Fund profile
Tickers
LMECX
Fund manager
Total assets
$2.87 bn
Liabilities
$438.04 mm
Net assets
$2.43 bn
Number of holdings
491.00
Top 200 of 491 Holdings
Security | $Holding | Balance | % of Fund | Category | Position | Country |
---|---|---|---|---|---|---|
Mexican Bonos | 166.05 mm | 3.20 bn principal | 6.84 | Debt | Long | Mexico |
Ginnie Mae | 103.62 mm | 103.70 mm principal | 4.27 | ABS-mortgage backed security | Long | USA |
Mexican Bonos | 92.52 mm | 1.72 bn principal | 3.81 | Debt | Long | Mexico |
Mexican Bonos | 80.71 mm | 1.58 bn principal | 3.32 | Debt | Long | Mexico |
Fannie Mae or Freddie Mac | 76.72 mm | 92.80 mm principal | 3.16 | ABS-mortgage backed security | Long | USA |
IRS USD | 73.55 mm | 1.00 contracts | 3.03 | Interest rate derivative | N/A | USA |
Ginnie Mae | 72.74 mm | 74.00 mm principal | 2.99 | ABS-mortgage backed security | Long | USA |
United States Treasury Inflation Indexed Bonds | 63.80 mm | 67.99 mm principal | 2.63 | Debt | Long | USA |
United States Treasury Note/Bond | 58.94 mm | 58.83 mm principal | 2.43 | Debt | Long | USA |
United States Treasury Note/Bond - When Issued | 39.24 mm | 37.82 mm principal | 1.62 | Debt | Long | USA |
Inter-American Development Bank | 37.97 mm | 3.11 bn principal | 1.56 | Debt | Long | N/A |
United States Treasury Note/Bond | 36.19 mm | 36.61 mm principal | 1.49 | Debt | Long | USA |
Teva Pharmaceutical Finance Netherlands III BV | 33.65 mm | 35.96 mm principal | 1.39 | Debt | Long | Netherlands |
Fannie Mae Pool | 32.33 mm | 40.51 mm principal | 1.33 | ABS-mortgage backed security | Long | USA |
Teva Pharmaceutical Finance Netherlands III BV | 29.48 mm | 30.41 mm principal | 1.21 | Debt | Long | Netherlands |
Ginnie Mae | 28.39 mm | 31.20 mm principal | 1.17 | ABS-mortgage backed security | Long | USA |
Ginnie Mae | 28.02 mm | 34.20 mm principal | 1.15 | ABS-mortgage backed security | Long | USA |
Brazil Notas do Tesouro Nacional Serie F | 27.23 mm | 143.86 mm principal | 1.12 | Debt | Long | Brazil |
Ginnie Mae II Pool | 25.93 mm | 30.76 mm principal | 1.07 | ABS-mortgage backed security | Long | USA |
Brazil Notas do Tesouro Nacional Serie F | 25.81 mm | 130.00 mm principal | 1.06 | Debt | Long | Brazil |
Ginnie Mae | 24.89 mm | 25.90 mm principal | 1.02 | ABS-mortgage backed security | Long | USA |
Ford Motor Credit Co LLC | 23.47 mm | 22.00 mm principal | 0.97 | Debt | Long | USA |
BX Trust 2021-BXMF | 22.91 mm | 23.12 mm principal | 0.94 | ABS-mortgage backed security | Long | USA |
United States Treasury Note/Bond | 22.77 mm | 23.15 mm principal | 0.94 | Debt | Long | USA |
Barclays Commercial Mortgage Trust 2019-C5 | 22.68 mm | 25.11 mm principal | 0.93 | ABS-mortgage backed security | Long | USA |
Western Midstream Partners LP | 22.51 mm | 25.64 mm principal | 0.93 | Debt | Long | USA |
Bravo Mortgage Asset Trust | 22.31 mm | 25.34 mm principal | 0.92 | ABS-other | Long | USA |
Banc of America Funding Corp | 20.87 mm | 26.52 mm principal | 0.86 | ABS-mortgage backed security | Long | USA |
BNY MELLON CASH RESERVE EOD FUND | 20.66 mm | 20.66 mm shares | 0.85 | Short-term investment vehicle | Long | USA |
STACR Trust 2018-HRP1 | 20.55 mm | 17.01 mm principal | 0.85 | ABS-mortgage backed security | Long | USA |
JP Morgan Chase Commercial Mortgage Securities Trust 2020-NNN | 20.50 mm | 38.36 mm principal | 0.84 | ABS-mortgage backed security | Long | USA |
Fannie Mae or Freddie Mac | 20.23 mm | 22.60 mm principal | 0.83 | ABS-mortgage backed security | Long | USA |
Ginnie Mae | 18.79 mm | 21.30 mm principal | 0.77 | ABS-mortgage backed security | Long | USA |
CDS CDX.NA.IG.42 | 18.20 mm | 1.00 contracts | 0.75 | Credit derivative | N/A | USA |
KIND Trust 2021-KIND | 17.95 mm | 18.65 mm principal | 0.74 | ABS-mortgage backed security | Long | USA |
IRS USD | 17.95 mm | 1.00 contracts | 0.74 | Interest rate derivative | N/A | USA |
EC Ecopetrol SA | 17.93 mm | 21.54 mm principal | 0.74 | Debt | Long | Colombia |
BCAP LLC 2014-RR5 Trust | 16.85 mm | 18.30 mm principal | 0.69 | ABS-mortgage backed security | Long | USA |
Prosus NV | 15.78 mm | 19.38 mm principal | 0.65 | Debt | Long | Netherlands |
ELP Commercial Mortgage Trust 2021-ELP | 15.73 mm | 15.88 mm principal | 0.65 | ABS-mortgage backed security | Long | USA |
Accredited Mortgage Loan Trust 2006-2 | 15.21 mm | 16.25 mm principal | 0.63 | ABS-mortgage backed security | Long | USA |
Impac Secured Assets Trust 2006-3 | 14.91 mm | 18.00 mm principal | 0.61 | ABS-mortgage backed security | Long | USA |
JP Morgan Chase Commercial Mortgage Securities Trust 2020-NNN | 14.49 mm | 39.12 mm principal | 0.60 | ABS-mortgage backed security | Long | USA |
Fannie Mae Pool | 13.50 mm | 16.05 mm principal | 0.56 | ABS-mortgage backed security | Long | USA |
Citigroup Commercial Mortgage Trust 2019-C7 | 13.44 mm | 15.00 mm principal | 0.55 | ABS-mortgage backed security | Long | USA |
CSC Holdings LLC | 12.82 mm | 18.09 mm principal | 0.53 | Debt | Long | USA |
United Rentals North America Inc | 12.72 mm | 13.06 mm principal | 0.52 | Debt | Long | USA |
Ginnie Mae II Pool | 12.58 mm | 14.22 mm principal | 0.52 | ABS-mortgage backed security | Long | USA |
OXY Occidental Petroleum Corp. | 12.15 mm | 11.83 mm principal | 0.50 | Debt | Long | USA |
RBSSP Resecuritization Trust 2013-4 | 11.96 mm | 15.31 mm principal | 0.49 | ABS-mortgage backed security | Long | USA |
GSMSC Resecuritization Trust 2014-2R | 11.86 mm | 13.17 mm principal | 0.49 | ABS-mortgage backed security | Long | USA |
Freddie Mac STACR REMIC Trust 2021-DNA5 | 11.83 mm | 11.17 mm principal | 0.49 | ABS-mortgage backed security | Long | USA |
Ford Motor Credit Co LLC | 11.61 mm | 13.42 mm principal | 0.48 | Debt | Long | USA |
United States Treasury Bill | 11.41 mm | 11.51 mm principal | 0.47 | Debt | Long | USA |
Ginnie Mae II Pool | 11.20 mm | 13.28 mm principal | 0.46 | ABS-mortgage backed security | Long | USA |
IRS USD | 11.03 mm | 1.00 contracts | 0.45 | Interest rate derivative | N/A | USA |
Sotera Health Holdings LLC | 11.03 mm | 11.05 mm principal | 0.45 | Loan | Long | USA |
Ford Motor Credit Co LLC | 10.96 mm | 12.26 mm principal | 0.45 | Debt | Long | USA |
Suzano Austria GmbH | 10.80 mm | 12.21 mm principal | 0.44 | Debt | Long | Austria |
Connecticut Avenue Securities Trust 2019-R03 | 10.77 mm | 10.14 mm principal | 0.44 | ABS-mortgage backed security | Long | USA |
Fannie Mae or Freddie Mac | 10.74 mm | 11.60 mm principal | 0.44 | ABS-mortgage backed security | Long | USA |
PHOENIX GUARANTOR INC | 10.50 mm | 10.62 mm principal | 0.43 | Loan | Long | USA |
Ford Motor Credit Co LLC | 10.49 mm | 10.00 mm principal | 0.43 | Debt | Long | USA |
CLR Continental Resources Inc (OKLA) | 10.47 mm | 10.83 mm principal | 0.43 | Debt | Long | USA |
Fannie Mae or Freddie Mac | 10.07 mm | 11.70 mm principal | 0.41 | ABS-mortgage backed security | Long | USA |
Peraton Corp | 10.07 mm | 10.06 mm principal | 0.41 | Loan | Long | USA |
Freddie Mac Pool | 9.90 mm | 11.80 mm principal | 0.41 | ABS-mortgage backed security | Long | USA |
GS Mortgage Securities Corp Trust 2018-LUAU | 9.84 mm | 10.00 mm principal | 0.41 | ABS-mortgage backed security | Long | USA |
Allied Universal Holdco LLC | 9.62 mm | 9.63 mm principal | 0.40 | Loan | Long | USA |
Orbia Advance Corp SAB de CV | 9.59 mm | 10.43 mm principal | 0.39 | Debt | Long | Mexico |
Dcert Buyer Inc | 9.51 mm | 9.54 mm principal | 0.39 | Loan | Long | USA |
AthenaHealth Group Inc | 9.44 mm | 9.51 mm principal | 0.39 | Loan | Long | USA |
PMT Credit Risk Transfer Trust 2019-2R | 9.41 mm | 9.40 mm principal | 0.39 | ABS-mortgage backed security | Long | USA |
Republic of Kenya Government International Bond | 9.41 mm | 11.47 mm principal | 0.39 | Debt | Long | Kenya |
Genesee & Wyoming Inc | 9.26 mm | 9.24 mm principal | 0.38 | Loan | Long | USA |
Soho Trust 2021-SOHO | 9.15 mm | 15.11 mm principal | 0.38 | ABS-mortgage backed security | Long | USA |
Connecticut Avenue Securities Trust 2021-R01 | 9.14 mm | 8.87 mm principal | 0.38 | ABS-mortgage backed security | Long | USA |
Ginnie Mae II Pool | 9.05 mm | 11.03 mm principal | 0.37 | ABS-mortgage backed security | Long | USA |
US ULTRA BOND | 9.05 mm | 4.28 k contracts | 0.37 | Interest rate derivative | N/A | USA |
Banc of America Funding 2015-R2 Trust | 8.92 mm | 10.95 mm principal | 0.37 | ABS-mortgage backed security | Long | USA |
LIGHT & WONDER INTERNATIONAL INC | 8.85 mm | 8.82 mm principal | 0.36 | Loan | Long | USA |
IRS USD | 8.68 mm | 1.00 contracts | 0.36 | Interest rate derivative | N/A | USA |
Ginnie Mae | 8.58 mm | 8.50 mm principal | 0.35 | ABS-mortgage backed security | Long | USA |
BX Commercial Mortgage Trust 2021-21M | 8.51 mm | 8.58 mm principal | 0.35 | ABS-mortgage backed security | Long | USA |
Ginnie Mae II Pool | 8.50 mm | 10.09 mm principal | 0.35 | ABS-mortgage backed security | Long | USA |
Ginnie Mae II Pool | 8.49 mm | 10.08 mm principal | 0.35 | ABS-mortgage backed security | Long | USA |
T-Mobile USA Inc | 8.32 mm | 9.20 mm principal | 0.34 | Debt | Long | USA |
Orbia Advance Corp SAB de CV | 8.24 mm | 9.90 mm principal | 0.34 | Debt | Long | Mexico |
NYO Commercial Mortgage Trust 2021-1290 | 8.23 mm | 9.15 mm principal | 0.34 | ABS-mortgage backed security | Long | USA |
Freddie Mac Pool | 8.21 mm | 9.76 mm principal | 0.34 | ABS-mortgage backed security | Long | USA |
CITADEL SECURITIES LP | 8.08 mm | 8.08 mm principal | 0.33 | Loan | Long | USA |
AOA 2021-1177 Mortgage Trust | 8.02 mm | 8.24 mm principal | 0.33 | ABS-mortgage backed security | Long | USA |
ET Energy Transfer LP | 7.84 mm | 8.01 mm principal | 0.32 | Debt | Long | USA |
CIT Mortgage Loan Trust 2007-1 | 7.83 mm | 7.88 mm principal | 0.32 | ABS-other | Long | USA |
BX Commercial Mortgage Trust 2021-XL2 | 7.76 mm | 7.82 mm principal | 0.32 | ABS-mortgage backed security | Long | USA |
Ginnie Mae II Pool | 7.75 mm | 9.19 mm principal | 0.32 | ABS-mortgage backed security | Long | USA |
Virgin Media Bristol LLC | 7.74 mm | 7.85 mm principal | 0.32 | Loan | Long | USA |
MO Altria Group Inc. | 7.64 mm | 7.50 mm principal | 0.31 | Debt | Long | USA |
FCX Freeport-McMoRan Inc | 7.62 mm | 7.95 mm principal | 0.31 | Debt | Long | USA |
BX Commercial Mortgage Trust 2021-ACNT | 7.59 mm | 7.66 mm principal | 0.31 | ABS-mortgage backed security | Long | USA |
FOCUS FINANCIAL PARTNERS LLC | 7.55 mm | 7.57 mm principal | 0.31 | Loan | Long | USA |
SFO Commercial Mortgage Trust 2021-555 | 7.47 mm | 7.96 mm principal | 0.31 | ABS-mortgage backed security | Long | USA |
BAT Capital Corp | 7.42 mm | 10.00 mm principal | 0.31 | Debt | Long | USA |
Argentine Republic Government International Bond | 7.39 mm | 14.04 mm principal | 0.30 | Debt | Long | Argentina |
Wynn Macau Ltd | 7.35 mm | 7.74 mm principal | 0.30 | Debt | Long | Cayman Islands |
UFC Holdings LLC | 7.16 mm | 7.14 mm principal | 0.29 | Loan | Long | USA |
Fannie Mae Pool | 7.09 mm | 8.79 mm principal | 0.29 | ABS-mortgage backed security | Long | USA |
Freddie Mac STACR REMIC Trust 2021-DNA3 | 7.07 mm | 6.42 mm principal | 0.29 | ABS-mortgage backed security | Long | USA |
Egypt Government International Bond | 7.01 mm | 8.44 mm principal | 0.29 | Debt | Long | Egypt |
SWN Southwestern Energy Company | 6.98 mm | 7.58 mm principal | 0.29 | Debt | Long | USA |
MRCD 2019-MARK Mortgage Trust | 6.98 mm | 7.98 mm principal | 0.29 | ABS-mortgage backed security | Long | USA |
HCA Inc | 6.93 mm | 7.66 mm principal | 0.29 | Debt | Long | USA |
Ginnie Mae II Pool | 6.92 mm | 7.85 mm principal | 0.29 | ABS-mortgage backed security | Long | USA |
Banc of America Funding 2014-R2 Trust | 6.87 mm | 7.93 mm principal | 0.28 | ABS-mortgage backed security | Long | USA |
Jamaica Government International Bond | 6.85 mm | 991.00 mm principal | 0.28 | Debt | Long | Jamaica |
Harbor Freight Tools USA Inc | 6.79 mm | 6.78 mm principal | 0.28 | Loan | Long | USA |
Sprint Capital Corp | 6.66 mm | 5.49 mm principal | 0.27 | Debt | Long | USA |
CCO Holdings LLC / CCO Holdings Capital Corp | 6.64 mm | 8.26 mm principal | 0.27 | Debt | Long | USA |
CSMC Trust 2017-CHOP | 6.57 mm | 7.61 mm principal | 0.27 | ABS-mortgage backed security | Long | USA |
Gainwell Acquisition Corp | 6.56 mm | 6.84 mm principal | 0.27 | Loan | Long | USA |
US LONG BOND(CBT) | 6.56 mm | 3.19 k contracts | 0.27 | Interest rate derivative | N/A | USA |
Uruguay Government International Bond | 6.31 mm | 219.32 mm principal | 0.26 | Debt | Long | Uruguay |
United Airlines Inc | 6.29 mm | 6.76 mm principal | 0.26 | Debt | Long | USA |
Ginnie Mae II Pool | 6.28 mm | 6.45 mm principal | 0.26 | ABS-mortgage backed security | Long | USA |
Coherent Corp | 6.26 mm | 6.24 mm principal | 0.26 | Loan | Long | USA |
Deerfield Dakota Holding LLC | 6.12 mm | 6.15 mm principal | 0.25 | Loan | Long | USA |
Petrobras Global Finance BV | 6.01 mm | 7.38 mm principal | 0.25 | Debt | Long | Netherlands |
CQP Cheniere Energy Partners, L.P. | 5.99 mm | 7.03 mm principal | 0.25 | Debt | Long | USA |
Asurion LLC | 5.84 mm | 5.95 mm principal | 0.24 | Loan | Long | USA |
Colombia Government International Bond | 5.84 mm | 8.60 mm principal | 0.24 | Debt | Long | Colombia |
United States Treasury Note/Bond - When Issued | 5.77 mm | 6.00 mm principal | 0.24 | Debt | Long | USA |
Fremont Home Loan Trust 2006-B | 5.70 mm | 14.41 mm principal | 0.23 | ABS-other | Long | USA |
Ginnie Mae II Pool | 5.68 mm | 6.75 mm principal | 0.23 | ABS-mortgage backed security | Long | USA |
BX Commercial Mortgage Trust 2020-VIVA | 5.66 mm | 6.85 mm principal | 0.23 | ABS-mortgage backed security | Long | USA |
Ginnie Mae | 5.59 mm | 5.50 mm principal | 0.23 | ABS-mortgage backed security | Long | USA |
Morgan Stanley Bank of America Merrill Lynch Trust 2017-C34 | 5.51 mm | 6.25 mm principal | 0.23 | ABS-mortgage backed security | Long | USA |
OXY Occidental Petroleum Corp. | 5.39 mm | 5.00 mm principal | 0.22 | Debt | Long | USA |
Ford Motor Credit Co LLC | 5.37 mm | 5.58 mm principal | 0.22 | Debt | Long | USA |
VFH Parent LLC | 5.28 mm | 5.28 mm principal | 0.22 | Loan | Long | USA |
Delta Air Lines Inc / SkyMiles IP Ltd | 5.27 mm | 5.39 mm principal | 0.22 | Debt | Long | N/A |
Morgan Stanley ABS Capital I Inc Trust 2004-HE7 | 5.19 mm | 5.27 mm principal | 0.21 | ABS-mortgage backed security | Long | USA |
2023-MIC Trust/THE | 5.12 mm | 4.74 mm principal | 0.21 | ABS-mortgage backed security | Long | USA |
MO Altria Group Inc. | 5.07 mm | 5.00 mm principal | 0.21 | Debt | Long | USA |
Fresenius Medical Care US Finance II Inc | 5.03 mm | 5.07 mm principal | 0.21 | Debt | Long | USA |
Mileage Plus Holdings LLC / Mileage Plus Intellectual Property Assets Ltd | 5.02 mm | 4.99 mm principal | 0.21 | Debt | Long | USA |
Setanta Aircraft Leasing DAC | 5.02 mm | 5.00 mm principal | 0.21 | Loan | Long | Ireland |
BNP Paribas SA | 4.90 mm | 4.91 mm principal | 0.20 | Debt | Long | France |
DISH DBS Corp | 4.89 mm | 5.10 mm principal | 0.20 | Debt | Long | USA |
Ginnie Mae II Pool | 4.85 mm | 5.75 mm principal | 0.20 | ABS-mortgage backed security | Long | USA |
F Ford Motor Co. | 4.84 mm | 4.77 mm principal | 0.20 | Debt | Long | USA |
ICON LUXEMBOURG SARL | 4.77 mm | 4.75 mm principal | 0.20 | Loan | Long | Luxembourg |
PCI Gaming Authority | 4.72 mm | 4.71 mm principal | 0.19 | Loan | Long | USA |
CSC Holdings LLC | 4.66 mm | 5.50 mm principal | 0.19 | Debt | Long | USA |
Ginnie Mae II Pool | 4.64 mm | 5.51 mm principal | 0.19 | ABS-mortgage backed security | Long | USA |
NCL Corp Ltd | 4.64 mm | 4.38 mm principal | 0.19 | Debt | Long | Bermuda |
Fannie Mae Pool | 4.62 mm | 5.50 mm principal | 0.19 | ABS-mortgage backed security | Long | USA |
Alterra Mountain Co | 4.60 mm | 4.57 mm principal | 0.19 | Loan | Long | USA |
Nigeria Government International Bond | 4.53 mm | 4.97 mm principal | 0.19 | Debt | Long | Nigeria |
Teva Pharmaceutical Finance Netherlands III BV | 4.51 mm | 4.69 mm principal | 0.19 | Debt | Long | Netherlands |
JP Morgan Chase Commercial Mortgage Securities Trust 2021-NYAH | 4.42 mm | 7.96 mm principal | 0.18 | ABS-mortgage backed security | Long | USA |
Republic of Kenya Government International Bond | 4.37 mm | 4.26 mm principal | 0.18 | Debt | Long | Kenya |
CCO Holdings LLC / CCO Holdings Capital Corp | 4.37 mm | 5.35 mm principal | 0.18 | Debt | Long | USA |
JAZZ FINANCING LUX SARL | 4.27 mm | 4.24 mm principal | 0.18 | Loan | Long | Luxembourg |
United Airlines Inc | 4.25 mm | 4.39 mm principal | 0.17 | Debt | Long | USA |
Verscend Holding Corp | 4.14 mm | 4.13 mm principal | 0.17 | Loan | Long | USA |
TransDigm Inc | 4.12 mm | 3.99 mm principal | 0.17 | Debt | Long | USA |
Grifols Worldwide Operations USA Inc | 4.08 mm | 4.20 mm principal | 0.17 | Loan | Long | USA |
QUIKRETE HOLDINGS INC | 4.07 mm | 4.06 mm principal | 0.17 | Loan | Long | USA |
Angolan Government International Bond | 4.05 mm | 4.77 mm principal | 0.17 | Debt | Long | Angola |
Suzano Austria GmbH | 4.04 mm | 4.86 mm principal | 0.17 | Debt | Long | Austria |
Cameron LNG LLC | 4.01 mm | 4.82 mm principal | 0.17 | Debt | Long | USA |
Triton Water Holdings Inc | 4.01 mm | 4.05 mm principal | 0.17 | Loan | Long | USA |
Columbia Pipelines Operating Co LLC | 3.97 mm | 3.83 mm principal | 0.16 | Debt | Long | USA |
Teva Pharmaceutical Finance Netherlands III BV | 3.94 mm | 3.92 mm principal | 0.16 | Debt | Long | Netherlands |
T-Mobile USA Inc | 3.79 mm | 4.23 mm principal | 0.16 | Debt | Long | USA |
Fannie Mae Pool | 3.77 mm | 4.29 mm principal | 0.16 | ABS-mortgage backed security | Long | USA |
Spirit Loyalty Cayman Ltd / Spirit IP Cayman Ltd | 3.73 mm | 4.91 mm principal | 0.15 | Debt | Long | Cayman Islands |
Ivory Coast Government International Bond | 3.70 mm | 4.09 mm principal | 0.15 | Debt | Long | Côte d'Ivoire |
United Rentals North America Inc | 3.69 mm | 4.22 mm principal | 0.15 | Debt | Long | USA |
T-Mobile USA Inc | 3.59 mm | 3.88 mm principal | 0.15 | Debt | Long | USA |
Provincia de Buenos Aires/Government Bonds | 3.57 mm | 8.67 mm principal | 0.15 | Debt | Long | Argentina |
OCP SA | 3.50 mm | 4.63 mm principal | 0.14 | Debt | Long | Morocco |
Targa Resources Partners LP / Targa Resources Partners Finance Corp | 3.44 mm | 3.59 mm principal | 0.14 | Debt | Long | USA |
Venture Global Calcasieu Pass LLC | 3.44 mm | 4.04 mm principal | 0.14 | Debt | Long | USA |
Delta Air Lines Inc / SkyMiles IP Ltd | 3.43 mm | 3.46 mm principal | 0.14 | Debt | Long | N/A |
OCP SA | 3.42 mm | 4.00 mm principal | 0.14 | Debt | Long | Morocco |
VOC Escrow Ltd | 3.41 mm | 3.54 mm principal | 0.14 | Debt | Long | Bermuda |
GFL ENVIRONMENTAL INC | 3.32 mm | 3.30 mm principal | 0.14 | Loan | Long | Canada |
Bank of Nova Scotia/The | 3.28 mm | 3.62 mm principal | 0.14 | Debt | Long | Canada |
LONG GILT | 3.27 mm | 1.04 k contracts | 0.13 | Interest rate derivative | N/A | UK |
Apache Corp | 3.24 mm | 3.78 mm principal | 0.13 | Debt | Long | USA |
JPMBB Commercial Mortgage Securities Trust 2014-C25 | 3.24 mm | 3.94 mm principal | 0.13 | ABS-mortgage backed security | Long | USA |
BNP Paribas SA | 3.22 mm | 3.08 mm principal | 0.13 | Debt | Long | France |
BX Commercial Mortgage Trust 2019-IMC | 3.20 mm | 3.21 mm principal | 0.13 | ABS-mortgage backed security | Long | USA |
Wynn Resorts Finance LLC / Wynn Resorts Capital Corp | 3.19 mm | 3.08 mm principal | 0.13 | Debt | Long | USA |
ET Energy Transfer LP | 3.11 mm | 3.17 mm principal | 0.13 | Debt | Long | USA |
JPY/USD FORWARD
MORGAN STANLEY & CO. LLC
|
3.11 mm | 1.00 contracts | 0.13 | DFE | N/A | USA |
GFL GFL Environmental Inc. - Ordinary Shares | 3.11 mm | 3.03 mm principal | 0.13 | Debt | Long | Canada |
PMT Credit Risk Transfer Trust 2019-3R | 3.08 mm | 3.07 mm principal | 0.13 | ABS-mortgage backed security | Long | USA |
SCHW Charles Schwab Corp. | 3.07 mm | 3.02 mm principal | 0.13 | Debt | Long | USA |