Fund profile
Fund manager
Total assets
$316.57 mm
Liabilities
$50.46 mm
Net assets
$266.11 mm
Number of holdings
644.00
Top 200 of 644 Holdings
Security | $Holding | Balance | % of Fund | Category | Position | Country |
---|---|---|---|---|---|---|
FNMA TBA 30 YR 6 SINGLE FAMILY MORTGAGE | 14.23 mm | 14.10 mm principal | 5.35 | ABS-mortgage backed security | Long | USA |
PIMCO SHORT ASSET PORTFOLIO MUTUAL FUND | 10.50 mm | 1.08 mm principal | 3.95 | Short-term investment vehicle | Long | USA |
PARIBAS REPO | 10.10 mm | 10.10 mm principal | 3.80 | Repurchase agreement | Long | USA |
TSY INFL IX N/B 07/24 0.125 | 8.06 mm | 8.05 mm principal | 3.03 | Debt | Long | USA |
FNMA POOL CB4820 FN 10/52 FIXED 4.5 | 7.15 mm | 7.50 mm principal | 2.69 | ABS-mortgage backed security | Long | USA |
JAPAN TREASURY DISC BILL BILLS 06/24 0.00000 | 5.28 mm | 800.00 mm principal | 1.99 | Debt | Long | Japan |
FNMA POOL MA5192 FN 11/53 FIXED 6.5 | 5.11 mm | 5.00 mm principal | 1.92 | ABS-mortgage backed security | Long | USA |
FNMA TBA 30 YR 5.5 SINGLE FAMILY MORTGAGE | 5.08 mm | 5.10 mm principal | 1.91 | ABS-mortgage backed security | Long | USA |
ELLINGTON FINANCIAL MORTGAGE T EFMT 2022 4 A1 144A | 4.97 mm | 4.97 mm principal | 1.87 | ABS-mortgage backed security | Long | USA |
ATRIUM HOTEL PORTFOLIO TRUST AHPT 2017 ATRM B 144A | 4.78 mm | 5.00 mm principal | 1.80 | ABS-mortgage backed security | Long | USA |
US TREASURY N/B 01/28 0.75 | 4.55 mm | 5.20 mm principal | 1.71 | Debt | Long | USA |
FNMA TBA 30 YR 5 SINGLE FAMILY MORTGAGE | 4.39 mm | 4.50 mm principal | 1.65 | ABS-mortgage backed security | Long | USA |
FNMA TBA 30 YR 5 SINGLE FAMILY MORTGAGE | 4.39 mm | 4.50 mm principal | 1.65 | ABS-mortgage backed security | Long | USA |
MFRA TRUST MFRA 2023 NQM1 A1 144A | 4.33 mm | 4.38 mm principal | 1.63 | ABS-mortgage backed security | Long | USA |
TSY INFL IX N/B 01/25 0.25 | 4.22 mm | 4.30 mm principal | 1.59 | Debt | Long | USA |
FNMA POOL MA5217 FN 12/53 FIXED 6.5 | 4.04 mm | 3.95 mm principal | 1.52 | ABS-mortgage backed security | Long | USA |
TSY INFL IX N/B 10/24 0.125 | 3.94 mm | 3.97 mm principal | 1.48 | Debt | Long | USA |
JP MORGAN CHASE COMMERCIAL MOR JPMCC 2021 410T A 144A | 3.01 mm | 3.56 mm principal | 1.13 | ABS-mortgage backed security | Long | USA |
BX TRUST BX 2022 AHP A 144A | 2.97 mm | 3.00 mm principal | 1.12 | ABS-mortgage backed security | Long | USA |
BLACK DIAMOND CLO BLACK 2017 2A A1 144A | 2.96 mm | 2.75 mm principal | 1.11 | ABS-collateralized bond/debt obligation | Long | Ireland |
GS MORTGAGE SECURITIES TRUST GSMS 2022 GTWY A 144A | 2.82 mm | 2.80 mm principal | 1.06 | ABS-mortgage backed security | Long | USA |
COLONY MORTGAGE CAPITAL LTD CLNY 2019 IKPR B 144A | 2.81 mm | 2.90 mm principal | 1.06 | ABS-mortgage backed security | Long | USA |
EURO GALAXY CLO BV EGLXY 2016 5A ARRR 144A | 2.69 mm | 2.50 mm principal | 1.01 | ABS-collateralized bond/debt obligation | Long | Ireland |
CBAM CLO MANAGEMENT CBAM 2018 5A A 144A | 2.44 mm | 2.44 mm principal | 0.92 | ABS-collateralized bond/debt obligation | Long | Cayman Islands |
TSY INFL IX N/B 07/33 1.375 | 2.44 mm | 2.54 mm principal | 0.92 | Debt | Long | USA |
CONTEGO CLO DAC CONTE 8A AR 144A | 2.40 mm | 2.23 mm principal | 0.90 | ABS-collateralized bond/debt obligation | Long | Ireland |
JAPAN TREASURY DISC BILL BILLS 04/24 0.00000 | 2.38 mm | 360.00 mm principal | 0.89 | Debt | Long | Japan |
SLM STUDENT LOAN TRUST SLMA 2010 C A5 144A | 2.27 mm | 2.11 mm principal | 0.85 | ABS-other | Long | USA |
NEW ORLEANS HOTEL TRUST NOHT 2019 HNLA A 144A | 2.25 mm | 2.30 mm principal | 0.84 | ABS-mortgage backed security | Long | USA |
STARWOOD COMMERCIAL MORTGAGE T STWD 2022 FL3 A 144A | 2.19 mm | 2.23 mm principal | 0.82 | ABS-collateralized bond/debt obligation | Long | Cayman Islands |
MADISON PARK FUNDING LTD MDPK 2019 34A AR 144A | 2.15 mm | 2.15 mm principal | 0.81 | ABS-collateralized bond/debt obligation | Long | Cayman Islands |
MORGAN STANLEY SR UNSECURED 01/27 VAR | 2.09 mm | 2.10 mm principal | 0.79 | Debt | Long | USA |
ST PAULS CLO SPAUL 8A AN 144A | 2.05 mm | 1.91 mm principal | 0.77 | ABS-collateralized bond/debt obligation | Long | Ireland |
ONSLOW BAY FINANCIAL LLC OBX 2023 NQM1 A1 144A | 2.03 mm | 2.03 mm principal | 0.76 | ABS-mortgage backed security | Long | USA |
NAVIENT STUDENT LOAN TRUST NAVSL 2015 BA A3 144A | 1.96 mm | 1.95 mm principal | 0.74 | ABS-other | Long | USA |
FNMA POOL BY6760 FN 07/53 FIXED 5.5 | 1.96 mm | 1.96 mm principal | 0.74 | ABS-mortgage backed security | Long | USA |
CITIBANK NA SR UNSECURED 12/26 5.488 | 1.92 mm | 1.90 mm principal | 0.72 | Debt | Long | USA |
RFR USD SOFR/3.00000 06/21/23-10Y CME | 1.89 mm | 1.00 contracts | 0.71 | Interest rate derivative | N/A | USA |
FNMA POOL BY0191 FN 05/53 FIXED 5 | 1.87 mm | 1.92 mm principal | 0.70 | ABS-mortgage backed security | Long | USA |
SANTANDER DRIVE AUTO RECEIVABL SDART 2023 4 A2 | 1.80 mm | 1.80 mm principal | 0.68 | ABS-other | Long | USA |
TPG REAL ESTATE FINANCE TRTX 2022 FL5 A 144A | 1.79 mm | 1.80 mm principal | 0.67 | ABS-collateralized bond/debt obligation | Long | Cayman Islands |
REGATTA FUNDING REG11 2018 1A A 144A | 1.76 mm | 1.76 mm principal | 0.66 | ABS-collateralized bond/debt obligation | Long | Cayman Islands |
BANKERS HEALTHCARE GROUP SECUR BHG 2022 C B 144A | 1.69 mm | 1.70 mm principal | 0.63 | ABS-other | Long | USA |
DRYDEN SENIOR LOAN FUND DRSLF 2017 53A B 144A | 1.61 mm | 1.60 mm principal | 0.60 | ABS-collateralized bond/debt obligation | Long | Cayman Islands |
SMB PRIVATE EDUCATION LOAN TRU SMB 2021 A A2A1 144A | 1.55 mm | 1.56 mm principal | 0.58 | ABS-other | Long | USA |
FED HM LN PC POOL SD8361 FR 09/53 FIXED 5 | 1.54 mm | 1.58 mm principal | 0.58 | ABS-mortgage backed security | Long | USA |
TOWD POINT MORTGAGE TRUST TPMT 2019 1 A1 144A | 1.53 mm | 1.60 mm principal | 0.57 | ABS-mortgage backed security | Long | USA |
MADISON AVENUE TRUST MAD 2017 330M B 144A | 1.41 mm | 1.60 mm principal | 0.53 | ABS-mortgage backed security | Long | USA |
MASTER CREDIT CARD TRUST MCCT 2023 2A A 144A | 1.41 mm | 1.40 mm principal | 0.53 | ABS-mortgage backed security | Long | Canada |
BANK OF NOVA SCOTIA | 1.40 mm | 1.90 mm principal | 0.52 | Debt | Long | Canada |
EXETER AUTOMOBILE RECEIVABLES EART 2023 4A A2 | 1.40 mm | 1.39 mm principal | 0.52 | ABS-other | Long | USA |
JP MORGAN CHASE COMMERCIAL MOR JPMCC 2018 WPT AFX 144A | 1.39 mm | 1.50 mm principal | 0.52 | ABS-mortgage backed security | Long | USA |
HERTZ VEHICLE FINANCING LLC HERTZ 2021 1A A 144A | 1.37 mm | 1.40 mm principal | 0.51 | ABS-other | Long | USA |
VISIO TRUST VISIO 2023 2 A1 144A | 1.36 mm | 1.35 mm principal | 0.51 | ABS-mortgage backed security | Long | USA |
CITIGROUP MORTGAGE LOAN TRUST CMLTI 2022 A A1 144A | 1.33 mm | 1.33 mm principal | 0.50 | ABS-mortgage backed security | Long | USA |
BANK OF AMERICA CREDIT CARD TR BACCT 2023 A2 A2 | 1.30 mm | 1.30 mm principal | 0.49 | ABS-mortgage backed security | Long | USA |
FNMA POOL BX3269 FN 02/53 FIXED 4.5 | 1.28 mm | 1.34 mm principal | 0.48 | ABS-mortgage backed security | Long | USA |
TSY INFL IX N/B 07/32 0.625 | 1.25 mm | 1.38 mm principal | 0.47 | Debt | Long | USA |
SMB PRIVATE EDUCATION LOAN TRU SMB 2021 A APT1 144A | 1.24 mm | 1.41 mm principal | 0.47 | ABS-other | Long | USA |
FNMA POOL BX9985 FN 04/53 FIXED 5 | 1.22 mm | 1.25 mm principal | 0.46 | ABS-mortgage backed security | Long | USA |
AMERICAN HONDA FINANCE SR UNSECURED 02/25 VAR | 1.20 mm | 1.20 mm principal | 0.45 | Debt | Long | USA |
HONDA AUTO RECEIVABLES OWNER T HAROT 2023 3 A2 | 1.20 mm | 1.20 mm principal | 0.45 | ABS-other | Long | USA |
SBNA AUTO LEASE TRUST SBALT 2024 A A3 144A | 1.20 mm | 1.20 mm principal | 0.45 | ABS-other | Long | USA |
CHASE ISSUANCE TRUST CHAIT 2024 A2 A | 1.20 mm | 1.20 mm principal | 0.45 | ABS-mortgage backed security | Long | USA |
LETRA TESOURO NACIONAL BILLS 07/24 0.00000 | 1.17 mm | 6.00 mm principal | 0.44 | Debt | Long | Brazil |
NELNET STUDENT LOAN TRUST NSLT 2021 CA AFL 144A | 1.16 mm | 1.16 mm principal | 0.43 | ABS-other | Long | USA |
US TREASURY N/B 11/27 0.625 | 1.14 mm | 1.30 mm principal | 0.43 | Debt | Long | USA |
TOWD POINT MORTGAGE TRUST TPMT 2022 4 A1 144A | 1.13 mm | 1.22 mm principal | 0.43 | ABS-mortgage backed security | Long | USA |
ALLY AUTO RECEIVABLES TRUST ALLYA 2024 1 A1 | 1.10 mm | 1.10 mm principal | 0.41 | ABS-other | Long | USA |
GLS AUTO RECEIVABLES TRUST GCAR 2024 1A A2 144A | 1.10 mm | 1.10 mm principal | 0.41 | ABS-other | Long | USA |
DT AUTO OWNER TRUST DTAOT 2023 3A A 144A | 1.09 mm | 1.09 mm principal | 0.41 | ABS-other | Long | USA |
PRKCM TRUST PRKCM 2023 AFC3 A1 144A | 1.09 mm | 1.08 mm principal | 0.41 | ABS-mortgage backed security | Long | USA |
BCS Barclays plc | 1.03 mm | 1.00 mm principal | 0.39 | Debt | Long | UK |
SMB PRIVATE EDUCATION LOAN TRU SMB 2017 B B 144A | 1.03 mm | 1.10 mm principal | 0.39 | ABS-other | Long | USA |
GLS AUTO SELECT RECEIVABLES TR GSAR 2023 1A A2 144A | 1.02 mm | 1.01 mm principal | 0.38 | ABS-other | Long | USA |
GOLDMAN SACHS GROUP INC SR UNSECURED 08/26 VAR | 1.00 mm | 1.00 mm principal | 0.38 | Debt | Long | USA |
TOYOTA MOTOR CREDIT CORP SR UNSECURED 08/24 VAR | 1.00 mm | 1.00 mm principal | 0.38 | Debt | Long | USA |
ARES CLO LTD ARES 2015 2A AR3 144A | 1.00 mm | 1.00 mm principal | 0.38 | ABS-collateralized bond/debt obligation | Long | Cayman Islands |
DIAMETER CAPITAL CLO DCLO 2024 6A A1 144A | 1.00 mm | 1.00 mm principal | 0.38 | ABS-collateralized bond/debt obligation | Long | Cayman Islands |
CARLYLE GLOBAL MARKET STRATEGI CGMS 2018 2A A1R 144A | 1.00 mm | 1.00 mm principal | 0.38 | ABS-collateralized bond/debt obligation | Long | Cayman Islands |
OCTAGON INVESTMENT PARTNERS 39 OCT39 2018 3A AR 144A | 999.75 k | 1.00 mm principal | 0.38 | ABS-collateralized bond/debt obligation | Long | Cayman Islands |
AMERICAN EXPRESS CREDIT ACCOUN AMXCA 2023 1 A | 998.54 k | 1.00 mm principal | 0.38 | ABS-mortgage backed security | Long | USA |
BANK OF AMERICA CREDIT CARD TR BACCT 2023 A1 A1 | 996.02 k | 1.00 mm principal | 0.37 | ABS-mortgage backed security | Long | USA |
REALKREDIT DANMARK COVERED REGS 04/25 1 | 989.76 k | 7.00 mm principal | 0.37 | Debt | Long | Denmark |
THEOREM FUNDING TRUST THRM 2022 3A A 144A | 983.27 k | 975.29 k principal | 0.37 | ABS-other | Long | USA |
FNMA POOL CB5774 FN 02/53 FIXED 5.5 | 980.99 k | 985.27 k principal | 0.37 | ABS-mortgage backed security | Long | USA |
JP MORGAN MORTGAGE TRUST JPMMT 2023 DSC1 A1 144A | 976.79 k | 1.02 mm principal | 0.37 | ABS-mortgage backed security | Long | USA |
SMB PRIVATE EDUCATION LOAN TRU SMB 2020 PTB A2B 144A | 975.71 k | 978.49 k principal | 0.37 | ABS-other | Long | USA |
FED HM LN PC POOL SD8331 FR 06/53 FIXED 5.5 | 963.69 k | 968.20 k principal | 0.36 | ABS-mortgage backed security | Long | USA |
ALBACORE EURO CLO ALBAC 1A AR 144A | 961.62 k | 900.00 k principal | 0.36 | ABS-collateralized bond/debt obligation | Long | Ireland |
FED HM LN PC POOL SD8329 FR 06/53 FIXED 5 | 927.96 k | 950.79 k principal | 0.35 | ABS-mortgage backed security | Long | USA |
WELLS FARGO COMMERCIAL MORTGAG WFCM 2020 SDAL B 144A | 925.77 k | 930.00 k principal | 0.35 | ABS-mortgage backed security | Long | USA |
NAVIENT STUDENT LOAN TRUST NAVSL 2017 A SUB 144A | 908.16 k | 940.13 k principal | 0.34 | ABS-other | Long | USA |
CAPITAL FOUR US CLO C4US 2022 1A AR 144A | 906.80 k | 900.00 k principal | 0.34 | ABS-collateralized bond/debt obligation | Long | Jersey |
RFR USD SOFR/2.75000 06/21/23-30Y CME | 902.90 k | 1.00 contracts | 0.34 | Interest rate derivative | N/A | USA |
JP MORGAN CHASE COMMERCIAL MOR JPMCC 2018 ASH8 A 144A | 895.25 k | 898.75 k principal | 0.34 | ABS-mortgage backed security | Long | USA |
BX TRUST BX 2022 FOX2 A2 144A | 886.99 k | 898.58 k principal | 0.33 | ABS-mortgage backed security | Long | USA |
FNMA POOL BY0945 FN 05/53 FIXED 5 | 884.54 k | 906.27 k principal | 0.33 | ABS-mortgage backed security | Long | USA |
RFR USD SOFR/3.25000 06/21/23-5Y CME | 881.46 k | 1.00 contracts | 0.33 | Interest rate derivative | N/A | USA |
CDX IG42 5Y ICE | 875.63 k | 1.00 contracts | 0.33 | Credit derivative | N/A | USA |
BANK OF AMERICA AUTO TRUST BAAT 2023 1A A2 144A | 868.55 k | 867.62 k principal | 0.33 | ABS-other | Long | USA |
NYKREDIT REALKREDIT AS COVERED REGS 04/25 1 | 862.36 k | 6.10 mm principal | 0.32 | Debt | Long | Denmark |
WESTLAKE AUTOMOBILE RECEIVABLE WLAKE 2023 3A A2B 144A | 852.30 k | 850.98 k principal | 0.32 | ABS-other | Long | USA |
WESTLAKE AUTOMOBILE RECEIVABLE WLAKE 2023 3A A2A 144A | 851.76 k | 850.98 k principal | 0.32 | ABS-other | Long | USA |
JP MORGAN MORTGAGE TRUST JPMMT 2023 DSC2 A1 144A | 832.58 k | 847.23 k principal | 0.31 | ABS-mortgage backed security | Long | USA |
TOYOTA AUTO RECEIVABLES OWNER TAOT 2023 C A2A | 825.21 k | 825.09 k principal | 0.31 | ABS-other | Long | USA |
MARLETTE FUNDING TRUST MFT 2023 1A A 144A | 808.06 k | 807.92 k principal | 0.30 | ABS-other | Long | USA |
HYUNDAI CAPITAL AMERICA SR UNSECURED 144A 08/25 VAR | 804.65 k | 800.00 k principal | 0.30 | Debt | Long | USA |
TOWD POINT MORTGAGE TRUST TPMT 2018 3 A1 144A | 802.89 k | 833.34 k principal | 0.30 | ABS-mortgage backed security | Long | USA |
JACKSON NATL LIFE GLOBAL SECURED 144A 06/24 VAR | 801.52 k | 800.00 k principal | 0.30 | Debt | Long | USA |
DRIVE AUTO RECEIVABLES TRUST DRIVE 2024 1 A2 | 800.65 k | 800.00 k principal | 0.30 | ABS-other | Long | USA |
GM FINANCIAL SECURITIZED TERM GMCAR 2024 1 A2A | 798.31 k | 800.00 k principal | 0.30 | ABS-other | Long | USA |
NDDUEAFE TRS EQUITY FEDL01+2.5 MYI
MORGAN STANLEY & CO. INTERNATIONAL PLC
|
792.37 k | 1.00 contracts | 0.30 | Equity derivative | N/A | USA |
GS Goldman Sachs Group, Inc. | 765.44 k | 800.00 k principal | 0.29 | Debt | Long | USA |
RFR USD SOFR/3.00000 06/21/23-7Y CME | 735.04 k | 1.00 contracts | 0.28 | Interest rate derivative | N/A | USA |
NYKREDIT REALKREDIT AS COVERED REGS 10/52 1.5 | 730.41 k | 6.26 mm principal | 0.27 | Debt | Long | Denmark |
JP MORGAN CHASE COMMERCIAL MOR JPMCC 2018 WPT AFL 144A | 728.35 k | 763.06 k principal | 0.27 | ABS-mortgage backed security | Long | USA |
MASTR ASSET BACKED SECURITIES MABS 2007 WMC1 A2 | 724.61 k | 2.50 mm principal | 0.27 | ABS-mortgage backed security | Long | USA |
BANK OF AMERICA NA SR UNSECURED 08/25 VAR | 703.77 k | 700.00 k principal | 0.26 | Debt | Long | USA |
SBNA AUTO LEASE TRUST SBALT 2024 A A2 144A | 699.28 k | 700.00 k principal | 0.26 | ABS-other | Long | USA |
TSY INFL IX N/B 04/25 0.125 | 698.61 k | 716.29 k principal | 0.26 | Debt | Long | USA |
US TREASURY N/B 09/27 0.375 | 697.89 k | 800.00 k principal | 0.26 | Debt | Long | USA |
GM FINANCIAL AUTOMOBILE LEASIN GMALT 2023 3 A2A | 693.35 k | 693.20 k principal | 0.26 | ABS-other | Long | USA |
SANTANDER DRIVE AUTO RECEIVABL SDART 2023 3 A2 | 692.82 k | 691.94 k principal | 0.26 | ABS-other | Long | USA |
CITIGROUP MORTGAGE LOAN TRUST CMLTI 2007 AMC2 A3B | 686.85 k | 958.47 k principal | 0.26 | ABS-mortgage backed security | Long | USA |
ASHFORD HOSPITALITY TRUST AHT1 2018 ASHF A 144A | 674.34 k | 679.96 k principal | 0.25 | ABS-mortgage backed security | Long | USA |
CITIZENS AUTO RECEIVABLES TRUS CITZN 2023 1 A2A 144A | 670.71 k | 669.36 k principal | 0.25 | ABS-other | Long | USA |
SMB PRIVATE EDUCATION LOAN TRU SMB 2023 A A1A 144A | 659.68 k | 659.85 k principal | 0.25 | ABS-other | Long | USA |
PALMER SQUARE EUROPEAN LOAN FU PSTET 2024 1A A 144A | 647.23 k | 600.00 k principal | 0.24 | ABS-collateralized bond/debt obligation | Long | Ireland |
CORDATUS CLO PLC CORDA 24A A 144A | 645.19 k | 598.04 k principal | 0.24 | ABS-collateralized bond/debt obligation | Long | Ireland |
FED HM LN PC POOL QH0361 FR 09/53 FIXED 5 | 633.51 k | 649.21 k principal | 0.24 | ABS-mortgage backed security | Long | USA |
FIFTH THIRD AUTO TRUST FITAT 2023 1 A2A | 632.34 k | 631.77 k principal | 0.24 | ABS-other | Long | USA |
FREMONT HOME LOAN TRUST FHLT 2006 B 2A3 | 610.89 k | 1.90 mm principal | 0.23 | ABS-mortgage backed security | Long | USA |
GLS AUTO SELECT RECEIVABLES TR GSAR 2023 1A A3 144A | 606.93 k | 600.00 k principal | 0.23 | ABS-other | Long | USA |
CHASE MORTGAGE FINANCE CORPORA CHASE 2023 RPL3 A1 144A | 599.45 k | 680.31 k principal | 0.23 | ABS-mortgage backed security | Long | USA |
MARLETTE FUNDING TRUST MFT 2022 3A B 144A | 598.99 k | 600.00 k principal | 0.23 | ABS-other | Long | USA |
AERCAP IRELAND CAP/GLOBA COMPANY GUAR 08/24 2.875 | 593.17 k | 600.00 k principal | 0.22 | Debt | Long | Ireland |
MASTR ASSET BACKED SECURITIES MABS 2007 HE1 A3 | 589.56 k | 617.90 k principal | 0.22 | ABS-mortgage backed security | Long | USA |
UNH Unitedhealth Group Inc | 559.01 k | 1.13 k shares | 0.21 | Common equity | Long | USA |
CDX IG41 5Y ICE | 546.59 k | 1.00 contracts | 0.21 | Credit derivative | N/A | USA |
FED HM LN PC POOL QF3956 FR 12/52 FIXED 4.5 | 544.37 k | 571.47 k principal | 0.20 | ABS-mortgage backed security | Long | USA |
RADMFXNT TRS EQUITY FEDL01+9 BPS
BNP PARIBAS
|
539.03 k | 1.00 contracts | 0.20 | Equity derivative | N/A | USA |
CITIZENS AUTO RECEIVABLES TRUS CITZN 2023 1 A2B 144A | 521.83 k | 520.61 k principal | 0.20 | ABS-other | Long | USA |
MORGAN STANLEY CAPITAL INC MSAC 2007 HE1 A1 | 521.06 k | 805.42 k principal | 0.20 | ABS-mortgage backed security | Long | USA |
GLS AUTO RECEIVABLES TRUST GCAR 2023 3A A2 144A | 519.51 k | 518.55 k principal | 0.20 | ABS-other | Long | USA |
RFR USD SOFR/3.50000 12/20/23-7Y CME | 514.59 k | 1.00 contracts | 0.19 | Interest rate derivative | N/A | USA |
SMB PRIVATE EDUCATION LOAN TRU SMB 2022 C A1B 144A | 506.53 k | 500.99 k principal | 0.19 | ABS-other | Long | USA |
WELLS FARGO BANK NA SR UNSECURED 08/25 VAR | 502.41 k | 500.00 k principal | 0.19 | Debt | Long | USA |
RFR USD SOFR/3.75000 06/21/23-2Y CME | 501.33 k | 1.00 contracts | 0.19 | Interest rate derivative | N/A | USA |
HYUNDAI AUTO RECEIVABLES TRUST HART 2024 A A3 | 500.36 k | 500.00 k principal | 0.19 | ABS-other | Long | USA |
HYUNDAI AUTO RECEIVABLES TRUST HART 2024 A A2A | 499.71 k | 500.00 k principal | 0.19 | ABS-other | Long | USA |
DAIMLER TRUCK FINAN NA COMPANY GUAR 144A 01/25 5.2 | 498.33 k | 500.00 k principal | 0.19 | Debt | Long | USA |
FED HM LN PC POOL RJ0049 FR 10/53 FIXED 5 | 481.29 k | 493.21 k principal | 0.18 | ABS-mortgage backed security | Long | USA |
GOLDMAN SACHS GROUP INC SR UNSECURED 11/26 3.5 | 479.84 k | 500.00 k principal | 0.18 | Debt | Long | USA |
MSFT Microsoft Corporation | 475.41 k | 1.13 k shares | 0.18 | Common equity | Long | USA |
GS Goldman Sachs Group, Inc. | 471.99 k | 1.13 k shares | 0.18 | Common equity | Long | USA |
DLLAA LLC DLLAA 2023 1A A2 144A | 463.65 k | 462.67 k principal | 0.17 | ABS-other | Long | USA |
TRICOLOR AUTO SECURITIZATION T TAST 2024 1A A 144A | 460.74 k | 460.15 k principal | 0.17 | ABS-other | Long | USA |
SOUNDVIEW HOME EQUITY LOAN TRU SVHE 2007 OPT5 1A1 | 451.20 k | 577.69 k principal | 0.17 | ABS-mortgage backed security | Long | USA |
FOURSIGHT CAPITAL AUTOMOBILE R FCRT 2023 2 A2 144A | 445.95 k | 444.34 k principal | 0.17 | ABS-other | Long | USA |
FANNIE MAE FNR 2011 35 PE | 441.97 k | 463.62 k principal | 0.17 | ABS-mortgage backed security | Long | USA |
NELNET STUDENT LOAN TRUST NSLT 2018 3A A2 144A | 439.12 k | 439.73 k principal | 0.17 | ABS-other | Long | USA |
HD Home Depot, Inc. | 433.47 k | 1.13 k shares | 0.16 | Common equity | Long | USA |
CAT Caterpillar Inc. | 414.07 k | 1.13 k shares | 0.16 | Common equity | Long | USA |
CITIGROUP MORTGAGE LOAN TRUST CMLTI 2007 AMC1 A1 144A | 412.78 k | 752.51 k principal | 0.16 | ABS-mortgage backed security | Long | USA |
GS Goldman Sachs Group, Inc. | 409.44 k | 400.00 k principal | 0.15 | Debt | Long | USA |
CREDIT SUISSE NEW YORK SR UNSECURED 01/25 7.95 | 406.72 k | 400.00 k principal | 0.15 | Debt | Long | Switzerland |
SOUTHERN CAL EDISON 1ST MORTGAGE 06/29 5.15 | 401.78 k | 400.00 k principal | 0.15 | Debt | Long | USA |
FORD MOTOR CREDIT CO LLC SR UNSECURED 03/27 5.8 | 401.65 k | 400.00 k principal | 0.15 | Debt | Long | USA |
JP MORGAN CHASE BANK NA SR UNSECURED 12/26 5.11 | 401.25 k | 400.00 k principal | 0.15 | Debt | Long | USA |
BANKERS HEALTHCARE GROUP SECUR BHG 2022 C A 144A | 400.61 k | 401.90 k principal | 0.15 | ABS-other | Long | USA |
GM FINANCIAL SECURITIZED TERM GMCAR 2024 1 A3 | 399.18 k | 400.00 k principal | 0.15 | ABS-other | Long | USA |
ALIMENTATION COUCHE TARD INC | 399.08 k | 400.00 k principal | 0.15 | Debt | Long | Canada |
ALIMENTATION COUCHE TARD INC 04/24 ZCP | 398.83 k | 400.00 k principal | 0.15 | Debt | Long | Canada |
JPMORGAN CHASE + CO SR UNSECURED 01/27 VAR | 390.61 k | 400.00 k principal | 0.15 | Debt | Long | USA |
MEXICAN UDIBONOS BONDS 11/31 2.75 | 382.94 k | 7.39 mm principal | 0.14 | Debt | Long | Mexico |
WELLS FARGO + COMPANY SR UNSECURED 06/27 VAR | 382.04 k | 400.00 k principal | 0.14 | Debt | Long | USA |
WASHINGTON ST CONVENTION CENTE WASFAC 07/40 FIXED 6.79 | 381.53 k | 350.00 k principal | 0.14 | Debt | Long | USA |
UBS COMMERCIAL MORTGAGE TRUST UBSCM 2018 NYCH A 144A | 367.13 k | 368.61 k principal | 0.14 | ABS-mortgage backed security | Long | USA |
CRM Salesforce Inc | 340.33 k | 1.13 k shares | 0.13 | Common equity | Long | USA |
AMGN AMGEN Inc. | 321.28 k | 1.13 k shares | 0.12 | Common equity | Long | USA |
MCD McDonald`s Corp | 318.60 k | 1.13 k shares | 0.12 | Common equity | Long | USA |
V Visa Inc - Ordinary Shares | 315.36 k | 1.13 k shares | 0.12 | Common equity | Long | USA |
BANK OF AMERICA CORP SR UNSECURED 04/26 VAR | 302.35 k | 300.00 k principal | 0.11 | Debt | Long | USA |
CARVANA AUTO RECEIVABLES TRUST CRVNA 2023 P5 A3 144A | 302.05 k | 300.00 k principal | 0.11 | ABS-other | Long | USA |
KEURIG DR PEPPER | 299.09 k | 300.00 k principal | 0.11 | Debt | Long | USA |
MORGAN STANLEY CAPITAL INC MSAC 2007 NC2 A1 144A | 296.09 k | 333.99 k principal | 0.11 | ABS-mortgage backed security | Long | USA |
HILTON USA TRUST HILT 2018 ORL B 144A | 289.89 k | 290.00 k principal | 0.11 | ABS-mortgage backed security | Long | USA |
MARLETTE FUNDING TRUST MFT 2022 3A A 144A | 289.63 k | 290.07 k principal | 0.11 | ABS-other | Long | USA |
JPM JPMorgan Chase & Co. | 288.99 k | 300.00 k principal | 0.11 | Debt | Long | USA |
FED HM LN PC POOL SD8299 FR 02/53 FIXED 5 | 287.38 k | 294.40 k principal | 0.11 | ABS-mortgage backed security | Long | USA |
NELNET STUDENT LOAN TRUST NSLT 2023 AA AFX 144A | 286.94 k | 285.45 k principal | 0.11 | ABS-other | Long | USA |
PRP ADVISORS, LLC PRPM 2022 1 A1 144A | 286.78 k | 294.46 k principal | 0.11 | ABS-mortgage backed security | Long | USA |
ERAUSST TRS EQUITY FEDL01+10 ULO
UBS AG
|
286.09 k | 1.00 contracts | 0.11 | Equity derivative | N/A | USA |
NELNET STUDENT LOAN TRUST NSLT 2023 AA AFL 144A | 286.03 k | 285.45 k principal | 0.11 | ABS-other | Long | USA |
JPMORGAN CHASE + CO SR UNSECURED 04/27 VAR | 278.19 k | 300.00 k principal | 0.10 | Debt | Long | USA |
RESIDENTIAL ACCREDIT LOANS, IN RALI 2006 QA8 A1 | 276.14 k | 291.32 k principal | 0.10 | ABS-mortgage backed security | Long | USA |
US TREASURY N/B 10/27 0.5 | 262.04 k | 300.00 k principal | 0.10 | Debt | Long | USA |
TRV Travelers Companies Inc. | 260.06 k | 1.13 k shares | 0.10 | Common equity | Long | USA |
AXP American Express Co. | 257.29 k | 1.13 k shares | 0.10 | Common equity | Long | USA |