Fund profile
Tickers
LSSAX
Fund manager
Total assets
$1.28 bn
Liabilities
$59.64 mm
Net assets
$1.22 bn
Number of holdings
574.00
Top 200 of 574 Holdings
Security | $Holding | Balance | % of Fund | Category | Position | Country |
---|---|---|---|---|---|---|
Fannie Mae Pool | 90.88 mm | 118.41 mm principal | 7.47 | ABS-mortgage backed security | Long | USA |
Fannie Mae Pool | 70.54 mm | 88.90 mm principal | 5.79 | ABS-mortgage backed security | Long | USA |
Fannie Mae Pool | 68.01 mm | 88.40 mm principal | 5.59 | ABS-mortgage backed security | Long | USA |
Fannie Mae Pool | 35.09 mm | 45.54 mm principal | 2.88 | ABS-mortgage backed security | Long | USA |
Fannie Mae Pool | 30.89 mm | 37.17 mm principal | 2.54 | ABS-mortgage backed security | Long | USA |
Fannie Mae Pool | 30.35 mm | 36.54 mm principal | 2.49 | ABS-mortgage backed security | Long | USA |
Fannie Mae Pool | 24.63 mm | 29.74 mm principal | 2.02 | ABS-mortgage backed security | Long | USA |
Fannie Mae Pool | 20.25 mm | 24.00 mm principal | 1.66 | ABS-mortgage backed security | Long | USA |
Fannie Mae Pool | 17.52 mm | 22.58 mm principal | 1.44 | ABS-mortgage backed security | Long | USA |
Uniform Mortgage-Backed Security, TBA | 17.39 mm | 18.00 mm principal | 1.43 | ABS-mortgage backed security | Long | USA |
Government National Mortgage Association | 15.92 mm | 16.16 mm principal | 1.31 | ABS-mortgage backed security | Long | USA |
United States Treasury Bill | 15.33 mm | 15.73 mm principal | 1.26 | Short-term investment vehicle | Long | USA |
FIXED INC CLEARING CORP.REPO
Fixed Income Clearing Corp
|
12.65 mm | 12.65 mm principal | 1.04 | Repurchase agreement | Long | USA |
United States Treasury Bill | 11.99 mm | 12.00 mm principal | 0.99 | Short-term investment vehicle | Long | USA |
Fannie Mae Pool | 7.78 mm | 9.78 mm principal | 0.64 | ABS-mortgage backed security | Long | USA |
Freddie Mac Multifamily Structured Pass Through Certificates | 7.66 mm | 95.87 mm principal | 0.63 | ABS-mortgage backed security | Long | USA |
Fannie Mae Pool | 7.59 mm | 9.86 mm principal | 0.62 | ABS-mortgage backed security | Long | USA |
Rockland Park CLO Ltd | 7.54 mm | 7.65 mm principal | 0.62 | ABS-collateralized bond/debt obligation | Long | Cayman Islands |
Freddie Mac Pool | 6.78 mm | 7.88 mm principal | 0.56 | ABS-mortgage backed security | Long | USA |
Invitation Homes 2018-SFR4 Trust | 5.95 mm | 5.97 mm principal | 0.49 | ABS-other | Long | USA |
Freddie Mac Multifamily Structured Pass Through Certificates | 5.91 mm | 52.15 mm principal | 0.49 | ABS-mortgage backed security | Long | USA |
TICP CLO VII Ltd | 5.82 mm | 5.90 mm principal | 0.48 | ABS-collateralized bond/debt obligation | Long | Cayman Islands |
Freddie Mac Pool | 5.59 mm | 7.20 mm principal | 0.46 | ABS-mortgage backed security | Long | USA |
Freddie Mac Multifamily Structured Pass Through Certificates | 5.44 mm | 53.81 mm principal | 0.45 | ABS-mortgage backed security | Long | USA |
Freddie Mac Pool | 5.34 mm | 6.72 mm principal | 0.44 | ABS-mortgage backed security | Long | USA |
Fannie Mae Pool | 5.27 mm | 5.79 mm principal | 0.43 | ABS-mortgage backed security | Long | USA |
CSMC 2014-USA OA LLC | 5.26 mm | 6.16 mm principal | 0.43 | ABS-mortgage backed security | Long | USA |
OHA Credit Funding 8 Ltd | 5.25 mm | 5.30 mm principal | 0.43 | ABS-collateralized bond/debt obligation | Long | Cayman Islands |
OCP CLO 2020-8R Ltd | 5.24 mm | 5.28 mm principal | 0.43 | ABS-collateralized bond/debt obligation | Long | Cayman Islands |
Alinea CLO 2018-1 Ltd | 5.21 mm | 5.26 mm principal | 0.43 | ABS-collateralized bond/debt obligation | Long | Cayman Islands |
Towd Point Mortgage Trust 2017-3 | 5.21 mm | 5.57 mm principal | 0.43 | ABS-mortgage backed security | Long | USA |
Hudsons Bay Simon JV Trust 2015-HBS | 5.02 mm | 5.89 mm principal | 0.41 | ABS-mortgage backed security | Long | USA |
DROP Mortgage Trust 2021-FILE | 5.00 mm | 5.37 mm principal | 0.41 | ABS-mortgage backed security | Long | USA |
GS Mortgage Securities Corp Trust 2013-PEMB | 4.97 mm | 5.78 mm principal | 0.41 | ABS-mortgage backed security | Long | USA |
Madison Park Funding XXIV Ltd | 4.92 mm | 4.93 mm principal | 0.40 | ABS-collateralized bond/debt obligation | Long | Cayman Islands |
Fannie Mae Pool | 4.91 mm | 6.17 mm principal | 0.40 | ABS-mortgage backed security | Long | USA |
Morgan Stanley Capital I Trust 2019-L3 | 4.87 mm | 5.78 mm principal | 0.40 | ABS-mortgage backed security | Long | USA |
GS Mortgage Securities Trust 2014-GC18 | 4.82 mm | 5.10 mm principal | 0.40 | ABS-mortgage backed security | Long | USA |
Carvana Auto Receivables Trust 2021-P2 | 4.75 mm | 5.41 mm principal | 0.39 | ABS-other | Long | USA |
SMB Private Education Loan Trust 2019-B | 4.74 mm | 5.49 mm principal | 0.39 | ABS-other | Long | USA |
FirstKey Homes 2021-SFR2 Trust | 4.71 mm | 5.43 mm principal | 0.39 | ABS-other | Long | USA |
Towd Point Mortgage Trust 2019-2 | 4.66 mm | 5.53 mm principal | 0.38 | ABS-mortgage backed security | Long | USA |
Government National Mortgage Association | 4.62 mm | 22.94 mm principal | 0.38 | ABS-mortgage backed security | Long | USA |
Wells Fargo Commercial Mortgage Trust 2018-C48 | 4.61 mm | 5.00 mm principal | 0.38 | ABS-mortgage backed security | Long | USA |
OneMain Financial Issuance Trust 2021-1 | 4.49 mm | 5.40 mm principal | 0.37 | ABS-other | Long | USA |
Progress Residential 2021-SFR9 Trust | 4.46 mm | 5.45 mm principal | 0.37 | ABS-other | Long | USA |
Benchmark 2019-B13 Mortgage Trust | 4.41 mm | 5.19 mm principal | 0.36 | ABS-mortgage backed security | Long | USA |
Avis Budget Rental Car Funding AESOP LLC | 4.27 mm | 4.32 mm principal | 0.35 | ABS-other | Long | USA |
Wells Fargo Commercial Mortgage Trust 2019-C54 | 4.26 mm | 5.01 mm principal | 0.35 | ABS-mortgage backed security | Long | USA |
Credit Acceptance Auto Loan Trust 2023-1 | 4.26 mm | 4.27 mm principal | 0.35 | ABS-other | Long | USA |
BANK 2022-BNK39 | 4.26 mm | 5.30 mm principal | 0.35 | ABS-mortgage backed security | Long | USA |
Fannie Mae Pool | 4.25 mm | 5.31 mm principal | 0.35 | ABS-mortgage backed security | Long | USA |
Elmwood CLO VIII Ltd | 4.24 mm | 4.28 mm principal | 0.35 | ABS-collateralized bond/debt obligation | Long | Cayman Islands |
Towd Point Mortgage Trust 2020-2 | 4.18 mm | 5.56 mm principal | 0.34 | ABS-mortgage backed security | Long | USA |
GS Mortgage Securities Trust 2019-GSA1 | 4.17 mm | 5.00 mm principal | 0.34 | ABS-mortgage backed security | Long | USA |
OHA Credit Funding 3 LTD | 4.17 mm | 4.21 mm principal | 0.34 | ABS-collateralized bond/debt obligation | Long | Cayman Islands |
BMO 2022-C1 Mortgage Trust | 4.11 mm | 4.97 mm principal | 0.34 | ABS-mortgage backed security | Long | USA |
Government National Mortgage Association | 4.07 mm | 4.48 mm principal | 0.33 | ABS-mortgage backed security | Long | USA |
OHA Credit Funding 2 LTD | 4.02 mm | 4.05 mm principal | 0.33 | ABS-collateralized bond/debt obligation | Long | Cayman Islands |
Carvana Auto Receivables Trust 2021-P1 | 3.97 mm | 4.46 mm principal | 0.33 | ABS-other | Long | USA |
Wells Fargo Commercial Mortgage Trust 2014-LC16 | 3.86 mm | 4.00 mm principal | 0.32 | ABS-mortgage backed security | Long | USA |
BBCMS 2020-BID Mortgage Trust | 3.85 mm | 4.05 mm principal | 0.32 | ABS-mortgage backed security | Long | USA |
Starwood Retail Property Trust 2014-STAR | 3.83 mm | 6.50 mm principal | 0.31 | ABS-mortgage backed security | Long | USA |
Hyundai Auto Receivables Trust 2021-C | 3.81 mm | 4.23 mm principal | 0.31 | ABS-other | Long | USA |
Freddie Mac Pool | 3.78 mm | 4.52 mm principal | 0.31 | ABS-mortgage backed security | Long | USA |
VERDE CLO Ltd | 3.78 mm | 3.83 mm principal | 0.31 | ABS-collateralized bond/debt obligation | Long | Cayman Islands |
Dryden 53 CLO Ltd | 3.78 mm | 3.84 mm principal | 0.31 | ABS-collateralized bond/debt obligation | Long | Cayman Islands |
Post CLO 2022-1 LTD | 3.76 mm | 3.80 mm principal | 0.31 | ABS-collateralized bond/debt obligation | Long | Cayman Islands |
Government National Mortgage Association | 3.74 mm | 4.00 mm principal | 0.31 | ABS-mortgage backed security | Long | USA |
Towd Point Mortgage Trust 2020-4 | 3.73 mm | 5.00 mm principal | 0.31 | ABS-mortgage backed security | Long | USA |
Legacy Mortgage Asset Trust 2020-RPL1 | 3.72 mm | 4.52 mm principal | 0.31 | ABS-mortgage backed security | Long | USA |
Mercury Financial Credit Card Master Trust | 3.71 mm | 3.70 mm principal | 0.31 | ABS-other | Long | USA |
Mill City Mortgage Trust 2015-2 | 3.64 mm | 4.01 mm principal | 0.30 | ABS-mortgage backed security | Long | USA |
Fannie Mae Pool | 3.63 mm | 4.54 mm principal | 0.30 | ABS-mortgage backed security | Long | USA |
Triumph Rail Holdings LLC | 3.63 mm | 4.18 mm principal | 0.30 | ABS-other | Long | USA |
Government National Mortgage Association | 3.60 mm | 55.04 mm principal | 0.30 | ABS-mortgage backed security | Long | USA |
Towd Point Mortgage Trust 2017-4 | 3.53 mm | 4.04 mm principal | 0.29 | ABS-mortgage backed security | Long | USA |
Avis Budget Rental Car Funding AESOP LLC | 3.52 mm | 3.86 mm principal | 0.29 | ABS-other | Long | USA |
OneMain Direct Auto Receivables Trust 2022-1 | 3.50 mm | 3.49 mm principal | 0.29 | ABS-other | Long | USA |
Hayfin US XII Ltd | 3.43 mm | 3.50 mm principal | 0.28 | ABS-collateralized bond/debt obligation | Long | Cayman Islands |
Extended Stay America Trust 2021-ESH | 3.42 mm | 3.47 mm principal | 0.28 | ABS-mortgage backed security | Long | USA |
Government National Mortgage Association | 3.41 mm | 52.87 mm principal | 0.28 | ABS-mortgage backed security | Long | USA |
Fannie Mae Pool | 3.33 mm | 4.16 mm principal | 0.27 | ABS-mortgage backed security | Long | USA |
Fannie Mae Pool | 3.33 mm | 4.16 mm principal | 0.27 | ABS-mortgage backed security | Long | USA |
Government National Mortgage Association | 3.30 mm | 47.96 mm principal | 0.27 | ABS-mortgage backed security | Long | USA |
FirstKey Homes 2021-SFR1 Trust | 3.28 mm | 3.73 mm principal | 0.27 | ABS-other | Long | USA |
Planet Fitness Master Issuer LLC | 3.26 mm | 3.88 mm principal | 0.27 | ABS-other | Long | USA |
Government National Mortgage Association | 3.26 mm | 56.81 mm principal | 0.27 | ABS-mortgage backed security | Long | USA |
SoFi Professional Loan Program 2020-ATrust | 3.22 mm | 3.52 mm principal | 0.26 | ABS-other | Long | USA |
Government National Mortgage Association | 3.18 mm | 49.61 mm principal | 0.26 | ABS-mortgage backed security | Long | USA |
HPEFS Equipment Trust 2021-1 | 3.16 mm | 3.18 mm principal | 0.26 | ABS-other | Long | USA |
Government National Mortgage Association | 3.14 mm | 54.49 mm principal | 0.26 | ABS-mortgage backed security | Long | USA |
AmeriCredit Automobile Receivables Trust 2022-2 | 3.11 mm | 3.19 mm principal | 0.26 | ABS-other | Long | USA |
SMB Private Education Loan Trust 2018-C | 3.10 mm | 3.24 mm principal | 0.25 | ABS-other | Long | USA |
BANK 2019-BNK20 | 3.10 mm | 3.72 mm principal | 0.25 | ABS-mortgage backed security | Long | USA |
Government National Mortgage Association | 3.08 mm | 3.27 mm principal | 0.25 | ABS-mortgage backed security | Long | USA |
Progress Residential 2021-SFR4 | 3.07 mm | 3.45 mm principal | 0.25 | ABS-other | Long | USA |
Med Trust 2021-MDLN | 3.06 mm | 3.13 mm principal | 0.25 | ABS-mortgage backed security | Long | USA |
Morgan Stanley Capital I Trust 2013-ALTM | 3.05 mm | 3.29 mm principal | 0.25 | ABS-mortgage backed security | Long | USA |
Citizens Auto Receivables Trust 2023-1 | 3.02 mm | 3.03 mm principal | 0.25 | ABS-other | Long | USA |
World Financial Network Credit Card Master Trust | 3.01 mm | 3.07 mm principal | 0.25 | ABS-other | Long | USA |
RBS Commercial Funding Inc 2013-SMV Trust | 3.00 mm | 3.48 mm principal | 0.25 | ABS-mortgage backed security | Long | USA |
AGL CLO 3 LTD | 2.99 mm | 3.00 mm principal | 0.25 | ABS-collateralized bond/debt obligation | Long | Cayman Islands |
Vibrant Clo X Ltd | 2.98 mm | 3.00 mm principal | 0.25 | ABS-collateralized bond/debt obligation | Long | Cayman Islands |
Government National Mortgage Association | 2.98 mm | 50.94 mm principal | 0.24 | ABS-mortgage backed security | Long | USA |
COMM 2015-DC1 Mortgage Trust | 2.98 mm | 3.11 mm principal | 0.24 | ABS-mortgage backed security | Long | USA |
BANK 2019-BNK22 | 2.97 mm | 3.53 mm principal | 0.24 | ABS-mortgage backed security | Long | USA |
Benchmark 2019-B10 Mortgage Trust | 2.97 mm | 3.33 mm principal | 0.24 | ABS-mortgage backed security | Long | USA |
Carmax Auto Owner Trust 2022-3 | 2.95 mm | 3.03 mm principal | 0.24 | ABS-other | Long | USA |
LCM 30 Ltd | 2.95 mm | 3.01 mm principal | 0.24 | ABS-collateralized bond/debt obligation | Long | Cayman Islands |
BANK 2020-BNK26 | 2.94 mm | 3.65 mm principal | 0.24 | ABS-mortgage backed security | Long | USA |
Government National Mortgage Association | 2.89 mm | 37.45 mm principal | 0.24 | ABS-mortgage backed security | Long | USA |
Government National Mortgage Association | 2.88 mm | 37.87 mm principal | 0.24 | ABS-mortgage backed security | Long | USA |
Fannie Mae Pool | 2.87 mm | 3.59 mm principal | 0.24 | ABS-mortgage backed security | Long | USA |
Government National Mortgage Association | 2.86 mm | 44.98 mm principal | 0.23 | ABS-mortgage backed security | Long | USA |
Government National Mortgage Association | 2.83 mm | 40.62 mm principal | 0.23 | ABS-mortgage backed security | Long | USA |
Freddie Mac Multifamily Structured Pass Through Certificates | 2.82 mm | 254.66 mm principal | 0.23 | ABS-mortgage backed security | Long | USA |
Government National Mortgage Association | 2.79 mm | 44.19 mm principal | 0.23 | ABS-mortgage backed security | Long | USA |
BX Commercial Mortgage Trust 2022-AHP | 2.71 mm | 2.77 mm principal | 0.22 | ABS-mortgage backed security | Long | USA |
GS Mortgage Securities Corp Trust 2012-BWTR | 2.70 mm | 3.69 mm principal | 0.22 | ABS-mortgage backed security | Long | USA |
Government National Mortgage Association | 2.70 mm | 41.44 mm principal | 0.22 | ABS-mortgage backed security | Long | USA |
WAVE 2017-1 Trust | 2.69 mm | 3.35 mm principal | 0.22 | ABS-other | Long | USA |
Blackbird Capital Aircraft Lease Securitization Ltd 2016-1 | 2.68 mm | 2.91 mm principal | 0.22 | ABS-other | Long | Cayman Islands |
Government National Mortgage Association | 2.66 mm | 40.79 mm principal | 0.22 | ABS-mortgage backed security | Long | USA |
Greystone CRE Notes 2021-HC2 LTD | 2.62 mm | 2.68 mm principal | 0.22 | ABS-collateralized bond/debt obligation | Long | Cayman Islands |
CLI Funding VIII LLC | 2.62 mm | 2.65 mm principal | 0.22 | ABS-other | Long | USA |
Government National Mortgage Association | 2.61 mm | 11.10 mm principal | 0.21 | ABS-mortgage backed security | Long | USA |
Carvana Auto Receivables Trust 2023-P1 | 2.60 mm | 2.61 mm principal | 0.21 | ABS-other | Long | USA |
Government National Mortgage Association | 2.55 mm | 36.67 mm principal | 0.21 | ABS-mortgage backed security | Long | USA |
Freddie Mac Multifamily Structured Pass Through Certificates | 2.54 mm | 103.15 mm principal | 0.21 | ABS-mortgage backed security | Long | USA |
Willis Engine Structured Trust V | 2.52 mm | 2.98 mm principal | 0.21 | ABS-other | Long | USA |
Neuberger Berman Loan Advisers Clo 40 Ltd | 2.52 mm | 2.56 mm principal | 0.21 | ABS-collateralized bond/debt obligation | Long | Cayman Islands |
Government National Mortgage Association | 2.48 mm | 46.04 mm principal | 0.20 | ABS-mortgage backed security | Long | USA |
COMM 2014-UBS5 Mortgage Trust | 2.44 mm | 2.52 mm principal | 0.20 | ABS-mortgage backed security | Long | USA |
Fannie Mae REMICS | 2.44 mm | 2.50 mm principal | 0.20 | ABS-mortgage backed security | Long | USA |
GS Mortgage Securities Trust 2013-GC16 | 2.43 mm | 2.46 mm principal | 0.20 | ABS-mortgage backed security | Long | USA |
CAL Funding IV Ltd | 2.43 mm | 2.79 mm principal | 0.20 | ABS-other | Long | Bermuda |
DC Commercial Mortgage Trust 2023-DC | 2.41 mm | 2.42 mm principal | 0.20 | ABS-mortgage backed security | Long | USA |
GECU Auto Receivables Trust 2023-1 | 2.41 mm | 2.44 mm principal | 0.20 | ABS-other | Long | USA |
Progress Residential 2021-SFR2 Trust | 2.38 mm | 2.67 mm principal | 0.20 | ABS-other | Long | USA |
JPMBB Commercial Mortgage Securities Trust 2014-C19 | 2.35 mm | 2.41 mm principal | 0.19 | ABS-mortgage backed security | Long | USA |
SMB Private Education Loan Trust 2018-A | 2.34 mm | 2.36 mm principal | 0.19 | ABS-other | Long | USA |
Slam 2021-1 Ltd | 2.34 mm | 2.75 mm principal | 0.19 | ABS-other | Long | USA |
World Omni Auto Receivables Trust 2021-B | 2.34 mm | 2.61 mm principal | 0.19 | ABS-other | Long | USA |
Government National Mortgage Association | 2.32 mm | 2.50 mm principal | 0.19 | ABS-mortgage backed security | Long | USA |
Wheels Fleet Lease Funding 1 LLC | 2.32 mm | 2.34 mm principal | 0.19 | ABS-other | Long | USA |
Magnetite Xxix Ltd | 2.32 mm | 2.35 mm principal | 0.19 | ABS-collateralized bond/debt obligation | Long | Cayman Islands |
Foursight Capital Automobile Receivables Trust 2021-2 | 2.24 mm | 2.38 mm principal | 0.18 | ABS-other | Long | USA |
Castlelake Aircraft Structured Trust 2019-1 | 2.24 mm | 2.52 mm principal | 0.18 | ABS-other | Long | USA |
Government National Mortgage Association | 2.21 mm | 39.09 mm principal | 0.18 | ABS-mortgage backed security | Long | USA |
AGL CLO 12 Ltd | 2.20 mm | 2.23 mm principal | 0.18 | ABS-collateralized bond/debt obligation | Long | Cayman Islands |
BPR Trust 2022-OANA | 2.19 mm | 2.24 mm principal | 0.18 | ABS-mortgage backed security | Long | USA |
FirstKey Homes 2021-SFR1 Trust | 2.19 mm | 2.50 mm principal | 0.18 | ABS-other | Long | USA |
BHG Securitization Trust 2021-A | 2.18 mm | 2.34 mm principal | 0.18 | ABS-other | Long | USA |
GS Mortgage Securities Trust 2020-GC45 | 2.14 mm | 2.56 mm principal | 0.18 | ABS-mortgage backed security | Long | USA |
Government National Mortgage Association | 2.14 mm | 32.94 mm principal | 0.18 | ABS-mortgage backed security | Long | USA |
Hilton Grand Vacations Trust 2020-A | 2.11 mm | 2.26 mm principal | 0.17 | ABS-other | Long | USA |
Chesapeake Funding II LLC | 2.10 mm | 2.23 mm principal | 0.17 | ABS-other | Long | USA |
Fannie Mae REMICS | 2.09 mm | 10.80 mm principal | 0.17 | ABS-mortgage backed security | Long | USA |
Government National Mortgage Association | 2.08 mm | 34.51 mm principal | 0.17 | ABS-mortgage backed security | Long | USA |
Neuberger Berman CLO XX Ltd | 2.05 mm | 2.08 mm principal | 0.17 | ABS-collateralized bond/debt obligation | Long | Cayman Islands |
Hertz Vehicle Financing III LP | 2.04 mm | 2.33 mm principal | 0.17 | ABS-other | Long | USA |
CSAIL 2019-C18 Commercial Mortgage Trust | 2.02 mm | 2.41 mm principal | 0.17 | ABS-mortgage backed security | Long | USA |
SLM Private Credit Student Loan Trust 2003-B | 2.02 mm | 2.07 mm principal | 0.17 | ABS-other | Long | USA |
Octagon Investment Partners 18-R Ltd | 2.01 mm | 2.04 mm principal | 0.17 | ABS-collateralized bond/debt obligation | Long | Cayman Islands |
Government National Mortgage Association | 2.01 mm | 9.56 mm principal | 0.17 | ABS-mortgage backed security | Long | USA |
FREMF 2018-K156 Mortgage Trust | 1.98 mm | 324.69 mm principal | 0.16 | ABS-mortgage backed security | Long | USA |
Government National Mortgage Association | 1.93 mm | 30.31 mm principal | 0.16 | ABS-mortgage backed security | Long | USA |
SpringCastle America Funding LLC | 1.90 mm | 2.10 mm principal | 0.16 | ABS-other | Long | USA |
Government National Mortgage Association | 1.88 mm | 2.15 mm principal | 0.15 | ABS-mortgage backed security | Long | USA |
BPR Trust 2022-STAR | 1.85 mm | 1.86 mm principal | 0.15 | ABS-mortgage backed security | Long | USA |
World Omni Auto Receivables Trust 2021-A | 1.84 mm | 1.98 mm principal | 0.15 | ABS-other | Long | USA |
Elara HGV Timeshare Issuer 2023-A LLC | 1.81 mm | 1.82 mm principal | 0.15 | ABS-other | Long | USA |
Willis Engine Structured Trust VI | 1.80 mm | 2.24 mm principal | 0.15 | ABS-other | Long | USA |
Fannie Mae Pool | 1.78 mm | 2.13 mm principal | 0.15 | ABS-mortgage backed security | Long | USA |
Towd Point Mortgage Trust 2018-4 | 1.78 mm | 2.33 mm principal | 0.15 | ABS-mortgage backed security | Long | USA |
Fannie Mae REMICS | 1.78 mm | 1.80 mm principal | 0.15 | ABS-mortgage backed security | Long | USA |
BHG Securitization Trust 2023-A | 1.77 mm | 1.83 mm principal | 0.15 | ABS-other | Long | USA |
Government National Mortgage Association | 1.77 mm | 28.21 mm principal | 0.15 | ABS-mortgage backed security | Long | USA |
CLI Funding VI LLC | 1.77 mm | 2.04 mm principal | 0.15 | ABS-other | Long | USA |
Freddie Mac Multifamily Structured Pass Through Certificates | 1.77 mm | 82.36 mm principal | 0.15 | ABS-mortgage backed security | Long | USA |
GS Mortgage Securities Trust 2014-GC22 | 1.77 mm | 2.37 mm principal | 0.15 | ABS-mortgage backed security | Long | USA |
Hyundai Auto Lease Securitization Trust 2021-B | 1.75 mm | 1.78 mm principal | 0.14 | ABS-other | Long | USA |
Foursight Capital Automobile Receivables Trust 2023-2 | 1.74 mm | 1.75 mm principal | 0.14 | ABS-other | Long | USA |
Progress Residential 2021-SFR3 | 1.68 mm | 1.89 mm principal | 0.14 | ABS-other | Long | USA |
Ford Credit Auto Owner Trust 2018-REV1 | 1.67 mm | 1.74 mm principal | 0.14 | ABS-other | Long | USA |
Morgan Stanley Capital I Trust 2021-L5 | 1.67 mm | 2.09 mm principal | 0.14 | ABS-mortgage backed security | Long | USA |
GM Financial Consumer Automobile Receivables Trust 2020-3 | 1.67 mm | 1.73 mm principal | 0.14 | ABS-other | Long | USA |
CSMC 2014-USA OA LLC | 1.67 mm | 2.11 mm principal | 0.14 | ABS-mortgage backed security | Long | USA |
Harbour Aircraft Investments Limited 2017 Term Loan A | 1.65 mm | 1.90 mm principal | 0.14 | Loan | Long | Cayman Islands |
Freddie Mac Multifamily Structured Pass Through Certificates | 1.65 mm | 79.19 mm principal | 0.14 | ABS-mortgage backed security | Long | USA |
Freddie Mac Multifamily Structured Pass Through Certificates | 1.65 mm | 100.00 mm principal | 0.14 | ABS-mortgage backed security | Long | USA |
Commercial Mortgage Pass Through Certificates | 1.64 mm | 1.99 mm principal | 0.14 | ABS-mortgage backed security | Long | USA |
Navient Private Education Refi Loan Trust 2023-A | 1.64 mm | 1.68 mm principal | 0.13 | ABS-other | Long | USA |
Enterprise Fleet Financing 2023-2 LLC | 1.61 mm | 1.64 mm principal | 0.13 | ABS-other | Long | USA |
Carvana Auto Receivables Trust 2023-P4 | 1.61 mm | 1.61 mm principal | 0.13 | ABS-other | Long | USA |
Government National Mortgage Association | 1.59 mm | 34.70 mm principal | 0.13 | ABS-mortgage backed security | Long | USA |
Freddie Mac Pool | 1.58 mm | 1.99 mm principal | 0.13 | ABS-mortgage backed security | Long | USA |
Tricon American Homes 2019-SFR1 Trust | 1.56 mm | 1.68 mm principal | 0.13 | ABS-other | Long | USA |
Galaxy XXVI CLO Ltd | 1.54 mm | 1.57 mm principal | 0.13 | ABS-collateralized bond/debt obligation | Long | Cayman Islands |