Fund profile
Fund manager
Total assets
$1.16 bn
Liabilities
$276.67 mm
Net assets
$880.52 mm
Number of holdings
329.00
Top 200 of 329 Holdings
Security | $Holding | Balance | % of Fund | Category | Position | Country |
---|---|---|---|---|---|---|
United States Treasury Inflation Indexed Bonds | 83.47 mm | 85.99 mm principal | 9.48 | Debt | Long | USA |
Uniform Mortgage-Backed Security, TBA | 57.31 mm | 57.90 mm principal | 6.51 | ABS-mortgage backed security | Long | USA |
Federal Home Loan Mortgage Corp | 28.17 mm | 28.20 mm principal | 3.20 | Debt | Long | USA |
Federal Home Loan Banks | 23.30 mm | 23.30 mm principal | 2.65 | Debt | Long | USA |
Uniform Mortgage-Backed Security, TBA | 21.00 mm | 22.20 mm principal | 2.38 | ABS-mortgage backed security | Long | USA |
Federal Home Loan Mortgage Corp | 17.00 mm | 17.00 mm principal | 1.93 | Debt | Long | USA |
Toyota Motor Credit Corp | 13.01 mm | 13.00 mm principal | 1.48 | Debt | Long | USA |
Federal Home Loan Mortgage Corp | 11.00 mm | 11.00 mm principal | 1.25 | Debt | Long | USA |
Federal Home Loan Mortgage Corp | 11.00 mm | 11.00 mm principal | 1.25 | Debt | Long | USA |
Federal Home Loan Mortgage Corp | 10.99 mm | 11.00 mm principal | 1.25 | Debt | Long | USA |
AT&T Inc | 10.37 mm | 10.50 mm principal | 1.18 | Short-term investment vehicle | Long | USA |
Industrial Bank of Korea | 9.27 mm | 9.50 mm principal | 1.05 | Debt | Long | Korea, Republic of |
Golden Credit Card Trust | 8.89 mm | 9.00 mm principal | 1.01 | ABS-other | Long | Canada |
BA Credit Card Trust | 8.85 mm | 8.80 mm principal | 1.01 | ABS-other | Long | USA |
CNH Industrial Capital LLC | 8.68 mm | 8.68 mm principal | 0.99 | Debt | Long | USA |
Santander UK Group Holdings PLC | 8.66 mm | 8.50 mm principal | 0.98 | Debt | Long | UK |
American Express Credit Account Master Trust | 8.52 mm | 8.67 mm principal | 0.97 | ABS-other | Long | USA |
Government National Mortgage Association | 8.42 mm | 8.51 mm principal | 0.96 | ABS-mortgage backed security | Long | USA |
Ford Auto Securitization Trust II Series 2023-B Asset-Backed Notes | 8.08 mm | 10.64 mm principal | 0.92 | ABS-other | Long | Canada |
Government National Mortgage Association | 8.00 mm | 7.99 mm principal | 0.91 | ABS-mortgage backed security | Long | USA |
Avis Budget Rental Car Funding AESOP LLC | 7.75 mm | 7.60 mm principal | 0.88 | ABS-other | Long | USA |
Synchrony Card Funding LLC | 7.44 mm | 7.30 mm principal | 0.84 | ABS-other | Long | USA |
Imperial Brands Finance PLC | 7.38 mm | 7.50 mm principal | 0.84 | Debt | Long | UK |
Brazil Letras do Tesouro Nacional | 7.16 mm | 34.80 mm principal | 0.81 | Debt | Long | Brazil |
CarMax Auto Owner Trust 2023-4 | 7.05 mm | 7.00 mm principal | 0.80 | ABS-other | Long | USA |
Brazil Letras do Tesouro Nacional | 7.01 mm | 35.80 mm principal | 0.80 | Debt | Long | Brazil |
BNP Paribas SA | 7.00 mm | 7.00 mm principal | 0.79 | Debt | Long | France |
Apidos CLO XII | 6.78 mm | 6.82 mm principal | 0.77 | ABS-collateralized bond/debt obligation | Long | Cayman Islands |
Towd Point Mortgage Trust 2018-5 | 6.66 mm | 7.08 mm principal | 0.76 | ABS-mortgage backed security | Long | USA |
LSEGA Financing PLC | 6.41 mm | 6.50 mm principal | 0.73 | Debt | Long | UK |
OCP Euro CLO | 6.18 mm | 5.60 mm principal | 0.70 | ABS-collateralized bond/debt obligation | Long | Ireland |
MUFG Mitsubishi UFJ Financial Group, Inc. | 6.07 mm | 6.30 mm principal | 0.69 | Debt | Long | Japan |
Broadcom Pte. Ltd. | 6.05 mm | 6.25 mm principal | 0.69 | Debt | Long | USA |
Toyota Auto Receivables 2023-B Owner Trust | 6.04 mm | 6.05 mm principal | 0.69 | ABS-other | Long | USA |
Ford Credit Auto Owner Trust 2023-REV1 | 6.02 mm | 6.00 mm principal | 0.68 | ABS-other | Long | USA |
NMR Nomura Holdings Inc. | 5.96 mm | 6.30 mm principal | 0.68 | Debt | Long | Japan |
CRBG Corebridge Financial Inc. | 5.85 mm | 6.00 mm principal | 0.66 | Debt | Long | USA |
State Street Institutional US Government Money Market Fund | 5.78 mm | 5.78 mm shares | 0.66 | Short-term investment vehicle | Long | USA |
UBS Group AG | 5.71 mm | 5.80 mm principal | 0.65 | Debt | Long | Switzerland |
Toyota Lease Owner Trust 2023-B | 5.53 mm | 5.50 mm principal | 0.63 | ABS-other | Long | USA |
KT KT Corporation | 5.51 mm | 5.60 mm principal | 0.63 | Debt | Long | Korea, Republic of |
ING ING Groep N.V. | 5.49 mm | 5.60 mm principal | 0.62 | Debt | Long | Netherlands |
Enterprise Fleet Financing 2022-4 LLC | 5.24 mm | 5.22 mm principal | 0.60 | ABS-other | Long | USA |
Air Lease Corp | 5.19 mm | 5.20 mm principal | 0.59 | Debt | Long | USA |
Cantor Fitzgerald LP | 5.16 mm | 5.20 mm principal | 0.59 | Debt | Long | USA |
MMAF Equipment Finance LLC 2022-B | 5.10 mm | 5.10 mm principal | 0.58 | ABS-other | Long | USA |
BMW Vehicle Lease Trust 2023-2 | 5.07 mm | 5.00 mm principal | 0.58 | ABS-other | Long | USA |
PFS Financing Corp | 5.05 mm | 5.00 mm principal | 0.57 | ABS-other | Long | USA |
Charter Communications Operating LLC / Charter Communications Operating Capital | 5.00 mm | 5.00 mm principal | 0.57 | Debt | Long | USA |
HCA Inc | 4.99 mm | 5.00 mm principal | 0.57 | Debt | Long | USA |
Bank of America Corp | 4.98 mm | 5.00 mm principal | 0.57 | Debt | Long | USA |
WY Weyerhaeuser Co. | 4.98 mm | 5.00 mm principal | 0.57 | Debt | Long | USA |
Penske Truck Leasing Co Lp / PTL Finance Corp | 4.94 mm | 5.00 mm principal | 0.56 | Debt | Long | USA |
BDS 2022-FL12 LLC | 4.91 mm | 4.90 mm principal | 0.56 | ABS-collateralized bond/debt obligation | Long | USA |
LeasePlan Corp NV | 4.89 mm | 5.00 mm principal | 0.55 | Debt | Long | Netherlands |
Synchrony Bank | 4.83 mm | 4.90 mm principal | 0.55 | Debt | Long | USA |
Morgan Stanley | 4.81 mm | 5.00 mm principal | 0.55 | Debt | Long | USA |
AES AES Corp. | 4.81 mm | 5.20 mm principal | 0.55 | Debt | Long | USA |
Barings CLO Ltd 2018-I | 4.77 mm | 4.78 mm principal | 0.54 | ABS-collateralized bond/debt obligation | Long | Cayman Islands |
SMB Private Education Loan Trust 2023-C | 4.73 mm | 4.71 mm principal | 0.54 | ABS-other | Long | USA |
Benchmark 2019-B12 Mortgage Trust | 4.65 mm | 5.00 mm principal | 0.53 | ABS-mortgage backed security | Long | USA |
Freddie Mac REMICS | 4.65 mm | 5.64 mm principal | 0.53 | ABS-mortgage backed security | Long | USA |
Freddie Mac REMICS | 4.64 mm | 5.49 mm principal | 0.53 | ABS-mortgage backed security | Long | USA |
AREIT 2022-CRE7 LLC | 4.61 mm | 4.60 mm principal | 0.52 | ABS-collateralized bond/debt obligation | Long | USA |
Fannie Mae REMICS | 4.54 mm | 5.39 mm principal | 0.52 | ABS-mortgage backed security | Long | USA |
Hyundai Auto Lease Securitization Trust 2023-B | 4.54 mm | 4.54 mm principal | 0.52 | ABS-other | Long | USA |
Avolon Holdings Funding Ltd | 4.53 mm | 4.70 mm principal | 0.51 | Debt | Long | Cayman Islands |
GM Financial Consumer Automobile Receivables Trust 2023-4 | 4.52 mm | 4.50 mm principal | 0.51 | ABS-other | Long | USA |
Standard Chartered PLC | 4.52 mm | 4.50 mm principal | 0.51 | Debt | Long | UK |
Athene Global Funding | 4.50 mm | 4.50 mm principal | 0.51 | Debt | Long | USA |
GS Mortgage Securities Corp Trust 2022-GTWY | 4.50 mm | 4.50 mm principal | 0.51 | ABS-mortgage backed security | Long | USA |
BA Credit Card Trust | 4.35 mm | 4.30 mm principal | 0.49 | ABS-other | Long | USA |
CRSNT Trust 2021-MOON | 4.31 mm | 4.50 mm principal | 0.49 | ABS-mortgage backed security | Long | USA |
Tikehau CLO DAC | 4.24 mm | 3.90 mm principal | 0.48 | ABS-collateralized bond/debt obligation | Long | Ireland |
Hyundai Capital America | 4.22 mm | 4.20 mm principal | 0.48 | Debt | Long | USA |
Daimler Truck Finance North America LLC | 4.21 mm | 4.20 mm principal | 0.48 | Debt | Long | USA |
KKR Financial Holdings LLC | 4.16 mm | 4.50 mm principal | 0.47 | Debt | Long | USA |
NYO Commercial Mortgage Trust 2021-1290 | 4.15 mm | 4.50 mm principal | 0.47 | ABS-mortgage backed security | Long | USA |
Harvest CLO XVI DAC | 4.13 mm | 3.81 mm principal | 0.47 | ABS-collateralized bond/debt obligation | Long | Ireland |
Volkswagen Auto Lease Trust 2023-A | 4.12 mm | 4.10 mm principal | 0.47 | ABS-other | Long | USA |
Equitable Financial Life Global Funding | 4.12 mm | 4.50 mm principal | 0.47 | Debt | Long | USA |
Barings CLO Ltd 2020-IV | 4.10 mm | 4.10 mm principal | 0.47 | ABS-collateralized bond/debt obligation | Long | Cayman Islands |
SMFG Sumitomo Mitsui Financial Group Inc | 4.09 mm | 4.00 mm principal | 0.46 | Debt | Long | Japan |
STWD 2021-HTS Mortgage Trust | 4.06 mm | 4.14 mm principal | 0.46 | ABS-mortgage backed security | Long | USA |
Bank of America Auto Trust 2023-1 | 4.05 mm | 4.00 mm principal | 0.46 | ABS-other | Long | USA |
Toyota Auto Receivables 2023-C Owner Trust | 4.03 mm | 4.00 mm principal | 0.46 | ABS-other | Long | USA |
Nordea Bank Abp | 4.02 mm | 4.00 mm principal | 0.46 | Debt | Long | Finland |
TCW CLO 2018-1 Ltd | 4.02 mm | 4.02 mm principal | 0.46 | ABS-collateralized bond/debt obligation | Long | Cayman Islands |
Woodside Finance Ltd | 4.01 mm | 4.10 mm principal | 0.46 | Debt | Long | Australia |
Capital One Multi-Asset Execution Trust | 4.01 mm | 4.00 mm principal | 0.46 | ABS-other | Long | USA |
Master Credit Card Trust II | 3.99 mm | 4.00 mm principal | 0.45 | ABS-other | Long | Canada |
BCS Barclays plc | 3.98 mm | 4.00 mm principal | 0.45 | Debt | Long | UK |
Israel Electric Corp Ltd | 3.94 mm | 4.00 mm principal | 0.45 | Debt | Long | Israel |
Berry Global Inc | 3.90 mm | 4.20 mm principal | 0.44 | Debt | Long | USA |
AerCap Ireland Capital DAC / AerCap Global Aviation Trust | 3.86 mm | 4.00 mm principal | 0.44 | Debt | Long | Ireland |
Cooperatieve Rabobank UA | 3.83 mm | 4.20 mm principal | 0.44 | Debt | Long | Netherlands |
MUFG Mitsubishi UFJ Financial Group, Inc. | 3.77 mm | 4.00 mm principal | 0.43 | Debt | Long | Japan |
CommonSpirit Health | 3.75 mm | 4.00 mm principal | 0.43 | Debt | Long | USA |
GM Financial Automobile Leasing Trust 2023-2 | 3.70 mm | 3.70 mm principal | 0.42 | ABS-other | Long | USA |
NMR Nomura Holdings Inc. | 3.69 mm | 3.80 mm principal | 0.42 | Debt | Long | Japan |
Tesla Auto Lease Trust 2023-B | 3.64 mm | 3.60 mm principal | 0.41 | ABS-other | Long | USA |
CCWFSXUS7 BMO HARRIS MGCC COC | 3.62 mm | 3.62 mm shares | 0.41 | Short-term investment vehicle | Long | USA |
Government National Mortgage Association | 3.60 mm | 3.61 mm principal | 0.41 | ABS-mortgage backed security | Long | USA |
Southern California Edison Co | 3.56 mm | 3.60 mm principal | 0.40 | Debt | Long | USA |
Enterprise Fleet Financing 2023-1 LLC | 3.54 mm | 3.54 mm principal | 0.40 | ABS-other | Long | USA |
US 2YR NOTE (CBT) MAR24 | 3.49 mm | 1.91 k contracts | 0.40 | Interest rate derivative | N/A | USA |
Ford Credit Auto Owner Trust 2023-REV2 | 3.47 mm | 3.40 mm principal | 0.39 | ABS-other | Long | USA |
Government National Mortgage Association | 3.46 mm | 3.49 mm principal | 0.39 | ABS-mortgage backed security | Long | USA |
ORCL Oracle Corp. | 3.45 mm | 3.70 mm principal | 0.39 | Debt | Long | USA |
Federation des Caisses Desjardins du Quebec | 3.44 mm | 3.57 mm principal | 0.39 | Debt | Long | Canada |
Danske Bank A/S | 3.40 mm | 3.40 mm principal | 0.39 | Debt | Long | Denmark |
Halseypoint CLO II Ltd | 3.39 mm | 3.39 mm principal | 0.38 | ABS-collateralized bond/debt obligation | Long | Cayman Islands |
Kubota Credit Owner Trust 2023-2 | 3.34 mm | 3.30 mm principal | 0.38 | ABS-other | Long | USA |
BX 2021-MFM1 | 3.33 mm | 3.37 mm principal | 0.38 | ABS-mortgage backed security | Long | USA |
GM Financial Automobile Leasing Trust 2023-1 | 3.30 mm | 3.30 mm principal | 0.37 | ABS-other | Long | USA |
BSREP Commercial Mortgage Trust 2021-DC | 3.30 mm | 3.51 mm principal | 0.37 | ABS-mortgage backed security | Long | USA |
Toro European CLO 6 DAC | 3.27 mm | 3.00 mm principal | 0.37 | ABS-collateralized bond/debt obligation | Long | Ireland |
IFF International Flavors & Fragrances Inc. | 3.24 mm | 3.50 mm principal | 0.37 | Debt | Long | USA |
Taurus 2021-1 UK DAC | 3.22 mm | 2.58 mm principal | 0.37 | ABS-mortgage backed security | Long | Ireland |
Navient Private Education Refi Loan Trust 2022-A | 3.21 mm | 3.65 mm principal | 0.36 | ABS-other | Long | USA |
Bain Capital Euro Clo 2018-2 DAC | 3.21 mm | 2.95 mm principal | 0.36 | ABS-collateralized bond/debt obligation | Long | Ireland |
GS Goldman Sachs Group, Inc. | 3.20 mm | 3.20 mm principal | 0.36 | Debt | Long | USA |
VIRGINIA ST CLG BLDG AUTH EDUCTNL FACS REVENUE PUBLIC HGR ED | 3.16 mm | 3.50 mm principal | 0.36 | Debt | Long | USA |
Carlyle Euro CLO 2019-2 DAC | 3.15 mm | 2.90 mm principal | 0.36 | ABS-collateralized bond/debt obligation | Long | Ireland |
Standard Chartered PLC | 3.08 mm | 3.10 mm principal | 0.35 | Debt | Long | UK |
HSBC HSBC Holdings plc | 3.04 mm | 3.10 mm principal | 0.34 | Debt | Long | UK |
Toyota Auto Receivables 2022-D Owner Trust | 3.01 mm | 3.01 mm principal | 0.34 | ABS-other | Long | USA |
Societe Generale SA | 3.00 mm | 3.10 mm principal | 0.34 | Debt | Long | France |
QNB Finance Ltd | 3.00 mm | 3.00 mm principal | 0.34 | Debt | Long | Cayman Islands |
BA Boeing Co. | 2.99 mm | 3.00 mm principal | 0.34 | Debt | Long | USA |
LEN Lennar Corp. - Ordinary Shares | 2.98 mm | 3.00 mm principal | 0.34 | Debt | Long | USA |
Arbor Realty Commercial Real Estate Notes 2021-FL4 Ltd | 2.98 mm | 3.00 mm principal | 0.34 | ABS-collateralized bond/debt obligation | Long | Cayman Islands |
SMB Private Education Loan Trust 2020-PT-A | 2.97 mm | 3.01 mm principal | 0.34 | ABS-other | Long | USA |
Lloyds Banking Group PLC | 2.96 mm | 3.00 mm principal | 0.34 | Debt | Long | UK |
BCS Barclays plc | 2.96 mm | 3.00 mm principal | 0.34 | Debt | Long | UK |
Enel Finance International NV | 2.96 mm | 3.00 mm principal | 0.34 | Debt | Long | Netherlands |
HAWAII ST | 2.91 mm | 3.00 mm principal | 0.33 | Debt | Long | USA |
BNP Paribas SA | 2.90 mm | 2.90 mm principal | 0.33 | Debt | Long | France |
One New York Plaza Trust 2020-1NYP | 2.86 mm | 3.00 mm principal | 0.32 | ABS-mortgage backed security | Long | USA |
BXMT 2020-FL3 Ltd | 2.86 mm | 2.95 mm principal | 0.32 | ABS-collateralized bond/debt obligation | Long | Cayman Islands |
MASSACHUSETTS ST SCH BLDG AUTH SALES TAX REVENUE | 2.84 mm | 3.10 mm principal | 0.32 | Debt | Long | USA |
BPCE SA | 2.78 mm | 2.70 mm principal | 0.32 | Debt | Long | France |
HERA Commercial Mortgage 2021-FL1 Ltd | 2.69 mm | 2.75 mm principal | 0.31 | ABS-collateralized bond/debt obligation | Long | Cayman Islands |
Trinity Square 2021-1 PLC | 2.67 mm | 2.09 mm principal | 0.30 | ABS-mortgage backed security | Long | UK |
Hyundai Auto Receivables Trust 2022-C | 2.64 mm | 2.64 mm principal | 0.30 | ABS-other | Long | USA |
OBX 2023-NQM6 Trust | 2.60 mm | 2.58 mm principal | 0.30 | ABS-mortgage backed security | Long | USA |
GPN Global Payments, Inc. | 2.57 mm | 2.80 mm principal | 0.29 | Debt | Long | USA |
GOLDEN ST TOBACCO SECURITIZATION CORP CA TOBACCO SETTLEMENT | 2.56 mm | 2.60 mm principal | 0.29 | Debt | Long | USA |
Warnermedia Holdings Inc | 2.55 mm | 2.60 mm principal | 0.29 | Debt | Long | USA |
Hyundai Auto Lease Securitization Trust 2023-A | 2.54 mm | 2.54 mm principal | 0.29 | ABS-other | Long | USA |
Elevation CLO 2017-8 Ltd | 2.53 mm | 2.53 mm principal | 0.29 | ABS-collateralized bond/debt obligation | Long | Cayman Islands |
Mercedes-Benz Auto Receivables Trust 2022-1 | 2.52 mm | 2.52 mm principal | 0.29 | ABS-other | Long | USA |
Societe Generale SA | 2.49 mm | 2.70 mm principal | 0.28 | Debt | Long | France |
Ford Credit Auto Owner Trust 2022-D | 2.47 mm | 2.47 mm principal | 0.28 | ABS-other | Long | USA |
World Omni Auto Receivables Trust 2022-D | 2.46 mm | 2.46 mm principal | 0.28 | ABS-other | Long | USA |
Lloyds Banking Group PLC | 2.44 mm | 2.50 mm principal | 0.28 | Debt | Long | UK |
GPMT 2021-FL3 Ltd | 2.43 mm | 2.46 mm principal | 0.28 | ABS-collateralized bond/debt obligation | Long | Cayman Islands |
PCG+A Pacific Gas & Electric Co. | 2.38 mm | 2.40 mm principal | 0.27 | Debt | Long | USA |
Freddie Mac REMICS | 2.38 mm | 2.42 mm principal | 0.27 | ABS-mortgage backed security | Long | USA |
SMFG Sumitomo Mitsui Financial Group Inc | 2.37 mm | 2.50 mm principal | 0.27 | Debt | Long | Japan |
HSBC HSBC Holdings plc | 2.35 mm | 2.35 mm principal | 0.27 | Debt | Long | UK |
Ford Motor Credit Co LLC | 2.33 mm | 2.40 mm principal | 0.26 | Debt | Long | USA |
Ready Capital Mortgage Financing 2021-FL6 LLC | 2.31 mm | 2.34 mm principal | 0.26 | ABS-collateralized bond/debt obligation | Long | USA |
ELFI Graduate Loan Program 2021-A LLC | 2.23 mm | 2.57 mm principal | 0.25 | ABS-other | Long | USA |
Citizens Auto Receivables Trust 2023-2 | 2.23 mm | 2.20 mm principal | 0.25 | ABS-other | Long | USA |
Fannie Mae REMICS | 2.21 mm | 2.21 mm principal | 0.25 | ABS-mortgage backed security | Long | USA |
Petronas Energy Canada Ltd | 2.18 mm | 2.40 mm principal | 0.25 | Debt | Long | Canada |
SMB Private Education Loan Trust 2022-C | 2.17 mm | 2.24 mm principal | 0.25 | ABS-other | Long | USA |
BAT Capital Corp | 2.16 mm | 2.20 mm principal | 0.25 | Debt | Long | USA |
METRO OR | 2.14 mm | 2.20 mm principal | 0.24 | Debt | Long | USA |
Harvest CLO XXI DAC | 2.13 mm | 2.05 mm principal | 0.24 | ABS-collateralized bond/debt obligation | Long | Ireland |
Man GLG Euro Clo III DAC | 2.12 mm | 1.94 mm principal | 0.24 | ABS-collateralized bond/debt obligation | Long | Ireland |
GM Financial Consumer Automobile Receivables Trust 2022-4 | 2.11 mm | 2.12 mm principal | 0.24 | ABS-other | Long | USA |
Freddie Mac REMICS | 2.11 mm | 2.14 mm principal | 0.24 | ABS-mortgage backed security | Long | USA |
Towd Point Mortgage Trust 2019-4 | 2.05 mm | 2.19 mm principal | 0.23 | ABS-mortgage backed security | Long | USA |
Freddie Mac Strips | 2.05 mm | 2.08 mm principal | 0.23 | ABS-mortgage backed security | Long | USA |
Cheshire 2020-1 PLC | 2.04 mm | 1.60 mm principal | 0.23 | ABS-mortgage backed security | Long | UK |
ABN AMRO Bank NV | 2.03 mm | 2.00 mm principal | 0.23 | Debt | Long | Netherlands |
WILLIAMSON CNTY TX | 2.03 mm | 2.20 mm principal | 0.23 | Debt | Long | USA |
Carmax Auto Owner Trust 2022-4 | 2.02 mm | 2.03 mm principal | 0.23 | ABS-other | Long | USA |
SK Hynix Inc | 2.00 mm | 2.00 mm principal | 0.23 | Debt | Long | Korea, Republic of |
Bank of America Corp | 2.00 mm | 2.00 mm principal | 0.23 | Debt | Long | USA |
Verus Securitization Trust 2021-6 | 1.99 mm | 2.42 mm principal | 0.23 | ABS-mortgage backed security | Long | USA |
BCS Barclays plc | 1.99 mm | 2.00 mm principal | 0.23 | Debt | Long | UK |
WILLIAMSON CNTY TX | 1.99 mm | 2.20 mm principal | 0.23 | Debt | Long | USA |
Arbor Realty Commercial Real Estate Notes 2021-FL3 Ltd | 1.98 mm | 2.00 mm principal | 0.22 | ABS-collateralized bond/debt obligation | Long | Cayman Islands |
Deutsche Bank AG/New York NY | 1.96 mm | 2.00 mm principal | 0.22 | Debt | Long | Germany |
Fannie Mae REMICS | 1.96 mm | 1.99 mm principal | 0.22 | ABS-mortgage backed security | Long | USA |
Navient Student Loan Trust | 1.95 mm | 1.92 mm principal | 0.22 | ABS-other | Long | USA |
Dryden 27 R Euro CLO 2017 DAC | 1.95 mm | 1.79 mm principal | 0.22 | ABS-collateralized bond/debt obligation | Long | Ireland |
Toyota Auto Receivables 2022-C Owner Trust | 1.95 mm | 1.95 mm principal | 0.22 | ABS-other | Long | USA |
Freddie Mac REMICS | 1.92 mm | 1.95 mm principal | 0.22 | ABS-mortgage backed security | Long | USA |
Fannie Mae REMICS | 1.91 mm | 1.94 mm principal | 0.22 | ABS-mortgage backed security | Long | USA |
Hana Bank | 1.91 mm | 2.00 mm principal | 0.22 | Debt | Long | Korea, Republic of |
CCMSCZUS2 CCPC COC EQUITY | 1.82 mm | 1.82 mm shares | 0.21 | Short-term investment vehicle | Long | USA |
UBS Group AG | 1.81 mm | 1.80 mm principal | 0.21 | Debt | Long | Switzerland |
MMAF Equipment Finance LLC 2022-A | 1.80 mm | 1.81 mm principal | 0.20 | ABS-other | Long | USA |
Navient Private Education Refi Loan Trust 2021-G | 1.79 mm | 2.07 mm principal | 0.20 | ABS-other | Long | USA |
Nissan Motor Acceptance Co LLC | 1.78 mm | 1.78 mm principal | 0.20 | Debt | Long | USA |
MFA 2021-RPL1 Trust | 1.76 mm | 2.00 mm principal | 0.20 | ABS-mortgage backed security | Long | USA |