Fund profile
Tickers
PDINX, PSIBX, PDVCX, PDVMX, PDVRX, PDVYX
Fund manager
Total assets
$1.78 bn
Liabilities
$621.86 mm
Net assets
$1.16 bn
Number of holdings
953.00
Top 200 of 953 Holdings
Security | $Holding | Balance | % of Fund | Category | Position | Country |
---|---|---|---|---|---|---|
SHORT TERM INV FUND | 173.23 mm | 173.23 mm shares | 14.94 | Short-term investment vehicle | Long | USA |
FNMA TBA | 149.40 mm | 148.00 mm principal | 12.88 | ABS-mortgage backed security | Long | USA |
FNMA TBA | 110.32 mm | 108.00 mm principal | 9.51 | ABS-mortgage backed security | Long | USA |
FNMA TBA | 60.51 mm | 62.00 mm principal | 5.22 | ABS-mortgage backed security | Short | USA |
SHORT TERM INV FUND | 44.30 mm | 44.30 mm shares | 3.82 | Short-term investment vehicle | Long | USA |
GNMA TBA | 43.24 mm | 45.00 mm principal | 3.73 | ABS-mortgage backed security | Long | USA |
FNMA TBA | 35.23 mm | 37.00 mm principal | 3.04 | ABS-mortgage backed security | Short | USA |
GNMA TBA | 31.98 mm | 32.00 mm principal | 2.76 | ABS-mortgage backed security | Long | USA |
GNMA TBA | 28.08 mm | 30.00 mm principal | 2.42 | ABS-mortgage backed security | Long | USA |
FNMA TBA | 25.00 mm | 27.00 mm principal | 2.16 | ABS-mortgage backed security | Short | USA |
GOVERNMENT FUTURES | 19.60 mm | 171.00 contracts | 1.69 | Interest rate derivative | N/A | USA |
Interest Rate Swap | 15.58 mm | 1.65 bn contracts | 1.34 | Interest rate derivative | N/A | USA |
Total Return Swap | 12.79 mm | 13.81 mm contracts | 1.10 | Credit derivative | N/A | USA |
Total Return Swap | 12.52 mm | 12.43 mm contracts | 1.08 | Credit derivative | N/A | USA |
DISC. CP | 11.58 mm | 11.59 mm principal | 1.00 | Short-term investment vehicle | Long | USA |
DISC. CP | 11.53 mm | 11.54 mm principal | 0.99 | Short-term investment vehicle | Long | USA |
CORP CMO | 10.93 mm | 9.34 mm principal | 0.94 | ABS-collateralized bond/debt obligation | Long | USA |
DISC. CP | 10.00 mm | 10.01 mm principal | 0.86 | Short-term investment vehicle | Long | USA |
DISC. CP | 9.77 mm | 9.78 mm principal | 0.84 | Short-term investment vehicle | Long | USA |
GOVERNMENT FUTURES | 9.31 mm | 73.00 contracts | 0.80 | Interest rate derivative | N/A | Germany |
FNMA TBA | 9.09 mm | 11.00 mm principal | 0.78 | ABS-mortgage backed security | Long | USA |
FNMA TBA | 8.96 mm | 9.00 mm principal | 0.77 | ABS-mortgage backed security | Long | USA |
CORP CMO | 8.90 mm | 7.66 mm principal | 0.77 | ABS-collateralized bond/debt obligation | Long | USA |
GNMA CMO IO | 7.61 mm | 63.07 mm principal | 0.66 | ABS-mortgage backed security | Long | USA |
DISC. CP | 7.28 mm | 7.28 mm principal | 0.63 | Short-term investment vehicle | Long | USA |
CORP CMO | 7.27 mm | 6.89 mm principal | 0.63 | ABS-collateralized bond/debt obligation | Long | USA |
CURRENCY FORWARDS
CITIBANK N.A.
|
7.14 mm | 1.00 contracts | 0.62 | DFE | N/A | USA |
CORP CMO | 6.95 mm | 6.31 mm principal | 0.60 | ABS-collateralized bond/debt obligation | Long | USA |
CURRENCY FORWARDS
TORONTO-DOMINION BANK/THE
|
6.89 mm | 1.00 contracts | 0.59 | DFE | N/A | Canada |
REPURCHASE AGREEMENT | 6.31 mm | 6.31 mm principal | 0.54 | Repurchase agreement | Long | USA |
FNMA TBA | 6.26 mm | 7.00 mm principal | 0.54 | ABS-mortgage backed security | Long | USA |
VAR.RT. CORP. BONDS | 6.18 mm | 6.06 mm principal | 0.53 | Debt | Long | USA |
CURRENCY FORWARDS
HSBC BANK USA
|
6.10 mm | 1.00 contracts | 0.53 | DFE | N/A | USA |
CORP CMO | 6.07 mm | 7.06 mm principal | 0.52 | ABS-collateralized bond/debt obligation | Long | USA |
CURRENCY FORWARDS
MORGAN STANLEY AND CO. INTERNATIONAL
|
6.06 mm | 1.00 contracts | 0.52 | DFE | N/A | USA |
U.S. T BILLS | 5.98 mm | 6.00 mm principal | 0.52 | Debt | Long | USA |
CURRENCY FORWARDS
STATE STREET B AND T CO
|
5.93 mm | 1.00 contracts | 0.51 | DFE | N/A | USA |
CORP CMO | 5.75 mm | 4.97 mm principal | 0.50 | ABS-collateralized bond/debt obligation | Long | USA |
CORP CMO | 5.72 mm | 4.97 mm principal | 0.49 | ABS-collateralized bond/debt obligation | Long | USA |
DISC. CP | 5.67 mm | 5.68 mm principal | 0.49 | Short-term investment vehicle | Long | USA |
CORP. NOTE | 5.64 mm | 6.10 mm principal | 0.49 | Debt | Long | USA |
Interest Rate Swap | 5.55 mm | 838.52 mm contracts | 0.48 | Interest rate derivative | N/A | USA |
Credit Default Swap Basket Index | 5.53 mm | 74.79 mm contracts | 0.48 | Credit derivative | N/A | USA |
CURRENCY FORWARDS
STATE STREET B AND T CO
|
5.49 mm | 1.00 contracts | 0.47 | DFE | N/A | USA |
FHLMC CMO IO | 5.41 mm | 24.32 mm principal | 0.47 | ABS-mortgage backed security | Long | USA |
COMMERCIAL MORTGAGE BACKED SECURITIES | 5.22 mm | 5.33 mm principal | 0.45 | ABS-mortgage backed security | Long | USA |
FNMA TBA | 5.16 mm | 6.00 mm principal | 0.45 | ABS-mortgage backed security | Long | USA |
DISC. CP | 4.98 mm | 5.00 mm principal | 0.43 | Short-term investment vehicle | Long | USA |
CORP CMO | 4.98 mm | 4.55 mm principal | 0.43 | ABS-collateralized bond/debt obligation | Long | USA |
DISC. CP | 4.73 mm | 4.75 mm principal | 0.41 | Short-term investment vehicle | Long | USA |
CORP CMO | 4.63 mm | 4.65 mm principal | 0.40 | ABS-collateralized bond/debt obligation | Long | USA |
CURRENCY FORWARDS
STATE STREET B AND T CO
|
4.50 mm | 1.00 contracts | 0.39 | DFE | N/A | USA |
DISC. CP | 4.44 mm | 4.45 mm principal | 0.38 | Short-term investment vehicle | Long | USA |
CORP CMO | 4.36 mm | 3.32 mm principal | 0.38 | ABS-collateralized bond/debt obligation | Long | USA |
CURRENCY FORWARDS
MORGAN STANLEY AND CO. INTERNATIONAL
|
4.33 mm | 1.00 contracts | 0.37 | DFE | N/A | USA |
DISC. CP | 4.31 mm | 4.33 mm principal | 0.37 | Short-term investment vehicle | Long | USA |
GOVERNMENT BOND | 4.26 mm | 4.17 mm principal | 0.37 | Debt | Long | Oman |
GNMA CMO IO | 4.24 mm | 27.37 mm principal | 0.37 | ABS-mortgage backed security | Long | USA |
COMMERCIAL MORTGAGE BACKED SECURITIES | 4.23 mm | 7.73 mm principal | 0.37 | ABS-mortgage backed security | Long | USA |
DISC. CP | 4.19 mm | 4.19 mm principal | 0.36 | Short-term investment vehicle | Long | USA |
ASSET BACKED SECURITY | 4.17 mm | 5.07 mm principal | 0.36 | ABS-mortgage backed security | Long | USA |
GOVERNMENT BOND | 4.13 mm | 4.18 mm principal | 0.36 | Debt | Long | Brazil |
DISC. CP | 3.97 mm | 3.98 mm principal | 0.34 | Short-term investment vehicle | Long | USA |
DISC. CP | 3.97 mm | 3.98 mm principal | 0.34 | Short-term investment vehicle | Long | USA |
DISC. CP | 3.86 mm | 3.86 mm principal | 0.33 | Short-term investment vehicle | Long | USA |
CORP CMO | 3.84 mm | 3.85 mm principal | 0.33 | ABS-collateralized bond/debt obligation | Long | USA |
CORP CMO | 3.70 mm | 3.60 mm principal | 0.32 | ABS-collateralized bond/debt obligation | Long | USA |
GNMA CMO IO | 3.64 mm | 23.36 mm principal | 0.31 | ABS-mortgage backed security | Long | USA |
GOVERNMENT BOND | 3.59 mm | 3.52 mm principal | 0.31 | Debt | Long | Guatemala |
CORP. NOTE | 3.53 mm | 3.48 mm principal | 0.30 | Debt | Long | USA |
GNMA CMO IO | 3.52 mm | 30.30 mm principal | 0.30 | ABS-mortgage backed security | Long | USA |
CURRENCY FORWARDS
GOLDMAN SACHS INTL FX
|
3.50 mm | 1.00 contracts | 0.30 | DFE | N/A | USA |
DISC. CP | 3.47 mm | 3.50 mm principal | 0.30 | Short-term investment vehicle | Long | USA |
DISC. CP | 3.43 mm | 3.44 mm principal | 0.30 | Short-term investment vehicle | Long | USA |
GNMA CMO IO | 3.39 mm | 14.86 mm principal | 0.29 | ABS-mortgage backed security | Long | USA |
CORP. NOTE | 3.39 mm | 3.24 mm principal | 0.29 | Debt | Long | Sweden |
COMMERCIAL MORTGAGE BACKED SECURITIES | 3.35 mm | 5.38 mm principal | 0.29 | ABS-mortgage backed security | Long | USA |
GNMA CMO IO | 3.33 mm | 22.11 mm principal | 0.29 | ABS-mortgage backed security | Long | USA |
CORPORATE BONDS | 3.26 mm | 3.42 mm principal | 0.28 | Debt | Long | USA |
CORPORATE BONDS | 3.26 mm | 3.19 mm principal | 0.28 | Debt | Long | USA |
CORP CMO | 3.24 mm | 10.39 mm principal | 0.28 | ABS-collateralized bond/debt obligation | Long | USA |
CIVI Civitas Resources Inc - Ordinary Shares | 3.21 mm | 3.00 mm principal | 0.28 | Debt | Long | USA |
CORP. NOTE | 3.21 mm | 2.98 mm principal | 0.28 | Debt | Long | Austria |
DISC. CP | 3.20 mm | 3.21 mm principal | 0.28 | Short-term investment vehicle | Long | USA |
CORP. NOTE | 3.20 mm | 3.12 mm principal | 0.28 | Debt | Long | USA |
THC Tenet Healthcare Corp. | 3.20 mm | 3.14 mm principal | 0.28 | Debt | Long | USA |
CORP. NOTE | 3.18 mm | 3.08 mm principal | 0.27 | Debt | Long | USA |
CORPORATE BONDS | 3.13 mm | 3.84 mm principal | 0.27 | Debt | Long | USA |
ARCC Ares Capital Corp | 3.11 mm | 3.03 mm principal | 0.27 | Debt | Long | USA |
FHLMC CMO IO | 3.10 mm | 29.05 mm principal | 0.27 | ABS-mortgage backed security | Long | USA |
CORP CMO | 3.09 mm | 3.42 mm principal | 0.27 | ABS-collateralized bond/debt obligation | Long | USA |
CORPORATE BONDS | 3.08 mm | 2.87 mm principal | 0.27 | Debt | Long | USA |
BANK LOAN NOTE | 3.05 mm | 2.94 mm principal | 0.26 | Debt | Long | Cayman Islands |
GOVERNMENT BOND | 3.04 mm | 2.81 mm principal | 0.26 | Debt | Long | Turkey |
CORP CMO | 3.02 mm | 4.46 mm principal | 0.26 | ABS-collateralized bond/debt obligation | Long | USA |
VAR.RT. CORP. BONDS | 3.00 mm | 3.01 mm principal | 0.26 | Debt | Long | USA |
BANK LOAN NOTE | 3.00 mm | 3.00 mm principal | 0.26 | Debt | Long | USA |
DISC. CP | 2.98 mm | 3.00 mm principal | 0.26 | Short-term investment vehicle | Long | USA |
VAR.RT. CORP. BONDS | 2.97 mm | 2.87 mm principal | 0.26 | Debt | Long | USA |
CURRENCY FORWARDS
MORGAN STANLEY AND CO. INTERNATIONAL
|
2.96 mm | 1.00 contracts | 0.26 | DFE | N/A | USA |
DISC. CP | 2.96 mm | 2.97 mm principal | 0.26 | Short-term investment vehicle | Long | USA |
BANK LOAN NOTE | 2.96 mm | 2.95 mm principal | 0.26 | Debt | Long | USA |
DISC. CP | 2.96 mm | 2.98 mm principal | 0.25 | Short-term investment vehicle | Long | USA |
GOVERNMENT BOND | 2.94 mm | 3.26 mm principal | 0.25 | Debt | Long | Côte d'Ivoire |
GNMA CMO IO | 2.92 mm | 39.89 mm principal | 0.25 | ABS-mortgage backed security | Long | USA |
T AT&T, Inc. | 2.91 mm | 3.00 mm principal | 0.25 | Debt | Long | USA |
DISC. CP | 2.90 mm | 2.90 mm principal | 0.25 | Short-term investment vehicle | Long | USA |
CORP CMO | 2.86 mm | 3.36 mm principal | 0.25 | ABS-collateralized bond/debt obligation | Long | USA |
AMT American Tower Corp. | 2.85 mm | 3.05 mm principal | 0.25 | Debt | Long | USA |
CORP. NOTE | 2.83 mm | 2.83 mm principal | 0.24 | Debt | Long | USA |
GOVERNMENT BOND | 2.82 mm | 3.14 mm principal | 0.24 | Debt | Long | Dominican Republic |
Mortgage Backed Swap Basket Index | 2.78 mm | 9.48 mm contracts | 0.24 | Credit derivative | N/A | USA |
GLDD Great Lakes Dredge & Dock Corporation | 2.77 mm | 3.11 mm principal | 0.24 | Debt | Long | USA |
CURRENCY FORWARDS
WESTPAC BANKING CORPORATION
|
2.76 mm | 1.00 contracts | 0.24 | DFE | N/A | USA |
GOVERNMENT BOND | 2.76 mm | 2.73 mm principal | 0.24 | Debt | Long | Dominican Republic |
COMMERCIAL MORTGAGE BACKED SECURITIES | 2.75 mm | 2.75 mm principal | 0.24 | ABS-mortgage backed security | Long | USA |
GNMA TBA | 2.73 mm | 3.00 mm principal | 0.24 | ABS-mortgage backed security | Short | USA |
FNMA CMO IO | 2.73 mm | 25.69 mm principal | 0.24 | ABS-mortgage backed security | Long | USA |
GNMA CMO IO | 2.73 mm | 57.02 mm principal | 0.24 | ABS-mortgage backed security | Long | USA |
COMMERCIAL MORTGAGE BACKED SECURITIES | 2.64 mm | 3.04 mm principal | 0.23 | ABS-mortgage backed security | Long | USA |
FNMA CMO IO | 2.58 mm | 16.27 mm principal | 0.22 | ABS-mortgage backed security | Long | USA |
CORP CMO | 2.57 mm | 2.02 mm principal | 0.22 | ABS-collateralized bond/debt obligation | Long | USA |
CURRENCY FORWARDS
JP MORGANCHASE BANK
|
2.55 mm | 1.00 contracts | 0.22 | DFE | N/A | USA |
GNMA CMO IO | 2.53 mm | 39.06 mm principal | 0.22 | ABS-mortgage backed security | Long | USA |
CORP CMO | 2.52 mm | 2.71 mm principal | 0.22 | ABS-collateralized bond/debt obligation | Long | USA |
SWAPTION | 2.51 mm | 25.23 mm contracts | 0.22 | Interest rate derivative | N/A | USA |
Mortgage Backed Swap Basket Index | 2.51 mm | 8.55 mm contracts | 0.22 | Credit derivative | N/A | USA |
CURRENCY FORWARDS
JP MORGANCHASE BANK
|
2.49 mm | 1.00 contracts | 0.21 | DFE | N/A | USA |
GOVERNMENT BOND | 2.47 mm | 2.39 mm principal | 0.21 | Debt | Long | Panama |
COMMERCIAL MORTGAGE BACKED SECURITIES | 2.47 mm | 2.65 mm principal | 0.21 | ABS-mortgage backed security | Long | USA |
GOVERNMENT BOND | 2.45 mm | 2.58 mm principal | 0.21 | Debt | Long | Mexico |
BANK LOAN NOTE | 2.43 mm | 2.44 mm principal | 0.21 | Debt | Long | USA |
CURRENCY FORWARDS
BANK OF AMERICA N.A.
|
2.35 mm | 1.00 contracts | 0.20 | DFE | N/A | USA |
FNMA CMO IO | 2.33 mm | 21.59 mm principal | 0.20 | ABS-mortgage backed security | Long | USA |
GOVERNMENT BOND | 2.33 mm | 2.52 mm principal | 0.20 | Debt | Long | South Africa |
CORP CMO | 2.32 mm | 2.08 mm principal | 0.20 | ABS-collateralized bond/debt obligation | Long | USA |
COMMERCIAL MORTGAGE BACKED SECURITIES | 2.31 mm | 5.84 mm principal | 0.20 | ABS-mortgage backed security | Long | USA |
COMMERCIAL MORTGAGE BACKED SECURITIES | 2.29 mm | 3.10 mm principal | 0.20 | ABS-mortgage backed security | Long | USA |
IHS IHS Holding Ltd | 2.28 mm | 2.61 mm principal | 0.20 | Debt | Long | Nigeria |
Interest Rate Swap | 2.28 mm | 518.94 mm contracts | 0.20 | Interest rate derivative | N/A | USA |
GNMA CMO IO | 2.28 mm | 46.85 mm principal | 0.20 | ABS-mortgage backed security | Long | USA |
GNMA CMO IO | 2.27 mm | 13.91 mm principal | 0.20 | ABS-mortgage backed security | Long | USA |
SWAPTION | 2.27 mm | 12.08 mm contracts | 0.20 | Interest rate derivative | N/A | USA |
GOVERNMENT BOND | 2.26 mm | 2.85 mm principal | 0.19 | Debt | Long | Serbia |
GNMA CMO IO | 2.23 mm | 11.22 mm principal | 0.19 | ABS-mortgage backed security | Long | USA |
BANK LOAN NOTE | 2.22 mm | 2.22 mm principal | 0.19 | Debt | Long | USA |
GNMA CMO IO | 2.20 mm | 53.07 mm principal | 0.19 | ABS-mortgage backed security | Long | USA |
FNMA CMO IO | 2.20 mm | 14.89 mm principal | 0.19 | ABS-mortgage backed security | Long | USA |
COMMERCIAL MORTGAGE BACKED SECURITIES | 2.20 mm | 2.41 mm principal | 0.19 | ABS-mortgage backed security | Long | USA |
GNMA CMO IO | 2.15 mm | 44.04 mm principal | 0.19 | ABS-mortgage backed security | Long | USA |
ASSET BACKED SECURITY | 2.09 mm | 9.11 mm principal | 0.18 | ABS-mortgage backed security | Long | USA |
CORP CMO | 2.08 mm | 3.76 mm principal | 0.18 | ABS-collateralized bond/debt obligation | Long | USA |
CORP. NOTE | 2.05 mm | 1.87 mm principal | 0.18 | Debt | Long | Netherlands |
CORP. NOTE | 2.03 mm | 2.16 mm principal | 0.18 | Debt | Long | USA |
COMMERCIAL MORTGAGE BACKED SECURITIES | 2.02 mm | 2.02 mm principal | 0.17 | ABS-mortgage backed security | Long | USA |
COMMERCIAL MORTGAGE BACKED SECURITIES | 2.02 mm | 2.04 mm principal | 0.17 | ABS-mortgage backed security | Long | USA |
SWAPTION | 2.02 mm | 19.59 mm contracts | 0.17 | Interest rate derivative | N/A | USA |
GNMA CMO IO | 2.02 mm | 10.44 mm principal | 0.17 | ABS-mortgage backed security | Long | USA |
COMMERCIAL MORTGAGE BACKED SECURITIES | 2.01 mm | 2.27 mm principal | 0.17 | ABS-mortgage backed security | Long | USA |
CORP. NOTE | 2.00 mm | 1.88 mm principal | 0.17 | Debt | Long | USA |
GNMA CMO IO | 1.99 mm | 20.06 mm principal | 0.17 | ABS-mortgage backed security | Long | USA |
DISC. CP | 1.99 mm | 2.00 mm principal | 0.17 | Short-term investment vehicle | Long | USA |
Interest Rate Swap | 1.99 mm | 78.97 mm contracts | 0.17 | Interest rate derivative | N/A | USA |
BANK LOAN NOTE | 1.97 mm | 1.97 mm principal | 0.17 | Debt | Long | USA |
CURRENCY FORWARDS
STATE STREET B AND T CO
|
1.97 mm | 1.00 contracts | 0.17 | DFE | N/A | USA |
CURRENCY FORWARDS
MORGAN STANLEY AND CO. INTERNATIONAL
|
1.97 mm | 1.00 contracts | 0.17 | DFE | N/A | USA |
CORP. NOTE | 1.96 mm | 2.22 mm principal | 0.17 | Debt | Long | Mexico |
Mortgage Backed Swap Basket Index | 1.94 mm | 11.56 mm contracts | 0.17 | Credit derivative | N/A | USA |
CORP. NOTE | 1.93 mm | 1.92 mm principal | 0.17 | Debt | Long | Canada |
GNMA CMO IO | 1.90 mm | 43.19 mm principal | 0.16 | ABS-mortgage backed security | Long | USA |
COMMERCIAL MORTGAGE BACKED SECURITIES | 1.89 mm | 7.28 mm principal | 0.16 | ABS-mortgage backed security | Long | USA |
GOVERNMENT BOND | 1.87 mm | 2.15 mm principal | 0.16 | Debt | Long | Chile |
CURRENCY FORWARDS
HSBC BANK USA
|
1.87 mm | 1.00 contracts | 0.16 | DFE | N/A | USA |
COMMERCIAL MORTGAGE BACKED SECURITIES | 1.85 mm | 10.01 mm principal | 0.16 | ABS-mortgage backed security | Long | USA |
GOVERNMENT BOND | 1.85 mm | 1.81 mm principal | 0.16 | Debt | Long | Kenya |
GNMA CMO IO | 1.85 mm | 38.16 mm principal | 0.16 | ABS-mortgage backed security | Long | USA |
DISC. CP | 1.84 mm | 1.85 mm principal | 0.16 | Short-term investment vehicle | Long | USA |
CORP. NOTE | 1.84 mm | 1.69 mm principal | 0.16 | Debt | Long | Bermuda |
DISC. CP | 1.83 mm | 1.84 mm principal | 0.16 | Short-term investment vehicle | Long | Canada |
FNMA CMO IO | 1.82 mm | 11.11 mm principal | 0.16 | ABS-mortgage backed security | Long | USA |
COMMERCIAL MORTGAGE BACKED SECURITIES | 1.82 mm | 1.87 mm principal | 0.16 | ABS-mortgage backed security | Long | USA |
GOVERNMENT BOND | 1.82 mm | 1.96 mm principal | 0.16 | Debt | Long | Côte d'Ivoire |
GOVERNMENT BOND | 1.81 mm | 2.18 mm principal | 0.16 | Debt | Long | Mexico |
SO Southern Company | 1.81 mm | 1.78 mm principal | 0.16 | Debt | Long | USA |
CORP. NOTE | 1.80 mm | 1.77 mm principal | 0.15 | Debt | Long | USA |
U.S. T BILLS | 1.79 mm | 1.80 mm principal | 0.15 | Debt | Long | USA |
CORP CMO | 1.77 mm | 2.07 mm principal | 0.15 | ABS-collateralized bond/debt obligation | Long | USA |
CORP CMO | 1.77 mm | 1.65 mm principal | 0.15 | ABS-collateralized bond/debt obligation | Long | USA |
EC Ecopetrol SA | 1.76 mm | 1.80 mm principal | 0.15 | Debt | Long | Colombia |
CURRENCY FORWARDS
MORGAN STANLEY AND CO. INTERNATIONAL
|
1.75 mm | 1.00 contracts | 0.15 | DFE | N/A | USA |
CORP. NOTE | 1.75 mm | 1.76 mm principal | 0.15 | Debt | Long | Mauritius |
Mortgage Backed Swap Basket Index | 1.74 mm | 4.41 mm contracts | 0.15 | Credit derivative | N/A | USA |
FNMA CMO IO | 1.73 mm | 14.40 mm principal | 0.15 | ABS-mortgage backed security | Long | USA |
CORP. NOTE | 1.73 mm | 1.70 mm principal | 0.15 | Debt | Long | Mauritius |
GNMA CMO IO | 1.72 mm | 26.01 mm principal | 0.15 | ABS-mortgage backed security | Long | USA |
CORP CMO | 1.71 mm | 1.92 mm principal | 0.15 | ABS-collateralized bond/debt obligation | Long | USA |
CZR Caesars Entertainment Inc | 1.70 mm | 1.66 mm principal | 0.15 | Debt | Long | USA |
GOVERNMENT BOND | 1.69 mm | 1.61 mm principal | 0.15 | Debt | Long | Colombia |
FNMA CMO IO | 1.69 mm | 7.80 mm principal | 0.15 | ABS-mortgage backed security | Long | USA |
GNMA CMO IO | 1.68 mm | 7.75 mm principal | 0.14 | ABS-mortgage backed security | Long | USA |