Fund profile
Total assets
$279.22 mm
Liabilities
$116.72 mm
Net assets
$162.50 mm
Number of holdings
129.00
129 Holdings
Security | $Holding | Balance | % of Fund | Category | Position | Country |
---|---|---|---|---|---|---|
Colombian TES | 18.91 mm | 98.12 bn principal | 11.64 | Debt | Long | Colombia |
Brazil Notas do Tesouro Nacional Serie F | 13.96 mm | 70.72 mm principal | 8.59 | Debt | Long | Brazil |
Brazil Notas do Tesouro Nacional Serie F | 11.30 mm | 55.80 mm principal | 6.95 | Debt | Long | Brazil |
Colombian TES | 9.97 mm | 43.77 bn principal | 6.13 | Debt | Long | Colombia |
Mexican Bonos | 8.68 mm | 170.40 mm principal | 5.34 | Debt | Long | Mexico |
Ginnie Mae II Pool | 8.64 mm | 8.58 mm principal | 5.31 | ABS-mortgage backed security | Long | USA |
Republic of South Africa Government Bond | 8.10 mm | 206.30 mm principal | 4.99 | Debt | Long | South Africa |
Bank of America Corp | 7.82 mm | 6.35 mm principal | 4.81 | Debt | Long | USA |
GS Goldman Sachs Group, Inc. | 7.79 mm | 7.00 mm principal | 4.79 | Debt | Long | USA |
Mexican Bonos | 7.33 mm | 146.00 mm principal | 4.51 | Debt | Long | Mexico |
Avolon Holdings Funding Ltd | 5.30 mm | 5.18 mm principal | 3.26 | Debt | Long | Cayman Islands |
Mexican Bonos | 4.70 mm | 94.10 mm principal | 2.89 | Debt | Long | Mexico |
Petroleos Mexicanos | 4.64 mm | 5.29 mm principal | 2.86 | Debt | Long | Mexico |
Teine Energy Ltd | 3.81 mm | 4.00 mm principal | 2.34 | Debt | Long | Canada |
Western Asset Premier Institutional US Treasury Reserves | 3.70 mm | 3.70 mm shares | 2.28 | Short-term investment vehicle | Long | USA |
WRLD World Acceptance Corp. | 3.52 mm | 3.80 mm principal | 2.16 | Debt | Long | USA |
GrubHub Holdings Inc | 3.49 mm | 4.00 mm principal | 2.15 | Debt | Long | USA |
KeyBank NA/Cleveland OH | 3.48 mm | 3.50 mm principal | 2.14 | Debt | Long | USA |
Blue Owl Technology Finance Corp | 3.24 mm | 3.39 mm principal | 1.99 | Debt | Long | USA |
PRAA PRA Group Inc | 2.99 mm | 3.70 mm principal | 1.84 | Debt | Long | USA |
TGB Taseko Mines Ltd. | 2.95 mm | 3.00 mm principal | 1.82 | Debt | Long | Canada |
FANG Diamondback Energy Inc | 2.92 mm | 2.74 mm principal | 1.80 | Debt | Long | USA |
CNXC Concentrix Corp. | 2.74 mm | 2.70 mm principal | 1.69 | Debt | Long | USA |
Affinity Interactive | 2.72 mm | 3.00 mm principal | 1.67 | Debt | Long | USA |
DVA DaVita Inc | 2.66 mm | 3.00 mm principal | 1.63 | Debt | Long | USA |
FM First Quantum Minerals Ltd | 2.65 mm | 2.92 mm principal | 1.63 | Debt | Long | Canada |
Freddie Mac Pool | 2.50 mm | 2.53 mm principal | 1.54 | ABS-mortgage backed security | Long | USA |
Sprint Spectrum Co LLC / Sprint Spectrum Co II LLC / Sprint Spectrum Co III LLC | 2.47 mm | 2.48 mm principal | 1.52 | Debt | Long | USA |
Freedom Mortgage Corp | 2.46 mm | 2.47 mm principal | 1.51 | Debt | Long | USA |
NFE New Fortress Energy Inc - Ordinary Shares | 2.42 mm | 2.50 mm principal | 1.49 | Debt | Long | USA |
Freedom Mortgage Corp | 2.40 mm | 2.50 mm principal | 1.48 | Debt | Long | USA |
Magnolia Oil & Gas Operating LLC / Magnolia Oil & Gas Finance Corp | 2.29 mm | 2.32 mm principal | 1.41 | Debt | Long | USA |
BOC Aviation USA Corp | 2.28 mm | 2.30 mm principal | 1.40 | Debt | Long | USA |
Eagle RE 2021-2 Ltd | 2.24 mm | 2.23 mm principal | 1.38 | ABS-mortgage backed security | Long | Bermuda |
COF Capital One Financial Corp. | 2.21 mm | 2.00 mm principal | 1.36 | Debt | Long | USA |
Energian Israel Finance Ltd | 2.19 mm | 2.50 mm principal | 1.35 | Debt | Long | Israel |
Connect Finco SARL / Connect US Finco LLC | 2.15 mm | 2.20 mm principal | 1.32 | Debt | Long | N/A |
GFR Greenfire Resources Ltd. | 2.07 mm | 2.00 mm principal | 1.28 | Debt | Long | Canada |
Solaris Midstream Holdings LLC | 2.01 mm | 2.00 mm principal | 1.23 | Debt | Long | USA |
Aethon United BR LP / Aethon United Finance Corp | 1.98 mm | 2.00 mm principal | 1.22 | Debt | Long | USA |
Ginnie Mae II Pool | 1.92 mm | 1.89 mm principal | 1.18 | ABS-mortgage backed security | Long | USA |
CACC Credit Acceptance Corp. | 1.92 mm | 1.92 mm principal | 1.18 | Debt | Long | USA |
Ginnie Mae II Pool | 1.91 mm | 1.88 mm principal | 1.18 | ABS-mortgage backed security | Long | USA |
Braskem Netherlands Finance BV | 1.91 mm | 2.00 mm principal | 1.17 | Debt | Long | Netherlands |
ANGI Group LLC | 1.89 mm | 2.20 mm principal | 1.17 | Debt | Long | USA |
US Airways 2012-2 Class A Pass Through Trust | 1.89 mm | 1.93 mm principal | 1.16 | Debt | Long | USA |
Sabre GLBL Inc | 1.87 mm | 2.00 mm principal | 1.15 | Debt | Long | USA |
VGR Vector Group Ltd | 1.85 mm | 2.00 mm principal | 1.14 | Debt | Long | USA |
Freddie Mac STACR REMIC Trust 2022-DNA2 | 1.84 mm | 1.80 mm principal | 1.13 | ABS-mortgage backed security | Long | USA |
DISH DISH Network CORP | 1.80 mm | 3.07 mm principal | 1.11 | Debt | Long | USA |
IEA Energy Services LLC | 1.77 mm | 1.88 mm principal | 1.09 | Debt | Long | USA |
Blackstone Secured Lending Fund | 1.67 mm | 1.75 mm principal | 1.03 | Debt | Long | USA |
Ginnie Mae II Pool | 1.60 mm | 1.59 mm principal | 0.99 | ABS-mortgage backed security | Long | USA |
Ginnie Mae II Pool | 1.60 mm | 1.59 mm principal | 0.98 | ABS-mortgage backed security | Long | USA |
Ginnie Mae II Pool | 1.59 mm | 1.58 mm principal | 0.98 | ABS-mortgage backed security | Long | USA |
FM First Quantum Minerals Ltd | 1.48 mm | 1.50 mm principal | 0.91 | Debt | Long | Canada |
Freddie Mac STACR REMIC Trust 2020-DNA3 | 1.47 mm | 1.34 mm principal | 0.91 | ABS-mortgage backed security | Long | USA |
Geopark Ltd | 1.45 mm | 1.62 mm principal | 0.89 | Debt | Long | Bermuda |
Nissan Motor Co Ltd | 1.44 mm | 1.50 mm principal | 0.89 | Debt | Long | Japan |
TPB Turning Point Brands Inc | 1.44 mm | 1.48 mm principal | 0.89 | Debt | Long | USA |
CITGO Petroleum Corp | 1.42 mm | 1.43 mm principal | 0.88 | Debt | Long | USA |
Talos Production Inc | 1.42 mm | 1.38 mm principal | 0.87 | Debt | Long | USA |
Freddie Mac STACR REMIC Trust 2023-HQA1 | 1.40 mm | 1.38 mm principal | 0.86 | ABS-mortgage backed security | Long | USA |
Banco Santander SA | 1.40 mm | 1.40 mm principal | 0.86 | Debt | Long | Spain |
NWG NatWest Group Plc | 1.39 mm | 1.84 mm principal | 0.86 | Debt | Long | UK |
Mohegan Tribal Gaming Authority | 1.36 mm | 1.45 mm principal | 0.84 | Debt | Long | USA |
MSTR Microstrategy Inc. - Ordinary Shares | 1.35 mm | 1.41 mm principal | 0.83 | Debt | Long | USA |
CNX CNX Resources Corp | 1.27 mm | 1.31 mm principal | 0.78 | Debt | Long | USA |
RMAC Securities No 1 PLC | 1.24 mm | 1.21 mm principal | 0.76 | ABS-mortgage backed security | Long | UK |
VSAT Viasat, Inc. | 1.22 mm | 1.30 mm principal | 0.75 | Debt | Long | USA |
SierraCol Energy Andina LLC | 1.20 mm | 1.42 mm principal | 0.74 | Debt | Long | USA |
CommScope Inc | 1.19 mm | 1.37 mm principal | 0.73 | Debt | Long | USA |
GPS Gap, Inc. | 1.15 mm | 1.40 mm principal | 0.71 | Debt | Long | USA |
Navios South American Logistics Inc / Navios Logistics Finance US Inc | 1.14 mm | 1.14 mm principal | 0.70 | Debt | Long | N/A |
Michaels Cos Inc/The | 1.10 mm | 1.40 mm principal | 0.68 | Debt | Long | USA |
FANG Diamondback Energy Inc | 1.06 mm | 1.00 mm principal | 0.65 | Debt | Long | USA |
OBDC Blue Owl Capital Corp | 1.06 mm | 1.09 mm principal | 0.65 | Debt | Long | USA |
DISH DISH Network CORP | 1.04 mm | 1.00 mm principal | 0.64 | Debt | Long | USA |
YPF SA | 1.01 mm | 1.01 mm principal | 0.62 | Debt | Long | Argentina |
Ginnie Mae II Pool | 1.00 mm | 994.21 k principal | 0.62 | ABS-mortgage backed security | Long | USA |
Altice France SA/France | 999.45 k | 1.19 mm principal | 0.62 | Debt | Long | France |
Enact Holdings Inc | 998.60 k | 1.00 mm principal | 0.61 | Debt | Long | USA |
Lindblad Expeditions LLC | 992.03 k | 1.00 mm principal | 0.61 | Debt | Long | USA |
Wells Fargo Commercial Mortgage Trust 2019-C51 | 970.11 k | 1.50 mm principal | 0.60 | ABS-mortgage backed security | Long | USA |
GPS Hospitality Holding Co LLC / GPS Finco Inc | 968.95 k | 1.23 mm principal | 0.60 | Debt | Long | USA |
Simmons Foods Inc/Simmons Prepared Foods Inc/Simmons Pet Food Inc/Simmons Feed | 959.54 k | 1.12 mm principal | 0.59 | Debt | Long | USA |
Braskem Idesa SAPI | 944.56 k | 1.34 mm principal | 0.58 | Debt | Long | Mexico |
Leviathan Bond Ltd | 934.50 k | 1.00 mm principal | 0.58 | Debt | Long | Israel |
TCBI Texas Capital Bancshares, Inc. | 921.96 k | 1.00 mm principal | 0.57 | Debt | Long | USA |
Bank of America Merrill Lynch Commercial Mortgage Trust 2017-BNK3 | 919.61 k | 38.36 mm principal | 0.57 | ABS-mortgage backed security | Long | USA |
Freddie Mac STACR Trust 2019-DNA2 | 832.42 k | 826.80 k principal | 0.51 | ABS-mortgage backed security | Long | USA |
XHR LP | 784.64 k | 850.00 k principal | 0.48 | Debt | Long | USA |
Consolidated Communications Inc | 729.36 k | 890.00 k principal | 0.45 | Debt | Long | USA |
VSTO Vista Outdoor Inc | 712.39 k | 730.00 k principal | 0.44 | Debt | Long | USA |
Altice France Holding SA | 677.55 k | 1.52 mm principal | 0.42 | Debt | Long | Luxembourg |
Grupo Axo SAPI de CV | 645.28 k | 690.00 k principal | 0.40 | Debt | Long | Mexico |
Viking Cruises Ltd | 641.68 k | 645.00 k principal | 0.39 | Debt | Long | Bermuda |
US 5 YEAR TREASURY NOTE | 623.45 k | 295.00 contracts | 0.38 | Interest rate derivative | N/A | USA |
Sabre GLBL Inc | 620.61 k | 628.00 k principal | 0.38 | Debt | Long | USA |
AmeriGas Partners LP / AmeriGas Finance Corp | 606.25 k | 625.00 k principal | 0.37 | Debt | Long | USA |
CommScope Inc | 592.85 k | 1.35 mm principal | 0.36 | Debt | Long | USA |
10 YEAR US TREASURY NOTE | 587.18 k | 166.00 contracts | 0.36 | Interest rate derivative | N/A | USA |
Marriott Ownership Resorts Inc | 521.86 k | 580.00 k principal | 0.32 | Debt | Long | USA |
Minerva Luxembourg SA | 519.26 k | 630.00 k principal | 0.32 | Debt | Long | Luxembourg |
DLX Deluxe Corp. | 509.21 k | 565.00 k principal | 0.31 | Debt | Long | USA |
Colombia Telecomunicaciones SA ESP | 499.25 k | 775.00 k principal | 0.31 | Debt | Long | Colombia |
NFE New Fortress Energy Inc - Ordinary Shares | 440.00 k | 445.00 k principal | 0.27 | Debt | Long | USA |
EUR/USD FORWARD
J.P. MORGAN SECURITIES LLC
|
410.53 k | 1.00 contracts | 0.25 | DFE | N/A | USA |
Anywhere Real Estate Group LLC / Anywhere Co-Issuer Corp | 396.58 k | 437.60 k principal | 0.24 | Debt | Long | USA |
Liberty Interactive LLC | 382.78 k | 725.00 k principal | 0.24 | Debt | Long | USA |
Oaktown Re VI Ltd | 342.72 k | 341.88 k principal | 0.21 | ABS-mortgage backed security | Long | Bermuda |
ATP Tower Holdings LLC / Andean Tower Partners Colombia SAS / Andean Telecom Par | 274.35 k | 300.00 k principal | 0.17 | Debt | Long | N/A |
SYNA Synaptics Inc | 253.00 k | 285.00 k principal | 0.16 | Debt | Long | USA |
CommScope Inc | 213.26 k | 495.00 k principal | 0.13 | Debt | Long | USA |
Air Canada 2020-2 Class A Pass Through Trust | 139.48 k | 141.40 k principal | 0.09 | Debt | Long | Canada |
Hughes Satellite Systems Corp | 136.99 k | 200.00 k principal | 0.08 | Debt | Long | USA |
BANK 2017-BNK4 | 124.66 k | 3.80 mm principal | 0.08 | ABS-mortgage backed security | Long | USA |
NGD New Gold Inc | 99.60 k | 100.00 k principal | 0.06 | Debt | Long | Canada |
NASDAQ 100 E-MINI | 52.01 k | -8.00 contracts | 0.03 | Equity derivative | N/A | USA |
Realogy Group LLC / Realogy Co-Issuer Corp | 20.83 k | 28.00 k principal | 0.01 | Debt | Long | USA |
USD/MXN FORWARD
CITIGROUP GLOBAL MARKETS INC.
|
14.45 k | 1.00 contracts | 0.01 | DFE | N/A | USA |
BRL/USD FORWARD
HSBC SECURITIES (USA) INC.
|
12.38 k | 1.00 contracts | 0.01 | DFE | N/A | USA |
WFRBS Commercial Mortgage Trust 2013-C15 | 40.15 | 4.02 mm principal | 0.00 | ABS-mortgage backed security | Long | USA |
USD/MXN FORWARD
GOLDMAN SACHS & CO. LLC
|
-6.88 k | 1.00 contracts | -0.00 | DFE | N/A | USA |
COP/USD FORWARD
J.P. MORGAN SECURITIES LLC
|
-92.34 k | 1.00 contracts | -0.06 | DFE | N/A | USA |
USD/AUD FORWARD
J.P. MORGAN SECURITIES LLC
|
-121.47 k | 1.00 contracts | -0.07 | DFE | N/A | USA |
NOK/USD FORWARD
MORGAN STANLEY & CO. LLC
|
-191.96 k | 1.00 contracts | -0.12 | DFE | N/A | USA |
CDS CENTURYLINK INC | -303.00 k | 1.00 contracts | -0.19 | Credit derivative | N/A | USA |
USD/EUR FORWARD
J.P. MORGAN SECURITIES LLC
|
-447.03 k | 1.00 contracts | -0.28 | DFE | N/A | USA |