Fund profile
Fund manager
Total assets
$1.44 bn
Liabilities
$233.24 mm
Net assets
$1.21 bn
Number of holdings
249.00
Top 200 of 249 Holdings
Security | $Holding | Balance | % of Fund | Category | Position | Country |
---|---|---|---|---|---|---|
Uniform Mortgage-Backed Security, TBA | 37.83 mm | 37.67 mm principal | 3.13 | ABS-mortgage backed security | Long | USA |
Uniform Mortgage-Backed Security, TBA | 34.80 mm | 35.18 mm principal | 2.88 | ABS-mortgage backed security | Long | USA |
United States Treasury Inflation Indexed Bonds | 29.49 mm | 30.44 mm principal | 2.44 | Debt | Long | USA |
United States Treasury Inflation Indexed Bonds | 27.95 mm | 28.80 mm principal | 2.32 | Debt | Long | USA |
United States Treasury Inflation Indexed Bonds | 27.45 mm | 29.02 mm principal | 2.27 | Debt | Long | USA |
United States Treasury Inflation Indexed Bonds | 27.44 mm | 28.44 mm principal | 2.27 | Debt | Long | USA |
United States Treasury Inflation Indexed Bonds | 27.41 mm | 31.22 mm principal | 2.27 | Debt | Long | USA |
United States Treasury Inflation Indexed Bonds | 26.27 mm | 26.48 mm principal | 2.18 | Debt | Long | USA |
United States Treasury Inflation Indexed Bonds | 26.13 mm | 26.95 mm principal | 2.16 | Debt | Long | USA |
United States Treasury Inflation Indexed Bonds | 26.07 mm | 29.32 mm principal | 2.16 | Debt | Long | USA |
United States Treasury Inflation Indexed Bonds | 25.93 mm | 28.39 mm principal | 2.15 | Debt | Long | USA |
United States Treasury Inflation Indexed Bonds | 25.82 mm | 28.49 mm principal | 2.14 | Debt | Long | USA |
United States Treasury Inflation Indexed Bonds | 25.78 mm | 28.54 mm principal | 2.14 | Debt | Long | USA |
United States Treasury Inflation Indexed Bonds | 25.32 mm | 28.37 mm principal | 2.10 | Debt | Long | USA |
United States Treasury Inflation Indexed Bonds | 25.22 mm | 26.66 mm principal | 2.09 | Debt | Long | USA |
United States Treasury Inflation Indexed Bonds | 25.18 mm | 26.50 mm principal | 2.09 | Debt | Long | USA |
United States Treasury Inflation Indexed Bonds | 25.00 mm | 26.13 mm principal | 2.07 | Debt | Long | USA |
United States Treasury Inflation Indexed Bonds | 24.82 mm | 26.86 mm principal | 2.06 | Debt | Long | USA |
United States Treasury Inflation Indexed Bonds | 24.46 mm | 25.68 mm principal | 2.03 | Debt | Long | USA |
United States Treasury Inflation Indexed Bonds | 22.84 mm | 23.02 mm principal | 1.89 | Debt | Long | USA |
United States Treasury Inflation Indexed Bonds | 22.71 mm | 24.17 mm principal | 1.88 | Debt | Long | USA |
United States Treasury Inflation Indexed Bonds | 22.37 mm | 20.30 mm principal | 1.85 | Debt | Long | USA |
United States Treasury Inflation Indexed Bonds | 22.31 mm | 23.20 mm principal | 1.85 | Debt | Long | USA |
Uniform Mortgage-Backed Security, TBA | 22.18 mm | 22.89 mm principal | 1.84 | ABS-mortgage backed security | Long | USA |
United States Treasury Inflation Indexed Bonds | 22.06 mm | 23.23 mm principal | 1.83 | Debt | Long | USA |
United States Treasury Inflation Indexed Bonds | 21.87 mm | 23.02 mm principal | 1.81 | Debt | Long | USA |
United States Treasury Inflation Indexed Bonds | 21.87 mm | 22.68 mm principal | 1.81 | Debt | Long | USA |
United Kingdom Inflation-Linked Gilt | 21.15 mm | 15.73 mm principal | 1.75 | Debt | Long | UK |
French Republic Government Bond OAT | 20.39 mm | 17.48 mm principal | 1.69 | Debt | Long | France |
United Kingdom Inflation-Linked Gilt | 20.29 mm | 14.39 mm principal | 1.68 | Debt | Long | UK |
United States Treasury Inflation Indexed Bonds | 19.93 mm | 18.61 mm principal | 1.65 | Debt | Long | USA |
United States Treasury Inflation Indexed Bonds | 19.49 mm | 20.48 mm principal | 1.61 | Debt | Long | USA |
Bundesschatzanweisungen | 18.95 mm | 16.95 mm principal | 1.57 | Debt | Long | Germany |
United States Treasury Inflation Indexed Bonds | 17.98 mm | 18.46 mm principal | 1.49 | Debt | Long | USA |
Deutsche Bundesrepublik Inflation Linked Bond | 17.70 mm | 15.64 mm principal | 1.47 | Debt | Long | Germany |
United Kingdom Inflation-Linked Gilt | 17.55 mm | 13.60 mm principal | 1.45 | Debt | Long | UK |
United Kingdom Inflation-Linked Gilt | 17.17 mm | 13.36 mm principal | 1.42 | Debt | Long | UK |
United States Treasury Inflation Indexed Bonds | 16.87 mm | 17.01 mm principal | 1.40 | Debt | Long | USA |
Italy Buoni Poliennali Del Tesoro | 15.33 mm | 13.89 mm principal | 1.27 | Debt | Long | Italy |
United States Treasury Inflation Indexed Bonds | 15.06 mm | 14.93 mm principal | 1.25 | Debt | Long | USA |
Deutsche Bundesrepublik Inflation Linked Bond | 15.02 mm | 13.87 mm principal | 1.24 | Debt | Long | Germany |
United Kingdom Inflation-Linked Gilt | 14.68 mm | 11.56 mm principal | 1.22 | Debt | Long | UK |
Spain Government Inflation Linked Bond | 14.33 mm | 12.85 mm principal | 1.19 | Debt | Long | Spain |
United States Treasury Inflation Indexed Bonds | 13.75 mm | 13.83 mm principal | 1.14 | Debt | Long | USA |
French Republic Government Bond OAT | 13.70 mm | 12.04 mm principal | 1.13 | Debt | Long | France |
Spain Government Inflation Linked Bond | 12.90 mm | 12.10 mm principal | 1.07 | Debt | Long | Spain |
United Kingdom Inflation-Linked Gilt | 12.27 mm | 2.74 mm principal | 1.02 | Debt | Long | UK |
French Republic Government Bond OAT | 12.12 mm | 8.90 mm principal | 1.00 | Debt | Long | France |
French Republic Government Bond OAT | 12.03 mm | 10.99 mm principal | 1.00 | Debt | Long | France |
Italy Buoni Poliennali Del Tesoro | 11.38 mm | 12.00 mm principal | 0.94 | Debt | Long | Italy |
United Kingdom Inflation-Linked Gilt | 11.14 mm | 8.61 mm principal | 0.92 | Debt | Long | UK |
Spain Government Inflation Linked Bond | 11.04 mm | 10.02 mm principal | 0.91 | Debt | Long | Spain |
United States Treasury Inflation Indexed Bonds | 10.96 mm | 10.64 mm principal | 0.91 | Debt | Long | USA |
Italy Buoni Poliennali Del Tesoro | 10.45 mm | 10.13 mm principal | 0.87 | Debt | Long | Italy |
Italy Buoni Poliennali Del Tesoro | 10.27 mm | 8.83 mm principal | 0.85 | Debt | Long | Italy |
French Republic Government Bond OAT | 9.97 mm | 9.16 mm principal | 0.83 | Debt | Long | France |
French Republic Government Bond OAT | 9.47 mm | 8.71 mm principal | 0.78 | Debt | Long | France |
Italy Buoni Poliennali Del Tesoro | 9.46 mm | 8.82 mm principal | 0.78 | Debt | Long | Italy |
United States Treasury Inflation Indexed Bonds | 9.32 mm | 9.02 mm principal | 0.77 | Debt | Long | USA |
French Republic Government Bond OAT | 8.69 mm | 7.99 mm principal | 0.72 | Debt | Long | France |
United States Treasury Note/Bond | 8.41 mm | 8.01 mm principal | 0.70 | Debt | Long | USA |
Japanese Government CPI Linked Bond | 8.34 mm | 1.15 bn principal | 0.69 | Debt | Long | Japan |
French Republic Government Bond OAT | 8.17 mm | 6.35 mm principal | 0.68 | Debt | Long | France |
French Republic Government Bond OAT | 7.67 mm | 7.02 mm principal | 0.64 | Debt | Long | France |
Italy Buoni Poliennali Del Tesoro | 7.55 mm | 6.94 mm principal | 0.62 | Debt | Long | Italy |
Deutsche Bundesrepublik Inflation Linked Bond | 7.14 mm | 6.45 mm principal | 0.59 | Debt | Long | Germany |
Japanese Government CPI Linked Bond | 6.99 mm | 925.15 mm principal | 0.58 | Debt | Long | Japan |
Japanese Government CPI Linked Bond | 6.87 mm | 931.68 mm principal | 0.57 | Debt | Long | Japan |
Japanese Government CPI Linked Bond | 6.68 mm | 895.33 mm principal | 0.55 | Debt | Long | Japan |
Japanese Government CPI Linked Bond | 5.75 mm | 769.17 mm principal | 0.48 | Debt | Long | Japan |
United States Treasury Inflation Indexed Bonds | 5.66 mm | 5.06 mm principal | 0.47 | Debt | Long | USA |
Australia Government Bond | 5.49 mm | 5.37 mm principal | 0.45 | Debt | Long | Australia |
Canadian Government Real Return Bond | 5.18 mm | 6.33 mm principal | 0.43 | Debt | Long | Canada |
SWAP CCPC CITIGROUP COC | 5.10 mm | 5.10 mm shares | 0.42 | Short-term investment vehicle | Long | USA |
Canadian Government Real Return Bond | 4.96 mm | 5.48 mm principal | 0.41 | Debt | Long | Canada |
French Republic Government Bond OAT | 4.53 mm | 4.20 mm principal | 0.38 | Debt | Long | France |
Australia Government Bond | 3.88 mm | 3.73 mm principal | 0.32 | Debt | Long | Australia |
Japanese Government CPI Linked Bond | 3.82 mm | 502.63 mm principal | 0.32 | Debt | Long | Japan |
Australia Government Bond | 3.57 mm | 4.34 mm principal | 0.30 | Debt | Long | Australia |
Japanese Government CPI Linked Bond | 3.36 mm | 442.57 mm principal | 0.28 | Debt | Long | Japan |
Japanese Government CPI Linked Bond | 3.04 mm | 388.96 mm principal | 0.25 | Debt | Long | Japan |
Sweden Inflation Linked Bond | 3.02 mm | 23.64 mm principal | 0.25 | Debt | Long | Sweden |
Mexican Bonos | 3.00 mm | 52.00 mm principal | 0.25 | Debt | Long | Mexico |
Morgan Stanley | 2.90 mm | 2.62 mm principal | 0.24 | Debt | Long | USA |
CSMC 2022-NQM5 Trust | 2.76 mm | 2.75 mm principal | 0.23 | ABS-mortgage backed security | Long | USA |
Sweden Inflation Linked Bond | 2.74 mm | 21.62 mm principal | 0.23 | Debt | Long | Sweden |
State Street Institutional US Government Money Market Fund | 2.62 mm | 2.62 mm shares | 0.22 | Short-term investment vehicle | Long | USA |
Wells Fargo & Co | 2.62 mm | 2.41 mm principal | 0.22 | Debt | Long | USA |
GS Goldman Sachs Group, Inc. | 2.61 mm | 2.37 mm principal | 0.22 | Debt | Long | USA |
European Union | 2.60 mm | 2.40 mm principal | 0.22 | Debt | Long | XX |
JPMorgan Chase & Co | 2.59 mm | 2.39 mm principal | 0.21 | Debt | Long | USA |
Sweden Inflation Linked Bond | 2.53 mm | 14.08 mm principal | 0.21 | Debt | Long | Sweden |
Tricon Residential 2022-SFR2 Trust | 2.49 mm | 2.50 mm principal | 0.21 | ABS-other | Long | USA |
New Zealand Government Inflation Linked Bond | 2.45 mm | 2.97 mm principal | 0.20 | Debt | Long | New Zealand |
Progress Residential 2022-SFR5 Trust | 2.43 mm | 2.50 mm principal | 0.20 | ABS-other | Long | USA |
Progress Residential 2022-SFR4 Trust | 2.39 mm | 2.50 mm principal | 0.20 | ABS-other | Long | USA |
FirstKey Homes 2022-SFR1 Trust | 2.34 mm | 2.50 mm principal | 0.19 | ABS-other | Long | USA |
New Zealand Government Inflation Linked Bond | 2.33 mm | 2.72 mm principal | 0.19 | Debt | Long | New Zealand |
FirstKey Homes 2022-SFR1 Trust | 2.31 mm | 2.50 mm principal | 0.19 | ABS-other | Long | USA |
AMSR 2022-SFR1 Trust | 2.31 mm | 2.50 mm principal | 0.19 | ABS-other | Long | USA |
Progress Residential 2021-SFR8 Trust | 2.19 mm | 2.50 mm principal | 0.18 | ABS-other | Long | USA |
Japanese Government CPI Linked Bond | 2.17 mm | 288.94 mm principal | 0.18 | Debt | Long | Japan |
Denmark I/L Government Bond | 2.17 mm | 15.01 mm principal | 0.18 | Debt | Long | Denmark |
Progress Residential 2022-SFR6 Trust | 2.12 mm | 2.15 mm principal | 0.18 | ABS-other | Long | USA |
United Kingdom Inflation-Linked Gilt | 2.12 mm | 1.57 mm principal | 0.18 | Debt | Long | UK |
Sweden Inflation Linked Bond | 2.06 mm | 16.52 mm principal | 0.17 | Debt | Long | Sweden |
AMSR 2022-SFR3 Trust | 2.00 mm | 2.18 mm principal | 0.17 | ABS-other | Long | USA |
Verus Securitization Trust 2022-7 | 1.99 mm | 2.00 mm principal | 0.17 | ABS-mortgage backed security | Long | USA |
New Residential Mortgage Loan Trust 2022-SFR2 | 1.98 mm | 2.21 mm principal | 0.16 | ABS-other | Long | USA |
Australia Government Bond | 1.94 mm | 2.76 mm principal | 0.16 | Debt | Long | Australia |
Sweden Inflation Linked Bond | 1.93 mm | 15.30 mm principal | 0.16 | Debt | Long | Sweden |
FirstKey Homes 2022-SFR2 Trust | 1.86 mm | 2.00 mm principal | 0.15 | ABS-other | Long | USA |
SG Residential Mortgage Trust 2021-1 | 1.64 mm | 2.07 mm principal | 0.14 | ABS-mortgage backed security | Long | USA |
Progress Residential 2022-SFR7 Trust | 1.56 mm | 1.62 mm principal | 0.13 | ABS-other | Long | USA |
Mexican Bonos | 1.49 mm | 26.00 mm principal | 0.12 | Debt | Long | Mexico |
BRAVO Residential Funding Trust 2023-NQM3 | 1.44 mm | 1.47 mm principal | 0.12 | ABS-mortgage backed security | Long | USA |
Ellington Financial Mortgage Trust 2021-3 | 1.43 mm | 1.82 mm principal | 0.12 | ABS-mortgage backed security | Long | USA |
Tricon Residential 2022-SFR1 Trust | 1.42 mm | 1.50 mm principal | 0.12 | ABS-other | Long | USA |
United States Treasury Inflation Indexed Bonds | 1.37 mm | 1.51 mm principal | 0.11 | Debt | Long | USA |
Wells Fargo & Co | 1.29 mm | 1.27 mm principal | 0.11 | Debt | Long | USA |
Morgan Stanley | 1.29 mm | 1.28 mm principal | 0.11 | Debt | Long | USA |
Pagaya AI Technology in Housing Trust 2022-1 | 1.26 mm | 1.38 mm principal | 0.10 | ABS-other | Long | USA |
PURCHASED USD / SOLD EUR
Barclays Bank PLC
|
1.18 mm | 1.00 contracts | 0.10 | DFE | N/A | USA |
Sweden Inflation Linked Bond | 1.16 mm | 9.86 mm principal | 0.10 | Debt | Long | Sweden |
French Republic Government Bond OAT | 1.12 mm | 868.40 k principal | 0.09 | Debt | Long | France |
European Union | 989.64 k | 1.01 mm principal | 0.08 | Debt | Long | XX |
Italy Buoni Poliennali Del Tesoro | 983.48 k | 889.28 k principal | 0.08 | Debt | Long | Italy |
United Kingdom Gilt | 928.26 k | 780.00 k principal | 0.08 | Debt | Long | UK |
BRYPQGU35 BLACKROCK | 926.04 k | 25.22 mm contracts | 0.08 | Interest rate derivative | N/A | USA |
Progress Residential 2022-SFR3 Trust | 909.80 k | 968.00 k principal | 0.08 | ABS-other | Long | USA |
BB-UBS Trust 2012-SHOW | 868.28 k | 930.00 k principal | 0.07 | ABS-mortgage backed security | Long | USA |
French Republic Government Bond OAT | 814.69 k | 748.40 k principal | 0.07 | Debt | Long | France |
Progress Residential 2019-SFR4 Trust | 788.69 k | 810.89 k principal | 0.07 | ABS-other | Long | USA |
J.P. Morgan Mortgage Trust 2023-DSC1 | 747.37 k | 792.54 k principal | 0.06 | ABS-mortgage backed security | Long | USA |
SG Residential Mortgage Trust 2022-2 | 689.37 k | 683.30 k principal | 0.06 | ABS-mortgage backed security | Long | USA |
Verus Securitization Trust 2022-INV2 | 599.50 k | 588.56 k principal | 0.05 | ABS-mortgage backed security | Long | USA |
Tricon Residential 2022-SFR1 Trust | 566.30 k | 600.00 k principal | 0.05 | ABS-other | Long | USA |
3 MONTH SOFR OPT MAR24C 94.93 | 497.25 k | 1.22 k contracts | 0.04 | Interest rate derivative | N/A | USA |
PRKCM 2022-AFC2 Trust | 457.38 k | 456.98 k principal | 0.04 | ABS-mortgage backed security | Long | USA |
One New York Plaza Trust 2020-1NYP | 198.25 k | 215.00 k principal | 0.02 | ABS-mortgage backed security | Long | USA |
PURCHASED USD / SOLD SEK
BNP Paribas SA
|
188.89 k | 1.00 contracts | 0.02 | DFE | N/A | USA |
Long: SRYRQNS39 IRS EUR R F 3.22400 2 CCPVANILLA / Short: SRYRQNS39 IRS EUR P V 06MEURIB 1 CCPVANILLA | 173.05 k | 2.47 mm other units | 0.01 | Interest rate derivative | N/A | USA |
Long: SRYRQQR74 IRS EUR R F 3.21600 2 CCPVANILLA / Short: SRYRQQR74 IRS EUR P V 06MEURIB 1 CCPVANILLA | 171.15 k | 2.47 mm other units | 0.01 | Interest rate derivative | N/A | USA |
HONO 2021-LULU Mortgage Trust | 143.63 k | 150.00 k principal | 0.01 | ABS-mortgage backed security | Long | USA |
Long: SRYRQNS62 IRS EUR R F 3.53500 2 CCPVANILLA / Short: SRYRQNS62 IRS EUR P V 06MEURIB 1 CCPVANILLA | 138.45 k | 10.92 mm other units | 0.01 | Interest rate derivative | N/A | USA |
Long: SRYRQQR41 IRS EUR R F 3.52850 2 CCPVANILLA / Short: SRYRQQR41 IRS EUR P V 06MEURIB 1 CCPVANILLA | 137.05 k | 10.92 mm other units | 0.01 | Interest rate derivative | N/A | USA |
Long: SRYK1V7B8 IRS CAD R F 3.54000 2 CCPOIS / Short: SRYK1V7B8 IRS CAD P V 06MCORRA 1 CCPOIS | 125.46 k | 4.30 mm other units | 0.01 | Interest rate derivative | N/A | USA |
3 MONTH SOFR FUT MAR24 | 122.72 k | 245.00 contracts | 0.01 | Interest rate derivative | N/A | USA |
PURCHASED USD / SOLD GBP
Citibank NA
|
116.75 k | 1.00 contracts | 0.01 | DFE | N/A | USA |
AUST 10Y BOND FUT MAR24 | 113.92 k | 51.00 contracts | 0.01 | Interest rate derivative | N/A | Australia |
BRYTCKP05 BLACKROCK | 109.35 k | 18.24 mm contracts | 0.01 | Interest rate derivative | N/A | USA |
BHP Trust 2019-BXHP | 93.35 k | 94.50 k principal | 0.01 | ABS-mortgage backed security | Long | USA |
PURCHASED USD / SOLD EUR
Goldman Sachs International
|
85.44 k | 1.00 contracts | 0.01 | DFE | N/A | USA |
Long: SRYPEFB80 IRS CAD R F 4.00200 2 CCPOIS / Short: SRYPEFB80 IRS CAD P V 06MCORRA 1 CCPOIS | 59.89 k | 1.02 mm other units | 0.00 | Interest rate derivative | N/A | USA |
PURCHASED USD / SOLD AUD
BNP Paribas SA
|
57.33 k | 1.00 contracts | 0.00 | DFE | N/A | USA |
WaMu Mortgage Pass-Through Certificates Series 2003-S11 Trust | 38.55 k | 40.20 k principal | 0.00 | ABS-mortgage backed security | Long | USA |
BRYPQGU43 BLACKROCK | 35.01 k | 25.22 mm contracts | 0.00 | Interest rate derivative | N/A | USA |
PURCHASED USD / SOLD CAD
Morgan Stanley & Co. International PLC
|
30.13 k | 1.00 contracts | 0.00 | DFE | N/A | USA |
PURCHASED EUR / SOLD USD
Bank of New York Mellon
|
26.28 k | 1.00 contracts | 0.00 | DFE | N/A | XX |
CHL Mortgage Pass-Through Trust 2004-5 | 24.01 k | 24.73 k principal | 0.00 | ABS-mortgage backed security | Long | USA |
Long: SRYTG3AN5 IRS USD R F 3.40830 2 CCPOIS / Short: SRYTG3AN5 IRS USD P V 12MSOFR 1 CCPOIS | 22.83 k | 7.55 mm other units | 0.00 | Interest rate derivative | N/A | USA |
Long: SRYSZUZ90 IRS EUR R F 2.51200 2 CCPINFLATIONZERO / Short: SRYSZUZ90 IRS EUR P V 12MCPTFE 1 CCPINFLATIONZERO | 22.57 k | 950.00 k other units | 0.00 | Interest rate derivative | N/A | USA |
Long: SRYN2AR90 IRS EUR R F 2.78000 2 CCPINFLATIONZERO / Short: SRYN2AR90 IRS EUR P V 12MCPTFE 1 CCPINFLATIONZERO | 22.13 k | 190.00 k other units | 0.00 | Interest rate derivative | N/A | USA |
Long: SRYTMYRF9 IRS USD R F 3.43930 2 CCPOIS / Short: SRYTMYRF9 IRS USD P V 12MSOFR 1 CCPOIS | 16.66 k | 3.78 mm other units | 0.00 | Interest rate derivative | N/A | USA |
Long: SRYRSSV16 IRS EUR R F 2.64000 2 CCPINFLATIONZERO / Short: SRYRSSV16 IRS EUR P V 12MCPTFE 1 CCPINFLATIONZERO | 14.06 k | 205.00 k other units | 0.00 | Interest rate derivative | N/A | USA |
PURCHASED USD / SOLD DKK
NatWest Markets PLC
|
13.23 k | 1.00 contracts | 0.00 | DFE | N/A | USA |
PURCHASED USD / SOLD NZD
Goldman Sachs International
|
12.64 k | 1.00 contracts | 0.00 | DFE | N/A | USA |
Long: SRYT1TUR3 IRS EUR R F 2.05500 2 CCPINFLATIONZERO / Short: SRYT1TUR3 IRS EUR P V 12MCPTFE 1 CCPINFLATIONZERO | 12.25 k | 3.81 mm other units | 0.00 | Interest rate derivative | N/A | USA |
Long: SRYSM9ZV2 IRS EUR R F 2.52880 2 CCPINFLATIONZERO / Short: SRYSM9ZV2 IRS EUR P V 12MCPTFE 1 CCPINFLATIONZERO | 11.44 k | 390.00 k other units | 0.00 | Interest rate derivative | N/A | USA |
EURO-BUND FUTURE MAR24 | 11.36 k | 12.00 contracts | 0.00 | Interest rate derivative | N/A | Germany |
PURCHASED EUR / SOLD USD
Canadian Imperial Bank of Commerce
|
11.23 k | 1.00 contracts | 0.00 | DFE | N/A | XX |
Long: SRYTHTXS1 IRS USD R F 3.42480 2 CCPOIS / Short: SRYTHTXS1 IRS USD P V 12MSOFR 1 CCPOIS | 10.65 k | 2.83 mm other units | 0.00 | Interest rate derivative | N/A | USA |
ABN Amro Mortgage Corp | 9.77 k | 10.06 k principal | 0.00 | ABS-mortgage backed security | Long | USA |
Long: SRYT7M871 IRS USD R F 2.14670 2 CCPINFLATIONZERO / Short: SRYT7M871 IRS USD P V 12MUSCPI 1 CCPINFLATIONZERO | 9.31 k | 4.43 mm other units | 0.00 | Interest rate derivative | N/A | USA |
PURCHASED GBP / SOLD USD
Royal Bank of Canada
|
7.99 k | 1.00 contracts | 0.00 | DFE | N/A | UK |
Long: SRYSU2R54 IRS USD R F 2.20713 2 CCPINFLATIONZERO / Short: SRYSU2R54 IRS USD P V 12MUSCPI 1 CCPINFLATIONZERO | 7.44 k | 2.28 mm other units | 0.00 | Interest rate derivative | N/A | USA |
Long: BRYT05LW5 IRS USD R V 12MUSCPI 1 CCPINFLATIONZERO / Short: BRYT05LW5 IRS USD P F 2.25030 2 CCPINFLATIONZERO | 5.67 k | 2.26 mm other units | 0.00 | Interest rate derivative | N/A | USA |
EURO-SCHATZ FUT MAR24 | 4.29 k | -161.00 contracts | 0.00 | Interest rate derivative | N/A | Germany |
Long: SRYTSNE79 IRS USD R F 3.36280 2 CCPOIS / Short: SRYTSNE79 IRS USD P V 12MSOFR 1 CCPOIS | 3.73 k | 3.78 mm other units | 0.00 | Interest rate derivative | N/A | USA |
PURCHASED USD / SOLD GBP
HSBC Bank PLC
|
3.60 k | 1.00 contracts | 0.00 | DFE | N/A | USA |
Long: BRYTDCLY2 IRS USD R V 12MUSCPI 1 CCPINFLATIONZERO / Short: BRYTDCLY2 IRS USD P F 2.38320 2 CCPINFLATIONZERO | 3.57 k | 1.44 mm other units | 0.00 | Interest rate derivative | N/A | USA |
Long: SRYT05QJ9 IRS USD R F 2.10100 2 CCPINFLATIONZERO / Short: SRYT05QJ9 IRS USD P V 12MUSCPI 1 CCPINFLATIONZERO | 2.74 k | 2.26 mm other units | 0.00 | Interest rate derivative | N/A | USA |
Long: BRYTDDMY9 IRS USD R V 12MUSCPI 1 CCPINFLATIONZERO / Short: BRYTDDMY9 IRS USD P F 2.40970 2 CCPINFLATIONZERO | 235.64 | 1.43 mm other units | 0.00 | Interest rate derivative | N/A | USA |
PURCHASED USD / SOLD EUR
Morgan Stanley & Co. International PLC
|
194.88 | 1.00 contracts | 0.00 | DFE | N/A | USA |
PURCHASED USD / SOLD EUR
Bank of New York Mellon
|
-1.39 k | 1.00 contracts | -0.00 | DFE | N/A | USA |
PURCHASED USD / SOLD CAD
JPMorgan Chase Bank NA
|
-1.68 k | 1.00 contracts | -0.00 | DFE | N/A | USA |
Long: BRYT7M5T6 IRS USD R V 12MUSCPI 1 CCPINFLATIONZERO / Short: BRYT7M5T6 IRS USD P F 2.31659 2 CCPINFLATIONZERO | -1.80 k | 4.43 mm other units | -0.00 | Interest rate derivative | N/A | USA |
Long: SRYTS5UV7 IRS USD R F 3.33080 2 CCPOIS / Short: SRYTS5UV7 IRS USD P V 12MSOFR 1 CCPOIS | -2.24 k | 5.04 mm other units | -0.00 | Interest rate derivative | N/A | USA |
Long: BRYSU2RF2 IRS USD R V 12MUSCPI 1 CCPINFLATIONZERO / Short: BRYSU2RF2 IRS USD P F 2.33600 2 CCPINFLATIONZERO | -3.46 k | 2.28 mm other units | -0.00 | Interest rate derivative | N/A | USA |
Long: BRYT1TKX1 IRS EUR R V 12MCPTFE 1 CCPINFLATIONZERO / Short: BRYT1TKX1 IRS EUR P F 1.83880 2 CCPINFLATIONZERO | -3.56 k | 3.81 mm other units | -0.00 | Interest rate derivative | N/A | USA |
PURCHASED USD / SOLD GBP
Barclays Bank PLC
|
-5.72 k | 1.00 contracts | -0.00 | DFE | N/A | USA |
PURCHASED USD / SOLD SEK
JPMorgan Chase Bank NA
|
-6.16 k | 1.00 contracts | -0.00 | DFE | N/A | USA |
PURCHASED USD / SOLD DKK
Morgan Stanley & Co. International PLC
|
-8.05 k | 1.00 contracts | -0.00 | DFE | N/A | USA |
PURCHASED USD / SOLD EUR
BNP Paribas SA
|
-8.39 k | 1.00 contracts | -0.00 | DFE | N/A | USA |
Long: BRYTVS3S0 IRS USD R V 12MUSCPI 1 CCPINFLATIONZERO / Short: BRYTVS3S0 IRS USD P F 2.11870 2 CCPINFLATIONZERO | -8.62 k | 7.00 mm other units | -0.00 | Interest rate derivative | N/A | USA |
PURCHASED USD / SOLD JPY
JPMorgan Chase Bank NA
|
-11.15 k | 1.00 contracts | -0.00 | DFE | N/A | USA |
PURCHASED NZD / SOLD USD
Goldman Sachs International
|
-12.71 k | 1.00 contracts | -0.00 | DFE | N/A | New Zealand |
PURCHASED USD / SOLD GBP
Barclays Bank PLC
|
-13.14 k | 1.00 contracts | -0.00 | DFE | N/A | USA |
PURCHASED DKK / SOLD USD
NatWest Markets PLC
|
-13.40 k | 1.00 contracts | -0.00 | DFE | N/A | Denmark |
PURCHASED USD / SOLD GBP
Standard Chartered Bank
|
-13.55 k | 1.00 contracts | -0.00 | DFE | N/A | USA |