Fund profile
Fund manager
Total assets
$4.53 bn
Liabilities
$2.05 bn
Net assets
$2.48 bn
Number of holdings
704.00
Top 200 of 704 Holdings
Security | $Holding | Balance | % of Fund | Category | Position | Country |
---|---|---|---|---|---|---|
REPO BANK AMERICA REPO | 232.10 mm | 232.10 mm principal | 9.38 | Repurchase agreement | Long | USA |
REPO BANK AMERICA REPO | 196.30 mm | 196.30 mm principal | 7.93 | Repurchase agreement | Long | USA |
TSY INFL IX N/B 07/32 0.625 | 168.07 mm | 192.75 mm principal | 6.79 | Debt | Long | USA |
TSY INFL IX N/B 10/27 1.625 | 151.14 mm | 155.62 mm principal | 6.11 | Debt | Long | USA |
TSY INFL IX N/B 01/28 0.5 | 142.71 mm | 154.78 mm principal | 5.77 | Debt | Long | USA |
TSY INFL IX N/B 07/31 0.125 | 121.62 mm | 143.15 mm principal | 4.91 | Debt | Long | USA |
TSY INFL IX N/B 07/26 0.125 | 107.36 mm | 114.84 mm principal | 4.34 | Debt | Long | USA |
TSY INFL IX N/B 01/26 0.625 | 107.35 mm | 112.90 mm principal | 4.34 | Debt | Long | USA |
TSY INFL IX N/B 01/30 0.125 | 105.55 mm | 121.01 mm principal | 4.26 | Debt | Long | USA |
TSY INFL IX N/B 10/24 0.125 | 97.73 mm | 100.80 mm principal | 3.95 | Debt | Long | USA |
TSY INFL IX N/B 10/26 0.125 | 96.67 mm | 103.93 mm principal | 3.91 | Debt | Long | USA |
TSY INFL IX N/B 01/27 0.375 | 94.20 mm | 101.24 mm principal | 3.81 | Debt | Long | USA |
TSY INFL IX N/B 01/32 0.125 | 94.03 mm | 112.15 mm principal | 3.80 | Debt | Long | USA |
TSY INFL IX N/B 01/31 0.125 | 93.08 mm | 108.78 mm principal | 3.76 | Debt | Long | USA |
TSY INFL IX N/B 07/30 0.125 | 91.28 mm | 105.28 mm principal | 3.69 | Debt | Long | USA |
TSY INFL IX N/B 01/29 0.875 | 86.29 mm | 92.97 mm principal | 3.49 | Debt | Long | USA |
TSY INFL IX N/B 07/28 0.75 | 76.52 mm | 82.20 mm principal | 3.09 | Debt | Long | USA |
TSY INFL IX N/B 01/25 0.25 | 75.98 mm | 78.99 mm principal | 3.07 | Debt | Long | USA |
TSY INFL IX N/B 07/25 0.375 | 73.69 mm | 76.96 mm principal | 2.98 | Debt | Long | USA |
TSY INFL IX N/B 04/27 0.125 | 70.39 mm | 76.65 mm principal | 2.84 | Debt | Long | USA |
TSY INFL IX N/B 01/33 1.125 | 68.47 mm | 75.76 mm principal | 2.77 | Debt | Long | USA |
TSY INFL IX N/B 07/27 0.375 | 68.13 mm | 73.45 mm principal | 2.75 | Debt | Long | USA |
TSY INFL IX N/B 07/29 0.25 | 67.96 mm | 76.25 mm principal | 2.75 | Debt | Long | USA |
TSY INFL IX N/B 10/25 0.125 | 66.21 mm | 69.86 mm principal | 2.67 | Debt | Long | USA |
TSY INFL IX N/B 04/26 0.125 | 65.43 mm | 70.02 mm principal | 2.64 | Debt | Long | USA |
TSY INFL IX N/B 04/25 0.125 | 59.28 mm | 62.13 mm principal | 2.39 | Debt | Long | USA |
TSY INFL IX N/B 02/45 0.75 | 54.33 mm | 74.64 mm principal | 2.19 | Debt | Long | USA |
TSY INFL IX N/B 07/24 0.125 | 52.00 mm | 53.23 mm principal | 2.10 | Debt | Long | USA |
TSY INFL IX N/B 01/24 0.625 | 49.91 mm | 50.39 mm principal | 2.02 | Debt | Long | USA |
TSY INFL IX N/B 02/44 1.375 | 49.70 mm | 59.36 mm principal | 2.01 | Debt | Long | USA |
EQIX Equinix Inc | 47.02 mm | 64.74 k shares | 1.90 | Common equity | Long | USA |
PIMCO PRV SHORT TERM FLT III MUTUAL FUND | 45.52 mm | 4.68 mm principal | 1.84 | Short-term investment vehicle | Long | USA |
TSY INFL IX N/B 04/28 1.25 | 38.77 mm | 40.77 mm principal | 1.57 | Debt | Long | USA |
TSY INFL IX N/B 02/46 1 | 37.56 mm | 49.41 mm principal | 1.52 | Debt | Long | USA |
GOLDMAN SACHS REPO REPO | 35.70 mm | 35.70 mm principal | 1.44 | Repurchase agreement | Long | USA |
BUONI POLIENNALI DEL TES SR UNSECURED 144A REGS 05/25 1 | 33.87 mm | 32.52 mm principal | 1.37 | Debt | Long | Italy |
FNMA TBA 30 YR 4 SINGLE FAMILY MORTGAGE | 33.87 mm | 38.00 mm principal | 1.37 | ABS-mortgage backed security | Long | USA |
BARCLAYS CAPITAL REPO REPO | 32.20 mm | 32.20 mm principal | 1.30 | Repurchase agreement | Long | USA |
TSY INFL IX N/B 02/43 0.625 | 32.16 mm | 44.19 mm principal | 1.30 | Debt | Long | USA |
TSY INFL IX N/B 07/33 1.375 | 31.95 mm | 34.52 mm principal | 1.29 | Debt | Long | USA |
TSY INFL IX N/B 02/47 0.875 | 31.63 mm | 43.32 mm principal | 1.28 | Debt | Long | USA |
TSY INFL IX N/B 02/48 1 | 30.75 mm | 41.28 mm principal | 1.24 | Debt | Long | USA |
TSY INFL IX N/B 02/42 0.75 | 29.82 mm | 39.33 mm principal | 1.20 | Debt | Long | USA |
FNMA TBA 30 YR 4.5 SINGLE FAMILY MORTGAGE | 25.16 mm | 27.40 mm principal | 1.02 | ABS-mortgage backed security | Long | USA |
FNMA TBA 30 YR 5 SINGLE FAMILY MORTGAGE | 23.59 mm | 25.00 mm principal | 0.95 | ABS-mortgage backed security | Long | USA |
JAPAN GOVT CPI LINKED BONDS 03/29 0.1 | 23.34 mm | 3.31 bn principal | 0.94 | Debt | Long | Japan |
DLR Digital Realty Trust Inc | 20.76 mm | 171.55 k shares | 0.84 | Common equity | Long | USA |
TREASURY BILL 12/23 0.00000 | 19.72 mm | 19.96 mm principal | 0.80 | Debt | Long | USA |
TSY INFL IX N/B 02/41 2.125 | 19.58 mm | 20.22 mm principal | 0.79 | Debt | Long | USA |
Prologis, L.P. | 19.14 mm | 170.61 k shares | 0.77 | Common equity | Long | USA |
GOVERNMENT NATIONAL MORTGAGE A GNR 2023 H20 FA | 18.94 mm | 18.97 mm principal | 0.77 | ABS-mortgage backed security | Long | USA |
O Realty Income Corp. | 18.59 mm | 372.27 k shares | 0.75 | Common equity | Long | USA |
FNMA TBA 30 YR 5.5 SINGLE FAMILY MORTGAGE | 16.72 mm | 17.30 mm principal | 0.68 | ABS-mortgage backed security | Long | USA |
TSY INFL IX N/B 02/40 2.125 | 16.40 mm | 16.91 mm principal | 0.66 | Debt | Long | USA |
TSY INFL IX N/B 02/49 1 | 15.59 mm | 21.09 mm principal | 0.63 | Debt | Long | USA |
FNMA TBA 30 YR 6.5 SINGLE FAMILY MORTGAGE | 15.07 mm | 15.00 mm principal | 0.61 | ABS-mortgage backed security | Long | USA |
FNMA TBA 30 YR 4.5 SINGLE FAMILY MORTGAGE | 14.70 mm | 16.00 mm principal | 0.59 | ABS-mortgage backed security | Long | USA |
TSY INFL IX N/B 02/50 0.25 | 14.45 mm | 24.49 mm principal | 0.58 | Debt | Long | USA |
CPT Camden Property Trust | 13.67 mm | 144.50 k shares | 0.55 | Common equity | Long | USA |
RLJ RLJ Lodging Trust | 12.74 mm | 1.30 mm shares | 0.51 | Common equity | Long | USA |
MF1 MULTIFAMILY HOUSING MORTGA MF1 2021 FL7 A 144A | 12.38 mm | 12.60 mm principal | 0.50 | ABS-collateralized bond/debt obligation | Long | Cayman Islands |
DOC Healthpeak Properties Inc. | 12.27 mm | 668.46 k shares | 0.50 | Common equity | Long | USA |
RHP Ryman Hospitality Properties Inc | 11.82 mm | 141.98 k shares | 0.48 | Common equity | Long | USA |
FRANCE (GOVT OF) BONDS REGS 07/24 0.25 | 11.59 mm | 10.97 mm principal | 0.47 | Debt | Long | France |
VTR Ventas Inc | 11.27 mm | 267.49 k shares | 0.46 | Common equity | Long | USA |
TSY INFL IX N/B 02/53 1.5 | 11.24 mm | 13.57 mm principal | 0.45 | Debt | Long | USA |
PSA Public Storage | 10.68 mm | 40.52 k shares | 0.43 | Common equity | Long | USA |
NYKREDIT REALKREDIT AS COVERED REGS 10/53 1.5 | 10.67 mm | 102.29 mm principal | 0.43 | Debt | Long | Denmark |
Host Hotels & Resorts, Inc. | 10.25 mm | 638.14 k shares | 0.41 | Common equity | Long | USA |
JAPAN GOVT CPI LINKED BONDS 03/28 0.1 | 10.09 mm | 1.43 bn principal | 0.41 | Debt | Long | Japan |
COLD Americold Realty Trust Inc | 9.92 mm | 326.10 k shares | 0.40 | Common equity | Long | USA |
UDR UDR Inc | 9.89 mm | 277.31 k shares | 0.40 | Common equity | Long | USA |
TSY INFL IX N/B 02/51 0.125 | 9.57 mm | 17.15 mm principal | 0.39 | Debt | Long | USA |
EXR Extra Space Storage Inc. | 9.53 mm | 78.38 k shares | 0.38 | Common equity | Long | USA |
VMC FINANCE LLC VMC 2022 FL5 A 144A | 9.01 mm | 9.19 mm principal | 0.36 | ABS-collateralized bond/debt obligation | Long | USA |
TSY INFL IX N/B 02/52 0.125 | 8.94 mm | 16.25 mm principal | 0.36 | Debt | Long | USA |
INVH Invitation Homes Inc | 8.31 mm | 262.31 k shares | 0.34 | Common equity | Long | USA |
ELEVATION CLO LTD AWPT 2017 8A A1R2 144A | 7.76 mm | 7.78 mm principal | 0.31 | ABS-collateralized bond/debt obligation | Long | Cayman Islands |
FR First Industrial Realty Trust, Inc. | 7.76 mm | 163.05 k shares | 0.31 | Common equity | Long | USA |
BSPDF 2021 FL1 ISSUER LTD BSPDF 2021 FL1 A 144A | 7.63 mm | 7.90 mm principal | 0.31 | ABS-collateralized bond/debt obligation | Long | Cayman Islands |
PK Park Hotels & Resorts Inc | 7.49 mm | 607.71 k shares | 0.30 | Common equity | Long | USA |
FNMA TBA 30 YR 4 SINGLE FAMILY MORTGAGE | 7.48 mm | 8.40 mm principal | 0.30 | ABS-mortgage backed security | Long | USA |
CCI Crown Castle Inc | 7.46 mm | 81.07 k shares | 0.30 | Common equity | Long | USA |
CUBE CubeSmart | 7.33 mm | 192.36 k shares | 0.30 | Common equity | Long | USA |
HHH Howard Hughes Holdings Inc. | 7.27 mm | 98.03 k shares | 0.29 | Common equity | Long | USA |
TCI SYMPHONY CLO TSYMP 2016 1A AR2 144A | 7.17 mm | 7.20 mm principal | 0.29 | ABS-collateralized bond/debt obligation | Long | Cayman Islands |
TRNO Terreno Realty Corp | 6.92 mm | 121.89 k shares | 0.28 | Common equity | Long | USA |
MOUNTAIN VIEW CLO MVEW 2017 2A AR 144A | 6.86 mm | 6.89 mm principal | 0.28 | ABS-collateralized bond/debt obligation | Long | Cayman Islands |
STARWOOD COMMERCIAL MORTGAGE T STWD 2021 FL2 A 144A | 6.66 mm | 6.80 mm principal | 0.27 | ABS-collateralized bond/debt obligation | Long | Cayman Islands |
ESS Essex Property Trust, Inc. | 6.65 mm | 31.34 k shares | 0.27 | Common equity | Long | USA |
SHO Sunstone Hotel Investors Inc | 6.64 mm | 710.09 k shares | 0.27 | Common equity | Long | USA |
NYKREDIT REALKREDIT AS COVERED REGS 10/53 1.5 | 6.49 mm | 66.32 mm principal | 0.26 | Debt | Long | Denmark |
RFR USD SOFR/2.86500 02/13/24-30Y LCH | 6.48 mm | 1.00 contracts | 0.26 | Interest rate derivative | N/A | USA |
VICI VICI Properties Inc | 6.41 mm | 220.30 k shares | 0.26 | Common equity | Long | USA |
AT+T INC | 6.03 mm | 6.20 mm principal | 0.24 | Debt | Long | USA |
ARE Alexandria Real Estate Equities Inc. | 5.92 mm | 59.13 k shares | 0.24 | Common equity | Long | USA |
SITC SITE Centers Corp | 5.90 mm | 478.33 k shares | 0.24 | Common equity | Long | USA |
ARBOR REALTY COLLATERALIZED LO ARCLO 2021 FL3 A 144A | 5.89 mm | 6.00 mm principal | 0.24 | ABS-collateralized bond/debt obligation | Long | Cayman Islands |
SPECIALTY UNDERWRITING + RESID SURF 2006 AB3 A1 | 5.87 mm | 10.52 mm principal | 0.24 | ABS-mortgage backed security | Long | USA |
CALCARBALLOWV2023 DEC23 IFED 20231222 | 5.80 mm | 774.00 contracts | 0.23 | Commodity derivative | N/A | USA |
Kilroy Realty Corp. | 5.68 mm | 179.80 k shares | 0.23 | Common equity | Long | USA |
ANCHORAGE CAPITAL CLO LTD ANCHC 2019 11A AR 144A | 5.56 mm | 5.60 mm principal | 0.22 | ABS-collateralized bond/debt obligation | Long | Cayman Islands |
ROIC Retail Opportunity Investments Corp | 5.56 mm | 449.26 k shares | 0.22 | Common equity | Long | USA |
TSY INFL IX N/B 01/28 1.75 | 5.35 mm | 5.50 mm principal | 0.22 | Debt | Long | USA |
BXP Boston Properties, Inc. | 5.28 mm | 88.70 k shares | 0.21 | Common equity | Long | USA |
REALKREDIT DANMARK COVERED REGS 10/53 1.5 | 5.20 mm | 49.87 mm principal | 0.21 | Debt | Long | Denmark |
VENTURE CDO LTD VENTR 2017 28A A1R 144A | 5.20 mm | 5.23 mm principal | 0.21 | ABS-collateralized bond/debt obligation | Long | Cayman Islands |
FRANCE (GOVT OF) BONDS 144A REGS 07/31 0.1 | 5.19 mm | 5.16 mm principal | 0.21 | Debt | Long | France |
APEX CREDIT CLO LLC JFIN 2017 2A AR 144A | 4.97 mm | 4.96 mm principal | 0.20 | ABS-collateralized bond/debt obligation | Long | Cayman Islands |
KIM Kimco Realty Corporation | 4.96 mm | 282.15 k shares | 0.20 | Common equity | Long | USA |
TCW CLO TCW 2018 1A A1R 144A | 4.91 mm | 4.92 mm principal | 0.20 | ABS-collateralized bond/debt obligation | Long | Cayman Islands |
REG Regency Centers Corporation | 4.86 mm | 81.70 k shares | 0.20 | Common equity | Long | USA |
AVB Avalonbay Communities Inc. | 4.83 mm | 28.10 k shares | 0.19 | Common equity | Long | USA |
AAT American Assets Trust Inc | 4.77 mm | 245.45 k shares | 0.19 | Common equity | Long | USA |
NYKREDIT REALKREDIT AS COVERED REGS 10/43 0.5 | 4.67 mm | 44.21 mm principal | 0.19 | Debt | Long | Denmark |
BIRCH GROVE CLO LTD. BGCLO 19A AR 144A | 4.66 mm | 4.67 mm principal | 0.19 | ABS-collateralized bond/debt obligation | Long | Cayman Islands |
ARBOR REALTY COLLATERALIZED LO ARCLO 2021 FL4 A 144A | 4.54 mm | 4.60 mm principal | 0.18 | ABS-collateralized bond/debt obligation | Long | Cayman Islands |
GLPI Gaming and Leisure Properties Inc | 4.51 mm | 98.95 k shares | 0.18 | Common equity | Long | USA |
MAR Marriott International, Inc. - Ordinary Shares | 4.49 mm | 22.85 k shares | 0.18 | Common equity | Long | USA |
IVT InvenTrust Properties Corp | 4.46 mm | 187.50 k shares | 0.18 | Common equity | Long | USA |
TSY INFL IX N/B 01/26 2 | 4.30 mm | 4.38 mm principal | 0.17 | Debt | Long | USA |
HLT Hilton Worldwide Holdings Inc | 4.28 mm | 28.51 k shares | 0.17 | Common equity | Long | USA |
REALKREDIT DANMARK COVERED REGS 10/53 1 | 4.25 mm | 46.67 mm principal | 0.17 | Debt | Long | Denmark |
DRH Diamondrock Hospitality Co. | 4.20 mm | 522.84 k shares | 0.17 | Common equity | Long | USA |
AMH American Homes 4 Rent | 4.18 mm | 124.15 k shares | 0.17 | Common equity | Long | USA |
BX TRUST BX 2022 FOX2 A2 144A | 4.18 mm | 4.31 mm principal | 0.17 | ABS-mortgage backed security | Long | USA |
REALKREDIT DANMARK COVERED REGS 10/53 1.5 | 4.07 mm | 41.69 mm principal | 0.16 | Debt | Long | Denmark |
NSA National Storage Affiliates Trust | 4.06 mm | 128.03 k shares | 0.16 | Common equity | Long | USA |
US ULTRA BOND CBT DEC23 XCBT 20231219 | 3.96 mm | -475.00 contracts | 0.16 | Interest rate derivative | N/A | USA |
BUONI POLIENNALI DEL TES SR UNSECURED 144A REGS 05/30 0 | 3.92 mm | 4.16 mm principal | 0.16 | Debt | Long | Italy |
OWNIT MORTGAGE LOAN ASSET BACK OWNIT 2006 6 A1 | 3.92 mm | 4.62 mm principal | 0.16 | ABS-mortgage backed security | Long | USA |
MP CLO VII, LTD MP7 2015 1A AR3 144A | 3.90 mm | 3.91 mm principal | 0.16 | ABS-collateralized bond/debt obligation | Long | Cayman Islands |
SARANAC CLO LTD SRANC 2018 6A A1R 144A | 3.89 mm | 3.90 mm principal | 0.16 | ABS-collateralized bond/debt obligation | Long | Jersey |
CITIGROUP MORTGAGE LOAN TRUST CMLTI 2007 WFH2 M3 | 3.78 mm | 4.10 mm principal | 0.15 | ABS-mortgage backed security | Long | USA |
NORDEA KREDIT REALKREDIT COVERED 10/53 1.5 | 3.72 mm | 38.09 mm principal | 0.15 | Debt | Long | Denmark |
WALGREENS BOOTS | 3.50 mm | 3.50 mm principal | 0.14 | Debt | Long | USA |
BRX Brixmor Property Group Inc | 3.48 mm | 167.55 k shares | 0.14 | Common equity | Long | USA |
EURO-BUXL 30Y BND DEC23 XEUR 20231207 | 3.48 mm | -369.00 contracts | 0.14 | Interest rate derivative | N/A | Germany |
JUBILEE CDO BV JUBIL 2014 11A ARR 144A | 3.44 mm | 3.30 mm principal | 0.14 | ABS-collateralized bond/debt obligation | Long | Ireland |
SCULPTOR CLO XXV, LTD. SCUL 25A A1 144A | 3.40 mm | 3.40 mm principal | 0.14 | ABS-collateralized bond/debt obligation | Long | Cayman Islands |
FANNIE MAE FNR 2018 42 FD | 3.38 mm | 3.52 mm principal | 0.14 | ABS-mortgage backed security | Long | USA |
CRESTLINE DENALI CLO XV, LTD. DEN15 2017 1A AR 144A | 3.33 mm | 3.34 mm principal | 0.13 | ABS-collateralized bond/debt obligation | Long | Cayman Islands |
TREASURY BILL 12/23 0.00000 | 3.31 mm | 3.34 mm principal | 0.13 | Debt | Long | USA |
CAIRN CLO DAC CRNCL 2014 4A ARRR 144A | 3.29 mm | 3.15 mm principal | 0.13 | ABS-collateralized bond/debt obligation | Long | Ireland |
VENTURE CDO LTD VENTR 2017 27A AR 144A | 3.25 mm | 3.27 mm principal | 0.13 | ABS-collateralized bond/debt obligation | Long | Cayman Islands |
SPG Simon Property Group, Inc. | 3.24 mm | 29.99 k shares | 0.13 | Common equity | Long | USA |
CARLYLE GLOBAL MARKET STRATEGI CGMSE 2017 3A A1R 144A | 3.20 mm | 3.08 mm principal | 0.13 | ABS-collateralized bond/debt obligation | Long | Ireland |
CRESTLINE DENALI CLO XIV, LTD DEN14 2016 1A AR2 144A | 3.16 mm | 3.17 mm principal | 0.13 | ABS-collateralized bond/debt obligation | Long | Cayman Islands |
AIRC Apartment Income REIT Corp - Ordinary Shares | 3.12 mm | 101.68 k shares | 0.13 | Common equity | Long | USA |
HARVEST CLO HARVT 16A ARR 144A | 3.10 mm | 2.99 mm principal | 0.13 | ABS-collateralized bond/debt obligation | Long | Ireland |
JUBILEE CDO BV JUBIL 2014 12A ARRR 144A | 2.92 mm | 2.80 mm principal | 0.12 | ABS-collateralized bond/debt obligation | Long | Ireland |
FHLMC MULTIFAMILY STRUCTURED P FHMS KBX1 A2 | 2.88 mm | 3.00 mm principal | 0.12 | ABS-mortgage backed security | Long | USA |
AMZX TRS EQUITY FEDL01+56 FAR
Wells Fargo Bank, National Association
|
2.74 mm | 1.00 contracts | 0.11 | Equity derivative | N/A | USA |
SOLD EUR BOUGHT USD 20231115
STANDARD CHARTERED BANK
|
2.73 mm | 1.00 contracts | 0.11 | DFE | N/A | N/A |
ANCHORAGE CAPITAL CLO LTD ANCHC 2015 6A ARR 144A | 2.67 mm | 2.67 mm principal | 0.11 | ABS-collateralized bond/debt obligation | Long | Cayman Islands |
CROWN CASTLE | 2.64 mm | 2.65 mm principal | 0.11 | Debt | Long | USA |
CRUDE OIL OPT IPE MAR24P 85 EXP 01/26/2024 | 2.51 mm | 533.00 contracts | 0.10 | Commodity derivative | N/A | UK |
ARMADA EURO CLO ARMDA 3A A1R 144A | 2.50 mm | 2.40 mm principal | 0.10 | ABS-collateralized bond/debt obligation | Long | Ireland |
IRS EUR 2.75000 03/20/24-30Y LCH | 2.48 mm | 1.00 contracts | 0.10 | Interest rate derivative | N/A | N/A |
COUNTRYWIDE ASSET BACKED CERTI CWL 2004 7 MV5 | 2.46 mm | 2.92 mm principal | 0.10 | ABS-mortgage backed security | Long | USA |
RENAISSANCE HOME EQUITY LOAN T RAMC 2006 4 AF3 | 2.44 mm | 7.26 mm principal | 0.10 | ABS-mortgage backed security | Long | USA |
ELECTRICITE DE FRANCE SA | 2.44 mm | 2.45 mm principal | 0.10 | Debt | Long | France |
MAN GLG EURO CLO GLGE 5A A1R 144A | 2.42 mm | 2.34 mm principal | 0.10 | ABS-collateralized bond/debt obligation | Long | Ireland |
REXR Rexford Industrial Realty Inc | 2.40 mm | 48.59 k shares | 0.10 | Common equity | Long | USA |
COUNTRYWIDE ASSET BACKED CERTI CWL 2007 8 1A1 | 2.39 mm | 2.63 mm principal | 0.10 | ABS-mortgage backed security | Long | USA |
CAIRN CLO BV CRNCL 2018 10A AR 144A | 2.39 mm | 2.30 mm principal | 0.10 | ABS-collateralized bond/debt obligation | Long | Ireland |
NYKREDIT REALKREDIT AS COVERED REGS 10/53 2 | 2.38 mm | 24.24 mm principal | 0.10 | Debt | Long | Denmark |
FNMA TBA 30 YR 5 SINGLE FAMILY MORTGAGE | 2.36 mm | 2.50 mm principal | 0.10 | ABS-mortgage backed security | Long | USA |
CDP COPT Defense Properties | 2.34 mm | 98.36 k shares | 0.09 | Common equity | Long | USA |
DISCOVERY COM LLC | 2.34 mm | 2.35 mm principal | 0.09 | Debt | Long | USA |
VENTURE CDO LTD VENTR 2017 26A AR 144A | 2.34 mm | 2.34 mm principal | 0.09 | ABS-collateralized bond/debt obligation | Long | Cayman Islands |
MAA Mid-America Apartment Communities, Inc. | 2.29 mm | 17.78 k shares | 0.09 | Common equity | Long | USA |
CARLYLE GLOBAL MARKET STRATEGI CGMS 2017 1A A1R 144A | 2.28 mm | 2.29 mm principal | 0.09 | ABS-collateralized bond/debt obligation | Long | Cayman Islands |
JYSKE REALKREDIT A/S COVERED 10/53 1 | 2.26 mm | 24.77 mm principal | 0.09 | Debt | Long | Denmark |
AQUEDUCT EUROPEAN CLO AQUE 2017 1A AR 144A | 2.25 mm | 2.14 mm principal | 0.09 | ABS-collateralized bond/debt obligation | Long | Ireland |
ORACLE CORPORATION | 2.19 mm | 2.20 mm principal | 0.09 | Debt | Long | USA |
CITIGROUP MORTGAGE LOAN TRUST CMLTI 2007 AMC4 M1 | 2.13 mm | 2.40 mm principal | 0.09 | ABS-mortgage backed security | Long | USA |
SECURITIZED ASSET BACKED RECEI SABR 2005 OP2 M2 | 2.10 mm | 2.22 mm principal | 0.08 | ABS-mortgage backed security | Long | USA |
GLOBAL PMTS INC | 2.09 mm | 2.10 mm principal | 0.08 | Debt | Long | USA |
BAIN CAPITAL EURO CLO BCCE 2018 2A AR 144A | 2.06 mm | 1.99 mm principal | 0.08 | ABS-collateralized bond/debt obligation | Long | Ireland |
RFR USD SOFR/4.25000 12/20/23-2Y LCH | 2.05 mm | 1.00 contracts | 0.08 | Interest rate derivative | N/A | USA |
GLOBAL PMTS INC | 1.99 mm | 2.00 mm principal | 0.08 | Debt | Long | USA |
DRYDEN EURO CLO DRYD 2017 52A AR 144A | 1.97 mm | 1.90 mm principal | 0.08 | ABS-collateralized bond/debt obligation | Long | Ireland |
NORDEA KREDIT REALKREDIT COVERED REGS 10/50 1 | 1.96 mm | 19.61 mm principal | 0.08 | Debt | Long | Denmark |
SPECIALTY UNDERWRITING + RESID SURF 2007 BC2 A2B | 1.89 mm | 2.80 mm principal | 0.08 | ABS-mortgage backed security | Long | USA |
ARROW ELECTRONICS INC | 1.89 mm | 1.90 mm principal | 0.08 | Debt | Long | USA |
HARVEST CLO HARVT 20A AR 144A | 1.87 mm | 1.80 mm principal | 0.08 | ABS-collateralized bond/debt obligation | Long | Ireland |
GOLDENTREE LOAN MANAGEMENT US GLM 2017 2A AR 144A | 1.81 mm | 1.81 mm principal | 0.07 | ABS-collateralized bond/debt obligation | Long | Cayman Islands |
BLUEMOUNTAIN EUR CLO BLUME 2017 2A AR 144A | 1.77 mm | 1.69 mm principal | 0.07 | ABS-collateralized bond/debt obligation | Long | Ireland |
BLUEMOUNTAIN EUR CLO BLUME 5A A 144A | 1.76 mm | 1.70 mm principal | 0.07 | ABS-collateralized bond/debt obligation | Long | Ireland |
SOLD EUR BOUGHT USD 20231115
UBS AG
|
1.75 mm | 1.00 contracts | 0.07 | DFE | N/A | N/A |
DRYDEN SENIOR LOAN FUND DRSLF 2017 47A A1R 144A | 1.73 mm | 1.73 mm principal | 0.07 | ABS-collateralized bond/debt obligation | Long | Cayman Islands |
RESIDENTIAL ASSET SECURITIES C RASC 2006 KS7 M1 | 1.69 mm | 1.74 mm principal | 0.07 | ABS-mortgage backed security | Long | USA |
ACE SECURITIES CORP. ACE 2005 HE2 M6 | 1.67 mm | 2.00 mm principal | 0.07 | ABS-mortgage backed security | Long | USA |
BLACKROCK EUROPEAN CLO DAC BECLO 7A AR 144A | 1.66 mm | 1.60 mm principal | 0.07 | ABS-collateralized bond/debt obligation | Long | Ireland |
CORDATUS CLO PLC CORDA 3A A1RR 144A | 1.66 mm | 1.59 mm principal | 0.07 | ABS-collateralized bond/debt obligation | Long | Ireland |
SBAC SBA Communications Corp - Ordinary Shares | 1.64 mm | 8.17 k shares | 0.07 | Common equity | Long | USA |
BARINGS CLO LTD. 2016 II BABSN 2016 2A AR2 144A | 1.59 mm | 1.60 mm principal | 0.06 | ABS-collateralized bond/debt obligation | Long | Cayman Islands |
CONSOLIDATED ED CO N | 1.59 mm | 1.60 mm principal | 0.06 | Debt | Long | USA |
TIKEHAU TIKEH 2015 1A ARR 144A | 1.56 mm | 1.50 mm principal | 0.06 | ABS-collateralized bond/debt obligation | Long | Ireland |