Fund profile
Tickers
CFVAX, CFVYX
Fund manager
Total assets
$206.53 mm
Liabilities
$8.46 mm
Net assets
$198.07 mm
Number of holdings
1.38 k
Top 200 of 1376 Holdings
Security | $Holding | Balance | % of Fund | Category | Position | Country |
---|---|---|---|---|---|---|
US 10YR NOTE (CBT)JUN24 FINANCIAL COMMODITY FUTURE. | 16.46 mm | 149.00 contracts | 8.31 | Interest rate derivative | N/A | USA |
3 MONTH SOFR FUT DEC25 FINANCIAL COMMODITY FUTURE. | 12.28 mm | 51.00 contracts | 6.20 | DO | N/A | USA |
3 MONTH SOFR FUT DEC24 FINANCIAL COMMODITY FUTURE. | 7.88 mm | 33.00 contracts | 3.98 | DO | N/A | USA |
US TREASURY N/B 4.375000% 08/15/2043 | 4.32 mm | 4.41 mm principal | 2.18 | Debt | Long | USA |
US TREASURY N/B 4.375000% 08/31/2028 | 3.88 mm | 3.87 mm principal | 1.96 | Structured note | Long | USA |
US TREASURY N/B 3.375000% 05/15/2033 | 3.36 mm | 3.60 mm principal | 1.70 | Structured note | Long | USA |
US TREASURY N/B 3.875000% 08/15/2033 | 3.00 mm | 3.09 mm principal | 1.52 | Structured note | Long | USA |
US 5YR NOTE (CBT) JUN24 FINANCIAL COMMODITY FUTURE. | 2.89 mm | 27.00 contracts | 1.46 | Interest rate derivative | N/A | USA |
US TREASURY N/B 3.625000% 05/15/2053 | 2.82 mm | 3.23 mm principal | 1.43 | Debt | Long | USA |
US TREASURY N/B 1.250000% 11/30/2026 | 2.76 mm | 3.01 mm principal | 1.39 | Structured note | Long | USA |
US TREASURY N/B 3.875000% 05/15/2043 | 2.41 mm | 2.63 mm principal | 1.22 | Debt | Long | USA |
US TREASURY N/B 2.000000% 11/15/2026 | 2.08 mm | 2.22 mm principal | 1.05 | Structured note | Long | USA |
US TREASURY N/B 4.750000% 11/15/2053 | 1.83 mm | 1.72 mm principal | 0.92 | Debt | Long | USA |
US TREASURY N/B 1.875000% 02/15/2051 | 1.83 mm | 3.05 mm principal | 0.92 | Debt | Long | USA |
US TREASURY N/B 1.500000% 01/31/2027 | 1.69 mm | 1.84 mm principal | 0.86 | Structured note | Long | USA |
US TREASURY N/B 3.000000% 08/15/2052 | 1.36 mm | 1.76 mm principal | 0.69 | Debt | Long | USA |
SEI DAILY INCOME TRUST GOVERNMENT FUND (#36) | 1.33 mm | 1.33 mm shares | 0.67 | Short-term investment vehicle | Long | USA |
US TREASURY N/B 1.625000% 11/15/2050 | 1.30 mm | 2.32 mm principal | 0.66 | Debt | Long | USA |
US ULTRA BOND CBT JUN24 FINANCIAL COMMODITY FUTURE. | 1.15 mm | 9.00 contracts | 0.58 | Interest rate derivative | N/A | USA |
US TREASURY N/B 3.625000% 05/15/2053 | 1.10 mm | 1.26 mm principal | 0.56 | Debt | Long | USA |
GINNIE MAE II POOL 30YR TBA (MARCH) | 1.07 mm | 1.10 mm principal | 0.54 | Debt | Long | USA |
US TREASURY N/B 1.125000% 01/15/2025 | 1.07 mm | 1.11 mm principal | 0.54 | Structured note | Long | USA |
US TREASURY N/B 3.625000% 05/15/2026 | 986.12 k | 1.01 mm principal | 0.50 | Structured note | Long | USA |
SEI DAILY INCOME TRUST GOVERNMENT FUND (#36) | 938.36 k | 938.36 k shares | 0.47 | Short-term investment vehicle | Long | USA |
TREASURY BILL 0.000000% 05/09/2024 | 910.74 k | 920.00 k principal | 0.46 | Debt | Long | USA |
US TREASURY N/B 4.000000% 07/31/2030 | 866.11 k | 880.00 k principal | 0.44 | Structured note | Long | USA |
US TREASURY N/B 4.000000% 01/31/2029 | 765.05 k | 774.00 k principal | 0.39 | Structured note | Long | USA |
US LONG BOND(CBT) JUN24 FINANCIAL COMMODITY FUTURE. | 715.50 k | 6.00 contracts | 0.36 | Interest rate derivative | N/A | USA |
U.S. TREASURY INFLATION-PROTECTED SECURITIES 1.125% 01/15/2033 | 712.83 k | 740.00 k principal | 0.36 | Debt | Long | USA |
US TREASURY N/B 4.000000% 01/31/2031 | 698.46 k | 710.00 k principal | 0.35 | Structured note | Long | USA |
GINNIE MAE II POOL G2 MA7192 | 686.79 k | 843.31 k principal | 0.35 | Debt | Long | USA |
US TREASURY N/B 4.375000% 11/30/2028 | 683.87 k | 681.00 k principal | 0.35 | Structured note | Long | USA |
TREASURY BILL 0.000000% 05/02/2024 | 673.83 k | 680.00 k principal | 0.34 | Debt | Long | USA |
US TREASURY N/B 4.250000% 02/28/2031 | 639.20 k | 640.00 k principal | 0.32 | Structured note | Long | USA |
US TREASURY N/B 4.375000% 11/30/2030 | 633.35 k | 630.00 k principal | 0.32 | Structured note | Long | USA |
CIFC FUNDING 2023-III LTD CIFC 2023-3A A | 615.26 k | 614.00 k principal | 0.31 | ABS-collateralized bond/debt obligation | Long | Cayman Islands |
BCS Barclays plc | 599.92 k | 582.00 k principal | 0.30 | Debt | Long | UK |
GINNIE MAE II POOL 30YR TBA (MARCH) | 595.99 k | 600.00 k principal | 0.30 | Debt | Long | USA |
US TREASURY N/B 2.250000% 02/15/2052 | 590.03 k | 902.00 k principal | 0.30 | Debt | Long | USA |
JPMORGAN CHASE & CO 4.203000% 07/23/2029 | 566.49 k | 590.00 k principal | 0.29 | Debt | Long | USA |
CHARTER COMMUNICATIONS OPERATING LLC / CHARTER COM 6.384000% 10/23/2035 | 561.48 k | 580.00 k principal | 0.28 | Debt | Long | USA |
FREDDIE MAC POOL FR SD1100 | 551.09 k | 661.60 k principal | 0.28 | Debt | Long | USA |
US TREASURY N/B 3.375000% 08/15/2042 | 546.49 k | 639.00 k principal | 0.28 | Debt | Long | USA |
PENSKE TRUCK LEASING CO LP / PTL FINANCE CORP 144A 5.550000% 05/01/2028 | 545.28 k | 542.00 k principal | 0.28 | Debt | Long | USA |
LLOYDS BANKING GROUP PLC 3.900000% 03/12/2024 | 535.76 k | 536.00 k principal | 0.27 | Debt | Long | UK |
FREDDIE MAC POOL FR SD0499 | 527.63 k | 605.66 k principal | 0.27 | Debt | Long | USA |
US TREASURY N/B 4.625000% 09/30/2030 | 519.92 k | 510.00 k principal | 0.26 | Structured note | Long | USA |
US TREASURY N/B 4.750000% 07/31/2025 | 519.33 k | 520.00 k principal | 0.26 | Structured note | Long | USA |
US TREASURY N/B 4.750000% 11/15/2043 | 514.53 k | 500.00 k principal | 0.26 | Debt | Long | USA |
GA GLOBAL FUNDING TRUST 144A 5.500000% 01/08/2029 | 514.52 k | 521.00 k principal | 0.26 | Debt | Long | USA |
PROGRESS RESIDENTIAL 2023-SFR2 TRUST PROG 2023-SFR2 A | 513.18 k | 528.00 k principal | 0.26 | ABS-mortgage backed security | Long | USA |
CITIZENS AUTO RECEIVABLES TRUST 2024-1 CITZN 2024-1 A3 | 508.39 k | 509.00 k principal | 0.26 | ABS-mortgage backed security | Long | USA |
ARE Alexandria Real Estate Equities Inc. | 506.72 k | 527.00 k principal | 0.26 | Debt | Long | USA |
US TREASURY N/B 4.125000% 08/15/2053 | 506.43 k | 529.00 k principal | 0.26 | Debt | Long | USA |
BERKSHIRE HATHAWAY ENERGY CO 4.450000% 01/15/2049 | 506.06 k | 600.00 k principal | 0.26 | Debt | Long | USA |
US TREASURY N/B 3.875000% 05/15/2043 | 502.95 k | 550.00 k principal | 0.25 | Debt | Long | USA |
FANNIE MAE POOL FN CB6899 | 499.60 k | 506.59 k principal | 0.25 | Debt | Long | USA |
FREDDIE MAC POOL FR SD3897 | 497.52 k | 496.91 k principal | 0.25 | Debt | Long | USA |
DOMINO'S PIZZA MASTER ISSUER LLC DPABS 2021-1A A2I | 493.33 k | 555.30 k principal | 0.25 | ABS-mortgage backed security | Long | USA |
C Citigroup Inc | 490.67 k | 510.00 k principal | 0.25 | Debt | Long | USA |
FANNIE MAE POOL FN FS5625 | 489.61 k | 498.79 k principal | 0.25 | Debt | Long | USA |
FANNIE MAE POOL FN FS5630 | 489.09 k | 509.83 k principal | 0.25 | Debt | Long | USA |
ELEMENT FLEET MANAGEMENT CORP 144A 1.600000% 04/06/2024 | 488.86 k | 491.00 k principal | 0.25 | Debt | Long | Canada |
UBS COMMERCIAL MORTGAGE TRUST 2018-C13 UBSCM 2018-C13 ASB | 488.37 k | 502.99 k principal | 0.25 | ABS-mortgage backed security | Long | USA |
GENERAL MOTORS FINANCIAL CO INC 2.400000% 10/15/2028 | 486.20 k | 553.00 k principal | 0.25 | Debt | Long | USA |
FANNIE MAE OR FREDDIE MAC 30YR TBA (MARCH) | 484.84 k | 500.00 k principal | 0.24 | Debt | Long | USA |
NEXTGEAR FLOORPLAN MASTER OWNER TRUST NFMOT 2022-1A A2 | 475.20 k | 489.00 k principal | 0.24 | ABS-mortgage backed security | Long | USA |
GMF FLOORPLAN OWNER REVOLVING TRUST GFORT 2023-2 A | 474.62 k | 468.00 k principal | 0.24 | ABS-mortgage backed security | Long | USA |
FANNIE MAE OR FREDDIE MAC 30YR TBA (MARCH) | 473.26 k | 500.00 k principal | 0.24 | Debt | Long | USA |
BX COMMERCIAL MORTGAGE TRUST 2023-XL3 BX 2023-XL3 A | 472.22 k | 469.00 k principal | 0.24 | ABS-mortgage backed security | Long | USA |
PNC PNC Financial Services Group Inc | 470.20 k | 470.00 k principal | 0.24 | Debt | Long | USA |
UNITED STATES SMALL BUSINESS ADMINISTRATION SBAP 2023-25G 1 | 466.93 k | 465.57 k principal | 0.24 | ABS-mortgage backed security | Long | USA |
T AT&T, Inc. | 463.32 k | 462.00 k principal | 0.23 | Debt | Long | USA |
FANNIE MAE POOL FN FS4367 | 455.18 k | 476.18 k principal | 0.23 | Debt | Long | USA |
UNITED STATES SMALL BUSINESS ADMINISTRATION SBAP 2023-25J 1 | 450.81 k | 436.00 k principal | 0.23 | ABS-mortgage backed security | Long | USA |
PFS FINANCING CORP PFSFC 2022-A A | 449.81 k | 463.00 k principal | 0.23 | ABS-mortgage backed security | Long | USA |
PG&E WILDFIRE RECOVERY FUNDING LLC 4.722000% 06/01/2037 | 445.71 k | 456.00 k principal | 0.23 | Debt | Long | USA |
SIMON PROPERTY GROUP LP 1.750000% 02/01/2028 | 443.43 k | 501.00 k principal | 0.22 | Debt | Long | USA |
FREDDIE MAC POOL FR SD3283 | 440.93 k | 448.46 k principal | 0.22 | Debt | Long | USA |
UBS GROUP AG 144A 4.125000% 04/15/2026 | 435.95 k | 449.00 k principal | 0.22 | Debt | Long | Switzerland |
UNITED AIRLINES 2014-1 CLASS A PASS THROUGH TRUST 4.000000% 04/11/2026 | 433.55 k | 447.84 k principal | 0.22 | Debt | Long | USA |
FANNIE MAE POOL FN FM8839 | 429.32 k | 537.38 k principal | 0.22 | Debt | Long | USA |
MORGAN STANLEY MTN 3.125000% 07/27/2026 | 429.24 k | 450.00 k principal | 0.22 | Debt | Long | USA |
FANNIE MAE POOL FN BW9915 | 427.15 k | 435.03 k principal | 0.22 | Debt | Long | USA |
TREASURY BILL 0.000000% 05/28/2024 | 424.49 k | 430.00 k principal | 0.21 | Debt | Long | USA |
CVS CVS Health Corp | 423.47 k | 429.54 k principal | 0.21 | Debt | Long | USA |
SCHLUMBERGER HOLDINGS CORP 144A 3.900000% 05/17/2028 | 422.91 k | 441.00 k principal | 0.21 | Debt | Long | USA |
TOYOTA AUTO LOAN EXTENDED NOTE TRUST 2021-1 TALNT 2021-1A A | 421.11 k | 456.00 k principal | 0.21 | ABS-mortgage backed security | Long | USA |
U.S. TREASURY INFLATION-PROTECTED SECURITIES 0.125% 01/15/2030 | 419.17 k | 390.00 k principal | 0.21 | Debt | Long | USA |
SABEY DATA CENTER ISSUER LLC SDCP 2021-1 A2 | 417.52 k | 466.00 k principal | 0.21 | ABS-mortgage backed security | Long | USA |
FREDDIE MAC POOL FR SB0833 | 417.07 k | 441.51 k principal | 0.21 | Debt | Long | USA |
BENCHMARK 2020-B22 MORTGAGE TRUST BMARK 2020-B22 ASB | 415.75 k | 474.00 k principal | 0.21 | ABS-mortgage backed security | Long | USA |
FANNIE MAE POOL FN FS4223 | 415.25 k | 426.09 k principal | 0.21 | Debt | Long | USA |
US TREASURY N/B 1.375000% 08/15/2050 | 414.69 k | 790.00 k principal | 0.21 | Debt | Long | USA |
OGLETHORPE POWER CORP 144A 6.200000% 12/01/2053 | 414.51 k | 403.00 k principal | 0.21 | Debt | Long | USA |
BANK OF AMERICA CORP MTN 4.000000% 01/22/2025 | 413.92 k | 420.00 k principal | 0.21 | Debt | Long | USA |
TOYOTA LEASE OWNER TRUST 2024-A TLOT 2024-A A3 | 410.51 k | 410.00 k principal | 0.21 | ABS-mortgage backed security | Long | USA |
FANNIE MAE OR FREDDIE MAC 30YR TBA (APRIL) | 401.61 k | 400.00 k principal | 0.20 | Debt | Long | USA |
COMM 2015-CCRE26 MORTGAGE TRUST COMM 2015-CR26 A4 | 401.56 k | 417.00 k principal | 0.20 | ABS-mortgage backed security | Long | USA |
UNITED STATES SMALL BUSINESS ADMINISTRATION SBAP 2022-25G 1 | 400.09 k | 430.51 k principal | 0.20 | ABS-mortgage backed security | Long | USA |
PEACEHEALTH OBLIGATED GROUP 1.375000% 11/15/2025 | 399.70 k | 430.00 k principal | 0.20 | Debt | Long | USA |
FANNIE MAE POOL FN FS5215 | 399.45 k | 416.94 k principal | 0.20 | Debt | Long | USA |
SO Southern Company | 396.86 k | 415.00 k principal | 0.20 | Debt | Long | USA |
FANNIE MAE POOL FN FS1938 | 392.54 k | 473.95 k principal | 0.20 | Debt | Long | USA |
FORD MOTOR CREDIT CO LLC 6.798000% 11/07/2028 | 391.77 k | 378.00 k principal | 0.20 | Debt | Long | USA |
FANNIE MAE POOL FN CA6635 | 390.65 k | 465.45 k principal | 0.20 | Debt | Long | USA |
AMSR 2023-SFR1 TRUST AMSR 2023-SFR1 A | 389.37 k | 410.00 k principal | 0.20 | ABS-mortgage backed security | Long | USA |
FREDDIE MAC POOL FR SD7548 | 388.92 k | 464.62 k principal | 0.20 | Debt | Long | USA |
FORD CREDIT AUTO OWNER TRUST 2020-REV1 FORDR 2020-1 A | 387.27 k | 400.00 k principal | 0.20 | ABS-mortgage backed security | Long | USA |
US TREASURY N/B 2.375000% 02/15/2042 | 386.53 k | 526.00 k principal | 0.20 | Debt | Long | USA |
FANNIE MAE POOL FN CA5624 | 384.99 k | 417.88 k principal | 0.19 | Debt | Long | USA |
FERGUSON FINANCE PLC 144A 4.500000% 10/24/2028 | 384.14 k | 394.00 k principal | 0.19 | Debt | Long | USA |
GINNIE MAE II POOL 30YR TBA (MARCH) | 381.95 k | 400.00 k principal | 0.19 | Debt | Long | USA |
FANNIE MAE POOL FN BM4097 | 379.22 k | 388.44 k principal | 0.19 | Debt | Long | USA |
FREDDIE MAC POOL FR SD7543 | 374.55 k | 448.54 k principal | 0.19 | Debt | Long | USA |
FREDDIE MAC GOLD POOL FG Q53595 | 374.54 k | 413.49 k principal | 0.19 | Debt | Long | USA |
FANNIE MAE POOL FN CB0671 | 373.09 k | 444.99 k principal | 0.19 | Debt | Long | USA |
APTIV PLC / APTIV CORP 3.250000% 03/01/2032 | 370.78 k | 430.00 k principal | 0.19 | Debt | Long | USA |
US TREASURY N/B 2.875000% 08/15/2045 | 370.67 k | 480.00 k principal | 0.19 | Debt | Long | USA |
FANNIE MAE POOL FN BW6304 | 370.30 k | 374.60 k principal | 0.19 | Debt | Long | USA |
TACO BELL FUNDING LLC BELL 2021-1A A2II | 367.04 k | 424.44 k principal | 0.19 | ABS-mortgage backed security | Long | USA |
ENTERPRISE PRODUCTS OPERATING LLC 4.150000% 10/16/2028 | 366.75 k | 380.00 k principal | 0.19 | Debt | Long | USA |
UBS AG/LONDON 4.500000% 06/26/2048 | 366.36 k | 400.00 k principal | 0.18 | Debt | Long | Switzerland |
FREDDIE MAC POOL FR SD7554 | 364.70 k | 436.60 k principal | 0.18 | Debt | Long | USA |
BENCHMARK 2020-B17 MORTGAGE TRUST BMARK 2020-B17 A2 | 364.19 k | 395.00 k principal | 0.18 | ABS-mortgage backed security | Long | USA |
CHICAGO IL MET WTR RECLAMATION METROPOLITAN WATER RECLAMATION DISTRICT OF GREATER | 363.76 k | 345.00 k principal | 0.18 | Debt | Long | USA |
WELLS FARGO & CO MTN 5.557000% 07/25/2034 | 358.61 k | 360.00 k principal | 0.18 | Debt | Long | USA |
FANNIE MAE POOL FN FS1850 | 357.46 k | 366.59 k principal | 0.18 | Debt | Long | USA |
FANNIE MAE OR FREDDIE MAC 30YR TBA (FEBRUARY) | 355.76 k | 400.00 k principal | 0.18 | Debt | Long | USA |
RYDER SYSTEM INC MTN 5.250000% 06/01/2028 | 355.66 k | 355.00 k principal | 0.18 | Debt | Long | USA |
AMERICAN TOWER TRUST #1 144A 5.490000% 03/15/2028 | 354.15 k | 351.00 k principal | 0.18 | Debt | Long | USA |
BANK OF AMERICA CORP 3.311000% 04/22/2042 | 353.65 k | 467.00 k principal | 0.18 | Debt | Long | USA |
NATIONAL SECURITIES CLEARING CORP 144A 5.000000% 05/30/2028 | 353.52 k | 351.00 k principal | 0.18 | Debt | Long | USA |
FANNIE MAE POOL FN BW0045 | 353.42 k | 360.32 k principal | 0.18 | Debt | Long | USA |
FANNIE MAE POOL FN FM9461 | 353.23 k | 395.00 k principal | 0.18 | Debt | Long | USA |
FANNIE MAE POOL FN FS1590 | 351.70 k | 424.80 k principal | 0.18 | Debt | Long | USA |
OXY Occidental Petroleum Corp. | 350.89 k | 665.00 k principal | 0.18 | Debt | Long | USA |
FREDDIE MAC POOL FR SD7548 | 349.75 k | 417.82 k principal | 0.18 | Debt | Long | USA |
FREDDIE MAC POOL FR RA7928 | 343.69 k | 362.84 k principal | 0.17 | Debt | Long | USA |
US TREASURY N/B 2.750000% 08/15/2047 | 341.89 k | 460.00 k principal | 0.17 | Debt | Long | USA |
US TREASURY N/B 1.875000% 11/15/2051 | 340.79 k | 572.00 k principal | 0.17 | Debt | Long | USA |
UNITED MEXICAN STATES 4.600000% 02/10/2048 | 338.63 k | 430.00 k principal | 0.17 | Debt | Long | Mexico |
FREDDIE MAC GOLD POOL FG G60722 | 338.33 k | 386.14 k principal | 0.17 | Debt | Long | USA |
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNR 2022-113 Z | 337.78 k | 620.32 k principal | 0.17 | Debt | Long | USA |
LIBERTY MUTUAL GROUP INC 144A 4.569000% 02/01/2029 | 336.38 k | 349.00 k principal | 0.17 | Debt | Long | USA |
FANNIE MAE POOL FN FM7794 | 332.04 k | 355.52 k principal | 0.17 | Debt | Long | USA |
METROPOLITAN LIFE GLOBAL FUNDING I MTN 3.300000% 03/21/2029 | 331.46 k | 361.00 k principal | 0.17 | Debt | Long | USA |
FANNIE MAE POOL FN FS3669 | 331.06 k | 351.63 k principal | 0.17 | Debt | Long | USA |
CALIFORNIA ST STATE OF CALIFORNIA | 329.36 k | 280.00 k principal | 0.17 | Debt | Long | USA |
GINNIE MAE II POOL G2 MA7590 | 329.00 k | 375.20 k principal | 0.17 | Debt | Long | USA |
CREDIT SUISSE AG/NEW YORK NY 7.950000% 01/09/2025 | 327.75 k | 322.00 k principal | 0.17 | Debt | Long | Switzerland |
FREDDIE MAC POOL FR RA3206 | 325.75 k | 406.92 k principal | 0.16 | Debt | Long | USA |
FANNIE MAE POOL FN FM8216 | 319.45 k | 340.62 k principal | 0.16 | Debt | Long | USA |
COF Capital One Financial Corp. | 318.35 k | 311.00 k principal | 0.16 | Debt | Long | USA |
US TREASURY N/B 3.875000% 02/15/2043 | 311.27 k | 340.00 k principal | 0.16 | Debt | Long | USA |
FANNIE MAE POOL FN FM5842 | 310.02 k | 321.01 k principal | 0.16 | Debt | Long | USA |
AMZN Amazon.com Inc. | 309.96 k | 374.00 k principal | 0.16 | Debt | Long | USA |
MFC Manulife Financial Corp. | 309.69 k | 340.00 k principal | 0.16 | Debt | Long | Canada |
ING ING Groep N.V. | 309.41 k | 300.00 k principal | 0.16 | Debt | Long | Netherlands |
SBA SMALL BUSINESS INVESTMENT COS SBIC 2023-10A 1 | 309.15 k | 312.01 k principal | 0.16 | ABS-mortgage backed security | Long | USA |
FANNIE MAE POOL FN FS2463 | 308.52 k | 359.43 k principal | 0.16 | Debt | Long | USA |
CVS CVS Health Corp | 306.18 k | 295.76 k principal | 0.15 | Debt | Long | USA |
Credit Default Swap | 304.79 k | -14.83 mm contracts | 0.15 | Credit derivative | N/A | USA |
MASSACHUSETTS MUTUAL LIFE INSURANCE CO 144A 5.672000% 12/01/2052 | 304.27 k | 305.00 k principal | 0.15 | Debt | Long | USA |
UNITED STATES SMALL BUSINESS ADMINISTRATION SBAP 2022-25E 1 | 300.97 k | 323.75 k principal | 0.15 | ABS-mortgage backed security | Long | USA |
PALMER SQUARE LOAN FUNDING 2022-2 LTD PSTAT 2022-2A A1 | 300.20 k | 300.42 k principal | 0.15 | ABS-collateralized bond/debt obligation | Long | Cayman Islands |
EXC Exelon Corp. | 299.54 k | 328.00 k principal | 0.15 | Debt | Long | USA |
PG&E WILDFIRE RECOVERY FUNDING LLC 3.594000% 06/01/2030 | 297.93 k | 312.85 k principal | 0.15 | Debt | Long | USA |
AIMCO CLO SERIES 2017-A AIMCO 2017-AA AR | 297.45 k | 298.00 k principal | 0.15 | ABS-collateralized bond/debt obligation | Long | Cayman Islands |
PALMER SQUARE CLO 2018-3 LTD PLMRS 2013-2A A1A3 | 296.02 k | 295.83 k principal | 0.15 | ABS-collateralized bond/debt obligation | Long | Cayman Islands |
JPMORGAN CHASE & CO 3.509000% 01/23/2029 | 291.98 k | 310.00 k principal | 0.15 | Debt | Long | USA |
FANNIE MAE POOL FN CB6540 | 289.33 k | 285.03 k principal | 0.15 | Debt | Long | USA |
UNITED STATES SMALL BUSINESS ADMINISTRATION SBAP 2022-25D 1 | 289.06 k | 320.08 k principal | 0.15 | ABS-mortgage backed security | Long | USA |
PLANET FITNESS MASTER ISSUER LLC PLNT 2018-1A A2II | 288.14 k | 294.67 k principal | 0.15 | ABS-mortgage backed security | Long | USA |
FANNIE MAE POOL FN BQ1567 | 287.07 k | 328.74 k principal | 0.14 | Debt | Long | USA |
FREDDIE MAC POOL FR SD8045 | 286.84 k | 317.44 k principal | 0.14 | Debt | Long | USA |
FANNIE MAE POOL FN CA6872 | 286.81 k | 313.83 k principal | 0.14 | Debt | Long | USA |
JPMORGAN CHASE & CO 4.493000% 03/24/2031 | 286.21 k | 298.00 k principal | 0.14 | Debt | Long | USA |
BX COMMERCIAL MORTGAGE TRUST 2021-VOLT BX 2021-VOLT A | 283.76 k | 287.00 k principal | 0.14 | ABS-mortgage backed security | Long | USA |
PRUDENTIAL FUNDING ASIA PLC 3.125000% 04/14/2030 | 280.75 k | 315.00 k principal | 0.14 | Debt | Long | Hong Kong |
NEW YORK ST URBAN DEV CORP REV NEW YORK STATE URBAN DEVELOPMENT CORP | 280.30 k | 275.00 k principal | 0.14 | Debt | Long | USA |
AVIATION CAPITAL GROUP LLC 144A 1.950000% 01/30/2026 | 279.77 k | 301.00 k principal | 0.14 | Debt | Long | USA |
MACQUARIE GROUP LTD 144A 1.340000% 01/12/2027 | 278.68 k | 302.00 k principal | 0.14 | Debt | Long | Australia |
MASSACHUSETTS ST EDUCTNL FING MASSACHUSETTS EDUCATIONAL FINANCING AUTHORITY | 278.26 k | 285.00 k principal | 0.14 | Debt | Long | USA |
NEXTERA ENERGY CAPITAL HOLDINGS INC 3.550000% 05/01/2027 | 277.88 k | 292.00 k principal | 0.14 | Debt | Long | USA |
TTWO Take-Two Interactive Software, Inc. | 277.30 k | 290.00 k principal | 0.14 | Debt | Long | USA |
US TREASURY N/B 2.000000% 08/15/2051 | 277.12 k | 450.00 k principal | 0.14 | Debt | Long | USA |
MACQUARIE GROUP LTD MTN 5.033000% 01/15/2030 | 276.37 k | 280.00 k principal | 0.14 | Debt | Long | Australia |
METROPOLITAN LIFE INSURANCE CO 144A 7.800000% 11/01/2025 | 275.14 k | 267.00 k principal | 0.14 | Debt | Long | USA |
GINNIE MAE II POOL G2 MA8490 | 275.06 k | 281.26 k principal | 0.14 | Debt | Long | USA |
AMSR 2021-SFR3 TRUST AMSR 2021-SFR3 A | 272.04 k | 300.00 k principal | 0.14 | ABS-mortgage backed security | Long | USA |
GINNIE MAE II POOL G2 MA7589 | 271.91 k | 321.12 k principal | 0.14 | Debt | Long | USA |
ET Energy Transfer LP | 271.86 k | 270.00 k principal | 0.14 | Debt | Long | USA |
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 30YR TBA FEBRUARY | 271.27 k | 300.00 k principal | 0.14 | Debt | Long | USA |
TRICON AMERICAN HOMES 2019-SFR1 TRUST TAH 2019-SFR1 A | 268.36 k | 283.52 k principal | 0.14 | ABS-mortgage backed security | Long | USA |
US TREASURY N/B 4.125000% 08/31/2030 | 267.56 k | 270.00 k principal | 0.14 | Structured note | Long | USA |
SEASONED CREDIT RISK TRANSFER TRUST SERIES 2022-1 SCRT 2022-1 MAU | 267.41 k | 298.86 k principal | 0.14 | ABS-mortgage backed security | Long | USA |
FANNIE MAE POOL FN CA5969 | 266.63 k | 320.96 k principal | 0.13 | Debt | Long | USA |
FREDDIE MAC POOL FR RA3205 | 265.33 k | 332.67 k principal | 0.13 | Debt | Long | USA |
CREDIT AGRICOLE SA 144A 8.125000% MATURITY: PERPETUAL | 265.10 k | 260.00 k principal | 0.13 | Debt | Long | France |