Portfolio moves
Net position changes between two of this fund's N-PORT
snapshots. These are differences between point-in-time reports — not a
trade log — and share counts can be affected by splits and other corporate
actions.
Sep 30, 2019 → Dec 31, 2019
Expand a category to
see the positions behind it, ranked by weight.
▶
Opened
· 14 positions
Security
Shares Sep 2019
Shares Dec 2019
Δ shares
End %
Δ value
EURO-BUND FUTURE Mar20 Mar 20 Future
0
-542
-542
0.67%
$1.03M
LONG GILT MAR 20
0
-30
-30
0.02%
$33.21K
INR/USD Jan20
0
-123
-123
0.00%
$2.47K
CAC40 10 EURO JAN 20
0
38
38
0.00%
$1.31K
FTSE 100 INDEX MAR 20
0
-14
-14
0.00%
-$3.74K
AMSTERDAM INDEX JAN 20
0
7
7
0.00%
-$3.78K
OMXS30 IND FUTURE JAN20 XSTO 20200117
0
17
17
0.00%
-$4.64K
FTSE/MIB INDEX MAR 20
0
132
132
-0.01%
-$16.81K
DAX INDEX MAR 20
0
33
33
-0.01%
-$18.54K
USD/SGD Jan20
0
93
93
-0.02%
-$24.03K
EURO-SCHATZ MAR 20
0
384
384
-0.02%
-$27.84K
Total Return Swap
0
-64
-64
-0.03%
-$50.73K
IBEX 35 INDX FUTR JAN20 XMRV 20200117
0
166
166
-0.07%
-$101.43K
KRW/USD Jan20
0
-264
-264
-0.12%
-$186.78K
▶
Exited
· 16 positions
Security
Shares Sep 2019
Shares Dec 2019
Δ shares
End %
Δ value
U.S. Treasury Notes
88,000,000
0
-88,000,000
0.00%
-$87.96M
UNITED STATES TREASURY NOTE/BOND 1.25% 01/31/2020
61,000,000
0
-61,000,000
0.00%
-$60.87M
U S TREASURY NOTE
49,500,000
0
-49,500,000
0.00%
-$49.40M
IBEX 35 INDX FUTR OCT19 XMRV 20191018
232
0
-232
0.00%
-$595.56K
EURO-BUND FUTURE Dec19 Dec 19 Future
-365
0
365
0.00%
-$526.43K
FTSE/MIB INDEX DEC 19
238
0
-238
0.00%
-$394.18K
AMSTERDAM INDEX OCT 19
171
0
-171
0.00%
-$266.53K
CAC40 10 EURO OCT 19
217
0
-217
0.00%
-$175.73K
DAX INDEX DEC 19
67
0
-67
0.00%
-$107.37K
KRW/USD Oct19
-405
0
405
0.00%
-$32.15K
OMXS30 IND FUTURE OCT19 XSTO 20191018
-364
0
364
0.00%
-$2.28K
EURO-SCHATZ FUT DEC19
-24
0
24
0.00%
$2.51K
INR/USD Oct19
-175
0
175
0.00%
$11.09K
Total Return Swap
-73
0
73
0.00%
$59.74K
FTSE 100 Index Future
-64
0
64
0.00%
$64.67K
LONG GILT FUTURE Dec19
-829
0
829
0.00%
$543.58K
▶
Increased
· 2 positions
Security
Shares Sep 2019
Shares Dec 2019
Δ shares
End %
Δ value
U.S. Treasury Notes 2.00%, Due 07/31/2020
75,500,000
86,000,000
10,500,000
56.24%
$10.60M
U.S. Bank Money Market Deposit Account
6,999,842
36,759,428
29,759,586
23.99%
$29.76M
▶
Decreased
· 1 position
Security
Shares Sep 2019
Shares Dec 2019
Δ shares
End %
Δ value
US ULTRA BOND CBT Sep25
1,903
420
-1,483
0.40%
$3.52M
▶
Unchanged
· 2 positions
Security
Shares Sep 2019
Shares Dec 2019
Δ shares
End %
Δ value
U.S. TREASURY NOTE
21,500,000
21,500,000
0
14.03%
$38.21K
U.S. Treasury Notes
7,500,000
7,500,000
0
4.93%
$1.32K
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