Fund profile
Fund manager
Total assets
$4.41 bn
Liabilities
$2.73 bn
Net assets
$1.68 bn
Number of holdings
533.00
Top 200 of 533 Holdings
Security | $Holding | Balance | % of Fund | Category | Position | Country |
---|---|---|---|---|---|---|
United States Treasury Inflation Indexed Bonds | 147.48 mm | 161.46 mm principal | 8.79 | Debt | Long | USA |
United States Treasury Inflation Indexed Bonds | 91.71 mm | 92.42 mm principal | 5.47 | Debt | Long | USA |
United States Treasury Inflation Indexed Bonds | 66.82 mm | 67.35 mm principal | 3.98 | Debt | Long | USA |
United States Treasury Inflation Indexed Bonds | 66.14 mm | 66.56 mm principal | 3.94 | Debt | Long | USA |
United States Treasury Inflation Indexed Bonds | 63.86 mm | 67.03 mm principal | 3.81 | Debt | Long | USA |
Italy Buoni Poliennali Del Tesoro | 61.61 mm | 56.77 mm principal | 3.67 | Debt | Long | Italy |
United States Treasury Inflation Indexed Bonds | 61.35 mm | 68.69 mm principal | 3.66 | Debt | Long | USA |
United States Treasury Inflation Indexed Bonds | 57.80 mm | 63.98 mm principal | 3.45 | Debt | Long | USA |
United States Treasury Inflation Indexed Bonds | 45.26 mm | 50.72 mm principal | 2.70 | Debt | Long | USA |
Uniform Mortgage-Backed Security, TBA | 45.12 mm | 47.67 mm principal | 2.69 | ABS-mortgage backed security | Long | USA |
United States Treasury Inflation Indexed Bonds | 41.91 mm | 38.02 mm principal | 2.50 | Debt | Long | USA |
United States Treasury Inflation Indexed Bonds | 40.55 mm | 49.61 mm principal | 2.42 | Debt | Long | USA |
United States Treasury Inflation Indexed Bonds | 40.17 mm | 51.02 mm principal | 2.39 | Debt | Long | USA |
Uniform Mortgage-Backed Security, TBA | 38.18 mm | 37.60 mm principal | 2.28 | ABS-mortgage backed security | Long | USA |
United States Treasury Inflation Indexed Bonds | 36.81 mm | 34.37 mm principal | 2.19 | Debt | Long | USA |
United States Treasury Inflation Indexed Bonds | 35.80 mm | 36.88 mm principal | 2.13 | Debt | Long | USA |
United States Treasury Inflation Indexed Bonds | 34.44 mm | 33.32 mm principal | 2.05 | Debt | Long | USA |
United States Treasury Inflation Indexed Bonds | 33.73 mm | 34.00 mm principal | 2.01 | Debt | Long | USA |
United States Treasury Inflation Indexed Bonds | 31.80 mm | 39.26 mm principal | 1.90 | Debt | Long | USA |
United States Treasury Inflation Indexed Bonds | 26.87 mm | 28.28 mm principal | 1.60 | Debt | Long | USA |
United States Treasury Inflation Indexed Bonds | 26.36 mm | 27.74 mm principal | 1.57 | Debt | Long | USA |
United States Treasury Inflation Indexed Bonds | 24.48 mm | 26.50 mm principal | 1.46 | Debt | Long | USA |
United States Treasury Inflation Indexed Bonds | 23.86 mm | 23.24 mm principal | 1.42 | Debt | Long | USA |
United States Treasury Inflation Indexed Bonds | 21.96 mm | 21.39 mm principal | 1.31 | Debt | Long | USA |
United States Treasury Inflation Indexed Bonds | 21.08 mm | 26.99 mm principal | 1.26 | Debt | Long | USA |
Uniform Mortgage-Backed Security, TBA | 20.78 mm | 21.00 mm principal | 1.24 | ABS-mortgage backed security | Long | USA |
Japanese Government CPI Linked Bond | 20.56 mm | 2.75 bn principal | 1.23 | Debt | Long | Japan |
French Republic Government Bond OAT | 20.01 mm | 18.31 mm principal | 1.19 | Debt | Long | France |
United States Treasury Inflation Indexed Bonds | 19.14 mm | 20.00 mm principal | 1.14 | Debt | Long | USA |
United States Treasury Inflation Indexed Bonds | 18.98 mm | 19.94 mm principal | 1.13 | Debt | Long | USA |
United States Treasury Inflation Indexed Bonds | 16.35 mm | 17.22 mm principal | 0.97 | Debt | Long | USA |
United States Treasury Inflation Indexed Bonds | 15.67 mm | 17.63 mm principal | 0.93 | Debt | Long | USA |
United States Treasury Inflation Indexed Bonds | 13.65 mm | 15.06 mm principal | 0.81 | Debt | Long | USA |
Uniform Mortgage-Backed Security, TBA | 13.33 mm | 13.01 mm principal | 0.79 | ABS-mortgage backed security | Long | USA |
Japanese Government CPI Linked Bond | 12.52 mm | 1.68 bn principal | 0.75 | Debt | Long | Japan |
United States Treasury Inflation Indexed Bonds | 11.87 mm | 12.26 mm principal | 0.71 | Debt | Long | USA |
United States Treasury Inflation Indexed Bonds | 11.65 mm | 12.31 mm principal | 0.69 | Debt | Long | USA |
United States Treasury Inflation Indexed Bonds | 11.38 mm | 14.58 mm principal | 0.68 | Debt | Long | USA |
Uniform Mortgage-Backed Security, TBA | 11.26 mm | 10.99 mm principal | 0.67 | ABS-mortgage backed security | Long | USA |
United States Treasury Inflation Indexed Bonds | 11.19 mm | 18.09 mm principal | 0.67 | Debt | Long | USA |
United States Treasury Inflation Indexed Bonds | 11.08 mm | 17.02 mm principal | 0.66 | Debt | Long | USA |
Uniform Mortgage-Backed Security, TBA | 10.57 mm | 10.90 mm principal | 0.63 | ABS-mortgage backed security | Long | USA |
United States Treasury Inflation Indexed Bonds | 10.49 mm | 10.91 mm principal | 0.63 | Debt | Long | USA |
United States Treasury Inflation Indexed Bonds | 9.93 mm | 10.57 mm principal | 0.59 | Debt | Long | USA |
United States Treasury Inflation Indexed Bonds | 9.88 mm | 10.24 mm principal | 0.59 | Debt | Long | USA |
Fannie Mae Pool | 9.06 mm | 9.02 mm principal | 0.54 | ABS-mortgage backed security | Long | USA |
Freddie Mac Pool | 8.52 mm | 8.79 mm principal | 0.51 | ABS-mortgage backed security | Long | USA |
Long: SWU01XDO8 IRS EUR R F 3.00000 SWU01XDO8 CCPVANILLA / Short: SWU01XDO8 IRS EUR P V 06MEURIB SWUV1XDO0 CCPVANILLA | 7.92 mm | 150.09 mm other units | 0.47 | Interest rate derivative | N/A | USA |
United States Treasury Inflation Indexed Bonds | 7.89 mm | 8.99 mm principal | 0.47 | Debt | Long | USA |
MAN Euro Clo 2023-1 DAC | 7.86 mm | 7.10 mm principal | 0.47 | ABS-collateralized bond/debt obligation | Long | Ireland |
Carlyle Euro CLO 2018-2 DAC | 7.42 mm | 6.80 mm principal | 0.44 | ABS-collateralized bond/debt obligation | Long | Ireland |
United States Treasury Inflation Indexed Bonds | 7.40 mm | 8.18 mm principal | 0.44 | Debt | Long | USA |
Canadian Government Real Return Bond | 7.09 mm | 8.67 mm principal | 0.42 | Debt | Long | Canada |
First Franklin Mortgage Loan Trust 2006-FF17 | 6.97 mm | 8.06 mm principal | 0.42 | ABS-other | Long | USA |
French Republic Government Bond OAT | 6.85 mm | 6.62 mm principal | 0.41 | Debt | Long | France |
Nykredit Realkredit AS | 6.64 mm | 57.49 mm principal | 0.40 | Debt | Long | Denmark |
FIXED INC CLEARING CORP.REPO
Fixed Income Clearing Corp
|
6.59 mm | 6.59 mm principal | 0.39 | Repurchase agreement | Long | USA |
Long: BWU01MMU8 IRS EUR R V 06MEURIB SWUV1MMU0 CCPVANILLA / Short: BWU01MMU8 IRS EUR P F .19700 SWU01MMU8 CCPVANILLA | 5.92 mm | 12.20 mm other units | 0.35 | Interest rate derivative | N/A | USA |
United States Treasury Inflation Indexed Bonds | 5.41 mm | 5.65 mm principal | 0.32 | Debt | Long | USA |
French Republic Government Bond OAT | 5.38 mm | 4.91 mm principal | 0.32 | Debt | Long | France |
US 10YR ULTRA FUT MAR24 | 4.95 mm | 1.14 k contracts | 0.30 | Interest rate derivative | N/A | USA |
Palmer Square European Loan Funding | 4.89 mm | 4.43 mm principal | 0.29 | ABS-collateralized bond/debt obligation | Long | Ireland |
United States Treasury Inflation Indexed Bonds | 4.87 mm | 7.96 mm principal | 0.29 | Debt | Long | USA |
Freddie Mac Pool | 4.77 mm | 4.75 mm principal | 0.28 | ABS-mortgage backed security | Long | USA |
AT&T Inc | 4.74 mm | 4.80 mm principal | 0.28 | Short-term investment vehicle | Long | USA |
Freddie Mac Multifamily Structured Pass Through Certificates | 4.67 mm | 4.80 mm principal | 0.28 | ABS-mortgage backed security | Long | USA |
Long: BWU01YS44 IRS USD R V 03MSOFR SWUV1YS46 CCPOIS / Short: BWU01YS44 IRS USD P F 2.23650 SWU01YS44 CCPOIS | 4.62 mm | 18.30 mm other units | 0.28 | Interest rate derivative | N/A | USA |
Man GLG Euro CLO V DAC | 4.32 mm | 3.97 mm principal | 0.26 | ABS-collateralized bond/debt obligation | Long | Ireland |
CIT Mortgage Loan Trust 2007-1 | 4.32 mm | 4.37 mm principal | 0.26 | ABS-other | Long | USA |
New Zealand Government Inflation Linked Bond | 4.28 mm | 5.00 mm principal | 0.26 | Debt | Long | New Zealand |
CWABS Asset-Backed Certificates Trust 2007-8 | 4.16 mm | 4.51 mm principal | 0.25 | ABS-other | Long | USA |
Italy Buoni Poliennali Del Tesoro | 4.08 mm | 3.96 mm principal | 0.24 | Debt | Long | Italy |
United States Treasury Inflation Indexed Bonds | 3.76 mm | 3.36 mm principal | 0.22 | Debt | Long | USA |
LCM Loan Income Fund I Ltd | 3.76 mm | 3.77 mm principal | 0.22 | ABS-collateralized bond/debt obligation | Long | Cayman Islands |
United States Treasury Inflation Indexed Bonds | 3.64 mm | 3.72 mm principal | 0.22 | Debt | Long | USA |
New Residential Mortgage Loan Trust 2019-RPL3 | 3.60 mm | 3.82 mm principal | 0.21 | ABS-mortgage backed security | Long | USA |
Towd Point Mortgage Funding 2019 - Granite4 PLC | 3.49 mm | 2.74 mm principal | 0.21 | ABS-mortgage backed security | Long | UK |
Long: BWU01MK06 IRS EUR R V 06MEURIB SWUV1MK08 CCPVANILLA / Short: BWU01MK06 IRS EUR P F .19500 SWU01MK06 CCPVANILLA | 3.40 mm | 7.00 mm other units | 0.20 | Interest rate derivative | N/A | USA |
Marathon Static CLO 2022-18 Ltd | 3.35 mm | 3.35 mm principal | 0.20 | ABS-collateralized bond/debt obligation | Long | Cayman Islands |
Citigroup Mortgage Loan Trust Inc | 3.29 mm | 3.70 mm principal | 0.20 | ABS-mortgage backed security | Long | USA |
Long: BWU01MJY4 IRS EUR R V 06MEURIB SWUV1MJY6 CCPVANILLA / Short: BWU01MJY4 IRS EUR P F .19000 SWU01MJY4 CCPVANILLA | 3.26 mm | 6.70 mm other units | 0.19 | Interest rate derivative | N/A | USA |
United States Treasury Inflation Indexed Bonds | 3.05 mm | 3.16 mm principal | 0.18 | Debt | Long | USA |
MKS CLO 2017-2 Ltd | 3.05 mm | 3.05 mm principal | 0.18 | ABS-collateralized bond/debt obligation | Long | Cayman Islands |
WaMu Mortgage Pass-Through Certificates Series 2006-AR14 Trust | 2.83 mm | 3.32 mm principal | 0.17 | ABS-mortgage backed security | Long | USA |
RASC Series 2006-EMX4 Trust | 2.78 mm | 2.90 mm principal | 0.17 | ABS-mortgage backed security | Long | USA |
Jyske Realkredit A/S | 2.69 mm | 23.21 mm principal | 0.16 | Debt | Long | Denmark |
Arbor Realty Commercial Real Estate Notes 2022-FL1 Ltd | 2.58 mm | 2.60 mm principal | 0.15 | ABS-collateralized bond/debt obligation | Long | Cayman Islands |
United States Treasury Inflation Indexed Bonds | 2.55 mm | 2.63 mm principal | 0.15 | Debt | Long | USA |
Nykredit Realkredit AS | 2.50 mm | 20.80 mm principal | 0.15 | Debt | Long | Denmark |
Government National Mortgage Association | 2.36 mm | 2.41 mm principal | 0.14 | ABS-mortgage backed security | Long | USA |
National Bank of Hungary Bill | 2.33 mm | 810.00 mm principal | 0.14 | Short-term investment vehicle | Long | Hungary |
OAK Hill European Credit Partners VII DAC | 2.27 mm | 2.09 mm principal | 0.14 | ABS-collateralized bond/debt obligation | Long | Ireland |
Residential Mortgage Securities 32 PLC | 2.26 mm | 1.77 mm principal | 0.13 | ABS-mortgage backed security | Long | UK |
Long: SWU01Z1I9 TRS USD R F .00000 TRS R 5.57/91282CCM1 MYC / Short: SWU01Z1I9 TRS USD P F 5.57000 5.57 FIXED | 2.23 mm | 48.99 mm other units | 0.13 | Interest rate derivative | N/A | USA |
Long: BWU0PS017 IRS USD R V 01MUSCPI SWU0PS017 CCPINFLATIONZERO / Short: BWU0PS017 IRS USD P F 2.31125 SWUVPS019 CCPINFLATIONZERO | 2.22 mm | 21.20 mm other units | 0.13 | Interest rate derivative | N/A | USA |
Realkredit Danmark A/S | 2.20 mm | 19.10 mm principal | 0.13 | Debt | Long | Denmark |
Long: BWU01P597 IRS USD R V 03MSOFR SWUV1P599 CCPOIS / Short: BWU01P597 IRS USD P F 1.84000 SWU01P597 CCPOIS | 2.16 mm | 24.60 mm other units | 0.13 | Interest rate derivative | N/A | USA |
CSMC Series 2015-12R | 2.13 mm | 2.37 mm principal | 0.13 | ABS-mortgage backed security | Long | USA |
CIFC Funding 2017-IV Ltd | 2.11 mm | 2.11 mm principal | 0.13 | ABS-collateralized bond/debt obligation | Long | Cayman Islands |
Palmer Square Loan Funding 2021-4 Ltd | 2.11 mm | 2.11 mm principal | 0.13 | ABS-collateralized bond/debt obligation | Long | Cayman Islands |
Government National Mortgage Association | 2.09 mm | 2.13 mm principal | 0.12 | ABS-mortgage backed security | Long | USA |
LoanCore 2022-CRE7 Issuer Ltd | 2.08 mm | 2.10 mm principal | 0.12 | ABS-collateralized bond/debt obligation | Long | Cayman Islands |
CQS US CLO 2022-2 Ltd | 2.06 mm | 2.06 mm principal | 0.12 | ABS-collateralized bond/debt obligation | Long | Jersey |
French Republic Government Bond OAT | 2.06 mm | 1.89 mm principal | 0.12 | Debt | Long | France |
Long: BWU01OR47 IRS USD R V 12MSOFR SWUV1OR49 CCPOIS / Short: BWU01OR47 IRS USD P F 2.86500 SWU01OR47 CCPOIS | 2.05 mm | 25.80 mm other units | 0.12 | Interest rate derivative | N/A | USA |
OSD CLO 2021-23 Ltd | 2.03 mm | 2.04 mm principal | 0.12 | ABS-collateralized bond/debt obligation | Long | Cayman Islands |
SLM Student Loan Trust 2004-3 | 2.02 mm | 2.09 mm principal | 0.12 | ABS-other | Long | USA |
THL Credit Wind River 2019-3 Clo Ltd | 1.99 mm | 2.00 mm principal | 0.12 | ABS-collateralized bond/debt obligation | Long | Cayman Islands |
Opteum Mortgage Acceptance Corp Asset Backed Pass-Through Certificates 2005-2 | 1.97 mm | 2.00 mm principal | 0.12 | ABS-mortgage backed security | Long | USA |
Nykredit Realkredit AS | 1.96 mm | 16.30 mm principal | 0.12 | Debt | Long | Denmark |
Long: SWU01Z1S7 TRS USD R F .00000 TRS R 5.57/9128287D6 MYC / Short: SWU01Z1S7 TRS USD P F 5.57000 5.57 FIXED | 1.94 mm | 53.85 mm other units | 0.12 | Interest rate derivative | N/A | USA |
Palmer Square Loan Funding 2021-3 Ltd | 1.93 mm | 1.93 mm principal | 0.11 | ABS-collateralized bond/debt obligation | Long | Cayman Islands |
Lehman XS Trust Series 2007-20N | 1.92 mm | 2.02 mm principal | 0.11 | ABS-other | Long | USA |
Barings CLO Ltd 2016-II | 1.90 mm | 1.90 mm principal | 0.11 | ABS-collateralized bond/debt obligation | Long | Cayman Islands |
BDS 2022-FL11 LLC | 1.89 mm | 1.90 mm principal | 0.11 | ABS-collateralized bond/debt obligation | Long | USA |
CIFC Funding 2018-I Ltd | 1.87 mm | 1.87 mm principal | 0.11 | ABS-collateralized bond/debt obligation | Long | Cayman Islands |
Long: SWU01Z1O6 TRS USD R F .00000 TRS R 5.57/9128283R9 MYC / Short: SWU01Z1O6 TRS USD P F 5.57000 5.57 FIXED | 1.86 mm | 69.24 mm other units | 0.11 | Interest rate derivative | N/A | USA |
Park Place Securities Inc Asset-Backed Pass-Through Ctfs Ser 2004-WCW2 | 1.82 mm | 1.86 mm principal | 0.11 | ABS-other | Long | USA |
US 10YR NOTE (CBT)MAR24 | 1.82 mm | 476.00 contracts | 0.11 | Interest rate derivative | N/A | USA |
US ULTRA BOND CBT MAR24 | 1.81 mm | 158.00 contracts | 0.11 | Interest rate derivative | N/A | USA |
MF1 2022-FL9 LLC | 1.80 mm | 1.80 mm principal | 0.11 | ABS-collateralized bond/debt obligation | Long | USA |
Long: SWU01Z1R9 TRS USD R F .00000 TRS R 5.57/91282CDX6 MYC / Short: SWU01Z1R9 TRS USD P F 5.57000 5.57 FIXED | 1.78 mm | 37.37 mm other units | 0.11 | Interest rate derivative | N/A | USA |
Carlyle Global Market Strategies Euro CLO 2014-2 Ltd | 1.73 mm | 1.60 mm principal | 0.10 | ABS-collateralized bond/debt obligation | Long | Ireland |
Saranac Clo VI Ltd | 1.71 mm | 1.71 mm principal | 0.10 | ABS-collateralized bond/debt obligation | Long | Jersey |
Long: BWU0DA449 IRS USD R V 01MUSCPI SWU0DA449 CCPINFLATIONZERO / Short: BWU0DA449 IRS USD P F 1.89000 SWUVDA441 CCPINFLATIONZERO | 1.70 mm | 12.30 mm other units | 0.10 | Interest rate derivative | N/A | USA |
ARES LII CLO Ltd | 1.70 mm | 1.70 mm principal | 0.10 | ABS-collateralized bond/debt obligation | Long | Cayman Islands |
Government National Mortgage Association | 1.62 mm | 1.62 mm principal | 0.10 | ABS-mortgage backed security | Long | USA |
Anchorage Capital Clo 11 Ltd | 1.60 mm | 1.60 mm principal | 0.10 | ABS-collateralized bond/debt obligation | Long | Cayman Islands |
Carlyle Global Market Strategies CLO 2013-1 Ltd | 1.52 mm | 1.52 mm principal | 0.09 | ABS-collateralized bond/debt obligation | Long | Cayman Islands |
First Franklin Mortgage Loan Trust 2006-FF10 | 1.50 mm | 1.58 mm principal | 0.09 | ABS-other | Long | USA |
BAC Bank Of America Corp. | 1.50 mm | 1.57 mm principal | 0.09 | Debt | Long | USA |
OZLM VIII Ltd | 1.50 mm | 1.50 mm principal | 0.09 | ABS-collateralized bond/debt obligation | Long | Cayman Islands |
522 Funding CLO 2018-3A Ltd | 1.50 mm | 1.50 mm principal | 0.09 | ABS-collateralized bond/debt obligation | Long | Cayman Islands |
CARLYLE US CLO 2017-1 Ltd | 1.45 mm | 1.46 mm principal | 0.09 | ABS-collateralized bond/debt obligation | Long | Cayman Islands |
Apidos CLO XXVII | 1.45 mm | 1.45 mm principal | 0.09 | ABS-collateralized bond/debt obligation | Long | Cayman Islands |
Long: SWU01P3Q1 TRS USD R F .00000 BOND TRS / Short: SWU01P3Q1 TRS USD P V 00MCPU TRS R CPURNSA +0.15 BPS | 1.43 mm | 36.63 mm other units | 0.09 | Interest rate derivative | N/A | USA |
WaMu Mortgage Pass-Through Certificates Series 2006-AR9 Trust | 1.43 mm | 1.58 mm principal | 0.09 | ABS-mortgage backed security | Long | USA |
Home Equity Asset Trust 2005-8 | 1.42 mm | 1.48 mm principal | 0.08 | ABS-mortgage backed security | Long | USA |
Dryden 44 Euro CLO 2015 DAC | 1.41 mm | 1.30 mm principal | 0.08 | ABS-collateralized bond/debt obligation | Long | Ireland |
Tralee CLO VII Ltd | 1.40 mm | 1.40 mm principal | 0.08 | ABS-collateralized bond/debt obligation | Long | Cayman Islands |
Sound Point CLO IX Ltd | 1.40 mm | 1.40 mm principal | 0.08 | ABS-collateralized bond/debt obligation | Long | Cayman Islands |
Long: SWU01Z1T5 TRS USD R F .00000 TRS R 5.57/912828Y38 MYC / Short: SWU01Z1T5 TRS USD P F 5.57000 5.57 FIXED | 1.37 mm | 45.82 mm other units | 0.08 | Interest rate derivative | N/A | USA |
Catamaran CLO 2014-1 Ltd | 1.35 mm | 1.35 mm principal | 0.08 | ABS-collateralized bond/debt obligation | Long | Cayman Islands |
Long: BWU0DA365 IRS USD R V 01MUSCPI SWU0DA365 CCPINFLATIONZERO / Short: BWU0DA365 IRS USD P F 1.79750 SWUVDA367 CCPINFLATIONZERO | 1.35 mm | 9.30 mm other units | 0.08 | Interest rate derivative | N/A | USA |
Apidos CLO XXVI | 1.29 mm | 1.29 mm principal | 0.08 | ABS-collateralized bond/debt obligation | Long | Cayman Islands |
Soundview Home Loan Trust 2007-OPT1 | 1.29 mm | 1.84 mm principal | 0.08 | ABS-mortgage backed security | Long | USA |
Jyske Realkredit A/S | 1.25 mm | 11.65 mm principal | 0.07 | Debt | Long | Denmark |
Long: BWU0EN705 IRS USD R V 01MUSCPI SWU0EN705 CCPINFLATIONZERO / Short: BWU0EN705 IRS USD P F 2.41875 SWUVEN707 CCPINFLATIONZERO | 1.21 mm | 13.00 mm other units | 0.07 | Interest rate derivative | N/A | USA |
Long: SWU01P3T5 TRS USD R F .00000 BOND TRS / Short: SWU01P3T5 TRS USD P V 00MCPU TRS R CPURNSA +0.15 BPS | 1.20 mm | 30.16 mm other units | 0.07 | Interest rate derivative | N/A | USA |
Asset Backed Securities Corp Home Equity Loan Trust Series 2004-HE2 | 1.19 mm | 1.23 mm principal | 0.07 | ABS-mortgage backed security | Long | USA |
Freddie Mac REMICS | 1.19 mm | 1.23 mm principal | 0.07 | ABS-mortgage backed security | Long | USA |
Blackrock European CLO IV DAC | 1.17 mm | 1.07 mm principal | 0.07 | ABS-collateralized bond/debt obligation | Long | Ireland |
ACAS CLO 2015-1 Ltd | 1.17 mm | 1.17 mm principal | 0.07 | ABS-collateralized bond/debt obligation | Long | Cayman Islands |
Morgan Stanley ABS Capital I Inc Trust 2005-HE5 | 1.16 mm | 1.24 mm principal | 0.07 | ABS-mortgage backed security | Long | USA |
Alternative Loan Trust 2007-1T1 | 1.15 mm | 3.06 mm principal | 0.07 | ABS-mortgage backed security | Long | USA |
Freddie Mac Strips | 1.15 mm | 1.18 mm principal | 0.07 | ABS-mortgage backed security | Long | USA |
Octagon Investment Partners 18-R Ltd | 1.13 mm | 1.13 mm principal | 0.07 | ABS-collateralized bond/debt obligation | Long | Cayman Islands |
Octagon Investment Partners XXI Ltd | 1.10 mm | 1.10 mm principal | 0.07 | ABS-collateralized bond/debt obligation | Long | Cayman Islands |
Morgan Stanley ABS Capital I Inc Trust 2005-WMC5 | 1.09 mm | 1.23 mm principal | 0.06 | ABS-other | Long | USA |
Dryden 52 Euro CLO 2017 DAC | 1.08 mm | 998.20 k principal | 0.06 | ABS-collateralized bond/debt obligation | Long | Ireland |
Crestline Denali CLO XIV Ltd | 1.08 mm | 1.08 mm principal | 0.06 | ABS-collateralized bond/debt obligation | Long | Cayman Islands |
WFC Wells Fargo & Co. | 1.08 mm | 900.00 shares | 0.06 | Preferred equity | Long | USA |
Atlas Senior Loan Fund Ltd | 1.08 mm | 1.08 mm principal | 0.06 | ABS-collateralized bond/debt obligation | Long | Cayman Islands |
Freddie Mac Pool | 1.07 mm | 1.10 mm principal | 0.06 | ABS-mortgage backed security | Long | USA |
Romark CLO Ltd | 1.06 mm | 1.06 mm principal | 0.06 | ABS-collateralized bond/debt obligation | Long | Cayman Islands |
Nomura Home Equity Loan Inc Home Equity Loan Trust Series 2006-WF1 | 1.06 mm | 1.07 mm principal | 0.06 | ABS-mortgage backed security | Long | USA |
Nordea Kredit Realkreditaktieselskab | 1.05 mm | 9.20 mm principal | 0.06 | Debt | Long | Denmark |
Securitized Asset Backed Receivables LLC Trust 2006-HE1 | 1.03 mm | 3.04 mm principal | 0.06 | ABS-other | Long | USA |
Government National Mortgage Association | 1.02 mm | 1.02 mm principal | 0.06 | ABS-mortgage backed security | Long | USA |
Long: BWU0EN655 IRS USD R V 01MUSCPI SWU0EN655 CCPINFLATIONZERO / Short: BWU0EN655 IRS USD P F 2.31375 SWUVEN657 CCPINFLATIONZERO | 1.01 mm | 10.20 mm other units | 0.06 | Interest rate derivative | N/A | USA |
Ellington Loan Acquisition Trust 2007-1 | 994.85 k | 1.04 mm principal | 0.06 | ABS-other | Long | USA |
Citigroup Mortgage Loan Trust 2007-AR4 | 990.28 k | 1.16 mm principal | 0.06 | ABS-mortgage backed security | Long | USA |
Fidelity Grand Harbour CLO 2019-1 DAC | 983.48 k | 900.00 k principal | 0.06 | ABS-collateralized bond/debt obligation | Long | Ireland |
Lloyds Banking Group PLC | 967.46 k | 900.00 k principal | 0.06 | Debt | Long | UK |
Freddie Mac REMICS | 965.99 k | 990.60 k principal | 0.06 | ABS-mortgage backed security | Long | USA |
Carlyle Euro CLO 2017-2 DAC | 962.12 k | 881.30 k principal | 0.06 | ABS-collateralized bond/debt obligation | Long | Ireland |
Alternative Loan Trust 2006-HY11 | 952.18 k | 1.08 mm principal | 0.06 | ABS-mortgage backed security | Long | USA |
BlueMountain EUR CLO 2016-1 DAC | 943.64 k | 864.20 k principal | 0.06 | ABS-collateralized bond/debt obligation | Long | Ireland |
ACE Securities Corp Home Equity Loan Trust Series 2003-OP1 | 933.93 k | 945.92 k principal | 0.06 | ABS-mortgage backed security | Long | USA |
Capital Four US CLO II Ltd | 900.00 k | 900.00 k principal | 0.05 | ABS-collateralized bond/debt obligation | Long | Jersey |
Vibrant CLO XI Ltd | 898.54 k | 900.00 k principal | 0.05 | ABS-collateralized bond/debt obligation | Long | Cayman Islands |
Toro European CLO 5 DAC | 891.61 k | 815.96 k principal | 0.05 | ABS-collateralized bond/debt obligation | Long | Ireland |
Jyske Realkredit A/S | 876.05 k | 7.31 mm principal | 0.05 | Debt | Long | Denmark |
Dryden 35 Euro CLO 2014 DAC | 870.34 k | 800.00 k principal | 0.05 | ABS-collateralized bond/debt obligation | Long | Ireland |
Anchorage Capital CLO 6 Ltd | 868.87 k | 868.91 k principal | 0.05 | ABS-collateralized bond/debt obligation | Long | Cayman Islands |
CIFC European Funding CLO III DAC | 868.41 k | 800.00 k principal | 0.05 | ABS-collateralized bond/debt obligation | Long | Ireland |
Long: BWU086584 IRS EUR R V 01MFRCPX SWU086584 CCPINFLATIONZERO / Short: BWU086584 IRS EUR P F 1.03000 SWUV86586 CCPINFLATIONZERO | 865.89 k | 9.20 mm other units | 0.05 | Interest rate derivative | N/A | USA |
Contego CLO IV DAC | 864.04 k | 797.27 k principal | 0.05 | ABS-collateralized bond/debt obligation | Long | Ireland |
Eurosail-UK 2007-3bl PLC | 836.54 k | 660.09 k principal | 0.05 | ABS-mortgage backed security | Long | UK |
Birch Grove CLO Ltd | 829.78 k | 829.39 k principal | 0.05 | ABS-collateralized bond/debt obligation | Long | Cayman Islands |
Jyske Realkredit A/S | 816.29 k | 7.27 mm principal | 0.05 | Debt | Long | Denmark |
Long: BWU0EQ088 IRS USD R V 01MUSCPI SWU0EQ088 CCPINFLATIONZERO / Short: BWU0EQ088 IRS USD P F 2.76750 SWUVEQ080 CCPINFLATIONZERO | 806.02 k | 11.30 mm other units | 0.05 | Interest rate derivative | N/A | USA |
Cedar Funding V CLO Ltd | 799.58 k | 800.00 k principal | 0.05 | ABS-collateralized bond/debt obligation | Long | Cayman Islands |
Credit-Based Asset Servicing and Securitization LLC | 792.43 k | 1.25 mm principal | 0.05 | ABS-other | Long | USA |
Long: SWU01YFW6 TRS USD R F .00000 9128282L3 MYC TIPS TRS / Short: SWU01YFW6 TRS USD P F 5.62000 TRS R 5.62/9128282L3 MYC | 785.47 k | 23.19 mm other units | 0.05 | Interest rate derivative | N/A | USA |
Benefit Street Partners Clo XII Ltd | 783.45 k | 783.86 k principal | 0.05 | ABS-collateralized bond/debt obligation | Long | Cayman Islands |
TRTX 2022-FL5 Issuer Ltd | 776.32 k | 800.00 k principal | 0.05 | ABS-collateralized bond/debt obligation | Long | Cayman Islands |
Mountain View CLO 2017-1 LLC | 772.20 k | 772.61 k principal | 0.05 | ABS-collateralized bond/debt obligation | Long | Cayman Islands |
TCW CLO 2018-1 Ltd | 768.98 k | 769.75 k principal | 0.05 | ABS-collateralized bond/debt obligation | Long | Cayman Islands |
Long: SWU01QDX3 IRS EUR R F 2.87880 SWU01QDX3 CCPVANILLA / Short: SWU01QDX3 IRS EUR P V 06MEURIB SWUV1QDX5 CCPVANILLA | 768.95 k | 21.80 mm other units | 0.05 | Interest rate derivative | N/A | USA |