Fund profile
Tickers
SUBDX, SUBEX, SUBFX, SUBRX, SUBSX, SUBTX, SUBYX
Fund manager
Total assets
$1.93 bn
Liabilities
$503.76 mm
Net assets
$1.43 bn
Number of holdings
152.00
152 Holdings
Security | $Holding | Balance | % of Fund | Category | Position | Country |
---|---|---|---|---|---|---|
United States Treasury Bill | 230.52 mm | 237.35 mm principal | 16.14 | Debt | Long | USA |
Fannie Mae or Freddie Mac | 179.23 mm | 176.53 mm principal | 12.55 | ABS-mortgage backed security | Long | USA |
United States Treasury Inflation Indexed Bonds | 145.11 mm | 149.00 mm principal | 10.16 | Debt | Long | USA |
Fannie Mae or Freddie Mac | 136.99 mm | 136.41 mm principal | 9.59 | ABS-mortgage backed security | Long | USA |
United States Treasury Inflation Indexed Bonds | 120.15 mm | 123.94 mm principal | 8.41 | Debt | Long | USA |
United States Treasury Bill | 101.40 mm | 104.02 mm principal | 7.10 | Debt | Long | USA |
Fannie Mae or Freddie Mac | 96.31 mm | 93.99 mm principal | 6.74 | ABS-mortgage backed security | Long | USA |
United States Treasury Inflation Indexed Bonds | 84.56 mm | 82.11 mm principal | 5.92 | Debt | Long | USA |
United States Treasury Bill | 57.70 mm | 59.85 mm principal | 4.04 | Debt | Long | USA |
Fannie Mae or Freddie Mac | 48.00 mm | 48.52 mm principal | 3.36 | Debt | Long | USA |
United States Treasury Inflation Indexed Bonds | 33.05 mm | 36.50 mm principal | 2.31 | Debt | Long | USA |
Hertz Vehicle Financing LLC | 22.27 mm | 23.08 mm principal | 1.56 | ABS-other | Long | USA |
United States Treasury Note/Bond | 19.57 mm | 21.37 mm principal | 1.37 | Debt | Long | USA |
GS Goldman Sachs Group, Inc. | 16.19 mm | 18.87 mm principal | 1.13 | Debt | Long | USA |
United States Treasury Inflation Indexed Bonds | 14.44 mm | 15.26 mm principal | 1.01 | Debt | Long | USA |
UBS Group AG | 12.89 mm | 12.47 mm principal | 0.90 | Debt | Long | Switzerland |
Mercedes-Benz Auto Lease Trust 2023-A | 11.77 mm | 11.79 mm principal | 0.82 | ABS-other | Long | USA |
C Citigroup Inc | 10.74 mm | 11.95 mm principal | 0.75 | Debt | Long | USA |
DAL Delta Air Lines, Inc. | 10.48 mm | 11.81 mm principal | 0.73 | Debt | Long | USA |
American Express Credit Account Master Trust | 10.46 mm | 10.86 mm principal | 0.73 | ABS-other | Long | USA |
Morgan Stanley | 10.20 mm | 9.46 mm principal | 0.71 | Debt | Long | USA |
Morgan Stanley | 9.83 mm | 10.09 mm principal | 0.69 | Debt | Long | USA |
CDX.NA.HY.41 12/20/2028 (SELL PROTECTION) | 9.72 mm | 1.00 contracts | 0.68 | Credit derivative | N/A | USA |
Ford Motor Credit Co LLC | 9.52 mm | 9.03 mm principal | 0.67 | Debt | Long | USA |
JPMorgan Chase & Co | 9.47 mm | 9.58 mm principal | 0.66 | Debt | Long | USA |
Bank of America Corp | 9.14 mm | 9.24 mm principal | 0.64 | Debt | Long | USA |
Morgan Stanley Residential Mortgage Loan Trust 2023-1 | 8.82 mm | 9.69 mm principal | 0.62 | ABS-mortgage backed security | Long | USA |
C Citigroup Inc | 8.73 mm | 8.16 mm principal | 0.61 | Debt | Long | USA |
General Motors Financial Co Inc | 8.57 mm | 8.29 mm principal | 0.60 | Debt | Long | USA |
Progress Residential 2019-SFR4 Trust | 8.53 mm | 8.76 mm principal | 0.60 | ABS-other | Long | USA |
OBX 2023-INV1 | 8.45 mm | 9.92 mm principal | 0.59 | ABS-mortgage backed security | Long | USA |
Wells Fargo & Co | 7.66 mm | 7.87 mm principal | 0.54 | Debt | Long | USA |
BBCMS Mortgage Trust 2022-C18 | 7.47 mm | 7.38 mm principal | 0.52 | ABS-mortgage backed security | Long | USA |
Bank of New York Mellon Corp/The | 7.37 mm | 7.41 mm principal | 0.52 | Debt | Long | USA |
MO Altria Group Inc. | 7.23 mm | 7.25 mm principal | 0.51 | Debt | Long | USA |
PNC PNC Financial Services Group Inc | 7.13 mm | 6.82 mm principal | 0.50 | Debt | Long | USA |
Ford Motor Credit Co LLC | 7.12 mm | 6.95 mm principal | 0.50 | Debt | Long | USA |
Wells Fargo & Co | 7.09 mm | 8.12 mm principal | 0.50 | Debt | Long | USA |
BRAVO Residential Funding Trust 2023-NQM8 | 7.03 mm | 6.99 mm principal | 0.49 | ABS-mortgage backed security | Long | USA |
GE HealthCare Technologies Inc | 6.83 mm | 6.50 mm principal | 0.48 | Debt | Long | USA |
JPMorgan Chase & Co | 6.42 mm | 6.33 mm principal | 0.45 | Debt | Long | USA |
United States Treasury Note/Bond | 6.08 mm | 5.89 mm principal | 0.43 | Debt | Long | USA |
Entergy Arkansas LLC | 5.95 mm | 5.81 mm principal | 0.42 | Debt | Long | USA |
GS Mortgage-Backed Securities Trust 2021-MM1 | 5.86 mm | 7.15 mm principal | 0.41 | ABS-mortgage backed security | Long | USA |
Bank of America Corp | 5.79 mm | 6.81 mm principal | 0.41 | Debt | Long | USA |
ERAC USA Finance LLC | 5.77 mm | 5.81 mm principal | 0.40 | Debt | Long | USA |
BANK 2021-BNK35 | 5.73 mm | 6.28 mm principal | 0.40 | ABS-mortgage backed security | Long | USA |
BA Boeing Co. | 5.43 mm | 6.15 mm principal | 0.38 | Debt | Long | USA |
D Dominion Energy Inc | 5.42 mm | 5.89 mm principal | 0.38 | Debt | Long | USA |
JP Morgan Mortgage Trust 2021-INV6 | 5.40 mm | 6.32 mm principal | 0.38 | ABS-mortgage backed security | Long | USA |
JPMorgan Chase & Co | 5.39 mm | 6.29 mm principal | 0.38 | Debt | Long | USA |
Wells Fargo Mortgage Backed Securities 2021-RR1 Trust | 5.38 mm | 6.56 mm principal | 0.38 | ABS-mortgage backed security | Long | USA |
PRMI Securitization Trust 2021-1 | 5.12 mm | 5.88 mm principal | 0.36 | ABS-mortgage backed security | Long | USA |
Appalachian Power Co | 5.10 mm | 5.98 mm principal | 0.36 | Debt | Long | USA |
Mercedes-Benz Auto Receivables Trust 2022-1 | 5.03 mm | 5.03 mm principal | 0.35 | ABS-other | Long | USA |
J.P. Morgan Mortgage Trust 2021-INV8 | 5.03 mm | 5.89 mm principal | 0.35 | ABS-mortgage backed security | Long | USA |
Public Service Electric and Gas Co | 5.03 mm | 5.03 mm principal | 0.35 | Debt | Long | USA |
MUFG Mitsubishi UFJ Financial Group, Inc. | 4.89 mm | 5.35 mm principal | 0.34 | Debt | Long | Japan |
GS Mortgage-Backed Securities Trust 2022-LTV2 | 4.82 mm | 5.88 mm principal | 0.34 | ABS-mortgage backed security | Long | USA |
Hyundai Auto Receivables Trust 2023-C | 4.73 mm | 4.72 mm principal | 0.33 | ABS-other | Long | USA |
Southern California Edison Co | 4.55 mm | 4.89 mm principal | 0.32 | Debt | Long | USA |
TRP TransCanada Pipelines Ltd | 4.46 mm | 4.69 mm principal | 0.31 | Debt | Long | Canada |
Citigroup Commercial Mortgage Trust 2019-GC43 | 4.36 mm | 4.53 mm principal | 0.31 | ABS-mortgage backed security | Long | USA |
Verus Securitization Trust 2023-8 | 4.36 mm | 4.33 mm principal | 0.31 | ABS-mortgage backed security | Long | USA |
Citibank Credit Card Issuance Trust | 4.29 mm | 4.29 mm principal | 0.30 | ABS-other | Long | USA |
DUK Duke Energy Corp. | 4.27 mm | 4.22 mm principal | 0.30 | Debt | Long | USA |
Sequoia Mortgage Trust 2021-4 | 4.26 mm | 5.21 mm principal | 0.30 | ABS-mortgage backed security | Long | USA |
Duke Energy Florida LLC | 4.26 mm | 3.95 mm principal | 0.30 | Debt | Long | USA |
Benchmark 2021-B28 Mortgage Trust | 4.24 mm | 4.64 mm principal | 0.30 | ABS-mortgage backed security | Long | USA |
Wells Fargo & Co | 4.09 mm | 4.23 mm principal | 0.29 | Debt | Long | USA |
HCA Inc | 4.02 mm | 4.03 mm principal | 0.28 | Debt | Long | USA |
British Airways 2021-1 Class A Pass Through Trust | 3.99 mm | 4.67 mm principal | 0.28 | Debt | Long | USA |
A&D Mortgage Trust 2023-NQM5 | 3.96 mm | 3.89 mm principal | 0.28 | ABS-mortgage backed security | Long | USA |
DBJPM 20-C9 Mortgage Trust | 3.95 mm | 4.26 mm principal | 0.28 | ABS-mortgage backed security | Long | USA |
GS Mortgage-Backed Securities Trust 2022-PJ6 | 3.76 mm | 4.42 mm principal | 0.26 | ABS-mortgage backed security | Long | USA |
Ford Motor Credit Co LLC | 3.76 mm | 3.92 mm principal | 0.26 | Debt | Long | USA |
GS Mortgage-Backed Securities Trust 2021-PJ10 | 3.76 mm | 4.60 mm principal | 0.26 | ABS-mortgage backed security | Long | USA |
GS Mortgage-Backed Securities Trust 2022-LTV2 | 3.73 mm | 4.01 mm principal | 0.26 | ABS-mortgage backed security | Long | USA |
Rate Mortgage Trust 2021-J4 | 3.71 mm | 4.53 mm principal | 0.26 | ABS-mortgage backed security | Long | USA |
GS Mortgage-Backed Securities Trust 2022-GR2 | 3.70 mm | 4.35 mm principal | 0.26 | ABS-mortgage backed security | Long | USA |
Porsche Financial Auto Securitization Trust 2023-2 | 3.67 mm | 3.65 mm principal | 0.26 | ABS-other | Long | USA |
Toyota Auto Receivables 2022-D Owner Trust | 3.56 mm | 3.56 mm principal | 0.25 | ABS-other | Long | USA |
GS Mortgage-Backed Securities Trust 2020-INV1 | 3.52 mm | 4.06 mm principal | 0.25 | ABS-mortgage backed security | Long | USA |
AMGN AMGEN Inc. | 3.43 mm | 3.35 mm principal | 0.24 | Debt | Long | USA |
PSMC 2021-2 Trust | 3.41 mm | 3.88 mm principal | 0.24 | ABS-mortgage backed security | Long | USA |
Invitation Homes 2018-SFR4 Trust | 3.39 mm | 3.39 mm principal | 0.24 | ABS-other | Long | USA |
AUD/USD FWD 20240130
J.P. MORGAN SECURITIES LLC
|
3.34 mm | 1.00 contracts | 0.23 | DFE | N/A | USA |
United Airlines 2019-1 Class AA Pass Through Trust | 3.31 mm | 3.59 mm principal | 0.23 | Debt | Long | USA |
Sequoia Mortgage Trust 2021-3 | 3.30 mm | 4.03 mm principal | 0.23 | ABS-mortgage backed security | Long | USA |
Entergy Louisiana LLC | 3.28 mm | 3.94 mm principal | 0.23 | Debt | Long | USA |
WFRBS Commercial Mortgage Trust 2014-C22 | 3.27 mm | 3.32 mm principal | 0.23 | ABS-mortgage backed security | Long | USA |
JetBlue 2020-1 Class A Pass Through Trust | 3.26 mm | 3.56 mm principal | 0.23 | Debt | Long | USA |
Rate Mortgage Trust 2021-J3 | 3.26 mm | 3.99 mm principal | 0.23 | ABS-mortgage backed security | Long | USA |
GS Mortgage-Backed Securities Corp Trust 2021-PJ5 | 3.14 mm | 3.60 mm principal | 0.22 | ABS-mortgage backed security | Long | USA |
Porsche Financial Auto Securitization Trust 2023-2 | 2.94 mm | 2.94 mm principal | 0.21 | ABS-other | Long | USA |
Bank of America Corp | 2.92 mm | 2.93 mm principal | 0.20 | Debt | Long | USA |
JP Morgan Mortgage Trust 2022-INV1 | 2.91 mm | 3.42 mm principal | 0.20 | ABS-mortgage backed security | Long | USA |
Jackson National Life Global Funding | 2.83 mm | 2.95 mm principal | 0.20 | Debt | Long | USA |
VZ Verizon Communications Inc | 2.69 mm | 3.12 mm principal | 0.19 | Debt | Long | USA |
Metropolitan Life Global Funding I | 2.65 mm | 2.72 mm principal | 0.19 | Debt | Long | USA |
BRAVO Residential Funding Trust 2023-NQM5 | 2.56 mm | 2.54 mm principal | 0.18 | ABS-mortgage backed security | Long | USA |
JP Morgan Mortgage Trust 2021-6 | 2.52 mm | 3.08 mm principal | 0.18 | ABS-mortgage backed security | Long | USA |
JP Morgan Mortgage Trust 2021-4 | 2.32 mm | 2.84 mm principal | 0.16 | ABS-mortgage backed security | Long | USA |
OBX 2023-NQM3 Trust | 2.21 mm | 2.21 mm principal | 0.15 | ABS-mortgage backed security | Long | USA |
JPY/USD FWD 20240124
GOLDMAN SACHS & CO. LLC
|
2.19 mm | 1.00 contracts | 0.15 | DFE | N/A | USA |
OBX 2021-INV2 Trust | 2.19 mm | 2.67 mm principal | 0.15 | ABS-mortgage backed security | Long | USA |
J.P. Morgan Mortgage Trust 2022-6 | 2.16 mm | 2.53 mm principal | 0.15 | ABS-mortgage backed security | Long | USA |
JP Morgan Mortgage Trust 2021-8 | 2.16 mm | 2.63 mm principal | 0.15 | ABS-mortgage backed security | Long | USA |
British Airways 2020-1 Class A Pass Through Trust | 2.15 mm | 2.31 mm principal | 0.15 | Debt | Long | USA |
Sequoia Mortgage Trust 2021-6 | 2.14 mm | 2.61 mm principal | 0.15 | ABS-mortgage backed security | Long | USA |
United Airlines 2016-2 Class AA Pass Through Trust | 2.04 mm | 2.28 mm principal | 0.14 | Debt | Long | USA |
Progress Residential 2019-SFR3 Trust | 2.04 mm | 2.09 mm principal | 0.14 | ABS-other | Long | USA |
United Airlines 2014-1 Class A Pass Through Trust | 2.04 mm | 2.13 mm principal | 0.14 | Debt | Long | USA |
Verus Securitization Trust 2023-INV3 | 2.03 mm | 1.99 mm principal | 0.14 | ABS-mortgage backed security | Long | USA |
CDX40IG CDS (SELL PROTECTION) | 1.94 mm | 1.00 contracts | 0.14 | Credit derivative | N/A | USA |
J.P. Morgan Mortgage Trust 2022-4 | 1.83 mm | 2.15 mm principal | 0.13 | ABS-mortgage backed security | Long | USA |
GS Mortgage-Backed Securities Trust 2021-GR2 | 1.79 mm | 2.19 mm principal | 0.13 | ABS-mortgage backed security | Long | USA |
J.P. Morgan Mortgage Trust 2022-1 | 1.70 mm | 2.00 mm principal | 0.12 | ABS-mortgage backed security | Long | USA |
Citigroup Mortgage Loan Trust 2021-J2 | 1.68 mm | 1.93 mm principal | 0.12 | ABS-mortgage backed security | Long | USA |
IRS REC FIXED 2.715% 6/30/2053 | 1.66 mm | 1.00 contracts | 0.12 | Interest rate derivative | N/A | USA |
PSMC 2021-1 Trust | 1.64 mm | 1.88 mm principal | 0.11 | ABS-mortgage backed security | Long | USA |
Bank of America Corp | 1.60 mm | 1.68 mm principal | 0.11 | Debt | Long | USA |
CAD/USD FWD 20240104
GOLDMAN SACHS & CO. LLC
|
1.56 mm | 1.00 contracts | 0.11 | DFE | N/A | USA |
J.P. Morgan Mortgage Trust 2022-8 | 1.53 mm | 1.67 mm principal | 0.11 | ABS-mortgage backed security | Long | USA |
Verus Securitization Trust 2023-2 | 1.46 mm | 1.45 mm principal | 0.10 | ABS-mortgage backed security | Long | USA |
Flagstar Mortgage Trust 2021-8INV | 1.30 mm | 1.58 mm principal | 0.09 | ABS-mortgage backed security | Long | USA |
Air Canada 2020-2 Class A Pass Through Trust | 1.30 mm | 1.32 mm principal | 0.09 | Debt | Long | Canada |
JP Morgan Mortgage Trust 2021-1 | 1.05 mm | 1.28 mm principal | 0.07 | ABS-mortgage backed security | Long | USA |
Wells Fargo & Co | 853.69 k | 850.00 k principal | 0.06 | Debt | Long | USA |
JPMBB Commercial Mortgage Securities Trust 2014-C22 | 810.49 k | 825.00 k principal | 0.06 | ABS-mortgage backed security | Long | USA |
NOK/USD FWD 20240305
GOLDMAN SACHS & CO. LLC
|
647.21 k | 1.00 contracts | 0.05 | DFE | N/A | USA |
EIX Edison International | 570.95 k | 575.00 k principal | 0.04 | Debt | Long | USA |
United Airlines 2018-1 Class AA Pass Through Trust | 508.44 k | 558.27 k principal | 0.04 | Debt | Long | USA |
United Airlines 2015-1 Class AA Pass Through Trust | 499.80 k | 538.56 k principal | 0.03 | Debt | Long | USA |
Consolidated Edison Co of New York Inc | 475.53 k | 510.00 k principal | 0.03 | Debt | Long | USA |
SEK/USD FWD 20240305
J.P. MORGAN SECURITIES LLC
|
397.26 k | 1.00 contracts | 0.03 | DFE | N/A | USA |
CAD/USD FWD 20240104
GOLDMAN SACHS & CO. LLC
|
115.36 k | 1.00 contracts | 0.01 | DFE | N/A | USA |
INR/USD FWD 20240117 | 94.32 k | 1.00 contracts | 0.01 | DFE | N/A | USA |
Citigroup Global Markets Holdings Inc/United States | 71.75 k | 304.00 shares | 0.01 | Structured note | Long | USA |
Citigroup Global Markets Holdings Inc/United States | 71.50 k | 304.00 shares | 0.01 | Structured note | Long | USA |
Citigroup Global Markets Holdings Inc/United States | 71.25 k | 304.00 shares | 0.00 | Structured note | Long | USA |
SEK/USD FWD 20240305
J.P. MORGAN SECURITIES LLC
|
60.70 k | 1.00 contracts | 0.00 | DFE | N/A | USA |
INR/USD FWD 20240117 | -26.83 k | 1.00 contracts | -0.00 | DFE | N/A | USA |
NOK/USD FWD 20240305
GOLDMAN SACHS & CO. LLC
|
-75.80 k | 1.00 contracts | -0.01 | DFE | N/A | USA |
IRS PAY FIXED 0% 6/30/2053 | -281.53 k | 1.00 contracts | -0.02 | Interest rate derivative | N/A | USA |
US LONG BOND(CBT) Mar24 | -630.58 k | -123.00 contracts | -0.04 | Interest rate derivative | N/A | USA |
AUD/USD FWD 20240130
J.P. MORGAN SECURITIES LLC
|
-694.06 k | 1.00 contracts | -0.05 | DFE | N/A | USA |
CHF/USD FWD 20240226
J.P. MORGAN SECURITIES LLC
|
-1.23 mm | 1.00 contracts | -0.09 | DFE | N/A | USA |
MARKIT ITRX AUD 06/20/2028 (BUY PROTECTION) | -1.47 mm | 1.00 contracts | -0.10 | Credit derivative | N/A | USA |
US 10YR NOTE (CBT)Mar24 | -1.63 mm | -902.00 contracts | -0.11 | Interest rate derivative | N/A | USA |
US 5YR NOTE (CBT) Mar24 | -1.76 mm | -1.35 k contracts | -0.12 | Interest rate derivative | N/A | USA |
JPY/USD FWD 20240124
GOLDMAN SACHS & CO. LLC
|
-1.98 mm | 1.00 contracts | -0.14 | DFE | N/A | USA |