Fund profile
Tickers
FXIMX
Fund manager
Total assets
$2.21 bn
Liabilities
$862.55 mm
Net assets
$1.35 bn
Number of holdings
973.00
Top 200 of 973 Holdings
Security | $Holding | Balance | % of Fund | Category | Position | Country |
---|---|---|---|---|---|---|
GNMA II TBA 30 YR 2.5 JUMBOS | 298.91 mm | 350.90 mm principal | 22.17 | ABS-mortgage backed security | Long | USA |
FNMA TBA 30 YR 4.5 SINGLE FAMILY MORTGAGE | 94.32 mm | 99.00 mm principal | 6.99 | ABS-mortgage backed security | Long | USA |
FED HM LN PC POOL SD8244 FR 09/52 FIXED 4 | 66.14 mm | 71.37 mm principal | 4.90 | ABS-mortgage backed security | Long | USA |
FNMA TBA 30 YR 6.5 SINGLE FAMILY MORTGAGE | 51.09 mm | 50.00 mm principal | 3.79 | ABS-mortgage backed security | Long | USA |
TSY INFL IX N/B 04/28 1.25 | 49.95 mm | 51.40 mm principal | 3.70 | Debt | Long | USA |
FNMA TBA 30 YR 5.5 SINGLE FAMILY MORTGAGE | 47.87 mm | 48.10 mm principal | 3.55 | ABS-mortgage backed security | Long | USA |
FNMA TBA 30 YR 5 SINGLE FAMILY MORTGAGE | 46.85 mm | 48.00 mm principal | 3.47 | ABS-mortgage backed security | Long | USA |
FNMA POOL FM9482 FN 11/51 FIXED VAR | 41.29 mm | 47.74 mm principal | 3.06 | ABS-mortgage backed security | Long | USA |
FNMA TBA 30 YR 4.5 SINGLE FAMILY MORTGAGE | 39.05 mm | 41.00 mm principal | 2.90 | ABS-mortgage backed security | Long | USA |
PIMCO PRV SHORT TERM FLT III MUTUAL FUND | 34.25 mm | 3.52 mm principal | 2.54 | Short-term investment vehicle | Long | USA |
TSY INFL IX N/B 01/34 1.75 | 31.52 mm | 31.91 mm principal | 2.34 | Debt | Long | USA |
FNMA TBA 30 YR 5 SINGLE FAMILY MORTGAGE | 30.25 mm | 31.00 mm principal | 2.24 | ABS-mortgage backed security | Long | USA |
FED HM LN PC POOL SD8341 FR 07/53 FIXED 5 | 23.29 mm | 23.86 mm principal | 1.73 | ABS-mortgage backed security | Long | USA |
GSAMP TRUST GSAMP 2007 FM2 A1 | 21.44 mm | 36.98 mm principal | 1.59 | ABS-mortgage backed security | Long | USA |
MORGAN STANLEY SR UNSECURED 04/34 VAR | 19.85 mm | 20.00 mm principal | 1.47 | Debt | Long | USA |
CIM TRUST CIM 2023 R2 A1 144A | 17.23 mm | 17.25 mm principal | 1.28 | ABS-mortgage backed security | Long | USA |
BANK OF AMERICA CORP SR UNSECURED 04/34 VAR | 14.96 mm | 15.00 mm principal | 1.11 | Debt | Long | USA |
CITIGROUP INC SR UNSECURED 11/30 VAR | 13.33 mm | 15.00 mm principal | 0.99 | Debt | Long | USA |
GOLDEN ST TOBACCO SECURITIZATI GLDGEN 06/50 FIXED 3.85 | 12.65 mm | 13.49 mm principal | 0.94 | Debt | Long | USA |
SYMPHONY CLO LTD SYMP 2023 39A A 144A | 12.55 mm | 12.50 mm principal | 0.93 | ABS-collateralized bond/debt obligation | Long | Bermuda |
NEW RESIDENTIAL MORTGAGE LOAN NRZT 2023 NQM1 A1A 144A | 12.23 mm | 12.08 mm principal | 0.91 | ABS-mortgage backed security | Long | USA |
MAGNETITE CLO LTD MAGNE 2023 39A A 144A | 11.55 mm | 11.50 mm principal | 0.86 | ABS-collateralized bond/debt obligation | Long | Cayman Islands |
FED REPUBLIC OF BRAZIL SR UNSECURED 03/34 6.125 | 11.39 mm | 11.50 mm principal | 0.84 | Debt | Long | Brazil |
BEAR STEARNS ASSET BACKED SECU BSABS 2007 HE2 2A4 | 11.20 mm | 11.88 mm principal | 0.83 | ABS-mortgage backed security | Long | USA |
DRYDEN LEVERAGED LOAN CDO DRYD 2017 27A AR 144A | 10.68 mm | 10.02 mm principal | 0.79 | ABS-collateralized bond/debt obligation | Long | Ireland |
C Citigroup Inc | 10.57 mm | 10.00 mm principal | 0.78 | Debt | Long | USA |
FORD MOTOR CREDIT CO LLC SR UNSECURED 05/28 6.8 | 10.39 mm | 10.00 mm principal | 0.77 | Debt | Long | USA |
WHITEHORSE LTD WITEH 2018 12A A 144A | 10.35 mm | 10.35 mm principal | 0.77 | ABS-collateralized bond/debt obligation | Long | Cayman Islands |
COUNTRYWIDE ASSET BACKED CERTI CWL 2007 9 1A | 9.55 mm | 11.18 mm principal | 0.71 | ABS-mortgage backed security | Long | USA |
CITIGROUP MORTGAGE LOAN TRUST CMLTI 2007 AHL3 A1 144A | 9.35 mm | 10.98 mm principal | 0.69 | ABS-mortgage backed security | Long | USA |
KKR FINANCIAL CLO LTD KKR 9 AR2 144A | 9.34 mm | 9.32 mm principal | 0.69 | ABS-collateralized bond/debt obligation | Long | Cayman Islands |
MAN GLG EURO CLO GLGE 6A AR 144A | 9.23 mm | 8.59 mm principal | 0.68 | ABS-collateralized bond/debt obligation | Long | Ireland |
MORGAN STANLEY CAPITAL INC MSAC 2006 NC1 M2 | 9.16 mm | 10.00 mm principal | 0.68 | ABS-mortgage backed security | Long | USA |
UBS GROUP AG SR UNSECURED 144A 02/35 VAR | 9.05 mm | 9.00 mm principal | 0.67 | Debt | Long | Switzerland |
ARES CLO LTD ARES 2015 4A A1R 144A | 8.67 mm | 8.67 mm principal | 0.64 | ABS-collateralized bond/debt obligation | Long | Cayman Islands |
OBDC Blue Owl Capital Corp | 8.58 mm | 9.70 mm principal | 0.64 | Debt | Long | USA |
TPG REAL ESTATE FINANCE TRTX 2021 FL4 A 144A | 8.37 mm | 8.54 mm principal | 0.62 | ABS-collateralized bond/debt obligation | Long | Cayman Islands |
FSK FS KKR Capital Corp | 8.17 mm | 9.00 mm principal | 0.61 | Debt | Long | USA |
BPCE SA 144A 10/34 VAR | 8.17 mm | 7.50 mm principal | 0.61 | Debt | Long | France |
JP MORGAN MORTGAGE TRUST JPMMT 2021 INV6 A2 144A | 7.97 mm | 9.44 mm principal | 0.59 | ABS-mortgage backed security | Long | USA |
ANTARES HOLDINGS SR UNSECURED 144A 08/28 7.95 | 7.85 mm | 7.55 mm principal | 0.58 | Debt | Long | USA |
BPCE SA 144A 10/29 VAR | 7.85 mm | 7.50 mm principal | 0.58 | Debt | Long | France |
TEXAS ELECTRIC MKT STABL SR SECURED 144A 02/52 5.167 | 7.68 mm | 7.70 mm principal | 0.57 | Debt | Long | USA |
LONG BEACH MORTGAGE LOAN TRUST LBMLT 2005 1 M4 | 7.45 mm | 7.62 mm principal | 0.55 | ABS-mortgage backed security | Long | USA |
CREDIT SUISSE MORTGAGE TRUST CSMC 2021 NQM7 A1 144A | 7.38 mm | 8.66 mm principal | 0.55 | ABS-mortgage backed security | Long | USA |
FNMA TBA 30 YR 3 SINGLE FAMILY MORTGAGE | 7.31 mm | 8.50 mm principal | 0.54 | ABS-mortgage backed security | Long | USA |
CASTLELAKE LP FIRST LIEN TERM LOAN | 7.16 mm | 8.06 mm principal | 0.53 | Loan | Long | USA |
VIBRANT CLO LTD VIBR 2017 7A A1R 144A | 7.16 mm | 7.16 mm principal | 0.53 | ABS-collateralized bond/debt obligation | Long | Cayman Islands |
BSPRT ISSUER, LTD. BSPRT 2022 FL9 A 144A | 7.02 mm | 7.00 mm principal | 0.52 | ABS-collateralized bond/debt obligation | Long | USA |
LEHMAN XS TRUST LXS 2006 16N A4A | 6.99 mm | 8.16 mm principal | 0.52 | ABS-mortgage backed security | Long | USA |
WAMU MORTGAGE PASS THROUGH CER WAMU 2007 OA6 1A | 6.97 mm | 8.77 mm principal | 0.52 | ABS-mortgage backed security | Long | USA |
BANCO SANTANDER SA 03/30 VAR | 6.80 mm | 6.80 mm principal | 0.50 | Debt | Long | Spain |
COUNTRYWIDE ASSET BACKED CERTI CWL 2006 15 A4 | 6.69 mm | 6.90 mm principal | 0.50 | ABS-mortgage backed security | Long | USA |
VB S1 ISSUER LLC VBTOW 2020 2A A 144A | 6.63 mm | 7.00 mm principal | 0.49 | ABS-other | Long | USA |
MRVL Marvell Technology Inc | 6.57 mm | 6.65 mm principal | 0.49 | Debt | Long | USA |
TREASURY BILL 05/24 0.00000 | 6.57 mm | 6.60 mm principal | 0.49 | Debt | Long | USA |
LCM LTD PARTNERSHIP LCM 15A AR2 144A | 6.54 mm | 6.54 mm principal | 0.48 | ABS-collateralized bond/debt obligation | Long | Cayman Islands |
BCAP LLC TRUST BCAP 2008 IND1 A1 | 6.53 mm | 8.63 mm principal | 0.48 | ABS-mortgage backed security | Long | USA |
BALLYROCK LTD BALLY 2021 16A A1 144A | 6.50 mm | 6.50 mm principal | 0.48 | ABS-collateralized bond/debt obligation | Long | Cayman Islands |
CONSTELLATION INSURC INC SR UNSECURED 144A 01/30 6.8 | 6.16 mm | 6.30 mm principal | 0.46 | Debt | Long | USA |
MADISON PARK EURO FUNDING MDPKE 14A A1R 144A | 6.12 mm | 5.70 mm principal | 0.45 | ABS-collateralized bond/debt obligation | Long | Ireland |
WELLS FARGO + COMPANY SR UNSECURED 03/33 VAR | 6.08 mm | 7.00 mm principal | 0.45 | Debt | Long | USA |
LIBERTY MUTUAL GROUP INC COMPANY GUAR 144A 12/51 VAR | 6.06 mm | 6.70 mm principal | 0.45 | Debt | Long | USA |
SG MORTGAGE SECURITIES TRUST SGMS 2006 FRE2 A2C | 6.05 mm | 27.57 mm principal | 0.45 | ABS-mortgage backed security | Long | USA |
LYG Lloyds Banking Group plc | 5.99 mm | 6.00 mm principal | 0.44 | Debt | Long | UK |
COUNTRYWIDE ASSET BACKED CERTI CWL 2006 22 1A | 5.95 mm | 6.72 mm principal | 0.44 | ABS-mortgage backed security | Long | USA |
SOUND POINT CLO LTD SNDPT 2015 2A ARRR 144A | 5.90 mm | 5.90 mm principal | 0.44 | ABS-collateralized bond/debt obligation | Long | Cayman Islands |
BANC OF AMERICA FUNDING CORPOR BAFC 2015 R2 1A2 144A | 5.82 mm | 6.20 mm principal | 0.43 | ABS-mortgage backed security | Long | USA |
TOWD POINT MORTGAGE TRUST TPMT 2019 3 A1 144A | 5.69 mm | 5.93 mm principal | 0.42 | ABS-mortgage backed security | Long | USA |
CHASE MORTGAGE FINANCE CORPORA CHASE 2023 RPL2 A1 144A | 5.65 mm | 6.37 mm principal | 0.42 | ABS-mortgage backed security | Long | USA |
AURIUM CLO ACLO 3A AR 144A | 5.64 mm | 5.25 mm principal | 0.42 | ABS-collateralized bond/debt obligation | Long | Ireland |
BRUEGEL BRUEG 2021 1A A 144A | 5.63 mm | 5.41 mm principal | 0.42 | ABS-mortgage backed security | Long | Ireland |
CIT MORTGAGE LOAN TRUST CITM 2007 1 1M1 144A | 5.63 mm | 5.66 mm principal | 0.42 | ABS-mortgage backed security | Long | USA |
ASSET BACKED SECURITIES CORP H ABSHE 2007 HE1 A5 | 5.59 mm | 6.30 mm principal | 0.41 | ABS-mortgage backed security | Long | USA |
COF Capital One Financial Corp. | 5.53 mm | 5.00 mm principal | 0.41 | Debt | Long | USA |
BOWDOIN COLLEGE SR UNSECURED 07/12 4.693 | 5.52 mm | 6.60 mm principal | 0.41 | Debt | Long | USA |
AMER AGCREDIT ACA JR SUBORDINA 144A VAR | 5.49 mm | 6.00 mm shares | 0.41 | Preferred equity | Long | USA |
AVIATION CAPITAL GROUP SR UNSECURED 144A 10/28 6.75 | 5.48 mm | 5.25 mm principal | 0.41 | Debt | Long | USA |
GS Goldman Sachs Group, Inc. | 5.46 mm | 5.00 mm principal | 0.40 | Debt | Long | USA |
COUNTRYWIDE ALTERNATIVE LOAN T CWALT 2007 4CB 1A35 | 5.38 mm | 6.48 mm principal | 0.40 | ABS-mortgage backed security | Long | USA |
ASSET BACKED FUNDING CERTIFICA ABFC 2006 OPT3 A1 | 5.27 mm | 8.34 mm principal | 0.39 | ABS-mortgage backed security | Long | USA |
FORD MOTOR CREDIT CO LLC SR UNSECURED 11/27 7.35 | 5.25 mm | 5.00 mm principal | 0.39 | Debt | Long | USA |
SOUNDVIEW HOME EQUITY LOAN TRU SVHE 2006 OPT3 2A4 | 5.24 mm | 5.39 mm principal | 0.39 | ABS-mortgage backed security | Long | USA |
COUNTRYWIDE ASSET BACKED CERTI CWL 2006 14 1A | 5.17 mm | 5.55 mm principal | 0.38 | ABS-mortgage backed security | Long | USA |
OPTION ONE MORTGAGE LOAN TRUST OOMLT 2007 5 2A2 | 5.17 mm | 9.50 mm principal | 0.38 | ABS-mortgage backed security | Long | USA |
BETONY CLO 2, LTD. BTNY2 2018 1A A1 144A | 5.17 mm | 5.16 mm principal | 0.38 | ABS-collateralized bond/debt obligation | Long | Cayman Islands |
SPECIALTY UNDERWRITING + RESID SURF 2006 AB3 A2B | 5.17 mm | 7.75 mm principal | 0.38 | ABS-mortgage backed security | Long | USA |
ONSLOW BAY FINANCIAL LLC OBX 2023 NQM9 A1 144A | 5.16 mm | 5.05 mm principal | 0.38 | ABS-mortgage backed security | Long | USA |
BBVA Banco Bilbao Vizcaya Argentaria S.A. | 5.08 mm | 5.00 mm principal | 0.38 | Debt | Long | Spain |
WAMU ASSET BACKED CERTIFICATES WMHE 2007 HE3 1A | 5.08 mm | 5.48 mm principal | 0.38 | ABS-mortgage backed security | Long | USA |
MORGAN STANLEY SR UNSECURED REGS 04/32 VAR | 5.02 mm | 8.00 mm principal | 0.37 | Debt | Long | USA |
ESSEX PORTFOLIO LP COMPANY GUAR 04/34 5.5 | 5.01 mm | 5.00 mm principal | 0.37 | Debt | Long | USA |
ELMWOOD CLO VII LTD. ELMW7 2020 4A AR 144A | 4.82 mm | 4.80 mm principal | 0.36 | ABS-collateralized bond/debt obligation | Long | Cayman Islands |
GALLATIN LOAN MANAGEMENT, LLC GALL 2017 1A A1R 144A | 4.80 mm | 4.81 mm principal | 0.36 | ABS-collateralized bond/debt obligation | Long | Cayman Islands |
READYCAP COMMERCIAL MORTGAGE T RCMT 2022 FL10 A 144A | 4.67 mm | 4.63 mm principal | 0.35 | ABS-mortgage backed security | Long | USA |
APIDOS CLO LTD APID 2013 12A AR 144A | 4.63 mm | 4.63 mm principal | 0.34 | ABS-collateralized bond/debt obligation | Long | Cayman Islands |
TRUSTAGE FINANCIAL GROUP SR UNSECURED 144A 04/32 4.625 | 4.63 mm | 5.30 mm principal | 0.34 | Debt | Long | USA |
FORD MOTOR CREDIT CO LLC SR UNSECURED 03/26 6.95 | 4.59 mm | 4.50 mm principal | 0.34 | Debt | Long | USA |
BGC BGC Group, Inc. | 4.57 mm | 4.30 mm principal | 0.34 | Debt | Long | USA |
INTOWN 2022 STAY TOWN 2022 STAY A 144A | 4.53 mm | 4.50 mm principal | 0.34 | ABS-mortgage backed security | Long | USA |
TRESTLES CLO LTD TREST 2021 5A A1 144A | 4.51 mm | 4.50 mm principal | 0.33 | ABS-collateralized bond/debt obligation | Long | Cayman Islands |
C Citigroup Inc | 4.47 mm | 5.00 mm principal | 0.33 | Debt | Long | USA |
RENAISSANCE HOME EQUITY LOAN T RAMC 2006 1 AF3 | 4.45 mm | 9.55 mm principal | 0.33 | ABS-mortgage backed security | Long | USA |
AVOLON HOLDINGS FNDG LTD COMPANY GUAR 144A 04/26 4.25 | 4.44 mm | 4.60 mm principal | 0.33 | Debt | Long | Cayman Islands |
CVS CVS Health Corp | 4.41 mm | 4.26 mm principal | 0.33 | Debt | Long | USA |
ECMC GROUP STUDENT LOAN TRUST ECMC 2018 1A A 144A | 4.38 mm | 4.42 mm principal | 0.32 | ABS-other | Long | USA |
GS MORTGAGE SECURITIES TRUST GSMS 2016 GS3 WMB 144A | 4.37 mm | 5.00 mm principal | 0.32 | ABS-mortgage backed security | Long | USA |
NELNET STUDENT LOAN TRUST NSLT 2023 AA AFL 144A | 4.33 mm | 4.32 mm principal | 0.32 | ABS-other | Long | USA |
AGL CLO 6 LTD AGL 2020 6A AR 144A | 4.31 mm | 4.30 mm principal | 0.32 | ABS-collateralized bond/debt obligation | Long | Cayman Islands |
AMER AIRLN 15 1 A PTT PASS THRU CE 11/28 3.375 | 4.30 mm | 4.54 mm principal | 0.32 | Debt | Long | USA |
GCT COMMERCIAL MORTGAGE TRUST GCT 2021 GCT A 144A | 4.30 mm | 5.12 mm principal | 0.32 | ABS-mortgage backed security | Long | USA |
MASTR ASSET BACKED SECURITIES MABS 2005 NC2 A3 | 4.23 mm | 7.32 mm principal | 0.31 | ABS-mortgage backed security | Long | USA |
LEGACY MORTGAGE ASSET TRUST LMAT 2021 SL2 A 144A | 4.21 mm | 4.34 mm principal | 0.31 | ABS-mortgage backed security | Long | USA |
AMER AIRLINE 19 1AA PTT PASS THRU CE 08/33 3.15 | 4.21 mm | 4.70 mm principal | 0.31 | Debt | Long | USA |
SABRA HEALTH CARE LP COMPANY GUAR 10/29 3.9 | 4.15 mm | 4.60 mm principal | 0.31 | Debt | Long | USA |
BENCHMARK MORTGAGE TRUST BMARK 2019 B13 A4 | 4.10 mm | 4.57 mm principal | 0.30 | ABS-mortgage backed security | Long | USA |
NEWPORT BEACH CA COPS NPBCTF 07/40 FIXED 7.168 | 4.07 mm | 3.50 mm principal | 0.30 | Debt | Long | USA |
MORGAN STANLEY CAPITAL I TRUST MSC 2020 CNP A 144A | 4.06 mm | 5.00 mm principal | 0.30 | ABS-mortgage backed security | Long | USA |
MASS MUTUAL LIFE INS CO SUBORDINATED 144A 02/69 VAR | 4.03 mm | 4.50 mm principal | 0.30 | Debt | Long | USA |
FORD MOTOR CREDIT CO LLC SR UNSECURED 03/34 6.125 | 4.02 mm | 4.00 mm principal | 0.30 | Debt | Long | USA |
BX TRUST BX 2018 GW A 144A | 3.99 mm | 4.00 mm principal | 0.30 | ABS-mortgage backed security | Long | USA |
FRFHF Fairfax Financial Holdings LTD/ Can | 3.95 mm | 4.00 mm principal | 0.29 | Debt | Long | Canada |
BEAR STEARNS ASSET BACKED SECU BSABS 2007 HE6 2A | 3.94 mm | 4.51 mm principal | 0.29 | ABS-mortgage backed security | Long | USA |
RENAISSANCE HOME EQUITY LOAN T RAMC 2006 2 AF5 | 3.90 mm | 9.18 mm principal | 0.29 | ABS-mortgage backed security | Long | USA |
PARK PLACE SECURITIES INC PPSI 2004 WWF1 M5 | 3.89 mm | 3.94 mm principal | 0.29 | ABS-mortgage backed security | Long | USA |
NEW YORK MORTGAGE TRUST NYMT 2022 SP1 A1 144A | 3.88 mm | 3.98 mm principal | 0.29 | ABS-mortgage backed security | Long | USA |
NEWCASTLE MORTGAGE SECURITIES NCMT 2007 1 2A4 | 3.83 mm | 4.29 mm principal | 0.28 | ABS-mortgage backed security | Long | USA |
SCHW Charles Schwab Corp. | 3.83 mm | 4.20 mm shares | 0.28 | Preferred equity | Long | USA |
HARBORVIEW MORTGAGE LOAN TRUST HVMLT 2006 12 1A1A | 3.78 mm | 4.70 mm principal | 0.28 | ABS-mortgage backed security | Long | USA |
OCTANE RECEIVABLES TRUST OCTL 2023 3A A2 144A | 3.78 mm | 3.75 mm principal | 0.28 | ABS-other | Long | USA |
ALLY Ally Financial Inc | 3.71 mm | 3.60 mm principal | 0.27 | Debt | Long | USA |
CARLYLE FINANCE SUB LLC COMPANY GUAR 144A 09/29 3.5 | 3.71 mm | 4.00 mm principal | 0.27 | Debt | Long | USA |
CITIMORTGAGE ALTERNATIVE LOAN CMALT 2007 A6 1A7 | 3.60 mm | 4.12 mm principal | 0.27 | ABS-mortgage backed security | Long | USA |
MORGAN STANLEY REREMIC TRUST MSRR 2009 R3 1B 144A | 3.47 mm | 5.40 mm principal | 0.26 | ABS-mortgage backed security | Long | USA |
COUNTRYWIDE ALTERNATIVE LOAN T CWALT 2005 51 3A2A | 3.45 mm | 4.03 mm principal | 0.26 | ABS-mortgage backed security | Long | USA |
CHASE MORTGAGE FINANCE CORPORA CHASE 2023 RPL3 A1 144A | 3.43 mm | 3.89 mm principal | 0.25 | ABS-mortgage backed security | Long | USA |
GSAMP TRUST GSAMP 2007 FM1 A1 | 3.41 mm | 6.59 mm principal | 0.25 | ABS-mortgage backed security | Long | USA |
LEHMAN XS TRUST LXS 2005 9N 1A1 | 3.40 mm | 3.81 mm principal | 0.25 | ABS-mortgage backed security | Long | USA |
JP MORGAN CHASE COMMERCIAL MOR JPMCC 2023 CCDC A 144A | 3.35 mm | 3.20 mm principal | 0.25 | ABS-mortgage backed security | Long | USA |
TENNESSEE GAS PIPELINE COMPANY GUAR 144A 03/30 2.9 | 3.33 mm | 3.80 mm principal | 0.25 | Debt | Long | USA |
HSBC HSBC Holdings plc | 3.30 mm | 3.40 mm principal | 0.24 | Debt | Long | UK |
AMERIQUEST MORTGAGE SECURITIES AMSI 2005 R7 M3 | 3.30 mm | 3.36 mm principal | 0.24 | ABS-mortgage backed security | Long | USA |
BEAR STEARNS ASSET BACKED SECU BSABS 2005 AQ2 M1 | 3.28 mm | 3.30 mm principal | 0.24 | ABS-mortgage backed security | Long | USA |
MIDOCEAN CREDIT CLO MIDO 2018 8A A1R 144A | 3.26 mm | 3.25 mm principal | 0.24 | ABS-collateralized bond/debt obligation | Long | Cayman Islands |
CARRINGTON MORTGAGE LOAN TRUST CARR 2007 FRE1 A3 | 3.24 mm | 3.51 mm principal | 0.24 | ABS-mortgage backed security | Long | USA |
BDS LTD BDS 2022 FL12 A 144A | 3.22 mm | 3.20 mm principal | 0.24 | ABS-mortgage backed security | Long | USA |
COUNTRYWIDE ASSET BACKED CERTI CWL 2006 8 2A4 | 3.14 mm | 3.35 mm principal | 0.23 | ABS-mortgage backed security | Long | USA |
CIXXF CI Financial Corp. | 3.13 mm | 5.00 mm principal | 0.23 | Debt | Long | Canada |
VERUS SECURITIZATION TRUST VERUS 2021 8 A1 144A | 3.11 mm | 3.61 mm principal | 0.23 | ABS-mortgage backed security | Long | USA |
NMLT TRUST NLT 2021 INV2 A1 144A | 3.09 mm | 3.72 mm principal | 0.23 | ABS-mortgage backed security | Long | USA |
CREDIT SUISSE MORTGAGE TRUST CSMC 2021 RPL4 A1 144A | 3.06 mm | 3.14 mm principal | 0.23 | ABS-mortgage backed security | Long | USA |
BCS Barclays plc | 3.04 mm | 3.10 mm principal | 0.23 | Debt | Long | UK |
GA GLOBAL FUNDING TRUST SR SECURED 144A 01/29 5.5 | 3.01 mm | 3.00 mm principal | 0.22 | Debt | Long | USA |
ONSLOW BAY FINANCIAL LLC OBX 2023 NQM1 A1 144A | 2.96 mm | 2.96 mm principal | 0.22 | ABS-mortgage backed security | Long | USA |
NISSAN MOTOR CO SR UNSECURED 144A 09/30 4.81 | 2.90 mm | 3.10 mm principal | 0.21 | Debt | Long | Japan |
COUNTRYWIDE ALTERNATIVE LOAN T CWALT 2006 OC8 1A1 | 2.89 mm | 3.41 mm principal | 0.21 | ABS-mortgage backed security | Long | USA |
MORGAN STANLEY CAPITAL I TRUST MSC 2014 150E A 144A | 2.79 mm | 3.18 mm principal | 0.21 | ABS-mortgage backed security | Long | USA |
COUNTRYWIDE ASSET BACKED CERTI CWL 2006 7 1A | 2.78 mm | 3.01 mm principal | 0.21 | ABS-mortgage backed security | Long | USA |
GS MORTGAGE SECURITIES TRUST GSMS 2022 GTWY A 144A | 2.62 mm | 2.60 mm principal | 0.19 | ABS-mortgage backed security | Long | USA |
AMT American Tower Corp. | 2.60 mm | 2.60 mm principal | 0.19 | Debt | Long | USA |
DEEPHAVEN RESIDENTIAL MORTGAGE DRMT 2021 2 A1 144A | 2.56 mm | 2.96 mm principal | 0.19 | ABS-mortgage backed security | Long | USA |
LIBERTY MUTUAL GROUP INC COMPANY GUAR 144A 02/61 4.3 | 2.55 mm | 4.00 mm principal | 0.19 | Debt | Long | USA |
PCG+A Pacific Gas & Electric Co. | 2.53 mm | 3.00 mm principal | 0.19 | Debt | Long | USA |
ARGENT SECURITIES INC. ARSI 2005 W5 A2D | 2.53 mm | 2.83 mm principal | 0.19 | ABS-mortgage backed security | Long | USA |
FREMONT HOME LOAN TRUST FHLT 2006 1 2A4 | 2.53 mm | 2.75 mm principal | 0.19 | ABS-mortgage backed security | Long | USA |
RENAISSANCE HOME EQUITY LOAN T RAMC 2006 4 AF1 | 2.52 mm | 7.35 mm principal | 0.19 | ABS-mortgage backed security | Long | USA |
HARBORVIEW MORTGAGE LOAN TRUST HVMLT 2006 12 2A13 | 2.51 mm | 2.67 mm principal | 0.19 | ABS-mortgage backed security | Long | USA |
JP MORGAN CHASE COMMERCIAL MOR JPMCC 2021 2NU A 144A | 2.49 mm | 2.94 mm principal | 0.18 | ABS-mortgage backed security | Long | USA |
ALASKA AIRLINES 2020 TR PASS THRU CE 144A 02/29 4.8 | 2.48 mm | 2.54 mm principal | 0.18 | Debt | Long | USA |
GALAXY CLO LTD GALXY 2013 15A ARR 144A | 2.45 mm | 2.45 mm principal | 0.18 | ABS-collateralized bond/debt obligation | Long | Cayman Islands |
IPALCO ENTERPRISES INC SR SECURED 05/30 4.25 | 2.42 mm | 2.60 mm principal | 0.18 | Debt | Long | USA |
INDYMAC INDX MORTGAGE LOAN TRU INDX 2006 AR9 2A1 | 2.39 mm | 3.48 mm principal | 0.18 | ABS-mortgage backed security | Long | USA |
TREASURY BILL 04/24 0.00000 | 2.37 mm | 2.37 mm principal | 0.18 | Debt | Long | USA |
J.P. MORGAN ALTERNATIVE LOAN T JPALT 2006 A5 1A1 | 2.37 mm | 2.70 mm principal | 0.18 | ABS-mortgage backed security | Long | USA |
HSI ASSET SECURITIZATION CORPO HASC 2005 I1 2A4 | 2.34 mm | 2.48 mm principal | 0.17 | ABS-mortgage backed security | Long | USA |
NAVIENT STUDENT LOAN TRUST NAVSL 2023 BA B 144A | 2.30 mm | 2.20 mm principal | 0.17 | ABS-other | Long | USA |
ARROYO MORTGAGE TRUST ARRW 2022 2 A1 144A | 2.28 mm | 2.32 mm principal | 0.17 | ABS-mortgage backed security | Long | USA |
COUNTRYWIDE ASSET BACKED CERTI CWL 2007 6 1A | 2.27 mm | 2.58 mm principal | 0.17 | ABS-mortgage backed security | Long | USA |
FLEX INTERMEDIATE HOLDCO SR SECURED 144A 06/31 3.363 | 2.26 mm | 2.80 mm principal | 0.17 | Debt | Long | USA |
CITIMORTGAGE ALTERNATIVE LOAN CMALT 2007 A6 1A10 | 2.25 mm | 2.57 mm principal | 0.17 | ABS-mortgage backed security | Long | USA |
MF1 MULTIFAMILY HOUSING MORTGA MF1 2022 FL8 A 144A | 2.21 mm | 2.24 mm principal | 0.16 | ABS-collateralized bond/debt obligation | Long | Cayman Islands |
TURKISH AIRLN 15 1 A PTT PASS THRU CE 144A 09/28 4.2 | 2.21 mm | 2.34 mm principal | 0.16 | Debt | Long | Turkey |
SECURITIZED ASSET BACKED RECEI SABR 2006 FR3 A2 | 2.16 mm | 4.03 mm principal | 0.16 | ABS-mortgage backed security | Long | USA |
PRP ADVISORS, LLC PRPM 2022 1 A1 144A | 2.15 mm | 2.21 mm principal | 0.16 | ABS-mortgage backed security | Long | USA |
ONSLOW BAY FINANCIAL LLC OBX 2023 NQM8 A1 144A | 2.13 mm | 2.10 mm principal | 0.16 | ABS-mortgage backed security | Long | USA |
MASTR ASSET BACKED SECURITIES MABS 2006 HE5 A4 | 2.07 mm | 3.52 mm principal | 0.15 | ABS-mortgage backed security | Long | USA |
FLEX INTERMEDIATE HOLDCO SR SECURED 144A 12/39 4.317 | 2.05 mm | 2.80 mm principal | 0.15 | Debt | Long | USA |
MACKAY SHIELDS EURO CLO MKSE 1A A 144A | 2.03 mm | 1.90 mm principal | 0.15 | ABS-collateralized bond/debt obligation | Long | Ireland |
LNG Cheniere Energy Inc. | 2.02 mm | 2.00 mm principal | 0.15 | Debt | Long | USA |
BANCO SANTANDER SA 03/28 VAR | 2.00 mm | 2.00 mm principal | 0.15 | Debt | Long | Spain |
ACCREDITED MORTGAGE LOAN TRUST ACCR 2006 2 A4 | 1.98 mm | 2.01 mm principal | 0.15 | ABS-mortgage backed security | Long | USA |
SYSTEM ENERGY RESOURCES 1ST MORTGAGE 04/28 6 | 1.94 mm | 1.90 mm principal | 0.14 | Debt | Long | USA |
APPALACHIAN POWER CO SR UNSECURED 04/34 5.65 | 1.92 mm | 1.90 mm principal | 0.14 | Debt | Long | USA |
SANTANDER HOLDINGS USA SR UNSECURED 10/26 3.244 | 1.89 mm | 2.00 mm principal | 0.14 | Debt | Long | USA |
RESIDENTIAL ACCREDIT LOANS, IN RALI 2006 QS6 1A7 | 1.86 mm | 2.45 mm principal | 0.14 | ABS-mortgage backed security | Long | USA |
FIXED INC CLEARING CORP.REPO
Fixed Income Clearing Corp
|
1.84 mm | 1.84 mm principal | 0.14 | Repurchase agreement | Long | USA |
SLM STUDENT LOAN TRUST SLMA 2010 C A5 144A | 1.84 mm | 1.71 mm principal | 0.14 | ABS-other | Long | USA |
COUNTRYWIDE HOME LOANS CWHL 2004 12 3A1 | 1.83 mm | 1.90 mm principal | 0.14 | ABS-mortgage backed security | Long | USA |
BEAR STEARNS ALT A TRUST BALTA 2005 10 23A1 | 1.80 mm | 2.00 mm principal | 0.13 | ABS-mortgage backed security | Long | USA |
NOMURA RESECURITIZATION TRUST NMRR 2010 5RA 1A7 144A | 1.79 mm | 4.33 mm principal | 0.13 | ABS-mortgage backed security | Long | USA |