Fund profile
Tickers
SCFZX, SCFOX, SCFVX, SCFQX
Fund manager
Total assets
$141.55 mm
Liabilities
$5.15 mm
Net assets
$136.39 mm
Number of holdings
201.00
Top 200 of 201 Holdings
Security | $Holding | Balance | % of Fund | Category | Position | Country |
---|---|---|---|---|---|---|
(PIPA070) PGIM Core Government Money Market Fund | 16.30 mm | 16.30 mm shares | 11.95 | Short-term investment vehicle | Long | USA |
Battalion CLO IX Ltd | 2.49 mm | 2.50 mm principal | 1.83 | ABS-collateralized bond/debt obligation | Long | Cayman Islands |
Salus European Loan Conduit NO 33 DAC | 2.36 mm | 2.00 mm principal | 1.73 | ABS-mortgage backed security | Long | Ireland |
Freddie Mac STACR REMIC Trust 2022-DNA2 | 2.31 mm | 2.30 mm principal | 1.69 | ABS-mortgage backed security | Long | USA |
CSMC 2014-USA OA LLC | 2.23 mm | 2.68 mm principal | 1.64 | ABS-mortgage backed security | Long | USA |
Connecticut Avenue Securities Trust 2021-R01 | 2.20 mm | 2.20 mm principal | 1.61 | ABS-mortgage backed security | Long | USA |
Morgan Stanley Bank of America Merrill Lynch Trust 2014-C15 | 2.13 mm | 2.15 mm principal | 1.57 | ABS-mortgage backed security | Long | USA |
ICG US CLO 2015-2R Ltd | 1.96 mm | 2.00 mm principal | 1.44 | ABS-collateralized bond/debt obligation | Long | Cayman Islands |
JPMBB Commercial Mortgage Securities Trust 2014-C19 | 1.88 mm | 1.90 mm principal | 1.38 | ABS-mortgage backed security | Long | USA |
Freddie Mac STACR REMIC Trust 2022-DNA3 | 1.87 mm | 1.83 mm principal | 1.37 | ABS-mortgage backed security | Long | USA |
OneMain Financial Issuance Trust 2023-2 | 1.79 mm | 1.80 mm principal | 1.31 | ABS-other | Long | USA |
GS Mortgage Securities Corportation Trust 2021-IP | 1.76 mm | 1.95 mm principal | 1.29 | ABS-mortgage backed security | Long | USA |
Venture XIX CLO Ltd | 1.74 mm | 1.75 mm principal | 1.28 | ABS-collateralized bond/debt obligation | Long | Cayman Islands |
HPS Loan Management 10-2016 Ltd | 1.74 mm | 1.75 mm principal | 1.27 | ABS-collateralized bond/debt obligation | Long | Cayman Islands |
Connecticut Avenue Securities Trust 2018-R07 | 1.70 mm | 1.60 mm principal | 1.24 | ABS-mortgage backed security | Long | USA |
Connecticut Avenue Securities Trust 2023-R05 | 1.64 mm | 1.60 mm principal | 1.20 | ABS-mortgage backed security | Long | USA |
Credit Suisse Mortgage Capital Certificates 2019-ICE4 | 1.63 mm | 1.65 mm principal | 1.20 | ABS-mortgage backed security | Long | USA |
Race Point VIII CLO Ltd | 1.55 mm | 1.55 mm principal | 1.13 | ABS-collateralized bond/debt obligation | Long | Cayman Islands |
BlueMountain Fuji Eur CLO V DAC | 1.53 mm | 1.50 mm principal | 1.12 | ABS-collateralized bond/debt obligation | Long | Ireland |
JPMBB Commercial Mortgage Securities Trust 2014-C23 | 1.52 mm | 1.56 mm principal | 1.11 | ABS-mortgage backed security | Long | USA |
Bellemeade Re 2019-4 Ltd | 1.50 mm | 1.49 mm principal | 1.10 | ABS-mortgage backed security | Long | Bermuda |
Crosthwaite Park CLO DAC | 1.50 mm | 1.50 mm principal | 1.10 | ABS-collateralized bond/debt obligation | Long | Ireland |
Madison Park Funding XXXIII Ltd | 1.49 mm | 1.50 mm principal | 1.09 | ABS-collateralized bond/debt obligation | Long | Cayman Islands |
DBGS 2018-BIOD Mortgage Trust | 1.45 mm | 1.50 mm principal | 1.06 | ABS-mortgage backed security | Long | USA |
BX Commercial Mortgage Trust 2022-AHP | 1.37 mm | 1.45 mm principal | 1.00 | ABS-mortgage backed security | Long | USA |
Freddie Mac Structured Agency Credit Risk Debt Notes | 1.28 mm | 1.25 mm principal | 0.94 | ABS-mortgage backed security | Long | USA |
Carlyle Global Market Strategies Euro CLO 2014-2 Ltd | 1.14 mm | 1.10 mm principal | 0.84 | ABS-collateralized bond/debt obligation | Long | Ireland |
ONE 2021-PARK Mortgage Trust | 1.14 mm | 1.25 mm principal | 0.83 | ABS-mortgage backed security | Long | USA |
BANK5 2023-5YR2 | 1.13 mm | 49.99 mm principal | 0.82 | ABS-mortgage backed security | Long | USA |
BANK5 2023-5YR3 | 1.11 mm | 9.00 mm principal | 0.81 | ABS-mortgage backed security | Long | USA |
Connecticut Avenue Securities Trust 2022-R03 | 1.10 mm | 1.00 mm principal | 0.81 | ABS-mortgage backed security | Long | USA |
Oaktree CLO 2021-1 Ltd | 1.09 mm | 1.10 mm principal | 0.80 | ABS-collateralized bond/debt obligation | Long | Cayman Islands |
OneMain Direct Auto Receivables Trust 2022-1 | 1.06 mm | 1.10 mm principal | 0.77 | ABS-other | Long | USA |
Radnor RE 2019-1 Ltd | 1.03 mm | 1.00 mm principal | 0.75 | ABS-mortgage backed security | Long | Bermuda |
CarVal CLO VII-C Ltd | 1.01 mm | 1.00 mm principal | 0.74 | ABS-collateralized bond/debt obligation | Long | Jersey |
OFSI BSL XII Ltd | 1.01 mm | 1.00 mm principal | 0.74 | ABS-collateralized bond/debt obligation | Long | Cayman Islands |
Freddie Mac STACR Remic Trust 2020-DNA2 | 1.00 mm | 1.00 mm principal | 0.73 | ABS-mortgage backed security | Long | USA |
OFSI BSL XII Ltd | 1.00 mm | 1.00 mm principal | 0.73 | ABS-collateralized bond/debt obligation | Long | Cayman Islands |
Barrow Hanley CLO II Ltd | 999.93 k | 1.00 mm principal | 0.73 | ABS-collateralized bond/debt obligation | Long | Cayman Islands |
Gallatin CLO X 2023-1 Ltd | 999.92 k | 1.00 mm principal | 0.73 | ABS-collateralized bond/debt obligation | Long | Bermuda |
Trinitas Clo XX Ltd | 995.10 k | 1.00 mm principal | 0.73 | ABS-collateralized bond/debt obligation | Long | Bermuda |
OneMain Direct Auto Receivables Trust 2023-1 | 987.30 k | 1.00 mm principal | 0.72 | ABS-other | Long | USA |
Avis Budget Rental Car Funding AESOP LLC | 981.94 k | 1.00 mm principal | 0.72 | ABS-other | Long | USA |
TCW CLO 2019-2 Ltd | 980.10 k | 1.00 mm principal | 0.72 | ABS-collateralized bond/debt obligation | Long | Cayman Islands |
Freddie Mac STACR REMIC Trust 2021-DNA7 | 976.56 k | 1.00 mm principal | 0.72 | ABS-mortgage backed security | Long | USA |
PMT Credit Risk Transfer Trust 2019-2R | 962.97 k | 964.14 k principal | 0.71 | ABS-mortgage backed security | Long | USA |
CFCRE Commercial Mortgage Trust 2016-C7 | 937.69 k | 1.00 mm principal | 0.69 | ABS-mortgage backed security | Long | USA |
One New York Plaza Trust 2020-1NYP | 930.00 k | 1.00 mm principal | 0.68 | ABS-mortgage backed security | Long | USA |
ONE 2021-PARK Mortgage Trust | 919.62 k | 1.00 mm principal | 0.67 | ABS-mortgage backed security | Long | USA |
Connecticut Avenue Securities Trust 2023-R06 | 904.78 k | 900.00 k principal | 0.66 | ABS-mortgage backed security | Long | USA |
Freddie Mac Stacr Remic Trust 2020-DNA1 | 903.94 k | 900.00 k principal | 0.66 | ABS-mortgage backed security | Long | USA |
TICP CLO IX Ltd | 903.39 k | 904.23 k principal | 0.66 | ABS-collateralized bond/debt obligation | Long | Cayman Islands |
Connecticut Avenue Securities Trust 2022-R07 | 882.96 k | 800.00 k principal | 0.65 | ABS-mortgage backed security | Long | USA |
CityLine Commercial Mortgage Trust 2016-CLNE | 880.00 k | 1.00 mm principal | 0.65 | ABS-mortgage backed security | Long | USA |
Wells Fargo Commercial Mortgage Trust 2021-FCMT | 869.66 k | 1.00 mm principal | 0.64 | ABS-mortgage backed security | Long | USA |
Freddie Mac STACR REMIC Trust 2021-DNA1 | 852.58 k | 870.00 k principal | 0.63 | ABS-mortgage backed security | Long | USA |
OneMain Financial Issuance Trust 2022-2 | 844.06 k | 880.00 k principal | 0.62 | ABS-other | Long | USA |
PMT Credit Risk Transfer Trust 2021-1R | 836.70 k | 840.87 k principal | 0.61 | ABS-mortgage backed security | Long | USA |
Morgan Stanley Capital I Trust 2019-MEAD | 834.97 k | 1.00 mm principal | 0.61 | ABS-mortgage backed security | Long | USA |
Barrow Hanley CLO I Ltd | 826.98 k | 825.00 k principal | 0.61 | ABS-collateralized bond/debt obligation | Long | Cayman Islands |
Rockford Tower Europe CLO 2019-1 DAC | 822.25 k | 900.00 k principal | 0.60 | ABS-collateralized bond/debt obligation | Long | Ireland |
BBCMS 2018-CHRS Mortgage Trust | 801.36 k | 1.00 mm principal | 0.59 | ABS-mortgage backed security | Long | USA |
Eaton Vance CLO 2013-1 Ltd | 796.35 k | 800.00 k principal | 0.58 | ABS-collateralized bond/debt obligation | Long | Cayman Islands |
Connecticut Avenue Securities Trust 2021-R03 | 783.52 k | 800.00 k principal | 0.57 | ABS-mortgage backed security | Long | USA |
Hayfin Emerald CLO II DAC | 763.95 k | 750.00 k principal | 0.56 | ABS-collateralized bond/debt obligation | Long | Ireland |
Connecticut Avenue Securities Trust 2022-R08 | 756.29 k | 700.00 k principal | 0.55 | ABS-mortgage backed security | Long | USA |
Avoca Capital CLO X Ltd | 756.09 k | 750.00 k principal | 0.55 | ABS-collateralized bond/debt obligation | Long | Ireland |
BX Commercial Mortgage Trust 2019-XL | 749.36 k | 765.00 k principal | 0.55 | ABS-mortgage backed security | Long | USA |
Benefit Street Partners CLO XVI Ltd | 746.40 k | 750.00 k principal | 0.55 | ABS-collateralized bond/debt obligation | Long | Cayman Islands |
Northwoods Capital 22 Ltd | 745.36 k | 750.00 k principal | 0.55 | ABS-collateralized bond/debt obligation | Long | Cayman Islands |
Madison Park Funding XXXVIII Ltd | 745.35 k | 750.00 k principal | 0.55 | ABS-collateralized bond/debt obligation | Long | Cayman Islands |
Bain Capital Credit CLO 2019-2 | 744.38 k | 750.00 k principal | 0.55 | ABS-collateralized bond/debt obligation | Long | Cayman Islands |
Greywolf CLO III Ltd | 742.96 k | 750.00 k principal | 0.54 | ABS-collateralized bond/debt obligation | Long | Cayman Islands |
Mountain View CLO IX Ltd | 737.63 k | 750.00 k principal | 0.54 | ABS-collateralized bond/debt obligation | Long | Cayman Islands |
Freddie Mac STACR REMIC Trust 2020-DNA6 | 737.35 k | 750.00 k principal | 0.54 | ABS-mortgage backed security | Long | USA |
Sound Point CLO II Ltd | 729.53 k | 734.61 k principal | 0.53 | ABS-collateralized bond/debt obligation | Long | Cayman Islands |
Citigroup COmmercial Mortgage Trust 2019-SMRT | 724.75 k | 726.00 k principal | 0.53 | ABS-mortgage backed security | Long | USA |
OneMain Direct Auto Receivables Trust 2021-1 | 719.46 k | 800.00 k principal | 0.53 | ABS-other | Long | USA |
Freddie Mac STACR REMIC Trust 2021-DNA6 | 707.83 k | 700.00 k principal | 0.52 | ABS-mortgage backed security | Long | USA |
Santander Consumer Auto Receivables Trust 2021-A | 687.83 k | 750.00 k principal | 0.50 | ABS-other | Long | USA |
St Pauls CLO | 671.21 k | 750.00 k principal | 0.49 | ABS-collateralized bond/debt obligation | Long | Ireland |
BBCMS 2018-CHRS Mortgage Trust | 668.00 k | 990.00 k principal | 0.49 | ABS-mortgage backed security | Long | USA |
JP Morgan Chase Commercial Mortgage Securities Trust 2021-NYAH | 651.97 k | 790.00 k principal | 0.48 | ABS-mortgage backed security | Long | USA |
BANK 2021-BNK38 | 631.70 k | 686.95 k principal | 0.46 | ABS-mortgage backed security | Long | USA |
Wells Fargo Commercial Mortgage Trust 2021-FCMT | 624.19 k | 690.00 k principal | 0.46 | ABS-mortgage backed security | Long | USA |
Freddie Mac STACR REMIC Trust 2022-HQA3 | 620.10 k | 600.00 k principal | 0.45 | ABS-mortgage backed security | Long | USA |
JPMorgan Chase Bank NA - CACLN | 595.26 k | 595.64 k principal | 0.44 | ABS-other | Long | USA |
Legacy Mortgage Asset Trust 2019-PR1 | 572.09 k | 579.03 k principal | 0.42 | ABS-mortgage backed security | Long | USA |
Santander Bank NA - SBCLN | 571.72 k | 600.00 k principal | 0.42 | ABS-other | Long | USA |
C Citigroup Inc | 548.52 k | 605.00 k principal | 0.40 | Debt | Long | USA |
Freddie Mac STACR REMIC Trust 2022-DNA6 | 523.91 k | 500.00 k principal | 0.38 | ABS-mortgage backed security | Long | USA |
Freddie Mac STACR REMIC Trust 2022-DNA4 | 518.23 k | 500.00 k principal | 0.38 | ABS-mortgage backed security | Long | USA |
Bellemeade Re 2022-1 Ltd | 514.75 k | 510.00 k principal | 0.38 | ABS-mortgage backed security | Long | Bermuda |
Carlyle Euro CLO 2021-2 DAC | 513.75 k | 500.00 k principal | 0.38 | ABS-collateralized bond/debt obligation | Long | Ireland |
Jubilee CLO 2016-XVII DAC | 509.73 k | 500.00 k principal | 0.37 | ABS-collateralized bond/debt obligation | Long | Ireland |
Legacy Mortgage Asset Trust 2021-SL2 | 506.21 k | 549.81 k principal | 0.37 | ABS-mortgage backed security | Long | USA |
Connecticut Avenue Securities Trust 2022-R01 | 502.48 k | 500.00 k principal | 0.37 | ABS-mortgage backed security | Long | USA |
Atlas Static Senior Loan Fund I Ltd | 500.95 k | 500.00 k principal | 0.37 | ABS-collateralized bond/debt obligation | Long | Cayman Islands |
Trimaran Cavu 2019-1 Ltd | 498.05 k | 500.00 k principal | 0.37 | ABS-collateralized bond/debt obligation | Long | Cayman Islands |
Battalion CLO X Ltd | 495.90 k | 500.00 k principal | 0.36 | ABS-collateralized bond/debt obligation | Long | Cayman Islands |
Anchorage Capital Clo 17 Ltd | 494.50 k | 500.00 k principal | 0.36 | ABS-collateralized bond/debt obligation | Long | Cayman Islands |
Marble Point CLO XXI Ltd | 493.74 k | 500.00 k principal | 0.36 | ABS-collateralized bond/debt obligation | Long | Cayman Islands |
Battalion CLO XII Ltd | 493.57 k | 500.00 k principal | 0.36 | ABS-collateralized bond/debt obligation | Long | Cayman Islands |
Freddie Mac STACR REMIC Trust 2021-DNA5 | 491.22 k | 490.00 k principal | 0.36 | ABS-mortgage backed security | Long | USA |
Wind River 2016-1K CLO Ltd | 486.30 k | 500.00 k principal | 0.36 | ABS-collateralized bond/debt obligation | Long | Cayman Islands |
Goodleap Sustainable Home Solutions Trust 2023-3 | 482.29 k | 490.39 k principal | 0.35 | ABS-other | Long | USA |
MidOcean Credit CLO X | 469.44 k | 480.00 k principal | 0.34 | ABS-collateralized bond/debt obligation | Long | Cayman Islands |
Master Credit Card Trust II | 468.62 k | 500.00 k principal | 0.34 | ABS-other | Long | Canada |
ONE 2021-PARK Mortgage Trust | 467.19 k | 500.00 k principal | 0.34 | ABS-mortgage backed security | Long | USA |
Sierra Timeshare 2023-2 Receivables Funding LLC | 454.21 k | 453.60 k principal | 0.33 | ABS-other | Long | USA |
Battalion CLO VIII Ltd | 453.96 k | 455.98 k principal | 0.33 | ABS-collateralized bond/debt obligation | Long | Cayman Islands |
Radnor RE 2023-1 Ltd | 452.23 k | 450.00 k principal | 0.33 | ABS-mortgage backed security | Long | Bermuda |
Texas Capital Bank NA | 432.46 k | 436.36 k principal | 0.32 | Debt | Long | USA |
Morgan Stanley Capital I Trust 2019-MEAD | 411.04 k | 525.00 k principal | 0.30 | ABS-mortgage backed security | Long | USA |
Eagle RE 2023-1 Ltd | 400.00 k | 400.00 k principal | 0.29 | ABS-mortgage backed security | Long | USA |
Lendmark Funding Trust 2021-1 | 396.99 k | 500.00 k principal | 0.29 | ABS-other | Long | USA |
Midocean Credit Clo VII | 376.59 k | 378.28 k principal | 0.28 | ABS-collateralized bond/debt obligation | Long | Cayman Islands |
Wells Fargo Commercial Mortgage Trust 2021-FCMT | 368.61 k | 400.00 k principal | 0.27 | ABS-mortgage backed security | Long | USA |
Citigroup Commercial Mortgage Trust 2017-C4 | 361.56 k | 400.00 k principal | 0.27 | ABS-mortgage backed security | Long | USA |
LOANDEPOT GMSR Master Trust Seres 2018-GT1 | 361.17 k | 400.00 k principal | 0.26 | ABS-other | Long | USA |
TENNECO INC | 359.66 k | 425.00 k principal | 0.26 | Loan | Long | USA |
20 Times Square Trust 2018-20TS | 356.42 k | 520.00 k principal | 0.26 | ABS-mortgage backed security | Long | USA |
Santander Bank Auto Credit-Linked Notes Series 2022-A | 333.75 k | 335.85 k principal | 0.24 | ABS-other | Long | USA |
Fly Funding II Sarl | 313.02 k | 328.53 k principal | 0.23 | Loan | Long | Luxembourg |
DBWF 2016-85T Mortgage Trust | 310.12 k | 500.00 k principal | 0.23 | ABS-mortgage backed security | Long | USA |
Radnor RE 2021-2 Ltd | 307.35 k | 300.00 k principal | 0.23 | ABS-mortgage backed security | Long | Bermuda |
LSF11 Boson Investments Sarl Compartment 2 | 290.68 k | 288.65 k principal | 0.21 | ABS-other | Long | Luxembourg |
Taurus 2021-1 UK DAC | 287.75 k | 248.18 k principal | 0.21 | ABS-mortgage backed security | Long | Ireland |
Eleven Madison Trust 2015-11MD Mortgage Trust | 268.93 k | 350.00 k principal | 0.20 | ABS-mortgage backed security | Long | USA |
MHC Commercial Mortgage Trust 2021-MHC | 268.42 k | 276.75 k principal | 0.20 | ABS-mortgage backed security | Long | USA |
Taurus 2021-4 UK DAC | 266.58 k | 234.14 k principal | 0.20 | ABS-mortgage backed security | Long | Ireland |
Allen Media LLC | 261.30 k | 294.28 k principal | 0.19 | Loan | Long | USA |
SREIT Trust 2021-MFP | 251.32 k | 260.00 k principal | 0.18 | ABS-mortgage backed security | Long | USA |
Santander Bank Auto Credit-Linked Notes Series 2023-A | 249.82 k | 250.61 k principal | 0.18 | ABS-other | Long | USA |
MidOcean Credit CLO III | 245.93 k | 250.00 k principal | 0.18 | ABS-collateralized bond/debt obligation | Long | Cayman Islands |
Intelsat Jackson Holdings SA | 244.94 k | 245.52 k principal | 0.18 | Loan | Long | Luxembourg |
McAfee Corp | 240.64 k | 246.88 k principal | 0.18 | Loan | Long | USA |
One New York Plaza Trust 2020-1NYP | 228.00 k | 300.00 k principal | 0.17 | ABS-mortgage backed security | Long | USA |
Elevation CLO 2014-2 Ltd | 225.30 k | 225.64 k principal | 0.17 | ABS-collateralized bond/debt obligation | Long | Cayman Islands |
Laurel Road Prime Student Loan Trust 2019-A | 221.56 k | 1.17 mm principal | 0.16 | ABS-other | Long | USA |
Freddie Mac STACR REMIC Trust 2021-DNA6 | 216.84 k | 220.00 k principal | 0.16 | ABS-mortgage backed security | Long | USA |
Eagle RE 2021-1 Ltd | 209.44 k | 208.42 k principal | 0.15 | ABS-mortgage backed security | Long | USA |
BX Commercial Mortgage Trust 2019-XL | 209.00 k | 212.50 k principal | 0.15 | ABS-mortgage backed security | Long | USA |
TFS_18-3-A1 | 208.77 k | 232.31 k principal | 0.15 | ABS-mortgage backed security | Long | Luxembourg |
J.P. Morgan Chase Commercial Mortgage Securities Trust 2018-AON | 205.69 k | 600.00 k principal | 0.15 | ABS-mortgage backed security | Long | USA |
Oaktown Re VII Ltd | 201.97 k | 200.00 k principal | 0.15 | ABS-mortgage backed security | Long | Bermuda |
TH MSR issuer Trust | 194.48 k | 200.00 k principal | 0.14 | ABS-other | Long | USA |
Santander Bank Auto Credit-Linked Notes Series 2022-C | 192.40 k | 191.06 k principal | 0.14 | ABS-other | Long | USA |
USD/EUR FORWARD
State Street Bank and Trust Company
|
192.18 k | 1.00 contracts | 0.14 | DFE | N/A | USA |
BBCMS 2016-ETC Mortgage Trust | 180.70 k | 250.00 k principal | 0.13 | ABS-mortgage backed security | Long | USA |
FREMF 2019-K735 Mortgage Trust | 176.20 k | 92.39 mm principal | 0.13 | ABS-mortgage backed security | Long | USA |
Deco 2019-RAM DAC | 170.87 k | 143.42 k principal | 0.13 | ABS-mortgage backed security | Long | Ireland |
Lightstone Holdco LLC | 162.49 k | 174.96 k principal | 0.12 | Loan | Long | USA |
Bellemeade Re Ltd | 152.58 k | 150.00 k principal | 0.11 | ABS-mortgage backed security | Long | Bermuda |
Home RE 2021-1 Ltd | 147.83 k | 147.17 k principal | 0.11 | ABS-mortgage backed security | Long | Bermuda |
20 Times Square Trust 2018-20TS | 133.08 k | 200.00 k principal | 0.10 | ABS-mortgage backed security | Long | USA |
GS Mortgage Securities Corportation Trust 2021-IP | 125.66 k | 140.00 k principal | 0.09 | ABS-mortgage backed security | Long | USA |
ET Energy Transfer LP | 120.79 k | 140.00 k principal | 0.09 | Debt | Long | USA |
Adtalem Global Education Inc | 112.28 k | 112.43 k principal | 0.08 | Loan | Long | USA |
USD/GBP FORWARD
MORGAN STANLEY & CO. LLC
|
109.75 k | 1.00 contracts | 0.08 | DFE | N/A | USA |
Freddie Mac STACR REMIC Trust 2021-DNA3 | 103.26 k | 100.00 k principal | 0.08 | ABS-mortgage backed security | Long | USA |
CSAIL 2015-C4 Commercial Mortgage Trust | 103.10 k | 25.08 mm principal | 0.08 | ABS-mortgage backed security | Long | USA |
Ellington Clo II Ltd | 102.01 k | 102.21 k principal | 0.07 | ABS-collateralized bond/debt obligation | Long | Cayman Islands |
PNMAC GMSR ISSUER TRUST 2018-GT1 | 100.07 k | 100.00 k principal | 0.07 | ABS-mortgage backed security | Long | USA |
Connecticut Avenue Securities Trust 2022-R01 | 98.13 k | 100.00 k principal | 0.07 | ABS-mortgage backed security | Long | USA |
Last Mile Logistics Pan Euro Finance DAC | 95.89 k | 98.19 k principal | 0.07 | ABS-mortgage backed security | Long | Ireland |
BBCMS 2016-ETC Mortgage Trust | 83.78 k | 100.00 k principal | 0.06 | ABS-mortgage backed security | Long | USA |
BBCMS 2016-ETC Mortgage Trust | 81.17 k | 100.00 k principal | 0.06 | ABS-mortgage backed security | Long | USA |
US 5 YEAR TREASURY NOTE | 77.47 k | -82.00 contracts | 0.06 | Interest rate derivative | N/A | USA |
Deco 2019-RAM DAC | 76.87 k | 66.67 k principal | 0.06 | ABS-mortgage backed security | Long | Ireland |
Freddie Mac Multifamily Structured Pass Through Certificates | 74.42 k | 3.49 mm principal | 0.05 | ABS-mortgage backed security | Long | USA |
Retiro Mortgage Securities DAC | 63.39 k | 60.76 k principal | 0.05 | ABS-mortgage backed security | Long | Ireland |
20 Times Square Trust 2018-20TS | 62.54 k | 100.00 k principal | 0.05 | ABS-mortgage backed security | Long | USA |
Wells Fargo Commercial Mortgage Trust 2015-P2 | 57.65 k | 6.40 mm principal | 0.04 | ABS-mortgage backed security | Long | USA |
Morgan Stanley Bank of America Merrill Lynch Trust 2015-C21 | 40.61 k | 10.00 mm principal | 0.03 | ABS-mortgage backed security | Long | USA |
Diamond Sports Group LLC | 26.25 k | 49.85 k principal | 0.02 | Loan | Long | USA |
Heritage Power LLC | 25.05 k | 121.83 k principal | 0.02 | Loan | Long | USA |
2 YEAR US TREASURY NOTE | 24.63 k | -39.00 contracts | 0.02 | Interest rate derivative | N/A | USA |
Freddie Mac Multifamily Structured Pass Through Certificates | 23.06 k | 2.12 mm principal | 0.02 | ABS-mortgage backed security | Long | USA |
10 YEAR US TREASURY NOTE | 16.30 k | -8.00 contracts | 0.01 | Interest rate derivative | N/A | USA |
EURO-BOBL | 14.83 k | -9.00 contracts | 0.01 | Interest rate derivative | N/A | Germany |
JPMBB Commercial Mortgage Securities Trust 2015-C33 | 11.64 k | 1.62 mm principal | 0.01 | ABS-mortgage backed security | Long | USA |
Diamond Sports Group LLC | 10.34 k | 459.42 k principal | 0.01 | Loan | Long | USA |
IRS USD | 9.20 k | 1.00 contracts | 0.01 | Interest rate derivative | N/A | UK |
Lightstone Holdco LLC | 9.19 k | 9.90 k principal | 0.01 | Loan | Long | USA |
Bombardier Inc | 6.98 k | 7.00 k principal | 0.01 | Debt | Long | Canada |
US TREASURY LONG BOND | 6.62 k | -1.00 contracts | 0.00 | Interest rate derivative | N/A | USA |
USD/EUR FORWARD
BARCLAYS PLC
|
6.39 k | 1.00 contracts | 0.00 | DFE | N/A | USA |
USD/EUR FORWARD
BARCLAYS PLC
|
4.50 k | 1.00 contracts | 0.00 | DFE | N/A | USA |
USD/GBP FORWARD
BARCLAYS PLC
|
2.43 k | 1.00 contracts | 0.00 | DFE | N/A | USA |
EURO-SCHATZ | 1.58 k | -3.00 contracts | 0.00 | Interest rate derivative | N/A | Germany |
Diamond Sports Group LLC / Diamond Sports Finance Co | 1.55 k | 75.00 k principal | 0.00 | Debt | Long | USA |
GTT COMMUNICATIONS INC | 353.33 | 603.99 principal | 0.00 | Loan | Long | USA |
CDS GS_21-PJ | 235.05 | 1.00 contracts | 0.00 | Credit derivative | N/A | UK |
GTT RemainCo LLC | 179.98 | 210.81 principal | 0.00 | Loan | Long | USA |
TFS_18-3 | 1.06 | 1.00 principal | 0.00 | ABS-mortgage backed security | Long | N/A |
SWOP CDS GS_21-PJ-A | -2.90 | -630.00 k other units | -0.00 | Credit derivative | N/A | UK |
Three-Month SOFR | -73.20 | 40.00 contracts | -0.00 | Interest rate derivative | N/A | USA |
GBP/USD FORWARD
BARCLAYS PLC
|
-2.51 k | 1.00 contracts | -0.00 | DFE | N/A | USA |
IRS USD | -3.19 k | 1.00 contracts | -0.00 | Interest rate derivative | N/A | UK |