Fund profile
Tickers
GMODX, GMOHX, GMOLX, GAAAX
Fund manager
Total assets
$1.42 bn
Liabilities
$106.37 mm
Net assets
$1.32 bn
Number of holdings
344.00
Top 200 of 344 Holdings
Security | $Holding | Balance | % of Fund | Category | Position | Country |
---|---|---|---|---|---|---|
REPO DAIWA | 230.04 mm | 230.04 mm principal | 17.49 | Repurchase agreement | Long | USA |
United States Treasury Floating Rate Note | 47.00 mm | 47.00 mm principal | 3.57 | Debt | Long | USA |
Uniform Mortgage-Backed Security, TBA | 41.03 mm | 41.64 mm principal | 3.12 | ABS-mortgage backed security | Long | USA |
Uniform Mortgage-Backed Security, TBA | 37.78 mm | 37.68 mm principal | 2.87 | ABS-mortgage backed security | Long | USA |
State Street Institutional Treasury Money Market Fund | 18.49 mm | 18.49 mm shares | 1.41 | Short-term investment vehicle | Long | USA |
SLM Private Credit Student Loan Trust 2006-A | 17.60 mm | 18.29 mm principal | 1.34 | ABS-other | Long | USA |
Benchmark 2019-B15 Mortgage Trust | 15.91 mm | 19.00 mm principal | 1.21 | ABS-mortgage backed security | Long | USA |
National Collegiate Student Loan Trust 2007-1 | 15.55 mm | 16.58 mm principal | 1.18 | ABS-other | Long | USA |
SLM Private Credit Student Loan Trust 2007-A | 15.06 mm | 15.50 mm principal | 1.15 | ABS-other | Long | USA |
Benchmark 2019-B12 Mortgage Trust | 14.86 mm | 17.00 mm principal | 1.13 | ABS-mortgage backed security | Long | USA |
COMM 2018-COR3 Mortgage Trust | 13.97 mm | 15.27 mm principal | 1.06 | ABS-mortgage backed security | Long | USA |
SMRT 2022-MINI | 13.20 mm | 13.55 mm principal | 1.00 | ABS-mortgage backed security | Long | USA |
OZLM XVIII Ltd | 12.74 mm | 12.76 mm principal | 0.97 | ABS-collateralized bond/debt obligation | Long | Cayman Islands |
Man GLG US CLO | 12.14 mm | 12.25 mm principal | 0.92 | ABS-collateralized bond/debt obligation | Long | Cayman Islands |
SLM Student Loan Trust 2008-4 | 11.26 mm | 11.27 mm principal | 0.86 | ABS-other | Long | USA |
BBCMS 2018-TALL Mortgage Trust | 10.97 mm | 11.86 mm principal | 0.83 | ABS-mortgage backed security | Long | USA |
Nissan Auto Receivables 2023-B Owner Trust | 10.95 mm | 10.80 mm principal | 0.83 | ABS-other | Long | USA |
GMO US Treasury Fund
|
10.92 mm | 2.18 mm shares | 0.83 | Common equity | Long | USA |
SLM Private Credit Student Loan Trust 2005-B | 10.85 mm | 11.20 mm principal | 0.82 | ABS-other | Long | USA |
Benchmark 2022-B32 Mortgage Trust | 10.85 mm | 13.88 mm principal | 0.82 | ABS-mortgage backed security | Long | USA |
United States Treasury Floating Rate Note | 10.29 mm | 10.30 mm principal | 0.78 | Debt | Long | USA |
FirstKey Homes 2021-SFR3 Trust | 10.24 mm | 11.44 mm principal | 0.78 | ABS-other | Long | USA |
WaMu Commercial Mortgage Securities Trust 2007-SL3 | 9.97 mm | 11.59 mm principal | 0.76 | ABS-mortgage backed security | Long | USA |
Ocean Trails CLO 8 | 9.93 mm | 10.00 mm principal | 0.76 | ABS-collateralized bond/debt obligation | Long | Cayman Islands |
Bravo Mortgage Asset Trust | 9.87 mm | 11.56 mm principal | 0.75 | ABS-other | Long | USA |
Zais Clo 18 Ltd | 9.86 mm | 10.00 mm principal | 0.75 | ABS-collateralized bond/debt obligation | Long | Cayman Islands |
OFSI BSL VIII Ltd | 9.73 mm | 9.80 mm principal | 0.74 | ABS-collateralized bond/debt obligation | Long | Cayman Islands |
Hayfin US XII Ltd | 9.48 mm | 9.51 mm principal | 0.72 | ABS-collateralized bond/debt obligation | Long | Cayman Islands |
SLM Private Credit Student Loan Trust 2004-B | 8.88 mm | 9.09 mm principal | 0.67 | ABS-other | Long | USA |
Venture XXIV CLO Ltd | 8.85 mm | 9.00 mm principal | 0.67 | ABS-collateralized bond/debt obligation | Long | Cayman Islands |
MKT 2020-525M Mortgage Trust | 8.75 mm | 12.00 mm principal | 0.67 | ABS-mortgage backed security | Long | USA |
Citigroup Commercial Mortgage Trust 2014-GC23 | 8.61 mm | 9.35 mm principal | 0.65 | ABS-mortgage backed security | Long | USA |
Lehman Brothers Small Balance Commercial Mortgage Trust 2007-3 | 8.56 mm | 8.84 mm principal | 0.65 | ABS-mortgage backed security | Long | USA |
SLM Private Credit Student Loan Trust 2006-B | 8.36 mm | 8.70 mm principal | 0.64 | ABS-other | Long | USA |
Steele Creek CLO 2016-1 Ltd | 8.29 mm | 8.35 mm principal | 0.63 | ABS-collateralized bond/debt obligation | Long | Cayman Islands |
Towd Point Asset Trust 2018-SL1 | 8.15 mm | 8.30 mm principal | 0.62 | ABS-other | Long | USA |
KeyCorp Student Loan Trust 2005-A | 7.76 mm | 8.39 mm principal | 0.59 | ABS-other | Long | USA |
SLM Student Loan Trust 2007-7 | 7.75 mm | 7.98 mm principal | 0.59 | ABS-other | Long | USA |
BBCMS 2018-CHRS Mortgage Trust | 7.53 mm | 11.04 mm principal | 0.57 | ABS-mortgage backed security | Long | USA |
Federal Home Loan Banks | 7.50 mm | 7.50 mm principal | 0.57 | Debt | Long | USA |
National Collegiate Student Loan Trust 2006-1 | 7.45 mm | 7.90 mm principal | 0.57 | ABS-other | Long | USA |
UBS Commercial Mortgage Trust 2018-C12 | 7.33 mm | 7.93 mm principal | 0.56 | ABS-mortgage backed security | Long | USA |
BX Trust 2019-OC11 | 7.30 mm | 9.00 mm principal | 0.55 | ABS-mortgage backed security | Long | USA |
Bayview Commercial Asset Trust 2006-SP2 | 7.25 mm | 7.91 mm principal | 0.55 | ABS-mortgage backed security | Long | USA |
Washington Mutual Mortgage Pass-Through Certificates WMALT Series 2007-5 Trust | 7.23 mm | 8.43 mm principal | 0.55 | ABS-mortgage backed security | Long | USA |
Whitehorse XII Ltd | 7.23 mm | 7.25 mm principal | 0.55 | ABS-collateralized bond/debt obligation | Long | Cayman Islands |
Benchmark 2018-B8 Mortgage Trust | 7.14 mm | 7.76 mm principal | 0.54 | ABS-mortgage backed security | Long | USA |
Zais Clo 15 Ltd | 7.13 mm | 7.20 mm principal | 0.54 | ABS-collateralized bond/debt obligation | Long | Cayman Islands |
Taubman Centers Commercial Mortgage Trust 2022-DPM | 7.06 mm | 7.13 mm principal | 0.54 | ABS-mortgage backed security | Long | USA |
Towd Point Mortgage Trust 2017-5 | 6.93 mm | 6.97 mm principal | 0.53 | ABS-mortgage backed security | Long | USA |
GSR Mortgage Loan Trust 2007-OA2 | 6.87 mm | 11.69 mm principal | 0.52 | ABS-mortgage backed security | Long | USA |
BX Trust 2019-OC11 | 6.85 mm | 8.00 mm principal | 0.52 | ABS-mortgage backed security | Long | USA |
GM Financial Consumer Automobile Receivables Trust 2023-4 | 6.83 mm | 6.75 mm principal | 0.52 | ABS-other | Long | USA |
Benchmark 2019-B10 Mortgage Trust | 6.71 mm | 7.40 mm principal | 0.51 | ABS-mortgage backed security | Long | USA |
BX Commercial Mortgage Trust 2020-VIV4 | 6.60 mm | 8.00 mm principal | 0.50 | ABS-mortgage backed security | Long | USA |
SLM Private Credit Student Loan Trust 2005-A | 6.51 mm | 6.71 mm principal | 0.50 | ABS-other | Long | USA |
MHC Trust 2021-MHC2 | 6.46 mm | 6.58 mm principal | 0.49 | ABS-mortgage backed security | Long | USA |
BX Commercial Mortgage Trust 2020-VIVA | 6.37 mm | 8.00 mm principal | 0.48 | ABS-mortgage backed security | Long | USA |
BX Commercial Mortgage Trust 2021-ACNT | 6.28 mm | 6.40 mm principal | 0.48 | ABS-mortgage backed security | Long | USA |
BX Commercial Mortgage Trust 2021-VINO | 6.00 mm | 6.11 mm principal | 0.46 | ABS-mortgage backed security | Long | USA |
SLC Student Loan Trust 2008-2 | 5.89 mm | 5.98 mm principal | 0.45 | ABS-other | Long | USA |
Northwoods Capital XVII Ltd | 5.87 mm | 5.87 mm principal | 0.45 | ABS-collateralized bond/debt obligation | Long | Cayman Islands |
HarborView Mortgage Loan Trust 2007-4 | 5.82 mm | 6.42 mm principal | 0.44 | ABS-mortgage backed security | Long | USA |
Venture 34 CLO Ltd | 5.79 mm | 5.83 mm principal | 0.44 | ABS-collateralized bond/debt obligation | Long | Cayman Islands |
IndyMac INDX Mortgage Loan Trust 2006-AR2 | 5.69 mm | 7.11 mm principal | 0.43 | ABS-mortgage backed security | Long | USA |
CSMC 2022-NQM1 | 5.58 mm | 6.66 mm principal | 0.42 | ABS-mortgage backed security | Long | USA |
BMW Vehicle Owner Trust 2023-A | 5.52 mm | 5.50 mm principal | 0.42 | ABS-other | Long | USA |
SLM Student Loan Trust 2008-5 | 5.52 mm | 5.53 mm principal | 0.42 | ABS-other | Long | USA |
AMSR 2020-SFR5 Trust | 5.50 mm | 6.00 mm principal | 0.42 | ABS-other | Long | USA |
Benchmark 2019-B11 Mortgage Trust | 5.49 mm | 6.24 mm principal | 0.42 | ABS-mortgage backed security | Long | USA |
ELP Commercial Mortgage Trust 2021-ELP | 5.44 mm | 5.56 mm principal | 0.41 | ABS-mortgage backed security | Long | USA |
Conseco Finance Securitizations Corp | 5.34 mm | 5.60 mm principal | 0.41 | ABS-other | Long | USA |
Conseco Finance Securitizations Corp | 5.28 mm | 5.62 mm principal | 0.40 | ABS-other | Long | USA |
Oakwood Mortgage Investors Inc | 5.24 mm | 5.48 mm principal | 0.40 | ABS-other | Long | USA |
National Collegiate Student Loan Trust 2007-2 | 5.18 mm | 5.57 mm principal | 0.39 | ABS-other | Long | USA |
Wellfleet CLO 2017-2A Ltd | 5.17 mm | 5.18 mm principal | 0.39 | ABS-collateralized bond/debt obligation | Long | Cayman Islands |
Conseco Finance Securitizations Corp | 5.10 mm | 5.28 mm principal | 0.39 | ABS-other | Long | USA |
BAMLL Commercial Mortgage Securities Trust 2019-BPR | 5.03 mm | 5.60 mm principal | 0.38 | ABS-mortgage backed security | Long | USA |
Bank of America Auto Trust 2023-2 | 5.03 mm | 5.00 mm principal | 0.38 | ABS-other | Long | USA |
Tricon American Homes 2020-SFR2 Trust | 5.03 mm | 5.89 mm principal | 0.38 | ABS-other | Long | USA |
Bank of America Auto Trust 2023-1 | 5.00 mm | 5.00 mm principal | 0.38 | ABS-other | Long | USA |
Telos CLO 2014-5 Ltd | 4.96 mm | 4.97 mm principal | 0.38 | ABS-collateralized bond/debt obligation | Long | Cayman Islands |
SWAP/CDSWAP/CDS: (ITRAXX.XO.38 35-100%) | 4.92 mm | 25.92 mm other units | 0.37 | Credit derivative | N/A | XX |
Venture 32 CLO Ltd | 4.92 mm | 4.96 mm principal | 0.37 | ABS-collateralized bond/debt obligation | Long | Cayman Islands |
Crestline Denali CLO XVI Ltd | 4.90 mm | 4.91 mm principal | 0.37 | ABS-collateralized bond/debt obligation | Long | Cayman Islands |
Bear Stearns Mortgage Funding Trust 2006-AR1 | 4.88 mm | 5.65 mm principal | 0.37 | ABS-mortgage backed security | Long | USA |
Verus Securitization Trust 2022-5 | 4.87 mm | 5.37 mm principal | 0.37 | ABS-mortgage backed security | Long | USA |
UBS Commercial Mortgage Trust 2018-C9 | 4.83 mm | 5.27 mm principal | 0.37 | ABS-mortgage backed security | Long | USA |
GS Mortgage Securities Corp II | 4.79 mm | 5.00 mm principal | 0.36 | ABS-mortgage backed security | Long | USA |
Velocity Commercial Capital Loan Trust 2021-4 | 4.68 mm | 5.89 mm principal | 0.36 | ABS-mortgage backed security | Long | USA |
KeyCorp Student Loan Trust 2004-A | 4.68 mm | 5.06 mm principal | 0.36 | ABS-other | Long | USA |
Fort Washington CLO 2021-2 LTD | 4.54 mm | 4.55 mm principal | 0.35 | ABS-collateralized bond/debt obligation | Long | Cayman Islands |
WaMu Commercial Mortgage Securities Trust 2006-SL1 | 4.51 mm | 4.55 mm principal | 0.34 | ABS-mortgage backed security | Long | USA |
ILPT Commercial Mortgage Trust 2022-LPFX | 4.49 mm | 5.50 mm principal | 0.34 | ABS-mortgage backed security | Long | USA |
Zais CLO 8 Ltd | 4.46 mm | 4.47 mm principal | 0.34 | ABS-collateralized bond/debt obligation | Long | Cayman Islands |
Verus Securitization Trust 2021-8 | 4.41 mm | 5.27 mm principal | 0.34 | ABS-mortgage backed security | Long | USA |
Tricon American Homes 2019-SFR1 Trust | 4.38 mm | 4.70 mm principal | 0.33 | ABS-other | Long | USA |
Bayview Commercial Asset Trust 2007-2 | 4.35 mm | 4.87 mm principal | 0.33 | ABS-mortgage backed security | Long | USA |
Telos CLO 2014-5 Ltd | 4.30 mm | 4.34 mm principal | 0.33 | ABS-collateralized bond/debt obligation | Long | Cayman Islands |
GM Financial Consumer Automobile Receivables Trust 2023-3 | 4.27 mm | 4.25 mm principal | 0.32 | ABS-other | Long | USA |
Fannie Mae REMICS | 4.22 mm | 5.14 mm principal | 0.32 | ABS-mortgage backed security | Long | USA |
Residential Asset Securitization Trust 2006-A7CB | 4.20 mm | 15.29 mm principal | 0.32 | ABS-mortgage backed security | Long | USA |
Citigroup Commercial Mortgage Trust 2014-GC23 | 4.20 mm | 4.45 mm principal | 0.32 | ABS-mortgage backed security | Long | USA |
WFRBS Commercial Mortgage Trust 2014-C21 | 4.20 mm | 4.67 mm principal | 0.32 | ABS-mortgage backed security | Long | USA |
BX Trust 2019-OC11 | 4.18 mm | 4.90 mm principal | 0.32 | ABS-mortgage backed security | Long | USA |
Benchmark 2019-B14 Mortgage Trust | 4.05 mm | 4.69 mm principal | 0.31 | ABS-mortgage backed security | Long | USA |
Crown City CLO III | 4.04 mm | 4.08 mm principal | 0.31 | ABS-collateralized bond/debt obligation | Long | Cayman Islands |
AccessLex Institute | 3.99 mm | 4.43 mm principal | 0.30 | ABS-other | Long | USA |
Oakwood Mortgage Investors Inc | 3.97 mm | 7.06 mm principal | 0.30 | ABS-other | Long | USA |
Mountain View CLO 2013-1 Ltd | 3.96 mm | 4.00 mm principal | 0.30 | ABS-collateralized bond/debt obligation | Long | Cayman Islands |
SLM Private Credit Student Loan Trust 2004-A | 3.84 mm | 3.89 mm principal | 0.29 | ABS-other | Long | USA |
Fannie Mae Pool | 3.82 mm | 4.20 mm principal | 0.29 | ABS-mortgage backed security | Long | USA |
Oakwood Mortgage Investors Inc | 3.80 mm | 3.96 mm principal | 0.29 | ABS-other | Long | USA |
Shackleton 2014-V-R CLO Ltd | 3.77 mm | 3.80 mm principal | 0.29 | ABS-collateralized bond/debt obligation | Long | Cayman Islands |
MHC Commercial Mortgage Trust 2021-MHC | 3.74 mm | 3.79 mm principal | 0.28 | ABS-mortgage backed security | Long | USA |
BCMSC Trust 1999-A | 3.73 mm | 4.00 mm principal | 0.28 | ABS-other | Long | USA |
OZLM VII Ltd | 3.66 mm | 3.67 mm principal | 0.28 | ABS-collateralized bond/debt obligation | Long | Cayman Islands |
American Home Mortgage Assets Trust 2006-4 | 3.62 mm | 7.07 mm principal | 0.28 | ABS-mortgage backed security | Long | USA |
Sound Point CLO XXVIII Ltd | 3.57 mm | 3.60 mm principal | 0.27 | ABS-collateralized bond/debt obligation | Long | Cayman Islands |
Structured Adjustable Rate Mortgage Loan Trust | 3.56 mm | 4.45 mm principal | 0.27 | ABS-mortgage backed security | Long | USA |
Terwin Mortgage Trust 2006-7 | 3.35 mm | 8.04 mm principal | 0.25 | ABS-other | Long | USA |
National Collegiate Student Loan Trust 2006-4 | 3.24 mm | 3.38 mm principal | 0.25 | ABS-other | Long | USA |
Navient Private Education Refi Loan Trust 2022-A | 3.18 mm | 3.68 mm principal | 0.24 | ABS-other | Long | USA |
SOUND POINT CLO XIX Ltd | 3.11 mm | 3.13 mm principal | 0.24 | ABS-collateralized bond/debt obligation | Long | Cayman Islands |
Bayview Commercial Asset Trust 2006-3 | 3.07 mm | 3.31 mm principal | 0.23 | ABS-mortgage backed security | Long | USA |
Lehman ABS Manufactured Housing Contract Trust 2001-B | 3.05 mm | 3.60 mm principal | 0.23 | ABS-other | Long | USA |
Benchmark 2018-B7 Mortgage Trust | 3.04 mm | 3.24 mm principal | 0.23 | ABS-mortgage backed security | Long | USA |
Harvest Commercial Capital Loan Trust 2019-1 | 2.99 mm | 3.50 mm principal | 0.23 | ABS-mortgage backed security | Long | USA |
SLM Private Credit Student Loan Trust 2003-A | 2.95 mm | 2.96 mm principal | 0.22 | ABS-other | Long | USA |
FRESB 2020-SB76 Mortgage Trust | 2.90 mm | 85.80 mm principal | 0.22 | ABS-mortgage backed security | Long | USA |
National Collegiate Student Loan Trust 2004-2 | 2.85 mm | 2.93 mm principal | 0.22 | ABS-other | Long | USA |
Fieldstone Mortgage Investment Trust Series 2004-4 | 2.85 mm | 4.47 mm principal | 0.22 | ABS-other | Long | USA |
Lehman Brothers Small Balance Commercial Mortgage Trust 2007-1 | 2.85 mm | 3.11 mm principal | 0.22 | ABS-mortgage backed security | Long | USA |
BankAmerica Manufactured Housing Contract Trust | 2.82 mm | 13.74 mm principal | 0.21 | ABS-other | Long | USA |
National Collegiate Student Loan Trust 2005-2 | 2.78 mm | 2.93 mm principal | 0.21 | ABS-other | Long | USA |
COMM 2015-PC1 Mortgage Trust | 2.78 mm | 3.03 mm principal | 0.21 | ABS-mortgage backed security | Long | USA |
UCFC Manufactured Housing Contract | 2.77 mm | 3.04 mm principal | 0.21 | ABS-other | Long | USA |
Oakwood Mortgage Investors Inc | 2.71 mm | 2.91 mm principal | 0.21 | ABS-other | Long | USA |
Hudson Pacific Properties LP | 2.68 mm | 4.00 mm principal | 0.20 | Debt | Long | USA |
Home Loan Trust 2006-HI4 | 2.68 mm | 8.55 mm principal | 0.20 | ABS-mortgage backed security | Long | USA |
Zais Clo 7 Ltd | 2.66 mm | 2.67 mm principal | 0.20 | ABS-collateralized bond/debt obligation | Long | Cayman Islands |
Morgan Stanley Capital I Trust 2019-H6 | 2.66 mm | 3.01 mm principal | 0.20 | ABS-mortgage backed security | Long | USA |
RAMP Series 2005-RS1 Trust | 2.62 mm | 2.90 mm principal | 0.20 | ABS-other | Long | USA |
World Omni Auto Receivables Trust 2023-D | 2.54 mm | 2.50 mm principal | 0.19 | ABS-other | Long | USA |
Morgan Stanley Capital I Trust 2020-L4 | 2.52 mm | 3.00 mm principal | 0.19 | ABS-mortgage backed security | Long | USA |
Navient Student Loan Trust | 2.50 mm | 2.50 mm principal | 0.19 | ABS-other | Long | USA |
Benchmark 2022-B34 Mortgage Trust | 2.48 mm | 3.00 mm principal | 0.19 | ABS-mortgage backed security | Long | USA |
Uniform Mortgage-Backed Security, TBA | 2.47 mm | 2.57 mm principal | 0.19 | ABS-mortgage backed security | Long | USA |
SLM Private Credit Student Loan Trust 2006-C | 2.46 mm | 2.67 mm principal | 0.19 | ABS-other | Long | USA |
Oakwood Mortgage Investors Inc | 2.43 mm | 11.75 mm principal | 0.18 | ABS-other | Long | USA |
Nelnet Student Loan Trust 2021-A | 2.37 mm | 2.67 mm principal | 0.18 | ABS-other | Long | USA |
Bayview Commercial Asset Trust 2005-2 | 2.36 mm | 2.61 mm principal | 0.18 | ABS-mortgage backed security | Long | USA |
Collegiate Funding Services Education Loan Trust 2005B | 2.35 mm | 2.70 mm principal | 0.18 | ABS-other | Long | USA |
Home Equity Asset Trust 2006-2 | 2.18 mm | 2.26 mm principal | 0.17 | ABS-mortgage backed security | Long | USA |
First Franklin Mortgage Loan Trust 2006-FF12 | 2.17 mm | 2.40 mm principal | 0.16 | ABS-other | Long | USA |
Alternative Loan Trust 2005-18CB | 2.16 mm | 2.33 mm principal | 0.16 | ABS-mortgage backed security | Long | USA |
Ajax Mortgage Loan Trust 2021-A | 2.15 mm | 2.51 mm principal | 0.16 | ABS-mortgage backed security | Long | USA |
OZLM XXII Ltd | 2.15 mm | 2.19 mm principal | 0.16 | ABS-collateralized bond/debt obligation | Long | Cayman Islands |
Conseco Finance Corp | 2.15 mm | 2.22 mm principal | 0.16 | ABS-other | Long | USA |
Morocco Government AID Bond | 2.14 mm | 2.17 mm principal | 0.16 | Debt | Long | Morocco |
GSAA Home Equity Trust 2006-9 | 2.13 mm | 10.76 mm principal | 0.16 | ABS-mortgage backed security | Long | USA |
Wells Fargo Commercial Mortgage Trust 2019-C50 | 2.12 mm | 2.70 mm principal | 0.16 | ABS-mortgage backed security | Long | USA |
Bayview Commercial Asset Trust 2007-3 | 2.04 mm | 2.31 mm principal | 0.16 | ABS-mortgage backed security | Long | USA |
Lehman Brothers Small Balance Commercial Mortgage Trust 2007-2 | 2.04 mm | 2.08 mm principal | 0.15 | ABS-mortgage backed security | Long | USA |
Citigroup Mortgage Loan Trust 2006-AR5 | 2.04 mm | 3.65 mm principal | 0.15 | ABS-mortgage backed security | Long | USA |
National Collegiate 2007-3 Commutation Trust | 2.02 mm | 8.78 mm principal | 0.15 | ABS-other | Long | USA |
CSMC Mortgage-Backed Trust 2007-4 | 2.01 mm | 3.69 mm principal | 0.15 | ABS-mortgage backed security | Long | USA |
MKT 2020-525M Mortgage Trust | 1.95 mm | 5.00 mm principal | 0.15 | ABS-mortgage backed security | Long | USA |
United States Treasury Floating Rate Note | 1.90 mm | 1.90 mm principal | 0.14 | Debt | Long | USA |
Bayview Commercial Asset Trust 2006-2 | 1.89 mm | 2.06 mm principal | 0.14 | ABS-mortgage backed security | Long | USA |
SLM Private Credit Student Loan Trust 2006-B | 1.88 mm | 1.96 mm principal | 0.14 | ABS-other | Long | USA |
FRESB 2020-SB77 Mortgage Trust | 1.79 mm | 69.17 mm principal | 0.14 | ABS-mortgage backed security | Long | USA |
Wells Fargo Commercial Mortgage Trust 2019-C51 | 1.76 mm | 2.03 mm principal | 0.13 | ABS-mortgage backed security | Long | USA |
National Collegiate II Commutation Trust | 1.75 mm | 7.63 mm principal | 0.13 | ABS-other | Long | USA |
GMACM Home Equity Loan Trust 2007-HE3 | 1.70 mm | 1.93 mm principal | 0.13 | ABS-mortgage backed security | Long | USA |
Towd Point Mortgage Trust 2017-5 | 1.69 mm | 1.68 mm principal | 0.13 | ABS-mortgage backed security | Long | USA |
Citigroup Commercial Mortgage Trust 2020-GC46 | 1.66 mm | 2.00 mm principal | 0.13 | ABS-mortgage backed security | Long | USA |
Conseco Finance Corp | 1.65 mm | 1.72 mm principal | 0.13 | ABS-other | Long | USA |
Washington Mutual Mortgage Pass-Through Certificates WMALT Series 2005-4 Trust | 1.65 mm | 1.99 mm principal | 0.13 | ABS-mortgage backed security | Long | USA |
Bayview Commercial Asset Trust 2006-1 | 1.63 mm | 1.82 mm principal | 0.12 | ABS-mortgage backed security | Long | USA |
Washington Mutual Mortgage Pass-Through Certificates WMALT Series 2005-10 Trust | 1.63 mm | 2.03 mm principal | 0.12 | ABS-mortgage backed security | Long | USA |
SLM Private Credit Student Loan Trust 2003-C | 1.57 mm | 5.40 mm principal | 0.12 | ABS-other | Long | USA |
SWAP/CDSWAP/CDS: (CDX.NA.HY.33 35-100%)_SGO24Z20US00 | 1.57 mm | 25.94 mm other units | 0.12 | Credit derivative | N/A | USA |
Residential Asset Securitization Trust 2005-A8CB | 1.56 mm | 2.71 mm principal | 0.12 | ABS-mortgage backed security | Long | USA |
Bear Stearns ALT-A Trust 2007-1 | 1.56 mm | 1.97 mm principal | 0.12 | ABS-mortgage backed security | Long | USA |
Grace Trust 2020-GRCE | 1.55 mm | 2.00 mm principal | 0.12 | ABS-mortgage backed security | Long | USA |
Bear Stearns Asset Backed Securities I Trust 2004-AC5 | 1.55 mm | 1.70 mm principal | 0.12 | ABS-mortgage backed security | Long | USA |
Morocco Government AID Bond | 1.47 mm | 1.48 mm principal | 0.11 | Debt | Long | Morocco |
WaMu Commercial Mortgage Securities Trust 2007-SL2 | 1.46 mm | 1.48 mm principal | 0.11 | ABS-mortgage backed security | Long | USA |
Bayview Commercial Asset Trust 2008-1 | 1.45 mm | 1.53 mm principal | 0.11 | ABS-mortgage backed security | Long | USA |
Velocity Commercial Capital Loan Trust 2022-1 | 1.45 mm | 1.69 mm principal | 0.11 | ABS-mortgage backed security | Long | USA |
Home Loan Trust 2007-HI1 | 1.45 mm | 9.00 mm principal | 0.11 | ABS-mortgage backed security | Long | USA |
SLM Private Credit Student Loan Trust 2003-C | 1.44 mm | 1.45 mm principal | 0.11 | ABS-other | Long | USA |
Sounds Point CLO IV-R LTD | 1.43 mm | 1.44 mm principal | 0.11 | ABS-collateralized bond/debt obligation | Long | Cayman Islands |
SWAP/CDSWAP/CDS: (CMBX.NA.14.BBB-) | 1.42 mm | 5.93 mm other units | 0.11 | Credit derivative | N/A | USA |
South Carolina Student Loan Corp 2015-A | 1.40 mm | 1.40 mm principal | 0.11 | ABS-other | Long | USA |
Washington Mutual Mortgage Pass-Through Certificates WMALT Series 2006-8 Trust | 1.38 mm | 4.10 mm principal | 0.11 | ABS-mortgage backed security | Long | USA |
Whitebox Clo II Ltd | 1.36 mm | 1.36 mm principal | 0.10 | ABS-collateralized bond/debt obligation | Long | Cayman Islands |
Wells Fargo Commercial Mortgage Trust 2018-C47 | 1.32 mm | 1.40 mm principal | 0.10 | ABS-mortgage backed security | Long | USA |
Bayview Commercial Asset Trust 2007-1 | 1.31 mm | 1.46 mm principal | 0.10 | ABS-mortgage backed security | Long | USA |