Fund profile
Total assets
$152.44 mm
Liabilities
$25.97 mm
Net assets
$126.47 mm
Number of holdings
927.00
Top 200 of 927 Holdings
Security | $Holding | Balance | % of Fund | Category | Position | Country |
---|---|---|---|---|---|---|
U.S. Treasury Notes/Bonds | 9.13 mm | 8.70 mm principal | 7.22 | Debt | Long | USA |
Uniform Mortgage-Backed Securities, TBA | 6.07 mm | 6.14 mm principal | 4.80 | ABS-mortgage backed security | Long | USA |
Invesco Treasury Portfolio, Institutional Class | 4.73 mm | 4.73 mm shares | 3.74 | Short-term investment vehicle | Long | USA |
Uniform Mortgage-Backed Securities, TBA | 4.72 mm | 4.70 mm principal | 3.73 | ABS-mortgage backed security | Long | USA |
U.S. Treasury Notes/Bonds | 4.69 mm | 4.64 mm principal | 3.71 | Debt | Long | USA |
Invesco Private Prime Fund | 4.45 mm | 4.45 mm shares | 3.52 | Short-term investment vehicle | Long | USA |
U.S. Treasury Notes/Bonds | 4.39 mm | 4.29 mm principal | 3.47 | Debt | Long | USA |
Invesco Government & Agency Portfolio, Institutional Class | 4.14 mm | 4.14 mm shares | 3.27 | Short-term investment vehicle | Long | USA |
U.S. Treasury Notes/Bonds | 3.28 mm | 3.05 mm principal | 2.59 | Debt | Long | USA |
Uniform Mortgage-Backed Securities, TBA | 3.12 mm | 3.40 mm principal | 2.47 | ABS-mortgage backed security | Long | USA |
Invesco Liquid Assets Portfolio | 2.97 mm | 2.97 mm shares | 2.35 | Short-term investment vehicle | Long | USA |
Government National Mortgage Association, TBA | 2.62 mm | 2.69 mm principal | 2.07 | ABS-mortgage backed security | Long | USA |
Government National Mortgage Association, TBA | 2.10 mm | 2.09 mm principal | 1.66 | ABS-mortgage backed security | Long | USA |
Invesco Private Government Fund | 1.74 mm | 1.74 mm shares | 1.38 | Short-term investment vehicle | Long | USA |
U.S. Treasury Notes/Bonds | 1.54 mm | 1.49 mm principal | 1.22 | Debt | Long | USA |
U.S. Treasury Notes/Bonds | 1.49 mm | 1.47 mm principal | 1.18 | Debt | Long | USA |
Piedmont Operating Partnership, L.P. | 856.20 k | 810.00 k principal | 0.68 | Debt | Long | USA |
Uniform Mortgage-Backed Securities, TBA | 745.17 k | 831.00 k principal | 0.59 | ABS-mortgage backed security | Long | USA |
Madison Park Funding XLVIII Ltd., Series 2021-48A, Class A | 742.93 k | 742.00 k principal | 0.59 | ABS-collateralized bond/debt obligation | Long | Cayman Islands |
Bain Capital Credit CLO Ltd., Series 2017-2A, Class AR2 | 731.18 k | 731.00 k principal | 0.58 | ABS-collateralized bond/debt obligation | Long | Cayman Islands |
U.S. Treasury Notes/Bonds | 697.86 k | 691.00 k principal | 0.55 | Debt | Long | USA |
COMM Mortgage Trust, Series 2014-CR21, Class AM | 679.37 k | 715.00 k principal | 0.54 | ABS-mortgage backed security | Long | USA |
CSAIL Commercial Mortgage Trust, Series 2020-C19, Class A3 | 653.48 k | 776.00 k principal | 0.52 | ABS-mortgage backed security | Long | USA |
MAG Mutual Holding Co. | 631.87 k | 784.00 k principal | 0.50 | Debt | Long | USA |
Morgan Stanley Bank of America Merrill Lynch Trust, Series 2014-C19, Class AS | 576.01 k | 595.00 k principal | 0.46 | ABS-mortgage backed security | Long | USA |
Avis Budget Rental Car Funding (AESOP) LLC, Series 2022-1A, Class A | 535.30 k | 560.00 k principal | 0.42 | ABS-other | Long | USA |
TICP CLO XV Ltd., Series 2020-15A, Class A | 521.64 k | 521.00 k principal | 0.41 | ABS-collateralized bond/debt obligation | Long | Cayman Islands |
COMM Mortgage Trust, Series 2014-UBS6, Class AM | 448.14 k | 475.00 k principal | 0.35 | ABS-mortgage backed security | Long | USA |
U.S. Treasury Bills | 446.02 k | 453.00 k principal | 0.35 | Debt | Long | USA |
Banco Santander S.A. | 438.00 k | 400.00 k principal | 0.35 | Debt | Long | Spain |
Zaxby's Funding LLC, Series 2021-1A, Class A2 | 435.18 k | 499.99 k principal | 0.34 | ABS-other | Long | USA |
OCP CLO Ltd., Series 2020-8RA, Class A1 | 433.56 k | 433.00 k principal | 0.34 | ABS-collateralized bond/debt obligation | Long | Cayman Islands |
Banco Santander S.A. | 429.58 k | 400.00 k principal | 0.34 | Debt | Long | Spain |
Synchrony Card Funding LLC, Series 2022-A2, Class A | 420.79 k | 428.00 k principal | 0.33 | ABS-other | Long | USA |
Australia and New Zealand Banking Group Ltd. | 414.12 k | 387.00 k principal | 0.33 | Debt | Long | Australia |
EC Ecopetrol SA | 407.87 k | 375.00 k principal | 0.32 | Debt | Long | Colombia |
Octagon Investment Partners 31 Ltd., Series 2017-1A, Class AR | 403.58 k | 403.33 k principal | 0.32 | ABS-collateralized bond/debt obligation | Long | Cayman Islands |
Flagstar Mortgage Trust, Series 2021-11IN, Class A6 | 402.58 k | 461.80 k principal | 0.32 | ABS-mortgage backed security | Long | USA |
Octagon Investment Partners 49 Ltd., Series 2020-5A, Class A1 | 400.52 k | 400.00 k principal | 0.32 | ABS-collateralized bond/debt obligation | Long | Cayman Islands |
MUFG Mitsubishi UFJ Financial Group, Inc. | 390.41 k | 359.00 k principal | 0.31 | Debt | Long | Japan |
Westpac Banking Corp. | 377.26 k | 347.00 k principal | 0.30 | Debt | Long | Australia |
U.S. Treasury Ultra Bonds Future | 374.67 k | 29.00 contracts | 0.30 | Interest rate derivative | N/A | N/A |
Uniform Mortgage-Backed Securities, TBA | 371.96 k | 455.00 k principal | 0.29 | ABS-mortgage backed security | Long | USA |
CVI CVR Energy Inc | 371.46 k | 373.00 k principal | 0.29 | Debt | Long | USA |
APO Apollo Global Management Inc - Ordinary Shares - Class A (New) | 370.16 k | 13.48 k shares | 0.29 | Preferred equity | Long | USA |
Qdoba Funding LLC, Series 2023-1A, Class A2 | 369.23 k | 358.00 k principal | 0.29 | ABS-other | Long | USA |
Avis Budget Rental Car Funding (AESOP) LLC, Series 2023-4A, Class A | 357.27 k | 354.00 k principal | 0.28 | ABS-other | Long | USA |
Ford Motor Credit Co. LLC | 354.32 k | 339.00 k principal | 0.28 | Debt | Long | USA |
GS Goldman Sachs Group, Inc. | 349.83 k | 334.00 k principal | 0.28 | Debt | Long | USA |
AMSR Trust, Series 2021-SFR3, Class B | 340.66 k | 380.00 k principal | 0.27 | ABS-mortgage backed security | Long | USA |
HSBC HSBC Holdings plc | 339.89 k | 315.00 k principal | 0.27 | Debt | Long | UK |
Foundry JV Holdco LLC | 335.22 k | 326.00 k principal | 0.27 | Debt | Long | USA |
Federation des caisses Desjardins du Quebec | 335.16 k | 337.00 k principal | 0.27 | Debt | Long | Canada |
TierPoint Issuer LLC, Series 2023-1A, Class A2 | 334.58 k | 352.00 k principal | 0.26 | ABS-other | Long | USA |
Emerald Debt Merger Sub L.L.C. | 333.37 k | 326.00 k principal | 0.26 | Debt | Long | USA |
Gabon Blue Bond Master Trust | 331.41 k | 341.00 k principal | 0.26 | Debt | Long | USA |
Golub Capital Partners CLO 40B Ltd., Series 2019-40A, Class AR | 326.56 k | 330.00 k principal | 0.26 | ABS-collateralized bond/debt obligation | Long | Cayman Islands |
Life Mortgage Trust, Series 2021-BMR, Class B | 326.17 k | 334.21 k principal | 0.26 | ABS-mortgage backed security | Long | USA |
Bank of Nova Scotia (The) | 318.67 k | 306.00 k principal | 0.25 | Debt | Long | Canada |
SG Residential Mortgage Trust, Series 2022-1, Class A1 | 315.95 k | 349.12 k principal | 0.25 | ABS-mortgage backed security | Long | USA |
BX Trust, Series 2022-LBA6, Class A | 315.03 k | 320.00 k principal | 0.25 | ABS-mortgage backed security | Long | USA |
Credit Suisse Mortgage Capital Trust, Series 2022-ATH1, Class A1A | 314.28 k | 335.50 k principal | 0.25 | ABS-mortgage backed security | Long | USA |
Frontier Issuer LLC, Series 2023-1, Class A2 | 310.40 k | 311.23 k principal | 0.25 | ABS-other | Long | USA |
Bayview MSR Opportunity Master Fund Trust, Series 2021-5, Class A2 | 310.16 k | 376.56 k principal | 0.25 | ABS-mortgage backed security | Long | USA |
Textainer Marine Containers VII Ltd., Series 2021-2A, Class A | 309.44 k | 346.13 k principal | 0.24 | ABS-other | Long | Bermuda |
Angel Oak Mortgage Trust, Series 2022-1, Class A1 | 309.00 k | 344.44 k principal | 0.24 | ABS-mortgage backed security | Long | USA |
Credit Agricole S.A. | 305.15 k | 310.00 k principal | 0.24 | Debt | Long | France |
CNXC Concentrix Corp. | 301.57 k | 293.00 k principal | 0.24 | Debt | Long | USA |
Wells Fargo & Co. | 301.51 k | 277.00 k principal | 0.24 | Debt | Long | USA |
Morgan Stanley Bank, N.A. | 299.34 k | 291.00 k principal | 0.24 | Debt | Long | USA |
SMFG Sumitomo Mitsui Financial Group Inc | 298.33 k | 279.00 k principal | 0.24 | Debt | Long | Japan |
Starwood Mortgage Residential Trust, Series 2021-6, Class A1 | 295.47 k | 357.44 k principal | 0.23 | ABS-mortgage backed security | Long | USA |
Standard Chartered PLC | 294.82 k | 288.00 k principal | 0.23 | Debt | Long | UK |
Government National Mortgage Association, TBA | 292.19 k | 345.00 k principal | 0.23 | ABS-mortgage backed security | Long | USA |
COLT Mortgage Loan Trust, Series 2022-3, Class A1 | 291.96 k | 308.68 k principal | 0.23 | ABS-mortgage backed security | Long | USA |
OHA Loan Funding Ltd., Series 2016-1A, Class AR | 288.29 k | 287.94 k principal | 0.23 | ABS-collateralized bond/debt obligation | Long | Cayman Islands |
Bank of America Corp. | 282.56 k | 232.00 k principal | 0.22 | Debt | Long | USA |
U.S. Treasury Long Bond Future | 280.87 k | 31.00 contracts | 0.22 | Interest rate derivative | N/A | N/A |
GPC Genuine Parts Co. | 279.50 k | 263.00 k principal | 0.22 | Debt | Long | USA |
J.P. Morgan Mortgage Trust, Series 2021-LTV2, Class A1 | 278.40 k | 337.04 k principal | 0.22 | ABS-mortgage backed security | Long | USA |
Intesa Sanpaolo S.p.A. | 275.83 k | 251.00 k principal | 0.22 | Debt | Long | Italy |
OBX Trust, Series 2022-NQM2, Class A1 | 274.89 k | 307.69 k principal | 0.22 | ABS-mortgage backed security | Long | USA |
STT State Street Corp. | 274.16 k | 265.00 k principal | 0.22 | Debt | Long | USA |
Credit Suisse Mortgage Capital Trust, Series 2022-ATH2, Class A1 | 273.31 k | 279.02 k principal | 0.22 | ABS-mortgage backed security | Long | USA |
Fannie Mae Connecticut Avenue Securities, Series 2022-R03, Class 1M1 | 270.93 k | 267.68 k principal | 0.21 | ABS-mortgage backed security | Long | USA |
KKR CLO 30 Ltd., Series 30A, Class A1R | 268.34 k | 268.00 k principal | 0.21 | ABS-collateralized bond/debt obligation | Long | Cayman Islands |
Neuberger Berman Loan Advisers CLO 24 Ltd., Series 2017-24A, Class AR | 265.44 k | 265.48 k principal | 0.21 | ABS-collateralized bond/debt obligation | Long | Cayman Islands |
Bayview MSR Opportunity Master Fund Trust, Series 2021-5, Class A1 | 264.83 k | 308.82 k principal | 0.21 | ABS-mortgage backed security | Long | USA |
Mercedes-Benz Finance North America LLC | 261.13 k | 256.00 k principal | 0.21 | Debt | Long | USA |
Goldentree Loan Management US CLO 5 Ltd., Series 2019-5A, Class AR | 260.34 k | 260.00 k principal | 0.21 | ABS-collateralized bond/debt obligation | Long | Cayman Islands |
Med Trust, Series 2021-MDLN, Class A | 258.91 k | 263.73 k principal | 0.20 | ABS-mortgage backed security | Long | USA |
JPMorgan Chase & Co. | 258.13 k | 238.00 k principal | 0.20 | Debt | Long | USA |
Ellington Financial Mortgage Trust, Series 2022-3, Class A1 | 258.01 k | 259.54 k principal | 0.20 | ABS-mortgage backed security | Long | USA |
Toronto-Dominion Bank (The) | 257.69 k | 247.00 k principal | 0.20 | Debt | Long | Canada |
Bayview MSR Opportunity Master Fund Trust, Series 2021-4, Class A3 | 256.83 k | 299.92 k principal | 0.20 | ABS-mortgage backed security | Long | USA |
PII Polaris Inc | 253.40 k | 238.00 k principal | 0.20 | Debt | Long | USA |
GS Mortgage Securities Trust, Series 2020-GC47, Class A5 | 253.20 k | 300.00 k principal | 0.20 | ABS-mortgage backed security | Long | USA |
ZF North America Capital, Inc. | 250.74 k | 235.00 k principal | 0.20 | Debt | Long | USA |
Neuberger Berman Loan Advisers CLO 40 Ltd., Series 2021-40A, Class A | 250.32 k | 250.00 k principal | 0.20 | ABS-collateralized bond/debt obligation | Long | Cayman Islands |
Verus Securitization Trust, Series 2021-7, Class A1 | 250.13 k | 286.62 k principal | 0.20 | ABS-mortgage backed security | Long | USA |
Symphony CLO XXII Ltd., Series 2020-22A, Class A1A | 250.00 k | 250.00 k principal | 0.20 | ABS-collateralized bond/debt obligation | Long | Cayman Islands |
BPCE S.A. | 249.46 k | 250.00 k principal | 0.20 | Debt | Long | France |
C Citigroup Inc | 248.58 k | 245.00 k principal | 0.20 | Debt | Long | USA |
Ford Motor Credit Co. LLC | 248.40 k | 242.00 k principal | 0.20 | Debt | Long | USA |
Bayview MSR Opportunity Master Fund Trust, Series 2021-4, Class A4 | 246.66 k | 299.92 k principal | 0.20 | ABS-mortgage backed security | Long | USA |
Citigroup Mortgage Loan Trust, Series 2021-INV3, Class A3 | 246.22 k | 298.93 k principal | 0.19 | ABS-mortgage backed security | Long | USA |
Cedar Funding IX CLO Ltd., Series 2018-9A, Class A1 | 246.17 k | 245.91 k principal | 0.19 | ABS-collateralized bond/debt obligation | Long | Cayman Islands |
Metropolitan Life Global Funding I | 244.39 k | 240.00 k principal | 0.19 | Debt | Long | USA |
Sumitomo Mitsui Trust Bank, Ltd. | 243.95 k | 237.00 k principal | 0.19 | Debt | Long | Japan |
BX Commercial Mortgage Trust, Series 2021-VOLT, Class A | 243.84 k | 250.00 k principal | 0.19 | ABS-mortgage backed security | Long | USA |
Progress Residential Trust, Series 2022-SFR5, Class A | 243.80 k | 251.62 k principal | 0.19 | ABS-mortgage backed security | Long | USA |
OPEC Fund for International Development (The) | 243.73 k | 245.00 k principal | 0.19 | Debt | Long | XX |
OCP CLO Ltd., Series 2017-13A, Class A1AR | 242.75 k | 242.68 k principal | 0.19 | ABS-collateralized bond/debt obligation | Long | Cayman Islands |
Manufacturers and Traders Trust Co. | 242.44 k | 250.00 k principal | 0.19 | Debt | Long | USA |
Onslow Bay Mortgage Loan Trust, Series 2021-NQM4, Class A1 | 241.99 k | 294.73 k principal | 0.19 | ABS-mortgage backed security | Long | USA |
Bayview MSR Opportunity Master Fund Trust, Series 2021-4, Class A8 | 241.97 k | 276.89 k principal | 0.19 | ABS-mortgage backed security | Long | USA |
Synovus Bank | 240.39 k | 250.00 k principal | 0.19 | Debt | Long | USA |
Charter Communications Operating LLC/Charter Communications Operating Capital Corp. | 239.47 k | 227.00 k principal | 0.19 | Debt | Long | USA |
McDonald's Corp. | 239.23 k | 235.00 k principal | 0.19 | Debt | Long | USA |
Cooperatieve Rabobank U.A. | 238.45 k | 250.00 k principal | 0.19 | Debt | Long | Netherlands |
Starwood Mortgage Residential Trust, Series 2022-1, Class A1 | 235.14 k | 274.33 k principal | 0.19 | ABS-mortgage backed security | Long | USA |
Tricon American Homes Trust, Series 2020-SFR2, Class A | 232.58 k | 265.36 k principal | 0.18 | ABS-mortgage backed security | Long | USA |
HBAN Huntington Bancshares, Inc. | 232.14 k | 225.00 k principal | 0.18 | Debt | Long | USA |
BX Commercial Mortgage Trust, Series 2021-ACNT, Class A | 231.91 k | 235.00 k principal | 0.18 | ABS-mortgage backed security | Long | USA |
Cosan Luxembourg S.A. | 229.94 k | 220.00 k principal | 0.18 | Debt | Long | Luxembourg |
Credit Suisse Group AG | 229.88 k | 217.00 k principal | 0.18 | Debt | Long | Switzerland |
SCHW Charles Schwab Corp. | 229.87 k | 218.00 k principal | 0.18 | Debt | Long | USA |
Verus Securitization Trust, Series 2022-3, Class A1 | 228.69 k | 244.61 k principal | 0.18 | ABS-mortgage backed security | Long | USA |
JPMorgan Chase & Co. | 228.34 k | 225.00 k principal | 0.18 | Debt | Long | USA |
Wells Fargo & Co. | 228.17 k | 224.00 k principal | 0.18 | Debt | Long | USA |
OBX Trust, Series 2022-NQM1, Class A1 | 227.51 k | 263.95 k principal | 0.18 | ABS-mortgage backed security | Long | USA |
C Citigroup Inc | 226.22 k | 221.00 k principal | 0.18 | Debt | Long | USA |
BX Trust, Series 2022-LBA6, Class B | 225.98 k | 230.00 k principal | 0.18 | ABS-mortgage backed security | Long | USA |
GS Mortgage-Backed Securities Trust, Series 2021-INV1, Class A6 | 225.25 k | 257.80 k principal | 0.18 | ABS-mortgage backed security | Long | USA |
Electricite de France | 223.78 k | 200.00 k principal | 0.18 | Debt | Long | France |
Manufacturers and Traders Trust Co. | 223.60 k | 230.00 k principal | 0.18 | Debt | Long | USA |
UBS Group AG | 223.26 k | 201.00 k principal | 0.18 | Debt | Long | Switzerland |
SQM Sociedad Quimica Y Minera de Chile S.A. | 223.23 k | 210.00 k principal | 0.18 | Debt | Long | Chile |
BHP Billiton Finance (USA) Ltd. | 223.07 k | 215.00 k principal | 0.18 | Debt | Long | Australia |
CCO Holdings, LLC/CCO Holdings Capital Corp. | 222.19 k | 225.00 k principal | 0.18 | Debt | Long | USA |
Bimbo Bakeries USA, Inc. | 222.12 k | 200.00 k principal | 0.18 | Debt | Long | USA |
BCS Barclays plc | 221.44 k | 207.00 k principal | 0.18 | Debt | Long | UK |
Ford Motor Credit Co. LLC | 220.54 k | 209.00 k principal | 0.17 | Debt | Long | USA |
Ford Motor Credit Co. LLC | 219.91 k | 204.00 k principal | 0.17 | Debt | Long | USA |
BX Commercial Mortgage Trust, Series 2021-VOLT, Class B | 219.35 k | 225.00 k principal | 0.17 | ABS-mortgage backed security | Long | USA |
CRBG Corebridge Financial Inc. | 218.90 k | 214.00 k principal | 0.17 | Debt | Long | USA |
BBVA Banco Bilbao Vizcaya Argentaria. | 217.75 k | 200.00 k principal | 0.17 | Debt | Long | Spain |
MFA Trust, Series 2021-INV2, Class A1 | 217.68 k | 256.50 k principal | 0.17 | ABS-mortgage backed security | Long | USA |
Costa Rica Government International Bond | 217.50 k | 200.00 k principal | 0.17 | Debt | Long | Costa Rica |
MUFG Mitsubishi UFJ Financial Group, Inc. | 216.37 k | 213.00 k principal | 0.17 | Debt | Long | Japan |
HUM Humana Inc. | 216.29 k | 202.00 k principal | 0.17 | Debt | Long | USA |
UBS Group AG | 216.26 k | 200.00 k principal | 0.17 | Debt | Long | Switzerland |
CK Hutchison International (23) Ltd. | 215.66 k | 215.00 k principal | 0.17 | Debt | Long | Cayman Islands |
J.P. Morgan Chase Commercial Mortgage Securities Trust, Series 2014-C20, Class AS | 214.54 k | 220.00 k principal | 0.17 | ABS-mortgage backed security | Long | USA |
BBVA Banco Bilbao Vizcaya Argentaria. | 214.42 k | 200.00 k principal | 0.17 | Debt | Long | Spain |
Intesa Sanpaolo S.p.A. | 213.34 k | 200.00 k principal | 0.17 | Debt | Long | Italy |
Banco Santander S.A. | 213.10 k | 200.00 k principal | 0.17 | Debt | Long | Spain |
Alexander Funding Trust II | 212.35 k | 202.00 k principal | 0.17 | Debt | Long | USA |
Minerva Luxembourg S.A. | 211.81 k | 200.00 k principal | 0.17 | Debt | Long | Luxembourg |
GreenSaif Pipelines Bidco S.a.r.l. | 211.79 k | 200.00 k principal | 0.17 | Debt | Long | Luxembourg |
GTCR W-2 Merger Sub LLC | 211.47 k | 200.00 k principal | 0.17 | Debt | Long | USA |
JPMBB Commercial Mortgage Securities Trust, Series 2014-C24, Class B | 211.32 k | 245.00 k principal | 0.17 | ABS-mortgage backed security | Long | USA |
Texas (State of) Transportation Commission (Central Texas Turnpike System), Series 2020 C, Ref. RB | 210.77 k | 280.00 k principal | 0.17 | Debt | Long | USA |
Bimbo Bakeries USA, Inc. | 210.50 k | 200.00 k principal | 0.17 | Debt | Long | USA |
Federal National Mortgage Association | 210.33 k | 224.68 k principal | 0.17 | ABS-mortgage backed security | Long | USA |
Republic of Uzbekistan International Bond | 209.88 k | 200.00 k principal | 0.17 | Debt | Long | Uzbekistan |
Ford Motor Credit Co. LLC | 209.40 k | 200.00 k principal | 0.17 | Debt | Long | USA |
COLT Mortgage Loan Trust, Series 2022-2, Class A1 | 209.38 k | 230.57 k principal | 0.17 | ABS-mortgage backed security | Long | USA |
GreenSaif Pipelines Bidco S.a.r.l. | 208.85 k | 200.00 k principal | 0.17 | Debt | Long | Luxembourg |
UBS AG | 207.55 k | 200.00 k principal | 0.16 | Debt | Long | Switzerland |
Trinidad & Tobago Government International Bond | 207.55 k | 200.00 k principal | 0.16 | Debt | Long | Trinidad and Tobago |
Nationwide Building Society | 207.16 k | 200.00 k principal | 0.16 | Debt | Long | UK |
Banco Santander S.A. | 206.94 k | 200.00 k principal | 0.16 | Debt | Long | Spain |
HSBC HSBC Holdings plc | 206.94 k | 207.00 k principal | 0.16 | Debt | Long | UK |
Bayer US Finance LLC | 206.82 k | 200.00 k principal | 0.16 | Debt | Long | USA |
New Residential Mortgage Loan Trust, Series 2022-NQM2, Class A1 | 206.43 k | 225.58 k principal | 0.16 | ABS-mortgage backed security | Long | USA |
STT State Street Corp. | 206.04 k | 194.00 k principal | 0.16 | Debt | Long | USA |
Bayer US Finance LLC | 205.92 k | 200.00 k principal | 0.16 | Debt | Long | USA |
MFG Mizuho Financial Group, Inc. | 205.88 k | 200.00 k principal | 0.16 | Debt | Long | Japan |
Progress Residential Trust, Series 2021-SFR10, Class A | 205.81 k | 236.97 k principal | 0.16 | ABS-mortgage backed security | Long | USA |
Enel Finance International N.V. | 205.14 k | 200.00 k principal | 0.16 | Debt | Long | Netherlands |
Bayer US Finance LLC | 204.60 k | 200.00 k principal | 0.16 | Debt | Long | USA |
Sasol Financing USA LLC | 204.26 k | 200.00 k principal | 0.16 | Debt | Long | USA |
Race Point VIII CLO Ltd., Series 2013-8A, Class AR2 | 203.62 k | 203.37 k principal | 0.16 | ABS-collateralized bond/debt obligation | Long | Cayman Islands |
Bank of America Corp. | 203.48 k | 197.00 k principal | 0.16 | Debt | Long | USA |
Standard Chartered PLC | 203.42 k | 200.00 k principal | 0.16 | Debt | Long | UK |
Sumitomo Mitsui Trust Bank, Ltd. | 203.33 k | 200.00 k principal | 0.16 | Debt | Long | Japan |
Verus Securitization Trust, Series 2022-1, Class A1 | 202.78 k | 225.37 k principal | 0.16 | ABS-mortgage backed security | Long | USA |
POSCO | 201.77 k | 200.00 k principal | 0.16 | Debt | Long | Korea, Republic of |
McDonald's Corp. | 201.55 k | 196.00 k principal | 0.16 | Debt | Long | USA |
Oceanview Mortgage Trust, Series 2021-3, Class A5 | 201.53 k | 230.19 k principal | 0.16 | ABS-mortgage backed security | Long | USA |
RUN Trust, Series 2022-NQM1, Class A1 | 200.98 k | 211.39 k principal | 0.16 | ABS-mortgage backed security | Long | USA |
U.S. Treasury 10 Year Notes Future | 200.65 k | 64.00 contracts | 0.16 | Interest rate derivative | N/A | N/A |
COLT Mortgage Loan Trust, Series 2022-1, Class A1 | 200.63 k | 229.13 k principal | 0.16 | ABS-mortgage backed security | Long | USA |
MUFG Mitsubishi UFJ Financial Group, Inc. | 200.26 k | 200.00 k principal | 0.16 | Debt | Long | Japan |
Credit Agricole S.A. | 200.20 k | 200.00 k principal | 0.16 | Debt | Long | France |
Multibank Inc. | 200.17 k | 200.00 k principal | 0.16 | Debt | Long | Panama |
OBX Trust, Series 2022-NQM2, Class A1B | 198.16 k | 235.00 k principal | 0.16 | ABS-mortgage backed security | Long | USA |
OBX Trust, Series 2022-NQM2, Class A1A | 197.24 k | 215.31 k principal | 0.16 | ABS-mortgage backed security | Long | USA |
BMY Bristol-Myers Squibb Co. | 196.02 k | 183.00 k principal | 0.15 | Debt | Long | USA |