Fund profile
Fund manager
Total assets
$13.19 bn
Liabilities
$1.36 bn
Net assets
$11.82 bn
Number of holdings
6.81 k
Top 200 of 6810 Holdings
Security | $Holding | Balance | % of Fund | Category | Position | Country |
---|---|---|---|---|---|---|
FUTURE CONTRACT ON 3 MONTH SOFR FUT MAR24 0.00000000 | 429.10 mm | 1.81 k contracts | 3.63 | Interest rate derivative | N/A | USA |
FNMA 30YR TBA 5% APR 24 TO BE ANNOUNCED 5.00000000 | 113.57 mm | 116.30 mm shares | 0.96 | ABS-mortgage backed security | Long | USA |
FNMA 30YR TBA 6.5% APR 24 TO BE ANNOUNCED 6.50000000 | 82.07 mm | 80.30 mm shares | 0.69 | ABS-mortgage backed security | Long | USA |
FNCL 30YR TBA 5.5% MAY 24 TO BE ANNOUNCED 5.50000000 | 75.28 mm | 75.60 mm shares | 0.64 | ABS-mortgage backed security | Long | USA |
FNCL TBA 30YR 2% MAY 24 TO BE ANNOUNCED 2.00000000 | 72.99 mm | 92.00 mm shares | 0.62 | ABS-mortgage backed security | Long | USA |
CHINA GOVERNMENT BOND /CNY/ REGD SER INBK 2.68000000 | 71.49 mm | 507.90 mm shares | 0.60 | Debt | Long | China |
UNITED STATES TREASURY BOND 1.75000000 | 60.16 mm | 88.99 mm shares | 0.51 | Debt | Long | USA |
FNMA 30YR TBA 3.0% APR12 3.00000000 | 59.92 mm | 69.58 mm shares | 0.51 | ABS-mortgage backed security | Long | USA |
FNCL 30YR TBA 3.5% APR 24 TO BE ANNOUNCED 3.50000000 | 59.36 mm | 66.25 mm shares | 0.50 | ABS-mortgage backed security | Long | USA |
UNITED STATES TREASURY BOND 4.37500000 | 55.43 mm | 56.02 mm shares | 0.47 | Debt | Long | USA |
UNITED STATES TREASURY BOND 4.75000000 | 54.19 mm | 52.16 mm shares | 0.46 | Debt | Long | USA |
UNITED STATES TREASURY BOND 2.25000000 | 54.13 mm | 73.15 mm shares | 0.46 | Debt | Long | USA |
G2SF TBA 30 YR 3% APR24 TO BE ANNOUNCED 3.00000000 | 53.71 mm | 60.84 mm shares | 0.45 | ABS-mortgage backed security | Long | USA |
UNITED STATES TREASURY BOND 1.87500000 | 53.65 mm | 76.83 mm shares | 0.45 | Debt | Long | USA |
UNITED STATES TREASURY BOND 2.37500000 | 53.37 mm | 71.64 mm shares | 0.45 | Debt | Long | USA |
CHINA GOVERNMENT BOND /CNY/ REGD SER INBK 1.99000000 | 50.39 mm | 363.70 mm shares | 0.43 | Debt | Long | China |
UNITED STATES TREASURY BOND 2.00000000 | 49.21 mm | 70.02 mm shares | 0.42 | Debt | Long | USA |
UNITED STATES TREASURY BOND 3.25000000 | 47.97 mm | 56.34 mm shares | 0.41 | Debt | Long | USA |
UNITED STATES TREASURY BOND 4.00000000 | 43.30 mm | 45.89 mm shares | 0.37 | Debt | Long | USA |
UNITED STATES TREASURY BOND 3.87500000 | 42.49 mm | 45.97 mm shares | 0.36 | Debt | Long | USA |
UNITED STATES TREASURY BOND 3.87500000 | 42.43 mm | 45.83 mm shares | 0.36 | Debt | Long | USA |
UNITED STATES TREASURY BOND 1.37500000 | 40.39 mm | 62.70 mm shares | 0.34 | Debt | Long | USA |
UNITED STATES TREASURY BOND 3.37500000 | 39.91 mm | 46.13 mm shares | 0.34 | Debt | Long | USA |
CHINA GOVERNMENT BOND /CNY/ REGD SER INBK 2.85000000 | 38.55 mm | 272.80 mm shares | 0.33 | Debt | Long | China |
SGPYY Sage Group PLC | 38.52 mm | 35.20 mm shares | 0.33 | Debt | Long | UK |
BUNDESREPUB. DEUTSCHLAND /EUR/ REGD REG S 2.50000000 | 36.18 mm | 33.39 mm shares | 0.31 | Debt | Long | Germany |
FRANCE (GOVT OF) /EUR/ REGD 4.50000000 | 36.05 mm | 28.23 mm shares | 0.30 | Debt | Long | France |
UNITED STATES TREASURY BOND 1.12500000 | 35.54 mm | 57.32 mm shares | 0.30 | Debt | Long | USA |
CHINA GOVERNMENT BOND /CNY/ REGD SER INBK 2.89000000 | 35.50 mm | 248.30 mm shares | 0.30 | Debt | Long | China |
CHINA GOVERNMENT BOND /CNY/ REGD SER INBK 2.80000000 | 35.46 mm | 250.30 mm shares | 0.30 | Debt | Long | China |
FRANCE (GOVT OF) /EUR/ REGD 1.25000000 | 35.12 mm | 39.26 mm shares | 0.30 | Debt | Long | France |
CHINA GOVERNMENT BOND /CNY/ REGD SER INBK 2.37000000 | 34.82 mm | 250.00 mm shares | 0.29 | Debt | Long | China |
BUNDESREPUB. DEUTSCHLAND /EUR/ REGD REG S SER 05 4.00000000 | 34.54 mm | 27.28 mm shares | 0.29 | Debt | Long | Germany |
FRANCE (GOVT OF) /EUR/ REGD 1.25000000 | 34.36 mm | 36.92 mm shares | 0.29 | Debt | Long | France |
BUNDESREPUB. DEUTSCHLAND /EUR/ REGD REG S 1.25000000 | 33.65 mm | 39.91 mm shares | 0.28 | Debt | Long | Germany |
EUR/USD FWD 20240403 000016440 USD
MORGAN STANLEY AND CO. INTERNA
|
32.97 mm | 1.00 contracts | 0.28 | DFE | N/A | N/A |
EUROPEAN UNION /EUR/ REGD REG S EMTN SER NGEU 3.12500000 | 32.89 mm | 30.00 mm shares | 0.28 | Debt | Long | N/A |
BUNDESREPUB. DEUTSCHLAND /EUR/ REGD REG S SER 03 4.75000000 | 32.62 mm | 24.79 mm shares | 0.28 | Debt | Long | Germany |
EUROPEAN INVESTMENT BANK /EUR/ REGD REG S SER EARN 2.75000000 | 32.45 mm | 30.00 mm shares | 0.27 | Debt | Long | N/A |
EUROPEAN UNION /EUR/ REGD REG S EMTN SER NGEU 1.62500000 | 32.16 mm | 31.60 mm shares | 0.27 | Debt | Long | N/A |
BUNDESREPUB. DEUTSCHLAND /EUR/ REGD REG S 2.50000000 | 32.14 mm | 29.74 mm shares | 0.27 | Debt | Long | Germany |
TRATON FINANCE LUX SA /EUR/ REGD REG S EMTN 3.75000000 | 31.97 mm | 29.70 mm shares | 0.27 | Debt | Long | Luxembourg |
BUNDESREPUB. DEUTSCHLAND /EUR/ REGD REG S SER 08 4.75000000 | 31.15 mm | 22.16 mm shares | 0.26 | Debt | Long | Germany |
UNITED STATES TREASURY BOND 1.12500000 | 29.58 mm | 47.25 mm shares | 0.25 | Debt | Long | USA |
UNITED STATES TREASURY BOND 2.87500000 | 28.61 mm | 35.95 mm shares | 0.24 | Debt | Long | USA |
UNITED STATES TREASURY BOND 4.50000000 | 27.36 mm | 27.17 mm shares | 0.23 | Debt | Long | USA |
IHG FINANCE LLC /EUR/ REGD REG S EMTN 4.37500000 | 27.26 mm | 24.43 mm shares | 0.23 | Debt | Long | USA |
CHINA GOVERNMENT BOND /CNY/ REGD SER INBK 2.46000000 | 27.19 mm | 195.00 mm shares | 0.23 | Debt | Long | China |
CHINA DEVELOPMENT BANK /CNY/ REGD SER 1910 3.65000000 | 26.66 mm | 181.90 mm shares | 0.23 | Debt | Long | China |
FRANCE (GOVT OF) /EUR/ REGD 3.25000000 | 26.62 mm | 24.43 mm shares | 0.23 | Debt | Long | France |
ARCADIS NV /EUR/ REGD REG S 4.87500000 | 26.56 mm | 23.77 mm shares | 0.22 | Debt | Long | Netherlands |
BUNDESREPUB. DEUTSCHLAND /EUR/ REGD REG S 1.80000000 | 26.52 mm | 28.41 mm shares | 0.22 | Debt | Long | Germany |
CHINA DEVELOPMENT BANK /CNY/ REGD SER 1905 3.48000000 | 26.44 mm | 182.20 mm shares | 0.22 | Debt | Long | China |
BUNDESREPUB. DEUTSCHLAND /EUR/ REGD REG S 3.25000000 | 26.26 mm | 21.90 mm shares | 0.22 | Debt | Long | Germany |
FRANCE GOVT 4.75% 4/25/35 /EUR 4.75000000 | 26.20 mm | 20.65 mm shares | 0.22 | Debt | Long | France |
AGRICUL DEV BANK CHINA /CNY/ REGD SER 1908 3.63000000 | 26.13 mm | 183.20 mm shares | 0.22 | Debt | Long | China |
CHINA DEVELOPMENT BANK /CNY/ REGD SER 2205 3.00000000 | 26.04 mm | 182.20 mm shares | 0.22 | Debt | Long | China |
CHINA GOVERNMENT BOND /CNY/ REGD SER INBK 2.75000000 | 25.67 mm | 181.30 mm shares | 0.22 | Debt | Long | China |
UNITED STATES TREASURY BOND 3.75000000 | 25.62 mm | 28.28 mm shares | 0.22 | Debt | Long | USA |
A1 TOWERS HOLDING /EUR/ REGD REG S 5.25000000 | 25.54 mm | 22.50 mm shares | 0.22 | Debt | Long | Austria |
BUNDESREPUB. DEUTSCHLAND /EUR/ REGD REG S SER 2007 4.25000000 | 25.47 mm | 19.26 mm shares | 0.22 | Debt | Long | Germany |
KFW /GBP/ REGD REG S EMTN 4.12500000 | 25.07 mm | 20.00 mm shares | 0.21 | Debt | Long | Germany |
FUTURE CONTRACT ON US LONG BOND(CBT) JUN24 0.00000000 | 24.81 mm | 206.00 contracts | 0.21 | Interest rate derivative | N/A | USA |
EUROPEAN UNION /EUR/ REGD REG S SER NGEU 2.50000000 | 24.17 mm | 26.00 mm shares | 0.20 | Debt | Long | N/A |
UNITED STATES TREASURY BOND 3.62500000 | 23.80 mm | 26.72 mm shares | 0.20 | Debt | Long | USA |
FRANCE (GOVT OF) /EUR/ REGD 4.00000000 | 23.77 mm | 19.79 mm shares | 0.20 | Debt | Long | France |
NETFLIX INC /EUR/ REGD 4.62500000 | 23.31 mm | 20.45 mm shares | 0.20 | Debt | Long | USA |
ORIGIN ENERGY FINANCE /EUR/ REGD REG S EMTN 1.00000000 | 23.09 mm | 24.46 mm shares | 0.20 | Debt | Long | Australia |
BUNDESREPUB. DEUTSCHLAND /EUR/ REGD REG S 0.00000000 | 22.99 mm | 39.97 mm shares | 0.19 | Debt | Long | Germany |
MIZUHO FINANCIAL GROUP /EUR/ REGD REG S EMTN 4.41600000 | 22.79 mm | 20.00 mm shares | 0.19 | Debt | Long | Japan |
FRANCE (GOVT OF) /EUR/ REGD 1.75000000 | 22.70 mm | 24.89 mm shares | 0.19 | Debt | Long | France |
CRH SMW FINANCE DAC /EUR/ REGD REG S EMTN 4.25000000 | 22.54 mm | 19.95 mm shares | 0.19 | Debt | Long | Ireland |
BUNDESREPUB. DEUTSCHLAND /EUR/ REGD REG S 1.00000000 | 22.50 mm | 25.15 mm shares | 0.19 | Debt | Long | Germany |
EUROPEAN UNION /EUR/ REGD EMTN SER NGEU 3.37500000 | 22.12 mm | 20.00 mm shares | 0.19 | Debt | Long | N/A |
BUNDESREPUB. DEUTSCHLAND /EUR/ REGD REG S 0.00000000 | 22.02 mm | 27.14 mm shares | 0.19 | Debt | Long | Germany |
CHINA GOVERNMENT BOND /CNY/ REGD SER INBK 3.53000000 | 21.61 mm | 133.60 mm shares | 0.18 | Debt | Long | China |
EUROPEAN UNION /EUR/ REGD REG S EMTN SER NGEU 2.75000000 | 21.49 mm | 20.00 mm shares | 0.18 | Debt | Long | N/A |
SMITHS GROUP PLC /EUR/ REGD REG S EMTN 2.00000000 | 21.31 mm | 20.60 mm shares | 0.18 | Debt | Long | UK |
BUNDESREPUB. DEUTSCHLAND /EUR/ REGD REG S 0.00000000 | 20.73 mm | 24.86 mm shares | 0.18 | Debt | Long | Germany |
CHINA GOVERNMENT BOND /CNY/ REGD SER INBK 2.48000000 | 20.72 mm | 148.30 mm shares | 0.18 | Debt | Long | China |
EFSF /EUR/ REGD REG S 0.00000000 | 20.58 mm | 20.00 mm shares | 0.17 | Debt | Long | Luxembourg |
UNITED STATES TREASURY BOND 2.75000000 | 20.48 mm | 26.13 mm shares | 0.17 | Debt | Long | USA |
GINNIE MAE II POOL P#786283 V/R 6.62400000 | 20.23 mm | 19.28 mm shares | 0.17 | ABS-mortgage backed security | Long | USA |
CHINA DEVELOPMENT BANK /CNY/ REGD SER 1904 3.68000000 | 20.00 mm | 140.50 mm shares | 0.17 | Debt | Long | China |
FUTURE CONTRACT ON US 10YR NOTE (CBT)JUN24 0.00000000 | 19.94 mm | 180.00 contracts | 0.17 | Interest rate derivative | N/A | USA |
FRANCE (GOVT OF) /EUR/ REGD 2.00000000 | 19.93 mm | 23.13 mm shares | 0.17 | Debt | Long | France |
FRANCE (GOVT OF) /EUR/ REGD 144A 3.00000000 | 19.75 mm | 19.34 mm shares | 0.17 | Debt | Long | France |
FRANCE (GOVT OF) /EUR/ REGD 1.50000000 | 19.60 mm | 25.99 mm shares | 0.17 | Debt | Long | France |
FUTURE CONTRACT ON LONG GILT FUTURE JUN24 /GBP/ 0.00000000 | 19.43 mm | 154.00 contracts | 0.16 | Interest rate derivative | N/A | UK |
EUROPEAN INVESTMENT BANK /EUR/ REGD EMTN 1.00000000 | 19.30 mm | 20.00 mm shares | 0.16 | Debt | Long | N/A |
FRANCE (GOVT OF) /EUR/ REGD 4.00000000 | 19.16 mm | 15.37 mm shares | 0.16 | Debt | Long | France |
3I GROUP PLC /EUR/ REGD REG S 4.87500000 | 19.06 mm | 16.93 mm shares | 0.16 | Debt | Long | UK |
UNITED STATES TREASURY BOND 3.12500000 | 18.91 mm | 22.79 mm shares | 0.16 | Debt | Long | USA |
UK TSY 3 1/4% 2044 /GBP/ REGD 3.25000000 | 18.79 mm | 17.51 mm shares | 0.16 | Debt | Long | UK |
CHINA GOVERNMENT BOND /CNY/ REGD SER INBK 2.75000000 | 18.73 mm | 132.50 mm shares | 0.16 | Debt | Long | China |
INVESTOR AB /EUR/ REGD REG S 2.75000000 | 18.65 mm | 17.90 mm shares | 0.16 | Debt | Long | Sweden |
BNP PARIBAS /EUR/ REGD V/R REG S EMTN 4.12500000 | 18.31 mm | 16.30 mm shares | 0.15 | Debt | Long | France |
UNITED STATES TREASURY BOND 3.62500000 | 18.06 mm | 20.32 mm shares | 0.15 | Debt | Long | USA |
EXPORT-IMPORT BANK CHINA /CNY/ REGD SER 2210 3.18000000 | 17.89 mm | 123.60 mm shares | 0.15 | Debt | Long | China |
EUROPEAN UNION /EUR/ REGD EMTN SER NGEU 0.00000000 | 17.77 mm | 20.00 mm shares | 0.15 | Debt | Long | N/A |
UNITED STATES TREASURY BOND 4.37500000 | 17.63 mm | 17.51 mm shares | 0.15 | Debt | Long | USA |
CHINA GOVERNMENT BOND /CNY/ REGD SER INBK 3.72000000 | 17.63 mm | 106.00 mm shares | 0.15 | Debt | Long | China |
CHINA GOVERNMENT BOND /CNY/ REGD SER INBK 3.27000000 | 17.43 mm | 109.17 mm shares | 0.15 | Debt | Long | China |
COOPERATIEVE RABOBANK UA /EUR/ REGD V/R REG S EMTN SER GMTN 4.62500000 | 17.42 mm | 15.70 mm shares | 0.15 | Debt | Long | Netherlands |
UNITED STATES TREAS BDS 4.25% 11/15/40 4.25000000 | 17.32 mm | 17.53 mm shares | 0.15 | Debt | Long | USA |
FRANCE OAT 4% 4/25/55 /EUR/ 4.00000000 | 17.31 mm | 14.10 mm shares | 0.15 | Debt | Long | France |
SANDOZ FINANCE B.V. /EUR/ REGD REG S 4.50000000 | 17.20 mm | 15.00 mm shares | 0.15 | Debt | Long | Netherlands |
INFORMA PLC /EUR/ REGD REG S EMTN 2.12500000 | 17.08 mm | 16.25 mm shares | 0.14 | Debt | Long | UK |
FRANCE (GOVT OF) /EUR/ REGD 0.50000000 | 17.06 mm | 23.47 mm shares | 0.14 | Debt | Long | France |
UNITED KINGDOM GILT /GBP/ REGD REG S 3.75000000 | 17.04 mm | 14.13 mm shares | 0.14 | Debt | Long | UK |
BUNDESREPUB. DEUTSCHLAND /EUR/ REGD REG S 0.00000000 | 16.97 mm | 30.90 mm shares | 0.14 | Debt | Long | Germany |
FUTURE CONTRACT ON US 2YR NOTE (CBT) JUN24 0.00000000 | 16.77 mm | 82.00 contracts | 0.14 | Interest rate derivative | N/A | USA |
UNITED KINGDOM GILT /GBP/ REGD REG S 0.62500000 | 16.75 mm | 19.09 mm shares | 0.14 | Debt | Long | UK |
UNITED KINGDOM GILT /GBP/ REGD REG S 4.50000000 | 16.72 mm | 12.67 mm shares | 0.14 | Debt | Long | UK |
CHINA DEVELOPMENT BANK /CNY/ REGD SER 1710 4.04000000 | 16.72 mm | 114.90 mm shares | 0.14 | Debt | Long | China |
EUROPEAN INVESTMENT BANK /EUR/ REGD SER EARN 0.05000000 | 16.64 mm | 17.90 mm shares | 0.14 | Debt | Long | N/A |
FRANCE (GOVT OF) /EUR/ REGD 0.75000000 | 16.61 mm | 28.02 mm shares | 0.14 | Debt | Long | France |
BABCOCK INTL GROUP PLC /EUR/ REGD REG S EMTN 1.37500000 | 16.53 mm | 16.63 mm shares | 0.14 | Debt | Long | UK |
UNITED STATES TREASURY BOND 4.62500000 | 16.41 mm | 15.82 mm shares | 0.14 | Debt | Long | USA |
TERNA RETE ELETTRICA /EUR/ REGD REG S EMTN 3.50000000 | 16.38 mm | 15.20 mm shares | 0.14 | Debt | Long | Italy |
UNITED STATES TREASURY BOND 3.87500000 | 16.37 mm | 17.32 mm shares | 0.14 | Debt | Long | USA |
HOCHTIEF AKTIENGESELLSCH /EUR/ REGD EMTN 0.62500000 | 16.34 mm | 17.55 mm shares | 0.14 | Debt | Long | Germany |
UNITED STATES TREASURY BOND 4.37500000 | 16.28 mm | 16.11 mm shares | 0.14 | Debt | Long | USA |
EFSF /EUR/ REGD REG S 2.75000000 | 16.10 mm | 15.00 mm shares | 0.14 | Debt | Long | Luxembourg |
IMCD NV /EUR/ REGD REG S 4.87500000 | 15.94 mm | 14.25 mm shares | 0.13 | Debt | Long | Netherlands |
EFSF /EUR/ REGD REG S EMTN 2.37500000 | 15.93 mm | 15.00 mm shares | 0.13 | Debt | Long | Luxembourg |
EUROPEAN UNION /EUR/ REGD REG S SER NGEU 1.25000000 | 15.86 mm | 20.00 mm shares | 0.13 | Debt | Long | N/A |
FUTURE CONTRACT ON EURO-BUND FUTURE JUN24 /EUR/ 0.00000000 | 15.83 mm | 110.00 contracts | 0.13 | Interest rate derivative | N/A | Germany |
SKANDINAVISKA ENSKILDA /EUR/ REGD V/R REG S EMTN 4.50000000 | 15.76 mm | 14.48 mm shares | 0.13 | Debt | Long | Sweden |
EUROPEAN UNION /EUR/ REGD REG S EMTN SER NGEU 2.62500000 | 15.72 mm | 16.00 mm shares | 0.13 | Debt | Long | N/A |
UNITED STATES TREASURY BOND 4.50000000 | 15.71 mm | 15.31 mm shares | 0.13 | Debt | Long | USA |
CREDIT AGRICOLE SA /EUR/ REGD REG S EMTN 1.00000000 | 15.61 mm | 15.00 mm shares | 0.13 | Debt | Long | France |
UNITED KINGDOM GILT /GBP/ REGD REG S 4.25000000 | 15.49 mm | 12.02 mm shares | 0.13 | Debt | Long | UK |
FRANCE (GOVT OF) /EUR/ REGD 0.75000000 | 15.46 mm | 26.68 mm shares | 0.13 | Debt | Long | France |
EUROPEAN INVESTMENT BANK /EUR/ REGD SER EARN 0.05000000 | 15.42 mm | 19.00 mm shares | 0.13 | Debt | Long | N/A |
UNITED KINGDOM GILT /GBP/ REGD REG S 3.50000000 | 15.37 mm | 13.87 mm shares | 0.13 | Debt | Long | UK |
FANNIE MAE POOL UMBS P#FM9966 3.50000000 | 15.35 mm | 16.70 mm shares | 0.13 | ABS-mortgage backed security | Long | USA |
FANNIE MAE POOL UMBS P#FS2031 3.50000000 | 15.33 mm | 17.04 mm shares | 0.13 | ABS-mortgage backed security | Long | USA |
MUNICH RE /EUR/ REGD V/R REG S 1.00000000 | 15.32 mm | 17.80 mm shares | 0.13 | Debt | Long | Germany |
UNITED KINGDOM GILT /GBP/ REGD REG S 4.25000000 | 15.26 mm | 12.36 mm shares | 0.13 | Debt | Long | UK |
CHINA DEVELOPMENT BANK /CNY/ REGD SER 1605 3.80000000 | 15.22 mm | 98.00 mm shares | 0.13 | Debt | Long | China |
EFSF /EUR/ REGD REG S EMTN 0.75000000 | 15.22 mm | 15.00 mm shares | 0.13 | Debt | Long | Luxembourg |
UNITED KINGDOM GILT /GBP/ REGD REG S 3.75000000 | 15.18 mm | 13.49 mm shares | 0.13 | Debt | Long | UK |
UNITED KINGDOM GILT /GBP/ REGD REG S 4.25000000 | 15.09 mm | 12.02 mm shares | 0.13 | Debt | Long | UK |
CHINA GOVERNMENT BOND /CNY/ REGD SER INBK 3.81000000 | 14.99 mm | 89.10 mm shares | 0.13 | Debt | Long | China |
FRANCE (GOVT OF) /EUR/ REGD 1.25000000 | 14.83 mm | 17.28 mm shares | 0.13 | Debt | Long | France |
SAP SE /EUR/ REGD REG S 1.62500000 | 14.83 mm | 15.00 mm shares | 0.13 | Debt | Long | Germany |
CREDITO EMILIANO SPA /EUR/ REGD V/R REG S EMTN 4.87500000 | 14.61 mm | 12.90 mm shares | 0.12 | Debt | Long | Italy |
BHP BILLITON FINANCE LTD /GBP/ REGD EMTN SER 12 4.30000000 | 14.50 mm | 13.00 mm shares | 0.12 | Debt | Long | Australia |
EXPORT-IMPORT BANK CHINA /CNY/ REGD SER 1910 3.86000000 | 14.46 mm | 97.80 mm shares | 0.12 | Debt | Long | China |
EXOR NV /EUR/ REGD REG S 3.75000000 | 14.42 mm | 13.33 mm shares | 0.12 | Debt | Long | Netherlands |
FANNIE MAE POOL UMBS P#BF0463 3.00000000 | 14.35 mm | 16.74 mm shares | 0.12 | ABS-mortgage backed security | Long | USA |
UBS GROUP AG /GBP/ REGD V/R REG S 7.37500000 | 14.30 mm | 10.00 mm shares | 0.12 | Debt | Long | Switzerland |
UNITED STATES TREASURY BOND 4.75000000 | 14.29 mm | 13.63 mm shares | 0.12 | Debt | Long | USA |
ABB FINANCE BV /EUR/ REGD REG S EMTN 3.37500000 | 14.09 mm | 13.00 mm shares | 0.12 | Debt | Long | Netherlands |
FUTURE CONTRACT ON EURO-BUXL 30Y BND JUN24 /EUR/ 0.00000000 | 14.06 mm | 96.00 contracts | 0.12 | Interest rate derivative | N/A | Germany |
EFSF /EUR/ REGD REG S EMTN 0.87500000 | 13.95 mm | 15.90 mm shares | 0.12 | Debt | Long | Luxembourg |
RELX FINANCE BV /EUR/ REGD REG S 0.87500000 | 13.87 mm | 15.40 mm shares | 0.12 | Debt | Long | Netherlands |
TALANX AG /EUR/ REGD REG S EMTN 4.00000000 | 13.85 mm | 12.50 mm shares | 0.12 | Debt | Long | Germany |
CHINA DEVELOPMENT BANK /CNY/ REGD SER 1909 3.50000000 | 13.83 mm | 97.10 mm shares | 0.12 | Debt | Long | China |
EUROPEAN UNION /EUR/ REGD EMTN SER NGEU 0.45000000 | 13.80 mm | 19.80 mm shares | 0.12 | Debt | Long | N/A |
GNMA2 TBA 30YR 5% APR 24 TO BE ANNOUNCED 5.00000000 | 13.77 mm | 14.01 mm shares | 0.12 | ABS-mortgage backed security | Long | USA |
EFSF /EUR/ REGD REG S EMTN 1.50000000 | 13.66 mm | 13.00 mm shares | 0.12 | Debt | Long | Luxembourg |
UNITED KINGDOM GILT /GBP/ REGD REG S 4.75000000 | 13.61 mm | 10.16 mm shares | 0.12 | Debt | Long | UK |
UNITED STATES TREASURY BOND 4.25000000 | 13.60 mm | 13.61 mm shares | 0.12 | Debt | Long | USA |
BANCO BILBAO VIZCAYA ARG /GBP/ REGD V/R REG S EMTN 8.25000000 | 13.57 mm | 10.00 mm shares | 0.11 | Debt | Long | Spain |
UNITED STATES TREASURY BOND 2.75000000 | 13.53 mm | 17.21 mm shares | 0.11 | Debt | Long | USA |
AGRICUL DEV BANK CHINA /CNY/ REGD SER 2004 2.96000000 | 13.40 mm | 94.30 mm shares | 0.11 | Debt | Long | China |
UNITED KINGDOM GILT /GBP/ REGD REG S 4.50000000 | 13.40 mm | 10.41 mm shares | 0.11 | Debt | Long | UK |
RELX FINANCE BV /EUR/ REGD REG S 3.75000000 | 13.29 mm | 12.00 mm shares | 0.11 | Debt | Long | Netherlands |
CHINA DEVELOPMENT BANK /CNY/ REGD SER 2110 3.41000000 | 13.24 mm | 90.40 mm shares | 0.11 | Debt | Long | China |
UNITED KINGDOM GILT /GBP/ REGD REG S 4.25000000 | 13.22 mm | 10.75 mm shares | 0.11 | Debt | Long | UK |
FRANCE (GOVT OF) /EUR/ REGD 2.50000000 | 13.12 mm | 13.48 mm shares | 0.11 | Debt | Long | France |
GNMAII JUMBO TBA APR 21 TO BE ANNOUNCED 2.00000000 | 13.10 mm | 15.98 mm shares | 0.11 | ABS-mortgage backed security | Long | USA |
UNITED KINGDOM GILT /GBP/ REGD REG S 1.75000000 | 13.01 mm | 13.62 mm shares | 0.11 | Debt | Long | UK |
CHINA GOVERNMENT BOND /CNY/ REGD SER INBK 3.39000000 | 12.95 mm | 82.54 mm shares | 0.11 | Debt | Long | China |
FNMA 30YR TBA 4% MAY 24 TO BE ANNOUNCED 4.00000000 | 12.94 mm | 13.95 mm shares | 0.11 | ABS-mortgage backed security | Long | USA |
INFORMA PLC /EUR/ REGD REG S EMTN 1.25000000 | 12.85 mm | 13.10 mm shares | 0.11 | Debt | Long | UK |
SECURITAS TREASURY IRELA /EUR/ REGD REG S EMTN 3.87500000 | 12.72 mm | 11.70 mm shares | 0.11 | Debt | Long | Ireland |
BANQUE FED CRED MUTUEL /GBP/ REGD REG S EMTN 5.00000000 | 12.60 mm | 10.00 mm shares | 0.11 | Debt | Long | France |
ABERTIS INFRAESTRUCTURAS /GBP/ REGD REG S EMTN 3.37500000 | 12.47 mm | 10.40 mm shares | 0.11 | Debt | Long | Spain |
CHINA GOVERNMENT BOND /CNY/ REGD SER INBK 2.60000000 | 12.45 mm | 88.80 mm shares | 0.11 | Debt | Long | China |
UNITED KINGDOM GILT /GBP/ REGD REG S 4.00000000 | 12.29 mm | 10.40 mm shares | 0.10 | Debt | Long | UK |
CREDIT AGRICOLE SA /EUR/ REGD V/R REG S EMTN 0.50000000 | 12.25 mm | 13.00 mm shares | 0.10 | Debt | Long | France |
EXPORT-IMPORT BANK CHINA /CNY/ REGD SER 2007 3.26000000 | 12.24 mm | 86.00 mm shares | 0.10 | Debt | Long | China |
UNITED KINGDOM GILT /GBP/ REGD REG S 1.75000000 | 12.16 mm | 15.95 mm shares | 0.10 | Debt | Long | UK |
AGRICUL DEV BANK CHINA /CNY/ REGD SER 1901 3.75000000 | 12.14 mm | 82.70 mm shares | 0.10 | Debt | Long | China |
EUROPEAN INVESTMENT BANK /EUR/ REGD EMTN SER EARN 4.00000000 | 12.10 mm | 10.00 mm shares | 0.10 | Debt | Long | N/A |
E.ON SE /EUR/ REGD REG S EMTN 3.50000000 | 11.99 mm | 11.00 mm shares | 0.10 | Debt | Long | Germany |
UNITED KINGDOM GILT /GBP/ REGD REG S 1.25000000 | 11.96 mm | 15.12 mm shares | 0.10 | Debt | Long | UK |
AGRICUL DEV BANK CHINA /CNY/ REGD SER 2005 2.25000000 | 11.90 mm | 85.80 mm shares | 0.10 | Debt | Long | China |
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION SER 2023-H03 CL FA V/R 6.18931000 | 11.75 mm | 11.75 mm shares | 0.10 | ABS-collateralized bond/debt obligation | Long | USA |
EUROPEAN INVESTMENT BANK /GBP/ REGD REG S EMTN 1.00000000 | 11.64 mm | 10.00 mm shares | 0.10 | Debt | Long | N/A |
FUTURE CONTRACT ON US 5YR NOTE (CBT) JUN24 0.00000000 | 11.56 mm | 108.00 contracts | 0.10 | Interest rate derivative | N/A | USA |
TOYOTA MOTOR FINANCE BV /EUR/ REGD REG S EMTN 4.00000000 | 11.56 mm | 10.53 mm shares | 0.10 | Debt | Long | Netherlands |
TSY REGD /GBP/ 4.25000000 | 11.54 mm | 9.13 mm shares | 0.10 | Debt | Long | UK |
FREDDIE MAC POOL UMBS P#SD7543 2.50000000 | 11.51 mm | 13.69 mm shares | 0.10 | ABS-mortgage backed security | Long | USA |
BANCO BILBAO VIZCAYA ARG /EUR/ REGD REG S EMTN SER GMTN 1.75000000 | 11.42 mm | 10.90 mm shares | 0.10 | Debt | Long | Spain |
FNMA 30YR TBA 2.5% APR 24 TO BE ANNOUNCED 2.50000000 | 11.30 mm | 13.65 mm shares | 0.10 | ABS-mortgage backed security | Long | USA |
FANNIE MAE POOL UMBS P#FS0908 3.50000000 | 11.26 mm | 12.34 mm shares | 0.10 | ABS-mortgage backed security | Long | USA |