Current holdings
Data for period
28 Jun 24
(Last reporting period)
Total assets
$2.32 bn
Liabilities
$7.64 mm
Net assets
$2.31 bn
Number of holdings
59.00
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 | Jun 23 | Sep 23 | Mar 24 | Jun 24 |
---|---|---|---|---|
AUSTRALIAN SECURITIES EXCHANGE TRADE24 SPI 200 | ||||
AUSTRALIAN SECURITIES EXCHANGE TRADE24 AUST 10Y BOND | ||||
AUSTRALIAN SECURITIES EXCHANGE TRADE24 AUST 3YR BOND | ||||
AUSTRALIAN SECURITIES EXCHANGE TRADE24 90-DAY BANK BILL | ||||
AUSTRALIAN SECURITIES EXCHANGE TRADE24 AUST 3YR BOND | ||||
AUSTRALIAN SECURITIES EXCHANGE TRADE24 90-DAY BANK BILL | ||||
AUSTRALIAN SECURITIES EXCHANGE TRADE24 AUST 10Y BOND | ||||
AUSTRALIAN SECURITIES EXCHANGE TRADE24 SPI 200 | ||||
AUSTRALIAN SECURITIES EXCHANGE TRADE24 AUST 10Y BOND | ||||
AUSTRALIAN SECURITIES EXCHANGE TRADE24 AUST 3YR BOND | ||||
AUSTRALIAN SECURITIES EXCHANGE TRADE24 SPI 200 | ||||
AUSTRALIAN SECURITIES EXCHANGE TRADE24 AUST 10Y BOND | ||||
AUSTRALIAN SECURITIES EXCHANGE TRADE24 SPI 200 | ||||
AUSTRALIAN SECURITIES EXCHANGE TRADE24 SFE 90 Day Australian Bank Accepted Bills | ||||
AUSTRALIAN SECURITIES EXCHANGE TRADE24 AUST 3YR BOND | ||||
BACNA CD 5.3800 07/18/24 | ||||
BACNA CD 5.4000 01/06/25 | ||||
BACNA CD 5.4600 01/13/25 | ||||
BACNA CD 5.8000 04/10/24 | ||||
BANK OF AMERICA NA CD 5.2 23 BANK OF AMERICA NA CD 5.2 23 | ||||
BANK OF AMERICA NA CD 5.2 23 BANK OF AMERICA NA CD 5.2 23 | ||||
BANK OF AMERICA NA CD FLT 24 BANK OF AMERICA NA CD FLT 24 | ||||
BANK OF AMERICA NA CD FLT 24 BANK OF AMERICA NA CD FLT 24 | ||||
BANK OF AMERICA NA CD FLT 24 BANK OF AMERICA NA CD FLT 24 | ||||
Bank of America, National Association | ||||
BANK OF MONTREAL CHICAGO Bank of Montreal/Chicago IL | ||||
BANK OF MONTREAL CHICAGO BANK OF MONTREAL/CHICAGO IL | ||||
BANK OF MONTREAL CHICAGO BANK OF MONTREAL/CHICAGO IL | ||||
BANK OF NOVA SCOTIA HOUS | ||||
BMOCHG YCD 5.4800 05/08/25 | ||||
BNP PARIBAS SECURITIES CORP. | ||||
BNPPNY YCD 5.2000 12/19/24 BNPPNY YCD 5.2000 12/19/24 | ||||
BNPPNY YCD 5.2000 12/19/24 BNPPNY YCD 5.2000 12/19/24 | ||||
BNPPNY YCD 5.2700 10/04/24 BNPPNY YCD 5.2700 10/04/24 | ||||
BNPPNY YCD 5.2700 10/04/24 BNPPNY YCD 5.2700 10/04/24 | ||||
BOARD OF TRADE OF THE CITY OF CHICAGO, INC. | ||||
BORSA ITALIANA S.P.A. | ||||
CANADIAN IMP BK COMM NY | ||||
CANADIAN IMPERIAL BK COMM TORO CD 5.2 23 | ||||
CANADIAN IMPERIAL BK COMM TORO CD 5.6 24 CANADIAN IMPERIAL BK COMM TORO CD 5.6 24 | ||||
CANADIAN IMPERIAL BK COMM TORO CD 5.6 24 CANADIAN IMPERIAL BK COMM TORO CD 5.6 24 | ||||
CHICAGO MERCANTILE EXCHANGE INC. | ||||
CIBCNY YCD 5.8100 03/26/24 CIBCNY YCD 5.8100 03/26/24 | ||||
CIBCNY YCD 5.8100 03/26/24 CIBCNY YCD 5.8100 03/26/24 | ||||
CIBCNY YCD 5.8400 05/13/24 | ||||
COMMODITY EXCHANGE, INC. ALUMINUM | ||||
COMMODITY EXCHANGE, INC. SILVER | ||||
COMMODITY EXCHANGE, INC. COPPER | ||||
COMMODITY EXCHANGE, INC. GOLD 100 OZ | ||||
COMMODITY EXCHANGE, INC. GOLD 100 OZ | ||||
COMMODITY EXCHANGE, INC. COPPER | ||||
COMMODITY EXCHANGE, INC. SILVER | ||||
COMMODITY EXCHANGE, INC. ALUMINUM | ||||
COMMODITY EXCHANGE, INC. COPPER | ||||
COMMODITY EXCHANGE, INC. ALUMINUM | ||||
COMMODITY EXCHANGE, INC. COMEX Gold 100 Troy Ounces | ||||
COMMODITY EXCHANGE, INC. SILVER | ||||
COMMODITY EXCHANGE, INC. COPPER | ||||
COOPERAT RABOBANK UA/NY | ||||
COOPERATIEVE CENTRALE RAIFFEIS CD 5.3 23 COOPERATIEVE CENTRALE RAIFFEIS CD 5.3 23 | ||||
COOPERATIEVE CENTRALE RAIFFEIS CD 5.3 23 COOPERATIEVE CENTRALE RAIFFEIS CD 5.3 23 | ||||
DEUTSCHE BANK AKTIENGESELLSCHAFT | ||||
DNBNNY YCD 5 07/05/23 | ||||
DNBNNY YCD 5.2700 04/02/24 | ||||
DNBNNY YCD 5.2700 10/04/23 | ||||
DNBNNY YCD 5.2900 07/02/24 | ||||
Dreyfus Government Cash Management | ||||
DZ BANK NY | ||||
DZBK YCD 5.3000 06/03/24 | ||||
DZBK YCD 5.4700 12/04/24 | ||||
EUREX CLEARING AKTIENGESELLSCHAFT | ||||
EURONEXT PARIS SA | ||||
HONG KONG FUTURES EXCHANGE HANG SENG INDEX | ||||
HONG KONG FUTURES EXCHANGE HSCEI | ||||
HONG KONG FUTURES EXCHANGE HSCEI | ||||
HONG KONG FUTURES EXCHANGE HANG SENG INDEX | ||||
HONG KONG FUTURES EXCHANGE HANG SENG IDX | ||||
HONG KONG FUTURES EXCHANGE HSCEI | ||||
HONG KONG FUTURES EXCHANGE HSCEI | ||||
HONG KONG FUTURES EXCHANGE HANG SENG IDX | ||||
HSBC SECURITIES (USA) INC. | ||||
ICE ENDEX CARBON EMISSIONS | ||||
ICE ENDEX CARBON EMISSIONS | ||||
ICE ENDEX MARKETS B.V. | ||||
ICE FUTURES EUROPE | ||||
ICE FUTURES U.S., INC. | ||||
J.P. MORGAN SECURITIES LLC | ||||
MEFF RENTA VARIABLE (MADRID) IBEX 35 INDX | ||||
MEFF RENTA VARIABLE (MADRID) IBEX 35 INDX | ||||
MEFF RENTA VARIABLE (MADRID) IBEX 35 INDX | ||||
MEFF RENTA VARIABLE (MADRID) IBEX 35 INDX | ||||
MITSUBISHI UFJ TR&BK NY | ||||
MITTNY YCD 5.5400 09/21/23 | ||||
MIZUHO BANK LTD/NY | ||||
MIZUHO BK LTD NEW YORK BRH CD 5.35 24 MIZUHO BK LTD NEW YORK BRH CD 5.35 24 | ||||
MIZUHO BK LTD NEW YORK BRH CD 5.35 24 MIZUHO BK LTD NEW YORK BRH CD 5.35 24 | ||||
MONTREAL EXCHANGE CAN 10YR BOND | ||||
MONTREAL EXCHANGE S&P/TSX 60 IX | ||||
MONTREAL EXCHANGE BANK ACCEPT | ||||
MONTREAL EXCHANGE 3M CORRA | ||||
MONTREAL EXCHANGE Montreal Exchange 3 Month Canadian Bank Acceptance | ||||
MONTREAL EXCHANGE CAN 10YR BOND | ||||
MONTREAL EXCHANGE S&P/TSX 60 IX | ||||
MONTREAL EXCHANGE INC. | ||||
MUFG Bank Ltd New York Branch 5.65 CD 08/01/2024 USD | ||||
MUFGBK YCD 5.4700 11/12/24 | ||||
NABNY YCD 5.1200 09/25/24 NABNY YCD 5.1200 09/25/24 | ||||
NABNY YCD 5.1200 09/25/24 NABNY YCD 5.1200 09/25/24 | ||||
NATIONAL STOCK EXCHANGE OF INDIA LIMITED | ||||
NEW YORK MERCANTILE EXCHANGE, INC. | ||||
NORDEA BANK ABP NEW YORK | ||||
NORHNY YCD 5.4100 09/23/24 | ||||
OCBCNY YCD 5.5500 10/10/23 OCBCNY YCD 5.5500 10/10/23 | ||||
OCBCNY YCD 5.5500 10/10/23 OCBCNY YCD 5.5500 10/10/23 | ||||
OMX NORDIC EXCHANGE STOCKHOLM OMXS30 IND | ||||
OMX NORDIC EXCHANGE STOCKHOLM OMXS30 IND | ||||
OMX NORDIC EXCHANGE STOCKHOLM OMXS30 IND | ||||
OMX NORDIC EXCHANGE STOCKHOLM OMXS30 IND | ||||
OSAKA EXCHANGE,INC | ||||
OVERSEA-CHINESE BK CO NY | ||||
Royal Bank of Canada New York Branch 5.96 CD 20/09/2024 USD Royal Bank of Canada New York Branch 5.96 CD 20/09/2024 USD | ||||
Royal Bank of Canada New York Branch 5.96 CD 20/09/2024 USD Royal Bank of Canada New York Branch 5.96 CD 20/09/2024 USD | ||||
Royal Bank of Canada New York Branch 5.96 CD 20/09/2024 USD Royal Bank of Canada New York Branch 5.96 CD 20/09/2024 USD | ||||
ROYAL BANK OF CANADA NY | ||||
RY YCD 5.8300 07/23/24 RY YCD 5.8300 07/23/24 | ||||
RY YCD 5.8300 07/23/24 RY YCD 5.8300 07/23/24 | ||||
SEBNY YCD 5.2500 10/08/24 SEBNY YCD 5.2500 10/08/24 | ||||
SEBNY YCD 5.2500 10/08/24 SEBNY YCD 5.2500 10/08/24 | ||||
SEBNY YCD 5.4500 10/25/23 SEBNY YCD 5.4500 10/25/23 | ||||
SEBNY YCD 5.4500 10/25/23 SEBNY YCD 5.4500 10/25/23 | ||||
SINGAPORE EXCHANGE LIMITED | ||||
SKANDINAV ENSKILDA BK NY | ||||
SOUTH AFRICAN FUTURES EXCHANGE FTSE/JSE TOP 40 | ||||
SOUTH AFRICAN FUTURES EXCHANGE FTSE/JSE TOP 40 | ||||
SOUTH AFRICAN FUTURES EXCHANGE FTSE/JSE TOP 40 | ||||
SOUTH AFRICAN FUTURES EXCHANGE FTSE/JSE TOP 40 | ||||
SUMIBK YCD 5.8200 04/12/24 | ||||
SUMITOMO MITSUI BANK NY | ||||
SUMITOMO MITSUI BKG CORP N Y CD 5.09 23 | ||||
SUMTNY YCD 5.3100 07/11/24 | ||||
SUMTNY YCD 5.3500 10/05/23 | ||||
SUMTNY YCD 5.4000 10/17/23 | ||||
SUMTNY YCD 5.5500 09/26/23 | ||||
SVENSKA HANDELSBANKEN NY | ||||
SVSNY YCD 5.4100 06/18/25 | ||||
TD BK NY BRH CD 4.02 23 | ||||
TD BK NY BRH CD 5.32 23 | ||||
TDNY YCD 0 07/02/24 TDNY YCD 0 07/02/24 | ||||
TDNY YCD 0 07/02/24 TDNY YCD 0 07/02/24 | ||||
TDNY YCD 0 07/02/24 TDNY YCD 0 07/02/24 | ||||
TDNY YCD 0 07/02/24 TDNY YCD 0 07/02/24 | ||||
TDNY YCD 5.8900 05/22/24 TDNY YCD 5.8900 05/22/24 | ||||
TDNY YCD 5.8900 05/22/24 TDNY YCD 5.8900 05/22/24 | ||||
TDNY YCD 5.9700 10/07/24 TDNY YCD 5.9700 10/07/24 | ||||
TDNY YCD 5.9700 10/07/24 TDNY YCD 5.9700 10/07/24 | ||||
TDNY YCD 5.9700 10/07/24 TDNY YCD 5.9700 10/07/24 | ||||
THE LONDON METAL EXCHANGE | ||||
TREASURY BILL | ||||
UBS Securities LLC | ||||
WESTPAC BANKING CORP NY | ||||
WSTNY YCD 5.8400 08/15/24 WSTNY YCD 5.8400 08/15/24 | ||||
WSTNY YCD 5.8400 08/15/24 WSTNY YCD 5.8400 08/15/24 | ||||
WSTNY YCD 5.8400 08/15/24 WSTNY YCD 5.8400 08/15/24 |