Fund profile
Fund manager
Total assets
$429.84 mm
Liabilities
$7.17 mm
Net assets
$422.67 mm
Number of holdings
183.00
183 Holdings
Security | $Holding | Balance | % of Fund | Category | Position | Country |
---|---|---|---|---|---|---|
U.S. Treasury Inflation-Indexed Notes | 23.38 mm | 23.72 mm principal | 5.53 | Debt | Long | USA |
U.S. Treasury Inflation-Indexed Notes | 17.81 mm | 19.10 mm principal | 4.21 | Debt | Long | USA |
U.S. Treasury Inflation-Indexed Notes | 14.64 mm | 15.94 mm principal | 3.46 | Debt | Long | USA |
Federal Home Loan Mortgage Corp | 14.57 mm | 12.49 mm principal | 3.45 | Debt | Long | USA |
U.S. Treasury Inflation-Indexed Bonds | 14.06 mm | 17.59 mm principal | 3.33 | Debt | Long | USA |
Federal National Mortgage Association | 13.21 mm | 11.42 mm principal | 3.13 | Debt | Long | USA |
U.S. Treasury Inflation-Indexed Notes | 11.69 mm | 12.94 mm principal | 2.77 | Debt | Long | USA |
Deutsche Bundesrepublik Inflation Linked Bond | 11.58 mm | 10.58 mm principal | 2.74 | Debt | Long | Germany |
U.S. Treasury Inflation-Indexed Notes | 10.70 mm | 10.96 mm principal | 2.53 | Debt | Long | USA |
U.S. Treasury Inflation-Indexed Notes | 10.31 mm | 10.61 mm principal | 2.44 | Debt | Long | USA |
U.S. Treasury Inflation-Indexed Bonds | 10.07 mm | 11.04 mm principal | 2.38 | Debt | Long | USA |
U.S. Treasury Inflation-Indexed Notes | 9.89 mm | 10.81 mm principal | 2.34 | Debt | Long | USA |
U.S. Treasury Inflation-Indexed Notes | 9.64 mm | 10.37 mm principal | 2.28 | Debt | Long | USA |
U.S. Treasury Inflation-Indexed Notes | 9.58 mm | 10.23 mm principal | 2.27 | Debt | Long | USA |
U.S. Treasury Inflation-Indexed Notes | 9.26 mm | 9.56 mm principal | 2.19 | Debt | Long | USA |
Lion Bay Funding LLC | 9.05 mm | 9.05 mm principal | 2.14 | Short-term investment vehicle | Long | Ireland |
Overwatch Alpha Funding LLC | 9.05 mm | 9.05 mm principal | 2.14 | Short-term investment vehicle | Long | USA |
Fannie Mae Pool | 8.91 mm | 9.26 mm principal | 2.11 | ABS-mortgage backed security | Long | USA |
U.S. Treasury Inflation-Indexed Notes | 8.83 mm | 8.91 mm principal | 2.09 | Debt | Long | USA |
U.S. Treasury Inflation-Indexed Bonds | 8.81 mm | 10.57 mm principal | 2.08 | Debt | Long | USA |
U.S. Treasury Inflation-Indexed Bonds | 6.86 mm | 8.55 mm principal | 1.62 | Debt | Long | USA |
Fannie Mae Pool | 6.57 mm | 7.53 mm principal | 1.55 | ABS-mortgage backed security | Long | USA |
Ginnie Mae II Pool | 6.16 mm | 6.15 mm principal | 1.46 | ABS-mortgage backed security | Long | USA |
Canada Government Bonds | 5.46 mm | 7.20 mm principal | 1.29 | Debt | Long | Canada |
U.S. Treasury Inflation-Indexed Bonds | 5.41 mm | 8.58 mm principal | 1.28 | Debt | Long | USA |
U.S. Treasury Inflation-Indexed Notes | 4.79 mm | 4.96 mm principal | 1.13 | Debt | Long | USA |
U.S. Treasury Inflation-Indexed Bonds | 4.71 mm | 5.86 mm principal | 1.11 | Debt | Long | USA |
U.S. Treasury Inflation-Indexed Bonds | 4.48 mm | 6.75 mm principal | 1.06 | Debt | Long | USA |
U.S. Treasury Inflation-Indexed Bonds | 4.22 mm | 3.83 mm principal | 1.00 | Debt | Long | USA |
U.S. Treasury Inflation-Indexed Notes | 4.03 mm | 3.99 mm principal | 0.95 | Debt | Long | USA |
U.S. Treasury Inflation-Indexed Bonds | 3.79 mm | 3.62 mm principal | 0.90 | Debt | Long | USA |
Fannie Mae Pool | 3.76 mm | 3.72 mm principal | 0.89 | ABS-mortgage backed security | Long | USA |
Tennessee Valley Authority | 3.76 mm | 3.25 mm principal | 0.89 | Debt | Long | USA |
U.S. Treasury Inflation-Indexed Bonds | 3.54 mm | 3.39 mm principal | 0.84 | Debt | Long | USA |
U.S. Treasury Inflation-Indexed Notes | 3.50 mm | 3.69 mm principal | 0.83 | Debt | Long | USA |
U.S. Treasury Inflation-Indexed Bonds | 3.26 mm | 3.92 mm principal | 0.77 | Debt | Long | USA |
Ginnie Mae II Pool | 3.17 mm | 3.48 mm principal | 0.75 | ABS-mortgage backed security | Long | USA |
U.S. Treasury Inflation-Indexed Bonds | 3.13 mm | 2.92 mm principal | 0.74 | Debt | Long | USA |
U.S. Treasury Inflation-Indexed Bonds | 2.93 mm | 3.57 mm principal | 0.69 | Debt | Long | USA |
U.S. Treasury Inflation-Indexed Notes | 2.88 mm | 2.96 mm principal | 0.68 | Debt | Long | USA |
TMO Thermo Fisher Scientific Inc. | 2.56 mm | 2.57 mm principal | 0.61 | Debt | Long | USA |
U.S. Treasury Inflation-Indexed Bonds | 2.50 mm | 3.06 mm principal | 0.59 | Debt | Long | USA |
Bank of America Corp | 2.28 mm | 2.21 mm principal | 0.54 | Debt | Long | USA |
Province of British Columbia Canada | 2.16 mm | 2.80 mm principal | 0.51 | Debt | Long | Canada |
Freddie Mac Pool | 2.09 mm | 2.12 mm principal | 0.49 | ABS-mortgage backed security | Long | USA |
Caterpillar Financial Services Corp | 1.96 mm | 1.97 mm principal | 0.46 | Debt | Long | USA |
J.P. Morgan Chase Commercial Mortgage Securities Trust 2018-AON | 1.85 mm | 2.02 mm principal | 0.44 | ABS-mortgage backed security | Long | USA |
Dryden 43 Senior Loan Fund | 1.84 mm | 2.00 mm principal | 0.44 | ABS-collateralized bond/debt obligation | Long | Cayman Islands |
Freddie Mac Pool | 1.79 mm | 1.92 mm principal | 0.42 | ABS-mortgage backed security | Long | USA |
Tennessee Valley Authority | 1.77 mm | 1.75 mm principal | 0.42 | Debt | Long | USA |
Freddie Mac Pool | 1.73 mm | 1.76 mm principal | 0.41 | ABS-mortgage backed security | Long | USA |
Ginnie Mae II Pool | 1.63 mm | 1.62 mm principal | 0.39 | ABS-mortgage backed security | Long | USA |
Oncor Electric Delivery Co LLC | 1.63 mm | 1.62 mm principal | 0.39 | Debt | Long | USA |
Truist Financial Corp | 1.59 mm | 1.48 mm principal | 0.38 | Debt | Long | USA |
BANK5 2024-5YR7 | 1.59 mm | 1.52 mm principal | 0.38 | ABS-mortgage backed security | Long | USA |
MFA 2024-NQM2 Trust | 1.57 mm | 1.56 mm principal | 0.37 | ABS-mortgage backed security | Long | USA |
Honda Motor Co Ltd | 1.53 mm | 1.55 mm principal | 0.36 | Debt | Long | Japan |
Cooperatieve Rabobank UA/NY | 1.51 mm | 1.50 mm principal | 0.36 | Debt | Long | Netherlands |
Benchmark 2024-V8 Mortgage Trust | 1.51 mm | 1.41 mm principal | 0.36 | ABS-mortgage backed security | Long | USA |
Sequoia Mortgage Trust 2024-9 | 1.43 mm | 1.43 mm principal | 0.34 | ABS-mortgage backed security | Long | USA |
KKR Static CLO I LTD | 1.42 mm | 1.43 mm principal | 0.34 | ABS-collateralized bond/debt obligation | Long | Cayman Islands |
JP Morgan Mortgage Trust 2024-9 | 1.35 mm | 1.35 mm principal | 0.32 | ABS-mortgage backed security | Long | USA |
Canadian Government Real Return Bond | 1.32 mm | 1.51 mm principal | 0.31 | Debt | Long | Canada |
Long: SWT000127 IRS USD R V 00MCPI INFLATION CPURNSA / Short: SWT000127 IRS USD P F 1.87000 INFLATION | 1.32 mm | 8.50 mm other units | 0.31 | DO | N/A | USA |
Tennessee Valley Authority | 1.29 mm | 1.50 mm principal | 0.30 | Debt | Long | USA |
Canada Government Bonds | 1.23 mm | 1.58 mm principal | 0.29 | Debt | Long | Canada |
Roche Holdings Inc | 1.23 mm | 1.27 mm principal | 0.29 | Debt | Long | USA |
JP Morgan Mortgage Trust Series 2024-5 | 1.20 mm | 1.19 mm principal | 0.28 | ABS-mortgage backed security | Long | USA |
BRAVO Residential Funding Trust 2024-NQM4 | 1.17 mm | 1.19 mm principal | 0.28 | ABS-mortgage backed security | Long | USA |
KKR CLO 22 Ltd | 1.16 mm | 1.16 mm principal | 0.27 | ABS-collateralized bond/debt obligation | Long | Cayman Islands |
Federal Home Loan Banks | 1.14 mm | 1.00 mm principal | 0.27 | Debt | Long | USA |
Chubb INA Holdings LLC | 1.11 mm | 1.07 mm principal | 0.26 | Debt | Long | USA |
Nationwide Building Society | 1.11 mm | 1.08 mm principal | 0.26 | Debt | Long | UK |
Province of Quebec Canada | 1.10 mm | 1.40 mm principal | 0.26 | Debt | Long | Canada |
American Honda Finance Corp | 1.08 mm | 1.06 mm principal | 0.26 | Debt | Long | USA |
JPMorgan Chase & Co | 1.07 mm | 1.04 mm principal | 0.25 | Debt | Long | USA |
GA Global Funding Trust | 1.07 mm | 1.07 mm principal | 0.25 | Debt | Long | USA |
Highwoods Realty LP | 1.06 mm | 1.08 mm principal | 0.25 | Debt | Long | USA |
SCHW The Charles Schwab Corporation | 1.05 mm | 1.06 mm principal | 0.25 | Debt | Long | USA |
Athene Global Funding | 1.05 mm | 1.05 mm principal | 0.25 | Debt | Long | USA |
Long: SWT000128 IRS USD R V 00MCPI INFLATION CPURNSA / Short: SWT000128 IRS USD P F 1.92000 INFLATION | 1.04 mm | 7.00 mm other units | 0.25 | DO | N/A | USA |
UNIV OF CALIFORNIA CA REVENUES | 1.03 mm | 1.11 mm principal | 0.24 | Debt | Long | USA |
JPMorgan Chase & Co | 1.03 mm | 970.00 k principal | 0.24 | Debt | Long | USA |
Aligned Data Centers Issuer LLC | 1.03 mm | 1.10 mm principal | 0.24 | ABS-other | Long | USA |
Freddie Mac STACR REMIC Trust 2021-DNA7 | 1.01 mm | 1.01 mm principal | 0.24 | ABS-mortgage backed security | Long | USA |
Long: SWT000129 IRS USD R V 00MCPI INFLATION CPURNSA / Short: SWT000129 IRS USD P F 1.77000 INFLATION | 986.38 k | 6.00 mm other units | 0.23 | DO | N/A | USA |
FirstKey Homes 2020-SFR2 Trust | 964.12 k | 1.00 mm principal | 0.23 | ABS-other | Long | USA |
Deephaven Residential Mortgage Trust 2020-2 | 936.13 k | 952.97 k principal | 0.22 | ABS-mortgage backed security | Long | USA |
NJ Trust 2023-GSP | 874.95 k | 825.00 k principal | 0.21 | ABS-mortgage backed security | Long | USA |
Sequoia Mortgage Trust 2017-7 | 873.67 k | 950.10 k principal | 0.21 | ABS-mortgage backed security | Long | USA |
BANK5 Trust 2024-5YR6 | 870.73 k | 818.00 k principal | 0.21 | ABS-mortgage backed security | Long | USA |
PPL Electric Utilities Corp | 869.30 k | 850.00 k principal | 0.21 | Debt | Long | USA |
AMGN Amgen Inc. | 864.09 k | 830.00 k principal | 0.20 | Debt | Long | USA |
GCAT 2024-INV3 Trust | 860.20 k | 853.91 k principal | 0.20 | ABS-mortgage backed security | Long | USA |
UBS Group AG | 840.35 k | 843.00 k principal | 0.20 | Debt | Long | Switzerland |
JP Morgan Mortgage Trust Series 2024-6 | 828.60 k | 821.53 k principal | 0.20 | ABS-mortgage backed security | Long | USA |
SYK Stryker Corporation | 820.66 k | 800.00 k principal | 0.19 | Debt | Long | USA |
Athene Global Funding | 807.79 k | 791.00 k principal | 0.19 | Debt | Long | USA |
JPMorgan Chase & Co | 786.37 k | 760.00 k principal | 0.19 | Debt | Long | USA |
ABBV AbbVie Inc. | 783.15 k | 800.00 k principal | 0.19 | Debt | Long | USA |
AXP American Express Company | 685.58 k | 671.00 k principal | 0.16 | Debt | Long | USA |
Long: BL0X0ISZ6 IRS USD R V 12MUSCPI SL0X0ISZ6_FLO CCPINFLATIONZERO / Short: BL0X0ISZ6 IRS USD P F 2.24300 SL0X0ISZ6_FIX CCPINFLATIONZERO | 682.32 k | 6.00 mm other units | 0.16 | DO | N/A | UK |
Towd Point Mortgage Trust 2024-CES3 | 672.81 k | 664.75 k principal | 0.16 | ABS-mortgage backed security | Long | USA |
Blackbird Capital II Aircraft Lease Ltd | 657.53 k | 713.82 k principal | 0.16 | ABS-other | Long | USA |
GOLDEN ST TOBACCO SECURITIZATION CORP CA TOBACCO SETTLEMENT | 646.75 k | 740.00 k principal | 0.15 | Debt | Long | USA |
Switch ABS Issuer LLC | 631.51 k | 625.00 k principal | 0.15 | ABS-other | Long | USA |
HPE Hewlett Packard Enterprise Company | 627.68 k | 627.00 k principal | 0.15 | Debt | Long | USA |
National Bank of Canada | 615.28 k | 603.00 k principal | 0.15 | Debt | Long | Canada |
Sierra Timeshare 2021-1 Receivables Funding LLC | 604.78 k | 626.84 k principal | 0.14 | ABS-other | Long | USA |
Cologix Canadian Issuer LP | 604.27 k | 850.00 k principal | 0.14 | ABS-other | Long | Canada |
Bean Creek CLO Ltd | 599.70 k | 599.44 k principal | 0.14 | ABS-collateralized bond/debt obligation | Long | Cayman Islands |
Long: BLP71H6D0 IRS USD R V 12MUSCPI SLP71H6D0_INF CCPINFLATIONZERO / Short: BLP71H6D0 IRS USD P F 2.14500 SLP71H6D0_FIX CCPINFLATIONZERO | 599.27 k | 5.00 mm other units | 0.14 | DO | N/A | USA |
Long: BL474BO35 IRS USD R V 12MUSCPI SL474BO35_INF CCPINFLATIONZERO / Short: BL474BO35 IRS USD P F 1.80000 SL474BO35_FIX CCPINFLATIONZERO | 573.97 k | 3.70 mm other units | 0.14 | DO | N/A | USA |
Subway Funding LLC | 572.13 k | 554.00 k principal | 0.14 | ABS-other | Long | USA |
STAR 2021-1 Trust | 561.35 k | 601.47 k principal | 0.13 | ABS-mortgage backed security | Long | USA |
Sequoia Mortgage Trust 2024-6 | 554.18 k | 549.05 k principal | 0.13 | ABS-mortgage backed security | Long | USA |
Chase Home Lending Mortgage Trust Series 2024-2 | 543.02 k | 535.64 k principal | 0.13 | ABS-mortgage backed security | Long | USA |
Long: SWT000136 IRS USD R V 00MCPI INFLATION CPURNSA / Short: SWT000136 IRS USD P F 2.23500 INFLATION | 527.65 k | 5.00 mm other units | 0.12 | DO | N/A | USA |
RATE Mortgage Trust 2024-J3 | 524.69 k | 525.00 k principal | 0.12 | ABS-mortgage backed security | Long | USA |
Long: BL2I4BCO0 IRS USD R V 12MUSCPI SL2I4BCO0_INF CCPINFLATIONZERO / Short: BL2I4BCO0 IRS USD P F 1.07750 SL2I4BCO0_FIX CCPINFLATIONZERO | 522.61 k | 3.00 mm other units | 0.12 | DO | N/A | USA |
U.S. Treasury Inflation-Indexed Bonds | 522.14 k | 517.97 k principal | 0.12 | Debt | Long | USA |
KEYS Keysight Technologies, Inc. | 517.33 k | 514.00 k principal | 0.12 | Debt | Long | USA |
Duke Energy Florida LLC | 503.34 k | 460.00 k principal | 0.12 | Debt | Long | USA |
SRE Sempra | 502.64 k | 507.00 k principal | 0.12 | Debt | Long | USA |
JP Morgan Mortgage Trust 2016-1 | 496.31 k | 537.04 k principal | 0.12 | ABS-mortgage backed security | Long | USA |
Verus Securitization Trust 2021-1 | 482.96 k | 536.58 k principal | 0.11 | ABS-mortgage backed security | Long | USA |
Morgan Stanley Bank NA | 480.56 k | 471.00 k principal | 0.11 | Debt | Long | USA |
RCKT Mortgage Trust 2024-CES3 | 477.51 k | 469.34 k principal | 0.11 | ABS-mortgage backed security | Long | USA |
Long: BL3Y3QA14 IRS USD R V 12MUSCPI SL3Y3QA14 _INF CCPINFLATIONZER / Short: BL3Y3QA14 IRS USD P F 2.07250 SL3Y3QA14 _FIX CCPINFLATIONZER | 457.70 k | 3.50 mm other units | 0.11 | DO | N/A | USA |
Long: BLWS0QPF1 IRS USD R V 12MUSCPI INF CCPINFLATIONZERO / Short: BLWS0QPF1 IRS USD P F 2.49750 FIX CCPINFLATIONZERO | 457.45 k | 7.00 mm other units | 0.11 | DO | N/A | USA |
Goodgreen 2020-1 Trust | 455.69 k | 526.71 k principal | 0.11 | ABS-other | Long | USA |
C Citigroup Inc. | 438.63 k | 420.00 k principal | 0.10 | Debt | Long | USA |
Fannie Mae Connecticut Avenue Securities | 435.44 k | 429.53 k principal | 0.10 | ABS-mortgage backed security | Long | USA |
BBCMS Mortgage Trust 2024-5C27 | 423.31 k | 400.00 k principal | 0.10 | ABS-mortgage backed security | Long | USA |
Long: SWT000132 IRS USD R V 00MCPI INFLATION CPURNSA / Short: SWT000132 IRS USD P F 2.28000 INFLATION | 420.29 k | 4.00 mm other units | 0.10 | DO | N/A | USA |
Long: BLYP0FI75 IRS USD R V 12MUSCPI SLYP0FI75_INF CCPINFLATIONZERO / Short: BLYP0FI75 IRS USD P F 1.29100 SLYP0FI75_FIX CCPINFLATIONZERO | 412.36 k | 2.00 mm other units | 0.10 | DO | N/A | USA |
Long: BLA11X4L8 IRS USD R V 12MUSCPI CCP LCH FLOATING / Short: BLA11X4L8 IRS USD P F 1.62875 CCP LCH FIXED | 372.81 k | 2.00 mm other units | 0.09 | DO | N/A | USA |
Palmer Square CLO 2014-1 Ltd | 365.56 k | 365.33 k principal | 0.09 | ABS-collateralized bond/debt obligation | Long | Cayman Islands |
Long: SWT000133 IRS USD R V 00MCPI INFLATION CPURNSA / Short: SWT000133 IRS USD P F 2.24000 INFLATION | 365.05 k | 3.50 mm other units | 0.09 | DO | N/A | USA |
JPMorgan Chase & Co | 356.16 k | 360.00 k principal | 0.08 | Debt | Long | USA |
Bank of America Corp | 352.29 k | 335.00 k principal | 0.08 | Debt | Long | USA |
Agate Bay Mortgage Trust 2015-7 | 343.80 k | 370.59 k principal | 0.08 | ABS-mortgage backed security | Long | USA |
Long: SWT000130 IRS USD R V 00MCPI INFLATION CPURNSA / Short: SWT000130 IRS USD P F 2.24500 INFLATION | 327.80 k | 3.00 mm other units | 0.08 | DO | N/A | USA |
Hilton Grand Vacations Trust 2019-A | 326.01 k | 335.09 k principal | 0.08 | ABS-other | Long | USA |
Long: SWT000124 IRS USD R V 00MCPI INFLATION CPURNSA / Short: SWT000124 IRS USD P F 2.14000 INFLATION | 317.53 k | 2.90 mm other units | 0.08 | DO | N/A | USA |
Long: SWT000131 IRS USD R V 00MCPI INFLATION CPURNSA / Short: SWT000131 IRS USD P F 2.28000 INFLATION | 315.54 k | 3.00 mm other units | 0.07 | DO | N/A | USA |
Long: BL1S54L30 IRS USD R V 12MUSCPI SL1S54L30_INF CCPINFLATIONZERO / Short: BL1S54L30 IRS USD P F 1.88400 SL1S54L30_FIX CCPINFLATIONZERO | 294.97 k | 2.00 mm other units | 0.07 | DO | N/A | USA |
Greenwood Park CLO Ltd | 269.37 k | 269.21 k principal | 0.06 | ABS-collateralized bond/debt obligation | Long | Cayman Islands |
U.S. Treasury Inflation-Indexed Notes | 266.61 k | 256.72 k principal | 0.06 | Debt | Long | USA |
Arroyo Mortgage Trust 2021-1R | 228.01 k | 254.51 k principal | 0.05 | ABS-mortgage backed security | Long | USA |
Vista Point Securitization Trust 2020-2 | 224.03 k | 234.05 k principal | 0.05 | ABS-mortgage backed security | Long | USA |
Long: SWT000125 IRS USD R V 00MCPI INFLATION CPURNSA / Short: SWT000125 IRS USD P F 1.79000 INFLATION | 216.63 k | 1.50 mm other units | 0.05 | DO | N/A | USA |
Long: SWT000134 IRS USD R V 00MCPI INFLATION CPURNSA / Short: SWT000134 IRS USD P F 2.21750 INFLATION | 213.42 k | 2.00 mm other units | 0.05 | DO | N/A | USA |
CSMC 2021-NQM2 | 211.07 k | 234.90 k principal | 0.05 | ABS-mortgage backed security | Long | USA |
Long: SWT000135 IRS USD R V 00MCPI INFLATION CPURNSA / Short: SWT000135 IRS USD P F 2.23500 INFLATION | 210.11 k | 2.00 mm other units | 0.05 | DO | N/A | USA |
Goodgreen 2021-1 Trust | 209.14 k | 243.95 k principal | 0.05 | ABS-other | Long | USA |
BMY Bristol-Myers Squibb Company | 207.75 k | 197.00 k principal | 0.05 | Debt | Long | USA |
Wells Fargo & Co | 181.89 k | 170.00 k principal | 0.04 | Debt | Long | USA |
Arroyo Mortgage Trust 2021-1R | 175.20 k | 195.78 k principal | 0.04 | ABS-mortgage backed security | Long | USA |
JP Morgan Mortgage Trust 2014-5 | 172.53 k | 177.56 k principal | 0.04 | ABS-mortgage backed security | Long | USA |
Angel Oak Mortgage Trust 2019-6 | 128.72 k | 131.61 k principal | 0.03 | ABS-mortgage backed security | Long | USA |
Wells Fargo & Co | 124.46 k | 120.00 k principal | 0.03 | Debt | Long | USA |
C Citigroup Inc. | 76.90 k | 70.00 k principal | 0.02 | Debt | Long | USA |
Long: BLTQ16424 IRS USD R V 12MUSCPI SLTQ16424_FLO CCPINFLATIONZERO / Short: BLTQ16424 IRS USD P F 2.43750 SLTQ16424_FIX CCPINFLATIONZERO | 46.91 k | 9.50 mm other units | 0.01 | DO | N/A | USA |
CSMC Trust 2015-WIN1 | 40.45 k | 43.16 k principal | 0.01 | ABS-mortgage backed security | Long | USA |
Long: BL4H5FHC1 IRS USD R V 12MUSCPI SL4H5FHC1_FLO CCPINFLATIONZERO / Short: BL4H5FHC1 IRS USD P F 2.37000 SL4H5FHC1_FIX CCPINFLATIONZERO | 19.04 k | 13.40 mm other units | 0.00 | DO | N/A | USA |
Long: BLTQ163Z2 IRS USD R V 12MUSCPI SLTQ163Z2_FLO CCPINFLATIONZERO / Short: BLTQ163Z2 IRS USD P F 2.41500 SLTQ163Z2_FIX CCPINFLATIONZERO | 14.88 k | 2.50 mm other units | 0.00 | DO | N/A | USA |
US 10YR NOTE (CBT)DEC24 | 10.71 k | 63.00 contracts | 0.00 | Interest rate derivative | N/A | USA |
PURCHASED USD / SOLD CAD
Morgan Stanley Capital Services LLC
|
1.89 k | 1.00 contracts | 0.00 | DFE | N/A | USA |
PURCHASED CAD / SOLD USD
Goldman Sachs International
|
540.37 | 1.00 contracts | 0.00 | DFE | N/A | Canada |
Long: BLYH0XDS3 IRS USD R V 12MUSCPI SLYH0XDS3_FLO CCPINFLATIONZERO / Short: BLYH0XDS3 IRS USD P F 2.50250 SLYH0XDS3_FIX CCPINFLATIONZERO | -2.04 k | 7.00 mm other units | -0.00 | DO | N/A | USA |
Long: BLYH0V879 IRS USD R V 12MUSCPI SLYH0V879_FLO CCPINFLATIONZERO / Short: BLYH0V879 IRS USD P F 2.56500 SLYH0V879_FIX CCPINFLATIONZERO | -5.42 k | 1.50 mm other units | -0.00 | DO | N/A | USA |
PURCHASED CAD / SOLD USD
Goldman Sachs International
|
-6.90 k | 1.00 contracts | -0.00 | DFE | N/A | Canada |
Long: BLXA18D20 IRS USD R V 12MUSCPI SLXA18D20_FLO CCPINFLATIONZERO / Short: BLXA18D20 IRS USD P F 2.49500 SLXA18D20_FIX CCPINFLATIONZERO | -13.72 k | 3.50 mm other units | -0.00 | DO | N/A | USA |
Long: BL5I23ES6 IRS USD R V 12MUSCPI SL5I23ES6_FLO CCPINFLATIONZERO / Short: BL5I23ES6 IRS USD P F 2.66250 SL5I23ES6_FIX CCPINFLATIONZERO | -16.18 k | 1.20 mm other units | -0.00 | DO | N/A | USA |
Long: BL4H5FHF4 IRS USD R V 12MUSCPI SL4H5FHF4_FLO CCPINFLATIONZERO / Short: BL4H5FHF4 IRS USD P F 2.48500 SL4H5FHF4_FIX CCPINFLATIONZERO | -19.04 k | 3.40 mm other units | -0.00 | DO | N/A | USA |
PURCHASED USD / SOLD EUR
Bank of America NA
|
-41.73 k | 1.00 contracts | -0.01 | DFE | N/A | USA |
Long: BLBA39EF0 IRS USD R V 12MUSCPI SLBA39EF0_FLO CCPINFLATIONZERO / Short: BLBA39EF0 IRS USD P F 2.38600 SLBA39EF0_FIX CCPINFLATIONZERO | -43.20 k | 12.00 mm other units | -0.01 | DO | N/A | USA |
Long: BLP4159L2 IRS USD R V 12MUSCPI SLP4159L2_FLO CCPINFLATIONZERO / Short: BLP4159L2 IRS USD P F 2.61900 SLP4159L2_FIX CCPINFLATIONZERO | -56.08 k | 5.50 mm other units | -0.01 | DO | N/A | USA |
PURCHASED USD / SOLD CAD
Bank of America NA
|
-58.17 k | 1.00 contracts | -0.01 | DFE | N/A | USA |
Long: SWT000116 IRS USD R V 00MCPI INFLATION CPURNSA / Short: SWT000116 IRS USD P F 2.78400 INFLATION | -117.58 k | 1.40 mm other units | -0.03 | DO | N/A | USA |
Long: BL5I23EV9 IRS USD R V 12MUSCPI SL5I23EV9_FLO CCPINFLATIONZERO / Short: BL5I23EV9 IRS USD P F 2.65000 SL5I23EV9_FIX CCPINFLATIONZERO | -155.84 k | 8.50 mm other units | -0.04 | DO | N/A | USA |
Long: SWT000019 IRS USD R V 00MCPI INFLATION CPURNSA / Short: SWT000019 IRS USD P F 2.89500 INFLATION | -234.04 k | 1.70 mm other units | -0.06 | DO | N/A | USA |