Fund profile
Tickers
HIPAX, HIPCX, HIPYX, HIPIX, HIPRX, HIPSX, HIPTX, HIPFX
Fund manager
Total assets
$428.68 mm
Liabilities
$67.88 mm
Net assets
$360.80 mm
Number of holdings
198.00
198 Holdings
Security | $Holding | Balance | % of Fund | Category | Position | Country |
---|---|---|---|---|---|---|
United States Treasury Inflation Indexed Bonds | 43.62 mm | 45.39 mm principal | 12.09 | Debt | Long | USA |
United States Treasury Inflation Indexed Bonds | 39.45 mm | 41.26 mm principal | 10.93 | Debt | Long | USA |
United States Treasury Inflation Indexed Bonds | 25.19 mm | 28.00 mm principal | 6.98 | Debt | Long | USA |
United States Treasury Inflation Indexed Bonds | 19.51 mm | 21.25 mm principal | 5.41 | Debt | Long | USA |
United States Treasury Inflation Indexed Bonds | 19.29 mm | 21.20 mm principal | 5.35 | Debt | Long | USA |
United States Treasury Inflation Indexed Bonds | 18.80 mm | 21.01 mm principal | 5.21 | Debt | Long | USA |
United States Treasury Inflation Indexed Bonds | 13.44 mm | 13.81 mm principal | 3.72 | Debt | Long | USA |
United States Treasury Inflation Indexed Bonds | 12.40 mm | 13.58 mm principal | 3.44 | Debt | Long | USA |
United States Treasury Inflation Indexed Bonds | 12.19 mm | 12.56 mm principal | 3.38 | Debt | Long | USA |
United States Treasury Inflation Indexed Bonds | 12.08 mm | 12.71 mm principal | 3.35 | Debt | Long | USA |
United States Treasury Inflation Indexed Bonds | 11.39 mm | 11.88 mm principal | 3.16 | Debt | Long | USA |
United States Treasury Inflation Indexed Bonds | 11.36 mm | 11.89 mm principal | 3.15 | Debt | Long | USA |
United States Treasury Inflation Indexed Bonds | 11.05 mm | 11.55 mm principal | 3.06 | Debt | Long | USA |
United States Treasury Inflation Indexed Bonds - When Issued | 10.37 mm | 10.35 mm principal | 2.87 | Debt | Long | USA |
Sweden Inflation Linked Bond | 7.81 mm | 85.26 mm principal | 2.17 | Debt | Long | Sweden |
Mexican Udibonos | 7.72 mm | 151.81 mm principal | 2.14 | Debt | Long | Mexico |
Uniform Mortgage-Backed Security, TBA | 7.50 mm | 7.27 mm principal | 2.08 | ABS-mortgage backed security | Long | USA |
United States Treasury Inflation Indexed Bonds | 5.90 mm | 6.20 mm principal | 1.63 | Debt | Long | USA |
United States Treasury Inflation Indexed Bonds | 5.35 mm | 5.37 mm principal | 1.48 | Debt | Long | USA |
New Zealand Government Inflation Linked Bond | 4.48 mm | 7.86 mm principal | 1.24 | Debt | Long | New Zealand |
New Zealand Government Inflation Linked Bond | 4.45 mm | 7.51 mm principal | 1.23 | Debt | Long | New Zealand |
Inflation Linked Korea Treasury Bond | 4.04 mm | 5.40 bn principal | 1.12 | Debt | Long | Korea, Republic of |
United States Treasury Inflation Indexed Bonds | 3.86 mm | 4.95 mm principal | 1.07 | Debt | Long | USA |
Province of Ontario Canada | 3.59 mm | 5.26 mm principal | 0.99 | Debt | Long | Canada |
United States Treasury Inflation Indexed Bonds | 3.36 mm | 3.51 mm principal | 0.93 | Debt | Long | USA |
Brazil Notas do Tesouro Nacional Serie F | 2.44 mm | 12.19 mm principal | 0.68 | Debt | Long | Brazil |
Brazil Notas do Tesouro Nacional Serie B | 2.00 mm | 9.44 mm principal | 0.55 | Debt | Long | Brazil |
Long: 99D0OSK09 IRS USD R V 12MUSCPI 99D0OSK17 INFLATIONZERO / Short: 99D0OSK09 IRS USD P F 2.59800 99D0OSK09 INFLATIONZERO | 1.46 mm | 18.52 mm other units | 0.41 | Interest rate derivative | N/A | USA |
Tricon Residential 2022-SFR1 Trust | 1.39 mm | 1.44 mm principal | 0.38 | ABS-other | Long | USA |
Hungary Government International Bond | 1.23 mm | 1.42 mm principal | 0.34 | Debt | Long | Hungary |
North Macedonia Government International Bond | 1.14 mm | 1.09 mm principal | 0.32 | Debt | Long | North Macedonia |
Mexico Government International Bond | 1.13 mm | 1.36 mm principal | 0.31 | Debt | Long | Mexico |
North Macedonia Government International Bond | 1.10 mm | 1.17 mm principal | 0.30 | Debt | Long | North Macedonia |
CSMC 2022-NQM1 | 1.06 mm | 1.21 mm principal | 0.29 | ABS-mortgage backed security | Long | USA |
Angel Oak Mortgage Trust 2022-1 | 1.03 mm | 1.14 mm principal | 0.29 | ABS-mortgage backed security | Long | USA |
Long: 99D0JW453 IRS USD R V 12MUSCPI / Short: 99D0JW453 IRS USD P F 1.24000 | 1.00 mm | 5.38 mm other units | 0.28 | Interest rate derivative | N/A | USA |
Brazil Notas do Tesouro Nacional Serie B | 974.62 k | 4.62 mm principal | 0.27 | Debt | Long | Brazil |
COLT 2022-1 Mortgage Loan Trust | 959.42 k | 1.10 mm principal | 0.27 | ABS-mortgage backed security | Long | USA |
New Residential Mortgage Loan Trust 2022-NQM1 | 944.58 k | 1.09 mm principal | 0.26 | ABS-mortgage backed security | Long | USA |
IndyMac INDX Mortgage Loan Trust 2005-AR31 | 919.52 k | 1.36 mm principal | 0.25 | ABS-mortgage backed security | Long | USA |
OBX 2022-NQM1 Trust | 845.86 k | 978.99 k principal | 0.23 | ABS-mortgage backed security | Long | USA |
SO Southern Company | 786.45 k | 790.00 k principal | 0.22 | Debt | Long | USA |
DUK Duke Energy Corp. | 781.86 k | 785.00 k principal | 0.22 | Debt | Long | USA |
Verus Securitization Trust 2021-4 | 769.78 k | 926.36 k principal | 0.21 | ABS-mortgage backed security | Long | USA |
BXSC Commercial Mortgage Trust 2022-WSS | 693.88 k | 700.00 k principal | 0.19 | ABS-mortgage backed security | Long | USA |
Verus Securitization Trust 2022-1 | 676.37 k | 749.15 k principal | 0.19 | ABS-mortgage backed security | Long | USA |
HSI Asset Securitization Corp Trust 2006-OPT3 | 645.97 k | 662.86 k principal | 0.18 | ABS-other | Long | USA |
Colombia Government International Bonds | 602.82 k | 890.00 k principal | 0.17 | Debt | Long | Colombia |
CNP Centerpoint Energy Inc. | 588.53 k | 590.00 k principal | 0.16 | Debt | Long | USA |
Cleveland Electric Illuminating Co | 588.46 k | 595.00 k principal | 0.16 | Debt | Long | USA |
LNT Alliant Energy Corp. | 580.89 k | 590.00 k principal | 0.16 | Debt | Long | USA |
American Water Capital Corp | 575.06 k | 585.00 k principal | 0.16 | Debt | Long | USA |
FIXED INC CLEARING CORP.REPO
Fixed Income Clearing Corp
|
563.84 k | 563.84 k principal | 0.16 | Repurchase agreement | Long | USA |
Greensaif Pipelines Bidco Sarl | 547.03 k | 535.00 k principal | 0.15 | Debt | Long | Luxembourg |
Bausch + Lomb Corp Term Loan | 536.84 k | 550.00 k principal | 0.15 | Loan | Long | Canada |
Serbia International Bond | 520.28 k | 655.00 k principal | 0.14 | Debt | Long | Serbia |
Ellington Financial Mortgage Trust 2022-1 | 481.37 k | 560.03 k principal | 0.13 | ABS-mortgage backed security | Long | USA |
North Macedonia Government International Bond | 464.30 k | 440.00 k principal | 0.13 | Debt | Long | North Macedonia |
US 5YR NOTE (CBT) MAR24 | 438.03 k | 189.00 contracts | 0.12 | Interest rate derivative | N/A | USA |
Angola Government International Bonds | 437.66 k | 510.00 k principal | 0.12 | Debt | Long | Angola |
Angel Oak Mortgage Trust 2021-8 | 408.78 k | 480.96 k principal | 0.11 | ABS-mortgage backed security | Long | USA |
Colombia Government International Bonds | 401.68 k | 685.00 k principal | 0.11 | Debt | Long | Colombia |
Long: 99D0QN3H0 IRS USD R V 12MUSCPI 99D0QN3I8 INFLATIONZERO / Short: 99D0QN3H0 IRS USD P F 2.84200 99D0QN3H0 INFLATIONZERO | 382.15 k | 13.17 mm other units | 0.11 | Interest rate derivative | N/A | USA |
MP MP Materials Corporation | 364.69 k | 425.00 k principal | 0.10 | Debt | Long | USA |
VOLT XCIV LLC | 362.18 k | 370.49 k principal | 0.10 | ABS-other | Long | USA |
Black Knight InfoServ LLC | 348.73 k | 370.00 k principal | 0.10 | Debt | Long | USA |
Clean Harbors Inc 2023 Term Loan | 338.44 k | 338.10 k principal | 0.09 | Loan | Long | USA |
Long: B9D0V4P66 IRS USD R V 12MSOFR 99D0V4P74 CCPOIS / Short: B9D0V4P66 IRS USD P F 3.25000 99D0V4P66 CCPOIS | 334.91 k | 5.51 mm other units | 0.09 | Interest rate derivative | N/A | USA |
KFC Holding Co 2021 Term Loan B | 323.37 k | 323.82 k principal | 0.09 | Loan | Long | USA |
Banc of America Funding 2006 8T2 Trust | 318.06 k | 373.95 k principal | 0.09 | ABS-mortgage backed security | Long | USA |
Trans Union LLC 2019 Term Loan B5 | 313.23 k | 313.88 k principal | 0.09 | Loan | Long | USA |
Washington Mutual Mortgage Pass-Through Certificates WMALT Series 2006-AR9 Trust | 306.47 k | 378.28 k principal | 0.08 | ABS-mortgage backed security | Long | USA |
Long: S9D0WHBZ7 CDS EUR R F 5.00000 1 CCPCORPORATE / Short: S9D0WHBZ7 CDS EUR P V 03MEVENT 2 CCPCORPORATE | 301.57 k | 1.66 mm other units | 0.08 | Credit derivative | N/A | USA |
Freddie Mac Multifamily Structured Pass Through Certificates | 298.47 k | 5.20 mm principal | 0.08 | ABS-mortgage backed security | Long | USA |
United Rentals North America Inc Term Loan B | 297.13 k | 296.69 k principal | 0.08 | Loan | Long | USA |
Benchmark 2019-B10 Mortgage Trust | 293.24 k | 6.00 mm principal | 0.08 | ABS-mortgage backed security | Long | USA |
MASTR Adjustable Rate Mortgages Trust 2007-HF1 | 288.43 k | 695.68 k principal | 0.08 | ABS-mortgage backed security | Long | USA |
Freddie Mac Multifamily Structured Pass Through Certificates | 281.46 k | 6.39 mm principal | 0.08 | ABS-mortgage backed security | Long | USA |
Boels Topholding BV 2021 EUR Term Loan B | 270.03 k | 250.00 k principal | 0.07 | Loan | Long | Netherlands |
TransDigm Inc 2023 Term Loan I | 257.99 k | 257.88 k principal | 0.07 | Loan | Long | USA |
Renaissance Home Equity Loan Trust | 253.88 k | 687.62 k principal | 0.07 | ABS-mortgage backed security | Long | USA |
Charter Communications Operating LLC 2019 Term Loan B2 | 249.89 k | 250.83 k principal | 0.07 | Loan | Long | USA |
WEX Inc 2024 Term Loan B | 245.05 k | 245.77 k principal | 0.07 | Loan | Long | USA |
Coherent Corp 2022 Term Loan B | 229.09 k | 230.53 k principal | 0.06 | Loan | Long | USA |
ABG Intermediate Holdings 2 LLC 2021 Term Loan B1 | 221.69 k | 221.38 k principal | 0.06 | Loan | Long | USA |
Sedgwick Claims Management Services Inc 2023 Term Loan B | 218.87 k | 218.90 k principal | 0.06 | Loan | Long | USA |
HarborView Mortgage Loan Trust 2006-12 | 217.15 k | 250.13 k principal | 0.06 | ABS-mortgage backed security | Long | USA |
CF Hippolyta Issuer LLC | 213.15 k | 247.62 k principal | 0.06 | ABS-other | Long | USA |
JP Morgan Mortgage Trust 2006-A7 | 211.48 k | 266.56 k principal | 0.06 | ABS-mortgage backed security | Long | USA |
BANK 2019-BNK18 | 211.23 k | 5.75 mm principal | 0.06 | ABS-mortgage backed security | Long | USA |
Go Daddy Operating Co LLC 2024 Term Loan B6 | 208.45 k | 208.61 k principal | 0.06 | Loan | Long | USA |
Elanco Animal Health Inc Term Loan B | 201.26 k | 205.42 k principal | 0.06 | Loan | Long | USA |
Delos Aircraft Leasing DAC Term Loan | 200.30 k | 200.00 k principal | 0.06 | Loan | Long | Ireland |
COMM 2022-HC Mortgage Trust | 199.57 k | 223.00 k principal | 0.06 | ABS-mortgage backed security | Long | USA |
Ghana Government International Bond | 198.80 k | 310.00 k principal | 0.06 | Debt | Long | Ghana |
MH Sub I LLC 2023 Term Loan | 197.59 k | 201.97 k principal | 0.05 | Loan | Long | USA |
FleetCor Technologies Operating Co LLC 2021 Term Loan B4 | 197.21 k | 197.83 k principal | 0.05 | Loan | Long | USA |
American Builders & Contractors Supply Co Inc 2019 Term Loan | 195.31 k | 195.80 k principal | 0.05 | Loan | Long | USA |
US Foods Inc 2021 Term Loan B | 192.92 k | 192.40 k principal | 0.05 | Loan | Long | USA |
COMM 2022-HC Mortgage Trust | 192.77 k | 225.00 k principal | 0.05 | ABS-mortgage backed security | Long | USA |
Catalent Pharma Solutions Inc 2021 Term Loan B3 | 191.76 k | 194.99 k principal | 0.05 | Loan | Long | USA |
SkyMiles IP Ltd 2020 Skymiles Term Loan B | 187.78 k | 183.75 k principal | 0.05 | Loan | Long | Cayman Islands |
Benchmark 2020-B22 Mortgage Trust | 186.57 k | 2.36 mm principal | 0.05 | ABS-mortgage backed security | Long | USA |
IQVIA Inc 2023 USD Term Loan B4 | 185.19 k | 185.00 k principal | 0.05 | Loan | Long | USA |
Asurion LLC 2022 Term Loan B10 | 184.42 k | 187.02 k principal | 0.05 | Loan | Long | USA |
Chase Mortgage Finance Trust Series 2005-A1 | 179.48 k | 195.32 k principal | 0.05 | ABS-mortgage backed security | Long | USA |
CSC Holdings LLC 2022 Term Loan B6 | 179.24 k | 183.68 k principal | 0.05 | Loan | Long | USA |
Peraton Corp Term Loan B | 175.68 k | 176.09 k principal | 0.05 | Loan | Long | USA |
Structured Adjustable Rate Mortgage Loan Trust | 173.58 k | 235.36 k principal | 0.05 | ABS-mortgage backed security | Long | USA |
WaMu Mortgage Pass-Through Certificates Series 2004-AR8 Trust | 172.83 k | 190.16 k principal | 0.05 | ABS-mortgage backed security | Long | USA |
Carnival Corp 2021 Incremental Term Loan B | 161.55 k | 161.70 k principal | 0.04 | Loan | Long | Panama |
IQVIA Inc 2018 EUR Term Loan B2 | 160.13 k | 147.77 k principal | 0.04 | Loan | Long | USA |
IRB Holding Corp 2024 Term Loan B | 160.03 k | 160.48 k principal | 0.04 | Loan | Long | USA |
Sunshine Luxembourg VII Sarl 2021 USD Term Loan B3 | 158.84 k | 158.86 k principal | 0.04 | Loan | Long | Luxembourg |
Great Outdoors Group LLC 2021 Term Loan B1 | 153.70 k | 154.25 k principal | 0.04 | Loan | Long | USA |
HUB International Ltd 2023 Term Loan B | 149.63 k | 149.65 k principal | 0.04 | Loan | Long | USA |
Station Casinos LLC 2020 Term Loan B | 143.89 k | 144.32 k principal | 0.04 | Loan | Long | USA |
Aramark Services Inc 2023 Term Loan B6 | 142.63 k | 143.08 k principal | 0.04 | Loan | Long | USA |
Deutsche Alt-A Securities Mortgage Loan Trust Series 2007-RAMP1 | 139.14 k | 153.86 k principal | 0.04 | ABS-mortgage backed security | Long | USA |
GSAA Home Equity Trust 2006-10 | 138.60 k | 539.98 k principal | 0.04 | ABS-mortgage backed security | Long | USA |
Oryx Midstream Services Permian Basin LLC 2023 Incremental Term Loan | 135.56 k | 135.86 k principal | 0.04 | Loan | Long | USA |
USI Inc/NY 2023 Term Loan B | 135.54 k | 135.78 k principal | 0.04 | Loan | Long | USA |
SS&C Technologies Inc 2018 Term Loan B5 | 134.84 k | 134.97 k principal | 0.04 | Loan | Long | USA |
Quikrete Holdings Inc 2016 1st Lien Term Loan | 132.27 k | 132.35 k principal | 0.04 | Loan | Long | USA |
GSR Mortgage Loan Trust 2005-AR5 | 130.49 k | 242.27 k principal | 0.04 | ABS-mortgage backed security | Long | USA |
Mileage Plus Holdings LLC 2020 Term Loan B | 129.71 k | 126.00 k principal | 0.04 | Loan | Long | USA |
Caesars Entertainment Inc Term Loan B | 128.79 k | 129.03 k principal | 0.04 | Loan | Long | USA |
Covanta Holding Corp 2021 Term Loan B | 127.42 k | 127.96 k principal | 0.04 | Loan | Long | USA |
Delta 2 Lux Sarl 2022 Term Loan B | 124.81 k | 125.00 k principal | 0.03 | Loan | Long | Luxembourg |
Penn Entertainment Inc 2022 Term Loan B | 122.72 k | 123.13 k principal | 0.03 | Loan | Long | USA |
PRPM 2020-6 LLC | 121.42 k | 121.55 k principal | 0.03 | ABS-mortgage backed security | Long | USA |
DT Midstream Inc Term Loan B | 120.00 k | 119.80 k principal | 0.03 | Loan | Long | USA |
RFMSI Series 2007-S7 Trust | 118.56 k | 155.31 k principal | 0.03 | ABS-mortgage backed security | Long | USA |
Entegris Inc 2023 Term Loan B | 117.64 k | 117.74 k principal | 0.03 | Loan | Long | USA |
Chile Government International Bond | 116.72 k | 200.00 k principal | 0.03 | Debt | Long | Chile |
Standard Industries Inc/NJ 2021 Term Loan B | 116.12 k | 116.27 k principal | 0.03 | Loan | Long | USA |
Spirit AeroSystems Inc 2022 Term Loan | 108.51 k | 108.63 k principal | 0.03 | Loan | Long | USA |
Constellation Renewables LLC 2020 Term Loan | 108.32 k | 108.74 k principal | 0.03 | Loan | Long | USA |
Beacon Roofing Supply Inc 2021 Term Loan B | 104.87 k | 104.82 k principal | 0.03 | Loan | Long | USA |
Emerald Debt Merger Sub LLC Term Loan B | 99.73 k | 99.75 k principal | 0.03 | Loan | Long | USA |
Belron Finance US LLC 2023 1st Lien Term Loan | 99.62 k | 99.50 k principal | 0.03 | Loan | Long | USA |
Quartz Acquireco LLC Term Loan B | 99.50 k | 99.75 k principal | 0.03 | Loan | Long | USA |
Hanesbrands Inc 2023 Term Loan B | 98.63 k | 99.25 k principal | 0.03 | Loan | Long | USA |
DBJPM 20-C9 Mortgage Trust | 96.21 k | 1.74 mm principal | 0.03 | ABS-mortgage backed security | Long | USA |
AASET 2020-1 Trust | 93.34 k | 104.48 k principal | 0.03 | ABS-other | Long | USA |
Aramark Services Inc 2019 Term Loan B4 | 92.95 k | 93.25 k principal | 0.03 | Loan | Long | USA |
Freddie Mac Multifamily Structured Pass Through Certificates | 91.15 k | 1.73 mm principal | 0.03 | ABS-mortgage backed security | Long | USA |
GreenPoint Mortgage Funding Trust 2005-AR4 | 85.92 k | 113.62 k principal | 0.02 | ABS-mortgage backed security | Long | USA |
Science Applications International Corp 2018 Term Loan B | 77.99 k | 78.02 k principal | 0.02 | Loan | Long | USA |
Avantor Funding Inc 2021 Term Loan B5 | 69.09 k | 69.19 k principal | 0.02 | Loan | Long | USA |
Adjustable Rate Mortgage Trust 2005-9 | 64.51 k | 65.40 k principal | 0.02 | ABS-mortgage backed security | Long | USA |
RFMSI Series 2006-SA1 Trust | 62.28 k | 71.56 k principal | 0.02 | ABS-mortgage backed security | Long | USA |
Nascar Holdings LLC Term Loan B | 59.93 k | 59.77 k principal | 0.02 | Loan | Long | USA |
Bear Stearns ARM Trust 2005-9 | 59.13 k | 63.87 k principal | 0.02 | ABS-mortgage backed security | Long | USA |
Ingersoll-Rand Services Co 2020 USD Spinco Term Loan | 51.29 k | 51.26 k principal | 0.01 | Loan | Long | USA |
Freddie Mac Multifamily Structured Pass Through Certificates | 44.60 k | 956.61 k principal | 0.01 | ABS-mortgage backed security | Long | USA |
HSBC U.S. Government Money Market Fund | 44.00 k | 44.00 k shares | 0.01 | Short-term investment vehicle | Long | USA |
PURCHASED JPY / SOLD USD
Barclays Bank PLC
|
39.43 k | 1.00 contracts | 0.01 | DFE | N/A | Japan |
PURCHASED USD / SOLD BRL
Goldman Sachs International
|
37.48 k | 1.00 contracts | 0.01 | DFE | N/A | USA |
Freddie Mac Multifamily Structured Credit Risk | 26.08 k | 26.82 k principal | 0.01 | ABS-mortgage backed security | Long | USA |
PURCHASED USD / SOLD MXN
JPMorgan Chase Bank NA
|
25.94 k | 1.00 contracts | 0.01 | DFE | N/A | USA |
99Z0VYW92 TII FWD 02 29 24 | 20.36 k | 18.15 mm principal | 0.01 | Interest rate derivative | N/A | USA |
PURCHASED ZAR / SOLD USD
Citibank NA
|
20.13 k | 1.00 contracts | 0.01 | DFE | N/A | South Africa |
Long: B9D0V6G95 CDS USD R V 03MEVENT 2 CCPCORPORATE / Short: B9D0V6G95 CDS USD P F 1.00000 1 CCPCORPORATE | 15.82 k | 2.11 mm other units | 0.00 | Credit derivative | N/A | USA |
PURCHASED USD / SOLD EUR
Toronto-Dominion Bank
|
14.60 k | 1.00 contracts | 0.00 | DFE | N/A | USA |
99Z0VYVW2 TII FWD 02 29 24 | 13.56 k | 3.45 mm principal | 0.00 | Interest rate derivative | N/A | USA |
Goldman Sachs Financial Square Funds - Government Fund | 13.20 k | 13.20 k shares | 0.00 | Short-term investment vehicle | Long | USA |
Invesco Government & Agency Portfolio | 13.20 k | 13.20 k shares | 0.00 | Short-term investment vehicle | Long | USA |
Morgan Stanley Institutional Liquidity Funds - Government Portfolio | 13.20 k | 13.20 k shares | 0.00 | Short-term investment vehicle | Long | USA |
PURCHASED COP / SOLD USD
Morgan Stanley & Co. International PLC
|
10.10 k | 1.00 contracts | 0.00 | DFE | N/A | Colombia |
Covanta Holding Corp 2021 Term Loan C | 9.71 k | 9.76 k principal | 0.00 | Loan | Long | USA |
Connecticut Avenue Securities Trust 2018-R07 | 8.65 k | 8.65 k principal | 0.00 | ABS-mortgage backed security | Long | USA |
Towd Point Mortgage Trust 2022-EBO1 | 8.00 k | 8.03 k principal | 0.00 | ABS-other | Long | USA |
PURCHASED BRL / SOLD USD
UBS AG
|
7.98 k | 1.00 contracts | 0.00 | DFE | N/A | Brazil |
99Z0VYW43 TII FWD 02 29 24 | 7.16 k | 10.40 mm principal | 0.00 | Interest rate derivative | N/A | USA |
PURCHASED USD / SOLD KRW
Goldman Sachs International
|
5.22 k | 1.00 contracts | 0.00 | DFE | N/A | USA |
PURCHASED BRL / SOLD USD
UBS AG
|
5.01 k | 1.00 contracts | 0.00 | DFE | N/A | Brazil |
CITIBANK NA DDCA | 4.40 k | 4.40 k shares | 0.00 | Short-term investment vehicle | Long | USA |
99Z0VYVX0 TII FWD 02 29 24 | 3.94 k | 19.60 mm principal | 0.00 | Interest rate derivative | N/A | USA |
MASTR Adjustable Rate Mortgages Trust 2004-13 | 2.46 k | 2.65 k principal | 0.00 | ABS-mortgage backed security | Long | USA |
PURCHASED USD / SOLD CAD
JPMorgan Chase Bank NA
|
-5.15 k | 1.00 contracts | -0.00 | DFE | N/A | USA |
PURCHASED USD / SOLD BRL
UBS AG
|
-5.43 k | 1.00 contracts | -0.00 | DFE | N/A | USA |
Long: 99D0VWPU1 IRS USD R V 12MUSCPI 99D0VWPV9 INFLATIONZERO / Short: 99D0VWPU1 IRS USD P F 2.44500 99D0VWPU1 INFLATIONZERO | -6.16 k | 4.06 mm other units | -0.00 | Interest rate derivative | N/A | USA |
PURCHASED USD / SOLD BRL
UBS AG
|
-7.38 k | 1.00 contracts | -0.00 | DFE | N/A | USA |
Long: B9D0REBG2 CDS USD R V 03MEVENT 2 CCPCORPORATE / Short: B9D0REBG2 CDS USD P F 1.00000 1 CCPCORPORATE | -7.56 k | 1.74 mm other units | -0.00 | Credit derivative | N/A | USA |
US 2YR NOTE (CBT) MAR24 | -8.28 k | -58.00 contracts | -0.00 | Interest rate derivative | N/A | USA |
Long: DDZ017DO8 TRS USD R V 03MSOFR IBOXHY 20240620 / Short: DDZ017DO8 TRS USD P F .00000 IBOXHY 20240620 | -13.41 k | 560.00 k other units | -0.00 | Credit derivative | N/A | USA |
PURCHASED USD / SOLD NZD
UBS AG
|
-16.29 k | 1.00 contracts | -0.00 | DFE | N/A | USA |
US 10YR NOTE (CBT)MAR24 | -19.93 k | 60.00 contracts | -0.01 | Interest rate derivative | N/A | USA |
Long: DDZ017CH4 TRS USD R V 03MSOFR IBOXHY 20240620 / Short: DDZ017CH4 TRS USD P F .00000 IBOXHY 20240620 | -24.64 k | 995.00 k other units | -0.01 | Credit derivative | N/A | USA |
PURCHASED BRL / SOLD USD
Goldman Sachs International
|
-25.47 k | 1.00 contracts | -0.01 | DFE | N/A | Brazil |
PURCHASED USD / SOLD SEK
Morgan Stanley & Co. International PLC
|
-34.79 k | 1.00 contracts | -0.01 | DFE | N/A | USA |
EURO-BUND FUTURE MAR24 | -36.50 k | -16.00 contracts | -0.01 | Interest rate derivative | N/A | Germany |
Long: 99D0WS4L2 IRS USD R V 12MUSCPI 99D0WS4M0 INFLATIONZERO / Short: 99D0WS4L2 IRS USD P F 2.62125 99D0WS4L2 INFLATIONZERO | -43.15 k | 4.37 mm other units | -0.01 | Interest rate derivative | N/A | USA |
EURO-BTP FUTURE MAR24 | -75.90 k | -21.00 contracts | -0.02 | Interest rate derivative | N/A | Germany |
EURO-BUXL 30Y BND MAR24 | -109.83 k | -21.00 contracts | -0.03 | Interest rate derivative | N/A | Germany |
US 10YR ULTRA FUT MAR24 | -138.86 k | -80.00 contracts | -0.04 | Interest rate derivative | N/A | USA |
US ULTRA BOND CBT MAR24 | -657.96 k | -91.00 contracts | -0.18 | Interest rate derivative | N/A | USA |