Fund profile
Fund manager
Total assets
$198.17 mm
Liabilities
$90.36 mm
Net assets
$107.82 mm
Number of holdings
969.00
Top 200 of 969 Holdings
Security | $Holding | Balance | % of Fund | Category | Position | Country |
---|---|---|---|---|---|---|
GOVERNMENT FUTURES | 28.78 mm | 142.00 contracts | 26.70 | Interest rate derivative | N/A | USA |
FNMA TBA | 25.66 mm | 26.00 mm principal | 23.80 | ABS-mortgage backed security | Long | USA |
SHORT TERM INV FUND | 25.44 mm | 25.44 mm shares | 23.60 | Short-term investment vehicle | Long | USA |
FNMA TBA | 15.07 mm | 15.00 mm principal | 13.98 | ABS-mortgage backed security | Long | USA |
FNMA TBA | 8.70 mm | 9.00 mm principal | 8.07 | ABS-mortgage backed security | Long | USA |
FNMA TBA | 5.80 mm | 6.00 mm principal | 5.38 | ABS-mortgage backed security | Short | USA |
FNMA TBA | 4.72 mm | 5.00 mm principal | 4.38 | ABS-mortgage backed security | Long | USA |
FNMA TBA | 3.97 mm | 5.00 mm principal | 3.68 | ABS-mortgage backed security | Long | USA |
GNMA TBA | 3.69 mm | 4.00 mm principal | 3.43 | ABS-mortgage backed security | Long | USA |
FNMA TBA | 3.31 mm | 4.00 mm principal | 3.07 | ABS-mortgage backed security | Long | USA |
GNMA TBA | 2.91 mm | 3.00 mm principal | 2.70 | ABS-mortgage backed security | Long | USA |
GNMA TBA | 2.70 mm | 3.00 mm principal | 2.51 | ABS-mortgage backed security | Long | USA |
FNMA TBA | 2.58 mm | 3.00 mm principal | 2.39 | ABS-mortgage backed security | Long | USA |
CURRENCY FORWARDS
MORGAN STANLEY AND CO. INTERNATIONAL
|
2.10 mm | 1.00 contracts | 1.95 | DFE | N/A | USA |
CURRENCY FORWARDS
STATE STREET B AND T CO
|
1.97 mm | 1.00 contracts | 1.82 | DFE | N/A | USA |
U.S. T BILLS | 1.89 mm | 1.90 mm principal | 1.76 | Debt | Long | USA |
FNMA TBA | 1.78 mm | 2.00 mm principal | 1.65 | ABS-mortgage backed security | Short | USA |
Interest Rate Swap | 1.61 mm | 3.37 mm contracts | 1.49 | Interest rate derivative | N/A | USA |
CURRENCY FORWARDS
TORONTO-DOMINION BANK/THE
|
1.38 mm | 1.00 contracts | 1.28 | DFE | N/A | Canada |
GOVERNMENT FUTURES | 1.23 mm | 11.00 contracts | 1.14 | Interest rate derivative | N/A | USA |
CORP CMO | 1.14 mm | 967.32 k principal | 1.05 | ABS-collateralized bond/debt obligation | Long | USA |
CORP CMO | 1.14 mm | 1.02 mm principal | 1.05 | ABS-collateralized bond/debt obligation | Long | USA |
GOVERNMENT BOND | 1.09 mm | 1.29 mm principal | 1.01 | Debt | Long | Indonesia |
SHORT TERM INV FUND | 930.00 k | 930.00 k shares | 0.86 | Short-term investment vehicle | Long | USA |
FNMA TBA | 918.32 k | 1.00 mm principal | 0.85 | ABS-mortgage backed security | Short | USA |
CURRENCY FORWARDS
MORGAN STANLEY AND CO. INTERNATIONAL
|
892.61 k | 1.00 contracts | 0.83 | DFE | N/A | USA |
CURRENCY FORWARDS
GOLDMAN SACHS INTL FX
|
862.69 k | 1.00 contracts | 0.80 | DFE | N/A | USA |
COMMERCIAL MORTGAGE BACKED SECURITIES | 855.90 k | 1.33 mm principal | 0.79 | ABS-mortgage backed security | Long | USA |
CURRENCY FORWARDS
STATE STREET B AND T CO
|
808.26 k | 1.00 contracts | 0.75 | DFE | N/A | USA |
Interest Rate Swap | 800.99 k | 10.05 mm contracts | 0.74 | Interest rate derivative | N/A | USA |
Total Return Swap | 797.76 k | 781.00 k contracts | 0.74 | Credit derivative | N/A | USA |
Total Return Swap | 766.22 k | 895.00 k contracts | 0.71 | Credit derivative | N/A | USA |
DISC. CP | 746.30 k | 750.00 k principal | 0.69 | ABS-asset backed commercial paper | Long | USA |
DISC. CP | 744.01 k | 750.00 k principal | 0.69 | Short-term investment vehicle | Long | USA |
CORP CMO | 721.38 k | 884.84 k principal | 0.67 | ABS-collateralized bond/debt obligation | Long | USA |
Interest Rate Swap | 668.44 k | 4.65 mm contracts | 0.62 | Interest rate derivative | N/A | USA |
GOVERNMENT BOND | 665.24 k | 830.00 k principal | 0.62 | Debt | Long | Côte d'Ivoire |
CURRENCY FORWARDS
STATE STREET B AND T CO
|
663.62 k | 1.00 contracts | 0.62 | DFE | N/A | USA |
SWAPTION | 657.07 k | 5.16 mm contracts | 0.61 | Interest rate derivative | N/A | USA |
Interest Rate Swap | 621.89 k | 32.63 mm contracts | 0.58 | Interest rate derivative | N/A | USA |
GOVERNMENT BOND | 611.55 k | 890.00 k principal | 0.57 | Debt | Long | Tunisia |
CURRENCY FORWARDS
HSBC BANK USA
|
604.63 k | 1.00 contracts | 0.56 | DFE | N/A | USA |
FHLMC CMO IO | 588.38 k | 3.10 mm principal | 0.55 | ABS-mortgage backed security | Long | USA |
GOVERNMENT BOND | 588.30 k | 600.00 k principal | 0.55 | Debt | Long | Viet Nam |
CORP CMO | 577.83 k | 496.04 k principal | 0.54 | ABS-collateralized bond/debt obligation | Long | USA |
GNMA CMO IO | 565.69 k | 3.29 mm principal | 0.52 | ABS-mortgage backed security | Long | USA |
CORP CMO | 564.01 k | 516.97 k principal | 0.52 | ABS-collateralized bond/debt obligation | Long | USA |
GOVERNMENT BOND | 563.20 k | 880.00 k principal | 0.52 | Debt | Long | Egypt |
COMMERCIAL MORTGAGE BACKED SECURITIES | 560.11 k | 575.74 k principal | 0.52 | ABS-mortgage backed security | Long | USA |
CURRENCY FORWARDS
MORGAN STANLEY AND CO. INTERNATIONAL
|
560.09 k | 1.00 contracts | 0.52 | DFE | N/A | USA |
SWAPTION | 559.85 k | 5.51 mm contracts | 0.52 | Interest rate derivative | N/A | USA |
CURRENCY FORWARDS
UBS AG
|
557.69 k | 1.00 contracts | 0.52 | DFE | N/A | USA |
FHLMC CMO IO | 541.27 k | 2.43 mm principal | 0.50 | ABS-mortgage backed security | Long | USA |
CORP CMO | 530.47 k | 505.00 k principal | 0.49 | ABS-collateralized bond/debt obligation | Long | USA |
SWAPTION | 516.95 k | 5.42 mm contracts | 0.48 | Interest rate derivative | N/A | USA |
Interest Rate Swap | 507.09 k | 1.02 mm contracts | 0.47 | Interest rate derivative | N/A | USA |
U.S. T. NOTE | 500.16 k | 651.00 k principal | 0.46 | Debt | Long | USA |
DISC. CP | 499.56 k | 500.00 k principal | 0.46 | Short-term investment vehicle | Long | Canada |
DISC. CP | 498.60 k | 500.00 k principal | 0.46 | Short-term investment vehicle | Long | USA |
DISC. CP | 498.43 k | 500.00 k principal | 0.46 | Short-term investment vehicle | Long | France |
SWAPTION | 497.04 k | 12.84 mm contracts | 0.46 | Interest rate derivative | N/A | USA |
GOVERNMENT BOND | 496.50 k | 600.00 k principal | 0.46 | Debt | Long | Côte d'Ivoire |
DISC. CP | 496.03 k | 500.00 k principal | 0.46 | Short-term investment vehicle | Long | Norway |
CORP CMO | 494.37 k | 451.00 k principal | 0.46 | ABS-collateralized bond/debt obligation | Long | USA |
DISC. CP | 494.17 k | 500.00 k principal | 0.46 | Short-term investment vehicle | Long | Singapore |
COMMERCIAL MORTGAGE BACKED SECURITIES | 488.12 k | 787.00 k principal | 0.45 | ABS-mortgage backed security | Long | USA |
GNMA CMO IO | 487.87 k | 2.61 mm principal | 0.45 | ABS-mortgage backed security | Long | USA |
FHLMC CMO IO | 486.49 k | 2.27 mm principal | 0.45 | ABS-mortgage backed security | Long | USA |
CURRENCY FORWARDS
HSBC BANK USA
|
486.47 k | 1.00 contracts | 0.45 | DFE | N/A | USA |
CORP CMO | 484.60 k | 552.44 k principal | 0.45 | ABS-collateralized bond/debt obligation | Long | USA |
Interest Rate Swap | 470.57 k | 864.50 k contracts | 0.44 | Interest rate derivative | N/A | USA |
CORP CMO | 463.14 k | 469.00 k principal | 0.43 | ABS-collateralized bond/debt obligation | Long | USA |
GNMA CMO IO | 446.90 k | 2.92 mm principal | 0.41 | ABS-mortgage backed security | Long | USA |
COMMERCIAL MORTGAGE BACKED SECURITIES | 436.53 k | 460.00 k principal | 0.40 | ABS-mortgage backed security | Long | USA |
Interest Rate Swap | 435.09 k | 2.05 mm contracts | 0.40 | Interest rate derivative | N/A | USA |
CORP CMO | 431.10 k | 389.00 k principal | 0.40 | ABS-collateralized bond/debt obligation | Long | USA |
CURRENCY FORWARDS
CITIBANK N.A.
|
428.80 k | 1.00 contracts | 0.40 | DFE | N/A | USA |
CORP CMO | 409.09 k | 333.00 k principal | 0.38 | ABS-collateralized bond/debt obligation | Long | USA |
COMMERCIAL MORTGAGE BACKED SECURITIES | 408.91 k | 644.00 k principal | 0.38 | ABS-mortgage backed security | Long | USA |
FNMA CMO IO | 408.30 k | 2.24 mm principal | 0.38 | ABS-mortgage backed security | Long | USA |
CURRENCY FORWARDS
MORGAN STANLEY AND CO. INTERNATIONAL
|
405.91 k | 1.00 contracts | 0.38 | DFE | N/A | USA |
FHLMC CMO IO | 387.65 k | 1.72 mm principal | 0.36 | ABS-mortgage backed security | Long | USA |
CORP CMO | 385.99 k | 365.92 k principal | 0.36 | ABS-collateralized bond/debt obligation | Long | USA |
COMMERCIAL MORTGAGE BACKED SECURITIES | 381.89 k | 1.54 mm principal | 0.35 | ABS-mortgage backed security | Long | USA |
COMMERCIAL MORTGAGE BACKED SECURITIES | 378.41 k | 694.00 k principal | 0.35 | ABS-mortgage backed security | Long | USA |
GOVERNMENT BOND | 377.19 k | 850.00 k principal | 0.35 | Debt | Long | Ghana |
Interest Rate Swap | 374.42 k | 746.60 k contracts | 0.35 | Interest rate derivative | N/A | USA |
CORP. NOTE | 372.69 k | 420.00 k principal | 0.35 | Debt | Long | Mexico |
GOVERNMENT BOND | 369.88 k | 390.00 k principal | 0.34 | Debt | Long | Dominican Republic |
GOVERNMENT BOND | 363.81 k | 365.00 k principal | 0.34 | Debt | Long | Dominican Republic |
CORP. NOTE | 353.70 k | 360.00 k principal | 0.33 | Debt | Long | Mauritius |
GOVERNMENT BOND | 353.44 k | 435.00 k principal | 0.33 | Debt | Long | Dominican Republic |
EC Ecopetrol SA | 351.64 k | 360.00 k principal | 0.33 | Debt | Long | Colombia |
CURRENCY FORWARDS
STATE STREET B AND T CO
|
350.04 k | 1.00 contracts | 0.32 | DFE | N/A | USA |
Mortgage Backed Swap Basket Index | 350.00 k | 1.84 mm contracts | 0.32 | Credit derivative | N/A | USA |
CORP CMO | 345.41 k | 350.00 k principal | 0.32 | ABS-collateralized bond/debt obligation | Long | USA |
Interest Rate Swap | 343.45 k | 614.70 k contracts | 0.32 | Interest rate derivative | N/A | USA |
BANK LOAN NOTE | 339.06 k | 339.13 k principal | 0.31 | Debt | Long | USA |
Mortgage Backed Swap Basket Index | 337.01 k | 1.77 mm contracts | 0.31 | Credit derivative | N/A | USA |
COMMERCIAL MORTGAGE BACKED SECURITIES | 335.43 k | 471.00 k principal | 0.31 | ABS-mortgage backed security | Long | USA |
CORP CMO | 333.62 k | 323.73 k principal | 0.31 | ABS-collateralized bond/debt obligation | Long | USA |
SWAPTION | 325.69 k | 9.64 mm contracts | 0.30 | Interest rate derivative | N/A | USA |
Interest Rate Swap | 324.16 k | 8.64 mm contracts | 0.30 | Interest rate derivative | N/A | USA |
Mortgage Backed Swap Basket Index | 323.48 k | 881.66 k contracts | 0.30 | Credit derivative | N/A | USA |
GNMA CMO IO | 320.51 k | 3.74 mm principal | 0.30 | ABS-mortgage backed security | Long | USA |
COMMERCIAL MORTGAGE BACKED SECURITIES | 316.79 k | 325.23 k principal | 0.29 | ABS-mortgage backed security | Long | USA |
GOVERNMENT BOND | 313.23 k | 670.00 k principal | 0.29 | Debt | Long | Ghana |
CIVI Civitas Resources Inc - Ordinary Shares | 306.44 k | 300.00 k principal | 0.28 | Debt | Long | USA |
CORPORATE BONDS | 304.00 k | 380.00 k principal | 0.28 | Debt | Long | USA |
CORP. NOTE | 303.80 k | 310.00 k principal | 0.28 | Debt | Long | USA |
CURRENCY FORWARDS
BANK OF AMERICA N.A.
|
302.31 k | 1.00 contracts | 0.28 | DFE | N/A | USA |
COMMERCIAL MORTGAGE BACKED SECURITIES | 301.10 k | 301.33 k principal | 0.28 | ABS-mortgage backed security | Long | USA |
Interest Rate Swap | 300.44 k | 10.95 mm contracts | 0.28 | Interest rate derivative | N/A | USA |
GOVERNMENT BOND | 300.32 k | 330.00 k principal | 0.28 | Debt | Long | Mexico |
CORP. NOTE | 299.83 k | 305.00 k principal | 0.28 | Debt | Long | USA |
THC Tenet Healthcare Corp. | 298.99 k | 310.00 k principal | 0.28 | Debt | Long | USA |
U.S. T BILLS | 298.63 k | 300.00 k principal | 0.28 | Debt | Long | USA |
CORPORATE BONDS | 297.95 k | 341.00 k principal | 0.28 | Debt | Long | USA |
CORP. NOTE | 297.88 k | 350.00 k principal | 0.28 | Debt | Long | Canada |
CORPORATE BONDS | 297.19 k | 317.00 k principal | 0.28 | Debt | Long | USA |
CORP. PIK BOND | 295.17 k | 270.00 k principal | 0.27 | Debt | Long | Germany |
FHLMC CMO IO | 295.04 k | 1.60 mm principal | 0.27 | ABS-mortgage backed security | Long | USA |
COMMERCIAL MORTGAGE BACKED SECURITIES | 295.00 k | 369.00 k principal | 0.27 | ABS-mortgage backed security | Long | USA |
CORP CMO | 294.77 k | 237.00 k principal | 0.27 | ABS-collateralized bond/debt obligation | Long | USA |
BANK LOAN NOTE | 292.30 k | 293.50 k principal | 0.27 | Debt | Long | USA |
COMMERCIAL MORTGAGE BACKED SECURITIES | 291.77 k | 347.00 k principal | 0.27 | ABS-mortgage backed security | Long | USA |
GOVERNMENT BOND | 287.52 k | 390.00 k principal | 0.27 | Debt | Long | Mexico |
CORP CMO | 287.19 k | 276.00 k principal | 0.27 | ABS-collateralized bond/debt obligation | Long | USA |
SWAPTION | 282.36 k | 1.69 mm contracts | 0.26 | Interest rate derivative | N/A | USA |
ASSET BACKED SECURITY | 281.78 k | 377.12 k principal | 0.26 | ABS-mortgage backed security | Long | USA |
GOVERNMENT BOND | 274.40 k | 280.00 k principal | 0.25 | Debt | Long | Serbia |
SWAPTION | 273.21 k | 2.12 mm contracts | 0.25 | Interest rate derivative | N/A | USA |
GNMA CMO IO | 273.12 k | 2.73 mm principal | 0.25 | ABS-mortgage backed security | Long | USA |
CORP. NOTE | 272.03 k | 270.00 k principal | 0.25 | Debt | Long | Austria |
CORP. NOTE | 271.42 k | 326.00 k principal | 0.25 | Debt | Long | USA |
GOVERNMENT BOND | 268.47 k | 275.00 k principal | 0.25 | Debt | Long | Côte d'Ivoire |
CORP. NOTE | 267.80 k | 260.00 k principal | 0.25 | Debt | Long | Netherlands |
CORP CMO | 267.67 k | 242.00 k principal | 0.25 | ABS-collateralized bond/debt obligation | Long | USA |
BANK LOAN NOTE | 267.66 k | 267.66 k principal | 0.25 | Debt | Long | USA |
Interest Rate Swap | 266.83 k | 679.00 k contracts | 0.25 | Interest rate derivative | N/A | USA |
COMMERCIAL MORTGAGE BACKED SECURITIES | 266.51 k | 326.00 k principal | 0.25 | ABS-mortgage backed security | Long | USA |
GOVERNMENT BOND | 265.54 k | 260.00 k principal | 0.25 | Debt | Long | Romania |
Interest Rate Swap | 265.05 k | 1.16 mm contracts | 0.25 | Interest rate derivative | N/A | USA |
CORP. NOTE | 264.58 k | 285.00 k principal | 0.25 | Debt | Long | Sweden |
CURRENCY FORWARDS
NATWEST MARKETS PLC
|
259.10 k | 1.00 contracts | 0.24 | DFE | N/A | UK |
GOVERNMENT BOND | 258.70 k | 260.00 k principal | 0.24 | Debt | Long | Mongolia |
Interest Rate Swap | 256.42 k | 1.32 mm contracts | 0.24 | Interest rate derivative | N/A | USA |
Interest Rate Swap | 253.22 k | 872.00 k contracts | 0.23 | Interest rate derivative | N/A | USA |
SWAPTION | 252.79 k | 2.72 mm contracts | 0.23 | Interest rate derivative | N/A | USA |
COMMERCIAL MORTGAGE BACKED SECURITIES | 251.42 k | 408.00 k principal | 0.23 | ABS-mortgage backed security | Long | USA |
COMMERCIAL MORTGAGE BACKED SECURITIES | 250.05 k | 420.00 k principal | 0.23 | ABS-mortgage backed security | Long | USA |
SWAPTION | 249.97 k | 81.53 mm contracts | 0.23 | Interest rate derivative | N/A | USA |
Interest Rate Swap | 249.86 k | 653.20 k contracts | 0.23 | Interest rate derivative | N/A | USA |
GNMA CMO IO | 247.72 k | 2.52 mm principal | 0.23 | ABS-mortgage backed security | Long | USA |
PTEN Patterson-UTI Energy Inc | 246.13 k | 270.00 k principal | 0.23 | Debt | Long | USA |
GNMA CMO IO | 244.32 k | 2.33 mm principal | 0.23 | ABS-mortgage backed security | Long | USA |
IHS IHS Holding Ltd | 242.00 k | 320.00 k principal | 0.22 | Debt | Long | Nigeria |
GOVERNMENT BOND | 240.50 k | 260.00 k principal | 0.22 | Debt | Long | Kenya |
COMMERCIAL MORTGAGE BACKED SECURITIES | 240.30 k | 276.00 k principal | 0.22 | ABS-mortgage backed security | Long | USA |
COMMERCIAL MORTGAGE BACKED SECURITIES | 238.19 k | 283.00 k principal | 0.22 | ABS-mortgage backed security | Long | USA |
Interest Rate Swap | 233.50 k | 401.60 k contracts | 0.22 | Interest rate derivative | N/A | USA |
CORP. NOTE | 232.97 k | 250.00 k principal | 0.22 | Debt | Long | USA |
FHLMC CMO IO | 231.93 k | 2.24 mm principal | 0.22 | ABS-mortgage backed security | Long | USA |
COMMERCIAL MORTGAGE BACKED SECURITIES | 229.18 k | 264.00 k principal | 0.21 | ABS-mortgage backed security | Long | USA |
CURRENCY FORWARDS
HSBC BANK USA
|
228.61 k | 1.00 contracts | 0.21 | DFE | N/A | USA |
GNMA CMO IO | 228.36 k | 1.16 mm principal | 0.21 | ABS-mortgage backed security | Long | USA |
COMMERCIAL MORTGAGE BACKED SECURITIES | 228.05 k | 275.00 k principal | 0.21 | ABS-mortgage backed security | Long | USA |
CORP CMO | 224.58 k | 253.00 k principal | 0.21 | ABS-collateralized bond/debt obligation | Long | USA |
GOVERNMENT BOND | 223.99 k | 310.00 k principal | 0.21 | Debt | Long | Benin |
COMMERCIAL MORTGAGE BACKED SECURITIES | 223.71 k | 381.00 k principal | 0.21 | ABS-mortgage backed security | Long | USA |
COMMERCIAL MORTGAGE BACKED SECURITIES | 220.41 k | 265.00 k principal | 0.20 | ABS-mortgage backed security | Long | USA |
GNMA CMO IO | 215.44 k | 2.18 mm principal | 0.20 | ABS-mortgage backed security | Long | USA |
CORP CMO | 213.84 k | 246.34 k principal | 0.20 | ABS-collateralized bond/debt obligation | Long | USA |
FNMA CMO IO | 211.16 k | 2.69 mm principal | 0.20 | ABS-mortgage backed security | Long | USA |
Interest Rate Swap | 210.94 k | 3.34 mm contracts | 0.20 | Interest rate derivative | N/A | USA |
GNMA CMO IO | 210.38 k | 2.29 mm principal | 0.20 | ABS-mortgage backed security | Long | USA |
COMMERCIAL MORTGAGE BACKED SECURITIES | 208.39 k | 243.00 k principal | 0.19 | ABS-mortgage backed security | Long | USA |
COMMERCIAL MORTGAGE BACKED SECURITIES | 207.78 k | 330.00 k principal | 0.19 | ABS-mortgage backed security | Long | USA |
PERPETUAL BONDS | 207.25 k | 200.00 k principal | 0.19 | Debt | Long | France |
COMMERCIAL MORTGAGE BACKED SECURITIES | 207.24 k | 217.00 k principal | 0.19 | ABS-mortgage backed security | Long | Bermuda |
Interest Rate Swap | 206.61 k | 13.71 mm contracts | 0.19 | Interest rate derivative | N/A | USA |
COMMERCIAL MORTGAGE BACKED SECURITIES | 206.04 k | 223.78 k principal | 0.19 | ABS-mortgage backed security | Long | USA |
COMMERCIAL MORTGAGE BACKED SECURITIES | 205.93 k | 460.00 k principal | 0.19 | ABS-mortgage backed security | Long | USA |
COMMERCIAL MORTGAGE BACKED SECURITIES | 205.06 k | 291.00 k principal | 0.19 | ABS-mortgage backed security | Long | USA |
COMMERCIAL MORTGAGE BACKED SECURITIES | 204.98 k | 237.00 k principal | 0.19 | ABS-mortgage backed security | Long | USA |
FHLMC CMO IO | 204.64 k | 2.20 mm principal | 0.19 | ABS-mortgage backed security | Long | USA |
COMMERCIAL MORTGAGE BACKED SECURITIES | 201.20 k | 478.00 k principal | 0.19 | ABS-mortgage backed security | Long | USA |
CORP. NOTE | 201.00 k | 200.00 k principal | 0.19 | Debt | Long | Luxembourg |
GOVERNMENT BOND | 200.50 k | 200.00 k principal | 0.19 | Debt | Long | Turkey |
CORP CMO | 199.86 k | 296.92 k principal | 0.19 | ABS-collateralized bond/debt obligation | Long | USA |
CORP. NOTE | 199.57 k | 200.00 k principal | 0.19 | Debt | Long | USA |
COMMERCIAL MORTGAGE BACKED SECURITIES | 198.22 k | 240.00 k principal | 0.18 | ABS-mortgage backed security | Long | USA |
GOVERNMENT BOND | 197.93 k | 205.00 k principal | 0.18 | Debt | Long | Dominican Republic |
GNMA CMO IO | 197.13 k | 957.22 k principal | 0.18 | ABS-mortgage backed security | Long | USA |
Interest Rate Swap | 197.01 k | 503.00 k contracts | 0.18 | Interest rate derivative | N/A | USA |
GNMA CMO IO | 196.28 k | 871.91 k principal | 0.18 | ABS-mortgage backed security | Long | USA |
COMMERCIAL MORTGAGE BACKED SECURITIES | 193.44 k | 208.00 k principal | 0.18 | ABS-mortgage backed security | Long | USA |
COMMERCIAL MORTGAGE BACKED SECURITIES | 193.03 k | 257.00 k principal | 0.18 | ABS-mortgage backed security | Long | USA |
Interest Rate Swap | 192.82 k | 458.80 k contracts | 0.18 | Interest rate derivative | N/A | USA |
Interest Rate Swap | 192.33 k | 2.73 mm contracts | 0.18 | Interest rate derivative | N/A | USA |