Fund profile
Fund manager
Total assets
$250.54 mm
Liabilities
$16.41 mm
Net assets
$234.13 mm
Number of holdings
240.00
Top 200 of 240 Holdings
Security | $Holding | Balance | % of Fund | Category | Position | Country |
---|---|---|---|---|---|---|
Government Agency Repurchase Agreement | 7.78 mm | 7.78 mm principal | 3.32 | Repurchase agreement | Long | USA |
FHLMC STACR Trust, Series 2018-HQA2, Class B2 | 3.44 mm | 2.80 mm principal | 1.47 | ABS-mortgage backed security | Long | USA |
Oaktown Re III Ltd., Series 2019-1A, Class B1B | 3.33 mm | 3.27 mm principal | 1.42 | ABS-mortgage backed security | Long | Bermuda |
Government Agency Repurchase Agreement | 3.00 mm | 3.00 mm principal | 1.28 | Repurchase agreement | Long | USA |
NTRS Northern Trust Corp. | 2.83 mm | 2.87 mm principal | 1.21 | Debt | Long | USA |
UniCredit SpA | 2.73 mm | 3.00 mm principal | 1.17 | Debt | Long | Italy |
Eagle RE Ltd., Series 2021-2, Class M2 | 2.73 mm | 2.69 mm principal | 1.17 | ABS-mortgage backed security | Long | Bermuda |
Ford Motor Credit Co. LLC | 2.46 mm | 3.00 mm principal | 1.05 | Debt | Long | USA |
Eagle RE Ltd., Series 2023-1, Class M1B | 2.38 mm | 2.38 mm principal | 1.02 | ABS-mortgage backed security | Long | Bermuda |
SLG Office Trust, Series 2021-OVA, Class E | 2.37 mm | 3.43 mm principal | 1.01 | ABS-mortgage backed security | Long | USA |
NDSN Nordson Corp. | 2.33 mm | 2.35 mm principal | 0.99 | Debt | Long | USA |
NMR Nomura Holdings Inc. | 2.32 mm | 2.40 mm principal | 0.99 | Debt | Long | Japan |
STACR Trust, Series 2018-HRP2, Class B2 | 2.31 mm | 2.00 mm principal | 0.99 | ABS-mortgage backed security | Long | USA |
General Motors Financial Co., Inc. | 2.29 mm | 2.34 mm principal | 0.98 | Debt | Long | USA |
Bank of Nova Scotia (The) | 2.25 mm | 2.70 mm principal | 0.96 | Debt | Long | Canada |
Corporate Office Properties LP | 2.21 mm | 3.15 mm principal | 0.94 | Debt | Long | USA |
Morgan Stanley Bank of America Merrill Lynch Trust, Series 2017-C33, Class D | 2.20 mm | 3.25 mm principal | 0.94 | ABS-mortgage backed security | Long | USA |
FHLMC STACR REMIC Trust, Series 2020-DNA6, Class B2 | 2.18 mm | 2.12 mm principal | 0.93 | ABS-mortgage backed security | Long | USA |
Sun Communities Operating LP | 2.18 mm | 2.31 mm principal | 0.93 | Debt | Long | USA |
Societe Generale SA | 2.08 mm | 2.30 mm principal | 0.89 | Debt | Long | France |
Multifamily Connecticut Avenue Securities Trust, Series 2019-01, Class CE | 2.07 mm | 2.14 mm principal | 0.88 | ABS-mortgage backed security | Long | USA |
Bellemeade Re Ltd., Series 2021-3A, Class B1 | 2.06 mm | 2.10 mm principal | 0.88 | ABS-mortgage backed security | Long | Bermuda |
Government Agency Repurchase Agreement | 2.00 mm | 2.00 mm principal | 0.85 | Repurchase agreement | Long | USA |
Commercial Mortgage Trust, Series 2015-CR26, Class D | 2.00 mm | 3.00 mm principal | 0.85 | ABS-mortgage backed security | Long | USA |
Truist Financial Corp. | 1.99 mm | 2.35 mm principal | 0.85 | Debt | Long | USA |
Radnor RE Ltd., Series 2023-1, Class M1A | 1.94 mm | 1.93 mm principal | 0.83 | ABS-mortgage backed security | Long | Bermuda |
Aker BP ASA | 1.94 mm | 2.01 mm principal | 0.83 | Debt | Long | Norway |
BCS Barclays plc | 1.89 mm | 1.85 mm principal | 0.81 | Debt | Long | UK |
US Bancorp | 1.89 mm | 2.00 mm principal | 0.81 | Debt | Long | USA |
HSBC HSBC Holdings plc | 1.88 mm | 1.82 mm principal | 0.80 | Debt | Long | UK |
Enel Finance International NV | 1.85 mm | 2.05 mm principal | 0.79 | Debt | Long | Netherlands |
CCO Clear Channel Outdoor Holdings Inc. | 1.82 mm | 2.38 mm principal | 0.78 | Debt | Long | USA |
UBS Group AG | 1.81 mm | 1.89 mm principal | 0.77 | Debt | Long | Switzerland |
Progress Residential Trust, Series 2021-SFR8, Class G | 1.79 mm | 2.10 mm principal | 0.76 | ABS-other | Long | USA |
Avation Capital SA | 1.78 mm | 2.08 mm principal | 0.76 | Debt | Long | Luxembourg |
Minerva Luxembourg SA | 1.74 mm | 2.25 mm principal | 0.74 | Debt | Long | Luxembourg |
Farmers Exchange Capital III | 1.71 mm | 2.01 mm principal | 0.73 | Debt | Long | USA |
KeySpan Gas East Corp. | 1.71 mm | 1.77 mm principal | 0.73 | Debt | Long | USA |
Blackbird Capital Aircraft, Series 2021-1A, Class B | 1.69 mm | 2.03 mm principal | 0.72 | ABS-other | Long | USA |
OCI NV | 1.68 mm | 1.77 mm principal | 0.72 | Debt | Long | Netherlands |
T-Mobile USA, Inc. | 1.64 mm | 1.77 mm principal | 0.70 | Debt | Long | USA |
MC Brazil Downstream Trading SARL | 1.62 mm | 2.12 mm principal | 0.69 | Debt | Long | Luxembourg |
BX Trust, Series 2021-ARIA, Class D | 1.62 mm | 1.70 mm principal | 0.69 | ABS-mortgage backed security | Long | USA |
MPT Operating Partnership LP | 1.59 mm | 2.55 mm principal | 0.68 | Debt | Long | USA |
ING ING Groep N.V. | 1.55 mm | 2.41 mm principal | 0.66 | Debt | Long | Netherlands |
Air Canada | 1.54 mm | 1.38 mm principal | 0.66 | Debt | Long | Canada |
Towd Point Mortgage Trust, Series 2022-SJ1, Class B1 | 1.53 mm | 1.83 mm principal | 0.65 | ABS-mortgage backed security | Long | USA |
FHLMC Multifamily Structured Credit Risk, Series 2021-MN3, Class M2 | 1.53 mm | 1.62 mm principal | 0.65 | ABS-mortgage backed security | Long | USA |
Petroleos Mexicanos | 1.52 mm | 2.05 mm principal | 0.65 | Debt | Long | Mexico |
FHLMC STACR Trust, Series 2019-DNA3, Class B2 | 1.51 mm | 1.36 mm principal | 0.64 | ABS-mortgage backed security | Long | USA |
Avolon Holdings Funding Ltd. | 1.46 mm | 1.49 mm principal | 0.62 | Debt | Long | Cayman Islands |
STT State Street Corp. | 1.46 mm | 1.57 mm principal | 0.62 | Debt | Long | USA |
JPMorgan Chase Bank NA-CACLN, Series 2021-2, Class F | 1.46 mm | 1.56 mm principal | 0.62 | ABS-other | Long | USA |
LYG Lloyds Banking Group plc | 1.46 mm | 1.41 mm principal | 0.62 | Debt | Long | UK |
Oaktown Re VII Ltd., Series 2021-2, Class B1 | 1.40 mm | 1.39 mm principal | 0.60 | ABS-mortgage backed security | Long | Bermuda |
Uniti Group LP | 1.40 mm | 2.20 mm principal | 0.60 | Debt | Long | USA |
Morgan Stanley Bank of America Merrill Lynch Trust, Series 2015-C22, Class D | 1.40 mm | 2.00 mm principal | 0.60 | ABS-mortgage backed security | Long | USA |
Arbor Realty Commercial Real Estate Notes Ltd., Series 2021-FL4, Class E | 1.39 mm | 1.50 mm principal | 0.59 | ABS-collateralized bond/debt obligation | Long | Cayman Islands |
Intesa Sanpaolo SpA | 1.39 mm | 1.38 mm principal | 0.59 | Debt | Long | Italy |
U.S. Treasury 10 Year Ultra Note | 1.39 mm | -421.00 contracts | 0.59 | Interest rate derivative | N/A | USA |
Progress Residential Trust, Series 2021-SFR7, Class F | 1.37 mm | 1.71 mm principal | 0.59 | ABS-other | Long | USA |
NWG NatWest Group Plc | 1.37 mm | 1.82 mm principal | 0.58 | Debt | Long | UK |
MF1 Ltd., Series 2021-FL7, Class D | 1.36 mm | 1.44 mm principal | 0.58 | ABS-collateralized bond/debt obligation | Long | Cayman Islands |
Radiate Holdco LLC, Term Loan B | 1.35 mm | 1.66 mm principal | 0.58 | Loan | Long | USA |
Tricon American Homes Trust, Series 2017-SFR2, Class F | 1.29 mm | 1.30 mm principal | 0.55 | ABS-other | Long | USA |
Grupo Posadas SAB de CV | 1.29 mm | 1.53 mm principal | 0.55 | Debt | Long | Mexico |
Altice France SA | 1.27 mm | 1.79 mm principal | 0.54 | Debt | Long | France |
CaixaBank SA | 1.25 mm | 1.28 mm principal | 0.54 | Debt | Long | Spain |
FHLMC Structured Agency Credit Risk Debt Notes, Series 2020-HQA5, Class B2 | 1.25 mm | 1.14 mm principal | 0.53 | ABS-mortgage backed security | Long | USA |
Ally Financial, Inc. | 1.23 mm | 1.22 mm principal | 0.53 | Debt | Long | USA |
FHLMC Multifamily Structured Credit Risk, Series 2021-MN1, Class M2 | 1.23 mm | 1.28 mm principal | 0.52 | ABS-mortgage backed security | Long | USA |
COF Capital One Financial Corp. | 1.19 mm | 1.26 mm principal | 0.51 | Debt | Long | USA |
Federation des Caisses Desjardins du Quebec | 1.18 mm | 1.20 mm principal | 0.51 | Debt | Long | Canada |
Vistra Operations Co. LLC | 1.18 mm | 1.20 mm principal | 0.50 | Debt | Long | USA |
Dealer Tire LLC | 1.17 mm | 1.25 mm principal | 0.50 | Debt | Long | USA |
Morgan Stanley | 1.17 mm | 1.31 mm principal | 0.50 | Debt | Long | USA |
Continental Credit Card ABS LLC, Series 2019-1A, Class C | 1.16 mm | 1.20 mm principal | 0.49 | ABS-other | Long | USA |
JBS USA LUX SA | 1.15 mm | 1.29 mm principal | 0.49 | Debt | Long | USA |
Bank of America Corp. | 1.14 mm | 1.18 mm principal | 0.49 | Debt | Long | USA |
FHLMC Structured Agency Credit Risk Debt Notes, Series 2023-DNA2, Class M1A | 1.14 mm | 1.13 mm principal | 0.49 | ABS-mortgage backed security | Long | USA |
Nordea Bank Abp | 1.11 mm | 1.53 mm principal | 0.47 | Debt | Long | Finland |
Metropolitan Life Global Funding I | 1.08 mm | 1.15 mm principal | 0.46 | Debt | Long | USA |
AQN Algonquin Power & Utilities Corp | 1.08 mm | 1.33 mm principal | 0.46 | Debt | Long | Canada |
US Bancorp | 1.08 mm | 1.24 mm principal | 0.46 | Debt | Long | USA |
International Petroleum Corp. | 1.08 mm | 1.15 mm principal | 0.46 | Debt | Long | Canada |
BCS Barclays plc | 1.07 mm | 1.16 mm principal | 0.46 | Debt | Long | UK |
Citigroup, Inc. | 1.06 mm | 1.11 mm principal | 0.45 | Debt | Long | USA |
JPMDB Commercial Mortgage Securities Trust, Series 2016-C2, Class D | 1.05 mm | 2.50 mm principal | 0.45 | ABS-mortgage backed security | Long | USA |
Grupo Aeromexico SAB de CV | 1.04 mm | 1.12 mm principal | 0.45 | Debt | Long | Mexico |
Santander Bank Auto Credit-Linked Notes, Series 2022-A, Class D | 1.04 mm | 1.08 mm principal | 0.44 | ABS-other | Long | USA |
Med Trust, Series 2021-MDLN, Class F | 1.03 mm | 1.08 mm principal | 0.44 | ABS-mortgage backed security | Long | USA |
ALLY Ally Financial Inc | 1.02 mm | 1.04 mm principal | 0.43 | Debt | Long | USA |
ET Energy Transfer LP | 1.01 mm | 1.17 mm principal | 0.43 | Debt | Long | USA |
WFC Wells Fargo & Co. | 1.01 mm | 902.00 shares | 0.43 | Preferred equity | Long | USA |
Government Agency Repurchase Agreement | 1.00 mm | 1.00 mm principal | 0.43 | Repurchase agreement | Long | USA |
RRX Regal Rexnord Corp | 994.95 k | 1.03 mm principal | 0.42 | Debt | Long | USA |
Connecticut Avenue Securities Trust, Series 2023-R06, Class 1M1 | 985.33 k | 985.33 k principal | 0.42 | ABS-mortgage backed security | Long | USA |
Standard Chartered plc | 983.94 k | 1.02 mm principal | 0.42 | Debt | Long | UK |
Ford Credit Auto Lease Trust, Series 2023-B, Class C | 983.24 k | 985.00 k principal | 0.42 | ABS-other | Long | USA |
ENB Enbridge Inc | 981.85 k | 990.00 k principal | 0.42 | Debt | Long | Canada |
Tullow Oil plc | 961.11 k | 1.11 mm principal | 0.41 | Debt | Long | UK |
Connecticut Avenue Securities Trust, Series 2023-R03, Class 2M1 | 953.81 k | 942.94 k principal | 0.41 | ABS-mortgage backed security | Long | USA |
Coty, Inc. | 948.57 k | 895.00 k principal | 0.41 | Debt | Long | USA |
Hyundai Capital America | 928.77 k | 950.00 k principal | 0.40 | Debt | Long | USA |
VistaJet Malta Finance plc | 920.65 k | 1.19 mm principal | 0.39 | Debt | Long | USA |
ABRA Global Finance | 916.88 k | 1.14 mm principal | 0.39 | Debt | Long | Cayman Islands |
Tricon American Homes, Series 2020-SFR1, Class F | 912.90 k | 980.00 k principal | 0.39 | ABS-other | Long | USA |
Energizer Gamma Acquisition BV | 910.14 k | 1.08 mm principal | 0.39 | Debt | Long | Netherlands |
Triangle Re Ltd., Series 2021-3, Class B1 | 905.52 k | 910.00 k principal | 0.39 | ABS-mortgage backed security | Long | Bermuda |
Windstream Escrow LLC | 902.06 k | 1.14 mm principal | 0.39 | Debt | Long | USA |
Lloyds Banking Group plc | 896.47 k | 1.00 mm principal | 0.38 | Debt | Long | UK |
JPMorgan Chase Bank NA-CACLN, Series 2021-3, Class F | 885.84 k | 1.00 mm principal | 0.38 | ABS-other | Long | USA |
AerCap Ireland Capital DAC | 866.45 k | 1.09 mm principal | 0.37 | Debt | Long | Ireland |
Kennedy-Wilson, Inc. | 865.49 k | 1.16 mm principal | 0.37 | Debt | Long | USA |
Flagstar Mortgage Trust, Series 2021-4, Class AX1 | 861.91 k | 84.76 mm principal | 0.37 | ABS-mortgage backed security | Long | USA |
Intesa Sanpaolo SpA | 860.04 k | 955.00 k principal | 0.37 | Debt | Long | Italy |
CIVI Civitas Resources Inc - Ordinary Shares | 854.70 k | 840.00 k principal | 0.37 | Debt | Long | USA |
ALB Albemarle Corp. | 848.75 k | 1.02 mm principal | 0.36 | Debt | Long | USA |
FloodSmart Re Ltd., Series A | 826.96 k | 800.00 k principal | 0.35 | Debt | Long | Bermuda |
Viking Ocean Cruises Ship VII Ltd. | 823.55 k | 910.00 k principal | 0.35 | Debt | Long | Bermuda |
Comerica Bank | 815.60 k | 989.00 k principal | 0.35 | Debt | Long | USA |
Societe Generale SA | 787.42 k | 1.26 mm principal | 0.34 | Debt | Long | France |
Rand Parent LLC | 786.34 k | 850.00 k principal | 0.34 | Debt | Long | USA |
Light Servicos de Eletricidade SA | 771.03 k | 1.73 mm principal | 0.33 | Debt | Long | Brazil |
Republic of Serbia | 764.78 k | 1.23 mm principal | 0.33 | Debt | Long | Serbia |
Banco Santander SA | 764.39 k | 800.00 k principal | 0.33 | Debt | Long | Spain |
CVS CVS Health Corp | 762.66 k | 805.00 k principal | 0.33 | Debt | Long | USA |
Lloyds Banking Group plc | 758.75 k | 855.00 k principal | 0.32 | Debt | Long | UK |
Hyundai Capital America | 758.42 k | 770.00 k principal | 0.32 | Debt | Long | USA |
CSC Holdings LLC | 744.31 k | 1.40 mm principal | 0.32 | Debt | Long | USA |
NMEF Funding LLC, Series 2023-A, Class C | 731.10 k | 750.00 k principal | 0.31 | ABS-other | Long | USA |
SCC Power plc | 730.52 k | 1.90 mm principal | 0.31 | Debt | Long | UK |
Liberty Mutual Insurance Co. | 714.20 k | 730.00 k principal | 0.31 | Debt | Long | USA |
Deuce Finco plc | 700.75 k | 655.00 k principal | 0.30 | Debt | Long | UK |
VistaJet Malta Finance plc | 697.61 k | 810.00 k principal | 0.30 | Debt | Long | USA |
Golar LNG Ltd. | 677.39 k | 688.75 k principal | 0.29 | Debt | Long | Bermuda |
Total Play Telecomunicaciones SA de CV | 670.45 k | 1.36 mm principal | 0.29 | Debt | Long | Mexico |
Ashtead Capital, Inc. | 664.55 k | 700.00 k principal | 0.28 | Debt | Long | USA |
ALB Albemarle Corp. | 662.27 k | 730.00 k principal | 0.28 | Debt | Long | USA |
Morgan Stanley | 649.60 k | 695.00 k principal | 0.28 | Debt | Long | USA |
GS Mortgage Securities Corp. Trust, Series 2021-IP, Class D | 647.64 k | 700.00 k principal | 0.28 | ABS-mortgage backed security | Long | USA |
Race Point VIII CLO Ltd., Series 2013-8A, Class CR2 | 638.28 k | 650.00 k principal | 0.27 | ABS-collateralized bond/debt obligation | Long | Cayman Islands |
Foundry JV Holdco LLC | 630.47 k | 660.00 k principal | 0.27 | Debt | Long | USA |
Progress Residential Trust, Series 2021-SFR9, Class F | 627.84 k | 780.00 k principal | 0.27 | ABS-other | Long | USA |
GCAT Trust, Series 2021-CM1, Class M1 | 614.29 k | 805.00 k principal | 0.26 | ABS-mortgage backed security | Long | USA |
JBS USA LUX SA | 589.89 k | 645.00 k principal | 0.25 | Debt | Long | USA |
Foursight Capital Automobile Receivables Trust, Series 2021-2, Class E | 559.37 k | 600.00 k principal | 0.24 | ABS-other | Long | USA |
Radnor RE Ltd., Series 2023-1, Class M1B | 513.83 k | 510.00 k principal | 0.22 | ABS-mortgage backed security | Long | Bermuda |
Morgan Stanley Capital I Trust, Series 2016-UBS9, Class D | 509.81 k | 715.00 k principal | 0.22 | ABS-mortgage backed security | Long | USA |
PNC PNC Financial Services Group Inc | 485.16 k | 535.00 k principal | 0.21 | Debt | Long | USA |
Titania RE Ltd., Series A | 483.26 k | 450.00 k principal | 0.21 | Debt | Long | Bermuda |
Mona Lisa Re Ltd., Series B | 481.50 k | 450.00 k principal | 0.21 | Debt | Long | Bermuda |
Merna Reinsurance II Ltd., Series B | 479.61 k | 450.00 k principal | 0.20 | Debt | Long | Bermuda |
Gateway Re Ltd., Series A | 473.54 k | 450.00 k principal | 0.20 | Debt | Long | Bermuda |
Hypatia Ltd., Series A | 468.45 k | 450.00 k principal | 0.20 | Debt | Long | Bermuda |
Sanders Re III Ltd., Series A | 466.74 k | 450.00 k principal | 0.20 | Debt | Long | Bermuda |
Aquila Re I Ltd., Series C-1 | 464.99 k | 450.00 k principal | 0.20 | Debt | Long | Bermuda |
Queen Street 2023 RE DAC, Series A | 462.65 k | 450.00 k principal | 0.20 | Debt | Long | Ireland |
Mystic Re IV Ltd., Series A | 459.95 k | 450.00 k principal | 0.20 | Debt | Long | Bermuda |
Citrus Re Ltd., Series A | 458.96 k | 450.00 k principal | 0.20 | Debt | Long | Bermuda |
Foursight Capital Automobile Receivables Trust, Series 2021-2, Class F | 458.25 k | 490.00 k principal | 0.20 | ABS-other | Long | USA |
Cape Lookout Re Ltd., Series A | 457.70 k | 450.00 k principal | 0.20 | Debt | Long | Bermuda |
Locke Tavern Re Ltd., Series A | 457.56 k | 450.00 k principal | 0.20 | Debt | Long | Bermuda |
Solomon Re Ltd., Series A | 457.43 k | 450.00 k principal | 0.20 | Debt | Long | Bermuda |
Alamo Re Ltd., Series A | 457.34 k | 450.00 k principal | 0.20 | Debt | Long | Bermuda |
Torrey Pines Re Ltd., Series A | 455.40 k | 450.00 k principal | 0.19 | Debt | Long | Bermuda |
Aquila Re I Ltd., Series A-1 | 454.82 k | 450.00 k principal | 0.19 | Debt | Long | Bermuda |
Atlas Capital DAC, Series A | 454.23 k | 450.00 k principal | 0.19 | Debt | Long | Ireland |
Ursa Re Ltd., Series Aa | 453.92 k | 450.00 k principal | 0.19 | Debt | Long | Bermuda |
Bonanza RE Ltd., Series A | 452.48 k | 450.00 k principal | 0.19 | Debt | Long | Bermuda |
Four Lakes Re Ltd., Series A | 449.64 k | 450.00 k principal | 0.19 | Debt | Long | Bermuda |
Long Point Re IV Ltd., Series 2022 | 447.30 k | 450.00 k principal | 0.19 | Debt | Long | Bermuda |
Sanders Re III Ltd. | 445.95 k | 450.00 k principal | 0.19 | Debt | Long | Bermuda |
Black Kite Re Ltd., Series A | 443.93 k | 450.00 k principal | 0.19 | Debt | Long | Hong Kong |
Alamo Re Ltd., Series A | 443.75 k | 450.00 k principal | 0.19 | Debt | Long | Bermuda |
Vitality Re XIII Ltd., Series A | 441.23 k | 450.00 k principal | 0.19 | Debt | Long | Cayman Islands |
Midwest Connector Capital Co. LLC | 439.62 k | 481.00 k principal | 0.19 | Debt | Long | USA |
Mystic Re IV Ltd., Series B | 436.91 k | 450.00 k principal | 0.19 | Debt | Long | Bermuda |
Sussex Capital UK Pcc Ltd. | 432.72 k | 450.00 k principal | 0.18 | Debt | Long | UK |
COF Capital One Financial Corp. | 432.58 k | 480.00 k principal | 0.18 | Debt | Long | USA |
Sanders Re III Ltd., Series A | 425.97 k | 450.00 k principal | 0.18 | Debt | Long | Bermuda |
FARM Mortgage Trust, Series 2021-1, Class B | 422.35 k | 618.93 k principal | 0.18 | ABS-mortgage backed security | Long | USA |
Integrity Re Ltd., Series A | 418.96 k | 400.00 k principal | 0.18 | Debt | Long | Bermuda |
Lightning Re, Series 2023 | 418.04 k | 400.00 k principal | 0.18 | Debt | Long | USA |
Residential Reinsurance 2020 Ltd., Series 3 | 413.00 k | 416.00 k principal | 0.18 | Debt | Long | Cayman Islands |
Merna Reinsurance II Ltd., Series A | 405.44 k | 400.00 k principal | 0.17 | Debt | Long | Bermuda |
Grupo Aeromexico SAB de CV
|
401.60 k | 43.74 k shares | 0.17 | Common equity | Long | Mexico |
First Coast Re IV Ltd., Series A | 400.92 k | 400.00 k principal | 0.17 | Debt | Long | Bermuda |
Easton Re Pte. Ltd., Series A | 400.60 k | 400.00 k principal | 0.17 | Debt | Long | Singapore |
Visio Trust, Series 2020-1R, Class M1 | 399.73 k | 490.00 k principal | 0.17 | ABS-mortgage backed security | Long | USA |
U.S. Treasury Ultra Bond | 386.63 k | -43.00 contracts | 0.17 | Interest rate derivative | N/A | USA |
GNMA, Series 2019-159, Class HI | 350.45 k | 1.90 mm principal | 0.15 | ABS-mortgage backed security | Long | USA |
American Airlines, Inc. | 320.87 k | 345.00 k principal | 0.14 | Debt | Long | USA |
Monongahela Power Co. | 309.18 k | 315.00 k principal | 0.13 | Debt | Long | USA |
JP Morgan Mortgage Trust, Series 2021-10, Class AX1 | 306.56 k | 52.45 mm principal | 0.13 | ABS-mortgage backed security | Long | USA |
Hundred Acre Wood Trust, Series 2021-INV1, Class AX1 | 305.87 k | 28.33 mm principal | 0.13 | ABS-mortgage backed security | Long | USA |
Home RE Ltd., Series 2020-1, Class B1 | 305.54 k | 300.00 k principal | 0.13 | ABS-mortgage backed security | Long | Bermuda |
Vistra Operations Co. LLC | 289.35 k | 295.00 k principal | 0.12 | Debt | Long | USA |
ING ING Groep N.V. | 276.77 k | 285.00 k principal | 0.12 | Debt | Long | Netherlands |
GS Mortgage Securities Corp. Trust, Series 2021-IP, Class E | 270.80 k | 300.00 k principal | 0.12 | ABS-mortgage backed security | Long | USA |