Fund profile
Tickers
PSKIX, PPUAX, PPUCX, PPLPX, PSKNX
Fund manager
Total assets
$272.35 mm
Liabilities
$56.30 mm
Net assets
$216.06 mm
Number of holdings
751.00
Top 200 of 751 Holdings
Security | $Holding | Balance | % of Fund | Category | Position | Country |
---|---|---|---|---|---|---|
J P MORGAN TERM REPO | 26.80 mm | 26.80 mm principal | 12.40 | Repurchase agreement | Long | USA |
PIMCO SHORT ASSET PORTFOLIO MUTUAL FUND | 11.37 mm | 1.17 mm principal | 5.26 | Short-term investment vehicle | Long | USA |
NDDUEAFE TRS EQUITY FEDL01+6.5 *BULLET*
JPMorgan Chase Bank, National Association
|
10.82 mm | 1.00 contracts | 5.01 | Equity derivative | N/A | USA |
FNMA TBA 30 YR 6 SINGLE FAMILY MORTGAGE | 9.59 mm | 9.50 mm principal | 4.44 | ABS-mortgage backed security | Long | USA |
FNMA TBA 30 YR 5.5 SINGLE FAMILY MORTGAGE | 6.37 mm | 6.40 mm principal | 2.95 | ABS-mortgage backed security | Long | USA |
FNMA TBA 30 YR 6.5 SINGLE FAMILY MORTGAGE | 5.11 mm | 5.00 mm principal | 2.36 | ABS-mortgage backed security | Long | USA |
FNMA TBA 30 YR 5 SINGLE FAMILY MORTGAGE | 4.49 mm | 4.60 mm principal | 2.08 | ABS-mortgage backed security | Long | USA |
JAPAN TREASURY DISC BILL BILLS 06/24 0.00000 | 4.23 mm | 640.00 mm principal | 1.96 | Debt | Long | Japan |
FNMA POOL MA4840 FN 12/52 FIXED 4.5 | 3.94 mm | 4.13 mm principal | 1.82 | ABS-mortgage backed security | Long | USA |
COUNTRYWIDE ASSET BACKED CERTI CWL 2006 13 MV1 | 3.70 mm | 4.18 mm principal | 1.71 | ABS-mortgage backed security | Long | USA |
TSY INFL IX N/B 07/24 0.125 | 3.64 mm | 3.64 mm principal | 1.69 | Debt | Long | USA |
TSY INFL IX N/B 01/25 0.25 | 3.20 mm | 3.25 mm principal | 1.48 | Debt | Long | USA |
RFR USD SOFR/1.75000 06/15/22-10Y CME | 2.60 mm | 1.00 contracts | 1.20 | Interest rate derivative | N/A | USA |
TSY INFL IX N/B 10/24 0.125 | 2.51 mm | 2.52 mm principal | 1.16 | Debt | Long | USA |
JAPAN TREASURY DISC BILL BILLS 07/24 0.00000 | 2.11 mm | 320.00 mm principal | 0.98 | Debt | Long | Japan |
RFRF USD SF+26.161/1.2* 9/16/23-28Y* CME | 2.08 mm | 1.00 contracts | 0.96 | Interest rate derivative | N/A | USA |
LUMINENT MORTGAGE TRUST LUM 2006 6 A1 | 2.01 mm | 2.31 mm principal | 0.93 | ABS-mortgage backed security | Long | USA |
HYUNDAI AUTO LEASE SECURITIZAT HALST 2024 A A2A 144A | 2.00 mm | 2.00 mm principal | 0.92 | ABS-other | Long | USA |
US TREASURY N/B 05/43 3.875 | 1.94 mm | 2.10 mm principal | 0.90 | Debt | Long | USA |
STARWOOD COMMERCIAL MORTGAGE T STWD 2022 FL3 AS 144A | 1.93 mm | 2.00 mm principal | 0.89 | ABS-collateralized bond/debt obligation | Long | Cayman Islands |
JAPAN TREASURY DISC BILL BILLS 04/24 0.00000 | 1.92 mm | 290.00 mm principal | 0.89 | Debt | Long | Japan |
JAPAN TREASURY DISC BILL BILLS 04/24 0.00000 | 1.92 mm | 290.00 mm principal | 0.89 | Debt | Long | Japan |
FORD CREDIT AUTO LEASE TRUST FORDL 2024 A A2A | 1.80 mm | 1.80 mm principal | 0.83 | ABS-other | Long | USA |
TIAA CLO LTD TIA 2018 1A A2 144A | 1.60 mm | 1.60 mm principal | 0.74 | ABS-collateralized bond/debt obligation | Long | Cayman Islands |
WAMU ASSET BACKED CERTIFICATES WMHE 2007 HE2 2A4 | 1.58 mm | 4.14 mm principal | 0.73 | ABS-mortgage backed security | Long | USA |
FORTRESS CBO INVESTMENTS LTD FORT 2022 FL3 A 144A | 1.56 mm | 1.56 mm principal | 0.72 | ABS-collateralized bond/debt obligation | Long | USA |
US TREASURY N/B 08/53 4.125 | 1.54 mm | 1.60 mm principal | 0.71 | Debt | Long | USA |
AREIT CRE TRUST AREIT 2022 CRE7 A 144A | 1.51 mm | 1.50 mm principal | 0.70 | ABS-mortgage backed security | Long | USA |
GS MORTGAGE SECURITIES TRUST GSMS 2022 GTWY A 144A | 1.41 mm | 1.40 mm principal | 0.65 | ABS-mortgage backed security | Long | USA |
FED HM LN PC POOL RJ0137 FR 12/53 FIXED 5 | 1.34 mm | 1.37 mm principal | 0.62 | ABS-mortgage backed security | Long | USA |
INTOWN 2022 STAY TOWN 2022 STAY B 144A | 1.31 mm | 1.30 mm principal | 0.61 | ABS-mortgage backed security | Long | USA |
AREIT CRE TRUST AREIT 2022 CRE7 AS 144A | 1.31 mm | 1.30 mm principal | 0.60 | ABS-mortgage backed security | Long | USA |
FED HM LN PC POOL SD2612 FR 10/52 FIXED 4.5 | 1.30 mm | 1.37 mm principal | 0.60 | ABS-mortgage backed security | Long | USA |
MF1 MULTIFAMILY HOUSING MORTGA MF1 2022 FL8 AS 144A | 1.28 mm | 1.30 mm principal | 0.59 | ABS-collateralized bond/debt obligation | Long | Cayman Islands |
FNMA POOL MA3305 FN 03/48 FIXED 3.5 | 1.27 mm | 1.39 mm principal | 0.59 | ABS-mortgage backed security | Long | USA |
FNMA POOL FS2661 FN 07/52 FIXED VAR | 1.19 mm | 1.25 mm principal | 0.55 | ABS-mortgage backed security | Long | USA |
VOLKSWAGEN AUTO LEASE TRUST VWALT 2024 A A2A | 1.10 mm | 1.10 mm principal | 0.51 | ABS-other | Long | USA |
PRETIUM MORTGAGE CREDIT PARTNE PRET 2023 NPL1 A1 144A | 1.06 mm | 1.06 mm principal | 0.49 | ABS-mortgage backed security | Long | USA |
MAN GLG EURO CLO GLGE 6A B1R 144A | 1.06 mm | 1.00 mm principal | 0.49 | ABS-collateralized bond/debt obligation | Long | Ireland |
AMERICAN HOME MORTGAGE ASSETS AHMA 2006 4 1A11 | 1.03 mm | 1.96 mm principal | 0.48 | ABS-mortgage backed security | Long | USA |
GS Goldman Sachs Group, Inc. | 1.02 mm | 1.00 mm principal | 0.47 | Debt | Long | USA |
AVIS BUDGET RENTAL CAR FUNDING AESOP 2022 5A A 144A | 1.01 mm | 1.00 mm principal | 0.47 | ABS-other | Long | USA |
WESTLAKE AUTOMOBILE RECEIVABLE WLAKE 2023 4A A2 144A | 1.01 mm | 1.00 mm principal | 0.47 | ABS-other | Long | USA |
MASTER CREDIT CARD TRUST MCCT 2023 2A A 144A | 1.00 mm | 1.00 mm principal | 0.47 | ABS-mortgage backed security | Long | Canada |
TCI SYMPHONY CLO TSYMP 2016 1A BR2 144A | 1.00 mm | 1.00 mm principal | 0.46 | ABS-collateralized bond/debt obligation | Long | Cayman Islands |
BANK OF AMERICA CREDIT CARD TR BACCT 2023 A2 A2 | 1.00 mm | 1.00 mm principal | 0.46 | ABS-mortgage backed security | Long | USA |
ALLY AUTO RECEIVABLES TRUST ALLYA 2024 1 A1 | 1.00 mm | 1.00 mm principal | 0.46 | ABS-other | Long | USA |
CHASE ISSUANCE TRUST CHAIT 2024 A2 A | 997.48 k | 1.00 mm principal | 0.46 | ABS-mortgage backed security | Long | USA |
SHELTER GROWTH CRE SGCP 2022 FL4 A 144A | 987.22 k | 986.06 k principal | 0.46 | ABS-mortgage backed security | Long | Bermuda |
MADISON PARK FUNDING LTD MDPK 2013 11A AR2 144A | 984.63 k | 984.33 k principal | 0.46 | ABS-collateralized bond/debt obligation | Long | Cayman Islands |
CITIGROUP MORTGAGE LOAN TRUST CMLTI 2022 A A1 144A | 973.01 k | 972.38 k principal | 0.45 | ABS-mortgage backed security | Long | USA |
BANK OF NOVA SCOTIA | 955.14 k | 1.30 mm principal | 0.44 | Debt | Long | Canada |
MORGAN STANLEY CAPITAL INC MSAC 2007 HE2 A2C | 930.41 k | 1.98 mm principal | 0.43 | ABS-mortgage backed security | Long | USA |
AVON FINANCE AVON 4A A 144A | 920.56 k | 729.20 k principal | 0.43 | ABS-mortgage backed security | Long | UK |
AMERICREDIT AUTOMOBILE RECEIVA AMCAR 2023 2 A2 | 903.37 k | 900.34 k principal | 0.42 | ABS-other | Long | USA |
SBNA AUTO LEASE TRUST SBALT 2024 A A3 144A | 900.39 k | 900.00 k principal | 0.42 | ABS-other | Long | USA |
SANTANDER DRIVE AUTO RECEIVABL SDART 2023 4 A2 | 867.83 k | 866.15 k principal | 0.40 | ABS-other | Long | USA |
COUNTRYWIDE ALTERNATIVE LOAN T CWALT 2007 HY3 1A1 | 862.25 k | 989.67 k principal | 0.40 | ABS-mortgage backed security | Long | USA |
LETRA TESOURO NACIONAL BILLS 07/24 0.00000 | 817.70 k | 4.20 mm principal | 0.38 | Debt | Long | Brazil |
BEAR STEARNS ALT A TRUST BALTA 2005 9 21A1 | 810.49 k | 933.28 k principal | 0.38 | ABS-mortgage backed security | Long | USA |
SG MORTGAGE SECURITIES TRUST SGMS 2006 FRE1 A2B | 804.97 k | 1.60 mm principal | 0.37 | ABS-mortgage backed security | Long | USA |
KKR FINANCIAL CLO LTD KKR 18 BR 144A | 802.13 k | 800.00 k principal | 0.37 | ABS-collateralized bond/debt obligation | Long | Cayman Islands |
VENTURE CDO LTD VENTR 2019 38A BR 144A | 799.96 k | 800.00 k principal | 0.37 | ABS-collateralized bond/debt obligation | Long | Cayman Islands |
CARMAX AUTO OWNER TRUST CARMX 2024 1 A2A | 799.49 k | 800.00 k principal | 0.37 | ABS-other | Long | USA |
GLS AUTO RECEIVABLES TRUST GCAR 2024 1A A2 144A | 799.47 k | 800.00 k principal | 0.37 | ABS-other | Long | USA |
GENERAL MOTORS GFORT 2019 2 A 144A | 799.21 k | 800.00 k principal | 0.37 | ABS-other | Long | USA |
REALKREDIT DANMARK COVERED REGS 04/25 1 | 791.81 k | 5.60 mm principal | 0.37 | Debt | Long | Denmark |
CARLYLE EURO CLO CGMSE 2019 2A A1R 144A | 749.41 k | 700.00 k principal | 0.35 | ABS-collateralized bond/debt obligation | Long | Ireland |
ALBACORE EURO CLO ALBAC 1A AR 144A | 747.93 k | 700.00 k principal | 0.35 | ABS-collateralized bond/debt obligation | Long | Ireland |
COUNTRYWIDE ASSET BACKED CERTI CWL 2005 8 M6 | 745.85 k | 770.00 k principal | 0.35 | ABS-mortgage backed security | Long | USA |
CHASEFLEX TRUST CFLX 2007 3 2A1 | 743.48 k | 889.66 k principal | 0.34 | ABS-mortgage backed security | Long | USA |
NDDUEAFE TRS EQUITY FEDL01+3.5 MYI
MORGAN STANLEY & CO. INTERNATIONAL PLC
|
741.36 k | 1.00 contracts | 0.34 | Equity derivative | N/A | USA |
OPTION ONE MORTGAGE LOAN TRUST OOMLT 2006 1 M1 | 739.79 k | 814.00 k principal | 0.34 | ABS-mortgage backed security | Long | USA |
GSAMP TRUST GSAMP 2006 HE8 A2D | 738.44 k | 902.00 k principal | 0.34 | ABS-mortgage backed security | Long | USA |
BANK OF AMERICA CORP SR UNSECURED 09/27 VAR | 709.55 k | 700.00 k principal | 0.33 | Debt | Long | USA |
GEORGIA POWER CO SR UNSECURED 05/25 VAR | 702.57 k | 700.00 k principal | 0.33 | Debt | Long | USA |
LCM LTD PARTNERSHIP LCM 13A BR3 144A | 702.15 k | 700.00 k principal | 0.32 | ABS-collateralized bond/debt obligation | Long | Cayman Islands |
VENTURE CDO LTD VENTR 2019 38A A2R 144A | 701.10 k | 700.00 k principal | 0.32 | ABS-collateralized bond/debt obligation | Long | Cayman Islands |
SHELTER GROWTH CRE SGCP 2022 FL4 B 144A | 693.77 k | 700.00 k principal | 0.32 | ABS-mortgage backed security | Long | Bermuda |
NYKREDIT REALKREDIT AS COVERED REGS 04/25 1 | 692.72 k | 4.90 mm principal | 0.32 | Debt | Long | Denmark |
ARGENT SECURITIES INC. ARSI 2006 W4 A2C | 689.65 k | 2.81 mm principal | 0.32 | ABS-mortgage backed security | Long | USA |
CAPITAL ONE MULTI ASSET EXECUT COMET 2022 A1 A1 | 683.46 k | 700.00 k principal | 0.32 | ABS-mortgage backed security | Long | USA |
FIXED INC CLEARING CORP.REPO
Fixed Income Clearing Corp
|
662.00 k | 662.00 k principal | 0.31 | Repurchase agreement | Long | USA |
CITIGROUP MORTGAGE LOAN TRUST CMLTI 2006 NC2 A2B | 645.39 k | 873.17 k principal | 0.30 | ABS-mortgage backed security | Long | USA |
CRB SECURITIZATION TRUST CRB 2023 1 A 144A | 638.38 k | 632.98 k principal | 0.30 | ABS-other | Long | USA |
PRKCM TRUST PRKCM 2023 AFC3 A1 144A | 633.69 k | 628.98 k principal | 0.29 | ABS-mortgage backed security | Long | USA |
ACE SECURITIES CORP. ACE 2005 SD2 M4 | 630.51 k | 691.00 k principal | 0.29 | ABS-mortgage backed security | Long | USA |
COUNTRYWIDE ALTERNATIVE LOAN T CWALT 2007 OH2 A2A | 626.50 k | 716.31 k principal | 0.29 | ABS-mortgage backed security | Long | USA |
GM FINANCIAL AUTOMOBILE LEASIN GMALT 2023 3 A2B | 606.77 k | 606.55 k principal | 0.28 | ABS-other | Long | USA |
CDX IG42 5Y ICE | 602.85 k | 1.00 contracts | 0.28 | Credit derivative | N/A | USA |
GOLDMAN SACHS GROUP INC SR UNSECURED 08/26 VAR | 602.10 k | 600.00 k principal | 0.28 | Debt | Long | USA |
JP MORGAN CHASE BANK NA SR UNSECURED 12/26 5.11 | 601.88 k | 600.00 k principal | 0.28 | Debt | Long | USA |
GALLATIN LOAN MANAGEMENT, LLC GALL 2017 1A B1R 144A | 601.67 k | 600.00 k principal | 0.28 | ABS-collateralized bond/debt obligation | Long | Cayman Islands |
HERTZ VEHICLE FINANCING LLC HERTZ 2023 1A A 144A | 601.29 k | 600.00 k principal | 0.28 | ABS-other | Long | USA |
CHASE AUTO OWNER TRUST CHAOT 2024 1A A2 144A | 600.53 k | 600.00 k principal | 0.28 | ABS-other | Long | USA |
DRIVE AUTO RECEIVABLES TRUST DRIVE 2024 1 A2 | 600.49 k | 600.00 k principal | 0.28 | ABS-other | Long | USA |
GM FINANCIAL SECURITIZED TERM GMCAR 2024 1 A2A | 598.73 k | 600.00 k principal | 0.28 | ABS-other | Long | USA |
OPTION ONE MORTGAGE LOAN TRUST OOMLT 2005 1 M1 | 598.48 k | 633.71 k principal | 0.28 | ABS-mortgage backed security | Long | USA |
TOWD POINT MORTGAGE TRUST TPMT 2017 4 A1 144A | 598.24 k | 622.51 k principal | 0.28 | ABS-mortgage backed security | Long | USA |
ARBOR REALTY COLLATERALIZED LO ARCLO 2022 FL2 B 144A | 596.52 k | 600.00 k principal | 0.28 | ABS-collateralized bond/debt obligation | Long | USA |
ARBOR REALTY COLLATERALIZED LO ARCLO 2022 FL2 AS 144A | 594.68 k | 600.00 k principal | 0.28 | ABS-collateralized bond/debt obligation | Long | USA |
NEW YORK MORTGAGE TRUST NYMT 2022 SP1 A1 144A | 591.00 k | 605.06 k principal | 0.27 | ABS-mortgage backed security | Long | USA |
MORGAN STANLEY CAPITAL INC MSAC 2007 HE5 A1 | 587.03 k | 1.49 mm principal | 0.27 | ABS-mortgage backed security | Long | USA |
FNMA TBA 30 YR 4.5 SINGLE FAMILY MORTGAGE | 571.43 k | 600.00 k principal | 0.26 | ABS-mortgage backed security | Long | USA |
WESTLAKE AUTOMOBILE RECEIVABLE WLAKE 2023 3A A2B 144A | 568.20 k | 567.32 k principal | 0.26 | ABS-other | Long | USA |
WESTLAKE AUTOMOBILE RECEIVABLE WLAKE 2023 3A A2A 144A | 567.84 k | 567.32 k principal | 0.26 | ABS-other | Long | USA |
RESIDENTIAL ACCREDIT LOANS, IN RALI 2007 QS4 3A1 | 559.10 k | 677.13 k principal | 0.26 | ABS-mortgage backed security | Long | USA |
MERRILL LYNCH MORTGAGE INVESTO MLMI 2007 HE2 A2C | 557.86 k | 1.90 mm principal | 0.26 | ABS-mortgage backed security | Long | USA |
BANK OF AMERICA AUTO TRUST BAAT 2023 1A A2 144A | 552.71 k | 552.12 k principal | 0.26 | ABS-other | Long | USA |
MERRILL LYNCH MORTGAGE INVESTO MLMI 2006 HE5 A2C | 548.30 k | 1.06 mm principal | 0.25 | ABS-mortgage backed security | Long | USA |
CROWN CASTLE | 546.89 k | 550.00 k principal | 0.25 | Debt | Long | USA |
DT AUTO OWNER TRUST DTAOT 2023 3A A 144A | 546.07 k | 544.39 k principal | 0.25 | ABS-other | Long | USA |
PRETIUM MORTGAGE CREDIT PARTNE PRET 2021 NPL5 A1 144A | 541.54 k | 552.23 k principal | 0.25 | ABS-mortgage backed security | Long | USA |
WAMU MORTGAGE PASS THROUGH CER WAMU 2006 AR11 3A1A | 540.75 k | 622.92 k principal | 0.25 | ABS-mortgage backed security | Long | USA |
CORDATUS CLO PLC CORDA 24A A 144A | 537.66 k | 498.36 k principal | 0.25 | ABS-collateralized bond/debt obligation | Long | Ireland |
CORDATUS CLO PLC CORDA 7A ARR 144A | 516.88 k | 481.72 k principal | 0.24 | ABS-collateralized bond/debt obligation | Long | Ireland |
PRETIUM MORTGAGE CREDIT PARTNE PRET 2022 NPL2 A1 144A | 515.53 k | 523.19 k principal | 0.24 | ABS-mortgage backed security | Long | USA |
RFR USD SOFR/3.00000 06/21/23-10Y CME | 513.44 k | 1.00 contracts | 0.24 | Interest rate derivative | N/A | USA |
INDYMAC INDX MORTGAGE LOAN TRU INDX 2006 AR14 1A3A | 508.61 k | 561.49 k principal | 0.24 | ABS-mortgage backed security | Long | USA |
PAGAYA AI DEBT SELECTION TRUST PAID 2022 3 A 144A | 507.62 k | 508.18 k principal | 0.23 | ABS-other | Long | USA |
SANTANDER DRIVE AUTO RECEIVABL SDART 2023 6 A3 | 507.46 k | 500.00 k principal | 0.23 | ABS-other | Long | USA |
HYUNDAI AUTO RECEIVABLES TRUST HART 2023 B A3 | 503.55 k | 500.00 k principal | 0.23 | ABS-other | Long | USA |
FED HM LN PC POOL G18659 FG 09/32 FIXED 3 | 503.54 k | 531.34 k principal | 0.23 | ABS-mortgage backed security | Long | USA |
ALLY AUTO RECEIVABLES TRUST ALLYA 2023 1 A3 | 502.95 k | 500.00 k principal | 0.23 | ABS-other | Long | USA |
HYUNDAI CAPITAL AMERICA SR UNSECURED 144A 08/25 VAR | 502.91 k | 500.00 k principal | 0.23 | Debt | Long | USA |
GM FINANCIAL SECURITIZED TERM GMCAR 2023 3 A3 | 502.51 k | 500.00 k principal | 0.23 | ABS-other | Long | USA |
BMW VEHICLE OWNER TRUST BMWOT 2023 A A3 | 502.31 k | 500.00 k principal | 0.23 | ABS-other | Long | USA |
AMERICAN HONDA FINANCE SR UNSECURED 02/25 VAR | 500.95 k | 500.00 k principal | 0.23 | Debt | Long | USA |
TOYOTA MOTOR CREDIT CORP SR UNSECURED 08/24 VAR | 500.71 k | 500.00 k principal | 0.23 | Debt | Long | USA |
HONDA AUTO RECEIVABLES OWNER T HAROT 2023 3 A2 | 500.47 k | 500.00 k principal | 0.23 | ABS-other | Long | USA |
HYUNDAI AUTO RECEIVABLES TRUST HART 2024 A A3 | 500.36 k | 500.00 k principal | 0.23 | ABS-other | Long | USA |
EXETER AUTOMOBILE RECEIVABLES EART 2024 2A A2 | 500.10 k | 500.00 k principal | 0.23 | ABS-other | Long | USA |
HYUNDAI AUTO RECEIVABLES TRUST HART 2024 A A2A | 499.71 k | 500.00 k principal | 0.23 | ABS-other | Long | USA |
SBNA AUTO LEASE TRUST SBALT 2024 A A2 144A | 499.48 k | 500.00 k principal | 0.23 | ABS-other | Long | USA |
MAN GLG EURO CLO GLGE 6A B2R 144A | 496.94 k | 500.00 k principal | 0.23 | ABS-collateralized bond/debt obligation | Long | Ireland |
NAVIENT STUDENT LOAN TRUST NAVSL 2020 IA A1A 144A | 488.95 k | 540.65 k principal | 0.23 | ABS-other | Long | USA |
COUNTRYWIDE ALTERNATIVE LOAN T CWALT 2004 27CB A1 | 482.49 k | 543.92 k principal | 0.22 | ABS-mortgage backed security | Long | USA |
WELLS FARGO + COMPANY SR UNSECURED 06/27 VAR | 477.55 k | 500.00 k principal | 0.22 | Debt | Long | USA |
GLS AUTO SELECT RECEIVABLES TR GSAR 2023 1A A2 144A | 470.40 k | 468.42 k principal | 0.22 | ABS-other | Long | USA |
TSY INFL IX N/B 04/25 0.125 | 465.74 k | 477.52 k principal | 0.22 | Debt | Long | USA |
FANNIE MAE FNR 2012 31 NL | 464.79 k | 493.00 k principal | 0.22 | ABS-mortgage backed security | Long | USA |
DLLAA LLC DLLAA 2023 1A A2 144A | 463.65 k | 462.67 k principal | 0.21 | ABS-other | Long | USA |
RESEARCH DRIVEN PAGAYA MOTOR A RPM 2023 3A A 144A | 463.58 k | 460.47 k principal | 0.21 | ABS-other | Long | USA |
FED HM LN PC POOL QE8001 FR 08/52 FIXED 4.5 | 463.27 k | 484.13 k principal | 0.21 | ABS-mortgage backed security | Long | USA |
TRICOLOR AUTO SECURITIZATION T TAST 2024 1A A 144A | 460.74 k | 460.15 k principal | 0.21 | ABS-other | Long | USA |
UNH Unitedhealth Group Inc | 460.07 k | 930.00 shares | 0.21 | Common equity | Long | USA |
MORGAN STANLEY SR UNSECURED 07/27 VAR | 459.00 k | 500.00 k principal | 0.21 | Debt | Long | USA |
TOYOTA AUTO RECEIVABLES OWNER TAOT 2023 C A2A | 458.45 k | 458.39 k principal | 0.21 | ABS-other | Long | USA |
VERUS SECURITIZATION TRUST VERUS 2023 INV2 A1 144A | 458.36 k | 456.46 k principal | 0.21 | ABS-mortgage backed security | Long | USA |
NOVASTAR HOME EQUITY LOAN NHEL 2006 4 A2D | 457.35 k | 1.06 mm principal | 0.21 | ABS-mortgage backed security | Long | USA |
GECU AUTO RECEIVABLES TRUST GECU 2023 1A A2 144A | 455.25 k | 454.63 k principal | 0.21 | ABS-other | Long | USA |
CARVANA AUTO RECEIVABLES TRUST CRVNA 2023 P2 A2 144A | 438.43 k | 438.06 k principal | 0.20 | ABS-other | Long | USA |
BPCRE HOLDER LLC BPCRE 2022 FL2 A 144A | 436.21 k | 435.97 k principal | 0.20 | ABS-collateralized bond/debt obligation | Long | Bermuda |
GLS AUTO RECEIVABLES TRUST GCAR 2023 3A A2 144A | 432.92 k | 432.12 k principal | 0.20 | ABS-other | Long | USA |
TOWD POINT MORTGAGE TRUST TPMT 2018 3 A1 144A | 428.21 k | 444.45 k principal | 0.20 | ABS-mortgage backed security | Long | USA |
NDDUEAFE TRS EQUITY FEDL01+2.5 MYI
MORGAN STANLEY & CO. INTERNATIONAL PLC
|
425.11 k | 1.00 contracts | 0.20 | Equity derivative | N/A | USA |
PROVIDUS CLO PRVD 2A AR 144A | 417.91 k | 388.66 k principal | 0.19 | ABS-collateralized bond/debt obligation | Long | Ireland |
CPS AUTO TRUST CPS 2023 C A 144A | 414.27 k | 413.72 k principal | 0.19 | ABS-other | Long | USA |
ARGENT SECURITIES INC. ARSI 2006 M1 A1 | 409.38 k | 478.92 k principal | 0.19 | ABS-mortgage backed security | Long | USA |
AVIS BUDGET RENTAL CAR FUNDING AESOP 2023 7A A 144A | 407.82 k | 400.00 k principal | 0.19 | ABS-other | Long | USA |
MORGAN STANLEY BANK NA SR UNSECURED 10/26 5.882 | 407.81 k | 400.00 k principal | 0.19 | Debt | Long | USA |
CITIBANK NA SR UNSECURED 12/26 5.488 | 404.38 k | 400.00 k principal | 0.19 | Debt | Long | USA |
SOUTHERN CAL EDISON 1ST MORTGAGE 06/29 5.15 | 401.78 k | 400.00 k principal | 0.19 | Debt | Long | USA |
RFR USD SOFR/3.75000 06/21/23-2Y CME | 401.06 k | 1.00 contracts | 0.19 | Interest rate derivative | N/A | USA |
TRALEE CDO LTD TRAL 2019 6A AJR 144A | 400.60 k | 400.00 k principal | 0.19 | ABS-collateralized bond/debt obligation | Long | Cayman Islands |
KKR FINANCIAL CLO LTD KKR 21 B 144A | 399.57 k | 400.00 k principal | 0.18 | ABS-collateralized bond/debt obligation | Long | Cayman Islands |
AMERICAN EXPRESS CREDIT ACCOUN AMXCA 2023 1 A | 399.42 k | 400.00 k principal | 0.18 | ABS-mortgage backed security | Long | USA |
ROYAL BANK OF CANADA SR UNSECURED 01/27 4.875 | 399.26 k | 400.00 k principal | 0.18 | Debt | Long | Canada |
AT+T INC | 398.75 k | 400.00 k principal | 0.18 | Debt | Long | USA |
AMERICAN HONDA FINANCE SR UNSECURED 05/25 5 | 398.43 k | 400.00 k principal | 0.18 | Debt | Long | USA |
BANK OF AMERICA CREDIT CARD TR BACCT 2023 A1 A1 | 398.41 k | 400.00 k principal | 0.18 | ABS-mortgage backed security | Long | USA |
NDDUEAFE TRS EQUITY FEDL01+6 ULO
UBS AG
|
397.44 k | 1.00 contracts | 0.18 | Equity derivative | N/A | USA |
VEROS AUTO RECEIVABLES TRUST VEROS 2023 1 A 144A | 396.24 k | 394.56 k principal | 0.18 | ABS-other | Long | USA |
SOUNDVIEW HOME EQUITY LOAN TRU SVHE 2007 WMC1 3A1 | 396.20 k | 1.43 mm principal | 0.18 | ABS-mortgage backed security | Long | USA |
SANTANDER DRIVE AUTO RECEIVABL SDART 2023 3 A2 | 395.90 k | 395.39 k principal | 0.18 | ABS-other | Long | USA |
UBS GROUP AG SR UNSECURED 144A 05/28 4.751 | 392.08 k | 400.00 k principal | 0.18 | Debt | Long | Switzerland |
FREDDIE MAC FHR 4077 EP | 391.91 k | 427.00 k principal | 0.18 | ABS-mortgage backed security | Long | USA |
MSFT Microsoft Corporation | 391.27 k | 930.00 shares | 0.18 | Common equity | Long | USA |
VICI PROPERTIES LP SR UNSECURED 02/28 4.75 | 390.44 k | 400.00 k principal | 0.18 | Debt | Long | USA |
GS Goldman Sachs Group, Inc. | 388.45 k | 930.00 shares | 0.18 | Common equity | Long | USA |
JPM JPMorgan Chase & Co. | 385.32 k | 400.00 k principal | 0.18 | Debt | Long | USA |
FED HM LN PC POOL RJ0049 FR 10/53 FIXED 5 | 385.03 k | 394.57 k principal | 0.18 | ABS-mortgage backed security | Long | USA |
TAURUS CMBS TAURS 2021 UK1A A 144A | 374.23 k | 297.81 k principal | 0.17 | ABS-mortgage backed security | Long | Ireland |
FED HM LN PC POOL RJ0136 FR 12/53 FIXED 4.5 | 374.01 k | 392.71 k principal | 0.17 | ABS-mortgage backed security | Long | USA |
GLS AUTO RECEIVABLES TRUST GCAR 2023 2A A2 144A | 364.60 k | 365.23 k principal | 0.17 | ABS-other | Long | USA |
HD Home Depot, Inc. | 356.75 k | 930.00 shares | 0.17 | Common equity | Long | USA |
AMERICAN CREDIT ACCEPTANCE REC ACAR 2023 3 A 144A | 352.02 k | 351.64 k principal | 0.16 | ABS-other | Long | USA |
CARVANA AUTO RECEIVABLES TRUST CRVNA 2023 N3 A 144A | 349.52 k | 348.03 k principal | 0.16 | ABS-other | Long | USA |
SCHYF Sands China Ltd | 347.92 k | 400.00 k principal | 0.16 | Debt | Long | Cayman Islands |
CAT Caterpillar Inc. | 340.78 k | 930.00 shares | 0.16 | Common equity | Long | USA |
HSI ASSET SECURITIZATION CORPO HASC 2007 HE1 1A1 | 336.95 k | 453.26 k principal | 0.16 | ABS-mortgage backed security | Long | USA |
SANTANDER DRIVE AUTO RECEIVABL SDART 2023 2 A2 | 335.27 k | 335.12 k principal | 0.16 | ABS-other | Long | USA |
SCHYF Sands China Ltd | 335.19 k | 400.00 k principal | 0.16 | Debt | Long | Cayman Islands |
RESEARCH DRIVEN PAGAYA MOTOR A RPM 2022 3A A 144A | 329.77 k | 331.61 k principal | 0.15 | ABS-other | Long | USA |
PRETIUM MORTGAGE CREDIT PARTNE PRET 2021 RN2 A1 144A | 325.15 k | 335.41 k principal | 0.15 | ABS-mortgage backed security | Long | USA |
SOUNDVIEW HOME EQUITY LOAN TRU SVHE 2007 OPT1 2A3 | 311.98 k | 475.29 k principal | 0.14 | ABS-mortgage backed security | Long | USA |
ELLINGTON LOAN ACQUISITION TRU ELAT 2007 2 A1 144A | 309.41 k | 317.40 k principal | 0.14 | ABS-mortgage backed security | Long | USA |
ARGENT SECURITIES INC. ARSI 2003 W10 M1 | 309.14 k | 334.14 k principal | 0.14 | ABS-mortgage backed security | Long | USA |
GLS AUTO SELECT RECEIVABLES TR GSAR 2023 1A A3 144A | 303.47 k | 300.00 k principal | 0.14 | ABS-other | Long | USA |
BANK OF AMERICA NA SR UNSECURED 08/25 VAR | 301.62 k | 300.00 k principal | 0.14 | Debt | Long | USA |