Fund profile
Tickers
TIIUX
Fund manager
Total assets
$2.07 bn
Liabilities
$262.97 mm
Net assets
$1.81 bn
Number of holdings
3.39 k
Top 200 of 3386 Holdings
Security | $Holding | Balance | % of Fund | Category | Position | Country |
---|---|---|---|---|---|---|
FUTURE CONTRACT ON US 2YR NOTE (CBT) MAR24 0.00000000 | 237.38 mm | 1.16 k contracts | 13.14 | Interest rate derivative | N/A | USA |
FUTURE CONTRACT ON US 10YR NOTE (CBT)MAR24 0.00000000 | 129.89 mm | 1.18 k contracts | 7.19 | Interest rate derivative | N/A | USA |
FUTURE CONTRACT ON 3 MONTH SOFR FUT DEC25 0.00000000 | 110.64 mm | 459.00 contracts | 6.13 | Interest rate derivative | N/A | USA |
UNITED STATES TREASURY NOTE 4.87500000 | 46.52 mm | 45.41 mm shares | 2.58 | Debt | Long | USA |
FUTURE CONTRACT ON US 5YR NOTE (CBT) MAR24 0.00000000 | 45.73 mm | 428.00 contracts | 2.53 | Interest rate derivative | N/A | USA |
FUTURE CONTRACT ON US ULTRA BOND CBT MAR24 0.00000000 | 40.71 mm | 331.00 contracts | 2.25 | Interest rate derivative | N/A | USA |
UNITED STATES TREASURY BOND 4.37500000 | 32.81 mm | 34.33 mm shares | 1.82 | Debt | Long | USA |
UNITED STATES TREASURY NOTE 4.87500000 | 24.36 mm | 24.29 mm shares | 1.35 | Debt | Long | USA |
UNITED STATES TREASURY BOND 4.75000000 | 23.63 mm | 22.73 mm shares | 1.31 | Debt | Long | USA |
UNITED STATES TREASURY NOTE 4.37500000 | 23.22 mm | 23.14 mm shares | 1.29 | Debt | Long | USA |
UNITED STATES TREASURY NOTE 4.62500000 | 22.25 mm | 22.16 mm shares | 1.23 | Debt | Long | USA |
FNMA 30YR TBA 3.0% DEC 23 TO BE ANNOUNCED 3.00000000 | 19.36 mm | 22.93 mm shares | 1.07 | ABS-mortgage backed security | Long | USA |
FNMA 30YR TBA 5% DEC 23 TO BE ANNOUNCED 5.00000000 | 18.83 mm | 19.55 mm shares | 1.04 | ABS-mortgage backed security | Long | USA |
UNITED STATES TREASURY NOTE 4.50000000 | 17.79 mm | 17.58 mm shares | 0.98 | Debt | Long | USA |
FNCL 30YR TBA 5.5% DEC 23 TO BE ANNOUNCED 5.50000000 | 16.97 mm | 17.23 mm shares | 0.94 | ABS-mortgage backed security | Long | USA |
UNITED STATES TREASURY NOTE 3.62500000 | 14.31 mm | 14.73 mm shares | 0.79 | Debt | Long | USA |
UNITED STATES TREASURY BILL ZCP 0.00000000 | 13.88 mm | 14.22 mm principal | 0.77 | Short-term investment vehicle | Long | USA |
MEX BONOS DESARR FIX RT /MXN/ REGD SER M 7.75000000 | 12.80 mm | 258.98 mm shares | 0.71 | Debt | Long | Mexico |
UNITED STATES TREASURY BOND 3.87500000 | 12.78 mm | 14.34 mm shares | 0.71 | Debt | Long | USA |
FNMA 30YR TBA 3.5% DEC 23 TO BE ANNOUNCED 3.50000000 | 11.24 mm | 12.80 mm shares | 0.62 | ABS-mortgage backed security | Long | USA |
UNITED STATES TREASURY BOND 3.62500000 | 10.64 mm | 12.48 mm shares | 0.59 | Debt | Long | USA |
UMBS TBA 30YR 2% DEC 23 TO BE ANNOUNCED 2.00000000 | 10.21 mm | 13.13 mm shares | 0.57 | ABS-mortgage backed security | Long | USA |
FNMA 30YR TBA 4.0% DEC 23 TO BE ANNOUNCED 4.00000000 | 9.68 mm | 10.65 mm shares | 0.54 | ABS-mortgage backed security | Long | USA |
G2SF FEB08 TBA 4.5% DEC 23 TO BE ANNOUNCED 4.50000000 | 9.42 mm | 9.95 mm shares | 0.52 | ABS-mortgage backed security | Long | USA |
UNITED STATES TREASURY NOTE 4.00000000 | 9.26 mm | 9.39 mm shares | 0.51 | Debt | Long | USA |
FANNIE MAE POOL UMBS P#FM9696 2.50000000 | 9.11 mm | 11.16 mm shares | 0.50 | ABS-mortgage backed security | Long | USA |
UNITED STATES TREASURY BOND 3.75000000 | 9.00 mm | 10.31 mm shares | 0.50 | Debt | Long | USA |
FNMA 30YR TBA 4.5% DEC 23 TO BE ANNOUNCED 4.50000000 | 8.86 mm | 9.45 mm shares | 0.49 | ABS-mortgage backed security | Long | USA |
G2SF 30 YR TBA 5% DEC 23 TO BE ANNOUNCED 5.00000000 | 8.10 mm | 8.33 mm shares | 0.45 | ABS-mortgage backed security | Long | USA |
FNMA 30YR TBA 6% JAN 24 TO BE ANNOUNCED 6.00000000 | 6.82 mm | 6.80 mm shares | 0.38 | ABS-mortgage backed security | Long | USA |
UNITED STATES TREASURY BOND 3.00000000 | 6.75 mm | 8.93 mm shares | 0.37 | Debt | Long | USA |
GNMA TBA 30 UR 2.5% DEC 23 TO BE ANNOUNCED 2.50000000 | 6.54 mm | 7.83 mm shares | 0.36 | ABS-mortgage backed security | Long | USA |
FNMA 30YR TBA 2.5% DEC23 TO BE ANNOUNCED 2.50000000 | 6.51 mm | 8.03 mm shares | 0.36 | ABS-mortgage backed security | Long | USA |
UNITED STATES TREASURY BOND 4.75000000 | 6.12 mm | 6.08 mm shares | 0.34 | Debt | Long | USA |
FEDERAL HOME LOAN BANKS SER 0000 5.37000000 | 5.89 mm | 5.90 mm shares | 0.33 | ABS-mortgage backed security | Long | USA |
FEDERAL HOME LOAN BANKS SER 0001 5.30000000 | 5.89 mm | 5.89 mm shares | 0.33 | ABS-mortgage backed security | Long | USA |
FANNIE MAE POOL UMBS P#BU0720 2.00000000 | 5.75 mm | 7.32 mm shares | 0.32 | ABS-mortgage backed security | Long | USA |
FREDDIE MAC POOL UMBS P#SD8205 2.50000000 | 5.57 mm | 6.85 mm shares | 0.31 | ABS-mortgage backed security | Long | USA |
GINNIE MAE II POOL P#MA8947 5.00000000 | 5.29 mm | 5.44 mm shares | 0.29 | ABS-mortgage backed security | Long | USA |
GNMA II 30YR TBA 5.5% DEC 22 TO BE ANNOUNCED 5.50000000 | 5.29 mm | 5.33 mm shares | 0.29 | ABS-mortgage backed security | Long | USA |
UNITED STATES TREASURY INFLATION INDEXED BONDS 1.12500000 | 5.19 mm | 5.67 mm shares | 0.29 | Debt | Long | USA |
FREDDIE MAC POOL UMBS P#SD8199 2.00000000 | 5.15 mm | 6.61 mm shares | 0.29 | ABS-mortgage backed security | Long | USA |
UNITED STATES TREASURY NOTE 4.62500000 | 5.00 mm | 5.00 mm shares | 0.28 | Debt | Long | USA |
UNITED STATES TREASURY NOTE 4.37500000 | 4.90 mm | 4.90 mm shares | 0.27 | Debt | Long | USA |
FNMA 30YR TBA 5.5% JAN 24 TO BE ANNOUNCED 5.50000000 | 4.83 mm | 4.90 mm shares | 0.27 | ABS-mortgage backed security | Long | USA |
Credit Suisse Group AG | 4.72 mm | 4.63 mm shares | 0.26 | Debt | Long | Switzerland |
UNITED STATES TREASURY BILL ZCP 0.00000000 | 4.72 mm | 4.81 mm principal | 0.26 | Short-term investment vehicle | Long | USA |
FANNIE MAE POOL UMBS P#MA4325 2.00000000 | 4.69 mm | 5.99 mm shares | 0.26 | ABS-mortgage backed security | Long | USA |
UNITED STATES TREASURY NOTE 4.50000000 | 4.64 mm | 4.66 mm shares | 0.26 | Debt | Long | USA |
VIPER ENERGY INC REGD 144A P/P 5.37500000 | 4.58 mm | 4.80 mm shares | 0.25 | Debt | Long | USA |
UNITED STATES TREASURY BOND 2.50000000 | 4.50 mm | 6.49 mm shares | 0.25 | Debt | Long | USA |
UNITED STATES TREASURY NOTE 5.00000000 | 4.49 mm | 4.47 mm shares | 0.25 | Debt | Long | USA |
FREDDIE MAC POOL UMBS P#SD8155 2.00000000 | 4.45 mm | 5.70 mm shares | 0.25 | ABS-mortgage backed security | Long | USA |
G2SF 30YR TBA 6.0% JAN 24 TO BE ANNOUNCED 6.00000000 | 4.43 mm | 4.40 mm shares | 0.25 | ABS-mortgage backed security | Long | USA |
RC R/P GOLDMA 5.270% 12/01/23 5.27000000 | 4.30 mm | 4.30 mm principal | 0.24 | Repurchase agreement | Long | USA |
MEX BONOS DESARR FIX RT /MXN/ REGD SER M 8.00000000 | 4.22 mm | 84.09 mm shares | 0.23 | Debt | Long | Mexico |
UNITED STATES TREASURY BOND 1.87500000 | 3.99 mm | 6.00 mm shares | 0.22 | Debt | Long | USA |
UNITED STATES TREASURY BOND 4.12500000 | 3.99 mm | 4.06 mm shares | 0.22 | Debt | Long | USA |
UNITED STATES TREASURY BOND 4.00000000 | 3.93 mm | 4.32 mm shares | 0.22 | Debt | Long | USA |
UNITED STATES TREASURY BOND 2.37500000 | 3.87 mm | 5.44 mm shares | 0.21 | Debt | Long | USA |
UNITED STATES TREASURY NOTE 0.50000000 | 3.85 mm | 4.21 mm shares | 0.21 | Debt | Long | USA |
UNITED STATES TREASURY BOND 1.37500000 | 3.82 mm | 7.53 mm shares | 0.21 | Debt | Long | USA |
BANK OF AMERICA CORP REGD V/R 5.81900000 | 3.79 mm | 3.75 mm shares | 0.21 | Debt | Long | USA |
UNITED STATES TREASURY BOND 3.87500000 | 3.77 mm | 4.23 mm shares | 0.21 | Debt | Long | USA |
WELLS FARGO & COMPANY REGD V/R MTN 3.35000000 | 3.74 mm | 4.47 mm shares | 0.21 | Debt | Long | USA |
UNITED STATES TREASURY NOTE 3.87500000 | 3.72 mm | 3.82 mm shares | 0.21 | Debt | Long | USA |
BANK OF AMERICA CORP REGD V/R MTN 3.97000000 | 3.71 mm | 3.96 mm shares | 0.21 | Debt | Long | USA |
UNITED STATES TREASURY BILL ZCP 0.00000000 | 3.68 mm | 3.75 mm principal | 0.20 | Short-term investment vehicle | Long | USA |
FANNIE MAE POOL UMBS P#MA4078 2.50000000 | 3.51 mm | 4.28 mm shares | 0.19 | ABS-mortgage backed security | Long | USA |
INTER-AMERICAN DEVEL BK /INR/ REGD EMTN SER GMTN 7.35000000 | 3.50 mm | 289.00 mm shares | 0.19 | Debt | Long | USA |
FREDDIE MAC POOL UMBS P#QD1841 2.00000000 | 3.44 mm | 4.41 mm shares | 0.19 | ABS-mortgage backed security | Long | USA |
FANG Diamondback Energy Inc | 3.34 mm | 3.69 mm shares | 0.18 | Debt | Long | USA |
EQT EQT Corp | 3.34 mm | 3.53 mm shares | 0.18 | Debt | Long | USA |
FUTURE CONTRACT ON EURO-OAT FUTURE DEC23 /EUR/ 0.00000000 | 3.32 mm | 24.00 contracts | 0.18 | Interest rate derivative | N/A | Germany |
UNITED STATES TREASURY NOTE 3.62500000 | 3.29 mm | 3.43 mm shares | 0.18 | Debt | Long | USA |
GNMA TBA 30 YR 4.0% DEC 23 TO BE ANNOUNCED 4.00000000 | 3.23 mm | 3.50 mm shares | 0.18 | ABS-mortgage backed security | Long | USA |
UNITED STATES TREASURY BOND 1.25000000 | 3.23 mm | 6.57 mm shares | 0.18 | Debt | Long | USA |
FREDDIE MAC POOL UMBS P#SD8204 2.00000000 | 3.18 mm | 4.08 mm shares | 0.18 | ABS-mortgage backed security | Long | USA |
GS Goldman Sachs Group, Inc. | 3.11 mm | 3.29 mm shares | 0.17 | Debt | Long | USA |
UNITED STATES TREASURY NOTE 4.62500000 | 3.11 mm | 3.07 mm shares | 0.17 | Debt | Long | USA |
Credit Suisse Group AG | 3.10 mm | 2.62 mm shares | 0.17 | Debt | Long | Switzerland |
UNITED STATES TREASURY BOND 2.25000000 | 3.08 mm | 4.84 mm shares | 0.17 | Debt | Long | USA |
WELLS FARGO & COMPANY REGD V/R 5.57400000 | 3.05 mm | 3.05 mm shares | 0.17 | Debt | Long | USA |
TEVA PHARMACEUTICALS NE REGD 3.15000000 | 3.04 mm | 3.34 mm shares | 0.17 | Debt | Long | Netherlands |
G2SF 30 YR TBA 3.5 DEC23 TO BE ANNOUNCED 3.50000000 | 3.04 mm | 3.40 mm shares | 0.17 | ABS-mortgage backed security | Long | USA |
AMERICAN EXPRESS CREDIT ACCOUNT MASTER TRUST SER 2022-2 CL A REGD 3.39000000 | 3.02 mm | 3.10 mm shares | 0.17 | ABS-collateralized bond/debt obligation | Long | USA |
UNITED STATES TREASURY BOND 2.00000000 | 3.01 mm | 4.49 mm shares | 0.17 | Debt | Long | USA |
UNITED STATES TREASURY BOND 3.62500000 | 3.00 mm | 3.51 mm shares | 0.17 | Debt | Long | USA |
IRS RSOFRP01.52 02/15/47 SBNYUS33 FLOAT | 2.96 mm | 1.00 contracts | 0.16 | Interest rate derivative | N/A | USA |
ET+E Energy Transfer Operating, L.P. | 2.93 mm | 3.48 mm shares | 0.16 | Debt | Long | USA |
CWABS ASSET-BACKED CERTIFICATES TRUST 2004-7 SER 2004-7 CL MF2 V/R REGD 5.64900000 | 2.85 mm | 3.06 mm shares | 0.16 | ABS-collateralized bond/debt obligation | Long | USA |
GNMA 30 YR TBA 6.5% JAN 24 TO BE ANNOUNCED 6.50000000 | 2.85 mm | 2.80 mm shares | 0.16 | ABS-mortgage backed security | Long | USA |
WELLS FARGO & COMPANY REGD V/R MTN 5.01300000 | 2.83 mm | 3.18 mm shares | 0.16 | Debt | Long | USA |
UNITED STATES TREASURY NOTE 4.00000000 | 2.83 mm | 2.89 mm shares | 0.16 | Debt | Long | USA |
UNITED STATES TREASURY BOND 3.00000000 | 2.82 mm | 3.72 mm shares | 0.16 | Debt | Long | USA |
FANNIE MAE POOL UMBS P#CB5675 4.50000000 | 2.81 mm | 2.99 mm shares | 0.16 | ABS-mortgage backed security | Long | USA |
UNITED STATES TREASURY BOND 4.37500000 | 2.81 mm | 2.84 mm shares | 0.16 | Debt | Long | USA |
SPRINT Corp | 2.78 mm | 2.74 mm shares | 0.15 | Debt | Long | USA |
FREDDIE MAC POOL UMBS P#SD3016 3.00000000 | 2.71 mm | 3.19 mm shares | 0.15 | ABS-mortgage backed security | Long | USA |
FREDDIE MAC POOL UMBS P#QF2362 4.00000000 | 2.71 mm | 2.98 mm shares | 0.15 | ABS-mortgage backed security | Long | USA |
FREDDIE MAC POOL UMBS P#SD8128 2.00000000 | 2.67 mm | 3.41 mm shares | 0.15 | ABS-mortgage backed security | Long | USA |
UNITED STATES TREASURY BOND 2.37500000 | 2.65 mm | 4.04 mm shares | 0.15 | Debt | Long | USA |
FEDERAL HOME LOAN BANKS 1.57000000 | 2.64 mm | 3.50 mm shares | 0.15 | ABS-mortgage backed security | Long | USA |
FANNIE MAE POOL UMBS P#BT6179 2.50000000 | 2.63 mm | 3.24 mm shares | 0.15 | ABS-mortgage backed security | Long | USA |
BANK OF AMERICA CORP REGD V/R MTN 2.08700000 | 2.62 mm | 3.05 mm shares | 0.15 | Debt | Long | USA |
FEDERAL FARM CREDIT BANKS FUNDING CORP 2.17000000 | 2.60 mm | 3.01 mm shares | 0.14 | Debt | Long | USA |
UNITED STATES TREASURY BILL ZCP 0.00000000 | 2.55 mm | 2.56 mm principal | 0.14 | Short-term investment vehicle | Long | USA |
CSMC 2020-RPL3 TRUST SER 2020-RPL3 CL A1 V/R REGD 144A P/P 4.07057600 | 2.54 mm | 2.57 mm shares | 0.14 | ABS-collateralized bond/debt obligation | Long | USA |
CITIGROUP INC REGD V/R 3.05700000 | 2.52 mm | 3.07 mm shares | 0.14 | Debt | Long | USA |
UNITED STATES TREASURY BOND 5.00000000 | 2.51 mm | 2.37 mm shares | 0.14 | Debt | Long | USA |
FEDERAL HOME LOAN BANKS 2.20000000 | 2.49 mm | 2.90 mm shares | 0.14 | ABS-mortgage backed security | Long | USA |
FUTURE CONTRACT ON LONG GILT FUTURE MAR24 /GBP/ 0.00000000 | 2.44 mm | 20.00 contracts | 0.14 | Interest rate derivative | N/A | UK |
VOLKSWAGEN AUTO LOAN ENHANCED TRUST 2023-2 SER 2023-2 CL A3 REGD 5.48000000 | 2.41 mm | 2.40 mm shares | 0.13 | ABS-collateralized bond/debt obligation | Long | USA |
C Citigroup Inc | 2.36 mm | 2.54 mm shares | 0.13 | Debt | Long | USA |
UNITED STATES TREASURY NOTE 0.25000000 | 2.36 mm | 2.57 mm shares | 0.13 | Debt | Long | USA |
UNITED STATES TREASURY BOND 1.62500000 | 2.35 mm | 4.32 mm shares | 0.13 | Debt | Long | USA |
PROGRESS RESIDENTIAL 2021-SFR9 TRUST SER 2021-SFR9 CL F REGD 144A P/P 4.05300000 | 2.34 mm | 2.90 mm shares | 0.13 | ABS-collateralized bond/debt obligation | Long | USA |
WELLS FARGO & COMPANY REGD V/R MTN 5.55700000 | 2.30 mm | 2.36 mm shares | 0.13 | Debt | Long | USA |
FANNIE MAE POOL UMBS P#MA4379 2.50000000 | 2.29 mm | 2.82 mm shares | 0.13 | ABS-mortgage backed security | Long | USA |
CSMC 2022-RPL3 TRUST SER 2022-RPL3 CL A1 V/R REGD 144A P/P 3.73792900 | 2.29 mm | 2.34 mm shares | 0.13 | ABS-collateralized bond/debt obligation | Long | USA |
FREDDIE MAC POOL UMBS P#RA6989 3.00000000 | 2.28 mm | 2.68 mm shares | 0.13 | ABS-mortgage backed security | Long | USA |
FREDDIE MAC POOL UMBS P#SD8121 2.00000000 | 2.27 mm | 2.89 mm shares | 0.13 | ABS-mortgage backed security | Long | USA |
FORD CREDIT FLOORPLAN MASTER OWNER TRUST A SER 2023-1 CL A1 REGD 144A P/P 4.92000000 | 2.26 mm | 2.29 mm shares | 0.12 | ABS-collateralized bond/debt obligation | Long | USA |
GINNIE MAE II POOL P#MA8801 5.50000000 | 2.22 mm | 2.23 mm shares | 0.12 | ABS-mortgage backed security | Long | USA |
VERUS SECURITIZATION TRUST 2021-7 SER 2021-7 CL A1 V/R REGD 144A P/P 1.82900000 | 2.21 mm | 2.61 mm shares | 0.12 | ABS-collateralized bond/debt obligation | Long | USA |
CIM TRUST 2023-R1 SER 2023-R1 CL A1A V/R REGD 144A P/P 5.40000000 | 2.20 mm | 2.33 mm shares | 0.12 | ABS-collateralized bond/debt obligation | Long | USA |
GINNIE MAE II POOL P#MA7768 3.00000000 | 2.19 mm | 2.53 mm shares | 0.12 | ABS-mortgage backed security | Long | USA |
SMB PRIVATE EDUCATION LOAN TRUST 2023-B SER 2023-B CL A1B V/R REGD 144A P/P 7.12404000 | 2.16 mm | 2.14 mm shares | 0.12 | ABS-collateralized bond/debt obligation | Long | USA |
FANNIE MAE POOL UMBS P#MA4511 2.00000000 | 2.16 mm | 2.77 mm shares | 0.12 | ABS-mortgage backed security | Long | USA |
FEDERAL FARM CREDIT BANKS FUNDING CORP 3.50000000 | 2.16 mm | 2.72 mm shares | 0.12 | Debt | Long | USA |
PETROBRAS GLOBAL FINANCE REGD 5.75000000 | 2.14 mm | 2.16 mm shares | 0.12 | Debt | Long | Netherlands |
WARNERMEDIA HOLDINGS INC REGD SER WI 5.14100000 | 2.12 mm | 2.65 mm shares | 0.12 | Debt | Long | USA |
FANG Diamondback Energy Inc | 2.11 mm | 2.45 mm shares | 0.12 | Debt | Long | USA |
CITIBANK CREDIT CARD ISSUANCE TRUST SER 2017-A6 CL A6 V/R REGD 6.20678000 | 2.09 mm | 2.08 mm shares | 0.12 | ABS-collateralized bond/debt obligation | Long | USA |
TRANSCONT GAS PIPE LINE REGD SER WI 7.85000000 | 2.08 mm | 2.00 mm shares | 0.12 | Debt | Long | USA |
FANNIE MAE POOL UMBS P#BW9886 4.50000000 | 2.08 mm | 2.21 mm shares | 0.12 | ABS-mortgage backed security | Long | USA |
UNITED STATES TREASURY NOTE 3.12500000 | 2.07 mm | 2.16 mm shares | 0.11 | Debt | Long | USA |
CSMC 2021-RPL4 TRUST SER 2021-RPL4 CL A1 V/R REGD 144A P/P 1.79561000 | 2.05 mm | 2.16 mm shares | 0.11 | ABS-collateralized bond/debt obligation | Long | USA |
FREDDIE MAC POOL UMBS P#SD0502 3.00000000 | 2.04 mm | 2.39 mm shares | 0.11 | ABS-mortgage backed security | Long | USA |
FREDDIE MAC POOL UMBS P#RA9368 5.00000000 | 2.02 mm | 2.09 mm shares | 0.11 | ABS-mortgage backed security | Long | USA |
UNITED STATES TREASURY BOND 4.00000000 | 2.02 mm | 2.20 mm shares | 0.11 | Debt | Long | USA |
CWALT 2005-59 1A1V/R 11/20/35 6.10701000 | 2.01 mm | 2.36 mm shares | 0.11 | ABS-collateralized bond/debt obligation | Long | USA |
HSBC HSBC Holdings plc | 2.01 mm | 2.37 mm shares | 0.11 | Debt | Long | UK |
BAE SYSTEMS HOLDINGS INC REGD 144A P/P 3.85000000 | 2.01 mm | 2.07 mm shares | 0.11 | Debt | Long | USA |
ONSLOW BAY MORTGAGE LOAN TRUST SER 2021-NQM4 CL A1 V/R REGD 144A P/P 1.95700000 | 2.00 mm | 2.53 mm shares | 0.11 | ABS-collateralized bond/debt obligation | Long | USA |
UNITED STATES TREASURY BOND 2.00000000 | 1.98 mm | 3.31 mm shares | 0.11 | Debt | Long | USA |
FANNIE MAE POOL UMBS P#FS1598 2.00000000 | 1.98 mm | 2.54 mm shares | 0.11 | ABS-mortgage backed security | Long | USA |
FREDDIE MAC POOL UMBS P#SD8212 2.50000000 | 1.98 mm | 2.43 mm shares | 0.11 | ABS-mortgage backed security | Long | USA |
FREDDIE MAC POOL UMBS P#SD8200 2.50000000 | 1.97 mm | 2.43 mm shares | 0.11 | ABS-mortgage backed security | Long | USA |
Credit Suisse Group AG | 1.97 mm | 2.42 mm shares | 0.11 | Debt | Long | Switzerland |
ARBOR REALTY COMMERCIAL REAL ESTATE NOTES 20 SER 2021-FL4 CL A V/R REGD 144A P/P 6.78739000 | 1.96 mm | 1.99 mm shares | 0.11 | ABS-collateralized bond/debt obligation | Long | Cayman Islands |
FANNIE MAE POOL UMBS P#BV2994 2.50000000 | 1.95 mm | 2.40 mm shares | 0.11 | ABS-mortgage backed security | Long | USA |
JPMORGAN CHASE & CO REGD V/R 2.58000000 | 1.95 mm | 2.39 mm shares | 0.11 | Debt | Long | USA |
PFS FINANCING CORP SER 2023-A CL A REGD 144A P/P 5.80000000 | 1.94 mm | 1.93 mm shares | 0.11 | ABS-collateralized bond/debt obligation | Long | USA |
FANNIE MAE POOL UMBS P#BV8515 3.00000000 | 1.94 mm | 2.28 mm shares | 0.11 | ABS-mortgage backed security | Long | USA |
AERCAP IRELAND CAP/GLOBA REGD 3.30000000 | 1.93 mm | 2.33 mm shares | 0.11 | Debt | Long | Ireland |
GS Goldman Sachs Group, Inc. | 1.92 mm | 2.32 mm shares | 0.11 | Debt | Long | USA |
JPMORGAN CHASE & CO REGD V/R 5.35000000 | 1.91 mm | 1.96 mm shares | 0.11 | Debt | Long | USA |
UNITED STATES TREASURY NOTE 0.75000000 | 1.91 mm | 2.21 mm shares | 0.11 | Debt | Long | USA |
FREDDIE MAC POOL UMBS P#SD8194 2.50000000 | 1.91 mm | 2.35 mm shares | 0.11 | ABS-mortgage backed security | Long | USA |
FANNIE MAE POOL UMBS P#FS3205 2.50000000 | 1.90 mm | 2.33 mm shares | 0.11 | ABS-mortgage backed security | Long | USA |
BAT CAPITAL CORP REGD SER WI 4.54000000 | 1.89 mm | 2.58 mm shares | 0.10 | Debt | Long | USA |
UNITED STATES TREASURY BILL ZCP 0.00000000 | 1.88 mm | 1.90 mm principal | 0.10 | Short-term investment vehicle | Long | USA |
UNITED STATES TREASURY BOND 1.87500000 | 1.88 mm | 3.23 mm shares | 0.10 | Debt | Long | USA |
FANNIE MAE POOL UMBS P#BV8477 3.00000000 | 1.88 mm | 2.21 mm shares | 0.10 | ABS-mortgage backed security | Long | USA |
FANNIE MAE POOL UMBS P#CB2767 2.00000000 | 1.88 mm | 2.40 mm shares | 0.10 | ABS-mortgage backed security | Long | USA |
FANNIE MAE POOL UMBS P#BU7089 2.00000000 | 1.86 mm | 2.38 mm shares | 0.10 | ABS-mortgage backed security | Long | USA |
FANNIE MAE POOL UMBS P#MA4563 2.50000000 | 1.85 mm | 2.27 mm shares | 0.10 | ABS-mortgage backed security | Long | USA |
GINNIE MAE II POOL P#MA7590 3.00000000 | 1.84 mm | 2.12 mm shares | 0.10 | ABS-mortgage backed security | Long | USA |
UNITED STATES TREASURY BOND 3.12500000 | 1.84 mm | 2.27 mm shares | 0.10 | Debt | Long | USA |
FANNIE MAE POOL UMBS P#FS5059 3.50000000 | 1.81 mm | 2.01 mm shares | 0.10 | ABS-mortgage backed security | Long | USA |
CHENIERE CORP CHRISTI HD REGD 5.12500000 | 1.81 mm | 1.83 mm shares | 0.10 | Debt | Long | USA |
GINNIE MAE II POOL P#MA8200 4.00000000 | 1.81 mm | 1.96 mm shares | 0.10 | ABS-mortgage backed security | Long | USA |
FANNIE MAE POOL UMBS P#MA4378 2.00000000 | 1.81 mm | 2.32 mm shares | 0.10 | ABS-mortgage backed security | Long | USA |
BNP PARIBAS REGD V/R 144A P/P 4.70500000 | 1.81 mm | 1.81 mm shares | 0.10 | Debt | Long | France |
FUTURE CONTRACT ON EURO-BOBL FUTURE DEC23 /EUR/ 0.00000000 | 1.79 mm | 14.00 contracts | 0.10 | Interest rate derivative | N/A | Germany |
FREDDIE MAC POOL UMBS P#RA9056 5.00000000 | 1.78 mm | 1.85 mm shares | 0.10 | ABS-mortgage backed security | Long | USA |
FORD CREDIT AUTO OWNER TRUST 2023-REV1 SER 2023-1 CL A REGD 144A P/P 4.85000000 | 1.78 mm | 1.82 mm shares | 0.10 | ABS-collateralized bond/debt obligation | Long | USA |
FANNIE MAE POOL UMBS P#FS2043 2.50000000 | 1.78 mm | 2.18 mm shares | 0.10 | ABS-mortgage backed security | Long | USA |
FANNIE MAE POOL UMBS P#MA4465 2.00000000 | 1.77 mm | 2.26 mm shares | 0.10 | ABS-mortgage backed security | Long | USA |
FREDDIE MAC POOL UMBS P#SD7554 2.50000000 | 1.76 mm | 2.13 mm shares | 0.10 | ABS-mortgage backed security | Long | USA |
FREDDIE MAC POOL UMBS P#SD8189 2.50000000 | 1.75 mm | 2.16 mm shares | 0.10 | ABS-mortgage backed security | Long | USA |
JBS USA LUX SA/FOOD/LUX REGD 144A P/P 6.75000000 | 1.74 mm | 1.72 mm shares | 0.10 | Debt | Long | USA |
WAMU MORTGAGE PASS-THROUGH CERTIFICATES SERIES 2005- SER 2005-AR15 CL A1A1 V/R REGD 5.97737000 | 1.73 mm | 1.95 mm shares | 0.10 | ABS-collateralized bond/debt obligation | Long | USA |
CIM TRUST 2023-R3 SER 2023-R3 CL A1A V/R REGD 144A P/P 4.50000000 | 1.73 mm | 2.02 mm shares | 0.10 | ABS-collateralized bond/debt obligation | Long | USA |
UNITED STATES TREASURY NOTE 3.75000000 | 1.73 mm | 1.76 mm shares | 0.10 | Debt | Long | USA |
BRAVO RESIDENTIAL FUNDING TRUST 2021-A SER 2021-A CL A1 V/R REGD 144A P/P 1.99100000 | 1.71 mm | 1.78 mm shares | 0.09 | ABS-collateralized bond/debt obligation | Long | USA |
T-MOBILE USA INC REGD 3.50000000 | 1.71 mm | 1.93 mm shares | 0.09 | Debt | Long | USA |
UNITED STATES TREASURY BOND 2.00000000 | 1.70 mm | 2.82 mm shares | 0.09 | Debt | Long | USA |
UNITED STATES TREASURY NOTE 3.50000000 | 1.70 mm | 1.74 mm shares | 0.09 | Debt | Long | USA |
GS Goldman Sachs Group, Inc. | 1.69 mm | 1.82 mm shares | 0.09 | Debt | Long | USA |
CMCSA Comcast Corp - Ordinary Shares | 1.66 mm | 1.72 mm shares | 0.09 | Debt | Long | USA |
UNITED STATES TREASURY BOND 1.87500000 | 1.66 mm | 2.87 mm shares | 0.09 | Debt | Long | USA |
GS MORTGAGE SECURITIES CORPORTATION TRU SER 2021-IP CL B V/R REGD 144A P/P 6.58748000 | 1.66 mm | 1.77 mm shares | 0.09 | ABS-collateralized bond/debt obligation | Long | USA |
FREDDIE MAC POOL UMBS P#SD1071 3.50000000 | 1.66 mm | 1.87 mm shares | 0.09 | ABS-mortgage backed security | Long | USA |
GINNIE MAE II POOL P#MA7706 3.00000000 | 1.65 mm | 1.90 mm shares | 0.09 | ABS-mortgage backed security | Long | USA |
FANNIE MAE POOL UMBS P#MA4652 2.50000000 | 1.65 mm | 2.03 mm shares | 0.09 | ABS-mortgage backed security | Long | USA |
FREDDIE MAC POOL UMBS P#SD7509 3.00000000 | 1.64 mm | 1.91 mm shares | 0.09 | ABS-mortgage backed security | Long | USA |
FANNIE MAE POOL UMBS P#MA4399 2.50000000 | 1.64 mm | 2.02 mm shares | 0.09 | ABS-mortgage backed security | Long | USA |
AERCAP IRELAND CAP/GLOBA REGD 2.45000000 | 1.64 mm | 1.80 mm shares | 0.09 | Debt | Long | Ireland |