Fund profile
Tickers
PRRSX, PETAX, PETCX, PETPX, PNRNX
Fund manager
Total assets
$992.81 mm
Liabilities
$470.78 mm
Net assets
$522.03 mm
Number of holdings
432.00
Top 200 of 432 Holdings
Security | $Holding | Balance | % of Fund | Category | Position | Country |
---|---|---|---|---|---|---|
TSY INFL IX N/B 10/27 1.625 | 73.91 mm | 76.11 mm principal | 14.16 | Debt | Long | USA |
TSY INFL IX N/B 01/27 0.375 | 68.47 mm | 73.59 mm principal | 13.12 | Debt | Long | USA |
TSY INFL IX N/B 07/25 0.375 | 47.75 mm | 49.87 mm principal | 9.15 | Debt | Long | USA |
TSY INFL IX N/B 10/26 0.125 | 46.20 mm | 49.67 mm principal | 8.85 | Debt | Long | USA |
TSY INFL IX N/B 01/28 0.5 | 45.13 mm | 48.95 mm principal | 8.65 | Debt | Long | USA |
TSY INFL IX N/B 01/25 0.25 | 41.72 mm | 43.37 mm principal | 7.99 | Debt | Long | USA |
TSY INFL IX N/B 01/26 0.625 | 36.48 mm | 38.37 mm principal | 6.99 | Debt | Long | USA |
TSY INFL IX N/B 04/26 0.125 | 36.11 mm | 38.64 mm principal | 6.92 | Debt | Long | USA |
TSY INFL IX N/B 04/25 0.125 | 35.34 mm | 37.04 mm principal | 6.77 | Debt | Long | USA |
TSY INFL IX N/B 10/24 0.125 | 32.00 mm | 33.00 mm principal | 6.13 | Debt | Long | USA |
BUONI POLIENNALI DEL TES SR UNSECURED 144A REGS 05/25 1 | 31.66 mm | 30.40 mm principal | 6.07 | Debt | Long | Italy |
TSY INFL IX N/B 10/25 0.125 | 31.04 mm | 32.75 mm principal | 5.95 | Debt | Long | USA |
TSY INFL IX N/B 01/29 0.875 | 25.06 mm | 27.00 mm principal | 4.80 | Debt | Long | USA |
TSY INFL IX N/B 07/26 0.125 | 23.35 mm | 24.97 mm principal | 4.47 | Debt | Long | USA |
TSY INFL IX N/B 07/28 0.75 | 23.13 mm | 24.84 mm principal | 4.43 | Debt | Long | USA |
TSY INFL IX N/B 07/27 0.375 | 22.61 mm | 24.37 mm principal | 4.33 | Debt | Long | USA |
FNMA TBA 30 YR 4 SINGLE FAMILY MORTGAGE | 18.18 mm | 20.40 mm principal | 3.48 | ABS-mortgage backed security | Long | USA |
TSY INFL IX N/B 04/27 0.125 | 17.99 mm | 19.60 mm principal | 3.45 | Debt | Long | USA |
TSY INFL IX N/B 04/28 1.25 | 16.58 mm | 17.43 mm principal | 3.18 | Debt | Long | USA |
AVB Avalonbay Communities Inc. | 16.18 mm | 94.22 k shares | 3.10 | Common equity | Long | USA |
VICI VICI Properties Inc | 13.18 mm | 452.81 k shares | 2.52 | Common equity | Long | USA |
FNMA TBA 30 YR 4.5 SINGLE FAMILY MORTGAGE | 12.03 mm | 13.10 mm principal | 2.30 | ABS-mortgage backed security | Long | USA |
SPG Simon Property Group, Inc. | 10.84 mm | 100.34 k shares | 2.08 | Common equity | Long | USA |
JAPAN GOVT CPI LINKED BONDS 03/29 0.1 | 10.56 mm | 1.50 bn principal | 2.02 | Debt | Long | Japan |
Prologis, L.P. | 9.53 mm | 84.97 k shares | 1.83 | Common equity | Long | USA |
DLR Digital Realty Trust Inc | 8.72 mm | 72.08 k shares | 1.67 | Common equity | Long | USA |
AMH American Homes 4 Rent | 8.32 mm | 246.96 k shares | 1.59 | Common equity | Long | USA |
FR First Industrial Realty Trust, Inc. | 8.24 mm | 173.25 k shares | 1.58 | Common equity | Long | USA |
INVH Invitation Homes Inc | 8.15 mm | 257.10 k shares | 1.56 | Common equity | Long | USA |
SUI Sun Communities, Inc. | 7.95 mm | 67.21 k shares | 1.52 | Common equity | Long | USA |
CPT Camden Property Trust | 7.60 mm | 80.35 k shares | 1.46 | Common equity | Long | USA |
RLJ RLJ Lodging Trust | 7.41 mm | 757.16 k shares | 1.42 | Common equity | Long | USA |
DOC Healthpeak Properties Inc. | 6.93 mm | 377.71 k shares | 1.33 | Common equity | Long | USA |
RHP Ryman Hospitality Properties Inc | 6.84 mm | 82.18 k shares | 1.31 | Common equity | Long | USA |
JAPAN GOVT CPI LINKED BONDS 03/28 0.1 | 6.72 mm | 952.44 mm principal | 1.29 | Debt | Long | Japan |
TSY INFL IX N/B 07/33 1.375 | 6.71 mm | 7.25 mm principal | 1.28 | Debt | Long | USA |
EQIX Equinix Inc | 6.63 mm | 9.13 k shares | 1.27 | Common equity | Long | USA |
VTR Ventas Inc | 6.41 mm | 152.17 k shares | 1.23 | Common equity | Long | USA |
GLPI Gaming and Leisure Properties Inc | 6.05 mm | 132.89 k shares | 1.16 | Common equity | Long | USA |
WPC W. P. Carey Inc | 5.99 mm | 110.74 k shares | 1.15 | Common equity | Long | USA |
COLD Americold Realty Trust Inc | 5.80 mm | 190.72 k shares | 1.11 | Common equity | Long | USA |
DEUTSCHE BANK REPO REPO | 5.61 mm | 5.61 mm principal | 1.08 | Repurchase agreement | Long | USA |
UDR UDR Inc | 5.53 mm | 155.02 k shares | 1.06 | Common equity | Long | USA |
IRS EUR 0.19700 11/08/22-30Y LCH | 5.11 mm | 1.00 contracts | 0.98 | Interest rate derivative | N/A | N/A |
CIFC EUROPEAN FUNDING CLO CIFCE 3A A 144A | 4.49 mm | 4.30 mm principal | 0.86 | ABS-collateralized bond/debt obligation | Long | Ireland |
REXR Rexford Industrial Realty Inc | 4.42 mm | 89.66 k shares | 0.85 | Common equity | Long | USA |
NORDEA KREDIT REALKREDIT COVERED REGS 10/50 1 | 4.36 mm | 43.67 mm principal | 0.84 | Debt | Long | Denmark |
FNMA TBA 30 YR 6.5 SINGLE FAMILY MORTGAGE | 4.32 mm | 4.30 mm principal | 0.83 | ABS-mortgage backed security | Long | USA |
HHH Howard Hughes Holdings Inc. | 4.31 mm | 58.17 k shares | 0.83 | Common equity | Long | USA |
RAD CLO LTD RAD 2019 5A AR 144A | 4.29 mm | 4.30 mm principal | 0.82 | ABS-collateralized bond/debt obligation | Long | Cayman Islands |
TCI SYMPHONY CLO TSYMP 2016 1A AR2 144A | 4.28 mm | 4.30 mm principal | 0.82 | ABS-collateralized bond/debt obligation | Long | Cayman Islands |
CUBE CubeSmart | 4.08 mm | 106.89 k shares | 0.78 | Common equity | Long | USA |
SECURITIZED ASSET BACKED RECEI SABR 2005 OP2 M2 | 4.02 mm | 4.26 mm principal | 0.77 | ABS-mortgage backed security | Long | USA |
PSA Public Storage | 3.87 mm | 14.69 k shares | 0.74 | Common equity | Long | USA |
CANADIAN GOVERNMENT RRB BONDS 12/26 4.25 | 3.83 mm | 4.92 mm principal | 0.73 | Debt | Long | Canada |
TRNO Terreno Realty Corp | 3.80 mm | 66.84 k shares | 0.73 | Common equity | Long | USA |
ESS Essex Property Trust, Inc. | 3.80 mm | 17.90 k shares | 0.73 | Common equity | Long | USA |
SBAC SBA Communications Corp - Ordinary Shares | 3.78 mm | 18.88 k shares | 0.72 | Common equity | Long | USA |
UNICREDIT SPA SR UNSECURED 144A 12/23 7.83 | 3.74 mm | 3.74 mm principal | 0.72 | Debt | Long | Italy |
SHO Sunstone Hotel Investors Inc | 3.72 mm | 398.14 k shares | 0.71 | Common equity | Long | USA |
SPECIALTY UNDERWRITING + RESID SURF 2006 AB3 A1 | 3.70 mm | 6.63 mm principal | 0.71 | ABS-mortgage backed security | Long | USA |
COUNTRYWIDE ASSET BACKED CERTI CWL 2007 8 1A1 | 3.65 mm | 4.01 mm principal | 0.70 | ABS-mortgage backed security | Long | USA |
TCW CLO TCW 2018 1A A1R 144A | 3.59 mm | 3.60 mm principal | 0.69 | ABS-collateralized bond/debt obligation | Long | Cayman Islands |
GS MORTGAGE SECURITIES TRUST GSMS 2022 GTWY A 144A | 3.50 mm | 3.50 mm principal | 0.67 | ABS-mortgage backed security | Long | USA |
EXR Extra Space Storage Inc. | 3.49 mm | 28.73 k shares | 0.67 | Common equity | Long | USA |
SITC SITE Centers Corp | 3.42 mm | 277.38 k shares | 0.66 | Common equity | Long | USA |
ELEVATION CLO LTD AWPT 2017 8A A1R2 144A | 3.41 mm | 3.42 mm principal | 0.65 | ABS-collateralized bond/debt obligation | Long | Cayman Islands |
O Realty Income Corp. | 3.38 mm | 67.66 k shares | 0.65 | Common equity | Long | USA |
US LONG BOND(CBT) DEC23 XCBT 20231219 | 3.35 mm | -594.00 contracts | 0.64 | Interest rate derivative | N/A | USA |
CCI Crown Castle Inc | 3.34 mm | 36.29 k shares | 0.64 | Common equity | Long | USA |
BLUEMOUNTAIN EUR CLO BLUME 5A A 144A | 3.32 mm | 3.20 mm principal | 0.64 | ABS-collateralized bond/debt obligation | Long | Ireland |
FRANCE (GOVT OF) BONDS 144A REGS 07/38 0.1 | 3.27 mm | 3.57 mm principal | 0.63 | Debt | Long | France |
Kilroy Realty Corp. | 3.25 mm | 102.67 k shares | 0.62 | Common equity | Long | USA |
NYKREDIT REALKREDIT AS COVERED REGS 10/43 0.5 | 3.11 mm | 29.42 mm principal | 0.60 | Debt | Long | Denmark |
ROIC Retail Opportunity Investments Corp | 3.10 mm | 250.57 k shares | 0.59 | Common equity | Long | USA |
CITIGROUP MORTGAGE LOAN TRUST CMLTI 2007 AMC4 M1 | 3.02 mm | 3.40 mm principal | 0.58 | ABS-mortgage backed security | Long | USA |
BXP Boston Properties, Inc. | 3.01 mm | 50.64 k shares | 0.58 | Common equity | Long | USA |
317U658Z0 PIMCO SWAPTION 2.285 PUT USD 2023111 | 2.94 mm | 8.70 mm contracts | 0.56 | Interest rate derivative | N/A | USA |
KIM Kimco Realty Corporation | 2.83 mm | 161.09 k shares | 0.54 | Common equity | Long | USA |
INF SWAP US IT 2.31125 02/24/21-10Y LCH | 2.82 mm | 1.00 contracts | 0.54 | Interest rate derivative | N/A | USA |
LEHMAN ABS MANUFACTURED HOUSIN LABMH 2001 B M2 | 2.80 mm | 3.35 mm principal | 0.54 | ABS-other | Long | USA |
REG Regency Centers Corporation | 2.77 mm | 46.67 k shares | 0.53 | Common equity | Long | USA |
GOLDENTREE LOAN MANAGEMENT US GLM 2017 2A AR 144A | 2.71 mm | 2.72 mm principal | 0.52 | ABS-collateralized bond/debt obligation | Long | Cayman Islands |
RESIDENTIAL ASSET SECURITIES C RASC 2006 KS7 M1 | 2.71 mm | 2.79 mm principal | 0.52 | ABS-mortgage backed security | Long | USA |
COUNTRYWIDE ASSET BACKED CERTI CWL 2006 ABC1 A3 | 2.64 mm | 3.24 mm principal | 0.51 | ABS-mortgage backed security | Long | USA |
AAT American Assets Trust Inc | 2.62 mm | 134.90 k shares | 0.50 | Common equity | Long | USA |
OCP EURO CLO OCPE 2017 2A A 144A | 2.62 mm | 2.49 mm principal | 0.50 | ABS-collateralized bond/debt obligation | Long | Ireland |
IVT InvenTrust Properties Corp | 2.48 mm | 104.05 k shares | 0.47 | Common equity | Long | USA |
DENMARK I/L GOVT BOND BONDS 11/23 0.1 | 2.46 mm | 17.35 mm principal | 0.47 | Debt | Long | Denmark |
HLT Hilton Worldwide Holdings Inc | 2.43 mm | 16.17 k shares | 0.47 | Common equity | Long | USA |
MAR Marriott International, Inc. - Ordinary Shares | 2.40 mm | 12.22 k shares | 0.46 | Common equity | Long | USA |
DRH Diamondrock Hospitality Co. | 2.40 mm | 298.77 k shares | 0.46 | Common equity | Long | USA |
NSA National Storage Affiliates Trust | 2.35 mm | 73.92 k shares | 0.45 | Common equity | Long | USA |
NYKREDIT REALKREDIT AS COVERED REGS 10/53 1.5 | 2.33 mm | 22.32 mm principal | 0.45 | Debt | Long | Denmark |
FNMA TBA 30 YR 5.5 SINGLE FAMILY MORTGAGE | 2.32 mm | 2.40 mm principal | 0.44 | ABS-mortgage backed security | Long | USA |
IRS EUR 0.19500 11/04/22-30Y LCH | 2.29 mm | 1.00 contracts | 0.44 | Interest rate derivative | N/A | N/A |
PIMCO PRV SHORT TERM FLT III MUTUAL FUND | 2.29 mm | 235.37 k principal | 0.44 | Short-term investment vehicle | Long | USA |
Host Hotels & Resorts, Inc. | 2.25 mm | 139.73 k shares | 0.43 | Common equity | Long | USA |
APEX CREDIT CLO LLC JFIN 2017 2A AR 144A | 2.22 mm | 2.21 mm principal | 0.42 | ABS-collateralized bond/debt obligation | Long | Cayman Islands |
TSY INFL IX N/B 07/32 0.625 | 2.20 mm | 2.53 mm principal | 0.42 | Debt | Long | USA |
IRS EUR 0.19000 11/04/22-30Y LCH | 2.18 mm | 1.00 contracts | 0.42 | Interest rate derivative | N/A | N/A |
SOUNDVIEW HOME EQUITY LOAN TRU SVHE 2007 OPT1 1A1 | 2.04 mm | 2.95 mm principal | 0.39 | ABS-mortgage backed security | Long | USA |
RFR USD SOFR/2.86500 02/13/24-30Y LCH | 1.95 mm | 1.00 contracts | 0.37 | Interest rate derivative | N/A | USA |
SECURITIZED ASSET BACKED RECEI SABR 2006 FR3 A3 | 1.93 mm | 3.65 mm principal | 0.37 | ABS-mortgage backed security | Long | USA |
TOWD POINT MORTGAGE FUNDING TPMF 2019 GR4A A1 144A | 1.93 mm | 1.58 mm principal | 0.37 | ABS-mortgage backed security | Long | UK |
BUONI POLIENNALI DEL TES SR UNSECURED 144A REGS 05/30 0 | 1.90 mm | 2.02 mm principal | 0.36 | Debt | Long | Italy |
BRX Brixmor Property Group Inc | 1.85 mm | 88.80 k shares | 0.35 | Common equity | Long | USA |
FIRST FRANKLIN MTG LOAN ASSET FFML 2005 FF12 M2 | 1.84 mm | 1.94 mm principal | 0.35 | ABS-mortgage backed security | Long | USA |
JYSKE REALKREDIT A/S COVERED REGS 10/50 1 | 1.79 mm | 17.94 mm principal | 0.34 | Debt | Long | Denmark |
DRYDEN LEVERAGED LOAN CDO DRYD 2014 35A ARR 144A | 1.77 mm | 1.70 mm principal | 0.34 | ABS-collateralized bond/debt obligation | Long | Ireland |
AT+T INC | 1.75 mm | 1.80 mm principal | 0.34 | Debt | Long | USA |
FIRST FRANKLIN MTG LOAN ASSET FFML 2005 FFH3 M3 | 1.75 mm | 1.78 mm principal | 0.33 | ABS-mortgage backed security | Long | USA |
MERRILL LYNCH MORTGAGE INVESTO MLMI 2007 HE2 A2B | 1.67 mm | 5.54 mm principal | 0.32 | ABS-mortgage backed security | Long | USA |
ELS Equity Lifestyle Properties Inc. | 1.61 mm | 25.29 k shares | 0.31 | Common equity | Long | USA |
317U877Z5 PIMCO SWAPTION 2.2365 PUT USD 202311 | 1.45 mm | 4.20 mm contracts | 0.28 | Interest rate derivative | N/A | USA |
APIDOS CLO LTD APID 2016 24A A1AL 144A | 1.44 mm | 1.45 mm principal | 0.28 | ABS-collateralized bond/debt obligation | Long | Cayman Islands |
HOME EQUITY ASSET TRUST HEAT 2005 4 M6 | 1.42 mm | 1.50 mm principal | 0.27 | ABS-mortgage backed security | Long | USA |
CDP COPT Defense Properties | 1.34 mm | 56.17 k shares | 0.26 | Common equity | Long | USA |
SOLD EUR BOUGHT USD 20231003
HSBC BANK PLC
|
1.33 mm | 1.00 contracts | 0.25 | DFE | N/A | N/A |
CARLYLE GLOBAL MARKET STRATEGI CGMSE 2017 2A A1R 144A | 1.32 mm | 1.27 mm principal | 0.25 | ABS-collateralized bond/debt obligation | Long | Ireland |
FIRST FRANKLIN MTG LOAN ASSET FFML 2006 FF18 A1 | 1.32 mm | 1.41 mm principal | 0.25 | ABS-mortgage backed security | Long | USA |
RENAISSANCE HOME EQUITY LOAN T RAMC 2007 3 AF1 | 1.31 mm | 3.12 mm principal | 0.25 | ABS-mortgage backed security | Long | USA |
INF SWAP US IT 1.7975 08/25/20-7Y LCH | 1.31 mm | 1.00 contracts | 0.25 | Interest rate derivative | N/A | USA |
TSY INFL IX N/B 07/30 0.125 | 1.31 mm | 1.51 mm principal | 0.25 | Debt | Long | USA |
MAA Mid-America Apartment Communities, Inc. | 1.31 mm | 10.16 k shares | 0.25 | Common equity | Long | USA |
RFRF USD SF+26.161/1.8* 11/15/23-5Y LCH | 1.30 mm | 1.00 contracts | 0.25 | Interest rate derivative | N/A | USA |
BAIN CAPITAL EURO CLO BCCE 2018 2A AR 144A | 1.24 mm | 1.19 mm principal | 0.24 | ABS-collateralized bond/debt obligation | Long | Ireland |
ARE Alexandria Real Estate Equities Inc. | 1.22 mm | 12.14 k shares | 0.23 | Common equity | Long | USA |
HSBC HOLDINGS PLC SUBORDINATED REGS 03/40 6 | 1.21 mm | 1.13 mm principal | 0.23 | Debt | Long | UK |
NYKREDIT REALKREDIT AS COVERED REGS 10/50 1 | 1.21 mm | 12.10 mm principal | 0.23 | Debt | Long | Denmark |
CIFC FUNDING LTD CIFC 2018 1A A 144A | 1.20 mm | 1.20 mm principal | 0.23 | ABS-collateralized bond/debt obligation | Long | Cayman Islands |
OCTAGON INVESTMENT PARTNERS XX OCT21 2014 1A AAR3 144A | 1.20 mm | 1.20 mm principal | 0.23 | ABS-collateralized bond/debt obligation | Long | Cayman Islands |
ALLIANCE BANCORP TRUST ALBT 2007 OA1 A1 | 1.18 mm | 1.42 mm principal | 0.23 | ABS-mortgage backed security | Long | USA |
RESIDENTIAL ASSET SECURITIES C RASC 2006 EMX7 A4 | 1.18 mm | 1.33 mm principal | 0.23 | ABS-mortgage backed security | Long | USA |
INDYMAC INDB MORTGAGE LOAN TRU INDB 2006 1 A1 | 1.17 mm | 3.59 mm principal | 0.22 | ABS-mortgage backed security | Long | USA |
GOVERNMENT NATIONAL MORTGAGE A GNR 2018 H15 FG | 1.16 mm | 1.19 mm principal | 0.22 | ABS-mortgage backed security | Long | USA |
TSY INFL IX N/B 01/33 1.125 | 1.14 mm | 1.26 mm principal | 0.22 | Debt | Long | USA |
MAGNETITE CLO LTD MAGNE 2016 18A AR2 144A | 1.13 mm | 1.13 mm principal | 0.22 | ABS-collateralized bond/debt obligation | Long | Cayman Islands |
BENEFIT STREET PARTNERS CLO LT BSP 2018 16A A1R 144A | 1.10 mm | 1.10 mm principal | 0.21 | ABS-collateralized bond/debt obligation | Long | Cayman Islands |
INDYMAC INDX MORTGAGE LOAN TRU INDX 2005 AR14 1A1A | 1.03 mm | 1.43 mm principal | 0.20 | ABS-mortgage backed security | Long | USA |
CITIGROUP MORTGAGE LOAN TRUST CMLTI 2006 WFH3 M3 | 994.69 k | 1.05 mm principal | 0.19 | ABS-mortgage backed security | Long | USA |
ACE SECURITIES CORP. ACE 2005 HE2 M6 | 956.55 k | 1.14 mm principal | 0.18 | ABS-mortgage backed security | Long | USA |
JYSKE REALKREDIT A/S COVERED 10/53 1.5 | 938.28 k | 8.98 mm principal | 0.18 | Debt | Long | Denmark |
BAC Bank Of America Corp. | 832.54 k | 917.00 k shares | 0.16 | Preferred equity | Long | USA |
HARVEST CLO HARVT 21A A1R 144A | 828.46 k | 800.00 k principal | 0.16 | ABS-collateralized bond/debt obligation | Long | Ireland |
TORO EUROPEAN CLO TCLO 5A ANV 144A | 803.16 k | 767.49 k principal | 0.15 | ABS-collateralized bond/debt obligation | Long | Ireland |
MF1 MULTIFAMILY HOUSING MORTGA MF1 2022 FL9 A 144A | 797.74 k | 800.00 k principal | 0.15 | ABS-collateralized bond/debt obligation | Long | USA |
COUNTRYWIDE ASSET BACKED CERTI CWL 2006 19 2A3 | 793.37 k | 846.47 k principal | 0.15 | ABS-mortgage backed security | Long | USA |
MASTR ASSET BACKED SECURITIES MABS 2006 AM2 A3 | 740.30 k | 861.12 k principal | 0.14 | ABS-mortgage backed security | Long | USA |
BOSPHORUS CLO BOPHO 4A A 144A | 732.76 k | 700.69 k principal | 0.14 | ABS-collateralized bond/debt obligation | Long | Ireland |
LEHMAN XS TRUST LXS 2006 8 3A4 | 730.40 k | 788.35 k principal | 0.14 | ABS-mortgage backed security | Long | USA |
TSY INFL IX N/B 01/28 1.75 | 730.14 k | 751.47 k principal | 0.14 | Debt | Long | USA |
ARES EURO CLO ARESE 2013 6A ARR 144A | 717.06 k | 687.71 k principal | 0.14 | ABS-collateralized bond/debt obligation | Long | Ireland |
VIBRANT CLO LTD VIBR 2017 7A A1R 144A | 711.93 k | 712.57 k principal | 0.14 | ABS-collateralized bond/debt obligation | Long | Cayman Islands |
RFRF USD SF+26.161/1.84 11/21/23-5Y LCH | 695.57 k | 1.00 contracts | 0.13 | Interest rate derivative | N/A | USA |
BDS LTD BDS 2022 FL11 ATS 144A | 693.67 k | 700.00 k principal | 0.13 | ABS-collateralized bond/debt obligation | Long | USA |
STRUCTURED ASSET SECURITIES CO SASC 2006 GEL4 M1 144A | 687.26 k | 711.91 k principal | 0.13 | ABS-mortgage backed security | Long | USA |
OZLM LTD OZLM 2015 11A A1R 144A | 659.18 k | 658.54 k principal | 0.13 | ABS-collateralized bond/debt obligation | Long | Cayman Islands |
INF SWAP FR NI 1.03 03/15/19-5Y LCH | 653.23 k | 1.00 contracts | 0.13 | Interest rate derivative | N/A | France |
CRESTLINE DENALI CLO XV, LTD. DEN15 2017 1A AR 144A | 652.93 k | 654.07 k principal | 0.13 | ABS-collateralized bond/debt obligation | Long | Cayman Islands |
REALKREDIT DANMARK COVERED REGS 10/53 1.5 | 647.00 k | 6.20 mm principal | 0.12 | Debt | Long | Denmark |
MIDOCEAN CREDIT CLO MIDO 2018 8A A1R 144A | 645.55 k | 645.89 k principal | 0.12 | ABS-collateralized bond/debt obligation | Long | Cayman Islands |
AVOLON HOLDINGS FNDG LTD COMPANY GUAR 144A 07/24 3.95 | 629.56 k | 643.00 k principal | 0.12 | Debt | Long | Cayman Islands |
ARES EURO CLO ARESE 7A A1RR 144A | 623.05 k | 594.60 k principal | 0.12 | ABS-collateralized bond/debt obligation | Long | Ireland |
INF SWAP US IT 1.89 08/27/20-7Y LCH | 621.38 k | 1.00 contracts | 0.12 | Interest rate derivative | N/A | USA |
KKR FINANCIAL CLO LTD KKR 9 AR2 144A | 612.59 k | 615.19 k principal | 0.12 | ABS-collateralized bond/debt obligation | Long | Cayman Islands |
RFR USD SOFR/4.25000 12/20/23-2Y LCH | 602.61 k | 1.00 contracts | 0.12 | Interest rate derivative | N/A | USA |
REALKREDIT DANMARK COVERED REGS 10/53 1 | 599.38 k | 6.58 mm principal | 0.11 | Debt | Long | Denmark |
EURO-BUND FUTURE DEC23 XEUR 20231207 | 589.06 k | -251.00 contracts | 0.11 | Interest rate derivative | N/A | Germany |
VOYA CLO LTD INGIM 2013 1A A1AR 144A | 587.01 k | 586.65 k principal | 0.11 | ABS-collateralized bond/debt obligation | Long | Cayman Islands |
JYSKE REALKREDIT A/S COVERED 10/43 0.5 | 570.99 k | 5.41 mm principal | 0.11 | Debt | Long | Denmark |
WELLS FARGO HOME EQUITY TRUST WFHET 2005 2 M9 | 550.03 k | 563.00 k principal | 0.11 | ABS-mortgage backed security | Long | USA |
JYSKE REALKREDIT A/S COVERED 10/53 2 | 544.39 k | 5.05 mm principal | 0.10 | Debt | Long | Denmark |
US 10YR NOTE (CBT)DEC23 XCBT 20231219 | 541.66 k | -367.00 contracts | 0.10 | Interest rate derivative | N/A | USA |
VENTURE CDO LTD VENTR 2014 17A ARR 144A | 538.41 k | 538.59 k principal | 0.10 | ABS-collateralized bond/debt obligation | Long | Cayman Islands |
CARLYLE GLOBAL MARKET STRATEGI CGMSE 2014 2A AR1 144A | 519.29 k | 499.78 k principal | 0.10 | ABS-collateralized bond/debt obligation | Long | Ireland |
PALMER SQUARE LOAN FUNDING LTD PSTAT 2021 4A A1 144A | 501.61 k | 503.86 k principal | 0.10 | ABS-collateralized bond/debt obligation | Long | Cayman Islands |
KKR FINANCIAL CLO LTD KKR 11 AR 144A | 468.98 k | 469.13 k principal | 0.09 | ABS-collateralized bond/debt obligation | Long | Cayman Islands |
IRS EUR 2.75000 03/20/24-30Y LCH | 468.01 k | 1.00 contracts | 0.09 | Interest rate derivative | N/A | N/A |
TSY INFL IX N/B 01/30 0.125 | 466.33 k | 534.67 k principal | 0.09 | Debt | Long | USA |
ELEVATION CLO LTD AWPT 2014 2A A1R 144A | 451.57 k | 451.27 k principal | 0.09 | ABS-collateralized bond/debt obligation | Long | Cayman Islands |
TSY INFL IX N/B 02/50 0.25 | 420.76 k | 713.41 k principal | 0.08 | Debt | Long | USA |
ARMADA EURO CLO ARMDA 3A A1R 144A | 416.88 k | 399.65 k principal | 0.08 | ABS-collateralized bond/debt obligation | Long | Ireland |
BEAR STEARNS ALT A TRUST BALTA 2005 4 23A1 | 406.63 k | 432.93 k principal | 0.08 | ABS-mortgage backed security | Long | USA |
OZLM LTD OZLM 2014 9A A1A3 144A | 399.34 k | 400.00 k principal | 0.08 | ABS-collateralized bond/debt obligation | Long | Cayman Islands |
RESIDENTIAL ASSET SECURITIZATI RAST 2005 A5 A3 | 397.34 k | 593.75 k principal | 0.08 | ABS-mortgage backed security | Long | USA |
CIT MORTGAGE LOAN TRUST CITM 2007 1 1M1 144A | 388.58 k | 400.00 k principal | 0.07 | ABS-mortgage backed security | Long | USA |
FREMONT HOME LOAN TRUST FHLT 2006 C 1A1 | 388.35 k | 440.84 k principal | 0.07 | ABS-mortgage backed security | Long | USA |
JYSKE REALKREDIT A/S COVERED 10/53 1.5 | 387.33 k | 3.96 mm principal | 0.07 | Debt | Long | Denmark |
GSAMP TRUST GSAMP 2005 HE2 M2 | 380.06 k | 420.99 k principal | 0.07 | ABS-mortgage backed security | Long | USA |
INF SWAP EM NI 2.6 05/15/22-10Y LCH | 367.08 k | 1.00 contracts | 0.07 | Interest rate derivative | N/A | N/A |
REALKREDIT DANMARK COVERED REGS 10/53 1.5 | 359.20 k | 3.68 mm principal | 0.07 | Debt | Long | Denmark |
REALKREDIT DANMARK COVERED REGS 10/50 1 | 356.37 k | 3.58 mm principal | 0.07 | Debt | Long | Denmark |
REALKREDIT DANMARK COVERED REGS 10/53 1 | 353.82 k | 3.60 mm principal | 0.07 | Debt | Long | Denmark |
NOVASTAR HOME EQUITY LOAN NHEL 2005 3 M2 | 349.84 k | 355.81 k principal | 0.07 | ABS-mortgage backed security | Long | USA |
SOLD DKK BOUGHT USD 20231003
BNP PARIBAS
|
339.71 k | 1.00 contracts | 0.07 | DFE | N/A | Denmark |
INF SWAP US IT 2.703 05/25/21-5Y LCH | 339.05 k | 1.00 contracts | 0.06 | Interest rate derivative | N/A | USA |
TSY INFL IX N/B 02/43 0.625 | 332.88 k | 457.39 k principal | 0.06 | Debt | Long | USA |
AIRC Apartment Income REIT Corp - Ordinary Shares | 331.68 k | 10.80 k shares | 0.06 | Common equity | Long | USA |
SOLD DKK BOUGHT USD 20231003
Bank of America, National Association
|
324.36 k | 1.00 contracts | 0.06 | DFE | N/A | Denmark |