Fund profile
Fund manager
Total assets
$1.03 bn
Liabilities
$488.65 mm
Net assets
$537.71 mm
Number of holdings
526.00
Top 200 of 526 Holdings
Security | $Holding | Balance | % of Fund | Category | Position | Country |
---|---|---|---|---|---|---|
GOVERNMENT FUTURES | 388.87 mm | 1.91 k contracts | 72.32 | Interest rate derivative | N/A | USA |
FNMA TBA | 255.33 mm | 255.00 mm principal | 47.48 | ABS-mortgage backed security | Long | USA |
GOVERNMENT FUTURES | 148.67 mm | 1.33 k contracts | 27.65 | Interest rate derivative | N/A | USA |
FNMA TBA | 102.30 mm | 104.00 mm principal | 19.02 | ABS-mortgage backed security | Long | USA |
SHORT TERM INV FUND | 94.13 mm | 94.13 mm shares | 17.51 | Short-term investment vehicle | Long | USA |
GOVERNMENT FUTURES | 47.08 mm | 445.00 contracts | 8.76 | Interest rate derivative | N/A | USA |
FNMA TBA | 32.53 mm | 32.00 mm principal | 6.05 | ABS-mortgage backed security | Long | USA |
FNMA TBA | 26.03 mm | 26.00 mm principal | 4.84 | ABS-mortgage backed security | Short | USA |
FNMA TBA | 18.69 mm | 19.00 mm principal | 3.48 | ABS-mortgage backed security | Short | USA |
GNMA TBA | 12.89 mm | 13.00 mm principal | 2.40 | ABS-mortgage backed security | Long | USA |
FNMA TBA | 9.62 mm | 10.00 mm principal | 1.79 | ABS-mortgage backed security | Long | USA |
Interest Rate Swap | 7.76 mm | 760.47 mm contracts | 1.44 | Interest rate derivative | N/A | USA |
GNMA TBA | 7.56 mm | 8.00 mm principal | 1.41 | ABS-mortgage backed security | Long | USA |
U.S. T BILLS | 7.41 mm | 7.50 mm principal | 1.38 | Debt | Long | USA |
GNMA TBA | 5.51 mm | 6.00 mm principal | 1.02 | ABS-mortgage backed security | Long | USA |
FNMA TBA | 5.44 mm | 6.00 mm principal | 1.01 | ABS-mortgage backed security | Short | USA |
FNMA TBA | 4.84 mm | 6.00 mm principal | 0.90 | ABS-mortgage backed security | Long | USA |
CORP CMO | 4.65 mm | 3.90 mm principal | 0.86 | ABS-collateralized bond/debt obligation | Long | USA |
FHLMC CMO IO | 4.30 mm | 19.97 mm principal | 0.80 | ABS-mortgage backed security | Long | USA |
CORP CMO | 4.00 mm | 4.00 mm principal | 0.74 | ABS-collateralized bond/debt obligation | Long | USA |
CORP CMO | 3.98 mm | 3.98 mm principal | 0.74 | ABS-collateralized bond/debt obligation | Long | USA |
CORP CMO | 3.85 mm | 3.03 mm principal | 0.72 | ABS-collateralized bond/debt obligation | Long | USA |
U.S. T BILLS | 3.68 mm | 3.71 mm principal | 0.69 | Debt | Long | USA |
CORP CMO | 3.61 mm | 3.00 mm principal | 0.67 | ABS-collateralized bond/debt obligation | Long | USA |
GNMA CMO IO | 3.57 mm | 19.00 mm principal | 0.66 | ABS-mortgage backed security | Long | USA |
CORP CMO | 3.54 mm | 3.54 mm principal | 0.66 | ABS-collateralized bond/debt obligation | Long | USA |
CORP CMO | 3.45 mm | 3.16 mm principal | 0.64 | ABS-collateralized bond/debt obligation | Long | USA |
CORP CMO | 3.39 mm | 2.88 mm principal | 0.63 | ABS-collateralized bond/debt obligation | Long | USA |
CORP CMO | 3.37 mm | 2.64 mm principal | 0.63 | ABS-collateralized bond/debt obligation | Long | USA |
GNMA CMO IO | 3.37 mm | 51.10 mm principal | 0.63 | ABS-mortgage backed security | Long | USA |
FNMA TBA | 3.36 mm | 4.00 mm principal | 0.63 | ABS-mortgage backed security | Long | USA |
CORP CMO | 3.36 mm | 3.75 mm principal | 0.62 | ABS-collateralized bond/debt obligation | Long | USA |
CORP CMO | 3.25 mm | 3.20 mm principal | 0.60 | ABS-collateralized bond/debt obligation | Long | USA |
CORP CMO | 3.15 mm | 3.10 mm principal | 0.59 | ABS-collateralized bond/debt obligation | Long | USA |
CORP CMO | 3.13 mm | 3.10 mm principal | 0.58 | ABS-collateralized bond/debt obligation | Long | USA |
GNMA CMO IO | 3.10 mm | 53.70 mm principal | 0.58 | ABS-mortgage backed security | Long | USA |
GNMA CMO IO | 3.10 mm | 20.24 mm principal | 0.58 | ABS-mortgage backed security | Long | USA |
CORP CMO | 3.05 mm | 2.60 mm principal | 0.57 | ABS-collateralized bond/debt obligation | Long | USA |
CORP CMO | 2.99 mm | 2.76 mm principal | 0.56 | ABS-collateralized bond/debt obligation | Long | USA |
FHLMC CMO IO | 2.92 mm | 12.37 mm principal | 0.54 | ABS-mortgage backed security | Long | USA |
CORP CMO | 2.88 mm | 2.54 mm principal | 0.54 | ABS-collateralized bond/debt obligation | Long | USA |
CORP CMO | 2.83 mm | 2.48 mm principal | 0.53 | ABS-collateralized bond/debt obligation | Long | USA |
GNMA CMO IO | 2.81 mm | 56.90 mm principal | 0.52 | ABS-mortgage backed security | Long | USA |
FNMA CMO IO | 2.81 mm | 33.15 mm principal | 0.52 | ABS-mortgage backed security | Long | USA |
CORP CMO | 2.81 mm | 2.73 mm principal | 0.52 | ABS-collateralized bond/debt obligation | Long | USA |
GNMA CMO IO | 2.75 mm | 42.64 mm principal | 0.51 | ABS-mortgage backed security | Long | USA |
FHLMC CMO IO | 2.73 mm | 26.80 mm principal | 0.51 | ABS-mortgage backed security | Long | USA |
CORP CMO | 2.71 mm | 2.54 mm principal | 0.50 | ABS-collateralized bond/debt obligation | Long | USA |
ASSET BACKED SECURITY | 2.71 mm | 3.05 mm principal | 0.50 | ABS-mortgage backed security | Long | USA |
GNMA CMO IO | 2.59 mm | 36.84 mm principal | 0.48 | ABS-mortgage backed security | Long | USA |
GNMA CMO IO | 2.58 mm | 14.15 mm principal | 0.48 | ABS-mortgage backed security | Long | USA |
GNMA CMO IO | 2.50 mm | 21.80 mm principal | 0.46 | ABS-mortgage backed security | Long | USA |
GNMA CMO IO | 2.47 mm | 19.42 mm principal | 0.46 | ABS-mortgage backed security | Long | USA |
CORP CMO | 2.40 mm | 2.38 mm principal | 0.45 | ABS-collateralized bond/debt obligation | Long | USA |
GNMA CMO IO | 2.38 mm | 16.07 mm principal | 0.44 | ABS-mortgage backed security | Long | USA |
COMMERCIAL MORTGAGE BACKED SECURITIES | 2.35 mm | 2.53 mm principal | 0.44 | ABS-mortgage backed security | Long | USA |
GNMA CMO IO | 2.33 mm | 55.36 mm principal | 0.43 | ABS-mortgage backed security | Long | USA |
GNMA CMO IO | 2.32 mm | 16.39 mm principal | 0.43 | ABS-mortgage backed security | Long | USA |
GNMA CMO IO | 2.32 mm | 45.64 mm principal | 0.43 | ABS-mortgage backed security | Long | USA |
CORP CMO | 2.30 mm | 2.32 mm principal | 0.43 | ABS-collateralized bond/debt obligation | Long | USA |
FHLMC CMO IO | 2.30 mm | 14.02 mm principal | 0.43 | ABS-mortgage backed security | Long | USA |
CORP CMO | 2.26 mm | 2.15 mm principal | 0.42 | ABS-collateralized bond/debt obligation | Long | USA |
CORP CMO | 2.25 mm | 2.21 mm principal | 0.42 | ABS-collateralized bond/debt obligation | Long | USA |
FNMA CMO IO | 2.25 mm | 9.48 mm principal | 0.42 | ABS-mortgage backed security | Long | USA |
GNMA CMO IO | 2.23 mm | 71.84 mm principal | 0.41 | ABS-mortgage backed security | Long | USA |
GNMA CMO IO | 2.19 mm | 16.56 mm principal | 0.41 | ABS-mortgage backed security | Long | USA |
FNMA CMO IO | 2.17 mm | 14.28 mm principal | 0.40 | ABS-mortgage backed security | Long | USA |
GNMA CMO IO | 2.12 mm | 35.19 mm principal | 0.39 | ABS-mortgage backed security | Long | USA |
GNMA CMO IO | 2.11 mm | 62.49 mm principal | 0.39 | ABS-mortgage backed security | Long | USA |
FHLMC CMO IO | 2.10 mm | 12.77 mm principal | 0.39 | ABS-mortgage backed security | Long | USA |
CORP CMO | 2.08 mm | 1.98 mm principal | 0.39 | ABS-collateralized bond/debt obligation | Long | USA |
COMMERCIAL MORTGAGE BACKED SECURITIES | 2.07 mm | 2.06 mm principal | 0.39 | ABS-mortgage backed security | Long | USA |
GNMA CMO IO | 2.07 mm | 11.00 mm principal | 0.38 | ABS-mortgage backed security | Long | USA |
CORP CMO | 2.06 mm | 2.12 mm principal | 0.38 | ABS-collateralized bond/debt obligation | Long | USA |
GNMA CMO IO | 2.06 mm | 16.18 mm principal | 0.38 | ABS-mortgage backed security | Long | USA |
GNMA CMO IO | 2.03 mm | 11.23 mm principal | 0.38 | ABS-mortgage backed security | Long | USA |
CORP CMO | 2.01 mm | 2.01 mm principal | 0.37 | ABS-collateralized bond/debt obligation | Long | USA |
GNMA CMO IO | 2.01 mm | 43.71 mm principal | 0.37 | ABS-mortgage backed security | Long | USA |
GNMA CMO IO | 2.00 mm | 75.56 mm principal | 0.37 | ABS-mortgage backed security | Long | USA |
CORP CMO | 1.97 mm | 1.96 mm principal | 0.37 | ABS-collateralized bond/debt obligation | Long | USA |
GNMA CMO IO | 1.95 mm | 25.06 mm principal | 0.36 | ABS-mortgage backed security | Long | USA |
GNMA CMO IO | 1.94 mm | 14.02 mm principal | 0.36 | ABS-mortgage backed security | Long | USA |
ASSET BACKED SECURITY | 1.94 mm | 8.48 mm principal | 0.36 | ABS-mortgage backed security | Long | USA |
FHLMC CMO IO | 1.89 mm | 10.51 mm principal | 0.35 | ABS-mortgage backed security | Long | USA |
GNMA CMO IO | 1.88 mm | 40.72 mm principal | 0.35 | ABS-mortgage backed security | Long | USA |
CORP CMO | 1.88 mm | 3.53 mm principal | 0.35 | ABS-collateralized bond/debt obligation | Long | USA |
GNMA CMO IO | 1.87 mm | 34.32 mm principal | 0.35 | ABS-mortgage backed security | Long | USA |
GNMA CMO IO | 1.82 mm | 14.61 mm principal | 0.34 | ABS-mortgage backed security | Long | USA |
GNMA CMO IO | 1.79 mm | 32.83 mm principal | 0.33 | ABS-mortgage backed security | Long | USA |
GNMA CMO IO | 1.79 mm | 8.49 mm principal | 0.33 | ABS-mortgage backed security | Long | USA |
CORP CMO | 1.76 mm | 1.55 mm principal | 0.33 | ABS-collateralized bond/debt obligation | Long | USA |
FNMA CMO IO | 1.74 mm | 10.64 mm principal | 0.32 | ABS-mortgage backed security | Long | USA |
COMMERCIAL MORTGAGE BACKED SECURITIES | 1.74 mm | 1.92 mm principal | 0.32 | ABS-mortgage backed security | Long | USA |
GNMA CMO IO | 1.73 mm | 9.35 mm principal | 0.32 | ABS-mortgage backed security | Long | USA |
GNMA CMO IO | 1.71 mm | 23.58 mm principal | 0.32 | ABS-mortgage backed security | Long | USA |
COMMERCIAL MORT BACKED SEC IO | 1.69 mm | 23.67 mm principal | 0.32 | ABS-mortgage backed security | Long | USA |
CORP CMO | 1.67 mm | 1.47 mm principal | 0.31 | ABS-collateralized bond/debt obligation | Long | USA |
SHORT TERM INV FUND | 1.67 mm | 1.67 mm shares | 0.31 | Short-term investment vehicle | Long | USA |
COMMERCIAL MORTGAGE BACKED SECURITIES | 1.66 mm | 1.75 mm principal | 0.31 | ABS-mortgage backed security | Long | USA |
CORP CMO | 1.66 mm | 2.03 mm principal | 0.31 | ABS-collateralized bond/debt obligation | Long | USA |
GNMA CMO IO | 1.64 mm | 45.25 mm principal | 0.30 | ABS-mortgage backed security | Long | USA |
ASSET BACKED SECURITY | 1.63 mm | 1.80 mm principal | 0.30 | ABS-mortgage backed security | Long | USA |
Mortgage Backed Swap Basket Index | 1.62 mm | 4.73 mm contracts | 0.30 | Credit derivative | N/A | USA |
GNMA CMO IO | 1.60 mm | 14.02 mm principal | 0.30 | ABS-mortgage backed security | Long | USA |
COMMERCIAL MORTGAGE BACKED SECURITIES | 1.60 mm | 1.77 mm principal | 0.30 | ABS-mortgage backed security | Long | USA |
CORP CMO | 1.57 mm | 1.50 mm principal | 0.29 | ABS-collateralized bond/debt obligation | Long | USA |
GNMA CMO IO | 1.57 mm | 29.25 mm principal | 0.29 | ABS-mortgage backed security | Long | USA |
CORP CMO | 1.55 mm | 1.83 mm principal | 0.29 | ABS-collateralized bond/debt obligation | Long | USA |
FNMA CMO IO | 1.55 mm | 7.09 mm principal | 0.29 | ABS-mortgage backed security | Long | USA |
CORP CMO | 1.55 mm | 1.32 mm principal | 0.29 | ABS-collateralized bond/debt obligation | Long | USA |
GNMA CMO IO | 1.54 mm | 18.20 mm principal | 0.29 | ABS-mortgage backed security | Long | USA |
GNMA CMO IO | 1.54 mm | 7.52 mm principal | 0.29 | ABS-mortgage backed security | Long | USA |
GNMA CMO IO | 1.53 mm | 52.47 mm principal | 0.28 | ABS-mortgage backed security | Long | USA |
FNMA CMO IO | 1.52 mm | 8.53 mm principal | 0.28 | ABS-mortgage backed security | Long | USA |
GNMA CMO IO | 1.52 mm | 30.27 mm principal | 0.28 | ABS-mortgage backed security | Long | USA |
COMMERCIAL MORTGAGE BACKED SECURITIES | 1.51 mm | 1.64 mm principal | 0.28 | ABS-mortgage backed security | Long | USA |
GNMA CMO IO | 1.51 mm | 7.04 mm principal | 0.28 | ABS-mortgage backed security | Long | USA |
COMMERCIAL MORTGAGE BACKED SECURITIES | 1.50 mm | 1.63 mm principal | 0.28 | ABS-mortgage backed security | Long | USA |
FNMA CMO IO | 1.50 mm | 6.16 mm principal | 0.28 | ABS-mortgage backed security | Long | USA |
GNMA CMO IO | 1.49 mm | 41.03 mm principal | 0.28 | ABS-mortgage backed security | Long | USA |
Interest Rate Swap | 1.49 mm | 59.96 mm contracts | 0.28 | Interest rate derivative | N/A | USA |
GNMA CMO IO | 1.48 mm | 32.75 mm principal | 0.28 | ABS-mortgage backed security | Long | USA |
COMMERCIAL MORTGAGE BACKED SECURITIES | 1.47 mm | 1.67 mm principal | 0.27 | ABS-mortgage backed security | Long | USA |
CORP CMO | 1.47 mm | 1.46 mm principal | 0.27 | ABS-collateralized bond/debt obligation | Long | USA |
COMMERCIAL MORTGAGE BACKED SECURITIES | 1.46 mm | 3.04 mm principal | 0.27 | ABS-mortgage backed security | Long | USA |
COMMERCIAL MORTGAGE BACKED SECURITIES | 1.44 mm | 1.65 mm principal | 0.27 | ABS-mortgage backed security | Long | USA |
SWAPTION | 1.42 mm | 188.17 mm contracts | 0.26 | Interest rate derivative | N/A | USA |
GNMA CMO IO | 1.41 mm | 16.56 mm principal | 0.26 | ABS-mortgage backed security | Long | USA |
COMMERCIAL MORTGAGE BACKED SECURITIES | 1.38 mm | 2.08 mm principal | 0.26 | ABS-mortgage backed security | Long | USA |
GNMA CMO IO | 1.38 mm | 26.51 mm principal | 0.26 | ABS-mortgage backed security | Long | USA |
GNMA CMO IO | 1.35 mm | 15.10 mm principal | 0.25 | ABS-mortgage backed security | Long | USA |
COMMERCIAL MORTGAGE BACKED SECURITIES | 1.34 mm | 1.46 mm principal | 0.25 | ABS-mortgage backed security | Long | USA |
CORP CMO | 1.34 mm | 1.34 mm principal | 0.25 | ABS-collateralized bond/debt obligation | Long | USA |
COMMERCIAL MORTGAGE BACKED SECURITIES | 1.34 mm | 2.15 mm principal | 0.25 | ABS-mortgage backed security | Long | USA |
COLLATERALIZED DEBT OBLIGATION | 1.34 mm | 1.35 mm principal | 0.25 | ABS-mortgage backed security | Long | Cayman Islands |
COMMERCIAL MORTGAGE BACKED SECURITIES | 1.31 mm | 2.53 mm principal | 0.24 | ABS-mortgage backed security | Long | USA |
CORP CMO | 1.29 mm | 1.30 mm principal | 0.24 | ABS-collateralized bond/debt obligation | Long | USA |
COMMERCIAL MORTGAGE BACKED SECURITIES | 1.29 mm | 1.55 mm principal | 0.24 | ABS-mortgage backed security | Long | USA |
CORP CMO | 1.25 mm | 1.17 mm principal | 0.23 | ABS-collateralized bond/debt obligation | Long | USA |
COMMERCIAL MORTGAGE BACKED SECURITIES | 1.25 mm | 1.86 mm principal | 0.23 | ABS-mortgage backed security | Long | USA |
COMMERCIAL MORTGAGE BACKED SECURITIES | 1.24 mm | 1.51 mm principal | 0.23 | ABS-mortgage backed security | Long | USA |
CORP CMO | 1.24 mm | 5.57 mm principal | 0.23 | ABS-collateralized bond/debt obligation | Long | USA |
COMMERCIAL MORTGAGE BACKED SECURITIES | 1.23 mm | 1.66 mm principal | 0.23 | ABS-mortgage backed security | Long | USA |
CORP CMO | 1.22 mm | 1.23 mm principal | 0.23 | ABS-collateralized bond/debt obligation | Long | USA |
GNMA CMO IO | 1.22 mm | 23.09 mm principal | 0.23 | ABS-mortgage backed security | Long | USA |
GNMA CMO IO | 1.22 mm | 6.40 mm principal | 0.23 | ABS-mortgage backed security | Long | USA |
CORP CMO | 1.21 mm | 1.15 mm principal | 0.22 | ABS-collateralized bond/debt obligation | Long | USA |
GNMA CMO IO | 1.20 mm | 26.62 mm principal | 0.22 | ABS-mortgage backed security | Long | USA |
GNMA CMO IO | 1.20 mm | 22.07 mm principal | 0.22 | ABS-mortgage backed security | Long | USA |
COMMERCIAL MORTGAGE BACKED SECURITIES | 1.18 mm | 1.52 mm principal | 0.22 | ABS-mortgage backed security | Long | USA |
GNMA CMO IO | 1.18 mm | 13.18 mm principal | 0.22 | ABS-mortgage backed security | Long | USA |
COMMERCIAL MORTGAGE BACKED SECURITIES | 1.18 mm | 1.26 mm principal | 0.22 | ABS-mortgage backed security | Long | USA |
CORP CMO | 1.18 mm | 1.10 mm principal | 0.22 | ABS-collateralized bond/debt obligation | Long | USA |
COMMERCIAL MORTGAGE BACKED SECURITIES | 1.18 mm | 2.09 mm principal | 0.22 | ABS-mortgage backed security | Long | USA |
CORP CMO | 1.16 mm | 1.21 mm principal | 0.22 | ABS-collateralized bond/debt obligation | Long | USA |
GNMA CMO IO | 1.15 mm | 5.38 mm principal | 0.21 | ABS-mortgage backed security | Long | USA |
CORP CMO | 1.15 mm | 1.00 mm principal | 0.21 | ABS-collateralized bond/debt obligation | Long | USA |
COMMERCIAL MORTGAGE BACKED SECURITIES | 1.15 mm | 1.30 mm principal | 0.21 | ABS-mortgage backed security | Long | USA |
COMMERCIAL MORTGAGE BACKED SECURITIES | 1.15 mm | 1.24 mm principal | 0.21 | ABS-mortgage backed security | Long | USA |
COMMERCIAL MORTGAGE BACKED SECURITIES | 1.14 mm | 1.23 mm principal | 0.21 | ABS-mortgage backed security | Long | USA |
COMMERCIAL MORTGAGE BACKED SECURITIES | 1.13 mm | 1.48 mm principal | 0.21 | ABS-mortgage backed security | Long | USA |
COMMERCIAL MORTGAGE BACKED SECURITIES | 1.12 mm | 1.56 mm principal | 0.21 | ABS-mortgage backed security | Long | USA |
GNMA CMO IO | 1.10 mm | 12.98 mm principal | 0.21 | ABS-mortgage backed security | Long | USA |
COMMERCIAL MORTGAGE BACKED SECURITIES | 1.10 mm | 1.27 mm principal | 0.20 | ABS-mortgage backed security | Long | USA |
CORP CMO | 1.09 mm | 1.00 mm principal | 0.20 | ABS-collateralized bond/debt obligation | Long | USA |
COMMERCIAL MORTGAGE BACKED SECURITIES | 1.09 mm | 1.75 mm principal | 0.20 | ABS-mortgage backed security | Long | USA |
GNMA CMO IO | 1.09 mm | 5.37 mm principal | 0.20 | ABS-mortgage backed security | Long | USA |
COMMERCIAL MORTGAGE BACKED SECURITIES | 1.09 mm | 2.02 mm principal | 0.20 | ABS-mortgage backed security | Long | USA |
COMMERCIAL MORTGAGE BACKED SECURITIES | 1.09 mm | 1.32 mm principal | 0.20 | ABS-mortgage backed security | Long | USA |
GNMA CMO IO | 1.08 mm | 10.13 mm principal | 0.20 | ABS-mortgage backed security | Long | USA |
COMMERCIAL MORTGAGE BACKED SECURITIES | 1.08 mm | 1.50 mm principal | 0.20 | ABS-mortgage backed security | Long | USA |
CORP CMO | 1.06 mm | 1.11 mm principal | 0.20 | ABS-collateralized bond/debt obligation | Long | USA |
GNMA CMO IO | 1.06 mm | 9.48 mm principal | 0.20 | ABS-mortgage backed security | Long | USA |
COMMERCIAL MORTGAGE BACKED SECURITIES | 1.05 mm | 1.06 mm principal | 0.20 | ABS-mortgage backed security | Long | USA |
FNMA CMO IO | 1.05 mm | 6.04 mm principal | 0.19 | ABS-mortgage backed security | Long | USA |
COMMERCIAL MORTGAGE BACKED SECURITIES | 1.04 mm | 1.17 mm principal | 0.19 | ABS-mortgage backed security | Long | USA |
CORP CMO | 1.04 mm | 900.00 k principal | 0.19 | ABS-collateralized bond/debt obligation | Long | Bermuda |
CORP CMO | 1.04 mm | 1.05 mm principal | 0.19 | ABS-collateralized bond/debt obligation | Long | USA |
COMMERCIAL MORTGAGE BACKED SECURITIES | 1.04 mm | 1.13 mm principal | 0.19 | ABS-mortgage backed security | Long | USA |
FNMA CMO IO | 1.03 mm | 5.22 mm principal | 0.19 | ABS-mortgage backed security | Long | USA |
CORP CMO | 1.03 mm | 1.12 mm principal | 0.19 | ABS-collateralized bond/debt obligation | Long | USA |
CORP CMO | 1.02 mm | 1.02 mm principal | 0.19 | ABS-collateralized bond/debt obligation | Long | USA |
COMMERCIAL MORTGAGE BACKED SECURITIES | 1.01 mm | 1.39 mm principal | 0.19 | ABS-mortgage backed security | Long | USA |
GNMA CMO IO | 1.01 mm | 17.46 mm principal | 0.19 | ABS-mortgage backed security | Long | USA |
COMMERCIAL MORTGAGE BACKED SECURITIES | 1.01 mm | 1.54 mm principal | 0.19 | ABS-mortgage backed security | Long | USA |
Interest Rate Swap | 998.86 k | 20.71 mm contracts | 0.19 | Interest rate derivative | N/A | USA |
COMMERCIAL MORTGAGE BACKED SECURITIES | 997.34 k | 1.17 mm principal | 0.19 | ABS-mortgage backed security | Long | USA |
COMMERCIAL MORTGAGE BACKED SECURITIES | 991.33 k | 1.22 mm principal | 0.18 | ABS-mortgage backed security | Long | USA |
COMMERCIAL MORTGAGE BACKED SECURITIES | 989.22 k | 1.14 mm principal | 0.18 | ABS-mortgage backed security | Long | USA |
CORP CMO | 985.43 k | 750.00 k principal | 0.18 | ABS-collateralized bond/debt obligation | Long | USA |
GNMA CMO IO | 985.23 k | 14.71 mm principal | 0.18 | ABS-mortgage backed security | Long | USA |
GNMA CMO IO | 978.02 k | 24.14 mm principal | 0.18 | ABS-mortgage backed security | Long | USA |
CORP CMO | 961.70 k | 850.00 k principal | 0.18 | ABS-collateralized bond/debt obligation | Long | USA |
COMMERCIAL MORTGAGE BACKED SECURITIES | 960.80 k | 1.36 mm principal | 0.18 | ABS-mortgage backed security | Long | USA |
CORP CMO | 959.21 k | 814.62 k principal | 0.18 | ABS-collateralized bond/debt obligation | Long | USA |
COMMERCIAL MORTGAGE BACKED SECURITIES | 958.39 k | 1.37 mm principal | 0.18 | ABS-mortgage backed security | Long | USA |
GNMA CMO IO | 952.91 k | 24.89 mm principal | 0.18 | ABS-mortgage backed security | Long | USA |
Mortgage Backed Swap Basket Index | 946.21 k | 4.84 mm contracts | 0.18 | Credit derivative | N/A | USA |
COMMERCIAL MORTGAGE BACKED SECURITIES | 944.48 k | 989.00 k principal | 0.18 | ABS-mortgage backed security | Long | USA |
GNMA CMO IO | 943.81 k | 12.66 mm principal | 0.18 | ABS-mortgage backed security | Long | USA |