Fund profile
Fund manager
Total assets
$167.45 mm
Liabilities
$55.94 mm
Net assets
$111.51 mm
Number of holdings
247.00
Top 200 of 247 Holdings
Security | $Holding | Balance | % of Fund | Category | Position | Country |
---|---|---|---|---|---|---|
U.S. Treasury Inflation Linked Notes | 5.76 mm | 5.63 mm principal | 5.17 | Debt | Long | USA |
U.S. Treasury Inflation Linked Notes | 4.70 mm | 3.98 mm principal | 4.22 | Debt | Long | USA |
U.S. Treasury Inflation Linked Notes | 4.35 mm | 4.00 mm principal | 3.90 | Debt | Long | USA |
U.S. Treasury Inflation Linked Notes | 4.17 mm | 4.30 mm principal | 3.74 | Debt | Long | USA |
Buoni Poliennali del Tesoro | 4.01 mm | 3.70 mm principal | 3.60 | Debt | Long | Italy |
European Financial Stability Facility | 4.01 mm | 3.70 mm principal | 3.59 | Debt | Long | Luxembourg |
Buoni Poliennali del Tesoro | 3.96 mm | 3.59 mm principal | 3.55 | Debt | Long | Italy |
U.S. Treasury Inflation Linked Notes | 3.80 mm | 3.40 mm principal | 3.41 | Debt | Long | USA |
UMBS, 30 Year, Single Family | 3.79 mm | 3.90 mm principal | 3.40 | ABS-mortgage backed security | Long | USA |
UMBS, 30 Year, Single Family | 3.22 mm | 3.40 mm principal | 2.89 | ABS-mortgage backed security | Long | USA |
U.S. Treasury Inflation Linked Notes | 2.76 mm | 2.28 mm principal | 2.48 | Debt | Long | USA |
U.S. Treasury Inflation Linked Notes | 2.73 mm | 2.18 mm principal | 2.44 | Debt | Long | USA |
U.S. Treasury Inflation Linked Notes | 2.64 mm | 2.37 mm principal | 2.37 | Debt | Long | USA |
Buoni Poliennali del Tesoro | 2.60 mm | 2.52 mm principal | 2.33 | Debt | Long | Italy |
U.K. Treasury Inflation Linked Bonds | 2.40 mm | 1.79 mm principal | 2.15 | Debt | Long | UK |
Buoni Poliennali del Tesoro | 2.29 mm | 2.42 mm principal | 2.05 | Debt | Long | Italy |
U.S. Treasury Inflation Linked Notes | 2.17 mm | 1.90 mm principal | 1.94 | Debt | Long | USA |
U.S. Treasury Inflation Linked Notes | 2.14 mm | 1.82 mm principal | 1.92 | Debt | Long | USA |
U.S. Treasury Inflation Linked Bonds | 2.09 mm | 1.29 mm principal | 1.87 | Debt | Long | USA |
UMBS, 30 Year, Single Family | 2.05 mm | 2.00 mm principal | 1.84 | ABS-mortgage backed security | Long | USA |
UMBS, 30 Year, Single Family | 2.03 mm | 2.00 mm principal | 1.82 | ABS-mortgage backed security | Long | USA |
French Republic | 2.00 mm | 1.71 mm principal | 1.79 | Debt | Long | France |
Japan Government Bond CPI Linked | 1.91 mm | 256.75 mm principal | 1.72 | Debt | Long | Japan |
U.S. Treasury Inflation Linked Notes | 1.88 mm | 1.73 mm principal | 1.69 | Debt | Long | USA |
U.K. Treasury Inflation Linked Bonds | 1.83 mm | 1.36 mm principal | 1.64 | Debt | Long | UK |
U.S. Treasury Inflation Linked Bonds | 1.80 mm | 1.68 mm principal | 1.61 | Debt | Long | USA |
U.K. Treasury Inflation Linked Bonds | 1.78 mm | 1.55 mm principal | 1.60 | Debt | Long | UK |
French Republic | 1.70 mm | 1.63 mm principal | 1.53 | Debt | Long | France |
U.S. Treasury Inflation Linked Bonds | 1.70 mm | 1.43 mm principal | 1.52 | Debt | Long | USA |
U.K. Treasury Inflation Linked Bonds | 1.67 mm | 1.18 mm principal | 1.50 | Debt | Long | UK |
U.S. Treasury Inflation Linked Notes | 1.66 mm | 1.70 mm principal | 1.49 | Debt | Long | USA |
U.S. Treasury Inflation Linked Bonds | 1.57 mm | 1.53 mm principal | 1.41 | Debt | Long | USA |
French Republic | 1.54 mm | 1.42 mm principal | 1.38 | Debt | Long | France |
U.S. Treasury Inflation Linked Notes | 1.53 mm | 1.30 mm principal | 1.37 | Debt | Long | USA |
Kingdom of Spain | 1.45 mm | 1.30 mm principal | 1.30 | Debt | Long | Spain |
Kingdom of Spain | 1.43 mm | 1.34 mm principal | 1.28 | Debt | Long | Spain |
French Republic | 1.42 mm | 1.30 mm principal | 1.27 | Debt | Long | France |
U.K. Treasury Inflation Linked Bonds | 1.40 mm | 1.08 mm principal | 1.25 | Debt | Long | UK |
U.S. Treasury Inflation Linked Notes | 1.38 mm | 1.13 mm principal | 1.24 | Debt | Long | USA |
U.S. Treasury Inflation Linked Notes | 1.34 mm | 1.30 mm principal | 1.20 | Debt | Long | USA |
U.S. Treasury Inflation Linked Bonds | 1.32 mm | 910.00 k principal | 1.18 | Debt | Long | USA |
U.K. Treasury Inflation Linked Bonds | 1.29 mm | 400.00 k principal | 1.15 | Debt | Long | UK |
Nykredit Realkredit A/S, Series 01E | 1.23 mm | 8.91 mm principal | 1.11 | Debt | Long | Denmark |
U.K. Treasury Inflation Linked Bonds | 1.22 mm | 1.00 mm principal | 1.10 | Debt | Long | UK |
Kingdom of Spain | 1.22 mm | 1.11 mm principal | 1.10 | Debt | Long | Spain |
U.S. Treasury Inflation Linked Bonds | 1.21 mm | 1.09 mm principal | 1.09 | Debt | Long | USA |
U.S. Treasury Inflation Linked Notes | 1.18 mm | 990.00 k principal | 1.06 | Debt | Long | USA |
U.S. Treasury Inflation Linked Bonds | 1.17 mm | 797.00 k principal | 1.04 | Debt | Long | USA |
U.K. Treasury Inflation Linked Bonds | 1.16 mm | 944.44 k principal | 1.04 | Debt | Long | UK |
U.S. Treasury Inflation Linked Notes | 1.15 mm | 1.00 mm principal | 1.03 | Debt | Long | USA |
U.K. Treasury Bonds | 1.11 mm | 1.00 mm principal | 0.99 | Debt | Long | UK |
U.S. Treasury Inflation Linked Notes | 1.06 mm | 880.00 k principal | 0.95 | Debt | Long | USA |
Japan Government Bond CPI Linked | 1.04 mm | 141.09 mm principal | 0.93 | Debt | Long | Japan |
U.S. Treasury Inflation Linked Bonds | 1.03 mm | 500.00 k principal | 0.93 | Debt | Long | USA |
U.K. Treasury Inflation Linked Bonds | 1.03 mm | 935.07 k principal | 0.92 | Debt | Long | UK |
French Republic | 1.02 mm | 939.85 k principal | 0.92 | Debt | Long | France |
U.S. Treasury Inflation Linked Notes | 1.01 mm | 800.00 k principal | 0.90 | Debt | Long | USA |
U.K. Treasury Inflation Linked Bonds | 993.61 k | 800.18 k principal | 0.89 | Debt | Long | UK |
U.S. Treasury Inflation Linked Notes | 985.35 k | 1.00 mm principal | 0.88 | Debt | Long | USA |
Commonwealth of Australia | 959.84 k | 1.37 mm principal | 0.86 | Debt | Long | Australia |
U.K. Treasury Inflation Linked Bonds | 926.48 k | 669.85 k principal | 0.83 | Debt | Long | UK |
U.K. Treasury Inflation Linked Bonds | 915.23 k | 707.73 k principal | 0.82 | Debt | Long | UK |
Kingdom of Sweden | 878.36 k | 6.95 mm principal | 0.79 | Debt | Long | Sweden |
U.K. Treasury Inflation Linked Bonds | 874.69 k | 831.45 k principal | 0.78 | Debt | Long | UK |
U.K. Treasury Inflation Linked Bonds | 868.41 k | 761.27 k principal | 0.78 | Debt | Long | UK |
U.S. Treasury Inflation Linked Notes | 855.93 k | 800.00 k principal | 0.77 | Debt | Long | USA |
French Republic | 845.02 k | 776.67 k principal | 0.76 | Debt | Long | France |
U.S. Treasury Inflation Linked Bonds | 831.12 k | 822.00 k principal | 0.75 | Debt | Long | USA |
French Republic | 783.64 k | 715.45 k principal | 0.70 | Debt | Long | France |
U.K. Treasury Inflation Linked Bonds | 773.95 k | 560.42 k principal | 0.69 | Debt | Long | UK |
French Republic | 743.35 k | 567.55 k principal | 0.67 | Debt | Long | France |
Realkredit Danmark A/S, Series 27S | 733.16 k | 6.44 mm principal | 0.66 | Debt | Long | Denmark |
French Republic | 732.24 k | 677.46 k principal | 0.66 | Debt | Long | France |
U.S. Treasury Inflation Linked Bonds | 714.47 k | 705.00 k principal | 0.64 | Debt | Long | USA |
U.K. Treasury Inflation Linked Bonds | 702.28 k | 666.48 k principal | 0.63 | Debt | Long | UK |
U.K. Treasury Inflation Linked Bonds | 690.16 k | 659.93 k principal | 0.62 | Debt | Long | UK |
Canada Government Bond | 676.30 k | 770.02 k principal | 0.61 | Debt | Long | Canada |
Commonwealth of Australia | 662.16 k | 922.32 k principal | 0.59 | Debt | Long | Australia |
Buoni Poliennali del Tesoro | 644.55 k | 545.15 k principal | 0.58 | Debt | Long | Italy |
U.K. Treasury Inflation Linked Bonds | 637.19 k | 673.30 k principal | 0.57 | Debt | Long | UK |
Uktv Interactive Ltd. | 631.21 k | 130.00 k principal | 0.57 | Debt | Long | UK |
U.S. Treasury Inflation Linked Bonds | 616.73 k | 420.00 k principal | 0.55 | Debt | Long | USA |
Brants Bridge plc, Series 2023-1, Class A | 591.55 k | 465.37 k principal | 0.53 | ABS-mortgage backed security | Long | UK |
U.K. Treasury Inflation Linked Bonds | 590.31 k | 467.54 k principal | 0.53 | Debt | Long | UK |
U.K. Treasury Inflation Linked Bonds | 562.70 k | 526.13 k principal | 0.50 | Debt | Long | UK |
Kingdom of Sweden | 550.37 k | 4.30 mm principal | 0.49 | Debt | Long | Sweden |
Canterbury Finance NO 4 plc, Series 4, Class A2 | 534.90 k | 420.85 k principal | 0.48 | ABS-mortgage backed security | Long | UK |
U.K. Treasury Inflation Linked Bonds | 514.79 k | 544.00 k principal | 0.46 | Debt | Long | UK |
Japan Government Bond CPI Linked | 480.09 k | 64.28 mm principal | 0.43 | Debt | Long | Japan |
U.S. Treasury Inflation Linked Bonds | 455.41 k | 296.00 k principal | 0.41 | Debt | Long | USA |
U.K. Treasury Inflation Linked Bonds | 447.78 k | 460.65 k principal | 0.40 | Debt | Long | UK |
U.K. Treasury Inflation Linked Bonds | 440.60 k | 348.97 k principal | 0.40 | Debt | Long | UK |
U.K. Treasury Inflation Linked Bonds | 430.45 k | 435.02 k principal | 0.39 | Debt | Long | UK |
Realkredit Danmark A/S, Series 10F1 | 414.52 k | 2.80 mm principal | 0.37 | Debt | Long | Denmark |
French Republic | 413.94 k | 377.56 k principal | 0.37 | Debt | Long | France |
U.S. Treasury Inflation Linked Bonds | 412.94 k | 560.00 k principal | 0.37 | Debt | Long | USA |
UMBS | 406.41 k | 400.00 k principal | 0.36 | ABS-mortgage backed security | Long | USA |
Realkredit Danmark A/S, Series 23S | 402.06 k | 2.91 mm principal | 0.36 | Debt | Long | Denmark |
Harbour No. 1 plc, Series 1, Class A1 | 389.45 k | 305.77 k principal | 0.35 | ABS-mortgage backed security | Long | UK |
Canada Government Bond | 367.38 k | 514.60 k principal | 0.33 | Debt | Long | Canada |
U.S. Treasury Inflation Linked Bonds | 341.93 k | 500.00 k principal | 0.31 | Debt | Long | USA |
French Republic | 338.75 k | 310.87 k principal | 0.30 | Debt | Long | France |
UBS Group AG | 331.52 k | 300.00 k principal | 0.30 | Debt | Long | Switzerland |
Adagio CLO VIII DAC, Series VIII-A, Class A | 326.43 k | 300.00 k principal | 0.29 | ABS-collateralized bond/debt obligation | Long | Ireland |
U.S. Treasury Inflation Linked Notes | 315.45 k | 270.00 k principal | 0.28 | Debt | Long | USA |
U.S. Treasury Inflation Linked Notes | 307.50 k | 300.00 k principal | 0.28 | Debt | Long | USA |
Dutch Property Finance BV, Series 2022-2, Class A | 292.80 k | 264.57 k principal | 0.26 | ABS-mortgage backed security | Long | Netherlands |
U.S. Treasury Inflation Linked Bonds | 289.09 k | 275.00 k principal | 0.26 | Debt | Long | USA |
Euro-Bund | 283.94 k | 63.00 contracts | 0.25 | Interest rate derivative | N/A | Germany |
U.S. Treasury Inflation Linked Bonds | 283.41 k | 300.00 k principal | 0.25 | Debt | Long | USA |
U.K. Treasury Inflation Linked Bonds | 262.35 k | 256.91 k principal | 0.24 | Debt | Long | UK |
National Bank of Hungary Bill | 253.67 k | 88.00 mm principal | 0.23 | Short-term investment vehicle | Long | Hungary |
Commonwealth of Australia | 245.00 k | 379.29 k principal | 0.22 | Debt | Long | Australia |
New Zealand Government Bond | 235.46 k | 380.40 k principal | 0.21 | Debt | Long | New Zealand |
U.K. Treasury Bonds | 232.07 k | 200.00 k principal | 0.21 | Debt | Long | UK |
Canada Government Bond | 227.92 k | 285.23 k principal | 0.20 | Debt | Long | Canada |
UMBS | 204.94 k | 199.98 k principal | 0.18 | ABS-mortgage backed security | Long | USA |
CIT Mortgage Loan Trust, Series 2007-1, Class 1M1 | 195.53 k | 198.54 k principal | 0.18 | ABS-other | Long | USA |
Credit-Based Asset Servicing & Securitization LLC, Series 2007-CB6, Class A3 | 182.28 k | 278.08 k principal | 0.16 | ABS-other | Long | USA |
Canada Government Bond | 181.55 k | 305.10 k principal | 0.16 | Debt | Long | Canada |
Nykredit Realkredit A/S, Series 13H | 162.52 k | 1.10 mm principal | 0.15 | Debt | Long | Denmark |
U.S. Treasury 10 Year Note | 162.19 k | 44.00 contracts | 0.15 | Interest rate derivative | N/A | USA |
U.S. Treasury Inflation Linked Bonds | 157.14 k | 200.00 k principal | 0.14 | Debt | Long | USA |
Atlas Senior Loan Fund Ltd., Series 2017-8A, Class A | 140.25 k | 140.26 k principal | 0.13 | ABS-collateralized bond/debt obligation | Long | Cayman Islands |
GNMA, Series 2016-H17, Class FC | 137.18 k | 137.83 k principal | 0.12 | ABS-mortgage backed security | Long | USA |
Residential Mortgage Securities 32 plc, Series 32A, Class A | 136.69 k | 107.03 k principal | 0.12 | ABS-mortgage backed security | Long | UK |
Canada Government Bond | 131.29 k | 178.37 k principal | 0.12 | Debt | Long | Canada |
U.K. Treasury Inflation Linked Bonds | 124.02 k | 122.54 k principal | 0.11 | Debt | Long | UK |
CWABS Asset-Backed Certificates Trust, Series 2007-8, Class 1A1 | 119.05 k | 127.83 k principal | 0.11 | ABS-other | Long | UK |
U.K. Treasury Bonds | 112.48 k | 200.00 k principal | 0.10 | Debt | Long | UK |
STWD Ltd., Series 2019-FL1, Class A | 109.96 k | 109.96 k principal | 0.10 | ABS-collateralized bond/debt obligation | Long | Cayman Islands |
Lehman XS Trust, Series 2007-20N, Class A1 | 109.84 k | 109.39 k principal | 0.10 | ABS-other | Long | USA |
Japan Government Bond CPI Linked, Series 20 | 102.62 k | 14.12 mm principal | 0.09 | Debt | Long | Japan |
UMBS | 101.59 k | 99.99 k principal | 0.09 | ABS-mortgage backed security | Long | USA |
Citigroup Mortgage Loan Trust, Inc., Series 2005-HE4, Class M3 | 86.82 k | 100.00 k principal | 0.08 | ABS-other | Long | USA |
Realkredit Danmark A/S, Series CCS | 82.81 k | 717.68 k principal | 0.07 | Debt | Long | Denmark |
New Zealand Government Bond | 81.19 k | 128.13 k principal | 0.07 | Debt | Long | New Zealand |
Jyske Realkredit A/S, Series CCE | 73.49 k | 611.95 k principal | 0.07 | Debt | Long | Denmark |
Soundview Home Loan Trust, Series 2007-OPT1, Class 1A1 | 70.79 k | 99.67 k principal | 0.06 | ABS-other | Long | USA |
CSMC Trust, Series 2015-3R, Class 5A2 | 64.38 k | 66.91 k principal | 0.06 | ABS-mortgage backed security | Long | USA |
Realkredit Danmark A/S | 64.29 k | 563.48 k principal | 0.06 | Debt | Long | Denmark |
Kingdom of Sweden | 62.07 k | 500.00 k principal | 0.06 | Debt | Long | Sweden |
Alternative Loan Trust, Series 2006-HY11, Class A1 | 61.25 k | 69.50 k principal | 0.05 | ABS-mortgage backed security | Long | USA |
U.S. Treasury 10 Year Ultra Note | 59.67 k | 14.00 contracts | 0.05 | Interest rate derivative | N/A | USA |
CWABS Asset-Backed Certificates Trust, Series 2007-1, Class 1A | 58.86 k | 64.97 k principal | 0.05 | ABS-other | Long | USA |
Realkredit Danmark A/S, Series 23S | 55.51 k | 461.05 k principal | 0.05 | Debt | Long | Denmark |
Alternative Loan Trust, Series 2007-1T1, Class 1A1 | 54.07 k | 143.32 k principal | 0.05 | ABS-mortgage backed security | Long | USA |
Bonos de la Tesoreria | 52.68 k | 200.00 k principal | 0.05 | Debt | Long | Peru |
Securitized Asset-Backed Receivables LLC Trust, Series 2006-HE1, Class A2C | 51.82 k | 156.83 k principal | 0.05 | ABS-other | Long | USA |
JP Morgan Chase Commercial Mortgage Securities Trust, Series 2019-FL12, Class A | 51.60 k | 63.49 k principal | 0.05 | ABS-mortgage backed security | Long | USA |
Angel Oak Mortgage Trust, Series 2020-4, Class A1 | 44.97 k | 48.36 k principal | 0.04 | ABS-mortgage backed security | Long | USA |
New Century Home Equity Loan Trust, Series 2004-4, Class M1 | 44.31 k | 47.34 k principal | 0.04 | ABS-other | Long | USA |
Nykredit Realkredit A/S, Series 01e | 44.12 k | 297.52 k principal | 0.04 | Debt | Long | Denmark |
Soundview Home Loan Trust, Series 2007-OPT2, Class 2A3 | 42.88 k | 49.19 k principal | 0.04 | ABS-other | Long | USA |
Nykredit Realkredit A/S, Series 01E | 42.43 k | 353.64 k principal | 0.04 | Debt | Long | Denmark |
Residential Asset Securitization Trust, Series 2006-A10, Class A5 | 39.70 k | 117.50 k principal | 0.04 | ABS-mortgage backed security | Long | USA |
Citigroup Mortgage Loan Trust, Series 2007-AR4, Class 1A1A | 35.79 k | 41.86 k principal | 0.03 | ABS-mortgage backed security | Long | USA |
MASTR Asset-Backed Securities Trust, Series 2006-WMC4, Class A5 | 35.18 k | 109.84 k principal | 0.03 | ABS-other | Long | USA |
U.S. Treasury Long Bond | 34.15 k | 4.00 contracts | 0.03 | Interest rate derivative | N/A | USA |
DSLA Mortgage Loan Trust, Series 2005-AR6, Class 2A1A | 33.98 k | 40.37 k principal | 0.03 | ABS-mortgage backed security | Long | USA |
Alternative Loan Trust Resecuritization, Series 2008-2R, Class 1A1 | 33.07 k | 40.83 k principal | 0.03 | ABS-mortgage backed security | Long | USA |
New Residential Mortgage Loan Trust, Series 2018-3A, Class A1 | 32.01 k | 33.13 k principal | 0.03 | ABS-mortgage backed security | Long | USA |
Nykredit Realkredit A/S, Series CCE | 31.62 k | 273.57 k principal | 0.03 | Debt | Long | Denmark |
Nordea Kredit Realkreditaktieselskab | 31.04 k | 257.93 k principal | 0.03 | Debt | Long | Denmark |
Sequoia Mortgage Trust, Series 6, Class A | 29.83 k | 31.01 k principal | 0.03 | ABS-mortgage backed security | Long | USA |
CWABS, Inc. Asset-backed Certificates, Series 2007-12, Class 1A1 | 29.22 k | 30.14 k principal | 0.03 | ABS-other | Long | USA |
3 Month Euro EURIBOR | 28.32 k | 42.00 contracts | 0.03 | Interest rate derivative | N/A | UK |
Euro-OAT | 28.25 k | 7.00 contracts | 0.03 | Interest rate derivative | N/A | Germany |
Long Beach Mortgage Loan Trust, Series 2006-7, Class 2A2 | 25.41 k | 65.15 k principal | 0.02 | ABS-other | Long | USA |
JP Morgan Alternative Loan Trust, Series 2006-A1, Class 1A1 | 24.49 k | 26.76 k principal | 0.02 | ABS-mortgage backed security | Long | USA |
Alternative Loan Trust, Series 2007-4CB, Class 1A35 | 23.62 k | 28.16 k principal | 0.02 | ABS-mortgage backed security | Long | USA |
RALI Trust, Series 2007-QH8, Class A | 21.52 k | 25.64 k principal | 0.02 | ABS-mortgage backed security | Long | USA |
CHL Mortgage Pass-Through Trust, Series 2007-1, Class A1 | 21.19 k | 44.25 k principal | 0.02 | ABS-mortgage backed security | Long | USA |
Alternative Loan Trust, Series 2005-29CB, Class A4 | 18.57 k | 32.67 k principal | 0.02 | ABS-mortgage backed security | Long | USA |
Securitized Asset-Backed Receivables LLC Trust, Series 2006-HE2, Class A2C | 17.68 k | 46.37 k principal | 0.02 | ABS-other | Long | USA |
Greystone Commercial Real Estate Notes Ltd., Series 2019-FL2, Class A | 16.97 k | 16.97 k principal | 0.02 | ABS-collateralized bond/debt obligation | Long | Cayman Islands |
Washington Mutual Mortgage Pass-Through Certificates WMALT Trust, Series 2006-5, Class 2CB1 | 15.70 k | 23.66 k principal | 0.01 | ABS-mortgage backed security | Long | USA |
Nykredit Realkredit A/S, Series 01EE | 15.50 k | 128.78 k principal | 0.01 | Debt | Long | Denmark |
Home Equity Mortgage Loan Asset-Backed Trust, Series 2007-A, Class 1A | 14.37 k | 19.00 k principal | 0.01 | ABS-other | Long | USA |
GSR Mortgage Loan Trust, Series 2005-AR4, Class 6A1 | 13.02 k | 14.27 k principal | 0.01 | ABS-mortgage backed security | Long | USA |
CWABS Asset-Backed Certificates Trust, Series 2007-6, Class 1A | 12.35 k | 13.72 k principal | 0.01 | ABS-other | Long | USA |
Nordea Kredit Realkreditaktieselskab | 11.86 k | 111.15 k principal | 0.01 | Debt | Long | Denmark |
Option One Mortgage Loan Trust, Series 2004-3, Class M2 | 11.61 k | 11.77 k principal | 0.01 | ABS-other | Long | USA |
Nordea Kredit Realkreditaktieselskab | 11.38 k | 99.98 k principal | 0.01 | Debt | Long | Denmark |
GSAA Trust, Series 2006-7, Class AF4A | 10.63 k | 19.43 k principal | 0.01 | ABS-other | Long | USA |
Lehman Mortgage Trust, Series 2005-3, Class 4A1 | 5.85 k | 6.37 k principal | 0.01 | ABS-mortgage backed security | Long | USA |
Nykredit Realkredit A/S, Series 01EE | 5.35 k | 48.89 k principal | 0.00 | Debt | Long | Denmark |
Citigroup Mortgage Loan Trust, Inc., Series 2004-NCM2, Class 1CB1 | 4.51 k | 5.12 k principal | 0.00 | ABS-mortgage backed security | Long | USA |
Nykredit Realkredit A/S, Series 01E | 3.51 k | 32.64 k principal | 0.00 | Debt | Long | Denmark |
GSR Mortgage Loan Trust, Series 2004-12, Class 3A6 | 2.63 k | 2.91 k principal | 0.00 | ABS-mortgage backed security | Long | USA |
CSMC Trust, Series 2007-4R, Class 1A1 | 2.58 k | 3.03 k principal | 0.00 | ABS-mortgage backed security | Long | USA |
HSI Asset Securitization Corp. Trust, Series 2007-WF1, Class 1A1 | 2.40 k | 2.41 k principal | 0.00 | ABS-other | Long | USA |
Forward Foreign Currency Contract
Bank of America
|
2.05 k | 1.00 contracts | 0.00 | DFE | N/A | N/A |
Jyske Realkredit A/S, Series CCE | 1.44 k | 12.47 k principal | 0.00 | Debt | Long | Denmark |
JP Morgan Mortgage Trust, Series 2005-A2, Class 5A2 | 1.18 k | 1.20 k principal | 0.00 | ABS-mortgage backed security | Long | USA |
Jyske Realkredit A/S, Series CCE | 894.46 | 8.17 k principal | 0.00 | Debt | Long | Denmark |
Forward Foreign Currency Contract
Goldman Sachs Bank
|
332.39 | 1.00 contracts | 0.00 | DFE | N/A | N/A |
Residential Asset Securitization Trust, Series 2006-A10, Class A5 | 158.43 | 468.87 principal | 0.00 | ABS-mortgage backed security | Long | USA |
Forward Foreign Currency Contract
Barclays Bank
|
136.71 | 1.00 contracts | 0.00 | DFE | N/A | N/A |
Nordea Kredit Realkreditaktieselskab | 47.32 | 406.81 principal | 0.00 | Debt | Long | Denmark |