Fund profile
Fund manager
Total assets
$2.63 bn
Liabilities
$1.19 bn
Net assets
$1.44 bn
Number of holdings
1.02 k
Top 200 of 1020 Holdings
Security | $Holding | Balance | % of Fund | Category | Position | Country |
---|---|---|---|---|---|---|
Federal National Mortgage Association, Inc. | 106.51 mm | 110.20 mm principal | 7.38 | ABS-mortgage backed security | Long | USA |
Federal National Mortgage Association, Inc. | 98.47 mm | 98.00 mm principal | 6.83 | ABS-mortgage backed security | Long | USA |
Federal National Mortgage Association, Inc. | 91.60 mm | 92.80 mm principal | 6.35 | ABS-mortgage backed security | Long | USA |
Federal National Mortgage Association, Inc. | 84.72 mm | 98.45 mm principal | 5.87 | ABS-mortgage backed security | Long | USA |
Federal National Mortgage Association, Inc. | 66.22 mm | 74.30 mm principal | 4.59 | ABS-mortgage backed security | Long | USA |
Federal National Mortgage Association, Inc. | 58.69 mm | 62.20 mm principal | 4.07 | ABS-mortgage backed security | Long | USA |
Federal Home Loan Mortgage Corporation | 56.09 mm | 56.77 mm principal | 3.89 | ABS-mortgage backed security | Long | USA |
Treasury, United States Department of | 35.77 mm | 37.00 mm principal | 2.48 | Debt | Long | USA |
Federal National Mortgage Association, Inc. | 32.28 mm | 39.00 mm principal | 2.24 | ABS-mortgage backed security | Long | USA |
Treasury, United States Department of | 31.47 mm | 25.02 mm principal | 2.18 | Debt | Long | USA |
Ellington Loan Acquisition Trust 2007-1 | 22.22 mm | 28.00 mm principal | 1.54 | ABS-collateralized bond/debt obligation | Long | USA |
South Africa, Parliament of | 19.34 mm | 355.90 mm principal | 1.34 | Debt | Long | South Africa |
Treasury, United States Department of | 18.85 mm | 16.33 mm principal | 1.31 | Debt | Long | USA |
Treasury, United States Department of | 17.15 mm | 19.80 mm principal | 1.19 | Debt | Long | USA |
LCCM 2021-FL3 Trust | 16.86 mm | 17.10 mm principal | 1.17 | ABS-collateralized bond/debt obligation | Long | USA |
Shamrock Residential 2022-1 DAC | 16.54 mm | 15.71 mm principal | 1.15 | ABS-mortgage backed security | Long | Ireland |
EXCHANGE CLEARED IRS | 15.14 mm | 69.00 mm principal | 1.05 | Interest rate derivative | N/A | USA |
Treasury, United States Department of | 14.99 mm | 16.10 mm principal | 1.04 | Debt | Long | USA |
Federal Home Loan Mortgage Corporation | 14.83 mm | 16.15 mm principal | 1.03 | ABS-mortgage backed security | Long | USA |
Treasury, United States Department of | 14.70 mm | 13.81 mm principal | 1.02 | Debt | Long | USA |
Federal National Mortgage Association, Inc. | 14.50 mm | 15.00 mm principal | 1.01 | ABS-mortgage backed security | Long | USA |
MFA 2023-NQM2 Trust | 14.42 mm | 15.55 mm principal | 1.00 | ABS-collateralized bond/debt obligation | Long | USA |
Treasury, United States Department of | 14.40 mm | 11.10 mm principal | 1.00 | Debt | Long | USA |
Envision Healthcare Corporation | 14.27 mm | 12.09 mm principal | 0.99 | Loan | Long | USA |
GE-WMC Mortgage Securities, L.L.C. | 13.28 mm | 17.35 mm principal | 0.92 | ABS-collateralized bond/debt obligation | Long | USA |
WaMu Asset-Backed Certificates WaMu Series 2007-HE2 Trust | 12.78 mm | 37.42 mm principal | 0.89 | ABS-collateralized bond/debt obligation | Long | USA |
CWABS Asset-Backed Certificates Trust 2006-20 | 12.32 mm | 14.53 mm principal | 0.85 | ABS-collateralized bond/debt obligation | Long | USA |
Eurosail-UK 2007-3BL PLC | 12.28 mm | 11.95 mm principal | 0.85 | ABS-mortgage backed security | Long | UK |
Extended Stay America Trust 2021-ESH | 12.22 mm | 12.26 mm principal | 0.85 | ABS-mortgage backed security | Long | USA |
Novastar Mortgage Funding Trust, Series 2007-1 | 12.14 mm | 38.06 mm principal | 0.84 | ABS-collateralized bond/debt obligation | Long | USA |
Shamrock Residential 2022-2 Designated Activity Company | 12.07 mm | 11.43 mm principal | 0.84 | ABS-mortgage backed security | Long | Ireland |
Wells Fargo Mortgage Backed Securities 2007-AR7 Trust | 11.99 mm | 13.86 mm principal | 0.83 | ABS-mortgage backed security | Long | USA |
Treasury, United States Department of | 11.73 mm | 9.85 mm principal | 0.81 | Debt | Long | USA |
Ellington Financial Mortgage Trust 2022-4 | 11.42 mm | 11.59 mm principal | 0.79 | ABS-mortgage backed security | Long | USA |
Federal National Mortgage Association, Inc. | 11.23 mm | 11.90 mm principal | 0.78 | ABS-mortgage backed security | Long | USA |
Federal National Mortgage Association, Inc. | 11.18 mm | 12.43 mm principal | 0.78 | ABS-mortgage backed security | Long | USA |
Towd Point Mortgage Trust 2022-4 | 11.12 mm | 12.29 mm principal | 0.77 | ABS-mortgage backed security | Long | USA |
Government National Mortgage Association | 11.04 mm | 12.60 mm principal | 0.77 | ABS-mortgage backed security | Long | USA |
Kinbane 2022-RPL 1 Designated Activity Company | 11.04 mm | 10.51 mm principal | 0.77 | ABS-mortgage backed security | Long | Ireland |
Federal Home Loan Mortgage Corporation | 11.03 mm | 11.68 mm principal | 0.76 | ABS-mortgage backed security | Long | USA |
Federal National Mortgage Association, Inc. | 10.95 mm | 10.90 mm principal | 0.76 | ABS-mortgage backed security | Long | USA |
Avon Finance No.4 PLC | 10.67 mm | 8.80 mm principal | 0.74 | ABS-mortgage backed security | Long | UK |
Treasury, United States Department of | 10.59 mm | 11.90 mm principal | 0.73 | Debt | Long | USA |
Treasury, United States Department of | 10.45 mm | 11.40 mm principal | 0.72 | Debt | Long | USA |
TransDigm, Inc. | 10.25 mm | 10.25 mm principal | 0.71 | Loan | Long | USA |
Treasury, United States Department of | 9.77 mm | 10.30 mm principal | 0.68 | Debt | Long | USA |
Structured Asset Securities Corp Mortgage Loan Tru | 9.72 mm | 15.54 mm principal | 0.67 | ABS-collateralized bond/debt obligation | Long | USA |
Treasury, United States Department of | 9.62 mm | 7.75 mm principal | 0.67 | Debt | Long | USA |
Federal National Mortgage Association, Inc. | 9.43 mm | 10.46 mm principal | 0.65 | ABS-mortgage backed security | Long | USA |
Morgan Stanley Capital I Trust 2018-Sun | 9.32 mm | 9.56 mm principal | 0.65 | ABS-mortgage backed security | Long | USA |
Specialty Underwriting & Residential Finance Trust | 9.29 mm | 17.18 mm principal | 0.64 | ABS-collateralized bond/debt obligation | Long | USA |
HITR 2019-2A A1 144A 3MLIB+176BP | 9.20 mm | 9.82 mm principal | 0.64 | ABS-collateralized bond/debt obligation | Long | Cayman Islands |
Treasury, United States Department of | 9.17 mm | 8.17 mm principal | 0.64 | Debt | Long | USA |
Structured Asset Securities CORP Mortgage Loan Trust 2007-OSI | 9.06 mm | 14.20 mm principal | 0.63 | ABS-collateralized bond/debt obligation | Long | USA |
Intelsat Jackson Holdings S.A. | 8.08 mm | 9.10 mm principal | 0.56 | Debt | Long | USA |
Cross 2023-H1 Mortgage Trust | 7.88 mm | 7.85 mm principal | 0.55 | ABS-mortgage backed security | Long | USA |
Verus Securitization Trust 2023-3 | 7.77 mm | 7.90 mm principal | 0.54 | ABS-mortgage backed security | Long | USA |
Federal National Mortgage Association, Inc. | 7.73 mm | 8.00 mm principal | 0.54 | ABS-mortgage backed security | Long | USA |
EXCHANGE CLEARED IRS | 7.57 mm | 59.10 mm principal | 0.52 | Interest rate derivative | N/A | USA |
PCG+A Pacific Gas & Electric Co. | 7.50 mm | 11.14 mm principal | 0.52 | Debt | Long | USA |
Sound Point CLO XVIII Ltd | 7.43 mm | 7.45 mm principal | 0.52 | ABS-collateralized bond/debt obligation | Long | USA |
Magnetite XXXIX Ltd | 7.40 mm | 7.40 mm principal | 0.51 | ABS-collateralized bond/debt obligation | Long | USA |
Navient Student Loan Trust 2020-2 | 7.28 mm | 7.34 mm principal | 0.50 | ABS-collateralized bond/debt obligation | Long | USA |
Deutsche Bank Aktiengesellschaft | 7.24 mm | 9.50 mm principal | 0.50 | Debt | Long | USA |
SLM Student Loan Trust 2012-5 | 7.24 mm | 7.33 mm principal | 0.50 | ABS-collateralized bond/debt obligation | Long | USA |
Hilton Orlando Trust 2018-ORL | 7.23 mm | 7.30 mm principal | 0.50 | ABS-mortgage backed security | Long | USA |
CWABS Asset-Backed Certificates Trust 2007-10 | 7.18 mm | 9.66 mm principal | 0.50 | ABS-collateralized bond/debt obligation | Long | USA |
Government National Mortgage Association | 7.11 mm | 7.70 mm principal | 0.49 | ABS-mortgage backed security | Long | USA |
Research-Driven Pagaya Motor Asset Trust 2023-3 | 7.03 mm | 7.00 mm principal | 0.49 | ABS-collateralized bond/debt obligation | Long | USA |
Ginnie Mae II | 6.96 mm | 7.17 mm principal | 0.48 | ABS-mortgage backed security | Long | USA |
GLS Auto Receivables Issuer Trust 2023-2 | 6.88 mm | 7.00 mm principal | 0.48 | ABS-collateralized bond/debt obligation | Long | USA |
BAMLL Commercial Mortgage Securities Trust 2019-AHT | 6.86 mm | 7.01 mm principal | 0.48 | ABS-mortgage backed security | Long | USA |
Treasury, United States Department of | 6.84 mm | 6.62 mm principal | 0.47 | Debt | Long | USA |
Treasury, United States Department of | 6.82 mm | 6.86 mm principal | 0.47 | Short-term investment vehicle | Long | USA |
Federal Home Loan Mortgage Corporation | 6.77 mm | 7.00 mm principal | 0.47 | ABS-mortgage backed security | Long | USA |
EXCHANGE CLEARED IRS | 6.72 mm | 33.10 mm principal | 0.47 | Interest rate derivative | N/A | USA |
Attentus CDO III, Ltd. | 6.69 mm | 7.63 mm principal | 0.46 | ABS-collateralized bond/debt obligation | Long | Cayman Islands |
Soundview Home Loan Trust | 6.67 mm | 7.90 mm principal | 0.46 | ABS-collateralized bond/debt obligation | Long | USA |
Federal Home Loan Mortgage Corporation | 6.64 mm | 7.23 mm principal | 0.46 | ABS-mortgage backed security | Long | USA |
Galaxy XV CLO Ltd | 6.58 mm | 6.61 mm principal | 0.46 | ABS-collateralized bond/debt obligation | Long | USA |
Treasury, United States Department of | 6.46 mm | 7.21 mm principal | 0.45 | Debt | Long | USA |
Fremont Home Loan Trust 2006-E | 6.43 mm | 14.12 mm principal | 0.45 | ABS-collateralized bond/debt obligation | Long | USA |
PCG+A Pacific Gas & Electric Co. | 6.41 mm | 7.25 mm principal | 0.44 | Debt | Long | USA |
J.P. Morgan Mortgage Acquisition Corp. 2005-FLD1 | 6.36 mm | 6.80 mm principal | 0.44 | ABS-collateralized bond/debt obligation | Long | USA |
EXCHANGE CLEARED IRS | 6.35 mm | 33.50 mm principal | 0.44 | Interest rate derivative | N/A | USA |
Legacy Lifepoint Health, Inc. | 6.31 mm | 6.50 mm principal | 0.44 | Debt | Long | USA |
CIM Trust 2023-R4 | 6.28 mm | 6.56 mm principal | 0.44 | ABS-mortgage backed security | Long | USA |
Carvana Auto Receivables Trust 2023-P3 | 6.28 mm | 6.30 mm principal | 0.44 | ABS-collateralized bond/debt obligation | Long | USA |
Securitized Asset Backed Receivables LLC | 6.24 mm | 6.45 mm principal | 0.43 | ABS-collateralized bond/debt obligation | Long | USA |
Government National Mortgage Association | 6.22 mm | 6.90 mm principal | 0.43 | ABS-mortgage backed security | Long | USA |
Alternative Loan Trust 2005-45 | 6.16 mm | 7.50 mm principal | 0.43 | ABS-mortgage backed security | Long | USA |
UniCredit S.p.A. | 6.15 mm | 6.14 mm principal | 0.43 | Debt | Long | USA |
Ginnie Mae II | 6.10 mm | 6.29 mm principal | 0.42 | ABS-mortgage backed security | Long | USA |
Societe Generale | 6.10 mm | 6.20 mm principal | 0.42 | Debt | Long | USA |
GSMSC Resecuritization Trust 2015-8R | 6.07 mm | 23.90 mm principal | 0.42 | ABS-collateralized bond/debt obligation | Long | USA |
Pagaya AI Debt Trust 2023-3 | 5.90 mm | 5.86 mm principal | 0.41 | ABS-collateralized bond/debt obligation | Long | USA |
Petroleos Mexicanos | 5.86 mm | 7.89 mm principal | 0.41 | Debt | Long | USA |
EXCHANGE CLEARED IRS | 5.80 mm | 11.50 mm principal | 0.40 | Interest rate derivative | N/A | USA |
B.A.T. International Finance P.L.C. | 5.60 mm | 5.70 mm principal | 0.39 | Debt | Long | USA |
EXCHANGE CLEARED IRS | 5.57 mm | 107.38 mm principal | 0.39 | Interest rate derivative | N/A | USA |
American Airlines, Inc. | 5.57 mm | 5.42 mm principal | 0.39 | Loan | Long | USA |
Carrington Mortgage Loan Trust, Series 2006-NC3 | 5.52 mm | 7.13 mm principal | 0.38 | ABS-collateralized bond/debt obligation | Long | USA |
Poseidon BidCo S.A.S | 5.50 mm | 5.20 mm principal | 0.38 | Loan | Long | XX |
Citigroup Mortgage Loan Trust 2006-AR9 | 5.26 mm | 5.31 mm principal | 0.36 | ABS-mortgage backed security | Long | USA |
MASTR Asset Backed Securities Trust 2006-AM1 | 5.25 mm | 9.51 mm principal | 0.36 | ABS-collateralized bond/debt obligation | Long | USA |
Federal National Mortgage Association, Inc. | 5.21 mm | 5.67 mm principal | 0.36 | ABS-mortgage backed security | Long | USA |
Carnival Corporation | 5.14 mm | 4.85 mm principal | 0.36 | Loan | Long | Spain |
Verus Securitization Trust 2022-6 | 5.13 mm | 5.32 mm principal | 0.36 | ABS-mortgage backed security | Long | USA |
Windstream Escrow, LLC | 5.12 mm | 6.44 mm principal | 0.35 | Debt | Long | USA |
Citigroup Commercial Mortgage Trust 2016-C1 | 5.11 mm | 5.50 mm principal | 0.35 | ABS-mortgage backed security | Long | USA |
Softbank Vision Fund II | 5.08 mm | 5.44 mm principal | 0.35 | Loan | Long | USA |
Renaissance Home Equity Loan Trust 2006-3 | 5.01 mm | 14.73 mm principal | 0.35 | ABS-collateralized bond/debt obligation | Long | USA |
Morgan Stanley Capital I Trust 2021-230P | 4.98 mm | 5.42 mm principal | 0.34 | ABS-mortgage backed security | Long | USA |
Avis Budget Rental Car Funding (AESOP) LLC | 4.90 mm | 5.00 mm principal | 0.34 | ABS-collateralized bond/debt obligation | Long | USA |
Federal National Mortgage Association, Inc. | 4.81 mm | 4.97 mm principal | 0.33 | ABS-mortgage backed security | Long | USA |
Encore Credit Receivables Trust | 4.79 mm | 5.91 mm principal | 0.33 | ABS-collateralized bond/debt obligation | Long | USA |
Federal Home Loan Mortgage Corporation | 4.72 mm | 5.70 mm principal | 0.33 | ABS-mortgage backed security | Long | USA |
Prime Healthcare Services, Inc. | 4.61 mm | 5.00 mm principal | 0.32 | Debt | Long | USA |
Federal Home Loan Mortgage Corporation | 4.54 mm | 5.03 mm principal | 0.31 | ABS-mortgage backed security | Long | USA |
First Franklin Mortgage Loan Trust 2006FF13 | 4.44 mm | 7.01 mm principal | 0.31 | ABS-collateralized bond/debt obligation | Long | USA |
Credit Suisse Group AG | 4.39 mm | 4.40 mm principal | 0.30 | Debt | Long | USA |
Treasury, United States Department of | 4.39 mm | 4.70 mm principal | 0.30 | Debt | Long | USA |
EXCHANGE CLEARED IRS | 4.33 mm | 65.87 mm principal | 0.30 | Interest rate derivative | N/A | USA |
NMG Parent LLC
|
4.29 mm | 31.57 k shares | 0.30 | Common equity | Long | USA |
Federal National Mortgage Association, Inc. | 4.29 mm | 4.44 mm principal | 0.30 | ABS-mortgage backed security | Long | USA |
J.P. Morgan Mortgage Trust 2023-DSC1 | 4.29 mm | 4.71 mm principal | 0.30 | ABS-mortgage backed security | Long | USA |
Stichting AK Rabobank Certificaten II | 4.28 mm | 4.40 mm principal | 0.30 | Debt | Long | Netherlands |
Federal Home Loan Mortgage Corporation | 4.18 mm | 4.65 mm principal | 0.29 | ABS-mortgage backed security | Long | USA |
C-BASS Mortgage Loan Asset-Backed Certificates, Series 2006-CB8 | 4.17 mm | 5.52 mm principal | 0.29 | ABS-collateralized bond/debt obligation | Long | USA |
Aegis Asset Backed Securities Trust | 4.09 mm | 4.30 mm principal | 0.28 | ABS-collateralized bond/debt obligation | Long | USA |
ACE Securities Corp. Home Equity Loan Trust, Series 2006-ASL1 | 4.09 mm | 5.45 mm principal | 0.28 | ABS-collateralized bond/debt obligation | Long | USA |
Gaz Finance PLC | 4.03 mm | 6.40 mm principal | 0.28 | Debt | Long | USA |
HSBC HSBC Holdings plc | 4.02 mm | 5.04 mm principal | 0.28 | Debt | Long | USA |
SG Mortgage Securities Trust | 4.01 mm | 4.98 mm principal | 0.28 | ABS-collateralized bond/debt obligation | Long | USA |
Meritage Mortgage Corporation | 4.00 mm | 4.20 mm principal | 0.28 | ABS-collateralized bond/debt obligation | Long | USA |
Trinitas CLO IX, Ltd. | 3.98 mm | 4.00 mm principal | 0.28 | ABS-collateralized bond/debt obligation | Long | USA |
Newgate Funding PLC | 3.94 mm | 3.39 mm principal | 0.27 | ABS-mortgage backed security | Long | UK |
Nissan Motor Co., Ltd. | 3.92 mm | 4.30 mm principal | 0.27 | Debt | Long | USA |
Accredited Mortgage Loan Trust 2006-2 | 3.89 mm | 3.98 mm principal | 0.27 | ABS-collateralized bond/debt obligation | Long | USA |
Stratton Mortgage Funding 2020-1 PLC | 3.88 mm | 3.20 mm principal | 0.27 | ABS-mortgage backed security | Long | UK |
Government National Mortgage Association | 3.79 mm | 4.00 mm principal | 0.26 | ABS-mortgage backed security | Long | USA |
Mansard Mortgages 2006-1 PLC | 3.77 mm | 3.50 mm principal | 0.26 | ABS-mortgage backed security | Long | UK |
EXCHANGE CLEARED IRS | 3.74 mm | 35.80 mm principal | 0.26 | Interest rate derivative | N/A | USA |
GTCR W-2 Merger Sub LLC | 3.70 mm | 3.70 mm principal | 0.26 | Debt | Long | USA |
Structured Asset Investment Loan Trust 2005-4 | 3.65 mm | 3.88 mm principal | 0.25 | ABS-collateralized bond/debt obligation | Long | USA |
Turkiye Cumhuriyeti Basbakanlik | 3.62 mm | 3.80 mm principal | 0.25 | Debt | Long | USA |
Gaz Capital S.A. | 3.57 mm | 4.38 mm principal | 0.25 | Debt | Long | Luxembourg |
Treasury, United States Department of | 3.56 mm | 3.15 mm principal | 0.25 | Debt | Long | USA |
CWABS, Inc. | 3.55 mm | 3.73 mm principal | 0.25 | ABS-collateralized bond/debt obligation | Long | USA |
CWABS, Inc. | 3.52 mm | 4.00 mm principal | 0.24 | ABS-collateralized bond/debt obligation | Long | USA |
EXCHANGE CLEARED IRS | 3.50 mm | 5.40 mm principal | 0.24 | Interest rate derivative | N/A | XX |
Nelnet Student Loan Trust 2023-A | 3.48 mm | 3.50 mm principal | 0.24 | ABS-collateralized bond/debt obligation | Long | USA |
EXCHANGE CLEARED IRS | 3.45 mm | 63.69 mm principal | 0.24 | Interest rate derivative | N/A | USA |
TransDigm, Inc. | 3.43 mm | 3.43 mm principal | 0.24 | Loan | Long | USA |
Intelsat Jackson Holdings, Ltd.
|
3.33 mm | 123.91 k shares | 0.23 | Common equity | Long | USA |
Federal National Mortgage Association, Inc. | 3.33 mm | 3.69 mm principal | 0.23 | ABS-mortgage backed security | Long | USA |
Gobierno Federal de los Estados Unidos Mexicanos | 3.32 mm | 68.33 mm principal | 0.23 | Debt | Long | Mexico |
Federal National Mortgage Association, Inc. | 3.29 mm | 3.77 mm principal | 0.23 | ABS-mortgage backed security | Long | USA |
Santander UK Group Holdings PLC | 3.29 mm | 2.78 mm principal | 0.23 | Debt | Long | Germany |
GSR Mortgage Loan Trust 2005-AR1 | 3.27 mm | 3.84 mm principal | 0.23 | ABS-mortgage backed security | Long | USA |
COLT 2022-5 Mortgage Loan Trust | 3.26 mm | 3.45 mm principal | 0.23 | ABS-mortgage backed security | Long | USA |
PHH Alternative Mortgage Trust, Series 2007-3 | 3.25 mm | 3.48 mm principal | 0.23 | ABS-mortgage backed security | Long | USA |
Prospect Mortgage, LLC | 3.24 mm | 3.74 mm principal | 0.22 | ABS-mortgage backed security | Long | USA |
Cellnex Finance Company, S.A. | 3.23 mm | 4.66 mm principal | 0.22 | Debt | Long | USA |
Park Place Securities, Inc. | 3.07 mm | 4.46 mm principal | 0.21 | ABS-collateralized bond/debt obligation | Long | USA |
Federal National Mortgage Association, Inc. | 3.07 mm | 3.66 mm principal | 0.21 | ABS-mortgage backed security | Long | USA |
Treasury, United States Department of | 3.06 mm | 3.60 mm principal | 0.21 | Short-term investment vehicle | Long | USA |
Wm Morrison | 3.03 mm | 3.06 mm principal | 0.21 | Loan | Long | XX |
Madison Park Funding XLI, Ltd. | 3.02 mm | 3.03 mm principal | 0.21 | ABS-collateralized bond/debt obligation | Long | Cayman Islands |
Treasury, United States Department of | 2.98 mm | 2.63 mm principal | 0.21 | Debt | Long | USA |
Credit Suisse Group AG | 2.97 mm | 3.00 mm principal | 0.21 | Debt | Long | USA |
EXCHANGE CLEARED IRS | 2.96 mm | 24.30 mm principal | 0.21 | Interest rate derivative | N/A | USA |
Commonbond Student Loan Trust 2020-A-GS | 2.91 mm | 3.43 mm principal | 0.20 | ABS-collateralized bond/debt obligation | Long | USA |
PCG+A Pacific Gas & Electric Co. | 2.87 mm | 3.34 mm principal | 0.20 | Debt | Long | USA |
Treasury, United States Department of | 2.86 mm | 3.10 mm principal | 0.20 | Debt | Long | USA |
Federal Home Loan Mortgage Corporation | 2.85 mm | 3.44 mm principal | 0.20 | ABS-mortgage backed security | Long | USA |
Banc of America Funding Corp | 2.84 mm | 3.07 mm principal | 0.20 | ABS-mortgage backed security | Long | USA |
Turkiye Cumhuriyeti Basbakanlik | 2.82 mm | 3.40 mm principal | 0.20 | Debt | Long | USA |
Kennedy Wilson Europe Real Estate Limited | 2.82 mm | 3.00 mm principal | 0.20 | Debt | Long | Jersey |
Credit Suisse Group AG | 2.81 mm | 2.85 mm principal | 0.19 | Debt | Long | USA |
UNITED STATES DOLLAR
Citibank, Inc.
|
2.81 mm | 79.07 mm principal | 0.19 | DFE | N/A | USA |
Deutsche Alt-A Securities, Inc. Mortgage Loan Trust, Series 2006-Ar1 | 2.81 mm | 5.59 mm principal | 0.19 | ABS-mortgage backed security | Long | USA |
MASTR Asset Backed Securities Trust 2006-AM1 | 2.79 mm | 2.83 mm principal | 0.19 | ABS-collateralized bond/debt obligation | Long | USA |
Citigroup Mortgage Loan Trust 2013-2 | 2.77 mm | 3.21 mm principal | 0.19 | ABS-mortgage backed security | Long | USA |
Morgan Stanley Capital I Trust 2021-230P | 2.75 mm | 2.93 mm principal | 0.19 | ABS-mortgage backed security | Long | USA |
EXCHANGE CLEARED IRS | 2.74 mm | 12.43 bn principal | 0.19 | Interest rate derivative | N/A | Japan |
Credit Suisse Group AG | 2.74 mm | 2.35 mm principal | 0.19 | Debt | Long | Switzerland |
SMB Private Education Loan Trust 2022-B | 2.74 mm | 2.76 mm principal | 0.19 | ABS-collateralized bond/debt obligation | Long | USA |
HSBC HSBC Holdings plc | 2.74 mm | 2.80 mm principal | 0.19 | Debt | Long | USA |
Community Health Systems, Inc. | 2.68 mm | 3.13 mm principal | 0.19 | Debt | Long | USA |
PCG+A Pacific Gas & Electric Co. | 2.63 mm | 3.53 mm principal | 0.18 | Debt | Long | USA |
NatWest Markets Plc | 2.62 mm | 2.80 mm principal | 0.18 | Debt | Long | USA |
SMB Private Education Loan Trust 2022-C | 2.60 mm | 2.58 mm principal | 0.18 | ABS-collateralized bond/debt obligation | Long | USA |
J.P. Morgan U.S. Government Money Market Fund | 2.57 mm | 2.57 mm shares | 0.18 | Short-term investment vehicle | Long | USA |
SMB Private Education Loan Trust 2022-B | 2.55 mm | 2.76 mm principal | 0.18 | ABS-collateralized bond/debt obligation | Long | USA |
Soundview Home Loan Trust | 2.53 mm | 2.81 mm principal | 0.18 | ABS-collateralized bond/debt obligation | Long | USA |
Federal Home Loan Mortgage Corporation | 2.49 mm | 2.78 mm principal | 0.17 | ABS-mortgage backed security | Long | USA |
GSR Mortgage Loan Trust 2005-AR1 | 2.46 mm | 2.99 mm principal | 0.17 | ABS-collateralized bond/debt obligation | Long | USA |
People's Choice Home Loan Securities Trust Series 2005-3 | 2.45 mm | 2.63 mm principal | 0.17 | ABS-collateralized bond/debt obligation | Long | USA |
WaMu Mortgage Pass-Through Certificates Series 2003-AR9 Trust | 2.44 mm | 2.70 mm principal | 0.17 | ABS-mortgage backed security | Long | USA |