Fund profile
Tickers
TGSMX
Fund manager
Total assets
$11.75 mm
Liabilities
$3.03 mm
Net assets
$8.72 mm
Number of holdings
191.00
191 Holdings
Security | $Holding | Balance | % of Fund | Category | Position | Country |
---|---|---|---|---|---|---|
United States Treasury Note/Bond - When Issued | 1.86 mm | 1.86 mm principal | 21.32 | Debt | Long | USA |
Uniform Mortgage-Backed Security, TBA | 526.56 k | 525.00 k principal | 6.04 | ABS-mortgage backed security | Long | USA |
State Street Institutional US Government Money Market Fund | 511.31 k | 511.31 k shares | 5.86 | Short-term investment vehicle | Long | USA |
United States Treasury Bill- When Issued | 494.62 k | 500.00 k principal | 5.67 | Short-term investment vehicle | Long | USA |
United States Treasury Note/Bond - When Issued | 458.93 k | 459.00 k principal | 5.26 | Debt | Long | USA |
Federal Home Loan Bank Discount Notes | 398.50 k | 400.00 k principal | 4.57 | Debt | Long | USA |
Uniform Mortgage-Backed Security, TBA | 347.74 k | 350.00 k principal | 3.99 | ABS-mortgage backed security | Long | USA |
United States Treasury Bill - WI Post Auction | 297.26 k | 300.00 k principal | 3.41 | Short-term investment vehicle | Long | USA |
Uniform Mortgage-Backed Security, TBA | 289.87 k | 300.00 k principal | 3.32 | ABS-mortgage backed security | Long | USA |
Uniform Mortgage-Backed Security, TBA | 268.93 k | 275.00 k principal | 3.08 | ABS-mortgage backed security | Long | USA |
United States Treasury Bill - WI Post Auction | 247.47 k | 250.00 k principal | 2.84 | Short-term investment vehicle | Long | USA |
Uniform Mortgage-Backed Security, TBA | 188.32 k | 200.00 k principal | 2.16 | ABS-mortgage backed security | Long | USA |
Uniform Mortgage-Backed Security, TBA | 168.27 k | 175.00 k principal | 1.93 | ABS-mortgage backed security | Long | USA |
Uniform Mortgage-Backed Security, TBA | 164.74 k | 175.00 k principal | 1.89 | ABS-mortgage backed security | Long | USA |
Uniform Mortgage-Backed Security, TBA | 148.06 k | 150.00 k principal | 1.70 | ABS-mortgage backed security | Long | USA |
Ginnie Mae | 146.06 k | 150.00 k principal | 1.67 | ABS-mortgage backed security | Long | USA |
Ginnie Mae | 124.19 k | 125.00 k principal | 1.42 | ABS-mortgage backed security | Long | USA |
United States International Development Finance Corp | 120.80 k | 134.05 k principal | 1.39 | Debt | Long | USA |
Federal Home Loan Banks | 99.90 k | 100.00 k principal | 1.15 | Debt | Long | USA |
Uniform Mortgage-Backed Security, TBA | 98.94 k | 100.00 k principal | 1.13 | ABS-mortgage backed security | Long | USA |
Wells Fargo Home Equity Asset-Backed Securities 2005-3 Trust | 98.53 k | 100.00 k principal | 1.13 | ABS-other | Long | USA |
United States Cash Management Bill - Reopening | 96.80 k | 97.00 k principal | 1.11 | Short-term investment vehicle | Long | USA |
SREIT Trust 2021-MFP | 94.74 k | 95.69 k principal | 1.09 | ABS-mortgage backed security | Long | USA |
FS Rialto 2019-FL1 | 93.01 k | 92.98 k principal | 1.07 | ABS-collateralized bond/debt obligation | Long | Cayman Islands |
Navient Private Education Refi Loan Trust 2020-B | 90.93 k | 98.21 k principal | 1.04 | ABS-other | Long | USA |
Bank of America Corp | 87.61 k | 95.00 k principal | 1.00 | Debt | Long | USA |
VOLT XCIV LLC | 86.32 k | 88.11 k principal | 0.99 | ABS-other | Long | USA |
Wells Fargo & Co | 77.31 k | 80.00 k principal | 0.89 | Debt | Long | USA |
Ginnie Mae | 75.56 k | 75.00 k principal | 0.87 | ABS-mortgage backed security | Long | USA |
Morgan Stanley | 73.60 k | 75.00 k principal | 0.84 | Debt | Long | USA |
Federal Home Loan Banks | 69.99 k | 70.00 k principal | 0.80 | Debt | Long | USA |
JPMorgan Chase & Co | 69.27 k | 75.00 k principal | 0.79 | Debt | Long | USA |
HSBC HSBC Holdings plc | 69.15 k | 75.00 k principal | 0.79 | Debt | Long | UK |
C Citigroup Inc | 64.34 k | 70.00 k principal | 0.74 | Debt | Long | USA |
Credit Suisse Group AG | 59.80 k | 65.00 k principal | 0.69 | Debt | Long | Switzerland |
JPMorgan Chase & Co | 54.86 k | 55.00 k principal | 0.63 | Debt | Long | USA |
Magnetite XVIII Ltd | 51.52 k | 51.52 k principal | 0.59 | ABS-collateralized bond/debt obligation | Long | Cayman Islands |
Navient Private Education Refi Loan Trust 2021-c | 51.43 k | 58.60 k principal | 0.59 | ABS-other | Long | USA |
Uniform Mortgage-Backed Security, TBA | 50.15 k | 50.00 k principal | 0.58 | ABS-mortgage backed security | Long | USA |
Westlake Automobile Receivables Trust 2022-2 | 49.55 k | 50.00 k principal | 0.57 | ABS-other | Long | USA |
Carvana Auto Receivables Trust 2022-P3 | 49.53 k | 50.00 k principal | 0.57 | ABS-other | Long | USA |
Government National Mortgage Association | 49.39 k | 49.33 k principal | 0.57 | ABS-mortgage backed security | Long | USA |
Government National Mortgage Association | 49.14 k | 49.01 k principal | 0.56 | ABS-mortgage backed security | Long | USA |
Nationstar Home Equity Loan Trust 2007-A | 47.49 k | 48.22 k principal | 0.54 | ABS-mortgage backed security | Long | USA |
US Bancorp | 47.11 k | 45.00 k principal | 0.54 | Debt | Long | USA |
Nationwide Building Society | 46.54 k | 50.00 k principal | 0.53 | Debt | Long | UK |
Navient Private Education Refi Loan Trust 2021-B | 46.05 k | 52.48 k principal | 0.53 | ABS-other | Long | USA |
GS Goldman Sachs Group, Inc. | 45.99 k | 50.00 k principal | 0.53 | Debt | Long | USA |
Santander UK Group Holdings PLC | 44.72 k | 45.00 k principal | 0.51 | Debt | Long | UK |
Willis North America Inc | 44.68 k | 45.00 k principal | 0.51 | Debt | Long | USA |
Santander Drive Auto Receivables Trust 2022-2 | 43.76 k | 45.00 k principal | 0.50 | ABS-other | Long | USA |
Dryden 58 Clo Ltd | 43.17 k | 43.13 k principal | 0.50 | ABS-collateralized bond/debt obligation | Long | Cayman Islands |
Rockford Tower CLO 2018-2 Ltd | 42.31 k | 42.27 k principal | 0.49 | ABS-collateralized bond/debt obligation | Long | Cayman Islands |
Bank of America Corp | 41.91 k | 45.00 k principal | 0.48 | Debt | Long | USA |
Apidos CLO XXII | 40.68 k | 40.57 k principal | 0.47 | ABS-collateralized bond/debt obligation | Long | Cayman Islands |
HCA Inc | 40.13 k | 40.00 k principal | 0.46 | Debt | Long | USA |
OCTAGON INVESTMENT PARTNERS 35 LTD | 39.87 k | 39.83 k principal | 0.46 | ABS-collateralized bond/debt obligation | Long | Cayman Islands |
Credit Suisse Group AG | 39.26 k | 40.00 k principal | 0.45 | Debt | Long | Switzerland |
Kilroy Realty LP | 39.26 k | 40.00 k principal | 0.45 | Debt | Long | USA |
Freddie Mac Multifamily Structured Pass Through Certificates | 38.58 k | 38.69 k principal | 0.44 | ABS-mortgage backed security | Long | USA |
Fannie Mae Connecticut Avenue Securities | 37.78 k | 37.61 k principal | 0.43 | ABS-mortgage backed security | Long | USA |
Sofi Professional Loan Program 2019-A LLC | 37.49 k | 38.60 k principal | 0.43 | ABS-other | Long | USA |
Exeter Automobile Receivables Trust 2021-2 | 37.05 k | 38.18 k principal | 0.42 | ABS-other | Long | USA |
Guardian Life Global Funding | 36.76 k | 35.00 k principal | 0.42 | Debt | Long | USA |
SOFI PROFESSIONAL LOAN PROGRAM 2017-F LLC | 36.19 k | 37.17 k principal | 0.41 | ABS-other | Long | USA |
JP Morgan Mortgage Trust 2018-8 | 35.80 k | 39.12 k principal | 0.41 | ABS-mortgage backed security | Long | USA |
GLP Capital LP / GLP Financing II Inc | 35.26 k | 35.00 k principal | 0.40 | Debt | Long | USA |
WFRBS Commercial Mortgage Trust 2014-C24 | 34.12 k | 34.53 k principal | 0.39 | ABS-mortgage backed security | Long | USA |
BAT Capital Corp | 33.47 k | 35.00 k principal | 0.38 | Debt | Long | USA |
AMT American Tower Corp. | 33.38 k | 35.00 k principal | 0.38 | Debt | Long | USA |
Wells Fargo & Co | 32.30 k | 35.00 k principal | 0.37 | Debt | Long | USA |
AMMC CLO XI Ltd | 31.91 k | 31.87 k principal | 0.37 | ABS-collateralized bond/debt obligation | Long | Cayman Islands |
PNC PNC Financial Services Group Inc | 31.19 k | 30.00 k principal | 0.36 | Debt | Long | USA |
IFF International Flavors & Fragrances Inc. | 31.04 k | 35.00 k principal | 0.36 | Debt | Long | USA |
Fannie Mae REMICS | 30.71 k | 31.21 k principal | 0.35 | ABS-mortgage backed security | Long | USA |
AMGN AMGEN Inc. | 30.58 k | 30.00 k principal | 0.35 | Debt | Long | USA |
Athene Global Funding | 30.03 k | 30.00 k principal | 0.34 | Debt | Long | USA |
AEP American Electric Power Company Inc. | 29.86 k | 30.00 k principal | 0.34 | Debt | Long | USA |
JBS USA LUX SA / JBS USA Food Co / JBS USA Finance Inc | 29.77 k | 30.00 k principal | 0.34 | Debt | Long | XX |
Bayer US Finance II LLC | 29.32 k | 30.00 k principal | 0.34 | Debt | Long | USA |
TSSI TSS, Inc. | 29.28 k | 30.00 k principal | 0.34 | Debt | Long | USA |
Metropolitan Edison Co | 29.27 k | 30.00 k principal | 0.34 | Debt | Long | USA |
DNB Bank ASA | 29.10 k | 30.00 k principal | 0.33 | Debt | Long | Norway |
Metropolitan Life Global Funding I | 29.01 k | 30.00 k principal | 0.33 | Debt | Long | USA |
Palmer Square CLO 2018-1 Ltd | 28.99 k | 28.96 k principal | 0.33 | ABS-collateralized bond/debt obligation | Long | Cayman Islands |
JP Morgan Mortgage Acquisition Trust 2007-CH4 | 28.48 k | 28.73 k principal | 0.33 | ABS-other | Long | USA |
Madison Park Funding XVII Ltd | 28.17 k | 28.13 k principal | 0.32 | ABS-collateralized bond/debt obligation | Long | Cayman Islands |
Lloyds Banking Group PLC | 27.63 k | 30.00 k principal | 0.32 | Debt | Long | UK |
Structured Asset Investment Loan Trust 2005-HE3 | 27.21 k | 27.72 k principal | 0.31 | ABS-other | Long | USA |
PRPM 2021-6 LLC | 27.08 k | 27.72 k principal | 0.31 | ABS-other | Long | USA |
Ownit Mortgage Loan Trust Series 2006-3 | 26.64 k | 28.08 k principal | 0.31 | ABS-other | Long | USA |
Alliant Energy Finance LLC | 25.99 k | 25.00 k principal | 0.30 | Debt | Long | USA |
Park Place Securities Inc Asset-Backed Pass-Through Ctfs Ser 2004-WHQ2 | 25.24 k | 25.93 k principal | 0.29 | ABS-other | Long | USA |
BALTIMORE MD | 25.10 k | 25.00 k principal | 0.29 | Debt | Long | USA |
New Century Home Equity Loan Trust 2005-1 | 24.64 k | 24.45 k principal | 0.28 | ABS-mortgage backed security | Long | USA |
Amcor Flexibles North America Inc | 24.64 k | 25.00 k principal | 0.28 | Debt | Long | USA |
TMO Thermo Fisher Scientific Inc. | 24.31 k | 25.00 k principal | 0.28 | Debt | Long | USA |
NEW YORK CITY NY TRANSITIONAL FIN AUTH REVENUE | 23.64 k | 25.00 k principal | 0.27 | Debt | Long | USA |
HSBC HSBC Holdings plc | 23.01 k | 25.00 k principal | 0.26 | Debt | Long | UK |
Opteum Mortgage Acceptance Corp Asset Backed Pass-Through Certificates 2005-2 | 22.93 k | 22.93 k principal | 0.26 | ABS-mortgage backed security | Long | USA |
RASC Series 2006-KS3 Trust | 20.57 k | 20.81 k principal | 0.24 | ABS-mortgage backed security | Long | USA |
VICI Properties LP / VICI Note Co Inc | 20.10 k | 20.00 k principal | 0.23 | Debt | Long | USA |
BDX Becton Dickinson & Co. | 19.77 k | 20.00 k principal | 0.23 | Debt | Long | USA |
Morgan Stanley Capital I Inc Trust 2006-NC2 | 19.75 k | 19.86 k principal | 0.23 | ABS-other | Long | USA |
US Bancorp | 19.69 k | 20.00 k principal | 0.23 | Debt | Long | USA |
Imperial Brands Finance PLC | 19.68 k | 20.00 k principal | 0.23 | Debt | Long | UK |
BAE Systems Holdings Inc | 19.64 k | 20.00 k principal | 0.23 | Debt | Long | USA |
BNC Mortgage Loan Trust 2006-2 | 19.49 k | 20.30 k principal | 0.22 | ABS-mortgage backed security | Long | USA |
AXP American Express Co. | 19.38 k | 20.00 k principal | 0.22 | Debt | Long | USA |
LYG Lloyds Banking Group plc | 18.85 k | 20.00 k principal | 0.22 | Debt | Long | UK |
Morgan Stanley | 18.36 k | 20.00 k principal | 0.21 | Debt | Long | USA |
LCM XXIV Ltd | 17.42 k | 17.40 k principal | 0.20 | ABS-collateralized bond/debt obligation | Long | Cayman Islands |
Freddie Mac REMICS | 16.95 k | 17.32 k principal | 0.19 | ABS-mortgage backed security | Long | USA |
Freddie Mac Multifamily Structured Pass Through Certificates | 16.69 k | 500.00 k principal | 0.19 | ABS-mortgage backed security | Long | USA |
Freddie Mac REMICS | 16.57 k | 16.74 k principal | 0.19 | ABS-mortgage backed security | Long | USA |
MASSACHUSETTS ST SPL OBLG REVENUE | 16.03 k | 16.49 k principal | 0.18 | Debt | Long | USA |
New Century Home Equity Loan Trust 2005-4 | 15.87 k | 15.00 k principal | 0.18 | ABS-mortgage backed security | Long | USA |
US 2YR NOTE (CBT) MAR24 | 15.73 k | 9.00 contracts | 0.18 | Interest rate derivative | N/A | USA |
Extra Space Storage LP | 15.35 k | 15.00 k principal | 0.18 | Debt | Long | USA |
BA Boeing Co. | 15.00 k | 15.00 k principal | 0.17 | Debt | Long | USA |
NEW YORK ST DORM AUTH ST PERSONAL INCOME TAX REVENUE | 14.99 k | 15.00 k principal | 0.17 | Debt | Long | USA |
COMM 2014-CCRE20 Mortgage Trust | 14.52 k | 14.70 k principal | 0.17 | ABS-mortgage backed security | Long | USA |
Extra Space Storage LP | 14.46 k | 15.00 k principal | 0.17 | Debt | Long | USA |
Flatiron Clo 17 Ltd | 14.33 k | 14.32 k principal | 0.16 | ABS-collateralized bond/debt obligation | Long | Cayman Islands |
Freddie Mac REMICS | 13.89 k | 14.10 k principal | 0.16 | ABS-mortgage backed security | Long | USA |
Healthcare Realty Holdings LP | 13.87 k | 15.00 k principal | 0.16 | Debt | Long | USA |
Freddie Mac Strips | 13.55 k | 13.83 k principal | 0.16 | ABS-mortgage backed security | Long | USA |
NovaStar Mortgage Funding Trust Series 2005-1 | 13.55 k | 13.55 k principal | 0.16 | ABS-mortgage backed security | Long | USA |
Fannie Mae REMICS | 13.50 k | 13.95 k principal | 0.15 | ABS-mortgage backed security | Long | USA |
BBCMS Trust 2015-SRCH | 13.08 k | 2.00 mm principal | 0.15 | ABS-mortgage backed security | Long | USA |
Fannie Mae-Aces | 12.69 k | 12.89 k principal | 0.15 | ABS-mortgage backed security | Long | USA |
Ginnie Mae II Pool | 12.55 k | 12.88 k principal | 0.14 | ABS-mortgage backed security | Long | USA |
Fannie Mae REMICS | 11.60 k | 11.66 k principal | 0.13 | ABS-mortgage backed security | Long | USA |
Soundview Home Loan Trust 2005-OPT1 | 11.53 k | 11.80 k principal | 0.13 | ABS-other | Long | USA |
Fannie Mae Pool | 11.18 k | 10.99 k principal | 0.13 | ABS-mortgage backed security | Long | USA |
Petroleos Mexicanos | 10.62 k | 13.00 k principal | 0.12 | Debt | Long | Mexico |
Wells Fargo & Co | 10.24 k | 10.00 k principal | 0.12 | Debt | Long | USA |
GS Goldman Sachs Group, Inc. | 10.01 k | 10.00 k principal | 0.11 | Debt | Long | USA |
Structured Asset Investment Loan Trust 2005-11 | 10.00 k | 10.27 k principal | 0.11 | ABS-other | Long | USA |
HCA Inc | 9.99 k | 10.00 k principal | 0.11 | Debt | Long | USA |
Bayer US Finance II LLC | 9.89 k | 10.00 k principal | 0.11 | Debt | Long | USA |
ABFC 2002-WF2 Trust | 9.77 k | 9.81 k principal | 0.11 | ABS-mortgage backed security | Long | USA |
DENVER CITY & CNTY CO ARPT REVENUE | 9.70 k | 10.00 k principal | 0.11 | Debt | Long | USA |
United States Small Business Administration | 9.54 k | 9.62 k principal | 0.11 | ABS-other | Long | USA |
C Citigroup Inc | 9.49 k | 10.00 k principal | 0.11 | Debt | Long | USA |
COMM 2016-DC2 Mortgage Trust | 9.48 k | 696.16 k principal | 0.11 | ABS-mortgage backed security | Long | USA |
Wells Fargo Commercial Mortgage Trust 2015-NXS2 | 8.90 k | 1.36 mm principal | 0.10 | ABS-mortgage backed security | Long | USA |
Freddie Mac Multifamily Structured Pass Through Certificates | 8.75 k | 544.69 k principal | 0.10 | ABS-mortgage backed security | Long | USA |
Fannie Mae REMICS | 8.66 k | 8.81 k principal | 0.10 | ABS-mortgage backed security | Long | USA |
Credit Suisse Group AG | 8.57 k | 10.00 k principal | 0.10 | Debt | Long | Switzerland |
MF1 2020-FL4 Ltd | 8.04 k | 8.02 k principal | 0.09 | ABS-collateralized bond/debt obligation | Long | USA |
Freddie Mac Multifamily Structured Pass Through Certificates | 6.73 k | 7.09 k principal | 0.08 | ABS-mortgage backed security | Long | USA |
Credit Suisse First Boston Mortgage Securities Corp | 6.55 k | 6.76 k principal | 0.08 | ABS-mortgage backed security | Long | USA |
First Franklin Mortgage Loan Trust 2004-FF5 | 6.33 k | 7.01 k principal | 0.07 | ABS-other | Long | USA |
United States Treasury Note/Bond - When Issued | 6.04 k | 6.00 k principal | 0.07 | Debt | Long | USA |
RASC Series 2005-EMX1 Trust | 5.93 k | 5.93 k principal | 0.07 | ABS-mortgage backed security | Long | USA |
Ginnie Mae II Pool | 5.78 k | 5.79 k principal | 0.07 | ABS-mortgage backed security | Long | USA |
Worldline SA/France | 5.72 k | 4.78 k principal | 0.07 | Debt | Long | France |
Fannie Mae REMICS | 5.52 k | 5.46 k principal | 0.06 | ABS-mortgage backed security | Long | USA |
Government National Mortgage Association | 5.42 k | 5.54 k principal | 0.06 | ABS-mortgage backed security | Long | USA |
LXP LXP Industrial Trust | 5.23 k | 5.00 k principal | 0.06 | Debt | Long | USA |
PNC PNC Financial Services Group Inc | 5.11 k | 5.00 k principal | 0.06 | Debt | Long | USA |
General Electric Co | 4.98 k | 5.00 k principal | 0.06 | Debt | Long | USA |
Bank of America Corp | 4.73 k | 5.00 k principal | 0.05 | Debt | Long | USA |
JPMorgan Chase & Co | 4.46 k | 5.00 k principal | 0.05 | Debt | Long | USA |
Fannie Mae Pool | 4.42 k | 4.30 k principal | 0.05 | ABS-mortgage backed security | Long | USA |
Fannie Mae Pool | 4.21 k | 4.05 k principal | 0.05 | ABS-mortgage backed security | Long | USA |
Freddie Mac REMICS | 3.88 k | 3.88 k principal | 0.04 | ABS-mortgage backed security | Long | USA |
Government National Mortgage Association | 3.78 k | 3.82 k principal | 0.04 | ABS-mortgage backed security | Long | USA |
Citigroup Commercial Mortgage Trust 2014-GC23 | 3.47 k | 3.78 mm principal | 0.04 | ABS-mortgage backed security | Long | USA |
IFF International Flavors & Fragrances Inc. | 3.40 k | 5.00 k principal | 0.04 | Debt | Long | USA |
Fannie Mae REMICS | 3.39 k | 3.37 k principal | 0.04 | ABS-mortgage backed security | Long | USA |
Fannie Mae Pool | 2.97 k | 2.82 k principal | 0.03 | ABS-mortgage backed security | Long | USA |
Ginnie Mae II Pool | 2.78 k | 2.81 k principal | 0.03 | ABS-mortgage backed security | Long | USA |
Ginnie Mae II Pool | 2.68 k | 2.72 k principal | 0.03 | ABS-mortgage backed security | Long | USA |
Freddie Mac Multifamily Structured Pass Through Certificates | 2.55 k | 2.56 k principal | 0.03 | ABS-mortgage backed security | Long | USA |
Freddie Mac Multifamily Structured Pass Through Certificates | 2.22 k | 235.75 k principal | 0.03 | ABS-mortgage backed security | Long | USA |
WFRBS Commercial Mortgage Trust 2014-C21 | 2.13 k | 1.34 mm principal | 0.02 | ABS-mortgage backed security | Long | USA |
FRESB 2015-SB3 Mortgage Trust | 1.83 k | 1.83 k principal | 0.02 | ABS-mortgage backed security | Long | USA |
Freddie Mac Multifamily Structured Pass Through Certificates | 1.31 k | 1.32 k principal | 0.02 | ABS-mortgage backed security | Long | USA |
Ginnie Mae II Pool | 1.14 k | 1.16 k principal | 0.01 | ABS-mortgage backed security | Long | USA |
COMM 2014-CCRE19 Mortgage Trust | 178.75 | 66.68 k principal | 0.00 | ABS-mortgage backed security | Long | USA |
PURCHASED USD / SOLD EUR
Bank of America NA
|
43.56 | 1.00 contracts | 0.00 | DFE | N/A | USA |
COMM 2012-CCRE3 Mortgage Trust | 28.25 | 6.09 k principal | 0.00 | ABS-mortgage backed security | Long | USA |
JPMBB Commercial Mortgage Securities Trust 2014-C18 | 17.15 | 439.08 k principal | 0.00 | ABS-mortgage backed security | Long | USA |
PURCHASED USD / SOLD EUR
Bank of America NA
|
3.41 | 1.00 contracts | 0.00 | DFE | N/A | USA |
RALI Series 2002-QS16 Trust | 2.17 | 19.65 principal | 0.00 | ABS-mortgage backed security | Long | USA |
Government National Mortgage Association | 2.07 | 207.41 k principal | 0.00 | ABS-mortgage backed security | Long | USA |
COMM 2012-CCRE4 Mortgage Trust | 2.00 | 200.22 k principal | 0.00 | ABS-mortgage backed security | Long | USA |
US 10YR ULTRA FUT MAR24 | -19.91 k | -5.00 contracts | -0.23 | Interest rate derivative | N/A | USA |
US 5YR NOTE (CBT) MAR24 | -24.21 k | -12.00 contracts | -0.28 | Interest rate derivative | N/A | USA |