Fund profile
Tickers
SCPDX, SCPEX, SCPZX, SCPUX, SCPVX, SCPWX, SCPYX
Fund manager
Total assets
$2.18 bn
Liabilities
$587.70 mm
Net assets
$1.59 bn
Number of holdings
189.00
189 Holdings
Security | $Holding | Balance | % of Fund | Category | Position | Country |
---|---|---|---|---|---|---|
United States Treasury Bill | 200.82 mm | 206.00 mm principal | 12.60 | Debt | Long | USA |
United States Treasury Inflation Indexed Bonds | 118.23 mm | 121.40 mm principal | 7.42 | Debt | Long | USA |
Fannie Mae or Freddie Mac | 111.15 mm | 112.35 mm principal | 6.98 | Debt | Long | USA |
Fannie Mae or Freddie Mac | 107.18 mm | 106.73 mm principal | 6.73 | ABS-mortgage backed security | Long | USA |
Fannie Mae or Freddie Mac | 84.69 mm | 83.41 mm principal | 5.32 | ABS-mortgage backed security | Long | USA |
Fannie Mae or Freddie Mac | 74.33 mm | 78.60 mm principal | 4.67 | Debt | Long | USA |
United States Treasury Note/Bond | 69.10 mm | 99.68 mm principal | 4.34 | Debt | Long | USA |
United States Treasury Note/Bond | 62.85 mm | 60.89 mm principal | 3.94 | Debt | Long | USA |
United States Treasury Note/Bond | 49.57 mm | 60.62 mm principal | 3.11 | Debt | Long | USA |
Fannie Mae or Freddie Mac | 44.77 mm | 48.81 mm principal | 2.81 | Debt | Long | USA |
Fannie Mae or Freddie Mac | 41.82 mm | 43.15 mm principal | 2.62 | Debt | Long | USA |
United States Treasury Note/Bond | 38.51 mm | 38.10 mm principal | 2.42 | Debt | Long | USA |
United States Treasury Note/Bond | 30.79 mm | 30.53 mm principal | 1.93 | Debt | Long | USA |
United States Treasury Note/Bond | 25.83 mm | 25.54 mm principal | 1.62 | Debt | Long | USA |
Fannie Mae or Freddie Mac | 24.90 mm | 24.30 mm principal | 1.56 | ABS-mortgage backed security | Long | USA |
Bank of America Auto Trust 2023-1 | 16.85 mm | 16.83 mm principal | 1.06 | ABS-other | Long | USA |
United States Treasury Inflation Indexed Bonds | 16.65 mm | 18.39 mm principal | 1.05 | Debt | Long | USA |
General Motors Financial Co Inc | 16.50 mm | 15.96 mm principal | 1.04 | Debt | Long | USA |
Hertz Vehicle Financing LLC | 16.43 mm | 17.03 mm principal | 1.03 | ABS-other | Long | USA |
United States Treasury Note/Bond | 14.63 mm | 15.98 mm principal | 0.92 | Debt | Long | USA |
UBS Group AG | 14.36 mm | 13.89 mm principal | 0.90 | Debt | Long | Switzerland |
GS Mortgage-Backed Securities Trust 2022-PJ6 | 13.69 mm | 16.08 mm principal | 0.86 | ABS-mortgage backed security | Long | USA |
United States Treasury Inflation Indexed Bonds | 13.04 mm | 13.45 mm principal | 0.82 | Debt | Long | USA |
Avis Budget Rental Car Funding AESOP LLC | 12.87 mm | 13.49 mm principal | 0.81 | ABS-other | Long | USA |
Mercedes-Benz Auto Lease Trust 2023-A | 11.98 mm | 12.00 mm principal | 0.75 | ABS-other | Long | USA |
Ally Auto Receivables Trust 2023-1 | 11.67 mm | 11.66 mm principal | 0.73 | ABS-other | Long | USA |
United States Treasury Note/Bond | 11.63 mm | 11.65 mm principal | 0.73 | Debt | Long | USA |
C Citigroup Inc | 11.54 mm | 11.79 mm principal | 0.72 | Debt | Long | USA |
United States Treasury Note/Bond | 11.34 mm | 14.79 mm principal | 0.71 | Debt | Long | USA |
OBX 2022-J2 Trust | 11.32 mm | 13.29 mm principal | 0.71 | ABS-mortgage backed security | Long | USA |
Fifth Third Auto Trust 2023-1 | 11.08 mm | 11.07 mm principal | 0.70 | ABS-other | Long | USA |
Mercedes-Benz Auto Receivables Trust 2023-2 | 11.05 mm | 10.97 mm principal | 0.69 | ABS-other | Long | USA |
Avis Budget Rental Car Funding AESOP LLC | 11.02 mm | 11.08 mm principal | 0.69 | ABS-other | Long | USA |
Ford Credit Auto Owner Trust 2023-B | 10.65 mm | 10.65 mm principal | 0.67 | ABS-other | Long | USA |
J.P. Morgan Mortgage Trust 2021-15 | 10.46 mm | 12.28 mm principal | 0.66 | ABS-mortgage backed security | Long | USA |
Toyota Auto Receivables 2023-C Owner Trust | 10.07 mm | 10.06 mm principal | 0.63 | ABS-other | Long | USA |
STAR 2022-SFR3 Trust | 9.64 mm | 9.68 mm principal | 0.60 | ABS-other | Long | USA |
Wells Fargo & Co | 9.45 mm | 9.78 mm principal | 0.59 | Debt | Long | USA |
Invitation Homes 2018-SFR4 Trust | 9.01 mm | 9.02 mm principal | 0.57 | ABS-other | Long | USA |
Bank of America Corp | 9.00 mm | 9.10 mm principal | 0.56 | Debt | Long | USA |
Morgan Stanley | 8.87 mm | 10.43 mm principal | 0.56 | Debt | Long | USA |
Capital One Prime Auto Receivables Trust 2023-1 | 8.81 mm | 8.83 mm principal | 0.55 | ABS-other | Long | USA |
General Motors Financial Co Inc | 8.45 mm | 9.13 mm principal | 0.53 | Debt | Long | USA |
Hyundai Auto Receivables Trust 2023-B | 8.40 mm | 8.38 mm principal | 0.53 | ABS-other | Long | USA |
Hyundai Auto Receivables Trust 2023-A | 8.38 mm | 8.39 mm principal | 0.53 | ABS-other | Long | USA |
Toyota Auto Receivables 2023-B Owner Trust | 8.28 mm | 8.29 mm principal | 0.52 | ABS-other | Long | USA |
OBX 2023-INV1 | 8.27 mm | 9.71 mm principal | 0.52 | ABS-mortgage backed security | Long | USA |
MET Metlife Inc | 8.19 mm | 7.86 mm principal | 0.51 | Debt | Long | USA |
Bank of New York Mellon Corp/The | 8.12 mm | 8.17 mm principal | 0.51 | Debt | Long | USA |
JPMorgan Chase & Co | 8.11 mm | 8.20 mm principal | 0.51 | Debt | Long | USA |
Honda Auto Receivables 2023-1 Owner Trust | 8.01 mm | 8.03 mm principal | 0.50 | ABS-other | Long | USA |
C Citigroup Inc | 7.98 mm | 8.88 mm principal | 0.50 | Debt | Long | USA |
Morgan Stanley | 7.94 mm | 7.36 mm principal | 0.50 | Debt | Long | USA |
CITIGROUP MORTGAGE LOAN TRUST 2021-INV1 | 7.77 mm | 9.49 mm principal | 0.49 | ABS-mortgage backed security | Long | USA |
Benchmark 2022-B33 Mortgage Trust | 7.69 mm | 8.42 mm principal | 0.48 | ABS-mortgage backed security | Long | USA |
Nissan Auto Receivables 2023-B Owner Trust | 7.51 mm | 7.50 mm principal | 0.47 | ABS-other | Long | USA |
Duke Energy Progress LLC | 7.50 mm | 7.28 mm principal | 0.47 | Debt | Long | USA |
DAL Delta Air Lines, Inc. | 7.49 mm | 8.45 mm principal | 0.47 | Debt | Long | USA |
Alaska Airlines 2020-1 Class A Pass Through Trust | 7.48 mm | 7.70 mm principal | 0.47 | Debt | Long | USA |
JPMorgan Chase & Co | 7.46 mm | 8.71 mm principal | 0.47 | Debt | Long | USA |
GS Goldman Sachs Group, Inc. | 7.44 mm | 8.67 mm principal | 0.47 | Debt | Long | USA |
Ford Motor Credit Co LLC | 7.32 mm | 6.95 mm principal | 0.46 | Debt | Long | USA |
BRAVO Residential Funding Trust 2023-NQM4 | 7.23 mm | 7.17 mm principal | 0.45 | ABS-mortgage backed security | Long | USA |
Nissan Auto Receivables 2023-A Owner Trust | 7.23 mm | 7.24 mm principal | 0.45 | ABS-other | Long | USA |
J.P. Morgan Mortgage Trust 2021-INV8 | 7.16 mm | 8.39 mm principal | 0.45 | ABS-mortgage backed security | Long | USA |
IPALCO Enterprises Inc | 7.13 mm | 7.72 mm principal | 0.45 | Debt | Long | USA |
DTE Electric Co | 7.09 mm | 6.83 mm principal | 0.44 | Debt | Long | USA |
GS Mortgage-Backed Securities Trust 2022-LTV2 | 6.94 mm | 7.47 mm principal | 0.44 | ABS-mortgage backed security | Long | USA |
Bank of America Corp | 6.74 mm | 7.00 mm principal | 0.42 | Debt | Long | USA |
TRP TransCanada Pipelines Ltd | 6.70 mm | 7.04 mm principal | 0.42 | Debt | Long | Canada |
Indianapolis Power & Light Co | 6.67 mm | 6.45 mm principal | 0.42 | Debt | Long | USA |
Wells Fargo & Co | 6.50 mm | 6.47 mm principal | 0.41 | Debt | Long | USA |
Bank of America Corp | 6.49 mm | 7.82 mm principal | 0.41 | Debt | Long | USA |
GM Financial Consumer Automobile Receivables Trust 2023-3 | 6.34 mm | 6.33 mm principal | 0.40 | ABS-other | Long | USA |
OBX 2023-J1 Trust | 6.31 mm | 6.74 mm principal | 0.40 | ABS-mortgage backed security | Long | USA |
Appalachian Power Co | 6.24 mm | 7.31 mm principal | 0.39 | Debt | Long | USA |
Entergy Arkansas LLC | 6.03 mm | 5.90 mm principal | 0.38 | Debt | Long | USA |
Wells Fargo & Co | 5.99 mm | 6.15 mm principal | 0.38 | Debt | Long | USA |
SON Sonoco Products Co. | 5.96 mm | 6.62 mm principal | 0.37 | Debt | Long | USA |
Wisconsin Power and Light Co | 5.82 mm | 6.15 mm principal | 0.37 | Debt | Long | USA |
Progress Residential 2019-SFR4 Trust | 5.79 mm | 5.95 mm principal | 0.36 | ABS-other | Long | USA |
Duke Energy Florida LLC | 5.79 mm | 5.61 mm principal | 0.36 | Debt | Long | USA |
PRMI Securitization Trust 2021-1 | 5.68 mm | 6.52 mm principal | 0.36 | ABS-mortgage backed security | Long | USA |
Wisconsin Power and Light Co | 5.50 mm | 5.49 mm principal | 0.35 | Debt | Long | USA |
Citigroup Inc | 5.49 mm | 6.44 mm principal | 0.34 | Debt | Long | USA |
Hyundai Auto Receivables Trust 2023-C | 5.38 mm | 5.37 mm principal | 0.34 | ABS-other | Long | USA |
USAA Auto Owner Trust 2023-A | 5.36 mm | 5.35 mm principal | 0.34 | ABS-other | Long | USA |
GS Mortgage-Backed Securities Trust 2022-LTV2 | 5.34 mm | 6.52 mm principal | 0.34 | ABS-mortgage backed security | Long | USA |
HSBC HSBC Holdings plc | 5.27 mm | 5.32 mm principal | 0.33 | Debt | Long | UK |
Nissan Auto Receivables 2023-B Owner Trust | 5.20 mm | 5.16 mm principal | 0.33 | ABS-other | Long | USA |
J.P. Morgan Mortgage Trust 2022-1 | 5.18 mm | 6.08 mm principal | 0.33 | ABS-mortgage backed security | Long | USA |
AMSR 2020-SFR4 Trust | 5.16 mm | 5.56 mm principal | 0.32 | ABS-other | Long | USA |
STAR 2021-SFR1 Trust | 5.15 mm | 5.25 mm principal | 0.32 | ABS-other | Long | USA |
DBJPM 20-C9 Mortgage Trust | 5.14 mm | 5.54 mm principal | 0.32 | ABS-mortgage backed security | Long | USA |
Sequoia Mortgage Trust 2021-4 | 5.03 mm | 6.15 mm principal | 0.32 | ABS-mortgage backed security | Long | USA |
Monongahela Power Co | 5.02 mm | 4.79 mm principal | 0.32 | Debt | Long | USA |
Bank of America Corp | 4.99 mm | 5.23 mm principal | 0.31 | Debt | Long | USA |
JPMorgan Chase & Co | 4.89 mm | 5.06 mm principal | 0.31 | Debt | Long | USA |
Public Service Co of New Hampshire | 4.68 mm | 4.47 mm principal | 0.29 | Debt | Long | USA |
Wells Fargo Commercial Mortgage Trust 2020-C56 | 4.60 mm | 4.90 mm principal | 0.29 | ABS-mortgage backed security | Long | USA |
MO Altria Group Inc. | 4.53 mm | 5.56 mm principal | 0.28 | Debt | Long | USA |
A&D Mortgage Trust 2023-NQM5 | 4.52 mm | 4.44 mm principal | 0.28 | ABS-mortgage backed security | Long | USA |
Ford Credit Auto Owner Trust 2023-A | 4.52 mm | 4.53 mm principal | 0.28 | ABS-other | Long | USA |
CDX.NA.HY.41 12/20/2028 (SELL PROTECTION) | 4.49 mm | 1.00 contracts | 0.28 | Credit derivative | N/A | USA |
Mercedes-Benz Auto Receivables Trust 2022-1 | 4.48 mm | 4.48 mm principal | 0.28 | ABS-other | Long | USA |
UBS Group AG | 4.41 mm | 4.81 mm principal | 0.28 | Debt | Long | Switzerland |
Wells Fargo & Co | 4.25 mm | 4.87 mm principal | 0.27 | Debt | Long | USA |
PNC PNC Financial Services Group Inc | 4.21 mm | 4.03 mm principal | 0.26 | Debt | Long | USA |
Benchmark 2021-B23 Mortgage Trust | 4.12 mm | 4.56 mm principal | 0.26 | ABS-mortgage backed security | Long | USA |
Mello Mortgage Capital Acceptance 2021-MTG1 | 4.08 mm | 4.98 mm principal | 0.26 | ABS-mortgage backed security | Long | USA |
Porsche Financial Auto Securitization Trust 2023-2 | 4.06 mm | 4.04 mm principal | 0.25 | ABS-other | Long | USA |
Toyota Auto Receivables 2023-A Owner Trust | 3.98 mm | 3.99 mm principal | 0.25 | ABS-other | Long | USA |
Mercedes-Benz Auto Receivables Trust 2023-1 | 3.90 mm | 3.91 mm principal | 0.25 | ABS-other | Long | USA |
Wisconsin Power and Light Co | 3.86 mm | 4.76 mm principal | 0.24 | Debt | Long | USA |
JBLU Jetblue Airways Corp | 3.84 mm | 4.55 mm principal | 0.24 | Debt | Long | USA |
MidAmerican Energy Co | 3.81 mm | 3.62 mm principal | 0.24 | Debt | Long | USA |
PSMC 2021-2 Trust | 3.78 mm | 4.30 mm principal | 0.24 | ABS-mortgage backed security | Long | USA |
Citigroup Mortgage Loan Trust 2021-J3 | 3.78 mm | 4.62 mm principal | 0.24 | ABS-mortgage backed security | Long | USA |
F Ford Motor Co. | 3.78 mm | 4.54 mm principal | 0.24 | Debt | Long | USA |
JP Morgan Mortgage Trust 2020-9 | 3.77 mm | 4.21 mm principal | 0.24 | ABS-mortgage backed security | Long | USA |
Benchmark 2021-B24 Mortgage Trust | 3.64 mm | 4.03 mm principal | 0.23 | ABS-mortgage backed security | Long | USA |
Morgan Stanley Residential Mortgage Loan Trust 2023-1 | 3.52 mm | 3.87 mm principal | 0.22 | ABS-mortgage backed security | Long | USA |
D Dominion Energy Inc | 3.51 mm | 3.82 mm principal | 0.22 | Debt | Long | USA |
GS Mortgage-Backed Securities Corp Trust 2021-PJ5 | 3.48 mm | 3.99 mm principal | 0.22 | ABS-mortgage backed security | Long | USA |
Volkswagen Group of America Finance LLC | 3.46 mm | 3.76 mm principal | 0.22 | Debt | Long | USA |
Flagstar Mortgage Trust 2021-3INV | 3.44 mm | 4.20 mm principal | 0.22 | ABS-mortgage backed security | Long | USA |
Toyota Auto Receivables 2022-D Owner Trust | 3.39 mm | 3.39 mm principal | 0.21 | ABS-other | Long | USA |
Ford Motor Credit Co LLC | 3.35 mm | 3.27 mm principal | 0.21 | Debt | Long | USA |
Porsche Financial Auto Securitization Trust 2023-2 | 3.26 mm | 3.26 mm principal | 0.20 | ABS-other | Long | USA |
BA Boeing Co. | 3.18 mm | 3.60 mm principal | 0.20 | Debt | Long | USA |
Entergy Arkansas LLC | 3.15 mm | 4.35 mm principal | 0.20 | Debt | Long | USA |
RCKT Mortgage Trust 2021-6 | 3.07 mm | 3.74 mm principal | 0.19 | ABS-mortgage backed security | Long | USA |
JP Morgan Mortgage Trust 2021-3 | 2.94 mm | 3.58 mm principal | 0.18 | ABS-mortgage backed security | Long | USA |
Hundred Acre Wood Trust 2021-INV2 | 2.92 mm | 3.46 mm principal | 0.18 | ABS-mortgage backed security | Long | USA |
J.P. Morgan Mortgage Trust 2021-14 | 2.85 mm | 2.93 mm principal | 0.18 | ABS-mortgage backed security | Long | USA |
JP Morgan Mortgage Trust 2021-INV4 | 2.75 mm | 3.36 mm principal | 0.17 | ABS-mortgage backed security | Long | USA |
J.P. Morgan Mortgage Trust 2021-15 | 2.66 mm | 3.25 mm principal | 0.17 | ABS-mortgage backed security | Long | USA |
General Motors Financial Co Inc | 2.58 mm | 2.56 mm principal | 0.16 | Debt | Long | USA |
Sequoia Mortgage Trust 2021-9 | 2.52 mm | 3.08 mm principal | 0.16 | ABS-mortgage backed security | Long | USA |
BMW Vehicle Lease Trust 2023-1 | 2.42 mm | 2.42 mm principal | 0.15 | ABS-other | Long | USA |
British Airways 2020-1 Class A Pass Through Trust | 2.39 mm | 2.57 mm principal | 0.15 | Debt | Long | USA |
Verus Securitization Trust 2023-INV3 | 2.33 mm | 2.29 mm principal | 0.15 | ABS-mortgage backed security | Long | USA |
JP Morgan Mortgage Trust 2017-2 | 2.31 mm | 2.60 mm principal | 0.15 | ABS-mortgage backed security | Long | USA |
BMW Vehicle Lease Trust 2022-1 | 2.30 mm | 2.32 mm principal | 0.14 | ABS-other | Long | USA |
AUD/USD FWD 20240130
J.P. MORGAN SECURITIES LLC
|
2.30 mm | 1.00 contracts | 0.14 | DFE | N/A | USA |
UWM Mortgage Trust 2021-INV4 | 2.29 mm | 2.36 mm principal | 0.14 | ABS-mortgage backed security | Long | USA |
Ally Auto Receivables Trust 2022-3 | 2.29 mm | 2.29 mm principal | 0.14 | ABS-other | Long | USA |
GS Mortgage-Backed Securities Trust 2020-INV1 | 2.28 mm | 2.64 mm principal | 0.14 | ABS-mortgage backed security | Long | USA |
Wisconsin Public Service Corp | 2.28 mm | 3.46 mm principal | 0.14 | Debt | Long | USA |
JP Morgan Mortgage Trust 2021-4 | 2.28 mm | 2.78 mm principal | 0.14 | ABS-mortgage backed security | Long | USA |
GS Mortgage-Backed Securities Trust 2021-PJ2 | 2.28 mm | 2.76 mm principal | 0.14 | ABS-mortgage backed security | Long | USA |
Duke Energy Florida LLC | 2.25 mm | 2.09 mm principal | 0.14 | Debt | Long | USA |
Flagstar Mortgage Trust 2021-3INV | 2.20 mm | 2.28 mm principal | 0.14 | ABS-mortgage backed security | Long | USA |
Air Canada 2020-2 Class A Pass Through Trust | 2.14 mm | 2.19 mm principal | 0.13 | Debt | Long | Canada |
JP Morgan Mortgage Trust 2021-8 | 2.11 mm | 2.58 mm principal | 0.13 | ABS-mortgage backed security | Long | USA |
OBX 2021-INV2 Trust | 2.07 mm | 2.52 mm principal | 0.13 | ABS-mortgage backed security | Long | USA |
Flagstar Mortgage Trust 2021-6INV | 1.87 mm | 2.28 mm principal | 0.12 | ABS-mortgage backed security | Long | USA |
J.P. Morgan Mortgage Trust 2022-4 | 1.85 mm | 2.17 mm principal | 0.12 | ABS-mortgage backed security | Long | USA |
PSMC 2021-1 Trust | 1.82 mm | 2.09 mm principal | 0.11 | ABS-mortgage backed security | Long | USA |
BANK 2020-BNK30 | 1.82 mm | 2.02 mm principal | 0.11 | ABS-mortgage backed security | Long | USA |
United Airlines 2018-1 Class AA Pass Through Trust | 1.79 mm | 1.96 mm principal | 0.11 | Debt | Long | USA |
JP Morgan Mortgage Trust 2021-7 | 1.76 mm | 2.16 mm principal | 0.11 | ABS-mortgage backed security | Long | USA |
Hundred Acre Wood Trust 2021-INV3 | 1.76 mm | 2.08 mm principal | 0.11 | ABS-mortgage backed security | Long | USA |
Benchmark 2018-B5 Mortgage Trust | 1.74 mm | 1.79 mm principal | 0.11 | ABS-mortgage backed security | Long | USA |
Hundred Acre Wood Trust 2021-INV1 | 1.69 mm | 2.05 mm principal | 0.11 | ABS-mortgage backed security | Long | USA |
Verus Securitization Trust 2023-2 | 1.67 mm | 1.67 mm principal | 0.10 | ABS-mortgage backed security | Long | USA |
World Omni Auto Receivables Trust 2020-C | 1.61 mm | 1.63 mm principal | 0.10 | ABS-other | Long | USA |
United Airlines 2015-1 Class AA Pass Through Trust | 1.61 mm | 1.73 mm principal | 0.10 | Debt | Long | USA |
Provident Funding Mortgage Trust 2021-INV2 | 1.52 mm | 1.81 mm principal | 0.10 | ABS-mortgage backed security | Long | USA |
JetBlue 2020-1 Class A Pass Through Trust | 1.51 mm | 1.65 mm principal | 0.09 | Debt | Long | USA |
JP Morgan Mortgage Trust 2021-1 | 1.40 mm | 1.71 mm principal | 0.09 | ABS-mortgage backed security | Long | USA |
Flagstar Mortgage Trust 2021-4 | 1.32 mm | 1.52 mm principal | 0.08 | ABS-mortgage backed security | Long | USA |
GS Mortgage-Backed Securities Trust 2021-INV1 | 1.32 mm | 1.61 mm principal | 0.08 | ABS-mortgage backed security | Long | USA |
BX Commercial Mortgage Trust 2019-XL | 1.30 mm | 1.30 mm principal | 0.08 | ABS-mortgage backed security | Long | USA |
United Airlines 2016-2 Class AA Pass Through Trust | 1.25 mm | 1.40 mm principal | 0.08 | Debt | Long | USA |
UBS Group AG | 1.06 mm | 1.19 mm principal | 0.07 | Debt | Long | Switzerland |
J.P. Morgan Mortgage Trust 2022-6 | 919.76 k | 1.08 mm principal | 0.06 | ABS-mortgage backed security | Long | USA |
Wells Fargo Mortgage Backed Securities 2021-1 Trust | 892.84 k | 1.09 mm principal | 0.06 | ABS-mortgage backed security | Long | USA |
JPY/USD FWD 20240124
GOLDMAN SACHS & CO. LLC
|
777.73 k | 1.00 contracts | 0.05 | DFE | N/A | USA |
GM Financial Consumer Automobile Receivables Trust 2020-3 | 616.32 k | 618.39 k principal | 0.04 | ABS-other | Long | USA |
CAD/USD FWD 20240104
GOLDMAN SACHS & CO. LLC
|
502.17 k | 1.00 contracts | 0.03 | DFE | N/A | USA |
JP Morgan Chase Commercial Mortgage Securities Trust 2014-C20 | 220.38 k | 221.79 k principal | 0.01 | ABS-mortgage backed security | Long | USA |
British Airways 2021-1 Class A Pass Through Trust | 71.13 k | 83.24 k principal | 0.00 | Debt | Long | USA |
CAD/USD FWD 20240104
GOLDMAN SACHS & CO. LLC
|
52.59 k | 1.00 contracts | 0.00 | DFE | N/A | USA |
Citigroup Global Markets Holdings Inc/United States | 31.39 k | 133.00 shares | 0.00 | Structured note | Long | USA |
Citigroup Global Markets Holdings Inc/United States | 31.28 k | 133.00 shares | 0.00 | Structured note | Long | USA |
Citigroup Global Markets Holdings Inc/United States | 31.17 k | 133.00 shares | 0.00 | Structured note | Long | USA |
JPY/USD FWD 20240124
GOLDMAN SACHS & CO. LLC
|
-384.28 k | 1.00 contracts | -0.02 | DFE | N/A | USA |
AUD/USD FWD 20240130
J.P. MORGAN SECURITIES LLC
|
-426.10 k | 1.00 contracts | -0.03 | DFE | N/A | USA |