Fund profile
Tickers
TSDUX
Fund manager
Total assets
$400.80 mm
Liabilities
$93.69 mm
Net assets
$307.12 mm
Number of holdings
280.00
Top 200 of 280 Holdings
Security | $Holding | Balance | % of Fund | Category | Position | Country |
---|---|---|---|---|---|---|
UNITED STATES TREASURY BILL ZCP 0.00000000 | 44.22 mm | 45.00 mm principal | 14.40 | Short-term investment vehicle | Long | USA |
UNITED STATES TREASURY BILL ZCP 0.00000000 | 15.20 mm | 15.40 mm principal | 4.95 | Short-term investment vehicle | Long | USA |
FUTURE CONTRACT ON 3 MONTH SOFR FUT SEP23 0.00000000 | 10.17 mm | 43.00 contracts | 3.31 | Interest rate derivative | N/A | USA |
HSBC HSBC Holdings plc | 5.91 mm | 5.90 mm shares | 1.92 | Debt | Long | UK |
CHARTER COMM OPT LLC/CAP REGD V/R 7.28873000 | 5.47 mm | 5.46 mm shares | 1.78 | Debt | Long | USA |
FEDERAL HOME LOAN BANKS 5.65000000 | 4.10 mm | 4.10 mm shares | 1.33 | ABS-mortgage backed security | Long | USA |
HCA INC REGD 5.00000000 | 4.09 mm | 4.10 mm shares | 1.33 | Debt | Long | USA |
FUTURE CONTRACT ON US 5YR NOTE (CBT) MAR24 0.00000000 | 3.85 mm | 36.00 contracts | 1.25 | Interest rate derivative | N/A | USA |
FEDERAL HOME LOAN MORTGAGE CORP 5.68000000 | 3.70 mm | 3.70 mm shares | 1.20 | ABS-mortgage backed security | Long | USA |
ARROW ELECTRS INC 0% 12/04/23 0.00000000 | 3.60 mm | 3.60 mm principal | 1.17 | Short-term investment vehicle | Long | USA |
BANK OF AMERICA CORP REGD V/R 0.97600000 | 3.33 mm | 3.40 mm shares | 1.08 | Debt | Long | USA |
BCS Barclays plc | 3.07 mm | 3.10 mm shares | 1.00 | Debt | Long | UK |
WORLD OMNI AUTO RECEIVABLES TRUST 2023-D SER 2023-D CL A2A REGD 5.91000000 | 3.01 mm | 3.00 mm shares | 0.98 | ABS-collateralized bond/debt obligation | Long | USA |
CITIBANK CREDIT CARD ISSUANCE TRUST SER 2017-A5 CL A5 V/R REGD 6.06931000 | 3.00 mm | 3.00 mm shares | 0.98 | ABS-collateralized bond/debt obligation | Long | USA |
TRILLIUM CREDIT CARD TRUST II SER 2023-3A CL A V/R REGD 144A P/P 6.16810100 | 3.00 mm | 3.00 mm shares | 0.98 | ABS-collateralized bond/debt obligation | Long | Canada |
FEDERAL HOME LOAN MORTGAGE CORP 5.80000000 | 3.00 mm | 3.00 mm shares | 0.98 | ABS-mortgage backed security | Long | USA |
L3HARRIS TECH DISC 12/01/23 0.00000000 | 3.00 mm | 3.00 mm principal | 0.98 | Short-term investment vehicle | Long | USA |
RTX CORPORATION DISCOUNT_____ COMMERCIAL PAPER_ 0.00000000 | 3.00 mm | 3.00 mm principal | 0.98 | Short-term investment vehicle | Long | USA |
DOMINION ENERG DISC 12/11/23 0.00000000 | 3.00 mm | 3.00 mm principal | 0.98 | Short-term investment vehicle | Long | USA |
AERCAP IRELAND CAP/GLOBA REGD 4.87500000 | 3.00 mm | 3.00 mm shares | 0.98 | Debt | Long | Ireland |
VERIZON COMMUNI DISC 12/12/23 0.00000000 | 2.99 mm | 3.00 mm principal | 0.98 | Short-term investment vehicle | Long | USA |
AMERICAN ELEC PWR CO INC______ DISCOUNT COMMERCIAL PAPER 0.00000000 | 2.99 mm | 3.00 mm principal | 0.98 | Short-term investment vehicle | Long | USA |
QUANTA SVCS INC 0% 12/18/23 0.00000000 | 2.99 mm | 3.00 mm principal | 0.97 | Short-term investment vehicle | Long | USA |
BACARDI MARTINI B V DISCOUNT__ COMMERCIAL PAPER 0.00000000 | 2.99 mm | 3.00 mm principal | 0.97 | Short-term investment vehicle | Long | USA |
NEXTERA ENERGY DISC 12/21/23 0.00000000 | 2.99 mm | 3.00 mm principal | 0.97 | Short-term investment vehicle | Long | USA |
GLOBAL PAYMENT DISC 01/05/24 0.00000000 | 2.98 mm | 3.00 mm principal | 0.97 | Short-term investment vehicle | Long | USA |
OSD CLO 2021-23 LTD SER 2021-23A CL A V/R REGD 144A P/P 6.53444000 | 2.74 mm | 2.74 mm shares | 0.89 | ABS-collateralized bond/debt obligation | Long | Cayman Islands |
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION SER 2021-122 CL FA V/R 3.00000000 | 2.70 mm | 3.28 mm shares | 0.88 | ABS-collateralized bond/debt obligation | Long | USA |
CITIGROUP COMMERCIAL MORTGAGE TRUST 2021-KEYS SER 2021-KEYS CL A V/R REGD 144A P/P 6.61748000 | 2.65 mm | 2.70 mm shares | 0.86 | ABS-collateralized bond/debt obligation | Long | USA |
M360 2021-CRE3 LTD SER 2021-CRE3 CL A V/R REGD 144A P/P 6.94931000 | 2.64 mm | 2.70 mm shares | 0.86 | ABS-collateralized bond/debt obligation | Long | Cayman Islands |
WELLS FARGO & COMPANY REGD V/R MTN 2.40600000 | 2.61 mm | 2.70 mm shares | 0.85 | Debt | Long | USA |
NMR Nomura Holdings Inc. | 2.60 mm | 2.70 mm shares | 0.85 | Debt | Long | Japan |
GS MORTGAGE SECURITIES CORP TRUST 2022-GTWY SER 2022-GTWY CL A V/R REGD 144A P/P 8.72300000 | 2.50 mm | 2.50 mm shares | 0.81 | ABS-collateralized bond/debt obligation | Long | USA |
7-ELEVEN INC REGD 144A P/P 0.80000000 | 2.48 mm | 2.50 mm shares | 0.81 | Debt | Long | USA |
CANTOR FITZGERALD LP REGD 144A P/P 4.87500000 | 2.47 mm | 2.50 mm shares | 0.80 | Debt | Long | USA |
CREDIT SUISSE NEW YORK REGD MTN 3.62500000 | 2.45 mm | 2.50 mm shares | 0.80 | Debt | Long | USA |
GA GLOBAL FUNDING TRUST REGD 144A P/P 1.25000000 | 2.40 mm | 2.40 mm shares | 0.78 | Debt | Long | USA |
MASTER CREDIT CARD TRUST II SER 2023-2A CL A V/R REGD 144A P/P 6.17441000 | 2.30 mm | 2.30 mm shares | 0.75 | ABS-collateralized bond/debt obligation | Long | Canada |
JPMORGAN CHASE & CO REGD V/R 3.22000000 | 2.28 mm | 2.30 mm shares | 0.74 | Debt | Long | USA |
BNP PARIBAS REGD 144A P/P 3.37500000 | 2.26 mm | 2.33 mm shares | 0.74 | Debt | Long | France |
BAYER US FINANCE II LLC REGD V/R 144A P/P 6.68104000 | 2.23 mm | 2.23 mm shares | 0.72 | Debt | Long | USA |
SOCIETE GENERALE REGD 144A P/P MTN 2.62500000 | 2.21 mm | 2.30 mm shares | 0.72 | Debt | Long | France |
AMCOR FLEX NA DISC 12/11/23 0.00000000 | 2.20 mm | 2.20 mm principal | 0.72 | Short-term investment vehicle | Long | USA |
BACARDI MARTINI B V DISC COML 0% 12/21/23 0.00000000 | 2.19 mm | 2.20 mm principal | 0.71 | Short-term investment vehicle | Long | USA |
LLOYDS BANKING GROUP PLC REGD V/R 3.87000000 | 2.17 mm | 2.20 mm shares | 0.71 | Debt | Long | UK |
VOLKSWAGEN AUTO LOAN ENHANCED TRUST 2023-1 SER 2023-1 CL A2A REGD 5.50000000 | 2.10 mm | 2.10 mm shares | 0.68 | ABS-collateralized bond/debt obligation | Long | USA |
SK HYNIX INC REGD 144A P/P 1.00000000 | 2.09 mm | 2.10 mm shares | 0.68 | Debt | Long | Korea, Republic of |
ARBOR REALTY COMMERCIAL REAL ESTATE NOTES 20 SER 2021-FL3 CL A V/R REGD 144A P/P 6.50739000 | 2.05 mm | 2.09 mm shares | 0.67 | ABS-collateralized bond/debt obligation | Long | Cayman Islands |
JDE PEET'S NV REGD 144A P/P 0.80000000 | 2.01 mm | 2.10 mm shares | 0.65 | Debt | Long | Netherlands |
HYUNDAI CAPITAL AMERICA REGD V/R 144A P/P 6.50477100 | 2.00 mm | 2.00 mm shares | 0.65 | Debt | Long | USA |
GS Goldman Sachs Group, Inc. | 2.00 mm | 2.00 mm shares | 0.65 | Debt | Long | USA |
KUBOTA CREDIT OWNER TRUST 2023-1 SER 2023-1A CL A2 REGD 144A P/P 5.40000000 | 1.99 mm | 2.00 mm shares | 0.65 | ABS-collateralized bond/debt obligation | Long | USA |
SOUTHERN CAL EDISON REGD 1.10000000 | 1.97 mm | 2.00 mm shares | 0.64 | Debt | Long | USA |
IMPERIAL BRANDS FIN PLC REGD 144A P/P 3.12500000 | 1.96 mm | 2.00 mm shares | 0.64 | Debt | Long | UK |
EXTENDED STAY AMERICA TRUST 2021-ESH SER 2021-ESH CL A V/R REGD 144A P/P 6.51748000 | 1.95 mm | 1.97 mm shares | 0.63 | ABS-collateralized bond/debt obligation | Long | USA |
ING ING Groep N.V. | 1.87 mm | 1.90 mm shares | 0.61 | Debt | Long | Netherlands |
UNITED STATES TREASURY INFLATION INDEXED BONDS 0.12500000 | 1.87 mm | 1.92 mm shares | 0.61 | Debt | Long | USA |
LCM LOAN INCOME FUND I LTD SER 1A CL A V/R REGD 144A P/P 6.70743000 | 1.84 mm | 1.84 mm shares | 0.60 | ABS-collateralized bond/debt obligation | Long | Cayman Islands |
QUANTA SVCS INC DISCOUNT______ COMMERCIAL PAPER 0.00000000 | 1.80 mm | 1.80 mm principal | 0.58 | Short-term investment vehicle | Long | USA |
ALLY Ally Financial Inc | 1.78 mm | 1.80 mm shares | 0.58 | Debt | Long | USA |
ISRAEL ELECTRIC CORP LTD REGD SER 6 5.00000000 | 1.77 mm | 1.80 mm shares | 0.58 | Debt | Long | Israel |
GM FINANCIAL CONSUMER AUTOMOBILE RECEIVABLES TRUST SER 2023-2 CL A2B V/R REGD 6.07441000 | 1.76 mm | 1.76 mm shares | 0.57 | ABS-collateralized bond/debt obligation | Long | USA |
FORD CREDIT AUTO LEASE TRUST 2023-B SER 2023-B CL A2B V/R REGD 5.91404000 | 1.70 mm | 1.70 mm shares | 0.55 | ABS-collateralized bond/debt obligation | Long | USA |
VF CORPORATION DISC 01/17/24 0.00000000 | 1.69 mm | 1.70 mm principal | 0.55 | Short-term investment vehicle | Long | USA |
STANDARD CHARTERED PLC REGD V/R P/P 3.78500000 | 1.68 mm | 1.70 mm shares | 0.55 | Debt | Long | UK |
UNITED STATES TREASURY BILL ZCP 0.00000000 | 1.68 mm | 1.70 mm principal | 0.55 | Short-term investment vehicle | Long | USA |
DEUTSCHE BANK NY REGD V/R 1.44700000 | 1.67 mm | 1.70 mm shares | 0.54 | Debt | Long | USA |
NYO COMMERCIAL MORTGAGE TRUST 2021-1290 SER 2021-1290 CL A V/R REGD 144A P/P 6.53248000 | 1.65 mm | 1.80 mm shares | 0.54 | ABS-collateralized bond/debt obligation | Long | USA |
ARROW ELECTRS INC 0% 12/01/23 0.00000000 | 1.60 mm | 1.60 mm principal | 0.52 | Short-term investment vehicle | Long | USA |
GLOBAL PMTS INC DISC 0% 12/15/23 0.00000000 | 1.60 mm | 1.60 mm principal | 0.52 | Short-term investment vehicle | Long | USA |
BACARDI MARTINI B V DISCOUNT__ COMMERCIAL PAPER 0.00000000 | 1.59 mm | 1.60 mm principal | 0.52 | Short-term investment vehicle | Long | USA |
BWAY 2021-1450 MORTGAGE TRUST SER 2021-1450 CL A V/R REGD 144A P/P 6.68739000 | 1.51 mm | 1.60 mm shares | 0.49 | ABS-collateralized bond/debt obligation | Long | USA |
PFS FINANCING CORP SER 2023-D CL A V/R REGD 144A P/P 6.47404000 | 1.50 mm | 1.50 mm shares | 0.49 | ABS-collateralized bond/debt obligation | Long | USA |
ELFI GRADUATE LOAN PROGRAM 2021-A LLC SER 2021-A CL A REGD 144A P/P 1.53000000 | 1.50 mm | 1.76 mm shares | 0.49 | ABS-collateralized bond/debt obligation | Long | USA |
M&T EQUIPMENT 2023-LEAF1 NOTES SER 2023-1A CL A2 REGD 144A P/P 6.09000000 | 1.50 mm | 1.50 mm shares | 0.49 | ABS-collateralized bond/debt obligation | Long | USA |
QUANTA SVCS INC DISCOUNT______ COMMERCIAL PAPER 0.00000000 | 1.50 mm | 1.50 mm principal | 0.49 | Short-term investment vehicle | Long | USA |
NATIXIS COMMERCIAL MORTGAGE SECURITIES SER 2021-APPL CL A V/R REGD 144A P/P 6.38748000 | 1.50 mm | 1.60 mm shares | 0.49 | ABS-collateralized bond/debt obligation | Long | USA |
RTX CORPORATIO DISC 12/20/23 0.00000000 | 1.50 mm | 1.50 mm principal | 0.49 | Short-term investment vehicle | Long | USA |
GMF FLOORPLAN OWNER REVOLVING TRUST SER 2019-2 CL A REGD 144A P/P 2.90000000 | 1.48 mm | 1.50 mm shares | 0.48 | ABS-collateralized bond/debt obligation | Long | USA |
COMM 2021-2400 MORTGAGE TRUST SER 2021-2400 CL A V/R REGD 144A P/P 6.73748000 | 1.46 mm | 1.60 mm shares | 0.48 | ABS-collateralized bond/debt obligation | Long | USA |
SNX TD Synnex Corp | 1.45 mm | 1.50 mm shares | 0.47 | Debt | Long | USA |
STANDARD CHARTERED PLC REGD V/R 144A P/P 7.08800500 | 1.40 mm | 1.40 mm shares | 0.46 | Debt | Long | UK |
JACKSON NATL LIFE GLOBAL REGD V/R 144A P/P 6.49800500 | 1.40 mm | 1.40 mm shares | 0.46 | Debt | Long | USA |
CITIGROUP MORTGAGE LOAN TRUST 2021-INV3 SER 2021-INV3 CL A11 V/R REGD 144A P/P 5.00000000 | 1.38 mm | 1.52 mm shares | 0.45 | ABS-collateralized bond/debt obligation | Long | USA |
ATHENE GLOBAL FUNDING REGD 144A P/P 1.00000000 | 1.37 mm | 1.40 mm shares | 0.45 | Debt | Long | USA |
ANCHORAGE CAPITAL CLO 6 LTD SER 2015-6A CL ARR V/R REGD 144A P/P 6.70548000 | 1.34 mm | 1.34 mm shares | 0.44 | ABS-collateralized bond/debt obligation | Long | Cayman Islands |
TOYOTA LEASE OWNER TRUST 2023-B SER 2023-B CL A2B V/R REGD 144A P/P 5.87541000 | 1.30 mm | 1.30 mm shares | 0.42 | ABS-collateralized bond/debt obligation | Long | USA |
HUMANA INC DISC 12/15/23 0.00000000 | 1.30 mm | 1.30 mm principal | 0.42 | Short-term investment vehicle | Long | USA |
V F CORP DISCOUNT COMMERCIAL PAPER 0.00000000 | 1.30 mm | 1.30 mm principal | 0.42 | Short-term investment vehicle | Long | USA |
NATWEST GROUP PLC REGD V/R 4.26900000 | 1.29 mm | 1.30 mm shares | 0.42 | Debt | Long | UK |
MMAF EQUIPMENT FINANCE LLC 2022-B SER 2022-B CL A2 REGD 144A P/P 5.57000000 | 1.25 mm | 1.26 mm shares | 0.41 | ABS-collateralized bond/debt obligation | Long | USA |
THARALDSON HOTEL PORTFOLIO TRUST 2018-THPT SER 2018-THL CL A V/R REGD 144A P/P 6.48648000 | 1.21 mm | 1.22 mm shares | 0.39 | ABS-collateralized bond/debt obligation | Long | USA |
CARMAX AUTO OWNER TRUST 2022-4 SER 2022-4 CL A2B V/R REGD 6.22404000 | 1.21 mm | 1.21 mm shares | 0.39 | ABS-collateralized bond/debt obligation | Long | USA |
DEUTSCHE BANK NY REGD 0.89800000 | 1.21 mm | 1.24 mm shares | 0.39 | Debt | Long | USA |
BAX Baxter International Inc. | 1.20 mm | 1.26 mm shares | 0.39 | Debt | Long | USA |
CAPITAL ONE PRIME AUTO RECEIVABLES TRUST 2022-2 SER 2022-2 CL A2A REGD 3.74000000 | 1.20 mm | 1.21 mm shares | 0.39 | ABS-collateralized bond/debt obligation | Long | USA |
QUANTA SVCS INC 0% 12/19/23 0.00000000 | 1.20 mm | 1.20 mm principal | 0.39 | Short-term investment vehicle | Long | USA |
BXMT 2020-FL3 LTD SER 2020-FL3 CL A V/R REGD 144A P/P 6.84407000 | 1.19 mm | 1.24 mm shares | 0.39 | ABS-collateralized bond/debt obligation | Long | Cayman Islands |
STWD 2021-HTS MORTGAGE TRUST SER 2021-HTS CL A V/R REGD 144A P/P 6.48748000 | 1.18 mm | 1.20 mm shares | 0.38 | ABS-collateralized bond/debt obligation | Long | USA |
GS MORTGAGE-BACKED SECURITIES CORP TRUST 2021 SER 2021-RPL1 CL A1 V/R REGD 144A P/P 1.75000000 | 1.18 mm | 1.30 mm shares | 0.38 | ABS-collateralized bond/debt obligation | Long | USA |
BIRCH GROVE CLO LTD SER 19A CL AR V/R REGD 144A P/P 6.80104000 | 1.14 mm | 1.14 mm shares | 0.37 | ABS-collateralized bond/debt obligation | Long | Cayman Islands |
TOYOTA AUTO RECEIVABLES 2022-C OWNER TRUST SER 2022-C CL A2B V/R REGD 5.89441000 | 1.12 mm | 1.12 mm shares | 0.37 | ABS-collateralized bond/debt obligation | Long | USA |
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION SER 2016-H06 CL FD V/R 6.35856000 | 1.11 mm | 1.11 mm shares | 0.36 | ABS-collateralized bond/debt obligation | Long | USA |
BERRY GLOBAL INC REGD 144A P/P 4.87500000 | 1.08 mm | 1.11 mm shares | 0.35 | Debt | Long | USA |
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION SER 2017-H15 CL FE V/R 6.52543000 | 1.07 mm | 1.06 mm shares | 0.35 | ABS-collateralized bond/debt obligation | Long | USA |
FREDDIE MAC REMICS SER 4906 CL WF V/R 4.86200000 | 1.06 mm | 1.08 mm shares | 0.34 | ABS-collateralized bond/debt obligation | Long | USA |
NATWEST MARKETS PLC REGD V/R 144A P/P 6.79747500 | 1.01 mm | 1.00 mm shares | 0.33 | Debt | Long | UK |
CNH EQUIPMENT TRUST 2023-B SER 2023-B CL A2 REGD 5.90000000 | 1.00 mm | 1.00 mm shares | 0.33 | ABS-collateralized bond/debt obligation | Long | USA |
OZLM IX LTD SER 2014-9A CL A1A3 V/R REGD 144A P/P 6.77743000 | 1.00 mm | 1.00 mm shares | 0.33 | ABS-collateralized bond/debt obligation | Long | Cayman Islands |
BAX Baxter International Inc. | 1.00 mm | 1.00 mm shares | 0.33 | Debt | Long | USA |
HONDA AUTO RECEIVABLES 2023-2 OWNER TRUST SER 2023-2 CL A2 REGD 5.41000000 | 998.61 k | 1.00 mm shares | 0.33 | ABS-collateralized bond/debt obligation | Long | USA |
GM FINANCIAL AUTOMOBILE LEASING TRUST 2023-1 SER 2023-1 CL A2B V/R REGD 5.87507000 | 997.21 k | 997.43 k shares | 0.32 | ABS-collateralized bond/debt obligation | Long | USA |
TOWD POINT MORTGAGE TRUST 2021-SJ2 SER 2021-SJ2 CL A1A V/R REGD 144A P/P 2.25000000 | 993.60 k | 1.06 mm shares | 0.32 | ABS-collateralized bond/debt obligation | Long | USA |
HERTZ VEHICLE FINANCING III LLC SER 2023-1A CL A REGD 144A P/P 5.49000000 | 988.99 k | 1.00 mm shares | 0.32 | ABS-collateralized bond/debt obligation | Long | USA |
VENTURE 36 CLO LTD SER 2019-36A CL A1AR V/R REGD 144A P/P 6.80743000 | 986.91 k | 1.00 mm shares | 0.32 | ABS-collateralized bond/debt obligation | Long | Cayman Islands |
LAD AUTO RECEIVABLES TRUST 2023-2 SER 2023-2A CL A2 REGD 144A P/P 5.93000000 | 976.03 k | 977.24 k shares | 0.32 | ABS-collateralized bond/debt obligation | Long | USA |
ENEL FINANCE INTL N REGD REG S 2.65000000 | 974.34 k | 1.00 mm shares | 0.32 | Debt | Long | Netherlands |
ENEL FINANCE INTL NV REGD 144A P/P 2.65000000 | 974.34 k | 1.00 mm shares | 0.32 | Debt | Long | Netherlands |
AOZORA BANK REGD 1.05000000 | 961.36 k | 1.00 mm shares | 0.31 | Debt | Long | Japan |
WORLD OMNI AUTO RECEIVABLES TRUST 2022-C SER 2022-C CL A2 REGD 3.73000000 | 938.10 k | 944.19 k shares | 0.31 | ABS-collateralized bond/debt obligation | Long | USA |
WORLD OMNI AUTO RECEIVABLES TRUST 2023-B SER 2023-B CL A2A REGD 5.25000000 | 922.71 k | 924.87 k shares | 0.30 | ABS-collateralized bond/debt obligation | Long | USA |
VOLKSWAGEN AUTO LEASE TRUST 2023-A SER 2023-A CL A2B V/R REGD 5.89541000 | 900.22 k | 900.00 k shares | 0.29 | ABS-collateralized bond/debt obligation | Long | USA |
ENEL FINANCE INTL NV REGD 144A P/P 4.25000000 | 900.20 k | 921.00 k shares | 0.29 | Debt | Long | Netherlands |
ENERGY TRANSFER LP REGD 4.25000000 | 894.92 k | 900.00 k shares | 0.29 | Debt | Long | USA |
SYF Synchrony Financial | 885.04 k | 900.00 k shares | 0.29 | Debt | Long | USA |
GS Goldman Sachs Group, Inc. | 880.23 k | 900.00 k shares | 0.29 | Debt | Long | USA |
FANNIE MAE REMICS SER 2017-108 CL AF V/R 5.74257000 | 809.17 k | 841.55 k shares | 0.26 | ABS-collateralized bond/debt obligation | Long | USA |
TOYOTA AUTO RECEIVABLES 2023-C OWNER TRUST SER 2023-C CL A2A REGD 5.60000000 | 800.02 k | 800.00 k shares | 0.26 | ABS-collateralized bond/debt obligation | Long | USA |
ARROWS ELECTRO DISC 12/05/23 0.00000000 | 799.48 k | 800.00 k principal | 0.26 | Short-term investment vehicle | Long | USA |
ATHENE GLOBAL FUNDING REGD V/R 144A P/P 6.04629100 | 798.40 k | 800.00 k shares | 0.26 | Debt | Long | USA |
GCAT 2022-CM1 TRUST SER 2022-HX1 CL A1 V/R REGD 144A P/P 2.88500000 | 797.53 k | 912.85 k shares | 0.26 | ABS-collateralized bond/debt obligation | Long | USA |
SOCIETE GENERALE REGD 144A P/P MTN 3.87500000 | 794.66 k | 800.00 k shares | 0.26 | Debt | Long | France |
LEASEPLAN CORPORATION NV REGD 144A P/P 2.87500000 | 777.92 k | 800.00 k shares | 0.25 | Debt | Long | Netherlands |
RESIMAC BASTILLE TRUST SERIES 2021-2NC SER 2021-2NCA CL A1A V/R REGD 144A P/P 6.08719000 | 736.32 k | 739.68 k shares | 0.24 | ABS-collateralized bond/debt obligation | Long | Australia |
CARDS II TRUST SER 2023-2A CL A V/R REGD 144A P/P 6.17380300 | 701.47 k | 700.00 k shares | 0.23 | ABS-collateralized bond/debt obligation | Long | Canada |
GM FINANCIAL CONSUMER AUTOMOBILE RECEIVABLES TRUST 2023-3 SER 2023-3 CL A2A REGD 5.74000000 | 701.20 k | 700.00 k shares | 0.23 | ABS-collateralized bond/debt obligation | Long | USA |
HYUNDAI AUTO LEASE SECURITIZATION TR SER 2023-A CL A2B V/R REGD 144A P/P 5.96404000 | 701.16 k | 700.87 k shares | 0.23 | ABS-collateralized bond/debt obligation | Long | USA |
ALLY AUTO RECEIVABLES TRUST 2023-1 SER 2023-1 CL A2 REGD 5.76000000 | 700.59 k | 700.00 k shares | 0.23 | ABS-collateralized bond/debt obligation | Long | USA |
BANK OF AMERICA AUTO TRUST 2023-1 SER 2023-1A CL A2 REGD 144A P/P 5.83000000 | 699.86 k | 700.00 k shares | 0.23 | ABS-collateralized bond/debt obligation | Long | USA |
FEDERAL HOME LOAN MORTGAGE CORP MTN 5.88000000 | 698.78 k | 700.00 k shares | 0.23 | ABS-mortgage backed security | Long | USA |
PARK AEROSPACE HOLDINGS REGD 144A P/P 5.50000000 | 698.14 k | 700.00 k shares | 0.23 | Debt | Long | Ireland |
SMBC AVIATION CAPITAL FI REGD 144A P/P 3.55000000 | 693.73 k | 700.00 k shares | 0.23 | Debt | Long | Ireland |
ATRIUM HOTEL PORTFOLIO TRUST 2018-ATRM SER 2018-ATRM CL A V/R REGD 144A P/P 6.57000000 | 689.54 k | 700.00 k shares | 0.22 | ABS-collateralized bond/debt obligation | Long | USA |
CASH COLLATERAL CME WFS /CCWFSXUS7 5.23000000 | 687.00 k | 687.00 k shares | 0.22 | Short-term investment vehicle | Long | USA |
CSMC 2021-RPL4 TRUST SER 2021-RPL4 CL A1 V/R REGD 144A P/P 1.79561000 | 683.10 k | 719.82 k shares | 0.22 | ABS-collateralized bond/debt obligation | Long | USA |
GS MORTGAGE-BACKED SECURITIES TRUST 2021-GR2 SER 2021-GR2 CL A9 V/R REGD 144A P/P 5.00000000 | 676.65 k | 743.56 k shares | 0.22 | ABS-collateralized bond/debt obligation | Long | USA |
NAVIENT PRIVATE EDUCATION LOAN TRUST 2015-B SER 2015-BA CL A3 V/R REGD 144A P/P 6.88739000 | 671.25 k | 668.86 k shares | 0.22 | ABS-collateralized bond/debt obligation | Long | USA |
NELNET STUDENT LOAN TRUST 2019-2 SER 2019-2A CL A V/R 144A P/P 6.34257000 | 670.60 k | 677.52 k shares | 0.22 | ABS-collateralized bond/debt obligation | Long | USA |
IMPERIAL BRANDS FIN PLC REGD 144A P/P 3.50000000 | 659.86 k | 700.00 k shares | 0.21 | Debt | Long | UK |
NELNET STUDENT LOAN TRUST 2017-3 SER 2017-3A CL A V/R 144A P/P 6.29257000 | 646.57 k | 655.04 k shares | 0.21 | ABS-collateralized bond/debt obligation | Long | USA |
FREDDIE MAC REMICS SER 4351 CL FA V/R 5.02589700 | 616.05 k | 632.06 k shares | 0.20 | ABS-collateralized bond/debt obligation | Long | USA |
WORLD OMNI AUTO RECEIVABLES TRUST 2023-A SER 2023-A CL A2B V/R REGD 5.75404000 | 614.34 k | 614.57 k shares | 0.20 | ABS-collateralized bond/debt obligation | Long | USA |
NORDEA BANK ABP REGD V/R 144A P/P 6.30854400 | 601.61 k | 600.00 k shares | 0.20 | Debt | Long | Finland |
USAA AUTO OWNER TRUST 2023-A SER 2023-A CL A2 REGD 144A P/P 5.83000000 | 601.53 k | 600.00 k shares | 0.20 | ABS-collateralized bond/debt obligation | Long | USA |
ATHENE GLOBAL FUNDING REGD V/R 144A P/P 6.39781000 | 599.82 k | 600.00 k shares | 0.20 | Debt | Long | USA |
FIFTH THIRD AUTO TRUST 2023-1 SER 2023-1 CL A2A REGD 5.80000000 | 599.77 k | 600.00 k shares | 0.20 | ABS-collateralized bond/debt obligation | Long | USA |
ET+E Energy Transfer Operating, L.P. | 596.84 k | 600.00 k shares | 0.19 | Debt | Long | USA |
GALLATIN CLO VIII 2017-1 LTD SER 2017-1A CL A1R V/R REGD 144A P/P 6.74548000 | 596.41 k | 596.42 k shares | 0.19 | ABS-collateralized bond/debt obligation | Long | Cayman Islands |
GCAT 2021-NQM3 TRUST SER 2021-NQM3 CL A1 V/R REGD 144A P/P 1.09100000 | 586.33 k | 720.82 k shares | 0.19 | ABS-collateralized bond/debt obligation | Long | USA |
ECMC GROUP STUDENT LOAN TRUST SER 2019-1A CL A1B V/R 144A P/P 6.44257000 | 581.95 k | 588.38 k shares | 0.19 | ABS-collateralized bond/debt obligation | Long | USA |
AVIS BUDGET RENTAL CAR FUNDING AESOP LLC SER 2019-3A CL A REGD 144A P/P 2.36000000 | 576.68 k | 600.00 k shares | 0.19 | ABS-collateralized bond/debt obligation | Long | USA |
SMB PRIVATE EDUCATION LOAN TRUST 2023-C SER 2023-C CL A1B V/R REGD 144A P/P 6.87441000 | 571.70 k | 572.32 k shares | 0.19 | ABS-collateralized bond/debt obligation | Long | USA |
MIDOCEAN CREDIT CLO II SER 2013-2A CL ARR V/R REGD 144A P/P 6.68159000 | 566.04 k | 566.65 k shares | 0.18 | ABS-collateralized bond/debt obligation | Long | Cayman Islands |
MF1 2020-FL4 LTD SER 2020-FL4 CL A V/R REGD 144A P/P 7.13739000 | 563.01 k | 562.58 k shares | 0.18 | ABS-collateralized bond/debt obligation | Long | USA |
NELNET STUDENT LOAN TRUST 2019-3 SER 2019-3A CL A V/R 144A P/P 6.25737000 | 541.71 k | 547.35 k shares | 0.18 | ABS-collateralized bond/debt obligation | Long | USA |
KKR CLO 11 LTD SER 11 CL AR V/R REGD 144A P/P 6.83548000 | 532.07 k | 531.73 k shares | 0.17 | ABS-collateralized bond/debt obligation | Long | Cayman Islands |
TOWD POINT ASSET TRUST 2021-SL1 SER 2021-SL1 CL A2 V/R REGD 144A P/P 6.14555000 | 527.63 k | 539.33 k shares | 0.17 | ABS-collateralized bond/debt obligation | Long | USA |
TOWD POINT MORTGAGE TRUST 2020-1 SER 2020-1 CL A1 V/R REGD 144A P/P 2.71000000 | 526.34 k | 565.55 k shares | 0.17 | ABS-collateralized bond/debt obligation | Long | USA |
TCW CLO 2018-1 LTD SER 2018-1A CL A1R V/R REGD 144A P/P 6.60983000 | 511.99 k | 513.17 k shares | 0.17 | ABS-collateralized bond/debt obligation | Long | Cayman Islands |
MILL CITY MORTGAGE LOAN TRUST 2019-GS2 SER 2019-GS2 CL A1 V/R REGD 144A P/P 2.75000000 | 502.52 k | 537.78 k shares | 0.16 | ABS-collateralized bond/debt obligation | Long | USA |
MMAF EQUIPMENT FINANCE LLC 2023-A SER 2023-A CL A2 REGD 144A P/P 5.79000000 | 501.42 k | 500.00 k shares | 0.16 | ABS-collateralized bond/debt obligation | Long | USA |
ACREC 2023-FL2 LLC SER 2023-FL2 CL A V/R REGD 144A P/P 7.55291000 | 500.98 k | 500.00 k shares | 0.16 | ABS-collateralized bond/debt obligation | Long | USA |
HYUNDAI AUTO RECEIVABLES TRUST 2023-B SER 2023-B CL A2A REGD 5.77000000 | 500.33 k | 500.00 k shares | 0.16 | ABS-collateralized bond/debt obligation | Long | USA |
CREDIT SUISSE NEW YORK REGD 4.75000000 | 495.42 k | 500.00 k shares | 0.16 | Debt | Long | USA |
BAMLL COMMERCIAL MORTGAGE SECURITIES TRUS SER 2019-AHT CL A V/R REGD 144A P/P 6.57001000 | 494.95 k | 500.00 k shares | 0.16 | ABS-collateralized bond/debt obligation | Long | USA |
ECMC GROUP STUDENT LOAN TRUST 2017-2 SER 2017-2A CL A V/R 144A P/P 6.49257000 | 493.95 k | 499.39 k shares | 0.16 | ABS-collateralized bond/debt obligation | Long | USA |
BMW VEHICLE LEASE TRUST 2023-1 SER 2023-1 CL A2 REGD 5.27000000 | 491.77 k | 492.36 k shares | 0.16 | ABS-collateralized bond/debt obligation | Long | USA |
JPMORGAN CHASE & CO REGD V/R 2.30100000 | 484.89 k | 500.00 k shares | 0.16 | Debt | Long | USA |
FORD CREDIT AUTO OWNER TRUST 2022-D SER 2022-D CL A2B V/R REGD 6.08404000 | 483.76 k | 483.20 k shares | 0.16 | ABS-collateralized bond/debt obligation | Long | USA |
DNB BANK ASA REGD V/R 144A P/P 1.12700000 | 458.02 k | 500.00 k shares | 0.15 | Debt | Long | Norway |
FREDDIE MAC REMICS SER 4344 CL FA V/R 5.13009800 | 447.64 k | 461.63 k shares | 0.15 | ABS-collateralized bond/debt obligation | Long | USA |
SOFI CONSUMER LOAN PROGRAM 2022-1S TRUST SER 2022-1S CL A REGD 144A P/P 6.21000000 | 417.85 k | 416.70 k shares | 0.14 | ABS-collateralized bond/debt obligation | Long | USA |
NYMT LOAN TRUST 2021-SP1 SER 2021-SP1 CL A1 S/UP REGD 144A P/P 1.66960000 | 402.70 k | 435.80 k shares | 0.13 | ABS-collateralized bond/debt obligation | Long | USA |
DLLAA 2023-1 LLC SER 2023-1A CL A2 REGD 144A P/P 5.93000000 | 400.70 k | 400.00 k shares | 0.13 | ABS-collateralized bond/debt obligation | Long | USA |
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION SER 2023-H24 CL FA V/R 6.27507000 | 400.64 k | 401.31 k shares | 0.13 | ABS-collateralized bond/debt obligation | Long | USA |
MARRIOTT INTER DISC 12/29/23 0.00000000 | 398.25 k | 400.00 k principal | 0.13 | Short-term investment vehicle | Long | USA |
SYF Synchrony Financial | 397.70 k | 400.00 k shares | 0.13 | Debt | Long | USA |
BAMLL COMMERCIAL MORTGAGE SECURITIES TRUS SER 2019-RLJ CL A V/R REGD 144A P/P 6.42001000 | 397.70 k | 400.00 k shares | 0.13 | ABS-collateralized bond/debt obligation | Long | USA |
ATHENE GLOBAL FUNDING REGD 144A P/P 2.51400000 | 396.03 k | 400.00 k shares | 0.13 | Debt | Long | USA |
DNB BANK ASA REGD V/R 144A P/P 2.96800000 | 396.01 k | 400.00 k shares | 0.13 | Debt | Long | Norway |
DEUTSCHE BANK N REGD MTN SER * 3.70000000 | 394.93 k | 400.00 k shares | 0.13 | Debt | Long | USA |
FREDDIE MAC POOL UMBS P#SD8006 4.00000000 | 386.98 k | 417.73 k shares | 0.13 | ABS-mortgage backed security | Long | USA |
FSK FS KKR Capital Corp | 383.93 k | 400.00 k shares | 0.13 | Debt | Long | USA |
MORGAN STANLEY ABS CAPITAL I INC TRUST 2004-HE4 SER 2004-HE4 CL M1 V/R REGD 6.35737000 | 378.65 k | 389.59 k shares | 0.12 | ABS-collateralized bond/debt obligation | Long | USA |
ECMC GROUP STUDENT LOAN TRUST 2018-1 SER 2018-1A CL A V/R 144A P/P 6.19257000 | 369.87 k | 376.91 k shares | 0.12 | ABS-collateralized bond/debt obligation | Long | USA |
MF1 MULTIFAMILY HOUSING MORTGAGE LOAN SER 2021-FL5 CL A V/R REGD 144A P/P 6.29401000 | 366.30 k | 369.20 k shares | 0.12 | ABS-collateralized bond/debt obligation | Long | Cayman Islands |
RAI Reynolds American Inc | 365.87 k | 372.00 k shares | 0.12 | Debt | Long | USA |
MILL CITY MORTGAGE LOAN TRUST 2021-NMR1 SER 2021-NMR1 CL A1 V/R REGD 144A P/P 1.12500000 | 363.90 k | 393.04 k shares | 0.12 | ABS-collateralized bond/debt obligation | Long | USA |
TOWD POINT MORTGAGE TRUST 2018-3 SER 2018-3 CL A1 V/R REGD 144A P/P 3.75000000 | 311.14 k | 326.55 k shares | 0.10 | ABS-collateralized bond/debt obligation | Long | USA |
MOUNTAIN VIEW CLO 2017-1 LLC SER 2017-1A CL AR V/R REGD 144A P/P 6.74548000 | 309.15 k | 309.04 k shares | 0.10 | ABS-collateralized bond/debt obligation | Long | Cayman Islands |