Fund profile
Fund manager
Total assets
$3.43 bn
Liabilities
$871.44 mm
Net assets
$2.56 bn
Number of holdings
1.90 k
Top 200 of 1897 Holdings
Security | $Holding | Balance | % of Fund | Category | Position | Country |
---|---|---|---|---|---|---|
PIMCO SHORT ASSET PORTFOLIO MUTUAL FUND | 139.31 mm | 14.30 mm principal | 5.45 | Short-term investment vehicle | Long | USA |
FNMA TBA 30 YR 6 SINGLE FAMILY MORTGAGE | 117.55 mm | 116.50 mm principal | 4.60 | ABS-mortgage backed security | Long | USA |
REPO BANK AMERICA REPO | 102.00 mm | 102.00 mm principal | 3.99 | Repurchase agreement | Long | USA |
BARCLAYS CAPITAL REPO REPO | 100.40 mm | 100.40 mm principal | 3.93 | Repurchase agreement | Long | USA |
FED HM LN PC POOL SD8385 FR 12/53 FIXED 6.5 | 89.85 mm | 87.91 mm principal | 3.52 | ABS-mortgage backed security | Long | USA |
FNMA TBA 30 YR 5.5 SINGLE FAMILY MORTGAGE | 86.78 mm | 87.21 mm principal | 3.40 | ABS-mortgage backed security | Long | USA |
MERRILL LYNCH REPO CAD REPO | 81.21 mm | 110.00 mm principal | 3.18 | Repurchase agreement | Long | Canada |
TORONTO DOMINION BANK REPO DUMMY ASSET | 73.83 mm | 100.00 mm principal | 2.89 | Repurchase agreement | Long | Canada |
FNMA TBA 30 YR 5 SINGLE FAMILY MORTGAGE | 67.15 mm | 68.80 mm principal | 2.63 | ABS-mortgage backed security | Long | USA |
TORONTO DOMINION BANK REPO DUMMY ASSET | 59.06 mm | 80.00 mm principal | 2.31 | Repurchase agreement | Long | Canada |
TSY INFL IX N/B 07/24 0.125 | 57.08 mm | 57.01 mm principal | 2.23 | Debt | Long | USA |
FED HM LN PC POOL SD8329 FR 06/53 FIXED 5 | 53.21 mm | 54.52 mm principal | 2.08 | ABS-mortgage backed security | Long | USA |
TSY INFL IX N/B 01/25 0.25 | 37.88 mm | 38.54 mm principal | 1.48 | Debt | Long | USA |
FNMA TBA 30 YR 4.5 SINGLE FAMILY MORTGAGE | 35.63 mm | 37.40 mm principal | 1.39 | ABS-mortgage backed security | Long | USA |
TSY INFL IX N/B 10/24 0.125 | 33.45 mm | 33.65 mm principal | 1.31 | Debt | Long | USA |
INTOWN 2022 STAY TOWN 2022 STAY B 144A | 23.89 mm | 23.70 mm principal | 0.93 | ABS-mortgage backed security | Long | USA |
JAPAN TREASURY DISC BILL BILLS 04/24 0.00000 | 22.59 mm | 3.42 bn principal | 0.88 | Debt | Long | Japan |
RFRF USD SF+26.161/1.00 9/16/23-7Y* CME | 22.01 mm | 1.00 contracts | 0.86 | Interest rate derivative | N/A | USA |
FED HM LN PC POOL SD8365 FR 10/53 FIXED 4.5 | 20.90 mm | 21.94 mm principal | 0.82 | ABS-mortgage backed security | Long | USA |
CITIBANK NA SR UNSECURED 12/26 5.488 | 17.69 mm | 17.50 mm principal | 0.69 | Debt | Long | USA |
RFR USD SOFR/1.75000 06/15/22-10Y CME | 17.51 mm | 1.00 contracts | 0.69 | Interest rate derivative | N/A | USA |
CITIGROUP MORTGAGE LOAN TRUST CMLTI 2022 A A1 144A | 16.54 mm | 16.53 mm principal | 0.65 | ABS-mortgage backed security | Long | USA |
BX TRUST BX 2021 ARIA B 144A | 15.80 mm | 16.00 mm principal | 0.62 | ABS-mortgage backed security | Long | USA |
MERRILL LYNCH MORTGAGE INVESTO MLMI 2006 WMC2 A1 | 15.61 mm | 62.39 mm principal | 0.61 | ABS-mortgage backed security | Long | USA |
RESIDENTIAL ASSET SECURITIES C RASC 2005 KS11 M4 | 15.28 mm | 17.41 mm principal | 0.60 | ABS-mortgage backed security | Long | USA |
BANK OF NOVA SCOTIA | 14.59 mm | 19.80 mm principal | 0.57 | Debt | Long | Canada |
US TREASURY N/B 02/49 3 | 13.49 mm | 17.30 mm principal | 0.53 | Debt | Long | USA |
CREDIT SUISSE MORTGAGE TRUST CSMC 2015 12R 2A2 144A | 13.11 mm | 14.44 mm principal | 0.51 | ABS-mortgage backed security | Long | USA |
AVIS BUDGET RENTAL CAR FUNDING AESOP 2022 5A A 144A | 12.97 mm | 12.80 mm principal | 0.51 | ABS-other | Long | USA |
RFR USD SOFR/3.00000 06/21/23-10Y CME | 12.74 mm | 1.00 contracts | 0.50 | Interest rate derivative | N/A | USA |
ACE SECURITIES CORP. ACE 2007 ASP1 A1 | 12.73 mm | 29.04 mm principal | 0.50 | ABS-mortgage backed security | Long | USA |
PRETIUM MORTGAGE CREDIT PARTNE PRET 2023 NPL1 A1 144A | 12.64 mm | 12.57 mm principal | 0.49 | ABS-mortgage backed security | Long | USA |
FNMA TBA 30 YR 5 SINGLE FAMILY MORTGAGE | 12.59 mm | 12.90 mm principal | 0.49 | ABS-mortgage backed security | Long | USA |
MF1 MULTIFAMILY HOUSING MORTGA MF1 2021 FL7 AS 144A | 12.55 mm | 12.80 mm principal | 0.49 | ABS-collateralized bond/debt obligation | Long | Cayman Islands |
MASTER CREDIT CARD TRUST MCCT 2023 2A A 144A | 12.46 mm | 12.40 mm principal | 0.49 | ABS-mortgage backed security | Long | Canada |
MF1 MULTIFAMILY HOUSING MORTGA MF1 2021 FL7 B 144A | 12.42 mm | 12.80 mm principal | 0.49 | ABS-collateralized bond/debt obligation | Long | Cayman Islands |
FIXED INC CLEARING CORP.REPO
Fixed Income Clearing Corp
|
12.36 mm | 12.36 mm principal | 0.48 | Repurchase agreement | Long | USA |
MF1 MULTIFAMILY HOUSING MORTGA MF1 2022 FL8 AS 144A | 12.29 mm | 12.50 mm principal | 0.48 | ABS-collateralized bond/debt obligation | Long | Cayman Islands |
SANTANDER DRIVE AUTO RECEIVABL SDART 2023 4 A2 | 12.28 mm | 12.26 mm principal | 0.48 | ABS-other | Long | USA |
SHELTER GROWTH CRE SGCP 2022 FL4 A 144A | 12.03 mm | 12.01 mm principal | 0.47 | ABS-mortgage backed security | Long | Bermuda |
AMERICAN HONDA FINANCE SR UNSECURED 02/25 VAR | 11.72 mm | 11.70 mm principal | 0.46 | Debt | Long | USA |
FNMA POOL MA5165 FN 10/53 FIXED 5.5 | 11.53 mm | 11.59 mm principal | 0.45 | ABS-mortgage backed security | Long | USA |
FED HM LN PC POOL SD8408 FR 03/54 FIXED 5.5 | 11.32 mm | 11.38 mm principal | 0.44 | ABS-mortgage backed security | Long | USA |
SCULPTOR EUROPEAN CLO SCULE 6A AR 144A | 11.28 mm | 10.51 mm principal | 0.44 | ABS-collateralized bond/debt obligation | Long | Ireland |
CHASE ISSUANCE TRUST CHAIT 2024 A2 A | 11.27 mm | 11.30 mm principal | 0.44 | ABS-mortgage backed security | Long | USA |
ALLY AUTO RECEIVABLES TRUST ALLYA 2024 1 A1 | 11.20 mm | 11.20 mm principal | 0.44 | ABS-other | Long | USA |
GS Goldman Sachs Group, Inc. | 10.75 mm | 10.50 mm principal | 0.42 | Debt | Long | USA |
BEAR STEARNS ASSET BACKED SECU BSABS 2007 HE4 1A4 | 10.69 mm | 13.64 mm principal | 0.42 | ABS-mortgage backed security | Long | USA |
SMB PRIVATE EDUCATION LOAN TRU SMB 2022 B B 144A | 10.60 mm | 11.22 mm principal | 0.41 | ABS-other | Long | USA |
PALMER SQUARE EUROPEAN LOAN FU PSTET 2021 1A A 144A | 10.58 mm | 9.90 mm principal | 0.41 | ABS-collateralized bond/debt obligation | Long | Ireland |
SBNA AUTO LEASE TRUST SBALT 2024 A A3 144A | 10.46 mm | 10.46 mm principal | 0.41 | ABS-other | Long | USA |
LETRA TESOURO NACIONAL BILLS 07/24 0.00000 | 10.42 mm | 53.50 mm principal | 0.41 | Debt | Long | Brazil |
IMPAC SECURED ASSETS CORP. IMSA 2006 5 1A1C | 10.22 mm | 11.46 mm principal | 0.40 | ABS-mortgage backed security | Long | USA |
READYCAP COMMERCIAL MORTGAGE T RCMT 2022 FL8 A 144A | 10.18 mm | 10.18 mm principal | 0.40 | ABS-mortgage backed security | Long | USA |
COUNTRYWIDE ALTERNATIVE LOAN T CWALT 2006 OC8 2A3 | 10.13 mm | 12.47 mm principal | 0.40 | ABS-mortgage backed security | Long | USA |
FIRST FRANKLIN MTG LOAN ASSET FFML 2006 FF14 A1 | 10.04 mm | 11.46 mm principal | 0.39 | ABS-mortgage backed security | Long | USA |
BSPRT ISSUER, LTD. BSPRT 2022 FL9 A 144A | 10.03 mm | 10.00 mm principal | 0.39 | ABS-collateralized bond/debt obligation | Long | USA |
OWNIT MORTGAGE LOAN ASSET BACK OWNIT 2005 4 M1 | 9.86 mm | 11.17 mm principal | 0.39 | ABS-mortgage backed security | Long | USA |
US TREASURY N/B 09/25 3 | 9.78 mm | 10.04 mm principal | 0.38 | Debt | Long | USA |
GLS AUTO RECEIVABLES TRUST GCAR 2024 1A A2 144A | 9.69 mm | 9.70 mm principal | 0.38 | ABS-other | Long | USA |
TIKEHAU TIKEH 2015 1A ARR 144A | 9.69 mm | 9.00 mm principal | 0.38 | ABS-collateralized bond/debt obligation | Long | Ireland |
REALKREDIT DANMARK COVERED REGS 04/25 1 | 9.50 mm | 67.20 mm principal | 0.37 | Debt | Long | Denmark |
REPO BANK AMERICA REPO | 9.30 mm | 9.30 mm principal | 0.36 | Repurchase agreement | Long | USA |
VIBRANT CLO LTD VIBR 2019 11A A2R 144A | 9.15 mm | 9.13 mm principal | 0.36 | ABS-collateralized bond/debt obligation | Long | Cayman Islands |
BLACK DIAMOND CLO LTD BLACK 2019 1A A1R 144A | 8.80 mm | 8.20 mm principal | 0.34 | ABS-collateralized bond/debt obligation | Long | Ireland |
GOLDMAN SACHS GROUP INC SR UNSECURED 08/26 VAR | 8.63 mm | 8.60 mm principal | 0.34 | Debt | Long | USA |
SHELTER GROWTH CRE SGCP 2022 FL4 B 144A | 8.58 mm | 8.66 mm principal | 0.34 | ABS-mortgage backed security | Long | Bermuda |
CARLYLE EURO CLO CGMSE 2019 2A A1R 144A | 8.46 mm | 7.90 mm principal | 0.33 | ABS-collateralized bond/debt obligation | Long | Ireland |
GE WMC MORTGAGE SECURITIES LLC GEWMC 2005 2 A2D | 8.41 mm | 8.84 mm principal | 0.33 | ABS-mortgage backed security | Long | USA |
CARLYLE GLOBAL MARKET STRATEGI CGMS 2018 2A A1R 144A | 8.35 mm | 8.35 mm principal | 0.33 | ABS-collateralized bond/debt obligation | Long | Cayman Islands |
PRETIUM MORTGAGE CREDIT PARTNE PRET 2021 RN3 A1 144A | 8.25 mm | 8.61 mm principal | 0.32 | ABS-mortgage backed security | Long | USA |
NYKREDIT REALKREDIT AS COVERED REGS 04/25 1 | 8.19 mm | 57.92 mm principal | 0.32 | Debt | Long | Denmark |
BENEFIT STREET PARTNERS CLO LT BSP 2017 12A A2R 144A | 8.18 mm | 8.15 mm principal | 0.32 | ABS-collateralized bond/debt obligation | Long | Cayman Islands |
SECURITIZED ASSET BACKED RECEI SABR 2006 WM3 A1 | 8.08 mm | 23.71 mm principal | 0.32 | ABS-mortgage backed security | Long | USA |
PRETIUM MORTGAGE CREDIT PARTNE PRET 2022 RN1 A1 144A | 7.96 mm | 8.16 mm principal | 0.31 | ABS-mortgage backed security | Long | USA |
DT AUTO OWNER TRUST DTAOT 2023 3A A 144A | 7.95 mm | 7.92 mm principal | 0.31 | ABS-other | Long | USA |
DRIVE AUTO RECEIVABLES TRUST DRIVE 2024 1 A2 | 7.91 mm | 7.90 mm principal | 0.31 | ABS-other | Long | USA |
UPSTART SECURITIZATION TRUST UPST 2022 3 A 144A | 7.54 mm | 7.59 mm principal | 0.29 | ABS-other | Long | USA |
HONDA AUTO RECEIVABLES OWNER T HAROT 2023 3 A2 | 7.51 mm | 7.50 mm principal | 0.29 | ABS-other | Long | USA |
CIT MORTGAGE LOAN TRUST CITM 2007 1 1M1 144A | 7.50 mm | 7.55 mm principal | 0.29 | ABS-mortgage backed security | Long | USA |
BANK OF AMERICA AUTO TRUST BAAT 2023 1A A2 144A | 7.19 mm | 7.18 mm principal | 0.28 | ABS-other | Long | USA |
US TREASURY N/B 10/25 3 | 7.06 mm | 7.25 mm principal | 0.28 | Debt | Long | USA |
NYKREDIT REALKREDIT AS COVERED REGS 10/52 1.5 | 7.04 mm | 60.35 mm principal | 0.28 | Debt | Long | Denmark |
WESTLAKE AUTOMOBILE RECEIVABLE WLAKE 2023 3A A2A 144A | 7.02 mm | 7.02 mm principal | 0.27 | ABS-other | Long | USA |
TSY INFL IX N/B 02/48 1 | 7.01 mm | 8.89 mm principal | 0.27 | Debt | Long | USA |
FIRST HELP FINANCIAL LLC FHF 2023 1A A2 144A | 6.97 mm | 6.93 mm principal | 0.27 | ABS-other | Long | USA |
MAN GLG EURO CLO GLGE 5A A1R 144A | 6.93 mm | 6.45 mm principal | 0.27 | ABS-collateralized bond/debt obligation | Long | Ireland |
JP MORGAN CHASE BANK NA SR UNSECURED 12/26 5.11 | 6.92 mm | 6.90 mm principal | 0.27 | Debt | Long | USA |
MASTR ASSET BACKED SECURITIES MABS 2005 FRE1 M1 | 6.92 mm | 7.40 mm principal | 0.27 | ABS-mortgage backed security | Long | USA |
TOYOTA MOTOR CREDIT CORP SR UNSECURED 08/24 VAR | 6.91 mm | 6.90 mm principal | 0.27 | Debt | Long | USA |
GOLDENTREE LOAN MANAGEMENT US GLM 2019 4A ARR 144A | 6.90 mm | 6.90 mm principal | 0.27 | ABS-collateralized bond/debt obligation | Long | Cayman Islands |
CREDIT SUISSE MORTGAGE TRUST CSMC 2021 RPL7 A1 144A | 6.90 mm | 7.18 mm principal | 0.27 | ABS-mortgage backed security | Long | USA |
SAXON ASSET SECURITIES TRUST SAST 2006 2 M2 | 6.80 mm | 8.37 mm principal | 0.27 | ABS-mortgage backed security | Long | USA |
PARK PLACE SECURITIES INC PPSI 2004 WHQ2 M5 | 6.76 mm | 7.59 mm principal | 0.26 | ABS-mortgage backed security | Long | USA |
ARES CLO LTD ARES 2015 2A AR3 144A | 6.70 mm | 6.70 mm principal | 0.26 | ABS-collateralized bond/debt obligation | Long | Cayman Islands |
GM FINANCIAL SECURITIZED TERM GMCAR 2024 1 A2A | 6.69 mm | 6.70 mm principal | 0.26 | ABS-other | Long | USA |
WESTLAKE AUTOMOBILE RECEIVABLE WLAKE 2023 3A A2B 144A | 6.68 mm | 6.67 mm principal | 0.26 | ABS-other | Long | USA |
CORDATUS CLO PLC CORDA 24A A 144A | 6.67 mm | 6.18 mm principal | 0.26 | ABS-collateralized bond/debt obligation | Long | Ireland |
OZLM LTD OZLM 2019 24A A1CR 144A | 6.66 mm | 6.65 mm principal | 0.26 | ABS-collateralized bond/debt obligation | Long | Cayman Islands |
RFR USD SOFR/3.00000 06/21/23-7Y CME | 6.57 mm | 1.00 contracts | 0.26 | Interest rate derivative | N/A | USA |
OAKTREE CLO LTD OAKCL 2021 1A A1 144A | 6.50 mm | 6.50 mm principal | 0.25 | ABS-collateralized bond/debt obligation | Long | Cayman Islands |
BLUEMOUNTAIN CLO LTD BLUEM 2018 3A A1R 144A | 6.50 mm | 6.50 mm principal | 0.25 | ABS-collateralized bond/debt obligation | Long | Cayman Islands |
COUNTRYWIDE ASSET BACKED CERTI CWL 2007 7 2A4 | 6.48 mm | 7.60 mm principal | 0.25 | ABS-mortgage backed security | Long | USA |
LONG BEACH MORTGAGE LOAN TRUST LBMLT 2006 WL3 2A4 | 6.45 mm | 7.37 mm principal | 0.25 | ABS-mortgage backed security | Long | USA |
HYUNDAI CAPITAL AMERICA SR UNSECURED 144A 08/25 VAR | 6.44 mm | 6.40 mm principal | 0.25 | Debt | Long | USA |
PALMER SQUARE EUROPEAN LOAN FU PSTET 2024 1A A 144A | 6.26 mm | 5.80 mm principal | 0.24 | ABS-collateralized bond/debt obligation | Long | Ireland |
M360 2018 CRE1, LTD. M360 2021 CRE3 B 144A | 6.23 mm | 6.46 mm principal | 0.24 | ABS-collateralized bond/debt obligation | Long | Cayman Islands |
RAAC SERIES RAAC 2006 SP2 M2 | 6.14 mm | 6.46 mm principal | 0.24 | ABS-mortgage backed security | Long | USA |
JUBILEE CDO BV JUBIL 2016 17A A1RR 144A | 6.12 mm | 5.70 mm principal | 0.24 | ABS-collateralized bond/debt obligation | Long | Ireland |
SBNA AUTO LEASE TRUST SBALT 2024 A A2 144A | 6.09 mm | 6.10 mm principal | 0.24 | ABS-other | Long | USA |
FIRST FRANKLIN MTG LOAN ASSET FFML 2006 FF12 A5 | 6.03 mm | 6.49 mm principal | 0.24 | ABS-mortgage backed security | Long | USA |
NATIONSTAR HOME EQUITY LOAN TR NSTR 2006 B M2 | 6.00 mm | 6.18 mm principal | 0.23 | ABS-mortgage backed security | Long | USA |
OCTAGON INVESTMENT PARTNERS 39 OCT39 2018 3A AR 144A | 6.00 mm | 6.00 mm principal | 0.23 | ABS-collateralized bond/debt obligation | Long | Cayman Islands |
RESEARCH DRIVEN PAGAYA MOTOR A RPM 2022 3A A 144A | 5.94 mm | 5.97 mm principal | 0.23 | ABS-other | Long | USA |
ARBOR REALTY COLLATERALIZED LO ARCLO 2022 FL2 B 144A | 5.87 mm | 5.90 mm principal | 0.23 | ABS-collateralized bond/debt obligation | Long | USA |
ARBOR REALTY COLLATERALIZED LO ARCLO 2022 FL2 AS 144A | 5.85 mm | 5.90 mm principal | 0.23 | ABS-collateralized bond/debt obligation | Long | USA |
ROYAL BANK OF CANADA SR UNSECURED 01/27 4.875 | 5.79 mm | 5.80 mm principal | 0.23 | Debt | Long | Canada |
MORGAN STANLEY CAPITAL I TRUST MSC 2021 230P B 144A | 5.79 mm | 6.20 mm principal | 0.23 | ABS-mortgage backed security | Long | USA |
FNMA POOL CB7197 FN 07/53 FIXED 5.5 | 5.76 mm | 5.78 mm principal | 0.23 | ABS-mortgage backed security | Long | USA |
PRETIUM MORTGAGE CREDIT PARTNE PRET 2021 NPL5 A1 144A | 5.69 mm | 5.80 mm principal | 0.22 | ABS-mortgage backed security | Long | USA |
TSY INFL IX N/B 07/33 1.375 | 5.66 mm | 5.89 mm principal | 0.22 | Debt | Long | USA |
PRP ADVISORS, LLC PRPM 2022 1 A1 144A | 5.52 mm | 5.67 mm principal | 0.22 | ABS-mortgage backed security | Long | USA |
PAGAYA AI DEBT SELECTION TRUST PAID 2022 3 A 144A | 5.46 mm | 5.46 mm principal | 0.21 | ABS-other | Long | USA |
TOYOTA AUTO RECEIVABLES OWNER TAOT 2023 C A2A | 5.41 mm | 5.41 mm principal | 0.21 | ABS-other | Long | USA |
MORGAN STANLEY BANK NA SR UNSECURED 10/26 5.882 | 5.40 mm | 5.30 mm principal | 0.21 | Debt | Long | USA |
ARGENT SECURITIES INC. ARSI 2006 W3 A2C | 5.40 mm | 16.32 mm principal | 0.21 | ABS-mortgage backed security | Long | USA |
LEGACY MORTGAGE ASSET TRUST LMAT 2021 GS3 A1 144A | 5.37 mm | 5.54 mm principal | 0.21 | ABS-mortgage backed security | Long | USA |
TSY INFL IX N/B 04/25 0.125 | 5.36 mm | 5.49 mm principal | 0.21 | Debt | Long | USA |
RESIDENTIAL ACCREDIT LOANS, IN RALI 2006 QO7 1A1 | 5.35 mm | 6.38 mm principal | 0.21 | ABS-mortgage backed security | Long | USA |
UNH Unitedhealth Group Inc | 5.32 mm | 10.76 k shares | 0.21 | Common equity | Long | USA |
RFR USD SOFR/3.25000 06/21/23-5Y CME | 5.28 mm | 1.00 contracts | 0.21 | Interest rate derivative | N/A | USA |
TOWD POINT MORTGAGE TRUST TPMT 2021 SJ2 A1A 144A | 5.24 mm | 5.54 mm principal | 0.21 | ABS-mortgage backed security | Long | USA |
MORGAN STANLEY SR UNSECURED 07/27 VAR | 5.24 mm | 5.70 mm principal | 0.20 | Debt | Long | USA |
PRETIUM MORTGAGE CREDIT PARTNE PRET 2022 NPL2 A1 144A | 5.22 mm | 5.30 mm principal | 0.20 | ABS-mortgage backed security | Long | USA |
MORGAN STANLEY CAPITAL INC MSAC 2007 HE4 A2D | 5.18 mm | 15.66 mm principal | 0.20 | ABS-mortgage backed security | Long | USA |
FOURSIGHT CAPITAL AUTOMOBILE R FCRT 2023 2 A2 144A | 5.17 mm | 5.15 mm principal | 0.20 | ABS-other | Long | USA |
NISSAN MOTOR ACCEPTANCE SR UNSECURED 144A 03/28 2.75 | 5.07 mm | 5.70 mm principal | 0.20 | Debt | Long | USA |
SMB PRIVATE EDUCATION LOAN TRU SMB 2021 B A 144A | 5.03 mm | 5.54 mm principal | 0.20 | ABS-other | Long | USA |
DIAMETER CAPITAL CLO DCLO 2024 6A A1 144A | 5.00 mm | 5.00 mm principal | 0.20 | ABS-collateralized bond/debt obligation | Long | Cayman Islands |
COUNTRYWIDE ALTERNATIVE LOAN T CWALT 2006 OA18 A1 | 4.99 mm | 5.85 mm principal | 0.20 | ABS-mortgage backed security | Long | USA |
GM FINANCIAL AUTOMOBILE LEASIN GMALT 2023 3 A2A | 4.94 mm | 4.94 mm principal | 0.19 | ABS-other | Long | USA |
LONG BEACH MORTGAGE LOAN TRUST LBMLT 2005 WL2 M4 | 4.85 mm | 5.47 mm principal | 0.19 | ABS-mortgage backed security | Long | USA |
CITIZENS AUTO RECEIVABLES TRUS CITZN 2023 1 A2B 144A | 4.85 mm | 4.83 mm principal | 0.19 | ABS-other | Long | USA |
BANK OF AMERICA NA SR UNSECURED 08/25 VAR | 4.83 mm | 4.80 mm principal | 0.19 | Debt | Long | USA |
RFR USD SOFR/3.75000 06/21/23-2Y CME | 4.76 mm | 1.00 contracts | 0.19 | Interest rate derivative | N/A | USA |
RESIDENTIAL ASSET SECURITIES C RASC 2005 KS1 M3 | 4.75 mm | 4.97 mm principal | 0.19 | ABS-mortgage backed security | Long | USA |
BLACKROCK EUROPEAN CLO DAC BECLO 7A AR 144A | 4.74 mm | 4.42 mm principal | 0.19 | ABS-collateralized bond/debt obligation | Long | Ireland |
WELLS FARGO BANK NA SR UNSECURED 08/25 VAR | 4.72 mm | 4.70 mm principal | 0.18 | Debt | Long | USA |
HYUNDAI AUTO RECEIVABLES TRUST HART 2024 A A3 | 4.70 mm | 4.70 mm principal | 0.18 | ABS-other | Long | USA |
CVS CORPORATION | 4.65 mm | 4.65 mm principal | 0.18 | Debt | Long | USA |
CITIGROUP MORTGAGE LOAN TRUST CMLTI 2005 HE3 M4 | 4.64 mm | 4.93 mm principal | 0.18 | ABS-mortgage backed security | Long | USA |
CREDIT SUISSE MORTGAGE TRUST CSMC 2014 7R 5A3 144A | 4.64 mm | 5.41 mm principal | 0.18 | ABS-mortgage backed security | Long | USA |
RFR USD SOFR/2.75000 06/21/23-30Y CME | 4.63 mm | 1.00 contracts | 0.18 | Interest rate derivative | N/A | USA |
SG MORTGAGE SECURITIES TRUST SGMS 2005 OPT1 M4 | 4.63 mm | 5.88 mm principal | 0.18 | ABS-mortgage backed security | Long | USA |
WAMU MORTGAGE PASS THROUGH CER WAMU 2005 AR17 A1A1 | 4.62 mm | 5.25 mm principal | 0.18 | ABS-mortgage backed security | Long | USA |
UPSTART SECURITIZATION TRUST UPST 2022 1 A 144A | 4.54 mm | 4.57 mm principal | 0.18 | ABS-other | Long | USA |
MSFT Microsoft Corporation | 4.53 mm | 10.76 k shares | 0.18 | Common equity | Long | USA |
HYUNDAI AUTO RECEIVABLES TRUST HART 2024 A A2A | 4.50 mm | 4.50 mm principal | 0.18 | ABS-other | Long | USA |
GS Goldman Sachs Group, Inc. | 4.50 mm | 10.76 k shares | 0.18 | Common equity | Long | USA |
HOME EQUITY LOAN TRUST HELT 2007 FRE1 2AV3 | 4.50 mm | 4.64 mm principal | 0.18 | ABS-mortgage backed security | Long | USA |
LEHMAN XS TRUST LXS 2007 4N 3A1A | 4.46 mm | 5.00 mm principal | 0.17 | ABS-mortgage backed security | Long | USA |
CITIZENS AUTO RECEIVABLES TRUS CITZN 2023 1 A2A 144A | 4.40 mm | 4.39 mm principal | 0.17 | ABS-other | Long | USA |
KEURIG DR PEPPER | 4.38 mm | 4.40 mm principal | 0.17 | Debt | Long | USA |
TSY INFL IX N/B 02/49 1 | 4.34 mm | 5.54 mm principal | 0.17 | Debt | Long | USA |
BEAR STEARNS ASSET BACKED SECU BSABS 2004 HE11 M3 | 4.30 mm | 4.41 mm principal | 0.17 | ABS-mortgage backed security | Long | USA |
NISSAN MOTOR CO SR UNSECURED 144A 09/30 4.81 | 4.30 mm | 4.60 mm principal | 0.17 | Debt | Long | Japan |
MASTR ADJUSTABLE RATE MORTGAGE MARM 2006 OA2 2A1 | 4.25 mm | 5.54 mm principal | 0.17 | ABS-mortgage backed security | Long | USA |
DEUTSCHE ALT A SECURITIES INC DBALT 2006 AR6 A6 | 4.20 mm | 4.93 mm principal | 0.16 | ABS-mortgage backed security | Long | USA |
CRB SECURITIZATION TRUST CRB 2023 1 A 144A | 4.18 mm | 4.15 mm principal | 0.16 | ABS-other | Long | USA |
AMERICAN CREDIT ACCEPTANCE REC ACAR 2023 3 A 144A | 4.17 mm | 4.17 mm principal | 0.16 | ABS-other | Long | USA |
HERA COMMERCIAL MORTGAGE LTD HERA 2021 FL1 A 144A | 4.17 mm | 4.23 mm principal | 0.16 | ABS-collateralized bond/debt obligation | Long | Cayman Islands |
ACE SECURITIES CORP. ACE 2005 HE3 M4 | 4.17 mm | 4.76 mm principal | 0.16 | ABS-mortgage backed security | Long | USA |
DEUTSCHE BANK NY 11/26 VAR | 4.15 mm | 4.40 mm principal | 0.16 | Debt | Long | Germany |
TOWD POINT MORTGAGE FUNDING TPMF 2019 A13A A1 144A | 4.14 mm | 3.28 mm principal | 0.16 | ABS-mortgage backed security | Long | UK |
MASTR ASSET BACKED SECURITIES MABS 2006 NC3 A3 | 4.14 mm | 8.21 mm principal | 0.16 | ABS-mortgage backed security | Long | USA |
JUBILEE CDO BV JUBIL 2014 11A ARR 144A | 4.14 mm | 3.84 mm principal | 0.16 | ABS-collateralized bond/debt obligation | Long | Ireland |
HD Home Depot, Inc. | 4.13 mm | 10.76 k shares | 0.16 | Common equity | Long | USA |
GLS AUTO RECEIVABLES TRUST GCAR 2023 3A A2 144A | 4.12 mm | 4.12 mm principal | 0.16 | ABS-other | Long | USA |
DEUTSCHE BANK NY 09/31 VAR | 4.08 mm | 4.63 mm principal | 0.16 | Debt | Long | Germany |
OZLM LTD OZLM 2019 24A A2AR 144A | 4.06 mm | 4.05 mm principal | 0.16 | ABS-collateralized bond/debt obligation | Long | Cayman Islands |
US TREASURY N/B 02/26 0.5 | 3.97 mm | 4.30 mm principal | 0.16 | Debt | Long | USA |
FIFTH THIRD AUTO TRUST FITAT 2023 1 A2A | 3.97 mm | 3.97 mm principal | 0.16 | ABS-other | Long | USA |
INDYMAC INDX MORTGAGE LOAN TRU INDX 2006 AR4 A1A | 3.96 mm | 4.56 mm principal | 0.16 | ABS-mortgage backed security | Long | USA |
CAT Caterpillar Inc. | 3.94 mm | 10.76 k shares | 0.15 | Common equity | Long | USA |
IXIS REAL ESTATE CAPITAL TRUST IXIS 2006 HE3 A4 | 3.90 mm | 10.87 mm principal | 0.15 | ABS-mortgage backed security | Long | USA |
ANGLOGOLD HOLDINGS PLC COMPANY GUAR 11/28 3.375 | 3.87 mm | 4.30 mm principal | 0.15 | Debt | Long | Isle of Man |
US TREASURY N/B 02/40 4.625 | 3.87 mm | 3.73 mm principal | 0.15 | Debt | Long | USA |
FNMA POOL MA3218 FN 12/32 FIXED 3 | 3.86 mm | 4.11 mm principal | 0.15 | ABS-mortgage backed security | Long | USA |
CAIRN CLO DAC CRNCL 2014 4A ARRR 144A | 3.85 mm | 3.58 mm principal | 0.15 | ABS-collateralized bond/debt obligation | Long | Ireland |
KKR FINANCIAL CLO LTD KKR 21 B 144A | 3.85 mm | 3.85 mm principal | 0.15 | ABS-collateralized bond/debt obligation | Long | Cayman Islands |
STRUCTURED ASSET INVESTMENT LO SAIL 2006 BNC3 A1 | 3.84 mm | 6.28 mm principal | 0.15 | ABS-mortgage backed security | Long | USA |
HYUNDAI AUTO RECEIVABLES TRUST HART 2023 B A3 | 3.83 mm | 3.80 mm principal | 0.15 | ABS-other | Long | USA |
ALLY AUTO RECEIVABLES TRUST ALLYA 2023 1 A3 | 3.82 mm | 3.80 mm principal | 0.15 | ABS-other | Long | USA |
ASSET BACKED FUNDING CERTIFICA ABFC 2005 HE1 M3 | 3.80 mm | 4.11 mm principal | 0.15 | ABS-mortgage backed security | Long | USA |
PARK PLACE SECURITIES INC PPSI 2004 MHQ1 M5 | 3.76 mm | 4.10 mm principal | 0.15 | ABS-mortgage backed security | Long | USA |
MASTR ADJUSTABLE RATE MORTGAGE MARM 2006 OA2 1A1 | 3.75 mm | 5.40 mm principal | 0.15 | ABS-mortgage backed security | Long | USA |
VENTURE CDO LTD VENTR 2017 27A AR 144A | 3.73 mm | 3.72 mm principal | 0.15 | ABS-collateralized bond/debt obligation | Long | Cayman Islands |
GM FINANCIAL SECURITIZED TERM GMCAR 2023 3 A3 | 3.72 mm | 3.70 mm principal | 0.15 | ABS-other | Long | USA |
NELNET STUDENT LOAN TRUST NSLT 2018 3A A2 144A | 3.71 mm | 3.71 mm principal | 0.15 | ABS-other | Long | USA |
BMW VEHICLE OWNER TRUST BMWOT 2023 A A3 | 3.62 mm | 3.60 mm principal | 0.14 | ABS-other | Long | USA |