Fund profile
Tickers
TCTRX, TISRX, TISIX, TSTPX, TCTHX, TCTWX
Fund manager
Total assets
$1.90 bn
Liabilities
$13.40 mm
Net assets
$1.89 bn
Number of holdings
347.00
Top 200 of 347 Holdings
Security | $Holding | Balance | % of Fund | Category | Position | Country |
---|---|---|---|---|---|---|
US 2YR NOTE (CBT) Mar24 | 121.08 mm | 588.00 contracts | 6.42 | Interest rate derivative | N/A | USA |
United States Treasury Note | 78.14 mm | 80.00 mm principal | 4.14 | Debt | Long | USA |
United States Treasury Note | 70.30 mm | 70.92 mm principal | 3.73 | Debt | Long | USA |
United States Treasury Note | 68.39 mm | 70.00 mm principal | 3.63 | Debt | Long | USA |
United States Treasury Note | 43.99 mm | 47.00 mm principal | 2.33 | Debt | Long | USA |
United States Treasury Note | 43.19 mm | 49.00 mm principal | 2.29 | Debt | Long | USA |
United States Treasury Note | 40.58 mm | 42.00 mm principal | 2.15 | Debt | Long | USA |
United States Treasury Bill | 39.71 mm | 40.00 mm principal | 2.11 | Short-term investment vehicle | Long | USA |
United States Treasury Note | 36.04 mm | 39.00 mm principal | 1.91 | Debt | Long | USA |
United States Treasury Note | 28.62 mm | 28.33 mm principal | 1.52 | Debt | Long | USA |
United States Treasury Note | 28.36 mm | 32.00 mm principal | 1.50 | Debt | Long | USA |
Freddie Mac Pool | 28.29 mm | 27.89 mm principal | 1.50 | ABS-mortgage backed security | Long | USA |
C Citigroup Inc | 23.20 mm | 23.60 mm principal | 1.23 | Debt | Long | USA |
Wells Fargo Bank NA | 22.26 mm | 21.90 mm principal | 1.18 | Debt | Long | USA |
United States Treasury Note | 20.99 mm | 21.19 mm principal | 1.11 | Debt | Long | USA |
Structured Agency Credit Risk Debt Note (STACR) | 20.84 mm | 20.00 mm principal | 1.11 | ABS-collateralized bond/debt obligation | Long | USA |
United States Treasury Note | 20.20 mm | 20.00 mm principal | 1.07 | Debt | Long | USA |
United States Treasury Bill | 20.00 mm | 20.00 mm principal | 1.06 | Short-term investment vehicle | Long | USA |
JPMorgan Chase & Co | 19.57 mm | 20.00 mm principal | 1.04 | Debt | Long | USA |
United States Treasury Note | 19.48 mm | 20.00 mm principal | 1.03 | Debt | Long | USA |
Bank of America Corp | 19.45 mm | 20.00 mm principal | 1.03 | Debt | Long | USA |
Federal Home Loan Bank (FHLB) | 18.61 mm | 20.04 mm principal | 0.99 | Debt | Long | USA |
Structured Agency Credit Risk Debt Note (STACR) | 18.03 mm | 18.17 mm principal | 0.96 | ABS-collateralized bond/debt obligation | Long | USA |
United States Treasury Note | 15.52 mm | 15.69 mm principal | 0.82 | Debt | Long | USA |
GS Goldman Sachs Group, Inc. | 14.48 mm | 14.45 mm principal | 0.77 | Debt | Long | USA |
Government National Mortgage Association (GNMA) | 14.18 mm | 16.88 mm principal | 0.75 | ABS-mortgage backed security | Long | USA |
JPMorgan Chase & Co | 13.77 mm | 14.00 mm principal | 0.73 | Debt | Long | USA |
United States Treasury Note | 13.32 mm | 15.00 mm principal | 0.71 | Debt | Long | USA |
Connecticut Avenue Securities Trust | 13.25 mm | 12.52 mm principal | 0.70 | ABS-collateralized bond/debt obligation | Long | USA |
United States Treasury Note | 12.94 mm | 13.09 mm principal | 0.69 | Debt | Long | USA |
SBA Tower Trust | 12.40 mm | 13.37 mm principal | 0.66 | Debt | Long | USA |
Kreditanstalt fuer Wiederaufbau | 12.01 mm | 12.00 mm principal | 0.64 | Debt | Long | Germany |
City of New York NY | 11.31 mm | 11.76 mm principal | 0.60 | Debt | Long | USA |
Taco Bell Funding LLC | 11.31 mm | 12.62 mm principal | 0.60 | ABS-other | Long | USA |
General Motors Financial Co, Inc | 11.07 mm | 11.00 mm principal | 0.59 | Debt | Long | USA |
United States Treasury Note | 10.81 mm | 10.57 mm principal | 0.57 | Debt | Long | USA |
BCS Barclays plc | 10.41 mm | 10.00 mm principal | 0.55 | Debt | Long | UK |
Charter Communications Operating LLC | 10.22 mm | 10.00 mm principal | 0.54 | Debt | Long | USA |
Bank of America NA | 10.12 mm | 10.00 mm principal | 0.54 | Debt | Long | USA |
Royal Bank of Canada | 10.11 mm | 10.00 mm principal | 0.54 | Debt | Long | Canada |
CMCSA Comcast Corp - Ordinary Shares | 10.11 mm | 10.00 mm principal | 0.54 | Debt | Long | USA |
WMB Williams Cos Inc | 10.10 mm | 10.00 mm principal | 0.54 | Debt | Long | USA |
JPMorgan Chase Bank NA | 10.09 mm | 10.00 mm principal | 0.54 | Debt | Long | USA |
C Citigroup Inc | 10.07 mm | 10.00 mm principal | 0.53 | Debt | Long | USA |
Caterpillar Financial Services Corp | 9.98 mm | 10.00 mm principal | 0.53 | Debt | Long | USA |
Verizon Master Trust | 9.97 mm | 10.19 mm principal | 0.53 | ABS-other | Long | USA |
Federal Farm Credit Bank (FFCB) | 9.96 mm | 10.00 mm principal | 0.53 | Short-term investment vehicle | Long | USA |
Charter Communications Operating LLC | 9.90 mm | 10.00 mm principal | 0.53 | Debt | Long | USA |
United States Treasury Note | 9.84 mm | 10.00 mm principal | 0.52 | Debt | Long | USA |
Domino's Pizza Master Issuer LLC | 9.48 mm | 10.73 mm principal | 0.50 | ABS-other | Long | USA |
BA Boeing Co. | 9.45 mm | 10.00 mm principal | 0.50 | Debt | Long | USA |
GS Mortgage Securities Trust | 8.86 mm | 9.00 mm principal | 0.47 | ABS-mortgage backed security | Long | USA |
CF Hippolyta LLC | 8.85 mm | 9.58 mm principal | 0.47 | ABS-other | Long | USA |
CarMax Auto Owner Trust | 8.11 mm | 8.60 mm principal | 0.43 | ABS-other | Long | USA |
Pfizer Investment Enterprises Pte Ltd | 8.00 mm | 8.00 mm principal | 0.42 | Debt | Long | Singapore |
T-Mobile USA, Inc | 7.76 mm | 8.00 mm principal | 0.41 | Debt | Long | USA |
Bank of America Corp | 7.72 mm | 8.00 mm principal | 0.41 | Debt | Long | USA |
RLGH Trust | 7.67 mm | 7.89 mm principal | 0.41 | ABS-mortgage backed security | Long | USA |
Natixis Commercial Mortgage Securities Trust | 7.33 mm | 8.06 mm principal | 0.39 | ABS-mortgage backed security | Long | USA |
AerCap Ireland Capital DAC | 6.97 mm | 7.00 mm principal | 0.37 | Debt | Long | Ireland |
COF Capital One Financial Corp. | 6.95 mm | 7.00 mm principal | 0.37 | Debt | Long | USA |
PFS Financing Corp | 6.89 mm | 7.00 mm principal | 0.37 | ABS-other | Long | USA |
Morgan Stanley Bank of America Merrill Lynch Trust | 6.73 mm | 6.77 mm principal | 0.36 | ABS-mortgage backed security | Long | USA |
Warnermedia Holdings, Inc | 6.73 mm | 6.88 mm principal | 0.36 | Debt | Long | USA |
Connecticut Avenue Securities Trust | 6.64 mm | 6.12 mm principal | 0.35 | ABS-collateralized bond/debt obligation | Long | USA |
Republic of Italy Government International Bond | 6.64 mm | 6.80 mm principal | 0.35 | Debt | Long | Italy |
CarMax Auto Owner Trust | 6.49 mm | 7.00 mm principal | 0.34 | ABS-other | Long | USA |
BX Commercial Mortgage Trust | 6.46 mm | 6.61 mm principal | 0.34 | ABS-mortgage backed security | Long | USA |
Fannie Mae Pool | 6.39 mm | 6.30 mm principal | 0.34 | ABS-mortgage backed security | Long | USA |
Central American Bank for Economic Integration | 6.25 mm | 6.25 mm principal | 0.33 | Debt | Long | N/A |
Verus Securitization Trust | 6.19 mm | 7.43 mm principal | 0.33 | ABS-collateralized bond/debt obligation | Long | USA |
Connecticut Avenue Securities Trust | 6.14 mm | 6.16 mm principal | 0.33 | ABS-collateralized bond/debt obligation | Long | USA |
DB Master Finance LLC | 6.06 mm | 6.66 mm principal | 0.32 | ABS-other | Long | USA |
Natixis Commercial Mortgage Securities Trust | 6.04 mm | 7.50 mm principal | 0.32 | ABS-mortgage backed security | Long | USA |
John Deere Capital Corp | 5.97 mm | 5.83 mm principal | 0.32 | Debt | Long | USA |
Structured Agency Credit Risk Debt Note (STACR) | 5.84 mm | 5.78 mm principal | 0.31 | ABS-collateralized bond/debt obligation | Long | USA |
MTN Commercial Mortgage Trust | 5.84 mm | 6.00 mm principal | 0.31 | ABS-mortgage backed security | Long | USA |
Government National Mortgage Association (GNMA) | 5.73 mm | 6.37 mm principal | 0.30 | ABS-other | Long | USA |
AerCap Ireland Capital DAC | 5.62 mm | 5.50 mm principal | 0.30 | Debt | Long | Ireland |
COMM Mortgage Trust | 5.50 mm | 6.00 mm principal | 0.29 | ABS-mortgage backed security | Long | USA |
AXP American Express Co. | 5.46 mm | 5.50 mm principal | 0.29 | Debt | Long | USA |
MSCG Trust | 5.34 mm | 6.10 mm principal | 0.28 | ABS-mortgage backed security | Long | USA |
Santander Consumer Auto Receivables Trust | 5.25 mm | 5.50 mm principal | 0.28 | ABS-other | Long | USA |
SCE Recovery Funding LLC | 5.16 mm | 6.06 mm principal | 0.27 | Debt | Long | USA |
Toronto-Dominion Bank | 5.15 mm | 5.00 mm principal | 0.27 | Debt | Long | Canada |
T AT&T, Inc. | 5.15 mm | 5.50 mm principal | 0.27 | Debt | Long | USA |
Morgan Stanley Bank NA | 5.14 mm | 5.00 mm principal | 0.27 | Debt | Long | USA |
McKesson Corp | 5.09 mm | 5.00 mm principal | 0.27 | Debt | Long | USA |
STT State Street Corp. | 5.07 mm | 5.00 mm principal | 0.27 | Debt | Long | USA |
Connecticut Avenue Securities Trust | 5.05 mm | 4.89 mm principal | 0.27 | ABS-collateralized bond/debt obligation | Long | USA |
Saudi Government International Bond | 5.01 mm | 5.20 mm principal | 0.27 | Debt | Long | Saudi Arabia |
Florida Power & Light Co | 5.01 mm | 5.00 mm principal | 0.27 | Debt | Long | USA |
Protective Life Global Funding | 4.99 mm | 5.00 mm principal | 0.26 | Debt | Long | USA |
Cooperatieve Rabobank UA | 4.99 mm | 5.00 mm principal | 0.26 | Debt | Long | Netherlands |
GS Goldman Sachs Group, Inc. | 4.99 mm | 5.00 mm principal | 0.26 | Debt | Long | USA |
ET+E Energy Transfer Operating, L.P. | 4.98 mm | 5.00 mm principal | 0.26 | Debt | Long | USA |
MUFG Mitsubishi UFJ Financial Group, Inc. | 4.98 mm | 5.00 mm principal | 0.26 | Debt | Long | Japan |
WEC WEC Energy Group Inc | 4.98 mm | 5.00 mm principal | 0.26 | Debt | Long | USA |
BA Boeing Co. | 4.98 mm | 5.00 mm principal | 0.26 | Debt | Long | USA |
Credit Suisse AG. | 4.98 mm | 5.00 mm principal | 0.26 | Debt | Long | Switzerland |
VZ Verizon Communications Inc | 4.98 mm | 5.50 mm principal | 0.26 | Debt | Long | USA |
UBS AG. | 4.97 mm | 5.00 mm principal | 0.26 | Debt | Long | Switzerland |
Essex Portfolio LP | 4.97 mm | 5.00 mm principal | 0.26 | Debt | Long | USA |
GS Mortgage Securities Trust | 4.92 mm | 5.00 mm principal | 0.26 | ABS-mortgage backed security | Long | USA |
Bank of America Corp | 4.92 mm | 5.00 mm principal | 0.26 | Debt | Long | USA |
Banco Santander S.A. | 4.89 mm | 5.00 mm principal | 0.26 | Debt | Long | Spain |
NVDA NVIDIA Corp | 4.89 mm | 5.00 mm principal | 0.26 | Debt | Long | USA |
Morgan Stanley | 4.89 mm | 5.00 mm principal | 0.26 | Debt | Long | USA |
Haleon UK Capital plc | 4.88 mm | 5.00 mm principal | 0.26 | Debt | Long | UK |
Adobe, Inc | 4.85 mm | 5.00 mm principal | 0.26 | Debt | Long | USA |
Structured Agency Credit Risk Debt Note (STACR) | 4.83 mm | 4.80 mm principal | 0.26 | ABS-collateralized bond/debt obligation | Long | USA |
TRP TransCanada Pipelines Ltd | 4.82 mm | 5.00 mm principal | 0.26 | Debt | Long | Canada |
Canadian Pacific Railway Co | 4.82 mm | 5.00 mm principal | 0.26 | Debt | Long | Canada |
SERVPRO Master Issuer LLC | 4.82 mm | 5.61 mm principal | 0.26 | ABS-other | Long | USA |
Morgan Stanley | 4.81 mm | 5.00 mm principal | 0.26 | Debt | Long | USA |
BX Commercial Mortgage Trust | 4.80 mm | 4.89 mm principal | 0.25 | ABS-mortgage backed security | Long | USA |
Morgan Stanley Bank of America Merrill Lynch Trust | 4.76 mm | 5.00 mm principal | 0.25 | ABS-mortgage backed security | Long | USA |
Wendy's Funding LLC | 4.71 mm | 5.46 mm principal | 0.25 | ABS-other | Long | USA |
AMGN AMGEN Inc. | 4.71 mm | 4.60 mm principal | 0.25 | Debt | Long | USA |
JP Morgan Chase Commercial Mortgage Securities Corp | 4.69 mm | 4.72 mm principal | 0.25 | ABS-mortgage backed security | Long | USA |
ENB Enbridge Inc | 4.63 mm | 4.78 mm principal | 0.25 | Debt | Long | Canada |
Angel Oak Mortgage Trust | 4.63 mm | 5.24 mm principal | 0.25 | ABS-collateralized bond/debt obligation | Long | USA |
MHC Commercial Mortgage Trust | 4.56 mm | 4.61 mm principal | 0.24 | ABS-mortgage backed security | Long | USA |
JPMBB Commercial Mortgage Securities Trust | 4.54 mm | 4.70 mm principal | 0.24 | ABS-mortgage backed security | Long | USA |
State Street Navigator Securities Lending Government Money Market Portfolio | 4.53 mm | 4.53 mm shares | 0.24 | Short-term investment vehicle | Long | USA |
PEP PepsiCo Inc | 4.39 mm | 4.30 mm principal | 0.23 | Debt | Long | USA |
Orbia Advance Corp SAB de C.V. | 4.34 mm | 4.73 mm principal | 0.23 | Debt | Long | Mexico |
POSCO | 4.31 mm | 4.20 mm principal | 0.23 | Debt | Long | Korea, Republic of |
Ford Credit Auto Owner Trust | 4.26 mm | 4.50 mm principal | 0.23 | ABS-other | Long | USA |
Mexico Government International Bond | 4.19 mm | 4.35 mm principal | 0.22 | Debt | Long | Mexico |
Peruvian Government International Bond | 4.16 mm | 4.25 mm principal | 0.22 | Debt | Long | Peru |
Connecticut Avenue Securities Trust | 4.11 mm | 3.80 mm principal | 0.22 | ABS-collateralized bond/debt obligation | Long | USA |
BBCMS Trust | 4.05 mm | 4.12 mm principal | 0.21 | ABS-mortgage backed security | Long | USA |
Morgan Stanley | 3.98 mm | 4.00 mm principal | 0.21 | Debt | Long | USA |
MPC Marathon Petroleum Corp | 3.97 mm | 4.00 mm principal | 0.21 | Debt | Long | USA |
Qatar Government International Bond | 3.97 mm | 4.00 mm principal | 0.21 | Debt | Long | Qatar |
COMM Mortgage Trust | 3.96 mm | 4.17 mm principal | 0.21 | ABS-mortgage backed security | Long | USA |
Morgan Stanley | 3.96 mm | 4.00 mm principal | 0.21 | Debt | Long | USA |
Bank Leumi Le-Israel BM | 3.93 mm | 4.00 mm principal | 0.21 | Debt | Long | Israel |
COMM Mortgage Trust | 3.87 mm | 4.12 mm principal | 0.21 | ABS-mortgage backed security | Long | USA |
General Motors Financial Co, Inc | 3.86 mm | 4.00 mm principal | 0.20 | Debt | Long | USA |
Morocco Government International Bond | 3.85 mm | 4.30 mm principal | 0.20 | Debt | Long | Morocco |
JPMBB Commercial Mortgage Securities Trust | 3.84 mm | 5.00 mm principal | 0.20 | ABS-mortgage backed security | Long | USA |
BX Commercial Mortgage Trust | 3.83 mm | 3.91 mm principal | 0.20 | ABS-mortgage backed security | Long | USA |
United Overseas Bank Ltd | 3.70 mm | 4.00 mm principal | 0.20 | Debt | Long | Singapore |
CVS CVS Health Corp | 3.69 mm | 3.75 mm principal | 0.20 | Debt | Long | USA |
COMM Mortgage Trust | 3.68 mm | 3.88 mm principal | 0.20 | ABS-mortgage backed security | Long | USA |
MHC Commercial Mortgage Trust | 3.65 mm | 3.69 mm principal | 0.19 | ABS-mortgage backed security | Long | USA |
WMT Walmart Inc | 3.58 mm | 3.90 mm principal | 0.19 | Debt | Long | USA |
OPEC Fund for International Development | 3.55 mm | 3.58 mm principal | 0.19 | Debt | Long | N/A |
Enterprise Products Operating LLC | 3.53 mm | 3.50 mm principal | 0.19 | Debt | Long | USA |
Banco del Estado de Chile | 3.52 mm | 3.65 mm principal | 0.19 | Debt | Long | Chile |
SMR Mortgage Trust | 3.48 mm | 3.71 mm principal | 0.18 | ABS-mortgage backed security | Long | USA |
Perusahaan Penerbit SBSN Indonesia III | 3.37 mm | 3.40 mm principal | 0.18 | Debt | Long | Indonesia |
WEC WEC Energy Group Inc | 3.36 mm | 3.30 mm principal | 0.18 | Debt | Long | USA |
Misc Capital Two Labuan Ltd | 3.32 mm | 3.40 mm principal | 0.18 | Debt | Long | Malaysia |
PNMSR 2018-GT1 A Mtge | 3.31 mm | 3.30 mm principal | 0.18 | ABS-collateralized bond/debt obligation | Long | USA |
HCA, Inc | 3.23 mm | 3.20 mm principal | 0.17 | Debt | Long | USA |
Reliance Industries Ltd | 3.20 mm | 3.29 mm principal | 0.17 | Debt | Long | USA |
GM Financial Consumer Automobile Receivables Trust | 3.20 mm | 3.35 mm principal | 0.17 | ABS-other | Long | USA |
DH Europe Finance II Sarl | 3.17 mm | 3.25 mm principal | 0.17 | Debt | Long | Luxembourg |
Ford Motor Credit Co LLC | 3.16 mm | 3.00 mm principal | 0.17 | Debt | Long | USA |
Bimbo Bakeries USA, Inc | 3.16 mm | 3.00 mm principal | 0.17 | Debt | Long | USA |
ORCL Oracle Corp. | 3.15 mm | 3.10 mm principal | 0.17 | Debt | Long | USA |
SK Hynix, Inc | 3.10 mm | 3.00 mm principal | 0.16 | Debt | Long | Korea, Republic of |
BX Commercial Mortgage Trust | 3.04 mm | 3.06 mm principal | 0.16 | ABS-mortgage backed security | Long | USA |
ZTS Zoetis Inc - Ordinary Shares | 3.02 mm | 3.00 mm principal | 0.16 | Debt | Long | USA |
Qatar Government International Bond | 2.98 mm | 3.00 mm principal | 0.16 | Debt | Long | Qatar |
STZ Constellation Brands Inc - Ordinary Shares | 2.98 mm | 3.00 mm principal | 0.16 | Debt | Long | USA |
SHW Sherwin-Williams Co. | 2.97 mm | 3.00 mm principal | 0.16 | Debt | Long | USA |
Saudi Arabian Oil Co | 2.97 mm | 3.00 mm principal | 0.16 | Debt | Long | Saudi Arabia |
Principal Life Global Funding II | 2.96 mm | 3.00 mm principal | 0.16 | Debt | Long | USA |
POSCO | 2.96 mm | 3.00 mm principal | 0.16 | Debt | Long | Korea, Republic of |
BX Commercial Mortgage Trust | 2.95 mm | 2.98 mm principal | 0.16 | ABS-mortgage backed security | Long | USA |
Toronto-Dominion Bank | 2.95 mm | 3.00 mm principal | 0.16 | Debt | Long | Canada |
WRKCo Inc. | 2.94 mm | 3.00 mm principal | 0.16 | Debt | Long | USA |
D Dominion Energy Inc | 2.93 mm | 3.00 mm principal | 0.16 | Debt | Long | USA |
ET+E Energy Transfer Operating, L.P. | 2.91 mm | 3.00 mm principal | 0.15 | Debt | Long | USA |
Deutsche Bank AG. | 2.90 mm | 2.95 mm principal | 0.15 | Debt | Long | Germany |
Chase Mortgage Trust | 2.87 mm | 3.14 mm principal | 0.15 | ABS-collateralized bond/debt obligation | Long | USA |
CNQ Canadian Natural Resources Ltd. | 2.86 mm | 3.00 mm principal | 0.15 | Debt | Long | Canada |
TSMC Global Ltd | 2.79 mm | 3.00 mm principal | 0.15 | Debt | Long | Virgin Islands (British) |
Prosus NV | 2.77 mm | 3.00 mm principal | 0.15 | Debt | Long | Netherlands |
ORLY O`Reilly Automotive, Inc. | 2.76 mm | 2.70 mm principal | 0.15 | Debt | Long | USA |
SK Hynix, Inc | 2.76 mm | 3.00 mm principal | 0.15 | Debt | Long | Korea, Republic of |
Banco do Brasil S.A. | 2.71 mm | 2.86 mm principal | 0.14 | Debt | Long | Brazil |
Verus Securitization Trust | 2.63 mm | 2.74 mm principal | 0.14 | ABS-collateralized bond/debt obligation | Long | USA |
Korea Hydro & Nuclear Power Co Ltd | 2.57 mm | 2.80 mm principal | 0.14 | Debt | Long | Korea, Republic of |
GS Mortgage-Backed Securities Corp Trust | 2.54 mm | 2.98 mm principal | 0.13 | ABS-collateralized bond/debt obligation | Long | USA |
Reliance Industries Ltd | 2.54 mm | 2.63 mm principal | 0.13 | Debt | Long | India |
WFRBS Commercial Mortgage Trust | 2.49 mm | 3.00 mm principal | 0.13 | ABS-mortgage backed security | Long | USA |
COMM Mortgage Trust | 2.48 mm | 3.00 mm principal | 0.13 | ABS-mortgage backed security | Long | USA |
Denso Corp | 2.47 mm | 2.73 mm principal | 0.13 | Debt | Long | Japan |
Verus Securitization Trust | 2.47 mm | 2.58 mm principal | 0.13 | ABS-collateralized bond/debt obligation | Long | USA |
Fixed Income Clearing Corp (FICC) | 2.46 mm | 2.46 mm principal | 0.13 | Repurchase agreement | Long | USA |
COMM Mortgage Trust | 2.43 mm | 3.00 mm principal | 0.13 | ABS-mortgage backed security | Long | USA |
COMM Mortgage Trust | 2.43 mm | 2.50 mm principal | 0.13 | ABS-mortgage backed security | Long | USA |
Ashford Hospitality Trust | 2.42 mm | 2.50 mm principal | 0.13 | ABS-mortgage backed security | Long | USA |
Assured Guaranty US Holdings, Inc | 2.41 mm | 2.30 mm principal | 0.13 | Debt | Long | USA |
Brazilian Government International Bond | 2.41 mm | 2.50 mm principal | 0.13 | Debt | Long | Brazil |