Fund profile
Fund manager
Total assets
$165.93 mm
Liabilities
$85.62 mm
Net assets
$80.31 mm
Number of holdings
319.00
Top 200 of 319 Holdings
Security | $Holding | Balance | % of Fund | Category | Position | Country |
---|---|---|---|---|---|---|
FFCB | 26.69 mm | 27.00 mm principal | 33.23 | Short-term investment vehicle | Long | USA |
FHLB | 15.96 mm | 16.00 mm principal | 19.88 | Short-term investment vehicle | Long | USA |
U.S. Treasury Inflation Linked Notes | 8.22 mm | 8.03 mm principal | 10.23 | Debt | Long | USA |
U.S. Treasury Inflation Linked Notes | 6.50 mm | 6.70 mm principal | 8.10 | Debt | Long | USA |
U.S. Treasury Inflation Linked Notes | 5.63 mm | 4.80 mm principal | 7.01 | Debt | Long | USA |
U.S. Treasury Inflation Linked Notes | 4.44 mm | 3.76 mm principal | 5.53 | Debt | Long | USA |
U.S. Treasury Inflation Linked Notes | 3.91 mm | 3.27 mm principal | 4.87 | Debt | Long | USA |
U.S. Treasury Inflation Linked Notes | 3.53 mm | 2.80 mm principal | 4.40 | Debt | Long | USA |
FNMA | 3.00 mm | 3.00 mm principal | 3.73 | Short-term investment vehicle | Long | USA |
U.S. Treasury Inflation Linked Notes | 2.99 mm | 2.90 mm principal | 3.73 | Debt | Long | USA |
U.S. Treasury Inflation Linked Notes | 2.84 mm | 2.61 mm principal | 3.53 | Debt | Long | USA |
U.S. Treasury Inflation Linked Notes | 2.78 mm | 2.50 mm principal | 3.46 | Debt | Long | USA |
U.S. Treasury Inflation Linked Bonds | 2.65 mm | 1.30 mm principal | 3.30 | Debt | Long | USA |
Buoni Poliennali del Tesoro | 2.49 mm | 2.30 mm principal | 3.11 | Debt | Long | Italy |
U.S. Treasury Inflation Linked Notes | 2.48 mm | 2.11 mm principal | 3.09 | Debt | Long | USA |
U.S. Treasury Inflation Linked Notes | 2.46 mm | 2.14 mm principal | 3.06 | Debt | Long | USA |
U.S. Treasury Inflation Linked Bonds | 2.40 mm | 1.64 mm principal | 2.99 | Debt | Long | USA |
U.S. Treasury Inflation Linked Notes | 2.25 mm | 2.30 mm principal | 2.80 | Debt | Long | USA |
U.S. Treasury Inflation Linked Notes | 2.08 mm | 1.66 mm principal | 2.58 | Debt | Long | USA |
U.S. Treasury Inflation Linked Notes | 2.05 mm | 1.80 mm principal | 2.56 | Debt | Long | USA |
U.S. Treasury Inflation Linked Notes | 2.01 mm | 1.85 mm principal | 2.50 | Debt | Long | USA |
U.S. Treasury Inflation Linked Bonds | 1.97 mm | 1.92 mm principal | 2.46 | Debt | Long | USA |
U.S. Treasury Inflation Linked Bonds | 1.92 mm | 1.62 mm principal | 2.39 | Debt | Long | USA |
UMBS, 30 Year, Single Family | 1.84 mm | 1.80 mm principal | 2.30 | ABS-mortgage backed security | Long | USA |
UMBS, 30 Year, Single Family | 1.83 mm | 1.80 mm principal | 2.28 | ABS-mortgage backed security | Long | USA |
U.S. Treasury Inflation Linked Bonds | 1.78 mm | 1.67 mm principal | 2.22 | Debt | Long | USA |
U.S. Treasury Inflation Linked Notes | 1.68 mm | 1.50 mm principal | 2.09 | Debt | Long | USA |
U.S. Treasury Inflation Linked Notes | 1.64 mm | 1.40 mm principal | 2.04 | Debt | Long | USA |
U.S. Treasury Inflation Linked Notes | 1.57 mm | 1.60 mm principal | 1.95 | Debt | Long | USA |
U.S. Treasury Inflation Linked Notes | 1.47 mm | 1.21 mm principal | 1.83 | Debt | Long | USA |
U.S. Treasury Inflation Linked Bonds | 1.32 mm | 860.00 k principal | 1.65 | Debt | Long | USA |
FHLB | 1.29 mm | 1.30 mm principal | 1.61 | Short-term investment vehicle | Long | USA |
U.S. Treasury Inflation Linked Notes | 1.28 mm | 1.20 mm principal | 1.60 | Debt | Long | USA |
U.S. Treasury Inflation Linked Notes | 1.27 mm | 1.00 mm principal | 1.59 | Debt | Long | USA |
U.S. Treasury Inflation Linked Bonds | 1.22 mm | 1.21 mm principal | 1.52 | Debt | Long | USA |
U.S. Treasury Inflation Linked Bonds | 1.22 mm | 591.00 k principal | 1.52 | Debt | Long | USA |
GNMA, Series 2023-H19, Class FA | 1.21 mm | 1.22 mm principal | 1.51 | ABS-mortgage backed security | Long | USA |
UMBS, 30 Year, Single Family | 1.21 mm | 1.20 mm principal | 1.50 | ABS-mortgage backed security | Long | USA |
U.S. Treasury Inflation Linked Bonds | 1.18 mm | 1.06 mm principal | 1.47 | Debt | Long | USA |
U.S. Treasury Inflation Linked Bonds | 1.13 mm | 770.00 k principal | 1.41 | Debt | Long | USA |
U.S. Treasury Inflation Linked Bonds | 994.26 k | 670.00 k principal | 1.24 | Debt | Long | USA |
UMBS, 30 Year, Single Family | 971.25 k | 1.00 mm principal | 1.21 | ABS-mortgage backed security | Long | USA |
UMBS | 889.38 k | 939.28 k principal | 1.11 | ABS-mortgage backed security | Long | USA |
Japan Government Bond CPI Linked | 860.13 k | 115.43 mm principal | 1.07 | Debt | Long | Japan |
UMBS | 818.64 k | 924.47 k principal | 1.02 | ABS-mortgage backed security | Long | USA |
Japan Government Bond CPI Linked | 728.14 k | 97.49 mm principal | 0.91 | Debt | Long | Japan |
U.S. Treasury Inflation Linked Bonds | 634.16 k | 860.00 k principal | 0.79 | Debt | Long | USA |
U.S. Treasury Inflation Linked Notes | 591.21 k | 600.00 k principal | 0.74 | Debt | Long | USA |
U.S. Treasury Inflation Linked Bonds | 567.67 k | 540.00 k principal | 0.71 | Debt | Long | USA |
U.S. Treasury Inflation Linked Bonds | 566.83 k | 600.00 k principal | 0.71 | Debt | Long | USA |
U.S. Treasury Inflation Linked Notes | 550.06 k | 520.00 k principal | 0.68 | Debt | Long | USA |
CVC Cordatus Loan Fund III DAC, Series 3A, Class A1RR | 540.94 k | 495.91 k principal | 0.67 | ABS-collateralized bond/debt obligation | Long | Ireland |
U.S. Treasury Inflation Linked Bonds | 537.12 k | 530.00 k principal | 0.67 | Debt | Long | USA |
Ares European CLO VI DAC, Series 2013-6A, Class ARR | 523.10 k | 479.34 k principal | 0.65 | ABS-collateralized bond/debt obligation | Long | Ireland |
Palmer Square European Loan Funding DAC, Series 2023-3A, Class A | 441.55 k | 400.00 k principal | 0.55 | ABS-collateralized bond/debt obligation | Long | Ireland |
U.S. Treasury Inflation Linked Bonds | 432.15 k | 550.00 k principal | 0.54 | Debt | Long | USA |
U.S. Treasury Inflation Linked Notes | 410.00 k | 400.00 k principal | 0.51 | Debt | Long | USA |
WSTN Trust, Series 2023-MAUI, Class A | 407.48 k | 400.00 k principal | 0.51 | ABS-mortgage backed security | Long | USA |
Elmwood CLO 24 Ltd., Series 2023-3A, Class A1 | 399.48 k | 400.00 k principal | 0.50 | ABS-collateralized bond/debt obligation | Long | Cayman Islands |
GNMA, Series 2023-H09, Class FA | 394.08 k | 398.84 k principal | 0.49 | ABS-mortgage backed security | Long | USA |
GNMA, Series 2023-H15, Class FB | 393.44 k | 399.47 k principal | 0.49 | ABS-mortgage backed security | Long | USA |
FHLMC Multifamily Structured Pass-Through Certificates, Series KBX1, Class A2 | 389.37 k | 400.00 k principal | 0.48 | ABS-mortgage backed security | Long | USA |
U.S. Treasury Inflation Linked Bonds | 348.09 k | 240.00 k principal | 0.43 | Debt | Long | USA |
U.S. Treasury Inflation Linked Notes | 314.37 k | 250.00 k principal | 0.39 | Debt | Long | USA |
Bear Stearns Asset-Backed Securities I Trust, Series 2005-HE1, Class M4 | 297.97 k | 309.02 k principal | 0.37 | ABS-other | Long | USA |
Morgan Stanley ABS Capital I, Inc. Trust, Series 2006-HE8, Class A2D | 297.51 k | 681.45 k principal | 0.37 | ABS-other | Long | USA |
AT&T, Inc. | 246.85 k | 250.00 k principal | 0.31 | Short-term investment vehicle | Long | USA |
French Republic | 239.98 k | 232.22 k principal | 0.30 | Debt | Long | France |
U.S. Treasury Inflation Linked Notes | 232.52 k | 190.00 k principal | 0.29 | Debt | Long | USA |
Canada Government Bond | 206.89 k | 252.84 k principal | 0.26 | Debt | Long | Canada |
U.S. Treasury Inflation Linked Bonds | 205.16 k | 300.00 k principal | 0.26 | Debt | Long | USA |
OZLM XXIV Ltd., Series 2019-24A, Class A1AR | 198.91 k | 200.00 k principal | 0.25 | ABS-collateralized bond/debt obligation | Long | Cayman Islands |
THL Credit Wind River CLO Ltd., Series 2019-3A, Class AR | 198.62 k | 200.00 k principal | 0.25 | ABS-collateralized bond/debt obligation | Long | Cayman Islands |
CIT Mortgage Loan Trust, Series 2007-1, Class 1M1 | 195.53 k | 198.54 k principal | 0.24 | ABS-other | Long | USA |
LCM XXV Ltd., Series 25A, Class AR | 186.83 k | 187.23 k principal | 0.23 | ABS-collateralized bond/debt obligation | Long | Cayman Islands |
New Residential Mortgage Loan Trust, Series 2019-RPL3, Class A1 | 158.19 k | 168.09 k principal | 0.20 | ABS-mortgage backed security | Long | USA |
Towd Point Mortgage Funding Granite4 plc, Series 2019-GR4A, Class A1 | 145.53 k | 114.04 k principal | 0.18 | ABS-mortgage backed security | Long | UK |
Soundview Home Equity Loan Trust | 141.50 k | 511.47 k principal | 0.18 | ABS-other | Long | USA |
Atlas Senior Loan Fund Ltd., Series 2017-8A, Class A | 140.25 k | 140.26 k principal | 0.17 | ABS-collateralized bond/debt obligation | Long | Cayman Islands |
Palmer Square Loan Funding Ltd., Series 2021-2A, Class A1 | 132.15 k | 132.48 k principal | 0.16 | ABS-collateralized bond/debt obligation | Long | Cayman Islands |
French Republic | 129.07 k | 118.07 k principal | 0.16 | Debt | Long | France |
French Republic | 128.68 k | 118.26 k principal | 0.16 | Debt | Long | France |
CHL Mortgage Pass-Through Trust, Series 2005-9, Class 1A3 | 126.79 k | 159.36 k principal | 0.16 | ABS-mortgage backed security | Long | USA |
Wellfleet CLO Ltd., Series 2015-1A, Class AR4 | 126.17 k | 126.33 k principal | 0.16 | ABS-collateralized bond/debt obligation | Long | Cayman Islands |
Buoni Poliennali del Tesoro | 123.70 k | 119.90 k principal | 0.15 | Debt | Long | Italy |
Voya CLO Ltd., Series 2015-1A, Class A1R | 115.70 k | 115.73 k principal | 0.14 | ABS-collateralized bond/debt obligation | Long | Cayman Islands |
National Bank of Hungary Bill | 112.42 k | 39.00 mm principal | 0.14 | Short-term investment vehicle | Long | Hungary |
Opteum Mortgage Acceptance Corp. Asset-Backed Pass-Through Certificates, Series 2005-5, Class 1A1D | 106.86 k | 115.44 k principal | 0.13 | ABS-mortgage backed security | Long | USA |
Vibrant CLO VI Ltd., Series 2017-6A, Class AR | 95.79 k | 95.87 k principal | 0.12 | ABS-collateralized bond/debt obligation | Long | Cayman Islands |
UMBS | 91.88 k | 98.46 k principal | 0.11 | ABS-mortgage backed security | Long | USA |
UMBS | 91.16 k | 93.91 k principal | 0.11 | ABS-mortgage backed security | Long | USA |
GNMA, Series 2018-H15, Class FG | 88.91 k | 90.69 k principal | 0.11 | ABS-mortgage backed security | Long | USA |
UMBS | 88.01 k | 92.94 k principal | 0.11 | ABS-mortgage backed security | Long | USA |
UMBS | 84.37 k | 95.29 k principal | 0.11 | ABS-mortgage backed security | Long | USA |
First Franklin Mortgage Loan Trust, Series 2005-FF12, Class M2 | 74.93 k | 81.14 k principal | 0.09 | ABS-other | Long | USA |
STWD Ltd., Series 2019-FL1, Class A | 73.31 k | 73.31 k principal | 0.09 | ABS-collateralized bond/debt obligation | Long | Cayman Islands |
CSMC Mortgage-Backed Trust, Series 2007-6, Class A1 | 69.24 k | 113.96 k principal | 0.09 | ABS-mortgage backed security | Long | USA |
Residential Mortgage Securities 32 plc, Series 32A, Class A | 68.34 k | 53.52 k principal | 0.09 | ABS-mortgage backed security | Long | UK |
Park Place Securities, Inc. Asset-Backed Pass-Through Certificates, Series 2004-WCW2, Class M3 | 68.07 k | 69.86 k principal | 0.08 | ABS-other | Long | USA |
U.S. Treasury 10 Year Note | 62.66 k | 17.00 contracts | 0.08 | Interest rate derivative | N/A | USA |
JP Morgan Alternative Loan Trust, Series 2006-A1, Class 1A1 | 56.74 k | 62.00 k principal | 0.07 | ABS-mortgage backed security | Long | USA |
Banc of America Funding Trust, Series 2006-J, Class 2A1 | 53.96 k | 64.17 k principal | 0.07 | ABS-mortgage backed security | Long | USA |
Securitized Asset-Backed Receivables LLC Trust, Series 2006-HE1, Class A2C | 51.82 k | 156.83 k principal | 0.06 | ABS-other | Long | USA |
FHLMC, Series 278, Class F1 | 47.27 k | 48.45 k principal | 0.06 | ABS-mortgage backed security | Long | USA |
GNMA, Series 2017-H10, Class FB | 46.28 k | 46.19 k principal | 0.06 | ABS-mortgage backed security | Long | USA |
Benefit Street Partners CLO II Ltd., Series 2013-IIA, Class A1R2 | 44.49 k | 44.49 k principal | 0.06 | ABS-collateralized bond/debt obligation | Long | Cayman Islands |
GreenPoint Mortgage Funding Trust, Series 2006-AR4, Class A6A | 40.65 k | 46.17 k principal | 0.05 | ABS-mortgage backed security | Long | USA |
Alternative Loan Trust, Series 2006-OA11, Class A1B | 39.69 k | 42.99 k principal | 0.05 | ABS-mortgage backed security | Long | USA |
Alternative Loan Trust, Series 2007-1T1, Class 1A1 | 36.04 k | 95.54 k principal | 0.04 | ABS-mortgage backed security | Long | USA |
New Residential Mortgage Loan Trust, Series 2019-RPL2, Class A1 | 36.02 k | 37.73 k principal | 0.04 | ABS-mortgage backed security | Long | USA |
Countrywide Asset-Backed Certificates, Series 2006-19, Class 2A3 | 32.33 k | 34.13 k principal | 0.04 | ABS-other | Long | USA |
U.S. Treasury Inflation Linked Bonds | 30.81 k | 20.00 k principal | 0.04 | Debt | Long | USA |
Saxon Asset Securities Trust, Series 2007-3, Class 1A | 28.26 k | 30.40 k principal | 0.04 | ABS-other | Long | USA |
Lehman ABS Manufactured Housing Contract Trust, Series 2001-B, Class M2 | 28.06 k | 32.65 k principal | 0.03 | ABS-other | Long | USA |
Residential Asset Securitization Trust, Series 2007-A6, Class 2A1 | 27.78 k | 124.13 k principal | 0.03 | ABS-mortgage backed security | Long | USA |
FHLMC Structured Pass-Through Certificates, Series T-62, Class 1A1 | 25.30 k | 27.87 k principal | 0.03 | ABS-mortgage backed security | Long | USA |
Fremont Home Loan Trust, Series 2006-C, Class 1A1 | 25.00 k | 28.40 k principal | 0.03 | ABS-other | Long | USA |
Eurosail-UK plc, Series 2007-3X, Class A3A | 24.60 k | 19.41 k principal | 0.03 | ABS-mortgage backed security | Long | UK |
Lehman XS Trust, Series 2007-20N, Class A1 | 24.41 k | 24.31 k principal | 0.03 | ABS-other | Long | USA |
RALI Trust, Series 2007-QH8, Class A | 23.91 k | 28.48 k principal | 0.03 | ABS-mortgage backed security | Long | USA |
Alternative Loan Trust, Series 2007-4CB, Class 1A35 | 23.61 k | 28.16 k principal | 0.03 | ABS-mortgage backed security | Long | USA |
Credit-Based Asset Servicing & Securitization LLC, Series 2005-CB3, Class M4 | 23.60 k | 25.00 k principal | 0.03 | ABS-other | Long | USA |
Euro-BTP | 23.52 k | 5.00 contracts | 0.03 | Interest rate derivative | N/A | Germany |
Euro-Bobl | 23.23 k | 11.00 contracts | 0.03 | Interest rate derivative | N/A | Germany |
JP Morgan Alternative Loan Trust, Series 2006-A7, Class 1A4 | 21.59 k | 24.21 k principal | 0.03 | ABS-mortgage backed security | Long | USA |
Lehman XS Trust, Series 2006-7, Class 1A1A | 20.01 k | 22.15 k principal | 0.02 | ABS-other | Long | USA |
Towd Point Mortgage Trust, Series 2019-HY2, Class A1 | 19.68 k | 19.37 k principal | 0.02 | ABS-mortgage backed security | Long | USA |
BAC Bank Of America Corp. | 19.13 k | 20.00 k principal | 0.02 | Debt | Long | USA |
Alliance Bancorp Trust, Series 2007-OA1, Class A1 | 18.11 k | 21.54 k principal | 0.02 | ABS-mortgage backed security | Long | USA |
U.S. Treasury 2 Year Note | 17.64 k | 9.00 contracts | 0.02 | Interest rate derivative | N/A | USA |
FCPIX | 17.58 k | 1.40 mm principal | 0.02 | Interest rate derivative | N/A | UK |
Ellington Loan Acquisition Trust, Series 2007-1, Class A1 | 17.57 k | 18.17 k principal | 0.02 | ABS-other | Long | USA |
CHL Mortgage Pass-Through Trust, Series 2007-1, Class A1 | 15.14 k | 31.61 k principal | 0.02 | ABS-mortgage backed security | Long | USA |
NovaStar Mortgage Funding Trust, Series 2005-3, Class M2 | 14.54 k | 14.79 k principal | 0.02 | ABS-other | Long | USA |
Argent Mortgage Loan Trust, Series 2005-W1, Class A1 | 14.20 k | 16.07 k principal | 0.02 | ABS-other | Long | USA |
OIS | 14.11 k | 2.60 mm principal | 0.02 | Interest rate derivative | N/A | UK |
IRS | 12.67 k | 1.60 mm principal | 0.02 | Interest rate derivative | N/A | UK |
IRS | 12.64 k | 700.00 k principal | 0.02 | Interest rate derivative | N/A | UK |
Park Place Securities, Inc. Asset-Backed Pass-Through Certificates, Series 2005-WHQ4, Class M2 | 11.56 k | 12.18 k principal | 0.01 | ABS-other | Long | USA |
Bear Stearns ALT-A Trust, Series 2005-7, Class 22A1 | 11.45 k | 19.50 k principal | 0.01 | ABS-mortgage backed security | Long | USA |
Lehman XS Trust, Series 2006-8, Class 3A4 | 11.34 k | 12.05 k principal | 0.01 | ABS-other | Long | USA |
Eurosail-UK plc, Series 2007-3X, Class A3C | 10.88 k | 8.63 k principal | 0.01 | ABS-mortgage backed security | Long | UK |
OIS | 10.42 k | 4.50 mm principal | 0.01 | Interest rate derivative | N/A | UK |
Residential Asset Securitization Trust, Series 2005-A5, Class A3 | 10.14 k | 16.10 k principal | 0.01 | ABS-mortgage backed security | Long | USA |
CWABS, Inc. Asset-backed Certificates, Series 2007-12, Class 1A1 | 9.74 k | 10.05 k principal | 0.01 | ABS-other | Long | USA |
VMW Vmware, Inc. | 9.67 k | 10.00 k principal | 0.01 | Debt | Long | USA |
JP Morgan Mortgage Acquisition Corp., Series 2005-OPT2, Class M3 | 9.21 k | 9.24 k principal | 0.01 | ABS-other | Long | USA |
FHLMC Structured Pass-Through Certificates, Series T-63, Class 1A1 | 8.20 k | 8.79 k principal | 0.01 | ABS-mortgage backed security | Long | USA |
WaMu Mortgage Pass-Through Certificates Trust, Series 2006-AR7, Class 3A | 7.15 k | 8.73 k principal | 0.01 | ABS-mortgage backed security | Long | USA |
JP Morgan Mortgage Trust, Series 2008-R2, Class 1A1 | 7.12 k | 7.83 k principal | 0.01 | ABS-mortgage backed security | Long | USA |
Bear Stearns ALT-A Trust, Series 2006-2, Class 23A1 | 5.34 k | 6.85 k principal | 0.01 | ABS-mortgage backed security | Long | USA |
IndyMac INDB Mortgage Loan Trust, Series 2006-1, Class A1 | 5.32 k | 17.21 k principal | 0.01 | ABS-other | Long | USA |
CHL Mortgage Pass-Through Trust, Series 2006-6, Class A4 | 5.30 k | 10.32 k principal | 0.01 | ABS-mortgage backed security | Long | USA |
Alternative Loan Trust, Series 2006-OA19, Class A1 | 5.29 k | 6.91 k principal | 0.01 | ABS-mortgage backed security | Long | USA |
Citigroup Mortgage Loan Trust, Series 2007-10, Class 22AA | 5.27 k | 6.00 k principal | 0.01 | ABS-mortgage backed security | Long | USA |
Sequoia Mortgage Trust, Series 2007-3, Class 1A1 | 5.21 k | 6.03 k principal | 0.01 | ABS-mortgage backed security | Long | USA |
IRS | 4.58 k | 250.00 k principal | 0.01 | Interest rate derivative | N/A | UK |
Structured Asset Mortgage Investments II Trust, Series 2005-AR5, Class A3 | 3.87 k | 4.29 k principal | 0.00 | ABS-mortgage backed security | Long | USA |
First Horizon Alternative Mortgage Securities Trust, Series 2006-FA8, Class 1A7 | 3.86 k | 9.47 k principal | 0.00 | ABS-mortgage backed security | Long | USA |
Bear Stearns ARM Trust, Series 2005-9, Class A1 | 3.75 k | 4.01 k principal | 0.00 | ABS-mortgage backed security | Long | USA |
CSMC Trust, Series 2007-4R, Class 1A1 | 3.49 k | 4.09 k principal | 0.00 | ABS-mortgage backed security | Long | USA |
Morgan Stanley Mortgage Loan Trust, Series 2006-8AR, Class 5A4 | 3.37 k | 3.43 k principal | 0.00 | ABS-mortgage backed security | Long | USA |
Citigroup Mortgage Loan Trust, Series 2006-AR1, Class 2A1 | 3.27 k | 3.57 k principal | 0.00 | ABS-mortgage backed security | Long | USA |
WaMu Mortgage Pass-Through Certificates Trust, Series 2007-OA4, Class 1A | 3.01 k | 3.79 k principal | 0.00 | ABS-mortgage backed security | Long | USA |
Bear Stearns ARM Trust, Series 2005-1, Class 2A1 | 2.90 k | 3.24 k principal | 0.00 | ABS-mortgage backed security | Long | USA |
OIS | 2.86 k | 1.35 mm principal | 0.00 | Interest rate derivative | N/A | UK |
RFMSI Trust, Series 2007-S6, Class 1A10 | 2.85 k | 3.85 k principal | 0.00 | ABS-mortgage backed security | Long | USA |
Residential Asset Securitization Trust, Series 2006-A10, Class A5 | 2.84 k | 8.39 k principal | 0.00 | ABS-mortgage backed security | Long | USA |
Bear Stearns ARM Trust, Series 2006-2, Class 3A2 | 2.74 k | 3.11 k principal | 0.00 | ABS-mortgage backed security | Long | USA |
United States Small Business Administration, Series 2008-20H, Class 1 | 2.62 k | 2.61 k principal | 0.00 | ABS-other | Long | USA |
GreenPoint MTA Trust, Series 2005-AR1, Class A2 | 2.60 k | 2.76 k principal | 0.00 | ABS-mortgage backed security | Long | USA |
Merrill Lynch Life Agency, Inc. | 2.56 k | 8.63 k principal | 0.00 | ABS-other | Long | USA |
GreenPoint Mortgage Funding Trust, Series 2005-AR5, Class 1A1 | 2.55 k | 2.91 k principal | 0.00 | ABS-mortgage backed security | Long | USA |
Banc of America Mortgage Trust, Series 2006-A, Class 2A1 | 2.48 k | 2.77 k principal | 0.00 | ABS-mortgage backed security | Long | USA |
IndyMac INDX Mortgage Loan Trust, Series 2005-AR14, Class 1A1A | 2.47 k | 3.46 k principal | 0.00 | ABS-mortgage backed security | Long | USA |
JP Morgan Mortgage Trust, Series 2007-A1, Class 3A3 | 2.40 k | 2.55 k principal | 0.00 | ABS-mortgage backed security | Long | USA |
First Horizon Mortgage Pass-Through Trust, Series 2005-AR3, Class 2A1 | 2.32 k | 3.32 k principal | 0.00 | ABS-mortgage backed security | Long | USA |
Alternative Loan Trust, Series 2007-OA7, Class A1A | 2.28 k | 2.69 k principal | 0.00 | ABS-mortgage backed security | Long | USA |
FNMA, Series 2006-5, Class 3A2 | 2.27 k | 2.24 k principal | 0.00 | ABS-mortgage backed security | Long | USA |
U.S. Treasury 10 Year Ultra Note | 2.25 k | 4.00 contracts | 0.00 | Interest rate derivative | N/A | USA |
Bear Stearns ARM Trust, Series 2004-10, Class 13A1 | 2.24 k | 2.40 k principal | 0.00 | ABS-mortgage backed security | Long | USA |
Citigroup Mortgage Loan Trust, Series 2007-AMC2, Class A3A | 2.21 k | 3.29 k principal | 0.00 | ABS-other | Long | USA |
Structured Asset Mortgage Investments II Trust, Series 2006-AR3, Class 11A1 | 2.16 k | 2.45 k principal | 0.00 | ABS-mortgage backed security | Long | USA |
Securitized Asset-Backed Receivables LLC Trust, Series 2007-HE1, Class A2A | 2.15 k | 10.16 k principal | 0.00 | ABS-other | Long | USA |
Banc of America Funding Trust, Series 2006-A, Class 1A1 | 2.10 k | 2.27 k principal | 0.00 | ABS-mortgage backed security | Long | USA |
Banc of America Funding Trust, Series 2006-J, Class 4A1 | 2.07 k | 2.43 k principal | 0.00 | ABS-mortgage backed security | Long | USA |
First Horizon Alternative Mortgage Securities Trust, Series 2004-AA1, Class A1 | 2.00 k | 2.15 k principal | 0.00 | ABS-mortgage backed security | Long | USA |
GSR Mortgage Loan Trust, Series 2004-12, Class 3A6 | 1.97 k | 2.19 k principal | 0.00 | ABS-mortgage backed security | Long | USA |
OIS | 1.96 k | 1.65 mm principal | 0.00 | Interest rate derivative | N/A | UK |
GSR Mortgage Loan Trust, Series 2005-AR6, Class 2A1 | 1.91 k | 2.04 k principal | 0.00 | ABS-mortgage backed security | Long | USA |
Structured Asset Securities Corp. Mortgage Loan Trust, Series 2005-7XS, Class 2A1A | 1.79 k | 1.81 k principal | 0.00 | ABS-other | Long | USA |
CHL Mortgage Pass-Through Trust, Series 2006-HYB3, Class 3A1B | 1.74 k | 1.87 k principal | 0.00 | ABS-mortgage backed security | Long | USA |
JP Morgan Mortgage Trust, Series 2005-A6, Class 2A1 | 1.70 k | 1.82 k principal | 0.00 | ABS-mortgage backed security | Long | USA |
Renaissance Home Equity Loan Trust, Series 2002-3, Class A | 1.54 k | 1.63 k principal | 0.00 | ABS-other | Long | USA |
HarborView Mortgage Loan Trust, Series 2005-9, Class 2A1A | 1.42 k | 1.58 k principal | 0.00 | ABS-mortgage backed security | Long | USA |
GSR Mortgage Loan Trust, Series 2005-AR4, Class 6A1 | 1.39 k | 1.53 k principal | 0.00 | ABS-mortgage backed security | Long | USA |
GSAMP Trust, Series 2007-FM1, Class A2A | 1.27 k | 2.72 k principal | 0.00 | ABS-other | Long | USA |
MASTR Adjustable Rate Mortgages Trust, Series 2004-13, Class 3A7 | 1.26 k | 1.34 k principal | 0.00 | ABS-mortgage backed security | Long | USA |
USCPI | 1.24 k | 900.00 k principal | 0.00 | Interest rate derivative | N/A | UK |
JP Morgan Mortgage Trust, Series 2005-A6, Class 7A1 | 1.24 k | 1.50 k principal | 0.00 | ABS-mortgage backed security | Long | USA |