Grundlæggende statistik
Porteføljeværdi $ 167.346.380
Nuværende stillinger 241
Seneste beholdninger, ydeevne, AUM (fra 13F, 13D)

SCTTX - Tax-Aware Overlay C Portfolio Class 2 har afsløret 241 samlede besiddelser i deres seneste SEC-arkivering. Den seneste porteføljeværdi er beregnet til at være $ 167.346.380 USD. Faktiske aktiver under forvaltning (AUM) er denne værdi plus kontanter (som ikke er oplyst). SCTTX - Tax-Aware Overlay C Portfolio Class 2s største beholdninger er State Street SPDR S&P 500 ETF Trust (US:SPY) , iShares, Inc. - iShares Core MSCI Emerging Markets ETF (US:IEMG) , California Infrastructure & Economic Development Bank (US:US13034A2R02) , LA CA DEPT OF ARPTS SUB AMT 17A 5.0% 05-15-30 (US:US544445CQ08) , and Regents of the University of California Medical Center Pooled Revenue (US:US913366KM12) . SCTTX - Tax-Aware Overlay C Portfolio Class 2s nye stillinger omfatter California Infrastructure & Economic Development Bank (US:US13034A2R02) , LA CA DEPT OF ARPTS SUB AMT 17A 5.0% 05-15-30 (US:US544445CQ08) , Regents of the University of California Medical Center Pooled Revenue (US:US913366KM12) , California Statewide Communities Development Authority Hospital Revenue (Methodist Hospital of Southern California) (US:US13081KAJ97) , and LOS ANGELES CA DEPT OF ARPTS ARPT REVENUE (US:US544445GJ29) .

Tilføj denne fond
til dit Dashboard
Top øger dette kvartal

Vi bruger ændringen i porteføljeallokeringen, fordi dette er den mest meningsfulde metrik. Ændringer kan skyldes handler eller ændringer i aktiekurser.

Sikkerhed Aktier
(MM)		 Værdi
(MM$)		 Portefølje % ΔPortefølje %
1,08 0,6584 0,6584
0,85 0,5159 0,5220
0,82 0,5006 0,5006
0,71 0,4326 0,4387
0,66 0,4043 0,4104
0,65 0,3975 0,4037
0,61 0,3746 0,3807
0,60 0,3647 0,3708
3,49 2,1299 0,3486
0,53 0,3237 0,3298
Top falder i dette kvartal

Vi bruger ændringen i porteføljeallokeringen, fordi dette er den mest meningsfulde metrik. Ændringer kan skyldes handler eller ændringer i aktiekurser.

Sikkerhed Aktier
(MM)		 Værdi
(MM$)		 Portefølje % ΔPortefølje %
2,73 2,73 1,6629 -4,6455
0,13 6,47 3,9434 -2,0995
0,03 16,43 10,0213 -0,8388
1,75 1,0691 -0,1483
-0,22 -0,1371 -0,1310
-0,22 -0,1346 -0,1285
-0,12 -0,0727 -0,0666
0,09 0,0558 -0,0640
-0,08 -0,0510 -0,0448
-0,07 -0,0397 -0,0335
13F og Fondsarkivering

Denne formular blev indsendt den 2024-02-27 for rapporteringsperioden 2023-12-31. Klik på linkikonet for at se den fulde transaktionshistorik.

Opgrader for at låse op for premium-data og eksportere til Excel .

2022-07-28: Vigtig note - Vi har ændret behandlingen af kolonnen Δ Portefølje % i denne tabel. Tidligere rapporterede vi det som den procentvise ændring i porteføljeallokeringen. Vi rapporterer det nu som den rå ændring i porteføljeallokeringen (stadig rapporteret som en procent). I formeltermer rapporterede vi det tidligere som 100 * (aktuel allokering - forudgående tildeling) / forudgående tildeling. Vi indberetter det nu som (nuværende tildeling - forudgående tildeling).
Sikkerhed Type Gennemsnitlig aktiekurs Aktier
(MM)		 Δ Aktier
(%)		 Værdi
($MM)		 ΔVærdi
(%)		 Portefølje
(%)		 ΔPortefølje
(%)
SPY / State Street SPDR S&P 500 ETF Trust 0,03 -24,18 16,43 -15,70 10,0213 -0,8388
IEMG / iShares, Inc. - iShares Core MSCI Emerging Markets ETF 0,13 -43,91 6,47 -40,39 3,9434 -2,0995
US13034A2R02 / California Infrastructure & Economic Development Bank 4,30 0,51 2,6228 0,2387
US544445CQ08 / LA CA DEPT OF ARPTS SUB AMT 17A 5.0% 05-15-30 3,80 3,38 2,3170 0,2695
US913366KM12 / Regents of the University of California Medical Center Pooled Revenue 3,49 9,26 2,1299 0,3486
US13081KAJ97 / California Statewide Communities Development Authority Hospital Revenue (Methodist Hospital of Southern California) 3,10 4,34 1,8902 0,2347
US544445GJ29 / LOS ANGELES CA DEPT OF ARPTS ARPT REVENUE 3,01 2,07 1,8340 0,1920
US13081KAK60 / California Statewide Communities Development Authority Hospital Revenue (Methodist Hospital of Southern California) 2,97 4,61 1,8124 0,2298
US0186167484 / AB Fixed Income Shares, Inc. - Government Money Market Portfolio 2,73 -75,92 2,73 -75,92 1,6629 -4,6455
US13013JCM62 / California Community Choice Financing Authority 2,64 6,01 1,6129 0,2232
US9128286B18 / United States Treasury Note/Bond 2,52 4,18 1,5351 0,1891
US13033DAE58 / CALIFORNIA HSG FIN AGY MUNI CTFS 2,47 10,55 1,5088 0,2621
US798136UP03 / Norman Y Mineta San Jose International Airport SJC 2,37 -0,08 1,4443 0,1237
US13013JBL98 / CALIFORNIA CMNTY CHOICE FING AUTH CLEAN ENERGY PROJ REVENUE 2,26 5,50 1,3805 0,1851
US59447PYH80 / Michigan Finance Authority 2,18 0,93 1,3310 0,1258
US452152XU06 / ILLINOIS ST REGD B/E 5.00000000 2,17 0,28 1,3261 0,1177
US594698QH85 / Michigan Strategic Fund 2,13 4,62 1,2978 0,1648
US21977AAJ16 / CORONADO CA CMNTY DEV AGY SUCCESSOR AGY TAX ALLOCATION 2,12 1,58 1,2917 0,1302
US13033DAC92 / California Housing Finance, Class A 2,12 6,39 1,2900 0,1820
US13050RAA05 / California (State of) Municipal Finance Authority (United Airlines, Inc.), Series 2019, Ref. RB 2,10 2,69 1,2829 0,1417
US1301786S07 / California Educational Facilities Authority 2,09 1,66 1,2725 0,1289
US786134UR57 / SACRAMENTO CNTY CALIF SANTN DIST FING AUTH REV 2,02 -0,15 1,2295 0,1048
US13034AQ455 / CALIFORNIA ST INFRASTRUCTURE & ECON DEV BANK REVENUE 1,99 0,25 1,2118 0,1080
US798136UK16 / Norman Y Mineta San Jose International Airport SJC 1,96 0,05 1,1952 0,1039
US072024XT43 / Bay Area Toll Authority 1,95 -0,20 1,1899 0,1003
US072024XU16 / BAY AREA CA TOLL AUTH TOLL BRI REGD N/C V/R B/E 0.51000000 1,94 -0,31 1,1855 0,0992
US13033DAG07 / CALIFORNIA HSG FIN AGY MUNI CTFS 1,92 6,43 1,1710 0,1658
US13032UWW43 / CALIFORNIA ST HLTH FA 1,92 8,06 1,1693 0,1806
US54531MAR79 / LOS ANGELES CO CMNTY 1,90 9,91 1,1574 0,1951
US93265PCQ00 / Walnut Energy Center Authority 1,82 0,22 1,1084 0,0980
US13048VBL18 / California Municipal Finance Authority, Linxs Apartments Project, Senior Lien, Series 2018A 1,81 4,03 1,1010 0,1341
US88256CEX39 / Texas Mun Gas Acqus Bond 1,75 -19,78 1,0691 -0,1483
US13077DQN56 / CALIFORNIA ST UNIV REVENUE 1,58 7,47 0,9651 0,1448
US357129BZ73 / Fremont Community Facilities District No 1 1,55 1,64 0,9443 0,0954
US91412HNW96 / UNIV OF CALIFORNIA CA REVENUES 1,51 6,50 0,9197 0,1310
US592250CR34 / MET PIER & EXPOSITION AUTH IL REVENUE 1,49 4,55 0,9116 0,1149
US797391Z855 / San Diego County CA COP 1,32 0,46 0,8065 0,0731
US13013JAX46 / California Community Choice Financing Authority 1,31 3,97 0,7984 0,0964
US797391Z772 / San Diego County CA COP 1,27 0,47 0,7758 0,0703
US78615RCV33 / SACRAMENTO CNTY CA WTR FING AUTH REVENUE 1,25 5,56 0,7648 0,1031
US13013JCC80 / CALIFORNIA CMNTY CHOICE FING AUTH CLEAN ENERGY PROJ REVENUE 1,20 0,67 0,7319 0,0673
US13063D3R79 / California, State of 1,09 5,19 0,6677 0,0881
US13013JDB98 / California Community Choice Financing Authority, Series 2023 E-1 1,08 0,6584 0,6584
US13013JCS33 / California Community Choice Financing Authority 1,08 4,66 0,6571 0,0837
US400653JT91 / GUAM PWR AUTH-A-REF 1,07 4,68 0,6545 0,0833
US672325XK86 / Oakland CA Unified School District GO 1,06 1,53 0,6492 0,0648
US13048VBM90 / CALIFORNIA ST MUNI FIN AUTH RE REGD B/E AMT 5.00000000 1,06 4,02 0,6476 0,0789
US2510933H15 / DETROIT MI 1,05 4,15 0,6434 0,0793
US13057EDH45 / California Public Finance Authority 1,05 2,13 0,6432 0,0679
US888804CF64 / SAN DIEGO CNTY CA TOBACCO 19A-1 5.0% 06-01-30 1,05 2,65 0,6379 0,0705
US777870XT83 / ROSEVILLE CA FIDDYMENT RANCH CFD #1 17A 5.0% 09-01-31 1,04 2,25 0,6369 0,0676
US13048TWY53 / California Municipal Finance Authority Revenue (Anaheim Electric Utility Distribution System) 1,04 1,76 0,6351 0,0648
US40065KAV52 / GUAM GOVT HOTEL O 5 11/40 1,04 11,75 0,6330 0,1159
US76827QHD88 / River Islands Public Financing Authority, California, Special Tax Bonds, Community Facilities District 2003-1 Improvement Area 1, Subordinate Series 2 1,03 10,87 0,6283 0,1106
US13058TQA15 / California School Finance Authority 1,03 9,01 0,6271 0,1014
US48340PAR38 / Kalispel Tribe of Indians, Series 2018 A, RB 1,02 1,19 0,6236 0,0604
US76827QHC06 / RIVER ISLANDS CA PUBLIC FING AUTH SPL TAX 1,02 11,53 0,6202 0,1125
US544351RJ02 / LOS ANGELES CA CITY 6/27/24 TRAN 1,01 -0,10 0,6160 0,0522
US93265PCN78 / Walnut Energy Center Authority 1,01 0,10 0,6158 0,0540
US13013JDC71 / CALIFORNIA CMNTY CHOICE FING AUTH CLEAN ENERGY PROJ REVENUE 1,00 0,70 0,6103 0,0570
US59266TNJ69 / MET WTR DIST OF STHRN CA 1,00 0,20 0,6090 0,0536
US13080SMJ05 / California (State of) Statewide Communities Development Authority (Loma Linda University Medical Center), Series 2016 A, RB 1,00 7,55 0,6086 0,0918
US605156AC20 / MISSION TX ECON DEV CORP REVENUE 1,00 3,11 0,6075 0,0689
US032556GY21 / ANAHEIM CA HSG & PUBLIC IMPT AUTH REVENUE 0,98 6,05 0,5985 0,0826
US13032URD27 / California Health Facilities Financing Authority Revenue (Sutter Health) 0,97 3,18 0,5941 0,0676
US35833JAK34 / Freddie Mac Multi-Family ML Certificates, Series ML 10, Series 2021 0,96 11,74 0,5866 0,1071
US38122NA779 / GOLDEN ST TOBACCO SECURITIZATION CORP CA TOBACCO SETTLEMENT 0,95 1,61 0,5794 0,0585
XS1450864779 / China Government Bond - JPMorgan Chase 0,85 -7.781,82 0,5159 0,5220
US40065NCB10 / Government of Guam, Business Privilege Tax Bonds, Refunding Series 2015D 0,82 0,5006 0,5006
US126292AE12 / CSCDA Community Improvement Authority 0,82 9,48 0,5004 0,0830
US126292BL46 / CSCDA CMNTY IMPT AUTH CA ESSENTIAL HSG REVENUE 0,80 8,28 0,4869 0,0759
US74514L3G08 / PUERTO RICO CMWLTH 0,79 3,12 0,4837 0,0549
US804208CD65 / Saugus/Hart School Facilities Financing Authority 0,78 2,24 0,4739 0,0504
US126292BE03 / CSCDA CMNTY IMPT AUTH CA ESSENTIAL HSG REVENUE 0,76 7,48 0,4652 0,0699
US126292AQ42 / CSCDA CMNTY IMPT AUTH CA ESSENTIAL HSG REVENUE 0,75 8,06 0,4582 0,0705
US126292BP59 / CSCDA Community Improvement Authority, California, Essential Housing Revenue Bonds, 777 Place-Pomona, Senior Lien Series 2021A-1 0,71 -0,14 0,4353 0,0374
US126292BK62 / CSCDA CMNTY IMPT AUTH CA ESSENTIAL HSG REVENUE 0,71 7,70 0,4352 0,0658
S+P500 EMINI FUT MAR24 / DE (000000000) 0,71 -6.545,45 0,4326 0,4387
US74527JAC18 / PUERTO RICO INDL TOURIST EDUCTNL MED & ENVRNMNTL CONTROL FAC 0,70 0,00 0,4248 0,0367
US90269A5341 / UBSW (LUV) (conv) 4.25% 2/6/2020 0,66 -6.118,18 0,4043 0,4104
Long: BS21YN0 IRS USD R V 12MUSCPI IS21YO1 CCPINFLATIONZERO / Short: BS21YN0 IRS USD P F 1.23000 IS21YN0 CCPINFLATIONZERO / DIR (000000000) 0,65 -6.018,18 0,3975 0,4037
US2510933J70 / DETROIT MI 0,63 4,29 0,3860 0,0481
Long: IS1FYY4 IRS USD R V 12MUSCPI IS1FYZ5 INFLATIONZERO / Short: IS1FYY4 IRS USD P F 2.15800 IS1FYY4 INFLATIONZERO / DIR (000000000) 0,61 -5.681,82 0,3746 0,3807
US745160SG73 / Puerto Rico Commonwealth Aqueduct & Sewer Authority 0,61 1,84 0,3716 0,0383
Long: BS2MVV0 IRS USD R V 00MSOFR IS2MVW1 CCPOIS / Short: BS2MVV0 IRS USD P F 3.11950 IS2MVV0 CCPOIS / DIR (000000000) 0,60 -5.527,27 0,3647 0,3708
US13058TJJ07 / CALIFORNIA ST SCH FIN AUTH CHRT SCH REVENUE 0,59 3,16 0,3584 0,0412
US126292AL54 / CSCDA CMNTY IMPT AUTH CA ESSENTIAL HSG REVENUE 0,53 7,66 0,3260 0,0495
US06747W8495 / Barclays Bank plc into Metlife, Inc. 0,53 -4.918,18 0,3237 0,3298
US544445NK19 / LOS ANGELES CA DEPT OF ARPTS ARPT REVENUE 0,53 4,96 0,3232 0,0420
US67754AAC80 / OHIO ST AIR QUALITY DEV AUTH EXEMPT FACS REVENUE 0,52 -9,34 0,3201 -0,0020
US544532BB91 / LOS ANGELES CA DEPT OF WTR & PWR 0,52 5,65 0,3197 0,0430
US13080SVH48 / CALIFORNIA STWD CMNTYS DEV AUTH REVENUE 0,52 5,25 0,3181 0,0419
DGZ / DB Gold Short ETN 0,52 -4.836,36 0,3178 0,3239
US652113YM73 / NEWPORT MESA UNIFIED SCHOOL DISTRICT 0,52 0,00 0,3151 0,0275
US13069AAS78 / CALIFORNIA ST ENTERPRISE DEV AUTH CHRT SCH REVENUE 0,50 5,22 0,3076 0,0402
US797412DC48 / SAN DIEGO CNTY CA WTR AUTH 0,50 0,00 0,3072 0,0266
XS1450864779 / China Government Bond - JPMorgan Chase 0,49 -4.590,91 0,3014 0,3076
US13013FAM68 / CALIFORNIA CMNTY HSG AGY ESSENTIAL HSG REVENUE 0,49 8,35 0,3012 0,0472
US59572CAP23 / MIDDLE FORK PROJ FIN AUTH CA 0,49 5,83 0,2989 0,0405
US13054WAN74 / California Pollution Control Financing Authority 0,47 1,95 0,2867 0,0296
US13058TBQ22 / California School Finance Authority Charter, School Revenue Bonds, Rocketship Education, Mateo Sheedy Project, Series 2015A 0,46 2,91 0,2804 0,0317
US13013FBC77 / CALIFORNIA CMNTY HSG AGY ESSENTIAL HSG REVENUE 0,43 4,83 0,2651 0,0343
US544532BA19 / LOS ANGELES CA DEPT OF WTR & PWR 0,41 4,33 0,2502 0,0311
US126292BS98 / CSCDA Community Improvement Authority, California, Essential Housing Revenue Bonds, Millennium South Bay-Hawthorne, Series 2021A-1 and A-2 0,40 6,95 0,2443 0,0357
US126292BF77 / CSCDA CMNTY IMPT AUTH 0,39 8,01 0,2387 0,0368
US13080SWM24 / California (State of) Statewide Communities Development Authority (Lancer Educational Student Housing), Series 2019, RB 0,38 7,32 0,2327 0,0344
US13034A2T67 / California Infrastructure & Economic Development Bank 0,38 1,90 0,2298 0,0239
US40065NBW65 / Government of Guam, Business Privilege Tax Bonds, Refunding Series 2015D 0,36 2,01 0,2175 0,0229
US13077DMP41 / CALIFORNIA ST UNIV REVENUE 0,35 4,17 0,2136 0,0263
US74514L3R62 / PUERTO RICO CMWLTH 0,35 5,50 0,2110 0,0288
Long: IS1FYS8 IRS USD R V 12MUSCPI IS1FYT9 INFLATIONZERO / Short: IS1FYS8 IRS USD P F 2.10400 IS1FYS8 INFLATIONZERO / DIR (000000000) 0,35 -3.236,36 0,2106 0,2168
US 10YR NOTE (CBT)MAR24 / DIR (000000000) 0,33 -3.136,36 0,2038 0,2099
Long: IS1WUB4 IRS USD R V 01MMUNIP IS1WUC5 VANILLA / Short: IS1WUB4 IRS USD P F 1.12500 IS1WUB4 VANILLA / DIR (000000000) 0,33 -3.063,64 0,1992 0,2053
XS1450864779 / China Government Bond - JPMorgan Chase 0,32 -3.000,00 0,1947 0,2008
US777870WD41 / Roseville, California, Special Tax Bonds, Community Facilities District 1 Hewlett Parkard Campus Oaks, Series 2016 0,32 1,61 0,1923 0,0195
US846562AD84 / City of Sparks 0,31 -16,31 0,1912 -0,0175
US126292AN11 / CSCDA CMNTY IMPT AUTH CA ESSENTIAL HSG REVENUE 0,30 6,01 0,1830 0,0250
XS1450864779 / China Government Bond - JPMorgan Chase 0,29 -2.745,45 0,1779 0,1840
US06747W8495 / Barclays Bank plc into Metlife, Inc. 0,27 -2.509,09 0,1616 0,1678
Long: BS23XF1 IRS USD R V 12MUSCPI IS23XG2 CCPINFLATIONZERO / Short: BS23XF1 IRS USD P F 1.57200 IS23XF1 CCPINFLATIONZERO / DIR (000000000) 0,26 -2.481,82 0,1599 0,1660
Long: BS23W54 IRS USD R V 12MUSCPI IS23W65 CCPINFLATIONZERO / Short: BS23W54 IRS USD P F 1.58700 IS23W54 CCPINFLATIONZERO / DIR (000000000) 0,26 -2.454,55 0,1585 0,1647
US ULTRA BOND CBT MAR24 / DIR (000000000) 0,26 -2.454,55 0,1581 0,1643
US745160SH56 / Puerto Rico Commonwealth Aqueduct & Sewer Authority 0,25 3,28 0,1539 0,0176
US74442PMQ53 / PUBLIC FIN AUTH WI REVENUE 0,25 3,72 0,1531 0,0179
US02936TAF84 / American Samoa Economic Development Authority 0,25 2,47 0,1521 0,0167
US74442PMP70 / PUBLIC FIN AUTH WI REVENUE 0,24 3,02 0,1459 0,0163
US40065HDN70 / Guam Government, Limited Obligation Section 30 Revenue Bonds, Series 2016A 0,23 3,11 0,1420 0,0161
US74442PMN23 / PUBLIC FIN AUTH WI REVENUE 0,23 1,79 0,1386 0,0143
US544445J834 / LOS ANGELES CA DEPT OF ARPTS ARPT REVENUE 0,23 2,27 0,1376 0,0147
US13081CAB46 / California (State of) Statewide Communities Development Authority (NCCD?Hooper Street LLC?California College of the Arts), Series 2019, RB 0,22 3,79 0,1341 0,0160
Long: SS2PQG9 IRS USD R F 4.61550 IS2PQG9 CCPOIS / Short: SS2PQG9 IRS USD P V 00MSOFR IS2PQH0 CCPOIS / DIR (000000000) 0,22 -2.090,91 0,1338 0,1399
E-MINI RUSS 2000 MAR24 / DE (000000000) 0,22 -2.072,73 0,1324 0,1386
US40065HDQ02 / Guam Government, Limited Obligation Section 30 Revenue Bonds, Series 2016A 0,21 2,91 0,1294 0,0146
PURCHASED JPY / SOLD USD / DFE (000000000) 0,19 -1.790,91 0,1139 0,1201
US40444FAA49 / HTA TRRB 2005L-745190UR7 ASSURED CUSTODIAL TRUST 0,19 0,00 0,1131 0,0098
US40064REE53 / Antonio B Won Pat International Airport Authority 0,18 4,00 0,1112 0,0133
US74529JQB43 / Puerto Rico Sales Tax Financing Corporation, Sales Tax Revenue Bonds, Restructured 2018A-1 0,17 1,18 0,1052 0,0103
Long: SS2PYW1 IRS USD R F 4.51750 IS2PYW1 CCPOIS / Short: SS2PYW1 IRS USD P V 00MSOFR IS2PYX2 CCPOIS / DIR (000000000) 0,16 -1.536,36 0,0969 0,1031
US044293BP20 / ASHLAND KY MED CENTER REVENUE 0,15 3,55 0,0892 0,0101
US40065HDM97 / GUAM GOVT LTD OBLG REVENUE 0,15 3,57 0,0885 0,0100
US74442PMR37 / PUBLIC FIN AUTH WI REVENUE 0,14 4,51 0,0848 0,0103
US56168P1049 / Mana Capital Acquisition Corp. 0,13 -1.263,64 0,0784 0,0845
PURCHASED AUD / SOLD USD / DFE (000000000) 0,12 -1.209,09 0,0745 0,0806
S+P MID 400 EMINI MAR24 / DE (000000000) 0,12 -1.145,45 0,0703 0,0765
US044293BT42 / ASHLAND KY MED 5% 2/1/2031 0,11 7,00 0,0653 0,0092
US92242SBE28 / Vauxmont Metropolitan District 0,11 5,00 0,0644 0,0084
US74442PMS10 / PUBLIC FIN AUTH WI REVENUE 0,10 5,10 0,0629 0,0079
US442499CE79 / HOWARD BEND MO LEVEE DIST 0,10 2,00 0,0624 0,0064
US40064REJ41 / Antonio B Won Pat International Airport Authority 0,10 6,32 0,0618 0,0086
US45204E6T09 / ILLINOIS FIN AT 5% 9/1/2029 0,10 3,09 0,0613 0,0069
US45204E6X11 / Illinois Finance Authority 0,10 4,21 0,0608 0,0076
US14054DAD93 / Capital Trust Agency, Inc., Franklin Academy Project 0,10 2,06 0,0606 0,0061
US56168P1049 / Mana Capital Acquisition Corp. 0,10 -981,82 0,0592 0,0653
BNP / BNP Paribas SA - Depositary Receipt (Common Stock) 0,09 -945,45 0,0571 0,0633
US74514L3Q89 / PUERTO RICO CMWLTH 0,09 1,11 0,0559 0,0056
US12574VAB80 / CMFA Special Finance Agency VIII 0,09 -57,67 0,0558 -0,0640
Long: BS2AU39 IRS USD R V 12MUSCPI IS2AU40 CCPINFLATIONZERO / Short: BS2AU39 IRS USD P F 2.68000 IS2AU39 CCPINFLATIONZERO / DIR (000000000) 0,08 241,67 0,0503 0,0368
US90269A5341 / UBSW (LUV) (conv) 4.25% 2/6/2020 0,08 -827,27 0,0488 0,0549
US40065BCQ41 / Guam (Territory of), Series 2019, GO Bonds 0,08 -6,02 0,0477 0,0010
Long: BS2BFX7 IRS USD R V 12MUSCPI IS2BFY8 CCPINFLATIONZERO / Short: BS2BFX7 IRS USD P F 2.78200 IS2BFX7 CCPINFLATIONZERO / DIR (000000000) 0,08 -800,00 0,0473 0,0534
US688031EL30 / OSCEOLA CNTY FL TRANSPRTN REVENUE 0,07 5,97 0,0435 0,0057
US90269A5341 / UBSW (LUV) (conv) 4.25% 2/6/2020 0,07 -727,27 0,0425 0,0486
US 2YR NOTE (CBT) MAR24 / DIR (000000000) 0,07 -727,27 0,0425 0,0486
PURCHASED CAD / SOLD USD / DFE (000000000) 0,06 -654,55 0,0375 0,0436
US13033DAH89 / CALIFORNIA HSG FIN AGY MUNI CTFS 0,05 0,00 0,0294 0,0027
US06747W8495 / Barclays Bank plc into Metlife, Inc. 0,05 -518,18 0,0281 0,0343
BNP / BNP Paribas SA - Depositary Receipt (Common Stock) 0,04 -481,82 0,0259 0,0321
Long: SS2ODT8 IRS USD R F 4.01600 IS2ODT8 CCPOIS / Short: SS2ODT8 IRS USD P V 00MSOFR IS2ODU9 CCPOIS / DIR (000000000) 0,04 -472,73 0,0252 0,0313
Long: SS2OOT5 IRS USD R F 3.89650 IS2OOT5 CCPOIS / Short: SS2OOT5 IRS USD P V 00MSOFR IS2OOU6 CCPOIS / DIR (000000000) 0,04 -463,64 0,0246 0,0307
US13081CAA62 / California Statewide Communities Development Authority Revenue (Hooper Street LLC) 0,04 0,00 0,0245 0,0022
Long: BS2CZ96 IRS USD R V 12MUSCPI IS2CZA7 CCPINFLATIONZERO / Short: BS2CZ96 IRS USD P F 2.98850 IS2CZ96 CCPINFLATIONZERO / DIR (000000000) 0,04 -454,55 0,0243 0,0305
Long: BS249F6 IRS USD R V 12MUSCPI IS249G7 CCPINFLATIONZERO / Short: BS249F6 IRS USD P F 1.71400 IS249F6 CCPINFLATIONZERO / DIR (000000000) 0,04 -427,27 0,0224 0,0285
Long: BS249D4 IRS USD R V 12MUSCPI IS249E5 CCPINFLATIONZERO / Short: BS249D4 IRS USD P F 1.73100 IS249D4 CCPINFLATIONZERO / DIR (000000000) 0,04 -427,27 0,0222 0,0283
PURCHASED GBP / SOLD USD / DFE (000000000) 0,04 -427,27 0,0220 0,0281
US90269A5341 / UBSW (LUV) (conv) 4.25% 2/6/2020 0,03 -381,82 0,0192 0,0253
Long: SS2O7X0 IRS USD R F 3.80550 IS2O7X0 CCPOIS / Short: SS2O7X0 IRS USD P V 00MSOFR IS2O7Y1 CCPOIS / DIR (000000000) 0,03 -381,82 0,0191 0,0253
DGZ / DB Gold Short ETN 0,03 -372,73 0,0184 0,0245
US30711XAX21 / CORP CMO 0,03 -3,57 0,0167 0,0006
PURCHASED GBP / SOLD USD / DFE (000000000) 0,03 -336,36 0,0161 0,0222
PURCHASED JPY / SOLD USD / DFE (000000000) 0,03 -336,36 0,0159 0,0221
PURCHASED JPY / SOLD USD / DFE (000000000) 0,02 -309,09 0,0144 0,0206
US30711XAM65 / Fannie Mae Connecticut Avenue Securities, Series 2014-C03, Class 2M2 0,02 -9,09 0,0125 -0,0001
PURCHASED EUR / SOLD USD / DFE (000000000) 0,02 -272,73 0,0122 0,0183
PURCHASED JPY / SOLD USD / DFE (000000000) 0,02 -263,64 0,0115 0,0176
PURCHASED NZD / SOLD USD / DFE (000000000) 0,02 -254,55 0,0110 0,0171
PURCHASED AUD / SOLD USD / DFE (000000000) 0,01 -218,18 0,0083 0,0145
OMXS30 IND FUTURE JAN24 / DE (000000000) 0,01 -200,00 0,0071 0,0133
PURCHASED GBP / SOLD USD / DFE (000000000) 0,01 -190,91 0,0065 0,0127
G3651J115 / ORDINARY SHARES 0,01 -172,73 0,0053 0,0115
PURCHASED NZD / SOLD USD / DFE (000000000) 0,01 -163,64 0,0048 0,0110
TOPIX INDX FUTR MAR24 / DE (000000000) 0,01 -163,64 0,0048 0,0109
MSCI SING IX ETS JAN24 / DE (000000000) 0,01 -163,64 0,0046 0,0107
FTSE 100 IDX FUT MAR24 / DE (000000000) 0,01 -163,64 0,0046 0,0107
PURCHASED CHF / SOLD USD / DFE (000000000) 0,00 -136,36 0,0029 0,0091
PURCHASED EUR / SOLD USD / DFE (000000000) 0,00 -136,36 0,0028 0,0090
PURCHASED CAD / SOLD USD / DFE (000000000) 0,00 -127,27 0,0019 0,0080
BNP / BNP Paribas SA - Depositary Receipt (Common Stock) 0,00 -109,09 0,0012 0,0073
NIKKEI 225 (OSE) MAR24 / DE (000000000) 0,00 -109,09 0,0010 0,0071
PURCHASED GBP / SOLD USD / DFE (000000000) 0,00 -109,09 0,0007 0,0068
PURCHASED CAD / SOLD USD / DFE (000000000) 0,00 -100,00 0,0005 0,0066
Long: IS1PDS1 CDS USD R F 3.00000 IS1PDS1 CMBX / Short: IS1PDS1 CDS USD P V 01MEVENT IS1PDT2 CMBX / DCR (000000000) -0,00 -100,00 -0,0003 0,0058
PURCHASED USD / SOLD AUD / DFE (000000000) -0,00 -100,00 -0,0004 0,0057
MSBR34 / Morgan Stanley - Depositary Receipt (Common Stock) -0,00 -100,00 -0,0005 0,0056
Long: IS1NCU0 CDS USD R F 3.00000 IS1NCU0 CMBX / Short: IS1NCU0 CDS USD P V 01MEVENT IS1NCV1 CMBX / DCR (000000000) -0,00 -90,91 -0,0007 0,0054
MSBR34 / Morgan Stanley - Depositary Receipt (Common Stock) -0,00 -90,91 -0,0012 0,0050
Long: IS1NBC5 CDS USD R F 3.00000 IS1NBC5 CMBX / Short: IS1NBC5 CDS USD P V 01MEVENT IS1NBD6 CMBX / DCR (000000000) -0,00 -81,82 -0,0014 0,0048
Long: IS1PBC1 CDS USD R F 3.00000 IS1PBC1 CMBX / Short: IS1PBC1 CDS USD P V 01MEVENT IS1PBD2 CMBX / DCR (000000000) -0,00 -81,82 -0,0018 0,0044
XS1450864779 / China Government Bond - JPMorgan Chase -0,00 -81,82 -0,0018 0,0043
Long: BS2N2X2 IRS USD R V 12MUSCPI IS2N2Y3 CCP INFLATION ZERO / Short: BS2N2X2 IRS USD P F 3.49300 BS2N2X2 CCP INFLATION ZERO / DIR (000000000) -0,01 -54,55 -0,0036 0,0025
Long: IS1N8C4 CDS USD R F 3.00000 IS1N8C4 CMBX / Short: IS1N8C4 CDS USD P V 01MEVENT IS1N8D5 CMBX / DCR (000000000) -0,01 -45,45 -0,0037 0,0024
PURCHASED USD / SOLD SEK / DFE (000000000) -0,01 -45,45 -0,0040 0,0022
Long: IS1PAM4 CDS USD R F 3.00000 IS1PAM4 CMBX / Short: IS1PAM4 CDS USD P V 01MEVENT IS1PAN5 CMBX / DCR (000000000) -0,01 -36,36 -0,0045 0,0016
Long: IS1N5S9 CDS USD R F 3.00000 IS1N5S9 CMBX / Short: IS1N5S9 CDS USD P V 01MEVENT IS1N5T0 CMBX / DCR (000000000) -0,01 -36,36 -0,0048 0,0013
S+P/TSX 60 IX FUT MAR24 / DE (000000000) -0,01 -27,27 -0,0049 0,0012
PURCHASED USD / SOLD AUD / DFE (000000000) -0,01 -27,27 -0,0053 0,0009
PURCHASED USD / SOLD SEK / DFE (000000000) -0,01 -27,27 -0,0055 0,0007
Long: SS2NKJ4 IRS USD R F 3.50000 IS2NKJ4 CCPOIS / Short: SS2NKJ4 IRS USD P V 00MSOFR IS2NKK5 CCPOIS / DIR (000000000) -0,01 -18,18 -0,0058 0,0003
FTSE 100 IDX FUT MAR24 / DE (000000000) -0,01 -9,09 -0,0063 -0,0002
US56168P1049 / Mana Capital Acquisition Corp. -0,01 9,09 -0,0074 -0,0013
PURCHASED USD / SOLD CAD / DFE (000000000) -0,01 9,09 -0,0075 -0,0014
Long: IS1PCY0 CDS USD R F 3.00000 IS1PCY0 CMBX / Short: IS1PCY0 CDS USD P V 01MEVENT IS1PCZ1 CMBX / DCR (000000000) -0,02 36,36 -0,0092 -0,0031
Long: IS1NQY2 CDS USD R F 3.00000 IS1NQY2 CMBX / Short: IS1NQY2 CDS USD P V 01MEVENT IS1NQZ3 CMBX / DCR (000000000) -0,02 36,36 -0,0093 -0,0032
US56168P1049 / Mana Capital Acquisition Corp. -0,02 45,45 -0,0099 -0,0038
SPI 200 FUTURES MAR24 / DE (000000000) -0,02 54,55 -0,0107 -0,0046
Long: SS2NHV5 IRS USD R F 3.41100 IS2NHV5 CCPOIS / Short: SS2NHV5 IRS USD P V 00MSOFR IS2NHW6 CCPOIS / DIR (000000000) -0,02 90,91 -0,0132 -0,0071
PURCHASED USD / SOLD CAD / DFE (000000000) -0,02 109,09 -0,0142 -0,0081
PURCHASED USD / SOLD EUR / DFE (000000000) -0,02 109,09 -0,0146 -0,0084
Long: SS2MEN3 IRS USD R F 3.47800 IS2MEN3 CCPOIS / Short: SS2MEN3 IRS USD P V 00MSOFR IS2MEO4 CCPOIS / DIR (000000000) -0,03 127,27 -0,0158 -0,0097
US56168P1049 / Mana Capital Acquisition Corp. -0,03 154,55 -0,0173 -0,0112
US06747W8495 / Barclays Bank plc into Metlife, Inc. -0,03 181,82 -0,0190 -0,0128
PURCHASED USD / SOLD CAD / DFE (000000000) -0,03 190,91 -0,0197 -0,0136
XS1450864779 / China Government Bond - JPMorgan Chase -0,04 245,45 -0,0236 -0,0175
XS1450864779 / China Government Bond - JPMorgan Chase -0,04 245,45 -0,0236 -0,0175
PURCHASED USD / SOLD CHF / DFE (000000000) -0,04 254,55 -0,0238 -0,0177
US56168P1049 / Mana Capital Acquisition Corp. -0,04 254,55 -0,0244 -0,0182
US90269A5341 / UBSW (LUV) (conv) 4.25% 2/6/2020 -0,05 381,82 -0,0328 -0,0267
DGZ / DB Gold Short ETN -0,07 490,91 -0,0397 -0,0335
EURO STOXX 50 MAR24 / DE (000000000) -0,08 654,55 -0,0510 -0,0448
DGZ / DB Gold Short ETN -0,12 981,82 -0,0727 -0,0666
Long: SS2N4T2 IRS USD R F 3.07500 IS2N4T2 CCPOIS / Short: SS2N4T2 IRS USD P V 00MSOFR IS2N4U3 CCPOIS / DIR (000000000) -0,22 1.900,00 -0,1346 -0,1285
I1CE34 / Intercontinental Exchange, Inc. - Depositary Receipt (Common Stock) -0,22 1.936,36 -0,1371 -0,1310