Fund profile
Fund manager
Total assets
$72.63 mm
Liabilities
$43.75 mm
Net assets
$28.88 mm
Number of holdings
434.00
Top 200 of 434 Holdings
Security | $Holding | Balance | % of Fund | Category | Position | Country |
---|---|---|---|---|---|---|
GOVERNMENT FUTURES | 19.77 mm | 96.00 contracts | 68.45 | Interest rate derivative | N/A | USA |
GOVERNMENT FUTURES | 12.51 mm | 106.00 contracts | 43.32 | Interest rate derivative | N/A | USA |
FNMA TBA | 5.08 mm | 5.00 mm principal | 17.59 | ABS-mortgage backed security | Long | USA |
FNMA TBA | 4.91 mm | 6.00 mm principal | 16.99 | ABS-mortgage backed security | Long | USA |
FNMA TBA | 4.26 mm | 5.00 mm principal | 14.75 | ABS-mortgage backed security | Long | USA |
FNMA TBA | 2.97 mm | 3.00 mm principal | 10.28 | ABS-mortgage backed security | Long | USA |
FNMA TBA | 2.75 mm | 3.00 mm principal | 9.54 | ABS-mortgage backed security | Long | USA |
SHORT TERM INV FUND | 2.74 mm | 2.74 mm shares | 9.50 | Short-term investment vehicle | Long | USA |
FNMA TBA | 2.01 mm | 2.00 mm principal | 6.96 | ABS-mortgage backed security | Long | USA |
FNMA TBA | 1.94 mm | 2.00 mm principal | 6.72 | ABS-mortgage backed security | Long | USA |
FNMA TBA | 1.89 mm | 2.00 mm principal | 6.55 | ABS-mortgage backed security | Short | USA |
FNMA TBA | 1.89 mm | 2.00 mm principal | 6.55 | ABS-mortgage backed security | Long | USA |
FNMA TBA | 1.84 mm | 2.00 mm principal | 6.36 | ABS-mortgage backed security | Short | USA |
FNMA TBA | 1.77 mm | 2.00 mm principal | 6.13 | ABS-mortgage backed security | Long | USA |
GNMA TBA | 1.75 mm | 2.00 mm principal | 6.07 | ABS-mortgage backed security | Long | USA |
GNMA TBA | 1.69 mm | 2.00 mm principal | 5.87 | ABS-mortgage backed security | Long | USA |
FNMA TBA | 1.02 mm | 1.00 mm principal | 3.55 | ABS-mortgage backed security | Short | USA |
GNMA TBA | 1.01 mm | 1.00 mm principal | 3.48 | ABS-mortgage backed security | Long | USA |
GNMA TBA | 976.27 k | 1.00 mm principal | 3.38 | ABS-mortgage backed security | Long | USA |
FNMA TBA | 970.16 k | 1.00 mm principal | 3.36 | ABS-mortgage backed security | Short | USA |
GNMA TBA | 955.33 k | 1.00 mm principal | 3.31 | ABS-mortgage backed security | Long | USA |
GNMA TBA | 931.44 k | 1.00 mm principal | 3.23 | ABS-mortgage backed security | Long | USA |
FNMA TBA | 921.95 k | 1.00 mm principal | 3.19 | ABS-mortgage backed security | Long | USA |
GNMA TBA | 905.97 k | 1.00 mm principal | 3.14 | ABS-mortgage backed security | Long | USA |
FNMA TBA | 896.19 k | 1.00 mm principal | 3.10 | ABS-mortgage backed security | Long | USA |
FNMA TBA | 870.87 k | 1.00 mm principal | 3.02 | ABS-mortgage backed security | Long | USA |
U.S. T BILLS | 697.85 k | 700.00 k principal | 2.42 | Debt | Long | USA |
SHORT TERM INV FUND | 621.00 k | 621.00 k shares | 2.15 | Short-term investment vehicle | Long | USA |
CORP CMO | 509.45 k | 413.00 k principal | 1.76 | ABS-collateralized bond/debt obligation | Long | USA |
CORP CMO | 487.15 k | 431.00 k principal | 1.69 | ABS-collateralized bond/debt obligation | Long | USA |
COMMERCIAL MORTGAGE BACKED SECURITIES | 400.20 k | 411.54 k principal | 1.39 | ABS-mortgage backed security | Long | USA |
ASSET BACKED SECURITY | 357.65 k | 378.74 k principal | 1.24 | ABS-mortgage backed security | Long | USA |
GNMA CMO IO | 331.48 k | 4.53 mm principal | 1.15 | ABS-mortgage backed security | Long | USA |
CORP CMO | 296.12 k | 292.00 k principal | 1.03 | ABS-collateralized bond/debt obligation | Long | USA |
CORP CMO | 287.94 k | 359.11 k principal | 1.00 | ABS-collateralized bond/debt obligation | Long | USA |
CORP CMO | 276.72 k | 222.00 k principal | 0.96 | ABS-collateralized bond/debt obligation | Long | USA |
Interest Rate Swap | 272.57 k | 8.50 mm contracts | 0.94 | Interest rate derivative | N/A | USA |
GNMA CMO IO | 271.34 k | 4.89 mm principal | 0.94 | ABS-mortgage backed security | Long | USA |
GNMA CMO IO | 262.90 k | 1.53 mm principal | 0.91 | ABS-mortgage backed security | Long | USA |
CORP CMO | 254.71 k | 246.68 k principal | 0.88 | ABS-collateralized bond/debt obligation | Long | USA |
CORP CMO | 229.73 k | 205.00 k principal | 0.80 | ABS-collateralized bond/debt obligation | Long | USA |
Interest Rate Swap | 225.82 k | 20.59 mm contracts | 0.78 | Interest rate derivative | N/A | USA |
CORP CMO | 225.77 k | 211.00 k principal | 0.78 | ABS-collateralized bond/debt obligation | Long | USA |
FNMA CMO IO | 222.78 k | 1.15 mm principal | 0.77 | ABS-mortgage backed security | Long | USA |
CORP CMO | 213.07 k | 193.01 k principal | 0.74 | ABS-collateralized bond/debt obligation | Long | USA |
GNMA CMO IO | 210.50 k | 3.53 mm principal | 0.73 | ABS-mortgage backed security | Long | USA |
GNMA CMO IO | 207.40 k | 4.42 mm principal | 0.72 | ABS-mortgage backed security | Long | USA |
CORP CMO | 207.12 k | 202.79 k principal | 0.72 | ABS-collateralized bond/debt obligation | Long | USA |
GNMA CMO IO | 206.51 k | 3.71 mm principal | 0.72 | ABS-mortgage backed security | Long | USA |
CORP CMO | 203.23 k | 375.08 k principal | 0.70 | ABS-collateralized bond/debt obligation | Long | USA |
GNMA CMO IO | 201.77 k | 1.40 mm principal | 0.70 | ABS-mortgage backed security | Long | USA |
FNMA CMO IO | 201.17 k | 1.10 mm principal | 0.70 | ABS-mortgage backed security | Long | USA |
COMMERCIAL MORTGAGE BACKED SECURITIES | 196.23 k | 228.00 k principal | 0.68 | ABS-mortgage backed security | Long | USA |
GNMA CMO IO | 192.08 k | 193.15 k principal | 0.67 | ABS-mortgage backed security | Long | USA |
ASSET BACKED SECURITY | 189.89 k | 202.45 k principal | 0.66 | ABS-mortgage backed security | Long | USA |
GNMA CMO IO | 189.04 k | 1.23 mm principal | 0.65 | ABS-mortgage backed security | Long | USA |
GNMA CMO IO | 187.04 k | 1.41 mm principal | 0.65 | ABS-mortgage backed security | Long | USA |
CORP CMO | 179.65 k | 154.76 k principal | 0.62 | ABS-collateralized bond/debt obligation | Long | USA |
FHLMC CMO IO | 178.06 k | 1.05 mm principal | 0.62 | ABS-mortgage backed security | Long | USA |
COMMERCIAL MORTGAGE BACKED SECURITIES | 177.30 k | 180.00 k principal | 0.61 | ABS-mortgage backed security | Long | USA |
GNMA CMO IO | 176.97 k | 1.26 mm principal | 0.61 | ABS-mortgage backed security | Long | USA |
FNMA CMO IO | 160.32 k | 1.22 mm principal | 0.56 | ABS-mortgage backed security | Long | USA |
ASSET BACKED SECURITY | 153.36 k | 161.59 k principal | 0.53 | ABS-mortgage backed security | Long | USA |
GNMA CMO IO | 146.94 k | 2.33 mm principal | 0.51 | ABS-mortgage backed security | Long | USA |
GNMA CMO IO | 142.67 k | 1.11 mm principal | 0.49 | ABS-mortgage backed security | Long | USA |
CORP CMO | 141.90 k | 142.33 k principal | 0.49 | ABS-collateralized bond/debt obligation | Long | USA |
COMMERCIAL MORTGAGE BACKED SECURITIES | 140.18 k | 216.00 k principal | 0.49 | ABS-mortgage backed security | Long | USA |
GNMA CMO IO | 139.40 k | 4.29 mm principal | 0.48 | ABS-mortgage backed security | Long | USA |
COMMERCIAL MORTGAGE BACKED SECURITIES | 138.10 k | 172.00 k principal | 0.48 | ABS-mortgage backed security | Long | USA |
COMMERCIAL MORTGAGE BACKED SECURITIES | 137.64 k | 154.00 k principal | 0.48 | ABS-mortgage backed security | Long | USA |
GNMA CMO IO | 137.45 k | 1.02 mm principal | 0.48 | ABS-mortgage backed security | Long | USA |
FHLMC CMO IO | 137.34 k | 695.88 k principal | 0.48 | ABS-mortgage backed security | Long | USA |
COMMERCIAL MORTGAGE BACKED SECURITIES | 137.12 k | 148.00 k principal | 0.47 | ABS-mortgage backed security | Long | USA |
CORP CMO | 136.07 k | 134.96 k principal | 0.47 | ABS-collateralized bond/debt obligation | Long | USA |
CORP CMO | 134.86 k | 124.00 k principal | 0.47 | ABS-collateralized bond/debt obligation | Long | USA |
CORP CMO | 134.48 k | 114.00 k principal | 0.47 | ABS-collateralized bond/debt obligation | Long | USA |
FNMA CMO IO | 133.84 k | 816.19 k principal | 0.46 | ABS-mortgage backed security | Long | USA |
CORP CMO | 131.84 k | 123.97 k principal | 0.46 | ABS-collateralized bond/debt obligation | Long | USA |
GNMA CMO IO | 131.21 k | 3.39 mm principal | 0.45 | ABS-mortgage backed security | Long | USA |
COMMERCIAL MORTGAGE BACKED SECURITIES | 129.38 k | 156.00 k principal | 0.45 | ABS-mortgage backed security | Long | USA |
CORP CMO | 129.14 k | 138.00 k principal | 0.45 | ABS-collateralized bond/debt obligation | Long | USA |
COMMERCIAL MORTGAGE BACKED SECURITIES | 126.52 k | 218.00 k principal | 0.44 | ABS-mortgage backed security | Long | USA |
GOVT CMO | 126.10 k | 139.74 k principal | 0.44 | ABS-mortgage backed security | Long | USA |
Interest Rate Swap | 125.21 k | 4.10 mm contracts | 0.43 | Interest rate derivative | N/A | USA |
GNMA CMO IO | 123.59 k | 853.96 k principal | 0.43 | ABS-mortgage backed security | Long | USA |
GNMA CMO IO | 121.83 k | 912.18 k principal | 0.42 | ABS-mortgage backed security | Long | USA |
CORP CMO | 120.05 k | 156.81 k principal | 0.42 | ABS-collateralized bond/debt obligation | Long | USA |
COMMERCIAL MORTGAGE BACKED SECURITIES | 117.77 k | 157.00 k principal | 0.41 | ABS-mortgage backed security | Long | USA |
CORP CMO | 117.60 k | 110.93 k principal | 0.41 | ABS-collateralized bond/debt obligation | Long | USA |
GNMA CMO IO | 117.33 k | 589.00 k principal | 0.41 | ABS-mortgage backed security | Long | USA |
FNMA CMO IO | 114.54 k | 715.51 k principal | 0.40 | ABS-mortgage backed security | Long | USA |
FNMA CMO IO | 112.89 k | 692.09 k principal | 0.39 | ABS-mortgage backed security | Long | USA |
GNMA CMO IO | 112.27 k | 864.45 k principal | 0.39 | ABS-mortgage backed security | Long | USA |
COMMERCIAL MORTGAGE BACKED SECURITIES | 112.18 k | 111.00 k principal | 0.39 | ABS-mortgage backed security | Long | USA |
COMMERCIAL MORTGAGE BACKED SECURITIES | 108.21 k | 165.00 k principal | 0.37 | ABS-mortgage backed security | Long | USA |
COMMERCIAL MORTGAGE BACKED SECURITIES | 107.96 k | 166.00 k principal | 0.37 | ABS-mortgage backed security | Long | USA |
COMMERCIAL MORTGAGE BACKED SECURITIES | 104.55 k | 116.00 k principal | 0.36 | ABS-mortgage backed security | Long | USA |
COMMERCIAL MORTGAGE BACKED SECURITIES | 104.40 k | 109.00 k principal | 0.36 | ABS-mortgage backed security | Long | Bermuda |
COMMERCIAL MORTGAGE BACKED SECURITIES | 104.16 k | 125.00 k principal | 0.36 | ABS-mortgage backed security | Long | USA |
COMMERCIAL MORTGAGE BACKED SECURITIES | 103.84 k | 114.00 k principal | 0.36 | ABS-mortgage backed security | Long | USA |
FHLMC CMO IO | 103.07 k | 551.46 k principal | 0.36 | ABS-mortgage backed security | Long | USA |
GNMA CMO IO | 103.00 k | 591.09 k principal | 0.36 | ABS-mortgage backed security | Long | USA |
COMMERCIAL MORTGAGE BACKED SECURITIES | 102.93 k | 120.16 k principal | 0.36 | ABS-mortgage backed security | Long | USA |
COMMERCIAL MORTGAGE BACKED SECURITIES | 102.67 k | 122.00 k principal | 0.36 | ABS-mortgage backed security | Long | USA |
COMMERCIAL MORTGAGE BACKED SECURITIES | 100.51 k | 150.00 k principal | 0.35 | ABS-mortgage backed security | Long | USA |
COMMERCIAL MORTGAGE BACKED SECURITIES | 99.80 k | 157.00 k principal | 0.35 | ABS-mortgage backed security | Long | USA |
COMMERCIAL MORTGAGE BACKED SECURITIES | 99.12 k | 119.00 k principal | 0.34 | ABS-mortgage backed security | Long | USA |
GOVT CMO | 98.69 k | 97.34 k principal | 0.34 | ABS-mortgage backed security | Long | USA |
COMMERCIAL MORTGAGE BACKED SECURITIES | 98.52 k | 145.00 k principal | 0.34 | ABS-mortgage backed security | Long | USA |
COMMERCIAL MORTGAGE BACKED SECURITIES | 97.72 k | 112.40 k principal | 0.34 | ABS-mortgage backed security | Long | USA |
COMMERCIAL MORTGAGE BACKED SECURITIES | 96.46 k | 155.00 k principal | 0.33 | ABS-mortgage backed security | Long | USA |
COMMERCIAL MORTGAGE BACKED SECURITIES | 96.06 k | 124.00 k principal | 0.33 | ABS-mortgage backed security | Long | USA |
COMMERCIAL MORTGAGE BACKED SECURITIES | 94.35 k | 213.00 k principal | 0.33 | ABS-mortgage backed security | Long | USA |
GNMA CMO IO | 93.93 k | 597.24 k principal | 0.33 | ABS-mortgage backed security | Long | USA |
COMMERCIAL MORTGAGE BACKED SECURITIES | 92.77 k | 96.61 k principal | 0.32 | ABS-mortgage backed security | Long | USA |
CORP CMO | 92.70 k | 94.00 k principal | 0.32 | ABS-collateralized bond/debt obligation | Long | USA |
ASSET BACKED SECURITY | 92.18 k | 102.00 k principal | 0.32 | ABS-mortgage backed security | Long | USA |
COMMERCIAL MORTGAGE BACKED SECURITIES | 92.00 k | 118.00 k principal | 0.32 | ABS-mortgage backed security | Long | USA |
FNMA CMO IO | 91.21 k | 581.60 k principal | 0.32 | ABS-mortgage backed security | Long | USA |
COMMERCIAL MORTGAGE BACKED SECURITIES | 91.07 k | 122.00 k principal | 0.32 | ABS-mortgage backed security | Long | USA |
CORP CMO | 89.72 k | 124.83 k principal | 0.31 | ABS-collateralized bond/debt obligation | Long | USA |
COMMERCIAL MORTGAGE BACKED SECURITIES | 89.15 k | 103.00 k principal | 0.31 | ABS-mortgage backed security | Long | USA |
COMMERCIAL MORTGAGE BACKED SECURITIES | 88.14 k | 99.00 k principal | 0.31 | ABS-mortgage backed security | Long | USA |
COMMERCIAL MORTGAGE BACKED SECURITIES | 88.00 k | 98.00 k principal | 0.30 | ABS-mortgage backed security | Long | USA |
GNMA CMO IO | 86.99 k | 435.69 k principal | 0.30 | ABS-mortgage backed security | Long | USA |
COMMERCIAL MORTGAGE BACKED SECURITIES | 86.97 k | 106.00 k principal | 0.30 | ABS-mortgage backed security | Long | USA |
COMMERCIAL MORTGAGE BACKED SECURITIES | 86.57 k | 138.00 k principal | 0.30 | ABS-mortgage backed security | Long | USA |
COMMERCIAL MORTGAGE BACKED SECURITIES | 86.39 k | 117.00 k principal | 0.30 | ABS-mortgage backed security | Long | USA |
COMMERCIAL MORTGAGE BACKED SECURITIES | 86.30 k | 117.00 k principal | 0.30 | ABS-mortgage backed security | Long | USA |
GNMA CMO IO | 84.29 k | 448.99 k principal | 0.29 | ABS-mortgage backed security | Long | USA |
CORP CMO | 83.91 k | 65.00 k principal | 0.29 | ABS-collateralized bond/debt obligation | Long | USA |
FNMA CMO IO | 83.66 k | 447.88 k principal | 0.29 | ABS-mortgage backed security | Long | USA |
COMMERCIAL MORTGAGE BACKED SECURITIES | 83.09 k | 139.00 k principal | 0.29 | ABS-mortgage backed security | Long | USA |
CORP CMO | 83.02 k | 79.00 k principal | 0.29 | ABS-collateralized bond/debt obligation | Long | USA |
COMMERCIAL MORTGAGE BACKED SECURITIES | 82.57 k | 92.00 k principal | 0.29 | ABS-mortgage backed security | Long | USA |
FHLMC CMO IO | 82.42 k | 656.71 k principal | 0.29 | ABS-mortgage backed security | Long | USA |
COMMERCIAL MORTGAGE BACKED SECURITIES | 82.41 k | 124.00 k principal | 0.29 | ABS-mortgage backed security | Long | USA |
Mortgage Backed Swap Basket Index | 81.75 k | 213.00 k contracts | 0.28 | Credit derivative | N/A | USA |
GNMA CMO IO | 81.44 k | 612.26 k principal | 0.28 | ABS-mortgage backed security | Long | USA |
CORP CMO | 81.22 k | 64.00 k principal | 0.28 | ABS-collateralized bond/debt obligation | Long | USA |
COMMERCIAL MORTGAGE BACKED SECURITIES | 79.67 k | 115.00 k principal | 0.28 | ABS-mortgage backed security | Long | USA |
COMMERCIAL MORTGAGE BACKED SECURITIES | 79.65 k | 87.00 k principal | 0.28 | ABS-mortgage backed security | Long | USA |
FHLMC CMO IO | 78.97 k | 619.30 k principal | 0.27 | ABS-mortgage backed security | Long | USA |
COMMERCIAL MORTGAGE BACKED SECURITIES | 78.88 k | 124.00 k principal | 0.27 | ABS-mortgage backed security | Long | USA |
FNMA CMO IO | 78.72 k | 726.93 k principal | 0.27 | ABS-mortgage backed security | Long | USA |
COMMERCIAL MORTGAGE BACKED SECURITIES | 76.26 k | 101.00 k principal | 0.26 | ABS-mortgage backed security | Long | USA |
CORP CMO | 75.82 k | 72.94 k principal | 0.26 | ABS-collateralized bond/debt obligation | Long | USA |
COMMERCIAL MORTGAGE BACKED SECURITIES | 75.67 k | 104.00 k principal | 0.26 | ABS-mortgage backed security | Long | USA |
COMMERCIAL MORTGAGE BACKED SECURITIES | 75.40 k | 98.00 k principal | 0.26 | ABS-mortgage backed security | Long | USA |
GNMA CMO IO | 74.45 k | 1.18 mm principal | 0.26 | ABS-mortgage backed security | Long | USA |
FNMA CMO IO | 74.24 k | 665.04 k principal | 0.26 | ABS-mortgage backed security | Long | USA |
COMMERCIAL MORTGAGE BACKED SECURITIES | 74.17 k | 85.00 k principal | 0.26 | ABS-mortgage backed security | Long | USA |
COMMERCIAL MORTGAGE BACKED SECURITIES | 73.89 k | 115.00 k principal | 0.26 | ABS-mortgage backed security | Long | USA |
COMMERCIAL MORTGAGE BACKED SECURITIES | 73.45 k | 113.00 k principal | 0.25 | ABS-mortgage backed security | Long | USA |
CORP CMO | 73.15 k | 56.00 k principal | 0.25 | ABS-collateralized bond/debt obligation | Long | USA |
GOVT CMO | 72.58 k | 70.06 k principal | 0.25 | ABS-mortgage backed security | Long | USA |
COMMERCIAL MORTGAGE BACKED SECURITIES | 72.37 k | 79.00 k principal | 0.25 | ABS-mortgage backed security | Long | USA |
COMMERCIAL MORTGAGE BACKED SECURITIES | 71.91 k | 123.00 k principal | 0.25 | ABS-mortgage backed security | Long | USA |
Mortgage Backed Swap Basket Index | 71.67 k | 306.00 k contracts | 0.25 | Credit derivative | N/A | USA |
COMMERCIAL MORTGAGE BACKED SECURITIES | 70.72 k | 138.00 k principal | 0.24 | ABS-mortgage backed security | Long | USA |
COMMERCIAL MORTGAGE BACKED SECURITIES | 69.89 k | 104.00 k principal | 0.24 | ABS-mortgage backed security | Long | USA |
FNMA CMO IO | 68.62 k | 578.37 k principal | 0.24 | ABS-mortgage backed security | Long | USA |
COMMERCIAL MORTGAGE BACKED SECURITIES | 68.21 k | 118.00 k principal | 0.24 | ABS-mortgage backed security | Long | USA |
GNMA CMO IO | 67.92 k | 1.81 mm principal | 0.24 | ABS-mortgage backed security | Long | USA |
GNMA CMO IO | 67.42 k | 632.53 k principal | 0.23 | ABS-mortgage backed security | Long | USA |
COMMERCIAL MORTGAGE BACKED SECURITIES | 66.53 k | 111.00 k principal | 0.23 | ABS-mortgage backed security | Long | USA |
COMMERCIAL MORTGAGE BACKED SECURITIES | 66.53 k | 66.58 k principal | 0.23 | ABS-mortgage backed security | Long | USA |
COMMERCIAL MORTGAGE BACKED SECURITIES | 66.33 k | 73.04 k principal | 0.23 | ABS-mortgage backed security | Long | USA |
FN30 | 65.97 k | 62.31 k principal | 0.23 | ABS-mortgage backed security | Long | USA |
COMMERCIAL MORTGAGE BACKED SECURITIES | 64.34 k | 72.00 k principal | 0.22 | ABS-mortgage backed security | Long | USA |
CORP CMO | 64.24 k | 60.76 k principal | 0.22 | ABS-collateralized bond/debt obligation | Long | USA |
GNMA CMO IO | 64.03 k | 769.58 k principal | 0.22 | ABS-mortgage backed security | Long | USA |
COMMERCIAL MORTGAGE BACKED SECURITIES | 63.85 k | 69.00 k principal | 0.22 | ABS-mortgage backed security | Long | USA |
CORP CMO | 63.49 k | 70.00 k principal | 0.22 | ABS-collateralized bond/debt obligation | Long | USA |
CORP CMO | 61.73 k | 69.00 k principal | 0.21 | ABS-collateralized bond/debt obligation | Long | USA |
Interest Rate Swap | 61.20 k | 1.87 mm contracts | 0.21 | Interest rate derivative | N/A | USA |
FHLMC CMO IO | 60.18 k | 672.55 k principal | 0.21 | ABS-mortgage backed security | Long | USA |
COMMERCIAL MORTGAGE BACKED SECURITIES | 60.16 k | 108.00 k principal | 0.21 | ABS-mortgage backed security | Long | USA |
COMMERCIAL MORTGAGE BACKED SECURITIES | 59.40 k | 70.00 k principal | 0.21 | ABS-mortgage backed security | Long | USA |
GNMA CMO IO | 59.16 k | 548.51 k principal | 0.20 | ABS-mortgage backed security | Long | USA |
COMMERCIAL MORTGAGE BACKED SECURITIES | 59.13 k | 112.00 k principal | 0.20 | ABS-mortgage backed security | Long | USA |
Interest Rate Swap | 58.52 k | 1.43 mm contracts | 0.20 | Interest rate derivative | N/A | USA |
COMMERCIAL MORTGAGE BACKED SECURITIES | 57.86 k | 74.97 k principal | 0.20 | ABS-mortgage backed security | Long | USA |
COMMERCIAL MORTGAGE BACKED SECURITIES | 57.78 k | 134.00 k principal | 0.20 | ABS-mortgage backed security | Long | USA |
FHLMC CMO IO | 57.70 k | 291.93 k principal | 0.20 | ABS-mortgage backed security | Long | USA |
Mortgage Backed Swap Basket Index | 57.66 k | 135.00 k contracts | 0.20 | Credit derivative | N/A | USA |
COMMERCIAL MORTGAGE BACKED SECURITIES | 57.46 k | 105.00 k principal | 0.20 | ABS-mortgage backed security | Long | USA |
COMMERCIAL MORTGAGE BACKED SECURITIES | 57.18 k | 69.00 k principal | 0.20 | ABS-mortgage backed security | Long | USA |
COMMERCIAL MORTGAGE BACKED SECURITIES | 56.79 k | 63.00 k principal | 0.20 | ABS-mortgage backed security | Long | USA |
GNMA CMO IO | 56.55 k | 555.42 k principal | 0.20 | ABS-mortgage backed security | Long | USA |
Mortgage Backed Swap Basket Index | 56.45 k | 158.44 k contracts | 0.20 | Credit derivative | N/A | USA |
COMMERCIAL MORTGAGE BACKED SECURITIES | 56.45 k | 140.00 k principal | 0.20 | ABS-mortgage backed security | Long | USA |
GNMA CMO IO | 55.78 k | 536.05 k principal | 0.19 | ABS-mortgage backed security | Long | USA |
COMMERCIAL MORTGAGE BACKED SECURITIES | 55.76 k | 73.00 k principal | 0.19 | ABS-mortgage backed security | Long | USA |
CORP CMO | 55.61 k | 50.00 k principal | 0.19 | ABS-collateralized bond/debt obligation | Long | USA |
COMMERCIAL MORTGAGE BACKED SECURITIES | 54.62 k | 88.00 k principal | 0.19 | ABS-mortgage backed security | Long | USA |
GNMA CMO IO | 54.44 k | 268.34 k principal | 0.19 | ABS-mortgage backed security | Long | USA |
COMMERCIAL MORTGAGE BACKED SECURITIES | 54.42 k | 100.00 k principal | 0.19 | ABS-mortgage backed security | Long | USA |
CORP CMO | 54.33 k | 65.12 k principal | 0.19 | ABS-collateralized bond/debt obligation | Long | USA |
CORP CMO | 53.28 k | 60.15 k principal | 0.18 | ABS-collateralized bond/debt obligation | Long | USA |