Fund profile
Fund manager
Total assets
$2.98 bn
Liabilities
$1.57 bn
Net assets
$1.41 bn
Number of holdings
426.00
Top 200 of 426 Holdings
Security | $Holding | Balance | % of Fund | Category | Position | Country |
---|---|---|---|---|---|---|
Treasury, United States Department of | 91.04 mm | 99.30 mm principal | 6.47 | Debt | Long | USA |
Treasury, United States Department of | 79.49 mm | 69.60 mm principal | 5.65 | Debt | Long | USA |
Treasury, United States Department of | 56.19 mm | 48.50 mm principal | 3.99 | Debt | Long | USA |
Treasury, United States Department of | 53.77 mm | 58.20 mm principal | 3.82 | Debt | Long | USA |
Federal National Mortgage Association, Inc. | 51.91 mm | 56.50 mm principal | 3.69 | ABS-mortgage backed security | Long | USA |
Treasury, United States Department of | 49.40 mm | 47.80 mm principal | 3.51 | Debt | Long | USA |
Treasury, United States Department of | 45.21 mm | 37.93 mm principal | 3.21 | Debt | Long | USA |
Treasury, United States Department of | 43.65 mm | 38.52 mm principal | 3.10 | Debt | Long | USA |
Treasury, United States Department of | 43.60 mm | 40.95 mm principal | 3.10 | Debt | Long | USA |
Treasury, United States Department of | 40.91 mm | 20.61 mm principal | 2.91 | Debt | Long | USA |
Segretariato Generale Della Presidenza Della Repubblica | 40.04 mm | 38.30 mm principal | 2.85 | Debt | Long | Italy |
Treasury, United States Department of | 39.86 mm | 41.15 mm principal | 2.83 | Debt | Long | USA |
Treasury, United States Department of | 38.21 mm | 23.85 mm principal | 2.72 | Debt | Long | USA |
Treasury, United States Department of | 36.34 mm | 33.15 mm principal | 2.58 | Debt | Long | USA |
Treasury, United States Department of | 34.70 mm | 30.91 mm principal | 2.47 | Debt | Long | USA |
Treasury, United States Department of | 30.54 mm | 24.60 mm principal | 2.17 | Debt | Long | USA |
Treasury, United States Department of | 29.67 mm | 25.70 mm principal | 2.11 | Debt | Long | USA |
Treasury, United States Department of | 29.00 mm | 27.99 mm principal | 2.06 | Debt | Long | USA |
Treasury, United States Department of | 28.23 mm | 19.70 mm principal | 2.01 | Debt | Long | USA |
Treasury, United States Department of | 26.73 mm | 21.86 mm principal | 1.90 | Debt | Long | USA |
Treasury, United States Department of | 26.07 mm | 25.46 mm principal | 1.85 | Debt | Long | USA |
Treasury, United States Department of | 24.46 mm | 25.93 mm principal | 1.74 | Debt | Long | USA |
Treasury, United States Department of | 24.04 mm | 24.55 mm principal | 1.71 | Debt | Long | USA |
Treasury, United States Department of | 23.82 mm | 22.90 mm principal | 1.69 | Debt | Long | USA |
Treasury, United States Department of | 22.90 mm | 15.17 mm principal | 1.63 | Debt | Long | USA |
Treasury, United States Department of | 22.83 mm | 17.60 mm principal | 1.62 | Debt | Long | USA |
Treasury, United States Department of | 20.61 mm | 17.51 mm principal | 1.46 | Debt | Long | USA |
Treasury, United States Department of | 20.53 mm | 20.50 mm principal | 1.46 | Debt | Long | USA |
Federal National Mortgage Association, Inc. | 20.10 mm | 20.00 mm principal | 1.43 | ABS-mortgage backed security | Long | USA |
Treasury, United States Department of | 18.95 mm | 17.40 mm principal | 1.35 | Debt | Long | USA |
Treasury, United States Department of | 17.69 mm | 12.90 mm principal | 1.26 | Debt | Long | USA |
Treasury, United States Department of | 16.92 mm | 16.85 mm principal | 1.20 | Debt | Long | USA |
Federal National Mortgage Association, Inc. | 16.53 mm | 17.10 mm principal | 1.17 | ABS-mortgage backed security | Long | USA |
Treasury, United States Department of | 15.63 mm | 13.84 mm principal | 1.11 | Debt | Long | USA |
Cabinet Office, Government of Japan | 15.45 mm | 2.07 bn principal | 1.10 | Debt | Long | Japan |
Federal National Mortgage Association, Inc. | 15.10 mm | 16.00 mm principal | 1.07 | ABS-mortgage backed security | Long | USA |
Treasury, United States Department of | 14.90 mm | 16.14 mm principal | 1.06 | Debt | Long | USA |
Treasury, United States Department of | 14.72 mm | 7.35 mm principal | 1.05 | Debt | Long | USA |
Treasury, United States Department of | 13.73 mm | 9.69 mm principal | 0.98 | Debt | Long | USA |
Treasury, United States Department of | 13.57 mm | 20.77 mm principal | 0.96 | Debt | Long | USA |
Treasury, United States Department of | 13.07 mm | 9.68 mm principal | 0.93 | Debt | Long | USA |
Gouvernement De France | 12.78 mm | 10.50 mm principal | 0.91 | Debt | Long | France |
Treasury, United States Department of | 12.58 mm | 10.00 mm principal | 0.89 | Debt | Long | USA |
Cabinet Office, Government of Japan | 11.32 mm | 1.50 bn principal | 0.80 | Debt | Long | Japan |
Treasury, United States Department of | 11.21 mm | 18.60 mm principal | 0.80 | Debt | Long | USA |
Treasury, United States Department of | 9.64 mm | 9.70 mm principal | 0.69 | Debt | Long | USA |
Treasury, United States Department of | 9.38 mm | 8.40 mm principal | 0.67 | Debt | Long | USA |
Treasury, United States Department of | 8.88 mm | 12.70 mm principal | 0.63 | Debt | Long | USA |
Treasury, United States Department of | 8.63 mm | 6.99 mm principal | 0.61 | Debt | Long | USA |
EXCHANGE CLEARED IRS | 7.37 mm | 13.30 mm principal | 0.52 | Interest rate derivative | N/A | XX |
UniCredit S.p.A. | 6.76 mm | 6.75 mm principal | 0.48 | Debt | Long | USA |
Treasury, United States Department of | 6.64 mm | 7.20 mm principal | 0.47 | Debt | Long | USA |
Treasury, United States Department of | 6.12 mm | 6.34 mm principal | 0.44 | Debt | Long | USA |
Government of Canada | 5.33 mm | 3.80 mm principal | 0.38 | Debt | Long | Canada |
Gouvernement De France | 5.25 mm | 5.00 mm principal | 0.37 | Debt | Long | France |
Treasury, United States Department of | 4.93 mm | 5.80 mm principal | 0.35 | Short-term investment vehicle | Long | USA |
SWAPTION INTEREST RATE | 4.86 mm | 14.10 mm principal | 0.35 | Interest rate derivative | N/A | USA |
Gouvernement De France | 4.74 mm | 3.60 mm principal | 0.34 | Debt | Long | France |
Palmer Square European Loan Funding 2022-2 Designated Activity Company | 4.40 mm | 4.16 mm principal | 0.31 | ABS-collateralized bond/debt obligation | Long | XX |
First Franklin Mortgage Loan Trust 2006-FF17 | 4.28 mm | 5.18 mm principal | 0.30 | ABS-collateralized bond/debt obligation | Long | USA |
EXCHANGE CLEARED IRS | 3.60 mm | 21.70 mm principal | 0.26 | Interest rate derivative | N/A | USA |
CWABS Asset-Backed Certificates Trust 2007-8 | 3.31 mm | 3.68 mm principal | 0.24 | ABS-collateralized bond/debt obligation | Long | USA |
Segretariato Generale Della Presidenza Della Repubblica | 3.24 mm | 2.90 mm principal | 0.23 | Debt | Long | Italy |
Citigroup Mortgage Loan Trust Inc. | 2.81 mm | 3.42 mm principal | 0.20 | ABS-collateralized bond/debt obligation | Long | USA |
Towd Point Mortgage Funding 2019 - Granite4 PLC | 2.79 mm | 2.28 mm principal | 0.20 | ABS-mortgage backed security | Long | UK |
UNITED STATES DOLLAR
Citibank, Inc.
|
2.74 mm | 103.30 mm principal | 0.19 | DFE | N/A | USA |
Armada Euro Clo III Designated Activity Company | 2.60 mm | 2.50 mm principal | 0.18 | ABS-collateralized bond/debt obligation | Long | Ireland |
Ares XL CLO, Ltd. | 2.59 mm | 2.59 mm principal | 0.18 | ABS-collateralized bond/debt obligation | Long | USA |
EXCHANGE CLEARED IRS | 2.49 mm | 4.60 mm principal | 0.18 | Interest rate derivative | N/A | XX |
LoanCore 2021-CRE5 Issuer Ltd. | 2.46 mm | 2.52 mm principal | 0.17 | ABS-collateralized bond/debt obligation | Long | USA |
FUTURE - PHYSICALLY DELIVERED | 2.37 mm | -402.00 contracts | 0.17 | Interest rate derivative | N/A | USA |
Treasury, United States Department of | 2.37 mm | 2.64 mm principal | 0.17 | Debt | Long | USA |
EXCHANGE CLEARED IRS | 2.31 mm | 19.00 mm principal | 0.16 | Interest rate derivative | N/A | USA |
Government National Mortgage Association | 2.31 mm | 2.31 mm principal | 0.16 | ABS-mortgage backed security | Long | USA |
RASC Series 2006-EMX1 Trust | 2.18 mm | 2.27 mm principal | 0.16 | ABS-collateralized bond/debt obligation | Long | USA |
Nomura Home Equity Loan, Inc., Home Equity Loan Trust, Series 2005-FM1 | 2.17 mm | 2.28 mm principal | 0.15 | ABS-collateralized bond/debt obligation | Long | USA |
Carlyle Euro CLO 2017-2 Designated Activity Company | 2.15 mm | 2.06 mm principal | 0.15 | ABS-collateralized bond/debt obligation | Long | Ireland |
J.P. Morgan U.S. Government Money Market Fund | 2.12 mm | 2.12 mm shares | 0.15 | Short-term investment vehicle | Long | USA |
Crestline Denali CLO XV, Ltd. | 2.09 mm | 2.09 mm principal | 0.15 | ABS-collateralized bond/debt obligation | Long | USA |
CQS US CLO 2022-2 Ltd | 2.03 mm | 2.03 mm principal | 0.14 | ABS-collateralized bond/debt obligation | Long | USA |
CQS US CLO 2022-2 Ltd | 2.01 mm | 2.01 mm principal | 0.14 | ABS-collateralized bond/debt obligation | Long | USA |
Palmer Square Loan Funding Ltd | 1.93 mm | 1.94 mm principal | 0.14 | ABS-collateralized bond/debt obligation | Long | USA |
CSMC Series 2015-12R | 1.92 mm | 2.20 mm principal | 0.14 | ABS-collateralized bond/debt obligation | Long | USA |
Toro European CLO 7 Designated Activity Company | 1.86 mm | 1.80 mm principal | 0.13 | ABS-collateralized bond/debt obligation | Long | Ireland |
EXCHANGE CLEARED INFLATION INDEXED SWAP | 1.84 mm | 16.80 mm principal | 0.13 | Interest rate derivative | N/A | USA |
CIT Mortgage Loan Trust 2007-1 | 1.82 mm | 1.90 mm principal | 0.13 | ABS-collateralized bond/debt obligation | Long | USA |
OZLM XVI Ltd | 1.80 mm | 1.80 mm principal | 0.13 | ABS-collateralized bond/debt obligation | Long | USA |
CIFC Funding Ltd 2015-I | 1.79 mm | 1.80 mm principal | 0.13 | ABS-collateralized bond/debt obligation | Long | USA |
Oak Hill European Credit Partners VII Designated Activity Company | 1.76 mm | 1.70 mm principal | 0.13 | ABS-collateralized bond/debt obligation | Long | Ireland |
LCM XV LP | 1.69 mm | 1.69 mm principal | 0.12 | ABS-collateralized bond/debt obligation | Long | USA |
Palmer Square Loan Funding 2020-3, Ltd. | 1.66 mm | 1.67 mm principal | 0.12 | ABS-collateralized bond/debt obligation | Long | USA |
LCM XVI Limited Partnership | 1.63 mm | 1.63 mm principal | 0.12 | ABS-collateralized bond/debt obligation | Long | USA |
SLM Student Loan Trust 2004-1 | 1.60 mm | 1.63 mm principal | 0.11 | ABS-collateralized bond/debt obligation | Long | USA |
Government National Mortgage Association | 1.59 mm | 1.62 mm principal | 0.11 | ABS-mortgage backed security | Long | USA |
BDS 2022-FL11 LLC | 1.59 mm | 1.60 mm principal | 0.11 | ABS-collateralized bond/debt obligation | Long | USA |
Wind River 2019-3 CLO Ltd. | 1.59 mm | 1.60 mm principal | 0.11 | ABS-collateralized bond/debt obligation | Long | USA |
LoanCore 2021-CRE7 Issuer Ltd | 1.58 mm | 1.60 mm principal | 0.11 | ABS-collateralized bond/debt obligation | Long | USA |
Citigroup Mortgage Loan Trust 2006-AMC1 | 1.55 mm | 1.65 mm principal | 0.11 | ABS-collateralized bond/debt obligation | Long | USA |
Regatta VIII Funding Ltd | 1.54 mm | 1.54 mm principal | 0.11 | ABS-collateralized bond/debt obligation | Long | USA |
Toro European CLO 5 Designated Activity Company | 1.52 mm | 1.45 mm principal | 0.11 | ABS-collateralized bond/debt obligation | Long | Ireland |
Saxon Asset Securities Trust 2004-3 | 1.51 mm | 2.00 mm principal | 0.11 | ABS-collateralized bond/debt obligation | Long | USA |
MF1 2022-FL9 LLC | 1.50 mm | 1.50 mm principal | 0.11 | ABS-collateralized bond/debt obligation | Long | USA |
Octagon Investment Partners 18-R Ltd. | 1.49 mm | 1.50 mm principal | 0.11 | ABS-collateralized bond/debt obligation | Long | USA |
Vibrant CLO XI Ltd | 1.48 mm | 1.50 mm principal | 0.11 | ABS-collateralized bond/debt obligation | Long | USA |
Venture 38 CLO Limited | 1.48 mm | 1.50 mm principal | 0.11 | ABS-collateralized bond/debt obligation | Long | USA |
Residential Mortgage Securities 32 PLC | 1.45 mm | 1.18 mm principal | 0.10 | ABS-mortgage backed security | Long | UK |
Thornburg Mortgage Securities Trust | 1.44 mm | 1.79 mm principal | 0.10 | ABS-mortgage backed security | Long | USA |
EXCHANGE CLEARED IRS | 1.44 mm | 155.80 mm principal | 0.10 | Interest rate derivative | N/A | USA |
Treasury, United States Department of | 1.43 mm | 1.20 mm principal | 0.10 | Debt | Long | USA |
Carlyle US CLO 2017-1, Ltd. | 1.39 mm | 1.39 mm principal | 0.10 | ABS-collateralized bond/debt obligation | Long | USA |
Tralee CLO VII Ltd | 1.38 mm | 1.40 mm principal | 0.10 | ABS-collateralized bond/debt obligation | Long | USA |
Credit-Based Asset Servicing and Securitization LLC | 1.37 mm | 2.12 mm principal | 0.10 | ABS-collateralized bond/debt obligation | Long | USA |
First Franklin Mortgage Loan Trust 2006-FF10 | 1.35 mm | 1.43 mm principal | 0.10 | ABS-collateralized bond/debt obligation | Long | USA |
New Residential Mortgage Loan Trust 2019-RPL3 | 1.34 mm | 1.45 mm principal | 0.10 | ABS-mortgage backed security | Long | USA |
OSD CLO 2021-23 Ltd/LLC | 1.31 mm | 1.32 mm principal | 0.09 | ABS-collateralized bond/debt obligation | Long | USA |
Apidos CLO XXVII | 1.30 mm | 1.31 mm principal | 0.09 | ABS-collateralized bond/debt obligation | Long | USA |
Madison Park Funding XLI, Ltd. | 1.30 mm | 1.30 mm principal | 0.09 | ABS-collateralized bond/debt obligation | Long | Cayman Islands |
Saranac CLO VI Limited | 1.29 mm | 1.30 mm principal | 0.09 | ABS-collateralized bond/debt obligation | Long | USA |
Government National Mortgage Association | 1.29 mm | 1.29 mm principal | 0.09 | ABS-mortgage backed security | Long | USA |
Arbor Realty Collateralized Loan Obligation Ltd | 1.29 mm | 1.30 mm principal | 0.09 | ABS-collateralized bond/debt obligation | Long | USA |
Apidos CLO XXVII | 1.27 mm | 1.27 mm principal | 0.09 | ABS-collateralized bond/debt obligation | Long | USA |
Morgan Stanley ABS Capital Trust I Inc. | 1.26 mm | 1.41 mm principal | 0.09 | ABS-collateralized bond/debt obligation | Long | USA |
Carlyle Global Market Strategies CLO 2013-1, Ltd | 1.22 mm | 1.23 mm principal | 0.09 | ABS-collateralized bond/debt obligation | Long | USA |
Mountain View CLO 2017-2 Ltd. | 1.22 mm | 1.23 mm principal | 0.09 | ABS-collateralized bond/debt obligation | Long | USA |
Anchorage Capital CLO 11 Ltd | 1.19 mm | 1.20 mm principal | 0.08 | ABS-collateralized bond/debt obligation | Long | USA |
Sound Point CLO IX Ltd | 1.19 mm | 1.20 mm principal | 0.08 | ABS-collateralized bond/debt obligation | Long | USA |
EXCHANGE CLEARED IRS | 1.17 mm | 24.26 mm principal | 0.08 | Interest rate derivative | N/A | XX |
BlueMountain CLO XXII Ltd | 1.10 mm | 1.10 mm principal | 0.08 | ABS-collateralized bond/debt obligation | Long | USA |
Venture XXVIII CLO, Limited | 1.08 mm | 1.08 mm principal | 0.08 | ABS-collateralized bond/debt obligation | Long | USA |
BAC Bank Of America Corp. | 1.05 mm | 1.16 mm principal | 0.07 | Debt | Long | USA |
Federal Home Loan Mortgage Corporation | 1.04 mm | 1.08 mm principal | 0.07 | ABS-mortgage backed security | Long | USA |
FUTURE - PHYSICALLY DELIVERED | 1.04 mm | -120.00 contracts | 0.07 | Interest rate derivative | N/A | USA |
Adagio V CLO Designated Activity Company | 1.04 mm | 1.00 mm principal | 0.07 | ABS-collateralized bond/debt obligation | Long | Ireland |
CIFC European Funding CLO III Designated Activity Company | 1.04 mm | 1.00 mm principal | 0.07 | ABS-collateralized bond/debt obligation | Long | Ireland |
Home Equity Asset Trust | 1.03 mm | 1.11 mm principal | 0.07 | ABS-collateralized bond/debt obligation | Long | USA |
Citigroup Mortgage Loan Trust 2007-AMC4 | 1.03 mm | 1.20 mm principal | 0.07 | ABS-collateralized bond/debt obligation | Long | USA |
FUTURE - PHYSICALLY DELIVERED | 1.01 mm | -543.00 contracts | 0.07 | Interest rate derivative | N/A | Germany |
Blackrock European CLO IV Designated Activity Company | 997.39 k | 955.58 k principal | 0.07 | ABS-collateralized bond/debt obligation | Long | USA |
Stratus CLO 2021-3, Ltd. | 984.83 k | 988.96 k principal | 0.07 | ABS-collateralized bond/debt obligation | Long | USA |
Federal National Mortgage Association, Inc. | 979.69 k | 1.10 mm principal | 0.07 | ABS-mortgage backed security | Long | USA |
Palmer Square European Loan Funding 2022-2 Designated Activity Company | 978.26 k | 939.28 k principal | 0.07 | ABS-collateralized bond/debt obligation | Long | Ireland |
Morgan Stanley ABS Capital Trust I Inc. | 973.56 k | 1.03 mm principal | 0.07 | ABS-collateralized bond/debt obligation | Long | USA |
Soundview Home Loan Trust 2007-OPT1 | 950.22 k | 1.42 mm principal | 0.07 | ABS-collateralized bond/debt obligation | Long | USA |
Gallatin CLO VIII 2017-1 Ltd | 895.97 k | 900.00 k principal | 0.06 | ABS-collateralized bond/debt obligation | Long | USA |
BlueMountain EUR CLO 2016-1 DAC | 845.43 k | 811.77 k principal | 0.06 | ABS-collateralized bond/debt obligation | Long | Ireland |
Magnetite XVIII Ltd | 843.15 k | 846.54 k principal | 0.06 | ABS-collateralized bond/debt obligation | Long | USA |
EXCHANGE CLEARED INFLATION INDEXED SWAP | 843.14 k | 8.70 mm principal | 0.06 | Interest rate derivative | N/A | USA |
Securitized Asset Backed Receivables LLC Trust 2006-HE1 | 830.14 k | 2.60 mm principal | 0.06 | ABS-collateralized bond/debt obligation | Long | USA |
MidOcean Credit CLO VIII | 826.70 k | 830.44 k principal | 0.06 | ABS-collateralized bond/debt obligation | Long | USA |
MP CLO VII, Ltd. | 824.89 k | 827.28 k principal | 0.06 | ABS-collateralized bond/debt obligation | Long | USA |
Citigroup Mortgage Loan Trust 2007-AMC3 | 824.84 k | 1.03 mm principal | 0.06 | ABS-collateralized bond/debt obligation | Long | USA |
Atlas Senior Loan Fund Ltd | 822.15 k | 823.26 k principal | 0.06 | ABS-collateralized bond/debt obligation | Long | Cayman Islands |
EXCHANGE CLEARED INFLATION INDEXED SWAP | 809.68 k | 7.60 mm principal | 0.06 | Interest rate derivative | N/A | XX |
CBAM 2019-10, Ltd. | 797.75 k | 800.00 k principal | 0.06 | ABS-collateralized bond/debt obligation | Long | USA |
Barings CLO Ltd 2016-II | 796.00 k | 800.00 k principal | 0.06 | ABS-collateralized bond/debt obligation | Long | USA |
Crestline Denali CLO XIV Ltd | 788.96 k | 792.13 k principal | 0.06 | ABS-collateralized bond/debt obligation | Long | USA |
KKR CLO 11 Ltd | 749.31 k | 750.60 k principal | 0.05 | ABS-collateralized bond/debt obligation | Long | USA |
Federal Home Loan Mortgage Corporation | 749.06 k | 768.43 k principal | 0.05 | ABS-mortgage backed security | Long | USA |
Alternative Loan Trust 2007-1T1 | 741.81 k | 2.19 mm principal | 0.05 | ABS-mortgage backed security | Long | USA |
WaMu Mortgage Pass-Through Certificates, Series 2006-AR9 Trust | 733.55 k | 783.07 k principal | 0.05 | ABS-mortgage backed security | Long | USA |
Romark CLO Ltd | 731.66 k | 734.15 k principal | 0.05 | ABS-collateralized bond/debt obligation | Long | USA |
Voya CLO 2015-1 Ltd | 730.22 k | 731.85 k principal | 0.05 | ABS-collateralized bond/debt obligation | Long | USA |
Fidelity Grand Harbour CLO 2019-1 Designated Activity Company | 728.98 k | 700.00 k principal | 0.05 | ABS-collateralized bond/debt obligation | Long | Ireland |
CVC Cordatus Loan Fund III Designated Activity Company | 725.17 k | 695.99 k principal | 0.05 | ABS-collateralized bond/debt obligation | Long | Ireland |
Carlyle Global Market Strategies Euro CLO 2014-2 Designated Activity Company | 725.01 k | 699.69 k principal | 0.05 | ABS-collateralized bond/debt obligation | Long | Ireland |
FUTURE - PHYSICALLY DELIVERED | 717.37 k | -2.00 k contracts | 0.05 | Interest rate derivative | N/A | Germany |
Citigroup Mortgage Loan Trust 2007-AR4 | 716.25 k | 872.40 k principal | 0.05 | ABS-mortgage backed security | Long | USA |
Benefit Street Partners Clo XII Ltd | 713.86 k | 717.14 k principal | 0.05 | ABS-collateralized bond/debt obligation | Long | USA |
Toro European CLO 5 Designated Activity Company | 713.03 k | 682.21 k principal | 0.05 | ABS-collateralized bond/debt obligation | Long | Ireland |
CIFC Funding 2018-III Ltd | 699.24 k | 700.00 k principal | 0.05 | ABS-collateralized bond/debt obligation | Long | USA |
Cedar Funding V CLO, Ltd. | 698.58 k | 700.00 k principal | 0.05 | ABS-collateralized bond/debt obligation | Long | USA |
Octagon Investment Partners XXI, Ltd. | 696.48 k | 700.00 k principal | 0.05 | ABS-collateralized bond/debt obligation | Long | USA |
522 Funding CLO 2018-3(A), Ltd. | 695.27 k | 700.00 k principal | 0.05 | ABS-collateralized bond/debt obligation | Long | USA |
FUTURE - PHYSICALLY DELIVERED | 694.27 k | -803.00 contracts | 0.05 | Interest rate derivative | N/A | USA |
CBAM 2018-5 Ltd | 691.87 k | 695.47 k principal | 0.05 | ABS-collateralized bond/debt obligation | Long | USA |
VMC Finance 2022-FL5 LLC | 685.38 k | 700.00 k principal | 0.05 | ABS-collateralized bond/debt obligation | Long | USA |
Voya CLO 2013-1, Ltd. | 669.30 k | 670.46 k principal | 0.05 | ABS-collateralized bond/debt obligation | Long | USA |
Birch Grove CLO Ltd | 665.21 k | 667.58 k principal | 0.05 | ABS-collateralized bond/debt obligation | Long | USA |
HalseyPoint CLO II, Ltd. | 659.03 k | 660.66 k principal | 0.05 | ABS-collateralized bond/debt obligation | Long | USA |
Madison Park Funding XXX, Ltd. | 658.18 k | 661.46 k principal | 0.05 | ABS-collateralized bond/debt obligation | Long | USA |
EXCHANGE CLEARED INFLATION INDEXED SWAP | 634.28 k | 4.50 mm principal | 0.05 | Interest rate derivative | N/A | USA |
AMMC CLO XII, Limited | 625.62 k | 626.92 k principal | 0.04 | ABS-collateralized bond/debt obligation | Long | USA |
Harvest CLO XXI Designated Activity Company | 619.82 k | 600.00 k principal | 0.04 | ABS-collateralized bond/debt obligation | Long | Ireland |
UNITED STATES DOLLAR
Citibank, Inc.
|
615.49 k | 20.02 mm principal | 0.04 | DFE | N/A | USA |
Ares European CLO VI Designated Activity Company | 612.47 k | 589.47 k principal | 0.04 | ABS-collateralized bond/debt obligation | Long | Ireland |
FUTURE - PHYSICALLY DELIVERED | 604.69 k | -262.00 contracts | 0.04 | Interest rate derivative | N/A | USA |
OZLM VIII, Ltd. | 602.98 k | 604.14 k principal | 0.04 | ABS-collateralized bond/debt obligation | Long | USA |
Federal National Mortgage Association, Inc. | 598.10 k | 650.68 k principal | 0.04 | ABS-mortgage backed security | Long | USA |
Allegro CLO IX Ltd | 597.26 k | 600.00 k principal | 0.04 | ABS-collateralized bond/debt obligation | Long | USA |
OZLM XXIV Ltd | 592.59 k | 600.00 k principal | 0.04 | ABS-collateralized bond/debt obligation | Long | USA |
Dryden 64 CLO, Ltd. | 591.36 k | 594.18 k principal | 0.04 | ABS-collateralized bond/debt obligation | Long | USA |
Lloyds Banking Group PLC | 587.85 k | 600.00 k principal | 0.04 | Debt | Long | UK |
CSMC Series 2015-3R | 565.83 k | 589.89 k principal | 0.04 | ABS-collateralized bond/debt obligation | Long | USA |
WFC Wells Fargo & Co. | 557.50 k | 500.00 shares | 0.04 | Preferred equity | Long | USA |
EXCHANGE CLEARED IRS | 555.96 k | 3.16 bn principal | 0.04 | Interest rate derivative | N/A | Japan |
Voya CLO 2019-1 Limited | 547.76 k | 549.92 k principal | 0.04 | ABS-collateralized bond/debt obligation | Long | USA |
EXCHANGE CLEARED INFLATION INDEXED SWAP | 545.05 k | 3.70 mm principal | 0.04 | Interest rate derivative | N/A | USA |
Towd Point Mortgage Trust 2019-HY3 | 538.45 k | 537.46 k principal | 0.04 | ABS-collateralized bond/debt obligation | Long | USA |
Eurosail-UK 2007-3BL PLC | 537.55 k | 445.81 k principal | 0.04 | ABS-mortgage backed security | Long | UK |
CVP CLO 2017-2 Ltd | 530.28 k | 531.11 k principal | 0.04 | ABS-collateralized bond/debt obligation | Long | Cayman Islands |