Fund profile
Tickers
VPVCRDV, VPVCRVV, PCOMRSI, PCOMRSM
Fund manager
Total assets
$888.43 mm
Liabilities
$492.98 mm
Net assets
$395.44 mm
Number of holdings
540.00
Top 200 of 540 Holdings
Security | $Holding | Balance | % of Fund | Category | Position | Country |
---|---|---|---|---|---|---|
CITIGROUP REPO REPO 5807 | 57.80 mm | 57.80 mm principal | 14.62 | Repurchase agreement | Long | USA |
TSY INFL IX N/B 10/27 1.625 | 40.98 mm | 41.29 mm principal | 10.36 | Debt | Long | USA |
TSY INFL IX N/B 10/25 0.125 | 26.23 mm | 27.27 mm principal | 6.63 | Debt | Long | USA |
TSY INFL IX N/B 04/26 0.125 | 24.14 mm | 25.35 mm principal | 6.10 | Debt | Long | USA |
TSY INFL IX N/B 01/28 0.5 | 23.88 mm | 25.23 mm principal | 6.04 | Debt | Long | USA |
TSY INFL IX N/B 01/26 0.625 | 22.28 mm | 23.09 mm principal | 5.63 | Debt | Long | USA |
TSY INFL IX N/B 04/25 0.125 | 22.17 mm | 22.99 mm principal | 5.61 | Debt | Long | USA |
TSY INFL IX N/B 01/29 0.875 | 17.03 mm | 17.79 mm principal | 4.31 | Debt | Long | USA |
TSY INFL IX N/B 07/26 0.125 | 14.21 mm | 14.91 mm principal | 3.59 | Debt | Long | USA |
TSY INFL IX N/B 04/28 1.25 | 14.19 mm | 14.57 mm principal | 3.59 | Debt | Long | USA |
TREASURY BILL 02/24 0.00000 | 12.31 mm | 12.41 mm principal | 3.11 | Debt | Long | USA |
BUONI POLIENNALI DEL TES SR UNSECURED 144A REGS 05/25 1 | 10.43 mm | 9.59 mm principal | 2.64 | Debt | Long | Italy |
TSY INFL IX N/B 07/27 0.375 | 9.90 mm | 10.41 mm principal | 2.50 | Debt | Long | USA |
FNMA TBA 30 YR 4.5 SINGLE FAMILY MORTGAGE | 9.80 mm | 10.10 mm principal | 2.48 | ABS-mortgage backed security | Long | USA |
FNMA TBA 30 YR 6 SINGLE FAMILY MORTGAGE | 9.65 mm | 9.50 mm principal | 2.44 | ABS-mortgage backed security | Long | USA |
PIMCO PRV SHORT TERM FLT III MUTUAL FUND | 9.20 mm | 945.42 k principal | 2.33 | Short-term investment vehicle | Long | USA |
TREASURY BILL 01/24 0.00000 | 9.08 mm | 9.08 mm principal | 2.30 | Debt | Long | USA |
TSY INFL IX N/B 01/25 2.375 | 8.39 mm | 8.45 mm principal | 2.12 | Debt | Long | USA |
TSY INFL IX N/B 10/26 0.125 | 7.84 mm | 8.25 mm principal | 1.98 | Debt | Long | USA |
TSY INFL IX N/B 01/27 0.375 | 7.64 mm | 8.04 mm principal | 1.93 | Debt | Long | USA |
JAPAN GOVT CPI LINKED BONDS 03/29 0.1 | 6.94 mm | 929.16 mm principal | 1.76 | Debt | Long | Japan |
TSY INFL IX N/B 04/24 0.5 | 5.97 mm | 6.05 mm principal | 1.51 | Debt | Long | USA |
TSY INFL IX N/B 07/33 1.375 | 5.91 mm | 6.09 mm principal | 1.49 | Debt | Long | USA |
FNMA TBA 30 YR 4 SINGLE FAMILY MORTGAGE | 5.70 mm | 6.03 mm principal | 1.44 | ABS-mortgage backed security | Long | USA |
TSY INFL IX N/B 07/28 0.75 | 5.26 mm | 5.49 mm principal | 1.33 | Debt | Long | USA |
FNMA TBA 30 YR 4 SINGLE FAMILY MORTGAGE | 4.73 mm | 5.00 mm principal | 1.20 | ABS-mortgage backed security | Long | USA |
TSY INFL IX N/B 07/25 0.375 | 4.62 mm | 4.77 mm principal | 1.17 | Debt | Long | USA |
TSY INFL IX N/B 07/24 0.125 | 4.58 mm | 4.66 mm principal | 1.16 | Debt | Long | USA |
TSY INFL IX N/B 04/27 0.125 | 3.99 mm | 4.25 mm principal | 1.01 | Debt | Long | USA |
FRANCE (GOVT OF) BONDS 144A REGS 07/31 0.1 | 3.35 mm | 3.08 mm principal | 0.85 | Debt | Long | France |
FNMA TBA 30 YR 5.5 SINGLE FAMILY MORTGAGE | 3.31 mm | 3.30 mm principal | 0.84 | ABS-mortgage backed security | Long | USA |
FNMA TBA 30 YR 6.5 SINGLE FAMILY MORTGAGE | 2.97 mm | 2.90 mm principal | 0.75 | ABS-mortgage backed security | Long | USA |
FRANCE (GOVT OF) BONDS 144A REGS 03/26 0.1 | 2.97 mm | 2.72 mm principal | 0.75 | Debt | Long | France |
JAPAN GOVT CPI LINKED BONDS 03/28 0.1 | 2.72 mm | 364.33 mm principal | 0.69 | Debt | Long | Japan |
IRS EUR 3.00000 03/20/24-10Y LCH | 2.60 mm | 1.00 contracts | 0.66 | Interest rate derivative | N/A | N/A |
TSY INFL IX N/B 01/29 2.5 | 2.43 mm | 2.35 mm principal | 0.61 | Debt | Long | USA |
FRANCE (GOVT OF) BONDS 144A REGS 07/38 0.1 | 2.40 mm | 2.32 mm principal | 0.61 | Debt | Long | France |
LETRA TESOURO NACIONAL BILLS 07/24 0.00000 | 2.35 mm | 12.00 mm principal | 0.59 | Debt | Long | Brazil |
TSY INFL IX N/B 01/28 1.75 | 1.71 mm | 1.72 mm principal | 0.43 | Debt | Long | USA |
LETRA TESOURO NACIONAL BILLS 04/24 0.00000 | 1.61 mm | 8.00 mm principal | 0.41 | Debt | Long | Brazil |
US ULTRA BOND CBT MAR24 XCBT 20240319 | 1.39 mm | 112.00 contracts | 0.35 | Interest rate derivative | N/A | USA |
VMC FINANCE LLC VMC 2022 FL5 A 144A | 1.36 mm | 1.40 mm principal | 0.34 | ABS-collateralized bond/debt obligation | Long | USA |
OCP EURO CLO OCPE 2017 2A A 144A | 1.32 mm | 1.20 mm principal | 0.33 | ABS-collateralized bond/debt obligation | Long | Ireland |
SECURITIZED ASSET BACKED RECEI SABR 2006 WM3 A3 | 1.29 mm | 3.84 mm principal | 0.33 | ABS-mortgage backed security | Long | USA |
BUONI POLIENNALI DEL TES SR UNSECURED 144A REGS 05/30 0 | 1.24 mm | 1.20 mm principal | 0.31 | Debt | Long | Italy |
CARLYLE GLOBAL MARKET STRATEGI CGMSE 2017 2A A1R 144A | 1.23 mm | 1.12 mm principal | 0.31 | ABS-collateralized bond/debt obligation | Long | Ireland |
AT+T INC | 1.18 mm | 1.20 mm principal | 0.30 | Debt | Long | USA |
ARBOR REALTY COLLATERALIZED LO ARCLO 2022 FL1 A 144A | 1.18 mm | 1.20 mm principal | 0.30 | ABS-collateralized bond/debt obligation | Long | Cayman Islands |
TSY INFL IX N/B 07/30 0.125 | 1.06 mm | 1.18 mm principal | 0.27 | Debt | Long | USA |
SOUND POINT CLO LTD SNDPT 2017 3A A1R 144A | 1.02 mm | 1.02 mm principal | 0.26 | ABS-collateralized bond/debt obligation | Long | Cayman Islands |
TRS R 5.57/91282CDC2 MYC | 979.14 k | 1.00 contracts | 0.25 | Credit derivative | N/A | USA |
CARLYLE GLOBAL MARKET STRATEGI CGMSE 2014 2A AR1 144A | 978.07 k | 898.32 k principal | 0.25 | ABS-collateralized bond/debt obligation | Long | Ireland |
MADISON PARK FUNDING LTD MDPK 2017 23A AR 144A | 969.87 k | 970.36 k principal | 0.25 | ABS-collateralized bond/debt obligation | Long | Cayman Islands |
FRANCE (GOVT OF) BONDS REGS 07/24 0.25 | 966.47 k | 881.26 k principal | 0.24 | Debt | Long | France |
TSY INFL IX N/B 04/29 3.875 | 932.85 k | 845.94 k principal | 0.24 | Debt | Long | USA |
IRS EUR 0.19700 11/08/22-30Y LCH | 894.69 k | 1.00 contracts | 0.23 | Interest rate derivative | N/A | N/A |
CANADIAN GOVERNMENT RRB BONDS 12/26 4.25 | 886.88 k | 1.08 mm principal | 0.22 | Debt | Long | Canada |
CORDATUS CLO PLC CORDA 11A AR 144A | 869.50 k | 798.27 k principal | 0.22 | ABS-collateralized bond/debt obligation | Long | Ireland |
INF SWAP US IT 2.31125 02/24/21-10Y LCH | 867.23 k | 1.00 contracts | 0.22 | Interest rate derivative | N/A | USA |
US 10YR ULTRA FUT MAR24 XCBT 20240319 | 826.88 k | 179.00 contracts | 0.21 | Interest rate derivative | N/A | USA |
MADISON PARK FUNDING LTD MDPK 2019 34A AR 144A | 800.02 k | 800.00 k principal | 0.20 | ABS-collateralized bond/debt obligation | Long | Cayman Islands |
WELLFLEET CLO LTD WELF 2019 XA A1R 144A | 796.44 k | 798.98 k principal | 0.20 | ABS-collateralized bond/debt obligation | Long | Cayman Islands |
NEUBERGER BERMAN CLO LTD NEUB 2017 25A AR 144A | 768.96 k | 770.81 k principal | 0.19 | ABS-collateralized bond/debt obligation | Long | Cayman Islands |
MADISON PARK EURO FUNDING CADOG 13A AR 144A | 761.51 k | 700.00 k principal | 0.19 | ABS-collateralized bond/debt obligation | Long | Ireland |
ARMADA EURO CLO ARMDA 3A A1R 144A | 760.49 k | 696.27 k principal | 0.19 | ABS-collateralized bond/debt obligation | Long | Ireland |
CARLYLE GLOBAL MARKET STRATEGI CGMSE 2017 3A A1R 144A | 758.81 k | 694.13 k principal | 0.19 | ABS-collateralized bond/debt obligation | Long | Ireland |
TSY INFL IX N/B 01/25 0.25 | 756.58 k | 779.39 k principal | 0.19 | Debt | Long | USA |
MADISON PARK FUNDING LTD MDPK 2018 30A A 144A | 741.45 k | 744.26 k principal | 0.19 | ABS-collateralized bond/debt obligation | Long | Cayman Islands |
RFRF USD SOFR/2.28500 11/15/23-30Y LCH | 719.78 k | 1.00 contracts | 0.18 | Interest rate derivative | N/A | USA |
COUNTRYWIDE HOME LOANS CWHL 2005 HYB6 2A1 | 716.80 k | 747.21 k principal | 0.18 | ABS-mortgage backed security | Long | USA |
ALLEGRO CLO LTD ALLEG 2018 3A A 144A | 700.70 k | 700.00 k principal | 0.18 | ABS-collateralized bond/debt obligation | Long | Cayman Islands |
MF1 MULTIFAMILY HOUSING MORTGA MF1 2022 FL9 A 144A | 699.19 k | 700.00 k principal | 0.18 | ABS-collateralized bond/debt obligation | Long | USA |
VENTURE CDO LTD VENTR 2019 36A A1AR 144A | 698.03 k | 700.00 k principal | 0.18 | ABS-collateralized bond/debt obligation | Long | Cayman Islands |
HARVEST CLO HARVT 11A ARR 144A | 650.23 k | 595.42 k principal | 0.16 | ABS-collateralized bond/debt obligation | Long | Ireland |
MAGNETITE CLO LTD MAGNE 2014 8A AR2 144A | 649.41 k | 650.54 k principal | 0.16 | ABS-collateralized bond/debt obligation | Long | Cayman Islands |
ASSET BACKED FUNDING CERTIFICA ABFC 2006 OPT2 A2 | 633.64 k | 685.07 k principal | 0.16 | ABS-mortgage backed security | Long | USA |
BABSON CLO LTD BABSN 2015 IA AR 144A | 613.37 k | 613.83 k principal | 0.16 | ABS-collateralized bond/debt obligation | Long | Cayman Islands |
CA CARBON ALLOW 24DEC24 IFED 20241224 | 609.56 k | 218.00 contracts | 0.15 | Commodity derivative | N/A | USA |
MARATHON OIL CORPORAT | 599.55 k | 600.00 k principal | 0.15 | Debt | Long | USA |
LCM LTD PARTNERSHIP LCM 17A A1AR 144A | 599.37 k | 600.00 k principal | 0.15 | ABS-collateralized bond/debt obligation | Long | Cayman Islands |
LCM LTD PARTNERSHIP LCM 29A AR 144A | 597.01 k | 600.00 k principal | 0.15 | ABS-collateralized bond/debt obligation | Long | Cayman Islands |
CIT MORTGAGE LOAN TRUST CITM 2007 1 1M1 144A | 589.45 k | 595.61 k principal | 0.15 | ABS-mortgage backed security | Long | USA |
LOANCORE 2022 CRE7 ISSUER LTD. LNCR 2022 CRE7 A 144A | 588.53 k | 600.00 k principal | 0.15 | ABS-collateralized bond/debt obligation | Long | Cayman Islands |
SOUND POINT CLO LTD SNDPT 2017 2A AR 144A | 572.72 k | 573.39 k principal | 0.14 | ABS-collateralized bond/debt obligation | Long | Cayman Islands |
PALMER SQUARE EUROPEAN LOAN FU PSTET 2022 1A A 144A | 566.44 k | 521.40 k principal | 0.14 | ABS-collateralized bond/debt obligation | Long | Ireland |
NATIONAL BK HUNGARY BILL BILLS 01/24 0.00000 | 550.22 k | 191.00 mm principal | 0.14 | Debt | Long | Hungary |
EURO GALAXY CLO DAC EGLXY 2013 3A ARRR 144A | 541.72 k | 499.48 k principal | 0.14 | ABS-collateralized bond/debt obligation | Long | Ireland |
HARVEST CLO HARVT 20A AR 144A | 535.08 k | 491.95 k principal | 0.14 | ABS-collateralized bond/debt obligation | Long | Ireland |
BLACKROCK EUROPEAN CLO DAC BECLO 7A AR 144A | 533.59 k | 491.01 k principal | 0.13 | ABS-collateralized bond/debt obligation | Long | Ireland |
RFR USD SOFR/2.86500 02/13/24-30Y LCH | 533.18 k | 1.00 contracts | 0.13 | Interest rate derivative | N/A | USA |
STATE STREET REPO | 529.00 k | 529.00 k principal | 0.13 | Repurchase agreement | Long | USA |
CBAM CLO MANAGEMENT LLC CBAM 2017 1A A1 144A | 528.54 k | 528.49 k principal | 0.13 | ABS-collateralized bond/debt obligation | Long | Cayman Islands |
NEW RESIDENTIAL MORTGAGE LOAN NRZT 2019 RPL3 A1 144A | 516.45 k | 546.29 k principal | 0.13 | ABS-mortgage backed security | Long | USA |
APIDOS CLO LTD APID 2017 27A A1R 144A | 512.11 k | 513.03 k principal | 0.13 | ABS-collateralized bond/debt obligation | Long | Cayman Islands |
TOWD POINT MORTGAGE FUNDING TPMF 2019 GR4A A1 144A | 509.28 k | 399.14 k principal | 0.13 | ABS-mortgage backed security | Long | UK |
BPCRE HOLDER LLC BPCRE 2022 FL2 A 144A | 500.27 k | 500.00 k principal | 0.13 | ABS-collateralized bond/debt obligation | Long | Bermuda |
VOYA CLO LTD VOYA 2017 2A A1R 144A | 491.93 k | 492.47 k principal | 0.12 | ABS-collateralized bond/debt obligation | Long | Cayman Islands |
APIDOS CLO LTD APID 2017 26A A1AR 144A | 483.96 k | 484.66 k principal | 0.12 | ABS-collateralized bond/debt obligation | Long | Cayman Islands |
TEACHERS INSURANCE AND ANNUITY TIA 2016 1A AR 144A | 477.65 k | 477.67 k principal | 0.12 | ABS-collateralized bond/debt obligation | Long | Cayman Islands |
IRS EUR 0.19500 11/04/22-30Y LCH | 472.76 k | 1.00 contracts | 0.12 | Interest rate derivative | N/A | N/A |
IRS EUR 0.19000 11/04/22-30Y LCH | 448.91 k | 1.00 contracts | 0.11 | Interest rate derivative | N/A | N/A |
COUNTRYWIDE ALTERNATIVE LOAN T CWALT 2006 OA17 1A1A | 446.46 k | 518.90 k principal | 0.11 | ABS-mortgage backed security | Long | USA |
ATLAS SENIOR LOAN FUND LTD ATCLO 2019 13A A1NR 144A | 445.49 k | 445.72 k principal | 0.11 | ABS-collateralized bond/debt obligation | Long | Cayman Islands |
DRYDEN EURO CLO DRYD 2017 52A AR 144A | 434.11 k | 399.28 k principal | 0.11 | ABS-collateralized bond/debt obligation | Long | Ireland |
CORDATUS CLO PLC CORDA 7A ARR 144A | 433.08 k | 398.32 k principal | 0.11 | ABS-collateralized bond/debt obligation | Long | Ireland |
DENALI CAPITAL CLO XII LTD DEN12 2016 1A A1R 144A | 429.93 k | 430.30 k principal | 0.11 | ABS-collateralized bond/debt obligation | Long | Cayman Islands |
TCW CLO TCW 2018 1A A1R 144A | 427.91 k | 427.64 k principal | 0.11 | ABS-collateralized bond/debt obligation | Long | Cayman Islands |
OAK HILL EUROPEAN CREDIT PARTN OHECP 2017 6A A1 144A | 418.32 k | 382.03 k principal | 0.11 | ABS-collateralized bond/debt obligation | Long | Ireland |
US 10YR NOTE (CBT)MAR24 XCBT 20240319 | 411.79 k | 104.00 contracts | 0.10 | Interest rate derivative | N/A | USA |
OZLM LTD OZLM 2015 11A A1R 144A | 409.64 k | 409.06 k principal | 0.10 | ABS-collateralized bond/debt obligation | Long | Cayman Islands |
GLOBAL PMTS INC | 398.71 k | 400.00 k principal | 0.10 | Debt | Long | USA |
COUNTRYWIDE ASSET BACKED CERTI CWL 2007 8 1A1 | 398.48 k | 429.96 k principal | 0.10 | ABS-mortgage backed security | Long | USA |
DRYDEN SENIOR LOAN FUND DRSLF 2019 80A AR 144A | 397.12 k | 400.00 k principal | 0.10 | ABS-collateralized bond/debt obligation | Long | Cayman Islands |
BAIN CAPITAL CREDIT CLO, LIMIT BCC 2017 1A A1R 144A | 393.47 k | 393.89 k principal | 0.10 | ABS-collateralized bond/debt obligation | Long | Cayman Islands |
TPG REAL ESTATE FINANCE TRTX 2022 FL5 A 144A | 391.89 k | 400.00 k principal | 0.10 | ABS-collateralized bond/debt obligation | Long | Cayman Islands |
TRS R 5.62/912828S50 MYC | 388.32 k | 1.00 contracts | 0.10 | Credit derivative | N/A | USA |
SOUNDVIEW HOME EQUITY LOAN TRU SVHE 2007 OPT1 1A1 | 386.35 k | 548.18 k principal | 0.10 | ABS-mortgage backed security | Long | USA |
CITIGROUP MORTGAGE LOAN TRUST CMLTI 2006 WFH3 M3 | 385.77 k | 400.00 k principal | 0.10 | ABS-mortgage backed security | Long | USA |
RENAISSANCE HOME EQUITY LOAN T RAMC 2007 3 AF1 | 376.55 k | 895.30 k principal | 0.10 | ABS-mortgage backed security | Long | USA |
LCM LTD PARTNERSHIP LCM 26A A1 144A | 369.24 k | 368.75 k principal | 0.09 | ABS-collateralized bond/debt obligation | Long | Cayman Islands |
SYMPHONY STATIC CLO LTD SSTAT 2021 1A A 144A | 360.15 k | 362.58 k principal | 0.09 | ABS-collateralized bond/debt obligation | Long | Cayman Islands |
RFRF USD SOFR/2.23650 11/21/23-30Y LCH | 359.41 k | 1.00 contracts | 0.09 | Interest rate derivative | N/A | USA |
KINDER MORGAN INC | 348.63 k | 350.00 k principal | 0.09 | Debt | Long | USA |
GALAXY CLO LTD GALXY 2013 15A ARR 144A | 347.74 k | 348.12 k principal | 0.09 | ABS-collateralized bond/debt obligation | Long | Cayman Islands |
LEHMAN XS TRUST LXS 2007 20N A1 | 336.67 k | 352.48 k principal | 0.09 | ABS-mortgage backed security | Long | USA |
TSY INFL IX N/B 02/40 2.125 | 336.56 k | 327.40 k principal | 0.09 | Debt | Long | USA |
VENTURE CDO LTD VENTR 2017 29A AR 144A | 334.24 k | 334.87 k principal | 0.08 | ABS-collateralized bond/debt obligation | Long | Cayman Islands |
CIFC FUNDING LTD CIFC 2017 3A A1 144A | 328.63 k | 328.27 k principal | 0.08 | ABS-collateralized bond/debt obligation | Long | Cayman Islands |
OAK HILL EUROPEAN CREDIT PARTN OHECP 2018 7A AR 144A | 326.69 k | 299.22 k principal | 0.08 | ABS-collateralized bond/debt obligation | Long | Ireland |
CORN FUTURE MAR24 XCBT 20240314 | 325.11 k | -203.00 contracts | 0.08 | Commodity derivative | N/A | USA |
RFRF USD SF+26.161/1.8* 11/15/23-5Y LCH | 324.42 k | 1.00 contracts | 0.08 | Interest rate derivative | N/A | USA |
LOW SU GASOIL G MAR24 IFEU 20240312 | 322.07 k | -27.00 contracts | 0.08 | Commodity derivative | N/A | UK |
GOVERNMENT NATIONAL MORTGAGE A GNR 2018 H15 FG | 311.46 k | 317.43 k principal | 0.08 | ABS-mortgage backed security | Long | USA |
MOUNTAIN VIEW CLO MVEW 2017 1A AR 144A | 309.13 k | 309.04 k principal | 0.08 | ABS-collateralized bond/debt obligation | Long | Cayman Islands |
JUBILEE CDO BV JUBIL 2014 12A ARRR 144A | 300.98 k | 275.08 k principal | 0.08 | ABS-collateralized bond/debt obligation | Long | Ireland |
VENTURE CDO LTD VENTR 2019 38A A1R 144A | 299.40 k | 300.00 k principal | 0.08 | ABS-collateralized bond/debt obligation | Long | Cayman Islands |
CRESTLINE DENALI CLO XIV, LTD DEN14 2016 1A AR2 144A | 295.08 k | 295.04 k principal | 0.07 | ABS-collateralized bond/debt obligation | Long | Cayman Islands |
COUNTRYWIDE ALTERNATIVE LOAN T CWALT 2006 HY11 A1 | 277.37 k | 313.04 k principal | 0.07 | ABS-mortgage backed security | Long | USA |
SLM STUDENT LOAN TRUST SLMA 2004 3A A6B 144A | 273.30 k | 282.28 k principal | 0.07 | ABS-other | Long | USA |
TRS R 5.62/91282CCM1 MYC | 267.29 k | 1.00 contracts | 0.07 | Credit derivative | N/A | USA |
TRS R 5.57/912828Y38 MYC | 250.81 k | 1.00 contracts | 0.06 | Credit derivative | N/A | USA |
VW CR INC | 249.81 k | 250.00 k principal | 0.06 | Debt | Long | USA |
ENERGY TRANSFER PARTNERS | 249.76 k | 250.00 k principal | 0.06 | Debt | Long | USA |
FIDELITY NATL INFORMATION SVCS | 249.74 k | 250.00 k principal | 0.06 | Debt | Long | USA |
GLOBAL PMTS INC 01/24 ZCP | 249.71 k | 250.00 k principal | 0.06 | Debt | Long | USA |
QUANTA SVCS INC DISC COML PAPE | 249.52 k | 250.00 k principal | 0.06 | Debt | Long | USA |
ARROW ELECTRONICS INC | 249.44 k | 250.00 k principal | 0.06 | Debt | Long | USA |
CIGNA CORPORATION | 249.31 k | 250.00 k principal | 0.06 | Debt | Long | USA |
FIDELITY NATL INFORMATION SVCS | 249.31 k | 250.00 k principal | 0.06 | Debt | Long | USA |
L3HARRIS TECHNOLOGIES INC 01/24 ZCP | 249.31 k | 250.00 k principal | 0.06 | Debt | Long | USA |
VF CORPORATION | 249.28 k | 250.00 k principal | 0.06 | Debt | Long | USA |
CIGNA CORPORATION | 249.27 k | 250.00 k principal | 0.06 | Debt | Long | USA |
QUANTA SVCS INC DISC COML PAPE | 249.23 k | 250.00 k principal | 0.06 | Debt | Long | USA |
ARROW ELECTRONICS INC | 249.00 k | 250.00 k principal | 0.06 | Debt | Long | USA |
BACARDI MARTINI B V | 248.98 k | 250.00 k principal | 0.06 | Debt | Long | USA |
BIRCH GROVE CLO LTD. BGCLO 19A AR 144A | 248.57 k | 248.82 k principal | 0.06 | ABS-collateralized bond/debt obligation | Long | Cayman Islands |
CONSTELLATION ENERGY GENERATIO | 248.10 k | 250.00 k principal | 0.06 | Debt | Long | USA |
L3HARRIS TECHNOLOGIES INC | 247.93 k | 250.00 k principal | 0.06 | Debt | Long | USA |
FREDDIEMAC STRIP FHS 278 F1 | 241.51 k | 247.19 k principal | 0.06 | ABS-mortgage backed security | Long | USA |
HOME EQUITY ASSET TRUST HEAT 2005 8 M2 | 237.58 k | 245.90 k principal | 0.06 | ABS-mortgage backed security | Long | USA |
SECURITIZED ASSET BACKED RECEI SABR 2006 FR3 A3 | 234.25 k | 446.72 k principal | 0.06 | ABS-mortgage backed security | Long | USA |
GOVERNMENT NATIONAL MORTGAGE A GNR 2017 H10 FB | 231.49 k | 230.95 k principal | 0.06 | ABS-mortgage backed security | Long | USA |
DRYDEN SENIOR LOAN FUND DRSLF 2013 26A AR 144A | 220.96 k | 221.35 k principal | 0.06 | ABS-collateralized bond/debt obligation | Long | Cayman Islands |
BAC Bank Of America Corp. | 220.74 k | 230.00 k shares | 0.06 | Preferred equity | Long | USA |
ARGENT SECURITIES INC. ARSI 2006 M1 A1 | 200.80 k | 230.40 k principal | 0.05 | ABS-mortgage backed security | Long | USA |
ARES CLO LTD ARES 2016 40A A1RR 144A | 197.53 k | 197.94 k principal | 0.05 | ABS-collateralized bond/debt obligation | Long | Cayman Islands |
MP CLO VII, LTD MP7 2015 1A AR3 144A | 194.74 k | 194.99 k principal | 0.05 | ABS-collateralized bond/debt obligation | Long | Cayman Islands |
LONG BEACH MORTGAGE LOAN TRUST LBMLT 2006 7 2A2 | 189.63 k | 477.78 k principal | 0.05 | ABS-mortgage backed security | Long | USA |
EURO-BTP FUTURE MAR24 XEUR 20240307 | 186.04 k | 39.00 contracts | 0.05 | Interest rate derivative | N/A | Germany |
AMERICAN MONEY MANAGEMENT CORP AMMC 2013 12A AR2 144A | 182.48 k | 182.80 k principal | 0.05 | ABS-collateralized bond/debt obligation | Long | Cayman Islands |
RFRF USD SF+26.161/1.84 11/21/23-5Y LCH | 175.35 k | 1.00 contracts | 0.04 | Interest rate derivative | N/A | USA |
COUNTRYWIDE ASSET BACKED CERTI CWL 2006 19 2A3 | 162.56 k | 170.63 k principal | 0.04 | ABS-mortgage backed security | Long | USA |
IRS EUR 2.87880 06/12/23-9Y* LCH | 161.66 k | 1.00 contracts | 0.04 | Interest rate derivative | N/A | N/A |
NY HARB ULSD FUT MAR24 XNYM 20240229 | 158.85 k | -12.00 contracts | 0.04 | Commodity derivative | N/A | USA |
MORGAN STANLEY MORTGAGE LOAN T MSM 2006 15XS A6A | 157.44 k | 673.81 k principal | 0.04 | ABS-mortgage backed security | Long | USA |
TSY INFL IX N/B 02/43 0.625 | 156.97 k | 200.73 k principal | 0.04 | Debt | Long | USA |
TORO EUROPEAN CLO TCLO 1A ARE 144A | 145.80 k | 131.88 k principal | 0.04 | ABS-collateralized bond/debt obligation | Long | Ireland |
FREDDIE MAC FHR 4779 WF | 145.43 k | 148.96 k principal | 0.04 | ABS-mortgage backed security | Long | USA |
FIXED INC CLEARING CORP.REPO
Fixed Income Clearing Corp
|
142.00 k | 142.00 k principal | 0.04 | Repurchase agreement | Long | USA |
RESIDENTIAL ASSET SECURITIES C RASC 2006 EMX4 A4 | 140.83 k | 146.13 k principal | 0.04 | ABS-mortgage backed security | Long | USA |
SGX IRON ORE 62 MAR24 XSIM 20240328 | 137.38 k | 104.00 contracts | 0.03 | Commodity derivative | N/A | Singapore |
ARGENT SECURITIES INC. ARSI 2006 W4 A2C | 136.48 k | 558.84 k principal | 0.03 | ABS-mortgage backed security | Long | USA |
CREDIT SUISSE MORTGAGE TRUST CSMC 2015 3R 5A2 144A | 136.40 k | 141.25 k principal | 0.03 | ABS-mortgage backed security | Long | USA |
EUROSAIL PLC ESAIL 2007 3X A3A REGS | 131.45 k | 103.54 k principal | 0.03 | ABS-mortgage backed security | Long | UK |
UBS GROUP AG SR UNSECURED REGS 03/29 VAR | 127.38 k | 100.00 k principal | 0.03 | Debt | Long | Switzerland |
RFR USD SOFR/4.60600 10/31/23-2Y LCH | 125.25 k | 1.00 contracts | 0.03 | Interest rate derivative | N/A | USA |
BRENT CRUDE FUTR DEC25 IFEU 20251031 | 118.55 k | -30.00 contracts | 0.03 | Commodity derivative | N/A | UK |
TSY INFL IX N/B 02/44 1.375 | 118.12 k | 132.01 k principal | 0.03 | Debt | Long | USA |
TRS R 5.57/912828N71 MYC | 111.13 k | 1.00 contracts | 0.03 | Credit derivative | N/A | USA |
VARS GOLDLNPM 0.06325225 04/10/26 JPM | 110.94 k | 1.00 contracts | 0.03 | Interest rate derivative | N/A | USA |
SECURITIZED ASSET BACKED RECEI SABR 2006 HE2 A2C | 110.87 k | 278.22 k principal | 0.03 | ABS-mortgage backed security | Long | USA |
ALLIANCE BANCORP TRUST ALBT 2007 OA1 A1 | 102.00 k | 120.62 k principal | 0.03 | ABS-mortgage backed security | Long | USA |
UBS GROUP AG SR UNSECURED REGS 01/28 VAR | 101.01 k | 100.00 k principal | 0.03 | Debt | Long | Switzerland |
VENTURE CDO LTD VENTR 2016 25A ARR 144A | 99.28 k | 99.20 k principal | 0.03 | ABS-collateralized bond/debt obligation | Long | Cayman Islands |
INF SWAP EM NI 2.763 09/15/23-30Y LCH | 98.19 k | 1.00 contracts | 0.02 | Interest rate derivative | N/A | N/A |
TSY INFL IX N/B 07/32 0.625 | 96.80 k | 105.89 k principal | 0.02 | Debt | Long | USA |
LOW SU GASOIL G JUN24 IFEU 20240612 | 91.76 k | -12.00 contracts | 0.02 | Commodity derivative | N/A | UK |
LEHMAN XS TRUST LXS 2006 8 3A4 | 90.77 k | 96.37 k principal | 0.02 | ABS-mortgage backed security | Long | USA |
CITIGROUP MORTGAGE LOAN TRUST CMLTI 2007 10 22AA | 90.06 k | 101.93 k principal | 0.02 | ABS-mortgage backed security | Long | USA |
INF SWAP US IT 1.79375 08/24/20-7Y LCH | 87.57 k | 1.00 contracts | 0.02 | Interest rate derivative | N/A | USA |