Fund profile
Tickers
VPVRRDV, VPVRRIV, VPVRRVV
Fund manager
Total assets
$2.76 bn
Liabilities
$1.27 bn
Net assets
$1.48 bn
Number of holdings
521.00
Top 200 of 521 Holdings
Security | $Holding | Balance | % of Fund | Category | Position | Country |
---|---|---|---|---|---|---|
TSY INFL IX N/B 07/32 0.625 | 79.09 mm | 86.51 mm principal | 5.34 | Debt | Long | USA |
TSY INFL IX N/B 01/28 0.5 | 75.77 mm | 80.05 mm principal | 5.11 | Debt | Long | USA |
TSY INFL IX N/B 01/29 0.875 | 62.29 mm | 65.07 mm principal | 4.20 | Debt | Long | USA |
TSY INFL IX N/B 04/29 3.875 | 57.97 mm | 52.57 mm principal | 3.91 | Debt | Long | USA |
TSY INFL IX N/B 02/44 1.375 | 52.61 mm | 58.80 mm principal | 3.55 | Debt | Long | USA |
TSY INFL IX N/B 01/28 1.75 | 51.86 mm | 52.16 mm principal | 3.50 | Debt | Long | USA |
TSY INFL IX N/B 01/25 2.375 | 51.03 mm | 51.43 mm principal | 3.44 | Debt | Long | USA |
TSY INFL IX N/B 04/28 3.625 | 49.01 mm | 45.73 mm principal | 3.31 | Debt | Long | USA |
BUONI POLIENNALI DEL TES SR UNSECURED 144A REGS 05/25 1 | 47.57 mm | 43.78 mm principal | 3.21 | Debt | Long | Italy |
TSY INFL IX N/B 02/45 0.75 | 45.45 mm | 58.07 mm principal | 3.07 | Debt | Long | USA |
TSY INFL IX N/B 07/30 0.125 | 43.28 mm | 47.88 mm principal | 2.92 | Debt | Long | USA |
TSY INFL IX N/B 07/25 0.375 | 42.03 mm | 43.38 mm principal | 2.84 | Debt | Long | USA |
TSY INFL IX N/B 10/25 0.125 | 41.40 mm | 43.04 mm principal | 2.79 | Debt | Long | USA |
FNMA TBA 30 YR 4 SINGLE FAMILY MORTGAGE | 40.43 mm | 42.70 mm principal | 2.73 | ABS-mortgage backed security | Long | USA |
TSY INFL IX N/B 10/26 0.125 | 40.00 mm | 42.11 mm principal | 2.70 | Debt | Long | USA |
TSY INFL IX N/B 07/28 0.75 | 38.95 mm | 40.68 mm principal | 2.63 | Debt | Long | USA |
TSY INFL IX N/B 02/42 0.75 | 37.73 mm | 46.50 mm principal | 2.55 | Debt | Long | USA |
TSY INFL IX N/B 01/30 0.125 | 37.35 mm | 41.18 mm principal | 2.52 | Debt | Long | USA |
TSY INFL IX N/B 07/26 0.125 | 35.70 mm | 37.45 mm principal | 2.41 | Debt | Long | USA |
TSY INFL IX N/B 04/24 0.5 | 33.73 mm | 34.16 mm principal | 2.28 | Debt | Long | USA |
FNMA TBA 30 YR 6 SINGLE FAMILY MORTGAGE | 33.71 mm | 33.20 mm principal | 2.28 | ABS-mortgage backed security | Long | USA |
TSY INFL IX N/B 01/26 0.625 | 27.11 mm | 28.09 mm principal | 1.83 | Debt | Long | USA |
TSY INFL IX N/B 01/26 2 | 27.03 mm | 27.24 mm principal | 1.82 | Debt | Long | USA |
TSY INFL IX N/B 01/29 2.5 | 26.35 mm | 25.48 mm principal | 1.78 | Debt | Long | USA |
TSY INFL IX N/B 07/31 0.125 | 26.06 mm | 29.30 mm principal | 1.76 | Debt | Long | USA |
TSY INFL IX N/B 02/46 1 | 24.23 mm | 29.58 mm principal | 1.64 | Debt | Long | USA |
TSY INFL IX N/B 10/27 1.625 | 22.89 mm | 23.06 mm principal | 1.54 | Debt | Long | USA |
TSY INFL IX N/B 02/47 0.875 | 21.43 mm | 27.15 mm principal | 1.45 | Debt | Long | USA |
FNMA TBA 30 YR 6.5 SINGLE FAMILY MORTGAGE | 21.11 mm | 20.60 mm principal | 1.42 | ABS-mortgage backed security | Long | USA |
TSY INFL IX N/B 04/26 0.125 | 18.65 mm | 19.59 mm principal | 1.26 | Debt | Long | USA |
FNMA TBA 30 YR 4.5 SINGLE FAMILY MORTGAGE | 17.95 mm | 18.50 mm principal | 1.21 | ABS-mortgage backed security | Long | USA |
JAPAN GOVT CPI LINKED BONDS 03/29 0.1 | 17.58 mm | 2.35 bn principal | 1.19 | Debt | Long | Japan |
FNMA TBA 30 YR 5.5 SINGLE FAMILY MORTGAGE | 17.58 mm | 17.50 mm principal | 1.19 | ABS-mortgage backed security | Long | USA |
FRANCE (GOVT OF) BONDS 144A REGS 03/26 0.1 | 16.27 mm | 14.88 mm principal | 1.10 | Debt | Long | France |
TSY INFL IX N/B 01/25 0.25 | 14.38 mm | 14.81 mm principal | 0.97 | Debt | Long | USA |
TSY INFL IX N/B 01/31 0.125 | 13.69 mm | 15.33 mm principal | 0.92 | Debt | Long | USA |
TSY INFL IX N/B 02/51 0.125 | 12.05 mm | 19.44 mm principal | 0.81 | Debt | Long | USA |
JAPAN GOVT CPI LINKED BONDS 03/28 0.1 | 11.50 mm | 1.54 bn principal | 0.78 | Debt | Long | Japan |
TSY INFL IX N/B 01/33 1.125 | 10.85 mm | 11.46 mm principal | 0.73 | Debt | Long | USA |
TSY INFL IX N/B 02/40 2.125 | 10.71 mm | 10.42 mm principal | 0.72 | Debt | Long | USA |
TSY INFL IX N/B 04/25 0.125 | 10.01 mm | 10.37 mm principal | 0.68 | Debt | Long | USA |
FRANCE (GOVT OF) BONDS REGS 07/24 0.25 | 9.80 mm | 8.94 mm principal | 0.66 | Debt | Long | France |
TSY INFL IX N/B 01/32 0.125 | 9.46 mm | 10.77 mm principal | 0.64 | Debt | Long | USA |
TSY INFL IX N/B 02/41 2.125 | 9.46 mm | 9.20 mm principal | 0.64 | Debt | Long | USA |
TSY INFL IX N/B 10/24 0.125 | 9.15 mm | 9.35 mm principal | 0.62 | Debt | Long | USA |
IRS EUR 3.00000 03/20/24-10Y LCH | 8.97 mm | 1.00 contracts | 0.61 | Interest rate derivative | N/A | N/A |
TSY INFL IX N/B 07/27 0.375 | 8.68 mm | 9.13 mm principal | 0.59 | Debt | Long | USA |
TSY INFL IX N/B 04/27 0.125 | 8.40 mm | 8.94 mm principal | 0.57 | Debt | Long | USA |
TSY INFL IX N/B 01/27 0.375 | 8.11 mm | 8.53 mm principal | 0.55 | Debt | Long | USA |
TSY INFL IX N/B 07/29 0.25 | 7.98 mm | 8.63 mm principal | 0.54 | Debt | Long | USA |
TSY INFL IX N/B 02/50 0.25 | 7.79 mm | 11.93 mm principal | 0.53 | Debt | Long | USA |
TSY INFL IX N/B 02/43 0.625 | 6.93 mm | 8.86 mm principal | 0.47 | Debt | Long | USA |
FNMA TBA 30 YR 6.5 SINGLE FAMILY MORTGAGE | 6.35 mm | 6.20 mm principal | 0.43 | ABS-mortgage backed security | Long | USA |
TSY INFL IX N/B 02/53 1.5 | 6.20 mm | 6.83 mm principal | 0.42 | Debt | Long | USA |
BUONI POLIENNALI DEL TES SR UNSECURED 144A REGS 05/30 0 | 6.19 mm | 6.00 mm principal | 0.42 | Debt | Long | Italy |
US 10YR ULTRA FUT MAR24 XCBT 20240319 | 5.91 mm | 1.18 k contracts | 0.40 | Interest rate derivative | N/A | USA |
FRANCE (GOVT OF) BONDS 144A REGS 07/38 0.1 | 5.77 mm | 5.58 mm principal | 0.39 | Debt | Long | France |
CANADIAN GOVERNMENT RRB BONDS 12/26 4.25 | 5.56 mm | 6.79 mm principal | 0.38 | Debt | Long | Canada |
TSY INFL IX N/B 02/48 1 | 5.47 mm | 6.77 mm principal | 0.37 | Debt | Long | USA |
FNMA TBA 30 YR 5 SINGLE FAMILY MORTGAGE | 5.15 mm | 5.20 mm principal | 0.35 | ABS-mortgage backed security | Long | USA |
IRS EUR 0.19700 11/08/22-30Y LCH | 4.92 mm | 1.00 contracts | 0.33 | Interest rate derivative | N/A | N/A |
PALMER SQUARE EUROPEAN LOAN FU PSTET 2022 3A A 144A | 4.80 mm | 4.34 mm principal | 0.32 | ABS-collateralized bond/debt obligation | Long | Ireland |
FNMA TBA 30 YR 4 SINGLE FAMILY MORTGAGE | 4.73 mm | 5.00 mm principal | 0.32 | ABS-mortgage backed security | Long | USA |
ARBOR REALTY COLLATERALIZED LO ARCLO 2022 FL1 A 144A | 4.63 mm | 4.70 mm principal | 0.31 | ABS-collateralized bond/debt obligation | Long | Cayman Islands |
RAD CLO LTD RAD 2019 5A AR 144A | 4.20 mm | 4.20 mm principal | 0.28 | ABS-collateralized bond/debt obligation | Long | Cayman Islands |
TSY INFL IX N/B 02/52 0.125 | 4.07 mm | 6.63 mm principal | 0.27 | Debt | Long | USA |
AT+T INC | 3.95 mm | 4.00 mm principal | 0.27 | Debt | Long | USA |
CIT MORTGAGE LOAN TRUST CITM 2007 1 1M1 144A | 3.34 mm | 3.38 mm principal | 0.23 | ABS-mortgage backed security | Long | USA |
ELMWOOD CLO 24 LTD ELM24 2023 3A A1 144A | 3.10 mm | 3.10 mm principal | 0.21 | ABS-collateralized bond/debt obligation | Long | Cayman Islands |
NEW RESIDENTIAL MORTGAGE LOAN NRZT 2019 RPL3 A1 144A | 3.02 mm | 3.19 mm principal | 0.20 | ABS-mortgage backed security | Long | USA |
FIXED INC CLEARING CORP.REPO
Fixed Income Clearing Corp
|
2.94 mm | 2.94 mm principal | 0.20 | Repurchase agreement | Long | USA |
TSY INFL IX N/B 04/32 3.375 | 2.92 mm | 2.61 mm principal | 0.20 | Debt | Long | USA |
ANCHORAGE CAPITAL EUROPE CLO ANCHE 1A A1R 144A | 2.89 mm | 2.65 mm principal | 0.20 | ABS-collateralized bond/debt obligation | Long | Ireland |
CUMULUS STATIC CLO CMLST 2023 1A A 144A | 2.87 mm | 2.60 mm principal | 0.19 | ABS-collateralized bond/debt obligation | Long | Ireland |
IRS EUR 0.19500 11/04/22-30Y LCH | 2.79 mm | 1.00 contracts | 0.19 | Interest rate derivative | N/A | N/A |
RFRF USD SOFR/2.28500 11/15/23-30Y LCH | 2.71 mm | 1.00 contracts | 0.18 | Interest rate derivative | N/A | USA |
FRANCE (GOVT OF) BONDS 144A REGS 07/31 0.1 | 2.70 mm | 2.48 mm principal | 0.18 | Debt | Long | France |
IRS EUR 0.19000 11/04/22-30Y LCH | 2.69 mm | 1.00 contracts | 0.18 | Interest rate derivative | N/A | N/A |
TOWD POINT MORTGAGE FUNDING TPMF 2019 GR4A A1 144A | 2.69 mm | 2.11 mm principal | 0.18 | ABS-mortgage backed security | Long | UK |
TRS R 5.62/91282CCM1 MYC | 2.67 mm | 1.00 contracts | 0.18 | Credit derivative | N/A | USA |
CIFC FUNDING LTD CIFC 2017 4A A1R 144A | 2.44 mm | 2.45 mm principal | 0.17 | ABS-collateralized bond/debt obligation | Long | Cayman Islands |
HAYFIN EMERALD CLO HAYEM 12A A 144A | 2.43 mm | 2.20 mm principal | 0.16 | ABS-collateralized bond/debt obligation | Long | Ireland |
DRYDEN EURO CLO DRYD 2015 44A A1RR 144A | 2.38 mm | 2.19 mm principal | 0.16 | ABS-collateralized bond/debt obligation | Long | Ireland |
INF SWAP US IT 2.31125 02/24/21-10Y LCH | 2.28 mm | 1.00 contracts | 0.15 | Interest rate derivative | N/A | USA |
CARLYLE GLOBAL MARKET STRATEGI CGMS 2017 1A A1R 144A | 2.27 mm | 2.27 mm principal | 0.15 | ABS-collateralized bond/debt obligation | Long | Cayman Islands |
GOVERNMENT NATIONAL MORTGAGE A GNR 2022 H22 F | 2.17 mm | 2.21 mm principal | 0.15 | ABS-mortgage backed security | Long | USA |
COUNTRYWIDE ASSET BACKED CERTI CWL 2007 8 1A1 | 2.15 mm | 2.32 mm principal | 0.15 | ABS-mortgage backed security | Long | USA |
PALMER SQUARE LOAN FUNDING LTD PSTAT 2021 4A A1 144A | 2.10 mm | 2.11 mm principal | 0.14 | ABS-collateralized bond/debt obligation | Long | Cayman Islands |
BARINGS CLO LTD. 2016 II BABSN 2016 2A AR2 144A | 2.09 mm | 2.10 mm principal | 0.14 | ABS-collateralized bond/debt obligation | Long | Cayman Islands |
APIDOS CLO LTD APID 2017 26A A1AR 144A | 1.94 mm | 1.94 mm principal | 0.13 | ABS-collateralized bond/debt obligation | Long | Cayman Islands |
FIRST FRANKLIN MTG LOAN ASSET FFML 2005 FF12 M2 | 1.87 mm | 1.95 mm principal | 0.13 | ABS-mortgage backed security | Long | USA |
OSD CLO 2021 23 LTD OSD 2021 23A A 144A | 1.85 mm | 1.86 mm principal | 0.13 | ABS-collateralized bond/debt obligation | Long | Cayman Islands |
OAK HILL EUROPEAN CREDIT PARTN OHECP 2018 7A AR 144A | 1.85 mm | 1.70 mm principal | 0.12 | ABS-collateralized bond/debt obligation | Long | Ireland |
RESIDENTIAL MORTGAGE SECURITIE RMS 32A A 144A | 1.85 mm | 1.44 mm principal | 0.12 | ABS-mortgage backed security | Long | UK |
TRS R 5.57/91282CDX6 MYC | 1.84 mm | 1.00 contracts | 0.12 | Credit derivative | N/A | USA |
TRS R 5.57/91282CCM1 MYC | 1.84 mm | 1.00 contracts | 0.12 | Credit derivative | N/A | USA |
RFR USD SOFR/2.86500 02/13/24-30Y LCH | 1.77 mm | 1.00 contracts | 0.12 | Interest rate derivative | N/A | USA |
LOANCORE 2022 CRE7 ISSUER LTD. LNCR 2022 CRE7 A 144A | 1.77 mm | 1.80 mm principal | 0.12 | ABS-collateralized bond/debt obligation | Long | Cayman Islands |
RESIDENTIAL ASSET SECURITIES C RASC 2006 EMX4 A4 | 1.76 mm | 1.83 mm principal | 0.12 | ABS-mortgage backed security | Long | USA |
PARK PLACE SECURITIES INC PPSI 2004 WCW2 M3 | 1.76 mm | 1.79 mm principal | 0.12 | ABS-mortgage backed security | Long | USA |
CQS US CLO 2022 2, LTD. CQS 2022 2A A1R 144A | 1.72 mm | 1.72 mm principal | 0.12 | ABS-collateralized bond/debt obligation | Long | Jersey |
DRYDEN SENIOR LOAN FUND DRSLF 2018 60A A 144A | 1.68 mm | 1.68 mm principal | 0.11 | ABS-collateralized bond/debt obligation | Long | Cayman Islands |
GOVERNMENT NATIONAL MORTGAGE A GNR 2018 H15 FG | 1.65 mm | 1.68 mm principal | 0.11 | ABS-mortgage backed security | Long | USA |
SLM STUDENT LOAN TRUST SLMA 2004 3A A6B 144A | 1.64 mm | 1.69 mm principal | 0.11 | ABS-other | Long | USA |
MF1 MULTIFAMILY HOUSING MORTGA MF1 2022 FL9 A 144A | 1.60 mm | 1.60 mm principal | 0.11 | ABS-collateralized bond/debt obligation | Long | USA |
WIND RIVER CLO LTD WINDR 2019 3A AR 144A | 1.60 mm | 1.60 mm principal | 0.11 | ABS-collateralized bond/debt obligation | Long | Cayman Islands |
BDS LTD BDS 2022 FL11 ATS 144A | 1.59 mm | 1.60 mm principal | 0.11 | ABS-collateralized bond/debt obligation | Long | USA |
THORNBURG MORTGAGE SECURITIES TMST 2004 2 A1 | 1.58 mm | 1.72 mm principal | 0.11 | ABS-mortgage backed security | Long | USA |
NATIONAL BK HUNGARY BILL BILLS 01/24 0.00000 | 1.56 mm | 542.00 mm principal | 0.11 | Debt | Long | Hungary |
HARVEST CLO HARVT 21A A1R 144A | 1.52 mm | 1.40 mm principal | 0.10 | ABS-collateralized bond/debt obligation | Long | Ireland |
LEHMAN XS TRUST LXS 2007 20N A1 | 1.52 mm | 1.59 mm principal | 0.10 | ABS-mortgage backed security | Long | USA |
TRS R 5.57/9128287D6 MYC | 1.48 mm | 1.00 contracts | 0.10 | Credit derivative | N/A | USA |
TPG REAL ESTATE FINANCE TRTX 2022 FL5 A 144A | 1.47 mm | 1.50 mm principal | 0.10 | ABS-collateralized bond/debt obligation | Long | Cayman Islands |
CARLYLE GLOBAL MARKET STRATEGI CGMSE 2014 2A AR1 144A | 1.41 mm | 1.30 mm principal | 0.10 | ABS-collateralized bond/debt obligation | Long | Ireland |
TRALEE CDO LTD TRAL 2021 7A A1 144A | 1.39 mm | 1.40 mm principal | 0.09 | ABS-collateralized bond/debt obligation | Long | Cayman Islands |
RFRF USD SOFR/2.23650 11/21/23-30Y LCH | 1.36 mm | 1.00 contracts | 0.09 | Interest rate derivative | N/A | USA |
PALMER SQUARE LOAN FUNDING LTD PSTAT 2021 3A A1 144A | 1.34 mm | 1.34 mm principal | 0.09 | ABS-collateralized bond/debt obligation | Long | Cayman Islands |
SARANAC CLO LTD SRANC 2018 6A A1R 144A | 1.33 mm | 1.33 mm principal | 0.09 | ABS-collateralized bond/debt obligation | Long | Jersey |
PALMER SQUARE EUROPEAN LOAN FU PSTET 2023 3A A 144A | 1.32 mm | 1.20 mm principal | 0.09 | ABS-collateralized bond/debt obligation | Long | Ireland |
HOME EQUITY ASSET TRUST HEAT 2005 8 M2 | 1.31 mm | 1.35 mm principal | 0.09 | ABS-mortgage backed security | Long | USA |
GOVERNMENT NATIONAL MORTGAGE A GNR 2017 H10 FB | 1.30 mm | 1.29 mm principal | 0.09 | ABS-mortgage backed security | Long | USA |
PALMER SQUARE EUROPEAN LOAN FU PSTET 2022 2A A 144A | 1.28 mm | 1.17 mm principal | 0.09 | ABS-collateralized bond/debt obligation | Long | Ireland |
FREDDIEMAC STRIP FHS 278 F1 | 1.28 mm | 1.31 mm principal | 0.09 | ABS-mortgage backed security | Long | USA |
ARES EURO CLO ARESE 2013 6A ARR 144A | 1.26 mm | 1.15 mm principal | 0.09 | ABS-collateralized bond/debt obligation | Long | Ireland |
RFRF USD SF+26.161/1.8* 11/15/23-5Y LCH | 1.23 mm | 1.00 contracts | 0.08 | Interest rate derivative | N/A | USA |
522 FUNDING CLO LTD MORGN 2018 3A AR 144A | 1.20 mm | 1.20 mm principal | 0.08 | ABS-collateralized bond/debt obligation | Long | Cayman Islands |
VIBRANT CLO LTD VIBR 2019 11A A1R1 144A | 1.19 mm | 1.20 mm principal | 0.08 | ABS-collateralized bond/debt obligation | Long | Cayman Islands |
CARLYLE GLOBAL MARKET STRATEGI CGMS 2013 1A A1RR 144A | 1.19 mm | 1.19 mm principal | 0.08 | ABS-collateralized bond/debt obligation | Long | Cayman Islands |
SOUND POINT CLO LTD SNDPT 2015 2A ARRR 144A | 1.19 mm | 1.20 mm principal | 0.08 | ABS-collateralized bond/debt obligation | Long | Cayman Islands |
BAC Bank Of America Corp. | 1.17 mm | 1.22 mm shares | 0.08 | Preferred equity | Long | USA |
OCTAGON INVESTMENT PARTNERS LT OCT18 2018 18A A1A 144A | 1.13 mm | 1.13 mm principal | 0.08 | ABS-collateralized bond/debt obligation | Long | Cayman Islands |
NEW CENTURY HOME EQUITY LOAN T NCHET 2006 2 A2B | 1.11 mm | 1.15 mm principal | 0.07 | ABS-mortgage backed security | Long | USA |
ANCHORAGE CAPITAL CLO LTD ANCHC 2019 11A AR 144A | 1.10 mm | 1.10 mm principal | 0.07 | ABS-collateralized bond/debt obligation | Long | Cayman Islands |
CIFC EUROPEAN FUNDING CLO CIFCE 3A A 144A | 1.09 mm | 1.00 mm principal | 0.07 | ABS-collateralized bond/debt obligation | Long | Ireland |
COUNTRYWIDE ALTERNATIVE LOAN T CWALT 2006 OA11 A1B | 1.09 mm | 1.17 mm principal | 0.07 | ABS-mortgage backed security | Long | USA |
MP CLO VII, LTD MP7 2015 1A AR3 144A | 1.04 mm | 1.04 mm principal | 0.07 | ABS-collateralized bond/debt obligation | Long | Cayman Islands |
COUNTRYWIDE ASSET BACKED CERTI CWL 2006 19 2A3 | 1.02 mm | 1.07 mm principal | 0.07 | ABS-mortgage backed security | Long | USA |
INF SWAP US IT 1.7975 08/25/20-7Y LCH | 1.02 mm | 1.00 contracts | 0.07 | Interest rate derivative | N/A | USA |
CATAMARAN CLO LTD CRMN 2014 1A A1AR 144A | 1.01 mm | 1.01 mm principal | 0.07 | ABS-collateralized bond/debt obligation | Long | Cayman Islands |
CAPITAL FOUR US CLO C4US 2022 1A AR 144A | 1.00 mm | 1.00 mm principal | 0.07 | ABS-collateralized bond/debt obligation | Long | Jersey |
COUNTRYWIDE ALTERNATIVE LOAN T CWALT 2007 1T1 1A1 | 991.03 k | 2.59 mm principal | 0.07 | ABS-mortgage backed security | Long | USA |
INF SWAP US IT 1.89 08/27/20-7Y LCH | 986.37 k | 1.00 contracts | 0.07 | Interest rate derivative | N/A | USA |
INF SWAP US IT 2.41875 03/05/21-5Y LCH | 953.91 k | 1.00 contracts | 0.06 | Interest rate derivative | N/A | USA |
SOUNDVIEW HOME EQUITY LOAN TRU SVHE 2007 OPT1 1A1 | 948.31 k | 1.35 mm principal | 0.06 | ABS-mortgage backed security | Long | USA |
RESIDENTIAL ASSET SECURITIES C RASC 2006 KS7 M1 | 944.26 k | 966.97 k principal | 0.06 | ABS-mortgage backed security | Long | USA |
TCW CLO TCW 2018 1A A1R 144A | 941.39 k | 940.81 k principal | 0.06 | ABS-collateralized bond/debt obligation | Long | Cayman Islands |
APIDOS CLO LTD APID 2017 27A A1R 144A | 938.88 k | 940.56 k principal | 0.06 | ABS-collateralized bond/debt obligation | Long | Cayman Islands |
CARLYLE GLOBAL MARKET STRATEGI CGMSE 2018 2A A1A 144A | 917.82 k | 839.31 k principal | 0.06 | ABS-collateralized bond/debt obligation | Long | Ireland |
SECURITIZED ASSET BACKED RECEI SABR 2006 HE1 A2C | 904.91 k | 2.61 mm principal | 0.06 | ABS-mortgage backed security | Long | USA |
LCM LOAN INCOME FUND LTD LCMLF 1A A 144A | 875.59 k | 875.91 k principal | 0.06 | ABS-collateralized bond/debt obligation | Long | Cayman Islands |
MAGNETITE CLO LTD MAGNE 2016 18A AR2 144A | 868.11 k | 867.71 k principal | 0.06 | ABS-collateralized bond/debt obligation | Long | Cayman Islands |
CONTEGO CLO DAC CONTE 4A AR 144A | 867.68 k | 797.27 k principal | 0.06 | ABS-collateralized bond/debt obligation | Long | Ireland |
MIDOCEAN CREDIT CLO MIDO 2018 8A A1R 144A | 863.37 k | 864.59 k principal | 0.06 | ABS-collateralized bond/debt obligation | Long | Cayman Islands |
HARVEST CLO HARVT 18A A1 144A | 843.23 k | 771.14 k principal | 0.06 | ABS-collateralized bond/debt obligation | Long | Ireland |
ANCHORAGE CAPITAL CLO LTD ANCHC 2015 6A ARR 144A | 801.62 k | 802.07 k principal | 0.05 | ABS-collateralized bond/debt obligation | Long | Cayman Islands |
OCTAGON INVESTMENT PARTNERS XX OCT21 2014 1A AAR3 144A | 798.87 k | 800.00 k principal | 0.05 | ABS-collateralized bond/debt obligation | Long | Cayman Islands |
LCM LTD PARTNERSHIP LCM 13A AR3 144A | 782.69 k | 781.96 k principal | 0.05 | ABS-collateralized bond/debt obligation | Long | Cayman Islands |
FREDDIE MAC FHR 4779 WF | 779.88 k | 798.81 k principal | 0.05 | ABS-mortgage backed security | Long | USA |
CITIGROUP MORTGAGE LOAN TRUST CMLTI 2007 AR4 1A1A | 777.94 k | 904.56 k principal | 0.05 | ABS-mortgage backed security | Long | USA |
FIDELITY GRAND HARBOUR CLO GRANH 2019 1A A 144A | 770.01 k | 700.00 k principal | 0.05 | ABS-collateralized bond/debt obligation | Long | Ireland |
BLACKROCK EUROPEAN CLO DAC BECLO 9A A 144A | 763.75 k | 700.00 k principal | 0.05 | ABS-collateralized bond/debt obligation | Long | Ireland |
KKR FINANCIAL CLO LTD KKR 9 AR2 144A | 745.26 k | 746.32 k principal | 0.05 | ABS-collateralized bond/debt obligation | Long | Cayman Islands |
PALMER SQUARE CLO LTD PLMRS 2018 2A A1A 144A | 742.00 k | 740.71 k principal | 0.05 | ABS-collateralized bond/debt obligation | Long | Cayman Islands |
LEHMAN ABS MANUFACTURED HOUSIN LABMH 2001 B M2 | 740.60 k | 848.97 k principal | 0.05 | ABS-other | Long | USA |
FREDDIE MAC FHR 4687 FG | 708.10 k | 731.10 k principal | 0.05 | ABS-mortgage backed security | Long | USA |
ARES CLO LTD ARES 2018 50A AR 144A | 700.00 k | 700.00 k principal | 0.05 | ABS-collateralized bond/debt obligation | Long | Cayman Islands |
EUROSAIL PLC ESAIL 2007 3X A3A REGS | 698.35 k | 550.08 k principal | 0.05 | ABS-mortgage backed security | Long | UK |
FHLMC STRUCTURED PASS THROUGH FSPC T 62 1A1 | 688.71 k | 757.70 k principal | 0.05 | ABS-mortgage backed security | Long | USA |
STRATUS CLO STRAS 2021 3A A 144A | 686.55 k | 689.62 k principal | 0.05 | ABS-collateralized bond/debt obligation | Long | Cayman Islands |
MORGAN STANLEY CAPITAL INC MSAC 2006 HE8 A2D | 679.57 k | 1.57 mm principal | 0.05 | ABS-mortgage backed security | Long | USA |
RFRF USD SF+26.161/1.84 11/21/23-5Y LCH | 664.48 k | 1.00 contracts | 0.04 | Interest rate derivative | N/A | USA |
BIRCH GROVE CLO LTD. BGCLO 19A AR 144A | 662.87 k | 663.51 k principal | 0.04 | ABS-collateralized bond/debt obligation | Long | Cayman Islands |
MAN GLG EURO CLO GLGE 4A A1 144A | 661.12 k | 604.53 k principal | 0.04 | ABS-collateralized bond/debt obligation | Long | Ireland |
OCP EURO CLO OCPE 2017 2A A 144A | 659.72 k | 600.65 k principal | 0.04 | ABS-collateralized bond/debt obligation | Long | Ireland |
SEGOVIA EUROPEAN CLO 6 2019 SEGOV 2019 6A AR 144A | 653.96 k | 600.00 k principal | 0.04 | ABS-collateralized bond/debt obligation | Long | Ireland |
ST PAULS CLO SPAUL 4A ARR1 144A | 651.39 k | 596.18 k principal | 0.04 | ABS-collateralized bond/debt obligation | Long | Ireland |
ROMARK CLO LTD RMRK 2017 1A A1R 144A | 650.63 k | 652.00 k principal | 0.04 | ABS-collateralized bond/debt obligation | Long | Cayman Islands |
TORO EUROPEAN CLO TCLO 5A ANV 144A | 650.50 k | 593.43 k principal | 0.04 | ABS-collateralized bond/debt obligation | Long | Ireland |
TRS R 5.62/9128282L3 MYC | 649.79 k | 1.00 contracts | 0.04 | Credit derivative | N/A | USA |
LLOYDS BANKING GROUP PLC JR SUBORDINA REGS 12/49 VAR | 647.71 k | 600.00 k principal | 0.04 | Debt | Long | UK |
BENEFIT STREET PARTNERS CLO LT BSP 2017 12A A1R 144A | 626.42 k | 627.09 k principal | 0.04 | ABS-collateralized bond/debt obligation | Long | Cayman Islands |
LCM LTD PARTNERSHIP LCM 25A AR 144A | 622.08 k | 624.10 k principal | 0.04 | ABS-collateralized bond/debt obligation | Long | Cayman Islands |
GOVERNMENT NATIONAL MORTGAGE A GNR 2023 H11 FC | 613.56 k | 610.23 k principal | 0.04 | ABS-mortgage backed security | Long | USA |
REGATTA VIII FUNDING LTD REGT8 2017 1A A 144A | 606.20 k | 606.46 k principal | 0.04 | ABS-collateralized bond/debt obligation | Long | Cayman Islands |
HALSEYPOINT CLO 3, LTD. HLSY 2020 3A A1A 144A | 600.30 k | 600.00 k principal | 0.04 | ABS-collateralized bond/debt obligation | Long | Cayman Islands |
CEDAR FUNDING LTD CEDF 2016 5A A1R 144A | 599.98 k | 600.00 k principal | 0.04 | ABS-collateralized bond/debt obligation | Long | Cayman Islands |
OAKTREE CLO LTD OAKCL 2019 1A A1R 144A | 599.01 k | 600.00 k principal | 0.04 | ABS-collateralized bond/debt obligation | Long | Cayman Islands |
OZLM LTD OZLM 2019 24A A1AR 144A | 598.30 k | 600.00 k principal | 0.04 | ABS-collateralized bond/debt obligation | Long | Cayman Islands |
SOUNDVIEW HOME EQUITY LOAN TRU SVHE 2007 OPT2 2A3 | 594.59 k | 688.59 k principal | 0.04 | ABS-mortgage backed security | Long | USA |
COUNTRYWIDE HOME LOANS CWHL 2005 HYB6 2A1 | 592.81 k | 617.97 k principal | 0.04 | ABS-mortgage backed security | Long | USA |
DRYDEN SENIOR LOAN FUND DRSLF 2018 64A A 144A | 580.03 k | 581.02 k principal | 0.04 | ABS-collateralized bond/debt obligation | Long | Cayman Islands |
ALME LOAN FUNDING LTD ALME 3A ARRE 144A | 572.35 k | 521.58 k principal | 0.04 | ABS-collateralized bond/debt obligation | Long | Ireland |
IRS EUR 2.87880 06/12/23-9Y* LCH | 568.78 k | 1.00 contracts | 0.04 | Interest rate derivative | N/A | N/A |
FED HM LN PC POOL SD8245 FR 09/52 FIXED 4.5 | 567.52 k | 585.05 k principal | 0.04 | ABS-mortgage backed security | Long | USA |
ATLAS SENIOR LOAN FUND LTD ATCLO 2017 8A A 144A | 560.28 k | 561.04 k principal | 0.04 | ABS-collateralized bond/debt obligation | Long | Cayman Islands |
INF SWAP US IT 2.7675 05/13/21-5Y LCH | 556.52 k | 1.00 contracts | 0.04 | Interest rate derivative | N/A | USA |
OZLM LTD OZLM 2014 8A A1R3 144A | 555.86 k | 556.18 k principal | 0.04 | ABS-collateralized bond/debt obligation | Long | Cayman Islands |
VOYA CLO LTD VOYA 2015 1A A1R 144A | 555.50 k | 555.49 k principal | 0.04 | ABS-collateralized bond/debt obligation | Long | Cayman Islands |
FREMONT HOME LOAN TRUST FHLT 2006 C 1A1 | 548.67 k | 624.86 k principal | 0.04 | ABS-mortgage backed security | Long | USA |
BASTILLE FUNDING BAST 2020 3A A 144A | 545.07 k | 500.00 k principal | 0.04 | ABS-collateralized bond/debt obligation | Long | Ireland |