Fund profile
Fund manager
Total assets
$804.61 mm
Liabilities
$389.86 mm
Net assets
$414.74 mm
Number of holdings
380.00
Top 200 of 380 Holdings
Security | $Holding | Balance | % of Fund | Category | Position | Country |
---|---|---|---|---|---|---|
United States Treasury Inflation Indexed Bonds | 22.76 mm | 26.10 mm principal | 5.49 | Debt | Long | USA |
DEUTSCHE BANK REPO | 22.53 mm | 22.53 mm principal | 5.43 | Repurchase agreement | Long | USA |
United States Treasury Inflation Indexed Bonds | 21.36 mm | 23.01 mm principal | 5.15 | Debt | Long | USA |
United States Treasury Inflation Indexed Bonds | 18.43 mm | 19.45 mm principal | 4.44 | Debt | Long | USA |
United States Treasury Inflation Indexed Bonds | 17.92 mm | 19.32 mm principal | 4.32 | Debt | Long | USA |
United States Treasury Inflation Indexed Bonds | 16.24 mm | 17.46 mm principal | 3.92 | Debt | Long | USA |
United States Treasury Inflation Indexed Bonds | 14.21 mm | 13.52 mm principal | 3.43 | Debt | Long | USA |
United States Treasury Inflation Indexed Bonds | 13.50 mm | 14.44 mm principal | 3.26 | Debt | Long | USA |
United States Treasury Inflation Indexed Bonds | 13.31 mm | 13.47 mm principal | 3.21 | Debt | Long | USA |
Italy Buoni Poliennali Del Tesoro | 12.57 mm | 12.06 mm principal | 3.03 | Debt | Long | Italy |
United States Treasury Inflation Indexed Bonds | 12.38 mm | 14.19 mm principal | 2.98 | Debt | Long | USA |
United States Treasury Inflation Indexed Bonds | 11.99 mm | 12.35 mm principal | 2.89 | Debt | Long | USA |
United States Treasury Inflation Indexed Bonds | 10.95 mm | 11.87 mm principal | 2.64 | Debt | Long | USA |
United States Treasury Inflation Indexed Bonds | 10.77 mm | 12.08 mm principal | 2.60 | Debt | Long | USA |
United States Treasury Inflation Indexed Bonds | 10.76 mm | 12.57 mm principal | 2.59 | Debt | Long | USA |
United States Treasury Inflation Indexed Bonds | 10.75 mm | 9.98 mm principal | 2.59 | Debt | Long | USA |
Uniform Mortgage-Backed Security, TBA | 10.70 mm | 12.00 mm principal | 2.58 | ABS-mortgage backed security | Long | USA |
United States Treasury Inflation Indexed Bonds | 10.03 mm | 11.57 mm principal | 2.42 | Debt | Long | USA |
United States Treasury Inflation Indexed Bonds | 9.58 mm | 10.00 mm principal | 2.31 | Debt | Long | USA |
Uniform Mortgage-Backed Security, TBA | 9.18 mm | 9.50 mm principal | 2.21 | ABS-mortgage backed security | Long | USA |
United States Treasury Inflation Indexed Bonds | 8.69 mm | 8.78 mm principal | 2.10 | Debt | Long | USA |
United States Treasury Inflation Indexed Bonds | 7.81 mm | 9.33 mm principal | 1.88 | Debt | Long | USA |
United States Treasury Inflation Indexed Bonds | 7.48 mm | 7.63 mm principal | 1.80 | Debt | Long | USA |
Japanese Government CPI Linked Bond | 7.48 mm | 1.06 bn principal | 1.80 | Debt | Long | Japan |
United States Treasury Inflation Indexed Bonds | 7.17 mm | 7.12 mm principal | 1.73 | Debt | Long | USA |
United States Treasury Inflation Indexed Bonds | 6.97 mm | 9.57 mm principal | 1.68 | Debt | Long | USA |
Uniform Mortgage-Backed Security, TBA | 6.89 mm | 7.50 mm principal | 1.66 | ABS-mortgage backed security | Long | USA |
United States Treasury Inflation Indexed Bonds | 6.41 mm | 8.46 mm principal | 1.55 | Debt | Long | USA |
United States Treasury Inflation Indexed Bonds | 6.21 mm | 6.64 mm principal | 1.50 | Debt | Long | USA |
United States Treasury Inflation Indexed Bonds | 6.03 mm | 8.28 mm principal | 1.45 | Debt | Long | USA |
United States Treasury Inflation Indexed Bonds | 5.95 mm | 6.06 mm principal | 1.44 | Debt | Long | USA |
United States Treasury Inflation Indexed Bonds | 5.82 mm | 7.81 mm principal | 1.40 | Debt | Long | USA |
United States Treasury Inflation Indexed Bonds | 5.17 mm | 5.63 mm principal | 1.25 | Debt | Long | USA |
United States Treasury Inflation Indexed Bonds | 5.13 mm | 6.75 mm principal | 1.24 | Debt | Long | USA |
Uniform Mortgage-Backed Security, TBA | 5.02 mm | 5.00 mm principal | 1.21 | ABS-mortgage backed security | Long | USA |
United States Treasury Inflation Indexed Bonds | 4.90 mm | 6.72 mm principal | 1.18 | Debt | Long | USA |
French Republic Government Bond OAT | 4.26 mm | 4.09 mm principal | 1.03 | Debt | Long | France |
United States Treasury Inflation Indexed Bonds | 4.13 mm | 5.59 mm principal | 1.00 | Debt | Long | USA |
United States Treasury Inflation Indexed Bonds | 3.80 mm | 3.99 mm principal | 0.92 | Debt | Long | USA |
Japanese Government CPI Linked Bond | 3.64 mm | 516.07 mm principal | 0.88 | Debt | Long | Japan |
United States Treasury Inflation Indexed Bonds | 3.62 mm | 3.81 mm principal | 0.87 | Debt | Long | USA |
Uniform Mortgage-Backed Security, TBA | 3.41 mm | 3.40 mm principal | 0.82 | ABS-mortgage backed security | Long | USA |
Uniform Mortgage-Backed Security, TBA | 3.27 mm | 3.67 mm principal | 0.79 | ABS-mortgage backed security | Long | USA |
Uniform Mortgage-Backed Security, TBA | 3.11 mm | 3.30 mm principal | 0.75 | ABS-mortgage backed security | Long | USA |
United States Treasury Inflation Indexed Bonds | 3.11 mm | 3.21 mm principal | 0.75 | Debt | Long | USA |
United States Treasury Inflation Indexed Bonds | 2.74 mm | 3.23 mm principal | 0.66 | Debt | Long | USA |
United States Treasury Inflation Indexed Bonds | 2.72 mm | 2.81 mm principal | 0.66 | Debt | Long | USA |
United States Treasury Inflation Indexed Bonds | 2.61 mm | 2.71 mm principal | 0.63 | Debt | Long | USA |
United States Treasury Inflation Indexed Bonds | 2.55 mm | 2.62 mm principal | 0.61 | Debt | Long | USA |
Government National Mortgage Association | 2.39 mm | 2.41 mm principal | 0.58 | ABS-mortgage backed security | Long | USA |
Italy Buoni Poliennali Del Tesoro | 2.35 mm | 2.49 mm principal | 0.57 | Debt | Long | Italy |
Jyske Realkredit A/S | 2.26 mm | 22.73 mm principal | 0.55 | Debt | Long | Denmark |
French Republic Government Bond OAT | 2.22 mm | 2.42 mm principal | 0.54 | Debt | Long | France |
French Republic Government Bond OAT | 2.11 mm | 2.00 mm principal | 0.51 | Debt | Long | France |
Canadian Government Real Return Bond | 2.10 mm | 2.70 mm principal | 0.51 | Debt | Long | Canada |
Nykredit Realkredit AS | 2.07 mm | 20.79 mm principal | 0.50 | Debt | Long | Denmark |
FIXED INC CLEARING CORP.REPO
Fixed Income Clearing Corp
|
2.03 mm | 2.03 mm principal | 0.49 | Repurchase agreement | Long | USA |
Wellfleet CLO 2018-1 Ltd | 1.99 mm | 2.00 mm principal | 0.48 | ABS-collateralized bond/debt obligation | Long | Cayman Islands |
United States Treasury Inflation Indexed Bonds | 1.92 mm | 3.26 mm principal | 0.46 | Debt | Long | USA |
United States Treasury Inflation Indexed Bonds | 1.87 mm | 2.26 mm principal | 0.45 | Debt | Long | USA |
Benefit Street Partners CLO XVII Ltd | 1.79 mm | 1.80 mm principal | 0.43 | ABS-collateralized bond/debt obligation | Long | Cayman Islands |
Carlyle Global Market Strategies Euro CLO 2014-2 Ltd | 1.77 mm | 1.70 mm principal | 0.43 | ABS-collateralized bond/debt obligation | Long | Ireland |
UniCredit SpA | 1.75 mm | 1.75 mm principal | 0.42 | Debt | Long | Italy |
RFR USD SOFR/2.86500 02/13/24-30Y LCH | 1.74 mm | 9.40 mm other units | 0.42 | Interest rate derivative | N/A | USA |
AT&T Inc | 1.65 mm | 1.70 mm principal | 0.40 | Short-term investment vehicle | Long | USA |
United States Treasury Inflation Indexed Bonds | 1.63 mm | 2.96 mm principal | 0.39 | Debt | Long | USA |
GS Mortgage Securities Corp Trust 2022-GTWY | 1.60 mm | 1.60 mm principal | 0.39 | ABS-mortgage backed security | Long | USA |
IRS EUR 0.19700 11/08/22-30Y LCH | 1.59 mm | 2.80 mm other units | 0.38 | Interest rate derivative | N/A | XX |
US LONG BOND(CBT) DEC23 | 1.54 mm | -250.00 contracts | 0.37 | Interest rate derivative | N/A | USA |
317U877Z5 PIMCO SWAPTION 2.2365 PUT USD 202311 | 1.42 mm | 4.10 mm contracts | 0.34 | Interest rate derivative | N/A | USA |
Voya CLO 2017-1 Ltd | 1.41 mm | 1.41 mm principal | 0.34 | ABS-collateralized bond/debt obligation | Long | Cayman Islands |
OSD CLO 2021-23 Ltd | 1.41 mm | 1.41 mm principal | 0.34 | ABS-collateralized bond/debt obligation | Long | Cayman Islands |
HarborView Mortgage Loan Trust 2005-9 | 1.40 mm | 1.56 mm principal | 0.34 | ABS-mortgage backed security | Long | USA |
United States Treasury Inflation Indexed Bonds | 1.32 mm | 2.36 mm principal | 0.32 | Debt | Long | USA |
Dryden XXVI Senior Loan Fund | 1.30 mm | 1.30 mm principal | 0.31 | ABS-collateralized bond/debt obligation | Long | Cayman Islands |
Harvest CLO XXII DAC | 1.24 mm | 1.20 mm principal | 0.30 | ABS-collateralized bond/debt obligation | Long | Ireland |
French Republic Government Bond OAT | 1.18 mm | 1.17 mm principal | 0.28 | Debt | Long | France |
United States Treasury Inflation Indexed Bonds | 1.16 mm | 1.19 mm principal | 0.28 | Debt | Long | USA |
522 Funding CLO 2018-3A Ltd | 1.10 mm | 1.10 mm principal | 0.26 | ABS-collateralized bond/debt obligation | Long | Cayman Islands |
Madison Park Euro Funding IX DAC | 1.03 mm | 1.00 mm principal | 0.25 | ABS-collateralized bond/debt obligation | Long | Ireland |
Credit-Based Asset Servicing and Securitization LLC | 1.02 mm | 1.08 mm principal | 0.25 | ABS-other | Long | USA |
Venture XVII CLO Ltd | 1.02 mm | 1.02 mm principal | 0.25 | ABS-collateralized bond/debt obligation | Long | Cayman Islands |
BDS 2022-FL11 LLC | 993.72 k | 1.00 mm principal | 0.24 | ABS-collateralized bond/debt obligation | Long | USA |
United States Treasury Inflation Indexed Bonds | 988.99 k | 1.06 mm principal | 0.24 | Debt | Long | USA |
LCM XV LP | 954.80 k | 954.81 k principal | 0.23 | ABS-collateralized bond/debt obligation | Long | Cayman Islands |
HalseyPoint CLO 3 Ltd | 950.27 k | 950.00 k principal | 0.23 | ABS-collateralized bond/debt obligation | Long | Cayman Islands |
Ares European CLO X DAC | 936.32 k | 899.61 k principal | 0.23 | ABS-collateralized bond/debt obligation | Long | Ireland |
LCM XVIII LP | 922.62 k | 926.19 k principal | 0.22 | ABS-collateralized bond/debt obligation | Long | Cayman Islands |
Thornburg Mortgage Securities Trust 2004-2 | 898.70 k | 992.53 k principal | 0.22 | ABS-mortgage backed security | Long | USA |
IRS EUR 0.19500 11/04/22-30Y LCH | 883.29 k | 1.55 mm other units | 0.21 | Interest rate derivative | N/A | XX |
Freddie Mac REMICS | 872.46 k | 910.37 k principal | 0.21 | ABS-mortgage backed security | Long | USA |
Home Equity Asset Trust 2005-2 | 859.41 k | 899.88 k principal | 0.21 | ABS-mortgage backed security | Long | USA |
IRS EUR 0.19000 11/04/22-30Y LCH | 856.26 k | 1.50 mm other units | 0.21 | Interest rate derivative | N/A | XX |
ABFC 2004-OPT5 Trust | 846.61 k | 874.84 k principal | 0.20 | ABS-mortgage backed security | Long | USA |
ARES L CLO Ltd | 807.83 k | 810.00 k principal | 0.19 | ABS-collateralized bond/debt obligation | Long | Cayman Islands |
Nordea Kredit Realkreditaktieselskab | 792.24 k | 8.51 mm principal | 0.19 | Debt | Long | Denmark |
PURCHASED USD / SOLD EUR
HSBC Bank PLC
|
760.24 k | 1.00 contracts | 0.18 | DFE | N/A | USA |
Nykredit Realkredit AS | 752.85 k | 7.24 mm principal | 0.18 | Debt | Long | Denmark |
Towd Point Mortgage Funding 2019 - Granite4 PLC | 734.92 k | 601.54 k principal | 0.18 | ABS-mortgage backed security | Long | UK |
RFRF USD SF+26.161/1.84 11/21/23-5Y LCH | 671.16 k | 5.50 mm other units | 0.16 | Interest rate derivative | N/A | USA |
OAK Hill European Credit Partners VII DAC | 624.68 k | 599.82 k principal | 0.15 | ABS-collateralized bond/debt obligation | Long | Ireland |
MF1 2022-FL9 LLC | 600.89 k | 600.00 k principal | 0.14 | ABS-collateralized bond/debt obligation | Long | USA |
Regatta VIII Funding Ltd | 599.31 k | 599.41 k principal | 0.14 | ABS-collateralized bond/debt obligation | Long | Cayman Islands |
Octagon Investment Partners 18-R Ltd | 598.56 k | 600.00 k principal | 0.14 | ABS-collateralized bond/debt obligation | Long | Cayman Islands |
LoanCore 2022-CRE7 Issuer Ltd | 594.94 k | 600.00 k principal | 0.14 | ABS-collateralized bond/debt obligation | Long | Cayman Islands |
Sound Point CLO IX Ltd | 591.77 k | 600.00 k principal | 0.14 | ABS-collateralized bond/debt obligation | Long | Cayman Islands |
Dryden 64 CLO Ltd | 591.60 k | 594.18 k principal | 0.14 | ABS-collateralized bond/debt obligation | Long | Cayman Islands |
Government National Mortgage Association | 587.04 k | 601.32 k principal | 0.14 | ABS-mortgage backed security | Long | USA |
Merrill Lynch Mortgage Investors Trust Series 2005-NC1 | 582.11 k | 622.13 k principal | 0.14 | ABS-mortgage backed security | Long | USA |
SLM Student Loan Trust 2004-3 | 573.50 k | 582.29 k principal | 0.14 | ABS-other | Long | USA |
Palmer Square Loan Funding 2021-4 Ltd | 573.26 k | 575.84 k principal | 0.14 | ABS-collateralized bond/debt obligation | Long | Cayman Islands |
Nordea Kredit Realkreditaktieselskab | 564.45 k | 5.66 mm principal | 0.14 | Debt | Long | Denmark |
INF SWAP US IT 2.31125 02/24/21-10Y LCH | 561.88 k | 5.10 mm other units | 0.14 | Interest rate derivative | N/A | USA |
Nykredit Realkredit AS | 557.67 k | 5.28 mm principal | 0.13 | Debt | Long | Denmark |
Goldentree Loan Opportunities XI Ltd | 557.48 k | 557.47 k principal | 0.13 | ABS-collateralized bond/debt obligation | Long | Cayman Islands |
ACE Securities Corp Home Equity Loan Trust Series 2004-OP1 | 549.03 k | 593.18 k principal | 0.13 | ABS-mortgage backed security | Long | USA |
TSTAT 2022-1 Ltd | 540.58 k | 539.74 k principal | 0.13 | ABS-collateralized bond/debt obligation | Long | Bermuda |
Freddie Mac Strips | 539.62 k | 557.59 k principal | 0.13 | ABS-mortgage backed security | Long | USA |
Realkredit Danmark A/S | 535.60 k | 5.88 mm principal | 0.13 | Debt | Long | Denmark |
Government National Mortgage Association | 524.04 k | 525.99 k principal | 0.13 | ABS-mortgage backed security | Long | USA |
CBAM 2017-1 Ltd | 522.97 k | 522.56 k principal | 0.13 | ABS-collateralized bond/debt obligation | Long | Cayman Islands |
Ares European CLO VI DAC | 512.17 k | 491.22 k principal | 0.12 | ABS-collateralized bond/debt obligation | Long | Ireland |
Government National Mortgage Association | 508.61 k | 506.43 k principal | 0.12 | ABS-mortgage backed security | Long | USA |
RFR USD SOFR/4.25000 12/20/23-2Y CME | 506.42 k | 48.50 mm other units | 0.12 | Interest rate derivative | N/A | USA |
Jyske Realkredit A/S | 501.37 k | 5.50 mm principal | 0.12 | Debt | Long | Denmark |
CIFC Funding 2018-I Ltd | 499.00 k | 500.00 k principal | 0.12 | ABS-collateralized bond/debt obligation | Long | Cayman Islands |
Rad CLO 5 Ltd | 498.65 k | 500.00 k principal | 0.12 | ABS-collateralized bond/debt obligation | Long | Cayman Islands |
Carlyle Global Market Strategies CLO 2012-4 Ltd | 498.46 k | 500.00 k principal | 0.12 | ABS-collateralized bond/debt obligation | Long | Cayman Islands |
Voya CLO 2014-4 Ltd | 494.88 k | 495.44 k principal | 0.12 | ABS-collateralized bond/debt obligation | Long | Cayman Islands |
Palmer Square Loan Funding 2021-3 Ltd | 491.46 k | 493.44 k principal | 0.12 | ABS-collateralized bond/debt obligation | Long | Cayman Islands |
TRTX 2022-FL5 Issuer Ltd | 488.75 k | 500.00 k principal | 0.12 | ABS-collateralized bond/debt obligation | Long | Cayman Islands |
3 MONTH SOFR FUT SEP23 | 484.41 k | -271.00 contracts | 0.12 | Interest rate derivative | N/A | USA |
Residential Mortgage Securities 32 PLC | 482.64 k | 394.27 k principal | 0.12 | ABS-mortgage backed security | Long | UK |
IRS EUR 2.75000 03/20/24-30Y LCH | 481.82 k | 7.89 mm other units | 0.12 | Interest rate derivative | N/A | XX |
Citigroup Mortgage Loan Trust 2013-A | 479.68 k | 523.50 k principal | 0.12 | ABS-mortgage backed security | Long | USA |
Realkredit Danmark A/S | 477.49 k | 4.79 mm principal | 0.12 | Debt | Long | Denmark |
BAMLL Commercial Mortgage Securities Trust 2021-JACX | 474.15 k | 500.00 k principal | 0.11 | ABS-mortgage backed security | Long | USA |
Carlyle Euro CLO 2017-2 DAC | 472.62 k | 452.58 k principal | 0.11 | ABS-collateralized bond/debt obligation | Long | Ireland |
TCW CLO 2018-1 Ltd | 472.26 k | 473.36 k principal | 0.11 | ABS-collateralized bond/debt obligation | Long | Cayman Islands |
Black Diamond CLO 2017-2 DAC | 467.69 k | 445.42 k principal | 0.11 | ABS-collateralized bond/debt obligation | Long | Ireland |
Nordea Kredit Realkreditaktieselskab | 458.30 k | 4.70 mm principal | 0.11 | Debt | Long | Denmark |
Romark CLO Ltd | 457.24 k | 458.85 k principal | 0.11 | ABS-collateralized bond/debt obligation | Long | Cayman Islands |
LCM XIII LP | 455.52 k | 455.73 k principal | 0.11 | ABS-collateralized bond/debt obligation | Long | Cayman Islands |
Morgan Stanley ABS Capital I Inc Trust 2005-HE2 | 445.08 k | 464.75 k principal | 0.11 | ABS-mortgage backed security | Long | USA |
Segovia European CLO 6-2019 DAC | 416.54 k | 400.00 k principal | 0.10 | ABS-collateralized bond/debt obligation | Long | Ireland |
Dryden 52 Euro CLO 2017 DAC | 415.70 k | 400.00 k principal | 0.10 | ABS-collateralized bond/debt obligation | Long | Ireland |
Atlas Senior Loan Fund Ltd | 379.93 k | 379.97 k principal | 0.09 | ABS-collateralized bond/debt obligation | Long | Cayman Islands |
CIFC Funding 2017-IV Ltd | 373.86 k | 374.27 k principal | 0.09 | ABS-collateralized bond/debt obligation | Long | Cayman Islands |
BAC Bank Of America Corp. | 372.45 k | 410.00 k principal | 0.09 | Debt | Long | USA |
EURO-BUND FUTURE DEC23 | 327.92 k | -110.00 contracts | 0.08 | Interest rate derivative | N/A | Germany |
Carlyle Global Market Strategies CLO 2013-1 Ltd | 326.37 k | 327.45 k principal | 0.08 | ABS-collateralized bond/debt obligation | Long | Cayman Islands |
Catamaran CLO 2014-1 Ltd | 313.50 k | 314.13 k principal | 0.08 | ABS-collateralized bond/debt obligation | Long | Cayman Islands |
Stratus CLO 2021-3 Ltd | 303.18 k | 304.30 k principal | 0.07 | ABS-collateralized bond/debt obligation | Long | Cayman Islands |
ACAS CLO 2015-1 Ltd | 299.92 k | 300.83 k principal | 0.07 | ABS-collateralized bond/debt obligation | Long | Cayman Islands |
Saranac Clo VI Ltd | 299.19 k | 300.00 k principal | 0.07 | ABS-collateralized bond/debt obligation | Long | Jersey |
Gallatin CLO VIII 2017-1 Ltd | 299.16 k | 300.00 k principal | 0.07 | ABS-collateralized bond/debt obligation | Long | Cayman Islands |
ARES LII CLO Ltd | 298.57 k | 300.00 k principal | 0.07 | ABS-collateralized bond/debt obligation | Long | Cayman Islands |
THL Credit Wind River 2019-3 Clo Ltd | 298.28 k | 300.00 k principal | 0.07 | ABS-collateralized bond/debt obligation | Long | Cayman Islands |
Vibrant CLO XI Ltd | 297.99 k | 300.00 k principal | 0.07 | ABS-collateralized bond/debt obligation | Long | Cayman Islands |
Oaktree CLO 2019-1 Ltd | 297.71 k | 300.00 k principal | 0.07 | ABS-collateralized bond/debt obligation | Long | Cayman Islands |
Eurosail-UK 2007-3bl PLC | 296.58 k | 244.48 k principal | 0.07 | ABS-mortgage backed security | Long | UK |
Crestline Denali CLO XIV Ltd | 296.16 k | 297.05 k principal | 0.07 | ABS-collateralized bond/debt obligation | Long | Cayman Islands |
New Residential Mortgage Loan Trust 2019-RPL2 | 295.69 k | 315.71 k principal | 0.07 | ABS-mortgage backed security | Long | USA |
Apidos CLO XXVII | 279.24 k | 279.95 k principal | 0.07 | ABS-collateralized bond/debt obligation | Long | Cayman Islands |
United States Small Business Administration | 277.99 k | 283.74 k principal | 0.07 | ABS-other | Long | USA |
US 5YR NOTE (CBT) DEC23 | 277.78 k | -419.00 contracts | 0.07 | Interest rate derivative | N/A | USA |
Midocean Credit Clo VIII | 276.66 k | 276.81 k principal | 0.07 | ABS-collateralized bond/debt obligation | Long | Cayman Islands |
Apidos CLO XXVI | 272.44 k | 272.84 k principal | 0.07 | ABS-collateralized bond/debt obligation | Long | Cayman Islands |
INF SWAP US IT 2.41875 03/05/21-5Y LCH | 271.59 k | 2.80 mm other units | 0.07 | Interest rate derivative | N/A | USA |
Goldentree Loan Management US Clo 2 Ltd | 271.09 k | 271.71 k principal | 0.07 | ABS-collateralized bond/debt obligation | Long | Cayman Islands |
Venture XXVIII CLO Ltd | 268.78 k | 270.42 k principal | 0.06 | ABS-collateralized bond/debt obligation | Long | Cayman Islands |
Crestline Denali CLO XV Ltd | 261.17 k | 261.63 k principal | 0.06 | ABS-collateralized bond/debt obligation | Long | Cayman Islands |
Freddie Mac REMICS | 260.72 k | 271.79 k principal | 0.06 | ABS-mortgage backed security | Long | USA |
EURO-BUXL 30Y BND DEC23 | 250.72 k | -22.00 contracts | 0.06 | Interest rate derivative | N/A | Germany |
Venture XIV CLO Ltd | 239.27 k | 239.15 k principal | 0.06 | ABS-collateralized bond/debt obligation | Long | Cayman Islands |
Venture XXIV CLO Ltd | 231.22 k | 231.47 k principal | 0.06 | ABS-collateralized bond/debt obligation | Long | Cayman Islands |
KKR CLO 9 Ltd | 229.72 k | 230.70 k principal | 0.06 | ABS-collateralized bond/debt obligation | Long | Cayman Islands |
Citigroup Mortgage Loan Trust 2006-AMC1 | 225.22 k | 237.73 k principal | 0.05 | ABS-mortgage backed security | Long | USA |
RFR JPY MUTK/0.50000 12/15/21-10Y LCH | 221.83 k | 1.17 bn other units | 0.05 | Interest rate derivative | N/A | Japan |
Fannie Mae REMICS | 221.48 k | 228.34 k principal | 0.05 | ABS-mortgage backed security | Long | USA |
INF SWAP US IT 2.31375 02/26/21-5Y LCH | 214.51 k | 2.10 mm other units | 0.05 | Interest rate derivative | N/A | USA |
Magnetite XVIII Ltd | 210.94 k | 211.64 k principal | 0.05 | ABS-collateralized bond/debt obligation | Long | Cayman Islands |
OZLM XXIV Ltd | 197.33 k | 200.00 k principal | 0.05 | ABS-collateralized bond/debt obligation | Long | Cayman Islands |
EURO-SCHATZ FUT DEC23 | 193.88 k | -560.00 contracts | 0.05 | Interest rate derivative | N/A | Germany |
Angel Oak Mortgage Trust 2020-4 | 190.19 k | 204.94 k principal | 0.05 | ABS-mortgage backed security | Long | USA |
Fannie Mae REMICS | 188.73 k | 186.16 k principal | 0.05 | ABS-mortgage backed security | Long | USA |
Jyske Realkredit A/S | 186.88 k | 1.77 mm principal | 0.05 | Debt | Long | Denmark |
MidOcean Credit CLO II | 185.12 k | 184.91 k principal | 0.04 | ABS-collateralized bond/debt obligation | Long | Cayman Islands |
OZLM VIII Ltd | 181.31 k | 181.24 k principal | 0.04 | ABS-collateralized bond/debt obligation | Long | Cayman Islands |
Jyske Realkredit A/S | 173.97 k | 1.78 mm principal | 0.04 | Debt | Long | Denmark |
PURCHASED USD / SOLD DKK
BNP Paribas SA
|
173.92 k | 1.00 contracts | 0.04 | DFE | N/A | USA |
RFR USD SOFR/4.25000 12/20/23-2Y LCH | 170.53 k | 16.30 mm other units | 0.04 | Interest rate derivative | N/A | USA |
PURCHASED USD / SOLD DKK
Bank of America N.A.
|
166.06 k | 1.00 contracts | 0.04 | DFE | N/A | USA |
Jyske Realkredit A/S | 159.34 k | 1.53 mm principal | 0.04 | Debt | Long | Denmark |
EURO-OAT FUTURE DEC23 | 159.27 k | -44.00 contracts | 0.04 | Interest rate derivative | N/A | Germany |
Chevy Chase Funding LLC Mortgage-Backed Certificates Series 2004-A | 157.07 k | 164.49 k principal | 0.04 | ABS-mortgage backed security | Long | USA |
Realkredit Danmark A/S | 151.74 k | 1.59 mm principal | 0.04 | Debt | Long | Denmark |
Structured Asset Mortgage Investments II Trust 2005-AR5 | 147.05 k | 164.44 k principal | 0.04 | ABS-mortgage backed security | Long | USA |
Renaissance Home Equity Loan Trust 2002-3 | 144.30 k | 163.42 k principal | 0.03 | ABS-mortgage backed security | Long | USA |
INF SWAP US IT 1.89 08/27/20-7Y LCH | 141.22 k | 1.00 mm other units | 0.03 | Interest rate derivative | N/A | USA |