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Fund profile

Tickers
TSDUX
Total assets
$641.27M
Liabilities
$199.45M
Net assets
$441.81M
Number of holdings
382

Top 200 of 382 Holdings

As of Aug 2021
Security $Holding Balance % of Fund Category Position Country
FUTURE CONTRACT ON BANK ACCEPT FUTR DEC22 /CAD/ 0.00000000 63.55M 324 contracts 14.38 Interest rate derivative N/A Canada
FUTURE CONTRACT ON BANK ACCEPT FUTR MAR23 /CAD/ 0.00000000 50.52M 258 contracts 11.43 Interest rate derivative N/A Canada
UNITED STATES TREASURY NOTE 0.12500000 18.39M 18.4M shares 4.16 Debt Long USA
UNITED STATES CASH MANAGEMENT BILL ZCP 0.00000000 8M 8M principal 1.81 Short-term investment vehicle Long USA
HSBC HSBC Holdings plc 6.03M 5.9M shares 1.36 Debt Long UK
UNITED STATES TREASURY NOTE 0.75000000 5.51M 5.6M shares 1.25 Debt Long USA
FEDERAL HOME LOAN BANKS 1.02000000 5.49M 5.5M shares 1.24 ABS-mortgage backed security Long USA
FEDERAL HOME LOAN MORTGAGE CORP 0.80000000 4.99M 5M shares 1.13 ABS-mortgage backed security Long USA
FEDERAL HOME LOAN BANKS 0.90000000 4.99M 5M shares 1.13 ABS-mortgage backed security Long USA
FEDERAL HOME LOAN BANKS 0.83000000 4.58M 4.6M shares 1.04 ABS-mortgage backed security Long USA
WFC Wells Fargo & Co. 4.25M 5.2M shares 0.96 Debt Long USA
MAN GLG EURO CLO V DAC SER 5A CL A1R V/R REGD 144A P/P /EUR/ 0.69000000 4.25M 3.6M shares 0.96 ABS-collateralized bond/debt obligation Long Ireland
HAWKSMOOR MORTGAGES SER 2019-1A CL A V/R REGD 144A P/P /GBP/ 1.10078000 4.16M 3.01M shares 0.94 ABS-collateralized bond/debt obligation Long UK
FINSBURY SQUARE SER 2021-1GRA CL AGRN V/R REGD 144A P/P /GBP/ 0.00000000 4.14M 3M shares 0.94 ABS-collateralized bond/debt obligation Long UK
CHARTER COMM OPT LLC/CAP REGD V/R 1.77575000 4.11M 4M shares 0.93 Debt Long USA
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION SER 2021-97 CL FA V/R 0.45000000 4.07M 4.07M shares 0.92 ABS-collateralized bond/debt obligation Long USA
FEDERAL HOME LOAN BANKS 1.10000000 4M 4M shares 0.91 ABS-mortgage backed security Long USA
VERIZON COMMUNICATIONS /AUD/ REGD V/R MTN 1.23430000 3.99M 5.4M shares 0.90 Debt Long USA
FEDERAL NATIONAL MORTGAGE ASSOCIATION 0.87500000 3.98M 4M shares 0.90 ABS-mortgage backed security Long USA
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION SER 2021-122 CL FA V/R 0.45000000 3.97M 3.99M shares 0.90 ABS-collateralized bond/debt obligation Long USA
JPMORGAN CHASE & CO REGD V/R SER 0001 1.02788000 3.95M 3.9M shares 0.90 Debt Long USA
SUMITOMO MITSUI FINL GRP /AUD/ REGD V/R REG S EMTN 1.27420000 3.9M 5.2M shares 0.88 Debt Long Japan
FEDERAL HOME LOAN BANKS 0.85000000 3.87M 3.9M shares 0.88 ABS-mortgage backed security Long USA
UBS AG AUSTRALIA /AUD/ REGD V/R REG S SER . 0.89050000 3.8M 5.1M shares 0.86 Debt Long Australia
TOWD POINT MORTGAGE FUNDING 2020-AUBURN SER 2020-A14X CL A V/R REGD REG S /GBP/ 0.95061000 3.78M 2.74M shares 0.86 ABS-collateralized bond/debt obligation Long UK
INTERNATIONAL BANK FOR RECONSTRUCTION & DEVELOPMENT MTN SER GDIF 0.85000000 3.75M 3.8M shares 0.85 Debt Long USA
FEDERAL HOME LOAN BANKS 1.11500000 3.7M 3.7M shares 0.84 ABS-mortgage backed security Long USA
BA Boeing Co. 3.61M 3.6M shares 0.82 Debt Long USA
FEDERAL HOME LOAN BANKS 1.05000000 3.5M 3.5M shares 0.79 ABS-mortgage backed security Long USA
DANSKE BANK A/S REGD V/R 144A P/P 1.17100000 3.45M 3.43M shares 0.78 Debt Long Denmark
FEDERAL HOME LOAN BANKS 0.96000000 3.4M 3.4M shares 0.77 ABS-mortgage backed security Long USA
FEDERAL HOME LOAN BANKS 0.92000000 3.39M 3.4M shares 0.77 ABS-mortgage backed security Long USA
VW CREDIT CANADA INC /CAD/ REGD REG S P/P 2.65000000 3.22M 4M shares 0.73 Debt Long Canada
FEDERAL HOME LOAN BANKS 0.75000000 3.2M 3.2M shares 0.72 ABS-mortgage backed security Long USA
FINSBURY SQUARE 2020-1 PLC SER 2020-1A CL A V/R REGD 144A P/P /GBP/ 0.85032000 3.03M 2.19M shares 0.69 ABS-collateralized bond/debt obligation Long UK
MASTER CREDIT CARD TRUST II SERIES 2018-1 SER 2018-1A CL A V/R REGD 144A P/P 0.57788000 3.02M 3M shares 0.68 ABS-collateralized bond/debt obligation Long Canada
CENTRAL NIPPON EXPRESSWY REGD V/R 0.93850000 3.01M 3M shares 0.68 Debt Long Japan
FEDERAL HOME LOAN MORTGAGE CORP 0.60000000 2.99M 3M shares 0.68 ABS-mortgage backed security Long USA
MFG Mizuho Financial Group, Inc. 2.92M 2.9M shares 0.66 Debt Long Japan
RIPON MORTGAGES PLC SER 1A CL A1 V/R REGD 144A P/P /GBP/ 0.86838000 2.9M 2.1M shares 0.66 ABS-collateralized bond/debt obligation Long UK
TOWD POINT MORTGAGE TRUST 2020-2 SER 2020-2 CL A1A V/R REGD 144A P/P 1.63600000 2.85M 2.82M shares 0.64 ABS-collateralized bond/debt obligation Long USA
OXY Occidental Petroleum Corp. 2.84M 2.86M shares 0.64 Debt Long USA
BAC Bank Of America Corp. 2.81M 3.5M shares 0.64 Debt Long USA
IMPERIAL BRANDS FIN PLC REGD P/P 3.75000000 2.76M 2.7M shares 0.62 Debt Long UK
FEDERAL HOME LOAN BANKS SER 0004 1.00000000 2.6M 2.6M shares 0.59 ABS-mortgage backed security Long USA
NMR Nomura Holdings Inc. 2.52M 2.4M shares 0.57 Debt Long Japan
UNITED STATES TREASURY BILL ZCP 0.00000000 2.5M 2.5M principal 0.57 Short-term investment vehicle Long USA
RESIDENTIAL MORTGAGE SECURITIES 32 PLC SER 32A CL A V/R REGD 144A P/P /GBP/ 1.30034000 2.45M 1.76M shares 0.55 ABS-collateralized bond/debt obligation Long UK
AT&T INC /AUD/ REGD V/R 1.27810000 2.44M 3.3M shares 0.55 Debt Long USA
NISSAN MOTOR ACCEPTANCE REGD V/R 144A P/P MTN 0.83600000 2.41M 2.4M shares 0.54 Debt Long USA
GENERAL MOTORS FINL CO REGD V/R 1.22175000 2.4M 2.4M shares 0.54 Debt Long USA
BRUEGEL 2021 DAC SER 2021-1A CL A V/R REGD 144A P/P /EUR/ 0.80000000 2.36M 2M shares 0.53 ABS-collateralized bond/debt obligation Long Ireland
NEW RESIDENTIAL MORTGAGE LOAN TRUST 2019-RPL3 SER 2019-RPL3 CL A1 V/R REGD 144A P/P 2.75000000 2.34M 2.25M shares 0.53 ABS-collateralized bond/debt obligation Long USA
JUBILEE CLO 2015-XVI BV SER 2015-16A CL A1R V/R REGD 144A P/P /EUR/ 0.25200000 2.32M 1.97M shares 0.53 ABS-collateralized bond/debt obligation Long Netherlands
AVON FINANCE NO 2 PLC SER 2A CL A V/R REGD 144A P/P /GBP/ 0.95034000 2.25M 1.63M shares 0.51 ABS-collateralized bond/debt obligation Long UK
TRINITY SQUARE 2021-1 PLC SER 2021-1A CL A V/R REGD 144A P/P /GBP/ 0.90054000 2.17M 1.57M shares 0.49 ABS-collateralized bond/debt obligation Long UK
NEW RESIDENTIAL MORTGAGE LOAN TRUST 2020-RPL1 SER 2020-RPL1 CL A1 V/R REGD 144A P/P 2.75000000 2.13M 2.07M shares 0.48 ABS-collateralized bond/debt obligation Long USA
FREDDIE MAC REMICS SER 4906 CL WF V/R 0.50025000 2.13M 2.1M shares 0.48 ABS-collateralized bond/debt obligation Long USA
C Citigroup Inc 2.13M 2.1M shares 0.48 Debt Long USA
OCP EURO CLO 2020-4 DAC SER 2020-4A CL AR V/R REGD 144A P/P /EUR/ 0.00000000 2.13M 1.8M shares 0.48 ABS-collateralized bond/debt obligation Long Ireland
EXTENDED STAY AMERICA TRUST 2021-ESH SER 2021-ESH CL A V/R REGD 144A P/P 1.17600000 2.11M 2.1M shares 0.48 ABS-collateralized bond/debt obligation Long USA
GS MORTGAGE-BACKED SECURITIES CORP TRUST 2021 SER 2021-RPL1 CL A1 V/R REGD 144A P/P 1.75000000 2.1M 2.06M shares 0.48 ABS-collateralized bond/debt obligation Long USA
CIT CIT Group Inc 2.09M 2M shares 0.47 Debt Long USA
CS Credit Suisse Group AG 2.03M 2M shares 0.46 Debt Long Switzerland
SANTANDER HOLDINGS USA REGD 4.45000000 2.01M 2M shares 0.46 Debt Long USA
LAURELIN 2016-1 DAC SER 2016-1A CL ARR V/R REGD 144A P/P /EUR/ 0.72000000 2M 1.7M shares 0.45 ABS-collateralized bond/debt obligation Long Ireland
ANCHORAGE CAPITAL CLO 6 LTD SER 2015-6A CL ARR V/R REGD 144A P/P 1.17613000 2M 2M shares 0.45 ABS-collateralized bond/debt obligation Long Cayman Islands
MIDOCEAN CREDIT CLO II SER 2013-2A CL ARR V/R REGD 144A P/P 1.20713000 2M 2M shares 0.45 ABS-collateralized bond/debt obligation Long Cayman Islands
BWAY 2021-1450 MORTGAGE TRUST SER 2021-1450 CL A V/R REGD 144A P/P 1.33700000 2M 2M shares 0.45 ABS-collateralized bond/debt obligation Long USA
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION SER 2016-H06 CL FD V/R 1.02288000 1.95M 1.92M shares 0.44 ABS-collateralized bond/debt obligation Long USA
EXPORT-IMPORT BK INDIA REGD V/R EMTN SER GMTN 1.13075000 1.91M 1.9M shares 0.43 Debt Long India
HARVEST CLO XVI DAC SER 16A CL ARR V/R REGD 144A P/P /EUR/ 0.64000000 1.88M 1.6M shares 0.43 ABS-collateralized bond/debt obligation Long Ireland
MGM MGM Resorts International 1.87M 1.8M shares 0.42 Debt Long USA
PARK AEROSPACE HOLDINGS REGD 144A P/P 5.25000000 1.84M 1.77M shares 0.42 Debt Long Ireland
SYF Synchrony Financial 1.84M 1.8M shares 0.42 Debt Long USA
SOUND POINT CLO XIV LTD SER 2016-3A CL AR2 V/R REGD 144A P/P 1.12788000 1.84M 1.84M shares 0.42 ABS-collateralized bond/debt obligation Long Cayman Islands
STANDARD CHARTERED PLC REGD V/R 144A P/P 3.78500000 1.82M 1.7M shares 0.41 Debt Long UK
MF1 MULTIFAMILY HOUSING MORTGAGE LOAN SER 2021-FL5 CL A V/R REGD 144A P/P 1.01448000 1.8M 1.8M shares 0.41 ABS-collateralized bond/debt obligation Long Cayman Islands
BA Boeing Co. 1.8M 1.7M shares 0.41 Debt Long USA
CIFC FUNDING 2017-IV LTD SER 2017-4A CL A1R V/R REGD 144A P/P 1.07525000 1.8M 1.8M shares 0.41 ABS-collateralized bond/debt obligation Long Cayman Islands
PCG Pacific Gas & Electric Co. 1.8M 1.8M shares 0.41 Debt Long USA
CREDIT SUISSE GROUP AG REGD V/R REG S 1.35900000 1.77M 1.75M shares 0.40 Debt Long Switzerland
DRYDEN 52 EURO CLO 2017 DAC SER 2017-52A CL AR V/R REGD 144A P/P /EUR/ 0.86000000 1.77M 1.5M shares 0.40 ABS-collateralized bond/debt obligation Long Ireland
NISSAN MOTOR ACCEPTANCE REGD REG S EMTN 2.65000000 1.64M 1.63M shares 0.37 Debt Long USA
GMF FLOORPLAN OWNER REVOLVING TRUST SER 2018-4 CL A1 REGD 144A P/P 3.50000000 1.6M 1.6M shares 0.36 ABS-collateralized bond/debt obligation Long USA
AVIATION CAPITAL GROUP REGD 144A P/P 2.87500000 1.56M 1.55M shares 0.35 Debt Long USA
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION SER 2017-H15 CL FE V/R 1.04688000 1.55M 1.52M shares 0.35 ABS-collateralized bond/debt obligation Long USA
DRYDEN XXVII-R EURO CLO 2017 BV SER 2017-27A CL AR V/R REGD 144A P/P /EUR/ 0.66000000 1.54M 1.3M shares 0.35 ABS-collateralized bond/debt obligation Long Netherlands
EXPORT-IMPORT BANK KOREA REGD V/R 0.90963000 1.51M 1.5M shares 0.34 Debt Long Korea, Republic of
HYUNDAI CAPITAL AMERICA REGD 144A P/P 1.25000000 1.51M 1.5M shares 0.34 Debt Long USA
GENERAL MOTORS FINL CO REGD V/R 1.45725000 1.51M 1.5M shares 0.34 Debt Long USA
FORD AUTO SECURITIZATION TRUST SER 2020-AA CL A2 REGD 144A P/P /CAD/ 0.88700000 1.51M 1.9M shares 0.34 ABS-collateralized bond/debt obligation Long Canada
C Citigroup Inc 1.51M 1.5M shares 0.34 Debt Long USA
MFG Mizuho Financial Group, Inc. 1.51M 1.5M shares 0.34 Debt Long Japan
BXMT 2020-FL3 LTD SER 2020-FL3 CL A V/R REGD 144A P/P 1.56448000 1.51M 1.5M shares 0.34 ABS-collateralized bond/debt obligation Long Cayman Islands
FIRST ABU DHABI BANK PJS REGD V/R EMTN 1.07638000 1.51M 1.5M shares 0.34 Debt Long United Arab Emirates
HYUNDAI CAPITAL AMERICA REGD 144A P/P MTN 0.80000000 1.5M 1.5M shares 0.34 Debt Long USA
KOREA EXPRESSWAY CORP /AUD/ REGD V/R 0.75090000 1.47M 2M shares 0.33 Debt Long Korea, Republic of
PCG Pacific Gas & Electric Co. 1.47M 1.4M shares 0.33 Debt Long USA
BAIN CAPITAL EURO 2018-2 DAC SER 2018-2A CL AR V/R REGD 144A P/P /EUR/ 0.74000000 1.41M 1.2M shares 0.32 ABS-collateralized bond/debt obligation Long Ireland
TOWD POINT MORTGAGE FUNDING SER 2019-A13A CL A1 V/R REGD 144A P/P /GBP/ 0.95070000 1.38M 998.88K shares 0.31 ABS-collateralized bond/debt obligation Long UK
GCAT 2021-NQM3 TRUST SER 2021-NQM3 CL A1 V/R REGD 144A P/P 1.09100000 1.35M 1.34M shares 0.31 ABS-collateralized bond/debt obligation Long USA
CANTERBURY FINANCE NO 1 PLC SER 1 CL A2 V/R REGD REG S /GBP/ 1.40050000 1.35M 967.84K shares 0.30 ABS-collateralized bond/debt obligation Long UK
INTL LEASE FINANCE CORP REGD 8.62500000 1.34M 1.3M shares 0.30 Debt Long USA
VODAFONE GROUP PLC /AUD/ REGD V/R REG S MTN 1.07430000 1.31M 1.78M shares 0.30 Debt Long UK
BP CAP MARKETS AMERICA REGD V/R SER * 0.78450000 1.31M 1.3M shares 0.30 Debt Long USA
FANNIE MAE REMICS SER 2017-108 CL AF V/R 0.38438000 1.3M 1.3M shares 0.29 ABS-collateralized bond/debt obligation Long USA
VLO Valero Energy Corp. 1.3M 1.3M shares 0.29 Debt Long USA
HYUNDAI CAPITAL AMERICA REGD REG S 5.75000000 1.29M 1.2M shares 0.29 Debt Long USA
WFRBS COMMERCIAL MORTGAGE TRUST 2012-C7 SER 2012-C7 CL AFL V/R REGD 1.29275000 1.28M 1.28M shares 0.29 ABS-collateralized bond/debt obligation Long USA
BAT CAPITAL CORP REGD 3.22200000 1.27M 1.2M shares 0.29 Debt Long USA
CK HUTCHISON INTL 17 LTD REGD REG S 2.87500000 1.27M 1.25M shares 0.29 Debt Long Hong Kong
THARALDSON HOTEL PORTFOLIO TRUST 2018-THPT SER 2018-THL CL A V/R REGD 144A P/P 0.99600000 1.22M 1.22M shares 0.28 ABS-collateralized bond/debt obligation Long USA
NORDEA BANK ABP REGD V/R 144A P/P 1.06075000 1.22M 1.2M shares 0.28 Debt Long Finland
BOC AVIATION LTD REGD REG S MTN SER GMTN 3.00000000 1.21M 1.2M shares 0.27 Debt Long Singapore
A10 BRIDGE ASSET FINANCING 2020-C LLC SER 2020-C CL A REGD 144A P/P 2.02100000 1.21M 1.2M shares 0.27 ABS-collateralized bond/debt obligation Long USA
STWD 2021-HTS MORTGAGE TRUST SER 2021-HTS CL A V/R REGD 144A P/P 1.14550000 1.21M 1.2M shares 0.27 ABS-collateralized bond/debt obligation Long USA
CENTRAL NIPPON EXPRESSWY REGD REG S 2.56700000 1.2M 1.2M shares 0.27 Debt Long Japan
PFS FINANCING CORP SER 2019-A CL A1 V/R REGD 144A P/P 0.64550000 1.2M 1.2M shares 0.27 ABS-collateralized bond/debt obligation Long USA
CNH CAPITAL CANADA RECEIVABLES TRUST SER 2021-1A CL A1 REGD 144A P/P /CAD/ 0.38600000 1.19M 1.5M shares 0.27 ABS-collateralized bond/debt obligation Long Canada
BLACK DIAMOND CLO LTD SER 2017-2A CL A1 V/R REGD 144A P/P /EUR/ 0.86000000 1.18M 1M shares 0.27 ABS-collateralized bond/debt obligation Long Ireland
NELNET STUDENT LOAN TRUST 2019-2 SER 2019-2A CL A V/R 144A P/P 0.98438000 1.18M 1.16M shares 0.27 ABS-collateralized bond/debt obligation Long USA
BERRY GLOBAL INC REGD 144A P/P 4.87500000 1.18M 1.11M shares 0.27 Debt Long USA
FREDDIE MAC REMICS SER 4351 CL FA V/R 0.55025000 1.16M 1.17M shares 0.26 ABS-collateralized bond/debt obligation Long USA
CASH COLLATERAL CME WFS /CCWFSXUS7 -0.02000000 1.15M 1.15M shares 0.26 Short-term investment vehicle Long USA
NMR Nomura Holdings Inc. 1.13M 1.1M shares 0.25 Debt Long Japan
MOUNTAIN VIEW CLO X LTD SER 2015-10A CL AR V/R REGD 144A P/P 0.94863000 1.12M 1.12M shares 0.25 ABS-collateralized bond/debt obligation Long Cayman Islands
MF1 2020-FL4 LTD SER 2020-FL4 CL A V/R REGD 144A P/P 1.86448000 1.11M 1.1M shares 0.25 ABS-collateralized bond/debt obligation Long USA
NAVIENT STUDENT LOAN TRUST 2018-2 SER 2018-2A CL A2 V/R 144A P/P 0.46438000 1.11M 1.11M shares 0.25 ABS-collateralized bond/debt obligation Long USA
LLOYDS BANKING GROUP PLC /AUD/ REGD V/R MTN 1.32810000 1.11M 1.5M shares 0.25 Debt Long UK
FINSBURY SQUARE 2019-1 PLC SER 2019-1 CL A V/R REGD REG S /GBP/ 1.05188000 1.08M 783.62K shares 0.24 ABS-collateralized bond/debt obligation Long UK
HYUNDAI CAPITAL AMERICA REGD 144A P/P 5.75000000 1.08M 1M shares 0.24 Debt Long USA
DANSKE BANK A/S REGD 144A P/P 3.87500000 1.06M 1M shares 0.24 Debt Long Denmark
NISSAN MOTOR ACCEPTANCE REGD 144A P/P 3.87500000 1.06M 1M shares 0.24 Debt Long USA
PFP 2019-6 LTD SER 2019-6 CL A V/R REGD 144A P/P 1.14550000 1.05M 1.05M shares 0.24 ABS-collateralized bond/debt obligation Long Cayman Islands
PARK AEROSPACE HOLDINGS REGD 144A P/P 4.50000000 1.05M 1M shares 0.24 Debt Long Ireland
AVIATION CAPITAL GROUP REGD 144A P/P 3.87500000 1.05M 1M shares 0.24 Debt Long USA
TOWD POINT MORTGAGE TRUST 2020-1 SER 2020-1 CL A1 V/R REGD 144A P/P 2.71000000 1.04M 1.01M shares 0.24 ABS-collateralized bond/debt obligation Long USA
NELNET STUDENT LOAN TRUST 2017-3 SER 2017-3A CL A V/R 144A P/P 0.93438000 1.03M 1.02M shares 0.23 ABS-collateralized bond/debt obligation Long USA
NELNET STUDENT LOAN TRUST 2019-3 SER 2019-3A CL A V/R 144A P/P 0.88438000 1.01M 1.02M shares 0.23 ABS-collateralized bond/debt obligation Long USA
STATE BANK INDIA/LONDON REGD 144A P/P 4.00000000 1.01M 1M shares 0.23 Debt Long UK
CREDIT AGRICOLE LONDON REGD V/R REG S EMTN 1.18488000 1.01M 1M shares 0.23 Debt Long UK
HANA BANK REGD REG S 3.37500000 1.01M 1M shares 0.23 Debt Long Korea, Republic of
QNB FINANCE LTD REGD V/R EMTN 1.12575000 1.01M 1M shares 0.23 Debt Long Cayman Islands
GOLDMAN SACHS GROUP INC REGD V/R 2.87600000 1M 1M shares 0.23 Debt Long USA
GREYSTONE CRE NOTES 2019-FL2 LTD SER 2019-FL2 CL A V/R REGD 144A P/P 1.27550000 1M 1M shares 0.23 ABS-collateralized bond/debt obligation Long Cayman Islands
VENTURE 36 CLO LTD SER 2019-36A CL A1AR V/R REGD 144A P/P 1.26425000 1M 1M shares 0.23 ABS-collateralized bond/debt obligation Long Cayman Islands
CENTRAL NIPPON EXPRESSWY REGD V/R REG S EMTN 0.96900000 1M 1M shares 0.23 Debt Long Japan
PCG Pacific Gas & Electric Co. 999.75K 1M shares 0.23 Debt Long USA
MILL CITY MORTGAGE LOAN TRUST 2019-GS2 SER 2019-GS2 CL A1 V/R REGD 144A P/P 2.75000000 983.21K 957.2K shares 0.22 ABS-collateralized bond/debt obligation Long USA
CSMC 2021-RPL4 TRUST SER 2021-RPL4 CL A1 V/R REGD 144A P/P 1.79561000 968.29K 962.66K shares 0.22 ABS-collateralized bond/debt obligation Long USA
RIPON MORTGAGES PLC SER 1X CL A1 V/R REGD REG S /GBP/ 0.86838000 965.04K 700.28K shares 0.22 ABS-collateralized bond/debt obligation Long UK
BARCLAYS PLC /AUD/ REGD V/R REG S 1.82430000 936.23K 1.25M shares 0.21 Debt Long UK
FREDDIE MAC POOL UMBS P#SD8006 4.00000000 933.39K 872.35K shares 0.21 ABS-mortgage backed security Long USA
FORD MOTOR CREDIT CO LLC REGD SER FXD 3.35000000 920.93K 900K shares 0.21 Debt Long USA
ING ING Groep N.V. 911.79K 900K shares 0.21 Debt Long Netherlands
GS MORTGAGE-BACKED SECURITIES TRUST 2021-GR2 SER 2021-GR2 CL A9 V/R REGD 144A P/P 0.90000000 902.25K 900K shares 0.20 ABS-collateralized bond/debt obligation Long USA
CSMC 2019-RPL9 TRUST SER 2019-RPL9 CL A1 V/R REGD 144A P/P 2.97589500 889.02K 881.66K shares 0.20 ABS-collateralized bond/debt obligation Long USA
FEDERAL HOME LOAN BANKS 1.00000000 877.76K 877.5K shares 0.20 ABS-mortgage backed security Long USA
FREDDIE MAC REMICS SER 4344 CL FA V/R 0.55025000 858.9K 859.52K shares 0.19 ABS-collateralized bond/debt obligation Long USA
AIRCASTLE LTD REGD 4.40000000 853.72K 800K shares 0.19 Debt Long USA
LEASEPLAN CORPORATION NV REGD 144A P/P 2.87500000 839.43K 800K shares 0.19 Debt Long Netherlands
WFC Wells Fargo & Co. 830.98K 1M shares 0.19 Debt Long USA
T AT&T, Inc. 825.98K 1M shares 0.19 Debt Long USA
FORD MOTOR CREDIT CO LLC REGD 5.59600000 811.48K 800K shares 0.18 Debt Long USA
MILL CITY MORTGAGE LOAN TRUST 2021-NMR1 SER 2021-NMR1 CL A1 V/R REGD 144A P/P 1.12500000 810.65K 805.7K shares 0.18 ABS-collateralized bond/debt obligation Long USA
SOUND POINT CLO XII LTD SER 2016-2A CL AR2 V/R REGD 144A P/P 1.18425000 801.96K 801.51K shares 0.18 ABS-collateralized bond/debt obligation Long Cayman Islands
BANCO SANTANDER CHILE REGD V/R EMTN 1.32075000 801.39K 800K shares 0.18 Debt Long Chile
GATX GATX Corp. 800.77K 800K shares 0.18 Debt Long USA
SNX TD Synnex Corp 800.65K 800K shares 0.18 Debt Long USA
QNB FINANCE LTD REGD V/R P/P EMTN 1.45075000 800.36K 800K shares 0.18 Debt Long Cayman Islands
MOUNTAIN VIEW CLO 2017-1 LLC SER 2017-1A CL AR V/R REGD 144A P/P 1.21638000 800.21K 800K shares 0.18 ABS-collateralized bond/debt obligation Long Cayman Islands
ECMC GROUP STUDENT LOAN TRUST SER 2019-1A CL A1B V/R 144A P/P 1.08438000 794.92K 781.24K shares 0.18 ABS-collateralized bond/debt obligation Long USA
SOUNDVIEW HOME LOAN TRUST 2005-OPT1 SER 2005-OPT1 CL M2 V/R REGD 0.75938000 792.68K 793.31K shares 0.18 ABS-collateralized bond/debt obligation Long USA
SLM STUDENT LOAN TRUST 2004-10 SER 2004-10 CL A7B V/R 0.72525000 790.44K 788.91K shares 0.18 ABS-collateralized bond/debt obligation Long USA
LP CREDIT CARD ABS MASTER TRUST SER 2018-1 CL A V/R REGD 1.66113000 779.64K 777.51K shares 0.18 ABS-collateralized bond/debt obligation Long USA
DILOSK RMBS NO. 2 DAC SER 2 CL A V/R REGD REG S /EUR/ 0.20700000 758.02K 640.56K shares 0.17 ABS-collateralized bond/debt obligation Long Ireland
GOLDMAN SACHS GROUP INC /AUD/ REGD V/R REG S MTN 1.56900000 751.61K 1M shares 0.17 Debt Long USA
SMBC AVIATION CAPITAL FI REGD 144A P/P 3.55000000 744.26K 700K shares 0.17 Debt Long Ireland
LEN Lennar Corp. 737.27K 700K shares 0.17 Debt Long USA
SILVERSTONE MASTER ISSUER PLC SER 2019-1A CL 2A V/R REGD 144A P/P /GBP/ 0.80054000 733.78K 528K shares 0.17 ABS-collateralized bond/debt obligation Long UK
LEN Lennar Corp. 727.13K 700K shares 0.16 Debt Long USA
AOZORA BANK REGD REG S 2.55000000 712.92K 700K shares 0.16 Debt Long Japan
HARLEY-DAVIDSON FINL SER REGD 144A P/P 4.05000000 710.75K 700K shares 0.16 Debt Long USA
FORD CREDIT FLOORPLAN MASTER OWNER TRUST A SER 2019-3 CL A2 V/R REGD 0.69550000 703.93K 700K shares 0.16 ABS-collateralized bond/debt obligation Long USA
LEN Lennar Corp. 703.89K 700K shares 0.16 Debt Long USA
CNH INDUSTRIAL CAP LLC REGD 3.87500000 702.82K 700K shares 0.16 Debt Long USA
ATRIUM HOTEL PORTFOLIO TRUST 2018-ATRM SER 2018-ATRM CL A V/R REGD 144A P/P 1.04600000 700.96K 700K shares 0.16 ABS-collateralized bond/debt obligation Long USA
GS Goldman Sachs Group, Inc. 700.36K 700K shares 0.16 Debt Long USA
MF1 2020-FL3 LTD SER 2020-FL3 CL A V/R REGD 144A P/P 2.21448000 679.55K 671.79K shares 0.15 ABS-collateralized bond/debt obligation Long USA
FREDDIE MAC POOL UMBS P#SD8012 4.00000000 676.46K 632.09K shares 0.15 ABS-mortgage backed security Long USA
UTAH STATE BOARD OF REGENTS SER 2017-1 CL A V/R 0.83438000 672.92K 676.23K shares 0.15 ABS-collateralized bond/debt obligation Long USA
TOWD POINT MORTGAGE FUNDING 2019 - GRAN SER 2019-GR4X CL A1 V/R REGD REG S /GBP/ 1.09713000 671.26K 483.23K shares 0.15 ABS-collateralized bond/debt obligation Long UK
MFA 2020-NQM2 TRUST SER 2020-NQM2 CL A1 V/R REGD 144A P/P 1.38100000 668.45K 663.93K shares 0.15 ABS-collateralized bond/debt obligation Long USA
RAI Reynolds American Inc 665.46K 600K shares 0.15 Debt Long USA
VENTURE XVII CLO LTD SER 2014-17A CL ARR V/R REGD 144A P/P 1.00613000 655.73K 655.7K shares 0.15 ABS-collateralized bond/debt obligation Long Cayman Islands
STRATTON MORTGAGE FUNDING SER 2021-2A CL A V/R REGD 144A P/P /GBP/ 0.95054000 640.55K 463.47K shares 0.14 ABS-collateralized bond/debt obligation Long UK
SLM STUDENT LOAN TRUST 2008-7 SER 2008-7 CL A4 V/R 1.02525000 631.5K 633.55K shares 0.14 ABS-collateralized bond/debt obligation Long USA
NAVIENT STUDENT LOAN TRUST 2018-1 SER 2018-1A CL A2 V/R 144A P/P 0.43438000 630.91K 630.43K shares 0.14 ABS-collateralized bond/debt obligation Long USA
ENRGY TRANS LP/REG FIN REGD 5.00000000 621.28K 600K shares 0.14 Debt Long USA