Fund profile
Fund manager
Total assets
$1.13 bn
Liabilities
$9.00 mm
Net assets
$1.12 bn
Number of holdings
102.00
102 Holdings
Security | $Holding | Balance | % of Fund | Category | Position | Country |
---|---|---|---|---|---|---|
INVESCO USD LIQ AGENCY | 184.98 mm | 184.98 mm shares | 16.53 | Short-term investment vehicle | Long | Ireland |
Invesco Government & Agency Portfolio | 46.99 mm | 46.99 mm shares | 4.20 | Short-term investment vehicle | Long | USA |
United States Treasury Floating Rate Note | 30.68 mm | 30.70 mm principal | 2.74 | Debt | Long | USA |
STIT TREASURY PORTFOLIO INVESC | 30.56 mm | 30.56 mm shares | 2.73 | Short-term investment vehicle | Long | USA |
Pfizer Inc | 29.88 mm | 30.00 mm principal | 2.67 | Short-term investment vehicle | Long | USA |
Microsoft Corp | 29.45 mm | 29.50 mm principal | 2.63 | Short-term investment vehicle | Long | USA |
United States Treasury Floating Rate Note | 29.38 mm | 29.40 mm principal | 2.62 | Debt | Long | USA |
Nationwide Building Society | 28.95 mm | 29.00 mm principal | 2.59 | Short-term investment vehicle | Long | UK |
CDP Financial Inc | 25.52 mm | 26.00 mm principal | 2.28 | Short-term investment vehicle | Long | Canada |
Korea Development Bank/New York NY | 25.31 mm | 25.30 mm principal | 2.26 | Short-term investment vehicle | Long | Korea, Republic of |
Unilever Capital Corp | 24.93 mm | 25.00 mm principal | 2.23 | Short-term investment vehicle | Long | USA |
United States Cash Management Bill - Reopening | 24.22 mm | 24.30 mm principal | 2.16 | Short-term investment vehicle | Long | USA |
Pacific Life Short Term Funding LLC | 22.94 mm | 23.04 mm principal | 2.05 | Short-term investment vehicle | Long | USA |
Banque et Caisse d'Epargne de l'Etat | 22.16 mm | 22.50 mm principal | 1.98 | Short-term investment vehicle | Long | Luxembourg |
Caisse d'Amortissement de la Dette Sociale | 21.89 mm | 22.00 mm principal | 1.96 | Short-term investment vehicle | Long | France |
Oversea-Chinese Banking Corp Ltd/New York | 20.01 mm | 20.00 mm principal | 1.79 | Short-term investment vehicle | Long | Singapore |
Dexia Credit Local SA | 19.90 mm | 20.00 mm principal | 1.78 | Short-term investment vehicle | Long | France |
Altoona-Blair County Development Corp | 17.85 mm | 17.85 mm principal | 1.59 | Debt | Long | USA |
Eli Lilly & Co | 16.95 mm | 17.00 mm principal | 1.51 | Short-term investment vehicle | Long | USA |
MUFG Bank Ltd/New York NY | 15.50 mm | 15.50 mm principal | 1.38 | Short-term investment vehicle | Long | Japan |
Caterpillar Financial Services Corp | 15.47 mm | 15.50 mm principal | 1.38 | Short-term investment vehicle | Long | USA |
LMA-Americas LLC | 15.37 mm | 15.60 mm principal | 1.37 | Short-term investment vehicle | Long | USA |
MUFG Bank Ltd/New York NY | 15.01 mm | 15.00 mm principal | 1.34 | Short-term investment vehicle | Long | Japan |
Lexington Parker Capital Co LLC | 15.00 mm | 15.00 mm principal | 1.34 | Short-term investment vehicle | Long | USA |
Anglesea Funding LLC | 15.00 mm | 15.00 mm principal | 1.34 | Short-term investment vehicle | Long | USA |
Siemens Capital Co LLC | 14.99 mm | 15.00 mm principal | 1.34 | Short-term investment vehicle | Long | USA |
Siemens Capital Co LLC | 14.87 mm | 15.00 mm principal | 1.33 | Short-term investment vehicle | Long | USA |
Ridgefield Funding Co LLC | 14.68 mm | 15.00 mm principal | 1.31 | Short-term investment vehicle | Long | USA |
Export Development Canada | 14.68 mm | 15.00 mm principal | 1.31 | Short-term investment vehicle | Long | Canada |
Toyota Motor Credit Corp | 14.46 mm | 14.50 mm principal | 1.29 | Short-term investment vehicle | Long | USA |
Versailles Commercial Paper LLC | 14.00 mm | 14.00 mm principal | 1.25 | Short-term investment vehicle | Long | USA |
Export Development Canada | 13.78 mm | 13.80 mm principal | 1.23 | Short-term investment vehicle | Long | Canada |
LVMH Moet Hennessy Louis Vuitton Inc | 12.59 mm | 13.00 mm principal | 1.12 | Short-term investment vehicle | Long | USA |
BARCLAYS BK PLC | 12.42 mm | 12.50 mm principal | 1.11 | Short-term investment vehicle | Long | USA |
Caisse des Depots et Consignations | 10.45 mm | 10.50 mm principal | 0.93 | Short-term investment vehicle | Long | USA |
BNG Bank NV | 10.39 mm | 10.50 mm principal | 0.93 | Short-term investment vehicle | Long | USA |
Mizuho Bank Ltd/New York NY | 10.00 mm | 10.00 mm principal | 0.89 | Short-term investment vehicle | Long | Japan |
Svenska Handelsbanken/New York NY | 10.00 mm | 10.00 mm principal | 0.89 | Short-term investment vehicle | Long | Sweden |
Santander UK PLC | 9.99 mm | 10.00 mm principal | 0.89 | Short-term investment vehicle | Long | UK |
FMS Wertmanagement | 9.97 mm | 10.00 mm principal | 0.89 | Short-term investment vehicle | Long | USA |
Nestle Finance International Ltd | 9.97 mm | 10.00 mm principal | 0.89 | Short-term investment vehicle | Long | USA |
PACCAR Financial Corp | 9.95 mm | 10.00 mm principal | 0.89 | Short-term investment vehicle | Long | USA |
Fairway Finance Co LLC | 9.88 mm | 10.00 mm principal | 0.88 | Short-term investment vehicle | Long | USA |
Dexia Credit Local SA | 9.81 mm | 10.00 mm principal | 0.88 | Short-term investment vehicle | Long | France |
NEW YORK ST HSG FIN AGY REVENUE | 9.70 mm | 9.70 mm principal | 0.87 | Debt | Long | USA |
THUNDER BAY FNDNG LLC | 9.58 mm | 10.00 mm principal | 0.86 | Short-term investment vehicle | Long | USA |
Honeywell International Inc | 8.49 mm | 8.50 mm principal | 0.76 | Short-term investment vehicle | Long | USA |
Nestle Finance International Ltd | 8.03 mm | 8.04 mm principal | 0.72 | Short-term investment vehicle | Long | USA |
JP Morgan Securities LLC | 8.02 mm | 8.00 mm principal | 0.72 | Short-term investment vehicle | Long | USA |
Britannia Funding Co LLC | 7.92 mm | 8.00 mm principal | 0.71 | Short-term investment vehicle | Long | USA |
SUMITOMO MITSUI TR BK LTD NY B | 7.50 mm | 7.50 mm principal | 0.67 | Short-term investment vehicle | Long | Japan |
TORONTO DOMINION BK | 7.22 mm | 7.20 mm principal | 0.64 | Short-term investment vehicle | Long | Canada |
Eli Lilly & Co | 6.96 mm | 7.00 mm principal | 0.62 | Short-term investment vehicle | Long | USA |
Cancara Asset Securitisation LLC | 6.94 mm | 7.00 mm principal | 0.62 | Short-term investment vehicle | Long | USA |
Pacific Life Short Term Funding LLC | 6.49 mm | 6.50 mm principal | 0.58 | Short-term investment vehicle | Long | USA |
AUST 10Y BOND FUT MAR24 | 6.41 mm | 2.99 k contracts | 0.57 | Interest rate derivative | N/A | Australia |
Manhattan Asset Funding Co LLC | 5.41 mm | 5.50 mm principal | 0.48 | Short-term investment vehicle | Long | USA |
CITIBANK NA N Y BRH INSTL | 5.02 mm | 5.00 mm principal | 0.45 | Short-term investment vehicle | Long | USA |
Caterpillar Financial Services Corp | 5.01 mm | 5.00 mm principal | 0.45 | Debt | Long | USA |
LVMH Moet Hennessy Louis Vuitton SE | 4.99 mm | 5.00 mm principal | 0.45 | Short-term investment vehicle | Long | France |
EURO-BUND FUTURE MAR24 | 4.68 mm | 1.41 k contracts | 0.42 | Interest rate derivative | N/A | Germany |
E-MINI RUSS 2000 MAR24 | 3.65 mm | 503.00 contracts | 0.33 | Equity derivative | N/A | USA |
MSCI EMGMKT MAR24 | 3.56 mm | 1.56 k contracts | 0.32 | Equity derivative | N/A | USA |
Banque et Caisse d'Epargne de l'Etat | 3.36 mm | 3.38 mm principal | 0.30 | Short-term investment vehicle | Long | Luxembourg |
LONG GILT FUTURE MAR24 | 3.22 mm | 367.00 contracts | 0.29 | Interest rate derivative | N/A | UK |
JPN 10Y BOND(OSE) MAR24 | 2.68 mm | 253.00 contracts | 0.24 | Interest rate derivative | N/A | Japan |
S+P500 EMINI FUT MAR24 | 1.38 mm | 173.00 contracts | 0.12 | Equity derivative | N/A | USA |
FTSE 100 IDX FUT MAR24 | 1.07 mm | 472.00 contracts | 0.10 | Equity derivative | N/A | UK |
Long: GOE143764 TRS USD R E RET COMMODITYTRS / Short: GOE143764 TRS USD P F .30000 INT COMMODITYTRS | 687.32 k | 16.05 mm other units | 0.06 | Commodity derivative | N/A | USA |
CAN 10YR BOND FUT MAR24 | 662.07 k | 155.00 contracts | 0.06 | Interest rate derivative | N/A | Canada |
Long: GOE134418 TRS USD R E RET COMMODITYTRS / Short: GOE134418 TRS USD P F .27000 INT COMMODITYTRS | 386.47 k | 21.63 mm other units | 0.03 | Commodity derivative | N/A | USA |
Long: GOE143853 TRS USD R E RET COMMODITYTRS / Short: GOE143853 TRS USD P F .20000 INT COMMODITYTRS | 367.29 k | 4.93 mm other units | 0.03 | Commodity derivative | N/A | USA |
Long: GOE152346 TRS USD R E RET COMMODITYTRS / Short: GOE152346 TRS USD P F .18000 INT COMMODITYTRS | 300.86 k | 5.30 mm other units | 0.03 | Commodity derivative | N/A | Canada |
GASOLINE RBOB FUT FEB24 | 226.68 k | 239.00 contracts | 0.02 | Commodity derivative | N/A | USA |
Long: GOE135348 TRS USD R E RET COMMODITYTRS / Short: GOE135348 TRS USD P F .28000 INT COMMODITYTRS | 144.05 k | 8.01 mm other units | 0.01 | Commodity derivative | N/A | Canada |
Long: GOE135379 TRS USD R E RET COMMODITYTRS / Short: GOE135379 TRS USD P F .18000 INT COMMODITYTRS | 115.98 k | 6.45 mm other units | 0.01 | Commodity derivative | N/A | USA |
Long: GOE143294 TRS USD R E RET COMMODITYTRS / Short: GOE143294 TRS USD P F .12000 INT COMMODITYTRS | 101.52 k | 14.31 mm other units | 0.01 | Commodity derivative | N/A | USA |
Long: GOE150232 TRS USD R E RET COMMODITYTRS / Short: GOE150232 TRS USD P F .09000 INT COMMODITYTRS | 20.43 k | 15.65 mm other units | 0.00 | Commodity derivative | N/A | USA |
Long: GOE150653 TRS USD R E RET COMMODITYTRS / Short: GOE150653 TRS USD P F .21000 INT COMMODITYTRS | 20.15 k | 602.47 k other units | 0.00 | Commodity derivative | N/A | USA |
Long: GOE142827 TRS USD R E RET COMMODITYTRS / Short: GOE142827 TRS USD P F .17000 INT COMMODITYTRS | 3.46 k | 10.17 mm other units | 0.00 | Commodity derivative | N/A | UK |
Long: GOE152377 TRS USD R E RET COMMODITYTRS / Short: GOE152377 TRS USD P F .22000 INT COMMODITYTRS | 2.57 k | 364.12 k other units | 0.00 | Commodity derivative | N/A | USA |
Long: GOE134496 TRS USD R E RET COMMODITYTRS / Short: GOE134496 TRS USD P F .30000 INT COMMODITYTRS | -31.89 k | 14.98 mm other units | -0.00 | Commodity derivative | N/A | USA |
Long: GOE135376 TRS USD R E RET COMMODITYTRS / Short: GOE135376 TRS USD P F .12000 INT COMMODITYTRS | -35.11 k | 1.74 mm other units | -0.00 | Commodity derivative | N/A | USA |
Long: GOE135373 TRS USD R E RET COMMODITYTRS / Short: GOE135373 TRS USD P F .24000 INT COMMODITYTRS | -61.40 k | 6.58 mm other units | -0.01 | Commodity derivative | N/A | USA |
Long: GOE135335 TRS USD R E RET COMMODITYTRS / Short: GOE135335 TRS USD P F .28000 INT COMMODITYTRS | -80.91 k | 6.63 mm other units | -0.01 | Commodity derivative | N/A | USA |
SILVER FUTURE MAR24 | -108.60 k | 63.00 contracts | -0.01 | Commodity derivative | N/A | USA |
Long: GOE135357 TRS USD R E RET COMMODITYTRS / Short: GOE135357 TRS USD P F .19000 INT COMMODITYTRS | -146.56 k | 5.48 mm other units | -0.01 | Commodity derivative | N/A | UK |
Long: GOE135390 TRS USD R E RET COMMODITYTRS / Short: GOE135390 TRS USD P F .14000 INT COMMODITYTRS | -167.49 k | 6.03 mm other units | -0.01 | Commodity derivative | N/A | USA |
Long: GOE135358 TRS USD R E RET COMMODITYTRS / Short: GOE135358 TRS USD P F .17000 INT COMMODITYTRS | -170.26 k | 8.60 mm other units | -0.02 | Commodity derivative | N/A | USA |
Long: GOE135354 TRS USD R E RET COMMODITYTRS / Short: GOE135354 TRS USD P F .19000 INT COMMODITYTRS | -206.48 k | 7.53 mm other units | -0.02 | Commodity derivative | N/A | UK |
BRENT CRUDE FUTR SEP24 | -215.34 k | 227.00 contracts | -0.02 | Commodity derivative | N/A | UK |
WTI CRUDE FUTURE AUG24 | -227.09 k | 186.00 contracts | -0.02 | Commodity derivative | N/A | USA |
Long: GOE142879 TRS USD R E RET COMMODITYTRS / Short: GOE142879 TRS USD P F .25000 INT COMMODITYTRS | -247.68 k | 3.01 mm other units | -0.02 | Commodity derivative | N/A | USA |
Long: GOE135387 TRS USD R E RET COMMODITYTRS / Short: GOE135387 TRS USD P F .25000 INT COMMODITYTRS | -266.61 k | 7.55 mm other units | -0.02 | Commodity derivative | N/A | USA |
Long: GOE135345 TRS USD R E RET COMMODITYTRS / Short: GOE135345 TRS USD P F .18000 INT COMMODITYTRS | -382.37 k | 7.73 mm other units | -0.03 | Commodity derivative | N/A | Canada |
Long: GOE135338 TRS USD R E RET COMMODITYTRS / Short: GOE135338 TRS USD P F .14000 INT COMMODITYTRS | -404.39 k | 8.83 mm other units | -0.04 | Commodity derivative | N/A | USA |
EURO STOXX 50 MAR24 | -415.83 k | 1.34 k contracts | -0.04 | Equity derivative | N/A | Germany |
TOPIX INDX FUTR MAR24 | -620.05 k | 664.00 contracts | -0.06 | Equity derivative | N/A | Japan |
Long: GOE134343 TRS USD R E RET COMMODITYTRS / Short: GOE134343 TRS USD P F .25000 INT COMMODITYTRS | -1.11 mm | 24.66 mm other units | -0.10 | Commodity derivative | N/A | USA |
Long: GOE135367 TRS USD R E RET COMMODITYTRS / Short: GOE135367 TRS USD P F .20000 INT COMMODITYTRS | -1.21 mm | 11.45 mm other units | -0.11 | Commodity derivative | N/A | USA |
Long: GOE135397 TRS USD R E RET COMMODITYTRS / Short: GOE135397 TRS USD P F .20000 INT COMMODITYTRS | -1.50 mm | 7.11 mm other units | -0.13 | Commodity derivative | N/A | Canada |
NY HARB ULSD FUT APR24 | -2.74 mm | 234.00 contracts | -0.24 | Commodity derivative | N/A | USA |