Fund profile
Tickers
TILUX
Fund manager
Total assets
$185.03 mm
Liabilities
$60.93 mm
Net assets
$124.10 mm
Number of holdings
267.00
Top 200 of 267 Holdings
Security | $Holding | Balance | % of Fund | Category | Position | Country |
---|---|---|---|---|---|---|
UNITED STATES TREASURY INFLATION INDEXED BONDS 0.62500000 | 7.96 mm | 9.00 mm shares | 6.41 | Debt | Long | USA |
UNITED STATES TREASURY INFLATION INDEXED BONDS 0.50000000 | 7.63 mm | 8.21 mm shares | 6.15 | Debt | Long | USA |
UNITED STATES TREASURY INFLATION INDEXED BONDS 0.12500000 | 7.44 mm | 8.62 mm shares | 5.99 | Debt | Long | USA |
UNITED STATES TREASURY INFLATION INDEXED BONDS 0.87500000 | 5.24 mm | 5.59 mm shares | 4.22 | Debt | Long | USA |
UNITED STATES TREASURY INFLATION INDEXED BONDS 0.12500000 | 4.52 mm | 5.21 mm shares | 3.64 | Debt | Long | USA |
UNITED STATES TREASURY INFLATION INDEXED BONDS 0.12500000 | 4.48 mm | 5.07 mm shares | 3.61 | Debt | Long | USA |
UNITED STATES TREASURY INFLATION INDEXED BONDS 0.12500000 | 4.40 mm | 4.67 mm shares | 3.55 | Debt | Long | USA |
UNITED STATES TREASURY INFLATION INDEXED BONDS 1.62500000 | 4.27 mm | 4.36 mm shares | 3.44 | Debt | Long | USA |
FUTURE CONTRACT ON US 10YR ULTRA FUT MAR24 0.00000000 | 4.09 mm | 36.00 contracts | 3.29 | Interest rate derivative | N/A | USA |
UNITED STATES TREASURY INFLATION INDEXED BONDS 1.12500000 | 4.07 mm | 4.44 mm shares | 3.28 | Debt | Long | USA |
UNITED STATES TREASURY INFLATION INDEXED BONDS 0.12500000 | 4.06 mm | 4.77 mm shares | 3.27 | Debt | Long | USA |
UNITED STATES TREASURY INFLATION INDEXED BONDS 0.50000000 | 3.96 mm | 4.03 mm shares | 3.19 | Debt | Long | USA |
UNITED STATES TREASURY INFLATION INDEXED BONDS 0.12500000 | 3.91 mm | 4.17 mm shares | 3.15 | Debt | Long | USA |
UNITED STATES TREASURY INFLATION INDEXED BONDS 0.12500000 | 3.88 mm | 4.05 mm shares | 3.13 | Debt | Long | USA |
UNITED STATES TREASURY INFLATION INDEXED BONDS 0.12500000 | 3.85 mm | 4.03 mm shares | 3.10 | Debt | Long | USA |
UNITED STATES TREASURY INFLATION INDEXED BONDS 0.75000000 | 3.81 mm | 4.06 mm shares | 3.07 | Debt | Long | USA |
UNITED STATES TREASURY INFLATION INDEXED BONDS 0.62500000 | 3.42 mm | 3.58 mm shares | 2.76 | Debt | Long | USA |
UNITED STATES TREASURY INFLATION INDEXED BONDS 0.12500000 | 3.39 mm | 3.48 mm shares | 2.73 | Debt | Long | USA |
UNITED STATES TREASURY INFLATION INDEXED BONDS 0.12500000 | 3.34 mm | 3.81 mm shares | 2.70 | Debt | Long | USA |
BUONI POLIENNALI DEL TES /EUR/ REGD SER ICPI 1.40000000 | 3.32 mm | 3.10 mm shares | 2.67 | Debt | Long | Italy |
UNITED STATES TREASURY INFLATION INDEXED BONDS 0.25000000 | 3.00 mm | 3.33 mm shares | 2.42 | Debt | Long | USA |
UNITED STATES TREASURY INFLATION INDEXED BONDS 3.62500000 | 2.99 mm | 2.84 mm shares | 2.41 | Debt | Long | USA |
FNMA 30YR TBA 6% DEC 23 TO BE ANNOUNCED 6.00000000 | 2.81 mm | 2.80 mm shares | 2.26 | ABS-mortgage backed security | Long | USA |
UNITED STATES TREASURY INFLATION INDEXED BONDS 0.37500000 | 2.72 mm | 2.91 mm shares | 2.19 | Debt | Long | USA |
UNITED STATES TREASURY INFLATION INDEXED BONDS 0.37500000 | 2.67 mm | 2.84 mm shares | 2.15 | Debt | Long | USA |
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION SER 2023-H19 CL FA V/R 6.22507000 | 2.60 mm | 2.62 mm shares | 2.10 | ABS-collateralized bond/debt obligation | Long | USA |
UNITED STATES TREASURY INFLATION INDEXED BONDS 0.12500000 | 2.54 mm | 2.70 mm shares | 2.05 | Debt | Long | USA |
UNITED STATES TREASURY INFLATION INDEXED BONDS 3.87500000 | 2.53 mm | 2.33 mm shares | 2.04 | Debt | Long | USA |
UNITED STATES TREASURY INFLATION INDEXED BONDS 0.12500000 | 2.53 mm | 2.73 mm shares | 2.03 | Debt | Long | USA |
UNITED STATES TREASURY INFLATION INDEXED BONDS 2.50000000 | 2.46 mm | 2.43 mm shares | 1.98 | Debt | Long | USA |
FNMA 30YR TBA 4.0% JAN 24 TO BE ANNOUNCED 4.00000000 | 2.45 mm | 2.70 mm shares | 1.98 | ABS-mortgage backed security | Long | USA |
UNITED STATES TREASURY INFLATION INDEXED BONDS 2.00000000 | 2.33 mm | 2.36 mm shares | 1.87 | Debt | Long | USA |
UNITED STATES TREASURY INFLATION INDEXED BONDS 0.75000000 | 2.15 mm | 2.90 mm shares | 1.73 | Debt | Long | USA |
UNITED STATES TREASURY INFLATION INDEXED BONDS 1.00000000 | 2.10 mm | 2.71 mm shares | 1.69 | Debt | Long | USA |
UNITED STATES TREASURY INFLATION INDEXED BONDS 1.37500000 | 2.10 mm | 2.47 mm shares | 1.69 | Debt | Long | USA |
FNMA 30YR TBA 6.5% DEC 23 TO BE ANNOUNCED 6.50000000 | 2.03 mm | 2.00 mm shares | 1.64 | ABS-mortgage backed security | Long | USA |
UNITED STATES TREASURY INFLATION INDEXED BONDS 1.75000000 | 2.01 mm | 2.05 mm shares | 1.62 | Debt | Long | USA |
UNITED STATES TREASURY INFLATION INDEXED BONDS 2.37500000 | 1.95 mm | 1.98 mm shares | 1.57 | Debt | Long | USA |
UNITED STATES TREASURY INFLATION INDEXED BONDS 0.75000000 | 1.89 mm | 2.45 mm shares | 1.53 | Debt | Long | USA |
UNITED STATES TREASURY INFLATION INDEXED BONDS 0.37500000 | 1.87 mm | 1.95 mm shares | 1.51 | Debt | Long | USA |
FUTURE CONTRACT ON US 2YR NOTE (CBT) MAR24 0.00000000 | 1.84 mm | 9.00 contracts | 1.48 | Interest rate derivative | N/A | USA |
UNITED STATES TREASURY NOTE 0.25000000 | 1.63 mm | 1.69 mm shares | 1.31 | Debt | Long | USA |
UNITED STATES TREASURY INFLATION INDEXED BONDS 0.62500000 | 1.58 mm | 2.13 mm shares | 1.27 | Debt | Long | USA |
FNMA 30YR TBA 5.5% JAN 24 TO BE ANNOUNCED 5.50000000 | 1.58 mm | 1.60 mm shares | 1.27 | ABS-mortgage backed security | Long | USA |
UNITED STATES TREASURY INFLATION INDEXED BONDS 1.50000000 | 1.50 mm | 1.76 mm shares | 1.21 | Debt | Long | USA |
FUTURE CONTRACT ON EURO-BOBL FUTURE DEC23 /EUR/ 0.00000000 | 1.41 mm | 11.00 contracts | 1.13 | Interest rate derivative | N/A | Germany |
FNMA 30YR TBA 5% JAN 24 TO BE ANNOUNCED 5.00000000 | 1.35 mm | 1.40 mm shares | 1.09 | ABS-mortgage backed security | Long | USA |
UNITED STATES TREASURY INFLATION INDEXED BONDS 0.87500000 | 1.32 mm | 1.77 mm shares | 1.06 | Debt | Long | USA |
FUTURE CONTRACT ON US LONG BOND(CBT) MAR24 0.00000000 | 1.28 mm | 11.00 contracts | 1.03 | Interest rate derivative | N/A | USA |
UNITED STATES TREASURY INFLATION INDEXED BONDS 0.12500000 | 1.14 mm | 1.17 mm shares | 0.92 | Debt | Long | USA |
FUTURE CONTRACT ON EURO-BTP FUTURE DEC23 /EUR/ 0.00000000 | 1.13 mm | 9.00 contracts | 0.91 | Interest rate derivative | N/A | Germany |
JAPAN GOVT CPI LINKED /JPY/ REGD SER 24 0.10000000 | 1.02 mm | 142.77 mm shares | 0.82 | Debt | Long | Japan |
UNITED STATES TREASURY INFLATION INDEXED BONDS 1.00000000 | 968.54 k | 1.27 mm shares | 0.78 | Debt | Long | USA |
UNITED STATES TREASURY INFLATION INDEXED BONDS 1.37500000 | 948.83 k | 1.01 mm shares | 0.76 | Debt | Long | USA |
UNITED STATES TREASURY INFLATION INDEXED BONDS 2.12500000 | 900.44 k | 913.57 k shares | 0.73 | Debt | Long | USA |
UNITED STATES TREASURY INFLATION INDEXED BONDS 0.12500000 | 818.54 k | 1.42 mm shares | 0.66 | Debt | Long | USA |
UNITED STATES TREASURY INFLATION INDEXED BONDS 2.12500000 | 814.42 k | 825.94 k shares | 0.66 | Debt | Long | USA |
IRS RER6MP00.19 11/08/52 WFSLUS33XXX FLOAT | 811.19 k | 1.00 contracts | 0.65 | Interest rate derivative | N/A | N/A |
FRANCE (GOVT OF) /EUR/ REGD SER OATE 0.10000000 | 756.56 k | 708.04 k shares | 0.61 | Debt | Long | France |
FNMA 30YR TBA 4.5% JAN 24 TO BE ANNOUNCED 4.50000000 | 750.28 k | 800.00 k shares | 0.60 | ABS-mortgage backed security | Long | USA |
UNITED STATES TREASURY INFLATION INDEXED BONDS 1.00000000 | 740.97 k | 978.52 k shares | 0.60 | Debt | Long | USA |
UNITED STATES TREASURY INFLATION INDEXED BONDS 0.25000000 | 700.34 k | 1.15 mm shares | 0.56 | Debt | Long | USA |
PALMER SQUARE EUROPEAN LOAN FUNDING SER 2023-3A CL A V/R REGD 144A P/P /EUR/ 0.00000000 | 652.11 k | 600.00 k shares | 0.53 | ABS-collateralized bond/debt obligation | Long | Ireland |
MAN GLG EURO CLO V DAC SER 5A CL A1R V/R REGD 144A P/P /EUR/ 4.53500000 | 635.60 k | 592.17 k shares | 0.51 | ABS-collateralized bond/debt obligation | Long | Ireland |
NYKREDIT REALKREDIT AS /DKK/ REGD REG S SER CCE 1.00000000 | 621.82 k | 5.77 mm shares | 0.50 | Debt | Long | Denmark |
CASH COLLATERAL CME WFS /CCWFSXUS7 5.23000000 | 610.00 k | 610.00 k shares | 0.49 | Short-term investment vehicle | Long | USA |
LUX 2023-LION SER 2023-LION CL A V/R REGD 144A P/P 8.01278000 | 604.53 k | 600.00 k shares | 0.49 | ABS-collateralized bond/debt obligation | Long | USA |
ELMWOOD CLO 24 LTD SER 2023-3A CL A1 V/R REGD 144A P/P 0.00000000 | 600.45 k | 600.00 k shares | 0.48 | ABS-collateralized bond/debt obligation | Long | Cayman Islands |
ELLINGTON LOAN ACQUISITION TRUST 2007-1 SER 2007-1 CL A1 V/R REGD 144A P/P 6.55737000 | 556.12 k | 584.20 k shares | 0.45 | ABS-collateralized bond/debt obligation | Long | USA |
CARLYLE EURO CLO 2018-2 DAC SER 2018-2A CL A1A V/R REGD 144A P/P /EUR/ 4.73500000 | 540.90 k | 503.59 k shares | 0.44 | ABS-collateralized bond/debt obligation | Long | Ireland |
ST PAUL'S CLO IV DAC SER 4A CL ARR1 V/R REGD 144A P/P /EUR/ 4.78600000 | 533.27 k | 496.82 k shares | 0.43 | ABS-collateralized bond/debt obligation | Long | Ireland |
DRYDEN 44 EURO CLO 2015 DAC SER 2015-44A CL A1RR V/R REGD 144A P/P /EUR/ 4.84500000 | 530.93 k | 500.00 k shares | 0.43 | ABS-collateralized bond/debt obligation | Long | Ireland |
CASH COLLATERAL LCH FOB WFS 0.00000000 | 524.00 k | 524.00 k shares | 0.42 | Short-term investment vehicle | Long | USA |
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION SER 2023-H11 CL FC V/R 6.42507000 | 508.87 k | 507.41 k shares | 0.41 | ABS-collateralized bond/debt obligation | Long | USA |
FREDDIE MAC POOL UMBS P#QH2327 6.50000000 | 508.58 k | 500.00 k shares | 0.41 | ABS-mortgage backed security | Long | USA |
VMC FINANCE 2022-FL5 LLC SER 2022-FL5 CL A V/R REGD 144A P/P 7.22507000 | 491.86 k | 500.00 k shares | 0.40 | ABS-collateralized bond/debt obligation | Long | USA |
FREDDIE MAC MULTIFAMILY STRUCTURED PASS THROUGH CERTIFICATES SER KBX1 CL A2 2.92000000 | 483.22 k | 500.00 k shares | 0.39 | ABS-collateralized bond/debt obligation | Long | USA |
CHL MORTGAGE PASS-THROUGH TRUST 2005-HYB6 SER 2005-HYB6 CL 2A1 V/R REGD 4.71549300 | 454.19 k | 478.66 k shares | 0.37 | ABS-collateralized bond/debt obligation | Long | USA |
JAPAN GOVT CPI LINKED /JPY/ REGD SER 23 0.10000000 | 452.39 k | 63.30 mm shares | 0.36 | Debt | Long | Japan |
CREDIT-BASED ASSET SERVICING AND SECURITIZATION LLC SER 2007-CB6 CL A3 V/R REGD 5.65420000 | 441.21 k | 702.99 k shares | 0.36 | ABS-collateralized bond/debt obligation | Long | USA |
CANADIAN GOVERNMENT RRB /CAD/ REGD SER CPI 4.25000000 | 427.52 k | 541.41 k shares | 0.34 | Debt | Long | Canada |
JYSKE REALKREDIT A/S /DKK/ REGD REG S SER CCE 1.00000000 | 371.53 k | 3.46 mm shares | 0.30 | Debt | Long | Denmark |
IRS RSOFRP02.23 11/21/53 WFSLUS33XXX FLOAT | 360.36 k | 1.00 contracts | 0.29 | Interest rate derivative | N/A | USA |
BUONI POLIENNALI DEL TES /EUR/ REGD SER CPI 0.40000000 | 356.63 k | 359.51 k shares | 0.29 | Debt | Long | Italy |
FRANCE (GOVT OF) /EUR/ REGD SER OATE 0.10000000 | 336.95 k | 348.14 k shares | 0.27 | Debt | Long | France |
CAIRN CLO VIII BV SER 2018-10A CL AR V/R REGD 144A P/P /EUR/ 4.74500000 | 320.97 k | 299.80 k shares | 0.26 | ABS-collateralized bond/debt obligation | Long | Ireland |
CARLYLE GLOBAL MARKET STRATEGIES SER 2014-2A CL AR1 V/R REGD 144A P/P /EUR/ 4.75200000 | 319.82 k | 299.44 k shares | 0.26 | ABS-collateralized bond/debt obligation | Long | Ireland |
UNITED STATES TREASURY INFLATION INDEXED BONDS 0.12500000 | 315.83 k | 552.83 k shares | 0.25 | Debt | Long | USA |
ALTERNATIVE LOAN TRUST RESECURITIZATION 2008-2R SER 2008-2R CL 1A1 V/R REGD 6.00000000 | 313.56 k | 393.28 k shares | 0.25 | ABS-collateralized bond/debt obligation | Long | USA |
NEUBERGER BERMAN LOAN ADVISERS NBLA SER 2023-53A CL A V/R REGD 144A P/P 6.95695000 | 300.43 k | 300.00 k shares | 0.24 | ABS-collateralized bond/debt obligation | Long | Jersey |
ARES L CLO LTD SER 2018-50A CL AR V/R REGD 144A P/P 6.70548000 | 299.86 k | 300.00 k shares | 0.24 | ABS-collateralized bond/debt obligation | Long | Cayman Islands |
MARATHON STATIC CLO 2022-18 LTD SER 2022-18A CL A1R V/R REGD 144A P/P 7.16582000 | 287.34 k | 287.47 k shares | 0.23 | ABS-collateralized bond/debt obligation | Long | Cayman Islands |
VOYA CLO 2017-1 LTD SER 2017-1A CL A1R V/R REGD 144A P/P 6.61444000 | 274.48 k | 274.54 k shares | 0.22 | ABS-collateralized bond/debt obligation | Long | Cayman Islands |
LCM LOAN INCOME FUND I LTD SER 1A CL A V/R REGD 144A P/P 6.70743000 | 262.36 k | 262.77 k shares | 0.21 | ABS-collateralized bond/debt obligation | Long | Cayman Islands |
CWABS ASSET-BACKED CERTIFICATES TRUST 2007-8 SER 2007-8 CL 1A1 V/R REGD 5.64737000 | 255.23 k | 280.98 k shares | 0.21 | ABS-collateralized bond/debt obligation | Long | USA |
HARVEST CLO XI DAC SER 11A CL ARR V/R REGD 144A P/P /EUR/ 4.60800000 | 251.59 k | 233.88 k shares | 0.20 | ABS-collateralized bond/debt obligation | Long | Ireland |
FRANCE (GOVT OF) /EUR/ REGD SER OATE 0.10000000 | 247.37 k | 236.38 k shares | 0.20 | Debt | Long | France |
INF SWAP US IT 2.31125 02/24/21-10Y LCH /FIXED/ | 244.60 k | 1.00 contracts | 0.20 | Interest rate derivative | N/A | USA |
DRYDEN SENIOR LOAN FUND SER 2017-47A CL A1R V/R REGD 144A P/P 6.63548000 | 240.05 k | 240.08 k shares | 0.19 | ABS-collateralized bond/debt obligation | Long | Cayman Islands |
CWABS ASSET-BACKED CERTIFICATES TRUST 2007-1 SER 2007-1 CL 1A V/R REGD 5.59737000 | 232.49 k | 261.70 k shares | 0.19 | ABS-collateralized bond/debt obligation | Long | USA |
SECURITIZED ASSET BACKED RECEIVABLES LLC TRUS SER 2006-FR3 CL A3 V/R REGD 5.95737000 | 230.05 k | 447.86 k shares | 0.19 | ABS-collateralized bond/debt obligation | Long | USA |
IRS RSOFRP02.86 02/13/54 WFSLUS33XXX FLOAT | 227.73 k | 1.00 contracts | 0.18 | Interest rate derivative | N/A | USA |
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION SER 2018-H15 CL FG V/R 6.24637000 | 223.36 k | 228.13 k shares | 0.18 | ABS-collateralized bond/debt obligation | Long | USA |
OZLM VIII LTD SER 2014-8A CL A1R3 V/R REGD 144A P/P 6.64444000 | 222.34 k | 222.47 k shares | 0.18 | ABS-collateralized bond/debt obligation | Long | Cayman Islands |
MKS CLO 2017-2 LTD SER 2017-2A CL A V/R REGD 144A P/P 6.86743000 | 212.79 k | 212.59 k shares | 0.17 | ABS-collateralized bond/debt obligation | Long | Cayman Islands |
VOYA CLO 2017-2 SER 2017-2A CL A1R V/R REGD 144A P/P 6.63548000 | 210.77 k | 211.06 k shares | 0.17 | ABS-collateralized bond/debt obligation | Long | Cayman Islands |
LEHMAN XS TRUST SERIES 2007-20N SER 2007-20N CL A1 V/R REGD 7.75737000 | 210.52 k | 208.88 k shares | 0.17 | ABS-collateralized bond/debt obligation | Long | USA |
NORDEA KREDIT REALKREDIT /DKK/ REGD REG S 1.00000000 | 179.05 k | 1.67 mm shares | 0.14 | Debt | Long | Denmark |
CSMC SERIES 2015-3R SER 2015-3R CL 5A2 V/R REGD 144A P/P 5.60737000 | 175.77 k | 182.09 k shares | 0.14 | ABS-collateralized bond/debt obligation | Long | USA |
RASC SERIES 2006-KS3 TRUST SER 2006-KS3 CL M1 V/R REGD 5.95237000 | 172.34 k | 176.22 k shares | 0.14 | ABS-collateralized bond/debt obligation | Long | USA |
RESIDENTIAL ASSET SECURITIZATION TRUST 2006-A10 SER 2006-A10 CL A5 REGD 6.50000000 | 169.66 k | 505.55 k shares | 0.14 | ABS-collateralized bond/debt obligation | Long | USA |
IRS RSOFRP01.84 11/21/28 WFSLUS33XXX FLOAT | 165.27 k | 1.00 contracts | 0.13 | Interest rate derivative | N/A | USA |
FREDDIE MAC POOL UMBS P#SD8221 3.50000000 | 162.86 k | 185.28 k shares | 0.13 | ABS-mortgage backed security | Long | USA |
NEW RESIDENTIAL MORTGAGE LOAN TRUST 2019-RPL3 SER 2019-RPL3 CL A1 V/R REGD 144A P/P 2.75000000 | 159.26 k | 170.47 k shares | 0.13 | ABS-collateralized bond/debt obligation | Long | USA |
ALTERNATIVE LOAN TRUST 2006-HY11 SER 2006-HY11 CL A1 V/R REGD 5.69737000 | 157.68 k | 180.31 k shares | 0.13 | ABS-collateralized bond/debt obligation | Long | USA |
CREDIT-BASED ASSET SERVICING AND SECURITIZATION LLC SER 2005-CB3 CL M4 V/R REGD 6.50737000 | 144.02 k | 153.00 k shares | 0.12 | ABS-collateralized bond/debt obligation | Long | USA |
SOUNDVIEW HOME LOAN TRUST 2007-OPT1 SER 2007-OPT1 CL 1A1 V/R REGD 5.65737000 | 135.68 k | 200.63 k shares | 0.11 | ABS-collateralized bond/debt obligation | Long | USA |
BEAR STEARNS ASSET BACKED SECURITIES TRUST 2004-1 SER 2004-1 CL M1 V/R REGD 6.43237000 | 133.99 k | 131.15 k shares | 0.11 | ABS-collateralized bond/debt obligation | Long | USA |
REALKREDIT DANMARK /DKK/ REGD REG S SER CCS 1.00000000 | 131.54 k | 1.22 mm shares | 0.11 | Debt | Long | Denmark |
CWABS ASSET-BACKED CERTIFICATES TRUST 2004-7 SER 2004-7 CL MV5 V/R REGD 7.18237000 | 124.16 k | 149.01 k shares | 0.10 | ABS-collateralized bond/debt obligation | Long | USA |
HSBC HOLD 6% 03/29/40 /GBP/ 6.00000000 | 118.05 k | 100.00 k shares | 0.10 | Debt | Long | UK |
JP MORGAN ALTERNATIVE LOAN TRUST SER 2006-A1 CL 1A1 V/R REGD 5.91737000 | 103.11 k | 113.86 k shares | 0.08 | ABS-collateralized bond/debt obligation | Long | USA |
IRS R03.00PER6M 03/20/34 WFSLUS33XXX FIXED | 102.71 k | 1.00 contracts | 0.08 | Interest rate derivative | N/A | N/A |
INF SWAP US IT 1.89 08/27/20-7Y LCH /FIXED/ | 98.25 k | 1.00 contracts | 0.08 | Interest rate derivative | N/A | USA |
INF SWAP FR NI 1.03 03/15/19-5Y LCH /FIXED/ | 96.91 k | 1.00 contracts | 0.08 | Interest rate derivative | N/A | USA |
CITIGROUP MORTGAGE LOAN TRUST_ INC SERIES 2007-AR4 CLASS 1A1A V/R REGD 4.10669100 | 94.73 k | 111.94 k shares | 0.08 | ABS-collateralized bond/debt obligation | Long | USA |
VENTURE XVII CLO LTD SER 2014-17A CL ARR V/R REGD 144A P/P 6.53548000 | 91.99 k | 92.07 k shares | 0.07 | ABS-collateralized bond/debt obligation | Long | Cayman Islands |
INF SWAP US IT 1.7975 08/25/20-7Y LCH /FIXED/ | 88.11 k | 1.00 contracts | 0.07 | Interest rate derivative | N/A | USA |
FANNIE MAE POOL UMBS P#MA4784 4.50000000 | 87.44 k | 93.18 k shares | 0.07 | ABS-mortgage backed security | Long | USA |
CASH COLLATERAL BOS USD 5.23000000 | 81.00 k | 81.00 k shares | 0.07 | Short-term investment vehicle | Long | USA |
FREDDIE MAC POOL UMBS P#SD8225 3.00000000 | 79.75 k | 94.02 k shares | 0.06 | ABS-mortgage backed security | Long | USA |
FANNIE MAE POOL UMBS P#BV5578 3.00000000 | 78.77 k | 92.82 k shares | 0.06 | ABS-mortgage backed security | Long | USA |
SEQUOIA MORTGAGE TRUST 6 SER 6 CL A V/R REGD 5.76555000 | 78.31 k | 81.54 k shares | 0.06 | ABS-collateralized bond/debt obligation | Long | USA |
FANNIE MAE POOL UMBS P#MA4599 3.00000000 | 78.28 k | 92.47 k shares | 0.06 | ABS-mortgage backed security | Long | USA |
EUR/USD FWD 20240109 000009049 USD
HSBC BANK PLC
|
66.10 k | 1.00 contracts | 0.05 | DFE | N/A | N/A |
IRS RSOFRP04.25 12/20/25 WFSLUS33XXX FLOAT | 64.57 k | 1.00 contracts | 0.05 | Interest rate derivative | N/A | USA |
LONG BEACH MORTGAGE LOAN TRUST 2006-7 SER 2006-7 CL 2A2 V/R REGD 5.69737000 | 57.87 k | 152.32 k shares | 0.05 | ABS-collateralized bond/debt obligation | Long | USA |
CHL MORTGAGE PASS-THROUGH TRUST 2007-1 SER 2007-1 CL A1 REGD 6.00000000 | 57.60 k | 120.11 k shares | 0.05 | ABS-collateralized bond/debt obligation | Long | USA |
OPTION ONE MORTGAGE LOAN TRUST 2007-2 SER 2007-2 CL 1A1 V/R REGD 5.59737000 | 55.04 k | 84.48 k shares | 0.04 | ABS-collateralized bond/debt obligation | Long | USA |
OPTION ONE MORTGAGE LOAN TRUST 2007-1 SER 2007-1 CL 1A1 V/R REGD 5.59737000 | 54.03 k | 88.76 k shares | 0.04 | ABS-collateralized bond/debt obligation | Long | USA |
JP MORGAN CHASE COMMERCIAL MORTGAGE SE SER 2019-FL12 CL A V/R REGD 144A P/P 6.82001000 | 51.80 k | 63.49 k shares | 0.04 | ABS-collateralized bond/debt obligation | Long | USA |
CASH COLLATERAL WFS USD 5.23000000 | 50.00 k | 50.00 k shares | 0.04 | Short-term investment vehicle | Long | USA |
CWABS ASSET-BACKED CERTIFICATES TRUST 2007-6 SER 2007-6 CL 1A V/R REGD 5.65737000 | 47.23 k | 54.93 k shares | 0.04 | ABS-collateralized bond/debt obligation | Long | USA |
UNITED STATES TREASURY INFLATION INDEXED BONDS 3.37500000 | 45.26 k | 41.62 k shares | 0.04 | Debt | Long | USA |
JYSKE REALKREDIT A/S /DKK/ REGD SER CCE 1.50000000 | 42.60 k | 379.49 k shares | 0.03 | Debt | Long | Denmark |
CHL MORTGAGE PASS-THROUGH TRUST 2006-6 SER 2006-6 CL A4 REGD 6.00000000 | 41.94 k | 82.56 k shares | 0.03 | ABS-collateralized bond/debt obligation | Long | USA |
SOUNDVIEW HOME LOAN TRUST 2007-OPT2 SER 2007-OPT2 CL 2A3 V/R REGD 5.63737000 | 41.53 k | 49.31 k shares | 0.03 | ABS-collateralized bond/debt obligation | Long | USA |
REALKREDIT DANMARK /DKK/ REGD REG S SER . 1.00000000 | 40.02 k | 375.65 k shares | 0.03 | Debt | Long | Denmark |
CHL MORTGAGE PASS-THROUGH TRUST 2005-HYB9 SER 2005-HYB9 CL 2A1 V/R REGD 7.87301000 | 39.81 k | 45.00 k shares | 0.03 | ABS-collateralized bond/debt obligation | Long | USA |
INF SWAP US IT 2.703 05/25/21-5Y LCH /FIXED/ | 39.75 k | 1.00 contracts | 0.03 | Interest rate derivative | N/A | USA |
JUBILEE CLO 2015-XVI DAC SER 2015-16A CL A1R V/R REGD 144A P/P /EUR/ 4.64500000 | 38.98 k | 35.77 k shares | 0.03 | ABS-collateralized bond/debt obligation | Long | Ireland |
INF SWAP US IT 2.7675 05/13/21-5Y LCH /FIXED/ | 37.90 k | 1.00 contracts | 0.03 | Interest rate derivative | N/A | USA |
SECURITIZED ASSET BACKED RECEIVABLES LLC TRUS SER 2006-HE2 CL A2C V/R REGD 5.75737000 | 36.20 k | 92.83 k shares | 0.03 | ABS-collateralized bond/debt obligation | Long | USA |
CANADIAN GOVERNMENT RRB /CAD/ REGD SER CPI 0.50000000 | 33.99 k | 60.98 k shares | 0.03 | Debt | Long | Canada |
FANNIE MAE POOL UMBS P#BK2298 4.00000000 | 32.80 k | 35.51 k shares | 0.03 | ABS-mortgage backed security | Long | USA |
INDYMAC INDX MORTGAGE LOAN TRUST 2005-AR16IP SER 2005-16IP CL A1 V/R REGD 6.09737000 | 32.18 k | 42.16 k shares | 0.03 | ABS-collateralized bond/debt obligation | Long | USA |
NEW RESIDENTIAL MORTGAGE LOAN TRUST 2018-3 SER 2018-3A CL A1 V/R REGD 144A P/P 4.50000000 | 31.86 k | 33.47 k shares | 0.03 | ABS-collateralized bond/debt obligation | Long | USA |
CHEVY CHASE FUNDING LLC MORTGAGE-BACKED SER 2004-A CL A1 V/R REGD 144A P/P 5.81737000 | 27.28 k | 28.81 k shares | 0.02 | ABS-collateralized bond/debt obligation | Long | USA |
VM CASH CCP LCH WFS USD 0.00000000 | 23.41 k | 23.41 k shares | 0.02 | Long | USA | |
ALTERNATIVE LOAN TRUST 2007-4CB SER 2007-4CB CL 1A35 REGD 6.00000000 | 23.38 k | 28.34 k shares | 0.02 | ABS-collateralized bond/debt obligation | Long | USA |
INF SWAP US IT 2.813 05/14/21-5Y LCH /FIXED/ | 22.03 k | 1.00 contracts | 0.02 | Interest rate derivative | N/A | USA |
REALKREDIT DANMARK /DKK/ REGD REG S SER 23S 1.50000000 | 20.12 k | 179.51 k shares | 0.02 | Debt | Long | Denmark |
REALKREDIT DANMARK /DKK/ REGD REG S 1.00000000 | 19.62 k | 198.04 k shares | 0.02 | Debt | Long | Denmark |
INF SWAP EM NI 2.763 09/15/23-30Y LCH /FLOAT/ | 17.01 k | 1.00 contracts | 0.01 | Interest rate derivative | N/A | USA |
INF SWAP EM NI 1.71 03/15/18-15Y LCH /FIXED/ | 16.84 k | 1.00 contracts | 0.01 | Interest rate derivative | N/A | USA |
SYMPHONY CLO XVII LTD SER 2016-17A CL AR V/R REGD 144A P/P 6.53548000 | 16.64 k | 16.63 k shares | 0.01 | ABS-collateralized bond/debt obligation | Long | Cayman Islands |
BEAR STEARNS ARM TRUST 2003-3 SER 2003-3 CL 3A2 V/R REGD 4.87817400 | 15.52 k | 16.65 k shares | 0.01 | ABS-collateralized bond/debt obligation | Long | USA |
VM CASH CCP LCH WFS EUR /XXWFS5EM0/ 0.00000000 | 14.35 k | 13.19 k shares | 0.01 | Long | USA | |
INF SWAP EM NI 2.6 05/15/22 10Y LCH /FIXED/ | 13.49 k | 1.00 contracts | 0.01 | Interest rate derivative | N/A | USA |
CITIGROUP MORTGAGE LOAN TRUST INC SER 2004-NCM2 CL 1CB1 REGD 5.50000000 | 13.45 k | 15.44 k shares | 0.01 | ABS-collateralized bond/debt obligation | Long | USA |
VM CASH FUT FOR WFS EUR 0.00000000 | 12.84 k | 11.79 k shares | 0.01 | Long | N/A | |
VM CASH CCP CME BCY 0.00000000 | 12.40 k | 12.40 k shares | 0.01 | Long | USA | |
VM CASH CCP LCH WFS /JPY/ 0.00000000 | 12.33 k | 1.83 mm shares | 0.01 | Long | USA | |
GSAA TRUST SER 2006-7 CL AF4A V/R REGD 6.22000000 | 10.73 k | 19.48 k shares | 0.01 | ABS-collateralized bond/debt obligation | Long | USA |
JYSKE REALKREDIT A/S /DKK/ REGD SER CCE 1.50000000 | 10.46 k | 99.09 k shares | 0.01 | Debt | Long | Denmark |
IRS RMUTKP00.50 12/15/31 WFSLUS33XXX FLOAT | 10.14 k | 1.00 contracts | 0.01 | Interest rate derivative | N/A | Japan |
NYKREDIT REALKREDIT AS /DKK/ REGD REG S SER 01E 1.00000000 | 9.82 k | 99.15 k shares | 0.01 | Debt | Long | Denmark |
NORDEA KREDIT REALKREDIT /DKK/ REGD 1.50000000 | 9.33 k | 100.00 k shares | 0.01 | Debt | Long | Denmark |
INF SWAP EM NI 2.7 04/15/23- 30Y LCH /FLOAT/ | 7.24 k | 1.00 contracts | 0.01 | Interest rate derivative | N/A | USA |
INF SWAP EM NI 2.359 08/15/22-8Y LCH /FIXED/ | 6.94 k | 1.00 contracts | 0.01 | Interest rate derivative | N/A | USA |
INF SWAP US IT 2.573 08/26/21-7Y LCH /FIXED/ | 6.16 k | 1.00 contracts | 0.00 | Interest rate derivative | N/A | USA |
INF SWAP EM NI 2.47% 07-15-22 10Y LCH /FIXED/ | 6.11 k | 1.00 contracts | 0.00 | Interest rate derivative | N/A | USA |
INF SWAP EM NI 2.57 06/15/22-10Y LCH /FIXED/ | 6.03 k | 1.00 contracts | 0.00 | Interest rate derivative | N/A | USA |
INF SWAP US IT 2.645 09/10/21-7Y LCH /FIXED/ | 5.39 k | 1.00 contracts | 0.00 | Interest rate derivative | N/A | USA |
INF SWAP EM NI 2.26 03/15/23 5Y LCH /FIXED/ | 5.33 k | 1.00 contracts | 0.00 | Interest rate derivative | N/A | USA |
WAMU MORTGAGE PASS-THROUGH CERTIFICATES SERIES 2002-AR2 SER 2002-AR2 CL A V/R REGD 4.26400000 | 5.17 k | 5.57 k shares | 0.00 | ABS-collateralized bond/debt obligation | Long | USA |
INF SWAP EM NI 3.0 5/15/22-5Y LCH /FIXED/ | 5.16 k | 1.00 contracts | 0.00 | Interest rate derivative | N/A | USA |
INF SWAP EM NI 2.736 10/15/23-30Y LCH /FLOAT/ | 4.93 k | 1.00 contracts | 0.00 | Interest rate derivative | N/A | USA |
DKK/USD FWD 20240109 000004066 USD
BNP-PARIBAS SA (FORMERLY BANQU
|
4.77 k | 1.00 contracts | 0.00 | DFE | N/A | N/A |
MRFC MORTGAGE PASS-THROUGH TRUST SERIES 1999-TBC2 SER 2000-TBC2 CL A1 V/R REGD 5.91739000 | 4.26 k | 4.48 k shares | 0.00 | ABS-collateralized bond/debt obligation | Long | USA |
CITIGROUP MORTGAGE LOAN TRUST 2004-HYB2 SER 2004-HYB2 CL 2A V/R REGD 4.31836300 | 3.62 k | 4.15 k shares | 0.00 | ABS-collateralized bond/debt obligation | Long | USA |
HARBORVIEW MORTGAGE LOAN TRUST 2005-9 SER 2005-9 CL 2A1A V/R REGD 6.12555000 | 2.82 k | 3.16 k shares | 0.00 | ABS-collateralized bond/debt obligation | Long | USA |
INF SWAP EM NI 2.356 11/15/23-10Y LCH /FLOAT/ | 2.58 k | 1.00 contracts | 0.00 | Interest rate derivative | N/A | USA |
INF SWAP EM NI 2.3625 11 /15/23-10Y LCH /FLOAT/ | 2.14 k | 1.00 contracts | 0.00 | Interest rate derivative | N/A | USA |
WAMU MORTGAGE PASS-THROUGH CERTIFICATES SERIES 2002-AR17 SER 2002-AR17 CL 1A V/R REGD 6.12869500 | 2.09 k | 2.30 k shares | 0.00 | ABS-collateralized bond/debt obligation | Long | USA |
INF SWAP EM NI 2.39 11//15/23-10Y LCH /FLOAT/ | 1.99 k | 1.00 contracts | 0.00 | Interest rate derivative | N/A | USA |
INF SWAP EM NI 2.72 06/15/22-10Y LCH /FIXED/ | 1.85 k | 1.00 contracts | 0.00 | Interest rate derivative | N/A | USA |
NZD/USD FWD 20231204 000004066 USD
BNP-PARIBAS SA (FORMERLY BANQU
|
1.22 k | 1.00 contracts | 0.00 | DFE | N/A | N/A |
JPY/USD FWD 20231204 000005198 USD
MERRILL LYNCH INTERNATIONAL
|
1.07 k | 1.00 contracts | 0.00 | DFE | N/A | N/A |
INF SWAP EM NI 2.5475 11/15/23-30Y LCH /FIXED/ | 832.12 | 1.00 contracts | 0.00 | Interest rate derivative | N/A | USA |