Fund profile
Tickers
TILUX
Fund manager
Total assets
$185.22 mm
Liabilities
$57.28 mm
Net assets
$127.94 mm
Number of holdings
251.00
Top 200 of 251 Holdings
Security | $Holding | Balance | % of Fund | Category | Position | Country |
---|---|---|---|---|---|---|
UNITED STATES TREASURY INFLATION INDEXED BONDS 0.62500000 | 8.12 mm | 8.97 mm shares | 6.34 | Debt | Long | USA |
UNITED STATES TREASURY INFLATION INDEXED BONDS 0.50000000 | 7.74 mm | 8.18 mm shares | 6.05 | Debt | Long | USA |
UNITED STATES TREASURY INFLATION INDEXED BONDS 1.37500000 | 6.48 mm | 6.77 mm shares | 5.06 | Debt | Long | USA |
UNITED STATES TREASURY INFLATION INDEXED BONDS 0.12500000 | 6.27 mm | 7.11 mm shares | 4.90 | Debt | Long | USA |
UNITED STATES TREASURY INFLATION INDEXED BONDS 0.12500000 | 4.61 mm | 5.20 mm shares | 3.60 | Debt | Long | USA |
UNITED STATES TREASURY INFLATION INDEXED BONDS 0.12500000 | 4.56 mm | 5.06 mm shares | 3.56 | Debt | Long | USA |
UNITED STATES TREASURY INFLATION INDEXED BONDS 2.37500000 | 4.51 mm | 4.41 mm shares | 3.52 | Debt | Long | USA |
FUTURE CONTRACT ON US 5YR NOTE (CBT) JUN24 0.00000000 | 4.49 mm | 42.00 contracts | 3.51 | Interest rate derivative | N/A | USA |
UNITED STATES TREASURY INFLATION INDEXED BONDS 0.12500000 | 4.46 mm | 4.65 mm shares | 3.48 | Debt | Long | USA |
FUTURE CONTRACT ON US 10YR ULTRA FUT JUN24 0.00000000 | 4.45 mm | 39.00 contracts | 3.48 | Interest rate derivative | N/A | USA |
UNITED STATES TREASURY INFLATION INDEXED BONDS 1.62500000 | 4.31 mm | 4.35 mm shares | 3.37 | Debt | Long | USA |
UNITED STATES TREASURY INFLATION INDEXED BONDS 1.12500000 | 4.14 mm | 4.43 mm shares | 3.24 | Debt | Long | USA |
UNITED STATES TREASURY INFLATION INDEXED BONDS 0.12500000 | 4.14 mm | 4.76 mm shares | 3.24 | Debt | Long | USA |
UNITED STATES TREASURY INFLATION INDEXED BONDS 0.12500000 | 3.96 mm | 4.15 mm shares | 3.10 | Debt | Long | USA |
UNITED STATES TREASURY INFLATION INDEXED BONDS 0.12500000 | 3.94 mm | 4.04 mm shares | 3.08 | Debt | Long | USA |
UNITED STATES TREASURY INFLATION INDEXED BONDS 0.12500000 | 3.90 mm | 4.02 mm shares | 3.05 | Debt | Long | USA |
UNITED STATES TREASURY INFLATION INDEXED BONDS 0.75000000 | 3.86 mm | 4.04 mm shares | 3.02 | Debt | Long | USA |
UNITED STATES TREASURY INFLATION INDEXED BONDS 0.62500000 | 3.46 mm | 3.56 mm shares | 2.71 | Debt | Long | USA |
UNITED STATES TREASURY INFLATION INDEXED BONDS 0.12500000 | 3.44 mm | 3.47 mm shares | 2.69 | Debt | Long | USA |
UNITED STATES TREASURY INFLATION INDEXED BONDS 0.12500000 | 3.40 mm | 3.79 mm shares | 2.66 | Debt | Long | USA |
BUONI POLIENNALI DEL TES /EUR/ REGD SER ICPI 1.40000000 | 3.31 mm | 3.09 mm shares | 2.58 | Debt | Long | Italy |
UNITED STATES TREASURY INFLATION INDEXED BONDS 0.25000000 | 3.05 mm | 3.32 mm shares | 2.38 | Debt | Long | USA |
UNITED STATES TREASURY INFLATION INDEXED BONDS 3.62500000 | 3.01 mm | 2.83 mm shares | 2.35 | Debt | Long | USA |
FNMA 30YR TBA 6% MAR 12 TO BE ANNOUNCED 6.00000000 | 2.81 mm | 2.80 mm shares | 2.20 | ABS-mortgage backed security | Long | USA |
UNITED STATES TREASURY INFLATION INDEXED BONDS 0.37500000 | 2.75 mm | 2.90 mm shares | 2.15 | Debt | Long | USA |
UNITED STATES TREASURY INFLATION INDEXED BONDS 0.37500000 | 2.70 mm | 2.83 mm shares | 2.11 | Debt | Long | USA |
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION SER 2023-H19 CL FA V/R 6.22440000 | 2.66 mm | 2.66 mm shares | 2.08 | ABS-collateralized bond/debt obligation | Long | USA |
UNITED STATES TREASURY INFLATION INDEXED BONDS 0.12500000 | 2.58 mm | 2.69 mm shares | 2.01 | Debt | Long | USA |
UNITED STATES TREASURY INFLATION INDEXED BONDS 0.12500000 | 2.56 mm | 2.72 mm shares | 2.00 | Debt | Long | USA |
UNITED STATES TREASURY INFLATION INDEXED BONDS 3.87500000 | 2.55 mm | 2.33 mm shares | 1.99 | Debt | Long | USA |
FNMA 30YR TBA 4.0% APR 24 TO BE ANNOUNCED 4.00000000 | 2.49 mm | 2.70 mm shares | 1.94 | ABS-mortgage backed security | Long | USA |
UNITED STATES TREASURY INFLATION INDEXED BONDS 2.00000000 | 2.35 mm | 2.35 mm shares | 1.83 | Debt | Long | USA |
UNITED STATES TREASURY INFLATION INDEXED BONDS 0.75000000 | 2.21 mm | 2.89 mm shares | 1.73 | Debt | Long | USA |
UNITED STATES TREASURY INFLATION INDEXED BONDS 1.00000000 | 2.16 mm | 2.71 mm shares | 1.69 | Debt | Long | USA |
UNITED STATES TREASURY INFLATION INDEXED BONDS 1.37500000 | 2.15 mm | 2.46 mm shares | 1.68 | Debt | Long | USA |
FUTURE CONTRACT ON US LONG BOND(CBT) JUN24 0.00000000 | 2.15 mm | 18.00 contracts | 1.68 | Interest rate derivative | N/A | USA |
FNMA 30YR TBA 6.5% MAR 24 TO BE ANNOUNCED 6.50000000 | 2.04 mm | 2.00 mm shares | 1.59 | ABS-mortgage backed security | Long | USA |
UNITED STATES TREASURY INFLATION INDEXED BONDS 1.75000000 | 2.03 mm | 2.05 mm shares | 1.59 | Debt | Long | USA |
UNITED STATES TREASURY INFLATION INDEXED BONDS 2.37500000 | 1.97 mm | 1.97 mm shares | 1.54 | Debt | Long | USA |
UNITED STATES TREASURY INFLATION INDEXED BONDS 0.75000000 | 1.95 mm | 2.44 mm shares | 1.52 | Debt | Long | USA |
UNITED STATES TREASURY INFLATION INDEXED BONDS 0.37500000 | 1.90 mm | 1.94 mm shares | 1.48 | Debt | Long | USA |
UNITED STATES TREASURY NOTE 0.25000000 | 1.65 mm | 1.68 mm shares | 1.29 | Debt | Long | USA |
UNITED STATES TREASURY INFLATION INDEXED BONDS 0.62500000 | 1.63 mm | 2.12 mm shares | 1.27 | Debt | Long | USA |
UNITED STATES TREASURY INFLATION INDEXED BONDS 2.50000000 | 1.60 mm | 1.56 mm shares | 1.25 | Debt | Long | USA |
FNMA 30YR TBA 5.5% MAR 24 TO BE ANNOUNCED 5.50000000 | 1.58 mm | 1.60 mm shares | 1.24 | ABS-mortgage backed security | Long | USA |
UNITED STATES TREASURY INFLATION INDEXED BONDS 1.50000000 | 1.53 mm | 1.75 mm shares | 1.20 | Debt | Long | USA |
FUTURE CONTRACT ON EURO-BOBL FUTURE MAR24 /EUR/ 0.00000000 | 1.51 mm | 12.00 contracts | 1.18 | Interest rate derivative | N/A | Germany |
UNITED STATES TREASURY INFLATION INDEXED BONDS 0.87500000 | 1.36 mm | 1.77 mm shares | 1.06 | Debt | Long | USA |
FNMA 30YR TBA 5% APR 24 TO BE ANNOUNCED 5.00000000 | 1.36 mm | 1.40 mm shares | 1.06 | ABS-mortgage backed security | Long | USA |
UNITED STATES TREASURY INFLATION INDEXED BONDS 0.12500000 | 1.16 mm | 1.16 mm shares | 0.91 | Debt | Long | USA |
FUTURE CONTRACT ON EURO-BTP FUTURE MAR24 /EUR/ 0.00000000 | 1.15 mm | 9.00 contracts | 0.90 | Interest rate derivative | N/A | Germany |
UNITED STATES TREASURY INFLATION INDEXED BONDS 0.87500000 | 1.14 mm | 1.20 mm shares | 0.89 | Debt | Long | USA |
JAPAN GOVT CPI LINKED /JPY/ REGD SER 24 0.10000000 | 1.01 mm | 143.72 mm shares | 0.79 | Debt | Long | Japan |
UNITED STATES TREASURY INFLATION INDEXED BONDS 1.00000000 | 997.68 k | 1.27 mm shares | 0.78 | Debt | Long | USA |
UNITED STATES TREASURY INFLATION INDEXED BONDS 1.25000000 | 993.08 k | 1.02 mm shares | 0.78 | Debt | Long | USA |
UNITED STATES TREASURY INFLATION INDEXED BONDS 2.12500000 | 922.15 k | 910.47 k shares | 0.72 | Debt | Long | USA |
UNITED STATES TREASURY INFLATION INDEXED BONDS 0.12500000 | 843.13 k | 1.41 mm shares | 0.66 | Debt | Long | USA |
UNITED STATES TREASURY INFLATION INDEXED BONDS 2.12500000 | 833.31 k | 823.14 k shares | 0.65 | Debt | Long | USA |
UNITED STATES TREASURY INFLATION INDEXED BONDS 1.00000000 | 764.15 k | 975.21 k shares | 0.60 | Debt | Long | USA |
FNMA 30YR TBA 4.5% MAR 24 TO BE ANNOUNCED 4.50000000 | 756.52 k | 800.00 k shares | 0.59 | ABS-mortgage backed security | Long | USA |
FRANCE (GOVT OF) /EUR/ REGD SER OATE 0.10000000 | 752.31 k | 705.76 k shares | 0.59 | Debt | Long | France |
IRS RER6MP00.19 11/08/52 WFSLUS33XXX FLOAT | 748.59 k | 1.00 contracts | 0.59 | Interest rate derivative | N/A | N/A |
UNITED STATES TREASURY INFLATION INDEXED BONDS 0.25000000 | 720.00 k | 1.15 mm shares | 0.56 | Debt | Long | USA |
PALMER SQUARE EUROPEAN LOAN FUNDING SER 2023-3A CL A V/R REGD 144A P/P /EUR/ 5.49400000 | 649.44 k | 600.00 k shares | 0.51 | ABS-collateralized bond/debt obligation | Long | Ireland |
LUX 2023-LION SER 2023-LION CL A V/R REGD 144A P/P 8.00778000 | 607.38 k | 600.00 k shares | 0.47 | ABS-collateralized bond/debt obligation | Long | USA |
UNITED STATES TREASURY BOND 2.12500000 | 604.60 k | 599.71 k shares | 0.47 | Debt | Long | USA |
ELMWOOD CLO 24 LTD SER 2023-3A CL A1 V/R REGD 144A P/P 7.04358000 | 600.31 k | 600.00 k shares | 0.47 | ABS-collateralized bond/debt obligation | Long | Cayman Islands |
UNITED STATES TREASURY INFLATION INDEXED BONDS 0.12500000 | 582.39 k | 991.73 k shares | 0.46 | Debt | Long | USA |
CASH COLLATERAL CME WFS /CCWFSXUS7 5.23000000 | 579.00 k | 579.00 k shares | 0.45 | Short-term investment vehicle | Long | USA |
CASH COLLATERAL LCH FOB WFS 0.00000000 | 555.00 k | 555.00 k shares | 0.43 | Short-term investment vehicle | Long | USA |
ELLINGTON LOAN ACQUISITION TRUST 2007-1 SER 2007-1 CL A1 V/R REGD 144A P/P 6.53541000 | 539.71 k | 559.90 k shares | 0.42 | ABS-collateralized bond/debt obligation | Long | USA |
DRYDEN 44 EURO CLO 2015 DAC SER 2015-44A CL A1RR V/R REGD 144A P/P /EUR/ 4.82200000 | 534.01 k | 500.00 k shares | 0.42 | ABS-collateralized bond/debt obligation | Long | Ireland |
ST PAUL'S CLO IV DAC SER 4A CL ARR1 V/R REGD 144A P/P /EUR/ 4.77800000 | 530.51 k | 494.14 k shares | 0.41 | ABS-collateralized bond/debt obligation | Long | Ireland |
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION SER 2023-H11 CL FC V/R 6.42440000 | 513.97 k | 508.48 k shares | 0.40 | ABS-collateralized bond/debt obligation | Long | USA |
VMC FINANCE 2022-FL5 LLC SER 2022-FL5 CL A V/R REGD 144A P/P 7.22407000 | 495.06 k | 500.00 k shares | 0.39 | ABS-collateralized bond/debt obligation | Long | USA |
FREDDIE MAC POOL UMBS P#QH2327 6.50000000 | 487.53 k | 478.28 k shares | 0.38 | ABS-mortgage backed security | Long | USA |
FREDDIE MAC MULTIFAMILY STRUCTURED PASS THROUGH CERTIFICATES SER KBX1 CL A2 2.92000000 | 486.46 k | 500.00 k shares | 0.38 | ABS-collateralized bond/debt obligation | Long | USA |
CARLYLE EURO CLO 2018-2 DAC SER 2018-2A CL A1A V/R REGD 144A P/P /EUR/ 4.75200000 | 477.59 k | 444.40 k shares | 0.37 | ABS-collateralized bond/debt obligation | Long | Ireland |
CREDIT-BASED ASSET SERVICING AND SECURITIZATION LLC SER 2007-CB6 CL A3 V/R REGD 5.67737000 | 447.89 k | 690.00 k shares | 0.35 | ABS-collateralized bond/debt obligation | Long | USA |
JAPAN GOVT CPI LINKED /JPY/ REGD SER 23 0.10000000 | 446.92 k | 63.72 mm shares | 0.35 | Debt | Long | Japan |
CHL MORTGAGE PASS-THROUGH TRUST 2005-HYB6 SER 2005-HYB6 CL 2A1 V/R REGD 4.73819100 | 442.74 k | 465.06 k shares | 0.35 | ABS-collateralized bond/debt obligation | Long | USA |
CANADIAN GOVERNMENT RRB /CAD/ REGD SER CPI 4.25000000 | 426.34 k | 540.73 k shares | 0.33 | Debt | Long | Canada |
JYSKE REALKREDIT A/S /DKK/ REGD REG S SER CCE 1.00000000 | 381.03 k | 3.43 mm shares | 0.30 | Debt | Long | Denmark |
BUONI POLIENNALI DEL TES /EUR/ REGD SER CPI 0.40000000 | 361.03 k | 358.35 k shares | 0.28 | Debt | Long | Italy |
IRS R03.00PER6M 03/20/34 WFSLUS33XXX FIXED | 328.10 k | 1.00 contracts | 0.26 | Interest rate derivative | N/A | N/A |
CAIRN CLO X DAC SER 2018-10A CL AR V/R REGD 144A P/P /EUR/ 4.72200000 | 321.81 k | 299.72 k shares | 0.25 | ABS-collateralized bond/debt obligation | Long | Ireland |
CARLYLE GLOBAL MARKET STRATEGIES SER 2014-2A CL AR1 V/R REGD 144A P/P /EUR/ 4.65100000 | 320.27 k | 299.35 k shares | 0.25 | ABS-collateralized bond/debt obligation | Long | Ireland |
ALTERNATIVE LOAN TRUST RESECURITIZATION 2008-2R SER 2008-2R CL 1A1 V/R REGD 6.00000000 | 306.51 k | 388.37 k shares | 0.24 | ABS-collateralized bond/debt obligation | Long | USA |
NEUBERGER BERMAN LOAN ADVISERS NBLA SER 2023-53A CL A V/R REGD 144A P/P 6.92944000 | 302.17 k | 300.00 k shares | 0.24 | ABS-collateralized bond/debt obligation | Long | Jersey |
ARES L CLO LTD SER 2018-50A CL AR V/R REGD 144A P/P 6.62560000 | 300.47 k | 300.00 k shares | 0.23 | ABS-collateralized bond/debt obligation | Long | Cayman Islands |
MAN GLG EURO CLO V DAC SER 5A CL A1R V/R REGD 144A P/P /EUR/ 4.61500000 | 297.07 k | 277.00 k shares | 0.23 | ABS-collateralized bond/debt obligation | Long | Ireland |
MARATHON STATIC CLO 2022-18 LTD SER 2022-18A CL A1R V/R REGD 144A P/P 7.06781000 | 268.07 k | 267.96 k shares | 0.21 | ABS-collateralized bond/debt obligation | Long | Cayman Islands |
CWABS ASSET-BACKED CERTIFICATES TRUST 2007-8 SER 2007-8 CL 1A1 V/R REGD 5.62541000 | 251.46 k | 271.84 k shares | 0.20 | ABS-collateralized bond/debt obligation | Long | USA |
INF SWAP US IT 2.31125 02/24/21-10Y LCH /FIXED/ | 250.44 k | 1.00 contracts | 0.20 | Interest rate derivative | N/A | USA |
IRS RSOFRP02.23 11/21/53 WFSLUS33XXX FLOAT | 249.89 k | 1.00 contracts | 0.20 | Interest rate derivative | N/A | USA |
LCM LOAN INCOME FUND I LTD SER 1A CL A V/R REGD 144A P/P 6.60942000 | 249.68 k | 249.62 k shares | 0.20 | ABS-collateralized bond/debt obligation | Long | Cayman Islands |
FRANCE (GOVT OF) /EUR/ REGD SER OATE 0.10000000 | 246.84 k | 235.62 k shares | 0.19 | Debt | Long | France |
SECURITIZED ASSET BACKED RECEIVABLES LLC TRUS SER 2006-FR3 CL A3 V/R REGD 5.93541000 | 236.71 k | 444.27 k shares | 0.19 | ABS-collateralized bond/debt obligation | Long | USA |
CWABS ASSET-BACKED CERTIFICATES TRUST 2007-1 SER 2007-1 CL 1A V/R REGD 5.57541000 | 232.45 k | 256.43 k shares | 0.18 | ABS-collateralized bond/debt obligation | Long | USA |
VOYA CLO 2017-1 LTD SER 2017-1A CL A1R V/R REGD 144A P/P 6.52814000 | 228.18 k | 227.99 k shares | 0.18 | ABS-collateralized bond/debt obligation | Long | Cayman Islands |
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION SER 2018-H15 CL FG V/R 6.24637000 | 221.10 k | 225.72 k shares | 0.17 | ABS-collateralized bond/debt obligation | Long | USA |
HARVEST CLO XI DAC SER 11A CL ARR V/R REGD 144A P/P /EUR/ 4.56600000 | 213.50 k | 198.47 k shares | 0.17 | ABS-collateralized bond/debt obligation | Long | Ireland |
MKS CLO 2017-2 LTD SER 2017-2A CL A V/R REGD 144A P/P 6.76942000 | 195.55 k | 195.26 k shares | 0.15 | ABS-collateralized bond/debt obligation | Long | Cayman Islands |
LEHMAN XS TRUST SERIES 2007-20N SER 2007-20N CL A1 V/R REGD 7.73541000 | 194.80 k | 204.87 k shares | 0.15 | ABS-collateralized bond/debt obligation | Long | USA |
IRS RSOFRP02.86 02/13/54 WFSLUS33XXX FLOAT | 194.22 k | 1.00 contracts | 0.15 | Interest rate derivative | N/A | USA |
DRYDEN SENIOR LOAN FUND SER 2017-47A CL A1R V/R REGD 144A P/P 6.55560000 | 189.35 k | 189.24 k shares | 0.15 | ABS-collateralized bond/debt obligation | Long | Cayman Islands |
FNCL 30YR TBA 3.5% MARCH 24 TO BE ANNOUNCED 3.50000000 | 177.87 k | 200.00 k shares | 0.14 | ABS-mortgage backed security | Long | USA |
VOYA CLO 2017-2 SER 2017-2A CL A1R V/R REGD 144A P/P 6.55560000 | 177.35 k | 177.04 k shares | 0.14 | ABS-collateralized bond/debt obligation | Long | Cayman Islands |
RESIDENTIAL ASSET SECURITIZATION TRUST 2006-A10 SER 2006-A10 CL A5 REGD 6.50000000 | 169.64 k | 505.55 k shares | 0.13 | ABS-collateralized bond/debt obligation | Long | USA |
OZLM VIII LTD SER 2014-8A CL A1R3 V/R REGD 144A P/P 6.55814000 | 163.14 k | 163.07 k shares | 0.13 | ABS-collateralized bond/debt obligation | Long | Cayman Islands |
CSMC SERIES 2015-3R SER 2015-3R CL 5A2 V/R REGD 144A P/P 5.58541000 | 158.92 k | 164.10 k shares | 0.12 | ABS-collateralized bond/debt obligation | Long | USA |
RASC SERIES 2006-KS3 TRUST SER 2006-KS3 CL M1 V/R REGD 5.93041000 | 158.53 k | 161.35 k shares | 0.12 | ABS-collateralized bond/debt obligation | Long | USA |
NEW RESIDENTIAL MORTGAGE LOAN TRUST 2019-RPL3 SER 2019-RPL3 CL A1 V/R REGD 144A P/P 2.75000000 | 154.34 k | 163.62 k shares | 0.12 | ABS-collateralized bond/debt obligation | Long | USA |
ALTERNATIVE LOAN TRUST 2006-HY11 SER 2006-HY11 CL A1 V/R REGD 5.67541000 | 153.28 k | 175.05 k shares | 0.12 | ABS-collateralized bond/debt obligation | Long | USA |
CREDIT-BASED ASSET SERVICING AND SECURITIZATION LLC SER 2005-CB3 CL M4 V/R REGD 6.48541000 | 145.49 k | 153.00 k shares | 0.11 | ABS-collateralized bond/debt obligation | Long | USA |
SOUNDVIEW HOME LOAN TRUST 2007-OPT1 SER 2007-OPT1 CL 1A1 V/R REGD 5.63541000 | 134.66 k | 197.16 k shares | 0.11 | ABS-collateralized bond/debt obligation | Long | USA |
BEAR STEARNS ASSET BACKED SECURITIES TRUST 2004-1 SER 2004-1 CL M1 V/R REGD 6.41041000 | 130.56 k | 125.67 k shares | 0.10 | ABS-collateralized bond/debt obligation | Long | USA |
CWABS ASSET-BACKED CERTIFICATES TRUST 2004-7 SER 2004-7 CL MV5 V/R REGD 7.16041000 | 124.77 k | 149.01 k shares | 0.10 | ABS-collateralized bond/debt obligation | Long | USA |
HSBC HOLD 6% 03/29/40 /GBP/ 6.00000000 | 123.49 k | 100.00 k shares | 0.10 | Debt | Long | UK |
FRANCE (GOVT OF) /EUR/ REGD SER OATE 0.10000000 | 113.87 k | 115.67 k shares | 0.09 | Debt | Long | France |
JP MORGAN ALTERNATIVE LOAN TRUST SER 2006-A1 CL 1A1 V/R REGD 5.89541000 | 102.15 k | 112.31 k shares | 0.08 | ABS-collateralized bond/debt obligation | Long | USA |
INF SWAP US IT 1.89 08/27/20-7Y LCH /FIXED/ | 100.38 k | 1.00 contracts | 0.08 | Interest rate derivative | N/A | USA |
INF SWAP FR NI 1.03 03/15/19-5Y LCH /FIXED/ | 93.24 k | 1.00 contracts | 0.07 | Interest rate derivative | N/A | USA |
INF SWAP US IT 1.7975 08/25/20-7Y LCH /FIXED/ | 89.97 k | 1.00 contracts | 0.07 | Interest rate derivative | N/A | USA |
CITIGROUP MORTGAGE LOAN TRUST_ INC SERIES 2007-AR4 CLASS 1A1A V/R REGD 4.65253100 | 89.66 k | 108.98 k shares | 0.07 | ABS-collateralized bond/debt obligation | Long | USA |
FANNIE MAE POOL UMBS P#MA4784 4.50000000 | 87.03 k | 91.98 k shares | 0.07 | ABS-mortgage backed security | Long | USA |
FREDDIE MAC POOL UMBS P#SD8225 3.00000000 | 79.73 k | 93.03 k shares | 0.06 | ABS-mortgage backed security | Long | USA |
FANNIE MAE POOL UMBS P#BV5578 3.00000000 | 78.75 k | 91.88 k shares | 0.06 | ABS-mortgage backed security | Long | USA |
FANNIE MAE POOL UMBS P#MA4599 3.00000000 | 78.30 k | 91.34 k shares | 0.06 | ABS-mortgage backed security | Long | USA |
SEQUOIA MORTGAGE TRUST 6 SER 6 CL A V/R REGD 6.07427000 | 69.86 k | 72.65 k shares | 0.05 | ABS-collateralized bond/debt obligation | Long | USA |
IRS RSOFRP04.25 12/20/25 WFSLUS33XXX FLOAT | 67.22 k | 1.00 contracts | 0.05 | Interest rate derivative | N/A | USA |
LONG BEACH MORTGAGE LOAN TRUST 2006-7 SER 2006-7 CL 2A2 V/R REGD 5.67541000 | 60.68 k | 151.26 k shares | 0.05 | ABS-collateralized bond/debt obligation | Long | USA |
CHL MORTGAGE PASS-THROUGH TRUST 2007-1 SER 2007-1 CL A1 REGD 6.00000000 | 56.53 k | 120.11 k shares | 0.04 | ABS-collateralized bond/debt obligation | Long | USA |
OPTION ONE MORTGAGE LOAN TRUST 2007-1 SER 2007-1 CL 1A1 V/R REGD 5.57541000 | 55.42 k | 87.63 k shares | 0.04 | ABS-collateralized bond/debt obligation | Long | USA |
OPTION ONE MORTGAGE LOAN TRUST 2007-2 SER 2007-2 CL 1A1 V/R REGD 5.57541000 | 54.88 k | 82.75 k shares | 0.04 | ABS-collateralized bond/debt obligation | Long | USA |
CASH COLLATERAL WFS USD 5.23000000 | 50.00 k | 50.00 k shares | 0.04 | Short-term investment vehicle | Long | USA |
VENTURE XVII CLO LTD SER 2014-17A CL ARR V/R REGD 144A P/P 6.45560000 | 49.39 k | 49.30 k shares | 0.04 | ABS-collateralized bond/debt obligation | Long | Cayman Islands |
JP MORGAN CHASE COMMERCIAL MORTGAGE SE SER 2019-FL12 CL A V/R REGD 144A P/P 6.81501000 | 47.88 k | 57.17 k shares | 0.04 | ABS-collateralized bond/debt obligation | Long | USA |
CWABS ASSET-BACKED CERTIFICATES TRUST 2007-6 SER 2007-6 CL 1A V/R REGD 5.63541000 | 47.36 k | 53.98 k shares | 0.04 | ABS-collateralized bond/debt obligation | Long | USA |
UNITED STATES TREASURY INFLATION INDEXED BONDS 3.37500000 | 45.85 k | 41.48 k shares | 0.04 | Debt | Long | USA |
SOUNDVIEW HOME LOAN TRUST 2007-OPT2 SER 2007-OPT2 CL 2A3 V/R REGD 5.61541000 | 42.60 k | 48.11 k shares | 0.03 | ABS-collateralized bond/debt obligation | Long | USA |
INF SWAP US IT 2.703 05/25/21-5Y LCH /FIXED/ | 40.97 k | 1.00 contracts | 0.03 | Interest rate derivative | N/A | USA |
CHL MORTGAGE PASS-THROUGH TRUST 2006-6 SER 2006-6 CL A4 REGD 6.00000000 | 39.85 k | 80.37 k shares | 0.03 | ABS-collateralized bond/debt obligation | Long | USA |
INF SWAP US IT 2.7675 05/13/21-5Y LCH /FIXED/ | 39.12 k | 1.00 contracts | 0.03 | Interest rate derivative | N/A | USA |
CHL MORTGAGE PASS-THROUGH TRUST 2005-HYB9 SER 2005-HYB9 CL 2A1 V/R REGD 7.87301000 | 37.96 k | 42.93 k shares | 0.03 | ABS-collateralized bond/debt obligation | Long | USA |
SECURITIZED ASSET BACKED RECEIVABLES LLC TRUS SER 2006-HE2 CL A2C V/R REGD 5.73541000 | 37.11 k | 92.19 k shares | 0.03 | ABS-collateralized bond/debt obligation | Long | USA |
EUR/USD FWD 20240402 000003534 USD
DEUTSCHE BANK AG
|
36.25 k | 1.00 contracts | 0.03 | DFE | N/A | N/A |
CANADIAN GOVERNMENT RRB /CAD/ REGD SER CPI 0.50000000 | 33.89 k | 60.90 k shares | 0.03 | Debt | Long | Canada |
JPY/USD FWD 20240304 000004334 USD
JPMORGAN CHASE BANK NA
|
33.77 k | 1.00 contracts | 0.03 | DFE | N/A | N/A |
FANNIE MAE POOL UMBS P#BK2298 4.00000000 | 32.86 k | 35.31 k shares | 0.03 | ABS-mortgage backed security | Long | USA |
INDYMAC INDX MORTGAGE LOAN TRUST 2005-AR16IP SER 2005-16IP CL A1 V/R REGD 6.07541000 | 32.40 k | 41.04 k shares | 0.03 | ABS-collateralized bond/debt obligation | Long | USA |
NEW RESIDENTIAL MORTGAGE LOAN TRUST 2018-3 SER 2018-3A CL A1 V/R REGD 144A P/P 4.50000000 | 30.94 k | 32.13 k shares | 0.02 | ABS-collateralized bond/debt obligation | Long | USA |
INF SWAP EM NI 2.763 09/15/23-30Y LCH /FLOAT/ | 27.34 k | 1.00 contracts | 0.02 | Interest rate derivative | N/A | USA |
CHEVY CHASE FUNDING LLC MORTGAGE-BACKED SER 2004-A CL A1 V/R REGD 144A P/P 5.79541000 | 26.49 k | 27.80 k shares | 0.02 | ABS-collateralized bond/debt obligation | Long | USA |
ALTERNATIVE LOAN TRUST 2007-4CB SER 2007-4CB CL 1A35 REGD 6.00000000 | 23.04 k | 27.87 k shares | 0.02 | ABS-collateralized bond/debt obligation | Long | USA |
INF SWAP US IT 2.813 05/14/21-5Y LCH /FIXED/ | 22.75 k | 1.00 contracts | 0.02 | Interest rate derivative | N/A | USA |
REALKREDIT DANMARK /DKK/ REGD REG S SER 23S 1.50000000 | 20.59 k | 178.18 k shares | 0.02 | Debt | Long | Denmark |
INF SWAP EM NI 1.71 03/15/18-15Y LCH /FIXED/ | 15.63 k | 1.00 contracts | 0.01 | Interest rate derivative | N/A | USA |
BEAR STEARNS ARM TRUST 2003-3 SER 2003-3 CL 3A2 V/R REGD 5.37279700 | 15.20 k | 16.25 k shares | 0.01 | ABS-collateralized bond/debt obligation | Long | USA |
CITIGROUP MORTGAGE LOAN TRUST INC SER 2004-NCM2 CL 1CB1 REGD 5.50000000 | 14.19 k | 15.06 k shares | 0.01 | ABS-collateralized bond/debt obligation | Long | USA |
INF SWAP EM NI 2.7 04/15/23- 30Y LCH /FLOAT/ | 13.88 k | 1.00 contracts | 0.01 | Interest rate derivative | N/A | USA |
JYSKE REALKREDIT A/S /DKK/ REGD SER CCE 1.50000000 | 10.90 k | 99.01 k shares | 0.01 | Debt | Long | Denmark |
GSAA TRUST SER 2006-7 CL AF4A V/R REGD 6.22000000 | 10.15 k | 19.17 k shares | 0.01 | ABS-collateralized bond/debt obligation | Long | USA |
NORDEA KREDIT REALKREDIT /DKK/ REGD 1.50000000 | 9.90 k | 100.00 k shares | 0.01 | Debt | Long | Denmark |
INF SWAP EM NI 2.6 05/15/22 10Y LCH /FIXED/ | 8.63 k | 1.00 contracts | 0.01 | Interest rate derivative | N/A | USA |
INF SWAP EM NI 2.736 10/15/23-30Y LCH /FLOAT/ | 8.30 k | 1.00 contracts | 0.01 | Interest rate derivative | N/A | USA |
EUR/USD FWD 20240304 000009049 USD
HSBC BANK PLC
|
7.92 k | 1.00 contracts | 0.01 | DFE | N/A | N/A |
INF SWAP EM NI 2.356 11/15/23-10Y LCH /FLOAT/ | 7.79 k | 1.00 contracts | 0.01 | Interest rate derivative | N/A | USA |
IRS RMUTKP00.50 12/15/31 WFSLUS33XXX FLOAT | 6.99 k | 1.00 contracts | 0.01 | Interest rate derivative | N/A | Japan |
IRS RESTRP03.47 02/26/25 WFSL FLOAT | 6.55 k | 1.00 contracts | 0.01 | Interest rate derivative | N/A | USA |
CAD/USD FWD 20240304 000004334 USD
JPMORGAN CHASE BANK NA
|
6.45 k | 1.00 contracts | 0.01 | DFE | N/A | N/A |
INF SWAP US IT 2.573 08/26/21-7Y LCH /FIXED/ | 6.42 k | 1.00 contracts | 0.01 | Interest rate derivative | N/A | USA |
INF SWAP EM NI 2.3625 11 /15/23-10Y LCH /FLOAT/ | 6.05 k | 1.00 contracts | 0.00 | Interest rate derivative | N/A | USA |
INF SWAP US IT 2.645 09/10/21-7Y LCH /FIXED/ | 5.65 k | 1.00 contracts | 0.00 | Interest rate derivative | N/A | USA |
IRS R02.87PER6M 08/15/32 WFSL FIXED | 5.06 k | 1.00 contracts | 0.00 | Interest rate derivative | N/A | USA |
WAMU MORTGAGE PASS-THROUGH CERTIFICATES SERIES 2002-AR2 SER 2002-AR2 CL A V/R REGD 4.37600000 | 5.05 k | 5.41 k shares | 0.00 | ABS-collateralized bond/debt obligation | Long | USA |
INF SWAP EM NI 2.359 08/15/22-8Y LCH /FIXED/ | 5.04 k | 1.00 contracts | 0.00 | Interest rate derivative | N/A | USA |
INF SWAP EM NI 2.39 11//15/23-10Y LCH /FLOAT/ | 4.60 k | 1.00 contracts | 0.00 | Interest rate derivative | N/A | USA |
INF SWAP EM NI 3.0 5/15/22-5Y LCH /FIXED/ | 4.09 k | 1.00 contracts | 0.00 | Interest rate derivative | N/A | USA |
NYKREDIT REALKREDIT AS /DKK/ REGD REG S SER CCE 1.00000000 | 3.98 k | 35.76 k shares | 0.00 | Debt | Long | Denmark |
INF SWAP EM NI 2.47% 07-15-22 10Y LCH /FIXED/ | 3.71 k | 1.00 contracts | 0.00 | Interest rate derivative | N/A | USA |
MRFC MORTGAGE PASS-THROUGH TRUST SERIES 1999-TBC2 SER 2000-TBC2 CL A1 V/R REGD 5.91212000 | 3.71 k | 3.90 k shares | 0.00 | ABS-collateralized bond/debt obligation | Long | USA |
HARBORVIEW MORTGAGE LOAN TRUST 2005-9 SER 2005-9 CL 2A1A V/R REGD 6.11427000 | 2.89 k | 3.14 k shares | 0.00 | ABS-collateralized bond/debt obligation | Long | USA |
JPY/USD FWD 20240304 000009049 USD
HSBC BANK PLC
|
2.64 k | 1.00 contracts | 0.00 | DFE | N/A | N/A |
CITIGROUP MORTGAGE LOAN TRUST 2004-HYB2 SER 2004-HYB2 CL 2A V/R REGD 6.24269000 | 2.56 k | 2.93 k shares | 0.00 | ABS-collateralized bond/debt obligation | Long | USA |
INF SWAP EM NI 2.57 06/15/22-10Y LCH /FIXED/ | 2.39 k | 1.00 contracts | 0.00 | Interest rate derivative | N/A | USA |
REALKREDIT DANMARK /DKK/ REGD REG S SER . 1.00000000 | 2.05 k | 18.63 k shares | 0.00 | Debt | Long | Denmark |
INF SWAP EM NI 2.59 12/15/22 30Y LCH /FLOAT/ | 1.98 k | 1.00 contracts | 0.00 | Interest rate derivative | N/A | USA |
WAMU MORTGAGE PASS-THROUGH CERTIFICATES SERIES 2002-AR17 SER 2002-AR17 CL 1A V/R REGD 6.28101000 | 1.95 k | 2.13 k shares | 0.00 | ABS-collateralized bond/debt obligation | Long | USA |
INF SWAP EM NI 2.26 03/15/23 5Y LCH /FIXED/ | 1.65 k | 1.00 contracts | 0.00 | Interest rate derivative | N/A | USA |
DKK/USD FWD 20240402 000018337 USD
STANDARD CHARTERED BANK
|
1.15 k | 1.00 contracts | 0.00 | DFE | N/A | N/A |
DKK/USD FWD 20240304 000018337 USD
STANDARD CHARTERED BANK
|
448.94 | 1.00 contracts | 0.00 | DFE | N/A | N/A |
DKK/USD FWD 20240402 000005198 USD
MERRILL LYNCH, PIERCE FENNER
|
178.56 | 1.00 contracts | 0.00 | DFE | N/A | N/A |
GBP/USD FWD 20240304 000011553 USD
BARCLAYS BANK PLC WHOLESALE
|
87.92 | 1.00 contracts | 0.00 | DFE | N/A | N/A |
NYKREDIT REALKREDIT AS /DKK/ REGD REG S SER 01E 1.00000000 | 0.25 | 2.41 shares | 0.00 | Debt | Long | Denmark |
REALKREDIT DANMARK /DKK/ REGD REG S SER CCS 1.00000000 | 0.23 | 2.08 shares | 0.00 | Debt | Long | Denmark |
NYKREDIT REALKREDIT AS /DKK/ REGD REG S SER 01E* 1.00000000 | 0.19 | 1.69 shares | 0.00 | Debt | Long | Denmark |
JYSKE REALKREDIT A/S /DKK/ REGD SER CCE 1.50000000 | 0.19 | 1.68 shares | 0.00 | Debt | Long | Denmark |
NORDEA KREDIT REALKREDIT /DKK/ REGD SER CC2 1.50000000 | 0.18 | 1.53 shares | 0.00 | Debt | Long | Denmark |
REALKREDIT DANMARK /DKK/ REGD REG S 1.00000000 | 0.17 | 1.59 shares | 0.00 | Debt | Long | Denmark |