Fund profile
Fund manager
Total assets
$2.48 bn
Liabilities
$618.65 mm
Net assets
$1.86 bn
Number of holdings
947.00
Top 200 of 947 Holdings
Security | $Holding | Balance | % of Fund | Category | Position | Country |
---|---|---|---|---|---|---|
U.S. Treasury Notes/Bonds | 94.86 mm | 90.83 mm principal | 5.10 | Debt | Long | USA |
Uniform Mortgage-Backed Securities, TBA | 82.50 mm | 83.58 mm principal | 4.43 | ABS-mortgage backed security | Long | USA |
U.S. Treasury Notes/Bonds | 82.20 mm | 83.57 mm principal | 4.42 | Debt | Long | USA |
Uniform Mortgage-Backed Securities, TBA | 70.03 mm | 80.00 mm principal | 3.76 | ABS-mortgage backed security | Long | USA |
Uniform Mortgage-Backed Securities, TBA | 67.29 mm | 80.00 mm principal | 3.62 | ABS-mortgage backed security | Long | USA |
U.S. Treasury Notes/Bonds | 63.78 mm | 63.75 mm principal | 3.43 | Debt | Long | USA |
Government National Mortgage Association, TBA | 60.05 mm | 69.45 mm principal | 3.23 | ABS-mortgage backed security | Long | USA |
Uniform Mortgage-Backed Securities | 59.98 mm | 59.80 mm principal | 3.22 | Debt | Long | USA |
Uniform Mortgage-Backed Securities, TBA | 54.54 mm | 56.41 mm principal | 2.93 | ABS-mortgage backed security | Long | USA |
Invesco Treasury Portfolio, Institutional Class | 54.35 mm | 54.35 mm shares | 2.92 | Short-term investment vehicle | Long | USA |
U.S. Treasury Notes/Bonds | 51.71 mm | 51.72 mm principal | 2.78 | Debt | Long | USA |
Invesco Government & Agency Portfolio, Institutional Class | 47.56 mm | 47.56 mm shares | 2.56 | Short-term investment vehicle | Long | USA |
U.S. Treasury Notes/Bonds | 46.83 mm | 46.55 mm principal | 2.52 | Debt | Long | USA |
U.S. Treasury Notes/Bonds | 41.12 mm | 38.83 mm principal | 2.21 | Debt | Long | USA |
Uniform Mortgage-Backed Securities, TBA | 39.14 mm | 43.00 mm principal | 2.10 | ABS-mortgage backed security | Long | USA |
Government National Mortgage Association, TBA | 38.74 mm | 39.79 mm principal | 2.08 | ABS-mortgage backed security | Long | USA |
Invesco Liquid Assets Portfolio | 31.91 mm | 31.89 mm shares | 1.71 | Short-term investment vehicle | Long | USA |
Government National Mortgage Association, TBA | 31.15 mm | 30.95 mm principal | 1.67 | ABS-mortgage backed security | Long | USA |
Federal National Mortgage Association | 19.65 mm | 19.57 mm principal | 1.06 | ABS-mortgage backed security | Long | USA |
Federal Home Loan Mortgage Corp. | 16.47 mm | 16.40 mm principal | 0.89 | ABS-mortgage backed security | Long | USA |
Uniform Mortgage-Backed Securities, TBA | 15.45 mm | 16.41 mm principal | 0.83 | ABS-mortgage backed security | Long | USA |
Federal Home Loan Mortgage Corp. | 14.89 mm | 14.58 mm principal | 0.80 | ABS-mortgage backed security | Long | USA |
Federal National Mortgage Association | 14.28 mm | 14.18 mm principal | 0.77 | ABS-mortgage backed security | Long | USA |
Federal Home Loan Mortgage Corp. | 12.76 mm | 12.65 mm principal | 0.69 | ABS-mortgage backed security | Long | USA |
Madison Park Funding XLVIII Ltd., Series 2021-48A, Class A | 10.78 mm | 10.76 mm principal | 0.58 | ABS-collateralized bond/debt obligation | Long | Cayman Islands |
Piedmont Operating Partnership, L.P. | 10.08 mm | 9.46 mm principal | 0.54 | Debt | Long | USA |
National Rural Utilities Cooperative Finance Corp. | 9.86 mm | 9.83 mm principal | 0.53 | Debt | Long | USA |
Delaware Life Global Funding, Series 21-1 | 9.74 mm | 10.42 mm principal | 0.52 | Debt | Long | USA |
Banco Santander S.A. | 9.72 mm | 9.40 mm principal | 0.52 | Debt | Long | Spain |
AGL CLO 29 Ltd., Series 2024-29A, Class A1 | 9.66 mm | 9.66 mm principal | 0.52 | ABS-collateralized bond/debt obligation | Long | Jersey |
NextEra Energy Capital Holdings, Inc. | 9.18 mm | 9.17 mm principal | 0.49 | Debt | Long | USA |
GS Goldman Sachs Group, Inc. | 9.11 mm | 8.65 mm principal | 0.49 | Debt | Long | USA |
CSAIL Commercial Mortgage Trust, Series 2020-C19, Class A3 | 9.01 mm | 10.61 mm principal | 0.48 | ABS-mortgage backed security | Long | USA |
Federal Home Loan Mortgage Corp. | 8.44 mm | 8.26 mm principal | 0.45 | ABS-mortgage backed security | Long | USA |
Federal National Mortgage Association | 8.34 mm | 8.78 mm principal | 0.45 | ABS-mortgage backed security | Long | USA |
Mercedes-Benz Finance North America LLC | 8.25 mm | 8.23 mm principal | 0.44 | Debt | Long | USA |
Mercedes-Benz Finance North America LLC | 7.79 mm | 7.77 mm principal | 0.42 | Debt | Long | USA |
Principal Life Global Funding II | 7.79 mm | 7.73 mm principal | 0.42 | Debt | Long | USA |
American Honda Finance Corp. | 7.78 mm | 7.75 mm principal | 0.42 | Debt | Long | USA |
MAG Mutual Holding Co. | 7.76 mm | 9.20 mm principal | 0.42 | Debt | Long | USA |
Bain Capital Credit CLO Ltd., Series 2017-2A, Class AR2 | 7.34 mm | 7.34 mm principal | 0.39 | ABS-collateralized bond/debt obligation | Long | Cayman Islands |
CarMax Auto Owner Trust, Series 2022-4, Class A4 | 7.18 mm | 7.03 mm principal | 0.39 | ABS-other | Long | USA |
Federal Home Loan Mortgage Corp. | 7.00 mm | 6.98 mm principal | 0.38 | ABS-mortgage backed security | Long | USA |
Bank of America Corp. | 6.86 mm | 6.71 mm principal | 0.37 | Debt | Long | USA |
Northwestern Mutual Global Funding | 6.74 mm | 6.70 mm principal | 0.36 | Debt | Long | USA |
Pacific Life Global Funding II | 6.73 mm | 6.70 mm principal | 0.36 | Debt | Long | USA |
Avis Budget Rental Car Funding (AESOP) LLC, Series 2022-1A, Class A | 6.37 mm | 6.61 mm principal | 0.34 | ABS-other | Long | USA |
OCP CLO Ltd., Series 2020-8RA, Class A1 | 6.04 mm | 6.03 mm principal | 0.32 | ABS-collateralized bond/debt obligation | Long | Cayman Islands |
Qdoba Funding LLC, Series 2023-1A, Class A2 | 5.99 mm | 5.76 mm principal | 0.32 | ABS-other | Long | USA |
CarMax Auto Owner Trust, Series 2024-1, Class A3 | 5.87 mm | 5.84 mm principal | 0.32 | ABS-other | Long | USA |
APO Apollo Global Management Inc - Ordinary Shares - Class A (New) | 5.83 mm | 215.38 k shares | 0.31 | Preferred equity | Long | USA |
C Citigroup Inc | 5.83 mm | 5.69 mm principal | 0.31 | Debt | Long | USA |
MUFG Mitsubishi UFJ Financial Group, Inc. | 5.81 mm | 5.38 mm principal | 0.31 | Debt | Long | Japan |
PRKCM 2023-AFC4 Trust, Series 2023-AFC4, Class A1 | 5.68 mm | 5.53 mm principal | 0.31 | ABS-mortgage backed security | Long | USA |
Pacific Life Global Funding II | 5.67 mm | 5.64 mm principal | 0.30 | Debt | Long | USA |
C Citigroup Inc | 5.65 mm | 5.54 mm principal | 0.30 | Debt | Long | USA |
JPMBB Commercial Mortgage Securities Trust, Series 2014-C25, Class AS | 5.58 mm | 6.04 mm principal | 0.30 | ABS-mortgage backed security | Long | USA |
IP Lending VII Ltd. | 5.55 mm | 5.49 mm principal | 0.30 | Debt | Long | Bermuda |
JPMorgan Chase Bank, N.A. | 5.52 mm | 5.45 mm principal | 0.30 | Debt | Long | USA |
Octagon Investment Partners 49 Ltd., Series 2020-5A, Class A1 | 5.52 mm | 5.51 mm principal | 0.30 | ABS-collateralized bond/debt obligation | Long | Cayman Islands |
COMM Mortgage Trust, Series 2014-UBS6, Class AM | 5.45 mm | 5.72 mm principal | 0.29 | ABS-mortgage backed security | Long | USA |
Corebridge Global Funding | 5.38 mm | 5.34 mm principal | 0.29 | Debt | Long | USA |
Avis Budget Rental Car Funding (AESOP) LLC, Series 2023-4A, Class A | 5.31 mm | 5.24 mm principal | 0.29 | ABS-other | Long | USA |
Golub Capital Partners CLO 40B Ltd., Series 2019-40A, Class AR | 5.22 mm | 5.26 mm principal | 0.28 | ABS-collateralized bond/debt obligation | Long | Cayman Islands |
OHA Loan Funding Ltd., Series 2016-1A, Class AR | 5.09 mm | 5.08 mm principal | 0.27 | ABS-collateralized bond/debt obligation | Long | Cayman Islands |
Zaxby's Funding LLC, Series 2021-1A, Class A2 | 5.03 mm | 5.71 mm principal | 0.27 | ABS-other | Long | USA |
WFRBS Commercial Mortgage Trust, Series 2014-C25, Class AS | 5.01 mm | 5.23 mm principal | 0.27 | ABS-mortgage backed security | Long | USA |
Frontier Issuer LLC, Series 2023-1, Class A2 | 5.00 mm | 4.95 mm principal | 0.27 | ABS-other | Long | USA |
Morgan Stanley Bank of America Merrill Lynch Trust, Series 2014-C19, Class AS | 4.90 mm | 5.04 mm principal | 0.26 | ABS-mortgage backed security | Long | USA |
Prologis, L.P. | 4.83 mm | 4.81 mm principal | 0.26 | Debt | Long | USA |
Flagstar Mortgage Trust, Series 2021-11IN, Class A6 | 4.81 mm | 5.48 mm principal | 0.26 | ABS-mortgage backed security | Long | USA |
TICP CLO XV Ltd., Series 2020-15A, Class A | 4.69 mm | 4.69 mm principal | 0.25 | ABS-collateralized bond/debt obligation | Long | Cayman Islands |
OBX Trust, Series 2022-NQM8, Class A1 | 4.64 mm | 4.62 mm principal | 0.25 | ABS-mortgage backed security | Long | USA |
Westpac Banking Corp. | 4.56 mm | 4.18 mm principal | 0.25 | Debt | Long | Australia |
Neuberger Berman Loan Advisers CLO 24 Ltd., Series 2017-24A, Class AR | 4.41 mm | 4.40 mm principal | 0.24 | ABS-collateralized bond/debt obligation | Long | Cayman Islands |
Hyundai Capital America | 4.40 mm | 4.36 mm principal | 0.24 | Debt | Long | USA |
Charter Communications Operating LLC/Charter Communications Operating Capital Corp. | 4.36 mm | 4.27 mm principal | 0.23 | Debt | Long | USA |
GA Global Funding Trust | 4.28 mm | 4.25 mm principal | 0.23 | Debt | Long | USA |
VLTO Veralto Corp | 4.20 mm | 4.14 mm principal | 0.23 | Debt | Long | USA |
U.S. Treasury Notes/Bonds | 4.17 mm | 4.15 mm principal | 0.22 | Debt | Long | USA |
NextEra Energy Capital Holdings, Inc. | 4.17 mm | 4.16 mm principal | 0.22 | Debt | Long | USA |
Saudi Government International Bond | 4.15 mm | 4.21 mm principal | 0.22 | Debt | Long | Saudi Arabia |
NextEra Energy Capital Holdings, Inc. | 4.14 mm | 4.13 mm principal | 0.22 | Debt | Long | USA |
Octagon Investment Partners 31 Ltd., Series 2017-1A, Class AR | 4.03 mm | 4.03 mm principal | 0.22 | ABS-collateralized bond/debt obligation | Long | Cayman Islands |
BX Commercial Mortgage Trust, Series 2021-VOLT, Class A | 4.03 mm | 4.08 mm principal | 0.22 | ABS-mortgage backed security | Long | USA |
AMSR Trust, Series 2021-SFR3, Class B | 4.01 mm | 4.42 mm principal | 0.22 | ABS-mortgage backed security | Long | USA |
CARLYLE US CLO 2021-1 Ltd., Series 2021-1A, Class A1 | 3.94 mm | 3.94 mm principal | 0.21 | ABS-collateralized bond/debt obligation | Long | Cayman Islands |
J.P. Morgan Chase Commercial Mortgage Securities Trust, Series 2014-C20, Class AS | 3.88 mm | 3.95 mm principal | 0.21 | ABS-mortgage backed security | Long | USA |
Angel Oak Mortgage Trust, Series 2022-1, Class A1 | 3.83 mm | 4.21 mm principal | 0.21 | ABS-mortgage backed security | Long | USA |
JPMorgan Chase & Co. | 3.78 mm | 3.77 mm principal | 0.20 | Debt | Long | USA |
Wells Fargo Bank, N.A. | 3.78 mm | 3.74 mm principal | 0.20 | Debt | Long | USA |
Morgan Stanley Bank, N.A. | 3.78 mm | 3.77 mm principal | 0.20 | Debt | Long | USA |
KKR CLO 30 Ltd., Series 30A, Class A1R | 3.77 mm | 3.77 mm principal | 0.20 | ABS-collateralized bond/debt obligation | Long | Cayman Islands |
Sumitomo Life Insurance Co.. | 3.76 mm | 3.75 mm principal | 0.20 | Debt | Long | Japan |
Texas (State of) Transportation Commission (Central Texas Turnpike System), Series 2020 C, Ref. RB | 3.75 mm | 4.97 mm principal | 0.20 | Debt | Long | USA |
SG Residential Mortgage Trust, Series 2022-1, Class A1 | 3.75 mm | 4.11 mm principal | 0.20 | ABS-mortgage backed security | Long | USA |
Wells Fargo & Co. | 3.72 mm | 3.41 mm principal | 0.20 | Debt | Long | USA |
Madison Park Funding XXXIII Ltd., Series 2019-33A, Class AR | 3.72 mm | 3.72 mm principal | 0.20 | ABS-collateralized bond/debt obligation | Long | Cayman Islands |
BP Capital Markets America Inc. | 3.69 mm | 3.67 mm principal | 0.20 | Debt | Long | USA |
Delaware Life Global Funding, Series 22-1 | 3.67 mm | 3.83 mm principal | 0.20 | Debt | Long | USA |
Starwood Mortgage Residential Trust, Series 2021-6, Class A1 | 3.66 mm | 4.33 mm principal | 0.20 | ABS-mortgage backed security | Long | USA |
Bayview MSR Opportunity Master Fund Trust, Series 2021-5, Class A2 | 3.65 mm | 4.46 mm principal | 0.20 | ABS-mortgage backed security | Long | USA |
BX Trust, Series 2022-LBA6, Class A | 3.64 mm | 3.67 mm principal | 0.20 | ABS-mortgage backed security | Long | USA |
Life Mortgage Trust, Series 2021-BMR, Class B | 3.62 mm | 3.67 mm principal | 0.19 | ABS-mortgage backed security | Long | USA |
BX Commercial Mortgage Trust, Series 2021-VOLT, Class B | 3.54 mm | 3.60 mm principal | 0.19 | ABS-mortgage backed security | Long | USA |
Tricon American Homes Trust, Series 2020-SFR2, Class A | 3.48 mm | 3.93 mm principal | 0.19 | ABS-mortgage backed security | Long | USA |
Avolon Holdings Funding Ltd. | 3.47 mm | 3.48 mm principal | 0.19 | Debt | Long | Cayman Islands |
NextEra Energy Capital Holdings, Inc. | 3.46 mm | 3.44 mm principal | 0.19 | Debt | Long | USA |
Credit Suisse Mortgage Capital Trust, Series 2022-ATH2, Class A1 | 3.43 mm | 3.48 mm principal | 0.18 | ABS-mortgage backed security | Long | USA |
Federal Home Loan Mortgage Corp. | 3.42 mm | 3.34 mm principal | 0.18 | ABS-mortgage backed security | Long | USA |
Neuberger Berman Loan Advisers CLO 40 Ltd., Series 2021-40A, Class A | 3.40 mm | 3.40 mm principal | 0.18 | ABS-collateralized bond/debt obligation | Long | Cayman Islands |
Saudi Government International Bond | 3.40 mm | 3.39 mm principal | 0.18 | Debt | Long | Saudi Arabia |
Bank of America, N.A. | 3.40 mm | 3.33 mm principal | 0.18 | Debt | Long | USA |
Athene Global Funding | 3.40 mm | 3.36 mm principal | 0.18 | Debt | Long | USA |
Verus Securitization Trust, Series 2022-3, Class A1 | 3.36 mm | 3.56 mm principal | 0.18 | ABS-mortgage backed security | Long | USA |
J.P. Morgan Mortgage Trust, Series 2021-LTV2, Class A1 | 3.35 mm | 4.05 mm principal | 0.18 | ABS-mortgage backed security | Long | USA |
ET Energy Transfer LP | 3.35 mm | 3.26 mm principal | 0.18 | Debt | Long | USA |
Race Point VIII CLO Ltd., Series 2013-8A, Class AR2 | 3.31 mm | 3.31 mm principal | 0.18 | ABS-collateralized bond/debt obligation | Long | Cayman Islands |
OBX Trust, Series 2022-NQM2, Class A1 | 3.29 mm | 3.55 mm principal | 0.18 | ABS-mortgage backed security | Long | USA |
Saudi Government International Bond | 3.28 mm | 3.29 mm principal | 0.18 | Debt | Long | Saudi Arabia |
JPMBB Commercial Mortgage Securities Trust, Series 2015-C28, Class AS | 3.27 mm | 3.40 mm principal | 0.18 | ABS-mortgage backed security | Long | USA |
Caterpillar Financial Services Corp. | 3.26 mm | 3.23 mm principal | 0.17 | Debt | Long | USA |
GS Mortgage Securities Trust, Series 2020-GC47, Class A5 | 3.25 mm | 3.78 mm principal | 0.17 | ABS-mortgage backed security | Long | USA |
TSLX Sixth Street Specialty Lending Inc | 3.24 mm | 3.28 mm principal | 0.17 | Debt | Long | USA |
COLT Mortgage Loan Trust, Series 2022-3, Class A1 | 3.24 mm | 3.42 mm principal | 0.17 | ABS-mortgage backed security | Long | USA |
DLLST 2024-1 LLC, Series 2024-1A, Class A3 | 3.23 mm | 3.23 mm principal | 0.17 | ABS-other | Long | USA |
Ellington Financial Mortgage Trust, Series 2022-3, Class A1 | 3.23 mm | 3.24 mm principal | 0.17 | ABS-mortgage backed security | Long | USA |
Cedar Funding IX CLO Ltd., Series 2018-9A, Class A1 | 3.22 mm | 3.22 mm principal | 0.17 | ABS-collateralized bond/debt obligation | Long | Cayman Islands |
Fannie Mae Connecticut Avenue Securities, Series 2022-R03, Class 1M1 | 3.19 mm | 3.15 mm principal | 0.17 | ABS-mortgage backed security | Long | USA |
JPMorgan Chase & Co. | 3.17 mm | 2.92 mm principal | 0.17 | Debt | Long | USA |
Progress Residential Trust, Series 2022-SFR5, Class A | 3.13 mm | 3.19 mm principal | 0.17 | ABS-mortgage backed security | Long | USA |
Bayview MSR Opportunity Master Fund Trust, Series 2021-5, Class A1 | 3.12 mm | 3.66 mm principal | 0.17 | ABS-mortgage backed security | Long | USA |
STT State Street Corp. | 3.09 mm | 2.99 mm principal | 0.17 | Debt | Long | USA |
KKR CLO 27 Ltd. | 3.09 mm | 3.08 mm principal | 0.17 | ABS-collateralized bond/debt obligation | Long | Cayman Islands |
OCP CLO Ltd., Series 2017-13A, Class A1AR | 3.01 mm | 3.01 mm principal | 0.16 | ABS-collateralized bond/debt obligation | Long | Cayman Islands |
Symphony CLO XXII Ltd., Series 2020-22A, Class A1A | 3.00 mm | 3.00 mm principal | 0.16 | ABS-collateralized bond/debt obligation | Long | Cayman Islands |
Verus Securitization Trust, Series 2021-7, Class A1 | 2.98 mm | 3.41 mm principal | 0.16 | ABS-mortgage backed security | Long | USA |
LMT Lockheed Martin Corp. | 2.96 mm | 2.94 mm principal | 0.16 | Debt | Long | USA |
Credit Suisse Mortgage Capital Trust, Series 2022-ATH1, Class A1A | 2.96 mm | 3.15 mm principal | 0.16 | ABS-mortgage backed security | Long | USA |
Bayview MSR Opportunity Master Fund Trust, Series 2021-4, Class A3 | 2.96 mm | 3.48 mm principal | 0.16 | ABS-mortgage backed security | Long | USA |
Textainer Marine Containers VII Ltd., Series 2021-2A, Class A | 2.94 mm | 3.28 mm principal | 0.16 | ABS-other | Long | Bermuda |
Onslow Bay Mortgage Loan Trust, Series 2021-NQM4, Class A1 | 2.89 mm | 3.50 mm principal | 0.16 | ABS-mortgage backed security | Long | USA |
ES Eversource Energy | 2.87 mm | 2.87 mm principal | 0.15 | Debt | Long | USA |
Citigroup Mortgage Loan Trust, Series 2021-INV3, Class A3 | 2.87 mm | 3.51 mm principal | 0.15 | ABS-mortgage backed security | Long | USA |
Bayview MSR Opportunity Master Fund Trust, Series 2021-4, Class A4 | 2.84 mm | 3.48 mm principal | 0.15 | ABS-mortgage backed security | Long | USA |
Bayview MSR Opportunity Master Fund Trust, Series 2021-4, Class A8 | 2.83 mm | 3.21 mm principal | 0.15 | ABS-mortgage backed security | Long | USA |
Starwood Mortgage Residential Trust, Series 2022-1, Class A1 | 2.77 mm | 3.17 mm principal | 0.15 | ABS-mortgage backed security | Long | USA |
BBVA Bancomer S.A. | 2.73 mm | 2.69 mm principal | 0.15 | Debt | Long | Mexico |
McDonald's Corp. | 2.72 mm | 2.68 mm principal | 0.15 | Debt | Long | USA |
National Rural Utilities Cooperative Finance Corp. | 2.72 mm | 2.70 mm principal | 0.15 | Debt | Long | USA |
Corebridge Global Funding | 2.69 mm | 2.68 mm principal | 0.14 | Debt | Long | USA |
Charter Communications Operating LLC/Charter Communications Operating Capital Corp. | 2.69 mm | 2.58 mm principal | 0.14 | Debt | Long | USA |
COMM Mortgage Trust, Series 2014-LC15, Class AM | 2.69 mm | 2.72 mm principal | 0.14 | ABS-mortgage backed security | Long | USA |
U.S. Bancorp | 2.67 mm | 2.64 mm principal | 0.14 | Debt | Long | USA |
Wells Fargo Bank, N.A. | 2.66 mm | 2.66 mm principal | 0.14 | Debt | Long | USA |
Morgan Stanley Bank, N.A. | 2.64 mm | 2.57 mm principal | 0.14 | Debt | Long | USA |
JPMorgan Chase & Co. | 2.63 mm | 2.59 mm principal | 0.14 | Debt | Long | USA |
HBAN Huntington Bancshares, Inc. | 2.63 mm | 2.54 mm principal | 0.14 | Debt | Long | USA |
Med Trust, Series 2021-MDLN, Class A | 2.62 mm | 2.65 mm principal | 0.14 | ABS-mortgage backed security | Long | USA |
OBX Trust, Series 2022-NQM1, Class A1 | 2.60 mm | 2.99 mm principal | 0.14 | ABS-mortgage backed security | Long | USA |
Bank of Nova Scotia (The) | 2.60 mm | 2.56 mm principal | 0.14 | Debt | Long | Canada |
Credit Agricole S.A. | 2.58 mm | 2.57 mm principal | 0.14 | Debt | Long | France |
Wells Fargo & Co. | 2.58 mm | 2.53 mm principal | 0.14 | Debt | Long | USA |
Wells Fargo Bank, N.A. | 2.56 mm | 2.52 mm principal | 0.14 | Debt | Long | USA |
GS Mortgage-Backed Securities Trust, Series 2021-INV1, Class A6 | 2.54 mm | 2.89 mm principal | 0.14 | ABS-mortgage backed security | Long | USA |
National Rural Utilities Cooperative Finance Corp. | 2.54 mm | 2.52 mm principal | 0.14 | Debt | Long | USA |
PNC PNC Financial Services Group Inc | 2.54 mm | 2.44 mm principal | 0.14 | Debt | Long | USA |
CRBG Corebridge Financial Inc. | 2.50 mm | 2.43 mm principal | 0.13 | Debt | Long | USA |
Royal Bank of Canada | 2.48 mm | 2.46 mm principal | 0.13 | Debt | Long | Canada |
HUM Humana Inc. | 2.47 mm | 2.34 mm principal | 0.13 | Debt | Long | USA |
MFA Trust, Series 2021-INV2, Class A1 | 2.47 mm | 2.86 mm principal | 0.13 | ABS-mortgage backed security | Long | USA |
Truist Financial Corp. | 2.45 mm | 2.41 mm principal | 0.13 | Debt | Long | USA |
SCHW Charles Schwab Corp. | 2.45 mm | 2.31 mm principal | 0.13 | Debt | Long | USA |
BHP Billiton Finance (USA) Ltd. | 2.43 mm | 2.37 mm principal | 0.13 | Debt | Long | Australia |
CNXC Concentrix Corp. | 2.43 mm | 2.39 mm principal | 0.13 | Debt | Long | USA |
AEP Texas Inc. | 2.41 mm | 2.49 mm principal | 0.13 | Debt | Long | USA |
Bank of America Corp. | 2.39 mm | 2.31 mm principal | 0.13 | Debt | Long | USA |
LMT Lockheed Martin Corp. | 2.38 mm | 2.38 mm principal | 0.13 | Debt | Long | USA |
Bain Capital Credit CLO Ltd., Series 2022-1A, Class A1 | 2.35 mm | 2.35 mm principal | 0.13 | ABS-collateralized bond/debt obligation | Long | Cayman Islands |
PII Polaris Inc | 2.35 mm | 2.21 mm principal | 0.13 | Debt | Long | USA |
BPCE S.A. | 2.35 mm | 2.33 mm principal | 0.13 | Debt | Long | France |
Cox Communications, Inc. | 2.35 mm | 2.32 mm principal | 0.13 | Debt | Long | USA |
STT State Street Corp. | 2.33 mm | 2.20 mm principal | 0.12 | Debt | Long | USA |
Bain Capital Credit CLO Ltd., Series 2021-1A, Class A | 2.32 mm | 2.32 mm principal | 0.12 | ABS-collateralized bond/debt obligation | Long | Cayman Islands |
Bayer US Finance LLC | 2.32 mm | 2.27 mm principal | 0.12 | Debt | Long | USA |
Wells Fargo & Co. | 2.28 mm | 2.23 mm principal | 0.12 | Debt | Long | USA |
Freddie Mac, Series 2022-DNA3, Class M1 | 2.26 mm | 2.23 mm principal | 0.12 | ABS-mortgage backed security | Long | USA |
COLT Mortgage Loan Trust, Series 2022-2, Class A1 | 2.26 mm | 2.45 mm principal | 0.12 | ABS-mortgage backed security | Long | USA |
CFG Citizens Financial Group Inc | 2.25 mm | 2.23 mm principal | 0.12 | Debt | Long | USA |
BX Trust, Series 2022-LBA6, Class B | 2.24 mm | 2.27 mm principal | 0.12 | ABS-mortgage backed security | Long | USA |
Oceanview Mortgage Trust, Series 2021-3, Class A5 | 2.24 mm | 2.53 mm principal | 0.12 | ABS-mortgage backed security | Long | USA |
Bank of America Corp. | 2.23 mm | 2.19 mm principal | 0.12 | Debt | Long | USA |
Life Mortgage Trust, Series 2021-BMR, Class A | 2.23 mm | 2.26 mm principal | 0.12 | ABS-mortgage backed security | Long | USA |
Public Service Electric & Gas Co | 2.23 mm | 2.13 mm principal | 0.12 | Debt | Long | USA |
COLT Mortgage Loan Trust, Series 2022-1, Class A1 | 2.21 mm | 2.51 mm principal | 0.12 | ABS-mortgage backed security | Long | USA |
BX Commercial Mortgage Trust, Series 2021-ACNT, Class A | 2.20 mm | 2.22 mm principal | 0.12 | ABS-mortgage backed security | Long | USA |
Goldentree Loan Management US CLO 5 Ltd., Series 2019-5A, Class AR | 2.19 mm | 2.19 mm principal | 0.12 | ABS-collateralized bond/debt obligation | Long | Cayman Islands |
Extra Space Storage L.P. | 2.19 mm | 2.19 mm principal | 0.12 | Debt | Long | USA |
Select Income Reit | 2.19 mm | 2.22 mm principal | 0.12 | Debt | Long | USA |
Intesa Sanpaolo S.p.A. | 2.15 mm | 1.95 mm principal | 0.12 | Debt | Long | Italy |