Fund profile
Fund manager
Total assets
$159.17 mm
Liabilities
$49.59 mm
Net assets
$109.58 mm
Number of holdings
685.00
Top 200 of 685 Holdings
Security | $Holding | Balance | % of Fund | Category | Position | Country |
---|---|---|---|---|---|---|
SHORT TERM INV FUND | 26.94 mm | 26.94 mm shares | 24.59 | Short-term investment vehicle | Long | USA |
GOVERNMENT FUTURES | 23.31 mm | 114.00 contracts | 21.27 | Interest rate derivative | N/A | USA |
FNMA TBA | 16.15 mm | 16.00 mm principal | 14.74 | ABS-mortgage backed security | Long | USA |
FNMA TBA | 9.19 mm | 9.00 mm principal | 8.39 | ABS-mortgage backed security | Long | USA |
SHORT TERM INV FUND | 7.48 mm | 7.48 mm shares | 6.83 | Short-term investment vehicle | Long | USA |
GNMA TBA | 3.84 mm | 4.00 mm principal | 3.51 | ABS-mortgage backed security | Long | USA |
FNMA TBA | 3.81 mm | 4.00 mm principal | 3.48 | ABS-mortgage backed security | Short | USA |
GNMA TBA | 3.00 mm | 3.00 mm principal | 2.74 | ABS-mortgage backed security | Long | USA |
GNMA TBA | 2.81 mm | 3.00 mm principal | 2.56 | ABS-mortgage backed security | Long | USA |
FNMA TBA | 2.78 mm | 3.00 mm principal | 2.54 | ABS-mortgage backed security | Short | USA |
GOVERNMENT FUTURES | 1.91 mm | 15.00 contracts | 1.75 | Interest rate derivative | N/A | Germany |
CURRENCY FORWARDS
MORGAN STANLEY AND CO. INTERNATIONAL
|
1.32 mm | 1.00 contracts | 1.21 | DFE | N/A | USA |
GOVERNMENT FUTURES | 1.26 mm | 11.00 contracts | 1.15 | Interest rate derivative | N/A | USA |
CORP CMO | 1.13 mm | 1.02 mm principal | 1.04 | ABS-collateralized bond/debt obligation | Long | USA |
CORP CMO | 1.13 mm | 966.73 k principal | 1.03 | ABS-collateralized bond/debt obligation | Long | USA |
SHORT TERM INV FUND | 1.00 mm | 1.00 mm shares | 0.91 | Short-term investment vehicle | Long | USA |
FNMA TBA | 995.20 k | 1.00 mm principal | 0.91 | ABS-mortgage backed security | Short | USA |
CURRENCY FORWARDS
STATE STREET B AND T CO
|
942.75 k | 1.00 contracts | 0.86 | DFE | N/A | USA |
Total Return Swap | 829.16 k | 895.00 k contracts | 0.76 | Credit derivative | N/A | USA |
FNMA TBA | 826.60 k | 1.00 mm principal | 0.75 | ABS-mortgage backed security | Long | USA |
Total Return Swap | 786.79 k | 781.00 k contracts | 0.72 | Credit derivative | N/A | USA |
CORP CMO | 718.96 k | 837.01 k principal | 0.66 | ABS-collateralized bond/debt obligation | Long | USA |
U.S. T BILLS | 697.55 k | 700.00 k principal | 0.64 | Debt | Long | USA |
Interest Rate Swap | 639.96 k | 96.67 mm contracts | 0.58 | Interest rate derivative | N/A | USA |
GOVERNMENT BOND | 634.00 k | 760.00 k principal | 0.58 | Debt | Long | Mexico |
CURRENCY FORWARDS
HSBC BANK USA
|
619.18 k | 1.00 contracts | 0.57 | DFE | N/A | USA |
GOVERNMENT BOND | 594.90 k | 600.00 k principal | 0.54 | Debt | Long | Viet Nam |
GOVERNMENT BOND | 583.48 k | 590.00 k principal | 0.53 | Debt | Long | Brazil |
FHLMC CMO IO | 576.25 k | 2.95 mm principal | 0.53 | ABS-mortgage backed security | Long | USA |
CORP CMO | 574.30 k | 494.73 k principal | 0.52 | ABS-collateralized bond/debt obligation | Long | USA |
COMMERCIAL MORTGAGE BACKED SECURITIES | 567.82 k | 574.97 k principal | 0.52 | ABS-mortgage backed security | Long | USA |
CORP CMO | 564.84 k | 515.92 k principal | 0.52 | ABS-collateralized bond/debt obligation | Long | USA |
CURRENCY FORWARDS
TORONTO-DOMINION BANK/THE
|
557.88 k | 1.00 contracts | 0.51 | DFE | N/A | Canada |
VAR.RT. CORP. BONDS | 550.98 k | 540.00 k principal | 0.50 | Debt | Long | USA |
GNMA CMO IO | 529.62 k | 3.18 mm principal | 0.48 | ABS-mortgage backed security | Long | USA |
GOVERNMENT BOND | 529.12 k | 570.00 k principal | 0.48 | Debt | Long | Côte d'Ivoire |
FHLMC CMO IO | 515.44 k | 2.32 mm principal | 0.47 | ABS-mortgage backed security | Long | USA |
CORP. NOTE | 504.03 k | 545.00 k principal | 0.46 | Debt | Long | USA |
DISC. CP | 499.12 k | 500.00 k principal | 0.46 | Short-term investment vehicle | Long | Singapore |
CORP CMO | 498.36 k | 469.97 k principal | 0.45 | ABS-collateralized bond/debt obligation | Long | USA |
DISC. CP | 494.93 k | 500.00 k principal | 0.45 | Short-term investment vehicle | Long | USA |
FHLMC CMO IO | 483.05 k | 2.16 mm principal | 0.44 | ABS-mortgage backed security | Long | USA |
CURRENCY FORWARDS
MORGAN STANLEY AND CO. INTERNATIONAL
|
479.70 k | 1.00 contracts | 0.44 | DFE | N/A | USA |
CORP CMO | 473.45 k | 533.10 k principal | 0.43 | ABS-collateralized bond/debt obligation | Long | USA |
CORP CMO | 467.25 k | 469.00 k principal | 0.43 | ABS-collateralized bond/debt obligation | Long | USA |
GNMA CMO IO | 463.88 k | 2.48 mm principal | 0.42 | ABS-mortgage backed security | Long | USA |
Credit Default Swap Basket Index | 463.61 k | 6.27 mm contracts | 0.42 | Credit derivative | N/A | USA |
FNMA CMO IO | 463.55 k | 2.12 mm principal | 0.42 | ABS-mortgage backed security | Long | USA |
CORP CMO | 457.20 k | 389.00 k principal | 0.42 | ABS-collateralized bond/debt obligation | Long | USA |
COMMERCIAL MORTGAGE BACKED SECURITIES | 451.24 k | 460.00 k principal | 0.41 | ABS-mortgage backed security | Long | USA |
GNMA CMO IO | 447.69 k | 2.80 mm principal | 0.41 | ABS-mortgage backed security | Long | USA |
CURRENCY FORWARDS
CITIBANK N.A.
|
437.34 k | 1.00 contracts | 0.40 | DFE | N/A | USA |
CURRENCY FORWARDS
HSBC BANK USA
|
434.09 k | 1.00 contracts | 0.40 | DFE | N/A | USA |
GOVERNMENT BOND | 428.40 k | 420.00 k principal | 0.39 | Debt | Long | Guatemala |
CORP CMO | 424.71 k | 333.00 k principal | 0.39 | ABS-collateralized bond/debt obligation | Long | USA |
GOVERNMENT BOND | 389.87 k | 435.00 k principal | 0.36 | Debt | Long | Dominican Republic |
GOVERNMENT BOND | 387.24 k | 390.00 k principal | 0.35 | Debt | Long | Dominican Republic |
EC Ecopetrol SA | 380.78 k | 360.00 k principal | 0.35 | Debt | Long | Colombia |
CORP CMO | 368.68 k | 349.24 k principal | 0.34 | ABS-collateralized bond/debt obligation | Long | USA |
GOVERNMENT BOND | 367.44 k | 350.00 k principal | 0.34 | Debt | Long | Colombia |
FHLMC CMO IO | 367.25 k | 1.63 mm principal | 0.34 | ABS-mortgage backed security | Long | USA |
GOVERNMENT BOND | 366.48 k | 370.00 k principal | 0.33 | Debt | Long | Chile |
CORP. NOTE | 365.40 k | 360.00 k principal | 0.33 | Debt | Long | Mauritius |
GNMA CMO IO | 362.63 k | 3.56 mm principal | 0.33 | ABS-mortgage backed security | Long | USA |
GOVERNMENT BOND | 351.50 k | 380.00 k principal | 0.32 | Debt | Long | South Africa |
CORP CMO | 348.99 k | 350.00 k principal | 0.32 | ABS-collateralized bond/debt obligation | Long | USA |
CURRENCY FORWARDS
STATE STREET B AND T CO
|
345.55 k | 1.00 contracts | 0.32 | DFE | N/A | USA |
CORP CMO | 338.70 k | 323.16 k principal | 0.31 | ABS-collateralized bond/debt obligation | Long | USA |
GOVERNMENT BOND | 334.27 k | 330.00 k principal | 0.31 | Debt | Long | Romania |
CORPORATE BONDS | 325.64 k | 341.00 k principal | 0.30 | Debt | Long | USA |
CORPORATE BONDS | 323.82 k | 317.00 k principal | 0.30 | Debt | Long | USA |
CIVI Civitas Resources Inc - Ordinary Shares | 321.02 k | 300.00 k principal | 0.29 | Debt | Long | USA |
CORP. NOTE | 318.24 k | 310.00 k principal | 0.29 | Debt | Long | USA |
COMMERCIAL MORTGAGE BACKED SECURITIES | 317.95 k | 323.10 k principal | 0.29 | ABS-mortgage backed security | Long | USA |
THC Tenet Healthcare Corp. | 315.65 k | 310.00 k principal | 0.29 | Debt | Long | USA |
FHLMC CMO IO | 315.15 k | 1.52 mm principal | 0.29 | ABS-mortgage backed security | Long | USA |
CORP. NOTE | 314.54 k | 305.00 k principal | 0.29 | Debt | Long | USA |
CORPORATE BONDS | 310.13 k | 380.00 k principal | 0.28 | Debt | Long | USA |
CORP CMO | 309.29 k | 237.00 k principal | 0.28 | ABS-collateralized bond/debt obligation | Long | USA |
BANK LOAN NOTE | 307.67 k | 306.79 k principal | 0.28 | Debt | Long | USA |
CORPORATE BONDS | 306.11 k | 285.00 k principal | 0.28 | Debt | Long | USA |
CORP. NOTE | 304.63 k | 300.00 k principal | 0.28 | Debt | Long | USA |
GNMA CMO IO | 298.87 k | 2.62 mm principal | 0.27 | ABS-mortgage backed security | Long | USA |
CURRENCY FORWARDS
BANK OF AMERICA N.A.
|
298.43 k | 1.00 contracts | 0.27 | DFE | N/A | USA |
CORP. NOTE | 297.89 k | 285.00 k principal | 0.27 | Debt | Long | Sweden |
U.S. T BILLS | 297.73 k | 300.00 k principal | 0.27 | Debt | Long | USA |
VAR.RT. CORP. BONDS | 294.82 k | 285.00 k principal | 0.27 | Debt | Long | USA |
BANK LOAN NOTE | 290.97 k | 292.01 k principal | 0.27 | Debt | Long | USA |
CORP. NOTE | 290.59 k | 270.00 k principal | 0.27 | Debt | Long | Austria |
CORP CMO | 290.12 k | 276.00 k principal | 0.26 | ABS-collateralized bond/debt obligation | Long | USA |
GOVERNMENT BOND | 285.25 k | 280.00 k principal | 0.26 | Debt | Long | Serbia |
COMMERCIAL MORTGAGE BACKED SECURITIES | 282.42 k | 326.00 k principal | 0.26 | ABS-mortgage backed security | Long | USA |
IHS IHS Holding Ltd | 280.00 k | 320.00 k principal | 0.26 | Debt | Long | Nigeria |
GNMA CMO IO | 279.78 k | 2.41 mm principal | 0.26 | ABS-mortgage backed security | Long | USA |
BANK LOAN NOTE | 278.65 k | 268.61 k principal | 0.25 | Debt | Long | Cayman Islands |
GOVERNMENT BOND | 277.96 k | 260.00 k principal | 0.25 | Debt | Long | Romania |
ARCC Ares Capital Corp | 277.76 k | 270.00 k principal | 0.25 | Debt | Long | USA |
BANK LOAN NOTE | 275.72 k | 275.00 k principal | 0.25 | Debt | Long | USA |
BANK LOAN NOTE | 274.36 k | 274.30 k principal | 0.25 | Debt | Long | USA |
COMMERCIAL MORTGAGE BACKED SECURITIES | 273.13 k | 272.75 k principal | 0.25 | ABS-mortgage backed security | Long | USA |
CORP. NOTE | 272.97 k | 249.00 k principal | 0.25 | Debt | Long | Netherlands |
GOVERNMENT BOND | 270.91 k | 310.00 k principal | 0.25 | Debt | Long | Benin |
CURRENCY FORWARDS
MORGAN STANLEY AND CO. INTERNATIONAL
|
270.15 k | 1.00 contracts | 0.25 | DFE | N/A | USA |
CORP. NOTE | 269.57 k | 250.00 k principal | 0.25 | Debt | Long | USA |
ASSET BACKED SECURITY | 269.51 k | 362.94 k principal | 0.25 | ABS-mortgage backed security | Long | USA |
VAR.RT. CORP. BONDS | 269.34 k | 270.00 k principal | 0.25 | Debt | Long | USA |
GNMA CMO IO | 268.56 k | 2.08 mm principal | 0.25 | ABS-mortgage backed security | Long | USA |
T AT&T, Inc. | 266.61 k | 275.00 k principal | 0.24 | Debt | Long | USA |
COMMERCIAL MORTGAGE BACKED SECURITIES | 263.17 k | 283.00 k principal | 0.24 | ABS-mortgage backed security | Long | USA |
COMMERCIAL MORTGAGE BACKED SECURITIES | 261.37 k | 420.00 k principal | 0.24 | ABS-mortgage backed security | Long | USA |
FHLMC CMO IO | 258.71 k | 2.14 mm principal | 0.24 | ABS-mortgage backed security | Long | USA |
AMT American Tower Corp. | 257.52 k | 275.00 k principal | 0.24 | Debt | Long | USA |
GNMA CMO IO | 256.01 k | 2.22 mm principal | 0.23 | ABS-mortgage backed security | Long | USA |
CURRENCY FORWARDS
GOLDMAN SACHS INTL FX
|
254.90 k | 1.00 contracts | 0.23 | DFE | N/A | USA |
GOVERNMENT BOND | 252.85 k | 260.00 k principal | 0.23 | Debt | Long | Benin |
COMMERCIAL MORTGAGE BACKED SECURITIES | 247.75 k | 330.00 k principal | 0.23 | ABS-mortgage backed security | Long | USA |
COMMERCIAL MORTGAGE BACKED SECURITIES | 246.31 k | 264.00 k principal | 0.22 | ABS-mortgage backed security | Long | USA |
BANK LOAN NOTE | 245.42 k | 245.11 k principal | 0.22 | Debt | Long | USA |
GOVERNMENT BOND | 239.53 k | 260.00 k principal | 0.22 | Debt | Long | Egypt |
FNMA CMO IO | 239.52 k | 2.54 mm principal | 0.22 | ABS-mortgage backed security | Long | USA |
GOVERNMENT BOND | 238.05 k | 230.00 k principal | 0.22 | Debt | Long | Panama |
Mortgage Backed Swap Basket Index | 236.79 k | 694.00 k contracts | 0.22 | Credit derivative | N/A | USA |
GOVERNMENT BOND | 235.44 k | 270.00 k principal | 0.21 | Debt | Long | Paraguay |
CORP CMO | 234.85 k | 253.00 k principal | 0.21 | ABS-collateralized bond/debt obligation | Long | USA |
GOVERNMENT BOND | 234.60 k | 230.00 k principal | 0.21 | Debt | Long | Serbia |
GNMA CMO IO | 233.80 k | 2.18 mm principal | 0.21 | ABS-mortgage backed security | Long | USA |
COMMERCIAL MORTGAGE BACKED SECURITIES | 229.96 k | 275.00 k principal | 0.21 | ABS-mortgage backed security | Long | USA |
GNMA CMO IO | 225.86 k | 1.10 mm principal | 0.21 | ABS-mortgage backed security | Long | USA |
FHLMC CMO IO | 223.00 k | 2.09 mm principal | 0.20 | ABS-mortgage backed security | Long | USA |
CURRENCY FORWARDS
MORGAN STANLEY AND CO. INTERNATIONAL
|
222.10 k | 1.00 contracts | 0.20 | DFE | N/A | USA |
PERPETUAL BONDS | 220.50 k | 200.00 k principal | 0.20 | Debt | Long | France |
GNMA CMO IO | 220.26 k | 4.52 mm principal | 0.20 | ABS-mortgage backed security | Long | USA |
COMMERCIAL MORTGAGE BACKED SECURITIES | 219.89 k | 555.00 k principal | 0.20 | ABS-mortgage backed security | Long | USA |
CORP. NOTE | 218.49 k | 200.00 k principal | 0.20 | Debt | Long | Czechia |
SWAPTION | 217.18 k | 2.12 mm contracts | 0.20 | Interest rate derivative | N/A | USA |
COMMERCIAL MORTGAGE BACKED SECURITIES | 216.92 k | 237.00 k principal | 0.20 | ABS-mortgage backed security | Long | USA |
CORPORATE BONDS | 216.53 k | 200.00 k principal | 0.20 | Debt | Long | Mexico |
GOVERNMENT BOND | 216.50 k | 200.00 k principal | 0.20 | Debt | Long | Turkey |
Interest Rate Swap | 216.05 k | 8.59 mm contracts | 0.20 | Interest rate derivative | N/A | USA |
GOVERNMENT BOND | 214.73 k | 210.00 k principal | 0.20 | Debt | Long | Kenya |
GNMA CMO IO | 213.39 k | 2.23 mm principal | 0.19 | ABS-mortgage backed security | Long | USA |
CORP. NOTE | 213.04 k | 200.00 k principal | 0.19 | Debt | Long | USA |
CORP. NOTE | 211.75 k | 200.00 k principal | 0.19 | Debt | Long | Luxembourg |
GNMA CMO IO | 210.38 k | 1.86 mm principal | 0.19 | ABS-mortgage backed security | Long | USA |
GOVERNMENT BOND | 209.44 k | 235.00 k principal | 0.19 | Debt | Long | Indonesia |
CORP CMO | 208.68 k | 237.39 k principal | 0.19 | ABS-collateralized bond/debt obligation | Long | USA |
CORP. NOTE | 206.28 k | 200.00 k principal | 0.19 | Debt | Long | France |
COMMERCIAL MORTGAGE BACKED SECURITIES | 205.82 k | 208.00 k principal | 0.19 | ABS-mortgage backed security | Long | USA |
FHLMC CMO IO | 204.54 k | 1.72 mm principal | 0.19 | ABS-mortgage backed security | Long | USA |
SWAPTION | 202.94 k | 6.53 mm contracts | 0.19 | Interest rate derivative | N/A | USA |
GOVERNMENT BOND | 202.27 k | 200.00 k principal | 0.18 | Debt | Long | Costa Rica |
CURRENCY FORWARDS
UBS AG
|
201.73 k | 1.00 contracts | 0.18 | DFE | N/A | USA |
CORP. NOTE | 200.74 k | 200.00 k principal | 0.18 | Debt | Long | USA |
Mortgage Backed Swap Basket Index | 199.93 k | 680.95 k contracts | 0.18 | Credit derivative | N/A | USA |
GNMA CMO IO | 199.00 k | 1.69 mm principal | 0.18 | ABS-mortgage backed security | Long | USA |
CORP. NOTE | 199.00 k | 200.00 k principal | 0.18 | Debt | Long | Mauritius |
GOVERNMENT BOND | 197.98 k | 200.00 k principal | 0.18 | Debt | Long | Brazil |
COMMERCIAL MORTGAGE BACKED SECURITIES | 197.27 k | 230.00 k principal | 0.18 | ABS-mortgage backed security | Long | USA |
GOVERNMENT BOND | 196.51 k | 200.00 k principal | 0.18 | Debt | Long | Indonesia |
GNMA CMO IO | 196.33 k | 826.69 k principal | 0.18 | ABS-mortgage backed security | Long | USA |
GOVERNMENT BOND | 196.08 k | 230.00 k principal | 0.18 | Debt | Long | Gabon |
Mortgage Backed Swap Basket Index | 195.18 k | 493.00 k contracts | 0.18 | Credit derivative | N/A | USA |
GOVERNMENT BOND | 194.00 k | 200.00 k principal | 0.18 | Debt | Long | Mongolia |
CURRENCY FORWARDS
BANK OF AMERICA N.A.
|
193.62 k | 1.00 contracts | 0.18 | DFE | N/A | USA |
GNMA CMO IO | 189.31 k | 4.56 mm principal | 0.17 | ABS-mortgage backed security | Long | USA |
CORP. NOTE | 187.36 k | 175.00 k principal | 0.17 | Debt | Long | USA |
CORP CMO | 186.83 k | 291.33 k principal | 0.17 | ABS-collateralized bond/debt obligation | Long | USA |
CORP. NOTE | 186.54 k | 171.00 k principal | 0.17 | Debt | Long | Bermuda |
CORP. NOTE | 186.38 k | 200.00 k principal | 0.17 | Debt | Long | USA |
GNMA CMO IO | 184.29 k | 1.03 mm principal | 0.17 | ABS-mortgage backed security | Long | USA |
CORP CMO | 183.47 k | 152.00 k principal | 0.17 | ABS-collateralized bond/debt obligation | Long | USA |
CORP CMO | 181.58 k | 135.00 k principal | 0.17 | ABS-collateralized bond/debt obligation | Long | USA |
CORPORATE BONDS | 178.94 k | 200.00 k principal | 0.16 | Debt | Long | USA |
COMMERCIAL MORTGAGE BACKED SECURITIES | 178.93 k | 336.00 k principal | 0.16 | ABS-mortgage backed security | Long | USA |
ASSET BACKED SECURITY | 178.77 k | 202.00 k principal | 0.16 | ABS-mortgage backed security | Long | USA |
CORP. NOTE | 178.14 k | 175.00 k principal | 0.16 | Debt | Long | USA |
FNMA CMO IO | 175.41 k | 1.62 mm principal | 0.16 | ABS-mortgage backed security | Long | USA |
SO Southern Company | 173.23 k | 170.00 k principal | 0.16 | Debt | Long | USA |
CURRENCY FORWARDS
JP MORGANCHASE BANK
|
172.10 k | 1.00 contracts | 0.16 | DFE | N/A | USA |
CORP. NOTE | 170.87 k | 170.00 k principal | 0.16 | Debt | Long | Canada |
Mortgage Backed Swap Basket Index | 170.78 k | 1.02 mm contracts | 0.16 | Credit derivative | N/A | USA |
CURRENCY FORWARDS
NATWEST MARKETS PLC
|
164.51 k | 1.00 contracts | 0.15 | DFE | N/A | UK |
Mortgage Backed Swap Basket Index | 164.44 k | 979.42 k contracts | 0.15 | Credit derivative | N/A | USA |
CORP. NOTE | 164.32 k | 165.00 k principal | 0.15 | Debt | Long | USA |
CORP CMO | 163.35 k | 187.23 k principal | 0.15 | ABS-collateralized bond/debt obligation | Long | USA |
CURRENCY FORWARDS
HSBC BANK USA
|
161.52 k | 1.00 contracts | 0.15 | DFE | N/A | USA |
CORP CMO | 161.36 k | 161.93 k principal | 0.15 | ABS-collateralized bond/debt obligation | Long | USA |
CORP CMO | 160.43 k | 155.00 k principal | 0.15 | ABS-collateralized bond/debt obligation | Long | USA |
COMMERCIAL MORTGAGE BACKED SECURITIES | 158.44 k | 158.00 k principal | 0.14 | ABS-mortgage backed security | Long | USA |
Interest Rate Swap | 157.48 k | 53.38 mm contracts | 0.14 | Interest rate derivative | N/A | USA |
COMMERCIAL MORTGAGE BACKED SECURITIES | 157.17 k | 178.00 k principal | 0.14 | ABS-mortgage backed security | Long | USA |
COMMERCIAL MORTGAGE BACKED SECURITIES | 156.33 k | 182.00 k principal | 0.14 | ABS-mortgage backed security | Long | USA |
GNMA CMO IO | 156.07 k | 801.39 k principal | 0.14 | ABS-mortgage backed security | Long | USA |
GNMA CMO IO | 156.02 k | 1.81 mm principal | 0.14 | ABS-mortgage backed security | Long | USA |
CORP CMO | 155.86 k | 148.00 k principal | 0.14 | ABS-collateralized bond/debt obligation | Long | USA |
BANK LOAN NOTE | 155.82 k | 155.85 k principal | 0.14 | Debt | Long | USA |
FHLMC CMO IO | 154.75 k | 1.60 mm principal | 0.14 | ABS-mortgage backed security | Long | USA |
CORP CMO | 153.61 k | 226.42 k principal | 0.14 | ABS-collateralized bond/debt obligation | Long | USA |
SWAPTION | 152.35 k | 799.30 k contracts | 0.14 | Interest rate derivative | N/A | USA |
GNMA CMO IO | 148.81 k | 1.53 mm principal | 0.14 | ABS-mortgage backed security | Long | USA |