Fund profile
Fund manager
Total assets
$978.09 mm
Liabilities
$553.46 mm
Net assets
$424.63 mm
Number of holdings
516.00
Top 200 of 516 Holdings
Security | $Holding | Balance | % of Fund | Category | Position | Country |
---|---|---|---|---|---|---|
GOVERNMENT FUTURES | 436.94 mm | 2.13 k contracts | 102.90 | Interest rate derivative | N/A | USA |
FNMA TBA | 156.68 mm | 156.00 mm principal | 36.90 | ABS-mortgage backed security | Long | USA |
GOVERNMENT FUTURES | 155.73 mm | 1.36 k contracts | 36.67 | Interest rate derivative | N/A | USA |
FNMA TBA | 123.66 mm | 125.00 mm principal | 29.12 | ABS-mortgage backed security | Long | USA |
FNMA TBA | 66.28 mm | 67.00 mm principal | 15.61 | ABS-mortgage backed security | Short | USA |
GOVERNMENT FUTURES | 49.39 mm | 462.00 contracts | 11.63 | Interest rate derivative | N/A | USA |
FNMA TBA | 47.52 mm | 49.00 mm principal | 11.19 | ABS-mortgage backed security | Short | USA |
FNMA TBA | 47.52 mm | 49.00 mm principal | 11.19 | ABS-mortgage backed security | Long | USA |
SHORT TERM INV FUND | 38.36 mm | 38.36 mm shares | 9.03 | Short-term investment vehicle | Long | USA |
FNMA TBA | 32.56 mm | 32.00 mm principal | 7.67 | ABS-mortgage backed security | Long | USA |
GNMA TBA | 12.92 mm | 13.00 mm principal | 3.04 | ABS-mortgage backed security | Long | USA |
U.S. T BILLS | 9.58 mm | 9.70 mm principal | 2.26 | Debt | Long | USA |
GNMA TBA | 7.64 mm | 8.00 mm principal | 1.80 | ABS-mortgage backed security | Long | USA |
FNMA TBA | 7.57 mm | 8.00 mm principal | 1.78 | ABS-mortgage backed security | Short | USA |
FNMA TBA | 7.57 mm | 8.00 mm principal | 1.78 | ABS-mortgage backed security | Long | USA |
GNMA TBA | 5.58 mm | 6.00 mm principal | 1.32 | ABS-mortgage backed security | Long | USA |
FNMA TBA | 5.52 mm | 6.00 mm principal | 1.30 | ABS-mortgage backed security | Short | USA |
FNMA TBA | 4.93 mm | 6.00 mm principal | 1.16 | ABS-mortgage backed security | Long | USA |
CORP CMO | 4.59 mm | 3.90 mm principal | 1.08 | ABS-collateralized bond/debt obligation | Long | USA |
FNMA TBA | 4.45 mm | 5.00 mm principal | 1.05 | ABS-mortgage backed security | Long | USA |
CORP CMO | 3.44 mm | 3.00 mm principal | 0.81 | ABS-collateralized bond/debt obligation | Long | USA |
FNMA TBA | 3.42 mm | 4.00 mm principal | 0.81 | ABS-mortgage backed security | Long | USA |
CORP CMO | 3.34 mm | 2.64 mm principal | 0.79 | ABS-collateralized bond/debt obligation | Long | USA |
CORP CMO | 3.29 mm | 2.88 mm principal | 0.77 | ABS-collateralized bond/debt obligation | Long | USA |
GNMA CMO IO | 3.17 mm | 20.83 mm principal | 0.75 | ABS-mortgage backed security | Long | USA |
CORP CMO | 3.13 mm | 3.10 mm principal | 0.74 | ABS-collateralized bond/debt obligation | Long | USA |
CORP CMO | 3.12 mm | 3.10 mm principal | 0.74 | ABS-collateralized bond/debt obligation | Long | USA |
FHLMC CMO IO | 3.04 mm | 27.25 mm principal | 0.72 | ABS-mortgage backed security | Long | USA |
GNMA CMO IO | 2.97 mm | 59.68 mm principal | 0.70 | ABS-mortgage backed security | Long | USA |
CORP CMO | 2.97 mm | 2.60 mm principal | 0.70 | ABS-collateralized bond/debt obligation | Long | USA |
CORP CMO | 2.96 mm | 2.76 mm principal | 0.70 | ABS-collateralized bond/debt obligation | Long | USA |
FHLMC CMO IO | 2.90 mm | 12.48 mm principal | 0.68 | ABS-mortgage backed security | Long | USA |
CORP CMO | 2.87 mm | 2.54 mm principal | 0.68 | ABS-collateralized bond/debt obligation | Long | USA |
ASSET BACKED SECURITY | 2.81 mm | 3.13 mm principal | 0.66 | ABS-mortgage backed security | Long | USA |
CORP CMO | 2.80 mm | 2.73 mm principal | 0.66 | ABS-collateralized bond/debt obligation | Long | USA |
CORP CMO | 2.79 mm | 2.48 mm principal | 0.66 | ABS-collateralized bond/debt obligation | Long | USA |
GNMA CMO IO | 2.73 mm | 48.18 mm principal | 0.64 | ABS-mortgage backed security | Long | USA |
GNMA CMO IO | 2.69 mm | 22.31 mm principal | 0.63 | ABS-mortgage backed security | Long | USA |
CORP CMO | 2.68 mm | 2.54 mm principal | 0.63 | ABS-collateralized bond/debt obligation | Long | USA |
CORP CMO | 2.60 mm | 2.41 mm principal | 0.61 | ABS-collateralized bond/debt obligation | Long | USA |
GNMA CMO IO | 2.58 mm | 20.04 mm principal | 0.61 | ABS-mortgage backed security | Long | USA |
GNMA CMO IO | 2.54 mm | 16.41 mm principal | 0.60 | ABS-mortgage backed security | Long | USA |
CORP CMO | 2.42 mm | 2.18 mm principal | 0.57 | ABS-collateralized bond/debt obligation | Long | USA |
GNMA CMO IO | 2.38 mm | 67.95 mm principal | 0.56 | ABS-mortgage backed security | Long | USA |
GNMA CMO IO | 2.34 mm | 37.99 mm principal | 0.55 | ABS-mortgage backed security | Long | USA |
FNMA CMO IO | 2.33 mm | 9.82 mm principal | 0.55 | ABS-mortgage backed security | Long | USA |
GNMA CMO IO | 2.32 mm | 80.03 mm principal | 0.55 | ABS-mortgage backed security | Long | USA |
FHLMC CMO IO | 2.30 mm | 14.21 mm principal | 0.54 | ABS-mortgage backed security | Long | USA |
FNMA CMO IO | 2.29 mm | 14.61 mm principal | 0.54 | ABS-mortgage backed security | Long | USA |
COMMERCIAL MORTGAGE BACKED SECURITIES | 2.26 mm | 2.53 mm principal | 0.53 | ABS-mortgage backed security | Long | USA |
GNMA CMO IO | 2.26 mm | 48.69 mm principal | 0.53 | ABS-mortgage backed security | Long | USA |
CORP CMO | 2.26 mm | 2.15 mm principal | 0.53 | ABS-collateralized bond/debt obligation | Long | USA |
GNMA CMO IO | 2.24 mm | 16.89 mm principal | 0.53 | ABS-mortgage backed security | Long | USA |
GNMA CMO IO | 2.24 mm | 11.31 mm principal | 0.53 | ABS-mortgage backed security | Long | USA |
CORP CMO | 2.19 mm | 1.73 mm principal | 0.52 | ABS-collateralized bond/debt obligation | Long | USA |
GNMA CMO IO | 2.19 mm | 62.01 mm principal | 0.51 | ABS-mortgage backed security | Long | USA |
GNMA CMO IO | 2.14 mm | 16.61 mm principal | 0.50 | ABS-mortgage backed security | Long | USA |
GNMA CMO IO | 2.13 mm | 11.19 mm principal | 0.50 | ABS-mortgage backed security | Long | USA |
GNMA CMO IO | 2.11 mm | 45.42 mm principal | 0.50 | ABS-mortgage backed security | Long | USA |
CORP CMO | 2.09 mm | 2.09 mm principal | 0.49 | ABS-collateralized bond/debt obligation | Long | USA |
CORP CMO | 2.06 mm | 1.98 mm principal | 0.49 | ABS-collateralized bond/debt obligation | Long | USA |
FHLMC CMO IO | 2.06 mm | 12.95 mm principal | 0.48 | ABS-mortgage backed security | Long | USA |
COMMERCIAL MORTGAGE BACKED SECURITIES | 2.04 mm | 2.13 mm principal | 0.48 | ABS-mortgage backed security | Long | USA |
CORP CMO | 2.04 mm | 2.12 mm principal | 0.48 | ABS-collateralized bond/debt obligation | Long | USA |
GNMA CMO IO | 2.02 mm | 41.05 mm principal | 0.48 | ABS-mortgage backed security | Long | USA |
CORP CMO | 2.02 mm | 2.00 mm principal | 0.48 | ABS-collateralized bond/debt obligation | Long | USA |
CORP CMO | 2.00 mm | 2.01 mm principal | 0.47 | ABS-collateralized bond/debt obligation | Long | USA |
ASSET BACKED SECURITY | 2.00 mm | 8.55 mm principal | 0.47 | ABS-mortgage backed security | Long | USA |
GNMA CMO IO | 1.99 mm | 14.91 mm principal | 0.47 | ABS-mortgage backed security | Long | USA |
COMMERCIAL MORTGAGE BACKED SECURITIES | 1.98 mm | 2.06 mm principal | 0.47 | ABS-mortgage backed security | Long | USA |
GNMA CMO IO | 1.95 mm | 14.36 mm principal | 0.46 | ABS-mortgage backed security | Long | USA |
GNMA CMO IO | 1.91 mm | 33.33 mm principal | 0.45 | ABS-mortgage backed security | Long | USA |
FHLMC CMO IO | 1.84 mm | 10.80 mm principal | 0.43 | ABS-mortgage backed security | Long | USA |
GNMA CMO IO | 1.84 mm | 26.99 mm principal | 0.43 | ABS-mortgage backed security | Long | USA |
GNMA CMO IO | 1.84 mm | 36.44 mm principal | 0.43 | ABS-mortgage backed security | Long | USA |
CORP CMO | 1.82 mm | 1.73 mm principal | 0.43 | ABS-collateralized bond/debt obligation | Long | USA |
GNMA CMO IO | 1.81 mm | 30.37 mm principal | 0.43 | ABS-mortgage backed security | Long | USA |
U.S. T BILLS | 1.79 mm | 1.80 mm principal | 0.42 | Debt | Long | USA |
FNMA CMO IO | 1.78 mm | 10.79 mm principal | 0.42 | ABS-mortgage backed security | Long | USA |
FNMA TBA | 1.78 mm | 2.00 mm principal | 0.42 | ABS-mortgage backed security | Short | USA |
GNMA CMO IO | 1.77 mm | 32.76 mm principal | 0.42 | ABS-mortgage backed security | Long | USA |
CORP CMO | 1.77 mm | 1.55 mm principal | 0.42 | ABS-collateralized bond/debt obligation | Long | USA |
GNMA CMO IO | 1.77 mm | 8.70 mm principal | 0.42 | ABS-mortgage backed security | Long | USA |
GNMA CMO IO | 1.76 mm | 14.26 mm principal | 0.42 | ABS-mortgage backed security | Long | USA |
GNMA CMO IO | 1.74 mm | 18.64 mm principal | 0.41 | ABS-mortgage backed security | Long | USA |
GNMA CMO IO | 1.74 mm | 12.57 mm principal | 0.41 | ABS-mortgage backed security | Long | USA |
COMMERCIAL MORT BACKED SEC IO | 1.73 mm | 23.72 mm principal | 0.41 | ABS-mortgage backed security | Long | USA |
CORP CMO | 1.70 mm | 2.07 mm principal | 0.40 | ABS-collateralized bond/debt obligation | Long | USA |
SHORT TERM INV FUND | 1.70 mm | 1.70 mm shares | 0.40 | Short-term investment vehicle | Long | USA |
GNMA CMO IO | 1.69 mm | 32.94 mm principal | 0.40 | ABS-mortgage backed security | Long | USA |
CORP CMO | 1.66 mm | 1.47 mm principal | 0.39 | ABS-collateralized bond/debt obligation | Long | USA |
GNMA CMO IO | 1.65 mm | 25.15 mm principal | 0.39 | ABS-mortgage backed security | Long | USA |
COMMERCIAL MORTGAGE BACKED SECURITIES | 1.65 mm | 1.75 mm principal | 0.39 | ABS-mortgage backed security | Long | USA |
GNMA CMO IO | 1.61 mm | 52.69 mm principal | 0.38 | ABS-mortgage backed security | Long | USA |
Mortgage Backed Swap Basket Index | 1.60 mm | 4.73 mm contracts | 0.38 | Credit derivative | N/A | USA |
CORP CMO | 1.60 mm | 1.88 mm principal | 0.38 | ABS-collateralized bond/debt obligation | Long | USA |
FNMA CMO IO | 1.59 mm | 8.75 mm principal | 0.37 | ABS-mortgage backed security | Long | USA |
GNMA CMO IO | 1.58 mm | 17.02 mm principal | 0.37 | ABS-mortgage backed security | Long | USA |
ASSET BACKED SECURITY | 1.58 mm | 1.80 mm principal | 0.37 | ABS-mortgage backed security | Long | USA |
COMMERCIAL MORTGAGE BACKED SECURITIES | 1.58 mm | 1.97 mm principal | 0.37 | ABS-mortgage backed security | Long | USA |
CORP CMO | 1.55 mm | 1.50 mm principal | 0.37 | ABS-collateralized bond/debt obligation | Long | USA |
GNMA CMO IO | 1.55 mm | 7.67 mm principal | 0.37 | ABS-mortgage backed security | Long | USA |
FNMA CMO IO | 1.55 mm | 7.22 mm principal | 0.36 | ABS-mortgage backed security | Long | USA |
GNMA CMO IO | 1.55 mm | 15.58 mm principal | 0.36 | ABS-mortgage backed security | Long | USA |
COMMERCIAL MORTGAGE BACKED SECURITIES | 1.54 mm | 1.77 mm principal | 0.36 | ABS-mortgage backed security | Long | USA |
GNMA CMO IO | 1.54 mm | 7.24 mm principal | 0.36 | ABS-mortgage backed security | Long | USA |
COMMERCIAL MORTGAGE BACKED SECURITIES | 1.54 mm | 1.57 mm principal | 0.36 | ABS-mortgage backed security | Long | USA |
CORP CMO | 1.53 mm | 1.32 mm principal | 0.36 | ABS-collateralized bond/debt obligation | Long | USA |
CORP CMO | 1.53 mm | 1.52 mm principal | 0.36 | ABS-collateralized bond/debt obligation | Long | USA |
FNMA CMO IO | 1.52 mm | 6.34 mm principal | 0.36 | ABS-mortgage backed security | Long | USA |
COMMERCIAL MORTGAGE BACKED SECURITIES | 1.50 mm | 3.04 mm principal | 0.35 | ABS-mortgage backed security | Long | USA |
COMMERCIAL MORTGAGE BACKED SECURITIES | 1.49 mm | 1.63 mm principal | 0.35 | ABS-mortgage backed security | Long | USA |
COMMERCIAL MORTGAGE BACKED SECURITIES | 1.49 mm | 1.64 mm principal | 0.35 | ABS-mortgage backed security | Long | USA |
COMMERCIAL MORTGAGE BACKED SECURITIES | 1.43 mm | 1.67 mm principal | 0.34 | ABS-mortgage backed security | Long | USA |
GNMA CMO IO | 1.42 mm | 9.54 mm principal | 0.33 | ABS-mortgage backed security | Long | USA |
COMMERCIAL MORTGAGE BACKED SECURITIES | 1.41 mm | 1.65 mm principal | 0.33 | ABS-mortgage backed security | Long | USA |
COMMERCIAL MORTGAGE BACKED SECURITIES | 1.41 mm | 2.53 mm principal | 0.33 | ABS-mortgage backed security | Long | USA |
CORP CMO | 1.38 mm | 1.38 mm principal | 0.32 | ABS-collateralized bond/debt obligation | Long | USA |
CORP CMO | 1.34 mm | 1.35 mm principal | 0.32 | ABS-collateralized bond/debt obligation | Long | USA |
COMMERCIAL MORTGAGE BACKED SECURITIES | 1.33 mm | 1.77 mm principal | 0.31 | ABS-mortgage backed security | Long | USA |
COMMERCIAL MORTGAGE BACKED SECURITIES | 1.33 mm | 2.08 mm principal | 0.31 | ABS-mortgage backed security | Long | USA |
GNMA CMO IO | 1.32 mm | 24.09 mm principal | 0.31 | ABS-mortgage backed security | Long | USA |
COMMERCIAL MORTGAGE BACKED SECURITIES | 1.32 mm | 1.56 mm principal | 0.31 | ABS-mortgage backed security | Long | USA |
GNMA CMO IO | 1.31 mm | 13.55 mm principal | 0.31 | ABS-mortgage backed security | Long | USA |
COMMERCIAL MORTGAGE BACKED SECURITIES | 1.30 mm | 2.02 mm principal | 0.31 | ABS-mortgage backed security | Long | USA |
GNMA CMO IO | 1.30 mm | 6.58 mm principal | 0.31 | ABS-mortgage backed security | Long | USA |
U.S. T BILLS | 1.30 mm | 1.30 mm principal | 0.31 | Debt | Long | USA |
CORP CMO | 1.29 mm | 1.22 mm principal | 0.30 | ABS-collateralized bond/debt obligation | Long | USA |
COMMERCIAL MORTGAGE BACKED SECURITIES | 1.28 mm | 2.15 mm principal | 0.30 | ABS-mortgage backed security | Long | USA |
COMMERCIAL MORTGAGE BACKED SECURITIES | 1.28 mm | 1.55 mm principal | 0.30 | ABS-mortgage backed security | Long | USA |
GNMA CMO IO | 1.28 mm | 23.52 mm principal | 0.30 | ABS-mortgage backed security | Long | USA |
CORP CMO | 1.27 mm | 5.61 mm principal | 0.30 | ABS-collateralized bond/debt obligation | Long | USA |
COMMERCIAL MORTGAGE BACKED SECURITIES | 1.25 mm | 1.38 mm principal | 0.30 | ABS-mortgage backed security | Long | USA |
CORP CMO | 1.24 mm | 1.18 mm principal | 0.29 | ABS-collateralized bond/debt obligation | Long | USA |
GNMA CMO IO | 1.23 mm | 10.40 mm principal | 0.29 | ABS-mortgage backed security | Long | USA |
COMMERCIAL MORTGAGE BACKED SECURITIES | 1.23 mm | 1.66 mm principal | 0.29 | ABS-mortgage backed security | Long | USA |
COMMERCIAL MORTGAGE BACKED SECURITIES | 1.21 mm | 1.86 mm principal | 0.28 | ABS-mortgage backed security | Long | USA |
CORP CMO | 1.20 mm | 1.20 mm principal | 0.28 | ABS-collateralized bond/debt obligation | Long | USA |
CORP CMO | 1.19 mm | 1.24 mm principal | 0.28 | ABS-collateralized bond/debt obligation | Long | USA |
COMMERCIAL MORTGAGE BACKED SECURITIES | 1.17 mm | 1.56 mm principal | 0.27 | ABS-mortgage backed security | Long | USA |
COMMERCIAL MORTGAGE BACKED SECURITIES | 1.16 mm | 1.26 mm principal | 0.27 | ABS-mortgage backed security | Long | USA |
COMMERCIAL MORTGAGE BACKED SECURITIES | 1.15 mm | 1.48 mm principal | 0.27 | ABS-mortgage backed security | Long | USA |
GNMA CMO IO | 1.15 mm | 9.70 mm principal | 0.27 | ABS-mortgage backed security | Long | USA |
COMMERCIAL MORTGAGE BACKED SECURITIES | 1.15 mm | 1.52 mm principal | 0.27 | ABS-mortgage backed security | Long | USA |
CORP CMO | 1.14 mm | 1.10 mm principal | 0.27 | ABS-collateralized bond/debt obligation | Long | USA |
COMMERCIAL MORTGAGE BACKED SECURITIES | 1.14 mm | 1.23 mm principal | 0.27 | ABS-mortgage backed security | Long | USA |
COMMERCIAL MORTGAGE BACKED SECURITIES | 1.13 mm | 1.30 mm principal | 0.27 | ABS-mortgage backed security | Long | USA |
CORP CMO | 1.13 mm | 1.00 mm principal | 0.27 | ABS-collateralized bond/debt obligation | Long | USA |
COMMERCIAL MORTGAGE BACKED SECURITIES | 1.12 mm | 1.22 mm principal | 0.26 | ABS-mortgage backed security | Long | USA |
GNMA CMO IO | 1.11 mm | 5.49 mm principal | 0.26 | ABS-mortgage backed security | Long | USA |
CORP CMO | 1.09 mm | 1.00 mm principal | 0.26 | ABS-collateralized bond/debt obligation | Long | USA |
COMMERCIAL MORTGAGE BACKED SECURITIES | 1.09 mm | 1.32 mm principal | 0.26 | ABS-mortgage backed security | Long | USA |
CORP CMO | 1.08 mm | 1.08 mm principal | 0.26 | ABS-collateralized bond/debt obligation | Long | USA |
COMMERCIAL MORTGAGE BACKED SECURITIES | 1.08 mm | 1.54 mm principal | 0.25 | ABS-mortgage backed security | Long | USA |
GNMA CMO IO | 1.07 mm | 12.96 mm principal | 0.25 | ABS-mortgage backed security | Long | USA |
COMMERCIAL MORTGAGE BACKED SECURITIES | 1.07 mm | 1.27 mm principal | 0.25 | ABS-mortgage backed security | Long | USA |
COMMERCIAL MORTGAGE BACKED SECURITIES | 1.06 mm | 1.25 mm principal | 0.25 | ABS-mortgage backed security | Long | USA |
COMMERCIAL MORTGAGE BACKED SECURITIES | 1.06 mm | 1.24 mm principal | 0.25 | ABS-mortgage backed security | Long | USA |
COMMERCIAL MORTGAGE BACKED SECURITIES | 1.05 mm | 1.75 mm principal | 0.25 | ABS-mortgage backed security | Long | USA |
COMMERCIAL MORTGAGE BACKED SECURITIES | 1.05 mm | 1.22 mm principal | 0.25 | ABS-mortgage backed security | Long | USA |
CORP CMO | 1.05 mm | 1.05 mm principal | 0.25 | ABS-collateralized bond/debt obligation | Long | USA |
FNMA CMO IO | 1.04 mm | 5.34 mm principal | 0.24 | ABS-mortgage backed security | Long | USA |
COMMERCIAL MORTGAGE BACKED SECURITIES | 1.04 mm | 1.50 mm principal | 0.24 | ABS-mortgage backed security | Long | USA |
COMMERCIAL MORTGAGE BACKED SECURITIES | 1.04 mm | 1.06 mm principal | 0.24 | ABS-mortgage backed security | Long | USA |
CORP CMO | 1.03 mm | 900.00 k principal | 0.24 | ABS-collateralized bond/debt obligation | Long | Bermuda |
COMMERCIAL MORTGAGE BACKED SECURITIES | 1.03 mm | 1.17 mm principal | 0.24 | ABS-mortgage backed security | Long | USA |
CORP CMO | 1.03 mm | 1.03 mm principal | 0.24 | ABS-collateralized bond/debt obligation | Long | USA |
COMMERCIAL MORTGAGE BACKED SECURITIES | 1.03 mm | 2.09 mm principal | 0.24 | ABS-mortgage backed security | Long | USA |
COMMERCIAL MORTGAGE BACKED SECURITIES | 1.02 mm | 1.13 mm principal | 0.24 | ABS-mortgage backed security | Long | USA |
CORP CMO | 1.02 mm | 1.12 mm principal | 0.24 | ABS-collateralized bond/debt obligation | Long | USA |
CORP CMO | 1.02 mm | 1.02 mm principal | 0.24 | ABS-collateralized bond/debt obligation | Long | USA |
COMMERCIAL MORTGAGE BACKED SECURITIES | 1.02 mm | 1.32 mm principal | 0.24 | ABS-mortgage backed security | Long | USA |
FNMA CMO IO | 1.01 mm | 6.14 mm principal | 0.24 | ABS-mortgage backed security | Long | USA |
Mortgage Backed Swap Basket Index | 1.00 mm | 4.84 mm contracts | 0.24 | Credit derivative | N/A | USA |
COMMERCIAL MORTGAGE BACKED SECURITIES | 976.33 k | 1.17 mm principal | 0.23 | ABS-mortgage backed security | Long | USA |
COMMERCIAL MORTGAGE BACKED SECURITIES | 963.28 k | 1.36 mm principal | 0.23 | ABS-mortgage backed security | Long | USA |
CORP CMO | 957.97 k | 938.63 k principal | 0.23 | ABS-collateralized bond/debt obligation | Long | USA |
COMMERCIAL MORTGAGE BACKED SECURITIES | 956.73 k | 1.02 mm principal | 0.23 | ABS-mortgage backed security | Long | USA |
CORP CMO | 955.65 k | 814.92 k principal | 0.23 | ABS-collateralized bond/debt obligation | Long | USA |
COMMERCIAL MORTGAGE BACKED SECURITIES | 951.86 k | 1.02 mm principal | 0.22 | ABS-mortgage backed security | Long | USA |
CORP CMO | 951.33 k | 750.00 k principal | 0.22 | ABS-collateralized bond/debt obligation | Long | USA |
CORP CMO | 946.67 k | 850.00 k principal | 0.22 | ABS-collateralized bond/debt obligation | Long | USA |
FNMA CMO IO | 944.85 k | 7.62 mm principal | 0.22 | ABS-mortgage backed security | Long | USA |
FNMA CMO IO | 937.48 k | 9.74 mm principal | 0.22 | ABS-mortgage backed security | Long | USA |
GNMA CMO IO | 928.23 k | 15.16 mm principal | 0.22 | ABS-mortgage backed security | Long | USA |
CORP CMO | 927.19 k | 862.00 k principal | 0.22 | ABS-collateralized bond/debt obligation | Long | USA |
COMMERCIAL MORTGAGE BACKED SECURITIES | 924.24 k | 1.37 mm principal | 0.22 | ABS-mortgage backed security | Long | USA |
COMMERCIAL MORTGAGE BACKED SECURITIES | 917.93 k | 1.50 mm principal | 0.22 | ABS-mortgage backed security | Long | USA |
FNMA CMO IO | 914.53 k | 16.17 mm principal | 0.22 | ABS-mortgage backed security | Long | USA |
CORP CMO | 912.15 k | 755.00 k principal | 0.21 | ABS-collateralized bond/debt obligation | Long | USA |
GNMA CMO IO | 909.20 k | 25.18 mm principal | 0.21 | ABS-mortgage backed security | Long | USA |
GNMA TBA | 904.44 k | 1.00 mm principal | 0.21 | ABS-mortgage backed security | Short | USA |
COMMERCIAL MORTGAGE BACKED SECURITIES | 903.62 k | 967.00 k principal | 0.21 | ABS-mortgage backed security | Long | USA |
COMMERCIAL MORTGAGE BACKED SECURITIES | 903.22 k | 980.00 k principal | 0.21 | ABS-mortgage backed security | Long | USA |
GNMA CMO IO | 887.97 k | 18.46 mm principal | 0.21 | ABS-mortgage backed security | Long | USA |
GNMA CMO IO | 885.96 k | 4.56 mm principal | 0.21 | ABS-mortgage backed security | Long | USA |
GNMA CMO IO | 874.27 k | 13.88 mm principal | 0.21 | ABS-mortgage backed security | Long | USA |
GNMA CMO IO | 870.45 k | 7.31 mm principal | 0.20 | ABS-mortgage backed security | Long | USA |
COMMERCIAL MORTGAGE BACKED SECURITIES | 863.81 k | 1.04 mm principal | 0.20 | ABS-mortgage backed security | Long | USA |
CORP CMO | 850.22 k | 800.00 k principal | 0.20 | ABS-collateralized bond/debt obligation | Long | USA |