Fund profile
Fund manager
Total assets
$526.14 mm
Liabilities
$40.23 mm
Net assets
$485.92 mm
Number of holdings
1.55 k
Top 200 of 1551 Holdings
Security | $Holding | Balance | % of Fund | Category | Position | Country |
---|---|---|---|---|---|---|
State Street Institutional US Government Money Market Fund | 10.50 mm | 10.50 mm shares | 2.16 | Short-term investment vehicle | Long | USA |
United States Treasury Bill | 5.89 mm | 6.01 mm principal | 1.21 | Short-term investment vehicle | Long | USA |
United States Treasury Note/Bond | 5.75 mm | 5.13 mm principal | 1.18 | Debt | Long | USA |
United States Treasury Note/Bond | 5.31 mm | 7.65 mm principal | 1.09 | Debt | Long | USA |
United States Treasury Note/Bond | 4.57 mm | 8.49 mm principal | 0.94 | Debt | Long | USA |
United States Treasury Note/Bond | 4.50 mm | 7.10 mm principal | 0.93 | Debt | Long | USA |
United States Treasury Inflation Indexed Bonds | 4.21 mm | 4.45 mm principal | 0.87 | Debt | Long | USA |
United States Treasury Note/Bond | 3.89 mm | 6.98 mm principal | 0.80 | Debt | Long | USA |
United States Treasury Note/Bond | 3.52 mm | 3.81 mm principal | 0.72 | Debt | Long | USA |
United States Treasury Note/Bond | 3.42 mm | 4.79 mm principal | 0.70 | Debt | Long | USA |
US 10YR NOTE (CBT)MAR24 | 2.98 mm | 826.00 contracts | 0.61 | Interest rate derivative | N/A | USA |
United States Treasury Note/Bond | 2.91 mm | 2.88 mm principal | 0.60 | Debt | Long | USA |
United States Treasury Note/Bond | 2.89 mm | 3.13 mm principal | 0.59 | Debt | Long | USA |
United States Treasury Note/Bond | 2.68 mm | 2.61 mm principal | 0.55 | Debt | Long | USA |
United States Treasury Note/Bond | 2.61 mm | 2.74 mm principal | 0.54 | Debt | Long | USA |
C Citigroup Inc | 2.33 mm | 2.38 mm principal | 0.48 | Debt | Long | USA |
Freddie Mac Pool | 2.32 mm | 2.69 mm principal | 0.48 | ABS-mortgage backed security | Long | USA |
Wells Fargo & Co | 2.18 mm | 2.29 mm principal | 0.45 | Debt | Long | USA |
United States Treasury Note/Bond | 2.17 mm | 2.13 mm principal | 0.45 | Debt | Long | USA |
Ginnie Mae II Pool | 2.11 mm | 2.07 mm principal | 0.43 | ABS-mortgage backed security | Long | USA |
United States Treasury Note/Bond | 2.11 mm | 3.54 mm principal | 0.43 | Debt | Long | USA |
SWAP CCPC GOLDMAN SACHS COC | 2.07 mm | 2.07 mm shares | 0.43 | Short-term investment vehicle | Long | USA |
Ginnie Mae II Pool | 2.01 mm | 2.21 mm principal | 0.41 | ABS-mortgage backed security | Long | USA |
Fannie Mae Pool | 1.88 mm | 1.83 mm principal | 0.39 | ABS-mortgage backed security | Long | USA |
Freddie Mac Pool | 1.83 mm | 2.12 mm principal | 0.38 | ABS-mortgage backed security | Long | USA |
Freddie Mac Pool | 1.81 mm | 2.20 mm principal | 0.37 | ABS-mortgage backed security | Long | USA |
Fannie Mae Pool | 1.78 mm | 1.90 mm principal | 0.37 | ABS-mortgage backed security | Long | USA |
Birch Grove CLO 7 Ltd | 1.76 mm | 1.76 mm principal | 0.36 | ABS-collateralized bond/debt obligation | Long | Jersey |
Fannie Mae Pool | 1.70 mm | 1.76 mm principal | 0.35 | ABS-mortgage backed security | Long | USA |
Freddie Mac Pool | 1.68 mm | 1.95 mm principal | 0.35 | ABS-mortgage backed security | Long | USA |
Suzano Austria GmbH | 1.61 mm | 1.58 mm principal | 0.33 | Debt | Long | Austria |
Symphony CLO 40 Ltd | 1.61 mm | 1.61 mm principal | 0.33 | ABS-collateralized bond/debt obligation | Long | Bermuda |
Ginnie Mae | 1.59 mm | 1.60 mm principal | 0.33 | ABS-mortgage backed security | Long | USA |
United States Treasury Note/Bond | 1.59 mm | 1.66 mm principal | 0.33 | Debt | Long | USA |
Uniform Mortgage-Backed Security, TBA | 1.58 mm | 1.60 mm principal | 0.33 | ABS-mortgage backed security | Long | USA |
Freddie Mac Pool | 1.52 mm | 1.58 mm principal | 0.31 | ABS-mortgage backed security | Long | USA |
Rad CLO 22 Ltd | 1.50 mm | 1.50 mm principal | 0.31 | ABS-collateralized bond/debt obligation | Long | Cayman Islands |
Natixis Commercial Mortgage Securities Trust 2019-FAME | 1.49 mm | 1.71 mm principal | 0.31 | ABS-mortgage backed security | Long | USA |
Freddie Mac Pool | 1.47 mm | 1.64 mm principal | 0.30 | ABS-mortgage backed security | Long | USA |
US ULTRA BOND CBT MAR24 | 1.45 mm | 120.00 contracts | 0.30 | Interest rate derivative | N/A | USA |
T-Mobile USA Inc | 1.44 mm | 1.52 mm principal | 0.30 | Debt | Long | USA |
United States Treasury Note/Bond - WI Reopening | 1.44 mm | 1.34 mm principal | 0.30 | Debt | Long | USA |
Fannie Mae Pool | 1.42 mm | 1.52 mm principal | 0.29 | ABS-mortgage backed security | Long | USA |
United States Treasury Note/Bond | 1.38 mm | 1.69 mm principal | 0.28 | Debt | Long | USA |
SCCO Southern Copper Corporation | 1.35 mm | 1.39 mm principal | 0.28 | Debt | Long | USA |
CRSO TR 2023 BRND | 1.31 mm | 1.28 mm principal | 0.27 | ABS-mortgage backed security | Long | USA |
T AT&T, Inc. | 1.28 mm | 1.30 mm principal | 0.26 | Debt | Long | USA |
Columbia Pipelines Holding Co LLC | 1.28 mm | 1.24 mm principal | 0.26 | Debt | Long | USA |
Mexico Government International Bond | 1.28 mm | 1.49 mm principal | 0.26 | Debt | Long | Mexico |
Fannie Mae Pool | 1.28 mm | 1.27 mm principal | 0.26 | ABS-mortgage backed security | Long | USA |
Mexico Government International Bond | 1.28 mm | 1.51 mm principal | 0.26 | Debt | Long | Mexico |
LAD Auto Receivables Trust 2023-2 | 1.26 mm | 1.26 mm principal | 0.26 | ABS-other | Long | USA |
Bank of America Corp | 1.21 mm | 1.22 mm principal | 0.25 | Debt | Long | USA |
Ginnie Mae II Pool | 1.19 mm | 1.26 mm principal | 0.24 | ABS-mortgage backed security | Long | USA |
BX Commercial Mortgage Trust 2023-VLT2 | 1.17 mm | 1.17 mm principal | 0.24 | ABS-mortgage backed security | Long | USA |
AMZN Amazon.com Inc. | 1.16 mm | 1.75 mm principal | 0.24 | Debt | Long | USA |
ET+E Energy Transfer Operating, L.P. | 1.15 mm | 1.24 mm principal | 0.24 | Debt | Long | USA |
JPM JPMorgan Chase & Co. | 1.14 mm | 1.15 mm principal | 0.23 | Debt | Long | USA |
Long: SWS101725 CDS USD R F 1.00000 2 CCPCDX / Short: SWS101725 CDS USD P V 03MEVENT 1 CCPCDX | 1.13 mm | 58.08 mm other units | 0.23 | Credit derivative | N/A | USA |
Ginnie Mae II Pool | 1.13 mm | 1.33 mm principal | 0.23 | ABS-mortgage backed security | Long | USA |
Vale Overseas Ltd | 1.12 mm | 1.10 mm principal | 0.23 | Debt | Long | Cayman Islands |
ABBV Abbvie Inc | 1.12 mm | 1.20 mm principal | 0.23 | Debt | Long | USA |
Fannie Mae Pool | 1.11 mm | 1.22 mm principal | 0.23 | ABS-mortgage backed security | Long | USA |
BX Commercial Mortgage Trust 2021-XL2 | 1.10 mm | 1.13 mm principal | 0.23 | ABS-mortgage backed security | Long | USA |
NOC Northrop Grumman Corp. | 1.09 mm | 1.06 mm principal | 0.22 | Debt | Long | USA |
TSMC Arizona Corp | 1.08 mm | 1.25 mm principal | 0.22 | Debt | Long | USA |
Fannie Mae Pool | 1.07 mm | 1.13 mm principal | 0.22 | ABS-mortgage backed security | Long | USA |
Transcontinental Gas Pipe Line Co LLC | 1.07 mm | 1.02 mm principal | 0.22 | Debt | Long | USA |
Whitebox CLO III Ltd | 1.07 mm | 1.07 mm principal | 0.22 | ABS-collateralized bond/debt obligation | Long | Cayman Islands |
KNDL 2019-KNSQ Mortgage Trust | 1.06 mm | 1.06 mm principal | 0.22 | ABS-mortgage backed security | Long | USA |
SMB Private Education Loan Trust 2022-C | 1.04 mm | 1.07 mm principal | 0.21 | ABS-other | Long | USA |
Government National Mortgage Association | 1.03 mm | 1.30 mm principal | 0.21 | ABS-mortgage backed security | Long | USA |
MS Morgan Stanley | 1.02 mm | 1.11 mm principal | 0.21 | Debt | Long | USA |
VNDO Trust 2016-350P | 1.02 mm | 1.08 mm principal | 0.21 | ABS-mortgage backed security | Long | USA |
Bank of America Corp | 976.05 k | 1.16 mm principal | 0.20 | Debt | Long | USA |
Fannie Mae Pool | 970.11 k | 1.19 mm principal | 0.20 | ABS-mortgage backed security | Long | USA |
Banco Santander SA | 964.81 k | 1.00 mm principal | 0.20 | Debt | Long | Spain |
AXP American Express Co. | 962.72 k | 980.00 k principal | 0.20 | Debt | Long | USA |
C Citigroup Inc | 947.25 k | 970.00 k principal | 0.19 | Debt | Long | USA |
Ginnie Mae II Pool | 941.60 k | 1.08 mm principal | 0.19 | ABS-mortgage backed security | Long | USA |
Golub Capital Partners Clo 57M Ltd | 935.74 k | 950.00 k principal | 0.19 | ABS-collateralized bond/debt obligation | Long | USA |
Fannie Mae Pool | 930.25 k | 1.04 mm principal | 0.19 | ABS-mortgage backed security | Long | USA |
DP World Ltd/United Arab Emirates | 928.23 k | 970.00 k principal | 0.19 | Debt | Long | United Arab Emirates |
New Residential Mortgage Loan Trust 2017-6 | 921.18 k | 967.43 k principal | 0.19 | ABS-mortgage backed security | Long | USA |
Fannie Mae Pool | 914.90 k | 1.10 mm principal | 0.19 | ABS-mortgage backed security | Long | USA |
Perusahaan Perseroan Persero PT Perusahaan Listrik Negara | 913.05 k | 890.00 k principal | 0.19 | Debt | Long | Indonesia |
GS Mortgage Securities Corp Trust 2013-PEMB | 911.03 k | 1.19 mm principal | 0.19 | ABS-mortgage backed security | Long | USA |
Bank of America Corp | 910.38 k | 1.07 mm principal | 0.19 | Debt | Long | USA |
CIFC Funding 2021-I Ltd | 909.99 k | 910.00 k principal | 0.19 | ABS-collateralized bond/debt obligation | Long | Cayman Islands |
Fannie Mae Pool | 905.41 k | 1.06 mm principal | 0.19 | ABS-mortgage backed security | Long | USA |
United States Treasury Note/Bond | 901.47 k | 1.37 mm principal | 0.19 | Debt | Long | USA |
Long: BWS053223 IRS USD R V 00MSOFR 1 CCPOIS / Short: BWS053223 IRS USD P F 1.52000 2 CCPOIS | 901.37 k | 2.97 mm other units | 0.19 | Interest rate derivative | N/A | USA |
JP Morgan Mortgage Trust 2017-5 | 900.47 k | 929.95 k principal | 0.19 | ABS-mortgage backed security | Long | USA |
Point Au Roche Park CLO Ltd | 899.04 k | 900.00 k principal | 0.19 | ABS-collateralized bond/debt obligation | Long | Cayman Islands |
Credit Suisse AG/New York NY | 898.07 k | 820.00 k principal | 0.18 | Debt | Long | Switzerland |
Fannie Mae Pool | 897.77 k | 1.05 mm principal | 0.18 | ABS-mortgage backed security | Long | USA |
Palmer Square CLO 2022-5 Ltd | 881.90 k | 880.00 k principal | 0.18 | ABS-collateralized bond/debt obligation | Long | Jersey |
Kings Park CLO Ltd | 878.62 k | 880.00 k principal | 0.18 | ABS-collateralized bond/debt obligation | Long | Cayman Islands |
PFE Pfizer Inc. | 877.06 k | 1.03 mm principal | 0.18 | Debt | Long | USA |
Ginnie Mae | 874.69 k | 1.00 mm principal | 0.18 | ABS-mortgage backed security | Long | USA |
CENT Trust 2023-CITY | 874.35 k | 870.00 k principal | 0.18 | ABS-mortgage backed security | Long | USA |
C Citigroup Inc | 862.76 k | 1.01 mm principal | 0.18 | Debt | Long | USA |
Freddie Mac Pool | 862.19 k | 1.04 mm principal | 0.18 | ABS-mortgage backed security | Long | USA |
UBS Group AG | 858.91 k | 890.00 k principal | 0.18 | Debt | Long | Switzerland |
Fannie Mae Pool | 857.62 k | 859.35 k principal | 0.18 | ABS-mortgage backed security | Long | USA |
3 MONTH SOFR FUT DEC25 | 857.49 k | 370.00 contracts | 0.18 | Interest rate derivative | N/A | USA |
BNP Paribas SA | 855.96 k | 850.00 k principal | 0.18 | Debt | Long | France |
Freddie Mac STACR REMIC Trust 2022-DNA3 | 852.18 k | 830.00 k principal | 0.18 | ABS-mortgage backed security | Long | USA |
Fannie Mae Pool | 849.08 k | 958.79 k principal | 0.17 | ABS-mortgage backed security | Long | USA |
Ginnie Mae | 846.60 k | 1.00 mm principal | 0.17 | ABS-mortgage backed security | Long | USA |
Cooperatieve Rabobank UA | 844.45 k | 860.00 k principal | 0.17 | Debt | Long | Netherlands |
Bank of America Corp | 844.16 k | 890.00 k principal | 0.17 | Debt | Long | USA |
JPMorgan Chase & Co | 838.79 k | 970.00 k principal | 0.17 | Debt | Long | USA |
Freddie Mac Pool | 835.11 k | 1.02 mm principal | 0.17 | ABS-mortgage backed security | Long | USA |
New Residential Mortgage Loan Trust 2022-NQM2 | 825.23 k | 909.07 k principal | 0.17 | ABS-mortgage backed security | Long | USA |
CTRA Coterra Energy Inc | 824.80 k | 850.00 k principal | 0.17 | Debt | Long | USA |
VZ Verizon Communications Inc | 819.39 k | 840.00 k principal | 0.17 | Debt | Long | USA |
United States Treasury Note/Bond | 819.05 k | 940.00 k principal | 0.17 | Debt | Long | USA |
Ginnie Mae | 814.78 k | 900.00 k principal | 0.17 | ABS-mortgage backed security | Long | USA |
Ginnie Mae | 813.41 k | 800.00 k principal | 0.17 | ABS-mortgage backed security | Long | USA |
BA Boeing Co. | 809.63 k | 960.00 k principal | 0.17 | Debt | Long | USA |
BRAVO Residential Funding Trust 2022-NQM3 | 809.44 k | 812.37 k principal | 0.17 | ABS-mortgage backed security | Long | USA |
ELFI Graduate Loan Program 2023-A LLC | 809.01 k | 790.29 k principal | 0.17 | ABS-other | Long | USA |
Goldman Sachs Group Inc/The | 808.83 k | 840.00 k principal | 0.17 | Debt | Long | USA |
Ginnie Mae | 805.75 k | 800.00 k principal | 0.17 | ABS-mortgage backed security | Long | USA |
Ginnie Mae II Pool | 805.75 k | 797.20 k principal | 0.17 | ABS-mortgage backed security | Long | USA |
Freddie Mac Pool | 800.58 k | 976.34 k principal | 0.16 | ABS-mortgage backed security | Long | USA |
Bank of America Corp | 795.27 k | 810.00 k principal | 0.16 | Debt | Long | USA |
Anheuser-Busch Cos LLC / Anheuser-Busch InBev Worldwide Inc | 794.00 k | 810.00 k principal | 0.16 | Debt | Long | USA |
Mexico Government International Bond | 790.79 k | 1.00 mm principal | 0.16 | Debt | Long | Mexico |
CSMC Trust 2018-J1 Trust | 790.04 k | 888.80 k principal | 0.16 | ABS-mortgage backed security | Long | USA |
REESE PARK CLO LTD | 789.98 k | 790.00 k principal | 0.16 | ABS-collateralized bond/debt obligation | Long | Cayman Islands |
BA Boeing Co. | 786.04 k | 790.00 k principal | 0.16 | Debt | Long | USA |
Ginnie Mae II Pool | 785.21 k | 777.66 k principal | 0.16 | ABS-mortgage backed security | Long | USA |
Fannie Mae Pool | 785.13 k | 781.55 k principal | 0.16 | ABS-mortgage backed security | Long | USA |
SG Residential Mortgage Trust 2022-1 | 781.48 k | 866.17 k principal | 0.16 | ABS-mortgage backed security | Long | USA |
CSMC 2021-NQM8 | 780.62 k | 911.64 k principal | 0.16 | ABS-mortgage backed security | Long | USA |
CSMC 2022-NQM1 | 777.97 k | 894.10 k principal | 0.16 | ABS-mortgage backed security | Long | USA |
Freddie Mac STACR REMIC Trust 2021-DNA6 | 774.47 k | 780.00 k principal | 0.16 | ABS-mortgage backed security | Long | USA |
DVN Devon Energy Corp. | 772.43 k | 875.00 k principal | 0.16 | Debt | Long | USA |
Israel Government International Bond | 767.78 k | 870.00 k principal | 0.16 | Debt | Long | Israel |
EC Ecopetrol SA | 766.16 k | 970.00 k principal | 0.16 | Debt | Long | Colombia |
Freddie Mac Pool | 764.33 k | 766.42 k principal | 0.16 | ABS-mortgage backed security | Long | USA |
Towd Point Mortgage Trust 2022-4 | 763.17 k | 819.62 k principal | 0.16 | ABS-mortgage backed security | Long | USA |
Fannie Mae Pool | 761.28 k | 815.71 k principal | 0.16 | ABS-mortgage backed security | Long | USA |
OBX 2022-NQM1 Trust | 760.99 k | 885.01 k principal | 0.16 | ABS-mortgage backed security | Long | USA |
Magnetite XIV-R LTD | 760.05 k | 760.00 k principal | 0.16 | ABS-collateralized bond/debt obligation | Long | Cayman Islands |
BNP Paribas SA | 759.93 k | 760.00 k principal | 0.16 | Debt | Long | France |
Ginnie Mae II Pool | 754.45 k | 759.28 k principal | 0.16 | ABS-mortgage backed security | Long | USA |
Ginnie Mae | 745.00 k | 800.00 k principal | 0.15 | ABS-mortgage backed security | Long | USA |
OPG Trust 2021-PORT | 744.59 k | 763.69 k principal | 0.15 | ABS-mortgage backed security | Long | USA |
Charter Communications Operating LLC / Charter Communications Operating Capital | 743.86 k | 751.00 k principal | 0.15 | Debt | Long | USA |
Kazakhstan Government International Bond | 743.65 k | 770.00 k principal | 0.15 | Debt | Long | Kazakhstan |
Voya CLO 2018-4 Ltd | 738.58 k | 740.00 k principal | 0.15 | ABS-collateralized bond/debt obligation | Long | Cayman Islands |
Freddie Mac Pool | 733.51 k | 847.16 k principal | 0.15 | ABS-mortgage backed security | Long | USA |
New Residential Mortgage Loan Trust 2016-3 | 730.71 k | 769.79 k principal | 0.15 | ABS-mortgage backed security | Long | USA |
CBAM 2017-1 Ltd | 724.84 k | 724.78 k principal | 0.15 | ABS-collateralized bond/debt obligation | Long | Cayman Islands |
CMCSA Comcast Corp - Ordinary Shares | 719.83 k | 730.00 k principal | 0.15 | Debt | Long | USA |
MO Altria Group Inc. | 715.45 k | 650.00 k principal | 0.15 | Debt | Long | USA |
Ares Loan Funding IV Ltd | 710.38 k | 710.00 k principal | 0.15 | ABS-collateralized bond/debt obligation | Long | Jersey |
ABBV Abbvie Inc | 703.37 k | 720.00 k principal | 0.14 | Debt | Long | USA |
Freddie Mac Pool | 703.12 k | 823.17 k principal | 0.14 | ABS-mortgage backed security | Long | USA |
AerCap Ireland Capital DAC / AerCap Global Aviation Trust | 703.00 k | 770.00 k principal | 0.14 | Debt | Long | Ireland |
Freddie Mac Pool | 702.37 k | 820.79 k principal | 0.14 | ABS-mortgage backed security | Long | USA |
GCAT 2019-NQM2 Trust | 695.47 k | 738.51 k principal | 0.14 | ABS-mortgage backed security | Long | USA |
Ginnie Mae II Pool | 694.86 k | 687.91 k principal | 0.14 | ABS-mortgage backed security | Long | USA |
Apache Corp | 692.59 k | 880.00 k principal | 0.14 | Debt | Long | USA |
MEGlobal BV | 691.96 k | 770.00 k principal | 0.14 | Debt | Long | Netherlands |
VZ Verizon Communications Inc | 690.88 k | 840.00 k principal | 0.14 | Debt | Long | USA |
FOX Fox Corporation - Ordinary Shares | 690.32 k | 710.00 k principal | 0.14 | Debt | Long | USA |
GS Goldman Sachs Group, Inc. | 687.91 k | 720.00 k principal | 0.14 | Debt | Long | USA |
Freddie Mac Non Gold Pool | 684.73 k | 722.13 k principal | 0.14 | ABS-mortgage backed security | Long | USA |
Freddie Mac Pool | 680.41 k | 686.87 k principal | 0.14 | ABS-mortgage backed security | Long | USA |
ARES XLIV CLO Ltd | 678.20 k | 680.00 k principal | 0.14 | ABS-collateralized bond/debt obligation | Long | Cayman Islands |
Freddie Mac Pool | 675.66 k | 815.38 k principal | 0.14 | ABS-mortgage backed security | Long | USA |
Credit Suisse AG/New York NY | 674.53 k | 660.00 k principal | 0.14 | Debt | Long | Switzerland |
Freddie Mac Pool | 672.76 k | 810.34 k principal | 0.14 | ABS-mortgage backed security | Long | USA |
Freddie Mac Pool | 670.50 k | 703.39 k principal | 0.14 | ABS-mortgage backed security | Long | USA |
Wells Fargo & Co | 651.69 k | 680.00 k principal | 0.13 | Debt | Long | USA |
OXY Occidental Petroleum Corp. | 649.64 k | 600.00 k principal | 0.13 | Debt | Long | USA |
Cameron LNG LLC | 647.12 k | 760.00 k principal | 0.13 | Debt | Long | USA |
Anheuser-Busch InBev Worldwide Inc | 646.94 k | 680.00 k principal | 0.13 | Debt | Long | USA |
BA Boeing Co. | 642.04 k | 620.00 k principal | 0.13 | Debt | Long | USA |
Colombia Government International Bond | 638.03 k | 760.00 k principal | 0.13 | Debt | Long | Colombia |
BA Boeing Co. | 631.17 k | 620.00 k principal | 0.13 | Debt | Long | USA |
Ginnie Mae II Pool | 630.31 k | 694.32 k principal | 0.13 | ABS-mortgage backed security | Long | USA |
Cayuga Park CLO Ltd | 619.57 k | 620.00 k principal | 0.13 | ABS-collateralized bond/debt obligation | Long | Cayman Islands |
JPMorgan Chase & Co | 617.44 k | 740.00 k principal | 0.13 | Debt | Long | USA |
Morgan Stanley Capital I Trust 2019-BPR | 616.60 k | 629.05 k principal | 0.13 | ABS-mortgage backed security | Long | USA |
BNP Paribas SA | 616.35 k | 590.00 k principal | 0.13 | Debt | Long | France |
Freddie Mac STACR REMIC Trust 2022-DNA2 | 615.92 k | 615.65 k principal | 0.13 | ABS-mortgage backed security | Long | USA |
Long: BWS075341 IRS USD R V 00MSOFR 1 CCPOIS / Short: BWS075341 IRS USD P F 2.60000 2 CCPOIS | 615.59 k | 4.60 mm other units | 0.13 | Interest rate derivative | N/A | USA |
Freddie Mac Pool | 610.75 k | 731.10 k principal | 0.13 | ABS-mortgage backed security | Long | USA |
Freddie Mac Pool | 609.53 k | 712.17 k principal | 0.13 | ABS-mortgage backed security | Long | USA |
Fannie Mae Pool | 609.48 k | 711.24 k principal | 0.13 | ABS-mortgage backed security | Long | USA |
C Citigroup Inc | 607.02 k | 620.00 k principal | 0.12 | Debt | Long | USA |
HSBC HSBC Holdings plc | 606.89 k | 630.00 k principal | 0.12 | Debt | Long | UK |
Cigna Holding Co | 595.17 k | 600.00 k principal | 0.12 | Debt | Long | USA |
Madison Park Funding XXXVII Ltd | 589.71 k | 590.00 k principal | 0.12 | ABS-collateralized bond/debt obligation | Long | Cayman Islands |
Fannie Mae Pool | 588.75 k | 576.76 k principal | 0.12 | ABS-mortgage backed security | Long | USA |