -0.00 | DFE | N/A | USA |
IRS EUR | -1.82 k | 1.00 contracts | -0.01 | Interest rate derivative | N/A | UK |
AUST 3YR BOND | -2.03 k | -2.00 contracts | -0.01 | Interest rate derivative | N/A | Australia |
IRS EUR | -2.17 k | 1.00 contracts | -0.01 | Interest rate derivative | N/A | UK |
USD/GBP FORWARD
UBS Securities LLC
|
-2.83 k | 1.00 contracts | -0.01 | DFE | N/A | USA |
IRS EUR | -3.88 k | 1.00 contracts | -0.01 | Interest rate derivative | N/A | UK |
IRS IFS EUR | -4.27 k | 1.00 contracts | -0.01 | Interest rate derivative | N/A | UK |
IRS IFS USD | -4.68 k | 1.00 contracts | -0.01 | Interest rate derivative | N/A | UK |
EURO-BOBL | -5.80 k | -2.00 contracts | -0.02 | Interest rate derivative | N/A | Germany |
SHORT EURO-BTP | -6.21 k | -5.00 contracts | -0.02 | Interest rate derivative | N/A | Germany |
IRS EUR | -8.63 k | 1.00 contracts | -0.03 | Interest rate derivative | N/A | UK |
IRS IFS EUR | -8.77 k | 1.00 contracts | -0.03 | Interest rate derivative | N/A | UK |
EURO-OAT | -9.03 k | -2.00 contracts | -0.03 | Interest rate derivative | N/A | Germany |
EURO-BUXL 30Y BND | -9.50 k | -1.00 contracts | -0.03 | Interest rate derivative | N/A | Germany |
IRS EUR | -10.26 k | 1.00 contracts | -0.03 | Interest rate derivative | N/A | UK |
IRS EUR | -10.36 k | 1.00 contracts | -0.03 | Interest rate derivative | N/A | UK |
IRS IFS USD | -12.31 k | 1.00 contracts | -0.04 | Interest rate derivative | N/A | UK |
US ULTRA TREASURY BOND | -13.25 k | -2.00 contracts | -0.04 | Interest rate derivative | N/A | USA |
IRS IFS USD | -13.58 k | 1.00 contracts | -0.04 | Interest rate derivative | N/A | UK |
CBOT 10 Year US Treasury Note | -17.48 k | -8.00 contracts | -0.05 | Interest rate derivative | N/A | USA |
IRS IFS USD | -18.51 k | 1.00 contracts | -0.06 | Interest rate derivative | N/A | UK |
IRS USD | -24.38 k | 1.00 contracts | -0.07 | Interest rate derivative | N/A | UK |
EUR/USD FORWARD
UBS Securities LLC
|
-24.61 k | 1.00 contracts | -0.07 | DFE | N/A | USA |
IRS EUR | -25.57 k | 1.00 contracts | -0.08 | Interest rate derivative | N/A | UK |
EURO-BTP | -28.31 k | -7.00 contracts | -0.08 | Interest rate derivative | N/A | Germany |
JPN 10Y BOND(OSE) | -42.29 k | -2.00 contracts | -0.13 | Interest rate derivative | N/A | Japan |
IRS IFS EUR | -44.63 k | 1.00 contracts | -0.13 | Interest rate derivative | N/A | UK |
IRS IFS USD | -46.30 k | 1.00 contracts | -0.14 | Interest rate derivative | N/A | UK |
CBOT US Treasure Bond | -53.66 k | -9.00 contracts | -0.16 | Interest rate derivative | N/A | USA |
IRS EUR | -54.90 k | 1.00 contracts | -0.16 | Interest rate derivative | N/A | UK |
EURO-SCHATZ | -58.20 k | -67.00 contracts | -0.17 | Interest rate derivative | N/A | Germany |
IRS IFS USD | -64.53 k | 1.00 contracts | -0.19 | Interest rate derivative | N/A | UK |
SWOP IRS USD | -66.50 k | -1.30 mm contracts | -0.20 | Interest rate derivative | N/A | Germany |
IRS EUR | -164.90 k | 1.00 contracts | -0.49 | Interest rate derivative | N/A | UK |
United States Treasury Inflation Indexed Bonds | -1.27 mm | -1.28 mm principal | -3.80 | Debt | Short | USA |