Fund profile
Tickers
TIFUX
Fund manager
Total assets
$318.68 mm
Liabilities
$126.34 mm
Net assets
$192.35 mm
Number of holdings
762.00
Top 200 of 762 Holdings
Security | $Holding | Balance | % of Fund | Category | Position | Country |
---|---|---|---|---|---|---|
FUTURE CONTRACT ON 3 MONTH SOFR FUT MAR24 0.00000000 | 28.17 mm | 119.00 contracts | 14.64 | Interest rate derivative | N/A | USA |
FUTURE CONTRACT ON 3 MONTH SOFR FUT SEP25 0.00000000 | 25.25 mm | 105.00 contracts | 13.13 | Interest rate derivative | N/A | USA |
FUTURE CONTRACT ON EURO-BTP FUTURE MAR24 /EUR/ 0.00000000 | 16.04 mm | 126.00 contracts | 8.34 | Interest rate derivative | N/A | Germany |
FUTURE CONTRACT ON 3 MONTH SOFR FUT JUN25 0.00000000 | 10.56 mm | 44.00 contracts | 5.49 | Interest rate derivative | N/A | USA |
FUTURE CONTRACT ON 3 MONTH SOFR FUT SEP24 0.00000000 | 9.99 mm | 42.00 contracts | 5.20 | Interest rate derivative | N/A | USA |
FNMA 30YR TBA 6.5% MAR 24 TO BE ANNOUNCED 6.50000000 | 9.87 mm | 9.70 mm shares | 5.13 | ABS-mortgage backed security | Long | USA |
FNMA 30YR TBA 5% MAY 12 TO BE ANNOUNCED 5.00000000 | 9.02 mm | 9.30 mm shares | 4.69 | ABS-mortgage backed security | Long | USA |
FUTURE CONTRACT ON EURO-SCHATZ FUT MAR24 /EUR/ 0.00000000 | 8.41 mm | 74.00 contracts | 4.37 | Interest rate derivative | N/A | Germany |
FANNIE MAE POOL UMBS P#MA5073 6.00000000 | 7.08 mm | 7.04 mm shares | 3.68 | ABS-mortgage backed security | Long | USA |
RC R/P CITIGR 5.360% 03/01/24 5.36000000 | 6.70 mm | 6.70 mm principal | 3.48 | Repurchase agreement | Long | USA |
FUTURE CONTRACT ON EURO-OAT FUTURE MAR24 /EUR/ 0.00000000 | 6.49 mm | 47.00 contracts | 3.37 | Interest rate derivative | N/A | Germany |
CCS USD R USSOFR/JPYMUTKCALM-60.5 BPS /LONG/ | 6.14 mm | 1.00 contracts | 3.19 | DFE | N/A | N/A |
JAPAN TREASURY DISC BILL /JPY/ REGD ZCP SER 1204 0.00000000 | 6.14 mm | 920.00 mm principal | 3.19 | Short-term investment vehicle | Long | Japan |
JAPAN TREASURY DISC BILL /JPY/ REGD ZCP SER 1215 0.00000000 | 6.14 mm | 920.00 mm principal | 3.19 | Short-term investment vehicle | Long | Japan |
FUTURE CONTRACT ON CAN 10YR BOND FUT JUN24 /CAD/ 0.00000000 | 5.56 mm | 63.00 contracts | 2.89 | Interest rate derivative | N/A | Canada |
CCS USD R USSOFR/JPYMUTKCALM -61 GST /LONG/ | 5.35 mm | 1.00 contracts | 2.78 | DFE | N/A | N/A |
FANNIE MAE POOL UMBS P#CB6348 4.50000000 | 5.11 mm | 5.40 mm shares | 2.66 | ABS-mortgage backed security | Long | USA |
JAPAN TREASURY DISC BILL /JPY/ REGD ZCP SER 1206 0.00000000 | 4.74 mm | 710.00 mm principal | 2.46 | Short-term investment vehicle | Long | Japan |
FNMA 30YR TBA 4.0% APR 24 TO BE ANNOUNCED 4.00000000 | 4.60 mm | 5.00 mm shares | 2.39 | ABS-mortgage backed security | Long | USA |
FREDDIE MAC POOL UMBS P#SD8369 6.50000000 | 4.07 mm | 4.00 mm shares | 2.12 | ABS-mortgage backed security | Long | USA |
FUTURE CONTRACT ON EURO-BOBL FUTURE MAR24 /EUR/ 0.00000000 | 3.89 mm | 31.00 contracts | 2.02 | Interest rate derivative | N/A | Germany |
FUTURE CONTRACT ON AUST 3YR BOND FUT MAR24 /AUD/ 0.00000000 | 3.74 mm | 54.00 contracts | 1.94 | Interest rate derivative | N/A | Australia |
UNITED STATES TREASURY NOTE 4.50000000 | 3.46 mm | 3.40 mm shares | 1.80 | Debt | Long | USA |
FUTURE CONTRACT ON EURO-BUND FUTURE MAR24 /EUR/ 0.00000000 | 3.15 mm | 22.00 contracts | 1.64 | Interest rate derivative | N/A | Germany |
FANNIE MAE POOL UMBS P#MA5109 6.50000000 | 2.89 mm | 2.84 mm shares | 1.50 | ABS-mortgage backed security | Long | USA |
FNMA 30YR TBA 5.5% APR 24 TO BE ANNOUNCED 5.50000000 | 2.87 mm | 2.90 mm shares | 1.49 | ABS-mortgage backed security | Long | USA |
FRANCE (GOVT OF) /EUR/ REGD 2.00000000 | 2.82 mm | 3.30 mm shares | 1.46 | Debt | Long | France |
MALAYSIA GOVERNMENT /MYR/ REGD SER 0223 3.51900000 | 2.63 mm | 12.52 mm shares | 1.37 | Debt | Long | Malaysia |
JAPAN TREASURY DISC BILL /JPY/ REGD ZCP SER 1210 0.00000000 | 2.60 mm | 390.00 mm principal | 1.35 | Short-term investment vehicle | Long | Japan |
CCS USD R USSOFR/JPYMUTKCALM -59.12 BPS /LONG/ | 2.60 mm | 1.00 contracts | 1.35 | DFE | N/A | N/A |
CASH COLLATERAL LCH BCY USD REGD 0.50000000 | 2.50 mm | 2.50 mm shares | 1.30 | Short-term investment vehicle | Long | USA |
FNMA 30YR TBA 4.5% MAR 24 TO BE ANNOUNCED 4.50000000 | 2.27 mm | 2.40 mm shares | 1.18 | ABS-mortgage backed security | Long | USA |
BONOS Y OBLIG DEL ESTADO /EUR/ REGD 2.55000000 | 2.17 mm | 2.10 mm shares | 1.13 | Debt | Long | Spain |
CHINA GOVERNMENT BOND /CNY/ REGD SER INBK 2.69000000 | 2.02 mm | 14.20 mm shares | 1.05 | Debt | Long | China |
CHINA GOVERNMENT BOND /CNY/ REGD SER INBK 2.80000000 | 1.96 mm | 13.70 mm shares | 1.02 | Debt | Long | China |
UNITED STATES TREASURY NOTE 0.25000000 | 1.91 mm | 1.94 mm shares | 0.99 | Debt | Long | USA |
JAPAN (30 YEAR ISSUE) /JPY/ REGD SER 62 0.50000000 | 1.85 mm | 360.00 mm shares | 0.96 | Debt | Long | Japan |
JAPAN (30 YEAR ISSUE) /JPY/ REGD SER 48 1.40000000 | 1.83 mm | 280.00 mm shares | 0.95 | Debt | Long | Japan |
G2SF TBA 30 YR 3% MAR13 3.00000000 | 1.67 mm | 1.90 mm shares | 0.87 | ABS-mortgage backed security | Long | USA |
UNITED STATES TREASURY BOND 4.75000000 | 1.59 mm | 1.50 mm shares | 0.83 | Debt | Long | USA |
FUTURE CONTRACT ON EURO-BUXL 30Y BND MAR24 /EUR/ 0.00000000 | 1.58 mm | 11.00 contracts | 0.82 | Interest rate derivative | N/A | Germany |
CCS USD R USSOFR/JPYMUTKCALM-60.5 BPS /LONG/ | 1.56 mm | 1.00 contracts | 0.81 | DFE | N/A | N/A |
CCS USD R USSOFR/JPYMUTKCALM-60.5 BPS /LONG/ | 1.56 mm | 1.00 contracts | 0.81 | DFE | N/A | N/A |
FUTURE CONTRACT ON EURO-BTP FUTURE JUN24 /EUR/ 0.00000000 | 1.52 mm | 12.00 contracts | 0.79 | Interest rate derivative | N/A | Germany |
BONOS Y OBLIG DEL ESTADO /EUR/ REGD 1.40000000 | 1.52 mm | 1.50 mm shares | 0.79 | Debt | Long | Spain |
BONOS Y OBLIG DEL ESTADO /EUR/ REGD 2.80000000 | 1.50 mm | 1.40 mm shares | 0.78 | Debt | Long | Spain |
JAPAN (30 YEAR ISSUE) /JPY/ REGD SER 44 1.70000000 | 1.46 mm | 210.00 mm shares | 0.76 | Debt | Long | Japan |
CASH COLLATERAL BCY USD /CCBCYXUS0/ 5.23000000 | 1.46 mm | 1.46 mm shares | 0.76 | Short-term investment vehicle | Long | USA |
UNITED STATES TREASURY BOND 4.75000000 | 1.44 mm | 1.40 mm shares | 0.75 | Debt | Long | USA |
UK TSY 3 1/4% 2044 /GBP/ REGD 3.25000000 | 1.42 mm | 1.35 mm shares | 0.74 | Debt | Long | UK |
JAPAN TREASURY DISC BILL /JPY/ REGD ZCP SER 1200 0.00000000 | 1.40 mm | 210.00 mm principal | 0.73 | Short-term investment vehicle | Long | Japan |
CCS AUD R SF+26.161/AUD3MBBSW+42.25 GLM /LONG/ | 1.39 mm | 1.00 contracts | 0.72 | DFE | N/A | N/A |
JAPAN (20 YEAR ISSUE) /JPY/ REGD SER 155 1.00000000 | 1.35 mm | 200.00 mm shares | 0.70 | Debt | Long | Japan |
UNITED STATES TREASURY INFLATION INDEXED BONDS 1.12500000 | 1.35 mm | 1.44 mm shares | 0.70 | Debt | Long | USA |
UNITED STATES TREASURY INFLATION INDEXED BONDS 0.12500000 | 1.27 mm | 1.31 mm shares | 0.66 | Debt | Long | USA |
CCS USD R USSOFR/JPYMUTKCALM -59 BRC /LONG/ | 1.26 mm | 1.00 contracts | 0.65 | DFE | N/A | N/A |
JAPAN (20 YEAR ISSUE) /JPY/ REGD SER 154 1.20000000 | 1.25 mm | 181.00 mm shares | 0.65 | Debt | Long | Japan |
CANADIAN GOVERNMENT /CAD/ REGD 3.25000000 | 1.23 mm | 1.70 mm shares | 0.64 | Debt | Long | Canada |
JAPAN (2 YEAR ISSUE) /JPY/ REGD SER 435 0.00500000 | 1.20 mm | 180.00 mm shares | 0.62 | Debt | Long | Japan |
UNITED STATES TREASURY INFLATION INDEXED BONDS 0.50000000 | 1.18 mm | 1.24 mm shares | 0.61 | Debt | Long | USA |
UNITED STATES TREASURY INFLATION INDEXED BONDS 0.12500000 | 1.16 mm | 1.33 mm shares | 0.60 | Debt | Long | USA |
JAPAN (20 YEAR ISSUE) /JPY/ REGD SER 186 1.50000000 | 1.15 mm | 170.00 mm shares | 0.60 | Debt | Long | Japan |
JAPAN GOVT CPI LINKED /JPY/ REGD SER 23 0.10000000 | 1.11 mm | 158.76 mm shares | 0.58 | Debt | Long | Japan |
JAPAN (30 YEAR ISSUE) /JPY/ REGD SER 73 0.70000000 | 1.10 mm | 210.00 mm shares | 0.57 | Debt | Long | Japan |
CHINA GOVERNMENT BOND /CNY/ REGD SER INBK 2.80000000 | 1.07 mm | 7.50 mm shares | 0.56 | Debt | Long | China |
JAPAN (2 YEAR ISSUE) /JPY/ REGD SER 441 0.00500000 | 1.07 mm | 160.00 mm shares | 0.55 | Debt | Long | Japan |
JAPAN (2 YEAR ISSUE) /JPY/ REGD SER 434 0.00500000 | 1.07 mm | 160.00 mm shares | 0.55 | Debt | Long | Japan |
OBX 2024-HYB1 TRUST SER 2024-HYB1 CL A1 V/R REGD 144A P/P 3.52046000 | 1.05 mm | 1.10 mm shares | 0.54 | ABS-collateralized bond/debt obligation | Long | USA |
CHINA GOVERNMENT BOND /CNY/ REGD SER 1906 3.29000000 | 1.04 mm | 7.10 mm shares | 0.54 | Debt | Long | China |
FANNIE MAE POOL UMBS P#MA4980 6.00000000 | 1.02 mm | 1.01 mm shares | 0.53 | ABS-mortgage backed security | Long | USA |
RIPON MORTGAGES PLC SER 1RA CL A V/R REGD 144A P/P /GBP/ 5.88800000 | 992.61 k | 786.54 k shares | 0.52 | ABS-collateralized bond/debt obligation | Long | UK |
FRANCE (GOVT OF) /EUR/ REGD 3.25000000 | 973.40 k | 900.00 k shares | 0.51 | Debt | Long | France |
NORDEA KREDIT REALKREDIT /DKK/ REGD SER CC2 1.00000000 | 967.71 k | 9.10 mm shares | 0.50 | Debt | Long | Denmark |
FRANCE (GOVT OF) /EUR/ REGD REG S 0.75000000 | 964.39 k | 1.65 mm shares | 0.50 | Debt | Long | France |
STANDARD CHARTERED PLC REGD V/R 144A P/P 6.75000000 | 922.06 k | 900.00 k shares | 0.48 | Debt | Long | UK |
SOUNDVIEW HOME LOAN TRUST 2006-3 SER 2006-3 CL A4 V/R REGD 5.93541000 | 908.88 k | 962.02 k shares | 0.47 | ABS-collateralized bond/debt obligation | Long | USA |
UNITED STATES TREASURY INFLATION INDEXED BONDS 0.12500000 | 908.47 k | 1.03 mm shares | 0.47 | Debt | Long | USA |
NEUBERGER BERMAN LOAN ADVISERS NBLA SER 2023-53A CL A V/R REGD 144A P/P 6.92944000 | 906.50 k | 900.00 k shares | 0.47 | ABS-collateralized bond/debt obligation | Long | Jersey |
SYMPHONY CLO 39 LTD SER 2023-39A CL A V/R REGD 144A P/P 7.00193000 | 900.45 k | 900.00 k shares | 0.47 | ABS-collateralized bond/debt obligation | Long | Bermuda |
CHINA GOVERNMENT BOND /CNY/ REGD SER INBK 2.80000000 | 897.81 k | 6.30 mm shares | 0.47 | Debt | Long | China |
SINGAPORE GOVERNMENT /SGD/ REGD 2.25000000 | 862.68 k | 1.27 mm shares | 0.45 | Debt | Long | Singapore |
NORDEA KREDIT REALKREDIT /DKK/ REGD SER CB5 1.00000000 | 853.67 k | 5.90 mm shares | 0.44 | Debt | Long | Denmark |
CHINA GOVERNMENT BOND /CNY/ REGD SER INBK 2.60000000 | 848.36 k | 6.00 mm shares | 0.44 | Debt | Long | China |
BONOS Y OBLIG DEL ESTADO /EUR/ REGD 3.45000000 | 832.37 k | 850.00 k shares | 0.43 | Debt | Long | Spain |
JP MORGAN MORTGAGE TRUST 2021-INV4 SER 2021-INV4 CL A2 V/R REGD 144A P/P 3.00000000 | 820.44 k | 979.75 k shares | 0.43 | ABS-collateralized bond/debt obligation | Long | USA |
FREDDIE MAC POOL UMBS P#QF8822 6.50000000 | 820.18 k | 805.44 k shares | 0.43 | ABS-mortgage backed security | Long | USA |
GCAT 2023-NQM4 TRUST SER 2023-NQM4 CL A1 V/R REGD 144A P/P 4.25000000 | 815.80 k | 879.52 k shares | 0.42 | ABS-collateralized bond/debt obligation | Long | USA |
BCS Barclays plc | 814.43 k | 800.00 k shares | 0.42 | Debt | Long | UK |
JAPAN (30 YEAR ISSUE) /JPY/ REGD SER 52 0.50000000 | 813.46 k | 152.00 mm shares | 0.42 | Debt | Long | Japan |
UNITED KINGDOM GILT /GBP/ REGD REG S 1.25000000 | 804.48 k | 1.30 mm shares | 0.42 | Debt | Long | UK |
VW CREDIT INC DISC 03/06/24 0.00000000 | 799.38 k | 800.00 k principal | 0.42 | Short-term investment vehicle | Long | USA |
FNCL 30YR TBA 4.0% MARCH 24 TO BE ANNOUNCED 4.00000000 | 782.03 k | 850.00 k shares | 0.41 | ABS-mortgage backed security | Long | USA |
UNITED KINGDOM GILT /GBP/ REGD REG S 3.50000000 | 760.27 k | 700.00 k shares | 0.40 | Debt | Long | UK |
UNITED STATES TREASURY BOND 1.87500000 | 757.97 k | 1.10 mm shares | 0.39 | Debt | Long | USA |
AT&T INC DISCOUNT COMMERCIAL PAPER 0.00000000 | 747.86 k | 750.00 k principal | 0.39 | Short-term investment vehicle | Long | USA |
JAPAN (2 YEAR ISSUE) /JPY/ REGD SER 456 0.10000000 | 732.82 k | 110.00 mm shares | 0.38 | Debt | Long | Japan |
UNITED KINGDOM GILT /GBP/ REGD REG S 0.62500000 | 712.95 k | 1.40 mm shares | 0.37 | Debt | Long | UK |
FUTURE CONTRACT ON 3 MONTH SOFR FUT DEC23 0.00000000 | 709.86 k | 3.00 contracts | 0.37 | Interest rate derivative | N/A | USA |
J.P. MORGAN MORTGAGE TRUST 2022-LTV2 SER 2022-LTV2 CL A3 V/R REGD 144A P/P 3.50000000 | 707.91 k | 813.79 k shares | 0.37 | ABS-collateralized bond/debt obligation | Long | USA |
SIGNAL PEAK CLO 5 LTD SER 2018-5A CL A V/R REGD 144A P/P 6.69628000 | 704.19 k | 701.82 k shares | 0.37 | ABS-collateralized bond/debt obligation | Long | Cayman Islands |
ROMANIA /EUR/ REGD REG S EMTN 6.62500000 | 694.63 k | 600.00 k shares | 0.36 | Debt | Long | Romania |
J.P. MORGAN MORTGAGE TRUST 2021-INV8 SER 2021-INV8 CL A2 V/R REGD 144A P/P 3.00000000 | 688.43 k | 825.81 k shares | 0.36 | ABS-collateralized bond/debt obligation | Long | USA |
SAUDI INTERNATIONAL BOND REGD 144A P/P MTN 4.87500000 | 686.15 k | 700.00 k shares | 0.36 | Debt | Long | Saudi Arabia |
IRS R04.50PSO/N 03/20/34 BARCUS3BXXX FIXED | 672.69 k | 1.00 contracts | 0.35 | Interest rate derivative | N/A | UK |
JAPAN (30 YEAR ISSUE) /JPY/ REGD SER 71 0.70000000 | 656.64 k | 125.00 mm shares | 0.34 | Debt | Long | Japan |
CHINA GOVERNMENT BOND /CNY/ REGD SER INBK 3.19000000 | 651.37 k | 4.09 mm shares | 0.34 | Debt | Long | China |
LETRA TESOURO NACIONAL /BRL/ REGD ZCP SER LTN 0.00000000 | 642.31 k | 3.30 mm shares | 0.33 | Debt | Long | Brazil |
GS MORTGAGE-BACKED SECURITIES CORP TRUST 202 SER 2022-PJ4 CL A4 V/R REGD 144A P/P 2.50000000 | 640.74 k | 797.43 k shares | 0.33 | ABS-collateralized bond/debt obligation | Long | USA |
CDX 2I65BYED3 01.000 SP 12/20/2028 BARCUS3BXXX FIXED | 628.54 k | 1.00 contracts | 0.33 | Credit derivative | N/A | USA |
Credit Suisse Group AG | 626.23 k | 600.00 k shares | 0.33 | Debt | Long | Switzerland |
BUONI POLIENNALI DEL TES /EUR/ REGD REG S SER 5Y 0.00000000 | 606.07 k | 600.00 k shares | 0.32 | Debt | Long | Italy |
DOMINION ENERGY DISC 03/08/24 0.00000000 | 599.35 k | 600.00 k principal | 0.31 | Short-term investment vehicle | Long | USA |
WELLS FARGO & COMPANY REGD V/R MTN 4.80800000 | 589.94 k | 600.00 k shares | 0.31 | Debt | Long | USA |
FREDDIE MAC POOL UMBS P#QF0820 4.50000000 | 588.63 k | 621.69 k shares | 0.31 | ABS-mortgage backed security | Long | USA |
UNITED STATES TREASURY NOTE 2.87500000 | 586.03 k | 600.00 k shares | 0.30 | Debt | Long | USA |
FANNIE MAE POOL UMBS P#CB7220 5.50000000 | 581.97 k | 588.33 k shares | 0.30 | ABS-mortgage backed security | Long | USA |
REALKREDIT DANMARK /DKK/ REGD REG S SER 10F 1.00000000 | 578.36 k | 4.10 mm shares | 0.30 | Debt | Long | Denmark |
BANK OF AMERICA CORP REGD V/R MTN 1.89800000 | 567.98 k | 700.00 k shares | 0.30 | Debt | Long | USA |
REALKREDIT DANMARK /DKK/ REGD REG S SER 10F 1.00000000 | 567.73 k | 4.00 mm shares | 0.30 | Debt | Long | Denmark |
IRS R05.00PSO/N 03/20/29 BARCUS3BXXX FIXED | 558.89 k | 1.00 contracts | 0.29 | Interest rate derivative | N/A | UK |
HAYFIN EMERALD CLO SER 12A CL A V/R REGD 144A P/P /EUR/ 5.66231000 | 543.77 k | 500.00 k shares | 0.28 | ABS-collateralized bond/debt obligation | Long | Ireland |
PALMER SQUARE EUROPEAN LOAN FUNDING SER 2023-3A CL A V/R REGD 144A P/P /EUR/ 5.49400000 | 541.20 k | 500.00 k shares | 0.28 | ABS-collateralized bond/debt obligation | Long | Ireland |
CVC CORDATUS OPPORTUNITY LOAN FUND DAC SER 1A CL A V/R REGD 144A P/P /EUR/ 0.00000000 | 540.43 k | 500.00 k shares | 0.28 | ABS-collateralized bond/debt obligation | Long | Ireland |
JAPAN (2 YEAR ISSUE) /JPY/ REGD SER 436 0.00500000 | 533.75 k | 80.00 mm shares | 0.28 | Debt | Long | Japan |
JAPAN (30 YEAR ISSUE) /JPY/ REGD SER 61 0.70000000 | 533.39 k | 98.00 mm shares | 0.28 | Debt | Long | Japan |
FANNIE MAE POOL UMBS P#BU8670 4.50000000 | 518.98 k | 548.48 k shares | 0.27 | ABS-mortgage backed security | Long | USA |
ITALY GOV'T INT BOND /GBP/ REGD EMTN 6.00000000 | 517.60 k | 400.00 k shares | 0.27 | Debt | Long | Italy |
SANTANDER UK GROUP HLDGS REGD V/R 6.53400000 | 512.68 k | 500.00 k shares | 0.27 | Debt | Long | UK |
JP MORGAN MORTGAGE TRUST 2022-INV1 SER 2022-INV1 CL A3 V/R REGD 144A P/P 3.00000000 | 509.25 k | 608.13 k shares | 0.26 | ABS-collateralized bond/debt obligation | Long | USA |
NORDEA KREDIT REALKREDIT /DKK/ REGD SER CC 1.00000000 | 506.05 k | 3.50 mm shares | 0.26 | Debt | Long | Denmark |
DANSKE BANK A/S REGD V/R 144A P/P 0.00000000 | 501.04 k | 500.00 k shares | 0.26 | Debt | Long | Denmark |
ROYAL BANK OF CANADA REGD 144A P/P 4.85100000 | 499.22 k | 500.00 k shares | 0.26 | Debt | Long | Canada |
KEURIG DR PEPPER 0% 03/28/24 0.00000000 | 497.90 k | 500.00 k principal | 0.26 | Short-term investment vehicle | Long | USA |
BANK OF AMERICA CORP REGD V/R 5.20200000 | 497.36 k | 500.00 k shares | 0.26 | Debt | Long | USA |
TOWD POINT MORTGAGE TRUST 2019-4 SER 2019-4 CL A1 V/R REGD 144A P/P 2.90000000 | 496.05 k | 529.41 k shares | 0.26 | ABS-collateralized bond/debt obligation | Long | USA |
PRKCM 2023-AFC4 TRUST SER 2023-AFC4 CL A1 S/UP REGD 144A P/P 7.22500000 | 493.43 k | 481.78 k shares | 0.26 | ABS-collateralized bond/debt obligation | Long | USA |
PRPM 2023-NQM3 TRUST SER 2023-NQM3 CL A1 V/R REGD 144A P/P 6.22100000 | 493.13 k | 491.59 k shares | 0.26 | ABS-collateralized bond/debt obligation | Long | USA |
MFA 2023-NQM4 TRUST SER 2023-NQM4 CL A1 V/R REGD 144A P/P 6.10500000 | 484.04 k | 482.35 k shares | 0.25 | ABS-collateralized bond/debt obligation | Long | USA |
NGATE 07-1X A3 V/R 12/1/50 5.50900000 | 479.23 k | 390.25 k shares | 0.25 | ABS-collateralized bond/debt obligation | Long | UK |
GALLATIN CLO VIII 2017-1 LTD SER 2017-1A CL A1R V/R REGD 144A P/P 6.66560000 | 477.77 k | 477.71 k shares | 0.25 | ABS-collateralized bond/debt obligation | Long | Cayman Islands |
ISRAEL FIXED BOND /ILS/ REGD SER 0330 1.00000000 | 476.02 k | 2.00 mm shares | 0.25 | Debt | Long | Israel |
OZLM IX LTD SER 2014-9A CL A1A3 V/R REGD 144A P/P 6.67942000 | 467.94 k | 467.16 k shares | 0.24 | ABS-collateralized bond/debt obligation | Long | Cayman Islands |
BONOS Y OBLIG DEL ESTADO /EUR/ REGD 1.45000000 | 452.26 k | 450.00 k shares | 0.24 | Debt | Long | Spain |
BARCLAYS PLC /EUR/ REGD V/R REG S EMTN 4.91800000 | 446.33 k | 400.00 k shares | 0.23 | Debt | Long | UK |
ENTERGY CORP DISC 05/02/2024 0.00000000 | 445.66 k | 450.00 k principal | 0.23 | Short-term investment vehicle | Long | USA |
IRS R03.25PER6M 03/20/29 BARCUS3BXXX FIXED | 431.93 k | 1.00 contracts | 0.22 | Interest rate derivative | N/A | N/A |
JYSKE REALKREDIT A/S /DKK/ REGD REG S SER CCE 1.00000000 | 422.22 k | 3.80 mm shares | 0.22 | Debt | Long | Denmark |
BONOS Y OBLIG DEL ESTADO /EUR/ REGD 1.45000000 | 420.84 k | 800.00 k shares | 0.22 | Debt | Long | Spain |
GS Goldman Sachs Group, Inc. | 419.02 k | 400.00 k shares | 0.22 | Debt | Long | USA |
IRS RSOFRP01.75 06/15/24 BARC FLOAT | 417.58 k | 1.00 contracts | 0.22 | Interest rate derivative | N/A | USA |
BONOS Y OBLIG DEL ESTADO /EUR/ REGD 1.45000000 | 410.23 k | 400.00 k shares | 0.21 | Debt | Long | Spain |
BPCE SA REGD V/R 144A P/P 6.61200000 | 408.00 k | 400.00 k shares | 0.21 | Debt | Long | France |
ABN AMRO BANK NV REGD V/R 144A P/P MTN 6.57500000 | 403.79 k | 400.00 k shares | 0.21 | Debt | Long | Netherlands |
CASH COLATERAL ISDA BPS USD 5.23000000 | 402.00 k | 402.00 k shares | 0.21 | Short-term investment vehicle | Long | USA |
IRS RSOFRP02.96 11/30/26 BARC FLOAT | 401.45 k | 1.00 contracts | 0.21 | Interest rate derivative | N/A | USA |
VENTURE 38 CLO LTD SER 2019-38A CL A1R V/R REGD 144A P/P 6.73904000 | 400.83 k | 400.00 k shares | 0.21 | ABS-collateralized bond/debt obligation | Long | Cayman Islands |
ELMWOOD CLO VII LTD SER 2020-4A CL AR V/R REGD 144A P/P 6.94653000 | 400.72 k | 400.00 k shares | 0.21 | ABS-collateralized bond/debt obligation | Long | Cayman Islands |
HALSEYPOINT CLO 3 LTD SER 2020-3A CL A1A V/R REGD 144A P/P 7.02904000 | 400.40 k | 400.00 k shares | 0.21 | 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 6.65560000 | 400.22 k | 400.00 k shares | 0.21 | ABS-collateralized bond/debt obligation | Long | Cayman Islands |
ARBOR REALTY COMMERCIAL REAL ESTATE NOTES 20 SER 2022-FL1 CL A V/R REGD 144A P/P 6.77471000 | 398.96 k | 400.00 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 6.78427000 | 398.34 k | 400.00 k shares | 0.21 | ABS-collateralized bond/debt obligation | Long | Cayman Islands |
TOYOTA AUTO LOAN EXTENDED NOTE TRUST 2019-1 SER 2019-1A CL A REGD 144A P/P 2.56000000 | 397.26 k | 400.00 k shares | 0.21 | ABS-collateralized bond/debt obligation | Long | USA |
SAUDI INTERNATIONAL BOND REGD 144A P/P MTN 4.75000000 | 396.59 k | 400.00 k shares | 0.21 | Debt | Long | Saudi Arabia |
CASSA DEPOSITI E PRESTIT REGD 144A P/P 5.75000000 | 396.52 k | 400.00 k shares | 0.21 | Debt | Long | Italy |
FORT CRE 2022-FL3 ISSUER LLC SER 2022-FL3 CL A V/R REGD 144A P/P 7.17165000 | 394.47 k | 400.00 k shares | 0.21 | ABS-collateralized bond/debt obligation | Long | USA |
NYO COMMERCIAL MORTGAGE TRUST 2021-1290 SER 2021-1290 CL A V/R REGD 144A P/P 6.52748000 | 383.88 k | 400.00 k shares | 0.20 | ABS-collateralized bond/debt obligation | Long | USA |
BIG COMMERCIAL MORTGAGE TRUST 2022-BIG SER 2022-BIG CL A V/R REGD 144A P/P 6.65954000 | 379.10 k | 383.43 k shares | 0.20 | ABS-collateralized bond/debt obligation | Long | USA |
TOWD POINT MORTGAGE FUNDING SER 2019-A13A CL A1 V/R REGD 144A P/P /GBP/ 6.55152000 | 378.42 k | 299.06 k shares | 0.20 | ABS-collateralized bond/debt obligation | Long | UK |
DRYDEN 55 CLO LTD SER 2018-55A CL A1 V/R REGD 144A P/P 6.59560000 | 374.70 k | 374.55 k shares | 0.19 | ABS-collateralized bond/debt obligation | Long | Cayman Islands |
NOVASTAR MORTGAGE FUNDING TRUST SERIES 2006-1 SER 2006-1 CL A2D V/R REGD 5.97541000 | 374.49 k | 400.00 k shares | 0.19 | ABS-collateralized bond/debt obligation | Long | USA |
UNITED KINGDOM GILT /GBP/ REGD REG S 1.75000000 | 371.13 k | 500.00 k shares | 0.19 | Debt | Long | UK |
BONOS Y OBLIG DEL ESTADO /EUR/ REGD 1.85000000 | 371.10 k | 400.00 k shares | 0.19 | Debt | Long | Spain |
LUDGATE FUNDING PLC SER 2007-1 CL A2A V/R REGD /GBP/ 5.48330000 | 370.77 k | 303.14 k shares | 0.19 | ABS-collateralized bond/debt obligation | Long | UK |
EXTENDED STAY AMERICA TRUST 2021-ESH SER 2021-ESH CL A V/R REGD 144A P/P 6.51248000 | 365.93 k | 366.13 k shares | 0.19 | ABS-collateralized bond/debt obligation | Long | USA |
DEUTSCHE BANK NY REGD V/R 144A 2.55200000 | 364.70 k | 400.00 k shares | 0.19 | Debt | Long | USA |
BONOS Y OBLIG DEL ESTADO /EUR/ REGD 1.90000000 | 361.30 k | 500.00 k shares | 0.19 | Debt | Long | Spain |
BONOS Y OBLIG DEL ESTADO /EUR/ REGD 0.70000000 | 358.09 k | 400.00 k shares | 0.19 | Debt | Long | Spain |
FANNIE MAE POOL UMBS P#BV4128 2.00000000 | 350.25 k | 444.21 k shares | 0.18 | ABS-mortgage backed security | Long | USA |
RMAC SECURITIES NO 1 PLC SER 2006-NS3X CL A2A V/R REGD REG S /GBP/ 5.48522000 | 348.96 k | 283.62 k shares | 0.18 | ABS-collateralized bond/debt obligation | Long | UK |
JYSKE REALKREDIT A/S /DKK/ REGD SER 321E 1.00000000 | 347.26 k | 2.40 mm shares | 0.18 | Debt | Long | Denmark |
DEUTSCHE BANK NY REGD V/R 3.96100000 | 344.34 k | 350.00 k shares | 0.18 | Debt | Long | USA |
NYKREDIT REALKREDIT AS /DKK/ REGD REG S SER CCE 1.00000000 | 341.55 k | 3.07 mm shares | 0.18 | Debt | Long | Denmark |
UBS GROUP AG /GBP/ REGD V/R REG S 2.12500000 | 330.41 k | 300.00 k shares | 0.17 | Debt | Long | Switzerland |
SOCIETE GENERALE REGD V/R 144A P/P 3.33700000 | 330.39 k | 400.00 k shares | 0.17 | Debt | Long | France |
UNITED STATES TREASURY INFLATION INDEXED BONDS 2.37500000 | 325.56 k | 325.47 k shares | 0.17 | Debt | Long | USA |
FREDDIE MAC POOL UMBS P#QF1922 4.50000000 | 324.95 k | 343.10 k shares | 0.17 | ABS-mortgage backed security | Long | USA |
ELLINGTON LOAN ACQUISITION TRUST 2007-2 SER 2007-2 CL A1 V/R REGD 144A P/P 6.48541000 | 324.84 k | 333.10 k shares | 0.17 | ABS-collateralized bond/debt obligation | Long | USA |
WIND RIVER 2014-1 CLO LTD SER 2014-1A CL ARR V/R REGD 144A P/P 6.60952000 | 322.43 k | 322.56 k shares | 0.17 | ABS-collateralized bond/debt obligation | Long | Cayman Islands |
BNPP AM EURO CLO 2019 DAC SER 2019-1A CL AR V/R REGD 144A P/P /EUR/ 4.79000000 | 320.80 k | 300.00 k shares | 0.17 | ABS-collateralized bond/debt obligation | Long | Ireland |
CARLYLE US CLO 2017-1 LTD SER 2017-1A CL A1R V/R REGD 144A P/P 6.57942000 | 320.63 k | 320.50 k shares | 0.17 | ABS-collateralized bond/debt obligation | Long | Cayman Islands |
SHAMROCK RESIDENTIAL 2022-1 DAC SER 2022-1 CL A V/R REGD REG S /EUR/ 4.71400000 | 318.83 k | 295.02 k shares | 0.17 | ABS-collateralized bond/debt obligation | Long | Ireland |
REALKREDIT DANMARK /DKK/ REGD REG S SER 10F 1.00000000 | 318.33 k | 2.20 mm shares | 0.17 | Debt | Long | Denmark |
DRYDEN 27 R EURO CLO 2017 DAC SER 2017-27A CL AR V/R REGD 144A P/P /EUR/ 4.60200000 | 318.19 k | 297.69 k shares | 0.17 | ABS-collateralized bond/debt obligation | Long | Ireland |
CVC CORDATUS LOAN FUND XI DAC SER 11A CL AR V/R REGD 144A P/P /EUR/ 4.59200000 | 318.05 k | 296.87 k shares | 0.17 | ABS-collateralized bond/debt obligation | Long | Ireland |
DEUTSCHE BANK AG /EUR/ REGD REG S EMTN 2.62500000 | 315.71 k | 300.00 k shares | 0.16 | Debt | Long | Germany |
FREDDIE MAC POOL UMBS P#RA6433 2.50000000 | 313.88 k | 381.68 k shares | 0.16 | ABS-mortgage backed security | Long | USA |
ACE SECURITIES CORP HOME EQUITY LOAN TRUST SERIE SER 2005-HE5 CL M4 V/R REGD 6.33541000 | 311.12 k | 321.02 k shares | 0.16 | ABS-collateralized bond/debt obligation | Long | USA |
GALAXY XV CLO LTD SER 2013-15A CL ARR V/R REGD 144A P/P 6.54560000 | 306.67 k | 306.53 k shares | 0.16 | ABS-collateralized bond/debt obligation | Long | Cayman Islands |
UBS GROUP AG /EUR/ REGD V/R REG S 7.75000000 | 306.62 k | 250.00 k shares | 0.16 | Debt | Long | Switzerland |
JPY/USD FWD 20240304 000004334 USD
JPMORGAN CHASE BANK NA
|
305.31 k | 1.00 contracts | 0.16 | DFE | N/A | N/A |