Fund profile
Fund manager
Total assets
$726.31 mm
Liabilities
$248.51 mm
Net assets
$477.80 mm
Number of holdings
356.00
Top 200 of 356 Holdings
Security | $Holding | Balance | % of Fund | Category | Position | Country |
---|---|---|---|---|---|---|
U.S. Treasury Inflation Linked Notes | 33.73 mm | 36.80 mm principal | 7.06 | Debt | Long | USA |
U.S. Treasury Inflation Linked Notes | 19.77 mm | 21.40 mm principal | 4.14 | Debt | Long | USA |
U.S. Treasury Inflation Linked Notes | 18.14 mm | 17.04 mm principal | 3.80 | Debt | Long | USA |
U.S. Treasury Inflation Linked Notes | 17.29 mm | 14.52 mm principal | 3.62 | Debt | Long | USA |
U.S. Treasury Inflation Linked Notes | 16.51 mm | 16.44 mm principal | 3.45 | Debt | Long | USA |
U.S. Treasury Inflation Linked Notes | 15.52 mm | 15.02 mm principal | 3.25 | Debt | Long | USA |
U.S. Treasury Inflation Linked Notes | 14.63 mm | 12.91 mm principal | 3.06 | Debt | Long | USA |
U.S. Treasury Inflation Linked Bonds | 14.56 mm | 9.09 mm principal | 3.05 | Debt | Long | USA |
U.S. Treasury Inflation Linked Bonds | 14.49 mm | 10.22 mm principal | 3.03 | Debt | Long | USA |
U.S. Treasury Inflation Linked Notes | 12.91 mm | 11.49 mm principal | 2.70 | Debt | Long | USA |
U.S. Treasury Inflation Linked Notes | 12.88 mm | 13.30 mm principal | 2.70 | Debt | Long | USA |
U.S. Treasury Inflation Linked Notes | 12.34 mm | 10.00 mm principal | 2.58 | Debt | Long | USA |
Italy Buoni Poliennali del Tesoro | 12.03 mm | 11.50 mm principal | 2.52 | Debt | Long | Italy |
U.S. Treasury Inflation Linked Bonds | 11.94 mm | 10.89 mm principal | 2.50 | Debt | Long | USA |
U.S. Treasury Inflation Linked Notes | 11.53 mm | 11.60 mm principal | 2.41 | Debt | Long | USA |
U.S. Treasury Inflation Linked Notes | 10.26 mm | 8.61 mm principal | 2.15 | Debt | Long | USA |
U.S. Treasury Inflation Linked Notes | 10.12 mm | 10.10 mm principal | 2.12 | Debt | Long | USA |
U.S. Treasury Inflation Linked Bonds | 10.10 mm | 10.94 mm principal | 2.11 | Debt | Long | USA |
U.S. Treasury Inflation Linked Notes | 9.71 mm | 8.70 mm principal | 2.03 | Debt | Long | USA |
UMBS, Single Family, 30 Year | 8.90 mm | 10.00 mm principal | 1.86 | ABS-mortgage backed security | Long | USA |
UMBS, Single Family, 30 Year | 8.49 mm | 9.00 mm principal | 1.78 | ABS-mortgage backed security | Long | USA |
U.S. Treasury Inflation Linked Notes | 8.32 mm | 7.20 mm principal | 1.74 | Debt | Long | USA |
U.S. Treasury Inflation Linked Notes | 7.95 mm | 6.13 mm principal | 1.66 | Debt | Long | USA |
U.S. Treasury Inflation Linked Bonds | 7.50 mm | 5.23 mm principal | 1.57 | Debt | Long | USA |
U.S. Treasury Inflation Linked Bonds | 7.30 mm | 7.74 mm principal | 1.53 | Debt | Long | USA |
U.S. Treasury Inflation Linked Bonds | 7.00 mm | 4.64 mm principal | 1.47 | Debt | Long | USA |
U.S. Treasury Inflation Linked Notes | 6.95 mm | 5.60 mm principal | 1.45 | Debt | Long | USA |
U.S. Treasury Inflation Linked Bonds | 6.52 mm | 4.83 mm principal | 1.36 | Debt | Long | USA |
UMBS, Single Family, 30 Year | 6.43 mm | 7.00 mm principal | 1.35 | ABS-mortgage backed security | Long | USA |
U.S. Treasury Inflation Linked Bonds | 5.86 mm | 5.99 mm principal | 1.23 | Debt | Long | USA |
U.S. Treasury Inflation Linked Bonds | 5.36 mm | 5.23 mm principal | 1.12 | Debt | Long | USA |
U.S. Treasury Inflation Linked Bonds | 5.33 mm | 5.95 mm principal | 1.12 | Debt | Long | USA |
U.S. Treasury Inflation Linked Notes | 5.17 mm | 4.23 mm principal | 1.08 | Debt | Long | USA |
GNMA, Series 2023-H20, Class FA | 5.00 mm | 5.02 mm principal | 1.05 | ABS-mortgage backed security | Long | USA |
U.S. Treasury Inflation Linked Bonds | 4.74 mm | 3.46 mm principal | 0.99 | Debt | Long | USA |
U.S. Treasury Inflation Linked Notes | 4.68 mm | 3.98 mm principal | 0.98 | Debt | Long | USA |
U.S. Treasury Inflation Linked Notes | 4.63 mm | 4.25 mm principal | 0.97 | Debt | Long | USA |
U.S. Treasury Inflation Linked Notes | 4.35 mm | 3.81 mm principal | 0.91 | Debt | Long | USA |
France Government Bond | 3.77 mm | 3.10 mm principal | 0.79 | Debt | Long | France |
U.S. Treasury Inflation Linked Bonds | 3.51 mm | 3.81 mm principal | 0.73 | Debt | Long | USA |
Japan Government CPI Linked Bond | 3.42 mm | 467.00 mm principal | 0.72 | Debt | Long | Japan |
U.S. Treasury Inflation Linked Bonds | 3.21 mm | 4.91 mm principal | 0.67 | Debt | Long | USA |
U.S. Treasury Inflation Linked Notes | 3.16 mm | 2.80 mm principal | 0.66 | Debt | Long | USA |
Italy Buoni Poliennali del Tesoro | 2.57 mm | 2.30 mm principal | 0.54 | Debt | Long | Italy |
U.S. Treasury Inflation Linked Notes | 2.46 mm | 2.12 mm principal | 0.51 | Debt | Long | USA |
VMC Finance LLC, Series 2022-FL5, Class A | 2.45 mm | 2.50 mm principal | 0.51 | ABS-collateralized bond/debt obligation | Long | USA |
U.S. Treasury Inflation Linked Notes | 2.39 mm | 2.30 mm principal | 0.50 | Debt | Long | USA |
U.S. Treasury Inflation Linked Notes | 2.34 mm | 2.26 mm principal | 0.49 | Debt | Long | USA |
U.S. Treasury Inflation Linked Bonds | 2.08 mm | 2.98 mm principal | 0.44 | Debt | Long | USA |
U.S. Treasury Inflation Linked Bonds | 1.95 mm | 2.30 mm principal | 0.41 | Debt | Long | USA |
UniCredit SpA | 1.80 mm | 1.80 mm principal | 0.38 | Debt | Long | Italy |
MainStay U.S. Government Liquidity Fund, Class I | 1.79 mm | 1.79 mm shares | 0.37 | Short-term investment vehicle | Long | USA |
Japan Government CPI Linked Bond | 1.72 mm | 233.00 mm principal | 0.36 | Debt | Long | Japan |
U.S. Treasury Inflation Linked Bonds | 1.72 mm | 1.78 mm principal | 0.36 | Debt | Long | USA |
France Government Bond | 1.71 mm | 1.30 mm principal | 0.36 | Debt | Long | France |
Rad CLO 5 Ltd., Series 2019-5A, Class AR | 1.69 mm | 1.70 mm principal | 0.35 | ABS-collateralized bond/debt obligation | Long | Cayman Islands |
France Government Bond | 1.48 mm | 1.40 mm principal | 0.31 | Debt | Long | France |
Japan Government CPI Linked Bond | 1.46 mm | 198.00 mm principal | 0.31 | Debt | Long | Japan |
Arbor Realty Commercial Real Estate Notes Ltd., Series 2022-FL1, Class A | 1.38 mm | 1.40 mm principal | 0.29 | ABS-collateralized bond/debt obligation | Long | Cayman Islands |
LCM 30 Ltd., Series 30A, Class AR | 1.34 mm | 1.35 mm principal | 0.28 | ABS-collateralized bond/debt obligation | Long | Cayman Islands |
Nykredit Realkredit A/S, Series CCE | 1.33 mm | 13.37 mm principal | 0.28 | Debt | Long | Denmark |
GS Mortgage Securities Corp. Trust, Series 2022-GTWY, Class A | 1.30 mm | 1.30 mm principal | 0.27 | ABS-mortgage backed security | Long | USA |
AT&T, Inc. | 1.26 mm | 1.30 mm principal | 0.26 | Short-term investment vehicle | Long | USA |
Japan Government CPI Linked Bond | 1.24 mm | 169.00 mm principal | 0.26 | Debt | Long | Japan |
Nykredit Realkredit A/S, Series 01E | 1.23 mm | 11.71 mm principal | 0.26 | Debt | Long | Denmark |
OSD CLO Ltd., Series 2021-23A, Class A | 1.21 mm | 1.22 mm principal | 0.25 | ABS-collateralized bond/debt obligation | Long | Cayman Islands |
ARES European CLO X DAC, Series 10A, Class AR | 1.14 mm | 1.10 mm principal | 0.24 | ABS-collateralized bond/debt obligation | Long | Ireland |
BlueMountain Fuji EUR CLO V DAC, Series 5A, Class A | 1.14 mm | 1.10 mm principal | 0.24 | ABS-collateralized bond/debt obligation | Long | Ireland |
CWABS Asset-Backed Certificates Trust, Series 2007-8, Class 1A1 | 1.12 mm | 1.24 mm principal | 0.23 | ABS-other | Long | UK |
LCM XXV Ltd., Series 25A, Class AR | 1.11 mm | 1.11 mm principal | 0.23 | ABS-collateralized bond/debt obligation | Long | Cayman Islands |
Popular ABS Mortgage Pass-Through Trust, Series 2006-A, Class M2 | 1.10 mm | 1.24 mm principal | 0.23 | ABS-other | Long | USA |
U.S. Treasury Inflation Linked Bonds | 1.08 mm | 1.80 mm principal | 0.23 | Debt | Long | USA |
Nykredit Realkredit A/S, Series 01eE | 1.08 mm | 10.38 mm principal | 0.23 | Debt | Long | Denmark |
Option One Mortgage Loan Trust, Series 2006-1, Class M1 | 1.07 mm | 1.20 mm principal | 0.22 | ABS-other | Long | USA |
LCM Loan Income Fund I Ltd., Series 1A, Class A | 1.06 mm | 1.06 mm principal | 0.22 | ABS-collateralized bond/debt obligation | Long | Cayman Islands |
Carlyle Global Market Strategies Euro CLO Ltd., Series 2014-2A, Class AR1 | 1.04 mm | 999.56 k principal | 0.22 | ABS-collateralized bond/debt obligation | Long | Ireland |
Forward Foreign Currency Contract
BNP Paribas
|
1.03 mm | 1.00 contracts | 0.22 | DFE | N/A | N/A |
Nordea Kredit Realkreditaktieselskab | 1.03 mm | 10.60 mm principal | 0.22 | Debt | Long | Denmark |
OCP Euro CLO DAC, Series 2017-2A, Class A | 870.77 k | 830.91 k principal | 0.18 | ABS-collateralized bond/debt obligation | Long | Ireland |
Palmer Square Loan Funding Ltd., Series 2021-3A, Class A1 | 859.52 k | 863.51 k principal | 0.18 | ABS-collateralized bond/debt obligation | Long | Cayman Islands |
Canadian Government Real Return Bond | 840.58 k | 600.00 k principal | 0.18 | Debt | Long | Canada |
IRS | 826.59 k | 1.40 mm principal | 0.17 | Interest rate derivative | N/A | UK |
France Government Bond | 824.42 k | 700.00 k principal | 0.17 | Debt | Long | France |
FHLMC,REMIC, Series 4694, Class FA | 808.13 k | 843.17 k principal | 0.17 | ABS-mortgage backed security | Long | USA |
Black Diamond CLO DAC, Series 2017-2A, Class A1 | 779.17 k | 742.36 k principal | 0.16 | ABS-collateralized bond/debt obligation | Long | Ireland |
Atlas Senior Loan Fund Ltd., Series 2017-8A, Class A | 758.90 k | 759.93 k principal | 0.16 | ABS-collateralized bond/debt obligation | Long | Cayman Islands |
ARES XL CLO Ltd., Series 2016-40A, Class A1RR | 747.92 k | 748.47 k principal | 0.16 | ABS-collateralized bond/debt obligation | Long | Cayman Islands |
Apidos CLO XXVI, Series 2017-26A, Class A1AR | 724.68 k | 727.57 k principal | 0.15 | ABS-collateralized bond/debt obligation | Long | Cayman Islands |
OIS | 694.99 k | 4.10 mm principal | 0.15 | Interest rate derivative | N/A | UK |
Carlyle U.S. CLO Ltd., Series 2017-1A, Class A1R | 693.62 k | 696.82 k principal | 0.15 | ABS-collateralized bond/debt obligation | Long | Cayman Islands |
OZLM XI Ltd., Series 2015-11A, Class A1R | 657.65 k | 658.54 k principal | 0.14 | ABS-collateralized bond/debt obligation | Long | Cayman Islands |
LCM XIII LP, Series 13A, Class AR3 | 643.98 k | 645.62 k principal | 0.13 | ABS-collateralized bond/debt obligation | Long | Cayman Islands |
RALI Trust, Series 2006-QH1, Class A1 | 630.28 k | 740.02 k principal | 0.13 | ABS-mortgage backed security | Long | USA |
Toro European CLO DAC, Series 5A, Class ANV | 623.90 k | 596.93 k principal | 0.13 | ABS-collateralized bond/debt obligation | Long | Ireland |
Nordea Kredit Realkreditaktieselskab | 622.85 k | 6.26 mm principal | 0.13 | Debt | Long | Denmark |
U.S. Treasury Ultra Bonds | 621.66 k | -71.00 contracts | 0.13 | Interest rate derivative | N/A | USA |
Euro-Buxl | 616.20 k | -54.00 contracts | 0.13 | Interest rate derivative | N/A | Germany |
Ares European CLO VI DAC, Series 2013-6A, Class ARR | 612.47 k | 589.47 k principal | 0.13 | ABS-collateralized bond/debt obligation | Long | Ireland |
RASC Trust, Series 2005-EMX1, Class M2 | 611.61 k | 631.32 k principal | 0.13 | ABS-other | Long | USA |
U.S. Treasury Inflation Linked Bonds | 606.83 k | 327.00 k principal | 0.13 | Debt | Long | USA |
Arbor Realty Commercial Real Estate Notes Ltd., Series 2021-FL4, Class A | 594.20 k | 600.00 k principal | 0.12 | ABS-collateralized bond/debt obligation | Long | Cayman Islands |
Venture 36 CLO Ltd., Series 2019-36A, Class A1AR | 592.58 k | 600.00 k principal | 0.12 | ABS-collateralized bond/debt obligation | Long | Cayman Islands |
LoanCore Issuer Ltd., Series 2022-CRE7, Class A | 592.14 k | 600.00 k principal | 0.12 | ABS-collateralized bond/debt obligation | Long | Cayman Islands |
Jyske Realkredit A/S, Series CCE | 555.22 k | 5.60 mm principal | 0.12 | Debt | Long | Denmark |
Towd Point Mortgage Funding Granite 4 plc, Series 2019-GR4A, Class A1 | 541.25 k | 443.24 k principal | 0.11 | ABS-mortgage backed security | Long | UK |
UMBS, 30 Year | 523.39 k | 569.72 k principal | 0.11 | ABS-mortgage backed security | Long | USA |
Bain Capital Euro CLO DAC, Series 2020-1A, Class A | 521.08 k | 500.00 k principal | 0.11 | ABS-collateralized bond/debt obligation | Long | Ireland |
U.S. Treasury 10 Year Notes | 519.70 k | -256.00 contracts | 0.11 | Interest rate derivative | N/A | USA |
Dryden 52 Euro CLO DAC, Series 2017-52A, Class AR | 519.30 k | 500.00 k principal | 0.11 | ABS-collateralized bond/debt obligation | Long | Ireland |
Invesco Euro CLO I DAC, Series 1A, Class A1R | 517.44 k | 500.00 k principal | 0.11 | ABS-collateralized bond/debt obligation | Long | Ireland |
Madison Park Euro Funding IX DAC, Series 9A, Class AR | 511.46 k | 500.00 k principal | 0.11 | ABS-collateralized bond/debt obligation | Long | Ireland |
GNMA, Series 2023-H11, Class FC | 507.97 k | 506.43 k principal | 0.11 | ABS-mortgage backed security | Long | USA |
CIFC Funding Ltd., Series 2018-3A, Class A | 499.46 k | 500.00 k principal | 0.10 | ABS-collateralized bond/debt obligation | Long | Cayman Islands |
HalseyPoint CLO 3 Ltd., Series 2020-3A, Class A1A | 498.69 k | 500.00 k principal | 0.10 | ABS-collateralized bond/debt obligation | Long | Cayman Islands |
Sound Point CLO IX Ltd., Series 2015-2A, Class ARRR | 496.15 k | 500.00 k principal | 0.10 | ABS-collateralized bond/debt obligation | Long | Cayman Islands |
Credit-Based Asset Servicing and Securitization LLC, Series 2007-CB6, Class A3 | 491.02 k | 779.65 k principal | 0.10 | ABS-other | Long | USA |
Carlyle Global Market Strategies CLO Ltd., Series 2013-1A, Class A1RR | 489.81 k | 491.18 k principal | 0.10 | ABS-collateralized bond/debt obligation | Long | Cayman Islands |
Realkredit Danmark A/S, Series CCS | 480.21 k | 4.84 mm principal | 0.10 | Debt | Long | Denmark |
IndyMac INDX Mortgage Loan Trust, Series 2005-AR14, Class 1A1A | 467.09 k | 654.33 k principal | 0.10 | ABS-mortgage backed security | Long | USA |
USCPI | 458.21 k | 5.40 mm principal | 0.10 | Interest rate derivative | N/A | UK |
UMBS, 30 Year | 452.76 k | 492.87 k principal | 0.09 | ABS-mortgage backed security | Long | USA |
Benefit Street Partners CLO XII Ltd., Series 2017-12A, Class A1R | 446.16 k | 448.21 k principal | 0.09 | ABS-collateralized bond/debt obligation | Long | Cayman Islands |
Toro European CLO DAC, Series 5A, Class A | 445.65 k | 426.38 k principal | 0.09 | ABS-collateralized bond/debt obligation | Long | Ireland |
Atlas Static Senior Loan Fund I Ltd., Series 2022-1A, Class A | 440.94 k | 440.76 k principal | 0.09 | ABS-collateralized bond/debt obligation | Long | Cayman Islands |
UMBS, 30 Year | 401.87 k | 451.16 k principal | 0.08 | ABS-mortgage backed security | Long | USA |
Credit Suisse First Boston Mortgage Securities Corp., Series 2001-HE17, Class A1 | 400.02 k | 422.60 k principal | 0.08 | ABS-other | Long | USA |
Gallatin CLO VIII Ltd., Series 2017-1A, Class A1R | 398.21 k | 400.00 k principal | 0.08 | ABS-collateralized bond/debt obligation | Long | Cayman Islands |
Vibrant CLO XI Ltd., Series 2019-11A, Class A1R1 | 395.52 k | 400.00 k principal | 0.08 | ABS-collateralized bond/debt obligation | Long | Cayman Islands |
Anchorage Capital CLO 6 Ltd., Series 2015-6A, Class ARR | 392.58 k | 393.36 k principal | 0.08 | ABS-collateralized bond/debt obligation | Long | Cayman Islands |
ACAS CLO Ltd., Series 2015-1A, Class AR3 | 374.95 k | 376.04 k principal | 0.08 | ABS-collateralized bond/debt obligation | Long | Cayman Islands |
CIFC Funding Ltd., Series 2017-4A, Class A1R | 372.97 k | 374.27 k principal | 0.08 | ABS-collateralized bond/debt obligation | Long | Cayman Islands |
Romark CLO Ltd., Series 2017-1A, Class A1R | 365.83 k | 367.08 k principal | 0.08 | ABS-collateralized bond/debt obligation | Long | Cayman Islands |
RASC Trust, Series 2006-EMX4, Class A4 | 359.29 k | 377.82 k principal | 0.08 | ABS-other | Long | USA |
Palmer Square Loan Funding Ltd., Series 2021-4A, Class A1 | 358.20 k | 359.90 k principal | 0.07 | ABS-collateralized bond/debt obligation | Long | Cayman Islands |
Jyske Realkredit A/S, Series CCE | 353.94 k | 3.90 mm principal | 0.07 | Debt | Long | Denmark |
Sound Point CLO XV Ltd., Series 2017-1A, Class ARR | 328.51 k | 329.31 k principal | 0.07 | ABS-collateralized bond/debt obligation | Long | Cayman Islands |
GSAA Home Equity Trust, Series 2006-17, Class A3A | 323.75 k | 970.28 k principal | 0.07 | ABS-other | Long | USA |
UMBS Pool, 30 Year | 322.48 k | 388.94 k principal | 0.07 | ABS-mortgage backed security | Long | USA |
First Franklin Mortgage Loan Trust, Series 2006-FF17, Class A2 | 321.65 k | 384.36 k principal | 0.07 | ABS-other | Long | USA |
Thornburg Mortgage Securities Trust, Series 2004-2, Class A1 | 316.96 k | 351.88 k principal | 0.07 | ABS-mortgage backed security | Long | USA |
GNMA, Series 2018-H15, Class FG | 315.81 k | 323.79 k principal | 0.07 | ABS-mortgage backed security | Long | USA |
THL Credit Wind River CLO Ltd., Series 2019-3A, Class AR | 298.42 k | 300.00 k principal | 0.06 | ABS-collateralized bond/debt obligation | Long | Cayman Islands |
Benefit Street Partners CLO XVI Ltd., Series 2018-16A, Class A1R | 298.29 k | 300.00 k principal | 0.06 | ABS-collateralized bond/debt obligation | Long | Cayman Islands |
Anchorage Capital CLO 11 Ltd., Series 2019-11A, Class AR | 298.23 k | 300.00 k principal | 0.06 | ABS-collateralized bond/debt obligation | Long | Cayman Islands |
Anchorage Capital CLO 9 Ltd., Series 2016-9A, Class AR2 | 298.13 k | 300.00 k principal | 0.06 | ABS-collateralized bond/debt obligation | Long | Cayman Islands |
Saranac CLO VI Ltd., Series 2018-6A, Class A1R | 297.44 k | 300.00 k principal | 0.06 | ABS-collateralized bond/debt obligation | Long | Jersey |
Vibrant CLO VI Ltd., Series 2017-6A, Class AR | 294.62 k | 295.07 k principal | 0.06 | ABS-collateralized bond/debt obligation | Long | Cayman Islands |
LCM XV LP, Series 15A, Class AR2 | 293.06 k | 293.79 k principal | 0.06 | ABS-collateralized bond/debt obligation | Long | Cayman Islands |
SLM Student Loan Trust, Series 2004-3A, Class A6B | 286.40 k | 291.14 k principal | 0.06 | ABS-other | Long | USA |
Magnetite XVIII Ltd., Series 2016-18A, Class AR2 | 281.05 k | 282.18 k principal | 0.06 | ABS-collateralized bond/debt obligation | Long | Cayman Islands |
FCPIX | 273.26 k | 2.80 mm principal | 0.06 | Interest rate derivative | N/A | UK |
Washington Mutual Mortgage Pass-Through Certificates WMALT Trust, Series 2007-HY1, Class A2A | 272.84 k | 365.05 k principal | 0.06 | ABS-mortgage backed security | Long | USA |
Euro-Schatz | 257.52 k | -749.00 contracts | 0.05 | Interest rate derivative | N/A | Germany |
Peru Government Bond | 256.25 k | 1.00 mm principal | 0.05 | Debt | Long | Peru |
Lockwood Grove CLO Ltd., Series 2014-1A, Class A1RR | 254.48 k | 255.65 k principal | 0.05 | ABS-collateralized bond/debt obligation | Long | Cayman Islands |
OIS | 248.71 k | 1.55 mm principal | 0.05 | Interest rate derivative | N/A | UK |
UMBS, 30 Year | 243.69 k | 283.01 k principal | 0.05 | ABS-mortgage backed security | Long | USA |
Jyske Realkredit A/S, Series CCE | 242.27 k | 2.30 mm principal | 0.05 | Debt | Long | Denmark |
OZLM VIII Ltd., Series 2014-8A, Class A1R3 | 241.19 k | 241.65 k principal | 0.05 | ABS-collateralized bond/debt obligation | Long | Cayman Islands |
Jubilee CLO DAC, Series 2015-16A, Class A1R | 240.78 k | 228.36 k principal | 0.05 | ABS-collateralized bond/debt obligation | Long | Ireland |
Venture XXIV CLO Ltd., Series 2016-24A, Class ARR | 230.47 k | 231.47 k principal | 0.05 | ABS-collateralized bond/debt obligation | Long | Cayman Islands |
U.S. Treasury Long Bonds | 229.87 k | -38.00 contracts | 0.05 | Interest rate derivative | N/A | USA |
VOYA CLO, Series 2017-2A, Class A1R | 229.56 k | 230.32 k principal | 0.05 | ABS-collateralized bond/debt obligation | Long | Cayman Islands |
USCPI | 222.49 k | 2.70 mm principal | 0.05 | Interest rate derivative | N/A | UK |
Peru Government Bond | 221.03 k | 900.00 k principal | 0.05 | Debt | Long | Peru |
Wellfleet CLO Ltd., Series 2015-1A, Class AR4 | 217.68 k | 218.32 k principal | 0.05 | ABS-collateralized bond/debt obligation | Long | Cayman Islands |
OIS | 204.40 k | 1.25 mm principal | 0.04 | Interest rate derivative | N/A | UK |
Alternative Loan Trust, Series 2007-1T1, Class 1A1 | 197.70 k | 525.50 k principal | 0.04 | ABS-mortgage backed security | Long | USA |
OZLM XXIV Ltd., Series 2019-24A, Class A1AR | 197.53 k | 200.00 k principal | 0.04 | ABS-collateralized bond/debt obligation | Long | Cayman Islands |
Lloyds Banking Group plc | 196.04 k | 200.00 k principal | 0.04 | Debt | Long | UK |
Crestline Denali CLO XV Ltd., Series 2017-1A, Class AR | 195.83 k | 196.22 k principal | 0.04 | ABS-collateralized bond/debt obligation | Long | Cayman Islands |
OIS | 193.24 k | 13.30 mm principal | 0.04 | Interest rate derivative | N/A | UK |
OIS | 193.23 k | 13.20 mm principal | 0.04 | Interest rate derivative | N/A | UK |
Jyske Realkredit A/S, Series CCE | 192.72 k | 1.98 mm principal | 0.04 | Debt | Long | Denmark |
GNMA, Series 2017-H10, Class FB | 190.47 k | 191.27 k principal | 0.04 | ABS-mortgage backed security | Long | USA |
Home Equity Asset Trust, Series 2005-8, Class M2 | 185.99 k | 195.43 k principal | 0.04 | ABS-other | Long | USA |
Securitized Asset-Backed Receivables LLC Trust, Series 2006-HE1, Class A2C | 179.47 k | 531.28 k principal | 0.04 | ABS-other | Long | USA |
Euro-BTP | 176.25 k | -30.00 contracts | 0.04 | Interest rate derivative | N/A | Germany |
Soundview Home Loan Trust, Series 2007-OPT1, Class 1A1 | 173.43 k | 253.18 k principal | 0.04 | ABS-other | Long | USA |
BAC Bank Of America Corp. | 172.36 k | 190.00 k principal | 0.04 | Debt | Long | USA |
Jyske Realkredit A/S, Series cce | 168.72 k | 1.62 mm principal | 0.04 | Debt | Long | Denmark |
New Residential Mortgage Loan Trust, Series 2019-RPL3, Class A1 | 162.76 k | 176.29 k principal | 0.03 | ABS-mortgage backed security | Long | USA |
Madison Park Funding XLI Ltd., Series 12A, Class AR | 162.00 k | 162.23 k principal | 0.03 | ABS-collateralized bond/debt obligation | Long | Cayman Islands |
USCPI | 160.70 k | 2.20 mm principal | 0.03 | Interest rate derivative | N/A | UK |
Realkredit Danmark A/S, Series 28S | 160.70 k | 1.69 mm principal | 0.03 | Debt | Long | Denmark |
Forward Foreign Currency Contract
BNP Paribas
|
158.48 k | 1.00 contracts | 0.03 | DFE | N/A | N/A |
Euro-Bobl | 155.12 k | -86.00 contracts | 0.03 | Interest rate derivative | N/A | Germany |
Venture XXV CLO Ltd., Series 2016-25A, Class ARR | 150.03 k | 150.35 k principal | 0.03 | ABS-collateralized bond/debt obligation | Long | Cayman Islands |
Realkredit Danmark A/S, Series 27S | 144.78 k | 1.49 mm principal | 0.03 | Debt | Long | Denmark |
UMBS Pool, 30 Year | 140.47 k | 184.44 k principal | 0.03 | ABS-mortgage backed security | Long | USA |
Forward Foreign Currency Contract
BNP Paribas
|
139.26 k | 1.00 contracts | 0.03 | DFE | N/A | N/A |
Realkredit Danmark A/S | 139.12 k | 1.42 mm principal | 0.03 | Debt | Long | Denmark |
MidOcean Credit CLO II, Series 2013-2A, Class ARR | 138.29 k | 138.68 k principal | 0.03 | ABS-collateralized bond/debt obligation | Long | Cayman Islands |
Residential Mortgage Securities 32 plc, Series 32A, Class A | 137.71 k | 112.65 k principal | 0.03 | ABS-mortgage backed security | Long | UK |
FHLMC, Strips, Series 278, Class F1 | 137.15 k | 141.93 k principal | 0.03 | ABS-mortgage backed security | Long | USA |
Citigroup Mortgage Loan Trust, Series 2007-AR4, Class 1A1A | 133.10 k | 157.13 k principal | 0.03 | ABS-mortgage backed security | Long | USA |
Forward Foreign Currency Contract
Bank of America
|
132.97 k | 1.00 contracts | 0.03 | DFE | N/A | N/A |
FNMA | 129.15 k | 126.56 k principal | 0.03 | ABS-mortgage backed security | Long | USA |
Securitized Asset-Backed Receivables LLC Trust, Series 2006-HE2, Class A2C | 128.41 k | 328.08 k principal | 0.03 | ABS-other | Long | USA |
Soundview Home Loan Trust, Series 2007-OPT2, Class 2A3 | 127.75 k | 151.82 k principal | 0.03 | ABS-other | Long | USA |