Fund profile
Fund manager
Total assets
$4.35 bn
Liabilities
$2.14 bn
Net assets
$2.21 bn
Number of holdings
1.16 k
Top 200 of 1157 Holdings
Security | $Holding | Balance | % of Fund | Category | Position | Country |
---|---|---|---|---|---|---|
Uniform Mortgage-Backed Security, TBA | 175.13 mm | 177.00 mm principal | 7.91 | ABS-mortgage backed security | Long | USA |
Uniform Mortgage-Backed Security, TBA | 121.87 mm | 137.60 mm principal | 5.51 | ABS-mortgage backed security | Long | USA |
Uniform Mortgage-Backed Security, TBA | 120.96 mm | 131.70 mm principal | 5.47 | ABS-mortgage backed security | Long | USA |
Uniform Mortgage-Backed Security, TBA | 113.34 mm | 119.72 mm principal | 5.12 | ABS-mortgage backed security | Long | USA |
Uniform Mortgage-Backed Security, TBA | 102.34 mm | 105.50 mm principal | 4.62 | ABS-mortgage backed security | Long | USA |
Uniform Mortgage-Backed Security, TBA | 88.60 mm | 88.22 mm principal | 4.00 | ABS-mortgage backed security | Long | USA |
Uniform Mortgage-Backed Security, TBA | 75.32 mm | 74.98 mm principal | 3.40 | ABS-mortgage backed security | Long | USA |
United States Treasury Note/Bond | 63.38 mm | 72.20 mm principal | 2.86 | Debt | Long | USA |
Fannie Mae Pool | 45.72 mm | 51.65 mm principal | 2.07 | ABS-mortgage backed security | Long | USA |
Uniform Mortgage-Backed Security, TBA | 35.47 mm | 40.00 mm principal | 1.60 | ABS-mortgage backed security | Long | USA |
Federal Home Loan Mortgage Corp | 33.57 mm | 35.60 mm principal | 1.52 | Debt | Long | USA |
United States Treasury Note/Bond | 29.99 mm | 35.40 mm principal | 1.35 | Debt | Long | USA |
FBR Securitization Trust 2005-2 | 26.18 mm | 27.03 mm principal | 1.18 | ABS-other | Long | USA |
Uniform Mortgage-Backed Security, TBA | 24.37 mm | 24.00 mm principal | 1.10 | ABS-mortgage backed security | Long | USA |
Freddie Mac Pool | 24.14 mm | 25.51 mm principal | 1.09 | ABS-mortgage backed security | Long | USA |
Fannie Mae Pool | 24.11 mm | 27.24 mm principal | 1.09 | ABS-mortgage backed security | Long | USA |
Uniform Mortgage-Backed Security, TBA | 23.80 mm | 26.90 mm principal | 1.08 | ABS-mortgage backed security | Long | USA |
United States Treasury Note/Bond | 23.20 mm | 26.30 mm principal | 1.05 | Debt | Long | USA |
Uniform Mortgage-Backed Security, TBA | 22.38 mm | 26.30 mm principal | 1.01 | ABS-mortgage backed security | Long | USA |
United States Treasury Note/Bond | 21.57 mm | 20.70 mm principal | 0.97 | Debt | Long | USA |
United States Treasury Note/Bond | 21.26 mm | 26.20 mm principal | 0.96 | Debt | Long | USA |
United States Treasury Note/Bond | 19.54 mm | 20.90 mm principal | 0.88 | Debt | Long | USA |
Towd Point Mortgage Funding | 19.53 mm | 15.30 mm principal | 0.88 | ABS-mortgage backed security | Long | UK |
United States Treasury Inflation Indexed Bonds | 18.49 mm | 20.23 mm principal | 0.84 | Debt | Long | USA |
United States Treasury Note/Bond | 17.75 mm | 22.00 mm principal | 0.80 | Debt | Long | USA |
United States Treasury Note/Bond | 17.16 mm | 25.85 mm principal | 0.78 | Debt | Long | USA |
Fannie Mae Pool | 16.85 mm | 19.03 mm principal | 0.76 | ABS-mortgage backed security | Long | USA |
Uniform Mortgage-Backed Security, TBA | 16.83 mm | 17.00 mm principal | 0.76 | ABS-mortgage backed security | Long | USA |
Fannie Mae Pool | 15.32 mm | 17.30 mm principal | 0.69 | ABS-mortgage backed security | Long | USA |
United States Treasury Inflation Indexed Bonds | 14.50 mm | 16.30 mm principal | 0.66 | Debt | Long | USA |
Deutsche Bank AG/New York NY | 13.28 mm | 13.50 mm principal | 0.60 | Debt | Long | Germany |
United States Treasury Note/Bond | 12.78 mm | 13.40 mm principal | 0.58 | Debt | Long | USA |
United States Treasury Note/Bond | 12.37 mm | 13.50 mm principal | 0.56 | Debt | Long | USA |
First Franklin Mortgage Loan Trust 2006-FF14 | 11.01 mm | 13.90 mm principal | 0.50 | ABS-other | Long | USA |
Freddie Mac Pool | 10.52 mm | 10.63 mm principal | 0.48 | ABS-mortgage backed security | Long | USA |
NYO Commercial Mortgage Trust 2021-1290 | 10.36 mm | 11.20 mm principal | 0.47 | ABS-mortgage backed security | Long | USA |
United States Treasury Inflation Indexed Bonds | 10.21 mm | 10.52 mm principal | 0.46 | Debt | Long | USA |
United States Treasury Inflation Indexed Bonds | 10.18 mm | 12.60 mm principal | 0.46 | Debt | Long | USA |
Freddie Mac Pool | 10.04 mm | 10.15 mm principal | 0.45 | ABS-mortgage backed security | Long | USA |
Fannie Mae Pool | 9.87 mm | 9.97 mm principal | 0.45 | ABS-mortgage backed security | Long | USA |
Freddie Mac Pool | 9.86 mm | 9.97 mm principal | 0.45 | ABS-mortgage backed security | Long | USA |
Fannie Mae Pool | 9.84 mm | 9.94 mm principal | 0.44 | ABS-mortgage backed security | Long | USA |
Uniform Mortgage-Backed Security, TBA | 9.53 mm | 10.08 mm principal | 0.43 | ABS-mortgage backed security | Long | USA |
Canadian Pacific Railway Co | 9.39 mm | 9.80 mm principal | 0.42 | Debt | Long | Canada |
Government National Mortgage Association | 9.39 mm | 9.40 mm principal | 0.42 | ABS-mortgage backed security | Long | USA |
Dell International LLC / EMC Corp | 9.29 mm | 9.20 mm principal | 0.42 | Debt | Long | USA |
1211 Avenue of the Americas Trust 2015-1211 | 9.21 mm | 9.60 mm principal | 0.42 | ABS-mortgage backed security | Long | USA |
HSBC HSBC Holdings plc | 9.11 mm | 8.50 mm principal | 0.41 | Debt | Long | UK |
Credit Suisse Group AG | 9.08 mm | 8.50 mm principal | 0.41 | Debt | Long | Switzerland |
FIXED INC CLEARING CORP.REPO
Fixed Income Clearing Corp
|
8.91 mm | 8.91 mm principal | 0.40 | Repurchase agreement | Long | USA |
Ripon Mortgages PLC | 8.80 mm | 6.91 mm principal | 0.40 | ABS-mortgage backed security | Long | UK |
Fannie Mae Pool | 8.74 mm | 8.52 mm principal | 0.39 | ABS-mortgage backed security | Long | USA |
EVRG Evergy Inc | 8.60 mm | 8.80 mm principal | 0.39 | Debt | Long | USA |
Credit Suisse Group AG | 8.59 mm | 9.10 mm principal | 0.39 | Debt | Long | Switzerland |
JP Morgan Mortgage Acquisition Trust 2006-ACC1 | 8.43 mm | 8.96 mm principal | 0.38 | ABS-other | Long | USA |
OTEX Open Text Corp | 8.43 mm | 8.10 mm principal | 0.38 | Debt | Long | Canada |
NextEra Energy Capital Holdings Inc | 8.22 mm | 9.60 mm principal | 0.37 | Debt | Long | USA |
United States Treasury Note/Bond | 8.15 mm | 7.70 mm principal | 0.37 | Debt | Long | USA |
Freddie Mac Pool | 7.96 mm | 8.04 mm principal | 0.36 | ABS-mortgage backed security | Long | USA |
LCCM 2021-FL2 Trust | 7.70 mm | 7.96 mm principal | 0.35 | ABS-collateralized bond/debt obligation | Long | USA |
Spirit Realty LP | 7.67 mm | 8.10 mm principal | 0.35 | Debt | Long | USA |
Towd Point Mortgage Funding 2019 - Granite4 PLC | 7.64 mm | 5.99 mm principal | 0.35 | ABS-mortgage backed security | Long | UK |
Manhattan West 2020-1MW Mortgage Trust | 7.61 mm | 8.60 mm principal | 0.34 | ABS-mortgage backed security | Long | USA |
FBIN Fortune Brands Innovations Inc | 7.58 mm | 8.20 mm principal | 0.34 | Debt | Long | USA |
Government National Mortgage Association | 7.54 mm | 7.57 mm principal | 0.34 | ABS-mortgage backed security | Long | USA |
Freddie Mac Pool | 7.50 mm | 8.47 mm principal | 0.34 | ABS-mortgage backed security | Long | USA |
United States Treasury Inflation Indexed Bonds | 7.48 mm | 7.68 mm principal | 0.34 | Debt | Long | USA |
DBGS 2019-1735 Mortgage Trust | 7.46 mm | 8.70 mm principal | 0.34 | ABS-mortgage backed security | Long | USA |
MFG Mizuho Financial Group, Inc. | 7.25 mm | 8.70 mm principal | 0.33 | Debt | Long | Japan |
Intesa Sanpaolo SpA | 7.17 mm | 7.30 mm principal | 0.32 | Debt | Long | Italy |
Duke University | 7.17 mm | 9.60 mm principal | 0.32 | Debt | Long | USA |
Freddie Mac Pool | 7.14 mm | 8.07 mm principal | 0.32 | ABS-mortgage backed security | Long | USA |
Scentre Group Trust 1 / Scentre Group Trust 2 | 7.08 mm | 7.30 mm principal | 0.32 | Debt | Long | Australia |
Benefit Street Partners CLO XVI Ltd | 7.00 mm | 7.00 mm principal | 0.32 | ABS-collateralized bond/debt obligation | Long | Cayman Islands |
STOR Store Capital Corp | 7.00 mm | 7.60 mm principal | 0.32 | Debt | Long | USA |
H Hyatt Hotels Corporation - Ordinary Shares | 6.99 mm | 7.20 mm principal | 0.32 | Debt | Long | USA |
THL Credit Wind River 2019-3 Clo Ltd | 6.98 mm | 7.00 mm principal | 0.32 | ABS-collateralized bond/debt obligation | Long | Cayman Islands |
Benefit Street Partners CLO XVII Ltd | 6.97 mm | 7.00 mm principal | 0.31 | ABS-collateralized bond/debt obligation | Long | Cayman Islands |
STWD 2021-LIH Mortgage Trust | 6.94 mm | 7.10 mm principal | 0.31 | ABS-mortgage backed security | Long | USA |
United States Treasury Note/Bond | 6.94 mm | 8.00 mm principal | 0.31 | Debt | Long | USA |
C Citigroup Inc | 6.92 mm | 8.10 mm principal | 0.31 | Debt | Long | USA |
Federation des Caisses Desjardins du Quebec | 6.92 mm | 7.00 mm principal | 0.31 | Debt | Long | Canada |
GATX GATX Corp. | 6.90 mm | 7.40 mm principal | 0.31 | Debt | Long | USA |
LFT CRE 2021-FL1 Ltd | 6.89 mm | 7.00 mm principal | 0.31 | ABS-collateralized bond/debt obligation | Long | Cayman Islands |
WEC WEC Energy Group Inc | 6.86 mm | 8.40 mm principal | 0.31 | Debt | Long | USA |
BSPDF 2021-FL1 Issuer Ltd | 6.82 mm | 6.93 mm principal | 0.31 | ABS-collateralized bond/debt obligation | Long | Cayman Islands |
Freddie Mac Pool | 6.78 mm | 6.84 mm principal | 0.31 | ABS-mortgage backed security | Long | USA |
GS Mortgage Securities Corp Trust 2022-GTWY | 6.76 mm | 6.70 mm principal | 0.31 | ABS-mortgage backed security | Long | USA |
HCA Inc | 6.74 mm | 7.30 mm principal | 0.30 | Debt | Long | USA |
Societe Generale SA | 6.73 mm | 8.00 mm principal | 0.30 | Debt | Long | France |
AMT American Tower Corp. | 6.72 mm | 8.00 mm principal | 0.30 | Debt | Long | USA |
T-Mobile USA Inc | 6.70 mm | 7.20 mm principal | 0.30 | Debt | Long | USA |
Sabine Pass Liquefaction LLC | 6.65 mm | 6.80 mm principal | 0.30 | Debt | Long | USA |
Daimler Truck Finance North America LLC | 6.65 mm | 6.65 mm principal | 0.30 | Debt | Long | USA |
Targa Resources Corp | 6.64 mm | 6.60 mm principal | 0.30 | Debt | Long | USA |
BNP Paribas SA | 6.64 mm | 7.80 mm principal | 0.30 | Debt | Long | France |
BAMLL Commercial Mortgage Securities Trust 2021-JACX | 6.63 mm | 7.00 mm principal | 0.30 | ABS-mortgage backed security | Long | USA |
CVC Cordatus Loan Fund XI DAC | 6.62 mm | 6.09 mm principal | 0.30 | ABS-collateralized bond/debt obligation | Long | Ireland |
Bacardi Ltd | 6.61 mm | 6.70 mm principal | 0.30 | Debt | Long | Bermuda |
Discover Card Execution Note Trust | 6.61 mm | 6.60 mm principal | 0.30 | ABS-other | Long | USA |
Cooperatieve Rabobank UA | 6.60 mm | 6.70 mm principal | 0.30 | Debt | Long | Netherlands |
MUFG Mitsubishi UFJ Financial Group, Inc. | 6.60 mm | 6.50 mm principal | 0.30 | Debt | Long | Japan |
BDX Becton Dickinson & Co. | 6.59 mm | 7.90 mm principal | 0.30 | Debt | Long | USA |
Italy Buoni Poliennali Del Tesoro | 6.56 mm | 5.94 mm principal | 0.30 | Debt | Long | Italy |
Tikehau CLO DAC | 6.55 mm | 6.00 mm principal | 0.30 | ABS-collateralized bond/debt obligation | Long | Ireland |
CCI Crown Castle Inc | 6.55 mm | 7.90 mm principal | 0.30 | Debt | Long | USA |
Hyundai Capital America | 6.55 mm | 7.20 mm principal | 0.30 | Debt | Long | USA |
Avoca CLO XVII DAC | 6.54 mm | 6.00 mm principal | 0.30 | ABS-collateralized bond/debt obligation | Long | Ireland |
MUFG Mitsubishi UFJ Financial Group, Inc. | 6.51 mm | 6.90 mm principal | 0.29 | Debt | Long | Japan |
JetBlue 2020-1 Class A Pass Through Trust | 6.49 mm | 7.07 mm principal | 0.29 | Debt | Long | USA |
BDS 2022-FL12 LLC | 6.48 mm | 6.50 mm principal | 0.29 | ABS-collateralized bond/debt obligation | Long | USA |
State of Israel | 6.48 mm | 9.00 mm principal | 0.29 | Debt | Long | Israel |
Extended Stay America Trust 2021-ESH | 6.48 mm | 6.53 mm principal | 0.29 | ABS-mortgage backed security | Long | USA |
Bank of Ireland Group PLC | 6.48 mm | 6.40 mm principal | 0.29 | Debt | Long | Ireland |
Saranac Clo VI Ltd | 6.47 mm | 6.47 mm principal | 0.29 | ABS-collateralized bond/debt obligation | Long | Jersey |
TRTX 2022-FL5 Issuer Ltd | 6.47 mm | 6.60 mm principal | 0.29 | ABS-collateralized bond/debt obligation | Long | Cayman Islands |
Atrium Hotel Portfolio Trust 2018-ATRM | 6.43 mm | 6.50 mm principal | 0.29 | ABS-mortgage backed security | Long | USA |
Bank of America Corp | 6.43 mm | 6.50 mm principal | 0.29 | Debt | Long | USA |
Aviation Capital Group LLC | 6.43 mm | 6.62 mm principal | 0.29 | Debt | Long | USA |
Entergy Louisiana LLC | 6.41 mm | 7.70 mm principal | 0.29 | Debt | Long | USA |
PFP 2022-9 Ltd | 6.40 mm | 6.40 mm principal | 0.29 | ABS-collateralized bond/debt obligation | Long | Cayman Islands |
Principal Life Global Funding II | 6.39 mm | 6.30 mm principal | 0.29 | Debt | Long | USA |
Volkswagen Group of America Finance LLC | 6.37 mm | 6.20 mm principal | 0.29 | Debt | Long | USA |
Morgan Stanley | 6.34 mm | 6.50 mm principal | 0.29 | Debt | Long | USA |
JPMorgan Chase & Co | 6.33 mm | 6.40 mm principal | 0.29 | Debt | Long | USA |
Chile Government International Bond | 6.26 mm | 7.00 mm principal | 0.28 | Debt | Long | Chile |
Enel Finance International NV | 6.10 mm | 7.50 mm principal | 0.28 | Debt | Long | Netherlands |
Imperial Brands Finance PLC | 6.10 mm | 6.20 mm principal | 0.28 | Debt | Long | UK |
Dryden 52 Euro CLO 2017 DAC | 6.08 mm | 5.59 mm principal | 0.27 | ABS-collateralized bond/debt obligation | Long | Ireland |
Catamaran CLO 2014-1 Ltd | 6.08 mm | 6.08 mm principal | 0.27 | ABS-collateralized bond/debt obligation | Long | Cayman Islands |
Broadcom Pte. Ltd. | 6.07 mm | 7.39 mm principal | 0.27 | Debt | Long | USA |
Ready Capital Mortgage Financing 2022-FL10 LLC | 6.07 mm | 6.06 mm principal | 0.27 | ABS-collateralized bond/debt obligation | Long | USA |
Romanian Government International Bond | 6.07 mm | 6.50 mm principal | 0.27 | Debt | Long | Romania |
Truist Financial Corp | 6.05 mm | 6.00 mm principal | 0.27 | Debt | Long | USA |
Halseypoint CLO II Ltd | 6.05 mm | 6.06 mm principal | 0.27 | ABS-collateralized bond/debt obligation | Long | Cayman Islands |
GS Mortgage Securities Trust 2016-GS3 | 6.03 mm | 7.00 mm principal | 0.27 | ABS-mortgage backed security | Long | USA |
Park Place Securities Inc Asset-Backed Pass-Through Certificates Series 2005-WCW | 6.03 mm | 6.70 mm principal | 0.27 | ABS-other | Long | USA |
Southern California Edison Co | 6.00 mm | 7.00 mm principal | 0.27 | Debt | Long | USA |
United States Treasury Note/Bond | 5.89 mm | 5.50 mm principal | 0.27 | Debt | Long | USA |
NXP BV / NXP Funding LLC | 5.89 mm | 5.90 mm principal | 0.27 | Debt | Long | XX |
Benchmark 2022-B33 Mortgage Trust | 5.78 mm | 6.50 mm principal | 0.26 | ABS-mortgage backed security | Long | USA |
DOLP Trust 2021-NYC | 5.78 mm | 7.00 mm principal | 0.26 | ABS-mortgage backed security | Long | USA |
New York State Electric & Gas Corp | 5.74 mm | 7.20 mm principal | 0.26 | Debt | Long | USA |
Venture XXVIII CLO Ltd | 5.74 mm | 5.76 mm principal | 0.26 | ABS-collateralized bond/debt obligation | Long | Cayman Islands |
United States Treasury Inflation Indexed Bonds | 5.73 mm | 7.32 mm principal | 0.26 | Debt | Long | USA |
AT&T Inc | 5.73 mm | 5.80 mm principal | 0.26 | Short-term investment vehicle | Long | USA |
NMR Nomura Holdings Inc. | 5.72 mm | 6.70 mm principal | 0.26 | Debt | Long | Japan |
Bank of America Corp | 5.68 mm | 5.50 mm principal | 0.26 | Debt | Long | USA |
OZLM VI Ltd | 5.66 mm | 5.67 mm principal | 0.26 | ABS-collateralized bond/debt obligation | Long | Cayman Islands |
Citigroup Commercial Mortgage Trust 2015-GC33 | 5.64 mm | 5.90 mm principal | 0.25 | ABS-mortgage backed security | Long | USA |
Option One Mortgage Loan Trust 2006-3 | 5.64 mm | 11.43 mm principal | 0.25 | ABS-mortgage backed security | Long | USA |
AREIT 2022-CRE7 LLC | 5.61 mm | 5.60 mm principal | 0.25 | ABS-collateralized bond/debt obligation | Long | USA |
Bank of Montreal | 5.54 mm | 5.50 mm principal | 0.25 | Debt | Long | Canada |
United States Treasury Strip Coupon | 5.52 mm | 12.20 mm principal | 0.25 | Debt | Long | USA |
Santander Holdings USA Inc | 5.52 mm | 6.03 mm principal | 0.25 | Debt | Long | USA |
Synchrony Bank | 5.51 mm | 5.60 mm principal | 0.25 | Debt | Long | USA |
Mexican Bonos | 5.51 mm | 96.00 mm principal | 0.25 | Debt | Long | Mexico |
SO Southern Company | 5.50 mm | 5.70 mm principal | 0.25 | Debt | Long | USA |
Cantor Commercial Real Estate Lending 2019-CF2 | 5.46 mm | 6.20 mm principal | 0.25 | ABS-mortgage backed security | Long | USA |
Standard Chartered PLC | 5.37 mm | 5.40 mm principal | 0.24 | Debt | Long | UK |
Freddie Mac Pool | 5.35 mm | 5.73 mm principal | 0.24 | ABS-mortgage backed security | Long | USA |
New Residential Mortgage Loan Trust 2022-INV1 | 5.29 mm | 6.17 mm principal | 0.24 | ABS-mortgage backed security | Long | USA |
NNN NNN REIT Inc | 5.29 mm | 5.60 mm principal | 0.24 | Debt | Long | USA |
SMFG Sumitomo Mitsui Financial Group Inc | 5.26 mm | 6.00 mm principal | 0.24 | Debt | Long | Japan |
ReNew Wind Energy AP2 / ReNew Power Pvt Ltd other 9 Subsidiaries | 5.25 mm | 5.90 mm principal | 0.24 | Debt | Long | India |
Nissan Motor Acceptance Co LLC | 5.21 mm | 5.90 mm principal | 0.24 | Debt | Long | USA |
Fannie Mae Pool | 5.21 mm | 5.37 mm principal | 0.24 | ABS-mortgage backed security | Long | USA |
Fannie Mae Pool | 5.18 mm | 5.64 mm principal | 0.23 | ABS-mortgage backed security | Long | USA |
Government National Mortgage Association | 5.13 mm | 5.16 mm principal | 0.23 | ABS-mortgage backed security | Long | USA |
Uniform Mortgage-Backed Security, TBA | 5.12 mm | 5.00 mm principal | 0.23 | ABS-mortgage backed security | Long | USA |
Saudi Government International Bond | 5.11 mm | 5.00 mm principal | 0.23 | Debt | Long | Saudi Arabia |
Marble Point Clo X Ltd | 5.08 mm | 5.07 mm principal | 0.23 | ABS-collateralized bond/debt obligation | Long | Cayman Islands |
NatWest Group PLC | 5.06 mm | 4.60 mm principal | 0.23 | Debt | Long | UK |
PCG+A Pacific Gas & Electric Co. | 5.06 mm | 4.80 mm principal | 0.23 | Debt | Long | USA |
Morgan Stanley ABS Capital I Inc Trust 2007-HE6 | 5.05 mm | 5.95 mm principal | 0.23 | ABS-mortgage backed security | Long | USA |
United States Treasury Note/Bond | 5.05 mm | 4.90 mm principal | 0.23 | Debt | Long | USA |
Mexican Udibonos | 5.04 mm | 96.99 mm principal | 0.23 | Debt | Long | Mexico |
UWM Mortgage Trust 2021-INV4 | 5.02 mm | 6.10 mm principal | 0.23 | ABS-mortgage backed security | Long | USA |
GS Mortgage-Backed Securities Corp Trust 2022-PJ2 | 5.01 mm | 6.09 mm principal | 0.23 | ABS-mortgage backed security | Long | USA |
Government National Mortgage Association | 5.00 mm | 5.02 mm principal | 0.23 | ABS-mortgage backed security | Long | USA |
UWM Mortgage Trust 2021-INV3 | 4.96 mm | 6.03 mm principal | 0.22 | ABS-mortgage backed security | Long | USA |
Legacy Mortgage Asset Trust 2020-GS1 | 4.93 mm | 4.93 mm principal | 0.22 | ABS-mortgage backed security | Long | USA |
Stratus CLO 2021-2 Ltd | 4.90 mm | 4.92 mm principal | 0.22 | ABS-collateralized bond/debt obligation | Long | Cayman Islands |
BAT International Finance PLC | 4.89 mm | 4.70 mm principal | 0.22 | Debt | Long | UK |
PCG+A Pacific Gas & Electric Co. | 4.84 mm | 4.80 mm principal | 0.22 | Debt | Long | USA |
Alaska Airlines 2020-1 Class A Pass Through Trust | 4.84 mm | 4.97 mm principal | 0.22 | Debt | Long | USA |
JPMorgan Chase & Co | 4.80 mm | 4.80 mm principal | 0.22 | Debt | Long | USA |
Wells Fargo & Co | 4.80 mm | 4.70 mm principal | 0.22 | Debt | Long | USA |
Voya CLO 2017-1 Ltd | 4.80 mm | 4.80 mm principal | 0.22 | ABS-collateralized bond/debt obligation | Long | Cayman Islands |
United Airlines 2023-1 Class A Pass Through Trust | 4.78 mm | 4.70 mm principal | 0.22 | Debt | Long | USA |
ING ING Groep N.V. | 4.72 mm | 4.70 mm principal | 0.21 | Debt | Long | Netherlands |
PHH Alternative Mortgage Trust Series 2007-1 | 4.69 mm | 6.35 mm principal | 0.21 | ABS-mortgage backed security | Long | USA |
Charter Communications Operating LLC / Charter Communications Operating Capital | 4.68 mm | 7.50 mm principal | 0.21 | Debt | Long | USA |
Wells Fargo Commercial Mortgage Trust 2015-P2 | 4.67 mm | 4.84 mm principal | 0.21 | ABS-mortgage backed security | Long | USA |
Freddie Mac Pool | 4.67 mm | 4.65 mm principal | 0.21 | ABS-mortgage backed security | Long | USA |
HUSI+G HSBC USA Inc | 4.63 mm | 4.60 mm principal | 0.21 | Debt | Long | USA |
Ally Auto Receivables Trust 2023-1 | 4.61 mm | 4.60 mm principal | 0.21 | ABS-other | Long | USA |
American Honda Finance Corp | 4.60 mm | 4.60 mm principal | 0.21 | Debt | Long | USA |
OKE Oneok Inc. | 4.59 mm | 4.10 mm principal | 0.21 | Debt | Long | USA |
ACAS CLO 2015-1 Ltd | 4.54 mm | 4.55 mm principal | 0.21 | ABS-collateralized bond/debt obligation | Long | Cayman Islands |