Fund profile
Fund manager
Total assets
$587.11 mm
Liabilities
$216.11 mm
Net assets
$371.00 mm
Number of holdings
821.00
Top 200 of 821 Holdings
Security | $Holding | Balance | % of Fund | Category | Position | Country |
---|---|---|---|---|---|---|
GOVERNMENT FUTURES | 100.15 mm | 487.00 contracts | 27.00 | Interest rate derivative | N/A | USA |
FNMA TBA | 73.04 mm | 72.00 mm principal | 19.69 | ABS-mortgage backed security | Long | USA |
SHORT TERM INV FUND | 36.25 mm | 36.25 mm shares | 9.77 | Short-term investment vehicle | Long | USA |
FNMA TBA | 33.80 mm | 33.00 mm principal | 9.11 | ABS-mortgage backed security | Long | USA |
SHORT TERM INV FUND | 31.99 mm | 31.99 mm shares | 8.62 | Short-term investment vehicle | Long | USA |
FNMA TBA | 18.26 mm | 18.00 mm principal | 4.92 | ABS-mortgage backed security | Short | USA |
FNMA TBA | 13.85 mm | 14.00 mm principal | 3.73 | ABS-mortgage backed security | Long | USA |
FNMA TBA | 13.05 mm | 13.00 mm principal | 3.52 | ABS-mortgage backed security | Long | USA |
GNMA TBA | 11.70 mm | 12.00 mm principal | 3.15 | ABS-mortgage backed security | Long | USA |
GNMA TBA | 11.08 mm | 11.00 mm principal | 2.99 | ABS-mortgage backed security | Long | USA |
GOVERNMENT FUTURES | 8.84 mm | 69.00 contracts | 2.38 | Interest rate derivative | N/A | Germany |
Interest Rate Swap | 8.62 mm | 321.85 mm contracts | 2.32 | Interest rate derivative | N/A | USA |
GNMA TBA | 7.61 mm | 8.00 mm principal | 2.05 | ABS-mortgage backed security | Long | USA |
CURRENCY FORWARDS
STATE STREET B AND T CO
|
5.70 mm | 1.00 contracts | 1.54 | DFE | N/A | USA |
FNMA TBA | 5.48 mm | 6.00 mm principal | 1.48 | ABS-mortgage backed security | Long | USA |
FNMA TBA | 5.06 mm | 6.00 mm principal | 1.36 | ABS-mortgage backed security | Long | USA |
FNMA TBA | 4.84 mm | 5.00 mm principal | 1.30 | ABS-mortgage backed security | Short | USA |
FNMA TBA | 4.71 mm | 5.00 mm principal | 1.27 | ABS-mortgage backed security | Short | USA |
FNMA TBA | 4.39 mm | 5.00 mm principal | 1.18 | ABS-mortgage backed security | Long | USA |
CURRENCY FORWARDS
MORGAN STANLEY AND CO. INTERNATIONAL
|
4.29 mm | 1.00 contracts | 1.16 | DFE | N/A | USA |
CURRENCY FORWARDS
UBS AG
|
3.71 mm | 1.00 contracts | 1.00 | DFE | N/A | USA |
CURRENCY FORWARDS
GOLDMAN SACHS INTL FX
|
3.65 mm | 1.00 contracts | 0.98 | DFE | N/A | USA |
GOVERNMENT FUTURES | 3.51 mm | 30.00 contracts | 0.95 | Interest rate derivative | N/A | USA |
Interest Rate Swap | 3.39 mm | 138.05 mm contracts | 0.91 | Interest rate derivative | N/A | USA |
CURRENCY FORWARDS
MORGAN STANLEY AND CO. INTERNATIONAL
|
3.15 mm | 1.00 contracts | 0.85 | DFE | N/A | USA |
CORP CMO | 3.11 mm | 2.79 mm principal | 0.84 | ABS-collateralized bond/debt obligation | Long | USA |
CURRENCY FORWARDS
TORONTO-DOMINION BANK/THE
|
2.95 mm | 1.00 contracts | 0.80 | DFE | N/A | Canada |
SHORT TERM INV FUND | 2.81 mm | 2.81 mm shares | 0.76 | Short-term investment vehicle | Long | USA |
CORP CMO | 2.71 mm | 2.30 mm principal | 0.73 | ABS-collateralized bond/debt obligation | Long | USA |
FNMA TBA | 2.63 mm | 3.00 mm principal | 0.71 | ABS-mortgage backed security | Short | USA |
CURRENCY FORWARDS
NATWEST MARKETS PLC
|
2.57 mm | 1.00 contracts | 0.69 | DFE | N/A | UK |
CURRENCY FORWARDS
NATWEST MARKETS PLC
|
2.56 mm | 1.00 contracts | 0.69 | DFE | N/A | UK |
FNMA TBA | 2.53 mm | 3.00 mm principal | 0.68 | ABS-mortgage backed security | Short | USA |
U.S. T BILLS | 2.47 mm | 2.50 mm principal | 0.67 | Debt | Long | USA |
CURRENCY FORWARDS
GOLDMAN SACHS INTL FX
|
2.41 mm | 1.00 contracts | 0.65 | DFE | N/A | USA |
GOVERNMENT BOND | 2.34 mm | 2.36 mm principal | 0.63 | Debt | Long | Brazil |
Total Return Swap | 2.27 mm | 2.44 mm contracts | 0.61 | Credit derivative | N/A | USA |
CORP CMO | 2.20 mm | 2.58 mm principal | 0.59 | ABS-collateralized bond/debt obligation | Long | USA |
Total Return Swap | 2.12 mm | 2.09 mm contracts | 0.57 | Credit derivative | N/A | USA |
CORP CMO | 2.07 mm | 1.62 mm principal | 0.56 | ABS-collateralized bond/debt obligation | Long | USA |
FNMA CMO IO | 2.00 mm | 15.00 mm principal | 0.54 | ABS-mortgage backed security | Long | USA |
VAR.RT. CORP. BONDS | 1.86 mm | 1.81 mm principal | 0.50 | Debt | Long | USA |
GOVERNMENT BOND | 1.86 mm | 2.06 mm principal | 0.50 | Debt | Long | Côte d'Ivoire |
CORP CMO | 1.85 mm | 1.85 mm principal | 0.50 | ABS-collateralized bond/debt obligation | Long | USA |
COMMERCIAL MORTGAGE BACKED SECURITIES | 1.75 mm | 2.56 mm principal | 0.47 | ABS-mortgage backed security | Long | USA |
GOVERNMENT BOND | 1.70 mm | 1.72 mm principal | 0.46 | Debt | Long | Viet Nam |
CORP. NOTE | 1.69 mm | 1.82 mm principal | 0.46 | Debt | Long | USA |
COMMERCIAL MORTGAGE BACKED SECURITIES | 1.67 mm | 1.75 mm principal | 0.45 | ABS-mortgage backed security | Long | USA |
EC Ecopetrol SA | 1.66 mm | 1.57 mm principal | 0.45 | Debt | Long | Colombia |
CURRENCY FORWARDS
STATE STREET B AND T CO
|
1.63 mm | 1.00 contracts | 0.44 | DFE | N/A | USA |
CURRENCY FORWARDS
HSBC BANK USA
|
1.54 mm | 1.00 contracts | 0.42 | DFE | N/A | USA |
FHLMC CMO IO | 1.54 mm | 7.01 mm principal | 0.41 | ABS-mortgage backed security | Long | USA |
BANK LOAN NOTE | 1.53 mm | 1.53 mm principal | 0.41 | Debt | Long | USA |
GNMA CMO IO | 1.53 mm | 7.59 mm principal | 0.41 | ABS-mortgage backed security | Long | USA |
COMMERCIAL MORTGAGE BACKED SECURITIES | 1.53 mm | 1.55 mm principal | 0.41 | ABS-mortgage backed security | Long | USA |
GNMA CMO IO | 1.50 mm | 8.93 mm principal | 0.40 | ABS-mortgage backed security | Long | USA |
CORP CMO | 1.50 mm | 1.29 mm principal | 0.40 | ABS-collateralized bond/debt obligation | Long | USA |
GOVERNMENT BOND | 1.50 mm | 1.48 mm principal | 0.40 | Debt | Long | Guatemala |
FHLMC CMO IO | 1.47 mm | 8.02 mm principal | 0.40 | ABS-mortgage backed security | Long | USA |
Interest Rate Swap | 1.47 mm | 171.41 mm contracts | 0.40 | Interest rate derivative | N/A | USA |
GOVERNMENT BOND | 1.41 mm | 1.92 mm principal | 0.38 | Debt | Long | Egypt |
CORP CMO | 1.41 mm | 1.28 mm principal | 0.38 | ABS-collateralized bond/debt obligation | Long | USA |
GNMA CMO IO | 1.39 mm | 13.23 mm principal | 0.38 | ABS-mortgage backed security | Long | USA |
COMMERCIAL MORTGAGE BACKED SECURITIES | 1.39 mm | 1.96 mm principal | 0.38 | ABS-mortgage backed security | Long | USA |
CURRENCY FORWARDS
UBS AG
|
1.38 mm | 1.00 contracts | 0.37 | DFE | N/A | USA |
GOVERNMENT BOND | 1.35 mm | 1.35 mm principal | 0.37 | Debt | Long | Dominican Republic |
CORP. NOTE | 1.35 mm | 1.31 mm principal | 0.36 | Debt | Long | Sweden |
CURRENCY FORWARDS
HSBC BANK USA
|
1.35 mm | 1.00 contracts | 0.36 | DFE | N/A | USA |
GNMA CMO IO | 1.35 mm | 10.41 mm principal | 0.36 | ABS-mortgage backed security | Long | USA |
BANK LOAN NOTE | 1.34 mm | 1.35 mm principal | 0.36 | Debt | Long | USA |
COMMERCIAL MORTGAGE BACKED SECURITIES | 1.31 mm | 2.12 mm principal | 0.35 | ABS-mortgage backed security | Long | USA |
COMMERCIAL MORTGAGE BACKED SECURITIES | 1.31 mm | 1.49 mm principal | 0.35 | ABS-mortgage backed security | Long | USA |
CORP CMO | 1.30 mm | 1.03 mm principal | 0.35 | ABS-collateralized bond/debt obligation | Long | USA |
COMMERCIAL MORTGAGE BACKED SECURITIES | 1.28 mm | 1.42 mm principal | 0.35 | ABS-mortgage backed security | Long | USA |
FNMA CMO IO | 1.28 mm | 7.22 mm principal | 0.35 | ABS-mortgage backed security | Long | USA |
CORP CMO | 1.28 mm | 1.29 mm principal | 0.35 | ABS-collateralized bond/debt obligation | Long | USA |
PTEN Patterson-UTI Energy Inc | 1.28 mm | 1.32 mm principal | 0.34 | Debt | Long | USA |
GOVERNMENT BOND | 1.28 mm | 1.44 mm principal | 0.34 | Debt | Long | Chile |
CORP. PIK BOND | 1.27 mm | 1.09 mm principal | 0.34 | Debt | Long | Germany |
GOVERNMENT BOND | 1.26 mm | 1.34 mm principal | 0.34 | Debt | Long | South Africa |
ASSET BACKED SECURITY | 1.26 mm | 1.54 mm principal | 0.34 | ABS-mortgage backed security | Long | USA |
CORP CMO | 1.25 mm | 966.00 k principal | 0.34 | ABS-collateralized bond/debt obligation | Long | USA |
GOVERNMENT BOND | 1.25 mm | 1.27 mm principal | 0.34 | Debt | Long | Indonesia |
CORPORATE BONDS | 1.25 mm | 1.46 mm principal | 0.34 | Debt | Long | USA |
CURRENCY FORWARDS
UBS AG
|
1.25 mm | 1.00 contracts | 0.34 | DFE | N/A | USA |
CORPORATE BONDS | 1.24 mm | 1.30 mm principal | 0.33 | Debt | Long | USA |
CORP. NOTE | 1.24 mm | 1.22 mm principal | 0.33 | Debt | Long | Mauritius |
CORP. NOTE | 1.23 mm | 1.15 mm principal | 0.33 | Debt | Long | Austria |
CIVI Civitas Resources Inc - Ordinary Shares | 1.23 mm | 1.16 mm principal | 0.33 | Debt | Long | USA |
CORPORATE BONDS | 1.23 mm | 1.21 mm principal | 0.33 | Debt | Long | USA |
CURRENCY FORWARDS
CITIBANK N.A.
|
1.22 mm | 1.00 contracts | 0.33 | DFE | N/A | USA |
THC Tenet Healthcare Corp. | 1.22 mm | 1.19 mm principal | 0.33 | Debt | Long | USA |
CORP. NOTE | 1.22 mm | 1.34 mm principal | 0.33 | Debt | Long | Canada |
CORP. NOTE | 1.21 mm | 1.18 mm principal | 0.33 | Debt | Long | USA |
Interest Rate Swap | 1.20 mm | 59.63 mm contracts | 0.32 | Interest rate derivative | N/A | USA |
GOVERNMENT BOND | 1.19 mm | 1.17 mm principal | 0.32 | Debt | Long | Romania |
CORP CMO | 1.19 mm | 1.12 mm principal | 0.32 | ABS-collateralized bond/debt obligation | Long | USA |
CORP. NOTE | 1.18 mm | 1.17 mm principal | 0.32 | Debt | Long | USA |
GNMA CMO IO | 1.18 mm | 7.48 mm principal | 0.32 | ABS-mortgage backed security | Long | USA |
COMMERCIAL MORTGAGE BACKED SECURITIES | 1.17 mm | 1.54 mm principal | 0.31 | ABS-mortgage backed security | Long | USA |
GNMA CMO IO | 1.16 mm | 15.24 mm principal | 0.31 | ABS-mortgage backed security | Long | USA |
COMMERCIAL MORTGAGE BACKED SECURITIES | 1.15 mm | 1.17 mm principal | 0.31 | ABS-mortgage backed security | Long | USA |
GOVERNMENT BOND | 1.15 mm | 1.15 mm principal | 0.31 | Debt | Long | Mexico |
GOVERNMENT BOND | 1.12 mm | 1.39 mm principal | 0.30 | Debt | Long | Mexico |
COMMERCIAL MORTGAGE BACKED SECURITIES | 1.11 mm | 1.23 mm principal | 0.30 | ABS-mortgage backed security | Long | USA |
CORP. NOTE | 1.11 mm | 1.25 mm principal | 0.30 | Debt | Long | USA |
FHLMC CMO IO | 1.09 mm | 4.92 mm principal | 0.29 | ABS-mortgage backed security | Long | USA |
CORP. NOTE | 1.09 mm | 989.00 k principal | 0.29 | Debt | Long | Netherlands |
CURRENCY FORWARDS
WESTPAC BANKING CORPORATION
|
1.08 mm | 1.00 contracts | 0.29 | DFE | N/A | USA |
Credit Default Swap Basket Index | 1.08 mm | 19.51 mm contracts | 0.29 | Credit derivative | N/A | USA |
FHLMC CMO IO | 1.07 mm | 5.20 mm principal | 0.29 | ABS-mortgage backed security | Long | USA |
CORP CMO | 1.07 mm | 1.09 mm principal | 0.29 | ABS-collateralized bond/debt obligation | Long | USA |
FHLMC CMO IO | 1.05 mm | 8.05 mm principal | 0.28 | ABS-mortgage backed security | Long | USA |
U.S. T. NOTE | 1.05 mm | 1.22 mm principal | 0.28 | Debt | Long | USA |
CURRENCY FORWARDS
HSBC BANK USA
|
1.04 mm | 1.00 contracts | 0.28 | DFE | N/A | USA |
CORPORATE BONDS | 1.04 mm | 955.00 k principal | 0.28 | Debt | Long | USA |
CURRENCY FORWARDS
STATE STREET B AND T CO
|
1.03 mm | 1.00 contracts | 0.28 | DFE | N/A | USA |
CORP. NOTE | 1.02 mm | 1.00 mm principal | 0.28 | Debt | Long | USA |
CORP CMO | 1.02 mm | 900.00 k principal | 0.27 | ABS-collateralized bond/debt obligation | Long | USA |
CURRENCY FORWARDS
BANK OF AMERICA N.A.
|
1.01 mm | 1.00 contracts | 0.27 | DFE | N/A | USA |
FNMA TBA | 1.00 mm | 1.00 mm principal | 0.27 | ABS-mortgage backed security | Short | USA |
COMMERCIAL MORTGAGE BACKED SECURITIES | 1.00 mm | 1.05 mm principal | 0.27 | ABS-mortgage backed security | Long | Bermuda |
CURRENCY FORWARDS
MORGAN STANLEY AND CO. INTERNATIONAL
|
999.86 k | 1.00 contracts | 0.27 | DFE | N/A | USA |
COMMERCIAL MORTGAGE BACKED SECURITIES | 999.51 k | 1.12 mm principal | 0.27 | ABS-mortgage backed security | Long | USA |
VAR.RT. CORP. BONDS | 998.45 k | 955.00 k principal | 0.27 | Debt | Long | USA |
CURRENCY FORWARDS
STATE STREET B AND T CO
|
992.41 k | 1.00 contracts | 0.27 | DFE | N/A | USA |
BANK LOAN NOTE | 983.43 k | 983.18 k principal | 0.27 | Debt | Long | USA |
GOVERNMENT BOND | 981.47 k | 910.00 k principal | 0.26 | Debt | Long | Romania |
GOVERNMENT BOND | 965.44 k | 950.00 k principal | 0.26 | Debt | Long | Serbia |
CORP CMO | 962.67 k | 832.89 k principal | 0.26 | ABS-collateralized bond/debt obligation | Long | USA |
CURRENCY FORWARDS
JP MORGANCHASE BANK
|
960.71 k | 1.00 contracts | 0.26 | DFE | N/A | USA |
CURRENCY FORWARDS
BANK OF AMERICA N.A.
|
959.62 k | 1.00 contracts | 0.26 | DFE | N/A | USA |
CORP CMO | 956.31 k | 1.05 mm principal | 0.26 | ABS-collateralized bond/debt obligation | Long | USA |
GNMA CMO IO | 948.28 k | 5.08 mm principal | 0.26 | ABS-mortgage backed security | Long | USA |
GNMA CMO IO | 948.06 k | 6.00 mm principal | 0.26 | ABS-mortgage backed security | Long | USA |
ASSET BACKED SECURITY | 943.82 k | 1.03 mm principal | 0.25 | ABS-mortgage backed security | Long | USA |
ARCC Ares Capital Corp | 928.65 k | 905.00 k principal | 0.25 | Debt | Long | USA |
IHS IHS Holding Ltd | 928.13 k | 1.10 mm principal | 0.25 | Debt | Long | Nigeria |
GNMA TBA | 925.13 k | 1.00 mm principal | 0.25 | ABS-mortgage backed security | Short | USA |
COMMERCIAL MORTGAGE BACKED SECURITIES | 924.41 k | 2.02 mm principal | 0.25 | ABS-mortgage backed security | Long | USA |
COMMERCIAL MORTGAGE BACKED SECURITIES | 918.52 k | 1.07 mm principal | 0.25 | ABS-mortgage backed security | Long | USA |
COMMERCIAL MORTGAGE BACKED SECURITIES | 902.03 k | 1.03 mm principal | 0.24 | ABS-mortgage backed security | Long | USA |
CURRENCY FORWARDS
MORGAN STANLEY AND CO. INTERNATIONAL
|
900.43 k | 1.00 contracts | 0.24 | DFE | N/A | USA |
VAR.RT. CORP. BONDS | 898.27 k | 895.00 k principal | 0.24 | Debt | Long | USA |
CORP CMO | 894.35 k | 826.18 k principal | 0.24 | ABS-collateralized bond/debt obligation | Long | USA |
GNMA CMO IO | 893.37 k | 7.01 mm principal | 0.24 | ABS-mortgage backed security | Long | USA |
T AT&T, Inc. | 890.47 k | 910.00 k principal | 0.24 | Debt | Long | USA |
FHLMC CMO IO | 886.87 k | 4.46 mm principal | 0.24 | ABS-mortgage backed security | Long | USA |
COMMERCIAL MORTGAGE BACKED SECURITIES | 883.72 k | 1.40 mm principal | 0.24 | ABS-mortgage backed security | Long | USA |
RSG Republic Services, Inc. | 880.93 k | 870.00 k principal | 0.24 | Debt | Long | USA |
FHLMC CMO IO | 872.35 k | 3.95 mm principal | 0.24 | ABS-mortgage backed security | Long | USA |
GOVERNMENT BOND | 864.41 k | 890.00 k principal | 0.23 | Debt | Long | Kenya |
CORP CMO | 864.15 k | 840.00 k principal | 0.23 | ABS-collateralized bond/debt obligation | Long | USA |
FHLMC CMO IO | 860.24 k | 7.49 mm principal | 0.23 | ABS-mortgage backed security | Long | USA |
AMT American Tower Corp. | 858.26 k | 910.00 k principal | 0.23 | Debt | Long | USA |
Mortgage Backed Swap Basket Index | 856.74 k | 2.53 mm contracts | 0.23 | Credit derivative | N/A | USA |
COMMERCIAL MORTGAGE BACKED SECURITIES | 846.07 k | 912.00 k principal | 0.23 | ABS-mortgage backed security | Long | USA |
GOVERNMENT BOND | 843.49 k | 830.00 k principal | 0.23 | Debt | Long | Serbia |
GOVERNMENT BOND | 839.86 k | 970.00 k principal | 0.23 | Debt | Long | Paraguay |
COMMERCIAL MORTGAGE BACKED SECURITIES | 835.64 k | 1.18 mm principal | 0.23 | ABS-mortgage backed security | Long | USA |
GOVERNMENT BOND | 833.28 k | 980.00 k principal | 0.22 | Debt | Long | Philippines |
CORP CMO | 830.08 k | 879.00 k principal | 0.22 | ABS-collateralized bond/debt obligation | Long | USA |
COMMERCIAL MORTGAGE BACKED SECURITIES | 824.93 k | 906.00 k principal | 0.22 | ABS-mortgage backed security | Long | USA |
GOVERNMENT BOND | 821.10 k | 920.00 k principal | 0.22 | Debt | Long | Dominican Republic |
CORP CMO | 819.38 k | 742.50 k principal | 0.22 | ABS-collateralized bond/debt obligation | Long | USA |
COMMERCIAL MORTGAGE BACKED SECURITIES | 818.44 k | 1.11 mm principal | 0.22 | ABS-mortgage backed security | Long | USA |
CURRENCY FORWARDS
TORONTO-DOMINION BANK/THE
|
814.74 k | 1.00 contracts | 0.22 | DFE | N/A | Canada |
COMMERCIAL MORTGAGE BACKED SECURITIES | 797.55 k | 1.27 mm principal | 0.21 | ABS-mortgage backed security | Long | USA |
GOVERNMENT BOND | 793.25 k | 1.67 mm principal | 0.21 | Debt | Long | Ghana |
CORP CMO | 790.08 k | 786.00 k principal | 0.21 | ABS-collateralized bond/debt obligation | Long | USA |
GNMA CMO IO | 787.47 k | 6.54 mm principal | 0.21 | ABS-mortgage backed security | Long | USA |
COMMERCIAL MORTGAGE BACKED SECURITIES | 782.95 k | 1.25 mm principal | 0.21 | ABS-mortgage backed security | Long | USA |
COMMERCIAL MORTGAGE BACKED SECURITIES | 781.05 k | 814.00 k principal | 0.21 | ABS-mortgage backed security | Long | USA |
CORP CMO | 779.61 k | 727.74 k principal | 0.21 | ABS-collateralized bond/debt obligation | Long | USA |
GOVERNMENT BOND | 779.13 k | 740.00 k principal | 0.21 | Debt | Long | Colombia |
COMMERCIAL MORTGAGE BACKED SECURITIES | 777.75 k | 920.00 k principal | 0.21 | ABS-mortgage backed security | Long | USA |
COMMERCIAL MORTGAGE BACKED SECURITIES | 775.75 k | 929.00 k principal | 0.21 | ABS-mortgage backed security | Long | USA |
CORP CMO | 775.45 k | 874.79 k principal | 0.21 | ABS-collateralized bond/debt obligation | Long | USA |
COMMERCIAL MORTGAGE BACKED SECURITIES | 774.43 k | 774.99 k principal | 0.21 | ABS-mortgage backed security | Long | USA |
CURRENCY FORWARDS
BANK OF AMERICA N.A.
|
766.87 k | 1.00 contracts | 0.21 | DFE | N/A | USA |
COMMERCIAL MORTGAGE BACKED SECURITIES | 761.01 k | 833.00 k principal | 0.21 | ABS-mortgage backed security | Long | USA |
Mortgage Backed Swap Basket Index | 747.15 k | 1.91 mm contracts | 0.20 | Credit derivative | N/A | USA |
GNMA CMO IO | 737.62 k | 5.90 mm principal | 0.20 | ABS-mortgage backed security | Long | USA |
CORP CMO | 736.75 k | 700.00 k principal | 0.20 | ABS-collateralized bond/debt obligation | Long | USA |
CORP. NOTE | 732.78 k | 700.00 k principal | 0.20 | Debt | Long | Czechia |
COMMERCIAL MORTGAGE BACKED SECURITIES | 728.85 k | 1.08 mm principal | 0.20 | ABS-mortgage backed security | Long | USA |
GOVERNMENT BOND | 724.80 k | 715.00 k principal | 0.20 | Debt | Long | Dominican Republic |
SWAPTION | 723.53 k | 66.75 mm contracts | 0.20 | Interest rate derivative | N/A | USA |
CURRENCY FORWARDS
MORGAN STANLEY AND CO. INTERNATIONAL
|
718.68 k | 1.00 contracts | 0.19 | DFE | N/A | USA |
GOVERNMENT BOND | 718.62 k | 710.00 k principal | 0.19 | Debt | Long | Costa Rica |
COMMERCIAL MORTGAGE BACKED SECURITIES | 717.13 k | 1.21 mm principal | 0.19 | ABS-mortgage backed security | Long | USA |
CORP CMO | 717.05 k | 625.00 k principal | 0.19 | ABS-collateralized bond/debt obligation | Long | USA |
CURRENCY FORWARDS
CITIBANK N.A.
|
716.49 k | 1.00 contracts | 0.19 | DFE | N/A | USA |
CURRENCY FORWARDS
MORGAN STANLEY AND CO. INTERNATIONAL
|
714.56 k | 1.00 contracts | 0.19 | DFE | N/A | USA |
FNMA CMO IO | 710.09 k | 5.58 mm principal | 0.19 | ABS-mortgage backed security | Long | USA |
CURRENCY FORWARDS
CITIBANK N.A.
|
709.57 k | 1.00 contracts | 0.19 | DFE | N/A | USA |
CURRENCY FORWARDS
NATWEST MARKETS PLC
|
707.29 k | 1.00 contracts | 0.19 | DFE | N/A | UK |
CORPORATE BONDS | 706.96 k | 668.00 k principal | 0.19 | Debt | Long | USA |
GOVERNMENT BOND | 702.90 k | 660.00 k principal | 0.19 | Debt | Long | Turkey |
COMMERCIAL MORTGAGE BACKED SECURITIES | 701.31 k | 819.00 k principal | 0.19 | ABS-mortgage backed security | Long | USA |