Fund profile
Fund manager
Total assets
$1.28 bn
Liabilities
$221.02 mm
Net assets
$1.06 bn
Number of holdings
1.74 k
Top 200 of 1738 Holdings
Security | $Holding | Balance | % of Fund | Category | Position | Country |
---|---|---|---|---|---|---|
Uniform Mortgage-Backed Securities | 160.90 mm | 166.00 mm principal | 15.22 | ABS-mortgage backed security | Long | USA |
Uniform Mortgage-Backed Securities | 51.37 mm | 56.00 mm principal | 4.86 | ABS-mortgage backed security | Long | USA |
U.S. Treasury Bills | 34.33 mm | 35.00 mm principal | 3.25 | Short-term investment vehicle | Long | USA |
U.S. Treasury Bills | 25.00 mm | 25.00 mm principal | 2.36 | Short-term investment vehicle | Long | USA |
U.S. Treasury Bills | 19.96 mm | 20.00 mm principal | 1.89 | Short-term investment vehicle | Long | USA |
iShares Floating Rate Bond ETF | 15.59 mm | 308.08 k shares | 1.48 | Long | USA | |
Truist Financial Corp. | 15.57 mm | 15.31 mm principal | 1.47 | Debt | Long | USA |
BlackRock Liquidity Funds, T-Fund, Institutional Class | 12.99 mm | 12.99 mm shares | 1.23 | Short-term investment vehicle | Long | USA |
BNP Paribas SA | 11.56 mm | 11.04 mm principal | 1.09 | Debt | Long | France |
BAT Capital Corp. | 11.39 mm | 12.73 mm principal | 1.08 | Debt | Long | USA |
BCS Barclays plc | 11.00 mm | 10.70 mm principal | 1.04 | Debt | Long | UK |
Bank of America Corp. | 10.62 mm | 11.15 mm principal | 1.00 | Debt | Long | USA |
JPMorgan Chase & Co. | 9.89 mm | 9.56 mm principal | 0.94 | Debt | Long | USA |
U.S. Treasury 5-Year Note | 8.93 mm | 3.79 k contracts | 0.84 | Interest rate derivative | N/A | USA |
HCA, Inc. | 8.12 mm | 11.53 mm principal | 0.77 | Debt | Long | USA |
GPN Global Payments, Inc. | 8.05 mm | 8.75 mm principal | 0.76 | Debt | Long | USA |
ING ING Groep N.V. | 8.04 mm | 7.88 mm principal | 0.76 | Debt | Long | Netherlands |
BCS Barclays plc | 7.96 mm | 8.12 mm principal | 0.75 | Debt | Long | UK |
Broadcom Pte. Ltd. | 7.86 mm | 10.00 mm principal | 0.74 | Debt | Long | USA |
AXP American Express Co. | 7.52 mm | 7.22 mm principal | 0.71 | Debt | Long | USA |
COF Capital One Financial Corp. | 7.27 mm | 7.09 mm principal | 0.69 | Debt | Long | USA |
Macquarie Bank Ltd. | 7.26 mm | 6.83 mm principal | 0.69 | Debt | Long | Australia |
VZ Verizon Communications Inc | 7.14 mm | 10.75 mm principal | 0.68 | Debt | Long | USA |
EQIX Equinix Inc | 7.12 mm | 7.86 mm principal | 0.67 | Debt | Long | USA |
NWL Newell Brands Inc | 6.77 mm | 8.14 mm principal | 0.64 | Debt | Long | USA |
VZ Verizon Communications Inc | 6.59 mm | 7.29 mm principal | 0.62 | Debt | Long | USA |
Wells Fargo & Co. | 6.54 mm | 6.71 mm principal | 0.62 | Debt | Long | USA |
Toronto-Dominion Bank (The) | 6.50 mm | 6.24 mm principal | 0.61 | Debt | Long | Canada |
ORCL Oracle Corp. | 6.31 mm | 8.06 mm principal | 0.60 | Debt | Long | USA |
Southern California Edison Co. | 5.91 mm | 5.50 mm principal | 0.56 | Debt | Long | USA |
Credit Suisse Group AG | 5.87 mm | 5.70 mm principal | 0.56 | Debt | Long | Switzerland |
VICI Properties LP | 5.75 mm | 5.90 mm principal | 0.54 | Debt | Long | USA |
Signal Peak CLO 8 Ltd., Series 2020-8A, Class A | 5.59 mm | 5.60 mm principal | 0.53 | ABS-collateralized bond/debt obligation | Long | Cayman Islands |
ENB Enbridge Inc | 5.52 mm | 4.75 mm principal | 0.52 | Debt | Long | Canada |
UBS Group AG | 5.01 mm | 5.09 mm principal | 0.47 | Debt | Long | Switzerland |
Dryden 77 CLO Ltd., Series 2020-77A, Class AR | 5.00 mm | 5.00 mm principal | 0.47 | ABS-collateralized bond/debt obligation | Long | Cayman Islands |
MPLX MPLX LP | 4.89 mm | 5.50 mm principal | 0.46 | Debt | Long | USA |
FANG Diamondback Energy Inc | 4.85 mm | 4.54 mm principal | 0.46 | Debt | Long | USA |
Pfizer Investment Enterprises Pte. Ltd. | 4.79 mm | 4.69 mm principal | 0.45 | Debt | Long | Singapore |
EIX Edison International | 4.51 mm | 4.77 mm principal | 0.43 | Debt | Long | USA |
U.S. Treasury Long Bond | 4.41 mm | 485.00 contracts | 0.42 | Interest rate derivative | N/A | USA |
HSBC HSBC Holdings plc | 4.38 mm | 4.00 mm principal | 0.41 | Debt | Long | UK |
Apidos CLO XXXVII, Series 2021-37A, Class A | 4.20 mm | 4.20 mm principal | 0.40 | ABS-collateralized bond/debt obligation | Long | Cayman Islands |
AMT American Tower Corp. | 4.15 mm | 6.23 mm principal | 0.39 | Debt | Long | USA |
LOW Lowe`s Cos., Inc. | 4.10 mm | 3.91 mm principal | 0.39 | Debt | Long | USA |
Whitebox CLO III Ltd., Series 2021-3A, Class A1 | 4.09 mm | 4.10 mm principal | 0.39 | ABS-collateralized bond/debt obligation | Long | Cayman Islands |
Morgan Stanley | 4.03 mm | 4.37 mm principal | 0.38 | Debt | Long | USA |
Pikes Peak CLO 12 Ltd., Series 2023-12A, Class A | 4.02 mm | 4.00 mm principal | 0.38 | ABS-collateralized bond/debt obligation | Long | Jersey |
OHA Credit Funding 10 Ltd., Series 2021-10A, Class A | 4.00 mm | 4.00 mm principal | 0.38 | ABS-collateralized bond/debt obligation | Long | Cayman Islands |
Clover CLO LLC, Series 2018-1A, Class A1R | 4.00 mm | 4.00 mm principal | 0.38 | ABS-collateralized bond/debt obligation | Long | USA |
OHA Loan Funding Ltd., Series 2015-1A, Class AR3 | 4.00 mm | 4.00 mm principal | 0.38 | ABS-collateralized bond/debt obligation | Long | Cayman Islands |
CIFC Funding Ltd., Series 2021-7A, Class A1 | 3.99 mm | 4.00 mm principal | 0.38 | ABS-collateralized bond/debt obligation | Long | Cayman Islands |
AIMCO CLO 14 Ltd., Series 2021-14A, Class A | 3.99 mm | 4.00 mm principal | 0.38 | ABS-collateralized bond/debt obligation | Long | Cayman Islands |
Charter Communications Operating LLC | 3.97 mm | 5.75 mm principal | 0.38 | Debt | Long | USA |
T-Mobile USA, Inc. | 3.53 mm | 3.50 mm principal | 0.33 | Debt | Long | USA |
Deutsche Bank AG | 3.53 mm | 3.35 mm principal | 0.33 | Debt | Long | Germany |
HES Hess Corporation | 3.45 mm | 3.20 mm principal | 0.33 | Debt | Long | USA |
LALT PowerShares Exchange-Traded Fund Trust II | 3.28 mm | 155.00 k shares | 0.31 | Long | USA | |
ING ING Groep N.V. | 3.26 mm | 4.03 mm principal | 0.31 | Debt | Long | Netherlands |
Elmwood CLO V Ltd., Series 2020-2A, Class AR | 3.25 mm | 3.25 mm principal | 0.31 | ABS-collateralized bond/debt obligation | Long | Cayman Islands |
OHA Credit Funding 7 Ltd., Series 2020-7A, Class AR | 3.25 mm | 3.25 mm principal | 0.31 | ABS-collateralized bond/debt obligation | Long | Cayman Islands |
PCG+A Pacific Gas & Electric Co. | 3.22 mm | 4.04 mm principal | 0.30 | Debt | Long | USA |
Bear Stearns Asset-Backed Securities I Trust, Series 2007-HE5, Class 1A4 | 3.19 mm | 3.30 mm principal | 0.30 | ABS-other | Long | USA |
Nissan Motor Acceptance Co. LLC | 3.16 mm | 3.06 mm principal | 0.30 | Debt | Long | USA |
BCS Barclays plc | 3.15 mm | 3.04 mm principal | 0.30 | Debt | Long | UK |
Elmwood CLO VIII Ltd., Series 2021-1A, Class A1 | 3.09 mm | 3.10 mm principal | 0.29 | ABS-collateralized bond/debt obligation | Long | Cayman Islands |
Citigroup, Inc. | 3.09 mm | 2.99 mm principal | 0.29 | Debt | Long | USA |
Golub Capital Partners CLO 52B Ltd., Series 2020-52A, Class A1 | 3.02 mm | 3.00 mm principal | 0.29 | ABS-collateralized bond/debt obligation | Long | Cayman Islands |
Clover CLO LLC, Series 2021-1A, Class A | 3.00 mm | 3.00 mm principal | 0.28 | ABS-collateralized bond/debt obligation | Long | USA |
Elmwood CLO XII Ltd., Series 2021-5A, Class B | 3.00 mm | 3.00 mm principal | 0.28 | ABS-collateralized bond/debt obligation | Long | Cayman Islands |
Madison Park Funding XXXVIII Ltd., Series 2021-38A, Class A | 3.00 mm | 3.00 mm principal | 0.28 | ABS-collateralized bond/debt obligation | Long | Cayman Islands |
Neuberger Berman Loan Advisers CLO 45 Ltd., Series 2021-45A, Class A | 3.00 mm | 3.00 mm principal | 0.28 | ABS-collateralized bond/debt obligation | Long | Cayman Islands |
HalseyPoint CLO 4 Ltd., Series 2021-4A, Class A | 3.00 mm | 3.00 mm principal | 0.28 | ABS-collateralized bond/debt obligation | Long | Cayman Islands |
Palmer Square CLO Ltd., Series 2021-2A, Class A | 3.00 mm | 3.00 mm principal | 0.28 | ABS-collateralized bond/debt obligation | Long | Cayman Islands |
Symphony CLO XXVIII Ltd., Series 2021-28A, Class A | 2.99 mm | 3.00 mm principal | 0.28 | ABS-collateralized bond/debt obligation | Long | Cayman Islands |
Elmwood CLO 15 Ltd., Series 2022-2A, Class A1 | 2.99 mm | 3.00 mm principal | 0.28 | ABS-collateralized bond/debt obligation | Long | USA |
Rainbow Midco Ltd., Term Loan | 2.96 mm | 2.69 mm principal | 0.28 | Loan | Long | Luxembourg |
OHA Credit Partners XVI, Series 2021-16A, Class A | 2.95 mm | 2.95 mm principal | 0.28 | ABS-collateralized bond/debt obligation | Long | Cayman Islands |
Generate CLO 6 Ltd., Series 6A, Class A1R | 2.95 mm | 2.95 mm principal | 0.28 | ABS-collateralized bond/debt obligation | Long | Cayman Islands |
Progress Residential Trust, Series 2019-SFR4, Class E | 2.93 mm | 3.00 mm principal | 0.28 | ABS-other | Long | USA |
Regatta VI Funding Ltd., Series 2016-1A, Class AR2 | 2.91 mm | 2.91 mm principal | 0.27 | ABS-collateralized bond/debt obligation | Long | Cayman Islands |
Duke Energy Florida LLC | 2.87 mm | 2.62 mm principal | 0.27 | Debt | Long | USA |
LOW Lowe`s Cos., Inc. | 2.82 mm | 4.15 mm principal | 0.27 | Debt | Long | USA |
Carlyle US CLO Ltd., Series 2021-1A, Class A1 | 2.81 mm | 2.81 mm principal | 0.27 | ABS-collateralized bond/debt obligation | Long | Cayman Islands |
TICP CLO XIV Ltd., Series 2019-14A, Class A2R | 2.80 mm | 2.82 mm principal | 0.27 | ABS-collateralized bond/debt obligation | Long | Cayman Islands |
Whitebox CLO II Ltd., Series 2020-2A, Class A1R | 2.69 mm | 2.70 mm principal | 0.25 | ABS-collateralized bond/debt obligation | Long | Cayman Islands |
Mercedes-Benz Finance North America LLC | 2.65 mm | 2.60 mm principal | 0.25 | Debt | Long | USA |
Golub Capital Partners CLO 41B-R Ltd., Series 2019-41A, Class AR | 2.62 mm | 2.63 mm principal | 0.25 | ABS-collateralized bond/debt obligation | Long | Cayman Islands |
OHA Credit Funding 3 Ltd., Series 2019-3A, Class AR | 2.58 mm | 2.58 mm principal | 0.24 | ABS-collateralized bond/debt obligation | Long | Cayman Islands |
TICP CLO XII Ltd., Series 2018-12A, Class BR | 2.54 mm | 2.55 mm principal | 0.24 | ABS-collateralized bond/debt obligation | Long | Cayman Islands |
Trimaran CAVU Ltd., Series 2022-2A, Class A | 2.51 mm | 2.50 mm principal | 0.24 | ABS-collateralized bond/debt obligation | Long | Cayman Islands |
BX Commercial Mortgage Trust, Series 2019-XL, Class G | 2.51 mm | 2.55 mm principal | 0.24 | ABS-mortgage backed security | Long | USA |
Neuberger Berman Loan Advisers CLO 35 Ltd., Series 2019-35A, Class A1 | 2.50 mm | 2.50 mm principal | 0.24 | ABS-collateralized bond/debt obligation | Long | Cayman Islands |
Clover CLO LLC, Series 2021-3A, Class A | 2.50 mm | 2.50 mm principal | 0.24 | ABS-collateralized bond/debt obligation | Long | USA |
Palmer Square CLO Ltd., Series 2015-1A, Class A2R4 | 2.49 mm | 2.50 mm principal | 0.24 | ABS-collateralized bond/debt obligation | Long | Cayman Islands |
Signal Peak CLO 8 Ltd., Series 2020-8A, Class B | 2.47 mm | 2.50 mm principal | 0.23 | ABS-collateralized bond/debt obligation | Long | Cayman Islands |
Broadcom Pte. Ltd. | 2.39 mm | 2.66 mm principal | 0.23 | Debt | Long | USA |
RR LLC, Series 2017-1A, Class A1AB | 2.37 mm | 2.38 mm principal | 0.22 | ABS-collateralized bond/debt obligation | Long | USA |
RRX 4 Ltd., Series 2021-4A, Class A1 | 2.25 mm | 2.25 mm principal | 0.21 | ABS-collateralized bond/debt obligation | Long | Cayman Islands |
Invesco CLO Ltd., Series 2021-3A, Class A | 2.16 mm | 2.17 mm principal | 0.20 | ABS-collateralized bond/debt obligation | Long | Cayman Islands |
Ballyrock CLO 16 Ltd., Series 2021-16A, Class A1 | 2.00 mm | 2.00 mm principal | 0.19 | ABS-collateralized bond/debt obligation | Long | Cayman Islands |
CIFC Funding 2021-I Ltd., Series 2021-1A, Class A1 | 2.00 mm | 2.00 mm principal | 0.19 | ABS-collateralized bond/debt obligation | Long | Cayman Islands |
Flatiron CLO 19 Ltd., Series 2019-1A, Class AR | 2.00 mm | 2.00 mm principal | 0.19 | ABS-collateralized bond/debt obligation | Long | Cayman Islands |
Elmwood CLO VII Ltd., Series 2020-4A, Class AR | 2.00 mm | 2.00 mm principal | 0.19 | ABS-collateralized bond/debt obligation | Long | Cayman Islands |
Elmwood CLO II Ltd., Series 2019-2A, Class AR | 2.00 mm | 2.00 mm principal | 0.19 | ABS-collateralized bond/debt obligation | Long | Cayman Islands |
Cedar Funding XIV CLO Ltd., Series 2021-14A, Class A | 2.00 mm | 2.00 mm principal | 0.19 | ABS-collateralized bond/debt obligation | Long | Cayman Islands |
CarVal CLO II Ltd., Series 2019-1A, Class ANR | 2.00 mm | 2.00 mm principal | 0.19 | ABS-collateralized bond/debt obligation | Long | Cayman Islands |
Regatta XV Funding Ltd., Series 2018-4A, Class A2 | 2.00 mm | 2.00 mm principal | 0.19 | ABS-collateralized bond/debt obligation | Long | Cayman Islands |
Neuberger Berman Loan Advisers CLO 47 Ltd., Series 2022-47A, Class A | 2.00 mm | 2.00 mm principal | 0.19 | ABS-collateralized bond/debt obligation | Long | Cayman Islands |
TICP CLO VI Ltd., Series 2016-6A, Class AR2 | 2.00 mm | 2.00 mm principal | 0.19 | ABS-collateralized bond/debt obligation | Long | Cayman Islands |
Regatta XVIII Funding Ltd., Series 2021-1A, Class A1 | 2.00 mm | 2.00 mm principal | 0.19 | ABS-collateralized bond/debt obligation | Long | Cayman Islands |
Clover CLO Ltd., Series 2019-2A, Class AR | 1.99 mm | 2.00 mm principal | 0.19 | ABS-collateralized bond/debt obligation | Long | Cayman Islands |
Canyon CLO Ltd., Series 2021-3A, Class B | 1.99 mm | 2.00 mm principal | 0.19 | ABS-collateralized bond/debt obligation | Long | Cayman Islands |
Clover CLO Ltd., Series 2019-1A, Class BR | 1.99 mm | 2.00 mm principal | 0.19 | ABS-collateralized bond/debt obligation | Long | Cayman Islands |
ET Energy Transfer LP | 1.98 mm | 1.93 mm principal | 0.19 | Debt | Long | USA |
Palmer Square CLO Ltd., Series 2022-1A, Class D | 1.98 mm | 2.00 mm principal | 0.19 | ABS-collateralized bond/debt obligation | Long | Cayman Islands |
CIFC Funding Ltd., Series 2015-4A, Class A1A2 | 1.98 mm | 1.98 mm principal | 0.19 | ABS-collateralized bond/debt obligation | Long | Cayman Islands |
RTX RTX Corp | 1.96 mm | 1.69 mm principal | 0.19 | Debt | Long | USA |
ET Energy Transfer LP | 1.91 mm | 2.07 mm principal | 0.18 | Debt | Long | USA |
Elmwood CLO IV Ltd., Series 2020-1A, Class A | 1.90 mm | 1.90 mm principal | 0.18 | ABS-collateralized bond/debt obligation | Long | Cayman Islands |
Palmer Square CLO Ltd., Series 2013-2A, Class A1A3 | 1.90 mm | 1.90 mm principal | 0.18 | ABS-collateralized bond/debt obligation | Long | Cayman Islands |
U.S. Treasury Ultra Bond | 1.87 mm | 155.00 contracts | 0.18 | Interest rate derivative | N/A | USA |
Morgan Stanley ABS Capital I, Inc. Trust, Series 2007-HE6, Class A2 | 1.86 mm | 2.21 mm principal | 0.18 | ABS-other | Long | USA |
UBS Group AG | 1.78 mm | 1.61 mm principal | 0.17 | Debt | Long | Switzerland |
U.S. Treasury 10-Year Note | 1.77 mm | 485.00 contracts | 0.17 | Interest rate derivative | N/A | USA |
RR 19 Ltd., Series 2021-19A, Class A1 | 1.76 mm | 1.75 mm principal | 0.17 | ABS-collateralized bond/debt obligation | Long | Cayman Islands |
T-Mobile USA, Inc. | 1.73 mm | 1.92 mm principal | 0.16 | Debt | Long | USA |
Velocity Commercial Capital Loan Trust, Series 2019-3, Class M2 | 1.73 mm | 1.93 mm principal | 0.16 | ABS-mortgage backed security | Long | USA |
Clarios Global LP | 1.72 mm | 1.71 mm principal | 0.16 | Debt | Long | USA |
Verscend Escrow Corp. | 1.72 mm | 1.70 mm principal | 0.16 | Debt | Long | USA |
Symphony CLO XX Ltd., Series 2018-20A, Class DR | 1.71 mm | 1.75 mm principal | 0.16 | ABS-collateralized bond/debt obligation | Long | Cayman Islands |
TICP CLO X Ltd., Series 2018-10A, Class B | 1.70 mm | 1.70 mm principal | 0.16 | ABS-collateralized bond/debt obligation | Long | Cayman Islands |
Charter Communications Operating LLC | 1.57 mm | 2.41 mm principal | 0.15 | Debt | Long | USA |
Cloud Software Group, Inc., 1st Lien Term Loan B | 1.55 mm | 1.59 mm principal | 0.15 | Loan | Long | USA |
GoldenTree Loan Management US CLO 10 Ltd., Series 2021-10A, Class A | 1.51 mm | 1.51 mm principal | 0.14 | ABS-collateralized bond/debt obligation | Long | Cayman Islands |
Whitebox CLO IV Ltd., Series 2023-4A, Class A1 | 1.51 mm | 1.50 mm principal | 0.14 | ABS-collateralized bond/debt obligation | Long | Cayman Islands |
Trimaran CAVU Ltd., Series 2022-2A, Class B1 | 1.51 mm | 1.50 mm principal | 0.14 | ABS-collateralized bond/debt obligation | Long | Cayman Islands |
CarVal CLO VII-C Ltd., Series 2023-1A, Class B1 | 1.50 mm | 1.50 mm principal | 0.14 | ABS-collateralized bond/debt obligation | Long | Jersey |
Generate CLO 6 Ltd., Series 6A, Class CR | 1.50 mm | 1.50 mm principal | 0.14 | ABS-collateralized bond/debt obligation | Long | Cayman Islands |
Benefit Street Partners CLO XXI Ltd., Series 2020-21A, Class A1R | 1.50 mm | 1.50 mm principal | 0.14 | ABS-collateralized bond/debt obligation | Long | Cayman Islands |
Symphony CLO XXIV Ltd., Series 2020-24A, Class A | 1.50 mm | 1.50 mm principal | 0.14 | ABS-collateralized bond/debt obligation | Long | Cayman Islands |
Palmer Square CLO Ltd., Series 2020-3A, Class A1R2 | 1.50 mm | 1.50 mm principal | 0.14 | ABS-collateralized bond/debt obligation | Long | Cayman Islands |
HalseyPoint CLO 3 Ltd., Series 2020-3A, Class B1 | 1.50 mm | 1.50 mm principal | 0.14 | ABS-collateralized bond/debt obligation | Long | Cayman Islands |
Pikes Peak CLO 9, Series 2021-9A, Class B | 1.50 mm | 1.50 mm principal | 0.14 | ABS-collateralized bond/debt obligation | Long | Cayman Islands |
Post CLO Ltd., Series 2021-1A, Class A | 1.50 mm | 1.50 mm principal | 0.14 | ABS-collateralized bond/debt obligation | Long | Cayman Islands |
Golub Capital Partners CLO 53B Ltd., Series 2021-53A, Class B | 1.49 mm | 1.50 mm principal | 0.14 | ABS-collateralized bond/debt obligation | Long | Cayman Islands |
Regatta VII Funding Ltd., Series 2016-1A, Class DR2 | 1.48 mm | 1.50 mm principal | 0.14 | ABS-collateralized bond/debt obligation | Long | Cayman Islands |
PCG+A Pacific Gas & Electric Co. | 1.44 mm | 1.31 mm principal | 0.14 | Debt | Long | USA |
GLP Capital LP | 1.40 mm | 1.65 mm principal | 0.13 | Debt | Long | USA |
NXP BV | 1.39 mm | 1.41 mm principal | 0.13 | Debt | Long | USA |
Chobani LLC | 1.38 mm | 1.39 mm principal | 0.13 | Debt | Long | USA |
ORCL Oracle Corp. | 1.34 mm | 1.34 mm principal | 0.13 | Debt | Long | USA |
Deerfield Dakota Holding LLC, 1st Lien Term Loan | 1.33 mm | 1.34 mm principal | 0.13 | Loan | Long | USA |
Sixth Street CLO XX Ltd., Series 2021-20A, Class A1 | 1.32 mm | 1.33 mm principal | 0.13 | ABS-collateralized bond/debt obligation | Long | Cayman Islands |
SURA Asset Management SA | 1.31 mm | 1.32 mm principal | 0.12 | Debt | Long | Colombia |
Sunshine Luxembourg VII SARL, Facility Term Loan B3 | 1.26 mm | 1.25 mm principal | 0.12 | Loan | Long | Luxembourg |
OHA Credit Funding 6 Ltd., Series 2020-6A, Class DR | 1.26 mm | 1.25 mm principal | 0.12 | ABS-collateralized bond/debt obligation | Long | Cayman Islands |
Whitebox CLO I Ltd., Series 2019-1A, Class ANAR | 1.25 mm | 1.25 mm principal | 0.12 | ABS-collateralized bond/debt obligation | Long | Cayman Islands |
Cedar Funding XII CLO Ltd., Series 2020-12A, Class A1R | 1.25 mm | 1.25 mm principal | 0.12 | ABS-collateralized bond/debt obligation | Long | Cayman Islands |
CIFC Funding Ltd., Series 2019-1A, Class DR | 1.25 mm | 1.25 mm principal | 0.12 | ABS-collateralized bond/debt obligation | Long | Cayman Islands |
Benefit Street Partners CLO X Ltd., Series 2016-10A, Class BRR | 1.24 mm | 1.25 mm principal | 0.12 | ABS-collateralized bond/debt obligation | Long | Cayman Islands |
MH Sub I LLC, 1st Lien Term Loan | 1.24 mm | 1.26 mm principal | 0.12 | Loan | Long | USA |
Allied Universal Holdco LLC | 1.20 mm | 1.23 mm principal | 0.11 | Debt | Long | USA |
Medline Borrower LP, Term Loan | 1.19 mm | 1.19 mm principal | 0.11 | Loan | Long | USA |
RealPage, Inc., 1st Lien Term Loan | 1.19 mm | 1.20 mm principal | 0.11 | Loan | Long | USA |
TCW CLO Ltd., Series 2020-1A, Class DRR | 1.19 mm | 1.25 mm principal | 0.11 | ABS-collateralized bond/debt obligation | Long | Cayman Islands |
Alternative Loan Trust, Series 2006-OA11, Class A1B | 1.17 mm | 1.27 mm principal | 0.11 | ABS-mortgage backed security | Long | USA |
Polaris Newco LLC, 1st Lien Term Loan | 1.15 mm | 1.17 mm principal | 0.11 | Loan | Long | USA |
Connect Finco SARL, Term Loan | 1.14 mm | 1.14 mm principal | 0.11 | Loan | Long | Luxembourg |
Neuberger Berman CLO XX Ltd., Series 2015-20A, Class DRR | 1.12 mm | 1.15 mm principal | 0.11 | ABS-collateralized bond/debt obligation | Long | Cayman Islands |
Titan Acquisition Ltd. | 1.10 mm | 1.10 mm principal | 0.10 | Debt | Long | USA |
Regatta XVIII Funding Ltd., Series 2021-1A, Class B | 1.09 mm | 1.10 mm principal | 0.10 | ABS-collateralized bond/debt obligation | Long | Cayman Islands |
Legacy Mortgage Asset Trust, Series 2019-SL2, Class A | 1.09 mm | 1.15 mm principal | 0.10 | ABS-mortgage backed security | Long | USA |
Dun & Bradstreet Corp. (The), Term Loan B2 | 1.07 mm | 1.06 mm principal | 0.10 | Loan | Long | USA |
Benchmark Mortgage Trust, Series 2019-B13, Class XA | 1.06 mm | 25.19 mm principal | 0.10 | ABS-mortgage backed security | Long | USA |
TICP CLO XI Ltd., Series 2018-11A, Class D | 1.05 mm | 1.05 mm principal | 0.10 | ABS-collateralized bond/debt obligation | Long | Cayman Islands |
Republic of Cote d'Ivoire | 1.03 mm | 1.05 mm principal | 0.10 | Debt | Long | Côte d'Ivoire |
Naked Juice LLC, 1st Lien Term Loan | 1.03 mm | 1.06 mm principal | 0.10 | Loan | Long | USA |
Zayo Group Holdings, Inc., Term Loan | 1.02 mm | 1.19 mm principal | 0.10 | Loan | Long | USA |
CoreLogic, Inc., 1st Lien Term Loan | 1.02 mm | 1.05 mm principal | 0.10 | Loan | Long | USA |
GT Loan Financing I Ltd., Series 2013-1A, Class CR | 1.00 mm | 1.00 mm principal | 0.09 | ABS-collateralized bond/debt obligation | Long | Cayman Islands |
OHA Credit Funding 2 Ltd., Series 2019-2A, Class CR | 1.00 mm | 1.00 mm principal | 0.09 | ABS-collateralized bond/debt obligation | Long | Cayman Islands |
Clover CLO LLC, Series 2021-2A, Class B | 1.00 mm | 1.00 mm principal | 0.09 | ABS-collateralized bond/debt obligation | Long | USA |
Pikes Peak CLO 7, Series 2021-7A, Class C | 1.00 mm | 1.00 mm principal | 0.09 | ABS-collateralized bond/debt obligation | Long | Cayman Islands |
Regatta XVI Funding Ltd., Series 2019-2A, Class C | 1.00 mm | 1.00 mm principal | 0.09 | ABS-collateralized bond/debt obligation | Long | Cayman Islands |
Sixth Street CLO XVII Ltd., Series 2021-17A, Class A | 1.00 mm | 1.00 mm principal | 0.09 | ABS-collateralized bond/debt obligation | Long | Cayman Islands |
TICP CLO XV Ltd., Series 2020-15A, Class C | 999.75 k | 1.00 mm principal | 0.09 | ABS-collateralized bond/debt obligation | Long | Cayman Islands |
Pikes Peak CLO 3, Series 2019-3A, Class CRR | 999.49 k | 1.00 mm principal | 0.09 | ABS-collateralized bond/debt obligation | Long | Cayman Islands |
Madison Park Funding XLVIII Ltd., Series 2021-48A, Class A | 999.43 k | 1.00 mm principal | 0.09 | ABS-collateralized bond/debt obligation | Long | Cayman Islands |
Neuberger Berman CLO XVII Ltd., Series 2014-17A, Class CR2 | 998.94 k | 1.00 mm principal | 0.09 | ABS-collateralized bond/debt obligation | Long | Cayman Islands |
Anchorage Capital CLO 18 Ltd., Series 2021-18A, Class C | 998.84 k | 1.00 mm principal | 0.09 | ABS-collateralized bond/debt obligation | Long | Cayman Islands |
Carlyle US CLO Ltd., Series 2019-3A, Class BR | 997.98 k | 1.00 mm principal | 0.09 | ABS-collateralized bond/debt obligation | Long | Cayman Islands |
CIFC Funding Ltd., Series 2017-1A, Class D | 997.57 k | 1.00 mm principal | 0.09 | ABS-collateralized bond/debt obligation | Long | Cayman Islands |
Neuberger Berman CLO XXII Ltd., Series 2016-22A, Class CR | 997.54 k | 1.00 mm principal | 0.09 | ABS-collateralized bond/debt obligation | Long | Cayman Islands |
AGL CLO 5 Ltd., Series 2020-5A, Class A1R | 997.52 k | 1.00 mm principal | 0.09 | ABS-collateralized bond/debt obligation | Long | Cayman Islands |
Golub Capital Partners CLO 53B Ltd., Series 2021-53A, Class C | 996.16 k | 1.00 mm principal | 0.09 | ABS-collateralized bond/debt obligation | Long | Cayman Islands |
Trimaran Cavu Ltd., Series 2021-2A, Class A | 996.03 k | 1.00 mm principal | 0.09 | ABS-collateralized bond/debt obligation | Long | Cayman Islands |
Clover CLO LLC, Series 2018-1A, Class CR | 995.29 k | 1.00 mm principal | 0.09 | ABS-collateralized bond/debt obligation | Long | USA |
Palmer Square CLO Ltd., Series 2021-3A, Class D | 995.26 k | 1.00 mm principal | 0.09 | ABS-collateralized bond/debt obligation | Long | Cayman Islands |
CIFC Funding 2019-II Ltd., Series 2019-2A, Class BR | 995.22 k | 1.00 mm principal | 0.09 | ABS-collateralized bond/debt obligation | Long | Cayman Islands |