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Fund profile

Total assets
$261.82M
Liabilities
$76.27M
Net assets
$185.55M
Number of holdings
827

Top 200 of 827 Holdings

As of Sep 2021
Security $Holding Balance % of Fund Category Position Country
FUTURE CONTRACT ON US 5YR NOTE (CBT) DEC21 0.00000000 15.83M 129 contracts 8.53 Interest rate derivative N/A USA
UNITED STATES TREASURY BILL ZCP 0.00000000 15M 15M principal 8.08 Short-term investment vehicle Long USA
UNITED STATES TREASURY BILL ZCP 0.00000000 15M 15M principal 8.08 Short-term investment vehicle Long USA
FNMA 30YR TBA 2.5% OCT21 TO BE ANNOUNCED 2.50000000 11.34M 11M shares 6.11 ABS-mortgage backed security Long USA
UNITED STATES TREASURY BILL ZCP 0.00000000 8.5M 8.5M principal 4.58 Short-term investment vehicle Long USA
UNITED STATES TREASURY BILL ZCP 0.00000000 8.5M 8.5M principal 4.58 Short-term investment vehicle Long USA
FNMA 30YR TBA 4.5% OCT 21 TO BE ANNOUNCED 4.50000000 7.57M 7M shares 4.08 ABS-mortgage backed security Long USA
FUTURE CONTRACT ON US 2YR NOTE (CBT) DEC21 0.00000000 7.04M 32 contracts 3.80 Interest rate derivative N/A USA
FUTURE CONTRACT ON US ULTRA BOND CBT DEC21 0.00000000 6.88M 36 contracts 3.71 Interest rate derivative N/A USA
FNCL 30YR TBA 3.0% OCT 21 TO BE ANNOUNCED 3.00000000 5.23M 5M shares 2.82 ABS-mortgage backed security Long USA
FNMA 30YR TBA 4.0% OCT 21 TO BE ANNOUNCED 4.00000000 3.21M 3M shares 1.73 ABS-mortgage backed security Long USA
FNCL 30YR TBA 3.5% OCT 21 TO BE ANNOUNCED 3.50000000 2.96M 2.8M shares 1.60 ABS-mortgage backed security Long USA
PIONEER ILS INTERVAL FUND 0.00000000
2.76M 321.41K shares 1.49 Common equity Long USA
WFC Wells Fargo & Co. 2.47M 1.67K shares 1.33 Preferred equity Long USA
UNITED STATES TREASURY INFLATION INDEXED BONDS 1.00000000 2.46M 1.85M shares 1.33 Debt Long USA
G2SF 30YR TBA 3.0% OCT 21 TO BE ANNOUNCED 3.00000000 2.4M 2.3M shares 1.29 ABS-mortgage backed security Long USA
GNMA II 30 YR TBA 2.5% OCT 21 TO BE ANNOUNCED 2.50000000 2.06M 2M shares 1.11 ABS-mortgage backed security Long USA
UNITED STATES TREASURY INFLATION INDEXED BONDS 0.12500000 1.85M 1.69M shares 1.00 Debt Long USA
UNITED STATES TREASURY INFLATION INDEXED BONDS 1.00000000 1.29M 979.77K shares 0.70 Debt Long USA
ANHEUSER-BUSCH INBEV WOR REGD 5.55000000 1.08M 800K shares 0.58 Debt Long USA
LIBERTY MUTUAL INSURANCE REGD P/P 7.69700000 993.46K 645K shares 0.54 Debt Long USA
CVE Cenovus Energy Inc 808.14K 595K shares 0.44 Debt Long Canada
BA Boeing Co. 784.07K 774K shares 0.42 Debt Long USA
RATE MORTGAGE TRUST 2021-J1 SER 2021-J1 CL A1 V/R REGD 144A P/P 2.50000000 718.59K 710.52K shares 0.39 ABS-collateralized bond/debt obligation Long USA
UNICREDIT SPA REGD V/R 144A P/P 2.56900000 711.46K 700K shares 0.38 Debt Long Italy
BANK OF AMERICA CORP REGD V/R MTN 2.88400000 691.47K 663K shares 0.37 Debt Long USA
BR Broadridge Financial Solutions, Inc. 689.45K 680K shares 0.37 Debt Long USA
CPNLQ Calpine Corp 672.79K 699K shares 0.36 Debt Long USA
TOWD POINT MORTGAGE TRUST 2017-4 SER 2017-4 CL M2 V/R REGD 144A P/P 3.25000000 672.32K 640K shares 0.36 ABS-collateralized bond/debt obligation Long USA
TDY Teledyne Technologies Inc 671.63K 660K shares 0.36 Debt Long USA
UNITED STATES TREASURY INFLATION INDEXED BONDS 0.25000000 654.92K 584.67K shares 0.35 Debt Long USA
MILL CITY MORTGAGE LOAN TRUST 2018-4 SER 2018-4 CL A1B V/R REGD 144A P/P 3.50000000 651.94K 630.71K shares 0.35 ABS-collateralized bond/debt obligation Long USA
LUNDIN ENERGY FI REGD 144A P/P 3.10000000 648.19K 640K shares 0.35 Debt Long Netherlands
TOWD POINT MORTGAGE TRUST 2019-4 SER 2019-4 CL M2B V/R REGD 144A P/P 3.25000000 622.15K 600K shares 0.34 ABS-collateralized bond/debt obligation Long USA
VISTA POINT SECURITIZATION TRUST 2020-1 SER 2020-1 CL A3 V/R REGD 144A P/P 3.20100000 621.02K 610K shares 0.33 ABS-collateralized bond/debt obligation Long USA
GS MORTGAGE-BACKED SECURITIES CORP TRUST 202 SER 2021-PJ4 CL A4 V/R REGD 144A P/P 2.50000000 618.52K 617.67K shares 0.33 ABS-collateralized bond/debt obligation Long USA
TOWD POINT MORTGAGE TRUST 2019-4 SER 2019-4 CL M1 V/R REGD 144A P/P 3.50000000 586.39K 550K shares 0.32 ABS-collateralized bond/debt obligation Long USA
FANNIE MAE REMICS SER 2013-61 CL BY 3.00000000 579.82K 550K shares 0.31 ABS-collateralized bond/debt obligation Long USA
AIB GROUP PLC REGD V/R 144A P/P MTN 4.26300000 573.56K 535K shares 0.31 Debt Long Ireland
AVGO Broadcom Pte. Ltd. 556.36K 475K shares 0.30 Debt Long USA
MAR Marriott International, Inc. 551.78K 520K shares 0.30 Debt Long USA
GS MORTGAGE-BACKED SECURITIES TRUST 2021-PJ7 SER 2021-PJ7 CL A2 V/R REGD 144A P/P 2.50000000 546.87K 541.05K shares 0.29 ABS-collateralized bond/debt obligation Long USA
JP MORGAN MORTGAGE TRUST 2021-7 SER 2021-7 CL A3 V/R REGD 144A P/P 2.50000000 540.42K 533.71K shares 0.29 ABS-collateralized bond/debt obligation Long USA
NATIONWIDE MUTUAL INSURA REGD 144A P/P 4.35000000 539.72K 475K shares 0.29 Debt Long USA
ENBL Enable Midstream Partners, LP 537.66K 479K shares 0.29 Debt Long USA
GE CAPITAL FUNDING LLC REGD SER WI 4.55000000 532.77K 450K shares 0.29 Debt Long USA
SLG OFFICE TRUST 2021-OVA SER 2021-OVA CL E REGD 144A P/P 2.85061000 532.55K 550K shares 0.29 ABS-collateralized bond/debt obligation Long USA
CITIGROUP COMMERCIAL MORTGAGE TRUST 2020-GC46 SER 2020-GC46 CL A5 REGD 2.71700000 524.04K 500K shares 0.28 ABS-collateralized bond/debt obligation Long USA
AMERICAN CREDIT ACCEPTANCE RECEIVABLES TRUST 2019-2 SER 2019-2 CL E REGD 144A P/P 4.29000000 521.12K 500K shares 0.28 ABS-collateralized bond/debt obligation Long USA
BX COMMERCIAL MORTGAGE TRUST 2021-VIV5 SER 2021-VIV5 CL A V/R REGD 144A P/P 0.00000000 516.68K 500K shares 0.28 ABS-collateralized bond/debt obligation Long USA
FRESENIUS MED CARE III REGD 144A P/P 2.37500000 508.82K 525K shares 0.27 Debt Long USA
MILL CITY MORTGAGE LOAN TRUST 2018-2 SER 2018-2 CL M1 V/R REGD 144A P/P 3.75000000 506.99K 479.28K shares 0.27 ABS-collateralized bond/debt obligation Long USA
WELLS FARGO COMMERCIAL MORTGAGE TRUST 2018-C43 SER 2018-C43 CL A4 V/R REGD 4.01200000 505.95K 450K shares 0.27 ABS-collateralized bond/debt obligation Long USA
UMBS TBA 15YR 1.5% OCT 21 TO BE ANNOUNCED 1.50000000 504.77K 500K shares 0.27 ABS-mortgage backed security Long USA
UWM MORTGAGE TRUST 2021-INV1 SER 2021-INV1 CL A3 V/R REGD 144A P/P 2.50000000 501.25K 494.39K shares 0.27 ABS-collateralized bond/debt obligation Long USA
JP MORGAN MORTGAGE TRUST 2021-INV2 SER 2021-INV2 CL A2 V/R REGD 144A P/P 2.50000000 499.13K 492.25K shares 0.27 ABS-collateralized bond/debt obligation Long USA
FLAGSTAR MORTGAGE TRUST 2021-6INV SER 2021-6INV CL A4 V/R REGD 144A P/P 2.50000000 496.34K 490.16K shares 0.27 ABS-collateralized bond/debt obligation Long USA
VISTRA OPERATIONS CO LLC REGD 144A P/P 3.70000000 495.43K 470K shares 0.27 Debt Long USA
BA Boeing Co. 492.98K 480K shares 0.27 Debt Long USA
FLAGSTAR MORTGAGE TRUST 2021-3INV SER 2021-3INV CL A16 V/R REGD 144A P/P 2.50000000 492.38K 488.36K shares 0.27 ABS-collateralized bond/debt obligation Long USA
UNITED MEXICAN STATES REGD 4.60000000 488.55K 475K shares 0.26 Debt Long Mexico
SMITH & NEPHEW PLC REGD 2.03200000 487.2K 500K shares 0.26 Debt Long UK
PSXP Phillips 66 Partners LP 486.87K 450K shares 0.26 Debt Long USA
TRAINGLE RE 2021-1 LTD SER 2021-1 CL M1C V/R REGD 144A P/P 3.48600000 481.1K 480K shares 0.26 ABS-collateralized bond/debt obligation Long Bermuda
IPG Interpublic Group Of Cos., Inc. 478.96K 407K shares 0.26 Debt Long USA
JP MORGAN CHASE COMMERCIAL MORTGAGE SECURITIES TRUST 20 SER 2016-JP2 CL A4 REGD 2.82180000 475.88K 450K shares 0.26 ABS-collateralized bond/debt obligation Long USA
IMS ECUADORIAN MORTGAGE 2021-1 TRUST SER 2021-1 CL GA REGD 144A P/P 3.40000000 469.69K 450K shares 0.25 ABS-collateralized bond/debt obligation Long USA
DANSKE BANK A/S REGD 144A P/P 5.37500000 449.92K 410K shares 0.24 Debt Long Denmark
RCKT MORTGAGE TRUST 2021-4 SER 2021-4 CL A21 V/R REGD 144A P/P 2.50000000 449.68K 450K shares 0.24 ABS-collateralized bond/debt obligation Long USA
LLOYDS BANKING GROUP PLC REGD 4.65000000 449.48K 400K shares 0.24 Debt Long UK
BANK 2017-BNK7 SER 2017-BNK7 CL AS REGD 3.74800000 448.23K 410K shares 0.24 ABS-collateralized bond/debt obligation Long USA
UBS GROUP AG REGD V/R /PERP/ 144A P/P 7.00000000 436.38K 400K shares 0.24 Debt Long Switzerland
SABINE PASS LIQUEFACTION REGD SER WI 5.00000000 430.92K 375K shares 0.23 Debt Long USA
TEVA PHARMACEUTICALS NE REGD 3.15000000 428.56K 447K shares 0.23 Debt Long Netherlands
BX TRUST 2019-OC11 SER 2019-OC11 CL A REGD 144A P/P 3.20200000 427.16K 400K shares 0.23 ABS-collateralized bond/debt obligation Long USA
SMFG Sumitomo Mitsui Financial Group Inc 420.71K 400K shares 0.23 Debt Long Japan
VLO Valero Energy Corp. 420.66K 312K shares 0.23 Debt Long USA
CREDIT SUISSE GROUP AG REGD V/R /PERP/ 7.12500000 415.5K 400K shares 0.22 Debt Long Switzerland
MILL CITY MORTGAGE LOAN TRUST 2019-GS2 SER 2019-GS2 CL M3 V/R REGD 144A P/P 3.25000000 414.98K 400K shares 0.22 ABS-collateralized bond/debt obligation Long USA
CITIGROUP MORTGAGE LOAN TRUST 2018-RP3 SER 2018-RP3 CL M3 V/R REGD 144A P/P 3.25000000 410.41K 400K shares 0.22 ABS-collateralized bond/debt obligation Long USA
RESORTS WORLD/RWLV CAP REGD 144A P/P 4.62500000 407.86K 400K shares 0.22 Debt Long USA
ALASKA AIRLINES 2020 TR REGD 144A P/P 4.80000000 406.25K 364.96K shares 0.22 Debt Long USA
AFRICA FINANCE CORP REGD 144A P/P MTN 4.37500000 405.15K 370K shares 0.22 Debt Long Nigeria
SWN Southwestern Energy Company 404.84K 375K shares 0.22 Debt Long USA
UWM MORTGAGE TRUST 2021-INV2 SER 2021-INV2 CL A3 V/R REGD 144A P/P 2.50000000 404.72K 400K shares 0.22 ABS-collateralized bond/debt obligation Long USA
JP MORGAN MORTGAGE TRUST 2021-12 SER 2021-12 CL A3 V/R REGD 144A P/P 2.50000000 403.72K 400K shares 0.22 ABS-collateralized bond/debt obligation Long USA
STACR TRUST 2018-HRP2 SER 2018-HRP2 CL B1 V/R REGD 144A P/P 4.28600000 403.07K 380K shares 0.22 ABS-collateralized bond/debt obligation Long USA
BSX Boston Scientific Corp. 402.05K 390K shares 0.22 Debt Long USA
ONEMAIN FINANCE CORP REGD 4.00000000 401.98K 404K shares 0.22 Debt Long USA
TOWD POINT MORTGAGE TRUST 2021-R1 SER 2021-R1 CL A1 V/R REGD 144A P/P 2.91808000 401.95K 394.29K shares 0.22 ABS-collateralized bond/debt obligation Long USA
JP MORGAN MORTGAGE TRUST 2021-11 SER 2021-11 CL A3 V/R REGD 144A P/P 2.50000000 401.39K 396.41K shares 0.22 ABS-collateralized bond/debt obligation Long USA
MIDWEST CONNECTOR CAPIT REGD 144A P/P 4.62500000 400.6K 373K shares 0.22 Debt Long USA
JP MORGAN MORTGAGE TRUST 2021-10 SER 2021-10 CL B1 V/R REGD 144A P/P 2.82695600 400.29K 398.48K shares 0.22 ABS-collateralized bond/debt obligation Long USA
FINANCE AMER STRUCTURED SECS TR SER 2021-S2 VARIABLE REGD 1.25000000 396.38K 400K shares 0.21 ABS-collateralized bond/debt obligation Long USA
JP MORGAN MORTGAGE TRUST 2021-10 SER 2021-10 CL A15 V/R REGD 144A P/P 2.50000000 395.35K 394.81K shares 0.21 ABS-collateralized bond/debt obligation Long USA
SAN DIEGO G & E REGD SER WWW 2.95000000 395.34K 400K shares 0.21 Debt Long USA
RCKT MORTGAGE TRUST 2021-2 SER 2021-2 CL B1A V/R REGD 144A P/P 2.56648400 393.01K 398.33K shares 0.21 ABS-collateralized bond/debt obligation Long USA
RCKT MORTGAGE TRUST 2021-3 SER 2021-3 CL A25 V/R REGD 144A P/P 2.50000000 390.9K 390.96K shares 0.21 ABS-collateralized bond/debt obligation Long USA
FARMERS INS EXCH REGD V/R 4.74700000 386.7K 340K shares 0.21 Debt Long USA
CIG AUTO RECEIVABLES TRUST 2019-1 SER 2019-1A CL B REGD 144A P/P 3.59000000 384.28K 380.24K shares 0.21 ABS-collateralized bond/debt obligation Long USA
MPLXP MPLX LP 382.41K 340K shares 0.21 Debt Long USA
GENERAL MOTORS FINL CO REGD 4.00000000 382.04K 353K shares 0.21 Debt Long USA
UNITED STATES TREASURY INFLATION INDEXED BONDS 0.12500000 372.36K 341.74K shares 0.20 Debt Long USA
TOWD POINT MORTGAGE TRUST 2018-3 SER 2018-3 CL M2 V/R REGD 144A P/P 3.87500000 369.41K 350K shares 0.20 ABS-collateralized bond/debt obligation Long USA
RADNOR RE 2020-1 LTD SER 2020-1 CL M1C V/R REGD 144A P/P 1.83600000 368.41K 370K shares 0.20 ABS-collateralized bond/debt obligation Long Bermuda
ILPT TRUST 2019-SURF SER 2019-SURF CL A REGD 144A P/P 4.14500000 366.35K 323K shares 0.20 ABS-collateralized bond/debt obligation Long USA
SRE Sempra Energy 361.02K 335K shares 0.19 Debt Long USA
OLN Olin Corp. 360.61K 341K shares 0.19 Debt Long USA
ET Energy Transfer LP 354.03K 340K shares 0.19 Debt Long USA
HSBC HSBC Holdings plc 351.79K 355K shares 0.19 Debt Long UK
MF1 2021-FL7 LTD SER 2021-FL7 CL D V/R REGD 144A P/P 2.64500000 350K 350K shares 0.19 ABS-collateralized bond/debt obligation Long Cayman Islands
HEALTHCARE TRUST OF AMER REGD 3.10000000 349.81K 333K shares 0.19 Debt Long USA
NIPPON LIFE INSURANCE REGD V/R 144A P/P 2.90000000 349.62K 355K shares 0.19 Debt Long Japan
JP MORGAN MORTGAGE TRUST 2021-INV4 SER 2021-INV4 CL A5A V/R REGD 144A P/P 2.50000000 349.53K 347.45K shares 0.19 ABS-collateralized bond/debt obligation Long USA
ANGLOGOLD HOLDINGS PLC REGD 3.75000000 343.7K 335K shares 0.19 Debt Long UK
BREAN ASSET BACKED SECURITIES TRUST 2021-RM2 SER 2021-RM2 CL A V/R REGD 144A P/P 1.75000000 343.29K 350K shares 0.19 ABS-collateralized bond/debt obligation Long USA
MPT OPER PARTNERSP/FINL REGD 4.62500000 341.21K 318K shares 0.18 Debt Long USA
BELLEMEADE RE 2021-3 LTD SER 2021-3A CL M2 V/R REGD 144A P/P 3.20000000 340.9K 340K shares 0.18 ABS-collateralized bond/debt obligation Long USA
PRMI SECURITIZATION TRUST 2021-1 SER 2021-1 CL B1 V/R REGD 144A P/P 2.48249200 339.18K 346.36K shares 0.18 ABS-collateralized bond/debt obligation Long USA
OBX 2021-J1 TRUST SER 2021-J1 CL A19 V/R REGD 144A P/P 2.50000000 338.31K 337.51K shares 0.18 ABS-collateralized bond/debt obligation Long USA
ADS Alliance Data System 337.05K 315K shares 0.18 Debt Long USA
MACQUARIE GROUP LTD REGD V/R 144A P/P MTN 2.69100000 334.11K 335K shares 0.18 Debt Long Australia
FINANCE AMER STRUCTURED SECS TR JR2 SER 2019-JR3 2.00000000 333.28K 307.92K shares 0.18 ABS-collateralized bond/debt obligation Long USA
CITIGROUP MORTGAGE LOAN TRUST 2021-J1 SER 2021-J1 CL A4A V/R REGD 144A P/P 2.50000000 332.96K 332.7K shares 0.18 ABS-collateralized bond/debt obligation Long USA
FREDDIE MAC STRUCTURED AGENCY CREDIT RISK DEBT NOTES SER 2017-DNA2 CL M2 V/R REGD 3.53600000 331.67K 320K shares 0.18 ABS-collateralized bond/debt obligation Long USA
BANCO SANTANDER CHILE REGD 144A P/P 2.70000000 330.74K 318K shares 0.18 Debt Long Chile
FANNIE MAE POOL UMBS P#AL5543 4.50000000 326.37K 292.21K shares 0.18 ABS-mortgage backed security Long USA
MCO Moody`s Corp. 324.42K 335K shares 0.17 Debt Long USA
TOWD POINT MORTGAGE TRUST 2016-4 SER 2016-4 CL B1 V/R REGD 144A P/P 3.82555800 324.13K 300K shares 0.17 ABS-collateralized bond/debt obligation Long USA
TRICON AMERICAN HOMES 2019-SFR1 TRUST SER 2019-SFR1 CL A REGD 144A P/P 2.75000000 321.18K 308.92K shares 0.17 ABS-collateralized bond/debt obligation Long USA
CITIGROUP COMMERCIAL MORTGAGE TRUST 2019-SMRT SER 2019-SMRT CL A REGD 144A P/P 4.14900000 320.78K 300K shares 0.17 ABS-collateralized bond/debt obligation Long USA
DOMINO'S PIZZA MASTER ISSUER LLC SER 2019-1A CL A2 REGD 144A P/P 3.66800000 317.31K 295.5K shares 0.17 ABS-collateralized bond/debt obligation Long USA
FREDDIE MAC STACR TRUST 2018-HQA2 SER 2018-HQA2 CL M2 V/R REGD 144A P/P 2.38600000 314.17K 310K shares 0.17 ABS-collateralized bond/debt obligation Long USA
MSI Motorola Solutions Inc 309.25K 315K shares 0.17 Debt Long USA
RTX Raytheon Technologies Corporation 307.05K 270K shares 0.17 Debt Long USA
GS Goldman Sachs Group, Inc. 305.35K 286K shares 0.16 Debt Long USA
7-ELEVEN INC REGD 144A P/P 1.80000000 304.89K 320K shares 0.16 Debt Long USA
PROGRESS RESIDENTIAL 2019-SFR2 TRUST SER 2019-SFR2 CL E REGD 144A P/P 4.14200000 304.37K 300K shares 0.16 ABS-collateralized bond/debt obligation Long USA
NMEF FUNDING 2019-A LLC SER 2019-A CL B REGD 144A P/P 3.06000000 303.23K 300K shares 0.16 ABS-collateralized bond/debt obligation Long USA
VISIO 2019-2 TRUST SER 2019-2 CL A1 V/R REGD 144A P/P 2.72200000 303.04K 297.31K shares 0.16 ABS-collateralized bond/debt obligation Long USA
REPUBLIC FINANCE ISSUANCE TRUST 2019-A SER 2019-A CL A REGD 144A P/P 3.43000000 302.56K 300K shares 0.16 ABS-collateralized bond/debt obligation Long USA
CONTINENTAL CREDIT CARD ABS 2019-1 LLC SER 2019-1A CL A REGD 144A P/P 3.83000000 301.76K 295.9K shares 0.16 ABS-collateralized bond/debt obligation Long USA
BX COMMERCIAL MORTGAGE TRUST 2021-VOLT SER 2021-VOLT CL F V/R REGD 144A P/P 2.50000000 300.38K 300K shares 0.16 ABS-collateralized bond/debt obligation Long USA
CFMT 2021-HB5 LLC SER 2021-HB5 CL M3 V/R REGD 144A P/P 2.91030000 300.28K 300K shares 0.16 ABS-collateralized bond/debt obligation Long USA
T/L MEDLINE INDUSTRIES INC REGD 0.00000000 300K 300K shares 0.16 Loan Long USA
FMG RESOURCES AUG 2006 REGD 144A P/P 4.37500000 299.79K 290K shares 0.16 Debt Long Australia
HIGHWOODS REALTY LP REGD 3.62500000 298.49K 290K shares 0.16 Debt Long USA
JP MORGAN MORTGAGE TRUST 2021-7 SER 2021-7 CL B2 V/R REGD 144A P/P 2.81876300 297.74K 297.74K shares 0.16 ABS-collateralized bond/debt obligation Long USA
FREDDIE MAC STACR REMIC TRUST 2020-DNA4 SER 2020-DNA4 CL B1 V/R REGD 144A P/P 6.08600000 297.59K 280K shares 0.16 ABS-collateralized bond/debt obligation Long USA
NRG NRG Energy Inc. 294.07K 290K shares 0.16 Debt Long USA
CIM TRUST 2021-J2 SER 2021-J2 CL B1 V/R REGD 144A P/P 2.68131000 292.6K 296.48K shares 0.16 ABS-collateralized bond/debt obligation Long USA
FREDDIE MAC STACR REMIC TRUST 2020-DNA3 SER 2020-DNA3 CL B1 V/R REGD 144A P/P 5.18600000 292.52K 280K shares 0.16 ABS-collateralized bond/debt obligation Long USA
GM General Motors Company 289.55K 216K shares 0.16 Debt Long USA
REPUBLIC OF CHILE REGD 3.10000000 288.98K 300K shares 0.16 Debt Long Chile
COREVEST AMERICAN FINANCE 2020-3 TRUST SER 2020-3 CL A REGD 144A P/P 1.35800000 288.76K 291.41K shares 0.16 ABS-collateralized bond/debt obligation Long USA
CCO HLDGS LLC/CAP CORP REGD 144A P/P 4.75000000 287.33K 275K shares 0.15 Debt Long USA
T/L MEDLINE INDUSTRIES INC REGD 0.00000000 285K 285K shares 0.15 Loan Long USA
JPMDB COMMERCIAL MORTGAGE SECURITIES TRUST 2018-C8 SER 2018-C8 CL A4 REGD 4.21060000 283.76K 250K shares 0.15 ABS-collateralized bond/debt obligation Long USA
WELLS FARGO COMMERCIAL MORTGAGE TRUST 2015-NXS3 SER 2015-NXS3 CL A4 REGD 3.61700000 282.67K 260K shares 0.15 ABS-collateralized bond/debt obligation Long USA
MORGAN STANLEY CAPITAL I TRUST 2018-MP SER 2018-MP CL A V/R REGD 144A P/P 4.41853300 279.37K 250K shares 0.15 ABS-collateralized bond/debt obligation Long USA
BENCHMARK 2018-B8 MORTGAGE TRUST SER 2018-B8 CL A4 REGD 3.96280000 278.59K 250K shares 0.15 ABS-collateralized bond/debt obligation Long USA
BELLEMEADE RE 2018-3 LTD SER 2018-3A CL M1B V/R REGD 144A P/P 1.93600000 276.4K 275.59K shares 0.15 ABS-collateralized bond/debt obligation Long Bermuda
LEXINGTON REALTY TRUST REGD 2.37500000 276K 285K shares 0.15 Debt Long USA
AES AES Corp. 275.83K 280K shares 0.15 Debt Long USA
ADANIREN KODSOPAR WARSOM REGD 144A P/P MTN 4.62500000 275.42K 274.05K shares 0.15 Debt Long India
ENLC EnLink Midstream, LLC 270.16K 280K shares 0.15 Debt Long USA
CITIGROUP COMMERCIAL MORTGAGE TRUST 2014-GC19 SER 2014-GC19 CL B V/R REGD 4.80500000 268.57K 250K shares 0.14 ABS-collateralized bond/debt obligation Long USA
CITIGROUP COMMERCIAL MORTGAGE TRUST 2014-GC25 SER 2014-GC25 CL B V/R REGD 4.34500000 268.39K 250K shares 0.14 ABS-collateralized bond/debt obligation Long USA
FOUNDATION FINANCE TRUST 2019-1 SER 2019-1A CL B REGD 144A P/P 4.22000000 265.73K 250K shares 0.14 ABS-collateralized bond/debt obligation Long USA
UBS AG STAMFORD CT REGD 7.62500000 264.88K 250K shares 0.14 Debt Long USA
STAR iStar Inc 264.88K 255K shares 0.14 Debt Long USA
PUGET ENERGY INC REGD 4.10000000 264K 240K shares 0.14 Debt Long USA
MIDAS OPCO HOLDINGS LLC REGD 144A P/P 5.62500000 263.86K 255K shares 0.14 Debt Long USA
JP MORGAN CHASE COMMERCIAL MORTGAGE SECURITIES SER 2018-WPT CL AFX REGD 144A P/P 4.24750000 263.71K 250K shares 0.14 ABS-collateralized bond/debt obligation Long USA
FREDDIE MAC POOL UMBS P#RA1188 4.50000000 263.66K 242.82K shares 0.14 ABS-mortgage backed security Long USA
PENSKE TRUCK LEASING/PTL REGD 144A P/P 1.70000000 261.31K 260K shares 0.14 Debt Long USA
ENERGY TRANSFER LP REGD 5.35000000 260.74K 224K shares 0.14 Debt Long USA
CIM TRUST 2019-R5 SER 2019-R5 CL M3 V/R REGD 144A P/P 3.50000000 260.61K 250K shares 0.14 ABS-collateralized bond/debt obligation Long USA
TOWD POINT MORTGAGE TRUST 2015-2 SER 2015-2 CL 1B3 V/R REGD 144A P/P 3.38360900 257.93K 250K shares 0.14 ABS-collateralized bond/debt obligation Long USA
AIR LEASE CORP REGD 2.10000000 257.81K 265K shares 0.14 Debt Long USA
EW Edwards Lifesciences Corp 257.62K 225K shares 0.14 Debt Long USA
ALTICE FRANCE SA REGD 144A P/P 5.50000000 257.4K 255K shares 0.14 Debt Long France
FOURSIGHT CAPITAL AUTOMOBILE RECEIVABLES TRUST 2019-1 SER 2019-1 CL D REGD 144A P/P 3.27000000 257.25K 250K shares 0.14 ABS-collateralized bond/debt obligation Long USA
LH Laboratory Corp. Of America Holdings 255.25K 250K shares 0.14 Debt Long USA
PUGET ENERGY INC REGD 144A P/P 2.37900000 254.83K 255K shares 0.14 Debt Long USA
JP MORTGAGE TRUST 2021-INV1 SER 2021-INV1 CL B1 V/R REGD 144A P/P 3.02438000 253.94K 248.07K shares 0.14 ABS-collateralized bond/debt obligation Long USA
BNP PARIBAS REGD V/R 144A P/P 2.15900000 253.07K 255K shares 0.14 Debt Long France
BANQUE OUEST AFRICAINE D REGD 144A P/P 4.70000000 252.55K 230K shares 0.14 Debt Long Togo
WELLS FARGO COMMERCIAL MORTGAGE TRUST 2016-C32 SER 2016-C32 CL A3 REGD 3.29400000 252.47K 236.58K shares 0.14 ABS-collateralized bond/debt obligation Long USA
NRG NRG Energy Inc. 251.18K 255K shares 0.14 Debt Long USA
ASSURANT CLO LTD SER 2019-5A CL D V/R REGD 144A P/P 4.32613000 251.13K 250K shares 0.14 ABS-collateralized bond/debt obligation Long Cayman Islands
GOLDENTREE LOAN MANAGEMENT US CLO 6 LTD SER 2019-6A CL D V/R REGD 144A P/P 3.98425000 250.98K 250K shares 0.14 ABS-collateralized bond/debt obligation Long Cayman Islands
SOUND POINT CLO XXV LTD SER 2019-4A CL D V/R REGD 144A P/P 4.23613000 250.68K 250K shares 0.14 ABS-collateralized bond/debt obligation Long Cayman Islands
CARLYLE US CLO 2019-4 LTD SER 2019-4A CL C V/R REGD 144A P/P 4.12613000 250.6K 250K shares 0.14 ABS-collateralized bond/debt obligation Long Cayman Islands
COMM 2014-UBS3 MORTGAGE TRUST SER 2014-UBS3 CL A3 REGD 3.54600000 250.54K 238.71K shares 0.14 ABS-collateralized bond/debt obligation Long USA
FREDDIE MAC STACR REMIC TRUST 2021-DNA1 SER 2021-DNA1 CL B2 V/R REGD 144A P/P 4.80000000 250.49K 245K shares 0.13 ABS-collateralized bond/debt obligation Long USA
SYMPHONY CLO XXII LTD SER 2020-22A CL C V/R REGD 144A P/P 2.28388000 250.45K 250K shares 0.13 ABS-collateralized bond/debt obligation Long Cayman Islands
BATTALION CLO XV LTD SER 2020-15A CL D V/R REGD 144A P/P 3.38388000 250.41K 250K shares 0.13 ABS-collateralized bond/debt obligation Long Cayman Islands
CREDIT SUISSE MORTGAGE CAPITAL CER SER 2019-ICE4 CL E V/R REGD 144A P/P 2.23400000 250.4K 250K shares 0.13 ABS-collateralized bond/debt obligation Long USA
SOUND POINT CLO XXVIII LTD SER 2020-3A CL D V/R REGD 144A P/P 3.77525000 250.37K 250K shares 0.13 ABS-collateralized bond/debt obligation Long Cayman Islands