Fund profile
Tickers
DCFFX, DCFZX
Fund manager
Total assets
$2.20 bn
Liabilities
$163.84 mm
Net assets
$2.04 bn
Number of holdings
1.97 k
Top 200 of 1971 Holdings
Security | $Holding | Balance | % of Fund | Category | Position | Country |
---|---|---|---|---|---|---|
FUTURE CONTRACT ON US 2YR NOTE (CBT) MAR24 0.00000000 | 85.06 mm | 416.00 contracts | 4.17 | Interest rate derivative | N/A | USA |
FUTURE CONTRACT ON US 10YR NOTE (CBT)MAR24 0.00000000 | 58.85 mm | 536.00 contracts | 2.89 | Interest rate derivative | N/A | USA |
UNITED STATES TREASURY BOND 4.12500000 | 50.81 mm | 54.34 mm shares | 2.49 | Debt | Long | USA |
UNITED STATES TREASURY BOND 4.75000000 | 42.62 mm | 41.00 mm shares | 2.09 | Debt | Long | USA |
iSHARES INC | 37.92 mm | 414.11 k shares | 1.86 | Common equity | Long | USA |
UNITED STATES TREASURY NOTE 3.50000000 | 24.62 mm | 26.34 mm shares | 1.21 | Debt | Long | USA |
FNMA 30YR TBA 6% DEC 23 TO BE ANNOUNCED 6.00000000 | 24.09 mm | 24.03 mm shares | 1.18 | ABS-mortgage backed security | Long | USA |
UNITED STATES TREASURY BOND 2.37500000 | 22.64 mm | 34.46 mm shares | 1.11 | Debt | Long | USA |
FNMA 30YR TBA 4.5% DEC 23 TO BE ANNOUNCED 4.50000000 | 20.44 mm | 21.83 mm shares | 1.00 | ABS-mortgage backed security | Long | USA |
FREDDIE MAC REMICS SER 4726 CL Z 3.50000000 | 19.42 mm | 22.26 mm shares | 0.95 | ABS-collateralized bond/debt obligation | Long | USA |
UNITED STATES TREASURY BOND 3.87500000 | 19.14 mm | 21.46 mm shares | 0.94 | Debt | Long | USA |
UNITED STATES TREASURY BOND 4.75000000 | 16.12 mm | 16.00 mm shares | 0.79 | Debt | Long | USA |
FREDDIE MAC POOL UMBS P#WA1627 4.35000000 | 12.33 mm | 13.20 mm shares | 0.61 | ABS-mortgage backed security | Long | USA |
FNCL 30YR TBA 5.5% DEC 23 TO BE ANNOUNCED 5.50000000 | 12.13 mm | 12.31 mm shares | 0.60 | ABS-mortgage backed security | Long | USA |
UNITED STATES TREASURY NOTE 0.25000000 | 11.55 mm | 12.50 mm shares | 0.57 | Debt | Long | USA |
FREDDIE MAC GOLD POOL P#Q44630 3.50000000 | 11.44 mm | 12.71 mm shares | 0.56 | ABS-mortgage backed security | Long | USA |
UNITED STATES TREASURY BOND 3.37500000 | 10.60 mm | 12.91 mm shares | 0.52 | Debt | Long | USA |
FANNIE MAE POOL UMBS P#MA4761 5.00000000 | 10.40 mm | 10.79 mm shares | 0.51 | ABS-mortgage backed security | Long | USA |
UNITED STATES TREASURY NOTE 4.62500000 | 9.60 mm | 9.60 mm shares | 0.47 | Debt | Long | USA |
FREDDIE MAC POOL UMBS P#SD3118 4.00000000 | 9.18 mm | 9.91 mm shares | 0.45 | ABS-mortgage backed security | Long | USA |
UMBS TBA 30YR 2% DEC 23 TO BE ANNOUNCED 2.00000000 | 9.17 mm | 11.81 mm shares | 0.45 | ABS-mortgage backed security | Long | USA |
FANNIE MAE POOL UMBS P#FS1472 3.50000000 | 8.83 mm | 9.90 mm shares | 0.43 | ABS-mortgage backed security | Long | USA |
FANNIE MAE POOL UMBS P#MA4399 2.50000000 | 8.80 mm | 10.84 mm shares | 0.43 | ABS-mortgage backed security | Long | USA |
UNITED STATES TREASURY NOTE 3.62500000 | 8.58 mm | 8.96 mm shares | 0.42 | Debt | Long | USA |
FANNIE MAE POOL UMBS P#MA4978 5.00000000 | 8.54 mm | 8.87 mm shares | 0.42 | ABS-mortgage backed security | Long | USA |
FANNIE MAE REMICS SER 2021-4 CL GD 1.00000000 | 8.14 mm | 11.17 mm shares | 0.40 | ABS-collateralized bond/debt obligation | Long | USA |
iSHARES INC | 8.09 mm | 84.10 k shares | 0.40 | Common equity | Long | USA |
FANNIE MAE POOL UMBS P#FM4865 2.50000000 | 8.07 mm | 9.90 mm shares | 0.40 | ABS-mortgage backed security | Long | USA |
UNITED STATES TREASURY BOND 3.62500000 | 8.01 mm | 9.39 mm shares | 0.39 | Debt | Long | USA |
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION SER 2022-174 CL AZ 3.50000000 | 7.95 mm | 10.23 mm shares | 0.39 | ABS-collateralized bond/debt obligation | Long | USA |
FREDDIE MAC REMICS SER 4655 CL CZ 3.00000000 | 7.84 mm | 9.44 mm shares | 0.38 | ABS-collateralized bond/debt obligation | Long | USA |
UNITED STATES TREASURY BOND 3.37500000 | 7.62 mm | 9.17 mm shares | 0.37 | Debt | Long | USA |
FREDDIE MAC POOL UMBS P#WN1257 4.84000000 | 7.46 mm | 7.60 mm shares | 0.37 | ABS-mortgage backed security | Long | USA |
FREDDIE MAC POOL UMBS P#WN2407 4.38000000 | 7.45 mm | 7.70 mm shares | 0.37 | ABS-mortgage backed security | Long | USA |
UNITED STATES TREASURY NOTE 2.75000000 | 7.35 mm | 7.58 mm shares | 0.36 | Debt | Long | USA |
FNMA 30YR TBA 7.0% DEC 23 TO BE ANNOUNCED 7.00000000 | 7.29 mm | 7.10 mm shares | 0.36 | ABS-mortgage backed security | Long | USA |
VZ Verizon Communications Inc | 7.20 mm | 9.14 mm shares | 0.35 | Debt | Long | USA |
UNITED STATES TREASURY BOND 1.87500000 | 7.14 mm | 12.33 mm shares | 0.35 | Debt | Long | USA |
FANNIE MAE POOL UMBS P#BS5916 3.72000000 | 7.10 mm | 7.91 mm shares | 0.35 | ABS-mortgage backed security | Long | USA |
BANK 2023-BNK46 SER 2023-BNK46 CL A4 REGD 5.74500000 | 7.07 mm | 7.01 mm shares | 0.35 | ABS-collateralized bond/debt obligation | Long | USA |
FREDDIE MAC POOL UMBS P#SD8324 5.50000000 | 7.00 mm | 7.11 mm shares | 0.34 | ABS-mortgage backed security | Long | USA |
FREDDIE MAC POOL UMBS P#SD1460 3.00000000 | 6.77 mm | 7.92 mm shares | 0.33 | ABS-mortgage backed security | Long | USA |
FANNIE MAE REMICS SER 2017-24 CL LG 3.00000000 | 6.77 mm | 7.73 mm shares | 0.33 | ABS-collateralized bond/debt obligation | Long | USA |
ARBOR MULTIFAMILY MORTGAGE SECURITIES TRUST 2020-MF1 SER 2020-MF1 CL A5 REGD 144A P/P 2.75630000 | 6.76 mm | 7.97 mm shares | 0.33 | ABS-collateralized bond/debt obligation | Long | USA |
FREDDIE MAC REMICS SER 4957 CL PB 2.50000000 | 6.61 mm | 8.40 mm shares | 0.32 | ABS-collateralized bond/debt obligation | Long | USA |
FREDDIE MAC POOL UMBS P#SD7551 3.00000000 | 6.59 mm | 7.69 mm shares | 0.32 | ABS-mortgage backed security | Long | USA |
MORGAN STANLEY REGD V/R MTN SER GMTN 3.77200000 | 6.53 mm | 7.00 mm shares | 0.32 | Debt | Long | USA |
FANNIE MAE POOL UMBS P#FM9993 3.50000000 | 6.49 mm | 7.29 mm shares | 0.32 | ABS-mortgage backed security | Long | USA |
CITIGROUP COMMERCIAL MORTGAGE TRUST 2019-GC43 SER 2019-GC43 CL A4 REGD 3.03800000 | 6.48 mm | 7.64 mm shares | 0.32 | ABS-collateralized bond/debt obligation | Long | USA |
UNITED STATES TREASURY BOND 3.25000000 | 6.44 mm | 7.87 mm shares | 0.32 | Debt | Long | USA |
FORD CREDIT AUTO OWNER TRUST 2020-REV1 SER 2020-1 CL C REGD 144A P/P 2.54000000 | 6.44 mm | 6.75 mm shares | 0.32 | ABS-collateralized bond/debt obligation | Long | USA |
UNITED STATES TREASURY BOND 3.00000000 | 6.41 mm | 8.50 mm shares | 0.31 | Debt | Long | USA |
FANNIE MAE POOL UMBS P#MA4325 2.00000000 | 6.36 mm | 8.15 mm shares | 0.31 | ABS-mortgage backed security | Long | USA |
FANNIE MAE-ACES SER 2022-M5 CL A1 V/R 2.43700000 | 6.29 mm | 7.11 mm shares | 0.31 | ABS-collateralized bond/debt obligation | Long | USA |
FANNIE MAE POOL UMBS P#MA4869 5.50000000 | 6.23 mm | 6.31 mm shares | 0.31 | ABS-mortgage backed security | Long | USA |
LUV Southwest Airlines Co | 6.18 mm | 6.25 mm shares | 0.30 | Debt | Long | USA |
DEEPHAVEN RESIDENTIAL MORTGAGE TRUST 2 SER 2022-2 CL A1 V/R REGD 144A P/P 4.30000000 | 6.10 mm | 6.58 mm shares | 0.30 | ABS-collateralized bond/debt obligation | Long | USA |
FANNIE MAE POOL UMBS P#MA4919 5.50000000 | 6.05 mm | 6.14 mm shares | 0.30 | ABS-mortgage backed security | Long | USA |
UNITED STATES TREASURY BOND 3.12500000 | 6.02 mm | 7.80 mm shares | 0.30 | Debt | Long | USA |
FANNIE MAE POOL UMBS P#MA4548 2.50000000 | 5.98 mm | 7.37 mm shares | 0.29 | ABS-mortgage backed security | Long | USA |
FREDDIE MAC POOL UMBS P#SD8246 5.00000000 | 5.90 mm | 6.12 mm shares | 0.29 | ABS-mortgage backed security | Long | USA |
UNITED STATES TREASURY BOND 4.62500000 | 5.89 mm | 5.92 mm shares | 0.29 | Debt | Long | USA |
FREDDIE MAC POOL UMBS P#SD1181 3.00000000 | 5.86 mm | 6.92 mm shares | 0.29 | ABS-mortgage backed security | Long | USA |
SOUTHERN CALIF GAS CO REGD 5.75000000 | 5.85 mm | 5.96 mm shares | 0.29 | Debt | Long | USA |
ENTERPRISE PRODUCTS OPER REGD 4.15000000 | 5.79 mm | 6.00 mm shares | 0.28 | Debt | Long | USA |
FANNIE MAE POOL UMBS P#MA4549 3.00000000 | 5.78 mm | 6.83 mm shares | 0.28 | ABS-mortgage backed security | Long | USA |
BANK 2020-BNK30 SER 2020-BN30 CL A4 V/R REGD 1.92500000 | 5.78 mm | 7.54 mm shares | 0.28 | ABS-collateralized bond/debt obligation | Long | USA |
UNITED STATES TREASURY BOND 3.62500000 | 5.75 mm | 6.72 mm shares | 0.28 | Debt | Long | USA |
WELLS FARGO & COMPANY REGD V/R 5.38900000 | 5.73 mm | 5.96 mm shares | 0.28 | Debt | Long | USA |
UNITED STATES TREASURY NOTE 2.75000000 | 5.68 mm | 6.43 mm shares | 0.28 | Debt | Long | USA |
FANNIE MAE POOL UMBS P#AT7623 3.00000000 | 5.67 mm | 6.44 mm shares | 0.28 | ABS-mortgage backed security | Long | USA |
FORD CREDIT AUTO LEASE TRUST 2023-B SER 2023-B CL B REGD 6.20000000 | 5.67 mm | 5.64 mm shares | 0.28 | ABS-collateralized bond/debt obligation | Long | USA |
AVIS BUDGET RENTAL CAR FUNDING AESOP LLC SER 2020-1A CL A REGD 144A P/P 2.33000000 | 5.61 mm | 5.92 mm shares | 0.28 | ABS-collateralized bond/debt obligation | Long | USA |
BANK OF AMERICA CORP REGD V/R MTN 1.92200000 | 5.61 mm | 7.18 mm shares | 0.28 | Debt | Long | USA |
UNITED STATES TREASURY NOTE 2.75000000 | 5.59 mm | 5.90 mm shares | 0.27 | Debt | Long | USA |
FREDDIE MAC POOL UMBS P#SD1529 4.00000000 | 5.53 mm | 5.97 mm shares | 0.27 | ABS-mortgage backed security | Long | USA |
SYNCHRONY CARD FUNDING LLC SER 2023-A2 CL A REGD 5.74000000 | 5.49 mm | 5.43 mm shares | 0.27 | ABS-collateralized bond/debt obligation | Long | USA |
CREDIT SUISSE MORTGAGE CAPITAL CER SER 2019-ICE4 CL E V/R REGD 144A P/P 7.52001000 | 5.43 mm | 5.49 mm shares | 0.27 | ABS-collateralized bond/debt obligation | Long | USA |
FANNIE MAE POOL UMBS P#CB4573 5.00000000 | 5.41 mm | 5.61 mm shares | 0.27 | ABS-mortgage backed security | Long | USA |
UNITED STATES TREASURY BOND 3.00000000 | 5.41 mm | 7.17 mm shares | 0.27 | Debt | Long | USA |
UNITED STATES TREASURY NOTE 4.00000000 | 5.39 mm | 5.46 mm shares | 0.26 | Debt | Long | USA |
FREDDIE MAC POOL UMBS P#SD1098 2.50000000 | 5.38 mm | 6.61 mm shares | 0.26 | ABS-mortgage backed security | Long | USA |
TENNESSEE GAS PIPELINE REGD 144A P/P 2.90000000 | 5.36 mm | 6.28 mm shares | 0.26 | Debt | Long | USA |
VENTAS REALTY LP REGD 3.85000000 | 5.32 mm | 5.65 mm shares | 0.26 | Debt | Long | USA |
FREDDIE MAC POOL UMBS P#SD8134 2.00000000 | 5.30 mm | 6.78 mm shares | 0.26 | ABS-mortgage backed security | Long | USA |
FANNIE MAE POOL UMBS P#MA4100 2.00000000 | 5.29 mm | 6.79 mm shares | 0.26 | ABS-mortgage backed security | Long | USA |
FIVE CORNERS FND TR II REGD 144A P/P 2.85000000 | 5.24 mm | 6.13 mm shares | 0.26 | Debt | Long | USA |
FREDDIE MAC POOL UMBS P#RA7673 4.50000000 | 5.19 mm | 5.54 mm shares | 0.25 | ABS-mortgage backed security | Long | USA |
SEASONED CREDIT RISK TRANSFER TRUST SERIES 2020-3 SER 2020-3 CL M5TW 3.00000000 | 5.16 mm | 5.92 mm shares | 0.25 | ABS-collateralized bond/debt obligation | Long | USA |
FANNIE MAE POOL UMBS P#MA4493 2.50000000 | 5.07 mm | 6.25 mm shares | 0.25 | ABS-mortgage backed security | Long | USA |
FANNIE MAE POOL UMBS P#MA4438 2.50000000 | 5.03 mm | 6.20 mm shares | 0.25 | ABS-mortgage backed security | Long | USA |
CIM TRUST 2023-R2 SER 2023-R2 CL A1 V/R REGD 144A P/P 5.50000000 | 5.00 mm | 5.08 mm shares | 0.25 | ABS-collateralized bond/debt obligation | Long | USA |
UNITED STATES TREASURY BOND 3.62500000 | 4.95 mm | 5.80 mm shares | 0.24 | Debt | Long | USA |
FANNIE MAE POOL UMBS P#BM3415 2.50000000 | 4.93 mm | 5.94 mm shares | 0.24 | ABS-mortgage backed security | Long | USA |
FREDDIE MAC STACR REMIC TRUST 2021-HQA2 SER 2021-HQA2 CL M2 V/R REGD 144A P/P 7.37809000 | 4.93 mm | 5.00 mm shares | 0.24 | ABS-collateralized bond/debt obligation | Long | USA |
FANNIE MAE-ACES SER 2022-M4 CL A1X V/R 2.54700000 | 4.92 mm | 5.49 mm shares | 0.24 | ABS-collateralized bond/debt obligation | Long | USA |
FREDDIE MAC POOL UMBS P#SD8183 2.50000000 | 4.91 mm | 6.05 mm shares | 0.24 | ABS-mortgage backed security | Long | USA |
WRKCO INC REGD 3.90000000 | 4.90 mm | 5.25 mm shares | 0.24 | Debt | Long | USA |
SMRT 2022-MINI SER 2022-MINI CL D V/R REGD 144A P/P 7.27300000 | 4.87 mm | 5.15 mm shares | 0.24 | ABS-collateralized bond/debt obligation | Long | USA |
BCS Barclays plc | 4.85 mm | 5.00 mm shares | 0.24 | Debt | Long | UK |
FANNIE MAE POOL UMBS P#MA4466 2.50000000 | 4.75 mm | 5.85 mm shares | 0.23 | ABS-mortgage backed security | Long | USA |
SEASONED CREDIT RISK TRANSFER TRUST SERIES 2020-2 SER 2020-2 CL MT 2.00000000 | 4.72 mm | 6.10 mm shares | 0.23 | ABS-collateralized bond/debt obligation | Long | USA |
WELL Welltower Inc. | 4.64 mm | 5.73 mm shares | 0.23 | Debt | Long | USA |
BANK 2021-BNK35 SER 2021-BN35 CL A5 V/R REGD 2.28500000 | 4.61 mm | 5.82 mm shares | 0.23 | ABS-collateralized bond/debt obligation | Long | USA |
VOLKSWAGEN GROUP AMERICA REGD 144A P/P 1.25000000 | 4.59 mm | 5.00 mm shares | 0.23 | Debt | Long | USA |
BRAVO RESIDENTIAL FUNDING TRUST 2023-NQM5 SER 2023-NQM5 CL A1 V/R REGD 144A P/P 6.50500000 | 4.54 mm | 4.55 mm shares | 0.22 | ABS-collateralized bond/debt obligation | Long | USA |
UDR INC REGD MTN 3.20000000 | 4.53 mm | 5.16 mm shares | 0.22 | Debt | Long | USA |
GNMA II 30YR TBA 5.5% DEC 22 TO BE ANNOUNCED 5.50000000 | 4.49 mm | 4.53 mm shares | 0.22 | ABS-mortgage backed security | Long | USA |
Credit Suisse Group AG | 4.49 mm | 5.00 mm shares | 0.22 | Debt | Long | Switzerland |
UNITED STATES TREASURY NOTE 4.50000000 | 4.46 mm | 4.50 mm shares | 0.22 | Debt | Long | USA |
FANNIE MAE POOL UMBS P#FM7203 2.00000000 | 4.46 mm | 5.70 mm shares | 0.22 | ABS-mortgage backed security | Long | USA |
FANNIE MAE POOL UMBS P#FS5180 5.00000000 | 4.46 mm | 4.62 mm shares | 0.22 | ABS-mortgage backed security | Long | USA |
US BANCORP REGD V/R 2.49100000 | 4.43 mm | 6.01 mm shares | 0.22 | Debt | Long | USA |
UNITED STATES TREASURY NOTE 3.75000000 | 4.42 mm | 4.50 mm shares | 0.22 | Debt | Long | USA |
SEASONED CREDIT RISK TRANSFER TRUST SERIES 2019-4 SER 2019-4 CL MV 3.00000000 | 4.41 mm | 5.39 mm shares | 0.22 | ABS-collateralized bond/debt obligation | Long | USA |
CAMB COMMERCIAL MORTGAGE TRUST 2021-CX2 SER 2021-CX2 CL C V/R REGD 144A P/P 2.86357300 | 4.39 mm | 5.90 mm shares | 0.22 | ABS-collateralized bond/debt obligation | Long | USA |
UNITED STATES TREASURY NOTE 4.00000000 | 4.39 mm | 4.45 mm shares | 0.22 | Debt | Long | USA |
OXY Occidental Petroleum Corp. | 4.38 mm | 4.18 mm shares | 0.21 | Debt | Long | USA |
UNITED STATES TREASURY NOTE 3.87500000 | 4.33 mm | 4.40 mm shares | 0.21 | Debt | Long | USA |
JPMORGAN CHASE & CO REGD V/R 2.54500000 | 4.30 mm | 5.35 mm shares | 0.21 | Debt | Long | USA |
SOUTHERN CAL EDISON REGD SER B 4.87500000 | 4.27 mm | 5.00 mm shares | 0.21 | Debt | Long | USA |
FANNIE MAE POOL UMBS P#CA7228 2.50000000 | 4.24 mm | 5.14 mm shares | 0.21 | ABS-mortgage backed security | Long | USA |
FREDDIE MAC POOL UMBS P#QU7398 3.00000000 | 4.21 mm | 5.08 mm shares | 0.21 | ABS-mortgage backed security | Long | USA |
FANNIE MAE POOL UMBS P#BX8494 5.00000000 | 4.21 mm | 4.37 mm shares | 0.21 | ABS-mortgage backed security | Long | USA |
AAP Advance Auto Parts Inc | 4.17 mm | 5.00 mm shares | 0.20 | Debt | Long | USA |
UNITED STATES TREASURY INFLATION INDEXED BONDS 0.25000000 | 4.15 mm | 4.60 mm shares | 0.20 | Debt | Long | USA |
UNITED STATES TREASURY NOTE 4.50000000 | 4.15 mm | 4.15 mm shares | 0.20 | Debt | Long | USA |
UNITED STATES TREASURY BOND 3.37500000 | 4.13 mm | 5.11 mm shares | 0.20 | Debt | Long | USA |
KEY BANK NA REGD MTN 5.00000000 | 4.08 mm | 4.66 mm shares | 0.20 | Debt | Long | USA |
T AT&T, Inc. | 4.05 mm | 5.21 mm shares | 0.20 | Debt | Long | USA |
GINNIE MAE II POOL P#MA7883 3.50000000 | 4.03 mm | 4.51 mm shares | 0.20 | ABS-mortgage backed security | Long | USA |
HARBORVIEW MORTGAGE LOAN TRUST 2006-14 SER 2006-14 CL 2A1A V/R REGD 5.74555000 | 3.98 mm | 4.57 mm shares | 0.20 | ABS-collateralized bond/debt obligation | Long | USA |
PNC PNC Financial Services Group Inc | 3.96 mm | 4.45 mm shares | 0.19 | Debt | Long | USA |
CHARTER COMM OPT LLC/CAP REGD SER WI 6.38400000 | 3.89 mm | 3.97 mm shares | 0.19 | Debt | Long | USA |
FANNIE MAE POOL UMBS P#BL3779 2.76000000 | 3.84 mm | 4.44 mm shares | 0.19 | ABS-mortgage backed security | Long | USA |
FANNIE MAE POOL UMBS P#MA4655 4.00000000 | 3.78 mm | 4.16 mm shares | 0.19 | ABS-mortgage backed security | Long | USA |
G2SF FEB08 TBA 4.5% DEC 23 TO BE ANNOUNCED 4.50000000 | 3.76 mm | 3.98 mm shares | 0.18 | ABS-mortgage backed security | Long | USA |
FANNIE MAE POOL UMBS P#BQ0194 2.00000000 | 3.73 mm | 4.69 mm shares | 0.18 | ABS-mortgage backed security | Long | USA |
MERRILL LYNCH MORTGAGE INVESTORS TRUST SERIE SER 2006-HE6 CL A1 V/R REGD 5.73737000 | 3.70 mm | 7.84 mm shares | 0.18 | ABS-collateralized bond/debt obligation | Long | USA |
DUK Duke Energy Corp. | 3.69 mm | 4.00 mm shares | 0.18 | Debt | Long | USA |
FANNIE MAE POOL UMBS P#MA4656 4.50000000 | 3.68 mm | 3.93 mm shares | 0.18 | ABS-mortgage backed security | Long | USA |
MT ArcelorMittal - New York Shares - Level III | 3.68 mm | 3.57 mm shares | 0.18 | Debt | Long | Luxembourg |
AMSR 2020-SFR4 TRUST SER 2020-SFR4 CL E2 REGD 144A P/P 2.45600000 | 3.67 mm | 4.00 mm shares | 0.18 | ABS-collateralized bond/debt obligation | Long | USA |
KRAFT HEINZ FOODS CO REGD SER WI 4.62500000 | 3.64 mm | 4.17 mm shares | 0.18 | Debt | Long | USA |
MFA 2023-NQM3 TRUST SER 2023-NQM3 CL A1 V/R REGD 144A P/P 6.61700000 | 3.61 mm | 3.61 mm shares | 0.18 | ABS-collateralized bond/debt obligation | Long | USA |
FANNIE MAE POOL UMBS P#FS4619 4.50000000 | 3.60 mm | 3.78 mm shares | 0.18 | ABS-mortgage backed security | Long | USA |
FANNIE MAE POOL UMBS P#BF0352 3.00000000 | 3.55 mm | 4.15 mm shares | 0.17 | ABS-mortgage backed security | Long | USA |
LOW Lowe`s Cos., Inc. | 3.54 mm | 4.52 mm shares | 0.17 | Debt | Long | USA |
ALTERNATIVE LOAN TRUST 2005-7CB SER 2005-7CB CL 2A5 V/R REGD 5.50000000 | 3.53 mm | 4.82 mm shares | 0.17 | ABS-collateralized bond/debt obligation | Long | USA |
JP MORGAN MORTGAGE ACQUISITION CORP 2005-WMC1 SER 2005-WMC1 CL M4 V/R REGD 6.35737000 | 3.52 mm | 4.02 mm shares | 0.17 | ABS-collateralized bond/debt obligation | Long | USA |
FANNIE MAE POOL UMBS P#MA3834 3.00000000 | 3.51 mm | 4.10 mm shares | 0.17 | ABS-mortgage backed security | Long | USA |
VERUS SECURITIZATION TRUST 2023-INV1 SER 2023-INV1 CL A1 V/R REGD 144A P/P 5.99900000 | 3.48 mm | 3.52 mm shares | 0.17 | ABS-collateralized bond/debt obligation | Long | USA |
FREDDIE MAC GOLD POOL P#G60910 3.00000000 | 3.48 mm | 3.93 mm shares | 0.17 | ABS-mortgage backed security | Long | USA |
OBX 2023-NQM3 TRUST SER 2023-NQM3 CL A1 V/R REGD 144A P/P 5.94871000 | 3.47 mm | 3.50 mm shares | 0.17 | ABS-collateralized bond/debt obligation | Long | USA |
T AT&T, Inc. | 3.44 mm | 4.34 mm shares | 0.17 | Debt | Long | USA |
UNITED STATES TREASURY NOTE 3.75000000 | 3.42 mm | 3.55 mm shares | 0.17 | Debt | Long | USA |
UNITED STATES TREASURY BOND 3.62500000 | 3.41 mm | 3.98 mm shares | 0.17 | Debt | Long | USA |
DBGS 2018-BIOD MORTGAGE TRUST SER 2018-BIOD CL E V/R REGD 144A P/P 7.31901000 | 3.41 mm | 3.55 mm shares | 0.17 | ABS-collateralized bond/debt obligation | Long | USA |
GINNIE MAE II POOL P#785713 2.50000000 | 3.39 mm | 4.08 mm shares | 0.17 | ABS-mortgage backed security | Long | USA |
VERUS SECURITIZATION TRUST 2023-4 SER 2023-4 CL A1 V/R REGD 144A P/P 5.81100000 | 3.39 mm | 3.43 mm shares | 0.17 | ABS-collateralized bond/debt obligation | Long | USA |
UNITED STATES TREASURY NOTE 3.75000000 | 3.38 mm | 3.50 mm shares | 0.17 | Debt | Long | USA |
FMC GMSR ISSUER TRUST SER 2021-GT1 CL A V/R REGD 144A P/P 3.62000000 | 3.37 mm | 4.00 mm shares | 0.17 | ABS-collateralized bond/debt obligation | Long | USA |
STWD TRUST 2021-FLWR SER 2021-FLWR CL D V/R REGD 144A P/P 6.81252000 | 3.36 mm | 3.48 mm shares | 0.16 | ABS-collateralized bond/debt obligation | Long | USA |
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION SER 2021-77 CL EA 1.00000000 | 3.35 mm | 4.49 mm shares | 0.16 | ABS-collateralized bond/debt obligation | Long | USA |
FORD CREDIT AUTO OWNER TRUST 2020-REV2 SER 2020-2 CL C REGD 144A P/P 1.74000000 | 3.35 mm | 3.65 mm shares | 0.16 | ABS-collateralized bond/debt obligation | Long | USA |
HORIZON AIRCRAFT FINANCE III LTD SER 2019-2 CL A REGD 144A P/P 3.42500000 | 3.34 mm | 4.31 mm shares | 0.16 | ABS-collateralized bond/debt obligation | Long | Cayman Islands |
FORD CREDIT AUTO OWNER TRUST 2023-B SER 2023-B CL B REGD 5.56000000 | 3.33 mm | 3.35 mm shares | 0.16 | ABS-collateralized bond/debt obligation | Long | USA |
STAR 2021-SFR1 TRUST SER 2021-SFR1 CL G V/R REGD 144A P/P 8.63748000 | 3.30 mm | 3.50 mm shares | 0.16 | ABS-collateralized bond/debt obligation | Long | USA |
VERIZON MASTER TRUST SER 2023-2 CL C REGD 5.38000000 | 3.29 mm | 3.32 mm shares | 0.16 | ABS-collateralized bond/debt obligation | Long | USA |
BANK OF AMERICA CORP REGD V/R 2.68700000 | 3.27 mm | 4.03 mm shares | 0.16 | Debt | Long | USA |
SG RESIDENTIAL MORTGAGE TRUST 2021-2 SER 2021-2 CL B1 V/R REGD 144A P/P 4.03800000 | 3.27 mm | 5.24 mm shares | 0.16 | ABS-collateralized bond/debt obligation | Long | USA |
NEW CENTURY HOME EQUITY LOAN TRUST SERIES 2005-B SER 2005-B CL M2 V/R REGD 6.19237000 | 3.25 mm | 4.00 mm shares | 0.16 | ABS-collateralized bond/debt obligation | Long | USA |
COMM 2020-SBX MORTGAGE TRUST SER 2020-SBX CL C V/R REGD 144A P/P 2.05600000 | 3.21 mm | 3.75 mm shares | 0.16 | ABS-collateralized bond/debt obligation | Long | USA |
UNITED STATES TREASURY NOTE 3.62500000 | 3.21 mm | 3.30 mm shares | 0.16 | Debt | Long | USA |
ALTERNATIVE LOAN TRUST 2006-OA2 SER 2006-OA2 CL A1 V/R REGD 5.86555000 | 3.19 mm | 3.88 mm shares | 0.16 | ABS-collateralized bond/debt obligation | Long | USA |
PROGRESS RESIDENTIAL 2021-SFR11 TRUST SER 2021-SFR11 CL B REGD 144A P/P 2.73200000 | 3.15 mm | 3.72 mm shares | 0.15 | ABS-collateralized bond/debt obligation | Long | USA |
BX COMMERCIAL MORTGAGE TRUST 2019-XL SER 2019-XL CL F V/R REGD 144A P/P 7.43739000 | 3.10 mm | 3.15 mm shares | 0.15 | ABS-collateralized bond/debt obligation | Long | USA |
FREDDIE MAC MULTIFAMILY STRUCTURED PASS THROUGH CERTIFI SER K119 CL X1 V/R 0.92905800 | 3.08 mm | 63.46 mm shares | 0.15 | ABS-collateralized bond/debt obligation | Long | USA |
CITIGROUP INC REGD V/R 2.97600000 | 3.08 mm | 3.56 mm shares | 0.15 | Debt | Long | USA |
FANNIE MAE POOL UMBS P#AR9215 3.00000000 | 3.07 mm | 3.48 mm shares | 0.15 | ABS-mortgage backed security | Long | USA |
Energy Transfer LP | 3.05 mm | 3.35 mm shares | 0.15 | Debt | Long | USA |
LIFE 2021-BMR MORTGAGE TRUST SER 2021-BMR CL D V/R REGD 144A P/P 6.83748000 | 3.04 mm | 3.18 mm shares | 0.15 | ABS-collateralized bond/debt obligation | Long | USA |
TRUIST FINANCIAL CORP REGD V/R MTN 5.12200000 | 3.03 mm | 3.30 mm shares | 0.15 | Debt | Long | USA |
GNMA TBA 30 YR 4.0% DEC 23 TO BE ANNOUNCED 4.00000000 | 3.03 mm | 3.29 mm shares | 0.15 | ABS-mortgage backed security | Long | USA |
D Dominion Energy Inc | 3.00 mm | 3.38 mm shares | 0.15 | Debt | Long | USA |
MERRILL LYNCH MORTGAGE INVESTORS TRUST SERIES 20 SER 2006-AF1 CL AF1 REGD 5.75000000 | 3.00 mm | 6.14 mm shares | 0.15 | ABS-collateralized bond/debt obligation | Long | USA |
BP CAP MARKETS AMERICA REGD 4.81200000 | 2.99 mm | 3.08 mm shares | 0.15 | Debt | Long | USA |
ALTERNATIVE LOAN TRUST 2007-9T1 SER 2007-9T1 CL 2A2 REGD 6.00000000 | 2.93 mm | 6.44 mm shares | 0.14 | ABS-collateralized bond/debt obligation | Long | USA |
PRPM 2021-7 LLC SER 2021-7 CL A1 V/R REGD 144A P/P 1.86700000 | 2.92 mm | 3.08 mm shares | 0.14 | ABS-collateralized bond/debt obligation | Long | USA |
PFS FINANCING CORP SER 2023-C CL A REGD 144A P/P 5.52000000 | 2.91 mm | 2.92 mm shares | 0.14 | ABS-collateralized bond/debt obligation | Long | USA |
DSLA MORTGAGE LOAN TRUST 2005-AR4 SER 2005-AR4 CL 1A V/R REGD 5.96555000 | 2.90 mm | 4.21 mm shares | 0.14 | ABS-collateralized bond/debt obligation | Long | USA |
FMC GMSR ISSUER TRUST SER 2021-GT2 CL A V/R REGD 144A P/P 3.85000000 | 2.90 mm | 3.42 mm shares | 0.14 | ABS-collateralized bond/debt obligation | Long | USA |
GNMAII JUMBO TBA DEC 23 TO BE ANNOUNCED 2.00000000 | 2.89 mm | 3.58 mm shares | 0.14 | ABS-mortgage backed security | Long | USA |
UNITED STATES TREASURY INFLATION INDEXED BONDS 0.25000000 | 2.89 mm | 4.75 mm shares | 0.14 | Debt | Long | USA |
FREDDIE MAC POOL UMBS P#WA0506 3.03000000 | 2.84 mm | 3.73 mm shares | 0.14 | ABS-mortgage backed security | Long | USA |
TORONTO-DOMINION BANK REGD MTN 4.45600000 | 2.83 mm | 3.05 mm shares | 0.14 | Debt | Long | Canada |
AERCAP IRELAND CAP/GLOBA REGD 144A P/P 6.45000000 | 2.83 mm | 2.79 mm shares | 0.14 | Debt | Long | Ireland |
UNITED STATES TREASURY NOTE 3.87500000 | 2.81 mm | 2.85 mm shares | 0.14 | Debt | Long | USA |
UBS GROUP AG REGD V/R 144A P/P 2.74600000 | 2.81 mm | 3.60 mm shares | 0.14 | Debt | Long | Switzerland |
STRUCTURED ASSET INVESTMENT LOAN TRUST 2006-4 SER 2006-4 CL A5 V/R REGD 5.76737000 | 2.78 mm | 8.70 mm shares | 0.14 | ABS-collateralized bond/debt obligation | Long | USA |