Fund profile
Tickers
JPIE
Fund manager
Total assets
$916.95 mm
Liabilities
$68.45 mm
Net assets
$848.50 mm
Number of holdings
1.54 k
JPIE stock data
Top 200 of 1536 Holdings
Security | $Holding | Balance | % of Fund | Category | Position | Country |
---|---|---|---|---|---|---|
GNMA II, 30 Year | 58.87 mm | 57.88 mm principal | 6.94 | ABS-mortgage backed security | Long | USA |
FNMA UMBS, 30 Year | 32.16 mm | 31.66 mm principal | 3.79 | ABS-mortgage backed security | Long | USA |
GNMA II, Single Family, 30 Year | 26.08 mm | 25.90 mm principal | 3.07 | ABS-mortgage backed security | Long | USA |
GNMA II, 30 Year | 11.45 mm | 11.25 mm principal | 1.35 | ABS-mortgage backed security | Long | USA |
FNMA UMBS, 30 Year | 10.93 mm | 10.90 mm principal | 1.29 | ABS-mortgage backed security | Long | USA |
FNMA UMBS, 30 Year | 10.93 mm | 10.76 mm principal | 1.29 | ABS-mortgage backed security | Long | USA |
FNMA UMBS, 30 Year | 10.09 mm | 10.24 mm principal | 1.19 | ABS-mortgage backed security | Long | USA |
GNMA II, 30 Year | 8.71 mm | 8.48 mm principal | 1.03 | ABS-mortgage backed security | Long | USA |
FNMA, Other | 8.46 mm | 8.80 mm principal | 1.00 | ABS-mortgage backed security | Long | USA |
GNMA II, Single Family, 30 Year | 6.83 mm | 6.88 mm principal | 0.81 | ABS-mortgage backed security | Long | USA |
FNMA UMBS, 30 Year | 5.39 mm | 5.37 mm principal | 0.64 | ABS-mortgage backed security | Long | USA |
Multi-Family Connecticut Avenue Securities Trust, Series 2020-01, Class M10 | 4.96 mm | 5.19 mm principal | 0.58 | ABS-mortgage backed security | Long | USA |
Multi-Family Connecticut Avenue Securities Trust, Series 2019-01, Class M10 | 4.66 mm | 4.88 mm principal | 0.55 | ABS-mortgage backed security | Long | USA |
BPCE SA | 4.66 mm | 4.68 mm principal | 0.55 | Debt | Long | France |
FHLMC, Multi-Family Structured Credit Risk, Series 2021-MN3, Class M2 | 4.31 mm | 4.70 mm principal | 0.51 | ABS-mortgage backed security | Long | USA |
Fhms Frn | 4.07 mm | 18.00 mm principal | 0.48 | ABS-mortgage backed security | Long | USA |
FNMA, Connecticut Avenue Securities, Series 2018-C03, Class 1B1 | 3.93 mm | 3.65 mm principal | 0.46 | ABS-mortgage backed security | Long | USA |
MFA Trust, Series 2022-RTL1, Class A1 | 3.75 mm | 3.87 mm principal | 0.44 | ABS-mortgage backed security | Long | USA |
JPMorgan Prime Money Market Fund, Class IM | 3.75 mm | 3.75 mm shares | 0.44 | Short-term investment vehicle | Long | USA |
FNMA, Other | 3.44 mm | 3.52 mm principal | 0.41 | ABS-mortgage backed security | Long | USA |
Santander Drive Auto Receivables Trust, Series 2023-6, Class C | 3.17 mm | 3.17 mm principal | 0.37 | ABS-other | Long | USA |
DISH DBS Corp. | 3.13 mm | 3.56 mm principal | 0.37 | Debt | Long | USA |
Upstart Securitization Trust, Series 2021-2, Class C | 3.13 mm | 3.30 mm principal | 0.37 | ABS-other | Long | USA |
JPMBB Commercial Mortgage Securities Trust, Series 2015-C31, Class B | 3.10 mm | 3.79 mm principal | 0.37 | ABS-mortgage backed security | Long | USA |
FNMA, Connecticut Avenue Securities, Series 2017-C01, Class 1B1 | 2.71 mm | 2.40 mm principal | 0.32 | ABS-mortgage backed security | Long | USA |
FREMF Mortgage Trust, Series 2019-KF67, Class C | 2.71 mm | 3.25 mm principal | 0.32 | ABS-mortgage backed security | Long | USA |
Connecticut Avenue Securities Trust, Series 2023-R01, Class 1M1 | 2.69 mm | 2.65 mm principal | 0.32 | ABS-mortgage backed security | Long | USA |
American Credit Acceptance Receivables Trust, Series 2023-4, Class B | 2.58 mm | 2.57 mm principal | 0.30 | ABS-other | Long | USA |
PMT Issuer Trust-FMSR, Series 2021-FT1, Class A | 2.55 mm | 2.60 mm principal | 0.30 | ABS-other | Long | USA |
BHMS, Series 2018-ATLS, Class A | 2.55 mm | 2.58 mm principal | 0.30 | ABS-mortgage backed security | Long | USA |
CCO Holdings LLC | 2.54 mm | 2.90 mm principal | 0.30 | Debt | Long | USA |
MULTIFAMILY CONNECTICUT AVENUE SECURITIES TRUST, Series 2023-01, Class M7 | 2.52 mm | 2.50 mm principal | 0.30 | ABS-mortgage backed security | Long | USA |
American Credit Acceptance Receivables Trust, Series 2023-4, Class D | 2.44 mm | 2.40 mm principal | 0.29 | ABS-other | Long | USA |
FNMA, Connecticut Avenue Securities, Series 2017-C02, Class 2B1 | 2.37 mm | 2.12 mm principal | 0.28 | ABS-mortgage backed security | Long | USA |
SBA Small Business Investment Cos., Series 2023-10A, Class 1 | 2.35 mm | 2.38 mm principal | 0.28 | ABS-other | Long | USA |
DT Auto Owner Trust, Series 2022-1A, Class E | 2.27 mm | 2.40 mm principal | 0.27 | ABS-other | Long | USA |
GLS Auto Receivables Issuer Trust, Series 2022-2A, Class E | 2.27 mm | 2.50 mm principal | 0.27 | ABS-other | Long | USA |
GNMA II, 30 Year | 2.21 mm | 2.15 mm principal | 0.26 | ABS-mortgage backed security | Long | USA |
Galaxy CLO Ltd., Series 2016-22A, Class ARR | 2.20 mm | 2.20 mm principal | 0.26 | ABS-collateralized bond/debt obligation | Long | Cayman Islands |
GLS Auto Receivables Issuer Trust, Series 2021-3A, Class E | 2.11 mm | 2.30 mm principal | 0.25 | ABS-other | Long | USA |
Ford Motor Credit Co. LLC | 2.10 mm | 2.28 mm principal | 0.25 | Debt | Long | USA |
GNMA II, Other | 2.04 mm | 2.00 mm principal | 0.24 | ABS-mortgage backed security | Long | USA |
CCO Holdings LLC | 2.00 mm | 2.33 mm principal | 0.24 | Debt | Long | USA |
CIFC Funding Ltd., Series 2021-4A, Class A | 1.99 mm | 2.00 mm principal | 0.24 | ABS-collateralized bond/debt obligation | Long | Cayman Islands |
FHLMC Gold Pools, Other | 1.95 mm | 2.07 mm principal | 0.23 | ABS-mortgage backed security | Long | USA |
Neuberger Berman Loan Advisers CLO 34 Ltd., Series 2019-34A, Class A1R | 1.94 mm | 1.95 mm principal | 0.23 | ABS-collateralized bond/debt obligation | Long | Cayman Islands |
Exeter Automobile Receivables Trust, Series 2020-3A, Class E | 1.94 mm | 2.00 mm principal | 0.23 | ABS-other | Long | USA |
Santander Drive Auto Receivables Trust, Series 2023-5, Class C | 1.92 mm | 1.90 mm principal | 0.23 | ABS-other | Long | USA |
Santander Drive Auto Receivables Trust, Series 2021-3, Class D | 1.90 mm | 2.00 mm principal | 0.22 | ABS-other | Long | USA |
Exeter Automobile Receivables Trust, Series 2021-2A, Class D | 1.87 mm | 2.00 mm principal | 0.22 | ABS-other | Long | USA |
Lendingpoint Asset Securitization Trust, Series 2022-A, Class D | 1.86 mm | 2.25 mm principal | 0.22 | ABS-other | Long | USA |
DISH DBS Corp. | 1.84 mm | 2.10 mm principal | 0.22 | Debt | Long | USA |
THC Tenet Healthcare Corp. | 1.84 mm | 1.92 mm principal | 0.22 | Debt | Long | USA |
Exeter Automobile Receivables Trust, Series 2023-3A, Class C | 1.82 mm | 1.83 mm principal | 0.22 | ABS-other | Long | USA |
JPMBB Commercial Mortgage Securities Trust, Series 2015-C30, Class C | 1.82 mm | 2.55 mm principal | 0.22 | ABS-mortgage backed security | Long | USA |
American Credit Acceptance Receivables Trust, Series 2023-3, Class D | 1.79 mm | 1.80 mm principal | 0.21 | ABS-other | Long | USA |
FHLMC STACR REMIC Trust, Series 2021-HQA1, Class M2 | 1.79 mm | 1.79 mm principal | 0.21 | ABS-mortgage backed security | Long | USA |
Dryden CLO Ltd., Series 2019-68A, Class AR | 1.79 mm | 1.79 mm principal | 0.21 | ABS-collateralized bond/debt obligation | Long | Cayman Islands |
OneMain Financial Issuance Trust, Series 2023-2A, Class A2 | 1.78 mm | 1.78 mm principal | 0.21 | ABS-other | Long | USA |
Westlake Automobile Receivables Trust, Series 2021-3A, Class F | 1.75 mm | 2.00 mm principal | 0.21 | ABS-other | Long | USA |
FHLMC, Multi-Family Structured Pass-Through Certificates, Series K066, Class X3 | 1.74 mm | 25.00 mm principal | 0.21 | ABS-mortgage backed security | Long | USA |
PetSmart, Inc. | 1.74 mm | 1.90 mm principal | 0.20 | Debt | Long | USA |
FHLMC, Multi-Family Structured Pass-Through Certificates, Series K100, Class X1 | 1.71 mm | 54.78 mm principal | 0.20 | ABS-mortgage backed security | Long | USA |
VYX NCR Voyix Corp | 1.67 mm | 1.83 mm principal | 0.20 | Debt | Long | USA |
FHLMC Structured Agency Credit Risk Debt Notes, Series 2017-DNA3, Class B1 | 1.67 mm | 1.55 mm principal | 0.20 | ABS-mortgage backed security | Long | USA |
Ford Motor Credit Co. LLC | 1.67 mm | 1.76 mm principal | 0.20 | Debt | Long | USA |
Driven Brands Funding LLC, Series 2021-1A, Class A2 | 1.63 mm | 1.96 mm principal | 0.19 | ABS-other | Long | USA |
Connecticut Avenue Securities Trust, Series 2019-R01, Class 2B1 | 1.61 mm | 1.50 mm principal | 0.19 | ABS-mortgage backed security | Long | USA |
Hertz Vehicle Financing III LLC, Series 2023-3A, Class D | 1.60 mm | 1.60 mm principal | 0.19 | ABS-other | Long | USA |
LHOME Mortgage Trust, Series 2023-RTL3, Class A1 | 1.54 mm | 1.55 mm principal | 0.18 | ABS-mortgage backed security | Long | USA |
Connecticut Avenue Securities Trust, Series 2023-R07, Class 2M2 | 1.54 mm | 1.50 mm principal | 0.18 | ABS-mortgage backed security | Long | USA |
CCO Holdings LLC | 1.54 mm | 1.66 mm principal | 0.18 | Debt | Long | USA |
Octagon Loan Funding Ltd., Series 2014-1A, Class ARR | 1.53 mm | 1.53 mm principal | 0.18 | ABS-collateralized bond/debt obligation | Long | Cayman Islands |
Dewolf Park CLO Ltd., Series 2017-1A, Class AR | 1.52 mm | 1.52 mm principal | 0.18 | ABS-collateralized bond/debt obligation | Long | Cayman Islands |
Connecticut Avenue Securities Trust, Series 2020-R01, Class 1B1 | 1.52 mm | 1.50 mm principal | 0.18 | ABS-mortgage backed security | Long | USA |
JPMorgan Chase Commercial Mortgage Securities Trust, Series 2016-JP3, Class C | 1.51 mm | 2.20 mm principal | 0.18 | ABS-mortgage backed security | Long | USA |
Nexstar Media, Inc. | 1.51 mm | 1.59 mm principal | 0.18 | Debt | Long | USA |
OHA Credit Partners Ltd., Series 2012-7A, Class AR3 | 1.50 mm | 1.50 mm principal | 0.18 | ABS-collateralized bond/debt obligation | Long | Cayman Islands |
Madison Park Funding Ltd., Series 2019-33A, Class AR | 1.50 mm | 1.50 mm principal | 0.18 | ABS-collateralized bond/debt obligation | Long | Cayman Islands |
OCP CLO Ltd., Series 2015-9A, Class A1R2 | 1.49 mm | 1.50 mm principal | 0.18 | ABS-collateralized bond/debt obligation | Long | Cayman Islands |
LYV Live Nation Entertainment Inc | 1.48 mm | 1.58 mm principal | 0.17 | Debt | Long | USA |
CCO Holdings LLC | 1.48 mm | 1.73 mm principal | 0.17 | Debt | Long | USA |
Exeter Automobile Receivables Trust, Series 2020-3A, Class F | 1.47 mm | 1.50 mm principal | 0.17 | ABS-other | Long | USA |
FNMA, Other | 1.46 mm | 1.50 mm principal | 0.17 | ABS-mortgage backed security | Long | USA |
FHLMC Gold Pools, Other | 1.45 mm | 1.50 mm principal | 0.17 | ABS-mortgage backed security | Long | USA |
Affirm Asset Securitization Trust, Series 2023-B, Class A | 1.45 mm | 1.44 mm principal | 0.17 | ABS-other | Long | USA |
FNMA, Connecticut Avenue Securities, Series 2018-C01, Class 1B1 | 1.44 mm | 1.35 mm principal | 0.17 | ABS-mortgage backed security | Long | USA |
Ares XXXIX CLO Ltd., Series 2016-39A, Class A1R2 | 1.44 mm | 1.44 mm principal | 0.17 | ABS-collateralized bond/debt obligation | Long | Cayman Islands |
DT Auto Owner Trust, Series 2021-4A, Class E | 1.44 mm | 1.60 mm principal | 0.17 | ABS-other | Long | USA |
FNMA ACES, Series 2023-M8, Class A2 | 1.43 mm | 1.50 mm principal | 0.17 | ABS-mortgage backed security | Long | USA |
Imola Merger Corp. | 1.43 mm | 1.58 mm principal | 0.17 | Debt | Long | USA |
FHLMC, Multi-Family Structured Pass-Through Certificates, Series K129, Class X3 | 1.43 mm | 8.00 mm principal | 0.17 | ABS-mortgage backed security | Long | USA |
POST Post Holdings Inc | 1.40 mm | 1.57 mm principal | 0.17 | Debt | Long | USA |
Carlyle Global Market Strategies CLO Ltd., Series 2014-3RA, Class A1A | 1.40 mm | 1.40 mm principal | 0.17 | ABS-collateralized bond/debt obligation | Long | Cayman Islands |
Ares CLO Ltd., Series 2019-52A, Class A1R | 1.40 mm | 1.40 mm principal | 0.16 | ABS-collateralized bond/debt obligation | Long | Cayman Islands |
American Airlines, Inc. | 1.39 mm | 1.41 mm principal | 0.16 | Debt | Long | USA |
FHLMC, Multi-Family Structured Pass-Through Certificates, Series K743, Class X3 | 1.39 mm | 13.00 mm principal | 0.16 | ABS-mortgage backed security | Long | USA |
BBCMS Mortgage Trust, Series 2023-C21, Class A5 | 1.38 mm | 1.35 mm principal | 0.16 | ABS-mortgage backed security | Long | USA |
Standard Industries, Inc. | 1.38 mm | 1.47 mm principal | 0.16 | Debt | Long | USA |
DT Auto Owner Trust, Series 2021-4A, Class D | 1.37 mm | 1.50 mm principal | 0.16 | ABS-other | Long | USA |
Pactiv Evergreen Group Issuer, Inc. | 1.37 mm | 1.50 mm principal | 0.16 | Debt | Long | USA |
NRG NRG Energy Inc. | 1.36 mm | 1.39 mm principal | 0.16 | Debt | Long | USA |
Albertsons Cos., Inc. | 1.35 mm | 1.41 mm principal | 0.16 | Debt | Long | USA |
DT Auto Owner Trust, Series 2023-3A, Class C | 1.35 mm | 1.35 mm principal | 0.16 | ABS-other | Long | USA |
Republic of Cote d'Ivoire | 1.34 mm | 1.40 mm principal | 0.16 | Debt | Long | Côte d'Ivoire |
United Rentals North America, Inc. | 1.30 mm | 1.36 mm principal | 0.15 | Debt | Long | USA |
Wynn Resorts Finance LLC | 1.29 mm | 1.43 mm principal | 0.15 | Debt | Long | USA |
Avis Budget Car Rental LLC | 1.28 mm | 1.42 mm principal | 0.15 | Debt | Long | USA |
RHP Hotel Properties LP | 1.28 mm | 1.35 mm principal | 0.15 | Debt | Long | USA |
Mauser Packaging Solutions Holding Co. | 1.28 mm | 1.29 mm principal | 0.15 | Debt | Long | USA |
Goldentree Loan Management US CLO Ltd., Series 2017-2A, Class AR | 1.28 mm | 1.28 mm principal | 0.15 | ABS-collateralized bond/debt obligation | Long | Cayman Islands |
Morgan Stanley Bank of America Merrill Lynch Trust, Series 2014-C15, Class D | 1.28 mm | 1.34 mm principal | 0.15 | ABS-mortgage backed security | Long | USA |
JPMorgan Chase Commercial Mortgage Securities Trust, Series 2013-C16, Class D | 1.28 mm | 1.50 mm principal | 0.15 | ABS-mortgage backed security | Long | USA |
GNMA, Series 2020-110 | 1.27 mm | 19.14 mm principal | 0.15 | ABS-mortgage backed security | Long | USA |
CSC Holdings LLC | 1.26 mm | 1.50 mm principal | 0.15 | Debt | Long | USA |
CARLYLE US CLO Ltd., Series 2018-1A, Class A1 | 1.26 mm | 1.26 mm principal | 0.15 | ABS-collateralized bond/debt obligation | Long | Cayman Islands |
SPRINT Corp | 1.25 mm | 1.21 mm principal | 0.15 | Debt | Long | USA |
CCO Holdings LLC | 1.23 mm | 1.41 mm principal | 0.15 | Debt | Long | USA |
Valeant Pharmaceuticals International | 1.23 mm | 1.42 mm principal | 0.15 | Debt | Long | Canada |
Pagaya AI Debt Selection Trust, Series 2021-3, Class C | 1.22 mm | 1.50 mm principal | 0.14 | ABS-other | Long | USA |
Avantor Funding, Inc. | 1.21 mm | 1.30 mm principal | 0.14 | Debt | Long | USA |
Madison Park Funding Ltd., Series 2017-23A, Class AR | 1.21 mm | 1.21 mm principal | 0.14 | ABS-collateralized bond/debt obligation | Long | Cayman Islands |
IT Gartner, Inc. | 1.21 mm | 1.29 mm principal | 0.14 | Debt | Long | USA |
PMT Issuer Trust-FMSR, Series 2022-FT1, Class A | 1.20 mm | 1.20 mm principal | 0.14 | ABS-other | Long | USA |
Elmwood CLO Ltd., Series 2020-1A, Class A | 1.20 mm | 1.20 mm principal | 0.14 | ABS-collateralized bond/debt obligation | Long | Cayman Islands |
FNMA, Other | 1.19 mm | 1.20 mm principal | 0.14 | ABS-mortgage backed security | Long | USA |
CCO Clear Channel Outdoor Holdings Inc. | 1.17 mm | 1.16 mm principal | 0.14 | Debt | Long | USA |
FHLMC Structured Agency Credit Risk Debt Notes, Series 2023-DNA2, Class M1A | 1.17 mm | 1.15 mm principal | 0.14 | ABS-mortgage backed security | Long | USA |
Nasdaq, Inc. | 1.16 mm | 1.16 mm principal | 0.14 | Debt | Long | USA |
FHLMC, Multi-Family Structured Pass-Through Certificates, Series K120, Class X1 | 1.16 mm | 21.74 mm principal | 0.14 | ABS-mortgage backed security | Long | USA |
Connecticut Avenue Securities Trust, Series 2022-R06, Class 1M2 | 1.16 mm | 1.10 mm principal | 0.14 | ABS-mortgage backed security | Long | USA |
LHOME Mortgage Trust, Series 2023-RTL1, Class A1 | 1.15 mm | 1.16 mm principal | 0.14 | ABS-mortgage backed security | Long | USA |
Goldman Sachs Group, Inc. (The) | 1.15 mm | 1.15 mm principal | 0.14 | Debt | Long | USA |
FNMA, Connecticut Avenue Securities, Series 2017-C05, Class 1B1 | 1.15 mm | 1.09 mm principal | 0.14 | ABS-mortgage backed security | Long | USA |
Madison Park Funding Ltd., Series 2019-37A, Class AR | 1.15 mm | 1.15 mm principal | 0.14 | ABS-collateralized bond/debt obligation | Long | Cayman Islands |
THC Tenet Healthcare Corp. | 1.15 mm | 1.23 mm principal | 0.14 | Debt | Long | USA |
ENBL Enable Midstream Partners, LP | 1.14 mm | 1.16 mm principal | 0.13 | Debt | Long | USA |
Ford Motor Credit Co. LLC | 1.14 mm | 1.23 mm principal | 0.13 | Debt | Long | USA |
TPX Tempur Sealy International Inc | 1.13 mm | 1.31 mm principal | 0.13 | Debt | Long | USA |
Directv Financing LLC | 1.13 mm | 1.26 mm principal | 0.13 | Debt | Long | USA |
FHLMC, REMIC, Series 5164, Class J | 1.13 mm | 1.34 mm principal | 0.13 | ABS-mortgage backed security | Long | USA |
FNMA, Other | 1.12 mm | 1.15 mm principal | 0.13 | ABS-mortgage backed security | Long | USA |
Community Health Systems, Inc. | 1.11 mm | 1.15 mm principal | 0.13 | Debt | Long | USA |
Santander Drive Auto Receivables Trust, Series 2022-4, Class C | 1.11 mm | 1.13 mm principal | 0.13 | ABS-other | Long | USA |
FHLMC, Multi-Family Structured Pass-Through Certificates, Series K741, Class X3 | 1.10 mm | 13.77 mm principal | 0.13 | ABS-mortgage backed security | Long | USA |
Connecticut Avenue Securities Trust, Series 2023-R04, Class 1M1 | 1.10 mm | 1.09 mm principal | 0.13 | ABS-mortgage backed security | Long | USA |
Madison IAQ LLC | 1.10 mm | 1.24 mm principal | 0.13 | Debt | Long | USA |
Medline Borrower LP | 1.09 mm | 1.23 mm principal | 0.13 | Debt | Long | USA |
Avolon Holdings Funding Ltd. | 1.09 mm | 1.14 mm principal | 0.13 | Debt | Long | Cayman Islands |
Intelsat Jackson Holdings SA | 1.09 mm | 1.18 mm principal | 0.13 | Debt | Long | Luxembourg |
NOVA Chemicals Corp. | 1.08 mm | 1.21 mm principal | 0.13 | Debt | Long | Canada |
American Credit Acceptance Receivables Trust, Series 2023-3, Class C | 1.08 mm | 1.08 mm principal | 0.13 | ABS-other | Long | USA |
EPC Edgewell Personal Care Co | 1.08 mm | 1.14 mm principal | 0.13 | Debt | Long | USA |
GNMA, Series 2021-90 | 1.08 mm | 17.96 mm principal | 0.13 | ABS-mortgage backed security | Long | USA |
SIRI Sirius XM Holdings Inc | 1.07 mm | 1.16 mm principal | 0.13 | Debt | Long | USA |
Royal Caribbean Cruises Ltd. | 1.07 mm | 984.00 k principal | 0.13 | Debt | Long | Liberia |
Dryden Senior Loan Fund, Series 2013-26A, Class AR | 1.06 mm | 1.06 mm principal | 0.13 | ABS-collateralized bond/debt obligation | Long | Cayman Islands |
CCMO iHeartCommunications, Inc. | 1.06 mm | 1.38 mm principal | 0.12 | Debt | Long | USA |
SS&C Technologies, Inc. | 1.05 mm | 1.09 mm principal | 0.12 | Debt | Long | USA |
WESCO Distribution, Inc. | 1.05 mm | 1.05 mm principal | 0.12 | Debt | Long | USA |
FHLMC, Multi-Family Structured Pass-Through Certificates, Series K067, Class X3 | 1.04 mm | 15.00 mm principal | 0.12 | ABS-mortgage backed security | Long | USA |
Chesapeake Energy Corp. | 1.03 mm | 1.04 mm principal | 0.12 | Debt | Long | USA |
Affirm Asset Securitization Trust, Series 2023-A, Class 1A | 1.03 mm | 1.03 mm principal | 0.12 | ABS-other | Long | USA |
NWL Newell Brands Inc | 1.03 mm | 1.07 mm principal | 0.12 | Debt | Long | USA |
Sensata Technologies, Inc. | 1.02 mm | 1.21 mm principal | 0.12 | Debt | Long | USA |
CC Chemours Company | 1.02 mm | 1.13 mm principal | 0.12 | Debt | Long | USA |
LW Lamb Weston Holdings Inc | 1.02 mm | 1.14 mm principal | 0.12 | Debt | Long | USA |
FNMA, REMIC, Series 2021-86, Class T | 1.01 mm | 1.20 mm principal | 0.12 | ABS-mortgage backed security | Long | USA |
Organon & Co. | 1.01 mm | 1.14 mm principal | 0.12 | Debt | Long | USA |
Symphony CLO Ltd., Series 2018-19A, Class A | 1.01 mm | 1.01 mm principal | 0.12 | ABS-collateralized bond/debt obligation | Long | Cayman Islands |
Republic of Iraq | 1.01 mm | 1.10 mm principal | 0.12 | Debt | Long | Iraq |
Apidos CLO, Series 2019-31A, Class A1R | 999.46 k | 1.00 mm principal | 0.12 | ABS-collateralized bond/debt obligation | Long | Cayman Islands |
Voya CLO Ltd., Series 2020-2A, Class A1R | 998.43 k | 1.00 mm principal | 0.12 | ABS-collateralized bond/debt obligation | Long | Cayman Islands |
Benefit Street Partners CLO XVIII Ltd., Series 2019-18A, Class A1R | 998.36 k | 1.00 mm principal | 0.12 | ABS-collateralized bond/debt obligation | Long | Cayman Islands |
Magnetite Ltd., Series 2019-22A, Class AR | 998.35 k | 1.00 mm principal | 0.12 | ABS-collateralized bond/debt obligation | Long | Cayman Islands |
Lumen Technologies, Inc. | 995.88 k | 1.89 mm principal | 0.12 | Debt | Long | USA |
Octagon Investment Partners 35 Ltd., Series 2018-1A, Class A1A | 995.59 k | 996.87 k principal | 0.12 | ABS-collateralized bond/debt obligation | Long | Cayman Islands |
Apidos CLO, Series XXXA, Class A1A | 989.47 k | 990.00 k principal | 0.12 | ABS-collateralized bond/debt obligation | Long | Cayman Islands |
FHLMC Gold Pools, Other | 987.16 k | 1.00 mm principal | 0.12 | ABS-mortgage backed security | Long | USA |
CCO Holdings LLC | 983.52 k | 1.18 mm principal | 0.12 | Debt | Long | USA |
GNMA, Series 2021-17 | 978.41 k | 13.42 mm principal | 0.12 | ABS-mortgage backed security | Long | USA |
GNMA, Series 2023-51 | 977.93 k | 11.61 mm principal | 0.12 | ABS-mortgage backed security | Long | USA |
Eldorado Resorts, Inc. | 969.39 k | 975.00 k principal | 0.11 | Debt | Long | USA |
Exeter Automobile Receivables Trust, Series 2023-1A, Class E | 967.95 k | 900.00 k principal | 0.11 | ABS-other | Long | USA |
Antero Midstream Partners LP | 967.32 k | 1.00 mm principal | 0.11 | Debt | Long | USA |
Dryden CLO Ltd., Series 2018-64A, Class A | 966.97 k | 968.37 k principal | 0.11 | ABS-collateralized bond/debt obligation | Long | Cayman Islands |
DISH DISH Network CORP | 962.85 k | 970.00 k principal | 0.11 | Debt | Long | USA |
LYV Live Nation Entertainment Inc | 959.72 k | 960.00 k principal | 0.11 | Debt | Long | USA |
Vistra Operations Co. LLC | 954.55 k | 1.00 mm principal | 0.11 | Debt | Long | USA |
PRPM LLC, Series 2021-11, Class A2 | 953.78 k | 1.00 mm principal | 0.11 | ABS-other | Long | USA |
Carlyle Global Market Strategies CLO Ltd., Series 2014-1A, Class A1R2 | 949.14 k | 951.76 k principal | 0.11 | ABS-collateralized bond/debt obligation | Long | Cayman Islands |
CCO Clear Channel Outdoor Holdings Inc. | 948.74 k | 1.03 mm principal | 0.11 | Debt | Long | USA |
Exeter Automobile Receivables Trust, Series 2023-3A, Class D | 942.96 k | 954.00 k principal | 0.11 | ABS-other | Long | USA |
Exeter Automobile Receivables Trust, Series 2022-1A, Class E | 940.85 k | 1.07 mm principal | 0.11 | ABS-other | Long | USA |
LABL, Inc. | 926.75 k | 975.00 k principal | 0.11 | Debt | Long | USA |
Exeter Automobile Receivables Trust, Series 2023-4A, Class C | 918.62 k | 920.00 k principal | 0.11 | ABS-other | Long | USA |
Avis Budget Rental Car Funding AESOP LLC, Series 2022-3A, Class A | 918.47 k | 943.00 k principal | 0.11 | ABS-other | Long | USA |
GNMA, Series 2014-88, Class AJ | 917.01 k | 1.08 mm principal | 0.11 | ABS-mortgage backed security | Long | USA |
Westlake Automobile Receivables Trust, Series 2023-3A, Class C | 911.34 k | 920.00 k principal | 0.11 | ABS-other | Long | USA |
Palmer Square CLO Ltd., Series 2014-1A, Class A1R2 | 908.13 k | 908.49 k principal | 0.11 | ABS-collateralized bond/debt obligation | Long | Cayman Islands |