Fund profile
Tickers
BBTBX
Fund manager
Total assets
$17.80 bn
Liabilities
$485.79 mm
Net assets
$17.31 bn
Number of holdings
4.96 k
Top 200 of 4960 Holdings
Security | $Holding | Balance | % of Fund | Category | Position | Country |
---|---|---|---|---|---|---|
FIDELITY GOVERNMENT PORTFOLIO CL INSTITUTIONAL 0.00000000
|
584.68 mm | 584.68 mm shares | 3.38 | Common equity | Long | USA |
FUTURE CONTRACT ON US ULTRA BOND CBT MAR24 0.00000000 | 289.90 mm | 2.17 k contracts | 1.67 | Interest rate derivative | N/A | USA |
FUTURE CONTRACT ON US 5YR NOTE (CBT) MAR24 0.00000000 | 270.30 mm | 2.49 k contracts | 1.56 | Interest rate derivative | N/A | USA |
FUTURE CONTRACT ON US 10YR NOTE (CBT)MAR24 0.00000000 | 229.62 mm | 2.03 k contracts | 1.33 | Interest rate derivative | N/A | USA |
UNITED STATES TREASURY NOTE 3.87500000 | 146.47 mm | 146.73 mm shares | 0.85 | Debt | Long | USA |
UNITED STATES TREASURY NOTE 2.37500000 | 126.08 mm | 135.80 mm shares | 0.73 | Debt | Long | USA |
FUTURE CONTRACT ON US LONG BOND(CBT) MAR24 0.00000000 | 117.32 mm | 939.00 contracts | 0.68 | Interest rate derivative | N/A | USA |
UNITED STATES TREASURY BOND 2.50000000 | 111.52 mm | 147.28 mm shares | 0.64 | Debt | Long | USA |
UNITED STATES TREASURY NOTE 4.50000000 | 101.65 mm | 96.83 mm shares | 0.59 | Debt | Long | USA |
UNITED STATES TREASURY BOND 1.37500000 | 99.48 mm | 149.94 mm shares | 0.57 | Debt | Long | USA |
UNITED STATES TREASURY NOTE 4.87500000 | 93.64 mm | 92.68 mm shares | 0.54 | Debt | Long | USA |
UNITED STATES TREASURY NOTE 1.12500000 | 90.02 mm | 97.55 mm shares | 0.52 | Debt | Long | USA |
UNITED STATES TREASURY BOND 2.25000000 | 88.73 mm | 116.49 mm shares | 0.51 | Debt | Long | USA |
UNITED STATES TREASURY BOND 2.87500000 | 88.30 mm | 107.56 mm shares | 0.51 | Debt | Long | USA |
UNITED STATES TREASURY NOTE 4.12500000 | 82.93 mm | 81.90 mm shares | 0.48 | Debt | Long | USA |
UNITED STATES TREASURY NOTE 1.25000000 | 80.67 mm | 90.46 mm shares | 0.47 | Debt | Long | USA |
UNITED STATES TREASURY BOND 2.37500000 | 79.55 mm | 103.68 mm shares | 0.46 | Debt | Long | USA |
UNITED STATES TREASURY NOTE 4.37500000 | 79.10 mm | 78.58 mm shares | 0.46 | Debt | Long | USA |
UNITED STATES TREASURY NOTE 4.87500000 | 71.64 mm | 68.63 mm shares | 0.41 | Debt | Long | USA |
UNITED STATES TREASURY BOND 3.62500000 | 70.87 mm | 76.75 mm shares | 0.41 | Debt | Long | USA |
UNITED STATES TREASURY NOTE 4.37500000 | 69.29 mm | 67.71 mm shares | 0.40 | Debt | Long | USA |
UNITED STATES TREASURY BOND 2.87500000 | 67.22 mm | 84.43 mm shares | 0.39 | Debt | Long | USA |
UNITED STATES TREASURY NOTE 0.75000000 | 65.12 mm | 73.86 mm shares | 0.38 | Debt | Long | USA |
UNITED STATES TREASURY NOTE 2.87500000 | 59.86 mm | 64.60 mm shares | 0.35 | Debt | Long | USA |
FREDDIE MAC POOL UMBS P#SD8238 4.50000000 | 58.52 mm | 60.35 mm shares | 0.34 | ABS-mortgage backed security | Long | USA |
UNITED STATES TREASURY NOTE 4.37500000 | 54.48 mm | 53.96 mm shares | 0.31 | Debt | Long | USA |
UNITED STATES TREASURY NOTE 3.50000000 | 53.48 mm | 55.15 mm shares | 0.31 | Debt | Long | USA |
UNITED STATES TREASURY NOTE 3.62500000 | 53.22 mm | 53.81 mm shares | 0.31 | Debt | Long | USA |
T-MOBILE USA INC REGD SER WI 3.87500000 | 51.01 mm | 53.79 mm shares | 0.29 | Debt | Long | USA |
GINNIE MAE II POOL P#MA7534 2.50000000 | 50.93 mm | 58.24 mm shares | 0.29 | ABS-mortgage backed security | Long | USA |
UNITED STATES TREASURY NOTE 1.25000000 | 50.70 mm | 56.54 mm shares | 0.29 | Debt | Long | USA |
UNITED STATES TREASURY NOTE 5.00000000 | 50.57 mm | 50.00 mm shares | 0.29 | Debt | Long | USA |
UNITED STATES TREASURY NOTE 4.37500000 | 50.08 mm | 48.70 mm shares | 0.29 | Debt | Long | USA |
WELLS FARGO & COMPANY REGD V/R 5.57400000 | 48.47 mm | 47.47 mm shares | 0.28 | Debt | Long | USA |
UNITED STATES TREASURY BOND 3.00000000 | 46.15 mm | 56.43 mm shares | 0.27 | Debt | Long | USA |
UNITED STATES TREASURY NOTE 3.75000000 | 42.75 mm | 42.95 mm shares | 0.25 | Debt | Long | USA |
GNMA II 30 YR TBA 2% JAN 24 TO BE ANNOUNCED 2.00000000 | 40.33 mm | 47.64 mm shares | 0.23 | ABS-mortgage backed security | Long | USA |
UNITED STATES TREASURY NOTE 2.87500000 | 39.95 mm | 42.00 mm shares | 0.23 | Debt | Long | USA |
UNITED STATES TREASURY BOND 3.37500000 | 39.59 mm | 44.40 mm shares | 0.23 | Debt | Long | USA |
FREDDIE MAC POOL UMBS P#SD8214 3.50000000 | 39.18 mm | 42.70 mm shares | 0.23 | ABS-mortgage backed security | Long | USA |
UNITED STATES TREASURY NOTE 3.25000000 | 38.71 mm | 40.00 mm shares | 0.22 | Debt | Long | USA |
UNITED STATES TREASURY NOTE 3.37500000 | 35.51 mm | 37.00 mm shares | 0.21 | Debt | Long | USA |
UNITED STATES TREASURY STRIP COUPON ZCP 0.00000000 | 33.56 mm | 46.25 mm shares | 0.19 | Debt | Long | USA |
FANNIE MAE POOL UMBS P#MA4158 2.00000000 | 33.43 mm | 40.64 mm shares | 0.19 | ABS-mortgage backed security | Long | USA |
FANNIE MAE POOL UMBS P#MA4159 2.50000000 | 32.72 mm | 38.23 mm shares | 0.19 | ABS-mortgage backed security | Long | USA |
UNITED STATES TREASURY NOTE 1.87500000 | 30.73 mm | 33.90 mm shares | 0.18 | Debt | Long | USA |
FANNIE MAE POOL UMBS P#MA4281 2.00000000 | 30.73 mm | 37.43 mm shares | 0.18 | ABS-mortgage backed security | Long | USA |
FANNIE MAE POOL UMBS P#MA4325 2.00000000 | 30.21 mm | 36.83 mm shares | 0.17 | ABS-mortgage backed security | Long | USA |
CITIGROUP INC REGD V/R 1.12200000 | 30.16 mm | 32.82 mm shares | 0.17 | Debt | Long | USA |
Cigna Holding Co | 30.08 mm | 30.33 mm shares | 0.17 | Debt | Long | USA |
CARLYLE US CLO 2021-11 LTD SER 2021-11A CL A V/R REGD 144A P/P 6.73483000 | 29.98 mm | 30.00 mm shares | 0.17 | ABS-collateralized bond/debt obligation | Long | Cayman Islands |
UNITED STATES TREASURY STRIP COUPON ZCP 0.00000000 | 29.96 mm | 62.89 mm shares | 0.17 | Debt | Long | USA |
FORD CREDIT AUTO OWNER TRUST 2023-REV1 SER 2023-1 CL A REGD 144A P/P 4.85000000 | 29.67 mm | 29.58 mm shares | 0.17 | ABS-collateralized bond/debt obligation | Long | USA |
GINNIE MAE II POOL P#MA8200 4.00000000 | 28.54 mm | 29.91 mm shares | 0.16 | ABS-mortgage backed security | Long | USA |
UNITED STATES TREASURY NOTE 1.00000000 | 28.15 mm | 32.00 mm shares | 0.16 | Debt | Long | USA |
UNITED STATES TREASURY BOND 1.87500000 | 28.10 mm | 44.46 mm shares | 0.16 | Debt | Long | USA |
FREDDIE MAC POOL UMBS P#QE1087 3.50000000 | 27.95 mm | 30.08 mm shares | 0.16 | ABS-mortgage backed security | Long | USA |
UNITED STATES TREASURY NOTE 1.87500000 | 27.94 mm | 32.50 mm shares | 0.16 | Debt | Long | USA |
GS MORTGAGE SECURITIES TRUST 2018-GS10 SER 2018-GS10 CL A3 V/R REGD 4.26100000 | 27.89 mm | 28.52 mm shares | 0.16 | ABS-collateralized bond/debt obligation | Long | USA |
UNITED STATES TREASURY BOND 2.25000000 | 27.80 mm | 39.10 mm shares | 0.16 | Debt | Long | USA |
UNITED STATES TREASURY BOND 4.75000000 | 27.73 mm | 25.85 mm shares | 0.16 | Debt | Long | USA |
FANNIE MAE POOL UMBS P#FS1836 2.50000000 | 27.38 mm | 31.87 mm shares | 0.16 | ABS-mortgage backed security | Long | USA |
FNMA 30YR TBA 2.5% JAN 24 TO BE ANNOUNCED 2.50000000 | 27.05 mm | 31.80 mm shares | 0.16 | ABS-mortgage backed security | Long | USA |
UNITED STATES TREASURY BOND 4.37500000 | 26.51 mm | 25.45 mm shares | 0.15 | Debt | Long | USA |
BANK OF AMERICA CORP REGD V/R 2.29900000 | 26.29 mm | 32.20 mm shares | 0.15 | Debt | Long | USA |
FANNIE MAE POOL UMBS P#MA4903 5.50000000 | 26.13 mm | 25.75 mm shares | 0.15 | ABS-mortgage backed security | Long | USA |
KKR CLO 32 LTD SER 32A CL A1 V/R REGD 144A P/P 6.97548000 | 25.99 mm | 26.00 mm shares | 0.15 | ABS-collateralized bond/debt obligation | Long | Cayman Islands |
UNITED STATES TREASURY NOTE 3.50000000 | 25.89 mm | 26.31 mm shares | 0.15 | Debt | Long | USA |
BENCHMARK 2019-B15 MORTGAGE TRUST SER 2019-B15 CL A4 REGD 2.67300000 | 25.77 mm | 30.00 mm shares | 0.15 | ABS-collateralized bond/debt obligation | Long | USA |
UNITED STATES TREASURY NOTE 4.62500000 | 25.35 mm | 24.56 mm shares | 0.15 | Debt | Long | USA |
UNITED STATES TREASURY BOND 3.87500000 | 25.17 mm | 25.83 mm shares | 0.15 | Debt | Long | USA |
GINNIE MAE II POOL P#MA7473 3.00000000 | 24.89 mm | 27.46 mm shares | 0.14 | ABS-mortgage backed security | Long | USA |
UNITED STATES TREASURY BOND 1.37500000 | 24.55 mm | 44.07 mm shares | 0.14 | Debt | Long | USA |
FANNIE MAE POOL UMBS P#MA4398 2.00000000 | 23.93 mm | 29.21 mm shares | 0.14 | ABS-mortgage backed security | Long | USA |
BMARK 2023-V4 SER 2023-V4 CL A3 V/R REGD 6.84094000 | 23.53 mm | 22.00 mm shares | 0.14 | ABS-collateralized bond/debt obligation | Long | USA |
BMO 2023-5C1 MORTGAGE TRUST SER 2023-5C1 CL A3 V/R REGD 6.53400000 | 23.49 mm | 22.30 mm shares | 0.14 | ABS-collateralized bond/debt obligation | Long | USA |
UNITED STATES TREASURY BOND 2.37500000 | 23.20 mm | 32.33 mm shares | 0.13 | Debt | Long | USA |
UNITED STATES TREASURY BOND 1.87500000 | 23.14 mm | 36.49 mm shares | 0.13 | Debt | Long | USA |
FUTURE CONTRACT ON US 2YR NOTE (CBT) MAR24 0.00000000 | 23.06 mm | 112.00 contracts | 0.13 | Interest rate derivative | N/A | USA |
MCHP Microchip Technology, Inc. | 22.81 mm | 22.95 mm shares | 0.13 | Debt | Long | USA |
GREENWOOD PARK CLO LTD SER 2018-1A CL A2 V/R REGD 144A P/P 6.66548000 | 22.66 mm | 22.67 mm shares | 0.13 | ABS-collateralized bond/debt obligation | Long | Cayman Islands |
VZ Verizon Communications Inc | 22.40 mm | 26.93 mm shares | 0.13 | Debt | Long | USA |
FANNIE MAE POOL UMBS P#MA4785 5.00000000 | 22.29 mm | 22.51 mm shares | 0.13 | ABS-mortgage backed security | Long | USA |
BARINGS CLO LTD 2023-I SER LP-2A CL A V/R REGD 144A P/P 6.77743000 | 22.14 mm | 22.15 mm shares | 0.13 | ABS-collateralized bond/debt obligation | Long | Cayman Islands |
UNITED STATES TREASURY NOTE 2.62500000 | 22.01 mm | 23.00 mm shares | 0.13 | Debt | Long | USA |
BMO 2023-5C2 MORTGAGE TRUST SER 2023-5C2 CL A3 V/R REGD 7.05494000 | 21.68 mm | 20.00 mm shares | 0.13 | ABS-collateralized bond/debt obligation | Long | USA |
BBCMS MORTGAGE TRUST 2021-C12 SER 2021-C12 CL A4 REGD 2.42100000 | 21.64 mm | 25.60 mm shares | 0.12 | ABS-collateralized bond/debt obligation | Long | USA |
UNITED STATES TREASURY BOND 4.12500000 | 21.60 mm | 21.37 mm shares | 0.12 | Debt | Long | USA |
PARK AVENUE INSTITUTIONAL ADVISERS CLO SER 2018-1A CL A1AR V/R REGD 144A P/P 6.67743000 | 21.46 mm | 21.50 mm shares | 0.12 | ABS-collateralized bond/debt obligation | Long | Cayman Islands |
UNITED STATES TREASURY BOND 2.25000000 | 21.45 mm | 30.95 mm shares | 0.12 | Debt | Long | USA |
FNMA 30YR TBA 6% JAN 24 TO BE ANNOUNCED 6.00000000 | 21.34 mm | 21.02 mm shares | 0.12 | ABS-mortgage backed security | Long | USA |
UNITED STATES TREASURY NOTE 3.12500000 | 21.25 mm | 21.87 mm shares | 0.12 | Debt | Long | USA |
UNITED STATES TREASURY BOND 3.87500000 | 21.25 mm | 22.28 mm shares | 0.12 | Debt | Long | USA |
BANK5 2023-5YR2 SER 2023-5YR2 CL A3 V/R REGD 6.65600000 | 21.17 mm | 20.00 mm shares | 0.12 | ABS-collateralized bond/debt obligation | Long | USA |
UNITED STATES TREASURY BOND 3.50000000 | 20.98 mm | 22.16 mm shares | 0.12 | Debt | Long | USA |
FORD CREDIT FLOORPLAN MASTER OWNER TRUST A SER 2023-1 CL A1 REGD 144A P/P 4.92000000 | 20.89 mm | 20.85 mm shares | 0.12 | ABS-collateralized bond/debt obligation | Long | USA |
ANCHORAGE CAPITAL CLO 26 LTD SER 2023-26A CL A1 V/R REGD 144A P/P 7.59681000 | 20.83 mm | 20.75 mm shares | 0.12 | ABS-collateralized bond/debt obligation | Long | Cayman Islands |
UNITED STATES TREASURY BOND 3.12500000 | 20.78 mm | 24.94 mm shares | 0.12 | Debt | Long | USA |
CITIGROUP COMMERCIAL MORTGAGE TRUST 2018-B2 SER 2018-B2 CL A3 REGD 3.74400000 | 20.76 mm | 22.00 mm shares | 0.12 | ABS-collateralized bond/debt obligation | Long | USA |
UNITED STATES TREASURY NOTE 3.12500000 | 20.73 mm | 21.58 mm shares | 0.12 | Debt | Long | USA |
GINNIE MAE II POOL P#MA7767 2.50000000 | 20.45 mm | 23.38 mm shares | 0.12 | ABS-mortgage backed security | Long | USA |
FANNIE MAE POOL UMBS P#MA4306 2.50000000 | 20.36 mm | 23.79 mm shares | 0.12 | ABS-mortgage backed security | Long | USA |
USA TREASURY NTS 4.375% NTS 31/08/2028 USD 4.37500000 | 20.34 mm | 19.91 mm shares | 0.12 | Debt | Long | USA |
FANNIE MAE POOL UMBS P#MA4497 2.00000000 | 20.29 mm | 22.64 mm shares | 0.12 | ABS-mortgage backed security | Long | USA |
SIXTH STREET CLO XVI LTD SER 2020-16A CL A1R V/R REGD 144A P/P 7.12259000 | 20.23 mm | 20.25 mm shares | 0.12 | ABS-collateralized bond/debt obligation | Long | Cayman Islands |
UBS COMMERCIAL MORTGAGE TRUST 2017-C5 SER 2017-C5 CL A4 REGD 3.21200000 | 20.15 mm | 21.50 mm shares | 0.12 | ABS-collateralized bond/debt obligation | Long | USA |
ELMWOOD CLO II LTD SER 2019-2A CL AR V/R REGD 144A P/P 6.82743000 | 20.00 mm | 20.00 mm shares | 0.12 | ABS-collateralized bond/debt obligation | Long | Cayman Islands |
VOYA CLO 2019-3 LTD SER 2019-3A CL AR V/R REGD 144A P/P 6.74444000 | 19.99 mm | 20.00 mm shares | 0.12 | ABS-collateralized bond/debt obligation | Long | Cayman Islands |
MADISON PARK FUNDING LIX LTD SER 2021-59A CL A V/R REGD 144A P/P 6.79665000 | 19.99 mm | 20.00 mm shares | 0.12 | ABS-collateralized bond/debt obligation | Long | Cayman Islands |
BENCHMARK 2022-B32 MORTGAGE TRUST SER 2022-B32 CL A3 REGD 3.04160000 | 19.92 mm | 23.00 mm shares | 0.12 | ABS-collateralized bond/debt obligation | Long | USA |
FNMA 30YR TBA 3.5% JAN 24 TO BE ANNOUNCED 3.50000000 | 19.88 mm | 21.67 mm shares | 0.11 | ABS-mortgage backed security | Long | USA |
UNITED STATES TREASURY NOTE 2.75000000 | 19.81 mm | 20.64 mm shares | 0.11 | Debt | Long | USA |
FREDDIE MAC POOL UMBS P#RA6666 3.00000000 | 19.81 mm | 22.38 mm shares | 0.11 | ABS-mortgage backed security | Long | USA |
UNITED STATES TREASURY BOND 1.62500000 | 19.77 mm | 33.18 mm shares | 0.11 | Debt | Long | USA |
FREDDIE MAC POOL UMBS P#SD8141 2.50000000 | 19.68 mm | 23.05 mm shares | 0.11 | ABS-mortgage backed security | Long | USA |
CITIGROUP COMMERCIAL MORTGAGE TRUST 2017-P8 SER 2017-P8 CL A3 REGD 3.20300000 | 19.61 mm | 21.00 mm shares | 0.11 | ABS-collateralized bond/debt obligation | Long | USA |
MOUNTAIN VIEW CLO IX LTD SER 2015-9A CL A1R V/R REGD 144A P/P 6.77548000 | 19.56 mm | 19.62 mm shares | 0.11 | ABS-collateralized bond/debt obligation | Long | Cayman Islands |
UNITED STATES TREASURY NOTE 4.12500000 | 19.44 mm | 19.25 mm shares | 0.11 | Debt | Long | USA |
UNITED STATES TREASURY NOTE 4.00000000 | 19.39 mm | 19.33 mm shares | 0.11 | Debt | Long | USA |
UNITED STATES TREASURY NOTE 3.87500000 | 19.38 mm | 19.42 mm shares | 0.11 | Debt | Long | USA |
FANNIE MAE POOL UMBS P#MA4797 4.00000000 | 19.35 mm | 19.71 mm shares | 0.11 | ABS-mortgage backed security | Long | USA |
FREDDIE MAC STACR REMIC TRUST 2021-HQA3 SER 2021-HQA3 CL M1 V/R REGD 144A P/P 6.18743000 | 19.30 mm | 19.50 mm shares | 0.11 | ABS-collateralized bond/debt obligation | Long | USA |
WELLS FARGO COMMERCIAL MORTGAGE TRUST 2020-C58 SER 2020-C58 CL A3 REGD 1.81000000 | 19.20 mm | 23.00 mm shares | 0.11 | ABS-collateralized bond/debt obligation | Long | USA |
NEXTERA ENERGY CAPITAL REGD 5.74900000 | 19.16 mm | 18.98 mm shares | 0.11 | Debt | Long | USA |
BBCMS MORTGAGE TRUST 2018-C2 SER 2018-C2 CL A4 REGD 4.04700000 | 19.13 mm | 20.00 mm shares | 0.11 | ABS-collateralized bond/debt obligation | Long | USA |
UNITED STATES TREASURY NOTE 1.12500000 | 19.00 mm | 21.53 mm shares | 0.11 | Debt | Long | USA |
CFCRE COMMERCIAL MORTGAGE TRUST 2017-C8 SER 2017-C8 CL A3 REGD 3.30480000 | 18.97 mm | 20.21 mm shares | 0.11 | ABS-collateralized bond/debt obligation | Long | USA |
FANNIE MAE POOL UMBS P#MA4333 2.00000000 | 18.96 mm | 22.12 mm shares | 0.11 | ABS-mortgage backed security | Long | USA |
WELLS FARGO COMMERCIAL MORTGAGE TRUST 2016-NXS6 SER 2016-NXS6 CL A3 REGD 2.64200000 | 18.85 mm | 20.00 mm shares | 0.11 | ABS-collateralized bond/debt obligation | Long | USA |
GINNIE MAE II POOL P#MA7535 3.00000000 | 18.74 mm | 20.66 mm shares | 0.11 | ABS-mortgage backed security | Long | USA |
UNITED STATES TREASURY NOTE 3.87500000 | 18.69 mm | 18.73 mm shares | 0.11 | Debt | Long | USA |
UNITED STATES TREASURY STRIP COUPON ZCP 0.00000000 | 18.66 mm | 44.85 mm shares | 0.11 | Debt | Long | USA |
PALMER SQUARE CLO 2018-2 LTD SER 2018-2A CL A1A V/R REGD 144A P/P 6.75548000 | 18.52 mm | 18.52 mm shares | 0.11 | ABS-collateralized bond/debt obligation | Long | Cayman Islands |
TRINITAS CLO XXVI LTD SER 2023-26A CL A1 V/R REGD 144A P/P 0.00000000 | 18.50 mm | 18.50 mm shares | 0.11 | ABS-collateralized bond/debt obligation | Long | Cayman Islands |
BANK 2021-BNK37 SER 2021-BN37 CL A4 REGD 2.37000000 | 18.49 mm | 22.40 mm shares | 0.11 | ABS-collateralized bond/debt obligation | Long | USA |
BA Boeing Co. | 18.46 mm | 19.54 mm shares | 0.11 | Debt | Long | USA |
UNITED STATES TREASURY NOTE 1.25000000 | 18.42 mm | 22.27 mm shares | 0.11 | Debt | Long | USA |
JPMCC COMMERCIAL MORTGAGE SECURITIES TRUST 2017-JP7 SER 2017-JP7 CL A4 REGD 3.19460000 | 18.32 mm | 20.00 mm shares | 0.11 | ABS-collateralized bond/debt obligation | Long | USA |
MORGAN STANLEY CAPITAL I TRUST 2016-UB11 SER 2016-UB11 CL A3 REGD 2.53100000 | 18.29 mm | 19.53 mm shares | 0.11 | ABS-collateralized bond/debt obligation | Long | USA |
BENCHMARK 2021-B27 MORTGAGE TRUST SER 2021-B27 CL A4 REGD 2.10300000 | 18.10 mm | 22.50 mm shares | 0.10 | ABS-collateralized bond/debt obligation | Long | USA |
FREDDIE MAC POOL UMBS P#QB1397 2.50000000 | 18.01 mm | 21.15 mm shares | 0.10 | ABS-mortgage backed security | Long | USA |
PHILLIPS 66 REGD 3.15000000 | 17.98 mm | 19.66 mm shares | 0.10 | Debt | Long | USA |
FUTURE CONTRACT ON US 10YR ULTRA FUT MAR24 0.00000000 | 17.94 mm | 152.00 contracts | 0.10 | Interest rate derivative | N/A | USA |
UNITED STATES TREASURY BOND 3.62500000 | 17.94 mm | 19.40 mm shares | 0.10 | Debt | Long | USA |
UNITED STATES TREASURY NOTE 4.00000000 | 17.88 mm | 17.79 mm shares | 0.10 | Debt | Long | USA |
FANNIE MAE POOL UMBS P#MA4732 4.00000000 | 17.85 mm | 18.87 mm shares | 0.10 | ABS-mortgage backed security | Long | USA |
FIRSTKEY HOMES 2020-SFR2 TRUST SER 2020-SFR2 CL A REGD 144A P/P 1.26600000 | 17.77 mm | 19.17 mm shares | 0.10 | ABS-collateralized bond/debt obligation | Long | USA |
SOCIETE GENERALE REGD V/R 144A P/P 1.48800000 | 17.77 mm | 19.30 mm shares | 0.10 | Debt | Long | France |
CSAIL 2021-C20 COMMERCIAL MORTGAGE TRUST SER 2021-C20 CL A2 REGD 2.48620000 | 17.76 mm | 21.01 mm shares | 0.10 | ABS-collateralized bond/debt obligation | Long | USA |
CD 2019-CD8 MORTGAGE TRUST SER 2019-CD8 CL A3 REGD 2.65700000 | 17.73 mm | 20.00 mm shares | 0.10 | ABS-collateralized bond/debt obligation | Long | USA |
BENCHMARK 2020-B19 MORTGAGE TRUST SER 2020-B19 CL A4 REGD 1.54600000 | 17.53 mm | 21.50 mm shares | 0.10 | ABS-collateralized bond/debt obligation | Long | USA |
UNITED STATES TREASURY BOND 3.25000000 | 17.49 mm | 19.93 mm shares | 0.10 | Debt | Long | USA |
FANNIE MAE POOL UMBS P#FS0896 3.00000000 | 17.40 mm | 19.46 mm shares | 0.10 | ABS-mortgage backed security | Long | USA |
HERTZ VEHICLE FINANCING LLC SER 2022-2A CL A REGD 144A P/P 2.33000000 | 17.18 mm | 18.90 mm shares | 0.10 | ABS-collateralized bond/debt obligation | Long | USA |
TOLL BROS FINANCE CORP REGD SER 10YR 4.35000000 | 17.03 mm | 17.44 mm shares | 0.10 | Debt | Long | USA |
DBJPM 20-C9 MORTGAGE TRUST SER 2020-C9 CL A4 REGD 1.64400000 | 16.94 mm | 20.60 mm shares | 0.10 | ABS-collateralized bond/debt obligation | Long | USA |
ONEMAIN FINANCIAL ISSUANCE TRUST 2023-2 SER 2023-2A CL A1 REGD 144A P/P 5.84000000 | 16.93 mm | 16.60 mm shares | 0.10 | ABS-collateralized bond/debt obligation | Long | USA |
MORGAN STANLEY BANK OF AMERICA MERRILL LYNCH TRUST 20 SER 2015-C23 CL A3 REGD 3.45100000 | 16.83 mm | 17.30 mm shares | 0.10 | ABS-collateralized bond/debt obligation | Long | USA |
FANNIE MAE POOL UMBS P#MA4119 2.00000000 | 16.82 mm | 20.46 mm shares | 0.10 | ABS-mortgage backed security | Long | USA |
BALBOA BAY LOAN FUNDING 2020-1 LTD SER 2020-1A CL AR V/R REGD 144A P/P 6.79354000 | 16.74 mm | 16.75 mm shares | 0.10 | ABS-collateralized bond/debt obligation | Long | Cayman Islands |
UNITED STATES TREASURY NOTE 0.87500000 | 16.62 mm | 20.24 mm shares | 0.10 | Debt | Long | USA |
BENCHMARK 2018-B3 MORTGAGE TRUST SER 2018-B3 CL A4 REGD 3.76100000 | 16.54 mm | 17.40 mm shares | 0.10 | ABS-collateralized bond/debt obligation | Long | USA |
AVIS BUDGET RENTAL CAR FUNDING AESOP LLC SER 2022-1A CL A REGD 144A P/P 3.83000000 | 16.51 mm | 17.30 mm shares | 0.10 | ABS-collateralized bond/debt obligation | Long | USA |
MMAF EQUIPMENT FINANCE LLC 2023-A SER 2023-A CL A3 REGD 144A P/P 5.54000000 | 16.48 mm | 16.25 mm shares | 0.10 | ABS-collateralized bond/debt obligation | Long | USA |
UNITED STATES TREASURY BOND 2.00000000 | 16.46 mm | 25.21 mm shares | 0.10 | Debt | Long | USA |
FREDDIE MAC POOL UMBS P#SD8207 3.50000000 | 16.44 mm | 17.93 mm shares | 0.09 | ABS-mortgage backed security | Long | USA |
FMC GMSR ISSUER TRUST SER 2021-SAT1 CL A V/R REGD 144A P/P 3.65000000 | 16.38 mm | 16.72 mm shares | 0.09 | ABS-collateralized bond/debt obligation | Long | USA |
UNITED STATES TREASURY BOND 2.00000000 | 16.36 mm | 24.86 mm shares | 0.09 | Debt | Long | USA |
BENCHMARK 2021-B24 MORTGAGE TRUST SER 2021-B24 CL A4 REGD 2.26380000 | 16.34 mm | 20.00 mm shares | 0.09 | ABS-collateralized bond/debt obligation | Long | USA |
WELLS FARGO & COMPANY REGD V/R 6.49100000 | 16.31 mm | 15.00 mm shares | 0.09 | Debt | Long | USA |
UNITED STATES TREASURY BOND 2.00000000 | 16.21 mm | 22.41 mm shares | 0.09 | Debt | Long | USA |
WELLS FARGO COMMERCIAL MORTGAGE TRUST 2020-C57 SER 2020-C57 CL A3 REGD 1.86400000 | 16.21 mm | 19.50 mm shares | 0.09 | ABS-collateralized bond/debt obligation | Long | USA |
BERRY GLOBAL INC REGD 1.57000000 | 16.17 mm | 17.41 mm shares | 0.09 | Debt | Long | USA |
FANNIE MAE POOL UMBS P#MA4209 1.50000000 | 16.09 mm | 20.62 mm shares | 0.09 | ABS-mortgage backed security | Long | USA |
C Citigroup Inc | 16.08 mm | 19.27 mm shares | 0.09 | Debt | Long | USA |
UNH Unitedhealth Group Inc | 16.06 mm | 15.90 mm shares | 0.09 | Debt | Long | USA |
UNITED STATES TREASURY BOND 2.75000000 | 15.90 mm | 19.60 mm shares | 0.09 | Debt | Long | USA |
UNITED STATES TREASURY BOND 4.00000000 | 15.75 mm | 15.96 mm shares | 0.09 | Debt | Long | USA |
TOWD POINT MORTGAGE TRUST 2020-2 SER 2020-2 CL A1A V/R REGD 144A P/P 1.63600000 | 15.68 mm | 17.68 mm shares | 0.09 | ABS-collateralized bond/debt obligation | Long | USA |
ARBOR MULTIFAMILY MORTGAGE SECURITIES TRUS SER 2022-MF4 CL A5 V/R REGD 144A P/P 3.29306000 | 15.62 mm | 17.50 mm shares | 0.09 | ABS-collateralized bond/debt obligation | Long | USA |
FNMA TBA 30YR 7.0% JAN 54 TO BE ANNOUNCED 7.00000000 | 15.60 mm | 15.12 mm shares | 0.09 | ABS-mortgage backed security | Long | USA |
FANNIE MAE POOL UMBS P#BY4714 5.00000000 | 15.48 mm | 15.65 mm shares | 0.09 | ABS-mortgage backed security | Long | USA |
UNITED STATES TREASURY BOND 3.12500000 | 15.47 mm | 18.10 mm shares | 0.09 | Debt | Long | USA |
T AT&T, Inc. | 15.45 mm | 14.98 mm shares | 0.09 | Debt | Long | USA |
ANCHORAGE CAPITAL CLO 8 LTD SER 2016-8A CL AR2A V/R REGD 144A P/P 6.84910000 | 15.44 mm | 15.50 mm shares | 0.09 | ABS-collateralized bond/debt obligation | Long | Cayman Islands |
GS Goldman Sachs Group, Inc. | 15.24 mm | 14.36 mm shares | 0.09 | Debt | Long | USA |
FANNIE MAE POOL UMBS P#CB3152 2.00000000 | 15.06 mm | 18.41 mm shares | 0.09 | ABS-mortgage backed security | Long | USA |
UNITED STATES TREASURY BOND 3.62500000 | 15.03 mm | 16.35 mm shares | 0.09 | Debt | Long | USA |
OCP CLO 2015-9 LTD SER 2015-9A CL A1R2 V/R REGD 144A P/P 6.64387000 | 14.95 mm | 15.00 mm shares | 0.09 | ABS-collateralized bond/debt obligation | Long | Cayman Islands |
BA Boeing Co. | 14.93 mm | 14.42 mm shares | 0.09 | Debt | Long | USA |
ILLINOIS ST REGD N/C B/E 5.10000000 | 14.91 mm | 15.07 mm shares | 0.09 | Debt | Long | USA |
VM DEBT 2019-1 TR REGD 144A 7.46000000 | 14.85 mm | 15.00 mm shares | 0.09 | ABS-collateralized bond/debt obligation | Long | USA |
FREDDIE MAC GOLD POOL P#G08770 3.50000000 | 14.84 mm | 15.82 mm shares | 0.09 | ABS-mortgage backed security | Long | USA |
FREDDIE MAC POOL UMBS P#SD8237 4.00000000 | 14.75 mm | 15.60 mm shares | 0.09 | ABS-mortgage backed security | Long | USA |
FANNIE MAE POOL UMBS P#BP6618 2.50000000 | 14.69 mm | 17.17 mm shares | 0.08 | ABS-mortgage backed security | Long | USA |
HYUNDAI CAPITAL AMERICA REGD 144A P/P 6.00000000 | 14.63 mm | 14.52 mm shares | 0.08 | Debt | Long | USA |
WELLS FARGO COMMERCIAL MORTGAGE TRUST 2015-NXS2 SER 2015-NXS2 CL A4 REGD 3.49800000 | 14.60 mm | 15.00 mm shares | 0.08 | ABS-collateralized bond/debt obligation | Long | USA |
HSBC HSBC Holdings plc | 14.57 mm | 14.38 mm shares | 0.08 | Debt | Long | UK |
FREDDIE MAC POOL UMBS P#RB5138 2.00000000 | 14.56 mm | 17.04 mm shares | 0.08 | ABS-mortgage backed security | Long | USA |
WHEELS FLEET LEASE FUNDING 1 LLC SER 2023-1A CL A REGD 144A P/P 5.80000000 | 14.54 mm | 14.50 mm shares | 0.08 | ABS-collateralized bond/debt obligation | Long | USA |