Fund profile
Tickers
FXIDX
Fund manager
Total assets
$115.99 mm
Liabilities
$56.30 mm
Net assets
$59.70 mm
Number of holdings
213.00
Top 200 of 213 Holdings
Security | $Holding | Balance | % of Fund | Category | Position | Country |
---|---|---|---|---|---|---|
BANK OF AMERICA CORP SR UNSECURED 04/25 VAR | 2.19 mm | 2.20 mm principal | 3.67 | Debt | Long | USA |
BLACKROCK EUROPEAN CLO DAC BECLO 7A AR 144A | 2.11 mm | 1.96 mm principal | 3.53 | ABS-collateralized bond/debt obligation | Long | Ireland |
HSBC HSBC Holdings plc | 2.09 mm | 2.07 mm principal | 3.50 | Debt | Long | UK |
LEASEPLAN CORPORATION NV SR UNSECURED 144A 10/24 2.875 | 2.07 mm | 2.10 mm principal | 3.46 | Debt | Long | Netherlands |
RENESAS ELECTRONICS CORP SR UNSECURED REGS 11/24 1.543 | 1.65 mm | 1.70 mm principal | 2.76 | Debt | Long | Japan |
TRINITY SQUARE TRINI 2021 1A A 144A | 1.55 mm | 1.23 mm principal | 2.60 | ABS-mortgage backed security | Long | UK |
FIXED INC CLEARING CORP.REPO
Fixed Income Clearing Corp
|
1.40 mm | 1.40 mm principal | 2.34 | Repurchase agreement | Long | USA |
LETRA TESOURO NACIONAL BILLS 07/24 0.00000 | 1.25 mm | 6.40 mm principal | 2.09 | Debt | Long | Brazil |
GS MORTGAGE SECURITIES TRUST GSMS 2022 GTWY A 144A | 1.21 mm | 1.20 mm principal | 2.02 | ABS-mortgage backed security | Long | USA |
AES AES Corp. | 1.20 mm | 1.30 mm principal | 2.02 | Debt | Long | USA |
EXTENDED STAY AMERICA TRUST ESA 2021 ESH A 144A | 1.19 mm | 1.19 mm principal | 1.99 | ABS-mortgage backed security | Long | USA |
FSK FS KKR Capital Corp | 1.17 mm | 1.20 mm principal | 1.96 | Debt | Long | USA |
GS MORTGAGE BACKED SECURITIES GSMBS 2021 GR2 A9 144A | 1.13 mm | 1.22 mm principal | 1.90 | ABS-mortgage backed security | Long | USA |
FREDDIE MAC FHR 5115 EM | 1.12 mm | 1.32 mm principal | 1.87 | ABS-mortgage backed security | Long | USA |
CARLYLE GLOBAL MARKET STRATEGI CGMS 2017 1A A1R 144A | 1.04 mm | 1.04 mm principal | 1.75 | ABS-collateralized bond/debt obligation | Long | Cayman Islands |
BANCO SANTANDER SA SR UNSECURED 05/24 3.892 | 997.61 k | 1.00 mm principal | 1.67 | Debt | Long | Spain |
LLOYDS BANKING GROUP PLC SR UNSECURED 08/26 VAR | 988.39 k | 1.00 mm principal | 1.66 | Debt | Long | UK |
VOYA CLO LTD INGIM 2012 4A A1R3 144A | 987.41 k | 986.47 k principal | 1.65 | ABS-collateralized bond/debt obligation | Long | Cayman Islands |
TRANSURBAN QLD FINANCE SR SECURED REGS 12/24 VAR | 984.05 k | 1.50 mm principal | 1.65 | Debt | Long | Australia |
SNX TD Synnex Corp | 983.90 k | 1.00 mm principal | 1.65 | Debt | Long | USA |
TCW CLO TCW 2018 1A A1R 144A | 977.34 k | 977.54 k principal | 1.64 | ABS-collateralized bond/debt obligation | Long | Cayman Islands |
NYO COMMERCIAL MORTGAGE TRUST NYO 2021 1290 A 144A | 969.61 k | 1.00 mm principal | 1.62 | ABS-mortgage backed security | Long | USA |
DROP MORTGAGE TRUST 2021 FILE DROP 2021 FILE A 144A | 963.07 k | 1.00 mm principal | 1.61 | ABS-mortgage backed security | Long | USA |
BWAY MORTGAGE TRUST BWAY 2021 1450 A 144A | 950.91 k | 1.00 mm principal | 1.59 | ABS-mortgage backed security | Long | USA |
SMB PRIVATE EDUCATION LOAN TRU SMB 2020 PTA A2B 144A | 940.94 k | 944.68 k principal | 1.58 | ABS-other | Long | USA |
IFF International Flavors & Fragrances Inc. | 936.33 k | 1.00 mm principal | 1.57 | Debt | Long | USA |
BX TRUST BX 2021 MFM1 A 144A | 914.78 k | 919.51 k principal | 1.53 | ABS-mortgage backed security | Long | USA |
Broadcom Pte. Ltd. | 866.22 k | 900.00 k principal | 1.45 | Debt | Long | USA |
FIRST FRANKLIN MTG LOAN ASSET FFML 2006 FF5 2A3 | 854.75 k | 882.72 k principal | 1.43 | ABS-mortgage backed security | Long | USA |
BXMT LTD BXMT 2020 FL3 A 144A | 825.60 k | 849.90 k principal | 1.38 | ABS-mortgage backed security | Long | Cayman Islands |
CITIGROUP MORTGAGE LOAN TRUST CMLTI 2021 INV3 A11 144A | 808.45 k | 870.37 k principal | 1.35 | ABS-mortgage backed security | Long | USA |
ATHENE GLOBAL FUNDING SECURED 144A 02/26 5.684 | 803.38 k | 800.00 k principal | 1.35 | Debt | Long | USA |
HYUNDAI CAPITAL AMERICA SR UNSECURED 144A 03/26 5.5 | 801.59 k | 800.00 k principal | 1.34 | Debt | Long | USA |
GOLDENTREE LOAN MANAGEMENT US GLM 2017 2A AR 144A | 783.22 k | 782.98 k principal | 1.31 | ABS-collateralized bond/debt obligation | Long | Cayman Islands |
CARLYLE GLOBAL MARKET STRATEGI CGMSE 2017 3A A1R 144A | 781.51 k | 730.84 k principal | 1.31 | ABS-collateralized bond/debt obligation | Long | Ireland |
HALSEYPOINT CLO II, LTD. HLSY 2020 2A A1 144A | 754.49 k | 753.35 k principal | 1.26 | ABS-collateralized bond/debt obligation | Long | Cayman Islands |
ELFI GRADUATE LOAN PROGRAM 202 ELFI 2021 A A 144A | 750.81 k | 866.62 k principal | 1.26 | ABS-other | Long | USA |
CARLYLE GLOBAL MARKET STRATEGI CGMSE 2014 2A AR1 144A | 748.76 k | 698.47 k principal | 1.25 | ABS-collateralized bond/debt obligation | Long | Ireland |
JUBILEE CDO BV JUBIL 2014 11A ARR 144A | 741.46 k | 688.13 k principal | 1.24 | ABS-collateralized bond/debt obligation | Long | Ireland |
GEMGARTO GMG 2021 1A A 144A | 697.61 k | 553.05 k principal | 1.17 | ABS-mortgage backed security | Long | UK |
UBS GROUP AG SR UNSECURED 144A 05/26 VAR | 690.24 k | 700.00 k principal | 1.16 | Debt | Long | Switzerland |
WARNERMEDIA HOLDINGS INC COMPANY GUAR 03/25 3.638 | 686.21 k | 700.00 k principal | 1.15 | Debt | Long | USA |
NAVIENT STUDENT LOAN TRUST NAVSL 2020 EA A 144A | 660.07 k | 727.70 k principal | 1.11 | ABS-other | Long | USA |
HERA COMMERCIAL MORTGAGE LTD HERA 2021 FL1 A 144A | 658.97 k | 667.99 k principal | 1.10 | ABS-collateralized bond/debt obligation | Long | Cayman Islands |
LLOYDS BANKING GROUP PLC SR UNSECURED 03/25 VAR | 653.89 k | 1.00 mm principal | 1.10 | Debt | Long | UK |
IMPERIAL BRANDS FIN PLC COMPANY GUAR 144A 07/24 3.125 | 644.41 k | 650.00 k principal | 1.08 | Debt | Long | UK |
BCS Barclays plc | 597.05 k | 600.00 k principal | 1.00 | Debt | Long | UK |
SYF Synchrony Financial | 596.20 k | 600.00 k principal | 1.00 | Debt | Long | USA |
DAE FUNDING LLC COMPANY GUAR 144A 08/24 1.55 | 590.23 k | 600.00 k principal | 0.99 | Debt | Long | USA |
BERRY GLOBAL INC SR SECURED 144A 07/26 4.875 | 588.44 k | 600.00 k principal | 0.99 | Debt | Long | USA |
522 FUNDING CLO LTD MORGN 2018 3A AR 144A | 582.78 k | 581.31 k principal | 0.98 | ABS-collateralized bond/debt obligation | Long | Cayman Islands |
BERRY GLOBAL INC SR SECURED 01/26 1.57 | 561.16 k | 600.00 k principal | 0.94 | Debt | Long | USA |
TORO EUROPEAN CLO TCLO 6A AR 144A | 537.99 k | 500.00 k principal | 0.90 | ABS-collateralized bond/debt obligation | Long | Ireland |
OCP EURO CLO OCPE 2020 4A AR 144A | 537.88 k | 500.00 k principal | 0.90 | ABS-collateralized bond/debt obligation | Long | Ireland |
ISRAEL ELECTRIC CORP LTD SR SECURED 144A REGS 11/24 5 | 497.74 k | 500.00 k principal | 0.83 | Debt | Long | Israel |
PCG+A Pacific Gas & Electric Co. | 496.08 k | 500.00 k principal | 0.83 | Debt | Long | USA |
TOWD POINT MORTGAGE TRUST TPMT 2018 3 A1 144A | 488.42 k | 506.95 k principal | 0.82 | ABS-mortgage backed security | Long | USA |
NEW CENTURY HOME EQUITY LOAN T NCHET 2004 3 M1 | 485.14 k | 493.85 k principal | 0.81 | ABS-mortgage backed security | Long | USA |
NEW RESIDENTIAL MORTGAGE LOAN NRZT 2018 RPL1 A1 144A | 470.82 k | 495.04 k principal | 0.79 | ABS-mortgage backed security | Long | USA |
SMB PRIVATE EDUCATION LOAN TRU SMB 2020 PTB A2B 144A | 464.62 k | 465.95 k principal | 0.78 | ABS-other | Long | USA |
MFRA TRUST MFRA 2021 RPL1 A1 144A | 460.24 k | 519.89 k principal | 0.77 | ABS-mortgage backed security | Long | USA |
CBAM CLO MANAGEMENT CBAM 2018 8A A1 144A | 454.82 k | 454.39 k principal | 0.76 | ABS-collateralized bond/debt obligation | Long | Cayman Islands |
GCAT GCAT 2021 NQM3 A3 144A | 420.38 k | 499.92 k principal | 0.70 | ABS-mortgage backed security | Long | USA |
GCAT GCAT 2021 NQM3 A2 144A | 419.92 k | 499.92 k principal | 0.70 | ABS-mortgage backed security | Long | USA |
HARVEST CLO HARVT 21A A2R 144A | 411.12 k | 400.00 k principal | 0.69 | ABS-collateralized bond/debt obligation | Long | Ireland |
BPCE SA 144A 10/27 VAR | 408.62 k | 400.00 k principal | 0.68 | Debt | Long | France |
PIMCO PRV SHORT TERM FLT III MUTUAL FUND | 407.32 k | 41.88 k principal | 0.68 | Short-term investment vehicle | Long | USA |
INTOWN 2022 STAY TOWN 2022 STAY A 144A | 402.69 k | 400.00 k principal | 0.67 | ABS-mortgage backed security | Long | USA |
PRETIUM MORTGAGE CREDIT PARTNE PRET 2021 NPL6 A1 144A | 392.86 k | 401.76 k principal | 0.66 | ABS-mortgage backed security | Long | USA |
FORD MOTOR CREDIT CO LLC SR UNSECURED 08/25 4.134 | 391.10 k | 400.00 k principal | 0.66 | Debt | Long | USA |
PFP III PFP 2021 8 A 144A | 390.76 k | 392.43 k principal | 0.65 | ABS-mortgage backed security | Long | Cayman Islands |
GSAMP TRUST GSAMP 2006 HE4 A2D | 382.28 k | 401.30 k principal | 0.64 | ABS-mortgage backed security | Long | USA |
GS MORTGAGE BACKED SECURITIES GSMBS 2021 INV1 A9 144A | 380.23 k | 409.48 k principal | 0.64 | ABS-mortgage backed security | Long | USA |
NAVIENT STUDENT LOAN TRUST NAVSL 2020 GA A 144A | 373.36 k | 413.84 k principal | 0.63 | ABS-other | Long | USA |
ONSLOW BAY FINANCIAL LLC OBX 2023 NQM6 A1 144A | 358.88 k | 355.65 k principal | 0.60 | ABS-mortgage backed security | Long | USA |
RAAC SERIES RAAC 2006 RP4 M1 144A | 339.73 k | 343.65 k principal | 0.57 | ABS-mortgage backed security | Long | USA |
TOWD POINT MORTGAGE TRUST TPMT 2019 HY2 A1 144A | 336.28 k | 330.35 k principal | 0.56 | ABS-mortgage backed security | Long | USA |
BARCLAYS PLC SR UNSECURED REGS 06/24 VAR | 326.81 k | 500.00 k principal | 0.55 | Debt | Long | UK |
BEAR STEARNS ASSET BACKED SECU BSABS 2005 AQ1 M3 | 316.10 k | 319.46 k principal | 0.53 | ABS-mortgage backed security | Long | USA |
GM FINANCIAL SECURITIZED TERM GMCAR 2023 1 A2B | 310.33 k | 309.97 k principal | 0.52 | ABS-other | Long | USA |
RESIMAC RESI 2021 2NCA A1A 144A | 305.21 k | 306.13 k principal | 0.51 | ABS-mortgage backed security | Long | Australia |
ABN AMRO BANK NV 144A 10/26 VAR | 303.07 k | 300.00 k principal | 0.51 | Debt | Long | Netherlands |
MIDOCEAN CREDIT CLO MIDO 2013 2A ARR 144A | 302.01 k | 301.93 k principal | 0.51 | ABS-collateralized bond/debt obligation | Long | Cayman Islands |
SMBC AVIATION CAPITAL FI COMPANY GUAR 144A 04/24 3.55 | 299.70 k | 300.00 k principal | 0.50 | Debt | Long | Ireland |
TOWD POINT MORTGAGE TRUST TPMT 2019 HY3 A1A 144A | 296.26 k | 293.85 k principal | 0.50 | ABS-mortgage backed security | Long | USA |
WESTINGHOUSE AIR BRAKE COMPANY GUAR 09/28 4.7 | 295.21 k | 300.00 k principal | 0.49 | Debt | Long | USA |
VICI PROPERTIES LP SR UNSECURED 05/25 4.375 | 295.10 k | 300.00 k principal | 0.49 | Debt | Long | USA |
VERUS SECURITIZATION TRUST VERUS 2024 1 A1 144A | 293.22 k | 294.72 k principal | 0.49 | ABS-mortgage backed security | Long | USA |
NOVASTAR HOME EQUITY LOAN NHEL 2005 4 M1 | 290.54 k | 295.42 k principal | 0.49 | ABS-mortgage backed security | Long | USA |
PRETIUM MORTGAGE CREDIT PARTNE PRET 2021 RN1 A1 144A | 282.27 k | 288.77 k principal | 0.47 | ABS-mortgage backed security | Long | USA |
APIDOS CLO LTD APID 2017 27A A1R 144A | 275.17 k | 274.52 k principal | 0.46 | ABS-collateralized bond/debt obligation | Long | Cayman Islands |
MF1 MULTIFAMILY HOUSING MORTGA MF1 2020 FL4 A 144A | 267.58 k | 267.09 k principal | 0.45 | ABS-collateralized bond/debt obligation | Long | USA |
LCM LTD PARTNERSHIP LCM 30A AR 144A | 249.88 k | 250.00 k principal | 0.42 | ABS-collateralized bond/debt obligation | Long | Cayman Islands |
TOWD POINT MORTGAGE TRUST TPMT 2020 1 A1 144A | 247.05 k | 263.91 k principal | 0.41 | ABS-mortgage backed security | Long | USA |
JP MORGAN CHASE COMMERCIAL MOR JPMCC 2019 FL12 A 144A | 242.00 k | 285.86 k principal | 0.41 | ABS-mortgage backed security | Long | USA |
SECURITIZED ASSET BACKED RECEI SABR 2005 OP1 M2 | 238.97 k | 268.78 k principal | 0.40 | ABS-mortgage backed security | Long | USA |
NEW RESIDENTIAL MORTGAGE LOAN NRZT 2021 NQ2R A1 144A | 235.92 k | 258.71 k principal | 0.40 | ABS-mortgage backed security | Long | USA |
MF1 MULTIFAMILY HOUSING MORTGA MF1 2021 FL5 A 144A | 224.25 k | 225.42 k principal | 0.38 | ABS-mortgage backed security | Long | Cayman Islands |
TOWD POINT ASSET TRUST TPAT 2021 SL1 A2 144A | 211.41 k | 213.61 k principal | 0.35 | ABS-other | Long | USA |
COUNTRYWIDE ASSET BACKED CERTI CWL 2005 16 MV2 | 207.49 k | 210.59 k principal | 0.35 | ABS-mortgage backed security | Long | USA |
PALMER SQUARE EUROPEAN LOAN FU PSTET 2021 1A A 144A | 204.86 k | 191.65 k principal | 0.34 | ABS-collateralized bond/debt obligation | Long | Ireland |
MFRA TRUST MFRA 2023 NQM4 A1 144A | 192.82 k | 192.73 k principal | 0.32 | ABS-mortgage backed security | Long | USA |
GCT COMMERCIAL MORTGAGE TRUST GCT 2021 GCT A 144A | 167.85 k | 200.00 k principal | 0.28 | ABS-mortgage backed security | Long | USA |
TOWD POINT MORTGAGE FUNDING TPMF 2019 GR4X A1 REGS | 164.99 k | 130.67 k principal | 0.28 | ABS-mortgage backed security | Long | UK |
MORGAN STANLEY RESIDENTIAL MOR MSRM 2021 6 A6 144A | 151.36 k | 163.06 k principal | 0.25 | ABS-mortgage backed security | Long | USA |
SLM STUDENT LOAN TRUST SLMA 2008 5 A4 | 149.26 k | 149.18 k principal | 0.25 | ABS-other | Long | USA |
VENTURE CDO LTD VENTR 2017 26A AR 144A | 132.53 k | 132.60 k principal | 0.22 | ABS-collateralized bond/debt obligation | Long | Cayman Islands |
AMORTIZING RESIDENTIAL COLLATE ARC 2004 1 A5 | 115.91 k | 117.61 k principal | 0.19 | ABS-mortgage backed security | Long | USA |
IMPAC CMB TRUST IMM 2004 10 1A1 | 107.66 k | 114.15 k principal | 0.18 | ABS-mortgage backed security | Long | USA |
MFRA TRUST MFRA 2020 NQM2 A1 144A | 101.46 k | 108.93 k principal | 0.17 | ABS-mortgage backed security | Long | USA |
TRANS ALLEGHENY INTERSTA SR UNSECURED 144A 06/25 3.85 | 97.98 k | 100.00 k principal | 0.16 | Debt | Long | USA |
PCG+A Pacific Gas & Electric Co. | 95.52 k | 100.00 k principal | 0.16 | Debt | Long | USA |
SMB PRIVATE EDUCATION LOAN TRU SMB 2021 D A1B 144A | 94.14 k | 95.59 k principal | 0.16 | ABS-other | Long | USA |
MF1 MULTIFAMILY HOUSING MORTGA MF1 2021 FL7 A 144A | 93.69 k | 94.28 k principal | 0.16 | ABS-collateralized bond/debt obligation | Long | Cayman Islands |
SLM STUDENT LOAN TRUST SLMA 2008 2 A3 | 81.62 k | 82.07 k principal | 0.14 | ABS-other | Long | USA |
FINANCE AMERICA MORTGAGE LOAN FINA 2004 2 M1 | 81.60 k | 86.70 k principal | 0.14 | ABS-mortgage backed security | Long | USA |
WAMU MORTGAGE PASS THROUGH CER WAMU 2005 AR19 A1A1 | 62.91 k | 64.33 k principal | 0.11 | ABS-mortgage backed security | Long | USA |
IRS AUD 4.50000 09/20/23-10Y LCH | 55.21 k | 1.00 contracts | 0.09 | Interest rate derivative | N/A | Australia |
VENTURE CDO LTD VENTR 2016 25A ARR 144A | 52.30 k | 52.23 k principal | 0.09 | ABS-collateralized bond/debt obligation | Long | Cayman Islands |
SOCIAL PROFESSIONAL LOAN PROGR SOFI 2016 F A2 144A | 46.44 k | 48.25 k principal | 0.08 | ABS-other | Long | USA |
SOLD EUR BOUGHT USD 20240402
DEUTSCHE BANK AKTIENGESELLSCHAFT
|
45.68 k | 1.00 contracts | 0.08 | DFE | N/A | N/A |
MERRILL LYNCH MORTGAGE INVESTO MLMI 2005 A2 A2 | 43.71 k | 46.32 k principal | 0.07 | ABS-mortgage backed security | Long | USA |
SOLD BRL BOUGHT USD 20240402
BNP PARIBAS
|
37.61 k | 1.00 contracts | 0.06 | DFE | N/A | Brazil |
BEAR STEARNS ASSET BACKED SECU BSABS 2005 SD1 2M2 | 34.34 k | 34.26 k principal | 0.06 | ABS-mortgage backed security | Long | USA |
CHASE FUNDING MORTGAGE LOAN AS CFAB 2002 4 2A1 | 32.74 k | 33.31 k principal | 0.05 | ABS-mortgage backed security | Long | USA |
GSR MORTGAGE LOAN TRUST GSR 2003 9 A2 | 25.60 k | 28.11 k principal | 0.04 | ABS-mortgage backed security | Long | USA |
WAMU MORTGAGE PASS THROUGH CER WAMU 2004 AR13 A2A | 25.11 k | 26.81 k principal | 0.04 | ABS-mortgage backed security | Long | USA |
SOLD EUR BOUGHT USD 20240502
MORGAN STANLEY & CO. INTERNATIONAL PLC
|
21.42 k | 1.00 contracts | 0.04 | DFE | N/A | N/A |
IMPAC CMB TRUST IMM 2003 9F A1 | 19.99 k | 20.56 k principal | 0.03 | ABS-mortgage backed security | Long | USA |
SOLD BRL BOUGHT USD 20240702
Goldman Sachs Bank USA
|
19.45 k | 1.00 contracts | 0.03 | DFE | N/A | Brazil |
SEQUOIA MORTGAGE TRUST SEMT 5 A | 18.35 k | 19.41 k principal | 0.03 | ABS-mortgage backed security | Long | USA |
GOVERNMENT NATIONAL MORTGAGE A GNR 2009 16 NF | 16.74 k | 16.77 k principal | 0.03 | ABS-mortgage backed security | Long | USA |
SOLD GBP BOUGHT USD 20240402
BNP PARIBAS
|
14.97 k | 1.00 contracts | 0.03 | DFE | N/A | UK |
SOLD SEK BOUGHT USD 20240402
BNP PARIBAS
|
14.50 k | 1.00 contracts | 0.02 | DFE | N/A | Sweden |
BEAR STEARNS ADJUSTABLE RATE M BSARM 2004 8 11A2 | 14.07 k | 15.51 k principal | 0.02 | ABS-mortgage backed security | Long | USA |
317U5EXA9 PIMCO SWAPTION 4.9 PUT USD 20240909 | 13.37 k | 12.50 mm contracts | 0.02 | Interest rate derivative | N/A | USA |
BEAR STEARNS ASSET BACKED SECU BSABS 2001 3 A2 | 12.72 k | 13.14 k principal | 0.02 | ABS-mortgage backed security | Long | USA |
CREDIT SUISSE FIRST BOSTON MOR CSFB 2003 8 5A1 | 10.78 k | 11.22 k principal | 0.02 | ABS-mortgage backed security | Long | USA |
STRUCTURED ASSET MORTGAGE INVE SAMI 2004 AR3 1A2 | 10.73 k | 12.05 k principal | 0.02 | ABS-mortgage backed security | Long | USA |
SOLD SEK BOUGHT USD 20240502
MORGAN STANLEY & CO. INTERNATIONAL PLC
|
9.72 k | 1.00 contracts | 0.02 | DFE | N/A | Sweden |
WAMU MORTGAGE PASS THROUGH CER WAMU 2005 AR13 A1A1 | 9.59 k | 10.01 k principal | 0.02 | ABS-mortgage backed security | Long | USA |
SOLD CHF BOUGHT USD 20240402
JPMorgan Chase Bank, National Association
|
9.33 k | 1.00 contracts | 0.02 | DFE | N/A | Switzerland |
WAMU MORTGAGE PASS THROUGH CER WAMU 2004 AR8 A2 | 8.90 k | 9.70 k principal | 0.01 | ABS-mortgage backed security | Long | USA |
BEAR STEARNS ADJUSTABLE RATE M BSARM 2003 1 5A1 | 7.81 k | 8.10 k principal | 0.01 | ABS-mortgage backed security | Long | USA |
US 5YR NOTE (CBT) JUN24 XCBT 20240628 | 7.69 k | 100.00 contracts | 0.01 | Interest rate derivative | N/A | USA |
JP MORGAN MORTGAGE TRUST JPMMT 2004 A1 2A1 | 7.58 k | 7.87 k principal | 0.01 | ABS-mortgage backed security | Long | USA |
SOLD GBP BOUGHT USD 20240502
BNP PARIBAS
|
7.10 k | 1.00 contracts | 0.01 | DFE | N/A | UK |
SOLD BRL BOUGHT USD 20240702
JPMorgan Chase Bank, National Association
|
6.54 k | 1.00 contracts | 0.01 | DFE | N/A | Brazil |
BANC OF AMERICA FUNDING CORPOR BAFC 2004 A 1A3 | 6.53 k | 7.19 k principal | 0.01 | ABS-mortgage backed security | Long | USA |
JP MORGAN MORTGAGE TRUST JPMMT 2005 A2 5A2 | 6.48 k | 6.70 k principal | 0.01 | ABS-mortgage backed security | Long | USA |
THORNBURG MORTGAGE SECURITIES TMST 2005 1 A3 | 6.38 k | 6.89 k principal | 0.01 | ABS-mortgage backed security | Long | USA |
SOLD GBP BOUGHT USD 20240402
BARCLAYS BANK PLC
|
5.79 k | 1.00 contracts | 0.01 | DFE | N/A | UK |
SOLD AUD BOUGHT USD 20240402
THE TORONTO-DOMINION BANK
|
5.17 k | 1.00 contracts | 0.01 | DFE | N/A | Australia |
CREDIT SUISSE FIRST BOSTON MOR CSFB 2003 AR15 2A1 | 4.36 k | 4.82 k principal | 0.01 | ABS-mortgage backed security | Long | USA |
JP MORGAN MORTGAGE TRUST JPMMT 2004 A4 2A2 | 3.99 k | 4.49 k principal | 0.01 | ABS-mortgage backed security | Long | USA |
MELLON RESIDENTIAL FUNDING COR MRFC 1999 TBC3 A2 | 3.96 k | 3.95 k principal | 0.01 | ABS-mortgage backed security | Long | USA |
SOLD EUR BOUGHT USD 20240402
BNP PARIBAS
|
3.67 k | 1.00 contracts | 0.01 | DFE | N/A | N/A |
MELLON RESIDENTIAL FUNDING COR MRFC 2000 TBC2 A1 | 3.52 k | 3.69 k principal | 0.01 | ABS-mortgage backed security | Long | USA |
SOLD AUD BOUGHT USD 20240502
Bank of America, National Association
|
3.51 k | 1.00 contracts | 0.01 | DFE | N/A | Australia |
DELTA FUNDING HOME EQUITY LOAN DELHE 1999 3 A1A | 3.35 k | 3.58 k principal | 0.01 | ABS-mortgage backed security | Long | USA |
SOLD CAD BOUGHT USD 20240402
JPMorgan Chase Bank, National Association
|
3.02 k | 1.00 contracts | 0.01 | DFE | N/A | Canada |
BEAR STEARNS ADJUSTABLE RATE M BSARM 2003 8 2A1 | 2.85 k | 3.01 k principal | 0.00 | ABS-mortgage backed security | Long | USA |
SEQUOIA MORTGAGE TRUST SEMT 10 2A1 | 2.52 k | 2.69 k principal | 0.00 | ABS-mortgage backed security | Long | USA |
BOUGHT CAD SOLD USD 20240402
JPMorgan Chase Bank, National Association
|
2.37 k | 1.00 contracts | 0.00 | DFE | N/A | Canada |
STRUCTURED ASSET MORTGAGE INVE SAMI 1999 1 2A | 2.35 k | 2.55 k principal | 0.00 | ABS-mortgage backed security | Long | USA |
STRUCTURED ASSET MORTGAGE INVE SAMI 2002 AR3 A1 | 2.22 k | 2.32 k principal | 0.00 | ABS-mortgage backed security | Long | USA |
THORNBURG MORTGAGE SECURITIES TMST 2003 4 A1 | 2.18 k | 2.33 k principal | 0.00 | ABS-mortgage backed security | Long | USA |
PRIME MORTGAGE TRUST PRIME 2004 CL1 1A2 | 2.04 k | 2.19 k principal | 0.00 | ABS-mortgage backed security | Long | USA |
WAMU MORTGAGE PASS THROUGH CER WAMU 2002 AR6 A | 1.87 k | 2.05 k principal | 0.00 | ABS-mortgage backed security | Long | USA |
CITIGROUP MORTGAGE LOAN TRUST CMLTI 2005 11 A2A | 1.84 k | 1.90 k principal | 0.00 | ABS-mortgage backed security | Long | USA |
GSR MORTGAGE LOAN TRUST GSR 2005 AR6 2A1 | 1.49 k | 1.60 k principal | 0.00 | ABS-mortgage backed security | Long | USA |
MLCC MORTGAGE INVESTORS INC MLCC 2004 A A1 | 1.39 k | 1.50 k principal | 0.00 | ABS-mortgage backed security | Long | USA |
SOLD JPY BOUGHT USD 20240402
BNP PARIBAS
|
1.21 k | 1.00 contracts | 0.00 | DFE | N/A | Japan |
SOLD JPY BOUGHT USD 20240402
BNP PARIBAS
|
1.08 k | 1.00 contracts | 0.00 | DFE | N/A | Japan |
BOUGHT BRL SOLD USD 20240402
DEUTSCHE BANK AKTIENGESELLSCHAFT
|
1.01 k | 1.00 contracts | 0.00 | DFE | N/A | Brazil |
MORGAN STANLEY MORTGAGE LOAN T MSM 2004 10AR 2A2 | 878.28 | 960.56 principal | 0.00 | ABS-mortgage backed security | Long | USA |
SOLD AUD BOUGHT USD 20240502
THE TORONTO-DOMINION BANK
|
860.52 | 1.00 contracts | 0.00 | DFE | N/A | Australia |
JP MORGAN MORTGAGE TRUST JPMMT 2005 A1 6T1 | 776.21 | 866.01 principal | 0.00 | ABS-mortgage backed security | Long | USA |
MLCC MORTGAGE INVESTORS INC MLCC 2003 F A1 | 709.34 | 777.67 principal | 0.00 | ABS-mortgage backed security | Long | USA |
GOVERNMENT NATIONAL MORTGAGE A GNR 2015 H30 FA | 699.74 | 704.02 principal | 0.00 | ABS-mortgage backed security | Long | USA |
SOLD JPY BOUGHT USD 20240402
MORGAN STANLEY & CO. INTERNATIONAL PLC
|
590.28 | 1.00 contracts | 0.00 | DFE | N/A | Japan |
SOLD CHF BOUGHT USD 20240502
THE TORONTO-DOMINION BANK
|
262.29 | 1.00 contracts | 0.00 | DFE | N/A | Switzerland |
BOUGHT GBP SOLD USD 20240402
BNP PARIBAS
|
69.50 | 1.00 contracts | 0.00 | DFE | N/A | UK |
BOUGHT CAD SOLD USD 20240402
JPMorgan Chase Bank, National Association
|
-35.95 | 1.00 contracts | -0.00 | DFE | N/A | Canada |
SOLD AUD BOUGHT USD 20240402
JPMorgan Chase Bank, National Association
|
-112.94 | 1.00 contracts | -0.00 | DFE | N/A | Australia |
BOUGHT CHF SOLD USD 20240402
THE TORONTO-DOMINION BANK
|
-185.97 | 1.00 contracts | -0.00 | DFE | N/A | Switzerland |
BOUGHT JPY SOLD USD 20240502
MORGAN STANLEY & CO. INTERNATIONAL PLC
|
-580.93 | 1.00 contracts | -0.00 | DFE | N/A | Japan |
SOLD AUD BOUGHT USD 20240402
BNP PARIBAS
|
-731.98 | 1.00 contracts | -0.00 | DFE | N/A | Australia |
AUST 10Y BOND FUT JUN24 XSFE 20240617 | -914.45 | 31.00 contracts | -0.00 | Interest rate derivative | N/A | Australia |
SOLD BRL BOUGHT USD 20240503
DEUTSCHE BANK AKTIENGESELLSCHAFT
|
-1.06 k | 1.00 contracts | -0.00 | DFE | N/A | Brazil |
BOUGHT JPY SOLD USD 20240502
BNP PARIBAS
|
-1.07 k | 1.00 contracts | -0.00 | DFE | N/A | Japan |
BOUGHT AUD SOLD USD 20240402
BNP PARIBAS
|
-1.09 k | 1.00 contracts | -0.00 | DFE | N/A | Australia |
SOLD CAD BOUGHT USD 20240502
JPMorgan Chase Bank, National Association
|
-2.36 k | 1.00 contracts | -0.00 | DFE | N/A | Canada |
BOUGHT AUD SOLD USD 20240402
Bank of America, National Association
|
-3.50 k | 1.00 contracts | -0.01 | DFE | N/A | Australia |
317U5EWA0 PIMCO SWAPTION 3.342 CALL USD 202409 | -3.73 k | -12.50 mm contracts | -0.01 | Interest rate derivative | N/A | USA |
BOUGHT GBP SOLD USD 20240402
JPMorgan Chase Bank, National Association
|
-3.92 k | 1.00 contracts | -0.01 | DFE | N/A | UK |
BOUGHT GBP SOLD USD 20240402
BNP PARIBAS
|
-7.09 k | 1.00 contracts | -0.01 | DFE | N/A | UK |
BOUGHT BRL SOLD USD 20240503
JPMorgan Chase Bank, National Association
|
-7.97 k | 1.00 contracts | -0.01 | DFE | N/A | Brazil |
BOUGHT SEK SOLD USD 20240402
MORGAN STANLEY & CO. INTERNATIONAL PLC
|
-9.67 k | 1.00 contracts | -0.02 | DFE | N/A | Sweden |
US 10YR NOTE (CBT)JUN24 XCBT 20240618 | -18.60 k | -27.00 contracts | -0.03 | Interest rate derivative | N/A | USA |