Fund profile
Tickers
FSMSX, FSMMX
Fund manager
Total assets
$4.02 bn
Liabilities
$2.54 bn
Net assets
$1.48 bn
Number of holdings
569.00
Top 200 of 569 Holdings
Security | $Holding | Balance | % of Fund | Category | Position | Country |
---|---|---|---|---|---|---|
BLCKRCK CASH-TRSRY-INST MONEY MARKET | 636.27 mm | 636.27 mm principal | 43.11 | Short-term investment vehicle | Long | USA |
FANNIE MAE OR FREDDIE MAC 30YR TBA (JANUARY) | 602.54 mm | 588.00 mm principal | 40.83 | Debt | Long | USA |
FEDERAL NATIONAL MORTGAGE ASSOCIATION 30YR TBA JANUARY | 201.03 mm | 198.00 mm principal | 13.62 | Debt | Long | USA |
BARCLAYS BANK PLC MTN ZERO COUPON 12/27/2024 | 70.11 mm | 71.57 mm principal | 4.75 | Debt | Long | UK |
BLCKRCK CASH-TRSRY-INST MONEY MARKET | 65.63 mm | 65.63 mm principal | 4.45 | Short-term investment vehicle | Long | USA |
S&P 500 ANNL DIV DEC24 PHYSICAL INDEX FUTURE. | 35.40 mm | 1.98 k contracts | 2.40 | Equity derivative | N/A | USA |
FANNIE MAE OR FREDDIE MAC 30YR TBA (JANUARY) | 29.77 mm | 35.00 mm principal | 2.02 | Debt | Long | USA |
Wilshire Equity Multi-Factor (Long) | 15.28 mm | 897.61 k contracts | 1.04 | Equity derivative | N/A | USA |
GOLDMAN SACHS COLLATERAL BALANCE FS FUNDS | 14.49 mm | 14.49 mm principal | 0.98 | Short-term investment vehicle | Long | USA |
SOC GEN COLLATERAL BALANCE FS FUNDS | 10.32 mm | 10.32 mm principal | 0.70 | Short-term investment vehicle | Long | USA |
VGR Vector Group Ltd | 8.11 mm | 8.09 mm principal | 0.55 | Debt | Long | USA |
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNR 2023-4 SG | 7.24 mm | 93.55 mm principal | 0.49 | Debt | Long | USA |
FANNIE MAE REMICS FNR 2020-57 IB | 7.06 mm | 33.62 mm principal | 0.48 | Debt | Long | USA |
FREDDIE MAC REMICS FHR 4975 EI | 6.95 mm | 35.20 mm principal | 0.47 | Debt | Long | USA |
KRONOS ACQUISITION HOLDINGS INC / KIK CUSTOM PRODU 5.000000% 12/31/2026 | 6.22 mm | 6.38 mm principal | 0.42 | Debt | Long | Canada |
WASH MULTIFAMILY ACQUISITION INC 144A 5.750000% 04/15/2026 | 6.17 mm | 6.42 mm principal | 0.42 | Debt | Long | USA |
VERSCEND ESCROW CORP 144A 9.750000% 08/15/2026 | 6.16 mm | 6.12 mm principal | 0.42 | Debt | Long | USA |
Eldorado Resorts, Inc. | 5.95 mm | 5.93 mm principal | 0.40 | Debt | Long | USA |
22v Tactical Mean Reversion (long) TRS | 5.85 mm | 604.43 k contracts | 0.40 | Equity derivative | N/A | USA |
FANNIE MAE REMICS FNR 2021-27 EI | 5.62 mm | 25.56 mm principal | 0.38 | Debt | Long | USA |
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNR 2018-21 PI | 5.39 mm | 26.43 mm principal | 0.37 | Debt | Long | USA |
American Greetings Corp | 5.19 mm | 5.23 mm principal | 0.35 | Debt | Long | USA |
FREDDIE MAC REMICS FHR 5038 HI | 5.18 mm | 25.98 mm principal | 0.35 | Debt | Long | USA |
FANNIE MAE REMICS FNR 2021-87 GI | 5.16 mm | 28.95 mm principal | 0.35 | Debt | Long | USA |
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNR 2021-78 IC | 5.15 mm | 29.90 mm principal | 0.35 | Debt | Long | USA |
UBS COLLATERAL BALANCE FS FUNDS | 5.07 mm | 5.07 mm principal | 0.34 | Short-term investment vehicle | Long | USA |
FANNIE MAE INTEREST STRIP FNS 431 C35 | 4.81 mm | 69.38 mm principal | 0.33 | Debt | Long | USA |
RRX Regal Rexnord Corp | 4.76 mm | 4.70 mm principal | 0.32 | Debt | Long | USA |
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNR 2020-148 IP | 4.70 mm | 22.93 mm principal | 0.32 | Debt | Long | USA |
DEUTSCHE BANK COLLATERAL BALANCE FS FUNDS | 4.70 mm | 4.70 mm principal | 0.32 | Short-term investment vehicle | Long | USA |
FREDDIE MAC REMICS FHR 5134 BI | 4.69 mm | 22.10 mm principal | 0.32 | Debt | Long | USA |
FANNIE MAE REMICS FNR 2022-90 CI | 4.64 mm | 23.67 mm principal | 0.31 | Debt | Long | USA |
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNR 2023-5 SC | 4.43 mm | 79.67 mm principal | 0.30 | Debt | Long | USA |
FREDDIE MAC REMICS FHR 5019 MI | 4.31 mm | 22.86 mm principal | 0.29 | Debt | Long | USA |
FREDDIE MAC REMICS FHR 5296 ST | 4.29 mm | 50.49 mm principal | 0.29 | Debt | Long | USA |
BFH Bread Financial Holdings Inc | 4.24 mm | 4.09 mm principal | 0.29 | Debt | Long | USA |
FREDDIE MAC STRIPS FHS 406 S43 | 4.20 mm | 48.67 mm principal | 0.28 | Debt | Long | USA |
FORD MOTOR CREDIT CO LLC 5.125000% 06/16/2025 | 4.16 mm | 4.22 mm principal | 0.28 | Debt | Long | USA |
FREDDIE MAC REMICS FHR 5148 EI | 4.14 mm | 26.02 mm principal | 0.28 | Debt | Long | USA |
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNR 2021-216 IC | 4.12 mm | 31.29 mm principal | 0.28 | Debt | Long | USA |
JP MORGAN COLLATERAL BALANCE FS FUNDS | 4.11 mm | 4.11 mm principal | 0.28 | Short-term investment vehicle | Long | USA |
CITGO PETROLEUM CORP 144A 7.000000% 06/15/2025 | 4.07 mm | 4.07 mm principal | 0.28 | Debt | Long | USA |
FREDDIE MAC REMICS FHR 5112 KI | 3.91 mm | 21.45 mm principal | 0.26 | Debt | Long | USA |
FANNIE MAE REMICS FNR 2021-91 NI | 3.86 mm | 22.04 mm principal | 0.26 | Debt | Long | USA |
FANNIE MAE REMICS FNR 2020-77 HI | 3.77 mm | 18.88 mm principal | 0.26 | Debt | Long | USA |
ORCL Oracle Corp. | 3.77 mm | 3.77 mm principal | 0.26 | Debt | Long | USA |
LADDER CAPITAL FINANCE HOLDINGS LLLP / LADDER CAPI 5.250000% 10/01/2025 | 3.76 mm | 3.82 mm principal | 0.26 | Debt | Long | USA |
SVC Service Properties Trust | 3.68 mm | 3.64 mm principal | 0.25 | Debt | Long | USA |
BRUNDAGE-BONE CONCRETE PUMPING HOLDINGS INC 144A 6.000000% 02/01/2026 | 3.63 mm | 3.64 mm principal | 0.25 | Debt | Long | USA |
FREDDIE MAC REMICS FHR 4998 KI | 3.58 mm | 17.87 mm principal | 0.24 | Debt | Long | USA |
FREDDIE MAC REMICS FHR 4986 IO | 3.57 mm | 17.16 mm principal | 0.24 | Debt | Long | USA |
GETTY IMAGES INC 144A 9.750000% 03/01/2027 | 3.55 mm | 3.53 mm principal | 0.24 | Debt | Long | USA |
HCA INC 5.375000% 09/01/2026 | 3.52 mm | 3.51 mm principal | 0.24 | Debt | Long | USA |
DELL INTERNATIONAL LLC / EMC CORP 4.900000% 10/01/2026 | 3.51 mm | 3.51 mm principal | 0.24 | Debt | Long | USA |
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNR 2020-61 IO | 3.51 mm | 18.30 mm principal | 0.24 | Debt | Long | USA |
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNR 2020-4 IO | 3.45 mm | 18.03 mm principal | 0.23 | Debt | Long | USA |
FREDDIE MAC REMICS FHR 5250 SA | 3.44 mm | 46.28 mm principal | 0.23 | Debt | Long | USA |
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNR 2023-128 S | 3.44 mm | 53.87 mm principal | 0.23 | Debt | Long | USA |
BFH Bread Financial Holdings Inc | 3.41 mm | 3.43 mm principal | 0.23 | Debt | Long | USA |
TRANSDIGM INC 144A 6.250000% 03/15/2026 | 3.37 mm | 3.38 mm principal | 0.23 | Debt | Long | USA |
GE HEALTHCARE TECHNOLOGIES INC 5.650000% 11/15/2027 | 3.34 mm | 3.22 mm principal | 0.23 | Debt | Long | USA |
FANNIE MAE REMICS FNR 2022-74 US | 3.29 mm | 70.04 mm principal | 0.22 | Debt | Long | USA |
FREDDIE MAC REMICS FHR 4980 KI | 3.28 mm | 15.30 mm principal | 0.22 | Debt | Long | USA |
T-MOBILE USA INC 4.950000% 03/15/2028 | 3.27 mm | 3.22 mm principal | 0.22 | Debt | Long | USA |
FREDDIE MAC REMICS FHR 5104 GI | 3.24 mm | 18.38 mm principal | 0.22 | Debt | Long | USA |
HPQ HP Inc | 3.23 mm | 3.23 mm principal | 0.22 | Debt | Long | USA |
FANNIE MAE REMICS FNR 2022-16 QI | 3.17 mm | 28.97 mm principal | 0.21 | Debt | Long | USA |
FREDDIE MAC REMICS FHR 5015 BI | 3.16 mm | 16.75 mm principal | 0.21 | Debt | Long | USA |
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNR 2022-34 IT | 3.10 mm | 16.57 mm principal | 0.21 | Debt | Long | USA |
ILLUMINATE BUYER LLC / ILLUMINATE HOLDINGS IV INC 9.000000% 07/01/2028 | 3.06 mm | 3.20 mm principal | 0.21 | Debt | Long | USA |
FANNIE MAE REMICS FNR 2020-76 MI | 3.02 mm | 12.88 mm principal | 0.20 | Debt | Long | USA |
RITM Rithm Capital Corporation | 2.99 mm | 3.03 mm principal | 0.20 | Debt | Long | USA |
FREDDIE MAC REMICS FHR 4989 EI | 2.98 mm | 15.34 mm principal | 0.20 | Debt | Long | USA |
BNP COLLATERAL BALANCE FS FUNDS | 2.97 mm | 2.97 mm principal | 0.20 | Short-term investment vehicle | Long | USA |
MOHEGAN TRIBAL GAMING AUTHORITY 144A 8.000000% 02/01/2026 | 2.97 mm | 3.14 mm principal | 0.20 | Debt | Long | USA |
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNR 2022-148 SJ | 2.93 mm | 42.40 mm principal | 0.20 | Debt | Long | USA |
FANNIE MAE REMICS FNR 2021-4 IV | 2.91 mm | 13.79 mm principal | 0.20 | Debt | Long | USA |
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNR 2023-82 US | 2.90 mm | 50.84 mm principal | 0.20 | Debt | Long | USA |
MPT OPERATING PARTNERSHIP LP / MPT FINANCE CORP 5.250000% 08/01/2026 | 2.87 mm | 3.21 mm principal | 0.19 | Debt | Long | USA |
FREDDIE MAC STRIPS FHS 357 IO | 2.83 mm | 14.23 mm principal | 0.19 | Debt | Long | USA |
FI Fiserv, Inc. | 2.78 mm | 2.70 mm principal | 0.19 | Debt | Long | USA |
FREDDIE MAC REMICS FHR 5152 YI | 2.74 mm | 13.90 mm principal | 0.19 | Debt | Long | USA |
FREDDIE MAC REMICS FHR 5182 IO | 2.72 mm | 13.81 mm principal | 0.18 | Debt | Long | USA |
FREDDIE MAC STRIPS FHS 356 S5 | 2.71 mm | 22.58 mm principal | 0.18 | Debt | Long | USA |
BANK OF AMERICA COLLATERAL BALANCE FS FUNDS | 2.69 mm | 2.69 mm principal | 0.18 | Short-term investment vehicle | Long | USA |
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNR 2017-179 TI | 2.63 mm | 12.71 mm principal | 0.18 | Debt | Long | USA |
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNR 2022-188 IE | 2.59 mm | 14.83 mm principal | 0.18 | Debt | Long | USA |
HERBALIFE LTD 2.625000% 03/15/2024 | 2.53 mm | 2.57 mm principal | 0.17 | Debt | Long | USA |
BANK OF AMERICA COLLATERAL BALANCE FS FUNDS | 2.52 mm | 2.52 mm principal | 0.17 | Short-term investment vehicle | Long | USA |
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNR 2022-193 SA | 2.50 mm | 90.12 mm principal | 0.17 | Debt | Long | USA |
MAXIM CRANE WORKS HOLDINGS CAPITAL LLC 144A 11.500000% 09/01/2028 | 2.42 mm | 2.34 mm principal | 0.16 | Debt | Long | USA |
SERVICE PROPERTIES TRUST 5.250000% 02/15/2026 | 2.41 mm | 2.48 mm principal | 0.16 | Debt | Long | USA |
RAPTOR ACQUISITION CORP / RAPTOR CO-ISSUER LLC 144 4.875000% 11/01/2026 | 2.39 mm | 2.51 mm principal | 0.16 | Debt | Long | USA |
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNR 2021-158 JI | 2.39 mm | 11.00 mm principal | 0.16 | Debt | Long | USA |
FANNIE MAE REMICS FNR 2018-73 SC | 2.34 mm | 21.55 mm principal | 0.16 | Debt | Long | USA |
CVS CVS Health Corp | 2.31 mm | 2.35 mm principal | 0.16 | Debt | Long | USA |
FREDDIE MAC REMICS FHR 5270 IB | 2.28 mm | 11.63 mm principal | 0.15 | Debt | Long | USA |
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNR 2020-53 QI | 2.28 mm | 12.12 mm principal | 0.15 | Debt | Long | USA |
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNR 2021-139 WI | 2.24 mm | 14.69 mm principal | 0.15 | Debt | Long | USA |
FANNIE MAE REMICS FNR 2021-62 DI | 2.20 mm | 10.17 mm principal | 0.15 | Debt | Long | USA |
FANNIE MAE REMICS FNR 2020-41 IP | 2.17 mm | 12.83 mm principal | 0.15 | Debt | Long | USA |
FANNIE MAE REMICS FNR 2022-74 SA | 2.16 mm | 58.48 mm principal | 0.15 | Debt | Long | USA |
CLEAR CHANNEL INTERNATIONAL BV 144A 6.625000% 08/01/2025 | 2.16 mm | 2.15 mm principal | 0.15 | Debt | Long | UK |
SPECIALTY BUILDING PRODUCTS HOLDINGS LLC / SBP FIN 6.375000% 09/30/2026 | 2.15 mm | 2.19 mm principal | 0.15 | Debt | Long | USA |
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNR 2018-89 LS | 2.12 mm | 18.33 mm principal | 0.14 | Debt | Long | USA |
BOXER PARENT CO INC 144A 9.125000% 03/01/2026 | 2.08 mm | 2.09 mm principal | 0.14 | Debt | Long | USA |
FREDDIE MAC REMICS FHR 4927 IO | 2.08 mm | 9.27 mm principal | 0.14 | Debt | Long | USA |
ALTICE FRANCE HOLDING SA 144A 10.500000% 05/15/2027 | 2.04 mm | 3.15 mm principal | 0.14 | Debt | Long | Luxembourg |
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNR 2019-133 EI | 2.03 mm | 9.93 mm principal | 0.14 | Debt | Long | USA |
FREDDIE MAC REMICS FHR 5052 KI | 2.02 mm | 10.07 mm principal | 0.14 | Debt | Long | USA |
EXETER AUTOMOBILE RECEIVABLES TRUST 2023-4 EART 2023-4A E | 2.01 mm | 1.96 mm principal | 0.14 | ABS-mortgage backed security | Long | USA |
OLYMPUS WATER US HOLDING CORP 144A 7.125000% 10/01/2027 | 2.00 mm | 2.00 mm principal | 0.14 | Debt | Long | USA |
FREDDIE MAC REMICS FHR 5163 NI | 2.00 mm | 9.42 mm principal | 0.14 | Debt | Long | USA |
FANNIE MAE REMICS FNR 2021-62 HI | 1.99 mm | 13.98 mm principal | 0.13 | Debt | Long | USA |
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNR 2022-23 WI | 1.98 mm | 10.07 mm principal | 0.13 | Debt | Long | USA |
ANCHORAGE CAPITAL CLO 2013-1 LTD ANCHC 2013-1A DR | 1.96 mm | 1.98 mm principal | 0.13 | ABS-collateralized bond/debt obligation | Long | Cayman Islands |
FS RIALTO FSRIA 2021-FL2 D | 1.96 mm | 2.08 mm principal | 0.13 | ABS-collateralized bond/debt obligation | Long | USA |
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNR 2022-212 SA | 1.95 mm | 43.70 mm principal | 0.13 | Debt | Long | USA |
FREDDIE MAC REMICS FHR 4973 IK | 1.93 mm | 9.70 mm principal | 0.13 | Debt | Long | USA |
MACQUARIE COLLATERAL BALANCE FS FUNDS | 1.91 mm | 1.91 mm principal | 0.13 | Short-term investment vehicle | Long | USA |
FREEDOM MORTGAGE CORP 144A 12.000000% 10/01/2028 | 1.90 mm | 1.74 mm principal | 0.13 | Debt | Long | USA |
STWD Starwood Property Trust Inc | 1.80 mm | 1.84 mm principal | 0.12 | Debt | Long | USA |
FREDDIE MAC REMICS FHR 5003 LI | 1.79 mm | 17.22 mm principal | 0.12 | Debt | Long | USA |
FREDDIE MAC REMICS FHR 5252 SP | 1.79 mm | 32.89 mm principal | 0.12 | Debt | Long | USA |
AMERITEX HOLDCO INTERMEDIATE LLC 144A 10.250000% 10/15/2028 | 1.75 mm | 1.70 mm principal | 0.12 | Debt | Long | USA |
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNR 2016-77 SC | 1.74 mm | 14.53 mm principal | 0.12 | Debt | Long | USA |
NOMURA COLLATERAL BALANCE FS FUNDS | 1.74 mm | 1.74 mm principal | 0.12 | Short-term investment vehicle | Long | USA |
JP MORGAN COLLATERAL BALANCE FS FUNDS | 1.71 mm | 1.71 mm principal | 0.12 | Short-term investment vehicle | Long | USA |
VISTAJET MALTA FINANCE PLC / VISTA MANAGEMENT HOLD 7.875000% 05/01/2027 | 1.71 mm | 1.98 mm principal | 0.12 | Debt | Long | Switzerland |
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNR 2022-153 SG | 1.71 mm | 42.95 mm principal | 0.12 | Debt | Long | USA |
COMM 2017-COR2 MORTGAGE TRUST COMM 2017-COR2 B | 1.70 mm | 1.96 mm principal | 0.12 | ABS-mortgage backed security | Long | USA |
FANNIE MAE REMICS FNR 2023-19 SB | 1.70 mm | 22.25 mm principal | 0.12 | Debt | Long | USA |
CPS AUTO RECEIVABLES TRUST 2023-D CPS 2023-D E | 1.70 mm | 1.63 mm principal | 0.11 | ABS-mortgage backed security | Long | USA |
UPSTART SECURITIZATION TRUST 2023-3 UPST 2023-3 B | 1.69 mm | 1.72 mm principal | 0.11 | ABS-mortgage backed security | Long | USA |
ASHFORD HOSPITALITY TRUST 2018-ASHF AHT1 2018-ASHF D | 1.68 mm | 1.76 mm principal | 0.11 | ABS-mortgage backed security | Long | USA |
VSTRONG AUTO RECEIVABLES TRUST 2023-A VSTRG 2023-A D | 1.68 mm | 1.63 mm principal | 0.11 | ABS-mortgage backed security | Long | USA |
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNR 2023-101 SA | 1.66 mm | 26.76 mm principal | 0.11 | Debt | Long | USA |
OCTAGON INVESTMENT PARTNERS 49 LTD OCT49 2020-5A E | 1.63 mm | 1.75 mm principal | 0.11 | ABS-collateralized bond/debt obligation | Long | Cayman Islands |
FREDDIE MAC REMICS FHR 5154 GI | 1.63 mm | 25.40 mm principal | 0.11 | Debt | Long | USA |
GAM RE-REMIC TRUST 2022-FRR3 GAM 2022-FRR3 CK71 | 1.62 mm | 2.14 mm principal | 0.11 | ABS-mortgage backed security | Long | USA |
ENT AUTO RECEIVABLES TRUST 2023-1 ENT 2023-1A D | 1.60 mm | 1.56 mm principal | 0.11 | ABS-mortgage backed security | Long | USA |
ONEMAIN FINANCIAL ISSUANCE TRUST 2023-2 OMFIT 2023-2A D | 1.60 mm | 1.56 mm principal | 0.11 | ABS-mortgage backed security | Long | USA |
BX TRUST 2021-ARIA BX 2021-ARIA G | 1.59 mm | 1.70 mm principal | 0.11 | ABS-mortgage backed security | Long | USA |
TRIVIUM PACKAGING FINANCE BV 144A 5.500000% 08/15/2026 | 1.58 mm | 1.61 mm principal | 0.11 | Debt | Long | Netherlands |
BX TRUST 2018-GW MZ BX 2018-GWMZ MC | 1.56 mm | 1.58 mm principal | 0.11 | ABS-mortgage backed security | Long | USA |
ENVA Enova International Inc. | 1.56 mm | 1.51 mm principal | 0.11 | Debt | Long | USA |
MARLETTE FUNDING TRUST 2023-3 MFT 2023-3A D | 1.56 mm | 1.52 mm principal | 0.11 | ABS-mortgage backed security | Long | USA |
BRAVO RESIDENTIAL FUNDING TRUST 2023-NQM5 BRAVO 2023-NQM5 M1 | 1.55 mm | 1.55 mm principal | 0.11 | ABS-mortgage backed security | Long | USA |
GOODLEAP SUSTAINABLE HOME SOLUTIONS TRUST 2023-3 GOOD 2023-3C B | 1.55 mm | 1.57 mm principal | 0.10 | ABS-mortgage backed security | Long | USA |
WELLS FARGO COMMERCIAL MORTGAGE TRUST 2016-C35 WFCM 2016-C35 C | 1.54 mm | 1.91 mm principal | 0.10 | ABS-mortgage backed security | Long | USA |
MARLETTE FUNDING TRUST 2023-2 MFT 2023-2A D | 1.53 mm | 1.50 mm principal | 0.10 | ABS-mortgage backed security | Long | USA |
FREDDIE MAC MULTIFAMILY STRUCTURED CREDIT RISK MSCR 2021-MN3 M2 | 1.53 mm | 1.65 mm principal | 0.10 | Debt | Long | USA |
EMPOWER CLO 2023-2 LTD EMPWR 2023-2A E | 1.53 mm | 1.53 mm principal | 0.10 | ABS-collateralized bond/debt obligation | Long | Cayman Islands |
THPT 2023-THL MORTGAGE TRUST THPT 2023-THL E | 1.53 mm | 1.50 mm principal | 0.10 | ABS-mortgage backed security | Long | USA |
REACH ABS TRUST 2023-1 REACH 2023-1A C | 1.53 mm | 1.50 mm principal | 0.10 | ABS-mortgage backed security | Long | USA |
CORE 2019-CORE MORTGAGE TRUST BCORE 2019-CORE E | 1.53 mm | 1.60 mm principal | 0.10 | ABS-mortgage backed security | Long | USA |
VMC FINANCE 2021-HT1 LLC VMC 2021-HT1 B | 1.52 mm | 1.60 mm principal | 0.10 | ABS-collateralized bond/debt obligation | Long | USA |
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNR 2022-213 TS | 1.52 mm | 22.02 mm principal | 0.10 | Debt | Long | USA |
COMM 2015-PC1 MORTGAGE TRUST COMM 2015-PC1 C | 1.52 mm | 1.71 mm principal | 0.10 | ABS-mortgage backed security | Long | USA |
VISIO 2023-2 M1 | 1.52 mm | 1.50 mm principal | 0.10 | ABS-mortgage backed security | Long | USA |
ARBOR REALTY COMMERCIAL REAL ESTATE NOTES 2022-FL1 ARCLO 2022-FL1 D | 1.51 mm | 1.58 mm principal | 0.10 | ABS-collateralized bond/debt obligation | Long | Cayman Islands |
ARBOR REALTY COMMERCIAL REAL ESTATE NOTES 2021-FL1 ARCLO 2021-FL1 D | 1.51 mm | 1.57 mm principal | 0.10 | ABS-collateralized bond/debt obligation | Long | Cayman Islands |
GENERATE CLO 3 LTD GNRT 3A ER | 1.49 mm | 1.50 mm principal | 0.10 | ABS-collateralized bond/debt obligation | Long | Cayman Islands |
NWHM New Home Co Inc. | 1.45 mm | 1.55 mm principal | 0.10 | Debt | Long | USA |
US ACUTE CARE SOLUTIONS LLC 144A 6.375000% 03/01/2026 | 1.44 mm | 1.73 mm principal | 0.10 | Debt | Long | USA |
MADISON PARK FUNDING XIII LTD MDPK 2014-13A DR2 | 1.44 mm | 1.46 mm principal | 0.10 | ABS-collateralized bond/debt obligation | Long | Cayman Islands |
FREDDIE MAC MULTIFAMILY STRUCTURED CREDIT RISK MSCR 2021-MN1 M2 | 1.43 mm | 1.50 mm principal | 0.10 | Debt | Long | USA |
LCM XV LP LCM 15A DR | 1.43 mm | 1.48 mm principal | 0.10 | ABS-collateralized bond/debt obligation | Long | Cayman Islands |
CITIGROUP COMMERCIAL MORTGAGE TRUST 2015-P1 CGCMT 2015-P1 B | 1.40 mm | 1.50 mm principal | 0.10 | ABS-mortgage backed security | Long | USA |
VISIO 2023-1 TRUST VISIO 2023-1 B1 | 1.40 mm | 1.45 mm principal | 0.10 | ABS-mortgage backed security | Long | USA |
BANK 2018-BNK15 BANK 2018-BN15 B | 1.40 mm | 1.57 mm principal | 0.09 | ABS-mortgage backed security | Long | USA |
BANK5 2023-5YR3 BANK5 2023-5YR3 XA | 1.40 mm | 43.50 mm principal | 0.09 | Debt | Long | USA |
CITIGROUP COMMERCIAL MORTGAGE TRUST 2013-375P CGCMT 2013-375P B | 1.38 mm | 1.50 mm principal | 0.09 | ABS-mortgage backed security | Long | USA |
BRAVO RESIDENTIAL FUNDING TRUST 2023-NQM3 BRAVO 2023-NQM3 M1 | 1.38 mm | 1.57 mm principal | 0.09 | ABS-mortgage backed security | Long | USA |
TKC HOLDINGS INC 144A 6.875000% 05/15/2028 | 1.37 mm | 1.48 mm principal | 0.09 | Debt | Long | USA |
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNR 2018-91 SJ | 1.35 mm | 11.92 mm principal | 0.09 | Debt | Long | USA |
BANK OF AMERICA COLLATERAL BALANCE FS FUNDS | 1.34 mm | 1.34 mm principal | 0.09 | Short-term investment vehicle | Long | USA |
COLT 2023-2 MORTGAGE LOAN TRUST COLT 2023-2 M1 | 1.32 mm | 1.31 mm principal | 0.09 | ABS-mortgage backed security | Long | USA |
LD HOLDINGS GROUP LLC 144A 6.500000% 11/01/2025 | 1.32 mm | 1.42 mm principal | 0.09 | Debt | Long | USA |
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNR 2021-215 SB | 1.31 mm | 17.53 mm principal | 0.09 | Debt | Long | USA |
GS MORTGAGE SECURITIES CORP TRUST 2017-SLP GSMS 2017-SLP G | 1.31 mm | 1.50 mm principal | 0.09 | ABS-mortgage backed security | Long | USA |
OPEN Opendoor Technologies Inc | 1.30 mm | 1.71 mm principal | 0.09 | Debt | Long | USA |
TWO Two Harbors Investment Corp | 1.29 mm | 1.40 mm principal | 0.09 | Debt | Long | USA |
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNR 2018-100 S | 1.28 mm | 11.15 mm principal | 0.09 | Debt | Long | USA |
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNR 2018-91 SH | 1.25 mm | 11.15 mm principal | 0.08 | Debt | Long | USA |
CCO Clear Channel Outdoor Holdings Inc. | 1.25 mm | 1.31 mm principal | 0.08 | Debt | Long | USA |
J.P. MORGAN CHASE COMMERCIAL MORTGAGE SECURITIES T JPMCC 2018-ASH8 E | 1.25 mm | 1.31 mm principal | 0.08 | ABS-mortgage backed security | Long | USA |
STWD Starwood Property Trust Inc | 1.24 mm | 1.31 mm principal | 0.08 | Debt | Long | USA |
OAKTREE CLO 2022-1 LTD OAKCL 2022-1A E | 1.23 mm | 1.25 mm principal | 0.08 | ABS-collateralized bond/debt obligation | Long | Cayman Islands |
MADISON PARK FUNDING LI LTD MDPK 2021-51A E | 1.23 mm | 1.25 mm principal | 0.08 | ABS-collateralized bond/debt obligation | Long | Cayman Islands |
HEARTLAND DENTAL LLC / HEARTLAND DENTAL FINANCE CO 8.500000% 05/01/2026 | 1.22 mm | 1.24 mm principal | 0.08 | Debt | Long | USA |
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNR 2011-70 WI | 1.22 mm | 18.02 mm principal | 0.08 | Debt | Long | USA |
OAKTREE CLO 2019-2 LTD OAKCL 2019-2A C | 1.21 mm | 1.25 mm principal | 0.08 | ABS-collateralized bond/debt obligation | Long | Cayman Islands |
NATIXIS COMMERCIAL MORTGAGE SECURITIES TRUST NCMS 2022-RRI E | 1.19 mm | 1.20 mm principal | 0.08 | ABS-mortgage backed security | Long | USA |
BXMT 2020-FL3 LTD BXMT 2020-FL3 A | 1.18 mm | 1.23 mm principal | 0.08 | ABS-collateralized bond/debt obligation | Long | Cayman Islands |
GATES GLOBAL LLC / GATES CORP 144A 6.250000% 01/15/2026 | 1.18 mm | 1.19 mm principal | 0.08 | Debt | Long | USA |
GEO Geo Group, Inc. | 1.18 mm | 1.25 mm principal | 0.08 | Debt | Long | USA |
RWT Redwood Trust Inc. | 1.18 mm | 1.28 mm principal | 0.08 | Debt | Long | USA |
EXETER AUTOMOBILE RECEIVABLES TRUST 2023-3 EART 2023-3A E | 1.17 mm | 1.13 mm principal | 0.08 | ABS-mortgage backed security | Long | USA |
FANNIE MAE REMICS FNR 2019-49 IC | 1.17 mm | 10.25 mm principal | 0.08 | Debt | Long | USA |