Fund profile
Fund manager
Total assets
$8.10 bn
Liabilities
$4.16 bn
Net assets
$3.94 bn
Number of holdings
1.42 k
Top 200 of 1418 Holdings
Security | $Holding | Balance | % of Fund | Category | Position | Country |
---|---|---|---|---|---|---|
Uniform Mortgage-Backed Security, TBA | 311.30 mm | 339.00 mm principal | 7.89 | ABS-mortgage backed security | Long | USA |
Uniform Mortgage-Backed Security, TBA | 283.03 mm | 299.00 mm principal | 7.18 | ABS-mortgage backed security | Long | USA |
Uniform Mortgage-Backed Security, TBA | 276.48 mm | 312.25 mm principal | 7.01 | ABS-mortgage backed security | Long | USA |
Uniform Mortgage-Backed Security, TBA | 179.80 mm | 179.00 mm principal | 4.56 | ABS-mortgage backed security | Long | USA |
Uniform Mortgage-Backed Security, TBA | 149.80 mm | 169.00 mm principal | 3.80 | ABS-mortgage backed security | Long | USA |
Uniform Mortgage-Backed Security, TBA | 143.52 mm | 145.00 mm principal | 3.64 | ABS-mortgage backed security | Long | USA |
Uniform Mortgage-Backed Security, TBA | 124.52 mm | 124.00 mm principal | 3.16 | ABS-mortgage backed security | Long | USA |
United States Treasury Note/Bond | 108.12 mm | 110.60 mm principal | 2.74 | Debt | Long | USA |
Uniform Mortgage-Backed Security, TBA | 98.94 mm | 102.00 mm principal | 2.51 | ABS-mortgage backed security | Long | USA |
United States Treasury Note/Bond | 98.48 mm | 116.30 mm principal | 2.50 | Debt | Long | USA |
Uniform Mortgage-Backed Security, TBA | 72.54 mm | 79.08 mm principal | 1.84 | ABS-mortgage backed security | Long | USA |
United States Treasury Note/Bond | 68.71 mm | 83.70 mm principal | 1.74 | Debt | Long | USA |
Fannie Mae Pool | 62.14 mm | 70.26 mm principal | 1.58 | ABS-mortgage backed security | Long | USA |
United States Treasury Note/Bond | 59.48 mm | 57.10 mm principal | 1.51 | Debt | Long | USA |
Uniform Mortgage-Backed Security, TBA | 57.97 mm | 58.60 mm principal | 1.47 | ABS-mortgage backed security | Long | USA |
United States Treasury Note/Bond | 41.40 mm | 62.40 mm principal | 1.05 | Debt | Long | USA |
Fannie Mae Pool | 38.35 mm | 38.60 mm principal | 0.97 | ABS-mortgage backed security | Long | USA |
United States Treasury Note/Bond | 37.56 mm | 38.20 mm principal | 0.95 | Debt | Long | USA |
United States Treasury Note/Bond | 33.34 mm | 38.00 mm principal | 0.85 | Debt | Long | USA |
Uniform Mortgage-Backed Security, TBA | 32.39 mm | 31.90 mm principal | 0.82 | ABS-mortgage backed security | Long | USA |
United States Treasury Note/Bond | 31.63 mm | 39.00 mm principal | 0.80 | Debt | Long | USA |
Italy Buoni Poliennali Del Tesoro | 28.54 mm | 25.87 mm principal | 0.72 | Debt | Long | Italy |
United States Treasury Note/Bond | 24.50 mm | 24.00 mm principal | 0.62 | Debt | Long | USA |
United States Treasury Note/Bond | 24.38 mm | 24.80 mm principal | 0.62 | Debt | Long | USA |
Towd Point Mortgage Funding 2020-Auburn 14 PLC | 24.18 mm | 18.96 mm principal | 0.61 | ABS-mortgage backed security | Long | UK |
Republic of South Africa Government Bond | 23.71 mm | 414.60 mm principal | 0.60 | Debt | Long | South Africa |
United States Treasury Inflation Indexed Bonds | 23.28 mm | 23.90 mm principal | 0.59 | Debt | Long | USA |
United States Treasury Note/Bond | 22.01 mm | 39.50 mm principal | 0.56 | Debt | Long | USA |
Freddie Mac Pool | 21.82 mm | 21.49 mm principal | 0.55 | ABS-mortgage backed security | Long | USA |
FIXED INC CLEARING CORP.REPO
Fixed Income Clearing Corp
|
20.33 mm | 20.33 mm principal | 0.52 | Repurchase agreement | Long | USA |
United States Treasury Inflation Indexed Bonds | 18.27 mm | 23.39 mm principal | 0.46 | Debt | Long | USA |
Long: BWU01JI06 IRS USD R V 12MSOFR SWUV1JI08 CCPOIS / Short: BWU01JI06 IRS USD P F 1.75000 SWU01JI06 CCPOIS | 18.00 mm | 62.90 mm other units | 0.46 | Interest rate derivative | N/A | USA |
Uniform Mortgage-Backed Security, TBA | 17.52 mm | 20.60 mm principal | 0.44 | ABS-mortgage backed security | Long | USA |
United States Treasury Note/Bond | 17.34 mm | 29.10 mm principal | 0.44 | Debt | Long | USA |
ACAS CLO 2015-1 Ltd | 17.20 mm | 17.22 mm principal | 0.44 | ABS-collateralized bond/debt obligation | Long | Cayman Islands |
Ripon Mortgages PLC | 16.80 mm | 13.20 mm principal | 0.43 | ABS-mortgage backed security | Long | UK |
United States Treasury Inflation Indexed Bonds | 16.54 mm | 18.11 mm principal | 0.42 | Debt | Long | USA |
Ripon Mortgages PLC | 16.46 mm | 13.22 mm principal | 0.42 | ABS-mortgage backed security | Long | UK |
Toro European CLO 7 DAC | 16.26 mm | 15.00 mm principal | 0.41 | ABS-collateralized bond/debt obligation | Long | Ireland |
Freddie Mac Pool | 16.25 mm | 16.42 mm principal | 0.41 | ABS-mortgage backed security | Long | USA |
Fannie Mae Pool | 16.20 mm | 16.37 mm principal | 0.41 | ABS-mortgage backed security | Long | USA |
Fannie Mae Pool | 16.15 mm | 16.33 mm principal | 0.41 | ABS-mortgage backed security | Long | USA |
United States Treasury Inflation Indexed Bonds | 16.08 mm | 18.31 mm principal | 0.41 | Debt | Long | USA |
United States Treasury Note/Bond | 15.98 mm | 15.10 mm principal | 0.41 | Debt | Long | USA |
United States Treasury Note/Bond | 15.87 mm | 18.00 mm principal | 0.40 | Debt | Long | USA |
Government National Mortgage Association | 15.46 mm | 15.49 mm principal | 0.39 | ABS-mortgage backed security | Long | USA |
United States Treasury Inflation Indexed Bonds | 15.20 mm | 17.10 mm principal | 0.39 | Debt | Long | USA |
WRKCo Inc | 14.60 mm | 14.70 mm principal | 0.37 | Debt | Long | USA |
United States Treasury Inflation Indexed Bonds | 14.50 mm | 14.94 mm principal | 0.37 | Debt | Long | USA |
United States Treasury Inflation Indexed Bonds | 14.25 mm | 23.04 mm principal | 0.36 | Debt | Long | USA |
Nissan Motor Co Ltd | 13.74 mm | 14.70 mm principal | 0.35 | Debt | Long | Japan |
United States Treasury Note/Bond | 13.71 mm | 12.80 mm principal | 0.35 | Debt | Long | USA |
United States Treasury Note/Bond | 13.69 mm | 15.80 mm principal | 0.35 | Debt | Long | USA |
Carlyle Global Market Strategies CLO 2012-4 Ltd | 13.50 mm | 13.50 mm principal | 0.34 | ABS-collateralized bond/debt obligation | Long | Cayman Islands |
Ford Motor Credit Co LLC | 13.29 mm | 13.30 mm principal | 0.34 | Debt | Long | USA |
EVRG Evergy Inc | 13.19 mm | 13.50 mm principal | 0.33 | Debt | Long | USA |
UWM Mortgage Trust 2021-INV3 | 13.04 mm | 15.95 mm principal | 0.33 | ABS-mortgage backed security | Long | USA |
Volkswagen Group of America Finance LLC | 13.04 mm | 13.30 mm principal | 0.33 | Debt | Long | USA |
TCI-Symphony CLO 2016-1 Ltd | 12.98 mm | 13.00 mm principal | 0.33 | ABS-collateralized bond/debt obligation | Long | Cayman Islands |
Extended Stay America Trust 2021-ESH | 12.95 mm | 13.07 mm principal | 0.33 | ABS-mortgage backed security | Long | USA |
NYO Commercial Mortgage Trust 2021-1290 | 12.91 mm | 14.00 mm principal | 0.33 | ABS-mortgage backed security | Long | USA |
First Franklin Mortgage Loan Trust 2006-FF14 | 12.82 mm | 16.31 mm principal | 0.33 | ABS-other | Long | USA |
LeasePlan Corp NV | 12.80 mm | 13.10 mm principal | 0.32 | Debt | Long | Netherlands |
United States Treasury Inflation Indexed Bonds | 12.63 mm | 12.73 mm principal | 0.32 | Debt | Long | USA |
STWD Starwood Property Trust Inc | 12.53 mm | 13.30 mm principal | 0.32 | Debt | Long | USA |
STWD 2022-FL3 Ltd | 12.50 mm | 13.00 mm principal | 0.32 | ABS-collateralized bond/debt obligation | Long | Cayman Islands |
VMW Vmware, Inc. | 12.35 mm | 13.50 mm principal | 0.31 | Debt | Long | USA |
KREF 2022-FL3 Ltd | 12.32 mm | 12.50 mm principal | 0.31 | ABS-collateralized bond/debt obligation | Long | Cayman Islands |
JPMorgan Chase & Co | 12.27 mm | 13.30 mm principal | 0.31 | Debt | Long | USA |
BA Boeing Co. | 12.25 mm | 12.30 mm principal | 0.31 | Debt | Long | USA |
United States Treasury Note/Bond | 12.15 mm | 16.90 mm principal | 0.31 | Debt | Long | USA |
Nissan Motor Acceptance Co LLC | 12.14 mm | 13.50 mm principal | 0.31 | Debt | Long | USA |
Benchmark 2019-B9 Mortgage Trust | 12.14 mm | 13.00 mm principal | 0.31 | ABS-mortgage backed security | Long | USA |
HII Huntington Ingalls Industries Inc | 12.13 mm | 13.80 mm principal | 0.31 | Debt | Long | USA |
Fannie Mae Pool | 12.04 mm | 11.86 mm principal | 0.31 | ABS-mortgage backed security | Long | USA |
Venture XXVII CLO Ltd | 12.03 mm | 12.06 mm principal | 0.31 | ABS-collateralized bond/debt obligation | Long | Cayman Islands |
Freddie Mac Pool | 12.00 mm | 11.80 mm principal | 0.30 | ABS-mortgage backed security | Long | USA |
Anchorage Capital Clo 11 Ltd | 11.98 mm | 12.00 mm principal | 0.30 | ABS-collateralized bond/debt obligation | Long | Cayman Islands |
Adagio V CLO DAC | 11.97 mm | 11.00 mm principal | 0.30 | ABS-collateralized bond/debt obligation | Long | Ireland |
WY Weyerhaeuser Co. | 11.94 mm | 12.00 mm principal | 0.30 | Debt | Long | USA |
Imperial Brands Finance PLC | 11.94 mm | 12.80 mm principal | 0.30 | Debt | Long | UK |
Government National Mortgage Association | 11.92 mm | 11.94 mm principal | 0.30 | ABS-mortgage backed security | Long | USA |
OSD CLO 2021-23 Ltd | 11.91 mm | 11.95 mm principal | 0.30 | ABS-collateralized bond/debt obligation | Long | Cayman Islands |
Broadcom Pte. Ltd. | 11.90 mm | 12.40 mm principal | 0.30 | Debt | Long | USA |
AMT American Tower Corp. | 11.89 mm | 12.00 mm principal | 0.30 | Debt | Long | USA |
Ares European CLO X DAC | 11.86 mm | 10.86 mm principal | 0.30 | ABS-collateralized bond/debt obligation | Long | Ireland |
Southern California Gas Co | 11.86 mm | 12.50 mm principal | 0.30 | Debt | Long | USA |
GS Mortgage Securities Trust 2016-GS3 | 11.82 mm | 13.35 mm principal | 0.30 | ABS-mortgage backed security | Long | USA |
Hyundai Capital America | 11.80 mm | 13.50 mm principal | 0.30 | Debt | Long | USA |
American Honda Finance Corp | 11.71 mm | 11.70 mm principal | 0.30 | Debt | Long | USA |
CCI Crown Castle Inc | 11.69 mm | 12.50 mm principal | 0.30 | Debt | Long | USA |
Harvest Clo XX DAC | 11.65 mm | 10.72 mm principal | 0.30 | ABS-collateralized bond/debt obligation | Long | Ireland |
ReNew Wind Energy AP2 / ReNew Power Pvt Ltd other 9 Subsidiaries | 11.64 mm | 13.10 mm principal | 0.30 | Debt | Long | India |
Towd Point Mortgage Funding 2019 - Granite4 PLC | 11.64 mm | 9.12 mm principal | 0.30 | ABS-mortgage backed security | Long | UK |
Danske Bank A/S | 11.63 mm | 12.00 mm principal | 0.29 | Debt | Long | Denmark |
1211 Avenue of the Americas Trust 2015-1211 | 11.60 mm | 12.10 mm principal | 0.29 | ABS-mortgage backed security | Long | USA |
GS Mortgage-Backed Securities Trust 2022-GR2 | 11.60 mm | 13.62 mm principal | 0.29 | ABS-mortgage backed security | Long | USA |
BSPDF 2021-FL1 Issuer Ltd | 11.60 mm | 11.87 mm principal | 0.29 | ABS-collateralized bond/debt obligation | Long | Cayman Islands |
Benchmark 2022-B33 Mortgage Trust | 11.54 mm | 13.00 mm principal | 0.29 | ABS-mortgage backed security | Long | USA |
AREIT 2022-CRE7 LLC | 11.50 mm | 11.50 mm principal | 0.29 | ABS-collateralized bond/debt obligation | Long | USA |
BA Boeing Co. | 11.49 mm | 12.00 mm principal | 0.29 | Debt | Long | USA |
SBA Tower Trust | 11.48 mm | 13.00 mm principal | 0.29 | Debt | Long | USA |
Deutsche Bank AG/New York NY | 11.41 mm | 13.00 mm principal | 0.29 | Debt | Long | Germany |
AREIT 2022-CRE6 Trust | 11.40 mm | 11.62 mm principal | 0.29 | ABS-collateralized bond/debt obligation | Long | Cayman Islands |
Benchmark 2022-B32 Mortgage Trust | 11.39 mm | 12.65 mm principal | 0.29 | ABS-mortgage backed security | Long | USA |
Credit Suisse Group AG | 11.37 mm | 10.65 mm principal | 0.29 | Debt | Long | Switzerland |
COF Capital One Financial Corp. | 11.30 mm | 11.50 mm principal | 0.29 | Debt | Long | USA |
Chile Government International Bond | 11.16 mm | 12.50 mm principal | 0.28 | Debt | Long | Chile |
Extra Space Storage LP | 11.14 mm | 13.50 mm principal | 0.28 | Debt | Long | USA |
TCW CLO 2018-1 Ltd | 11.11 mm | 11.12 mm principal | 0.28 | ABS-collateralized bond/debt obligation | Long | Cayman Islands |
Neuberger Berman CLO XIV Ltd | 11.02 mm | 11.02 mm principal | 0.28 | ABS-collateralized bond/debt obligation | Long | Cayman Islands |
Sun Communities Operating LP | 11.00 mm | 13.20 mm principal | 0.28 | Debt | Long | USA |
Fresenius Medical Care US Finance III Inc | 10.93 mm | 12.10 mm principal | 0.28 | Debt | Long | USA |
Flagship Credit Auto Trust 2022-2 | 10.90 mm | 11.00 mm principal | 0.28 | ABS-other | Long | USA |
DOLP Trust 2021-NYC | 10.87 mm | 13.20 mm principal | 0.28 | ABS-mortgage backed security | Long | USA |
Manhattan West 2020-1MW Mortgage Trust | 10.87 mm | 12.30 mm principal | 0.28 | ABS-mortgage backed security | Long | USA |
COMM 2016-787S Mortgage Trust | 10.82 mm | 11.60 mm principal | 0.27 | ABS-mortgage backed security | Long | USA |
Catamaran CLO 2014-1 Ltd | 10.80 mm | 10.80 mm principal | 0.27 | ABS-collateralized bond/debt obligation | Long | Cayman Islands |
Volkswagen Group of America Finance LLC | 10.77 mm | 10.90 mm principal | 0.27 | Debt | Long | USA |
DBGS 2019-1735 Mortgage Trust | 10.72 mm | 12.55 mm principal | 0.27 | ABS-mortgage backed security | Long | USA |
Blue Owl Finance LLC | 10.72 mm | 13.00 mm principal | 0.27 | Debt | Long | USA |
Regatta XI Funding Ltd | 10.72 mm | 10.72 mm principal | 0.27 | ABS-collateralized bond/debt obligation | Long | Cayman Islands |
MF1 2022-FL10 LLC | 10.71 mm | 10.70 mm principal | 0.27 | ABS-collateralized bond/debt obligation | Long | USA |
Japan Bank for International Cooperation | 10.66 mm | 11.20 mm principal | 0.27 | Debt | Long | Japan |
225 Liberty Street Trust 2016-225L | 10.61 mm | 11.60 mm principal | 0.27 | ABS-mortgage backed security | Long | USA |
O Realty Income Corp. | 10.52 mm | 10.70 mm principal | 0.27 | Debt | Long | USA |
PCG+A Pacific Gas & Electric Co. | 10.45 mm | 10.90 mm principal | 0.27 | Debt | Long | USA |
BCS Barclays plc | 10.41 mm | 9.30 mm principal | 0.26 | Debt | Long | UK |
Duke Energy Progress LLC | 10.40 mm | 12.60 mm principal | 0.26 | Debt | Long | USA |
MFG Mizuho Financial Group, Inc. | 10.32 mm | 12.40 mm principal | 0.26 | Debt | Long | Japan |
Sunrun Demeter Issuer 2021-2 LLC | 10.23 mm | 12.10 mm principal | 0.26 | ABS-other | Long | USA |
Aviation Capital Group LLC | 10.19 mm | 10.50 mm principal | 0.26 | Debt | Long | USA |
Benchmark 2022-B35 Mortgage Trust | 10.15 mm | 11.00 mm principal | 0.26 | ABS-mortgage backed security | Long | USA |
Venture XXVIII CLO Ltd | 10.10 mm | 10.13 mm principal | 0.26 | ABS-collateralized bond/debt obligation | Long | Cayman Islands |
BNP Paribas SA | 10.07 mm | 12.50 mm principal | 0.26 | Debt | Long | France |
Goodman US Finance Three LLC | 10.05 mm | 10.80 mm principal | 0.25 | Debt | Long | USA |
Bank of America Corp | 10.01 mm | 9.70 mm principal | 0.25 | Debt | Long | USA |
UBS Group AG | 9.96 mm | 10.20 mm principal | 0.25 | Debt | Long | Switzerland |
Kilroy Realty LP | 9.93 mm | 13.10 mm principal | 0.25 | Debt | Long | USA |
Bayview MSR Opportunity Master Fund Trust 2021-INV5 | 9.91 mm | 11.62 mm principal | 0.25 | ABS-mortgage backed security | Long | USA |
United States Treasury Note/Bond | 9.89 mm | 9.60 mm principal | 0.25 | Debt | Long | USA |
AT&T Inc | 9.87 mm | 10.00 mm principal | 0.25 | Short-term investment vehicle | Long | USA |
Piedmont Operating Partnership LP | 9.76 mm | 12.90 mm principal | 0.25 | Debt | Long | USA |
JP Morgan Mortgage Trust 2022-INV1 | 9.70 mm | 11.37 mm principal | 0.25 | ABS-mortgage backed security | Long | USA |
Mexican Bonos | 9.63 mm | 168.00 mm principal | 0.24 | Debt | Long | Mexico |
United States Treasury Strip Coupon | 9.63 mm | 21.30 mm principal | 0.24 | Debt | Long | USA |
UWM Mortgage Trust 2021-INV4 | 9.56 mm | 11.68 mm principal | 0.24 | ABS-mortgage backed security | Long | USA |
MUFG Mitsubishi UFJ Financial Group, Inc. | 9.56 mm | 10.50 mm principal | 0.24 | Debt | Long | Japan |
GS Mortgage-Backed Securities Trust 2021-HP1 | 9.51 mm | 11.61 mm principal | 0.24 | ABS-mortgage backed security | Long | USA |
Natixis Commercial Mortgage Securities Trust | 9.49 mm | 9.58 mm principal | 0.24 | ABS-mortgage backed security | Long | USA |
Charter Communications Operating LLC / Charter Communications Operating Capital | 9.40 mm | 13.30 mm principal | 0.24 | Debt | Long | USA |
Ready Capital Mortgage Financing 2022-FL10 LLC | 9.29 mm | 9.24 mm principal | 0.24 | ABS-collateralized bond/debt obligation | Long | USA |
Legacy Mortgage Asset Trust 2020-GS1 | 9.26 mm | 9.27 mm principal | 0.23 | ABS-mortgage backed security | Long | USA |
GS Mortgage-Backed Securities Corp Trust 2022-PJ2 | 9.26 mm | 11.32 mm principal | 0.23 | ABS-mortgage backed security | Long | USA |
Palmer Square European Loan Funding 2021-1 DAC | 9.18 mm | 8.45 mm principal | 0.23 | ABS-collateralized bond/debt obligation | Long | Ireland |
Imperial Brands Finance PLC | 9.17 mm | 9.33 mm principal | 0.23 | Debt | Long | UK |
Towd Point Mortgage Funding | 9.16 mm | 7.18 mm principal | 0.23 | ABS-mortgage backed security | Long | UK |
Deutsche Bank AG/New York NY | 9.05 mm | 8.60 mm principal | 0.23 | Debt | Long | Germany |
Cheniere Corpus Christi Holdings LLC | 9.04 mm | 9.00 mm principal | 0.23 | Debt | Long | USA |
Bank of Montreal | 9.00 mm | 8.95 mm principal | 0.23 | Debt | Long | Canada |
Southern California Edison Co | 8.99 mm | 9.00 mm principal | 0.23 | Short-term investment vehicle | Long | USA |
United States Treasury Note/Bond | 8.95 mm | 11.00 mm principal | 0.23 | Debt | Long | USA |
Mexican Udibonos | 8.90 mm | 171.60 mm principal | 0.23 | Debt | Long | Mexico |
GoodLeap Sustainable Home Solutions Trust 2022-2 | 8.89 mm | 10.13 mm principal | 0.23 | ABS-other | Long | USA |
AREIT 2021-CRE5 Trust | 8.76 mm | 8.97 mm principal | 0.22 | ABS-collateralized bond/debt obligation | Long | Cayman Islands |
Broadcom Pte. Ltd. | 8.75 mm | 10.80 mm principal | 0.22 | Debt | Long | USA |
SALES TAX SECURITIZATION CORP IL | 8.73 mm | 10.10 mm principal | 0.22 | Debt | Long | USA |
BAT International Finance PLC | 8.62 mm | 8.30 mm principal | 0.22 | Debt | Long | UK |
SMFG Sumitomo Mitsui Financial Group Inc | 8.58 mm | 9.80 mm principal | 0.22 | Debt | Long | Japan |
OHI Omega Healthcare Investors, Inc. | 8.56 mm | 8.90 mm principal | 0.22 | Debt | Long | USA |
Cooperatieve Rabobank UA/NY | 8.49 mm | 8.40 mm principal | 0.22 | Debt | Long | Netherlands |
Voya CLO 2019-1 Ltd | 8.41 mm | 8.41 mm principal | 0.21 | ABS-collateralized bond/debt obligation | Long | Cayman Islands |
OKE Oneok Inc. | 8.39 mm | 7.50 mm principal | 0.21 | Debt | Long | USA |
United Airlines 2020-1 Class A Pass Through Trust | 8.38 mm | 8.28 mm principal | 0.21 | Debt | Long | USA |
Lloyds Bank PLC | 8.36 mm | 13.00 mm principal | 0.21 | Debt | Long | UK |
Securitized Asset Backed Receivables LLC Trust 2006-FR2 | 8.26 mm | 13.66 mm principal | 0.21 | ABS-other | Long | USA |
Standard Chartered PLC | 8.25 mm | 8.10 mm principal | 0.21 | Debt | Long | UK |
Capital Four US CLO II Ltd | 8.20 mm | 8.20 mm principal | 0.21 | ABS-collateralized bond/debt obligation | Long | Jersey |
Lehman XS Trust Series 2007-4N | 8.19 mm | 9.64 mm principal | 0.21 | ABS-mortgage backed security | Long | USA |
NMR Nomura Holdings Inc. | 8.18 mm | 9.60 mm principal | 0.21 | Debt | Long | Japan |
LCM XXV Ltd | 8.10 mm | 8.11 mm principal | 0.21 | ABS-collateralized bond/debt obligation | Long | Cayman Islands |
Wells Fargo & Co | 8.07 mm | 7.90 mm principal | 0.20 | Debt | Long | USA |
Morgan Stanley | 8.05 mm | 7.90 mm principal | 0.20 | Debt | Long | USA |
Flex Ltd | 8.02 mm | 8.16 mm principal | 0.20 | Debt | Long | Singapore |
JPMorgan Chase & Co | 8.02 mm | 7.90 mm principal | 0.20 | Debt | Long | USA |
MassMutual Global Funding II | 7.99 mm | 7.90 mm principal | 0.20 | Debt | Long | USA |
MFG Mizuho Financial Group, Inc. | 7.99 mm | 9.80 mm principal | 0.20 | Debt | Long | Japan |
Government National Mortgage Association | 7.99 mm | 8.04 mm principal | 0.20 | ABS-mortgage backed security | Long | USA |
Long Beach Mortgage Loan Trust 2006-4 | 7.98 mm | 27.36 mm principal | 0.20 | ABS-other | Long | USA |
HSBC HSBC Holdings plc | 7.97 mm | 7.50 mm principal | 0.20 | Debt | Long | UK |
BPCE SA | 7.90 mm | 7.50 mm principal | 0.20 | Debt | Long | France |
Consumers 2023 Securitization Funding LLC | 7.87 mm | 7.70 mm principal | 0.20 | Debt | Long | USA |
ORCL Oracle Corp. | 7.85 mm | 10.60 mm principal | 0.20 | Debt | Long | USA |
Ally Auto Receivables Trust 2023-1 | 7.81 mm | 7.80 mm principal | 0.20 | ABS-other | Long | USA |
7-Eleven Inc | 7.80 mm | 9.60 mm principal | 0.20 | Debt | Long | USA |
Nissan Motor Co Ltd | 7.80 mm | 8.10 mm principal | 0.20 | Debt | Long | Japan |
Freddie Mac Pool | 7.78 mm | 7.76 mm principal | 0.20 | ABS-mortgage backed security | Long | USA |
Nationwide Building Society | 7.76 mm | 7.50 mm principal | 0.20 | Debt | Long | UK |
United States Treasury Note/Bond | 7.74 mm | 7.90 mm principal | 0.20 | Debt | Long | USA |
JPMorgan Chase Bank NA | 7.73 mm | 7.70 mm principal | 0.20 | Debt | Long | USA |