Currency allocation

United States Dollar   100.63%
Singapore Dollar   0.58%
British Pound   0.11%
Euro   0.10%
Turkish Lira   0.01%
Danish Krone   -0.02%
Japanese Yen   -0.04%
Taiwanese Dollar   -0.58%
Canadian Dollar   -0.79%

Update date: 10/30/2020

Geographical allocation

United States 163.91%
Ireland 10.07%
United Kingdom 6.10%
Japan 1.91%
Germany 1.30%
France 0.93%
China 0.91%
Qatar 0.90%
Switzerland 0.79%
Saudi Arabia 0.71%
Luxembourg 0.28%
MACAU 0.27%
Canada 0.22%
Netherlands 0.19%
United Arab Emirates 0.13%
Oman 0.06%
Spain 0.05%
Australia 0.04%
Brazil 0.02%
KOREA, REPUBLIC OF 0.02%
Taiwan -0.01%
OTHER -88.81%

Update date: 10/30/2020


Top Ten holdings

FIN FUT US 5YR CBT 09/30/20   10.74%
SPTR TRS EQUITY 3ML+15 BOA   10.24%
U S TREASURY REPO   9.29%
SPTR TRS EQUITY 3ML+17 BPS   9.15%
PIMCO USD (4749) ST FLT NAV FUND   8.84%
SPTR TRS EQUITY 3ML+11.5 HUS   8.47%
SPTR TRS EQUITY 3ML+8 HUS   7.61%
IRS USD 1.25000 06/17/20-10Y CME   7.50%
U S AGENCY MTGE REPO   4.66%

Update date: 6/30/2020