Fund profile
Fund manager
Total assets
$867.01 mm
Liabilities
$108.93 mm
Net assets
$758.09 mm
Number of holdings
2.55 k
Top 200 of 2551 Holdings
Security | $Holding | Balance | % of Fund | Category | Position | Country |
---|---|---|---|---|---|---|
United States Cash Management Bill - Reopening | 33.47 mm | 33.55 mm principal | 4.41 | Debt | Long | USA |
Uniform Mortgage-Backed Security, TBA | 30.80 mm | 33.58 mm principal | 4.06 | ABS-mortgage backed security | Long | USA |
China Government Bond | 15.29 mm | 105.78 mm principal | 2.02 | Debt | Long | China |
Japan Government Thirty Year Bond | 12.09 mm | 2.27 bn principal | 1.59 | Debt | Long | Japan |
United States Treasury Inflation Indexed Bonds | 11.36 mm | 11.39 mm principal | 1.50 | Debt | Long | USA |
Spain Government Bond | 10.97 mm | 10.18 mm principal | 1.45 | Debt | Long | Spain |
BlackRock Liquidity Funds: T-Fund, Institutional Shares | 10.53 mm | 10.53 mm shares | 1.39 | Short-term investment vehicle | Long | USA |
United States Cash Management Bill - Reopening | 8.75 mm | 8.78 mm principal | 1.15 | Debt | Long | USA |
Uniform Mortgage-Backed Security, TBA | 5.82 mm | 6.00 mm principal | 0.77 | ABS-mortgage backed security | Long | USA |
Uniform Mortgage-Backed Security, TBA | 5.48 mm | 6.70 mm principal | 0.72 | ABS-mortgage backed security | Long | USA |
Spain Government Bond | 5.42 mm | 4.69 mm principal | 0.71 | Debt | Long | Spain |
Brazil Notas do Tesouro Nacional Serie F | 5.29 mm | 26.00 mm principal | 0.70 | Debt | Long | Brazil |
Uniform Mortgage-Backed Security, TBA | 5.27 mm | 6.19 mm principal | 0.69 | ABS-mortgage backed security | Long | USA |
United States Treasury Inflation Indexed Bonds | 5.20 mm | 5.27 mm principal | 0.69 | Debt | Long | USA |
Mexican Bonos | 5.08 mm | 90.90 mm principal | 0.67 | Debt | Long | Mexico |
Mexican Bonos | 4.54 mm | 77.50 mm principal | 0.60 | Debt | Long | Mexico |
Japan Government Forty Year Bond | 4.50 mm | 800.00 mm principal | 0.59 | Debt | Long | Japan |
iSHARES INC | 4.30 mm | 38.87 k shares | 0.57 | Common equity | Long | USA |
United States Treasury Inflation Indexed Bonds | 4.14 mm | 4.29 mm principal | 0.55 | Debt | Long | USA |
BlackRock Fund Advisors | 3.92 mm | 50.65 k shares | 0.52 | Common equity | Long | USA |
Brazil Letras do Tesouro Nacional | 3.73 mm | 18.57 mm principal | 0.49 | Debt | Long | Brazil |
Republic of Poland Government Bond | 3.55 mm | 15.65 mm principal | 0.47 | Debt | Long | Poland |
Wintershall Dea Finance BV | 3.55 mm | 3.60 mm principal | 0.47 | Debt | Long | Netherlands |
Brazilian Government International Bond | 3.47 mm | 3.90 mm principal | 0.46 | Debt | Long | Brazil |
Italy Buoni Poliennali Del Tesoro | 3.35 mm | 3.06 mm principal | 0.44 | Debt | Long | Italy |
United States Treasury Inflation Indexed Bonds | 3.29 mm | 3.38 mm principal | 0.43 | Debt | Long | USA |
China Government Bond | 3.22 mm | 21.58 mm principal | 0.43 | Debt | Long | China |
Uniform Mortgage-Backed Security, TBA | 3.03 mm | 3.43 mm principal | 0.40 | ABS-mortgage backed security | Long | USA |
BX Commercial Mortgage Trust 2023-XL3 | 3.00 mm | 3.00 mm principal | 0.40 | ABS-mortgage backed security | Long | USA |
Mexican Bonos | 2.95 mm | 53.64 mm principal | 0.39 | Debt | Long | Mexico |
ABBV Abbvie Inc | 2.94 mm | 3.15 mm principal | 0.39 | Debt | Long | USA |
Goldman Sachs Group Inc/The | 2.84 mm | 2.49 mm principal | 0.37 | Debt | Long | USA |
Uniform Mortgage-Backed Security, TBA | 2.73 mm | 2.89 mm principal | 0.36 | ABS-mortgage backed security | Long | USA |
C Citigroup Inc | 2.64 mm | 2.47 mm principal | 0.35 | Debt | Long | USA |
Mexico Cetes | 2.58 mm | 48.34 mm principal | 0.34 | Debt | Long | Mexico |
Brazil Notas do Tesouro Nacional Serie F | 2.54 mm | 12.27 mm principal | 0.33 | Debt | Long | Brazil |
AMGN AMGEN Inc. | 2.43 mm | 2.59 mm principal | 0.32 | Debt | Long | USA |
Mexican Bonos | 2.41 mm | 45.00 mm principal | 0.32 | Debt | Long | Mexico |
Uniform Mortgage-Backed Security, TBA | 2.40 mm | 2.39 mm principal | 0.32 | ABS-mortgage backed security | Long | USA |
Uniform Mortgage-Backed Security, TBA | 2.38 mm | 2.41 mm principal | 0.31 | ABS-mortgage backed security | Long | USA |
Ginnie Mae | 2.34 mm | 2.77 mm principal | 0.31 | ABS-mortgage backed security | Long | USA |
VZ Verizon Communications Inc | 2.34 mm | 2.51 mm principal | 0.31 | Debt | Long | USA |
RTX Corp | 2.32 mm | 2.29 mm principal | 0.31 | Debt | Long | USA |
Indonesia Treasury Bond | 2.31 mm | 34.89 bn principal | 0.30 | Debt | Long | Indonesia |
Czech Republic Government Bond | 2.28 mm | 47.49 mm principal | 0.30 | Debt | Long | Czechia |
Danske Bank A/S | 2.26 mm | 1.98 mm principal | 0.30 | Debt | Long | Denmark |
FREED CORP 4A2 | 2.22 mm | 2.29 mm principal | 0.29 | Debt | Long | USA |
HSBC Holdings PLC | 2.21 mm | 1.93 mm principal | 0.29 | Debt | Long | UK |
Brazil Notas do Tesouro Nacional Serie F | 2.16 mm | 10.47 mm principal | 0.28 | Debt | Long | Brazil |
China Government Bond | 2.15 mm | 15.00 mm principal | 0.28 | Debt | Long | China |
Ginnie Mae | 2.14 mm | 2.45 mm principal | 0.28 | ABS-mortgage backed security | Long | USA |
Standard Chartered PLC | 2.13 mm | 1.84 mm principal | 0.28 | Debt | Long | UK |
AT&T Inc | 2.10 mm | 2.12 mm principal | 0.28 | Short-term investment vehicle | Long | USA |
Morgan Stanley | 2.08 mm | 1.80 mm principal | 0.27 | Debt | Long | USA |
Colombian TES | 2.06 mm | 9.07 bn principal | 0.27 | Debt | Long | Colombia |
T-Mobile USA Inc | 2.05 mm | 2.16 mm principal | 0.27 | Debt | Long | USA |
French Republic Government Bond OAT | 2.03 mm | 2.54 mm principal | 0.27 | Debt | Long | France |
HR Ottawa LP | 2.03 mm | 1.94 mm principal | 0.27 | Debt | Long | Canada |
Czech Republic Government Bond | 2.02 mm | 47.70 mm principal | 0.27 | Debt | Long | Czechia |
Credit Suisse Group AG | 2.01 mm | 1.93 mm principal | 0.27 | Debt | Long | Switzerland |
NATIXIS NY | 2.01 mm | 2.00 mm principal | 0.27 | Short-term investment vehicle | Long | France |
BNP Paribas SA | 2.01 mm | 2.00 mm principal | 0.26 | Debt | Long | France |
CIFC Funding 2014-V Ltd | 2.00 mm | 2.00 mm principal | 0.26 | ABS-collateralized bond/debt obligation | Long | Cayman Islands |
Republic of South Africa Government Bond | 1.95 mm | 42.52 mm principal | 0.26 | Debt | Long | South Africa |
BPCE SA | 1.90 mm | 1.70 mm principal | 0.25 | Debt | Long | France |
Standard Chartered PLC | 1.89 mm | 1.97 mm principal | 0.25 | Debt | Long | UK |
United Kingdom Gilt | 1.89 mm | 4.37 mm principal | 0.25 | Debt | Long | UK |
Glencore Capital Finance DAC | 1.88 mm | 1.95 mm principal | 0.25 | Debt | Long | Ireland |
HSBC HSBC Holdings plc | 1.87 mm | 1.60 mm principal | 0.25 | Debt | Long | UK |
Charter Communications Operating LLC / Charter Communications Operating Capital | 1.85 mm | 1.87 mm principal | 0.24 | Debt | Long | USA |
Bank of America Corp | 1.85 mm | 1.84 mm principal | 0.24 | Debt | Long | USA |
Republic of South Africa Government Bond | 1.84 mm | 32.20 mm principal | 0.24 | Debt | Long | South Africa |
CSMC 2021-BHAR | 1.83 mm | 1.85 mm principal | 0.24 | ABS-mortgage backed security | Long | USA |
Bank of America Corp | 1.83 mm | 1.61 mm principal | 0.24 | Debt | Long | USA |
United States Treasury Inflation Indexed Bonds | 1.82 mm | 1.91 mm principal | 0.24 | Debt | Long | USA |
Colombian TES | 1.81 mm | 7.34 bn principal | 0.24 | Debt | Long | Colombia |
Republic of Poland Government Bond | 1.78 mm | 7.44 mm principal | 0.23 | Debt | Long | Poland |
Hellenic Republic Government Bond | 1.77 mm | 1.74 mm principal | 0.23 | Debt | Long | Greece |
SWP: EUR 0.020000 26-AUG-2031 | 1.77 mm | 8.79 mm other units | 0.23 | Interest rate derivative | N/A | XX |
Credit Agricole SA | 1.75 mm | 1.80 mm principal | 0.23 | Debt | Long | France |
TICP CLO XV Ltd | 1.75 mm | 1.75 mm principal | 0.23 | ABS-collateralized bond/debt obligation | Long | Cayman Islands |
Anglo American Capital PLC | 1.75 mm | 1.82 mm principal | 0.23 | Debt | Long | UK |
Morgan Stanley | 1.71 mm | 1.76 mm principal | 0.23 | Debt | Long | USA |
JPMorgan Chase & Co | 1.71 mm | 1.47 mm principal | 0.23 | Debt | Long | USA |
China Government Bond | 1.71 mm | 12.08 mm principal | 0.23 | Debt | Long | China |
Uniform Mortgage-Backed Security, TBA | 1.70 mm | 1.90 mm principal | 0.22 | ABS-mortgage backed security | Long | USA |
Banque Federative du Credit Mutuel SA | 1.69 mm | 1.50 mm principal | 0.22 | Debt | Long | France |
Southern California Edison Co | 1.68 mm | 1.62 mm principal | 0.22 | Debt | Long | USA |
GS Goldman Sachs Group, Inc. | 1.68 mm | 1.59 mm principal | 0.22 | Debt | Long | USA |
Uniform Mortgage-Backed Security, TBA | 1.67 mm | 1.65 mm principal | 0.22 | ABS-mortgage backed security | Long | USA |
Credit Suisse USA Inc | 1.65 mm | 1.46 mm principal | 0.22 | Debt | Long | USA |
Bundesrepublik Deutschland Bundesanleihe | 1.65 mm | 1.53 mm principal | 0.22 | Debt | Long | Germany |
Indonesia Treasury Bond | 1.65 mm | 22.41 bn principal | 0.22 | Debt | Long | Indonesia |
LANDSEA HOMES CORP | 1.64 mm | 1.69 mm principal | 0.22 | Debt | Long | USA |
Ginnie Mae | 1.62 mm | 1.79 mm principal | 0.21 | ABS-mortgage backed security | Long | USA |
Canadian Government Bond | 1.61 mm | 2.65 mm principal | 0.21 | Debt | Long | Canada |
BlackRock Fund Advisors | 1.59 mm | 17.81 k shares | 0.21 | Common equity | Long | USA |
United States Treasury Inflation Indexed Bonds | 1.59 mm | 1.67 mm principal | 0.21 | Debt | Long | USA |
CFCRE Commercial Mortgage Trust 2016-C4 | 1.58 mm | 1.70 mm principal | 0.21 | ABS-mortgage backed security | Long | USA |
Ginnie Mae | 1.57 mm | 1.68 mm principal | 0.21 | ABS-mortgage backed security | Long | USA |
UBS Commercial Mortgage Trust 2017-C4 | 1.56 mm | 1.70 mm principal | 0.21 | ABS-mortgage backed security | Long | USA |
HSBC Holdings PLC | 1.55 mm | 1.33 mm principal | 0.20 | Debt | Long | UK |
SWP: GBP 2.470000 03-APR-2024 | 1.53 mm | 46.50 mm other units | 0.20 | Interest rate derivative | N/A | UK |
Barclays PLC | 1.52 mm | 1.60 mm principal | 0.20 | Debt | Long | UK |
Morgan Stanley | 1.52 mm | 1.66 mm principal | 0.20 | Debt | Long | USA |
TORONTO DOMINION BK | 1.50 mm | 1.50 mm principal | 0.20 | Short-term investment vehicle | Long | Canada |
HSBC USA Inc | 1.50 mm | 1.57 mm principal | 0.20 | Short-term investment vehicle | Long | USA |
CENT Trust 2023-CITY | 1.50 mm | 1.49 mm principal | 0.20 | ABS-mortgage backed security | Long | USA |
CIFC Funding 2014-III Ltd | 1.50 mm | 1.50 mm principal | 0.20 | ABS-collateralized bond/debt obligation | Long | Cayman Islands |
Mariner Finance Issuance Trust 2023-A | 1.50 mm | 1.47 mm principal | 0.20 | ABS-other | Long | USA |
TORONTO DOMINION BK | 1.50 mm | 1.49 mm principal | 0.20 | Short-term investment vehicle | Long | Canada |
Barclays PLC | 1.49 mm | 1.30 mm principal | 0.20 | Debt | Long | UK |
GS Mortgage Securities Corp Trust 2023-FUN | 1.49 mm | 1.50 mm principal | 0.20 | ABS-mortgage backed security | Long | USA |
ORCL Oracle Corp. | 1.48 mm | 1.67 mm principal | 0.19 | Debt | Long | USA |
Med Trust 2021-MDLN | 1.46 mm | 1.49 mm principal | 0.19 | ABS-mortgage backed security | Long | USA |
EIX Edison International | 1.45 mm | 1.34 mm principal | 0.19 | Debt | Long | USA |
Volkswagen Bank GmbH | 1.45 mm | 1.30 mm principal | 0.19 | Debt | Long | Germany |
HSBC USA Inc | 1.45 mm | 1.50 mm principal | 0.19 | Short-term investment vehicle | Long | USA |
Uniform Mortgage-Backed Security, TBA | 1.43 mm | 1.65 mm principal | 0.19 | ABS-mortgage backed security | Long | USA |
BX Commercial Mortgage Trust 2022-CSMO | 1.43 mm | 1.43 mm principal | 0.19 | ABS-mortgage backed security | Long | USA |
KATY TX INDEP SCH DIST | 1.43 mm | 1.41 mm principal | 0.19 | Debt | Long | USA |
Viterra Finance BV | 1.40 mm | 1.35 mm principal | 0.18 | Debt | Long | Netherlands |
Wells Fargo & Co | 1.39 mm | 1.32 mm principal | 0.18 | Debt | Long | USA |
Morgan Stanley | 1.39 mm | 1.37 mm principal | 0.18 | Debt | Long | USA |
United States Treasury Inflation Indexed Bonds | 1.39 mm | 1.48 mm principal | 0.18 | Debt | Long | USA |
BX Trust 2023-DELC | 1.39 mm | 1.39 mm principal | 0.18 | ABS-mortgage backed security | Long | USA |
Mexican Bonos | 1.39 mm | 24.13 mm principal | 0.18 | Debt | Long | Mexico |
BNP Paribas SA | 1.37 mm | 1.20 mm principal | 0.18 | Debt | Long | France |
SWP: OIS 3.750000 13-FEB-2024 | 1.37 mm | 89.18 mm other units | 0.18 | Interest rate derivative | N/A | USA |
JPMorgan Chase & Co | 1.37 mm | 1.26 mm principal | 0.18 | Debt | Long | USA |
BG Energy Capital PLC | 1.36 mm | 1.30 mm principal | 0.18 | Debt | Long | UK |
Bank of America Corp | 1.36 mm | 1.50 mm principal | 0.18 | Debt | Long | USA |
GS Mortgage Securities Corp II | 1.33 mm | 1.37 mm principal | 0.18 | ABS-mortgage backed security | Long | USA |
BP Capital Markets BV | 1.33 mm | 1.14 mm principal | 0.18 | Debt | Long | Netherlands |
GPN Global Payments, Inc. | 1.32 mm | 1.14 mm principal | 0.17 | Debt | Long | USA |
Morgan Stanley | 1.31 mm | 1.14 mm principal | 0.17 | Debt | Long | USA |
Fiserv Inc | 1.29 mm | 1.10 mm principal | 0.17 | Debt | Long | USA |
HCA Inc | 1.28 mm | 1.43 mm principal | 0.17 | Debt | Long | USA |
Wells Fargo Commercial Mortgage Trust 2016-NXS5 | 1.28 mm | 1.40 mm principal | 0.17 | ABS-mortgage backed security | Long | USA |
Deutsche Bank AG | 1.27 mm | 1.10 mm principal | 0.17 | Debt | Long | Germany |
Engie SA | 1.26 mm | 1.10 mm principal | 0.17 | Debt | Long | France |
DREAM FINDERS HOMES INC | 1.25 mm | 1.32 k shares | 0.17 | Preferred equity | Long | USA |
T-Mobile USA Inc | 1.24 mm | 1.34 mm principal | 0.16 | Debt | Long | USA |
Wells Fargo & Co | 1.24 mm | 1.14 mm principal | 0.16 | Debt | Long | USA |
Mobico Group PLC | 1.23 mm | 1.10 mm principal | 0.16 | Debt | Long | UK |
Ginnie Mae | 1.20 mm | 1.21 mm principal | 0.16 | ABS-mortgage backed security | Long | USA |
China Government Bond | 1.20 mm | 8.50 mm principal | 0.16 | Debt | Long | China |
Carlsberg Breweries AS | 1.20 mm | 1.02 mm principal | 0.16 | Debt | Long | Denmark |
United Kingdom Gilt | 1.20 mm | 1.00 mm principal | 0.16 | Debt | Long | UK |
Charter Communications Operating LLC / Charter Communications Operating Capital | 1.18 mm | 1.19 mm principal | 0.16 | Debt | Long | USA |
Barclays PLC | 1.18 mm | 870.00 k principal | 0.16 | Debt | Long | UK |
Republic of South Africa Government Bond | 1.18 mm | 23.42 mm principal | 0.16 | Debt | Long | South Africa |
Sprint Capital Corp | 1.17 mm | 950.00 k principal | 0.15 | Debt | Long | USA |
MCO Moody`s Corp. | 1.17 mm | 1.10 mm principal | 0.15 | Debt | Long | USA |
Sartorius Finance BV | 1.16 mm | 1.00 mm principal | 0.15 | Debt | Long | Netherlands |
ORCL Oracle Corp. | 1.16 mm | 1.08 mm principal | 0.15 | Debt | Long | USA |
TVC DSCR 21 1 A | 1.15 mm | 1.26 mm principal | 0.15 | ABS-mortgage backed security | Long | USA |
Ginnie Mae | 1.14 mm | 1.17 mm principal | 0.15 | ABS-mortgage backed security | Long | USA |
Anglo American Capital PLC | 1.14 mm | 983.00 k principal | 0.15 | Debt | Long | UK |
SWP: MXN 5.520000 11-FEB-2031 | 1.14 mm | 120.00 mm other units | 0.15 | Interest rate derivative | N/A | USA |
CITIBANK NA N Y BRH INSTL | 1.14 mm | 1.14 mm principal | 0.15 | Short-term investment vehicle | Long | USA |
Ginnie Mae | 1.13 mm | 1.19 mm principal | 0.15 | ABS-mortgage backed security | Long | USA |
Eni SpA | 1.12 mm | 1.32 mm principal | 0.15 | Debt | Long | Italy |
JPMDB Commercial Mortgage Securities Trust 2017-C5 | 1.12 mm | 1.20 mm principal | 0.15 | ABS-mortgage backed security | Long | USA |
Extended Stay America Trust 2021-ESH | 1.12 mm | 1.15 mm principal | 0.15 | ABS-mortgage backed security | Long | USA |
BBCMS MORTGAGE TRUST 2017-C1 | 1.12 mm | 1.20 mm principal | 0.15 | ABS-mortgage backed security | Long | USA |
RR 3 Ltd | 1.11 mm | 1.13 mm principal | 0.15 | ABS-collateralized bond/debt obligation | Long | Cayman Islands |
Bayer AG | 1.11 mm | 965.00 k principal | 0.15 | Debt | Long | Germany |
PFS Financing Corp | 1.11 mm | 1.13 mm principal | 0.15 | ABS-other | Long | USA |
GRACIE POINT INTERNATIONAL FUNDING 2023-2 | 1.11 mm | 1.11 mm principal | 0.15 | ABS-other | Long | USA |
BHP Trust 2019-BXHP | 1.11 mm | 1.12 mm principal | 0.15 | ABS-mortgage backed security | Long | USA |
Mexico Cetes | 1.10 mm | 20.33 mm principal | 0.15 | Debt | Long | Mexico |
VanEck J. P. Morgan EM Local Currency Bond ETF
|
1.10 mm | 43.38 k shares | 0.15 | Common equity | Long | USA |
Global Payments Inc | 1.10 mm | 1.10 mm principal | 0.14 | Short-term investment vehicle | Long | USA |
NatWest Markets PLC | 1.10 mm | 1.12 mm principal | 0.14 | Short-term investment vehicle | Long | UK |
Westpac Banking Corp | 1.09 mm | 1.12 mm principal | 0.14 | Short-term investment vehicle | Long | Australia |
DNB Bank ASA | 1.09 mm | 1.12 mm principal | 0.14 | Short-term investment vehicle | Long | Norway |
Morgan Stanley | 1.09 mm | 1.03 mm principal | 0.14 | Debt | Long | USA |
Macquarie Bank Ltd | 1.08 mm | 1.12 mm principal | 0.14 | Short-term investment vehicle | Long | USA |
AMGN AMGEN Inc. | 1.08 mm | 1.05 mm principal | 0.14 | Debt | Long | USA |
HSBC USA Inc | 1.08 mm | 1.12 mm principal | 0.14 | Short-term investment vehicle | Long | USA |
Powershares Exchange Traded Fund Trust | 1.08 mm | 6.82 k shares | 0.14 | Common equity | Long | USA |
Bayer Corp | 1.07 mm | 1.12 mm principal | 0.14 | Short-term investment vehicle | Long | USA |
Equinor ASA | 1.07 mm | 1.10 mm principal | 0.14 | Debt | Long | Norway |
MASSACHUSETTS ST | 1.07 mm | 1.00 mm principal | 0.14 | Debt | Long | USA |
Mexican Bonos | 1.06 mm | 18.89 mm principal | 0.14 | Debt | Long | Mexico |
PURCHASED JPY / SOLD USD
State Street Bank & Trust Co.
|
1.06 mm | 1.00 contracts | 0.14 | DFE | N/A | Japan |
Barclays PLC | 1.05 mm | 1.17 mm principal | 0.14 | Debt | Long | UK |
Republic of South Africa Government Bond | 1.05 mm | 24.68 mm principal | 0.14 | Debt | Long | South Africa |
J.P. Morgan Chase Commercial Mortgage Securities Trust 2022-CGSS | 1.05 mm | 1.05 mm principal | 0.14 | ABS-mortgage backed security | Long | USA |
Fannie Mae Pool | 1.03 mm | 1.21 mm principal | 0.14 | ABS-mortgage backed security | Long | USA |
JPMDB Commercial Mortgage Securities Trust 2017-C7 | 1.03 mm | 1.11 mm principal | 0.14 | ABS-mortgage backed security | Long | USA |
Mexican Bonos | 1.03 mm | 17.86 mm principal | 0.14 | Debt | Long | Mexico |
UNIV OF CALIFORNIA CA REVENUES | 1.03 mm | 1.00 mm principal | 0.14 | Debt | Long | USA |
Chenango Park CLO Ltd | 1.02 mm | 1.02 mm principal | 0.13 | ABS-collateralized bond/debt obligation | Long | Cayman Islands |
Eurogrid GmbH | 1.01 mm | 900.00 k principal | 0.13 | Debt | Long | Germany |
OneMain Financial Issuance Trust 2020-2 | 1.01 mm | 1.13 mm principal | 0.13 | ABS-other | Long | USA |
Bank of America Corp | 1.01 mm | 1.06 mm principal | 0.13 | Debt | Long | USA |
United States Treasury Inflation Indexed Bonds | 1.00 mm | 1.10 mm principal | 0.13 | Debt | Long | USA |
GS Goldman Sachs Group, Inc. | 1.00 mm | 1.01 mm principal | 0.13 | Debt | Long | USA |