Fund profile
Tickers
JAAA
Fund manager
Total assets
$6.29 bn
Liabilities
$256.09 mm
Net assets
$6.03 bn
Number of holdings
264.00
JAAA stock data
Top 200 of 264 Holdings
Security | $Holding | Balance | % of Fund | Category | Position | Country |
---|---|---|---|---|---|---|
OHA Credit Funding 3 Ltd., Series 2019-3A, Class AR | 110.06 mm | 110.00 mm principal | 1.83 | ABS-collateralized bond/debt obligation | Long | USA |
RAD CLO 23 Ltd., Series 2024-23A, Class A1 | 100.00 mm | 100.00 mm principal | 1.66 | ABS-collateralized bond/debt obligation | Long | USA |
Madison Park Funding XXI Ltd., Series 2016-21A, Class AARR | 94.29 mm | 94.25 mm principal | 1.56 | ABS-collateralized bond/debt obligation | Long | USA |
Ares LXI CLO Ltd., Series 2021-61A, Class A | 90.00 mm | 89.88 mm principal | 1.49 | ABS-collateralized bond/debt obligation | Long | USA |
BlueMountain CLO XXXII Ltd., Series 2021-32A, Class A | 87.65 mm | 87.65 mm principal | 1.45 | ABS-collateralized bond/debt obligation | Long | USA |
Symphony CLO XVIII Ltd., Series 2016-18A, Class A1RR | 80.51 mm | 80.50 mm principal | 1.34 | ABS-collateralized bond/debt obligation | Long | USA |
Signal Peak CLO 12 Ltd., Series 2022-12A, Class A1 | 80.50 mm | 80.39 mm principal | 1.33 | ABS-collateralized bond/debt obligation | Long | USA |
KKR CLO 43 Ltd., Series 2022-43A, Class A1R | 80.12 mm | 80.00 mm principal | 1.33 | ABS-collateralized bond/debt obligation | Long | USA |
AGL Core CLO 15 Ltd., Series 2021-15A, Class A1 | 76.37 mm | 76.26 mm principal | 1.27 | ABS-collateralized bond/debt obligation | Long | USA |
CIFC Funding Ltd., Series 2014-4RA, Class A1AR | 70.62 mm | 70.61 mm principal | 1.17 | ABS-collateralized bond/debt obligation | Long | USA |
Zais CLO 13 Ltd., Series 2019-13A, Class A1A | 69.47 mm | 69.46 mm principal | 1.15 | ABS-collateralized bond/debt obligation | Long | USA |
Octagon Investment Partners 29 Ltd., Series 2016-1A, Class AR | 68.81 mm | 68.72 mm principal | 1.14 | ABS-collateralized bond/debt obligation | Long | USA |
Generate CLO 13 Ltd., Series 2023-13A, Class A1 | 66.58 mm | 66.50 mm principal | 1.10 | ABS-collateralized bond/debt obligation | Long | USA |
Dryden 77 CLO Ltd., Series 2020-77A, Class AR | 66.10 mm | 66.08 mm principal | 1.10 | ABS-collateralized bond/debt obligation | Long | USA |
Carlyle US CLO Ltd., Series 2021-1A, Class A1 | 65.75 mm | 65.74 mm principal | 1.09 | ABS-collateralized bond/debt obligation | Long | USA |
OCP CLO Ltd., Series 2019-17A, Class A1R | 63.83 mm | 63.78 mm principal | 1.06 | ABS-collateralized bond/debt obligation | Long | USA |
AGL CLO 14 Ltd., Series 2021-14A, Class A | 59.10 mm | 59.02 mm principal | 0.98 | ABS-collateralized bond/debt obligation | Long | USA |
Madison Park Funding LIX Ltd., Series 2021-59A, Class A | 57.33 mm | 57.30 mm principal | 0.95 | ABS-collateralized bond/debt obligation | Long | USA |
RR 1 LLC, Series 2017-1A, Class A1AB | 57.12 mm | 57.05 mm principal | 0.95 | ABS-collateralized bond/debt obligation | Long | USA |
Regatta XXIII Funding Ltd., Series 2021-4A, Class A1 | 56.70 mm | 56.67 mm principal | 0.94 | ABS-collateralized bond/debt obligation | Long | USA |
CIFC Funding 2020-III Ltd., Series 2020-3A, Class A1R | 56.51 mm | 56.50 mm principal | 0.94 | ABS-collateralized bond/debt obligation | Long | USA |
Bethpage Park CLO Ltd., Series 2021-1A, Class A | 55.66 mm | 55.65 mm principal | 0.92 | ABS-collateralized bond/debt obligation | Long | USA |
Anchorage Capital CLO 24 Ltd., Series 2022-24A, Class A1 | 54.83 mm | 54.88 mm principal | 0.91 | ABS-collateralized bond/debt obligation | Long | USA |
NYACK Park CLO Ltd., Series 2021-1A, Class A | 54.37 mm | 54.35 mm principal | 0.90 | ABS-collateralized bond/debt obligation | Long | USA |
Carlyle US CLO Ltd., Series 2021-7A, Class A1 | 54.04 mm | 54.00 mm principal | 0.90 | ABS-collateralized bond/debt obligation | Long | USA |
KKR CLO 35 Ltd., Series 35A, Class A | 53.87 mm | 53.85 mm principal | 0.89 | ABS-collateralized bond/debt obligation | Long | USA |
Octagon Investment Partners 44 Ltd., Series 2019-1A, Class AR | 53.62 mm | 53.60 mm principal | 0.89 | ABS-collateralized bond/debt obligation | Long | USA |
Octagon Investment Partners 50 Ltd., Series 2020-4A, Class AR | 53.40 mm | 53.40 mm principal | 0.89 | ABS-collateralized bond/debt obligation | Long | USA |
AGL CLO 6 Ltd., Series 2020-6A, Class AR | 53.23 mm | 53.15 mm principal | 0.88 | ABS-collateralized bond/debt obligation | Long | USA |
Carlyle US CLO Ltd., Series 2020-2A, Class A1R | 50.31 mm | 50.31 mm principal | 0.83 | ABS-collateralized bond/debt obligation | Long | USA |
Sandstone Peak II Ltd., Series 2023-1A, Class A | 50.17 mm | 50.00 mm principal | 0.83 | ABS-collateralized bond/debt obligation | Long | USA |
Elmwood CLO V Ltd., Series 2020-2A, Class AR | 49.01 mm | 49.00 mm principal | 0.81 | ABS-collateralized bond/debt obligation | Long | USA |
Golub Capital Partners CLO 66B Ltd., Series 2023-66A, Class A | 47.60 mm | 47.50 mm principal | 0.79 | ABS-collateralized bond/debt obligation | Long | USA |
Magnetite XXVI Ltd., Series 2020-26A, Class A1R | 47.36 mm | 47.36 mm principal | 0.79 | ABS-collateralized bond/debt obligation | Long | USA |
RRX 4 Ltd., Series 2021-4A, Class A1 | 46.78 mm | 46.71 mm principal | 0.78 | ABS-collateralized bond/debt obligation | Long | USA |
Dryden 75 CLO Ltd., Series 2019-75A, Class AR2 | 45.47 mm | 45.50 mm principal | 0.75 | ABS-collateralized bond/debt obligation | Long | USA |
Buckhorn Park CLO Ltd., Series 2019-1A, Class AR | 45.23 mm | 45.23 mm principal | 0.75 | ABS-collateralized bond/debt obligation | Long | USA |
Dryden 85 CLO Ltd., Series 2020-85A, Class AR | 44.91 mm | 44.89 mm principal | 0.74 | ABS-collateralized bond/debt obligation | Long | USA |
Anchorage Capital CLO 9 Ltd., Series 2016-9A, Class AR2 | 42.45 mm | 42.45 mm principal | 0.70 | ABS-collateralized bond/debt obligation | Long | USA |
Elmwood CLO 23 Ltd., Series 2023-2A, Class A | 40.06 mm | 40.00 mm principal | 0.66 | ABS-collateralized bond/debt obligation | Long | USA |
Octagon 55 Ltd., Series 2021-1A, Class A1 | 40.01 mm | 40.00 mm principal | 0.66 | ABS-collateralized bond/debt obligation | Long | USA |
Octagon 59 Ltd., Series 2022-1A, Class B | 40.01 mm | 40.00 mm principal | 0.66 | ABS-collateralized bond/debt obligation | Long | USA |
RAD CLO 21 Ltd., Series 2023-21A, Class B | 39.39 mm | 39.38 mm principal | 0.65 | ABS-collateralized bond/debt obligation | Long | USA |
Ares LV CLO Ltd., Series 2020-55A, Class A1R | 39.28 mm | 39.25 mm principal | 0.65 | ABS-collateralized bond/debt obligation | Long | USA |
Madison Park Funding XXXVIII Ltd., Series 2021-38A, Class A | 38.76 mm | 38.76 mm principal | 0.64 | ABS-collateralized bond/debt obligation | Long | USA |
Bain Capital Credit CLO Ltd., Series 2017-2A, Class AR2 | 37.22 mm | 37.21 mm principal | 0.62 | ABS-collateralized bond/debt obligation | Long | USA |
Octagon Investment Partners 48 Ltd., Series 2020-3A, Class AR | 37.18 mm | 37.17 mm principal | 0.62 | ABS-collateralized bond/debt obligation | Long | USA |
AGL CLO 17 Ltd., Series 2022-17A, Class A | 37.01 mm | 37.00 mm principal | 0.61 | ABS-collateralized bond/debt obligation | Long | USA |
OHA Credit Funding 7 Ltd., Series 2020-7A, Class AR | 36.42 mm | 36.42 mm principal | 0.60 | ABS-collateralized bond/debt obligation | Long | USA |
CIFC Funding Ltd., Series 2021-7A, Class A1 | 35.83 mm | 35.83 mm principal | 0.59 | ABS-collateralized bond/debt obligation | Long | USA |
Carlyle US CLO Ltd., Series 2019-1A, Class A1AR | 35.06 mm | 35.00 mm principal | 0.58 | ABS-collateralized bond/debt obligation | Long | USA |
CBAM Ltd., Series 2020-12A, Class AR | 35.06 mm | 35.00 mm principal | 0.58 | ABS-collateralized bond/debt obligation | Long | USA |
Octagon Investment Partners 49 Ltd., Series 2020-5A, Class A1 | 35.05 mm | 35.00 mm principal | 0.58 | ABS-collateralized bond/debt obligation | Long | USA |
Benefit Street Partners CLO XIX Ltd., Series 2019-19A, Class A | 35.02 mm | 35.00 mm principal | 0.58 | ABS-collateralized bond/debt obligation | Long | USA |
Saratoga Investment Corp. CLO Ltd., Series 2013-1A, Class A2R3 | 34.75 mm | 35.00 mm principal | 0.58 | ABS-collateralized bond/debt obligation | Long | USA |
Allegro CLO XII Ltd., Series 2020-1A, Class A1 | 34.24 mm | 34.23 mm principal | 0.57 | ABS-collateralized bond/debt obligation | Long | USA |
Octagon Investment Partners 42 Ltd., Series 2019-3A, Class AR | 34.01 mm | 34.00 mm principal | 0.56 | ABS-collateralized bond/debt obligation | Long | USA |
HPS Loan Management Ltd., Series 2021-16A, Class A1 | 33.30 mm | 33.30 mm principal | 0.55 | ABS-collateralized bond/debt obligation | Long | USA |
Eaton Vance CLO Ltd., Series 2020-1A, Class AR | 33.17 mm | 33.17 mm principal | 0.55 | ABS-collateralized bond/debt obligation | Long | USA |
Anchorage Capital CLO 18 Ltd., Series 2021-18A, Class A1 | 33.12 mm | 33.18 mm principal | 0.55 | ABS-collateralized bond/debt obligation | Long | USA |
Logan CLO I Ltd., Series 2021-1A, Class A | 32.97 mm | 32.95 mm principal | 0.55 | ABS-collateralized bond/debt obligation | Long | USA |
Madison Park Funding XXXV Ltd., Series 2019-35A, Class A1R | 32.62 mm | 32.64 mm principal | 0.54 | ABS-collateralized bond/debt obligation | Long | USA |
Shackleton CLO Ltd., Series 2017-11A, Class AR | 32.54 mm | 32.54 mm principal | 0.54 | ABS-collateralized bond/debt obligation | Long | USA |
Dryden 105 CLO Ltd., Series 2023-105A, Class A | 32.03 mm | 32.00 mm principal | 0.53 | ABS-collateralized bond/debt obligation | Long | USA |
Dryden 72 CLO Ltd., Series 2019-72A, Class AR | 30.05 mm | 30.00 mm principal | 0.50 | ABS-collateralized bond/debt obligation | Long | USA |
Post CLO Ltd., Series 2023-1A, Class A | 30.04 mm | 30.00 mm principal | 0.50 | ABS-collateralized bond/debt obligation | Long | USA |
Golub Capital Partners CLO 60B Ltd., Series 2022-60A, Class B | 30.01 mm | 30.00 mm principal | 0.50 | ABS-collateralized bond/debt obligation | Long | USA |
Dryden 109 CLO Ltd., Series 2022-109A, Class B | 30.00 mm | 30.00 mm principal | 0.50 | ABS-collateralized bond/debt obligation | Long | USA |
CBAM Ltd., Series 2019-10A, Class A1R | 29.55 mm | 29.50 mm principal | 0.49 | ABS-collateralized bond/debt obligation | Long | USA |
Palmer Square CLO Ltd., Series 2021-4A, Class A | 29.42 mm | 29.40 mm principal | 0.49 | ABS-collateralized bond/debt obligation | Long | USA |
Octagon 54 Ltd., Series 2021-1A, Class A1 | 29.38 mm | 29.40 mm principal | 0.49 | ABS-collateralized bond/debt obligation | Long | USA |
Neuberger Berman Loan Advisers CLO 33 Ltd., Series 2019-33A, Class AR | 29.20 mm | 29.15 mm principal | 0.48 | ABS-collateralized bond/debt obligation | Long | USA |
Aimco CLO 11 Ltd., Series 2020-11A, Class AR | 28.06 mm | 28.05 mm principal | 0.47 | ABS-collateralized bond/debt obligation | Long | USA |
Anchorage Capital CLO 28 Ltd., Series 2024-28A, Class B | 27.75 mm | 27.75 mm principal | 0.46 | ABS-collateralized bond/debt obligation | Long | USA |
THL Credit Wind River CLO Ltd., Series 2014-2A, Class AR | 27.54 mm | 27.53 mm principal | 0.46 | ABS-collateralized bond/debt obligation | Long | USA |
TICP CLO XIV Ltd., Series 2019-14A, Class A1R | 27.48 mm | 27.48 mm principal | 0.46 | ABS-collateralized bond/debt obligation | Long | USA |
Anchorage Capital CLO 19 Ltd., Series 2021-19A, Class A | 27.00 mm | 27.00 mm principal | 0.45 | ABS-collateralized bond/debt obligation | Long | USA |
Neuberger Berman Loan Advisers CLO 43 Ltd., Series 2021-43A, Class A | 26.74 mm | 26.73 mm principal | 0.44 | ABS-collateralized bond/debt obligation | Long | USA |
LCM 34 Ltd., Series 34A, Class A1 | 26.40 mm | 26.40 mm principal | 0.44 | ABS-collateralized bond/debt obligation | Long | USA |
AGL CLO 16 Ltd., Series 2021-16A, Class A | 26.35 mm | 26.34 mm principal | 0.44 | ABS-collateralized bond/debt obligation | Long | USA |
Magnetite XXXV Ltd., Series 2022-35A, Class AR | 26.15 mm | 26.00 mm principal | 0.43 | ABS-collateralized bond/debt obligation | Long | USA |
Tikehau US CLO V Ltd., Series 2023-2A, Class B1 | 25.99 mm | 26.00 mm principal | 0.43 | ABS-collateralized bond/debt obligation | Long | USA |
CBAM Ltd., Series 2020-13A, Class A | 25.89 mm | 25.88 mm principal | 0.43 | ABS-collateralized bond/debt obligation | Long | USA |
RAD CLO 21 Ltd., Series 2023-21A, Class A | 25.17 mm | 25.00 mm principal | 0.42 | ABS-collateralized bond/debt obligation | Long | USA |
Barings CLO Ltd., Series 2022-1A, Class B | 25.00 mm | 25.00 mm principal | 0.41 | ABS-collateralized bond/debt obligation | Long | USA |
Dryden 95 CLO Ltd., Series 2021-95A, Class A | 25.00 mm | 25.00 mm principal | 0.41 | ABS-collateralized bond/debt obligation | Long | USA |
Ballyrock CLO 19 Ltd., Series 2022-19A, Class A1 | 24.97 mm | 25.00 mm principal | 0.41 | ABS-collateralized bond/debt obligation | Long | USA |
Signal Peak CLO 1 Ltd., Series 2014-1A, Class AR3 | 24.93 mm | 24.92 mm principal | 0.41 | ABS-collateralized bond/debt obligation | Long | USA |
Ares XLI CLO Ltd., Series 2016-41A, Class AR2 | 24.72 mm | 24.72 mm principal | 0.41 | ABS-collateralized bond/debt obligation | Long | USA |
Benefit Street Partners CLO Ltd., Series 2015-6BR, Class A | 24.55 mm | 24.52 mm principal | 0.41 | ABS-collateralized bond/debt obligation | Long | USA |
Ares LXX CLO Ltd., Series 2023-70A, Class A2 | 24.53 mm | 24.50 mm principal | 0.41 | ABS-collateralized bond/debt obligation | Long | USA |
Ares LXI CLO Ltd., Series 2021-61A, Class B | 24.32 mm | 24.39 mm principal | 0.40 | ABS-collateralized bond/debt obligation | Long | USA |
Logan CLO II Ltd., Series 2021-2A, Class A | 24.20 mm | 24.20 mm principal | 0.40 | ABS-collateralized bond/debt obligation | Long | USA |
Octagon Investment Partners 51 Ltd., Series 2021-1A, Class A | 23.91 mm | 23.91 mm principal | 0.40 | ABS-collateralized bond/debt obligation | Long | USA |
BlueMountain CLO XXIV Ltd., Series 2019-24A, Class AR | 23.71 mm | 23.70 mm principal | 0.39 | ABS-collateralized bond/debt obligation | Long | USA |
Ballyrock CLO Ltd., Series 2019-1A, Class A1R | 23.29 mm | 23.29 mm principal | 0.39 | ABS-collateralized bond/debt obligation | Long | USA |
CIFC Funding Ltd., Series 2020-1A, Class A1R | 22.80 mm | 22.80 mm principal | 0.38 | ABS-collateralized bond/debt obligation | Long | USA |
Riserva CLO Ltd., Series 2016-3A, Class ARR | 22.79 mm | 22.83 mm principal | 0.38 | ABS-collateralized bond/debt obligation | Long | USA |
Empower CLO Ltd., Series 2023-2A, Class A2 | 22.64 mm | 22.50 mm principal | 0.38 | ABS-collateralized bond/debt obligation | Long | USA |
Symphony CLO XV Ltd., Series 2014-15A, Class AR3 | 22.39 mm | 22.39 mm principal | 0.37 | ABS-collateralized bond/debt obligation | Long | USA |
Octagon Investment Partners 40 Ltd., Series 2019-1A, Class A1R | 22.39 mm | 22.38 mm principal | 0.37 | ABS-collateralized bond/debt obligation | Long | USA |
Madison Park Funding XIX Ltd., Series 2015-19A, Class AR3 | 22.07 mm | 22.00 mm principal | 0.37 | ABS-collateralized bond/debt obligation | Long | USA |
Bain Capital Credit CLO Ltd., Series 2022-3A, Class B | 22.01 mm | 22.00 mm principal | 0.36 | ABS-collateralized bond/debt obligation | Long | USA |
Octagon Investment Partners XXI Ltd., Series 2014-1A, Class AAR3 | 21.15 mm | 21.15 mm principal | 0.35 | ABS-collateralized bond/debt obligation | Long | USA |
KKR CLO 27 Ltd., Series 27A, Class AR | 20.73 mm | 20.70 mm principal | 0.34 | ABS-collateralized bond/debt obligation | Long | USA |
Mountain View CLO LLC, Series 2017-2A, Class AR | 20.40 mm | 20.40 mm principal | 0.34 | ABS-collateralized bond/debt obligation | Long | USA |
Whitebox CLO IV Ltd., Series 2023-4A, Class A2 | 20.11 mm | 20.00 mm principal | 0.33 | ABS-collateralized bond/debt obligation | Long | USA |
OHA Credit Funding 8 Ltd., Series 2021-8A, Class A | 20.01 mm | 20.00 mm principal | 0.33 | ABS-collateralized bond/debt obligation | Long | USA |
CBAM Ltd., Series 2021-14A, Class A | 20.01 mm | 20.00 mm principal | 0.33 | ABS-collateralized bond/debt obligation | Long | USA |
Silver Rock CLO III, Series 2023-3A, Class A2 | 19.98 mm | 20.00 mm principal | 0.33 | ABS-collateralized bond/debt obligation | Long | USA |
LCM XXIV Ltd., Series 24A, Class AR | 19.97 mm | 19.95 mm principal | 0.33 | ABS-collateralized bond/debt obligation | Long | USA |
Octagon Investment Partners XIV Ltd., Series 2012-1A, Class ABRR | 19.91 mm | 20.00 mm principal | 0.33 | ABS-collateralized bond/debt obligation | Long | USA |
Symphony CLO XXVI Ltd., Series 2021-26A, Class AR | 19.61 mm | 19.61 mm principal | 0.33 | ABS-collateralized bond/debt obligation | Long | USA |
Bain Capital Credit CLO Ltd., Series 2020-4A, Class A2R | 19.52 mm | 19.50 mm principal | 0.32 | ABS-collateralized bond/debt obligation | Long | USA |
Benefit Street Partners CLO XXXIII Ltd., Series 2023-33A, Class A2 | 19.38 mm | 19.38 mm principal | 0.32 | ABS-collateralized bond/debt obligation | Long | USA |
Race Point VIII CLO Ltd., Series 2013-8A, Class BR2 | 19.24 mm | 19.29 mm principal | 0.32 | ABS-collateralized bond/debt obligation | Long | USA |
KKR CLO 37 Ltd., Series 37A, Class A1A | 18.76 mm | 18.75 mm principal | 0.31 | ABS-collateralized bond/debt obligation | Long | USA |
Apidos CLO XXXIII, Series 2020-33A, Class AR | 18.63 mm | 18.63 mm principal | 0.31 | ABS-collateralized bond/debt obligation | Long | USA |
Tikehau US CLO V Ltd., Series 2023-2A, Class A2 | 18.51 mm | 18.50 mm principal | 0.31 | ABS-collateralized bond/debt obligation | Long | USA |
Magnetite XXVIII Ltd., Series 2020-28A, Class AR | 18.05 mm | 18.00 mm principal | 0.30 | ABS-collateralized bond/debt obligation | Long | USA |
Octagon 70 Alto Ltd., Series 2023-1A, Class A2 | 18.04 mm | 18.00 mm principal | 0.30 | ABS-collateralized bond/debt obligation | Long | USA |
Signal Peak CLO 4 Ltd., Series 2017-4A, Class AR | 18.01 mm | 18.00 mm principal | 0.30 | ABS-collateralized bond/debt obligation | Long | USA |
Oaktree CLO Ltd., Series 2022-1A, Class B | 17.73 mm | 18.00 mm principal | 0.29 | ABS-collateralized bond/debt obligation | Long | USA |
LCM Loan Income Fund I Income Note Issuer Ltd., Series 27A, Class A2 | 17.69 mm | 18.00 mm principal | 0.29 | ABS-collateralized bond/debt obligation | Long | USA |
BlueMountain CLO XXXIII Ltd., Series 2021-33A, Class A | 17.40 mm | 17.40 mm principal | 0.29 | ABS-collateralized bond/debt obligation | Long | USA |
RAD CLO 21 Ltd., Series 2023-21A, Class C | 17.32 mm | 17.34 mm principal | 0.29 | ABS-collateralized bond/debt obligation | Long | USA |
KKR CLO 36 Ltd., Series 36A, Class A | 17.14 mm | 17.13 mm principal | 0.28 | ABS-collateralized bond/debt obligation | Long | USA |
Voya CLO Ltd., Series 2017-3A, Class A1R | 16.92 mm | 16.92 mm principal | 0.28 | ABS-collateralized bond/debt obligation | Long | USA |
CBAM Ltd., Series 2019-11RA, Class A1 | 16.90 mm | 16.90 mm principal | 0.28 | ABS-collateralized bond/debt obligation | Long | USA |
CARLYLE US CLO Ltd., Series 2021-3SA, Class A1 | 16.81 mm | 16.80 mm principal | 0.28 | ABS-collateralized bond/debt obligation | Long | USA |
Dryden 105 CLO Ltd., Series 2023-105A, Class C | 16.60 mm | 16.55 mm principal | 0.28 | ABS-collateralized bond/debt obligation | Long | USA |
KKR CLO 16 Ltd., Series 16, Class A1R2 | 16.56 mm | 16.55 mm principal | 0.27 | ABS-collateralized bond/debt obligation | Long | USA |
RR 16 Ltd., Series 2021-16A, Class A1 | 16.04 mm | 16.04 mm principal | 0.27 | ABS-collateralized bond/debt obligation | Long | USA |
Palmer Square CLO Ltd., Series 2021-3A, Class A2 | 16.03 mm | 16.00 mm principal | 0.27 | ABS-collateralized bond/debt obligation | Long | USA |
Katayma CLO I Ltd., Series 2023-1A, Class A2 | 16.02 mm | 16.00 mm principal | 0.27 | ABS-collateralized bond/debt obligation | Long | USA |
Texas Debt Capital CLO 2024-I Ltd., Series 2024-1A, Class A2 | 16.00 mm | 16.00 mm principal | 0.27 | ABS-collateralized bond/debt obligation | Long | USA |
Zais CLO 17 Ltd., Series 2021-17A, Class A2 | 15.94 mm | 16.00 mm principal | 0.26 | ABS-collateralized bond/debt obligation | Long | USA |
Sound Point CLO XVII, Series 2017-3A, Class A1R | 15.87 mm | 15.86 mm principal | 0.26 | ABS-collateralized bond/debt obligation | Long | USA |
Madison Park Funding XLVIII Ltd., Series 2021-48A, Class A | 15.78 mm | 15.75 mm principal | 0.26 | ABS-collateralized bond/debt obligation | Long | USA |
RR 24 Ltd., Series 2022-24A, Class A1BR | 15.76 mm | 15.75 mm principal | 0.26 | ABS-collateralized bond/debt obligation | Long | USA |
CIFC Funding 2019-I Ltd., Series 2019-1A, Class AR | 15.71 mm | 15.71 mm principal | 0.26 | ABS-collateralized bond/debt obligation | Long | USA |
Rad CLO 19 Ltd., Series 2023-19A, Class C | 15.54 mm | 15.50 mm principal | 0.26 | ABS-collateralized bond/debt obligation | Long | USA |
CIFC Funding 2019-V Ltd., Series 2019-5A, Class A2RS | 15.50 mm | 15.50 mm principal | 0.26 | ABS-collateralized bond/debt obligation | Long | USA |
Venture XXX CLO Ltd., Series 2017-30A, Class A2 | 15.46 mm | 15.50 mm principal | 0.26 | ABS-collateralized bond/debt obligation | Long | USA |
RRX 7 Ltd., Series 2022-7A, Class A1 | 15.40 mm | 15.40 mm principal | 0.26 | ABS-collateralized bond/debt obligation | Long | USA |
Madison Park Funding LII Ltd., Series 2021-52A, Class A | 15.06 mm | 15.09 mm principal | 0.25 | ABS-collateralized bond/debt obligation | Long | USA |
Madison Park Funding LXIII Ltd., Series 2023-63A, Class A2 | 15.05 mm | 15.00 mm principal | 0.25 | ABS-collateralized bond/debt obligation | Long | USA |
Octagon 68 Ltd., Series 2023-1A, Class A2 | 15.01 mm | 15.00 mm principal | 0.25 | ABS-collateralized bond/debt obligation | Long | USA |
OHA Credit Funding 16 Ltd., Series 2023-16A, Class A2 | 15.01 mm | 15.00 mm principal | 0.25 | ABS-collateralized bond/debt obligation | Long | USA |
Carlyle US CLO Ltd., Series 2021-7A, Class A2 | 15.00 mm | 15.00 mm principal | 0.25 | ABS-collateralized bond/debt obligation | Long | USA |
Bain Capital CLO Ltd., Series 2024-1A, Class A2 | 15.00 mm | 15.00 mm principal | 0.25 | ABS-collateralized bond/debt obligation | Long | USA |
TCW CLO Ltd., Series 2020-1A, Class A1RR | 15.00 mm | 15.00 mm principal | 0.25 | ABS-collateralized bond/debt obligation | Long | USA |
KKR CLO 38 Ltd., Series 38A, Class B | 14.99 mm | 15.00 mm principal | 0.25 | ABS-collateralized bond/debt obligation | Long | USA |
Ares LVI CLO Ltd., Series 2020-56A, Class AR | 14.95 mm | 14.95 mm principal | 0.25 | ABS-collateralized bond/debt obligation | Long | USA |
KKR CLO 34 Ltd., Series 34A, Class B | 14.88 mm | 14.88 mm principal | 0.25 | ABS-collateralized bond/debt obligation | Long | USA |
Atlas Senior Loan Fund Ltd., Series 2021-16A, Class A | 14.85 mm | 14.85 mm principal | 0.25 | ABS-collateralized bond/debt obligation | Long | USA |
Palmer Square Loan Funding Ltd., Series 2022-1A, Class B | 14.70 mm | 15.00 mm principal | 0.24 | ABS-collateralized bond/debt obligation | Long | USA |
Rockford Tower CLO Ltd., Series 2017-1A, Class AR2 | 14.51 mm | 14.50 mm principal | 0.24 | ABS-collateralized bond/debt obligation | Long | USA |
Janus Henderson Cash Liquidity Fund LLC | 14.30 mm | 14.30 mm shares | 0.24 | Short-term investment vehicle | Long | USA |
Venture 28A CLO Ltd., Series 2017-28AA, Class A2R | 14.18 mm | 14.25 mm principal | 0.24 | ABS-collateralized bond/debt obligation | Long | USA |
Sandstone Peak II Ltd., Series 2023-1A, Class C | 13.79 mm | 13.60 mm principal | 0.23 | ABS-collateralized bond/debt obligation | Long | USA |
Voya CLO Ltd., Series 2014-2A, Class A1RR | 13.79 mm | 13.78 mm principal | 0.23 | ABS-collateralized bond/debt obligation | Long | USA |
CBAM Ltd., Series 2019-11RA, Class A2 | 13.73 mm | 13.89 mm principal | 0.23 | ABS-collateralized bond/debt obligation | Long | USA |
Symphony CLO XXVIII Ltd., Series 2021-28A, Class B | 13.64 mm | 13.75 mm principal | 0.23 | ABS-collateralized bond/debt obligation | Long | USA |
Regatta XX Funding Ltd., Series 2021-2A, Class A | 13.48 mm | 13.48 mm principal | 0.22 | ABS-collateralized bond/debt obligation | Long | USA |
Bain Capital Credit CLO Ltd., Series 2023-4A, Class A2 | 13.17 mm | 13.15 mm principal | 0.22 | ABS-collateralized bond/debt obligation | Long | USA |
Anchorage Capital CLO LLC, Series 2019-13A, Class AR | 13.06 mm | 13.10 mm principal | 0.22 | ABS-collateralized bond/debt obligation | Long | USA |
AB BSL CLO 1 Ltd., Series 2020-1A, Class A1R | 13.01 mm | 13.00 mm principal | 0.22 | ABS-collateralized bond/debt obligation | Long | USA |
Balboa Bay Loan Funding Ltd., Series 2022-1A, Class B | 13.00 mm | 13.00 mm principal | 0.22 | ABS-collateralized bond/debt obligation | Long | USA |
720 East CLO Ltd., Series 2023-2A, Class A2 | 12.96 mm | 13.00 mm principal | 0.21 | ABS-collateralized bond/debt obligation | Long | USA |
Dryden 78 CLO Ltd., Series 2020-78A, Class A | 12.75 mm | 12.75 mm principal | 0.21 | ABS-collateralized bond/debt obligation | Long | USA |
Steele Creek CLO Ltd., Series 2018-2A, Class A | 12.58 mm | 12.59 mm principal | 0.21 | ABS-collateralized bond/debt obligation | Long | USA |
Palmer Square CLO Ltd., Series 2023-3A, Class A2 | 12.51 mm | 12.50 mm principal | 0.21 | ABS-collateralized bond/debt obligation | Long | USA |
Carlyle US CLO Ltd., Series 2017-5A, Class A1B | 12.48 mm | 12.53 mm principal | 0.21 | ABS-collateralized bond/debt obligation | Long | USA |
Rad CLO 15 Ltd., Series 2021-15A, Class A | 12.40 mm | 12.40 mm principal | 0.21 | ABS-collateralized bond/debt obligation | Long | USA |
Signal Peak CLO 5 Ltd., Series 2018-5A, Class A | 12.29 mm | 12.28 mm principal | 0.20 | ABS-collateralized bond/debt obligation | Long | USA |
Columbia Cent CLO 29 Ltd., Series 2020-29A, Class AR | 12.13 mm | 12.14 mm principal | 0.20 | ABS-collateralized bond/debt obligation | Long | USA |
Ares XXXIV CLO Ltd., Series 2015-2A, Class AR2 | 12.01 mm | 12.00 mm principal | 0.20 | ABS-collateralized bond/debt obligation | Long | USA |
TCW CLO Ltd., Series 2024-1A, Class AJ | 12.00 mm | 12.00 mm principal | 0.20 | ABS-collateralized bond/debt obligation | Long | USA |
37 Capital CLO 4 Ltd., Series 2023-2A, Class A2 | 12.00 mm | 12.00 mm principal | 0.20 | ABS-collateralized bond/debt obligation | Long | USA |
KKR CLO 43 Ltd., Series 2022-43A, Class A2R | 11.77 mm | 11.75 mm principal | 0.20 | ABS-collateralized bond/debt obligation | Long | USA |
Battalion CLO VIII Ltd., Series 2015-8A, Class A1R2 | 11.44 mm | 11.43 mm principal | 0.19 | ABS-collateralized bond/debt obligation | Long | USA |
Neuberger Berman Loan Advisers CLO 42 Ltd., Series 2021-42A, Class A | 11.37 mm | 11.37 mm principal | 0.19 | ABS-collateralized bond/debt obligation | Long | USA |
Pikes Peak CLO 11, Series 2022-11A, Class A1 | 11.02 mm | 11.00 mm principal | 0.18 | ABS-collateralized bond/debt obligation | Long | USA |
Octagon 66 Ltd., Series 2022-1A, Class A2R | 11.02 mm | 11.00 mm principal | 0.18 | ABS-collateralized bond/debt obligation | Long | USA |
Benefit Street Partners CLO XXXII Ltd., Series 2023-32A, Class A2 | 11.00 mm | 11.00 mm principal | 0.18 | ABS-collateralized bond/debt obligation | Long | USA |
Battalion CLO 17 Ltd., Series 2021-17A, Class A2 | 10.94 mm | 11.00 mm principal | 0.18 | ABS-collateralized bond/debt obligation | Long | USA |
Morgan Stanley Eaton Vance CLO Ltd., Series 2021-1A, Class B | 10.83 mm | 10.85 mm principal | 0.18 | ABS-collateralized bond/debt obligation | Long | USA |
Dryden 76 CLO Ltd., Series 2019-76A, Class A1R | 10.76 mm | 10.75 mm principal | 0.18 | ABS-collateralized bond/debt obligation | Long | USA |
Octagon 58 Ltd., Series 2022-1A, Class B | 10.70 mm | 10.67 mm principal | 0.18 | ABS-collateralized bond/debt obligation | Long | USA |
Bain Capital Credit CLO Ltd., Series 2021-6A, Class C | 10.68 mm | 10.70 mm principal | 0.18 | ABS-collateralized bond/debt obligation | Long | USA |
Anchorage Capital CLO Ltd., Series 2014-4RA, Class A | 10.55 mm | 10.54 mm principal | 0.17 | ABS-collateralized bond/debt obligation | Long | USA |
Barings CLO Ltd., Series LP-2A, Class A | 10.45 mm | 10.45 mm principal | 0.17 | ABS-collateralized bond/debt obligation | Long | USA |
Dryden 102 CLO Ltd., Series 2023-102A, Class A2 | 10.42 mm | 10.40 mm principal | 0.17 | ABS-collateralized bond/debt obligation | Long | USA |
KKR CLO 41 Ltd., Series 2022-41A, Class A1 | 10.36 mm | 10.36 mm principal | 0.17 | ABS-collateralized bond/debt obligation | Long | USA |
Octagon Investment Partners 45 Ltd., Series 2019-1A, Class A1R | 10.29 mm | 10.32 mm principal | 0.17 | ABS-collateralized bond/debt obligation | Long | USA |
Regatta XXV Funding Ltd., Series 2023-1A, Class A | 10.09 mm | 10.00 mm principal | 0.17 | ABS-collateralized bond/debt obligation | Long | USA |
Rad CLO 22 Ltd., Series 2023-22A, Class A2 | 10.03 mm | 10.00 mm principal | 0.17 | ABS-collateralized bond/debt obligation | Long | USA |
RR 27 Ltd., Series 2023-27A, Class A1B | 10.02 mm | 10.00 mm principal | 0.17 | ABS-collateralized bond/debt obligation | Long | USA |
Sycamore Tree CLO Ltd., Series 2023-4A, Class A2 | 10.01 mm | 10.00 mm principal | 0.17 | ABS-collateralized bond/debt obligation | Long | USA |