Fund profile
Fund manager
Total assets
$74.28 mm
Liabilities
$43.12 mm
Net assets
$31.16 mm
Number of holdings
427.00
Top 200 of 427 Holdings
Security | $Holding | Balance | % of Fund | Category | Position | Country |
---|---|---|---|---|---|---|
GOVERNMENT FUTURES | 17.59 mm | 86.00 contracts | 56.44 | Interest rate derivative | N/A | USA |
GOVERNMENT FUTURES | 12.26 mm | 107.00 contracts | 39.36 | Interest rate derivative | N/A | USA |
FNMA TBA | 6.83 mm | 7.00 mm principal | 21.93 | ABS-mortgage backed security | Long | USA |
SHORT TERM INV FUND | 5.09 mm | 5.09 mm shares | 16.33 | Short-term investment vehicle | Long | USA |
FNMA TBA | 4.75 mm | 6.00 mm principal | 15.23 | ABS-mortgage backed security | Long | USA |
FNMA TBA | 4.13 mm | 5.00 mm principal | 13.26 | ABS-mortgage backed security | Long | USA |
FNMA TBA | 4.04 mm | 4.00 mm principal | 12.96 | ABS-mortgage backed security | Long | USA |
FNMA TBA | 2.99 mm | 3.00 mm principal | 9.58 | ABS-mortgage backed security | Long | USA |
FNMA TBA | 2.68 mm | 3.00 mm principal | 8.61 | ABS-mortgage backed security | Long | USA |
FNMA TBA | 1.85 mm | 2.00 mm principal | 5.94 | ABS-mortgage backed security | Long | USA |
FNMA TBA | 1.72 mm | 2.00 mm principal | 5.52 | ABS-mortgage backed security | Long | USA |
GNMA TBA | 1.70 mm | 2.00 mm principal | 5.47 | ABS-mortgage backed security | Long | USA |
GNMA TBA | 1.64 mm | 2.00 mm principal | 5.26 | ABS-mortgage backed security | Long | USA |
FNMA TBA | 1.02 mm | 1.00 mm principal | 3.28 | ABS-mortgage backed security | Short | USA |
GNMA TBA | 999.41 k | 1.00 mm principal | 3.21 | ABS-mortgage backed security | Long | USA |
GNMA TBA | 960.81 k | 1.00 mm principal | 3.08 | ABS-mortgage backed security | Long | USA |
FNMA TBA | 952.23 k | 1.00 mm principal | 3.06 | ABS-mortgage backed security | Long | USA |
GNMA TBA | 935.86 k | 1.00 mm principal | 3.00 | ABS-mortgage backed security | Long | USA |
GNMA TBA | 909.88 k | 1.00 mm principal | 2.92 | ABS-mortgage backed security | Long | USA |
FNMA TBA | 908.71 k | 1.00 mm principal | 2.92 | ABS-mortgage backed security | Long | USA |
FNMA TBA | 885.76 k | 1.00 mm principal | 2.84 | ABS-mortgage backed security | Long | USA |
GNMA TBA | 882.02 k | 1.00 mm principal | 2.83 | ABS-mortgage backed security | Long | USA |
FNMA TBA | 865.59 k | 1.00 mm principal | 2.78 | ABS-mortgage backed security | Long | USA |
U.S. T BILLS | 697.55 k | 700.00 k principal | 2.24 | Debt | Long | USA |
CORP CMO | 526.74 k | 413.00 k principal | 1.69 | ABS-collateralized bond/debt obligation | Long | USA |
CORP CMO | 506.56 k | 431.00 k principal | 1.63 | ABS-collateralized bond/debt obligation | Long | USA |
COMMERCIAL MORTGAGE BACKED SECURITIES | 402.86 k | 409.38 k principal | 1.29 | ABS-mortgage backed security | Long | USA |
ASSET BACKED SECURITY | 345.93 k | 365.30 k principal | 1.11 | ABS-mortgage backed security | Long | USA |
CORP CMO | 300.21 k | 292.00 k principal | 0.96 | ABS-collateralized bond/debt obligation | Long | USA |
CORP CMO | 282.25 k | 358.11 k principal | 0.91 | ABS-collateralized bond/debt obligation | Long | USA |
CORP CMO | 278.98 k | 222.00 k principal | 0.90 | ABS-collateralized bond/debt obligation | Long | USA |
CORP CMO | 258.16 k | 246.31 k principal | 0.83 | ABS-collateralized bond/debt obligation | Long | USA |
GNMA CMO IO | 257.32 k | 4.40 mm principal | 0.83 | ABS-mortgage backed security | Long | USA |
GNMA CMO IO | 251.06 k | 1.48 mm principal | 0.81 | ABS-mortgage backed security | Long | USA |
GNMA CMO IO | 244.17 k | 2.02 mm principal | 0.78 | ABS-mortgage backed security | Long | USA |
SHORT TERM INV FUND | 240.00 k | 240.00 k shares | 0.77 | Short-term investment vehicle | Long | USA |
CORP CMO | 236.13 k | 200.00 k principal | 0.76 | ABS-collateralized bond/debt obligation | Long | USA |
CORP CMO | 231.27 k | 205.00 k principal | 0.74 | ABS-collateralized bond/debt obligation | Long | USA |
CORP CMO | 226.96 k | 211.00 k principal | 0.73 | ABS-collateralized bond/debt obligation | Long | USA |
CORP CMO | 224.11 k | 196.54 k principal | 0.72 | ABS-collateralized bond/debt obligation | Long | USA |
GNMA CMO IO | 223.14 k | 4.25 mm principal | 0.72 | ABS-mortgage backed security | Long | USA |
FNMA CMO IO | 222.88 k | 1.13 mm principal | 0.72 | ABS-mortgage backed security | Long | USA |
GNMA CMO IO | 217.82 k | 3.41 mm principal | 0.70 | ABS-mortgage backed security | Long | USA |
GNMA CMO IO | 215.43 k | 4.88 mm principal | 0.69 | ABS-mortgage backed security | Long | USA |
CORP CMO | 212.40 k | 372.16 k principal | 0.68 | ABS-collateralized bond/debt obligation | Long | USA |
GNMA CMO IO | 205.65 k | 1.36 mm principal | 0.66 | ABS-mortgage backed security | Long | USA |
CORP CMO | 202.41 k | 199.51 k principal | 0.65 | ABS-collateralized bond/debt obligation | Long | USA |
U.S. T BILLS | 198.48 k | 200.00 k principal | 0.64 | Debt | Long | USA |
FNMA CMO IO | 198.24 k | 1.08 mm principal | 0.64 | ABS-mortgage backed security | Long | USA |
GNMA CMO IO | 197.95 k | 2.07 mm principal | 0.64 | ABS-mortgage backed security | Long | USA |
GNMA CMO IO | 188.30 k | 1.20 mm principal | 0.60 | ABS-mortgage backed security | Long | USA |
GNMA CMO IO | 186.55 k | 190.75 k principal | 0.60 | ABS-mortgage backed security | Long | USA |
FHLMC CMO IO | 185.95 k | 1.04 mm principal | 0.60 | ABS-mortgage backed security | Long | USA |
ASSET BACKED SECURITY | 184.53 k | 196.93 k principal | 0.59 | ABS-mortgage backed security | Long | USA |
CORP CMO | 179.18 k | 154.36 k principal | 0.58 | ABS-collateralized bond/debt obligation | Long | USA |
GNMA CMO IO | 174.34 k | 1.24 mm principal | 0.56 | ABS-mortgage backed security | Long | USA |
GNMA CMO IO | 173.26 k | 3.43 mm principal | 0.56 | ABS-mortgage backed security | Long | USA |
CORP CMO | 169.99 k | 170.00 k principal | 0.55 | ABS-collateralized bond/debt obligation | Long | USA |
GNMA CMO IO | 164.90 k | 1.38 mm principal | 0.53 | ABS-mortgage backed security | Long | USA |
CORP CMO | 155.48 k | 160.00 k principal | 0.50 | ABS-collateralized bond/debt obligation | Long | USA |
CORP CMO | 155.29 k | 154.79 k principal | 0.50 | ABS-collateralized bond/debt obligation | Long | USA |
GNMA CMO IO | 153.67 k | 4.37 mm principal | 0.49 | ABS-mortgage backed security | Long | USA |
GNMA CMO IO | 147.84 k | 658.91 k principal | 0.47 | ABS-mortgage backed security | Long | USA |
COMMERCIAL MORTGAGE BACKED SECURITIES | 145.18 k | 148.00 k principal | 0.47 | ABS-mortgage backed security | Long | USA |
ASSET BACKED SECURITY | 144.69 k | 152.86 k principal | 0.46 | ABS-mortgage backed security | Long | USA |
GNMA CMO IO | 144.39 k | 3.05 mm principal | 0.46 | ABS-mortgage backed security | Long | USA |
FNMA CMO IO | 141.68 k | 1.20 mm principal | 0.45 | ABS-mortgage backed security | Long | USA |
FHLMC CMO IO | 139.86 k | 681.83 k principal | 0.45 | ABS-mortgage backed security | Long | USA |
GNMA CMO IO | 139.81 k | 1.07 mm principal | 0.45 | ABS-mortgage backed security | Long | USA |
CORP CMO | 139.64 k | 124.00 k principal | 0.45 | ABS-collateralized bond/debt obligation | Long | USA |
CORP CMO | 138.87 k | 139.36 k principal | 0.45 | ABS-collateralized bond/debt obligation | Long | USA |
CORP CMO | 137.60 k | 114.00 k principal | 0.44 | ABS-collateralized bond/debt obligation | Long | USA |
CORP CMO | 134.82 k | 133.24 k principal | 0.43 | ABS-collateralized bond/debt obligation | Long | USA |
CORP CMO | 134.37 k | 135.15 k principal | 0.43 | ABS-collateralized bond/debt obligation | Long | USA |
GNMA CMO IO | 133.12 k | 1.01 mm principal | 0.43 | ABS-mortgage backed security | Long | USA |
FNMA CMO IO | 132.82 k | 798.72 k principal | 0.43 | ABS-mortgage backed security | Long | USA |
CORP CMO | 130.58 k | 138.00 k principal | 0.42 | ABS-collateralized bond/debt obligation | Long | USA |
COMMERCIAL MORTGAGE BACKED SECURITIES | 129.35 k | 156.00 k principal | 0.42 | ABS-mortgage backed security | Long | USA |
COMMERCIAL MORTGAGE BACKED SECURITIES | 128.90 k | 144.76 k principal | 0.41 | ABS-mortgage backed security | Long | USA |
GNMA CMO IO | 125.91 k | 835.98 k principal | 0.40 | ABS-mortgage backed security | Long | USA |
CORP CMO | 125.44 k | 118.08 k principal | 0.40 | ABS-collateralized bond/debt obligation | Long | USA |
COMMERCIAL MORTGAGE BACKED SECURITIES | 125.39 k | 137.00 k principal | 0.40 | ABS-mortgage backed security | Long | USA |
COMMERCIAL MORTGAGE BACKED SECURITIES | 123.69 k | 144.00 k principal | 0.40 | ABS-mortgage backed security | Long | USA |
GNMA CMO IO | 121.19 k | 897.28 k principal | 0.39 | ABS-mortgage backed security | Long | USA |
COMMERCIAL MORTGAGE BACKED SECURITIES | 120.45 k | 166.00 k principal | 0.39 | ABS-mortgage backed security | Long | USA |
GNMA CMO IO | 120.01 k | 631.08 k principal | 0.39 | ABS-mortgage backed security | Long | USA |
CORP CMO | 117.51 k | 154.41 k principal | 0.38 | ABS-collateralized bond/debt obligation | Long | USA |
COMMERCIAL MORTGAGE BACKED SECURITIES | 116.05 k | 216.00 k principal | 0.37 | ABS-mortgage backed security | Long | USA |
FNMA CMO IO | 114.95 k | 702.39 k principal | 0.37 | ABS-mortgage backed security | Long | USA |
COMMERCIAL MORTGAGE BACKED SECURITIES | 113.28 k | 150.00 k principal | 0.36 | ABS-mortgage backed security | Long | USA |
COMMERCIAL MORTGAGE BACKED SECURITIES | 112.11 k | 119.41 k principal | 0.36 | ABS-mortgage backed security | Long | USA |
COMMERCIAL MORTGAGE BACKED SECURITIES | 111.98 k | 145.00 k principal | 0.36 | ABS-mortgage backed security | Long | USA |
GNMA CMO IO | 111.73 k | 583.35 k principal | 0.36 | ABS-mortgage backed security | Long | USA |
COMMERCIAL MORTGAGE BACKED SECURITIES | 111.31 k | 111.00 k principal | 0.36 | ABS-mortgage backed security | Long | USA |
FNMA CMO IO | 110.90 k | 682.79 k principal | 0.36 | ABS-mortgage backed security | Long | USA |
COMMERCIAL MORTGAGE BACKED SECURITIES | 110.66 k | 119.00 k principal | 0.36 | ABS-mortgage backed security | Long | USA |
COMMERCIAL MORTGAGE BACKED SECURITIES | 110.55 k | 116.00 k principal | 0.35 | ABS-mortgage backed security | Long | USA |
COMMERCIAL MORTGAGE BACKED SECURITIES | 110.37 k | 125.00 k principal | 0.35 | ABS-mortgage backed security | Long | USA |
COMMERCIAL MORTGAGE BACKED SECURITIES | 110.21 k | 118.00 k principal | 0.35 | ABS-mortgage backed security | Long | USA |
CORP CMO | 109.57 k | 108.46 k principal | 0.35 | ABS-collateralized bond/debt obligation | Long | USA |
GNMA CMO IO | 108.32 k | 2.16 mm principal | 0.35 | ABS-mortgage backed security | Long | USA |
COMMERCIAL MORTGAGE BACKED SECURITIES | 107.06 k | 122.00 k principal | 0.34 | ABS-mortgage backed security | Long | USA |
COMMERCIAL MORTGAGE BACKED SECURITIES | 106.86 k | 124.00 k principal | 0.34 | ABS-mortgage backed security | Long | USA |
COMMERCIAL MORTGAGE BACKED SECURITIES | 106.82 k | 114.00 k principal | 0.34 | ABS-mortgage backed security | Long | USA |
COMMERCIAL MORTGAGE BACKED SECURITIES | 103.68 k | 155.00 k principal | 0.33 | ABS-mortgage backed security | Long | USA |
FHLMC CMO IO | 102.53 k | 538.47 k principal | 0.33 | ABS-mortgage backed security | Long | USA |
GNMA CMO IO | 102.00 k | 577.70 k principal | 0.33 | ABS-mortgage backed security | Long | USA |
COMMERCIAL MORTGAGE BACKED SECURITIES | 100.85 k | 109.56 k principal | 0.32 | ABS-mortgage backed security | Long | USA |
GNMA CMO IO | 99.65 k | 845.24 k principal | 0.32 | ABS-mortgage backed security | Long | USA |
SWAPTION | 96.42 k | 2.65 mm contracts | 0.31 | Interest rate derivative | N/A | USA |
COMMERCIAL MORTGAGE BACKED SECURITIES | 95.63 k | 117.00 k principal | 0.31 | ABS-mortgage backed security | Long | USA |
GOVT CMO | 94.65 k | 94.03 k principal | 0.30 | ABS-mortgage backed security | Long | USA |
GNMA CMO IO | 94.60 k | 743.17 k principal | 0.30 | ABS-mortgage backed security | Long | USA |
CORP CMO | 93.73 k | 94.00 k principal | 0.30 | ABS-collateralized bond/debt obligation | Long | USA |
COMMERCIAL MORTGAGE BACKED SECURITIES | 93.31 k | 122.00 k principal | 0.30 | ABS-mortgage backed security | Long | USA |
CORP CMO | 92.33 k | 123.94 k principal | 0.30 | ABS-collateralized bond/debt obligation | Long | USA |
FNMA CMO IO | 90.96 k | 574.12 k principal | 0.29 | ABS-mortgage backed security | Long | USA |
COMMERCIAL MORTGAGE BACKED SECURITIES | 90.71 k | 117.00 k principal | 0.29 | ABS-mortgage backed security | Long | USA |
ASSET BACKED SECURITY | 90.27 k | 102.00 k principal | 0.29 | ABS-mortgage backed security | Long | USA |
COMMERCIAL MORTGAGE BACKED SECURITIES | 89.46 k | 98.00 k principal | 0.29 | ABS-mortgage backed security | Long | USA |
COMMERCIAL MORTGAGE BACKED SECURITIES | 89.45 k | 92.57 k principal | 0.29 | ABS-mortgage backed security | Long | USA |
GNMA CMO IO | 88.91 k | 588.05 k principal | 0.29 | ABS-mortgage backed security | Long | USA |
COMMERCIAL MORTGAGE BACKED SECURITIES | 88.77 k | 157.00 k principal | 0.28 | ABS-mortgage backed security | Long | USA |
CORP CMO | 87.43 k | 65.00 k principal | 0.28 | ABS-collateralized bond/debt obligation | Long | USA |
GNMA CMO IO | 86.99 k | 423.77 k principal | 0.28 | ABS-mortgage backed security | Long | USA |
COMMERCIAL MORTGAGE BACKED SECURITIES | 86.78 k | 138.00 k principal | 0.28 | ABS-mortgage backed security | Long | USA |
COMMERCIAL MORTGAGE BACKED SECURITIES | 86.55 k | 115.00 k principal | 0.28 | ABS-mortgage backed security | Long | USA |
COMMERCIAL MORTGAGE BACKED SECURITIES | 86.50 k | 124.00 k principal | 0.28 | ABS-mortgage backed security | Long | USA |
GNMA CMO IO | 86.49 k | 3.31 mm principal | 0.28 | ABS-mortgage backed security | Long | USA |
COMMERCIAL MORTGAGE BACKED SECURITIES | 85.88 k | 138.00 k principal | 0.28 | ABS-mortgage backed security | Long | USA |
COMMERCIAL MORTGAGE BACKED SECURITIES | 85.68 k | 99.00 k principal | 0.27 | ABS-mortgage backed security | Long | USA |
COMMERCIAL MORTGAGE BACKED SECURITIES | 85.54 k | 157.00 k principal | 0.27 | ABS-mortgage backed security | Long | USA |
FNMA CMO IO | 84.95 k | 438.98 k principal | 0.27 | ABS-mortgage backed security | Long | USA |
GNMA CMO IO | 84.33 k | 3.59 mm principal | 0.27 | ABS-mortgage backed security | Long | USA |
CORP CMO | 84.16 k | 64.00 k principal | 0.27 | ABS-collateralized bond/debt obligation | Long | USA |
COMMERCIAL MORTGAGE BACKED SECURITIES | 83.62 k | 113.00 k principal | 0.27 | ABS-mortgage backed security | Long | USA |
COMMERCIAL MORTGAGE BACKED SECURITIES | 83.20 k | 104.00 k principal | 0.27 | ABS-mortgage backed security | Long | USA |
CORP CMO | 83.04 k | 79.00 k principal | 0.27 | ABS-collateralized bond/debt obligation | Long | USA |
COMMERCIAL MORTGAGE BACKED SECURITIES | 82.55 k | 98.00 k principal | 0.26 | ABS-mortgage backed security | Long | USA |
GNMA CMO IO | 80.80 k | 437.46 k principal | 0.26 | ABS-mortgage backed security | Long | USA |
COMMERCIAL MORTGAGE BACKED SECURITIES | 79.84 k | 94.00 k principal | 0.26 | ABS-mortgage backed security | Long | USA |
COMMERCIAL MORTGAGE BACKED SECURITIES | 79.33 k | 129.00 k principal | 0.25 | ABS-mortgage backed security | Long | USA |
COMMERCIAL MORTGAGE BACKED SECURITIES | 79.31 k | 85.00 k principal | 0.25 | ABS-mortgage backed security | Long | USA |
COMMERCIAL MORTGAGE BACKED SECURITIES | 78.69 k | 104.00 k principal | 0.25 | ABS-mortgage backed security | Long | USA |
GNMA CMO IO | 77.47 k | 1.39 mm principal | 0.25 | ABS-mortgage backed security | Long | USA |
COMMERCIAL MORTGAGE BACKED SECURITIES | 77.10 k | 77.00 k principal | 0.25 | ABS-mortgage backed security | Long | Bermuda |
COMMERCIAL MORTGAGE BACKED SECURITIES | 76.70 k | 118.00 k principal | 0.25 | ABS-mortgage backed security | Long | USA |
COMMERCIAL MORTGAGE BACKED SECURITIES | 76.26 k | 101.00 k principal | 0.24 | ABS-mortgage backed security | Long | USA |
COMMERCIAL MORTGAGE BACKED SECURITIES | 75.56 k | 138.00 k principal | 0.24 | ABS-mortgage backed security | Long | USA |
FHLMC CMO IO | 75.34 k | 651.81 k principal | 0.24 | ABS-mortgage backed security | Long | USA |
CORP CMO | 75.10 k | 56.00 k principal | 0.24 | ABS-collateralized bond/debt obligation | Long | USA |
COMMERCIAL MORTGAGE BACKED SECURITIES | 74.68 k | 123.00 k principal | 0.24 | ABS-mortgage backed security | Long | USA |
CORP CMO | 74.25 k | 70.93 k principal | 0.24 | ABS-collateralized bond/debt obligation | Long | USA |
COMMERCIAL MORTGAGE BACKED SECURITIES | 74.09 k | 115.00 k principal | 0.24 | ABS-mortgage backed security | Long | USA |
Mortgage Backed Swap Basket Index | 72.68 k | 213.00 k contracts | 0.23 | Credit derivative | N/A | USA |
Interest Rate Swap | 72.13 k | 24.45 mm contracts | 0.23 | Interest rate derivative | N/A | USA |
GNMA CMO IO | 70.95 k | 1.13 mm principal | 0.23 | ABS-mortgage backed security | Long | USA |
FNMA CMO IO | 69.01 k | 650.78 k principal | 0.22 | ABS-mortgage backed security | Long | USA |
GNMA CMO IO | 68.52 k | 600.35 k principal | 0.22 | ABS-mortgage backed security | Long | USA |
FHLMC CMO IO | 68.28 k | 604.41 k principal | 0.22 | ABS-mortgage backed security | Long | USA |
GOVT CMO | 67.76 k | 66.73 k principal | 0.22 | ABS-mortgage backed security | Long | USA |
COMMERCIAL MORTGAGE BACKED SECURITIES | 66.98 k | 74.97 k principal | 0.21 | ABS-mortgage backed security | Long | USA |
FNMA CMO IO | 66.96 k | 557.37 k principal | 0.21 | ABS-mortgage backed security | Long | USA |
FNMA CMO IO | 66.83 k | 712.73 k principal | 0.21 | ABS-mortgage backed security | Long | USA |
COMMERCIAL MORTGAGE BACKED SECURITIES | 66.81 k | 111.00 k principal | 0.21 | ABS-mortgage backed security | Long | USA |
COMMERCIAL MORTGAGE BACKED SECURITIES | 66.76 k | 72.00 k principal | 0.21 | ABS-mortgage backed security | Long | USA |
COMMERCIAL MORTGAGE BACKED SECURITIES | 66.36 k | 85.00 k principal | 0.21 | ABS-mortgage backed security | Long | USA |
COMMERCIAL MORTGAGE BACKED SECURITIES | 66.27 k | 134.00 k principal | 0.21 | ABS-mortgage backed security | Long | USA |
COMMERCIAL MORTGAGE BACKED SECURITIES | 65.79 k | 72.00 k principal | 0.21 | ABS-mortgage backed security | Long | USA |
COMMERCIAL MORTGAGE BACKED SECURITIES | 65.49 k | 69.00 k principal | 0.21 | ABS-mortgage backed security | Long | USA |
COMMERCIAL MORTGAGE BACKED SECURITIES | 64.67 k | 70.52 k principal | 0.21 | ABS-mortgage backed security | Long | USA |
FN30 | 64.65 k | 61.24 k principal | 0.21 | ABS-mortgage backed security | Long | USA |
COMMERCIAL MORTGAGE BACKED SECURITIES | 64.48 k | 64.39 k principal | 0.21 | ABS-mortgage backed security | Long | USA |
COMMERCIAL MORTGAGE BACKED SECURITIES | 64.34 k | 112.00 k principal | 0.21 | ABS-mortgage backed security | Long | USA |
CORP CMO | 64.05 k | 69.00 k principal | 0.21 | ABS-collateralized bond/debt obligation | Long | USA |
CORP CMO | 63.99 k | 70.00 k principal | 0.21 | ABS-collateralized bond/debt obligation | Long | USA |
GNMA CMO IO | 63.63 k | 1.77 mm principal | 0.20 | ABS-mortgage backed security | Long | USA |
COMMERCIAL MORTGAGE BACKED SECURITIES | 63.49 k | 68.00 k principal | 0.20 | ABS-mortgage backed security | Long | USA |
SWAPTION | 63.38 k | 2.04 mm contracts | 0.20 | Interest rate derivative | N/A | USA |
COMMERCIAL MORTGAGE BACKED SECURITIES | 63.14 k | 73.00 k principal | 0.20 | ABS-mortgage backed security | Long | USA |
COMMERCIAL MORTGAGE BACKED SECURITIES | 62.97 k | 70.00 k principal | 0.20 | ABS-mortgage backed security | Long | USA |
COMMERCIAL MORTGAGE BACKED SECURITIES | 62.93 k | 100.00 k principal | 0.20 | ABS-mortgage backed security | Long | USA |
CORP CMO | 62.17 k | 58.63 k principal | 0.20 | ABS-collateralized bond/debt obligation | Long | USA |
GNMA CMO IO | 61.90 k | 1.27 mm principal | 0.20 | ABS-mortgage backed security | Long | USA |
COMMERCIAL MORTGAGE BACKED SECURITIES | 61.35 k | 108.00 k principal | 0.20 | ABS-mortgage backed security | Long | USA |
COMMERCIAL MORTGAGE BACKED SECURITIES | 61.18 k | 105.00 k principal | 0.20 | ABS-mortgage backed security | Long | USA |
GNMA CMO IO | 60.95 k | 744.19 k principal | 0.20 | ABS-mortgage backed security | Long | USA |
GNMA CMO IO | 60.65 k | 619.65 k principal | 0.19 | ABS-mortgage backed security | Long | USA |
COMMERCIAL MORTGAGE BACKED SECURITIES | 60.62 k | 69.00 k principal | 0.19 | ABS-mortgage backed security | Long | USA |
Mortgage Backed Swap Basket Index | 60.44 k | 306.00 k contracts | 0.19 | Credit derivative | N/A | USA |
COMMERCIAL MORTGAGE BACKED SECURITIES | 60.10 k | 69.00 k principal | 0.19 | ABS-mortgage backed security | Long | USA |
COMMERCIAL MORTGAGE BACKED SECURITIES | 59.50 k | 124.00 k principal | 0.19 | ABS-mortgage backed security | Long | USA |
FHLMC CMO IO | 59.09 k | 285.65 k principal | 0.19 | ABS-mortgage backed security | Long | USA |
COMMERCIAL MORTGAGE BACKED SECURITIES | 57.86 k | 63.00 k principal | 0.19 | ABS-mortgage backed security | Long | USA |
COMMERCIAL MORTGAGE BACKED SECURITIES | 57.62 k | 63.00 k principal | 0.18 | ABS-mortgage backed security | Long | USA |
CORP CMO | 56.60 k | 50.00 k principal | 0.18 | ABS-collateralized bond/debt obligation | Long | USA |
COMMERCIAL MORTGAGE BACKED SECURITIES | 56.16 k | 59.00 k principal | 0.18 | ABS-mortgage backed security | Long | USA |
GNMA CMO IO | 54.48 k | 1.19 mm principal | 0.17 | ABS-mortgage backed security | Long | USA |
GNMA CMO IO | 54.30 k | 893.69 k principal | 0.17 | ABS-mortgage backed security | Long | USA |
COMMERCIAL MORTGAGE BACKED SECURITIES | 53.90 k | 140.00 k principal | 0.17 | ABS-mortgage backed security | Long | USA |