Current holdings
Data for period
31 Mar 24
(Last reporting period)
Total assets
$362.45 mm
Liabilities
$15.35 mm
Net assets
$347.10 mm
Number of holdings
118.00
Holding trends
Total assets and liabilities
Assets
Liabilities
Total number of holdings
Holdings history data
$Dollar values in millions. Negative values are Short positions. "0" is less than $100,000.
Holding | Mar 23 | Jun 23 | Sep 23 | Mar 24 |
---|---|---|---|---|
ABN AMRO BANK NV | ||||
ADMIRAL GROUP PLC | ||||
AERCAP HOLDINGS NV | ||||
AES CORP | ||||
AGPS BONDCO PLC | ||||
AIB GROUP PLC | ||||
AIR LEASE CORP | ||||
ALIMENTATION COUCHE-TARD INC | ||||
ALPHA BANK SA | ||||
AMERICAN AIRLINES INC | ||||
ANGLIAN WATER (OSPREY) FINANCING PLC | ||||
ARES CAPITAL CORP | ||||
ARGENTUM NETHERLANDS BV | ||||
AROUNDTOWN SA | ||||
AT SECURITIES BV | ||||
AUSNET SERVICES HOLDINGS PTY LTD | ||||
AVOLON HOLDINGS FUNDING LTD | ||||
BANCO BILBAO VIZCAYA ARGENTARIA S.A | ||||
BANK OF AMERICA CORPORATION | ||||
BANK OF AMERICA, N.A. | ||||
BANK OF IRELAND GROUP PLC | ||||
BARCLAYS PLC | ||||
BAT CAPITAL CORP | ||||
BAYER AG | ||||
BAYER US FIN LLC | ||||
BLACKSTONE PRIVATE CREDIT FUND | ||||
BLACKSTONE PROPERTY PARTNERS EUROPE HOLDINGS SARL | ||||
BNP PARIBAS | ||||
BOEING CO | ||||
BOSCH (ROBERT) GMBH | ||||
BPCE SA | ||||
BRITISH AMERICAN TOBACCO PLC | ||||
BROADCOM INC | ||||
BROWN BROTHERS HARRIMAN and CO. | ||||
CADENT FINANCE PLC | ||||
CANADA, GOVERNMENT OF | ||||
CANADIAN IMPERIAL BANK OF COMMERCE | ||||
CAPITAL ONE FINANCIAL CORP | ||||
CARRIER GLOBAL CORP | ||||
CBRE GLOBAL INVESTOR PAN EUROPEAN CORE FUND | ||||
CENTENE CORP DEL | ||||
CHARTER COMMUNICATIONS OPERATING LLC / CHARTER COMMUNICATIONS OPERATING CAPITAL | ||||
CHICAGO BOARD OF TRADE US LONG BOND(CBT) FUT JUN24 USM4 | ||||
CHICAGO BOARD OF TRADE US 2YR NOTE (CBT) FUT JUN24 TUM4 | ||||
CHICAGO BOARD OF TRADE US 5YR NOTE (CBT) FUT JUN24 FVM4 | ||||
CHICAGO BOARD OF TRADE US 5YR NOTE (CBT) FUT DEC23 FVZ3 | ||||
CHICAGO BOARD OF TRADE US 2YR NOTE (CBT) FUT DEC23 TUZ3 | ||||
CHICAGO BOARD OF TRADE US LONG BOND(CBT) FUT DEC23 USZ3 | ||||
CHICAGO BOARD OF TRADE US 2YR NOTE (CBT) FUT SEP23 TUU3 | ||||
CHICAGO BOARD OF TRADE US LONG BOND(CBT) FUT SEP23 USU3 | ||||
CHICAGO BOARD OF TRADE US 2YR NOTE (CBT) FUT JUN23 TUM3 | ||||
CHICAGO BOARD OF TRADE US LONG BOND(CBT) FUT JUN23 USM3 | ||||
CIA DE SEGUROS FIDELIDADE SA | ||||
CITIBANK, N.A. | ||||
CITIGROUP INC | ||||
CITYCON OYJ | ||||
CLECO CORPORATE HLDGS LLC | ||||
CLOVERIE PLC | ||||
COMMERZBANK AG | ||||
COOPERATIEVE RABOBANK UA | ||||
CPI PROPERTY GROUP SA | ||||
CREDIT AGRICOLE ASSURANCES SA | ||||
CREDIT AGRICOLE SA | ||||
CREDIT SUISSE AG LDN BRANCH | ||||
CREDIT SUISSE GRP AG | ||||
CTP BV | ||||
DANSKE BANK A/S | ||||
DCP MIDSTREAM OPERATING LP | ||||
DEUTSCHE BANK AG | ||||
DISCOVER FINANCIAL SVS | ||||
DUKE ENERGY CORP NEW | ||||
E.ON SE | ||||
ELANCO ANIMAL HEALTH INC | ||||
ELECTRICITE DE FRANCE | ||||
ENBW ENERGIE BADEN-WUERTTEM AG | ||||
ENEL SPA | ||||
ENGIE SA | ||||
EUREX DEUTSCHLAND EURO-BOBL FUTURE SEP23 OEU3 | ||||
EUREX DEUTSCHLAND EURO-SCHATZ FUT SEP23 DUU3 | ||||
EUREX DEUTSCHLAND EURO-BUXL 30Y BND FUT JUN23 UBM3 | ||||
EUREX DEUTSCHLAND EURO-BOBL FUTURE JUN23 OEM3 | ||||
EUREX DEUTSCHLAND EURO-SCHATZ FUT JUN23 DUM3 | ||||
EUREX DEUTSCHLAND EURO-BUND FUTURE JUN23 RXM3 | ||||
EUROPEAN INVESTMENT BANK | ||||
EUROPEAN UNION | ||||
Fidelity Revere Street Trust | ||||
FORD MOTOR CREDIT CO LLC | ||||
GENERAL MTRS FINL CO INC | ||||
GERMANY FEDERAL REPUBLIC OF | ||||
GOLDMAN SACHS BANK USA | ||||
GRAND CITY PROPERTIES SA | ||||
GTC AURORA LUXEMBOURG SA | ||||
HEATHROW FUNDING LTD | ||||
HEIMSTADEN AB | ||||
HEIMSTADEN BOSTAD AB | ||||
HSBC BANK USA NA | ||||
HSBC HOLDINGS PLC | ||||
HUDSON PACIFIC PROPERTIES LP | ||||
ICE FUTURES EUROPE FINANCIALS LONG GILT FUTURE JUN24 G M4 | ||||
ICE FUTURES EUROPE FINANCIALS LONG GILT FUTURE DEC23 G Z3 | ||||
ICE FUTURES EUROPE FINANCIALS LONG GILT FUTURE SEP23 G U3 | ||||
ICE FUTURES EUROPE FINANCIALS LONG GILT FUTURE JUN23 G M3 | ||||
IMPERIAL BRANDS FINANCE NETHERLANDS B.V. | ||||
IMPERIAL BRANDS FINANCE PLC | ||||
INCHCAPE PLC | ||||
ING GROEP NV | ||||
INTESA SANPAOLO SPA | ||||
JAPAN GOVERNMENT OF | ||||
JOHN LEWIS PLC | ||||
JPMORGAN CHASE and CO | ||||
JPMORGAN CHASE BANK NA NEW YORK NY | ||||
JYSKE BANK | ||||
KBC GROUPE SA/NV | ||||
KERING SA | ||||
KREDITANSTALT FUR WIEDERAUFB | ||||
LAGARDERE SA | ||||
LEIGHTON FIN USA PTY LTD | ||||
LEVEL 3 FINANCING INC | ||||
LLOYDS BANKING GROUP PLC | ||||
LOGICOR FINANCING SARL | ||||
MARKS and SPENCER PLC | ||||
MOBICO GROUP PLC | ||||
MONTREAL EXCHANGE (THE) CAN 10YR BOND FUT JUN24 CNM4 | ||||
MONTREAL EXCHANGE (THE) CAN 10YR BOND FUT DEC23 CNZ3 | ||||
MONTREAL EXCHANGE (THE) CAN 10YR BOND FUT SEP23 CNU3 | ||||
MONTREAL EXCHANGE (THE) CAN 10YR BOND FUT JUN23 CNM3 | ||||
MORGAN STANLEY | ||||
MPT OPER PARTNERSHIP LP / MPT FIN CORP MPT OPER PARTNERSHIP LP/CORP 2.5% 03/24/2026 | ||||
MPT OPER PARTNERSHIP LP / MPT FIN CORP MPT OPER PARTNERSHIP LP/CORP 3.5% 03/15/2031 | ||||
NATIONWIDE BUILDING SOCIETY | ||||
NATWEST GROUP PLC | ||||
NATWEST MARKETS PLC | ||||
NEXTERA ENERGY OPERATING PARTNERS LP | ||||
NGG FINANCE PLC | ||||
NORDEA BANK ABP | ||||
OMEGA HEALTHCARE INVESTORS INC | ||||
PETROLEOS MEXICANOS | ||||
PRUDENTIAL FUNDING ASIA PLC | ||||
PUGET ENERGY INC | ||||
QBE INS GROUP LTD | ||||
RECKITT BENCKISER TREAS SVCS PLC | ||||
REWE INT FINANCE | ||||
ROLLS-ROYCE PLC | ||||
ROYAL BANK OF CANADA | ||||
ROYAL KPN NV (KONINKLIJKE KPN) | ||||
RWE AG | ||||
SABRA HEALTH CARE LP | ||||
SAMHALLSBYGGNADSBOLAGET I NORDEN AB | ||||
SANTANDER UK GROUP HOLDINGS PLC | ||||
SCHAEFFLER AG | ||||
SEVERN TRENT WATER UTIL FIN | ||||
SIRIUS REAL ESTATE LTD | ||||
SITE CENTERS CORP | ||||
SOCIETE GENERALE | ||||
SOUTHERN COMPANY | ||||
SOUTHERN WTR SERVICES FIN LTD | ||||
SSE PLC | ||||
STATE STREET BANK AND TRUST COMPANY | ||||
SW FINANCE I PLC | ||||
SYDNEY FUTURES EXCHANGE LTD AUST 10Y BOND FUT JUN24 XMM4 | ||||
SYDNEY FUTURES EXCHANGE LTD AUST 10Y BOND FUT DEC23 XMZ3 | ||||
SYDNEY FUTURES EXCHANGE LTD AUST 10Y BOND FUT SEP23 XMU3 | ||||
SYDNEY FUTURES EXCHANGE LTD AUST 10Y BOND FUT JUN23 XMM3 | ||||
TECHNIP ENERGIES NV | ||||
TELEFONICA EMISIONES SAU | ||||
TELEFONICA EUROPE BV | ||||
TESCO CORPORATE TREASURY SERVICES PLC | ||||
THAMES WATER UTILITY FINANCE PLC | ||||
THE BANK OF NOVA SCOTIA | ||||
THE BERKELEY GROUP PLC | ||||
TIME WARNER CABLE LLC | ||||
TOLL BROTHERS FINANCE CORP | ||||
TRAVIS PERKINS PLC | ||||
TRITAX EUROBOX PLC | ||||
UBS GROUP AG | ||||
UNICREDIT SPA | ||||
UNIVERSAL HEALTH SERVICES INC | ||||
UNIVERSAL MUSIC GROUP NV | ||||
UST NOTES | ||||
VALEO | ||||
VEOLIA ENVIRONNEMENT SA | ||||
VERIZON COMMUNICATIONS INC | ||||
VIRGIN MONEY UK PLC | ||||
VODAFONE GRP PLC | ||||
VOLKSWAGEN INTL FINANCE NV | ||||
VONOVIA FINANCE BV | ||||
VONOVIA SE | ||||
VONTIER CORP | ||||
VORNADO REALTY L P | ||||
WERFENLIFE SA | ||||
WESTERN GAS PARTNERS LP | ||||
WHITBREAD GROUP PLC | ||||
ZF EUROPE FINANCE BV | ||||
ZF FINANCE GMBH | ||||
ZURICH FINANCE (IRELAND) DAC |