Fund profile
Tickers
CSQAX, CSQIX
Fund manager
Total assets
$426.21 mm
Liabilities
$24.23 mm
Net assets
$401.98 mm
Number of holdings
194.00
194 Holdings
Security | $Holding | Balance | % of Fund | Category | Position | Country |
---|---|---|---|---|---|---|
State Street Institutional US Government Money Market Fund | 59.07 mm | 59.07 mm shares | 14.69 | Short-term investment vehicle | Long | USA |
United States Treasury Bill - WI Post Auction | 20.85 mm | 21.00 mm principal | 5.19 | Short-term investment vehicle | Long | USA |
U.S. Treasury Bills | 20.61 mm | 21.00 mm principal | 5.13 | Short-term investment vehicle | Long | USA |
U.S. Treasury Bills | 20.40 mm | 21.00 mm principal | 5.07 | Short-term investment vehicle | Long | USA |
U.S. Treasury Bills | 20.19 mm | 21.00 mm principal | 5.02 | Short-term investment vehicle | Long | USA |
State Street Navigator Securities Lending Government Money Market Portfolio | 17.35 mm | 17.35 mm shares | 4.32 | Short-term investment vehicle | Long | USA |
United States Cash Management Bill - Reopening | 12.96 mm | 13.00 mm principal | 3.22 | Short-term investment vehicle | Long | USA |
United States Treasury Bill - WI Post Auction | 12.86 mm | 13.00 mm principal | 3.20 | Short-term investment vehicle | Long | USA |
U.S. Treasury Bills | 12.80 mm | 13.00 mm principal | 3.19 | Short-term investment vehicle | Long | USA |
U.S. Treasury Bills | 12.71 mm | 13.00 mm principal | 3.16 | Short-term investment vehicle | Long | USA |
U.S. Treasury Bills | 12.67 mm | 13.00 mm principal | 3.15 | Short-term investment vehicle | Long | USA |
U.S. Treasury Bills | 12.59 mm | 13.00 mm principal | 3.13 | Short-term investment vehicle | Long | USA |
U.S. Treasury Bills | 12.54 mm | 13.00 mm principal | 3.12 | Short-term investment vehicle | Long | USA |
United States Treasury Bill- When Issued | 12.46 mm | 13.00 mm principal | 3.10 | Short-term investment vehicle | Long | USA |
BlackRock Fund Advisors | 7.35 mm | 62.53 k shares | 1.83 | Common equity | Long | USA |
SPY SPDR S&P 500 Etf Trust | 7.23 mm | 14.98 k shares | 1.80 | Common equity | Long | USA |
Select Sector SPDR Trust | 4.37 mm | 22.12 k shares | 1.09 | Common equity | Long | USA |
Select Sector SPDR Trust | 2.96 mm | 76.25 k shares | 0.74 | Common equity | Long | USA |
QQQ Invesco QQQ Trust, Series 1 | 2.93 mm | 7.02 k shares | 0.73 | Common equity | Long | USA |
AYX Alteryx Inc - Ordinary Shares | 2.83 mm | 59.69 k shares | 0.70 | Common equity | Long | USA |
BlackRock Fund Advisors | 2.83 mm | 54.95 k shares | 0.70 | Common equity | Long | USA |
Network International Holdings PLC
|
2.77 mm | 561.46 k shares | 0.69 | Common equity | Long | UK |
AXNX Axonics Inc | 2.76 mm | 40.66 k shares | 0.69 | Common equity | Long | USA |
CPE Callon Petroleum Co. | 2.58 mm | 80.21 k shares | 0.64 | Common equity | Long | USA |
PXD Pioneer Natural Resources Co. | 2.48 mm | 10.81 k shares | 0.62 | Common equity | Long | USA |
HES Hess Corporation | 2.36 mm | 16.76 k shares | 0.59 | Common equity | Long | USA |
KRTX Karuna Therapeutics Inc | 2.10 mm | 6.71 k shares | 0.52 | Common equity | Long | USA |
SPLK Splunk Inc | 1.75 mm | 11.44 k shares | 0.44 | Common equity | Long | USA |
ROVR Rover Group Inc - Ordinary Shares | 1.66 mm | 152.16 k shares | 0.41 | Common equity | Long | USA |
Textainer Group Holdings Ltd
|
1.66 mm | 33.52 k shares | 0.41 | Common equity | Long | Bermuda |
NWLI National Western Life Group Inc - Ordinary Shares | 1.65 mm | 3.40 k shares | 0.41 | Common equity | Long | USA |
SX5E DIVIDEND FUT DEC24 | 1.64 mm | 1.22 k contracts | 0.41 | Equity derivative | N/A | Germany |
SOVO Sovos Brands Inc | 1.60 mm | 72.50 k shares | 0.40 | Common equity | Long | USA |
ANSS Ansys Inc. - Registered Shares | 1.51 mm | 4.62 k shares | 0.38 | Common equity | Long | USA |
Select Sector SPDR Trust | 1.38 mm | 8.08 k shares | 0.34 | Common equity | Long | USA |
Capri Holdings Ltd
|
1.00 mm | 20.54 k shares | 0.25 | Common equity | Long | Virgin Islands (British) |
X United States Steel Corp. | 990.81 k | 21.07 k shares | 0.25 | Common equity | Long | USA |
IMGN Immunogen, Inc. | 985.39 k | 33.61 k shares | 0.25 | Common equity | Long | USA |
CERE Cerevel Therapeutics Holdings Inc | 880.53 k | 21.02 k shares | 0.22 | Common equity | Long | USA |
Long: EQS41110 TRS USD R E IBOXHY_JP_20231207_L2 / Short: EQS41110 TRS USD P V 00MSOFR 20 ROLL SOFRINDX | 783.68 k | 28.40 mm other units | 0.19 | Credit derivative | N/A | USA |
AMAM Ambrx Biopharma Inc. | 570.87 k | 20.54 k shares | 0.14 | Common equity | Long | USA |
SP SP Plus Corp | 507.32 k | 9.81 k shares | 0.13 | Common equity | Long | USA |
Long: EQS41319 TRS USD R E JPMZKRN2_JP_20240117_L1TRS / Short: EQS41319 TRS USD P F .00000 BULLET FIXED 0.0MMODITYTRS
JPMorgan Chase Bank NA
|
504.17 k | 19.88 mm other units | 0.13 | Equity derivative | N/A | USA |
State Street Institutional U.S. Government Money Market Fund | 423.76 k | 423.76 k shares | 0.11 | Short-term investment vehicle | Long | USA |
Long: EQS41310 TRS USD R E JMABSSPE_JP_20240117_L1TRS / Short: EQS41310 TRS USD P F .60000 BULLET FIXED 0.6MMODITYTRS | 335.90 k | 49.65 mm other units | 0.08 | Commodity derivative | N/A | USA |
Long: EQS41325 TRS USD R E BFXSMEUU_BC_20240119_L1TRS / Short: EQS41325 TRS USD P F .20000 BULLET FIXED 0.2MMODITYTRS
Barclays Capital, Inc.
|
299.23 k | 50.04 mm other units | 0.07 | Equity derivative | N/A | USA |
UniCredit SpA
|
280.09 k | 9.51 k shares | 0.07 | Common equity | Long | Italy |
Eurazeo SE
|
278.43 k | 3.25 k shares | 0.07 | Common equity | Long | France |
Pandora A/S
|
274.22 k | 1.87 k shares | 0.07 | Common equity | Long | Denmark |
Vivendi SE
|
273.56 k | 24.15 k shares | 0.07 | Common equity | Long | France |
InterContinental Hotels Group PLC
|
271.93 k | 2.86 k shares | 0.07 | Common equity | Long | UK |
Imperial Brands PLC
|
270.38 k | 11.21 k shares | 0.07 | Common equity | Long | UK |
Scout24 SE
|
269.54 k | 3.64 k shares | 0.07 | Common equity | Long | Germany |
CaixaBank SA
|
268.79 k | 62.72 k shares | 0.07 | Common equity | Long | Spain |
Swiss Life Holding AG
|
268.73 k | 372.00 shares | 0.07 | Common equity | Long | Switzerland |
Novartis AG
|
266.31 k | 2.56 k shares | 0.07 | Common equity | Long | Switzerland |
Carlsberg AS
|
266.05 k | 2.06 k shares | 0.07 | Common equity | Long | Denmark |
AP Moller - Maersk A/S
|
265.04 k | 143.00 shares | 0.07 | Common equity | Long | Denmark |
Telia Co AB
|
262.64 k | 101.11 k shares | 0.07 | Common equity | Long | Sweden |
IMO Imperial Oil Ltd. | 261.72 k | 4.51 k shares | 0.07 | Common equity | Long | Canada |
NatWest Group PLC
|
260.73 k | 91.94 k shares | 0.06 | Common equity | Long | UK |
Canadian Tire Corp Ltd
|
258.73 k | 2.42 k shares | 0.06 | Common equity | Long | Canada |
Sage Group PLC/The
|
258.36 k | 17.27 k shares | 0.06 | Common equity | Long | UK |
Repsol SA
|
257.90 k | 17.37 k shares | 0.06 | Common equity | Long | Spain |
Salmar ASA
|
257.16 k | 4.61 k shares | 0.06 | Common equity | Long | Norway |
BP PLC
|
254.93 k | 43.44 k shares | 0.06 | Common equity | Long | UK |
Tesco PLC
|
253.81 k | 69.70 k shares | 0.06 | Common equity | Long | UK |
Centrica PLC
|
253.17 k | 143.97 k shares | 0.06 | Common equity | Long | UK |
Holcim AG
|
252.86 k | 3.29 k shares | 0.06 | Common equity | Long | Switzerland |
Whitbread PLC
|
252.29 k | 5.54 k shares | 0.06 | Common equity | Long | UK |
Societe Generale SA
|
251.32 k | 9.73 k shares | 0.06 | Common equity | Long | France |
Koninklijke Ahold Delhaize NV
|
250.25 k | 8.85 k shares | 0.06 | Common equity | Long | Netherlands |
Groupe Bruxelles Lambert NV
|
250.01 k | 3.28 k shares | 0.06 | Common equity | Long | Belgium |
Brenntag SE
|
249.53 k | 2.81 k shares | 0.06 | Common equity | Long | Germany |
ABB Ltd
|
247.93 k | 5.83 k shares | 0.06 | Common equity | Long | Switzerland |
Siemens AG
|
247.42 k | 1.38 k shares | 0.06 | Common equity | Long | Germany |
TotalEnergies SE
|
247.34 k | 3.79 k shares | 0.06 | Common equity | Long | France |
Empire Co Ltd
|
246.14 k | 9.44 k shares | 0.06 | Common equity | Long | Canada |
Barclays PLC
|
245.88 k | 131.68 k shares | 0.06 | Common equity | Long | UK |
Shell PLC
|
245.30 k | 7.87 k shares | 0.06 | Common equity | Long | UK |
Eni SpA
|
243.95 k | 15.23 k shares | 0.06 | Common equity | Long | Italy |
Long: EQS41387 TRS USD R V 12MSOFR EQS41387_INT EQUITYTRS / Short: EQS41387 TRS USD P E EQS41387_RET EQUITYTRS
Merrill Lynch Pierce Fenner & Smith, Inc.
|
243.06 k | 18.86 mm other units | 0.06 | Equity derivative | N/A | USA |
abrdn plc
|
242.30 k | 113.34 k shares | 0.06 | Common equity | Long | UK |
US LONG BOND(CBT) MAR24 | 241.91 k | 168.00 contracts | 0.06 | Interest rate derivative | N/A | USA |
Burberry Group PLC
|
236.69 k | 14.30 k shares | 0.06 | Common equity | Long | UK |
Equinor ASA
|
234.24 k | 8.14 k shares | 0.06 | Common equity | Long | Norway |
Standard Chartered PLC
|
230.68 k | 30.38 k shares | 0.06 | Common equity | Long | UK |
Lloyds Banking Group PLC
|
228.62 k | 424.42 k shares | 0.06 | Common equity | Long | UK |
Glencore PLC
|
228.04 k | 42.89 k shares | 0.06 | Common equity | Long | Jersey |
DOOO BRP Inc | 227.97 k | 3.59 k shares | 0.06 | Common equity | Long | Canada |
NIKKEI 225 (OSE) MAR24 | 199.44 k | 9.00 contracts | 0.05 | Equity derivative | N/A | Japan |
Long: EQS41354 TRS USD R E GSISEVWT_GS_20240122_L1 / Short: EQS41354 TRS USD P F .40000 BULLET SWAP/PAY .40 FIXED
Goldman Sachs & Co. LLC
|
159.28 k | 29.97 mm other units | 0.04 | Equity derivative | N/A | USA |
Long: EQS41351 TRS USD R E AMZIX_BA_20240122_L1RS / Short: EQS41351 TRS USD P V 00MSOFR 25 ROLL SOFRRATE + 54BPS
Merrill Lynch Pierce Fenner & Smith, Inc.
|
158.56 k | 37.84 mm other units | 0.04 | Equity derivative | N/A | USA |
Long: EQS41359 TRS USD R E SGIXEVR2_SG_20240122_L1TRS / Short: EQS41359 TRS USD P F .25000 BULLET FIXED 0.25MODITYTRS
Societe Generale SA
|
119.28 k | 51.05 mm other units | 0.03 | Equity derivative | N/A | UK |
LME PRI ALUM FUTR MAR24 | 109.55 k | 98.00 contracts | 0.03 | Commodity derivative | N/A | UK |
Long: EQS41274 TRS USD R V 12MSOFR 10 ROLL SOFRRATE - 10BPS / Short: EQS41274 TRS USD P E APAUS1_CI_20240110_S1
Citibank NA
|
102.62 k | 2.72 mm other units | 0.03 | Equity derivative | N/A | USA |
US 5YR NOTE (CBT) MAR24 | 88.87 k | 186.00 contracts | 0.02 | Interest rate derivative | N/A | USA |
Long: EQS41337 TRS USD R E BNPIBWGD_BN_20240119_L1TRS / Short: EQS41337 TRS USD P F .50000 BULLET FIXED 0.5MMODITYTRS | 82.86 k | 9.91 mm other units | 0.02 | Commodity derivative | N/A | USA |
10YR MINI JGB FUT MAR24 | 69.24 k | -307.00 contracts | 0.02 | Interest rate derivative | N/A | Singapore |
E-MINI RUSS 2000 MAR24 | 63.54 k | -83.00 contracts | 0.02 | Equity derivative | N/A | USA |
LME NICKEL FUTURE MAR24 | 63.44 k | -23.00 contracts | 0.02 | Commodity derivative | N/A | UK |
HANG SENG IDX FUT FEB24 | 47.55 k | -10.00 contracts | 0.01 | Equity derivative | N/A | Hong Kong |
Long: EQS41363 TRS USD R E ABGSCOT3_GS_20240122_L1TRS / Short: EQS41363 TRS USD P F .00000 BULLET FIXED 0.0MMODITYTRS | 46.27 k | 49.41 mm other units | 0.01 | Commodity derivative | N/A | USA |
US 2YR NOTE (CBT) MAR24 | 39.67 k | 98.00 contracts | 0.01 | Interest rate derivative | N/A | USA |
Long: EQS41368 TRS USD R E GSVIUS31_GS_20240122_L1 / Short: EQS41368 TRS USD P F .00000 BULLET FIXED 0.0
Goldman Sachs & Co. LLC
|
36.35 k | 48.65 mm other units | 0.01 | Equity derivative | N/A | USA |
Long: EQS41306 TRS USD R E JPEICORE_JP_20240117_L1 / Short: EQS41306 TRS USD P V 00MSOFR BULLET SOFRINDX + 75BPS
JPMorgan Chase Bank NA
|
32.38 k | 27.80 mm other units | 0.01 | Equity derivative | N/A | USA |
Long: EQS41323 TRS USD R E BCCFHI2P_BC_20240119_L1TRS / Short: EQS41323 TRS USD P F .15000 BULLET FIXED 0.15MODITYTRS | 30.78 k | 49.60 mm other units | 0.01 | Commodity derivative | N/A | USA |
SX5E DIVIDEND FUT DEC25 | 28.59 k | 110.00 contracts | 0.01 | Equity derivative | N/A | Germany |
Long: EQS41357 TRS USD R E GSVIVV75_GS_20240122_L1TRS / Short: EQS41357 TRS USD P F .00000 BULLET FIXED 0.0MMODITYTRS
Goldman Sachs & Co. LLC
|
28.15 k | 28.77 mm other units | 0.01 | Equity derivative | N/A | USA |
BP CURRENCY FUT MAR24 | 23.95 k | 49.00 contracts | 0.01 | DFE | N/A | USA |
Long: EQS41372 TRS USD R V 12MSOFR 10 ROLL SOFRRATE - 10BPS / Short: EQS41372 TRS USD P E SNPSUS_CI_20240124_S1
Citibank NA
|
22.84 k | 873.00 k other units | 0.01 | Equity derivative | N/A | USA |
LME LEAD FUTURE MAR24 | 17.98 k | 24.00 contracts | 0.00 | Commodity derivative | N/A | UK |
Long: EQS40957 TRS USD R V 00MEOFR 10 ROLL SOFRRATE - 10BPS / Short: EQS40957 TRS USD P E VWO_CI_20231031_S1
Morgan Stanley
|
16.72 k | 1.63 mm other units | 0.00 | Equity derivative | N/A | USA |
Long: EQS40956 TRS USD R E PXH_CI_20231031_L1YTRS / Short: EQS40956 TRS USD P V 00MSOFR 10 ROLL SOFRRATE + 35BPS
Morgan Stanley
|
13.83 k | 1.60 mm other units | 0.00 | Equity derivative | N/A | USA |
Long: EQS40266 TRS USD R V 00MEOFR EQS40266_INT EQUITYTRS / Short: EQS40266 TRS USD P E EQS40266_RET EQUITYTRS
Citibank NA
|
13.45 k | 1.31 mm other units | 0.00 | Equity derivative | N/A | USA |
Long: EQS40265 TRS USD R E PXH_CI_20230718_L1YTRS / Short: EQS40265 TRS USD P V 00MSOFR 10 ROLL SOFRRATE + 35BPS
Citibank NA
|
11.02 k | 1.27 mm other units | 0.00 | Equity derivative | N/A | USA |
Long: EQS41334 TRS USD R V 00MEOFR 10 ROLL SOFRRATE - 10BPS / Short: EQS41334 TRS USD P E CHKUS1_CI_20240117_S1
Citibank NA
|
8.08 k | 2.64 mm other units | 0.00 | Equity derivative | N/A | USA |
Long: EQS40785 TRS USD R V 12MSOFR 10 ROLL SOFRRATE - 10BPS / Short: EQS40785 TRS USD P E VWO_CI_20231013_S1YTRS
Citibank NA
|
7.85 k | 766.48 k other units | 0.00 | Equity derivative | N/A | USA |
Long: EQS39297 TRS USD R V 12MSOFR RECEIVE SOFRRATE - 10BPS / Short: EQS39297 TRS USD P E VWO_CI_20230201_S1_CSLAF9
Citibank NA
|
7.79 k | 760.95 k other units | 0.00 | Equity derivative | N/A | USA |
Long: EQS39238 TRS USD R V 12MSOFR RECEIVE SOFRRATE - 10BPS / Short: EQS39238 TRS USD P E VWO_CI_20230125_S1_CSLAF9
Citibank NA
|
7.79 k | 760.95 k other units | 0.00 | Equity derivative | N/A | USA |
Long: EQS39281 TRS USD R V 12MSOFR RECEIVE SOFRRATE - 10BPS / Short: EQS39281 TRS USD P E VWO_CI_20230131_S1_CSLAF9
Citibank NA
|
7.79 k | 760.95 k other units | 0.00 | Equity derivative | N/A | USA |
Long: EQS39319 TRS USD R V 12MEOFR 10 ROLL SOFRRATE - 10BPS / Short: EQS39319 TRS USD P E VWO_CI_20230206_S1_CSLAF9
Citibank NA
|
7.79 k | 760.95 k other units | 0.00 | Equity derivative | N/A | USA |
Long: EQS39269 TRS USD R V 12MSOFR RECEIVE SOFRRATE - 10BPS / Short: EQS39269 TRS USD P E VWO_CI_20230130_S1_CSLAF9
Citibank NA
|
7.79 k | 760.95 k other units | 0.00 | Equity derivative | N/A | USA |
Long: EQS39259 TRS USD R V 12MSOFR RECEIVE SOFRRATE - 10BPS / Short: EQS39259 TRS USD P E VWO_CI_20230127_S1_CSLAF9
Citibank NA
|
7.79 k | 760.95 k other units | 0.00 | Equity derivative | N/A | USA |
Long: EQS39251 TRS USD R V 12MSOFR RECEIVE SOFRRATE - 10BPS / Short: EQS39251 TRS USD P E VWO_CI_20230126_S1_CSLAF9
Citibank NA
|
7.79 k | 760.95 k other units | 0.00 | Equity derivative | N/A | USA |
Long: EQS39313 TRS USD R V 12MSOFR RECEIVE SOFRRATE - 10BPS / Short: EQS39313 TRS USD P E VWO_CI_20230203_S1_CSLAF9
Citibank NA
|
7.79 k | 760.95 k other units | 0.00 | Equity derivative | N/A | USA |
Long: EQS39307 TRS USD R V 12MSOFR RECEIVE SOFRRATE - 10BPS / Short: EQS39307 TRS USD P E VWO_CI_20230202_S1_CSLAF9
Citibank NA
|
7.79 k | 760.95 k other units | 0.00 | Equity derivative | N/A | USA |
Long: EQS40784 TRS USD R E PXH_CI_20231013_L1YTRS / Short: EQS40784 TRS USD P V 12MSOFR 10 ROLL SOFRRATE + 35BPS
Citibank NA
|
7.47 k | 863.68 k other units | 0.00 | Equity derivative | N/A | USA |
Long: EQS39250 TRS USD R E PXH_CI_20230126_L1_CSLAF9 / Short: EQS39250 TRS USD P V 12MSOFR PAY SOFRRATE + 35BPS
Citibank NA
|
6.72 k | 777.42 k other units | 0.00 | Equity derivative | N/A | USA |
Long: EQS39312 TRS USD R E PXH_CI_20230203_L1_CSLAF9 / Short: EQS39312 TRS USD P V 12MSOFR PAY SOFRRATE + 35BPS
Citibank NA
|
6.72 k | 777.42 k other units | 0.00 | Equity derivative | N/A | USA |
Long: EQS39318 TRS USD R E PXH_CI_20230206_L1_CSLAF9 / Short: EQS39318 TRS USD P V 12MSOFR 10 ROLL SOFRRATE + 35BPS
Citibank NA
|
6.72 k | 777.42 k other units | 0.00 | Equity derivative | N/A | USA |
Long: EQS39237 TRS USD R E PXH_CI_20230125_L1_CSLAF9 / Short: EQS39237 TRS USD P V 12MSOFR PAY SOFRRATE + 35BPS
Citibank NA
|
6.72 k | 777.42 k other units | 0.00 | Equity derivative | N/A | USA |
Long: EQS39258 TRS USD R E PXH_CI_20230127_L1_CSLAF9 / Short: EQS39258 TRS USD P V 12MSOFR PAY SOFRRATE + 35BPS
Citibank NA
|
6.72 k | 777.42 k other units | 0.00 | Equity derivative | N/A | USA |
Long: EQS39306 TRS USD R E PXH_CI_20230202_L1_CSLAF9 / Short: EQS39306 TRS USD P V 12MSOFR PAY SOFRRATE + 35BPS
Citibank NA
|
6.72 k | 777.42 k other units | 0.00 | Equity derivative | N/A | USA |
Long: EQS39280 TRS USD R E PXH_CI_20230131_L1_CSLAF9 / Short: EQS39280 TRS USD P V 12MSOFR PAY SOFRRATE + 35BPS
Citibank NA
|
6.72 k | 777.42 k other units | 0.00 | Equity derivative | N/A | USA |
Long: EQS39268 TRS USD R E PXH_CI_20230130_L1_CSLAF9 / Short: EQS39268 TRS USD P V 12MSOFR PAY SOFRRATE + 35BPS
Citibank NA
|
6.72 k | 777.42 k other units | 0.00 | Equity derivative | N/A | USA |
Long: EQS39296 TRS USD R E PXH_CI_20230201_L1_CSLAF9 / Short: EQS39296 TRS USD P V 12MSOFR PAY SOFRRATE + 35BPS
Citibank NA
|
6.72 k | 777.42 k other units | 0.00 | Equity derivative | N/A | USA |
Long: EQS39222 TRS USD R E PXH_CI_20230124_L1_CSLAF9 / Short: EQS39222 TRS USD P V 12MSOFR PAY SOFRRATE + 35BPS
Citibank NA
|
6.40 k | 740.40 k other units | 0.00 | Equity derivative | N/A | USA |
JPN YEN CURR FUT MAR24 | 6.04 k | -26.00 contracts | 0.00 | DFE | N/A | USA |
Long: EQS41378 TRS USD R E CIEQCNX1_CI_20240124_L1TRS / Short: EQS41378 TRS USD P F .00000 BULLET FIXED 0COMMODITYTRS | 5.80 k | 2.56 mm other units | 0.00 | Commodity derivative | N/A | USA |
Long: EQS41324 TRS USD R E BAEIHWSP_BA_20240119_L1TRS / Short: EQS41324 TRS USD P F .00000 25 ROLL FIXED 0.0MODITYTRS
Merrill Lynch Pierce Fenner & Smith, Inc.
|
3.86 k | 40.21 mm other units | 0.00 | Equity derivative | N/A | USA |
Long: EQS39223 TRS USD R V 12MSOFR RECEIVE SOFRRATE - 10BPS / Short: EQS39223 TRS USD P E VWO_CI_20230124_S1_CSLAF9
Citibank NA
|
3.81 k | 372.47 k other units | 0.00 | Equity derivative | N/A | USA |
Long: EQS39083 TRS USD R V 12MSOFR RECEIVE SOFRRATE - 10BPS / Short: EQS39083 TRS USD P E VWO_CI_20230123_S1_CSLAF9
Citibank NA
|
3.31 k | 322.88 k other units | 0.00 | Equity derivative | N/A | USA |
Long: EQS41385 TRS USD R E EQS41385_RET EQUITYTRS / Short: EQS41385 TRS USD P V 12MSOFR EQS41385_INT EQUITYTRS
Merrill Lynch Pierce Fenner & Smith, Inc.
|
2.65 k | 17.00 mm other units | 0.00 | Equity derivative | N/A | USA |
Long: EQS41373 TRS USD R E TCNUS_CI_20240124_L1 / Short: EQS41373 TRS USD P V 12MSOFR 10 ROLL SOFRRATE + 35BPS
Citibank NA
|
2.27 k | 2.84 mm other units | 0.00 | Equity derivative | N/A | USA |
Long: EQS41360 TRS USD R E ABGSD005_GS_20240122_L1TRS / Short: EQS41360 TRS USD P F .00000 BULLET FIXED 0.0MMODITYTRS | 2.26 k | 50.27 mm other units | 0.00 | Commodity derivative | N/A | USA |
EURO FX CURR FUT MAR24 | 2.13 k | -11.00 contracts | 0.00 | DFE | N/A | USA |
Long: EQS41369 TRS USD R E SGIDTES_SG_20240122_L1YTRS / Short: EQS41369 TRS USD P F .30000 BULLET FIXED 0.3MMODITYTRS
Societe Generale SA
|
482.20 | 50.44 mm other units | 0.00 | Equity derivative | N/A | UK |
Long: EQS39097 TRS USD R E PXH_CI_20230123_L1_CSLAF9 / Short: EQS39097 TRS USD P V 12MSOFR PAY SOFRRATE + 35BPS
Citibank NA
|
177.28 | 20.51 k other units | 0.00 | Equity derivative | N/A | USA |
Long: EQS41371 TRS USD R E KAMNUS_CI_20240124_L1 / Short: EQS41371 TRS USD P V 12MSOFR 10 ROLL SOFRRATE + 35BPS
Citibank NA
|
-242.28 | 568.46 k other units | -0.00 | Equity derivative | N/A | USA |
Long: EQS41391 TRS USD R E GSISEVWT_GS_20240130_L1 / Short: EQS41391 TRS USD P F .40000 BULLET SWAP/PAY .40 FIXED
Goldman Sachs & Co. LLC
|
-1.91 k | 6.38 mm other units | -0.00 | Equity derivative | N/A | USA |
Long: EQS41381 TRS USD R F .00000 BULLET FIXED -0.03 / Short: EQS41381 TRS USD P E BCOMPR_GS_20240125_S1 | -3.57 k | 255.37 k other units | -0.00 | Commodity derivative | N/A | USA |
AUDUSD CRNCY FUT MAR24 | -4.04 k | -22.00 contracts | -0.00 | DFE | N/A | USA |
Long: EQS41377 TRS USD R F .00000 BULLET FIXED -0.03 / Short: EQS41377 TRS USD P E BCOMPR_GS_20240124_S1 | -6.29 k | 420.14 k other units | -0.00 | Commodity derivative | N/A | USA |
Long: EQS40958 TRS USD R V 00MEOFR 10 ROLL SOFRRATE - 10BPS / Short: EQS40958 TRS USD P E CVXUS_CI_20231031_S1
Citibank NA
|
-6.59 k | 324.98 k other units | -0.00 | Equity derivative | N/A | USA |
Long: EQS41340 TRS USD R F .00000 BULLET FIXED -0.04 / Short: EQS41340 TRS USD P E BCOMAG_GS_20240122_S1 | -6.69 k | 1.38 mm other units | -0.00 | Commodity derivative | N/A | USA |
LME ZINC FUTURE MAR24 | -7.98 k | 53.00 contracts | -0.00 | Commodity derivative | N/A | UK |
CAD CURRENCY FUT MAR24 | -12.82 k | -27.00 contracts | -0.00 | DFE | N/A | USA |
Long: EQS40959 TRS USD R V 00MEOFR 10 ROLL SOFRRATE - 10BPS / Short: EQS40959 TRS USD P E XOMUS_CI_20231031_S1
Citibank NA
|
-13.46 k | 322.52 k other units | -0.00 | Equity derivative | N/A | USA |
Long: EQS41342 TRS USD R F .00000 BULLET FIXED -0.06 / Short: EQS41342 TRS USD P E BCOMEN_BA_20240122_S1 | -14.27 k | 1.04 mm other units | -0.00 | Commodity derivative | N/A | USA |
Long: EQS41335 TRS USD R E JNPRUS_CI_20240117_L1S / Short: EQS41335 TRS USD P V 00MSOFR 10 ROLL SOFRRATE + 35BPS
Citibank NA
|
-15.93 k | 1.74 mm other units | -0.00 | Equity derivative | N/A | USA |
AUST 10Y BOND FUT MAR24 | -23.50 k | -41.00 contracts | -0.01 | Interest rate derivative | N/A | Australia |
Long: EQS41353 TRS USD R E CIEQCNX1_CI_20240122_L1TRS / Short: EQS41353 TRS USD P F .00000 BULLET FIXED 0COMMODITYTRS | -23.97 k | 32.79 mm other units | -0.01 | Commodity derivative | N/A | USA |
US 10YR NOTE (CBT)MAR24 | -33.42 k | 662.00 contracts | -0.01 | Interest rate derivative | N/A | USA |
CAN 10YR BOND FUT MAR24 | -34.15 k | 453.00 contracts | -0.01 | Interest rate derivative | N/A | Canada |
Long: EQS41336 TRS USD R E SWNUS_CI_20240117_L1RS / Short: EQS41336 TRS USD P V 00MSOFR 10 ROLL SOFRRATE + 35BPS
Citibank NA
|
-34.90 k | 2.57 mm other units | -0.01 | Equity derivative | N/A | USA |
Long: EQS40938 TRS USD R V 00MEOFR EQS40938_INT EQUITYTRS / Short: EQS40938 TRS USD P E EQS40938_RET EQUITYTRS
Citibank NA
|
-43.75 k | 2.16 mm other units | -0.01 | Equity derivative | N/A | USA |
Long: EQS41328 TRS USD R E BNPIPRXA_BN_20240119_L1TRS / Short: EQS41328 TRS USD P F .08000 BULLET FIXED 0.08MODITYTRS | -44.09 k | 50.21 mm other units | -0.01 | Commodity derivative | N/A | USA |
Long: EQS41344 TRS USD R F .00000 BULLET FIXED -0.03 / Short: EQS41344 TRS USD P E BCOMIN_GS_20240122_S1 | -44.60 k | 1.25 mm other units | -0.01 | Commodity derivative | N/A | USA |
LME NICKEL FUTURE MAR24 | -64.36 k | 23.00 contracts | -0.02 | Commodity derivative | N/A | UK |
FTSE 100 IDX FUT MAR24 | -68.29 k | -32.00 contracts | -0.02 | Equity derivative | N/A | UK |
Long: EQS41329 TRS USD R E BXIIMMEU_BC_20240119_L1TRS / Short: EQS41329 TRS USD P F .60000 BULLET FIXED 0.6MMODITYTRS
Barclays Capital, Inc.
|
-69.22 k | 49.67 mm other units | -0.02 | Equity derivative | N/A | USA |
Long: EQS41330 TRS USD R E BEFSCB18_BC_20240119_L1TRS / Short: EQS41330 TRS USD P F .00000 BULLET FIXED 0.0MMODITYTRS | -85.83 k | 50.37 mm other units | -0.02 | Commodity derivative | N/A | USA |
Long: EQS40831 TRS USD R V 12MSOFR 10 ROLL SOFRRATE - 10BPS / Short: EQS40831 TRS USD P E XOMUS_CI_20231018_S1
Citibank NA
|
-90.00 k | 2.16 mm other units | -0.02 | Equity derivative | N/A | USA |
LME LEAD FUTURE MAR24 | -92.60 k | -24.00 contracts | -0.02 | Commodity derivative | N/A | UK |
Long: EQS41386 TRS USD R E EQS41386_RET EQUITYTRS / Short: EQS41386 TRS USD P V 12MSOFR EQS41386_INT EQUITYTRS
Merrill Lynch Pierce Fenner & Smith, Inc.
|
-99.85 k | 19.00 mm other units | -0.02 | Equity derivative | N/A | USA |
S+P 500 INDEX | -115.52 k | -51.00 contracts | -0.03 | Equity derivative | N/A | USA |
Long: EQS41362 TRS USD R E SGICCODA_SG_20240122_L1TRS / Short: EQS41362 TRS USD P F .25000 BULLET FIXED 0.25MODITYTRS | -118.40 k | 50.12 mm other units | -0.03 | Commodity derivative | N/A | UK |
Long: EQS41312 TRS USD R E MSCBLTS0_MS_20240117_L1TRS / Short: EQS41312 TRS USD P F .25000 BULLET FIXED 0.25MODITYTRS
Morgan Stanley
|
-130.47 k | 50.65 mm other units | -0.03 | Equity derivative | N/A | USA |
Long: EQS41311 TRS USD R E MSCB2BEB_MS_20240117_L1TRS / Short: EQS41311 TRS USD P F .35000 BULLET FIXED 0.35MODITYTRS | -133.32 k | 50.78 mm other units | -0.03 | Commodity derivative | N/A | USA |
LME ZINC FUTURE MAR24 | -139.01 k | -53.00 contracts | -0.03 | Commodity derivative | N/A | UK |
Long: EQS41326 TRS USD R E BNPINMXA_BN_20240119_L1TRS / Short: EQS41326 TRS USD P F .30000 BULLET FIXED 0.3MMODITYTRS | -148.79 k | 21.70 mm other units | -0.04 | Commodity derivative | N/A | USA |
EURO STOXX 50 MAR24 | -161.40 k | -174.00 contracts | -0.04 | Equity derivative | N/A | Germany |
Long: EQS41313 TRS USD R E MSFILTC0_MS_20240117_L1TRS / Short: EQS41313 TRS USD P F .00000 BULLET FIXED 0.0MMODITYTRS
Morgan Stanley
|
-179.51 k | 50.57 mm other units | -0.04 | Equity derivative | N/A | USA |
Long: EQS41352 TRS USD R E MLCSTHMO_BA_20240122_L1 / Short: EQS41352 TRS USD P V 00MSOFR 25 ROLL SOFRRATE + 30BPS
Merrill Lynch Pierce Fenner & Smith, Inc.
|
-206.72 k | 32.38 mm other units | -0.05 | Equity derivative | N/A | USA |
Long: EQS41308 TRS USD R E JHLXH3US_JP_20240117_L1TRS / Short: EQS41308 TRS USD P F .60000 BULLET FIXED 0.6MMODITYTRS
JPMorgan Chase Bank NA
|
-232.02 k | 28.19 mm other units | -0.06 | Equity derivative | N/A | USA |
Long: EQS41309 TRS USD R E JCOPCF2_JP_20240117_L1YTRS / Short: EQS41309 TRS USD P F .80000 BULLET FIXEDT COMMODITYTRS | -243.79 k | 51.23 mm other units | -0.06 | Commodity derivative | N/A | USA |
EURO-BUND FUTURE MAR24 | -262.28 k | -144.00 contracts | -0.07 | Interest rate derivative | N/A | Germany |
LONG GILT FUTURE MAR24 | -282.32 k | -201.00 contracts | -0.07 | Interest rate derivative | N/A | UK |
LME PRI ALUM FUTR MAR24 | -322.36 k | -98.00 contracts | -0.08 | Commodity derivative | N/A | UK |
Long: EQS41361 TRS USD R E ABGSSA02_GS_20240122_L1TRS / Short: EQS41361 TRS USD P F .00000 BULLET FIXED 0.0MMODITYTRS | -352.96 k | 48.38 mm other units | -0.09 | Commodity derivative | N/A | USA |
Long: EQS41338 TRS EUR R E BNPIPLEE_BN_20240119_L1TRS / Short: EQS41338 TRS EUR P F .00000 BULLET FIXED 0.0MMODITYTRS
BNP Paribas SA
|
-575.26 k | 46.13 mm other units | -0.14 | Equity derivative | N/A | USA |
S+P500 EMINI FUT MAR24 | -823.79 k | -163.00 contracts | -0.20 | Equity derivative | N/A | USA |
Long: EQS41367 TRS USD R E GSISM112_GS_20240122_L1 / Short: EQS41367 TRS USD P F .00000 BULLET FIXED -0.6
Goldman Sachs & Co. LLC
|
-987.50 k | 44.53 mm other units | -0.25 | Equity derivative | N/A | USA |