Fund profile
Fund manager
Total assets
$497.73 mm
Liabilities
$154.38 mm
Net assets
$343.35 mm
Number of holdings
137.00
137 Holdings
Security | $Holding | Balance | % of Fund | Category | Position | Country |
---|---|---|---|---|---|---|
UniCredit SpA | 14.11 mm | 15.00 mm principal | 4.11 | Debt | Long | Italy |
Santos Finance Ltd | 13.06 mm | 15.00 mm principal | 3.80 | Debt | Long | Australia |
Intesa Sanpaolo SpA | 12.10 mm | 17.00 mm principal | 3.53 | Debt | Long | Italy |
Brooklyn Union Gas Co/The | 11.65 mm | 15.00 mm principal | 3.39 | Debt | Long | USA |
AL Air Lease Corp - Ordinary Shares | 10.77 mm | 12.00 mm principal | 3.14 | Debt | Long | USA |
Southern California Edison Co | 9.79 mm | 13.00 mm principal | 2.85 | Debt | Long | USA |
Liberty Tire Recycling Holdco, LLC, Term Loan | 9.65 mm | 10.36 mm principal | 2.81 | Loan | Long | USA |
HAT Holdings I LLC / HAT Holdings II LLC | 9.32 mm | 9.92 mm principal | 2.71 | Debt | Long | USA |
Standard Chartered PLC | 9.01 mm | 10.00 mm principal | 2.62 | Debt | Long | UK |
Banco Nacional de Comercio Exterior SNC/Cayman Islands | 8.83 mm | 10.38 mm principal | 2.57 | Debt | Long | Mexico |
Benin Government International Bond | 8.67 mm | 10.00 mm principal | 2.52 | Debt | Long | Benin |
Topaz Solar Farms LLC | 8.37 mm | 9.13 mm principal | 2.44 | Debt | Long | USA |
PNC PNC Financial Services Group Inc | 8.16 mm | 10.20 mm principal | 2.38 | Debt | Long | USA |
Star Energy Geothermal Wayang Windu Ltd | 8.08 mm | 8.11 mm principal | 2.35 | Debt | Long | Virgin Islands (British) |
Sweihan PV Power Co PJSC | 7.96 mm | 9.70 mm principal | 2.32 | Debt | Long | United Arab Emirates |
United States Treasury Note/Bond | 7.57 mm | 7.06 mm principal | 2.21 | Debt | Long | USA |
VOD Vodafone Group plc | 7.53 mm | 10.00 mm principal | 2.19 | Debt | Long | UK |
Engie SA | 7.30 mm | 8.00 mm principal | 2.13 | Debt | Long | France |
RECEIVE USD [7301062.38] PAY EUR [-6858671.23] on @ 1.064501
JPMORGAN CHASE BANK
|
7.30 mm | 1.00 contracts | 2.13 | DFE | N/A | USA |
Discovery Communications LLC | 7.12 mm | 10.00 mm principal | 2.07 | Debt | Long | USA |
JWN Nordstrom, Inc. | 7.11 mm | 10.00 mm principal | 2.07 | Debt | Long | USA |
Sunnova Energy Corp | 6.87 mm | 8.08 mm principal | 2.00 | Debt | Long | USA |
Pattern Energy Operations LP / Pattern Energy Operations Inc | 6.62 mm | 7.00 mm principal | 1.93 | Debt | Long | USA |
AXP American Express Co. | 6.17 mm | 7.20 mm principal | 1.80 | Debt | Long | USA |
Colbun SA | 6.10 mm | 7.05 mm principal | 1.78 | Debt | Long | Chile |
Liberty Utilities Finance GP 1 | 5.95 mm | 7.33 mm principal | 1.73 | Debt | Long | USA |
SLG Office Trust 2021-OVA | 5.70 mm | 8.00 mm principal | 1.66 | ABS-mortgage backed security | Long | USA |
Vena Energy Capital Pte Ltd | 5.62 mm | 5.80 mm principal | 1.64 | Debt | Long | Singapore |
India Cleantech Energy | 5.62 mm | 6.19 mm principal | 1.64 | Debt | Long | Mauritius |
VNDO Trust 2016-350P | 5.50 mm | 7.00 mm principal | 1.60 | ABS-mortgage backed security | Long | USA |
Interchile SA | 5.48 mm | 6.65 mm principal | 1.59 | Debt | Long | Chile |
STWD Starwood Property Trust Inc | 5.38 mm | 5.71 mm principal | 1.57 | Debt | Long | USA |
Arcelik AS | 5.27 mm | 5.00 mm principal | 1.54 | Debt | Long | Turkey |
NSC Norfolk Southern Corp. | 5.27 mm | 7.00 mm principal | 1.54 | Debt | Long | USA |
Power Finance Corp Ltd | 5.21 mm | 5.40 mm principal | 1.52 | Debt | Long | India |
Metropolitan Transportation Authority, New York, Transportation Revenue Bonds, Taxable Green Climate Certified Series 2020C-2 | 5.19 mm | 5.30 mm principal | 1.51 | Debt | Long | USA |
Triton International Ltd | 5.16 mm | 269.00 k shares | 1.50 | Preferred equity | Long | Bermuda |
United States Treasury Note/Bond | 5.05 mm | 4.93 mm principal | 1.47 | Debt | Long | USA |
AMG Affiliated Managers Group Inc. | 4.99 mm | 300.00 k shares | 1.45 | Preferred equity | Long | USA |
Delta Air Lines 2019-1 Class AA Pass Through Trust | 4.96 mm | 5.00 mm principal | 1.44 | Debt | Long | USA |
Lloyds Banking Group PLC | 4.87 mm | 5.00 mm principal | 1.42 | Debt | Long | UK |
COMM 2020-CX Mortgage Trust | 4.87 mm | 7.89 mm principal | 1.42 | ABS-mortgage backed security | Long | USA |
Citigroup Inc | 4.80 mm | 5.00 mm principal | 1.40 | Debt | Long | USA |
EDP - Energias de Portugal SA | 4.64 mm | 5.00 mm principal | 1.35 | Debt | Long | Portugal |
Teck Resources Ltd | 4.63 mm | 5.00 mm principal | 1.35 | Debt | Long | Canada |
SK Battery America Inc | 4.62 mm | 5.00 mm principal | 1.35 | Debt | Long | USA |
Swiss Re Finance Luxembourg SA | 4.58 mm | 4.80 mm principal | 1.34 | Debt | Long | Luxembourg |
Star Energy Geothermal Darajat II / Star Energy Geothermal Salak | 4.58 mm | 5.00 mm principal | 1.33 | Debt | Long | Bermuda |
SO Southern Company | 4.55 mm | 5.00 mm principal | 1.33 | Debt | Long | USA |
Freddie Mac Multifamily ML Certificates | 4.48 mm | 45.74 mm principal | 1.31 | ABS-mortgage backed security | Long | USA |
Clearway Energy Operating LLC | 4.43 mm | 5.10 mm principal | 1.29 | Debt | Long | USA |
Sociedad de Transmision Austral SA | 4.41 mm | 5.00 mm principal | 1.29 | Debt | Long | Chile |
Freddie Mac Multifamily ML Certificates | 4.38 mm | 28.24 mm principal | 1.28 | ABS-mortgage backed security | Long | USA |
Mexico Government International Bond | 4.32 mm | 5.00 mm principal | 1.26 | Debt | Long | Mexico |
Natixis Commercial Mortgage Securities Trust 2019-MILE | 4.29 mm | 5.66 mm principal | 1.25 | ABS-mortgage backed security | Long | USA |
AQN Algonquin Power & Utilities Corp | 4.23 mm | 5.00 mm principal | 1.23 | Debt | Long | Canada |
MFT Trust 2020-ABC | 4.19 mm | 10.00 mm principal | 1.22 | ABS-mortgage backed security | Long | USA |
LG Chem Ltd | 4.14 mm | 5.00 mm principal | 1.20 | Debt | Long | Korea, Republic of |
STWD Starwood Property Trust Inc | 4.07 mm | 4.29 mm principal | 1.18 | Debt | Long | USA |
Topaz Solar Farms LLC | 4.06 mm | 4.08 mm principal | 1.18 | Debt | Long | USA |
BAMLL Commercial Mortgage Securities Trust 2021-JACX | 4.01 mm | 5.00 mm principal | 1.17 | ABS-mortgage backed security | Long | USA |
CMS Consumers Energy Co | 3.97 mm | 200.00 k shares | 1.16 | Preferred equity | Long | USA |
SRE Sempra | 3.95 mm | 4.60 mm principal | 1.15 | Debt | Long | USA |
GATX GATX Corp. | 3.82 mm | 5.80 mm principal | 1.11 | Debt | Long | USA |
Chile Government International Bond | 3.80 mm | 5.00 mm principal | 1.11 | Debt | Long | Chile |
C Citigroup Inc | 3.65 mm | 4.25 mm principal | 1.06 | Debt | Long | USA |
Freddie Mac Multifamily ML Certificates | 3.58 mm | 64.98 mm principal | 1.04 | ABS-mortgage backed security | Long | USA |
Fixed Income Clearing Corp (FICC) | 3.58 mm | 3.58 mm principal | 1.04 | Repurchase agreement | Long | USA |
NYC Commercial Mortgage Trust 2021-909 | 3.55 mm | 7.42 mm principal | 1.03 | ABS-mortgage backed security | Long | USA |
DAN Dana Inc | 3.55 mm | 4.00 mm principal | 1.03 | Debt | Long | USA |
LYB International Finance III LLC | 3.54 mm | 5.00 mm principal | 1.03 | Debt | Long | USA |
Inversiones Latin America Power Ltda | 3.50 mm | 6.67 mm principal | 1.02 | Debt | Long | Chile |
JPMorgan Chase & Co | 3.47 mm | 3.58 mm principal | 1.01 | Debt | Long | USA |
Brookfield Renewable Partners LP | 3.41 mm | 200.00 k shares | 0.99 | Preferred equity | Long | Bermuda |
VZ Verizon Communications Inc | 3.32 mm | 5.00 mm principal | 0.97 | Debt | Long | USA |
Mosaic Solar Loan Trust 2020-1 | 3.11 mm | 4.90 mm principal | 0.91 | ABS-other | Long | USA |
Mexico Government International Bond | 3.04 mm | 3.15 mm principal | 0.88 | Debt | Long | Mexico |
JPMorgan Chase & Co | 2.97 mm | 3.25 mm principal | 0.87 | Debt | Long | USA |
Alen 2021-ACEN Mortgage Trust | 2.97 mm | 6.50 mm principal | 0.87 | ABS-mortgage backed security | Long | USA |
SLG Office Trust 2021-OVA | 2.93 mm | 3.86 mm principal | 0.85 | ABS-mortgage backed security | Long | USA |
F Ford Motor Co. | 2.92 mm | 3.51 mm principal | 0.85 | Debt | Long | USA |
Southern Co Gas Capital Corp | 2.69 mm | 4.00 mm principal | 0.78 | Debt | Long | USA |
BBCMS Mortgage Trust 2020-C6 | 2.65 mm | 4.00 mm principal | 0.77 | ABS-mortgage backed security | Long | USA |
Solar Star Funding LLC | 2.64 mm | 2.67 mm principal | 0.77 | Debt | Long | USA |
Benchmark 2019-B10 Mortgage Trust | 2.64 mm | 3.84 mm principal | 0.77 | ABS-mortgage backed security | Long | USA |
Freddie Mac Multifamily ML Certificates | 2.59 mm | 24.66 mm principal | 0.75 | ABS-mortgage backed security | Long | USA |
Tesla Auto Lease Trust 2021-B | 2.42 mm | 2.50 mm principal | 0.71 | ABS-other | Long | USA |
CMS Consumers Energy Co | 2.26 mm | 2.50 mm principal | 0.66 | Debt | Long | USA |
SUMIT 2022-BVUE Mortgage Trust | 2.16 mm | 3.50 mm principal | 0.63 | ABS-mortgage backed security | Long | USA |
NextEra Energy Operating Partners LP | 2.13 mm | 2.03 mm principal | 0.62 | Debt | Long | USA |
Community Preservation Corp/The | 2.10 mm | 2.40 mm principal | 0.61 | Debt | Long | USA |
YMCA of Greater New York | 2.06 mm | 2.31 mm principal | 0.60 | Debt | Long | USA |
UEP Penonome II SA | 2.01 mm | 2.64 mm principal | 0.58 | Debt | Long | Panama |
YMCA of Greater New York | 1.99 mm | 2.16 mm principal | 0.58 | Debt | Long | USA |
CMS Consumers Energy Co | 1.97 mm | 2.50 mm principal | 0.57 | Debt | Long | USA |
United States Treasury Note/Bond | 1.94 mm | 1.92 mm principal | 0.57 | Debt | Long | USA |
City of Detroit, Michigan, General Obligation Bonds, Series 2021 | 1.92 mm | 2.25 mm principal | 0.56 | Debt | Long | USA |
Consolidated Edison Co of New York Inc | 1.86 mm | 2.24 mm principal | 0.54 | Debt | Long | USA |
GTC Aurora Luxembourg SA | 1.83 mm | 2.25 mm principal | 0.53 | Debt | Long | Luxembourg |
New York Public Library Astor Lenox & Tilden Foundations/The/NY | 1.80 mm | 2.04 mm principal | 0.52 | Debt | Long | USA |
Hudson Yards 2019-55HY Mortgage Trust | 1.80 mm | 2.50 mm principal | 0.52 | ABS-mortgage backed security | Long | USA |
Leeward Renewable Energy Operations LLC | 1.74 mm | 2.00 mm principal | 0.51 | Debt | Long | USA |
HAT Holdings I LLC / HAT Holdings II LLC | 1.68 mm | 2.00 mm principal | 0.49 | Debt | Long | USA |
GoodLeap Sustainable Home Solutions Trust 2021-4 | 1.68 mm | 2.31 mm principal | 0.49 | ABS-other | Long | USA |
Host Hotels & Resorts LP | 1.68 mm | 2.00 mm principal | 0.49 | Debt | Long | USA |
Brookfield Infrastructure Partners LP | 1.66 mm | 100.43 k shares | 0.48 | Preferred equity | Long | Bermuda |
CX Cemex S.A.B. De C.V. | 1.65 mm | 1.55 mm principal | 0.48 | Debt | Long | Mexico |
VST Vistra Corp | 1.48 mm | 1.50 mm principal | 0.43 | Debt | Long | USA |
AES AES Corp. | 1.47 mm | 1.75 mm principal | 0.43 | Debt | Long | USA |
GoodLeap Sustainable Home Solutions Trust 2021-3 | 1.38 mm | 2.13 mm principal | 0.40 | ABS-other | Long | USA |
Mosaic Solar Loan Trust 2019-2 | 1.31 mm | 4.29 mm principal | 0.38 | ABS-other | Long | USA |
Detroit, Wayne County, Michigan, General Obligation Bonds, Taxable Series 2021B | 1.23 mm | 1.58 mm principal | 0.36 | Debt | Long | USA |
SLG Office Trust 2021-OVA | 1.20 mm | 80.37 mm principal | 0.35 | ABS-mortgage backed security | Long | USA |
ExGen Renewables IV, LLC, Term Loan | 1.07 mm | 1.07 mm principal | 0.31 | Loan | Long | USA |
J.P. Morgan Chase Commercial Mortgage Securities Trust 2018-AON | 1.07 mm | 5.00 mm principal | 0.31 | ABS-mortgage backed security | Long | USA |
County of Gallatin, Montana, Series 2022 | 1.06 mm | 1.00 mm principal | 0.31 | Debt | Long | USA |
HAT Holdings I LLC / HAT Holdings II LLC | 1.04 mm | 1.00 mm principal | 0.30 | Debt | Long | USA |
Frontier Issuer LLC | 992.93 k | 1.00 mm principal | 0.29 | ABS-other | Long | USA |
Frontier Issuer LLC | 985.29 k | 1.00 mm principal | 0.29 | ABS-other | Long | USA |
City of Detroit, Michigan, General Obligation Bonds, Series 2021 | 898.13 k | 1.00 mm principal | 0.26 | Debt | Long | USA |
Brookfield Property Partners LP | 895.12 k | 77.90 k shares | 0.26 | Preferred equity | Long | Bermuda |
Arizona Industrial Development Authority, Arizona, Education Revenue Bonds, KIPPC NYC Public Charter Schools - Gerard Facility Project, Series 2021C | 707.57 k | 810.00 k principal | 0.21 | Debt | Long | USA |
C-NY | 674.24 k | 1.00 contracts | 0.20 | DFE | N/A | USA |
Hudson Yards 2016-10HY Mortgage Trust | 632.58 k | 680.00 k principal | 0.18 | ABS-mortgage backed security | Long | USA |
C-NY | 563.91 k | 1.00 contracts | 0.16 | DFE | N/A | USA |
Natixis Commercial Mortgage Securities Trust 2019-MILE | 494.68 k | 700.00 k principal | 0.14 | ABS-mortgage backed security | Long | USA |
MS Autotech Co Ltd | 482.12 k | 1.00 contracts | 0.14 | DFE | N/A | USA |
MS Autotech Co Ltd | 479.35 k | 1.00 contracts | 0.14 | DFE | N/A | USA |
JPM-NA | 478.94 k | 1.00 contracts | 0.14 | DFE | N/A | USA |
City of Detroit, Michigan, General Obligation Bonds, Series 2021 | 438.01 k | 500.00 k principal | 0.13 | Debt | Long | USA |
City of Detroit, Michigan, General Obligation Bonds, Series 2021 | 353.24 k | 425.00 k principal | 0.10 | Debt | Long | USA |
C-NY | 344.78 k | 1.00 contracts | 0.10 | DFE | N/A | USA |
District of Columbia Water and Sewer Authority, Public Utility Revenue Bonds, Taxable Senior Lien Green Series 2014A | 253.48 k | 254.00 k principal | 0.07 | Debt | Long | USA |
C-NY | 204.85 k | 1.00 contracts | 0.06 | DFE | N/A | USA |
Fort Wayne, Indiana Economic Development, Solid Waste Facility Revenue Bonds, Do Good Foods LLC Fort Wayne, Taxable Series 2022A-2 | 23.44 | 234.36 k principal | 0.00 | Debt | Long | USA |
Toronto-Dominion Bank/The | -12.00 mm | -12.00 mm principal | -3.50 | Repurchase agreement | Short | USA |
Societe Generale SA | -33.82 mm | -33.82 mm principal | -9.85 | Repurchase agreement | Short | France |