Fund profile
Fund manager
Total assets
$3.78 bn
Liabilities
$1.93 bn
Net assets
$1.86 bn
Number of holdings
694.00
Top 200 of 694 Holdings
Security | $Holding | Balance | % of Fund | Category | Position | Country |
---|---|---|---|---|---|---|
Treasury, United States Department of | 104.95 mm | 105.00 mm principal | 5.65 | Short-term investment vehicle | Long | USA |
Treasury, United States Department of | 90.60 mm | 91.98 mm principal | 4.88 | Debt | Long | USA |
JNL Government Money Market Fund | 75.45 mm | 75.45 mm shares | 4.06 | Short-term investment vehicle | Long | USA |
Treasury, United States Department of | 72.35 mm | 74.84 mm principal | 3.90 | Short-term investment vehicle | Long | USA |
Treasury, United States Department of | 59.36 mm | 60.61 mm principal | 3.20 | Debt | Long | USA |
Treasury, United States Department of | 51.45 mm | 53.08 mm principal | 2.77 | Debt | Long | USA |
Treasury, United States Department of | 38.59 mm | 40.00 mm principal | 2.08 | Debt | Long | USA |
Treasury, United States Department of | 36.64 mm | 37.33 mm principal | 1.97 | Debt | Long | USA |
Treasury, United States Department of | 34.24 mm | 34.72 mm principal | 1.84 | Debt | Long | USA |
Treasury, United States Department of | 30.27 mm | 31.01 mm principal | 1.63 | Debt | Long | USA |
Treasury, United States Department of | 21.48 mm | 21.92 mm principal | 1.16 | Debt | Long | USA |
Treasury, United States Department of | 17.52 mm | 17.80 mm principal | 0.94 | Debt | Long | USA |
Treasury, United States Department of | 17.29 mm | 17.44 mm principal | 0.93 | Debt | Long | USA |
Whitebox CLO III Ltd | 14.88 mm | 15.00 mm principal | 0.80 | ABS-collateralized bond/debt obligation | Long | USA |
Pretium Mortgage Credit Partners LLC | 14.13 mm | 15.51 mm principal | 0.76 | ABS-collateralized bond/debt obligation | Long | USA |
Washington Mutual Mortgage Pass-Through Certificates WMALT Series 2006-AR2 Trust | 13.16 mm | 14.98 mm principal | 0.71 | ABS-collateralized bond/debt obligation | Long | USA |
MFA 2023-NQM3 Trust | 12.31 mm | 12.34 mm principal | 0.66 | ABS-mortgage backed security | Long | USA |
Federal National Mortgage Association, Inc. | 12.19 mm | 13.84 mm principal | 0.66 | ABS-mortgage backed security | Long | USA |
Residential Mortgage Loan Trust 2019-2 | 11.46 mm | 12.00 mm principal | 0.62 | ABS-mortgage backed security | Long | USA |
Citigroup Mortgage Loan Trust 2014-6 | 11.17 mm | 12.42 mm principal | 0.60 | ABS-mortgage backed security | Long | USA |
Bain Capital Credit CLO 2022-3, Limited | 10.33 mm | 10.50 mm principal | 0.56 | ABS-collateralized bond/debt obligation | Long | USA |
Katayma CLO I Ltd | 10.00 mm | 10.00 mm principal | 0.54 | ABS-collateralized bond/debt obligation | Long | USA |
Wellfleet CLO X, Ltd. | 9.92 mm | 10.00 mm principal | 0.53 | ABS-collateralized bond/debt obligation | Long | USA |
Gulf Stream Meridian 3 Ltd | 9.90 mm | 10.00 mm principal | 0.53 | ABS-collateralized bond/debt obligation | Long | USA |
37 Capital CLO 1, LTD | 9.86 mm | 10.00 mm principal | 0.53 | ABS-collateralized bond/debt obligation | Long | USA |
Sound Point CLO XXIII | 9.85 mm | 10.00 mm principal | 0.53 | ABS-collateralized bond/debt obligation | Long | USA |
Pagaya AI Debt Selection Trust 2021-5 | 9.67 mm | 11.00 mm principal | 0.52 | ABS-collateralized bond/debt obligation | Long | USA |
Katayma CLO I Ltd | 9.50 mm | 9.50 mm principal | 0.51 | ABS-collateralized bond/debt obligation | Long | USA |
Pagaya AI Debt Selection Trust 2021-5 | 9.46 mm | 10.00 mm principal | 0.51 | ABS-collateralized bond/debt obligation | Long | USA |
CVP CLO 2017-2 Ltd | 8.84 mm | 8.85 mm principal | 0.48 | ABS-collateralized bond/debt obligation | Long | Cayman Islands |
VOLT XCII, LLC | 8.06 mm | 8.51 mm principal | 0.43 | ABS-collateralized bond/debt obligation | Long | USA |
Marble Point CLO XIV Ltd | 7.95 mm | 8.00 mm principal | 0.43 | ABS-collateralized bond/debt obligation | Long | USA |
Galaxy XXII CLO Ltd | 7.92 mm | 8.00 mm principal | 0.43 | ABS-collateralized bond/debt obligation | Long | USA |
OFSI BSL IX, Ltd. | 7.89 mm | 8.00 mm principal | 0.43 | ABS-collateralized bond/debt obligation | Long | Cayman Islands |
Battalion CLO XI Ltd. | 7.89 mm | 8.00 mm principal | 0.42 | ABS-collateralized bond/debt obligation | Long | USA |
Gulf Stream Meridian 4 Ltd | 7.55 mm | 7.60 mm principal | 0.41 | ABS-collateralized bond/debt obligation | Long | USA |
Generate CLO IX Ltd | 7.45 mm | 7.50 mm principal | 0.40 | ABS-collateralized bond/debt obligation | Long | USA |
Sound Point CLO XXI Ltd | 7.39 mm | 7.50 mm principal | 0.40 | ABS-collateralized bond/debt obligation | Long | USA |
Marble Point CLO XXII Ltd. | 7.35 mm | 7.50 mm principal | 0.40 | ABS-collateralized bond/debt obligation | Long | USA |
Anchorage Capital CLO 19, Ltd. | 6.94 mm | 7.00 mm principal | 0.37 | ABS-collateralized bond/debt obligation | Long | USA |
Marlette Funding Trust 2022-2 | 6.94 mm | 7.00 mm principal | 0.37 | ABS-collateralized bond/debt obligation | Long | USA |
Trimaran CAVU 2021-3, Ltd. | 6.41 mm | 6.50 mm principal | 0.35 | ABS-collateralized bond/debt obligation | Long | USA |
Starwood Mortgage Residential Trust 2021-5 | 6.37 mm | 8.09 mm principal | 0.34 | ABS-mortgage backed security | Long | USA |
Federal National Mortgage Association, Inc. | 6.26 mm | 7.30 mm principal | 0.34 | ABS-mortgage backed security | Long | USA |
Affirm Asset Securitization Trust 2022-A | 6.12 mm | 6.25 mm principal | 0.33 | ABS-collateralized bond/debt obligation | Long | USA |
MKS Clo 2017-1, Ltd. | 6.12 mm | 6.16 mm principal | 0.33 | ABS-collateralized bond/debt obligation | Long | USA |
Elevation CLO 2018-9, Ltd. | 5.97 mm | 6.00 mm principal | 0.32 | ABS-collateralized bond/debt obligation | Long | Cayman Islands |
CQS US CLO 2021-1 Ltd | 5.93 mm | 6.00 mm principal | 0.32 | ABS-collateralized bond/debt obligation | Long | USA |
Horizon Aircraft Finance III Limited | 5.65 mm | 7.15 mm principal | 0.30 | ABS-collateralized bond/debt obligation | Long | Cayman Islands |
Bear Stearns ARM Trust 2007-1 | 5.55 mm | 6.86 mm principal | 0.30 | ABS-mortgage backed security | Long | USA |
New York Mortgage Trust | 5.45 mm | 5.54 mm principal | 0.29 | ABS-mortgage backed security | Long | USA |
Federal National Mortgage Association, Inc. | 5.33 mm | 6.61 mm principal | 0.29 | ABS-mortgage backed security | Long | USA |
VOLT XCIX, LLC | 5.17 mm | 5.46 mm principal | 0.28 | ABS-collateralized bond/debt obligation | Long | USA |
Carvana Auto Receivables Trust 2023-N3 | 5.01 mm | 5.00 mm principal | 0.27 | ABS-collateralized bond/debt obligation | Long | USA |
Elmwood CLO II Ltd | 4.98 mm | 5.00 mm principal | 0.27 | ABS-collateralized bond/debt obligation | Long | USA |
Palmer Square CLO Ltd | 4.97 mm | 5.00 mm principal | 0.27 | ABS-collateralized bond/debt obligation | Long | USA |
Logan CLO III Ltd | 4.97 mm | 5.00 mm principal | 0.27 | ABS-collateralized bond/debt obligation | Long | USA |
Wellfleet CLO 2020-1, Ltd. | 4.97 mm | 5.00 mm principal | 0.27 | ABS-collateralized bond/debt obligation | Long | USA |
Generate CLO 6 Ltd | 4.96 mm | 5.00 mm principal | 0.27 | ABS-collateralized bond/debt obligation | Long | USA |
Benefit Street Partners CLO XXIV Ltd | 4.96 mm | 5.00 mm principal | 0.27 | ABS-collateralized bond/debt obligation | Long | USA |
OHA Credit Partners VII Ltd | 4.96 mm | 5.00 mm principal | 0.27 | ABS-collateralized bond/debt obligation | Long | USA |
LCM XVII Limited Partnership | 4.95 mm | 5.00 mm principal | 0.27 | ABS-collateralized bond/debt obligation | Long | Cayman Islands |
CBAM 2017-2 Ltd | 4.95 mm | 5.00 mm principal | 0.27 | ABS-collateralized bond/debt obligation | Long | USA |
Steele Creek CLO 2019-1, Ltd | 4.95 mm | 5.00 mm principal | 0.27 | ABS-collateralized bond/debt obligation | Long | USA |
Cathedral Lake VIII, Ltd. | 4.95 mm | 5.00 mm principal | 0.27 | ABS-collateralized bond/debt obligation | Long | USA |
Nassau 2018-I Ltd. | 4.94 mm | 5.00 mm principal | 0.27 | ABS-collateralized bond/debt obligation | Long | Cayman Islands |
Wellfleet CLO 2021-2 Ltd | 4.94 mm | 5.00 mm principal | 0.27 | ABS-collateralized bond/debt obligation | Long | USA |
Horizon Therapeutics USA Inc. | 4.91 mm | 4.92 mm principal | 0.26 | Loan | Long | USA |
MP CLO VIII Ltd | 4.91 mm | 5.00 mm principal | 0.26 | ABS-collateralized bond/debt obligation | Long | USA |
Asplundh Tree Expert, LLC | 4.85 mm | 4.85 mm principal | 0.26 | Loan | Long | USA |
COMM 2015-LC21 Mortgage Trust | 4.75 mm | 5.12 mm principal | 0.26 | ABS-mortgage backed security | Long | USA |
Wells Fargo Commercial Mortgage Trust 2022-ONL | 4.71 mm | 5.25 mm principal | 0.25 | ABS-mortgage backed security | Long | USA |
Bravo Residential Funding Trust 2021-B | 4.69 mm | 4.87 mm principal | 0.25 | ABS-mortgage backed security | Long | USA |
SMR 2022-IND Mortgage Trust | 4.65 mm | 4.88 mm principal | 0.25 | ABS-mortgage backed security | Long | USA |
Fleetcor Technologies Operating Company, LLC | 4.61 mm | 4.63 mm principal | 0.25 | Loan | Long | USA |
Reynolds Consumer Products LLC | 4.60 mm | 4.61 mm principal | 0.25 | Loan | Long | USA |
Iron Mountain, Inc. | 4.57 mm | 4.58 mm principal | 0.25 | Loan | Long | USA |
BRSP 2021-FL1, Ltd. | 4.55 mm | 4.81 mm principal | 0.25 | ABS-collateralized bond/debt obligation | Long | USA |
Charter Communications Operating, LLC | 4.53 mm | 4.54 mm principal | 0.24 | Loan | Long | USA |
Park Avenue Institutional Advisers CLO Ltd 2016-1 | 4.49 mm | 4.50 mm principal | 0.24 | ABS-collateralized bond/debt obligation | Long | Cayman Islands |
MF1 2021-FL6 Ltd. | 4.48 mm | 4.70 mm principal | 0.24 | ABS-collateralized bond/debt obligation | Long | USA |
Securitized Asset Backed Receivables LLC Trust 2006-WM4 | 4.37 mm | 16.51 mm principal | 0.24 | ABS-collateralized bond/debt obligation | Long | USA |
Grifols Worldwide Operations USA, Inc. | 4.36 mm | 4.44 mm principal | 0.23 | Loan | Long | USA |
BDS 2021-FL10 Ltd | 4.31 mm | 4.36 mm principal | 0.23 | ABS-collateralized bond/debt obligation | Long | USA |
Carlyle US CLO 2023-3 Ltd | 4.27 mm | 4.28 mm principal | 0.23 | ABS-collateralized bond/debt obligation | Long | USA |
Bank of America Corporation | 4.25 mm | 4.31 mm principal | 0.23 | Debt | Long | USA |
Pagaya AI Debt Trust 2022-1 | 4.22 mm | 4.50 mm principal | 0.23 | ABS-collateralized bond/debt obligation | Long | USA |
ACREC 2023-FL2 LLC | 4.19 mm | 4.20 mm principal | 0.23 | ABS-collateralized bond/debt obligation | Long | USA |
Legacy Mortgage Asset Trust 2021-GS4 | 4.16 mm | 4.55 mm principal | 0.22 | ABS-collateralized bond/debt obligation | Long | USA |
AREIT 2019-CRE3 Trust | 4.15 mm | 4.37 mm principal | 0.22 | ABS-mortgage backed security | Long | USA |
FS Rialto 2022-FL5 Issuer LLC | 4.09 mm | 4.13 mm principal | 0.22 | ABS-collateralized bond/debt obligation | Long | USA |
MED Trust 2021-MDLN | 4.04 mm | 4.15 mm principal | 0.22 | ABS-mortgage backed security | Long | USA |
Pilot Travel Centers LLC | 4.02 mm | 4.02 mm principal | 0.22 | Loan | Long | USA |
SHELTER GROWTH CRE 2023-FL5 ISSUER LTD | 4.00 mm | 4.00 mm principal | 0.22 | ABS-collateralized bond/debt obligation | Long | USA |
Hayfin Kingsland VIII Ltd | 3.98 mm | 3.99 mm principal | 0.21 | ABS-collateralized bond/debt obligation | Long | Cayman Islands |
Sandstone Peak Ltd. | 3.97 mm | 4.00 mm principal | 0.21 | ABS-collateralized bond/debt obligation | Long | USA |
Jamestown CLO IX Ltd | 3.96 mm | 4.00 mm principal | 0.21 | ABS-collateralized bond/debt obligation | Long | USA |
New Mountain CLO 2 Ltd | 3.95 mm | 4.00 mm principal | 0.21 | ABS-collateralized bond/debt obligation | Long | USA |
Octagon Investment Partners XXI Ltd | 3.88 mm | 4.00 mm principal | 0.21 | ABS-collateralized bond/debt obligation | Long | USA |
Vistra Operations Company LLC | 3.85 mm | 3.86 mm principal | 0.21 | Loan | Long | USA |
TOTAL RETURN SWAP - INDEX
BNP PARIBAS
|
3.82 mm | 110.19 k principal | 0.21 | Equity derivative | N/A | UK |
Extended Stay America Trust 2021-ESH | 3.82 mm | 3.83 mm principal | 0.21 | ABS-mortgage backed security | Long | USA |
Long Beach Mortgage Loan Trust 2006-6 | 3.72 mm | 9.76 mm principal | 0.20 | ABS-collateralized bond/debt obligation | Long | USA |
BXMT 2020-FL2, Ltd. | 3.58 mm | 3.70 mm principal | 0.19 | ABS-collateralized bond/debt obligation | Long | USA |
Bravo Residential Funding Trust 2021-A | 3.54 mm | 3.65 mm principal | 0.19 | ABS-mortgage backed security | Long | USA |
Gen Digital Inc. | 3.54 mm | 3.55 mm principal | 0.19 | Loan | Long | USA |
Legacy Mortgage Asset Trust 2021-GS3 | 3.51 mm | 3.80 mm principal | 0.19 | ABS-collateralized bond/debt obligation | Long | USA |
GS Mortgage Securities Corporation Trust 2021-ARDN | 3.48 mm | 3.66 mm principal | 0.19 | ABS-mortgage backed security | Long | USA |
Allegro CLO X Ltd | 3.48 mm | 3.50 mm principal | 0.19 | ABS-collateralized bond/debt obligation | Long | USA |
Federal National Mortgage Association, Inc. | 3.48 mm | 4.08 mm principal | 0.19 | ABS-mortgage backed security | Long | USA |
Merrill Lynch Mortgage Investors Trust, Series MLCC 2006-2 | 3.47 mm | 6.29 mm principal | 0.19 | ABS-collateralized bond/debt obligation | Long | USA |
BXMT 2020-FL3 Ltd | 3.44 mm | 3.58 mm principal | 0.19 | ABS-collateralized bond/debt obligation | Long | USA |
FS Rialto 2021-FL3 Issuer, Ltd. | 3.44 mm | 3.50 mm principal | 0.19 | ABS-collateralized bond/debt obligation | Long | USA |
COLT 2022-2 Mortgage Loan Trust | 3.42 mm | 3.98 mm principal | 0.18 | ABS-mortgage backed security | Long | USA |
BX Commercial Mortgage Trust 2020-VKNG | 3.42 mm | 3.45 mm principal | 0.18 | ABS-mortgage backed security | Long | USA |
BSPRT 2022-FL8 Issuer, Ltd. | 3.41 mm | 3.45 mm principal | 0.18 | ABS-collateralized bond/debt obligation | Long | USA |
Sapphire Aviation Finance II Limited | 3.40 mm | 4.10 mm principal | 0.18 | ABS-collateralized bond/debt obligation | Long | USA |
1011778 B.C. Unlimited Liability Company | 3.37 mm | 3.39 mm principal | 0.18 | Loan | Long | USA |
CQS US CLO 2021-1 Ltd | 3.36 mm | 3.40 mm principal | 0.18 | ABS-collateralized bond/debt obligation | Long | USA |
TRTX 2022-FL5 Issuer, Ltd. | 3.35 mm | 3.42 mm principal | 0.18 | ABS-collateralized bond/debt obligation | Long | USA |
CSMC 2020-RPL2 Trust | 3.34 mm | 3.33 mm principal | 0.18 | ABS-collateralized bond/debt obligation | Long | USA |
Great Wolf Trust 2019-WOLF | 3.33 mm | 3.35 mm principal | 0.18 | ABS-mortgage backed security | Long | USA |
IQVIA Inc. | 3.33 mm | 3.32 mm principal | 0.18 | Loan | Long | USA |
WMG Acquisition Corp. | 3.32 mm | 3.32 mm principal | 0.18 | Loan | Long | USA |
Go Daddy Operating Company, LLC | 3.31 mm | 3.31 mm principal | 0.18 | Loan | Long | USA |
COMM 2014-UBS5 Mortgage Trust | 3.31 mm | 3.36 mm principal | 0.18 | ABS-mortgage backed security | Long | USA |
Bank 2021-BNK36 | 3.28 mm | 79.70 mm principal | 0.18 | ABS-collateralized bond/debt obligation | Long | USA |
MF1 2022-FL8 Ltd. | 3.25 mm | 3.30 mm principal | 0.18 | ABS-collateralized bond/debt obligation | Long | USA |
LoanCore 2021-CRE6 Issuer Ltd | 3.24 mm | 3.34 mm principal | 0.17 | ABS-collateralized bond/debt obligation | Long | USA |
VMC Finance 2022-FL5 LLC | 3.23 mm | 3.30 mm principal | 0.17 | ABS-collateralized bond/debt obligation | Long | USA |
TOTAL RETURN SWAP - INDEX
BNP PARIBAS
|
3.23 mm | 84.84 k principal | 0.17 | Equity derivative | N/A | UK |
Harborview Mortgage Loan Trust, 2006-11 | 3.21 mm | 3.88 mm principal | 0.17 | ABS-mortgage backed security | Long | USA |
J.P. Morgan Chase Commercial Mortgage Securities Trust 2014-C20 | 3.21 mm | 3.53 mm principal | 0.17 | ABS-mortgage backed security | Long | USA |
BRSP 2021-FL1, Ltd. | 3.21 mm | 3.30 mm principal | 0.17 | ABS-collateralized bond/debt obligation | Long | USA |
KREF 2021-FL2 Ltd. | 3.20 mm | 3.27 mm principal | 0.17 | ABS-collateralized bond/debt obligation | Long | USA |
GPMT 2021-FL4 Ltd | 3.19 mm | 3.29 mm principal | 0.17 | ABS-collateralized bond/debt obligation | Long | USA |
Setanta Aircraft Leasing Designated Activity Co | 3.19 mm | 3.19 mm principal | 0.17 | Loan | Long | USA |
STWD 2021-FL2, Ltd. | 3.18 mm | 3.27 mm principal | 0.17 | ABS-collateralized bond/debt obligation | Long | USA |
LoanCore 2021-CRE5 Issuer Ltd. | 3.18 mm | 3.25 mm principal | 0.17 | ABS-collateralized bond/debt obligation | Long | USA |
Federal National Mortgage Association, Inc. | 3.16 mm | 3.78 mm principal | 0.17 | ABS-mortgage backed security | Long | USA |
Alternative Loan Trust 2007-23CB | 3.15 mm | 5.79 mm principal | 0.17 | ABS-mortgage backed security | Long | USA |
PRET 2021-RN3 LLC | 3.14 mm | 3.56 mm principal | 0.17 | ABS-mortgage backed security | Long | USA |
Structured Adjustable Rate Mortgage Loan Trust Series 2006-11 | 3.14 mm | 3.39 mm principal | 0.17 | ABS-mortgage backed security | Long | USA |
VCAT Asset Securitization LLC | 3.12 mm | 3.39 mm principal | 0.17 | ABS-mortgage backed security | Long | USA |
TOTAL RETURN SWAP - INDEX
CANADIAN IMPERIAL BANK OF COMMERCE
|
3.10 mm | 84.69 k principal | 0.17 | Equity derivative | N/A | UK |
Exeter Automobile Receivables Trust 2021-1 | 3.08 mm | 3.35 mm principal | 0.17 | ABS-collateralized bond/debt obligation | Long | USA |
Colt 2021-RPL1 Trust | 3.06 mm | 3.57 mm principal | 0.16 | ABS-collateralized bond/debt obligation | Long | USA |
Arbor Multifamily Mortgage Securities Trust 2021-Mf2 | 3.03 mm | 51.15 mm principal | 0.16 | ABS-collateralized bond/debt obligation | Long | USA |
TOTAL RETURN SWAP - INDEX
CANADIAN IMPERIAL BANK OF COMMERCE
|
2.99 mm | 76.34 k principal | 0.16 | Equity derivative | N/A | UK |
Allegro CLO VII Ltd | 2.99 mm | 3.00 mm principal | 0.16 | ABS-collateralized bond/debt obligation | Long | Cayman Islands |
Vibrant CLO, Ltd. | 2.99 mm | 3.00 mm principal | 0.16 | ABS-collateralized bond/debt obligation | Long | Cayman Islands |
Federal Home Loan Mortgage Corporation | 2.99 mm | 3.48 mm principal | 0.16 | ABS-mortgage backed security | Long | USA |
VCAT 2021-NPL5 LLC | 2.98 mm | 3.21 mm principal | 0.16 | ABS-mortgage backed security | Long | USA |
VOLT XCIV, LLC | 2.97 mm | 3.09 mm principal | 0.16 | ABS-collateralized bond/debt obligation | Long | USA |
Crown City CLO | 2.97 mm | 3.00 mm principal | 0.16 | ABS-collateralized bond/debt obligation | Long | USA |
Wells Fargo & Company | 2.97 mm | 3.10 mm principal | 0.16 | Debt | Long | USA |
Departamento Administrativo De La Presidencia De La Republica | 2.96 mm | 3.10 mm principal | 0.16 | Debt | Long | USA |
Banc of America Alternative Loan Trust 2006-3 | 2.96 mm | 3.00 mm principal | 0.16 | ABS-mortgage backed security | Long | USA |
Morgan Stanley Bank of America Merrill Lynch Trust 2014-C15 | 2.94 mm | 3.08 mm principal | 0.16 | ABS-mortgage backed security | Long | USA |
TOTAL RETURN SWAP - INDEX
BARCLAYS PLC
|
2.92 mm | 91.52 k principal | 0.16 | Equity derivative | N/A | UK |
Angel Oak Mortgage Trust 2021-7 | 2.91 mm | 3.56 mm principal | 0.16 | ABS-mortgage backed security | Long | USA |
UBS Commercial Mortgage Trust 2017-C4 | 2.90 mm | 3.50 mm principal | 0.16 | ABS-mortgage backed security | Long | USA |
Trans Union, LLC | 2.86 mm | 2.87 mm principal | 0.15 | Loan | Long | USA |
CLNC 2019-FL1, Ltd. | 2.85 mm | 3.00 mm principal | 0.15 | ABS-collateralized bond/debt obligation | Long | Cayman Islands |
Navient Private Education Refi Loan Trust 2018-A | 2.77 mm | 2.94 mm principal | 0.15 | ABS-collateralized bond/debt obligation | Long | USA |
Pretium Mortgage Credit Partners I 2021-NPL1, LLC | 2.77 mm | 3.01 mm principal | 0.15 | ABS-collateralized bond/debt obligation | Long | USA |
VCAT 2021-NPL4 LLC | 2.76 mm | 3.00 mm principal | 0.15 | ABS-mortgage backed security | Long | USA |
SoFi Consumer Loan Program 2021-1 Trust | 2.73 mm | 2.76 mm principal | 0.15 | ABS-collateralized bond/debt obligation | Long | USA |
Ares XXXVII CLO Ltd | 2.71 mm | 2.75 mm principal | 0.15 | ABS-collateralized bond/debt obligation | Long | USA |
ICON Luxembourg S.A.R.L. | 2.70 mm | 2.70 mm principal | 0.15 | Loan | Long | USA |
Velocity Commercial Capital Loan Trust 2019-2 | 2.67 mm | 2.91 mm principal | 0.14 | ABS-mortgage backed security | Long | USA |
Upstart Pass-Through Trust, Series 2020-ST3 | 2.66 mm | 2.74 mm principal | 0.14 | ABS-collateralized bond/debt obligation | Long | USA |
TIF Funding II LLC | 2.59 mm | 3.16 mm principal | 0.14 | ABS-collateralized bond/debt obligation | Long | USA |
BDS Ltd | 2.59 mm | 2.63 mm principal | 0.14 | ABS-collateralized bond/debt obligation | Long | USA |
Washington Mutual Asset-Backed Certificates WMABS Series 2006-HE5 Trust | 2.58 mm | 7.71 mm principal | 0.14 | ABS-collateralized bond/debt obligation | Long | USA |
Mosaic Solar Loan Trust 2020-1 | 2.57 mm | 3.02 mm principal | 0.14 | ABS-collateralized bond/debt obligation | Long | USA |
Domino's Pizza, Inc. | 2.50 mm | 2.61 mm principal | 0.13 | ABS-collateralized bond/debt obligation | Long | USA |
GCAT 2021-NQM4 TRUST | 2.50 mm | 3.32 mm principal | 0.13 | ABS-mortgage backed security | Long | USA |
PFP 2023-10, Ltd. | 2.50 mm | 2.50 mm principal | 0.13 | ABS-collateralized bond/debt obligation | Long | USA |
One New York Plaza Trust 2020-1NYP | 2.50 mm | 2.85 mm principal | 0.13 | ABS-mortgage backed security | Long | USA |
HalseyPoint CLO I, Ltd | 2.49 mm | 2.50 mm principal | 0.13 | ABS-collateralized bond/debt obligation | Long | Cayman Islands |
Elevance Health, Inc. | 2.46 mm | 2.52 mm principal | 0.13 | Debt | Long | USA |
Octagon 56, Ltd. | 2.45 mm | 2.50 mm principal | 0.13 | ABS-collateralized bond/debt obligation | Long | USA |
Benchmark 2020-B22 Mortgage Trust | 2.42 mm | 30.52 mm principal | 0.13 | ABS-collateralized bond/debt obligation | Long | USA |
Pretium Mortgage Credit Partners I 2021-NPL1, LLC | 2.41 mm | 2.55 mm principal | 0.13 | ABS-mortgage backed security | Long | USA |
J.P. Morgan Chase Commercial Mortgage Securities Trust 2020-NNN | 2.39 mm | 2.90 mm principal | 0.13 | ABS-mortgage backed security | Long | USA |
CHCP 2021-FL1 Ltd. | 2.39 mm | 2.50 mm principal | 0.13 | ABS-collateralized bond/debt obligation | Long | USA |
Verus Securitization Trust 2020-1 | 2.38 mm | 2.50 mm principal | 0.13 | ABS-mortgage backed security | Long | USA |
Purewest Funding LLC | 2.37 mm | 2.50 mm principal | 0.13 | ABS-collateralized bond/debt obligation | Long | USA |
GS Mortgage Securities Trust 2020-GSA2 | 2.36 mm | 28.53 mm principal | 0.13 | ABS-collateralized bond/debt obligation | Long | USA |
J.P. Morgan Chase Commercial Mortgage Securities Trust 2018-WPT | 2.36 mm | 3.14 mm principal | 0.13 | ABS-mortgage backed security | Long | USA |
LCCM 2017-LC26 Commercial Mortgage Trust | 2.35 mm | 2.90 mm principal | 0.13 | ABS-mortgage backed security | Long | USA |
JPMorgan Chase & Co. | 2.34 mm | 2.37 mm principal | 0.13 | Debt | Long | USA |
WaMu Asset-Backed Certificates, WaMu Series 200X-HEX Trust | 2.33 mm | 6.72 mm principal | 0.13 | ABS-collateralized bond/debt obligation | Long | USA |
CAH Cardinal Health, Inc. | 2.29 mm | 2.34 mm principal | 0.12 | Debt | Long | USA |
FS Rialto 2021-FL2 Issuer, Ltd. | 2.26 mm | 2.29 mm principal | 0.12 | ABS-collateralized bond/debt obligation | Long | USA |
TNB Global Ventures Capital Berhad | 2.24 mm | 2.40 mm principal | 0.12 | Debt | Long | USA |
Federal National Mortgage Association, Inc. | 2.19 mm | 2.30 mm principal | 0.12 | ABS-mortgage backed security | Long | USA |
Catalent Pharma Solutions Inc. | 2.17 mm | 2.23 mm principal | 0.12 | Loan | Long | USA |
LCCM 2021-FL3 Trust | 2.16 mm | 2.25 mm principal | 0.12 | ABS-collateralized bond/debt obligation | Long | USA |