Fund profile
Tickers
SAAAX, SMOYX
Fund manager
Total assets
$1.90 bn
Liabilities
$17.94 mm
Net assets
$1.88 bn
Number of holdings
1.46 k
Top 200 of 1462 Holdings
Security | $Holding | Balance | % of Fund | Category | Position | Country |
---|---|---|---|---|---|---|
TREASURY BILL 0.000000% 10/26/2023 | 249.12 mm | 250.00 mm principal | 13.24 | Debt | Long | USA |
S&P500 EMINI FUT DEC23 PHYSICAL INDEX FUTURE. | 246.34 mm | 1.14 k contracts | 13.09 | Equity derivative | N/A | USA |
JPN 10Y BOND(OSE) DEC23 FINANCIAL COMMODITY FUTURE. | 148.63 mm | 153.00 contracts | 7.90 | Interest rate derivative | N/A | Japan |
S&P500 EMINI FUT DEC23 PHYSICAL INDEX FUTURE. | 145.99 mm | 675.00 contracts | 7.76 | Equity derivative | N/A | USA |
US 2YR NOTE (CBT) DEC23 FINANCIAL COMMODITY FUTURE. | 142.71 mm | 704.00 contracts | 7.59 | Interest rate derivative | N/A | USA |
US 5YR NOTE (CBT) DEC23 FINANCIAL COMMODITY FUTURE. | 127.48 mm | 1.21 k contracts | 6.78 | Interest rate derivative | N/A | USA |
US 10YR NOTE (CBT)DEC23 FINANCIAL COMMODITY FUTURE. | 123.19 mm | 1.14 k contracts | 6.55 | Interest rate derivative | N/A | USA |
CASH MNGMT BILL 0.000000% 11/09/2023 | 119.21 mm | 119.88 mm principal | 6.34 | Debt | Long | USA |
AUST 10Y BOND FUT DEC23 FINANCIAL COMMODITY FUTURE. | 102.26 mm | 1.42 k contracts | 5.44 | Long | Australia | |
JPN 10Y BOND(OSE) DEC23 FINANCIAL COMMODITY FUTURE. | 99.08 mm | 102.00 contracts | 5.27 | Interest rate derivative | N/A | Japan |
US 10YR NOTE (CBT)DEC23 FINANCIAL COMMODITY FUTURE. | 98.99 mm | 916.00 contracts | 5.26 | Interest rate derivative | N/A | USA |
BRK: BANK OF AMERICA REF: HSCEI FUTURES SWAP OCT23
MERRILL LYNCH, PIERCE, FENNER & SMITH
|
94.39 mm | 2.39 k contracts | 5.02 | Equity derivative | N/A | Hong Kong |
BRK: JP MORGAN CHASE REF: HSCEI FUTURES SWAP OCT23
J.P. MORGAN SECURITIES
|
91.55 mm | 2.32 k contracts | 4.87 | Equity derivative | N/A | Hong Kong |
TREASURY BILL 0.000000% 11/16/2023 | 83.75 mm | 84.31 mm principal | 4.45 | Debt | Long | USA |
TREASURY BILL 0.000000% 03/21/2024 | 82.71 mm | 84.85 mm principal | 4.40 | Debt | Long | USA |
AUST 10Y BOND FUT DEC23 FINANCIAL COMMODITY FUTURE. | 81.88 mm | 1.13 k contracts | 4.35 | Long | Australia | |
TREASURY BILL 0.000000% 11/24/2023 | 79.37 mm | 80.00 mm principal | 4.22 | Debt | Long | USA |
CAN 10YR BOND FUT DEC23 FINANCIAL COMMODITY FUTURE. | 76.98 mm | 904.00 contracts | 4.09 | Interest rate derivative | N/A | Canada |
LONG GILT FUTURE DEC23 FINANCIAL COMMODITY FUTURE. | 75.85 mm | 660.00 contracts | 4.03 | Interest rate derivative | N/A | UK |
US 5YR NOTE (CBT) DEC23 FINANCIAL COMMODITY FUTURE. | 74.59 mm | 708.00 contracts | 3.96 | Interest rate derivative | N/A | USA |
10YR MINI JGB FUT DEC23 FINANCIAL COMMODITY FUTURE. | 71.52 mm | 736.00 contracts | 3.80 | Interest rate derivative | N/A | Singapore |
EURO-BOBL FUTURE DEC23 FINANCIAL COMMODITY FUTURE. | 69.12 mm | 564.00 contracts | 3.67 | Interest rate derivative | N/A | Germany |
REF: TAIEX FUTURES OCT23 BRK: BANK OF AMERICA
MERRILL LYNCH, PIERCE, FENNER & SMITH
|
66.52 mm | 656.00 contracts | 3.54 | Equity derivative | N/A | Taiwan |
TOPIX INDX FUTR DEC23 PHYSICAL INDEX FUTURE. | 59.17 mm | 380.00 contracts | 3.14 | Equity derivative | N/A | Japan |
BRK: BANK OF AMERICA BOVESPA INDEX FUTURE OCT23
MERRILL LYNCH, PIERCE, FENNER & SMITH
|
56.21 mm | 2.40 k contracts | 2.99 | Equity derivative | N/A | Brazil |
TREASURY BILL 0.000000% 01/18/2024 | 49.20 mm | 50.00 mm principal | 2.62 | Debt | Long | USA |
E-MINI RUSS 2000 DEC23 PHYSICAL INDEX FUTURE. | 49.01 mm | 545.00 contracts | 2.61 | Equity derivative | N/A | USA |
TREASURY BILL 0.000000% 12/28/2023 | 47.55 mm | 48.17 mm principal | 2.53 | Debt | Long | USA |
TREASURY BILL 0.000000% 03/28/2024 | 44.45 mm | 45.65 mm principal | 2.36 | Debt | Long | USA |
CASH MNGMT BILL 0.000000% 11/09/2023 | 40.29 mm | 40.52 mm principal | 2.14 | Debt | Long | USA |
US LONG BOND(CBT) DEC23 FINANCIAL COMMODITY FUTURE. | 38.46 mm | 338.00 contracts | 2.04 | Interest rate derivative | N/A | USA |
BRK: BANK OF AMERICA REF: KOSPI 200 INDEX FUTURE DEC23
MERRILL LYNCH, PIERCE, FENNER & SMITH
|
36.57 mm | 600.00 contracts | 1.94 | Equity derivative | N/A | Korea, Republic of |
DEUTSCHLAND I/L BOND 0.5% 04/15/2030 | 36.01 mm | 27.30 mm principal | 1.91 | Debt | Long | Germany |
EURO-BUND FUTURE DEC23 FINANCIAL COMMODITY FUTURE. | 35.14 mm | 258.00 contracts | 1.87 | Interest rate derivative | N/A | Germany |
EURO STOXX 50 DEC23 PHYSICAL INDEX FUTURE. | 35.07 mm | 788.00 contracts | 1.86 | Equity derivative | N/A | Germany |
US LONG BOND(CBT) DEC23 FINANCIAL COMMODITY FUTURE. | 34.13 mm | 300.00 contracts | 1.81 | Interest rate derivative | N/A | USA |
TREASURY BILL 0.000000% 03/14/2024 | 27.95 mm | 28.64 mm principal | 1.49 | Debt | Long | USA |
CAN 10YR BOND FUT DEC23 FINANCIAL COMMODITY FUTURE. | 27.59 mm | 324.00 contracts | 1.47 | Interest rate derivative | N/A | Canada |
TREASURY BILL 0.000000% 11/16/2023 | 27.31 mm | 27.49 mm principal | 1.45 | Debt | Long | USA |
GOLD 100 OZ FUTR DEC23 PHYSICAL COMMODITY FUTURE. | 26.69 mm | 143.00 contracts | 1.42 | Commodity derivative | N/A | USA |
EURO-BTP FUTURE DEC23 FINANCIAL COMMODITY FUTURE. | 26.49 mm | 228.00 contracts | 1.41 | Interest rate derivative | N/A | Germany |
EURO-BOBL FUTURE DEC23 FINANCIAL COMMODITY FUTURE. | 24.14 mm | 197.00 contracts | 1.28 | Interest rate derivative | N/A | Germany |
TREASURY BILL 0.000000% 12/28/2023 | 23.17 mm | 23.47 mm principal | 1.23 | Debt | Long | USA |
US ULTRA BOND CBT DEC23 FINANCIAL COMMODITY FUTURE. | 22.79 mm | 192.00 contracts | 1.21 | Interest rate derivative | N/A | USA |
FTSE 100 IDX FUT DEC23 PHYSICAL INDEX FUTURE. | 22.00 mm | 235.00 contracts | 1.17 | Equity derivative | N/A | UK |
S&P/TSX 60 IX FUT DEC23 PHYSICAL INDEX FUTURE. | 21.75 mm | 125.00 contracts | 1.16 | Equity derivative | N/A | Canada |
S&P MID 400 EMINI DEC23 PHYSICAL INDEX FUTURE. | 21.68 mm | 86.00 contracts | 1.15 | Equity derivative | N/A | USA |
LONG GILT FUTURE DEC23 FINANCIAL COMMODITY FUTURE. | 21.26 mm | 185.00 contracts | 1.13 | Interest rate derivative | N/A | UK |
SPI 200 FUTURES DEC23 PHYSICAL INDEX FUTURE. | 20.35 mm | 178.00 contracts | 1.08 | Equity derivative | N/A | Australia |
E-MINI RUSS 2000 DEC23 PHYSICAL INDEX FUTURE. | 19.78 mm | 220.00 contracts | 1.05 | Equity derivative | N/A | USA |
U.S. TREASURY INFLATION-PROTECTED SECURITIES 0-1/8% 01/15/32 | 19.77 mm | 21.40 mm principal | 1.05 | Debt | Long | USA |
EURO-OAT FUTURE DEC23 FINANCIAL COMMODITY FUTURE. | 18.91 mm | 145.00 contracts | 1.01 | Interest rate derivative | N/A | Germany |
FTSE 100 IDX FUT DEC23 PHYSICAL INDEX FUTURE. | 18.91 mm | 202.00 contracts | 1.01 | Equity derivative | N/A | UK |
HANG SENG IDX FUT OCT23 PHYSICAL INDEX FUTURE. | 18.84 mm | 165.00 contracts | 1.00 | Equity derivative | N/A | Hong Kong |
U.S. TREASURY INFLATION-PROTECTED SECURITIES 0-5/8% 07/15/2032 | 18.79 mm | 20.50 mm principal | 1.00 | Debt | Long | USA |
TOPIX INDX FUTR DEC23 PHYSICAL INDEX FUTURE. | 18.53 mm | 119.00 contracts | 0.98 | Equity derivative | N/A | Japan |
BRENT CRUDE FUTR JAN24 PHYSICAL COMMODITY FUTURE. | 18.34 mm | 203.00 contracts | 0.97 | Commodity derivative | N/A | UK |
OMXS30 IND FUTURE OCT23 PHYSICAL INDEX FUTURE. | 17.89 mm | 900.00 contracts | 0.95 | Equity derivative | N/A | Sweden |
US 2YR NOTE (CBT) DEC23 FINANCIAL COMMODITY FUTURE. | 17.64 mm | 87.00 contracts | 0.94 | Interest rate derivative | N/A | USA |
GOLD 100 OZ FUTR DEC23 PHYSICAL COMMODITY FUTURE. | 16.24 mm | 87.00 contracts | 0.86 | Commodity derivative | N/A | USA |
FTSE/MIB IDX FUT DEC23 PHYSICAL INDEX FUTURE. | 16.02 mm | 107.00 contracts | 0.85 | Equity derivative | N/A | Italy |
IFSC NIFTY 50 FUT OCT23 PHYSICAL INDEX FUTURE. | 15.53 mm | 394.00 contracts | 0.83 | Equity derivative | N/A | India |
EURO-BUXL 30Y BND DEC23 FINANCIAL COMMODITY FUTURE. | 15.42 mm | 119.00 contracts | 0.82 | Interest rate derivative | N/A | Germany |
FRENCH REPUBLIC GOVERNMENT BOND OAT .700000% 07/25/2030 | 14.49 mm | 11.60 mm principal | 0.77 | Debt | Long | France |
DAX INDEX FUTURE DEC23 PHYSICAL INDEX FUTURE. | 13.97 mm | 34.00 contracts | 0.74 | Equity derivative | N/A | Germany |
IBEX 35 INDX FUTR OCT23 PHYSICAL INDEX FUTURE. | 13.89 mm | 139.00 contracts | 0.74 | Equity derivative | N/A | Spain |
SUGAR #11 (WORLD) MAR24 PHYSICAL COMMODITY FUTURE. | 13.85 mm | 467.00 contracts | 0.74 | Commodity derivative | N/A | USA |
WTI CRUDE FUTURE NOV23 PHYSICAL COMMODITY FUTURE. | 13.71 mm | 151.00 contracts | 0.73 | Commodity derivative | N/A | USA |
EURO-BTP FUTURE DEC23 FINANCIAL COMMODITY FUTURE. | 13.71 mm | 118.00 contracts | 0.73 | Interest rate derivative | N/A | Germany |
U.S. TREASURY INFLATION-PROTECTED SECURITIES 0-1/8% 07/15/2031 | 13.56 mm | 14.00 mm principal | 0.72 | Debt | Long | USA |
KOSPI2 INX FUT DEC23 PHYSICAL INDEX FUTURE. | 13.35 mm | 219.00 contracts | 0.71 | Equity derivative | N/A | Korea, Republic of |
iSHARES INC | 13.30 mm | 130.33 k shares | 0.71 | Common equity | Long | USA |
LME COPPER FUTURE DEC23 PHYSICAL COMMODITY FUTURE. | 12.61 mm | 61.00 contracts | 0.67 | Commodity derivative | N/A | UK |
FTSE TAIWAN INDEX OCT23 PHYSICAL INDEX FUTURE. | 12.48 mm | 219.00 contracts | 0.66 | Equity derivative | N/A | Singapore |
AUST 3YR BOND FUT DEC23 FINANCIAL COMMODITY FUTURE. | 11.56 mm | 170.00 contracts | 0.61 | Long | Australia | |
WTI CRUDE FUTURE DEC23 PHYSICAL COMMODITY FUTURE. | 11.54 mm | 130.00 contracts | 0.61 | Commodity derivative | N/A | USA |
US ULTRA BOND CBT DEC23 FINANCIAL COMMODITY FUTURE. | 11.16 mm | 94.00 contracts | 0.59 | Interest rate derivative | N/A | USA |
U.S. TREASURY INFLATION-PROTECTED SECURITIES 0-1/8% 01/15/2031 | 11.04 mm | 11.00 mm principal | 0.59 | Debt | Long | USA |
LIVE CATTLE FUTR DEC23 PHYSICAL COMMODITY FUTURE. | 10.22 mm | 136.00 contracts | 0.54 | Commodity derivative | N/A | USA |
TREASURY BILL 0.000000% 01/25/2024 | 10.20 mm | 10.38 mm principal | 0.54 | Debt | Long | USA |
FRANCE OATI/L 0.10% 07/25/2031 | 10.02 mm | 8.60 mm principal | 0.53 | Debt | Long | France |
U.K. GILT STOCK - INFLATION LINKED 1 1/4% 11/22/2032 | 9.82 mm | 4.40 mm principal | 0.52 | Debt | Long | UK |
UK TSY I/L GILT 0.125% 08/10/2028 | 9.66 mm | 6.00 mm principal | 0.51 | Debt | Long | UK |
TREASURY BILL 0.000000% 03/21/2024 | 9.53 mm | 9.78 mm principal | 0.51 | Debt | Long | USA |
SPI 200 FUTURES DEC23 PHYSICAL INDEX FUTURE. | 9.38 mm | 82.00 contracts | 0.50 | Equity derivative | N/A | Australia |
SOYBEAN FUTURE NOV23 PHYSICAL COMMODITY FUTURE. | 9.12 mm | 143.00 contracts | 0.48 | Commodity derivative | N/A | USA |
SOYBEAN MEAL FUTR DEC23 PHYSICAL COMMODITY FUTURE. | 9.07 mm | 238.00 contracts | 0.48 | Commodity derivative | N/A | USA |
TREASURY BILL 0.000000% 03/28/2024 | 8.97 mm | 9.21 mm principal | 0.48 | Debt | Long | USA |
U.S. TREASURY INFLATION-PROTECTED SECURITIES 1-5/8% 10/15/27 | 8.92 mm | 8.90 mm principal | 0.47 | Debt | Long | USA |
U.S. TREASURY INFLATION-PROTECTED SECURITIES 0-1/2% 01/15/2028 | 8.79 mm | 7.70 mm principal | 0.47 | Debt | Long | USA |
U.S. TREASURY INFLATION-PROTECTED SECURITIES 1.250 04/15/2028 | 8.72 mm | 9.00 mm principal | 0.46 | Debt | Long | USA |
U.K. GILT STOCK - INFLATION LINKED 0.125% 03/22/2029 | 8.66 mm | 4.60 mm principal | 0.46 | Debt | Long | UK |
U.K. GILT STOCK - INFLATION LINKED 0.75% 03/22/2034 | 8.66 mm | 4.40 mm principal | 0.46 | Debt | Long | UK |
UK TSY I/L GILT 0.125% 08/10/2028 | 8.50 mm | 5.28 mm principal | 0.45 | Debt | Long | UK |
SILVER FUTURE DEC23 PHYSICAL COMMODITY FUTURE. | 8.42 mm | 75.00 contracts | 0.45 | Commodity derivative | N/A | USA |
HSCEI FUTURES OCT23 PHYSICAL INDEX FUTURE. | 7.93 mm | 201.00 contracts | 0.42 | Equity derivative | N/A | Hong Kong |
DEUTSCHLAND I/L BOND 0.10% 04/15/2033 | 7.83 mm | 6.50 mm principal | 0.42 | Debt | Long | Germany |
BRK: JP MORGAN REF: KOSPI 200 INDEX FUTURE DEC23
J.P. MORGAN SECURITIES
|
7.80 mm | 128.00 contracts | 0.41 | Equity derivative | N/A | Korea, Republic of |
EURO-BUXL 30Y BND DEC23 FINANCIAL COMMODITY FUTURE. | 7.77 mm | 60.00 contracts | 0.41 | Interest rate derivative | N/A | Germany |
CORN FUTURE DEC23 PHYSICAL COMMODITY FUTURE. | 7.41 mm | 311.00 contracts | 0.39 | Commodity derivative | N/A | USA |
CAC40 10 EURO FUT OCT23 PHYSICAL INDEX FUTURE. | 7.04 mm | 93.00 contracts | 0.37 | Equity derivative | N/A | France |
LME PRI ALUM FUTR DEC23 PHYSICAL COMMODITY FUTURE. | 6.41 mm | 109.00 contracts | 0.34 | Commodity derivative | N/A | UK |
SILVER FUTURE DEC23 PHYSICAL COMMODITY FUTURE. | 6.40 mm | 57.00 contracts | 0.34 | Commodity derivative | N/A | USA |
U.S. TREASURY INFLATION-PROTECTED SECURITIES 0.125% 01/15/2030 | 6.01 mm | 5.80 mm principal | 0.32 | Debt | Long | USA |
GASOLINE RBOB FUT DEC23 PHYSICAL COMMODITY FUTURE. | 5.92 mm | 60.00 contracts | 0.31 | Commodity derivative | N/A | USA |
LME ZINC FUTURE DEC23 PHYSICAL COMMODITY FUTURE. | 5.90 mm | 89.00 contracts | 0.31 | Commodity derivative | N/A | UK |
LIVE CATTLE FUTR DEC23 PHYSICAL COMMODITY FUTURE. | 5.86 mm | 78.00 contracts | 0.31 | Commodity derivative | N/A | USA |
NATURAL GAS FUTR JAN24 PHYSICAL COMMODITY FUTURE. | 5.74 mm | 161.00 contracts | 0.31 | Commodity derivative | N/A | USA |
U.S. TREASURY INFLATION-PROTECTED SECURITIES 0-3/4% 07/15/2028 | 5.67 mm | 5.00 mm principal | 0.30 | Debt | Long | USA |
U.S. TREASURY INFLATION-PROTECTED SECURITIES .125 07/15/2030 | 5.58 mm | 5.40 mm principal | 0.30 | Debt | Long | USA |
LME ZINC FUTURE DEC23 PHYSICAL COMMODITY FUTURE. | 5.37 mm | 81.00 contracts | 0.29 | Commodity derivative | N/A | UK |
UK TSY I/L GILT 0.125% 08/10/2031 | 5.15 mm | 3.40 mm principal | 0.27 | Debt | Long | UK |
DEUTSCHLAND I/L BOND 0.5% 04/15/2030 | 5.11 mm | 3.88 mm principal | 0.27 | Debt | Long | Germany |
TREASURY BILL 0.000000% 01/18/2024 | 4.92 mm | 5.00 mm principal | 0.26 | Debt | Long | USA |
U.S. TREASURY INFLATION-PROTECTED SECURITIES 0-1/8% 07/15/2031 | 4.84 mm | 5.00 mm principal | 0.26 | Debt | Long | USA |
UKTI 0 1/8 I/L GILT - SOVEREIGN (GB) 0.125% 08/10/2048 | 4.82 mm | 4.00 mm principal | 0.26 | Debt | Long | UK |
LOW SU GASOIL G DEC23 PHYSICAL COMMODITY FUTURE. | 4.82 mm | 52.00 contracts | 0.26 | Commodity derivative | N/A | UK |
U.S. TREASURY INFLATION-PROTECTED SECURITIES .25% 07/15/29 | 4.68 mm | 4.40 mm principal | 0.25 | Debt | Long | USA |
COPPER FUTURE DEC23 PHYSICAL COMMODITY FUTURE. | 4.58 mm | 49.00 contracts | 0.24 | Commodity derivative | N/A | USA |
COCOA FUTURE DEC23 PHYSICAL COMMODITY FUTURE. | 4.55 mm | 133.00 contracts | 0.24 | Commodity derivative | N/A | USA |
LOW SU GASOIL G NOV23 PHYSICAL COMMODITY FUTURE. | 4.25 mm | 44.00 contracts | 0.23 | Commodity derivative | N/A | UK |
SOYBEAN OIL FUTR DEC23 PHYSICAL COMMODITY FUTURE. | 4.22 mm | 126.00 contracts | 0.22 | Commodity derivative | N/A | USA |
NY HARB ULSD FUT NOV23 PHYSICAL COMMODITY FUTURE. | 4.16 mm | 30.00 contracts | 0.22 | Commodity derivative | N/A | USA |
FRENCH TREASURY NOTE 1.85% 07/25/2027 | 4.15 mm | 2.85 mm principal | 0.22 | Debt | Long | France |
HANG SENG IDX FUT OCT23 PHYSICAL INDEX FUTURE. | 4.11 mm | 36.00 contracts | 0.22 | Equity derivative | N/A | Hong Kong |
U.K. TSY GILT STOCK - INFLATION LINKED .125% 03/22/2058 | 4.08 mm | 3.50 mm principal | 0.22 | Debt | Long | UK |
FRENCH REPUBLIC GOVERNMENT BOND OAT .100000% 03/01/2026 | 4.08 mm | 3.50 mm principal | 0.22 | Debt | Long | France |
NY HARB ULSD FUT DEC23 PHYSICAL COMMODITY FUTURE. | 3.98 mm | 30.00 contracts | 0.21 | Commodity derivative | N/A | USA |
U.S. TREASURY INFLATION-PROTECTED SECURITIES 0-1/8% 04/15/2027 | 3.98 mm | 4.00 mm principal | 0.21 | Debt | Long | USA |
FRENCH REPUBLIC GOVERNMENT BOND OAT .700000% 07/25/2030 | 3.75 mm | 3.00 mm principal | 0.20 | Debt | Long | France |
LOW SU GASOIL G DEC23 PHYSICAL COMMODITY FUTURE. | 3.71 mm | 40.00 contracts | 0.20 | Commodity derivative | N/A | UK |
U.S. TREASURY INFLATION-PROTECTED SECURITIES 1.125% 01/15/2033 | 3.71 mm | 4.00 mm principal | 0.20 | Debt | Long | USA |
NY HARB ULSD FUT DEC23 PHYSICAL COMMODITY FUTURE. | 3.58 mm | 27.00 contracts | 0.19 | Commodity derivative | N/A | USA |
WTI CRUDE FUTURE DEC23 PHYSICAL COMMODITY FUTURE. | 3.37 mm | 38.00 contracts | 0.18 | Commodity derivative | N/A | USA |
LME NICKEL FUTURE DEC23 PHYSICAL COMMODITY FUTURE. | 3.36 mm | 30.00 contracts | 0.18 | Commodity derivative | N/A | UK |
LME PRI ALUM FUTR DEC23 PHYSICAL COMMODITY FUTURE. | 3.35 mm | 57.00 contracts | 0.18 | Commodity derivative | N/A | UK |
SUGAR #11 (WORLD) MAR24 PHYSICAL COMMODITY FUTURE. | 3.35 mm | 113.00 contracts | 0.18 | Commodity derivative | N/A | USA |
CORN FUTURE DEC23 PHYSICAL COMMODITY FUTURE. | 3.34 mm | 140.00 contracts | 0.18 | Commodity derivative | N/A | USA |
COFFEE 'C' FUTURE DEC23 PHYSICAL COMMODITY FUTURE. | 3.29 mm | 60.00 contracts | 0.17 | Commodity derivative | N/A | USA |
WHEAT FUTURE(CBT) DEC23 PHYSICAL COMMODITY FUTURE. | 3.25 mm | 120.00 contracts | 0.17 | Commodity derivative | N/A | USA |
GASOLINE RBOB FUT DEC23 PHYSICAL COMMODITY FUTURE. | 3.06 mm | 31.00 contracts | 0.16 | Commodity derivative | N/A | USA |
U.S. TREASURY INFLATION-PROTECTED SECURITIES 0-1/8% 01/15/2031 | 3.01 mm | 3.00 mm principal | 0.16 | Debt | Long | USA |
FRANCE OATI/L 0.10% 07/25/2031 | 2.91 mm | 2.50 mm principal | 0.15 | Debt | Long | France |
FRENCH REPUBLIC GOVERNMENT BOND OAT .100000% 03/01/2029 | 2.90 mm | 2.50 mm principal | 0.15 | Debt | Long | France |
LME LEAD FUTURE DEC23 PHYSICAL COMMODITY FUTURE. | 2.82 mm | 52.00 contracts | 0.15 | Commodity derivative | N/A | UK |
FRANCE (GOVT OF) 0.10% 03/01/2032 SERIES OATI | 2.81 mm | 2.50 mm principal | 0.15 | Debt | Long | France |
BUONI PELIENNALI DEL TES 0.40% 05/15/2030 SERIES CPI | 2.76 mm | 2.50 mm principal | 0.15 | Debt | Long | Italy |
UK TREASURY 2% 01/26/2035 | 2.72 mm | 932.00 k principal | 0.14 | Debt | Long | UK |
United States Treasury Inflation Indexed Bonds 1.000000% 02/15/2049 | 2.69 mm | 3.00 mm principal | 0.14 | Debt | Long | USA |
FTSE/JSE TOP 40 DEC23 PHYSICAL INDEX FUTURE. | 2.69 mm | 75.00 contracts | 0.14 | Equity derivative | N/A | South Africa |
UK TSY I/L GILT 0.125% 03/22/2026 SERIES 3MO | 2.62 mm | 1.50 mm principal | 0.14 | Debt | Long | UK |
SOYBEAN MEAL FUTR DEC23 PHYSICAL COMMODITY FUTURE. | 2.55 mm | 67.00 contracts | 0.14 | Commodity derivative | N/A | USA |
U.S. TREASURY INFLATION-PROTECTED SECURITIES 0-3/8% 07/15/2027 | 2.55 mm | 2.20 mm principal | 0.14 | Debt | Long | USA |
CATTLE FEEDER FUT NOV23 PHYSICAL COMMODITY FUTURE. | 2.55 mm | 20.00 contracts | 0.14 | Commodity derivative | N/A | USA |
U.S. TREASURY INFLATION-PROTECTED SECURITIES 0-1/4% 07/15/2024 | 2.51 mm | 2.00 mm principal | 0.13 | Debt | Long | USA |
U.S. TREASURY INFLATION-PROTECTED SECURITIES 0-3/8% 07/15/2025 | 2.47 mm | 2.00 mm principal | 0.13 | Debt | Long | USA |
EURO-SCHATZ FUT DEC23 FINANCIAL COMMODITY FUTURE. | 2.45 mm | 22.00 contracts | 0.13 | Interest rate derivative | N/A | Germany |
BRENT CRUDE FUTR JAN24 PHYSICAL COMMODITY FUTURE. | 2.44 mm | 27.00 contracts | 0.13 | Commodity derivative | N/A | UK |
FRENCH REPUBLIC GOVERNMENT BOND OAT .100000% 03/01/2028 | 2.41 mm | 2.00 mm principal | 0.13 | Debt | Long | France |
FRENCH TREASURY NOTE BUONI PELIENNALI DEL TES 1.25% 09/15/2032 SERIES CPI | 2.38 mm | 2.00 mm principal | 0.13 | Debt | Long | Italy |
COFFEE 'C' FUTURE DEC23 PHYSICAL COMMODITY FUTURE. | 2.36 mm | 43.00 contracts | 0.13 | Commodity derivative | N/A | USA |
U.S. TREASURY INFLATION-PROTECTED SECURITIES 0-3/8% 01/15/2027 | 2.35 mm | 2.00 mm principal | 0.13 | Debt | Long | USA |
U.S. TREASURY INFLATION-PROTECTED SECURITIES 0-1/2% 01/15/2028 | 2.28 mm | 2.00 mm principal | 0.12 | Debt | Long | USA |
U.S. TREASURY INFLATION-PROTECTED SECURITIES 0-3/4% 07/15/2028 | 2.27 mm | 2.00 mm principal | 0.12 | Debt | Long | USA |
COTTON NO.2 FUTR DEC23 PHYSICAL COMMODITY FUTURE. | 2.27 mm | 52.00 contracts | 0.12 | Commodity derivative | N/A | USA |
U.S. TREASURY INFLATION-PROTECTED SECURITIES 0.125% 10/15/2025 | 2.23 mm | 2.00 mm principal | 0.12 | Debt | Long | USA |
COTTON NO.2 FUTR DEC23 PHYSICAL COMMODITY FUTURE. | 2.22 mm | 51.00 contracts | 0.12 | Commodity derivative | N/A | USA |
U.S. TREASURY INFLATION-PROTECTED SECURITIES 0-1/8% 04/15/2026 | 2.18 mm | 2.00 mm principal | 0.12 | Debt | Long | USA |
U.K. GILT STOCK - INFLATION LINKED 0.75% 03/22/2034 | 2.16 mm | 1.10 mm principal | 0.12 | Debt | Long | UK |
NATURAL GAS FUTR DEC23 PHYSICAL COMMODITY FUTURE. | 2.15 mm | 65.00 contracts | 0.11 | Commodity derivative | N/A | USA |
BRK: BANK OF AMERICA REF: WIG 20 INDEX FUTURE SWAP - DEC23
MERRILL LYNCH, PIERCE, FENNER & SMITH
|
2.14 mm | 240.00 contracts | 0.11 | Equity derivative | N/A | Poland |
U.S. TREASURY INFLATION-PROTECTED SECURITIES .25% 07/15/29 | 2.13 mm | 2.00 mm principal | 0.11 | Debt | Long | USA |
BUONI POLIENNALI DEL TES 1.5% 05/15/2029 | 2.08 mm | 2.00 mm principal | 0.11 | Debt | Long | Italy |
UK TREASURY INDEX-LINKED 4.125% 07/22/2030 | 2.06 mm | 500.00 k principal | 0.11 | Debt | Long | UK |
SOYBEAN OIL FUTR DEC23 PHYSICAL COMMODITY FUTURE. | 2.04 mm | 61.00 contracts | 0.11 | Commodity derivative | N/A | USA |
BUONI PELIENNALI DEL TES 0.10% 05/15/2033 SERIES CPI | 1.92 mm | 2.00 mm principal | 0.10 | Debt | Long | Italy |
U.K. TSY GILT STOCK - INFLATION LINKED 1.25% 11/22/2055 | 1.82 mm | 800.00 k principal | 0.10 | Debt | Long | UK |
U.K. GILT STOCK - INFLATION LINKED 0 1/4% 03/22/2052 | 1.63 mm | 1.20 mm principal | 0.09 | Debt | Long | UK |
TREASURY BILL 0.000000% 02/01/2024 | 1.63 mm | 1.66 mm principal | 0.09 | Debt | Long | USA |
FX Forward Contract: USD/GBP SETTLE 2023-10-30
U.S. DOLLARS
|
1.58 mm | 1.00 contracts | 0.08 | DFE | N/A | USA |
UK TSY I/L STOCK UKTI 2.5 2.500% 07/17/2024 | 1.57 mm | 340.00 k principal | 0.08 | Debt | Long | UK |
SOYBEAN FUTURE NOV23 PHYSICAL COMMODITY FUTURE. | 1.53 mm | 24.00 contracts | 0.08 | Commodity derivative | N/A | USA |
FX Forward Contract: USD/EUR SETTLE 2023-10-30
U.S. DOLLARS
|
1.46 mm | 1.00 contracts | 0.08 | DFE | N/A | USA |
DEUTSCHLAND I/L BOND 0.10% 04/15/2046 | 1.45 mm | 1.21 mm principal | 0.08 | Debt | Long | Germany |
CATTLE FEEDER FUT JAN24 PHYSICAL COMMODITY FUTURE. | 1.42 mm | 11.00 contracts | 0.08 | Commodity derivative | N/A | USA |
United Kingdom Gilt Inflation Linked .125000% 03/22/2046 | 1.33 mm | 1.00 mm principal | 0.07 | Debt | Long | UK |
BUONI POLIENNALI DEL TES 2.35% 09/15/2024 | 1.32 mm | 1.00 mm principal | 0.07 | Debt | Long | Italy |
TREASURY BILL 0.000000% 01/25/2024 | 1.32 mm | 1.34 mm principal | 0.07 | Debt | Long | USA |
UK TSY I/L GILT 0.125% 03/22/2024 SERIES 3MO | 1.31 mm | 700.00 k principal | 0.07 | Debt | Long | UK |
U.S. TREASURY INFLATION-PROTECTED SECURITIES 0-5/8% 01/15/2024 | 1.30 mm | 1.00 mm principal | 0.07 | Debt | Long | USA |
DEUTSCHLAND I/L BOND 0.10% 04/15/2026 | 1.29 mm | 1.00 mm principal | 0.07 | Debt | Long | Germany |
U.S. TREASURY INFLATION-PROTECTED SECURITIES .875% 01/15/2029 | 1.24 mm | 1.10 mm principal | 0.07 | Debt | Long | USA |
U.S. TREASURY INFLATION-PROTECTED SECURITIES 0-1/8% 07/15/2026 | 1.19 mm | 1.00 mm principal | 0.06 | Debt | Long | USA |
DEUTSCHLAND I/L BOND 0.10% 04/15/2026 | 1.19 mm | 930.00 k principal | 0.06 | Debt | Long | Germany |
CATTLE FEEDER FUT JAN24 PHYSICAL COMMODITY FUTURE. | 1.16 mm | 9.00 contracts | 0.06 | Commodity derivative | N/A | USA |
FRENCH REPUBLIC GOVERNMENT BOND OAT .100000% 07/25/2047 | 1.16 mm | 1.20 mm principal | 0.06 | Debt | Long | France |
FRENCH TREASURY NOTE BUONI PELIENNALI DEL TES 2.35% 09/15/2035 SERIES CPI | 1.15 mm | 750.00 k principal | 0.06 | Debt | Long | Italy |
LEAN HOGS FUTURE DEC23 PHYSICAL COMMODITY FUTURE. | 1.12 mm | 39.00 contracts | 0.06 | Commodity derivative | N/A | USA |
BUONI POLIENNALI DEL TES 2.55% 09/15/2041 | 1.10 mm | 790.00 k principal | 0.06 | Debt | Long | Italy |
LEAN HOGS FUTURE DEC23 PHYSICAL COMMODITY FUTURE. | 1.09 mm | 38.00 contracts | 0.06 | Commodity derivative | N/A | USA |