Fund profile
Fund manager
Total assets
$1.17 bn
Liabilities
$226.97 mm
Net assets
$944.41 mm
Number of holdings
459.00
Top 200 of 459 Holdings
Security | $Holding | Balance | % of Fund | Category | Position | Country |
---|---|---|---|---|---|---|
GOLDMAN SACHS REPO | 220.70 mm | 220.70 mm principal | 23.37 | Repurchase agreement | Long | USA |
REPO TORONTO DOMINION | 139.70 mm | 139.70 mm principal | 14.79 | Repurchase agreement | Long | Cayman Islands |
J P MORGAN TERM REPO | 106.30 mm | 106.30 mm principal | 11.26 | Repurchase agreement | Long | USA |
REPO BANK AMERICA | 40.60 mm | 40.60 mm principal | 4.30 | Repurchase agreement | Long | USA |
Freddie Mac Pool | 39.49 mm | 40.85 mm principal | 4.18 | ABS-mortgage backed security | Long | USA |
CCRDRXUS9 FUTURES COC USD | 32.75 mm | 32.75 mm shares | 3.47 | Short-term investment vehicle | Long | USA |
Uniform Mortgage-Backed Security, TBA | 30.66 mm | 35.00 mm principal | 3.25 | ABS-mortgage backed security | Long | USA |
S+P500 EMINI FUT MAR24 | 20.68 mm | 2.11 k contracts | 2.19 | Equity derivative | N/A | USA |
Uniform Mortgage-Backed Security, TBA | 16.84 mm | 20.00 mm principal | 1.78 | ABS-mortgage backed security | Long | USA |
Uniform Mortgage-Backed Security, TBA | 13.54 mm | 14.00 mm principal | 1.43 | ABS-mortgage backed security | Long | USA |
U.S. Treasury Bonds | 11.16 mm | 17.09 mm principal | 1.18 | Debt | Long | USA |
Uniform Mortgage-Backed Security, TBA | 10.93 mm | 10.90 mm principal | 1.16 | ABS-mortgage backed security | Long | USA |
Fannie Mae Pool | 8.13 mm | 8.01 mm principal | 0.86 | ABS-mortgage backed security | Long | USA |
Freddie Mac Pool | 7.57 mm | 7.68 mm principal | 0.80 | ABS-mortgage backed security | Long | USA |
U.S. Treasury Bonds | 7.15 mm | 10.10 mm principal | 0.76 | Debt | Long | USA |
Ginnie Mae | 6.88 mm | 7.70 mm principal | 0.73 | ABS-mortgage backed security | Long | USA |
Fannie Mae Pool | 6.80 mm | 7.17 mm principal | 0.72 | ABS-mortgage backed security | Long | USA |
U.S. Treasury Bonds | 6.52 mm | 9.50 mm principal | 0.69 | Debt | Long | USA |
U.S. Treasury Bonds | 6.50 mm | 9.10 mm principal | 0.69 | Debt | Long | USA |
Fannie Mae Pool | 6.44 mm | 6.78 mm principal | 0.68 | ABS-mortgage backed security | Long | USA |
Brazil Letras do Tesouro Nacional | 5.93 mm | 30.60 mm principal | 0.63 | Debt | Long | Brazil |
U.S. Treasury Bonds | 5.76 mm | 6.00 mm principal | 0.61 | Debt | Long | USA |
Uniform Mortgage-Backed Security, TBA | 5.72 mm | 7.10 mm principal | 0.61 | ABS-mortgage backed security | Long | USA |
U.S. Treasury Bonds | 5.59 mm | 5.50 mm principal | 0.59 | Debt | Long | USA |
United States Treasury Inflation Indexed Bonds | 5.45 mm | 5.73 mm principal | 0.58 | Debt | Long | USA |
U.S. Treasury Bonds | 5.36 mm | 5.70 mm principal | 0.57 | Debt | Long | USA |
Fannie Mae Pool | 5.31 mm | 5.63 mm principal | 0.56 | ABS-mortgage backed security | Long | USA |
United States Treasury Inflation Indexed Bonds | 4.86 mm | 5.28 mm principal | 0.51 | Debt | Long | USA |
United States Treasury Note/Bond - When Issued | 4.51 mm | 4.26 mm principal | 0.48 | Debt | Long | USA |
Freddie Mac Pool | 4.27 mm | 4.88 mm principal | 0.45 | ABS-mortgage backed security | Long | USA |
U.S. Treasury Bonds | 4.23 mm | 4.80 mm principal | 0.45 | Debt | Long | USA |
Ginnie Mae | 4.08 mm | 4.30 mm principal | 0.43 | ABS-mortgage backed security | Long | USA |
MSCI EAFE MAR24 | 4.00 mm | 1.29 k contracts | 0.42 | Equity derivative | N/A | USA |
U.S. Treasury Bonds | 3.81 mm | 4.40 mm principal | 0.40 | Debt | Long | USA |
United States Treasury Inflation Indexed Bonds | 3.63 mm | 4.10 mm principal | 0.38 | Debt | Long | USA |
Uniform Mortgage-Backed Security, TBA | 3.55 mm | 3.90 mm principal | 0.38 | ABS-mortgage backed security | Long | USA |
J P MORGAN TERM REPO | 3.20 mm | 3.20 mm principal | 0.34 | Repurchase agreement | Long | USA |
Uniform Mortgage-Backed Security, TBA | 3.20 mm | 3.80 mm principal | 0.34 | ABS-mortgage backed security | Long | USA |
Fannie Mae Pool | 3.19 mm | 3.65 mm principal | 0.34 | ABS-mortgage backed security | Long | USA |
U.S. Treasury Bonds | 3.12 mm | 3.10 mm principal | 0.33 | Debt | Long | USA |
Uniform Mortgage-Backed Security, TBA | 3.07 mm | 3.00 mm principal | 0.33 | ABS-mortgage backed security | Long | USA |
Amcor Flexibles North America Inc | 2.89 mm | 2.90 mm principal | 0.31 | Short-term investment vehicle | Long | USA |
BofA Securities, Inc. | 2.80 mm | 2.80 mm principal | 0.30 | Repurchase agreement | Long | USA |
Keurig Dr Pepper Inc | 2.80 mm | 2.80 mm principal | 0.30 | Short-term investment vehicle | Long | USA |
Southern Co/The | 2.79 mm | 2.80 mm principal | 0.30 | Short-term investment vehicle | Long | USA |
Crown Castle Inc | 2.79 mm | 2.80 mm principal | 0.30 | Short-term investment vehicle | Long | USA |
L3Harris Technologies Inc | 2.79 mm | 2.80 mm principal | 0.30 | Short-term investment vehicle | Long | USA |
American Electric Power Co Inc | 2.78 mm | 2.80 mm principal | 0.29 | Short-term investment vehicle | Long | USA |
Fannie Mae Pool | 2.60 mm | 2.74 mm principal | 0.27 | ABS-mortgage backed security | Long | USA |
Freddie Mac Multifamily Structured Pass Through Certificates | 2.56 mm | 2.70 mm principal | 0.27 | ABS-mortgage backed security | Long | USA |
U.S. Treasury Bonds | 2.54 mm | 2.80 mm principal | 0.27 | Debt | Long | USA |
Uniform Mortgage-Backed Security, TBA | 2.54 mm | 2.90 mm principal | 0.27 | ABS-mortgage backed security | Long | USA |
S+P 500 INDEX | 2.49 mm | 269.00 contracts | 0.26 | Equity derivative | N/A | USA |
Fidelity National Information Services Inc | 2.40 mm | 2.40 mm principal | 0.25 | Short-term investment vehicle | Long | USA |
U.S. Treasury Bonds | 2.35 mm | 2.21 mm principal | 0.25 | Debt | Long | USA |
U.S. Treasury Bonds | 2.33 mm | 3.10 mm principal | 0.25 | Debt | Long | USA |
Entergy Corp | 2.19 mm | 2.20 mm principal | 0.23 | Short-term investment vehicle | Long | USA |
U.S. Treasury Bonds | 2.11 mm | 2.20 mm principal | 0.22 | Debt | Long | USA |
VW Credit Inc | 2.10 mm | 2.10 mm principal | 0.22 | Short-term investment vehicle | Long | USA |
Marriott International Inc/MD | 2.09 mm | 2.10 mm principal | 0.22 | Short-term investment vehicle | Long | USA |
Fannie Mae Pool | 2.02 mm | 2.00 mm principal | 0.21 | ABS-mortgage backed security | Long | USA |
Alternative Loan Trust 2006-OA3 | 2.02 mm | 2.31 mm principal | 0.21 | ABS-mortgage backed security | Long | USA |
Freddie Mac Pool | 2.02 mm | 1.99 mm principal | 0.21 | ABS-mortgage backed security | Long | USA |
Citizens Auto Receivables Trust 2023-1 | 1.96 mm | 1.90 mm principal | 0.21 | ABS-other | Long | USA |
Avis Budget Rental Car Funding AESOP LLC | 1.92 mm | 1.90 mm principal | 0.20 | ABS-other | Long | USA |
Bruegel 2021 DAC | 1.92 mm | 1.84 mm principal | 0.20 | ABS-mortgage backed security | Long | Ireland |
Freddie Mac Pool | 1.90 mm | 1.97 mm principal | 0.20 | ABS-mortgage backed security | Long | USA |
Tennessee Valley Authority | 1.89 mm | 1.90 mm principal | 0.20 | Debt | Long | USA |
Dominion Energy Inc | 1.89 mm | 1.90 mm principal | 0.20 | Short-term investment vehicle | Long | USA |
Uniform Mortgage-Backed Security, TBA | 1.88 mm | 2.00 mm principal | 0.20 | ABS-mortgage backed security | Long | USA |
280 Park Avenue 2017-280P Mortgage Trust | 1.85 mm | 1.90 mm principal | 0.20 | ABS-mortgage backed security | Long | USA |
Merrill Lynch Mortgage Investors Trust Series 2005-NC1 | 1.85 mm | 1.95 mm principal | 0.20 | ABS-mortgage backed security | Long | USA |
Octane Receivables Trust 2023-3 | 1.82 mm | 1.80 mm principal | 0.19 | ABS-other | Long | USA |
Tesla Auto Lease Trust 2023-B | 1.81 mm | 1.80 mm principal | 0.19 | ABS-other | Long | USA |
ERAC USA Finance LLC | 1.80 mm | 1.80 mm principal | 0.19 | Short-term investment vehicle | Long | USA |
Constellation Energy Generation LLC | 1.80 mm | 1.80 mm principal | 0.19 | Short-term investment vehicle | Long | USA |
Entergy Mississippi LLC | 1.77 mm | 1.90 mm principal | 0.19 | Debt | Long | USA |
Morgan Stanley Bank of America Merrill Lynch Trust 2015-C25 | 1.75 mm | 1.80 mm principal | 0.19 | ABS-mortgage backed security | Long | USA |
Fannie Mae Pool | 1.75 mm | 1.80 mm principal | 0.18 | ABS-mortgage backed security | Long | USA |
Credit Suisse Group AG | 1.72 mm | 1.70 mm principal | 0.18 | Debt | Long | Switzerland |
REPO BANK AMERICA | 1.70 mm | 1.70 mm principal | 0.18 | Repurchase agreement | Long | USA |
Government National Mortgage Association | 1.62 mm | 1.63 mm principal | 0.17 | ABS-mortgage backed security | Long | USA |
Worldwide Plaza Trust 2017-WWP | 1.61 mm | 2.10 mm principal | 0.17 | ABS-mortgage backed security | Long | USA |
LCM 30 Ltd | 1.60 mm | 1.60 mm principal | 0.17 | ABS-collateralized bond/debt obligation | Long | Cayman Islands |
NWG NatWest Group Plc | 1.55 mm | 1.50 mm principal | 0.16 | Debt | Long | UK |
Independence Plaza Trust 2018-INDP | 1.54 mm | 1.60 mm principal | 0.16 | ABS-mortgage backed security | Long | USA |
Natixis Commercial Mortgage Securities Trust 2019-10K | 1.47 mm | 1.60 mm principal | 0.16 | ABS-mortgage backed security | Long | USA |
PCG+A Pacific Gas & Electric Co. | 1.45 mm | 1.40 mm principal | 0.15 | Debt | Long | USA |
Fannie Mae Pool | 1.41 mm | 1.39 mm principal | 0.15 | ABS-mortgage backed security | Long | USA |
Enel Finance International NV | 1.39 mm | 1.40 mm principal | 0.15 | Debt | Long | Netherlands |
Willis North America Inc | 1.39 mm | 1.40 mm principal | 0.15 | Debt | Long | USA |
Exeter Automobile Receivables Trust 2023-3 | 1.38 mm | 1.38 mm principal | 0.15 | ABS-other | Long | USA |
JPMorgan Chase & Co | 1.38 mm | 1.40 mm principal | 0.15 | Debt | Long | USA |
U.S. Treasury Bonds | 1.35 mm | 2.12 mm principal | 0.14 | Debt | Long | USA |
Danske Bank A/S | 1.32 mm | 1.30 mm principal | 0.14 | Debt | Long | Denmark |
Ford Credit Auto Owner Trust 2023-A | 1.31 mm | 1.31 mm principal | 0.14 | ABS-other | Long | USA |
S+P 500 INDEX | 1.30 mm | 269.00 contracts | 0.14 | Equity derivative | N/A | USA |
Long: BWU01CKZ1 IRS USD R V 12MSOFR SWUV1CKZ3 CCPOIS / Short: BWU01CKZ1 IRS USD P F 1.75000 SWU01CKZ1 CCPOIS | 1.30 mm | 4.20 mm other units | 0.14 | Interest rate derivative | N/A | USA |
BAMLL Commercial Mortgage Securities Trust 2019-RLJ | 1.30 mm | 1.30 mm principal | 0.14 | ABS-mortgage backed security | Long | USA |
Penske Truck Leasing Co LP | 1.30 mm | 1.30 mm principal | 0.14 | Short-term investment vehicle | Long | USA |
Georgia Power Co | 1.28 mm | 1.30 mm principal | 0.14 | Debt | Long | USA |
KKR Group Finance Co XII LLC | 1.27 mm | 1.30 mm principal | 0.13 | Debt | Long | USA |
MORGAN STANLEY MCS | 1.26 mm | 1.26 mm shares | 0.13 | Short-term investment vehicle | Long | USA |
GM Financial Revolving Receivables Trust 2023-1 | 1.22 mm | 1.20 mm principal | 0.13 | ABS-other | Long | USA |
Southern California Edison Co | 1.22 mm | 1.50 mm principal | 0.13 | Debt | Long | USA |
Energy Transfer LP | 1.22 mm | 1.20 mm principal | 0.13 | Debt | Long | USA |
E-MINI RUSS 2000 MAR24 | 1.21 mm | 464.00 contracts | 0.13 | Equity derivative | N/A | USA |
ERAC USA Finance LLC | 1.20 mm | 1.20 mm principal | 0.13 | Short-term investment vehicle | Long | USA |
HSBC HSBC Holdings plc | 1.18 mm | 1.10 mm principal | 0.13 | Debt | Long | UK |
LeasePlan Corp NV | 1.18 mm | 1.20 mm principal | 0.12 | Debt | Long | Netherlands |
FORT CRE 2022-FL3 Issuer LLC | 1.17 mm | 1.20 mm principal | 0.12 | ABS-collateralized bond/debt obligation | Long | USA |
Southern California Gas Co | 1.17 mm | 1.40 mm principal | 0.12 | Debt | Long | USA |
Government National Mortgage Association | 1.16 mm | 1.17 mm principal | 0.12 | ABS-mortgage backed security | Long | USA |
Louisiana Local Government Environmental Facilities & Community Development Auth | 1.16 mm | 1.20 mm principal | 0.12 | ABS-other | Long | USA |
AerCap Ireland Capital DAC / AerCap Global Aviation Trust | 1.12 mm | 1.10 mm principal | 0.12 | Debt | Long | Ireland |
Goodman US Finance Three LLC | 1.12 mm | 1.20 mm principal | 0.12 | Debt | Long | USA |
DBUBS 2017-BRBK Mortgage Trust | 1.12 mm | 1.20 mm principal | 0.12 | ABS-mortgage backed security | Long | USA |
U.S. Treasury Bonds | 1.11 mm | 1.40 mm principal | 0.12 | Debt | Long | USA |
Fannie Mae Pool | 1.11 mm | 1.16 mm principal | 0.12 | ABS-mortgage backed security | Long | USA |
Santander Holdings USA Inc | 1.11 mm | 1.10 mm principal | 0.12 | Debt | Long | USA |
Freddie Mac REMICS | 1.10 mm | 1.24 mm principal | 0.12 | ABS-mortgage backed security | Long | USA |
Arbor Realty Commercial Real Estate Notes 2022-FL1 Ltd | 1.10 mm | 1.10 mm principal | 0.12 | ABS-collateralized bond/debt obligation | Long | Cayman Islands |
NatWest Group PLC | 1.08 mm | 1.10 mm principal | 0.11 | Debt | Long | UK |
Dominican Republic International Bond | 1.07 mm | 1.20 mm principal | 0.11 | Debt | Long | Dominican Republic |
SALES TAX SECURITIZATION CORP IL | 1.05 mm | 1.30 mm principal | 0.11 | Debt | Long | USA |
HUM Humana Inc. | 1.04 mm | 1.10 mm principal | 0.11 | Debt | Long | USA |
Stichting AK Rabobank Certificaten | 1.03 mm | 945.45 k principal | 0.11 | Debt | Long | Netherlands |
PCG+A Pacific Gas & Electric Co. | 1.02 mm | 1.30 mm principal | 0.11 | Debt | Long | USA |
COMM 2018-HOME Mortgage Trust | 1.02 mm | 1.10 mm principal | 0.11 | ABS-mortgage backed security | Long | USA |
US 5YR NOTE (CBT) MAR24 | 1.02 mm | 446.00 contracts | 0.11 | Interest rate derivative | N/A | USA |
LFT CRE 2021-FL1 Ltd | 1.02 mm | 1.03 mm principal | 0.11 | ABS-collateralized bond/debt obligation | Long | Cayman Islands |
GM Financial Automobile Leasing Trust 2023-2 | 1.01 mm | 1.01 mm principal | 0.11 | ABS-other | Long | USA |
Freddie Mac Pool | 1.01 mm | 994.25 k principal | 0.11 | ABS-mortgage backed security | Long | USA |
Freddie Mac Pool | 1.01 mm | 992.99 k principal | 0.11 | ABS-mortgage backed security | Long | USA |
Long: BWU01PIW2 IRS USD R V 03MSOFR SWUV1PIW4 CCPOIS / Short: BWU01PIW2 IRS USD P F 2.00000 SWU01PIW2 CCPOIS | 1.01 mm | 3.20 mm other units | 0.11 | Interest rate derivative | N/A | USA |
Honda Auto Receivables 2023-2 Owner Trust | 1.00 mm | 1.00 mm principal | 0.11 | ABS-other | Long | USA |
Westlake Automobile Receivables Trust 2023-3 | 1.00 mm | 1.00 mm principal | 0.11 | ABS-other | Long | USA |
Hyundai Capital America | 1.00 mm | 1.00 mm principal | 0.11 | Debt | Long | USA |
Kinder Morgan Inc | 999.84 k | 1.00 mm principal | 0.11 | Short-term investment vehicle | Long | USA |
BDS 2022-FL11 LLC | 997.20 k | 1.00 mm principal | 0.11 | ABS-collateralized bond/debt obligation | Long | USA |
VICI Properties LP | 979.16 k | 1.00 mm principal | 0.10 | Debt | Long | USA |
Boston Gas Co | 978.20 k | 1.10 mm principal | 0.10 | Debt | Long | USA |
CWABS Asset-Backed Certificates Trust 2005-2 | 975.58 k | 1.10 mm principal | 0.10 | ABS-other | Long | USA |
T AT&T, Inc. | 957.87 k | 1.30 mm principal | 0.10 | Debt | Long | USA |
Freddie Mac Pool | 947.46 k | 944.05 k principal | 0.10 | ABS-mortgage backed security | Long | USA |
Mexican Udibonos | 935.63 k | 18.38 mm principal | 0.10 | Debt | Long | Mexico |
AMT American Tower Corp. | 933.20 k | 900.00 k principal | 0.10 | Debt | Long | USA |
AerCap Ireland Capital DAC / AerCap Global Aviation Trust | 927.52 k | 1.00 mm principal | 0.10 | Debt | Long | Ireland |
NXP BV / NXP Funding LLC / NXP USA Inc | 887.24 k | 900.00 k principal | 0.09 | Debt | Long | XX |
HERA Commercial Mortgage 2021-FL1 Ltd | 873.71 k | 890.82 k principal | 0.09 | ABS-collateralized bond/debt obligation | Long | Cayman Islands |
Nissan Motor Co Ltd | 869.59 k | 900.00 k principal | 0.09 | Debt | Long | Japan |
NYO Commercial Mortgage Trust 2021-1290 | 868.50 k | 900.00 k principal | 0.09 | ABS-mortgage backed security | Long | USA |
Fannie Mae REMICS | 855.32 k | 864.54 k principal | 0.09 | ABS-mortgage backed security | Long | USA |
VW Credit Inc | 849.87 k | 850.00 k principal | 0.09 | Short-term investment vehicle | Long | USA |
ERAC USA Finance LLC | 849.23 k | 850.00 k principal | 0.09 | Short-term investment vehicle | Long | USA |
Intercontinental Exchange Inc | 848.29 k | 850.00 k principal | 0.09 | Short-term investment vehicle | Long | USA |
Dominion Energy Inc | 846.35 k | 850.00 k principal | 0.09 | Short-term investment vehicle | Long | USA |
Charter Communications Operating LLC / Charter Communications Operating Capital | 839.75 k | 1.10 mm principal | 0.09 | Debt | Long | USA |
Weir Group PLC/The | 837.02 k | 900.00 k principal | 0.09 | Debt | Long | UK |
Avis Budget Rental Car Funding AESOP LLC | 816.30 k | 800.00 k principal | 0.09 | ABS-other | Long | USA |
Liberty Utilities Finance GP 1 | 808.91 k | 1.00 mm principal | 0.09 | Debt | Long | USA |
Romanian Government International Bond | 804.58 k | 860.00 k principal | 0.09 | Debt | Long | Romania |
CWABS Asset-Backed Certificates Trust 2006-11 | 803.55 k | 892.46 k principal | 0.09 | ABS-other | Long | USA |
Intercontinental Exchange Inc | 798.15 k | 800.00 k principal | 0.08 | Short-term investment vehicle | Long | USA |
Crown Castle Inc | 797.15 k | 800.00 k principal | 0.08 | Short-term investment vehicle | Long | USA |
Penske Truck Leasing Co LP | 796.59 k | 800.00 k principal | 0.08 | Short-term investment vehicle | Long | USA |
Cleveland Electric Illuminating Co/The | 796.34 k | 836.00 k principal | 0.08 | Debt | Long | USA |
VMC Finance 2022-FL5 LLC | 789.75 k | 800.00 k principal | 0.08 | ABS-collateralized bond/debt obligation | Long | USA |
Credit Suisse Group AG | 779.23 k | 750.00 k principal | 0.08 | Debt | Long | Switzerland |
Rochester Gas and Electric Corp | 770.97 k | 960.00 k principal | 0.08 | Debt | Long | USA |
Romark CLO Ltd | 764.24 k | 763.94 k principal | 0.08 | ABS-collateralized bond/debt obligation | Long | Cayman Islands |
Spirit AeroSystems Inc | 756.94 k | 800.00 k principal | 0.08 | Debt | Long | USA |
CSWF 2021-SOP2 | 751.21 k | 799.16 k principal | 0.08 | ABS-mortgage backed security | Long | USA |
UBS Group AG | 744.86 k | 600.00 k principal | 0.08 | Debt | Long | Switzerland |
C Citigroup Inc | 741.40 k | 750.00 k principal | 0.08 | Debt | Long | USA |
Natixis Commercial Mortgage Securities Trust 2019-LVL | 731.78 k | 800.00 k principal | 0.08 | ABS-mortgage backed security | Long | USA |
Ford Motor Credit Co LLC | 727.38 k | 700.00 k principal | 0.08 | Debt | Long | USA |
Ludgate Funding PLC | 726.83 k | 588.05 k principal | 0.08 | ABS-mortgage backed security | Long | UK |
HCA Inc | 712.32 k | 700.00 k principal | 0.08 | Debt | Long | USA |
S+P 500 INDEX | 704.78 k | 269.00 contracts | 0.07 | Equity derivative | N/A | USA |
La Hipotecaria El Salvadorian Mortgage Trust 2016-1 | 687.75 k | 740.23 k principal | 0.07 | ABS-mortgage backed security | Long | Panama |
ORCL Oracle Corp. | 681.45 k | 700.00 k principal | 0.07 | Debt | Long | USA |
Santander Holdings USA Inc | 680.70 k | 700.00 k principal | 0.07 | Debt | Long | USA |
AMT American Tower Corp. | 679.35 k | 690.00 k principal | 0.07 | Debt | Long | USA |
WaMu Mortgage Pass-Through Certificates Series 2006-AR9 Trust | 674.85 k | 844.56 k principal | 0.07 | ABS-mortgage backed security | Long | USA |
New Residential Mortgage Loan Trust 2019-RPL3 | 664.76 k | 703.63 k principal | 0.07 | ABS-mortgage backed security | Long | USA |
Long: BWU01UN21 IRS USD R V 03MSOFR SWUV1UN23 CCPOIS / Short: BWU01UN21 IRS USD P F 1.44100 SWU01UN21 CCPOIS | 657.59 k | 4.20 mm other units | 0.07 | Interest rate derivative | N/A | USA |
United Airlines 2019-1 Class A Pass Through Trust | 656.27 k | 727.97 k principal | 0.07 | Debt | Long | USA |
GA Global Funding Trust | 655.35 k | 800.00 k principal | 0.07 | Debt | Long | USA |
MU Micron Technology Inc. | 647.78 k | 600.00 k principal | 0.07 | Debt | Long | USA |
Duke Energy Progress LLC | 643.39 k | 800.00 k principal | 0.07 | Debt | Long | USA |
T-Mobile USA Inc | 625.94 k | 700.00 k principal | 0.07 | Debt | Long | USA |
United Airlines 2016-2 Class AA Pass Through Trust | 623.79 k | 687.85 k principal | 0.07 | Debt | Long | USA |
NMR Nomura Holdings Inc. | 623.19 k | 700.00 k principal | 0.07 | Debt | Long | Japan |
BCS Barclays plc | 617.95 k | 600.00 k principal | 0.07 | Debt | Long | UK |
AMGN AMGEN Inc. | 617.25 k | 700.00 k principal | 0.07 | Debt | Long | USA |
Imperial Brands Finance PLC | 616.74 k | 600.00 k principal | 0.07 | Debt | Long | UK |
Government National Mortgage Association | 615.97 k | 618.84 k principal | 0.07 | ABS-mortgage backed security | Long | USA |
AXP American Express Co. | 612.32 k | 600.00 k principal | 0.06 | Debt | Long | USA |
Fannie Mae Pool | 611.99 k | 636.01 k principal | 0.06 | ABS-mortgage backed security | Long | USA |