Fund profile
Total assets
$733.17 mm
Liabilities
$39.71 mm
Net assets
$693.47 mm
Number of holdings
928.00
Top 200 of 928 Holdings
Security | $Holding | Balance | % of Fund | Category | Position | Country |
---|---|---|---|---|---|---|
Brazil Notas do Tesouro Nacional | 40.88 mm | 205.00 mm principal | 5.90 | Debt | Long | Brazil |
U.S. Treasury Inflation - Indexed Bonds | 23.61 mm | 24.82 mm principal | 3.40 | Debt | Long | USA |
Invesco Treasury Portfolio, Institutional Class | 21.92 mm | 21.92 mm shares | 3.16 | Short-term investment vehicle | Long | USA |
Invesco Government & Agency Portfolio, Institutional Class | 19.18 mm | 19.18 mm shares | 2.77 | Short-term investment vehicle | Long | USA |
Invesco Private Prime Fund | 16.90 mm | 16.90 mm shares | 2.44 | Short-term investment vehicle | Long | USA |
Peru Government Bond | 14.75 mm | 60.00 mm principal | 2.13 | Debt | Long | Peru |
Invesco Liquid Assets Portfolio | 14.54 mm | 14.53 mm shares | 2.10 | Short-term investment vehicle | Long | USA |
Mexican Bonos, Series M | 13.76 mm | 272.15 mm principal | 1.98 | Debt | Long | Mexico |
French Republic Government Bond OAT | 11.11 mm | 13.91 mm principal | 1.60 | Debt | Long | France |
Republic of Poland Government Bond, Series 432 | 10.03 mm | 60.00 mm principal | 1.45 | Debt | Long | Poland |
Republic of South Africa Government Bond, Series 2030 | 8.30 mm | 180.00 mm principal | 1.20 | Debt | Long | South Africa |
Republic of South Africa Government Bond, Series R186 | 8.16 mm | 150.00 mm principal | 1.18 | Debt | Long | South Africa |
U.S. Treasury Inflation - Indexed Notes | 7.43 mm | 8.52 mm principal | 1.07 | Debt | Long | USA |
Federal National Mortgage Association | 7.30 mm | 7.92 mm principal | 1.05 | ABS-mortgage backed security | Long | USA |
Federal National Mortgage Association | 6.97 mm | 7.20 mm principal | 1.01 | ABS-mortgage backed security | Long | USA |
Federal Home Loan Mortgage Corp. | 6.93 mm | 7.34 mm principal | 1.00 | ABS-mortgage backed security | Long | USA |
Federal National Mortgage Association | 6.93 mm | 7.16 mm principal | 1.00 | ABS-mortgage backed security | Long | USA |
Federal Home Loan Mortgage Corp. | 6.56 mm | 6.95 mm principal | 0.95 | ABS-mortgage backed security | Long | USA |
Federal Home Loan Mortgage Corp. | 6.44 mm | 6.97 mm principal | 0.93 | ABS-mortgage backed security | Long | USA |
Colombian TES, Series B | 6.35 mm | 31.00 bn principal | 0.92 | Debt | Long | Colombia |
Hellenic Republic Government Bond | 6.16 mm | 6.00 mm principal | 0.89 | Debt | Long | Greece |
Colombian TES, Series B | 5.61 mm | 36.45 bn principal | 0.81 | Debt | Long | Colombia |
Colombian TES, Series B | 5.55 mm | 30.00 bn principal | 0.80 | Debt | Long | Colombia |
YPF S.A., Class D
|
5.13 mm | 179.00 k shares | 0.74 | Common equity | Long | Argentina |
Malaysia Government Bond | 5.12 mm | 24.00 mm principal | 0.74 | Debt | Long | Malaysia |
Invesco Private Government Fund | 4.93 mm | 4.93 mm shares | 0.71 | Short-term investment vehicle | Long | USA |
Barclays PLC | 4.76 mm | 4.18 mm principal | 0.69 | Debt | Long | UK |
Ford Motor Credit Co. LLC | 4.56 mm | 4.70 mm principal | 0.66 | Debt | Long | USA |
Towd Point Mortgage Funding 2019 - Granite4 PLC, Series 2019-GR4X, Class DR | 4.53 mm | 3.75 mm principal | 0.65 | ABS-mortgage backed security | Long | UK |
Morgan Stanley Capital Services LLC | 4.31 mm | 1.00 contracts | 0.62 | Interest rate derivative | N/A | N/A |
India Government Bond | 4.21 mm | 350.00 mm principal | 0.61 | Debt | Long | India |
Newday Funding Master Issuer PLC, Series 2021-1X, Class E | 4.17 mm | 3.45 mm principal | 0.60 | ABS-other | Long | UK |
Indonesia Treasury Bond, Series FR95 | 3.86 mm | 60.00 bn principal | 0.56 | Debt | Long | Indonesia |
British Telecommunications PLC | 3.82 mm | 4.35 mm principal | 0.55 | Debt | Long | UK |
Province of Ontario | 3.70 mm | 6.00 mm principal | 0.53 | Debt | Long | Canada |
New South Wales Treasury Corp. | 3.69 mm | 6.30 mm principal | 0.53 | Debt | Long | Australia |
Japan Government Bond, Series 77 | 3.67 mm | 553.65 mm principal | 0.53 | Debt | Long | Japan |
Morgan Stanley Capital Services LLC | 3.66 mm | 19.50 mm contracts | 0.53 | Interest rate derivative | N/A | N/A |
Corp. Andina de Fomento | 3.60 mm | 81.80 mm principal | 0.52 | Debt | Long | XX |
China Government Bond | 3.59 mm | 25.00 mm principal | 0.52 | Debt | Long | China |
Melco Resorts Finance Ltd. | 3.55 mm | 3.75 mm principal | 0.51 | Debt | Long | Cayman Islands |
SRE Sempra | 3.53 mm | 4.35 mm principal | 0.51 | Debt | Long | USA |
India Government Bond | 3.46 mm | 300.00 mm principal | 0.50 | Debt | Long | India |
SC Germany Consumer UG, Series 2018-1, Class D | 3.28 mm | 3.10 mm principal | 0.47 | ABS-other | Long | Germany |
American Airlines Inc./AAdvantage Loyalty IP Ltd. | 3.24 mm | 3.31 mm principal | 0.47 | Debt | Long | XX |
French Republic Government Bond OAT | 3.20 mm | 6.41 mm principal | 0.46 | Debt | Long | France |
Freddie Mac, Series 2022-DNA3, Class M1 | 3.07 mm | 3.00 mm principal | 0.44 | ABS-mortgage backed security | Long | USA |
GM General Motors Company | 3.06 mm | 3.00 mm principal | 0.44 | Debt | Long | USA |
SC Germany S.A. Compartment Consumer Trust, Series 2021-1, Class E | 3.06 mm | 3.01 mm principal | 0.44 | ABS-other | Long | Luxembourg |
Colombian TES | 3.05 mm | 13.50 bn principal | 0.44 | Debt | Long | Colombia |
SO Southern Company | 3.03 mm | 3.27 mm principal | 0.44 | Debt | Long | USA |
Nationwide Building Society | 3.02 mm | 2.90 mm principal | 0.44 | Debt | Long | UK |
Fideicomiso Dorrego y Libertador | 2.99 mm | 3.14 mm principal | 0.43 | ABS-other | Long | Argentina |
Penske Truck Leasing Co. L.P./ PTL Finance Corp. | 2.96 mm | 3.00 mm principal | 0.43 | Debt | Long | USA |
UBS Group AG | 2.96 mm | 3.00 mm principal | 0.43 | Debt | Long | Switzerland |
Republic of South Africa Government Bond, Series 2032 | 2.96 mm | 68.70 mm principal | 0.43 | Debt | Long | South Africa |
Indonesia Treasury Bond, Series FR96 | 2.94 mm | 45.00 bn principal | 0.42 | Debt | Long | Indonesia |
ENB Enbridge Inc | 2.85 mm | 2.99 mm principal | 0.41 | Debt | Long | Canada |
Fannie Mae Connecticut Avenue Securities, Series 2022-R05, Class 2M1 | 2.77 mm | 2.77 mm principal | 0.40 | ABS-mortgage backed security | Long | USA |
Dell International LLC / EMC Corp. | 2.62 mm | 2.60 mm principal | 0.38 | Debt | Long | USA |
New South Wales Treasury Corp. | 2.60 mm | 4.44 mm principal | 0.38 | Debt | Long | Australia |
Newday Funding Master Issuer PLC, Series 2021-3X, Class D | 2.60 mm | 2.18 mm principal | 0.37 | ABS-other | Long | UK |
ING ING Groep N.V. | 2.57 mm | 2.90 mm principal | 0.37 | Debt | Long | Netherlands |
KBC Group N.V. | 2.50 mm | 2.40 mm principal | 0.36 | Debt | Long | Belgium |
PT Bank Tabungan Negara (Persero) Tbk | 2.47 mm | 2.61 mm principal | 0.36 | Debt | Long | Indonesia |
FCX Freeport-McMoRan Inc | 2.45 mm | 2.71 mm principal | 0.35 | Debt | Long | USA |
Eurosail PLC, Series 2006-2X, Class D1A | 2.43 mm | 2.70 mm principal | 0.35 | ABS-mortgage backed security | Long | UK |
VOD Vodafone Group plc | 2.42 mm | 2.74 mm principal | 0.35 | Debt | Long | UK |
Peru Government Bond | 2.40 mm | 9.10 mm principal | 0.35 | Debt | Long | Peru |
Thailand Government Bond | 2.24 mm | 84.00 mm principal | 0.32 | Debt | Long | Thailand |
Morgan Stanley Capital Services LLC | 2.23 mm | 20.25 mm contracts | 0.32 | Interest rate derivative | N/A | N/A |
Alba PLC, Series 2007-1, Class E | 2.21 mm | 2.09 mm principal | 0.32 | ABS-mortgage backed security | Long | UK |
Eurosail PLC, Series 2007-2X, Class D1C | 2.20 mm | 2.10 mm principal | 0.32 | ABS-mortgage backed security | Long | UK |
CIB Bancolombia S.A. | 2.18 mm | 2.35 mm principal | 0.32 | Debt | Long | Colombia |
Electricite de France | 2.17 mm | 2.10 mm principal | 0.31 | Debt | Long | France |
BNP Paribas | 2.08 mm | 2.10 mm principal | 0.30 | Debt | Long | France |
ING ING Groep N.V. | 2.08 mm | 2.20 mm principal | 0.30 | Debt | Long | Netherlands |
Natwest Group PLC | 2.07 mm | 2.25 mm principal | 0.30 | Debt | Long | UK |
MATV Mativ Holdings Inc | 1.99 mm | 2.18 mm principal | 0.29 | Debt | Long | USA |
Brazil Notas do Tesouro Nacional, Series B | 1.97 mm | 2.30 mm principal | 0.28 | Debt | Long | Brazil |
Eurosail PLC, Series 2006-2X, Class E1C | 1.94 mm | 1.83 mm principal | 0.28 | ABS-mortgage backed security | Long | UK |
Alcoa Nederland Holding B.V. | 1.94 mm | 2.01 mm principal | 0.28 | Debt | Long | Netherlands |
Newday Funding Master Issuer PLC, Series 2021-3X, Class E | 1.94 mm | 1.60 mm principal | 0.28 | ABS-other | Long | UK |
Freddie Mac, Series 2022-DNA3, Class M1 | 1.89 mm | 1.88 mm principal | 0.27 | ABS-mortgage backed security | Long | USA |
Morgan Stanley Capital Services LLC | 1.89 mm | 9.90 mm contracts | 0.27 | Interest rate derivative | N/A | N/A |
SO Southern Company | 1.85 mm | 2.11 mm principal | 0.27 | Debt | Long | USA |
BPCE S.A. | 1.83 mm | 2.00 mm principal | 0.26 | Debt | Long | France |
Jupiter Mortgage NO.1 PLC | 1.83 mm | 1.50 mm principal | 0.26 | ABS-mortgage backed security | Long | UK |
Great Hall Mortgages No.1 PLC, Series 2007-2X, Class EB | 1.80 mm | 1.78 mm principal | 0.26 | ABS-mortgage backed security | Long | UK |
Eurosail PLC, Series 2006-4X, Class E1C | 1.80 mm | 1.61 mm principal | 0.26 | ABS-mortgage backed security | Long | UK |
CHS/Community Health Systems, Inc. | 1.75 mm | 1.84 mm principal | 0.25 | Debt | Long | USA |
Sitios Latinoamerica, S.A.B. de C.V. | 1.74 mm | 2.02 mm principal | 0.25 | Debt | Long | Mexico |
FREMF Mortgage Trust, Series 2016-K54, Class C | 1.72 mm | 1.81 mm principal | 0.25 | ABS-mortgage backed security | Long | USA |
Freddie Mac, Series 2022-HQA3, Class M2 | 1.71 mm | 1.61 mm principal | 0.25 | ABS-mortgage backed security | Long | USA |
CaixaBank, S.A. | 1.64 mm | 1.80 mm principal | 0.24 | Debt | Long | Spain |
HSBC HSBC Holdings plc | 1.64 mm | 1.50 mm principal | 0.24 | Debt | Long | UK |
Grupo Financiero Galicia S.A., Class B
|
1.64 mm | 535.00 k shares | 0.24 | Common equity | Long | Argentina |
CCO Holdings, LLC/CCO Holdings Capital Corp. | 1.63 mm | 1.98 mm principal | 0.24 | Debt | Long | USA |
Malaysia Government Bond, Series 115 | 1.61 mm | 7.50 mm principal | 0.23 | Debt | Long | Malaysia |
Cloverie PLC for Swiss Reinsurance Co. Ltd. | 1.59 mm | 1.65 mm principal | 0.23 | Debt | Long | Ireland |
Freddie Mac, Series 2022-HQA2, Class M1 | 1.56 mm | 1.50 mm principal | 0.23 | ABS-mortgage backed security | Long | USA |
Freddie Mac, Series 2022-HQA3, Class M1 | 1.55 mm | 1.50 mm principal | 0.22 | ABS-mortgage backed security | Long | USA |
Japan Government Bond, Series 15 | 1.54 mm | 288.70 mm principal | 0.22 | Debt | Long | Japan |
Swedbank AB, Series NC5 | 1.54 mm | 1.60 mm principal | 0.22 | Debt | Long | Sweden |
OKE Oneok Inc. | 1.53 mm | 1.56 mm principal | 0.22 | Debt | Long | USA |
JSW Steel Ltd. | 1.53 mm | 1.74 mm principal | 0.22 | Debt | Long | India |
Freddie Mac, Series 2022-DNA2, Class M1 | 1.51 mm | 1.50 mm principal | 0.22 | ABS-mortgage backed security | Long | USA |
Taurus, Series 2018-IT1, Class A | 1.51 mm | 1.47 mm principal | 0.22 | ABS-mortgage backed security | Long | Italy |
Jefferies Group Inc | 1.50 mm | 1.50 mm principal | 0.22 | Debt | Long | USA |
Bayer AG | 1.50 mm | 1.50 mm principal | 0.22 | Debt | Long | Germany |
Cooperatieve Rabobank U.A. | 1.50 mm | 1.60 mm principal | 0.22 | Debt | Long | Netherlands |
MGM China Holdings Ltd. | 1.49 mm | 1.51 mm principal | 0.21 | Debt | Long | Cayman Islands |
COMM Mortgage Trust, Series 2014-UBS6, Class AM | 1.48 mm | 1.60 mm principal | 0.21 | ABS-mortgage backed security | Long | USA |
BPCE S.A. | 1.48 mm | 1.50 mm principal | 0.21 | Debt | Long | France |
BA Boeing Co. | 1.47 mm | 1.50 mm principal | 0.21 | Debt | Long | USA |
Telenet Finance Luxembourg Notes S.a.r.l. | 1.45 mm | 1.60 mm principal | 0.21 | Debt | Long | Luxembourg |
EC Ecopetrol SA | 1.44 mm | 1.50 mm principal | 0.21 | Debt | Long | Colombia |
FM First Quantum Minerals Ltd | 1.44 mm | 1.50 mm principal | 0.21 | Debt | Long | Canada |
Intesa Sanpaolo S.p.A. | 1.44 mm | 1.60 mm principal | 0.21 | Debt | Long | Italy |
Paramount Global | 1.44 mm | 1.62 mm principal | 0.21 | Debt | Long | USA |
UBS Group AG | 1.42 mm | 1.50 mm principal | 0.20 | Debt | Long | Switzerland |
PT Perusahaan Perseroan (Persero) Perusahaan Listrik Negara | 1.41 mm | 1.50 mm principal | 0.20 | Debt | Long | Indonesia |
Nordea Bank Abp | 1.41 mm | 1.50 mm principal | 0.20 | Debt | Long | Finland |
LYG Lloyds Banking Group plc | 1.41 mm | 1.50 mm principal | 0.20 | Debt | Long | UK |
Banco Bilbao Vizcaya Argentaria S.A. | 1.40 mm | 1.40 mm principal | 0.20 | Debt | Long | Spain |
Fannie Mae Connecticut Avenue Securities, Series 2022-R08, Class 1M2 | 1.39 mm | 1.35 mm principal | 0.20 | ABS-mortgage backed security | Long | USA |
Telefonica Europe B.V. | 1.39 mm | 1.50 mm principal | 0.20 | Debt | Long | Netherlands |
Oman Government International Bond | 1.38 mm | 1.50 mm principal | 0.20 | Debt | Long | Oman |
Pampa Energia S.A.
|
1.38 mm | 400.00 k shares | 0.20 | Common equity | Long | Argentina |
Mercury Chile Holdco LLC | 1.38 mm | 1.50 mm principal | 0.20 | Debt | Long | USA |
ProSil Acquisition S.A., Series 2019-1, Class A | 1.37 mm | 1.42 mm principal | 0.20 | ABS-mortgage backed security | Long | Luxembourg |
CCO Holdings, LLC/CCO Holdings Capital Corp. | 1.36 mm | 1.62 mm principal | 0.20 | Debt | Long | USA |
Telefonica Europe B.V. | 1.35 mm | 1.30 mm principal | 0.19 | Debt | Long | Netherlands |
United Airlines, Inc. | 1.35 mm | 1.46 mm principal | 0.19 | Debt | Long | USA |
Eurosail PLC, Series 2007-2X, Class D1A | 1.34 mm | 1.50 mm principal | 0.19 | ABS-mortgage backed security | Long | UK |
Petroleos Mexicanos | 1.33 mm | 1.50 mm principal | 0.19 | Debt | Long | Mexico |
TransCanada Trust, Series 16-A | 1.33 mm | 1.46 mm principal | 0.19 | Debt | Long | Canada |
Petroleos Mexicanos | 1.32 mm | 1.50 mm principal | 0.19 | Debt | Long | Mexico |
KBC Group N.V. | 1.27 mm | 1.40 mm principal | 0.18 | Debt | Long | Belgium |
Electricite de France | 1.25 mm | 1.20 mm principal | 0.18 | Debt | Long | France |
CVS CVS Health Corp | 1.25 mm | 1.50 mm principal | 0.18 | Debt | Long | USA |
LHX L3Harris Technologies Inc | 1.24 mm | 1.25 mm principal | 0.18 | Debt | Long | USA |
OKE Oneok Inc. | 1.23 mm | 1.24 mm principal | 0.18 | Debt | Long | USA |
Morgan Stanley Capital Services LLC | 1.22 mm | 18.00 mm contracts | 0.18 | Interest rate derivative | N/A | N/A |
Mexico Remittances Funding Fiduciary Estate Management S.a.r.l. | 1.21 mm | 1.35 mm principal | 0.17 | Debt | Long | Luxembourg |
Prudential Funding (Asia) PLC | 1.20 mm | 1.45 mm principal | 0.17 | Debt | Long | UK |
Indonesia Asahan Aluminium PT / Mineral Industri Indonesia Persero PT | 1.19 mm | 1.30 mm principal | 0.17 | Debt | Long | Indonesia |
Morgan Stanley Capital Services LLC | 1.17 mm | 27.00 mm contracts | 0.17 | Interest rate derivative | N/A | N/A |
International Finance Corp. | 1.16 mm | 90.00 mm principal | 0.17 | Debt | Long | XX |
MGM China Holdings Ltd. | 1.15 mm | 1.20 mm principal | 0.17 | Debt | Long | Cayman Islands |
Fannie Mae Connecticut Avenue Securities, Series 2023-R04, Class 1M1 | 1.14 mm | 1.13 mm principal | 0.17 | ABS-mortgage backed security | Long | USA |
Wynn Macau, Ltd. | 1.13 mm | 1.16 mm principal | 0.16 | Debt | Long | Cayman Islands |
Freddie Mac, Series 2023-DNA1, Class M1 | 1.10 mm | 1.09 mm principal | 0.16 | ABS-mortgage backed security | Long | USA |
Fannie Mae Connecticut Avenue Securities, Series 2023-R03, Class 2M1 | 1.10 mm | 1.09 mm principal | 0.16 | ABS-mortgage backed security | Long | USA |
FDX Fedex Corp | 1.10 mm | 1.50 mm principal | 0.16 | Debt | Long | USA |
Freddie Mac, Series 2023-HQA2, Class M1 | 1.09 mm | 1.09 mm principal | 0.16 | ABS-mortgage backed security | Long | USA |
Lloyds Banking Group PLC | 1.07 mm | 950.00 k principal | 0.15 | Debt | Long | UK |
Fideicomiso Financiero Invernea Proteina 2, Serie II | 1.07 mm | 133.50 mm principal | 0.15 | ABS-other | Long | Argentina |
JBL Jabil Inc | 1.05 mm | 1.30 mm principal | 0.15 | Debt | Long | USA |
JBS USA LUX S.A. / JBS USA Food Co. / JBS USA Finance Inc. | 1.05 mm | 1.11 mm principal | 0.15 | Debt | Long | XX |
Towd Point Mortgage Funding 2019 - Granite4 PLC, Series 2019-GR4X, Class FR | 1.05 mm | 870.00 k principal | 0.15 | ABS-mortgage backed security | Long | UK |
Natwest Group PLC | 1.04 mm | 1.04 mm principal | 0.15 | Debt | Long | UK |
Republic of Austria Government Bond | 1.03 mm | 1.54 mm principal | 0.15 | Debt | Long | Austria |
Exeter Automobile Receivables Trust, Series 2019-4A, Class D | 1.02 mm | 1.04 mm principal | 0.15 | ABS-other | Long | USA |
Ludgate Funding PLC, Series 2007-1, Class MA | 988.20 k | 893.83 k principal | 0.14 | ABS-mortgage backed security | Long | UK |
United Kingdom Gilt | 983.32 k | 2.96 mm principal | 0.14 | Debt | Long | UK |
Camelot Finance S.A. | 978.84 k | 1.06 mm principal | 0.14 | Debt | Long | Luxembourg |
Futura S.r.l., Series 2019-1, Class A | 973.12 k | 925.33 k principal | 0.14 | ABS-mortgage backed security | Long | Italy |
Colombian TES, Series B | 950.88 k | 4.88 bn principal | 0.14 | Debt | Long | Colombia |
Erste Group Bank AG | 947.51 k | 1.00 mm principal | 0.14 | Debt | Long | Austria |
Stratton Mortgage Funding PLC, Series 2021-1, Class E | 939.44 k | 780.00 k principal | 0.14 | ABS-mortgage backed security | Long | UK |
Ivory Coast Government International Bond | 928.60 k | 1.15 mm principal | 0.13 | Debt | Long | Côte d'Ivoire |
Freddie Mac, Series 2023-HQA2, Class M1 | 922.95 k | 900.00 k principal | 0.13 | ABS-mortgage backed security | Long | USA |
Uruguay Government International Bond | 919.19 k | 34.73 mm principal | 0.13 | Debt | Long | Uruguay |
Forward Foreign Currency Contract
Citibank, National Association
|
905.24 k | 1.00 contracts | 0.13 | DFE | N/A | N/A |
Braskem Idesa S.A.P.I. | 905.10 k | 1.45 mm principal | 0.13 | Debt | Long | Mexico |
CX Cemex S.A.B. De C.V. | 904.28 k | 965.00 k principal | 0.13 | Debt | Long | Mexico |
Nemak, S.A.B. de C.V. | 898.83 k | 1.20 mm principal | 0.13 | Debt | Long | Mexico |
ILPT Commercial Mortgage Trust, Series 2022-LPF2, Class B | 898.07 k | 900.00 k principal | 0.13 | ABS-mortgage backed security | Long | USA |
Colombia Government International Bond | 897.05 k | 1.48 mm principal | 0.13 | Debt | Long | Colombia |
Ivory Coast Government International Bond | 882.21 k | 900.00 k principal | 0.13 | Debt | Long | Côte d'Ivoire |
Banco Santander S.A. | 882.04 k | 1.00 mm principal | 0.13 | Debt | Long | Spain |
LYG Lloyds Banking Group plc | 879.09 k | 900.00 k principal | 0.13 | Debt | Long | UK |
Towd Point Mortgage Funding 2019 - Granite4 PLC, Series 2019-GR4X, Class GR | 871.96 k | 725.00 k principal | 0.13 | ABS-mortgage backed security | Long | UK |
Forward Foreign Currency Contract
Goldman Sachs Bank USA
|
869.38 k | 1.00 contracts | 0.13 | DFE | N/A | N/A |
Eurohome UK Mortgages PLC, Series 2007-2, Class B1 | 865.34 k | 872.00 k principal | 0.12 | ABS-mortgage backed security | Long | UK |
Aethon United BR L.P./ Aethon United Finance Corp. | 858.01 k | 864.00 k principal | 0.12 | Debt | Long | USA |
Alba PLC, Series 2007-1, Class F | 843.31 k | 736.36 k principal | 0.12 | ABS-mortgage backed security | Long | UK |
BDX Becton Dickinson & Co. | 839.14 k | 1.16 mm principal | 0.12 | Debt | Long | USA |
Morgan Stanley Capital Services LLC | 835.77 k | 18.00 mm contracts | 0.12 | Interest rate derivative | N/A | N/A |
Eurosail 2006-1 PLC, Series 2006-1X, Class D1A | 822.99 k | 900.00 k principal | 0.12 | ABS-mortgage backed security | Long | UK |
COMM Mortgage Trust, Series 2019-GC44, Class AM | 822.28 k | 1.00 mm principal | 0.12 | ABS-mortgage backed security | Long | USA |
LCH.Clearnet LLC | 818.85 k | 1.00 contracts | 0.12 | Interest rate derivative | N/A | N/A |
European Bank for Reconstruction and Development | 813.64 k | 800.00 k principal | 0.12 | Debt | Long | XX |
Eurohome UK Mortgages PLC, Series 2007-1, Class B1 | 812.61 k | 780.00 k principal | 0.12 | ABS-mortgage backed security | Long | UK |
Freddie Mac Multifamily Structured Pass-Through Ctfs., Series K093, Class X1, IO | 800.48 k | 19.35 mm principal | 0.12 | ABS-asset backed commercial paper | Long | USA |
Banco Santander S.A. | 796.89 k | 1.00 mm principal | 0.11 | Debt | Long | Spain |
Melco Resorts Finance Ltd. | 793.44 k | 962.00 k principal | 0.11 | Debt | Long | Cayman Islands |
Fannie Mae Connecticut Avenue Securities, Series 2022-R04, Class 1M2 | 782.68 k | 770.00 k principal | 0.11 | ABS-mortgage backed security | Long | USA |
Eurosail-UK 2007-1nc PLC, Series 2007-1X, Class D1C | 781.42 k | 750.00 k principal | 0.11 | ABS-mortgage backed security | Long | UK |