Fund profile
Tickers
VPVGBDV, VPVGBVV, VPVGBIV
Fund manager
Total assets
$232.59 mm
Liabilities
$105.91 mm
Net assets
$126.68 mm
Number of holdings
855.00
Top 200 of 855 Holdings
Security | $Holding | Balance | % of Fund | Category | Position | Country |
---|---|---|---|---|---|---|
FNMA TBA 30 YR 5.5 SINGLE FAMILY MORTGAGE | 9.24 mm | 9.20 mm principal | 7.30 | ABS-mortgage backed security | Long | USA |
JAPAN TREASURY DISC BILL BILLS 02/24 0.00000 | 8.09 mm | 1.14 bn principal | 6.38 | Debt | Long | Japan |
FNMA TBA 30 YR 6.5 SINGLE FAMILY MORTGAGE | 6.76 mm | 6.60 mm principal | 5.34 | ABS-mortgage backed security | Long | USA |
PIMCO PRV SHORT TERM FLT III MUTUAL FUND | 5.87 mm | 603.35 k principal | 4.63 | Short-term investment vehicle | Long | USA |
EFSF GOVT GUARANT REGS 05/33 1.25 | 5.78 mm | 5.90 mm principal | 4.56 | Debt | Long | Luxembourg |
FNMA TBA 30 YR 5 SINGLE FAMILY MORTGAGE | 5.54 mm | 5.60 mm principal | 4.38 | ABS-mortgage backed security | Long | USA |
FNMA TBA 30 YR 5 SINGLE FAMILY MORTGAGE | 4.95 mm | 5.00 mm principal | 3.91 | ABS-mortgage backed security | Long | USA |
FNMA TBA 30 YR 4 SINGLE FAMILY MORTGAGE | 4.73 mm | 5.00 mm principal | 3.74 | ABS-mortgage backed security | Long | USA |
FNMA TBA 30 YR 6 SINGLE FAMILY MORTGAGE | 4.47 mm | 4.40 mm principal | 3.53 | ABS-mortgage backed security | Long | USA |
FNMA TBA 30 YR 4.5 SINGLE FAMILY MORTGAGE | 3.88 mm | 4.00 mm principal | 3.06 | ABS-mortgage backed security | Long | USA |
JAPAN TREASURY DISC BILL BILLS 03/24 0.00000 | 3.26 mm | 460.00 mm principal | 2.58 | Debt | Long | Japan |
JAPAN TREASURY DISC BILL BILLS 02/24 0.00000 | 3.05 mm | 430.00 mm principal | 2.41 | Debt | Long | Japan |
JAPAN TREASURY DISC BILL BILLS 02/24 0.00000 | 2.91 mm | 410.00 mm principal | 2.30 | Debt | Long | Japan |
JAPAN FIN ORG MUNICIPAL SR UNSECURED REGS 09/27 2.375 | 2.50 mm | 2.30 mm principal | 1.97 | Debt | Long | Japan |
FNMA POOL MA4840 FN 12/52 FIXED 4.5 | 2.20 mm | 2.26 mm principal | 1.73 | ABS-mortgage backed security | Long | USA |
UNEDIC GOVT GUARANT REGS 05/28 0.875 | 2.06 mm | 2.00 mm principal | 1.63 | Debt | Long | France |
JAPAN TREASURY DISC BILL BILLS 02/24 0.00000 | 2.06 mm | 290.00 mm principal | 1.62 | Debt | Long | Japan |
TSY INFL IX N/B 01/28 1.75 | 2.04 mm | 2.06 mm principal | 1.61 | Debt | Long | USA |
FNMA TBA 30 YR 4 SINGLE FAMILY MORTGAGE | 1.89 mm | 2.00 mm principal | 1.49 | ABS-mortgage backed security | Long | USA |
JAPAN TREASURY DISC BILL BILLS 03/24 0.00000 | 1.70 mm | 240.00 mm principal | 1.34 | Debt | Long | Japan |
JAPAN (2 YEAR ISSUE) BONDS 10/24 0.005 | 1.63 mm | 230.00 mm principal | 1.29 | Debt | Long | Japan |
NATIONAL BK HUNGARY BILL BILLS 01/24 0.00000 | 1.53 mm | 531.00 mm principal | 1.21 | Debt | Long | Hungary |
JAPAN GOVT CPI LINKED BONDS 03/28 0.1 | 1.39 mm | 186.48 mm principal | 1.10 | Debt | Long | Japan |
TSY INFL IX N/B 01/25 0.25 | 1.39 mm | 1.43 mm principal | 1.09 | Debt | Long | USA |
AUSTRALIAN GOVERNMENT SR UNSECURED REGS 09/26 0.5 | 1.38 mm | 2.20 mm principal | 1.09 | Debt | Long | Australia |
CANADIAN GOVERNMENT BONDS 12/33 3.25 | 1.38 mm | 1.80 mm principal | 1.09 | Debt | Long | Canada |
EUROPEAN INVESTMENT BANK SR UNSECURED 01/27 0.5 | 1.25 mm | 1.20 mm principal | 0.99 | Debt | Long | N/A |
JAPAN TREASURY DISC BILL BILLS 04/24 0.00000 | 1.21 mm | 170.00 mm principal | 0.95 | Debt | Long | Japan |
KFW GOVT GUARANT REGS 12/27 0.0000 | 1.21 mm | 1.20 mm principal | 0.95 | Debt | Long | Germany |
RFR GBP SONIO/4.50000 03/20/24-10Y LCH | 1.20 mm | 1.00 contracts | 0.95 | Interest rate derivative | N/A | UK |
NYKREDIT REALKREDIT AS COVERED REGS 10/50 1 | 1.14 mm | 9.85 mm principal | 0.90 | Debt | Long | Denmark |
FRANCE (GOVT OF) BONDS REGS 05/52 0.75 | 1.01 mm | 1.60 mm principal | 0.80 | Debt | Long | France |
KOREA TREASURY BOND SR UNSECURED 06/31 2 | 1.00 mm | 1.40 bn principal | 0.79 | Debt | Long | Korea, Republic of |
JYSKE REALKREDIT A/S COVERED 10/50 1 | 977.13 k | 8.86 mm principal | 0.77 | Debt | Long | Denmark |
JAPAN TREASURY DISC BILL BILLS 01/24 0.00000 | 922.10 k | 130.00 mm principal | 0.73 | Debt | Long | Japan |
JAPAN TREASURY DISC BILL BILLS 01/24 0.00000 | 922.00 k | 130.00 mm principal | 0.73 | Debt | Long | Japan |
TSY INFL IX N/B 04/25 0.125 | 918.98 k | 952.90 k principal | 0.73 | Debt | Long | USA |
MORGAN STANLEY CAPITAL INC MSAC 2006 HE5 A2D | 917.63 k | 1.77 mm principal | 0.72 | ABS-mortgage backed security | Long | USA |
RIPON MORTGAGES PLC RIPON 1RA A 144A | 869.10 k | 683.86 k principal | 0.69 | ABS-mortgage backed security | Long | UK |
JAPAN (20 YEAR ISSUE) BONDS 09/43 1.5 | 794.64 k | 110.00 mm principal | 0.63 | Debt | Long | Japan |
TSY INFL IX N/B 01/33 1.125 | 782.27 k | 826.30 k principal | 0.62 | Debt | Long | USA |
JAPAN (2 YEAR ISSUE) BONDS 04/24 0.005 | 780.46 k | 110.00 mm principal | 0.62 | Debt | Long | Japan |
EUROPEAN UNION SR UNSECURED REGS 11/27 2.5 | 776.01 k | 700.00 k principal | 0.61 | Debt | Long | N/A |
FRANCE (GOVT OF) UNSECURED 144A REGS 05/48 2 | 730.76 k | 800.00 k principal | 0.58 | Debt | Long | France |
JP MORGAN MORTGAGE TRUST JPMMT 2021 INV8 A2 144A | 715.71 k | 834.60 k principal | 0.56 | ABS-mortgage backed security | Long | USA |
JAPAN (2 YEAR ISSUE) BONDS 03/24 0.005 | 709.39 k | 100.00 mm principal | 0.56 | Debt | Long | Japan |
TOWD POINT MORTGAGE TRUST TPMT 2019 4 A1 144A | 698.51 k | 742.80 k principal | 0.55 | ABS-mortgage backed security | Long | USA |
IRS EUR 3.25000 03/20/24-5Y LCH | 677.97 k | 1.00 contracts | 0.54 | Interest rate derivative | N/A | N/A |
CDX IG41 5Y ICE | 656.17 k | 1.00 contracts | 0.52 | Credit derivative | N/A | USA |
Credit Suisse Group AG | 640.67 k | 600.00 k principal | 0.51 | Debt | Long | Switzerland |
CHARTER COMM OPT LLC/CAP SR SECURED 10/35 6.384 | 609.70 k | 600.00 k principal | 0.48 | Debt | Long | USA |
IRS EUR 3.00000 03/20/24-10Y LCH | 589.49 k | 1.00 contracts | 0.47 | Interest rate derivative | N/A | N/A |
BONOS Y OBLIG DEL ESTADO SR UNSECURED 144A REGS 07/66 3 | 569.32 k | 550.00 k principal | 0.45 | Debt | Long | Spain |
JYSKE REALKREDIT A/S COVERED REGS 10/50 1 | 560.92 k | 4.83 mm principal | 0.44 | Debt | Long | Denmark |
GCAT GCAT 2023 NQM4 A1 | 552.31 k | 600.00 k principal | 0.44 | ABS-mortgage backed security | Long | USA |
JAPAN (30 YEAR ISSUE) BONDS 03/49 0.5 | 550.31 k | 100.00 mm principal | 0.43 | Debt | Long | Japan |
DEVELOPMENT BK OF JAPAN SR UNSECURED REGS 09/26 2.125 | 542.28 k | 500.00 k principal | 0.43 | Debt | Long | Japan |
COUNTRYWIDE ASSET BACKED CERTI CWL 2006 25 2A4 | 533.54 k | 564.30 k principal | 0.42 | ABS-mortgage backed security | Long | USA |
TOWD POINT MORTGAGE FUNDING TPMF 2019 A13A A1 144A | 532.00 k | 416.22 k principal | 0.42 | ABS-mortgage backed security | Long | UK |
STRATTON MORTGAGE FUNDING PLC STRA 2021 2A A 144A | 518.54 k | 406.87 k principal | 0.41 | ABS-mortgage backed security | Long | UK |
MFRA TRUST MFRA 2023 NQM4 A1 144A | 503.02 k | 500.00 k principal | 0.40 | ABS-mortgage backed security | Long | USA |
PRESTON RIDGE PARTNERS MORTGAG PRPM 2023 NQM3 A1 144A | 502.58 k | 500.00 k principal | 0.40 | ABS-mortgage backed security | Long | USA |
SYMPHONY CLO LTD SYMP 2023 39A A 144A | 500.62 k | 500.00 k principal | 0.40 | ABS-collateralized bond/debt obligation | Long | Bermuda |
GS Goldman Sachs Group, Inc. | 499.81 k | 500.00 k principal | 0.39 | Debt | Long | USA |
LCM LTD PARTNERSHIP LCM 30A AR 144A | 498.64 k | 500.00 k principal | 0.39 | ABS-collateralized bond/debt obligation | Long | Cayman Islands |
TOYOTA AUTO LOAN EXTENDED NOTE TALNT 2019 1A A 144A | 493.77 k | 500.00 k principal | 0.39 | ABS-other | Long | USA |
JP MORGAN MORTGAGE TRUST JPMMT 2021 INV4 A2 144A | 492.88 k | 574.74 k principal | 0.39 | ABS-mortgage backed security | Long | USA |
STARWOOD COMMERCIAL MORTGAGE T STWD 2021 FL2 A 144A | 487.26 k | 499.10 k principal | 0.38 | ABS-collateralized bond/debt obligation | Long | Cayman Islands |
JP MORGAN MORTGAGE TRUST JPMMT 2021 INV6 A2 144A | 477.96 k | 556.54 k principal | 0.38 | ABS-mortgage backed security | Long | USA |
ONE NEW YORK PLAZA TRUST 2020 ONYP 2020 1NYP A 144A | 476.72 k | 500.00 k principal | 0.38 | ABS-mortgage backed security | Long | USA |
RFR GBP SONIO/5.00000 03/20/24-5Y LCH | 475.12 k | 1.00 contracts | 0.38 | Interest rate derivative | N/A | UK |
TSY INFL IX N/B 01/28 0.5 | 472.26 k | 498.93 k principal | 0.37 | Debt | Long | USA |
NOVASTAR HOME EQUITY LOAN NHEL 2006 1 A2D | 471.38 k | 500.00 k principal | 0.37 | ABS-mortgage backed security | Long | USA |
LETRA TESOURO NACIONAL BILLS 07/24 0.00000 | 470.17 k | 2.40 mm principal | 0.37 | Debt | Long | Brazil |
CITIGROUP MORTGAGE LOAN TRUST CMLTI 2005 OPT4 M6 | 467.23 k | 500.00 k principal | 0.37 | ABS-mortgage backed security | Long | USA |
JP MORGAN MORTGAGE TRUST JPMMT 2022 INV1 A3 144A | 450.15 k | 524.92 k principal | 0.36 | ABS-mortgage backed security | Long | USA |
ARMADA EURO CLO ARMDA 3A A1R 144A | 434.57 k | 397.87 k principal | 0.34 | ABS-collateralized bond/debt obligation | Long | Ireland |
SOUNDVIEW HOME EQUITY LOAN TRU SVHE 2006 3 A4 | 422.87 k | 449.24 k principal | 0.33 | ABS-mortgage backed security | Long | USA |
CIFC FUNDING LTD CIFC 2017 4A A1R 144A | 421.55 k | 421.86 k principal | 0.33 | ABS-collateralized bond/debt obligation | Long | Cayman Islands |
HARVEST CLO HARVT 21A A2R 144A | 418.28 k | 400.00 k principal | 0.33 | ABS-collateralized bond/debt obligation | Long | Ireland |
BIRCH GROVE CLO LTD. BGCLO 19A AR 144A | 414.29 k | 414.70 k principal | 0.33 | ABS-collateralized bond/debt obligation | Long | Cayman Islands |
IRS EUR 3.50000 03/20/24-2Y LCH | 413.90 k | 1.00 contracts | 0.33 | Interest rate derivative | N/A | N/A |
GSAMP TRUST GSAMP 2006 HE3 A2D | 413.07 k | 441.74 k principal | 0.33 | ABS-mortgage backed security | Long | USA |
CITIGROUP MORTGAGE LOAN TRUST CMLTI 2021 INV1 A3A 144A | 411.57 k | 499.68 k principal | 0.32 | ABS-mortgage backed security | Long | USA |
ACE SECURITIES CORP. ACE 2005 HE5 M4 | 403.06 k | 415.79 k principal | 0.32 | ABS-mortgage backed security | Long | USA |
JPMORGAN CHASE + CO SR UNSECURED 04/26 VAR | 393.70 k | 400.00 k principal | 0.31 | Debt | Long | USA |
NATWEST GROUP PLC SR UNSECURED 05/29 VAR | 393.18 k | 400.00 k principal | 0.31 | Debt | Long | UK |
BDS LTD BDS 2021 FL10 A 144A | 391.83 k | 400.00 k principal | 0.31 | ABS-collateralized bond/debt obligation | Long | Cayman Islands |
RFR USD SOFR/4.25000 03/20/24-10Y LCH | 389.51 k | 1.00 contracts | 0.31 | Interest rate derivative | N/A | USA |
RFR JPY MUT+5.89/0.4000 06/19/19-20Y LCH | 388.61 k | 1.00 contracts | 0.31 | Interest rate derivative | N/A | Japan |
JAPAN FIN ORG MUNICIPAL SR UNSECURED 144A 09/25 0.625 | 372.88 k | 400.00 k principal | 0.29 | Debt | Long | Japan |
NYO COMMERCIAL MORTGAGE TRUST NYO 2021 1290 A 144A | 370.15 k | 400.00 k principal | 0.29 | ABS-mortgage backed security | Long | USA |
Credit Suisse Group AG | 369.01 k | 300.00 k principal | 0.29 | Debt | Long | Switzerland |
JAPAN (30 YEAR ISSUE) BONDS 06/51 0.7 | 360.82 k | 64.00 mm principal | 0.28 | Debt | Long | Japan |
JAPAN (2 YEAR ISSUE) BONDS 05/24 0.005 | 354.79 k | 50.00 mm principal | 0.28 | Debt | Long | Japan |
MANHATTAN WEST OMW 2020 1MW A 144A | 353.88 k | 400.00 k principal | 0.28 | ABS-mortgage backed security | Long | USA |
NORDEA KREDIT REALKREDIT COVERED 04/24 1 | 353.16 k | 2.40 mm principal | 0.28 | Debt | Long | Denmark |
CONSECO FINANCE SECURITIZATION CNF 2001 1 A5 | 348.23 k | 344.85 k principal | 0.27 | ABS-other | Long | USA |
VOYA CLO LTD VOYA 2017 1A A1R 144A | 342.91 k | 343.17 k principal | 0.27 | ABS-collateralized bond/debt obligation | Long | Cayman Islands |
BARCLAYS PLC SR UNSECURED REGS 06/24 VAR | 342.58 k | 500.00 k principal | 0.27 | Debt | Long | UK |
ROMANIA SR UNSECURED 144A 09/26 5 | 340.46 k | 300.00 k principal | 0.27 | Debt | Long | Romania |
RFR USD SOFR/1.85000 04/21/23-1Y LCH | 334.74 k | 1.00 contracts | 0.26 | Interest rate derivative | N/A | USA |
MORGAN STANLEY CAPITAL INC MSAC 2007 HE5 A2A | 331.10 k | 773.40 k principal | 0.26 | ABS-mortgage backed security | Long | USA |
TSY INFL IX N/B 04/29 3.875 | 330.21 k | 299.45 k principal | 0.26 | Debt | Long | USA |
LANDWIRTSCH. RENTENBANK GOVT GUARANT REGS 04/24 5.375 | 315.70 k | 500.00 k principal | 0.25 | Debt | Long | Germany |
CREDIT AGRICOLE SA 144A 10/29 VAR | 314.51 k | 300.00 k principal | 0.25 | Debt | Long | France |
Credit Suisse Group AG | 311.74 k | 300.00 k principal | 0.25 | Debt | Long | Switzerland |
GCAT GCAT 2022 INV2 A5 144A | 311.09 k | 362.77 k principal | 0.25 | ABS-mortgage backed security | Long | USA |
SANTANDER UK GROUP HLDGS SR UNSECURED 01/29 VAR | 310.76 k | 300.00 k principal | 0.25 | Debt | Long | UK |
BANCA MONTE DEI PASCHI S COVERED REGS 10/27 0.875 | 309.16 k | 300.00 k principal | 0.24 | Debt | Long | Italy |
SMFG Sumitomo Mitsui Financial Group Inc | 307.23 k | 300.00 k principal | 0.24 | Debt | Long | Japan |
TSY INFL IX N/B 07/31 0.125 | 306.35 k | 344.38 k principal | 0.24 | Debt | Long | USA |
KOREA HOUSING FINANCE CO SR UNSECURED 144A 11/26 5.375 | 305.76 k | 300.00 k principal | 0.24 | Debt | Long | Korea, Republic of |
SAUDI INTERNATIONAL BOND SR UNSECURED 144A 01/28 4.75 | 303.46 k | 300.00 k principal | 0.24 | Debt | Long | Saudi Arabia |
MAN GLG EURO CLO GLGE 5A A1R 144A | 302.31 k | 277.00 k principal | 0.24 | ABS-collateralized bond/debt obligation | Long | Ireland |
ELMWOOD CLO VII LTD. ELMW7 2020 4A AR 144A | 300.52 k | 300.00 k principal | 0.24 | ABS-collateralized bond/debt obligation | Long | Cayman Islands |
HALSEYPOINT CLO 3, LTD. HLSY 2020 3A A1A 144A | 300.15 k | 300.00 k principal | 0.24 | ABS-collateralized bond/debt obligation | Long | Cayman Islands |
KREF 2022 FL3 LTD KREF 2022 FL3 A 144A | 296.83 k | 300.00 k principal | 0.23 | ABS-collateralized bond/debt obligation | Long | Cayman Islands |
ARBOR REALTY COLLATERALIZED LO ARCLO 2022 FL1 A 144A | 295.50 k | 300.00 k principal | 0.23 | ABS-collateralized bond/debt obligation | Long | Cayman Islands |
MF1 MULTIFAMILY HOUSING MORTGA MF1 2022 FL8 A 144A | 295.18 k | 300.00 k principal | 0.23 | ABS-collateralized bond/debt obligation | Long | Cayman Islands |
TPG REAL ESTATE FINANCE TRTX 2022 FL5 A 144A | 293.91 k | 300.00 k principal | 0.23 | ABS-collateralized bond/debt obligation | Long | Cayman Islands |
FORTRESS CBO INVESTMENTS LTD FORT 2022 FL3 A 144A | 292.68 k | 300.00 k principal | 0.23 | ABS-collateralized bond/debt obligation | Long | USA |
STARWOOD COMMERCIAL MORTGAGE T STWD 2022 FL3 A 144A | 291.45 k | 300.00 k principal | 0.23 | ABS-collateralized bond/debt obligation | Long | Cayman Islands |
STANDARD CHARTERED PLC SR UNSECURED 144A 11/25 VAR | 289.01 k | 300.00 k principal | 0.23 | Debt | Long | UK |
GNMA II POOL MA7589 G2 09/51 FIXED 2.5 | 284.34 k | 324.97 k principal | 0.22 | ABS-mortgage backed security | Long | USA |
FNMA POOL BF0334 FN 01/59 FIXED 3.5 | 280.03 k | 308.27 k principal | 0.22 | ABS-mortgage backed security | Long | USA |
MARBLE POINT CLO X LTD MP10 2017 1A AR 144A | 278.25 k | 277.69 k principal | 0.22 | ABS-collateralized bond/debt obligation | Long | Cayman Islands |
PMT LOAN TRUST 2021 INV1 PMTLT 2021 INV1 A3 144A | 275.28 k | 334.21 k principal | 0.22 | ABS-mortgage backed security | Long | USA |
CARLYLE GLOBAL MARKET STRATEGI CGMS 2017 1A A1R 144A | 272.94 k | 272.89 k principal | 0.22 | ABS-collateralized bond/debt obligation | Long | Cayman Islands |
CORDATUS CLO PLC CORDA 11A AR 144A | 271.72 k | 249.46 k principal | 0.21 | ABS-collateralized bond/debt obligation | Long | Ireland |
REALKREDIT DANMARK COVERED REGS 10/50 1 | 270.63 k | 2.33 mm principal | 0.21 | Debt | Long | Denmark |
JUBILEE CDO BV JUBIL 2016 17A A2RR 144A | 269.77 k | 250.00 k principal | 0.21 | ABS-collateralized bond/debt obligation | Long | Ireland |
TOWD POINT MORTGAGE FUNDING TPMF 2019 A13X A1 REGS | 266.00 k | 208.11 k principal | 0.21 | ABS-mortgage backed security | Long | UK |
BX TRUST BX 2021 21M A 144A | 264.99 k | 269.97 k principal | 0.21 | ABS-mortgage backed security | Long | USA |
COUNTRYWIDE HOME LOANS CWHL 2006 OA4 A2 | 260.96 k | 900.01 k principal | 0.21 | ABS-mortgage backed security | Long | USA |
KOREA TREASURY BOND BONDS 06/33 3.25 | 260.31 k | 332.83 mm principal | 0.21 | Debt | Long | Korea, Republic of |
JUBILEE CDO BV JUBIL 2014 11A ARR 144A | 259.14 k | 236.13 k principal | 0.20 | ABS-collateralized bond/debt obligation | Long | Ireland |
BOUGHT JPY SOLD USD 20240109
Bank of America, National Association
|
256.83 k | 1.00 contracts | 0.20 | DFE | N/A | Japan |
AUSTRALIAN GOVERNMENT BONDS REGS 05/30 2.5 | 253.33 k | 400.00 k principal | 0.20 | Debt | Long | Australia |
SHAMROCK RESIDENTIAL SROCK 2022 1 A REGS | 250.16 k | 227.38 k principal | 0.20 | ABS-mortgage backed security | Long | Ireland |
AVOLON HOLDINGS FNDG LTD COMPANY GUAR 144A 11/27 2.528 | 250.09 k | 282.00 k principal | 0.20 | Debt | Long | Cayman Islands |
LLOYDS BK CORP MKTS PLC SR UNSECURED REGS 07/24 1.75 | 249.84 k | 200.00 k principal | 0.20 | Debt | Long | UK |
FNMA POOL CA4346 FN 10/49 FIXED 3 | 244.63 k | 272.63 k principal | 0.19 | ABS-mortgage backed security | Long | USA |
STANDARD CHARTERED PLC SR UNSECURED 144A 06/32 VAR | 244.17 k | 300.00 k principal | 0.19 | Debt | Long | UK |
NEW RESIDENTIAL MORTGAGE LOAN NRZT 2019 RPL3 A1 144A | 238.36 k | 252.13 k principal | 0.19 | ABS-mortgage backed security | Long | USA |
BAIN CAPITAL CREDIT CLO, LIMIT BCC 2017 1A A1R 144A | 236.08 k | 236.33 k principal | 0.19 | ABS-collateralized bond/debt obligation | Long | Cayman Islands |
REPUBLIC OF POLAND SR UNSECURED REGS 02/33 3.875 | 230.24 k | 200.00 k principal | 0.18 | Debt | Long | Poland |
REPUBLIC OF PERU BONDS REGS 08/26 8.2 | 229.81 k | 800.00 k principal | 0.18 | Debt | Long | Peru |
KOREA TREASURY BOND BONDS 03/28 3.25 | 220.01 k | 279.65 mm principal | 0.17 | Debt | Long | Korea, Republic of |
BOUGHT JPY SOLD USD 20240109
BNP PARIBAS
|
219.85 k | 1.00 contracts | 0.17 | DFE | N/A | Japan |
TOWD POINT MORTGAGE FUNDING TPMF 2019 GR4A A1 144A | 218.26 k | 171.06 k principal | 0.17 | ABS-mortgage backed security | Long | UK |
EUROHOME UK MORTGAGES PLC EHMU 2007 1 A REGS | 216.32 k | 172.12 k principal | 0.17 | ABS-mortgage backed security | Long | UK |
TRINITY SQUARE TRINI 2021 1A A 144A | 216.26 k | 169.67 k principal | 0.17 | ABS-mortgage backed security | Long | UK |
SMB PRIVATE EDUCATION LOAN TRU SMB 2022 B A1B 144A | 216.06 k | 216.25 k principal | 0.17 | ABS-other | Long | USA |
US TREASURY N/B 02/41 1.875 | 215.85 k | 300.00 k principal | 0.17 | Debt | Long | USA |
KOREA TREASURY BOND BONDS 06/28 2.625 | 214.00 k | 281.14 mm principal | 0.17 | Debt | Long | Korea, Republic of |
HUNGARY SR UNSECURED 144A 09/32 6.25 | 213.90 k | 200.00 k principal | 0.17 | Debt | Long | Hungary |
BAYVIEW OPPORTUNITY MASTER FUN BVINV 2021 5 A1 144A | 213.57 k | 249.05 k principal | 0.17 | ABS-mortgage backed security | Long | USA |
APIDOS CLO LTD APID 2017 27A A1R 144A | 213.38 k | 213.76 k principal | 0.17 | ABS-collateralized bond/debt obligation | Long | Cayman Islands |
TMS ISSUER SARL SR SECURED 144A 08/32 5.78 | 209.13 k | 200.00 k principal | 0.17 | Debt | Long | Luxembourg |
NEW RESIDENTIAL MORTGAGE LOAN NRZT 2020 RPL1 A1 144A | 208.39 k | 221.62 k principal | 0.16 | ABS-mortgage backed security | Long | USA |
KSA SUKUK LTD SR UNSECURED 144A 10/28 5.268 | 207.97 k | 200.00 k principal | 0.16 | Debt | Long | Cayman Islands |
DEUTSCHE BANK AG REGS 01/27 1.625 | 207.62 k | 200.00 k principal | 0.16 | Debt | Long | Germany |
RESIDENTIAL MORTGAGE SECURITIE RMS 32A A 144A | 205.03 k | 160.55 k principal | 0.16 | ABS-mortgage backed security | Long | UK |
SAUDI INTERNATIONAL BOND SR UNSECURED 144A 07/33 4.875 | 204.53 k | 200.00 k principal | 0.16 | Debt | Long | Saudi Arabia |
CASSA DEPOSITI E PRESTIT SR UNSECURED 144A 05/26 5.75 | 199.86 k | 200.00 k principal | 0.16 | Debt | Long | Italy |
TOWD POINT MORTGAGE TRUST TPMT 2020 2 A1A 144A | 199.53 k | 224.43 k principal | 0.16 | ABS-mortgage backed security | Long | USA |
GLP CAPITAL LP / FIN II COMPANY GUAR 01/29 5.3 | 198.97 k | 200.00 k principal | 0.16 | Debt | Long | USA |
SCHYF Sands China Ltd | 197.36 k | 200.00 k principal | 0.16 | Debt | Long | Cayman Islands |
EUROSAIL PLC ESAIL 2007 3X A3A REGS | 197.18 k | 155.32 k principal | 0.16 | ABS-mortgage backed security | Long | UK |
CITIGROUP MORTGAGE LOAN TRUST CMLTI 2021 INV3 A3A 144A | 196.98 k | 239.15 k principal | 0.16 | ABS-mortgage backed security | Long | USA |
DEUTSCHE BANK NY 11/25 VAR | 196.77 k | 200.00 k principal | 0.16 | Debt | Long | Germany |
KOREA TREASURY BOND BONDS 12/28 2.375 | 196.47 k | 261.85 mm principal | 0.16 | Debt | Long | Korea, Republic of |
BAYER US FINANCE II LLC COMPANY GUAR 144A 12/25 4.25 | 194.98 k | 200.00 k principal | 0.15 | Debt | Long | USA |
C Citigroup Inc | 194.81 k | 200.00 k principal | 0.15 | Debt | Long | USA |
DEUTSCHE BANK NY SUBORDINATED 07/31 VAR | 194.28 k | 200.00 k principal | 0.15 | Debt | Long | Germany |
AERCAP IRELAND CAP/GLOBA COMPANY GUAR 10/24 1.65 | 193.13 k | 200.00 k principal | 0.15 | Debt | Long | Ireland |
HSBC HSBC Holdings plc | 192.80 k | 200.00 k principal | 0.15 | Debt | Long | UK |
FORD MOTOR CREDIT CO LLC SR UNSECURED 02/25 2.3 | 192.47 k | 200.00 k principal | 0.15 | Debt | Long | USA |
DEUTSCHE BANK AG REGS 11/30 VAR | 192.23 k | 200.00 k principal | 0.15 | Debt | Long | Germany |
SOCIETE GENERALE SR UNSECURED 144A 01/26 VAR | 192.19 k | 200.00 k principal | 0.15 | Debt | Long | France |
FED HM LN PC POOL RA4542 FR 02/51 FIXED 2.5 | 191.78 k | 224.31 k principal | 0.15 | ABS-mortgage backed security | Long | USA |
KOMMUNALBANKEN AS SR UNSECURED REGS 01/27 1.9 | 190.66 k | 300.00 k principal | 0.15 | Debt | Long | Norway |
BANCO SANTANDER SA SR UNSECURED 03/26 1.849 | 185.25 k | 200.00 k principal | 0.15 | Debt | Long | Spain |
SOCIETE GENERALE COMPANY GUAR 144A 01/28 VAR | 184.35 k | 200.00 k principal | 0.15 | Debt | Long | France |
ORGANON + CO/ORG SR SECURED 144A 04/28 4.125 | 184.28 k | 200.00 k principal | 0.15 | Debt | Long | USA |
STANDARD CHARTERED PLC 01/28 1 | 183.04 k | 200.00 k principal | 0.14 | Debt | Long | UK |
COUNTRYWIDE HOME LOANS CWHL 2005 11 6A1 | 181.96 k | 278.02 k principal | 0.14 | ABS-mortgage backed security | Long | USA |
ROMANIA UNSECURED 144A 07/30 1.75 | 179.06 k | 200.00 k principal | 0.14 | Debt | Long | Romania |
DEUTSCHE BANK NY 09/31 VAR | 175.64 k | 200.00 k principal | 0.14 | Debt | Long | Germany |
BCAP LLC TRUST BCAP 2011 RR4 7A1 144A | 173.42 k | 302.80 k principal | 0.14 | ABS-mortgage backed security | Long | USA |
COUNTRYWIDE HOME LOANS CWHL 2005 4 1A1 | 172.15 k | 195.20 k principal | 0.14 | ABS-mortgage backed security | Long | USA |
HSBC HSBC Holdings plc | 172.14 k | 200.00 k principal | 0.14 | Debt | Long | UK |
QATAR ENERGY SR UNSECURED 144A 07/31 2.25 | 170.51 k | 200.00 k principal | 0.13 | Debt | Long | Qatar |
CHEVY CHASE MORTGAGE FUNDING C CCMFC 2005 3A A1 144A | 168.60 k | 188.59 k principal | 0.13 | ABS-mortgage backed security | Long | USA |
CDX ITRAXX MAIN40 5Y ICE | 168.16 k | 1.00 contracts | 0.13 | Credit derivative | N/A | N/A |
ACCUNIA EUROPEAN CLO ACCUN 1A AR 144A | 167.79 k | 152.14 k principal | 0.13 | ABS-collateralized bond/debt obligation | Long | Ireland |
DEUTSCHE BANK NY SUBORDINATED 01/32 VAR | 167.74 k | 200.00 k principal | 0.13 | Debt | Long | Germany |
CARLYLE GLOBAL MARKET STRATEGI CGMS 2013 1A A1RR 144A | 164.92 k | 165.20 k principal | 0.13 | ABS-collateralized bond/debt obligation | Long | Cayman Islands |
AUSTRALIAN GOVERNMENT BONDS REGS 11/31 1 | 164.92 k | 300.00 k principal | 0.13 | Debt | Long | Australia |