Fund profile
Tickers
TIFUX
Fund manager
Total assets
$386.33 mm
Liabilities
$211.61 mm
Net assets
$174.73 mm
Number of holdings
811.00
Top 200 of 811 Holdings
Security | $Holding | Balance | % of Fund | Category | Position | Country |
---|---|---|---|---|---|---|
FUTURE CONTRACT ON 3 MONTH SOFR FUT MAR24 0.00000000 | 25.79 mm | 109.00 contracts | 14.76 | Interest rate derivative | N/A | USA |
FUTURE CONTRACT ON 3 MONTH SOFR FUT SEP25 0.00000000 | 22.95 mm | 96.00 contracts | 13.14 | Interest rate derivative | N/A | USA |
CCS USD R USSOFR/JPYMUTKCALM -47 GST /LONG/ | 18.33 mm | 1.00 contracts | 10.49 | DFE | N/A | N/A |
FUTURE CONTRACT ON EURO-BTP FUTURE JUN24 /EUR/ 0.00000000 | 12.65 mm | 100.00 contracts | 7.24 | Interest rate derivative | N/A | Germany |
FUTURE CONTRACT ON 3 MONTH SOFR FUT JUN25 0.00000000 | 9.55 mm | 40.00 contracts | 5.46 | Interest rate derivative | N/A | USA |
FUTURE CONTRACT ON 3 MONTH SOFR FUT JUN24 0.00000000 | 9.47 mm | 40.00 contracts | 5.42 | Interest rate derivative | N/A | USA |
FUTURE CONTRACT ON 3 MONTH SOFR FUT SEP24 0.00000000 | 9.01 mm | 38.00 contracts | 5.16 | Interest rate derivative | N/A | USA |
FNMA 30YR TBA 5% AUG 24 TO BE ANNOUNCED 5.00000000 | 8.94 mm | 9.30 mm shares | 5.12 | ABS-mortgage backed security | Long | USA |
FANNIE MAE POOL UMBS P#MA5073 6.00000000 | 6.89 mm | 6.89 mm shares | 3.95 | ABS-mortgage backed security | Long | USA |
FANNIE MAE POOL UMBS P#MA5217 6.50000000 | 5.73 mm | 5.64 mm shares | 3.28 | ABS-mortgage backed security | Long | USA |
JAPAN TREASURY DISC BILL /JPY/ REGD ZCP SER 1223 0.00000000 | 5.66 mm | 890.00 mm principal | 3.24 | Short-term investment vehicle | Long | Japan |
FANNIE MAE POOL UMBS P#CB6348 4.50000000 | 5.00 mm | 5.34 mm shares | 2.86 | ABS-mortgage backed security | Long | USA |
FUTURE CONTRACT ON CAN 10YR BOND FUT SEP24 /CAD/ 0.00000000 | 4.89 mm | 56.00 contracts | 2.80 | Interest rate derivative | N/A | Canada |
FUTURE CONTRACT ON EURO-SCHATZ FUT JUN24 /EUR/ 0.00000000 | 4.33 mm | 38.00 contracts | 2.48 | Interest rate derivative | N/A | Germany |
FNMA 30YR TBA 5% JUL 24 TO BE ANNOUNCED 5.00000000 | 4.13 mm | 4.30 mm shares | 2.37 | ABS-mortgage backed security | Long | USA |
FREDDIE MAC POOL UMBS P#SD8369 6.50000000 | 3.91 mm | 3.84 mm shares | 2.24 | ABS-mortgage backed security | Long | USA |
FNMA 30YR TBA 6% JUL 24 TO BE ANNOUNCED 6.00000000 | 3.90 mm | 3.90 mm shares | 2.23 | ABS-mortgage backed security | Long | USA |
FUTURE CONTRACT ON AUST 3YR BOND FUT JUN24 /AUD/ 0.00000000 | 3.79 mm | 54.00 contracts | 2.17 | Interest rate derivative | N/A | Australia |
FUTURE CONTRACT ON EURO-BOBL FUTURE JUN24 /EUR/ 0.00000000 | 3.65 mm | 29.00 contracts | 2.09 | Interest rate derivative | N/A | Germany |
FUTURE CONTRACT ON EURO-BTP FUTURE SEP24 /EUR/ 0.00000000 | 3.53 mm | 28.00 contracts | 2.02 | Interest rate derivative | N/A | Germany |
UNITED STATES TREASURY NOTE 4.50000000 | 3.39 mm | 3.40 mm shares | 1.94 | Debt | Long | USA |
FUTURE CONTRACT ON EURO-OAT FUTURE JUN24 /EUR/ 0.00000000 | 3.25 mm | 24.00 contracts | 1.86 | Interest rate derivative | N/A | Germany |
GNMA 30YR TBA 3.0% JUL 54 TO BE ANNOUNCED 3.00000000 | 3.20 mm | 3.70 mm shares | 1.83 | ABS-mortgage backed security | Long | USA |
FNMA 30YR TBA 4.5% JUN 24 TO BE ANNOUNCED 4.50000000 | 2.81 mm | 3.00 mm shares | 1.61 | ABS-mortgage backed security | Long | USA |
FANNIE MAE POOL UMBS P#MA5109 6.50000000 | 2.78 mm | 2.73 mm shares | 1.59 | ABS-mortgage backed security | Long | USA |
FRANCE (GOVT OF) /EUR/ REGD SER OAT 2.00000000 | 2.73 mm | 3.30 mm shares | 1.56 | Debt | Long | France |
JAPAN TREASURY DISC BILL /JPY/ REGD ZCP SER 1215 0.00000000 | 2.67 mm | 420.00 mm principal | 1.53 | Short-term investment vehicle | Long | Japan |
MALAYSIA GOVERNMENT /MYR/ REGD SER 0223 3.51900000 | 2.65 mm | 12.52 mm shares | 1.52 | Debt | Long | Malaysia |
CASH COLLATERAL LCH BCY USD REGD 0.50000000 | 2.39 mm | 2.39 mm shares | 1.37 | Short-term investment vehicle | Long | USA |
UNITED STATES TREASURY NOTE 4.00000000 | 2.21 mm | 2.30 mm shares | 1.26 | Debt | Long | USA |
RC R/P CITIGR 5.350% 06/03/24 5.35000000 | 2.20 mm | 2.20 mm principal | 1.26 | Repurchase agreement | Long | USA |
BONOS Y OBLIG DEL ESTADO /EUR/ REGD 2.55000000 | 2.16 mm | 2.10 mm shares | 1.24 | Debt | Long | Spain |
FNMA 30YR TBA 5.5% AUG 24 TO BE ANNOUNCED 5.50000000 | 2.06 mm | 2.10 mm shares | 1.18 | ABS-mortgage backed security | Long | USA |
UNITED STATES TREASURY NOTE 0.25000000 | 1.94 mm | 1.98 mm shares | 1.11 | Debt | Long | USA |
FUTURE CONTRACT ON EURO-SCHATZ FUT SEP24 /EUR/ 0.00000000 | 1.71 mm | 15.00 contracts | 0.98 | Interest rate derivative | N/A | Germany |
FUTURE CONTRACT ON EURO-BUND FUTURE SEP24 /EUR/ 0.00000000 | 1.69 mm | 12.00 contracts | 0.97 | Interest rate derivative | N/A | Germany |
JAPAN (30 YEAR ISSUE) /JPY/ REGD SER 48 1.40000000 | 1.62 mm | 280.00 mm shares | 0.93 | Debt | Long | Japan |
FRANCE (GOVT OF) /EUR/ REGD SER OAT 3.00000000 | 1.62 mm | 1.50 mm shares | 0.93 | Debt | Long | France |
JAPAN (30 YEAR ISSUE) /JPY/ REGD SER 62 0.50000000 | 1.61 mm | 360.00 mm shares | 0.92 | Debt | Long | Japan |
UNITED STATES TREASURY BOND 4.75000000 | 1.52 mm | 1.50 mm shares | 0.87 | Debt | Long | USA |
BONOS Y OBLIG DEL ESTADO /EUR/ REGD 1.40000000 | 1.52 mm | 1.50 mm shares | 0.87 | Debt | Long | Spain |
BONOS Y OBLIG DEL ESTADO /EUR/ REGD 2.80000000 | 1.51 mm | 1.40 mm shares | 0.86 | Debt | Long | Spain |
CCS AUD R SF+26.161/AUD3MBBSW+42.25 GLM /LONG/ | 1.42 mm | 1.00 contracts | 0.81 | DFE | N/A | N/A |
UK TSY 3 1/4% 2044 /GBP/ REGD 3.25000000 | 1.40 mm | 1.35 mm shares | 0.80 | Debt | Long | UK |
UNITED STATES TREASURY BOND 4.75000000 | 1.40 mm | 1.40 mm shares | 0.80 | Debt | Long | USA |
FUTURE CONTRACT ON EURO-BUXL 30Y BND SEP24 /EUR/ 0.00000000 | 1.39 mm | 10.00 contracts | 0.79 | Interest rate derivative | N/A | Germany |
UNITED STATES TREASURY INFLATION INDEXED BONDS 1.12500000 | 1.35 mm | 1.47 mm shares | 0.77 | Debt | Long | USA |
JAPAN (30 YEAR ISSUE) /JPY/ REGD SER 82 1.80000000 | 1.31 mm | 223.00 mm shares | 0.75 | Debt | Long | Japan |
CASH COLLATERAL BCY USD /CCBCYXUS0/ 5.23000000 | 1.31 mm | 1.31 mm shares | 0.75 | Short-term investment vehicle | Long | USA |
JAPAN (30 YEAR ISSUE) /JPY/ REGD SER 44 1.70000000 | 1.30 mm | 210.00 mm shares | 0.74 | Debt | Long | Japan |
UNITED STATES TREASURY INFLATION INDEXED BONDS 0.12500000 | 1.29 mm | 1.33 mm shares | 0.74 | Debt | Long | USA |
JAPAN (20 YEAR ISSUE) /JPY/ REGD SER 155 1.00000000 | 1.24 mm | 200.00 mm shares | 0.71 | Debt | Long | Japan |
CANADIAN GOVERNMENT /CAD/ REGD 3.25000000 | 1.21 mm | 1.70 mm shares | 0.69 | Debt | Long | Canada |
UNITED STATES TREASURY INFLATION INDEXED BONDS 0.50000000 | 1.19 mm | 1.27 mm shares | 0.68 | Debt | Long | USA |
FUTURE CONTRACT ON EURO-BUND FUTURE JUN24 /EUR/ 0.00000000 | 1.12 mm | 8.00 contracts | 0.64 | Interest rate derivative | N/A | Germany |
SINGAPORE GOVERNMENT /SGD/ REGD REG S 3.25000000 | 1.09 mm | 1.45 mm shares | 0.62 | Debt | Long | Singapore |
FREDDIE MAC POOL UMBS P#SD8403 6.50000000 | 1.09 mm | 1.07 mm shares | 0.62 | ABS-mortgage backed security | Long | USA |
KOREA TREASURY BOND /KRW/ REGD SER 3312 3.75000000 | 1.06 mm | 1.45 bn shares | 0.61 | Debt | Long | Korea, Republic of |
JAPAN GOVT CPI LINKED /JPY/ REGD SER 23 0.10000000 | 1.06 mm | 159.38 mm shares | 0.61 | Debt | Long | Japan |
JAPAN (20 YEAR ISSUE) /JPY/ REGD SER 186 1.50000000 | 1.03 mm | 170.00 mm shares | 0.59 | Debt | Long | Japan |
GINNIE MAE II POOL P#MA7937 3.00000000 | 1.02 mm | 1.18 mm shares | 0.58 | ABS-mortgage backed security | Long | USA |
OBX 2024-HYB1 TRUST SER 2024-HYB1 CL A1 V/R REGD 144A P/P 3.55753400 | 998.66 k | 1.05 mm shares | 0.57 | ABS-collateralized bond/debt obligation | Long | USA |
FANNIE MAE POOL UMBS P#MA4980 6.00000000 | 991.27 k | 989.36 k shares | 0.57 | ABS-mortgage backed security | Long | USA |
FANNIE MAE POOL UMBS P#MA5297 6.50000000 | 984.00 k | 968.31 k shares | 0.56 | ABS-mortgage backed security | Long | USA |
RIPON MORTGAGES PLC SER 1RA CL A V/R REGD 144A P/P /GBP/ 5.90074000 | 953.53 k | 747.92 k shares | 0.55 | ABS-collateralized bond/debt obligation | Long | UK |
FRANCE (GOVT OF) /EUR/ REGD SER OAT 3.25000000 | 947.75 k | 900.00 k shares | 0.54 | Debt | Long | France |
JAPAN (30 YEAR ISSUE) /JPY/ REGD SER 73 0.70000000 | 945.43 k | 210.00 mm shares | 0.54 | Debt | Long | Japan |
FRANCE (GOVT OF) /EUR/ REGD SER OAT 0.75000000 | 925.35 k | 1.65 mm shares | 0.53 | Debt | Long | France |
STANDARD CHARTERED PLC REGD V/R 144A P/P 6.75000000 | 923.60 k | 900.00 k shares | 0.53 | Debt | Long | UK |
UNITED STATES TREASURY INFLATION INDEXED BONDS 0.12500000 | 914.65 k | 1.05 mm shares | 0.52 | Debt | Long | USA |
NEUBERGER BERMAN LOAN ADVISERS NBLA SER 2023-53A CL A V/R REGD 144A P/P 6.91294000 | 905.62 k | 900.00 k shares | 0.52 | ABS-collateralized bond/debt obligation | Long | Jersey |
SYMPHONY CLO 39 LTD SER 2023-39A CL A V/R REGD 144A P/P 6.91355000 | 902.38 k | 900.00 k shares | 0.52 | ABS-collateralized bond/debt obligation | Long | Bermuda |
JAPAN TREASURY DISC BILL /JPY/ REGD ZCP SER 1222 0.00000000 | 890.22 k | 140.00 mm principal | 0.51 | Short-term investment vehicle | Long | Japan |
SOUNDVIEW HOME LOAN TRUST 2006-3 SER 2006-3 CL A4 V/R REGD 5.93936000 | 882.58 k | 940.41 k shares | 0.51 | ABS-collateralized bond/debt obligation | Long | USA |
SINGAPORE GOVERNMENT /SGD/ REGD 2.25000000 | 837.46 k | 1.27 mm shares | 0.48 | Debt | Long | Singapore |
JAPAN (20 YEAR ISSUE) /JPY/ REGD SER 154 1.20000000 | 832.50 k | 131.00 mm shares | 0.48 | Debt | Long | Japan |
BONOS Y OBLIG DEL ESTADO /EUR/ REGD 3.45000000 | 823.72 k | 850.00 k shares | 0.47 | Debt | Long | Spain |
FREDDIE MAC POOL UMBS P#QF8822 6.50000000 | 816.80 k | 802.95 k shares | 0.47 | ABS-mortgage backed security | Long | USA |
BCS Barclays PLC | 813.04 k | 800.00 k shares | 0.47 | Debt | Long | UK |
FREDDIE MAC POOL UMBS P#SD8364 6.50000000 | 810.72 k | 796.61 k shares | 0.46 | ABS-mortgage backed security | Long | USA |
GCAT 2023-NQM4 TRUST SER 2023-NQM4 CL A1 V/R REGD 144A P/P 4.25000000 | 796.57 k | 862.23 k shares | 0.46 | ABS-collateralized bond/debt obligation | Long | USA |
CDX 2I65BYEE1 01.000 SP 06/20/2029 BARCUS3BXXX FIXED | 794.08 k | 1.00 contracts | 0.45 | Credit derivative | N/A | USA |
JP MORGAN MORTGAGE TRUST 2021-INV4 SER 2021-INV4 CL A2 V/R REGD 144A P/P 3.00000000 | 788.81 k | 963.27 k shares | 0.45 | ABS-collateralized bond/debt obligation | Long | USA |
FREDDIE MAC POOL UMBS P#SD8410 6.50000000 | 786.95 k | 774.40 k shares | 0.45 | ABS-mortgage backed security | Long | USA |
UNITED KINGDOM GILT /GBP/ REGD REG S 1.25000000 | 784.89 k | 1.30 mm shares | 0.45 | Debt | Long | UK |
JAPAN TREASURY DISC BILL /JPY/ REGD ZCP SER 1216 0.00000000 | 763.26 k | 120.00 mm principal | 0.44 | Short-term investment vehicle | Long | Japan |
UNITED KINGDOM GILT /GBP/ REGD REG S 3.50000000 | 749.38 k | 700.00 k shares | 0.43 | Debt | Long | UK |
UNITED STATES TREASURY BOND 1.87500000 | 740.57 k | 1.10 mm shares | 0.42 | Debt | Long | USA |
JAPAN (30 YEAR ISSUE) /JPY/ REGD SER 52 0.50000000 | 716.85 k | 152.00 mm shares | 0.41 | Debt | Long | Japan |
ROMANIA /EUR/ REGD REG S EMTN 6.62500000 | 705.17 k | 600.00 k shares | 0.40 | Debt | Long | Romania |
JAPAN (2 YEAR ISSUE) /JPY/ REGD SER 456 0.10000000 | 696.92 k | 110.00 mm shares | 0.40 | Debt | Long | Japan |
UNITED KINGDOM GILT /GBP/ REGD REG S 0.62500000 | 695.95 k | 1.40 mm shares | 0.40 | Debt | Long | UK |
FNCL 30YR TBA 4% JULY 54 TO BE ANNOUNCED 4.00000000 | 680.37 k | 750.00 k shares | 0.39 | ABS-mortgage backed security | Long | USA |
J.P. MORGAN MORTGAGE TRUST 2022-LTV2 SER 2022-LTV2 CL A3 V/R REGD 144A P/P 3.50000000 | 679.33 k | 796.76 k shares | 0.39 | ABS-collateralized bond/debt obligation | Long | USA |
SAUDI INTERNATIONAL BOND REGD 144A P/P MTN 4.87500000 | 679.10 k | 700.00 k shares | 0.39 | Debt | Long | Saudi Arabia |
UNITED STATES TREASURY INFLATION INDEXED BONDS 0.12500000 | 677.70 k | 788.91 k shares | 0.39 | Debt | Long | USA |
J.P. MORGAN MORTGAGE TRUST 2021-INV8 SER 2021-INV8 CL A2 V/R REGD 144A P/P 3.00000000 | 667.13 k | 813.07 k shares | 0.38 | ABS-collateralized bond/debt obligation | Long | USA |
UNITED STATES TREASURY BOND 4.25000000 | 654.66 k | 700.00 k shares | 0.37 | Debt | Long | USA |
ROCKFORD TOWER EUROPE CLO 2018-1 DAC SER 2018-1A CL AR V/R REGD 144A P/P /EUR/ 5.22000000 | 651.90 k | 600.00 k shares | 0.37 | ABS-collateralized bond/debt obligation | Long | Ireland |
TOWD POINT MORTGAGE FUNDING 2024 - GRA SER 2024-GR6A CL A1 V/R REGD 144A P/P /GBP/ 0.00000000 | 638.82 k | 500.00 k shares | 0.37 | ABS-collateralized bond/debt obligation | Long | UK |
JAPAN TREASURY DISC BILL /JPY/ REGD ZCP SER 1231 0.00000000 | 634.66 k | 100.00 mm principal | 0.36 | Short-term investment vehicle | Long | Japan |
CHINA GOVERNMENT BOND /CNY/ REGD SER INBK 3.19000000 | 633.45 k | 4.09 mm shares | 0.36 | Debt | Long | China |
Credit Suisse Group AG | 631.08 k | 600.00 k shares | 0.36 | Debt | Long | Switzerland |
CASH COLATERAL ISDA BPS USD 5.23000000 | 626.00 k | 626.00 k shares | 0.36 | Short-term investment vehicle | Long | USA |
LETRA TESOURO NACIONAL /BRL/ REGD ZCP SER LTN 0.00000000 | 622.42 k | 3.30 mm shares | 0.36 | Debt | Long | Brazil |
GS MORTGAGE-BACKED SECURITIES CORP TRUST 202 SER 2022-PJ4 CL A4 V/R REGD 144A P/P 2.50000000 | 614.91 k | 783.46 k shares | 0.35 | ABS-collateralized bond/debt obligation | Long | USA |
GS The Goldman Sachs Group, Inc. | 607.34 k | 600.00 k shares | 0.35 | Debt | Long | USA |
CARVAL CLO I LTD SER 2018-1A CL AR V/R REGD 144A P/P 6.55400000 | 601.23 k | 600.00 k shares | 0.34 | ABS-collateralized bond/debt obligation | Long | Cayman Islands |
UNITED KINGDOM GILT /GBP/ REGD REG S 4.37500000 | 599.05 k | 500.00 k shares | 0.34 | Debt | Long | UK |
WELLS FARGO & COMPANY REGD V/R MTN 4.80800000 | 588.90 k | 600.00 k shares | 0.34 | Debt | Long | USA |
UNITED STATES TREASURY NOTE 2.87500000 | 587.61 k | 600.00 k shares | 0.34 | Debt | Long | USA |
REALKREDIT DANMARK /DKK/ REGD REG S SER 10F 1.00000000 | 583.53 k | 4.10 mm shares | 0.33 | Debt | Long | Denmark |
GNMA TBA 30 UR 2.5% JUL 24 TO BE ANNOUNCED 2.50000000 | 582.15 k | 700.00 k shares | 0.33 | ABS-mortgage backed security | Long | USA |
FREDDIE MAC POOL UMBS P#QF0820 4.50000000 | 580.04 k | 619.46 k shares | 0.33 | ABS-mortgage backed security | Long | USA |
REALKREDIT DANMARK /DKK/ REGD REG S SER 10F 1.00000000 | 573.09 k | 4.00 mm shares | 0.33 | Debt | Long | Denmark |
JAPAN TREASURY DISC BILL /JPY/ REGD ZCP SER 1227 0.00000000 | 572.28 k | 90.00 mm principal | 0.33 | Short-term investment vehicle | Long | Japan |
BANK OF AMERICA CORP REGD V/R MTN 1.89800000 | 570.70 k | 700.00 k shares | 0.33 | Debt | Long | USA |
JAPAN (30 YEAR ISSUE) /JPY/ REGD SER 71 0.70000000 | 566.75 k | 125.00 mm shares | 0.32 | Debt | Long | Japan |
FANNIE MAE POOL UMBS P#CB7220 5.50000000 | 565.63 k | 574.87 k shares | 0.32 | ABS-mortgage backed security | Long | USA |
BLUEMOUNTAIN CLO 2016-3 LTD SER 2016-3A CL A1R2 V/R REGD 144A P/P 6.52238000 | 557.00 k | 555.80 k shares | 0.32 | ABS-collateralized bond/debt obligation | Long | Cayman Islands |
HAYFIN EMERALD CLO XII DAC SER 12A CL A V/R REGD 144A P/P /EUR/ 5.66231000 | 546.45 k | 500.00 k shares | 0.31 | ABS-collateralized bond/debt obligation | Long | Ireland |
CVC CORDATUS OPPORTUNITY LOAN FUND DAC SER 1A CL A V/R REGD 144A P/P /EUR/ 5.28900000 | 543.78 k | 500.00 k shares | 0.31 | ABS-collateralized bond/debt obligation | Long | Ireland |
ITALY GOV'T INT BOND /GBP/ REGD EMTN 6.00000000 | 519.03 k | 400.00 k shares | 0.30 | Debt | Long | Italy |
SANTANDER UK GROUP HLDGS REGD V/R 6.53400000 | 512.89 k | 500.00 k shares | 0.29 | Debt | Long | UK |
BUONI POLIENNALI DEL TES /EUR/ REGD REG S SER 5Y 0.00000000 | 509.73 k | 500.00 k shares | 0.29 | Debt | Long | Italy |
GS The Goldman Sachs Group, Inc. | 509.54 k | 500.00 k shares | 0.29 | Debt | Long | USA |
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION SER 2024-H07 CL JF V/R 6.11340000 | 501.65 k | 498.93 k shares | 0.29 | ABS-collateralized bond/debt obligation | Long | USA |
FANNIE MAE POOL UMBS P#BU8670 4.50000000 | 501.63 k | 536.06 k shares | 0.29 | ABS-mortgage backed security | Long | USA |
PALMER SQUARE EUROPEAN LOAN FUNDING SER 2023-3A CL A V/R REGD 144A P/P /EUR/ 5.32800000 | 501.47 k | 460.78 k shares | 0.29 | ABS-collateralized bond/debt obligation | Long | Ireland |
NEXTERA ENERGY DISC 06/05/24 0.00000000 | 499.84 k | 500.00 k principal | 0.29 | Short-term investment vehicle | Long | USA |
ROYAL BANK OF CANADA REGD 144A P/P 4.85100000 | 496.91 k | 500.00 k shares | 0.28 | Debt | Long | Canada |
BANK OF AMERICA CORP REGD V/R 5.20200000 | 496.79 k | 500.00 k shares | 0.28 | Debt | Long | USA |
JP MORGAN MORTGAGE TRUST 2022-INV1 SER 2022-INV1 CL A3 V/R REGD 144A P/P 3.00000000 | 490.25 k | 598.67 k shares | 0.28 | ABS-collateralized bond/debt obligation | Long | USA |
OZLM IX LTD SER 2014-9A CL A1A4 V/R REGD 144A P/P 6.52456000 | 484.83 k | 484.22 k shares | 0.28 | ABS-collateralized bond/debt obligation | Long | Cayman Islands |
GALLATIN CLO VIII 2017-1 LTD SER 2017-1A CL A1R V/R REGD 144A P/P 6.68017000 | 474.26 k | 473.35 k shares | 0.27 | ABS-collateralized bond/debt obligation | Long | Cayman Islands |
IRS RSOFRP02.96 11/30/26 BARC FLOAT | 471.68 k | 1.00 contracts | 0.27 | Interest rate derivative | N/A | USA |
TOWD POINT MORTGAGE TRUST 2019-4 SER 2019-4 CL A1 V/R REGD 144A P/P 2.90000000 | 471.59 k | 506.17 k shares | 0.27 | ABS-collateralized bond/debt obligation | Long | USA |
PRKCM 2023-AFC4 TRUST SER 2023-AFC4 CL A1 S/UP REGD 144A P/P 7.22500000 | 468.86 k | 459.49 k shares | 0.27 | ABS-collateralized bond/debt obligation | Long | USA |
NGATE 07-1X A3 V/R 12/1/50 5.50859000 | 466.83 k | 374.99 k shares | 0.27 | ABS-collateralized bond/debt obligation | Long | UK |
JAPAN (30 YEAR ISSUE) /JPY/ REGD SER 61 0.70000000 | 464.32 k | 98.00 mm shares | 0.27 | Debt | Long | Japan |
PRPM 2023-NQM3 TRUST SER 2023-NQM3 CL A1 V/R REGD 144A P/P 6.22100000 | 463.36 k | 464.20 k shares | 0.27 | ABS-collateralized bond/debt obligation | Long | USA |
MFA 2023-NQM4 TRUST SER 2023-NQM4 CL A1 V/R REGD 144A P/P 6.10500000 | 460.55 k | 461.79 k shares | 0.26 | ABS-collateralized bond/debt obligation | Long | USA |
BONOS Y OBLIG DEL ESTADO /EUR/ REGD 1.45000000 | 452.72 k | 450.00 k shares | 0.26 | Debt | Long | Spain |
BARCLAYS PLC /EUR/ REGD V/R REG S EMTN 4.91800000 | 450.71 k | 400.00 k shares | 0.26 | Debt | Long | UK |
MEX BONOS DESARR FIX RT /MXN/ REGD SER M 8.50000000 | 447.45 k | 8.00 mm shares | 0.26 | Debt | Long | Mexico |
ISRAEL FIXED BOND /ILS/ REGD SER 0330 1.00000000 | 438.71 k | 2.00 mm shares | 0.25 | Debt | Long | Israel |
IRS PSOFRR03.75 06/20/34 BARCUS3BXXX FLOAT | 437.63 k | 1.00 contracts | 0.25 | Interest rate derivative | N/A | USA |
IRS RSOFRP04.25 12/20/25 BARCUS3BXXX FLOAT | 430.94 k | 1.00 contracts | 0.25 | Interest rate derivative | N/A | USA |
IRS RSOFRP01.75 06/15/24 BARC FLOAT | 418.89 k | 1.00 contracts | 0.24 | Interest rate derivative | N/A | USA |
GS The Goldman Sachs Group, Inc. | 416.02 k | 400.00 k shares | 0.24 | Debt | Long | USA |
BONOS Y OBLIG DEL ESTADO /EUR/ REGD 1.45000000 | 415.81 k | 800.00 k shares | 0.24 | Debt | Long | Spain |
BONOS Y OBLIG DEL ESTADO /EUR/ REGD 1.45000000 | 411.14 k | 400.00 k shares | 0.24 | Debt | Long | Spain |
BPCE SA REGD V/R 144A P/P 6.61200000 | 406.68 k | 400.00 k shares | 0.23 | Debt | Long | France |
ABN AMRO BANK NV REGD V/R 144A P/P MTN 6.57500000 | 403.71 k | 400.00 k shares | 0.23 | Debt | Long | Netherlands |
ELMWOOD CLO VII LTD SER 2020-4A CL AR V/R REGD 144A P/P 6.94707000 | 401.40 k | 400.00 k shares | 0.23 | ABS-collateralized bond/debt obligation | Long | Cayman Islands |
HALSEYPOINT CLO 3 LTD SER 2020-3A CL A1A V/R REGD 144A P/P 7.04111000 | 400.79 k | 400.00 k shares | 0.23 | ABS-collateralized bond/debt obligation | Long | Cayman Islands |
THL CREDIT WIND RIVER 2019-3 CLO LTD SER 2019-3A CL AR V/R REGD 144A P/P 6.67017000 | 400.58 k | 400.00 k shares | 0.23 | ABS-collateralized bond/debt obligation | Long | Cayman Islands |
VENTURE 38 CLO LTD SER 2019-38A CL A1R V/R REGD 144A P/P 6.75111000 | 400.50 k | 400.00 k shares | 0.23 | ABS-collateralized bond/debt obligation | Long | Cayman Islands |
VERIZON COMMUNICATIONS INC____ DISCOUNT COMMERCIAL PAPER_ 0.00000000 | 399.08 k | 400.00 k principal | 0.23 | Short-term investment vehicle | Long | USA |
ARBOR REALTY COMMERCIAL REAL ESTATE NOTES 20 SER 2022-FL1 CL A V/R REGD 144A P/P 6.77371000 | 397.99 k | 400.00 k shares | 0.23 | ABS-collateralized bond/debt obligation | Long | Cayman Islands |
CASSA DEPOSITI E PRESTIT REGD 144A P/P 5.75000000 | 397.55 k | 400.00 k shares | 0.23 | Debt | Long | Italy |
SAUDI INTERNATIONAL BOND REGD 144A P/P MTN 4.75000000 | 394.85 k | 400.00 k shares | 0.23 | Debt | Long | Saudi Arabia |
NYO COMMERCIAL MORTGAGE TRUST 2021-1290 SER 2021-1290 CL A V/R REGD 144A P/P 6.52648000 | 384.88 k | 400.00 k shares | 0.22 | ABS-collateralized bond/debt obligation | Long | USA |
JAPAN (2 YEAR ISSUE) /JPY/ REGD SER 441 0.00500000 | 381.41 k | 60.00 mm shares | 0.22 | Debt | Long | Japan |
BIG COMMERCIAL MORTGAGE TRUST 2022-BIG SER 2022-BIG CL A V/R REGD 144A P/P 6.65867000 | 379.42 k | 383.43 k shares | 0.22 | ABS-collateralized bond/debt obligation | Long | USA |
NOVASTAR MORTGAGE FUNDING TRUST SERIES 2006-1 SER 2006-1 CL A2D V/R REGD 5.97936000 | 372.84 k | 400.00 k shares | 0.21 | ABS-collateralized bond/debt obligation | Long | USA |
BONOS Y OBLIG DEL ESTADO /EUR/ REGD 1.85000000 | 370.86 k | 400.00 k shares | 0.21 | Debt | Long | Spain |
DEUTSCHE BANK NY REGD V/R 144A 2.55200000 | 368.56 k | 400.00 k shares | 0.21 | Debt | Long | USA |
LUDGATE FUNDING PLC SER 2007-1 CL A2A V/R REGD /GBP/ 5.49824000 | 366.80 k | 296.00 k shares | 0.21 | ABS-collateralized bond/debt obligation | Long | UK |
EXTENDED STAY AMERICA TRUST 2021-ESH SER 2021-ESH CL A V/R REGD 144A P/P 6.51148000 | 365.16 k | 365.20 k shares | 0.21 | ABS-collateralized bond/debt obligation | Long | USA |
UNITED KINGDOM GILT /GBP/ REGD REG S 1.75000000 | 363.75 k | 500.00 k shares | 0.21 | Debt | Long | UK |
DRYDEN 55 CLO LTD SER 2018-55A CL A1 V/R REGD 144A P/P 6.61017000 | 363.66 k | 362.85 k shares | 0.21 | ABS-collateralized bond/debt obligation | Long | Cayman Islands |
BDS 2021-FL10 LTD SER 2021-FL10 CL A V/R REGD 144A P/P 6.78456000 | 362.09 k | 362.36 k shares | 0.21 | ABS-collateralized bond/debt obligation | Long | Cayman Islands |
TOWD POINT MORTGAGE FUNDING SER 2019-A13A CL A1 V/R REGD 144A P/P /GBP/ 6.56335000 | 359.93 k | 281.96 k shares | 0.21 | ABS-collateralized bond/debt obligation | Long | UK |
JPY/USD FWD 20240603 000004066 USD
BNP PARIBAS
|
359.38 k | 1.00 contracts | 0.21 | DFE | N/A | N/A |
BONOS Y OBLIG DEL ESTADO /EUR/ REGD 0.70000000 | 359.28 k | 400.00 k shares | 0.21 | Debt | Long | Spain |
BONOS Y OBLIG DEL ESTADO /EUR/ REGD 1.90000000 | 357.60 k | 500.00 k shares | 0.20 | Debt | Long | Spain |
FANNIE MAE POOL UMBS P#BV4128 2.00000000 | 338.17 k | 437.35 k shares | 0.19 | ABS-mortgage backed security | Long | USA |
RMAC SECURITIES NO 1 PLC SER 2006-NS3X CL A2A V/R REGD REG S /GBP/ 5.49364000 | 337.68 k | 271.37 k shares | 0.19 | ABS-collateralized bond/debt obligation | Long | UK |
SOCIETE GENERALE REGD V/R 144A P/P 3.33700000 | 334.71 k | 400.00 k shares | 0.19 | Debt | Long | France |
EXPORT DEVELOPMNT CANADA /INR/ REGD 144A P/P MTN 7.13000000 | 333.02 k | 27.90 mm shares | 0.19 | Debt | Long | Canada |
UNITED STATES TREASURY INFLATION INDEXED BONDS 2.37500000 | 329.35 k | 331.48 k shares | 0.19 | Debt | Long | USA |
FORT CRE 2022-FL3 ISSUER LLC SER 2022-FL3 CL A V/R REGD 144A P/P 7.17374000 | 324.13 k | 328.52 k shares | 0.19 | ABS-collateralized bond/debt obligation | Long | USA |
BNPP AM EURO CLO 2019 DAC SER 2019-1A CL AR V/R REGD 144A P/P /EUR/ 4.71700000 | 323.97 k | 300.00 k shares | 0.19 | ABS-collateralized bond/debt obligation | Long | Ireland |
FREDDIE MAC POOL UMBS P#QF1922 4.50000000 | 320.13 k | 341.78 k shares | 0.18 | ABS-mortgage backed security | Long | USA |
DRYDEN 27 R EURO CLO 2017 DAC SER 2017-27A CL AR V/R REGD 144A P/P /EUR/ 4.56600000 | 319.39 k | 295.77 k shares | 0.18 | ABS-collateralized bond/debt obligation | Long | Ireland |
CVC CORDATUS LOAN FUND XI DAC SER 11A CL AR V/R REGD 144A P/P /EUR/ 4.55600000 | 312.30 k | 289.06 k shares | 0.18 | ABS-collateralized bond/debt obligation | Long | Ireland |
ELLINGTON LOAN ACQUISITION TRUST 2007-2 SER 2007-2 CL A1 V/R REGD 144A P/P 6.48936000 | 308.89 k | 318.89 k shares | 0.18 | ABS-collateralized bond/debt obligation | Long | USA |
ARGENT MORTGAGE LOAN TRUST 2005-W1 SER 2005-W1 CL A1 V/R REGD 5.91936000 | 308.46 k | 351.00 k shares | 0.18 | ABS-collateralized bond/debt obligation | Long | USA |
SHAMROCK RESIDENTIAL 2022-1 DAC SER 2022-1 CL A V/R REGD REG S /EUR/ 4.64700000 | 306.66 k | 282.23 k shares | 0.18 | ABS-collateralized bond/debt obligation | Long | Ireland |
UBS GROUP AG /EUR/ REGD V/R REG S 7.75000000 | 306.14 k | 250.00 k shares | 0.18 | Debt | Long | Switzerland |
FREDDIE MAC POOL UMBS P#RA6433 2.50000000 | 305.78 k | 378.93 k shares | 0.18 | ABS-mortgage backed security | Long | USA |
LLOYDS BANKING GROUP PLC REGD V/R 0.00000000 | 301.43 k | 300.00 k shares | 0.17 | Debt | Long | UK |
ACE SECURITIES CORP HOME EQUITY LOAN TRUST SERIE SER 2005-HE5 CL M4 V/R REGD 6.33936000 | 300.79 k | 311.05 k shares | 0.17 | ABS-collateralized bond/debt obligation | Long | USA |
ALIMENTATION DISC 06/03/24 0.00000000 | 300.00 k | 300.00 k principal | 0.17 | Short-term investment vehicle | Long | USA |
ATHENE GLOBAL FUNDING REGD 144A P/P 5.51600000 | 299.22 k | 300.00 k shares | 0.17 | Debt | Long | USA |
STATE OF ISRAEL REGD 5.37500000 | 294.56 k | 300.00 k shares | 0.17 | Debt | Long | Israel |
REPUBLIC OF POLAND REGD 4.62500000 | 294.36 k | 300.00 k shares | 0.17 | Debt | Long | Poland |
ONE NEW YORK PLAZA TRUST 2020-1NYP SER 2020-1NYP CL A V/R REGD 144A P/P 6.38148000 | 292.10 k | 300.00 k shares | 0.17 | ABS-collateralized bond/debt obligation | Long | USA |
IRS RSOFRP03.25 12/20/53 BARCUS3BXXX FLOAT | 289.23 k | 1.00 contracts | 0.17 | Interest rate derivative | N/A | USA |