Docoh
Loading...

Fund profile

Tickers
FAJEX, FIJEX, FATRX
Fund manager
Total assets
$3.12B
Liabilities
$1.41M
Net assets
$3.12B
Number of holdings
464

Top 200 of 464 Holdings

As of Jul 2021
Security $Holding Balance % of Fund Category Position Country
US TREASURY N/B 2.875000% 05/15/2028 225.17M 200M principal 7.23 Structured note Long USA
US TREASURY N/B 1.125000% 02/15/2031 64.43M 65M principal 2.07 Structured note Long USA
US TREASURY N/B 0.125000% 08/31/2022 60.02M 60M principal 1.93 Structured note Long USA
U.S. TREASURY INFLATION-PROTECTED SECURITIES .875% 01/15/2029 37.99M 30M principal 1.22 Debt Long USA
SEADRILL NEW FINANCE LTD 144A 12.000000% 07/15/2025 37.24M 65.34M principal 1.20 Debt Long UK
FREDDIE MAC MILITARY HOUSING BONDS RESECURITIZATIO FMMHR 2015-R1 C3 37.23M 36.16M principal 1.19 Debt Long USA
US TREASURY FRN VARIABLE RATE 10/31/2022 35.02M 35M principal 1.12 Structured note Long USA
SEAMEX LTD. 03/10/2022 10.00 32.4M 33.4M principal 1.04 Loan Long USA
US TREASURY N/B 0.125000% 10/31/2022 31.01M 31M principal 0.99 Structured note Long USA
SANTANDER CONSUMER AUTO RECEIVABLES TRUST 2020-A SCART 2020-AA F 30.69M 27.74M principal 0.98 ABS-mortgage backed security Long USA
US TREASURY N/B 1.250000% 04/30/2028 30.55M 30M principal 0.98 Structured note Long USA
US TREASURY N/B 1.875000% 02/15/2041 30.34M 30M principal 0.97 Debt Long USA
US TREASURY N/B 1.375000% 11/15/2040 27.87M 30M principal 0.89 Debt Long USA
DBD Diebold Nixdorf Inc 26.88M 26.37M principal 0.86 Debt Long USA
MSI Motorola Solutions Inc 25.31M 21.44M principal 0.81 Debt Long USA
OAKTREE CLO 2019-4 LTD OAKCL 2019-4A B 25.05M 25M principal 0.80 ABS-collateralized bond/debt obligation Long Cayman Islands
US TREASURY N/B 0.125000% 11/30/2022 25M 25M principal 0.80 Structured note Long USA
CARLYLE GLOBAL MARKET STRATEGIES CLO 2012-3 LTD CGMS 2012-3A A1A2 24.37M 24.86M principal 0.78 ABS-collateralized bond/debt obligation Long Cayman Islands
US TREASURY N/B 0.875000% 11/15/2030 24.27M 25M principal 0.78 Structured note Long USA
BLUEMOUNTAIN CLO 2016-2 LTD BLUEM 2016-2A A2R 23M 23M principal 0.74 ABS-collateralized bond/debt obligation Long Cayman Islands
US TREASURY N/B 1.250000% 05/15/2050 21.28M 25M principal 0.68 Debt Long USA
FORTRESS CREDIT OPPORTUNITIES IX CLO LTD FCO 2017-9A A1T 20.97M 21M principal 0.67 ABS-collateralized bond/debt obligation Long Cayman Islands
BCC MIDDLE MARKET CLO 2018-1 LLC BMMC 2018-1A A1A 20.86M 21M principal 0.67 ABS-collateralized bond/debt obligation Long USA
510 ASSET BACKED 2021-NPL1 TRUST FTAB 2021-NPL1 A2 20.06M 20M principal 0.64 ABS-mortgage backed security Long USA
GOLUB CAPITAL PARTNERS CLO 19B-R LTD GOCAP 2017-19RA B1R2 19.99M 20M principal 0.64 ABS-collateralized bond/debt obligation Long Cayman Islands
GOLUB CAPITAL PARTNERS CLO 23M LTD GOCAP 2015-23A AR 19.94M 20M principal 0.64 ABS-collateralized bond/debt obligation Long Cayman Islands
TRANSOCEAN INC 144A 11.500000% 01/30/2027 19.82M 19.92M principal 0.64 Debt Long USA
VENTURE XIX CLO LTD VENTR 2014-19A ARR 19.3M 19.25M principal 0.62 ABS-collateralized bond/debt obligation Long Cayman Islands
US TREASURY SEC. 2.375000% 05/15/2029 18.64M 17M principal 0.60 Structured note Long USA
VISTAJET MALTA FINANCE PLC / XO MANAGEMENT HOLDING 10.500000% 06/01/2024 18.24M 16.8M principal 0.59 Debt Long Switzerland
ONTARIO (PROVINCE OF) 1.600000% 02/25/2031 18.11M 18M principal 0.58 Debt Long Canada
OHA CREDIT FUNDING 7 LTD OAKC 2020-7A A 17M 17M principal 0.55 ABS-collateralized bond/debt obligation Long Cayman Islands
F Ford Motor Co. 16.23M 15.03M principal 0.52 Debt Long USA
CARLYLE GLOBAL MARKET STRATEGIES CLO 2014-5 LTD CGMS 2014-5A A1RR 15.86M 15.83M principal 0.51 ABS-collateralized bond/debt obligation Long Cayman Islands
ANTERO MIDSTREAM PARTNERS LP / ANTERO MIDSTREAM FI 5.750000% 01/15/2028 15.68M 15M principal 0.50 Debt Long USA
US TREASURY N/B 1.500000% 08/15/2026 15.59M 15M principal 0.50 Structured note Long USA
SODEXO INC 144A 2.718000% 04/16/2031 15.54M 15M principal 0.50 Debt Long France
TIGER HOLDCO PTE LTD 144A 13.000000% 06/10/2023 15.34M 15.2M principal 0.49 Debt Long India
AMERICAN CREDIT ACCEPTANCE RECEIVABLES TRUST 2020- ACAR 2020-2 E 15.16M 13.75M principal 0.49 ABS-mortgage backed security Long USA
U.S. TREASURY INFLATION-PROTECTED SECURITIES 1% 02/15/48 15.09M 10M principal 0.48 Debt Long USA
DROP MORTGAGE TRUST 2021-FILE DROP 2021-FILE D 15.07M 15M principal 0.48 ABS-mortgage backed security Long USA
ILLINOIS ST STATE OF ILLINOIS 15.03M 14.46M principal 0.48 Debt Long USA
US TREASURY N/B 0.375000% 07/15/2024 15.01M 15M principal 0.48 Structured note Long USA
APIDOS CLO XXVIII APID 2017-28A A2 14.99M 15M principal 0.48 ABS-collateralized bond/debt obligation Long Cayman Islands
BENEFIT STREET PARTNERS CLO III LTD BSP 2013-IIIA BR2 14.99M 15M principal 0.48 ABS-collateralized bond/debt obligation Long Cayman Islands
TOORAK MORTGAGE CORP 2021-1 LTD TRK 2021-1 M1 14.99M 15M principal 0.48 ABS-mortgage backed security Long USA
CARLYLE GLOBAL MARKET STRATEGIES CLO 2014-3-R LTD CGMS 2014-3RA A1A 14.88M 14.88M principal 0.48 ABS-collateralized bond/debt obligation Long Cayman Islands
OMAN GOVERNMENT INTERNATIONAL BOND 144A 6.500000% 03/08/2047 14.87M 15M principal 0.48 Debt Long Oman
GOLDENTREE CREDIT OPPORTUNITIES 2012-1 FINANCING L GTCOP 2012-1A A1R 14.83M 15M principal 0.48 ABS-collateralized bond/debt obligation Long Cayman Islands
MHK Mohawk Industries, Inc. 14.53M 13M principal 0.47 Debt Long USA
TEEKAY CORP 144A 9.250000% 11/15/2022 14.21M 13.75M principal 0.46 Debt Long Bermuda
APIDOS CLO XI APID 2012-11A CR3 13.74M 13.75M principal 0.44 ABS-collateralized bond/debt obligation Long Cayman Islands
OAKTREE CLO 2019-3 LTD OAKCL 2019-3A B 13.51M 13.5M principal 0.43 ABS-collateralized bond/debt obligation Long Cayman Islands
T-MOBILE USA INC 2.550000% 02/15/2031 13.31M 13M principal 0.43 Debt Long USA
STL HOLDING CO LLC 144A 7.500000% 02/15/2026 13.16M 12.5M principal 0.42 Debt Long USA
ENVA Enova International Inc. 13.07M 12.56M principal 0.42 Debt Long USA
LCM LOAN INCOME FUND I INCOME NOTE ISSUER LTD LCM 27A A1 13.01M 13M principal 0.42 ABS-collateralized bond/debt obligation Long Cayman Islands
ACC AUTO TRUST 2021-A AUTOC 2021-A D 13M 13M principal 0.42 ABS-mortgage backed security Long USA
BXMT 2020-FL2 LTD BXMT 2020-FL2 A 12.99M 13M principal 0.42 ABS-mortgage backed security Long Cayman Islands
AIRSWIFT GLOBAL AS 144A VARIABLE RATE 05/12/2025 12.87M 13M principal 0.41 Debt Long UK
ATHENE HOLDING LTD 6.150000% 04/03/2030 12.83M 10M principal 0.41 Debt Long USA
280 PARK AVENUE 2017-280P MORTGAGE TRUST PRK 2017-280P F 12.4M 12.5M principal 0.40 ABS-mortgage backed security Long USA
MAJORDRIVE HOLDINGS IV LLC 144A 6.375000% 06/01/2029 12.31M 12.5M principal 0.40 Debt Long USA
GOLUB CAPITAL PARTNERS CLO 26B LTD GOCAP 2015-26A BR 11.94M 12M principal 0.38 ABS-collateralized bond/debt obligation Long Cayman Islands
DRYDEN 68 CLO LTD DRSLF 2019-68A BR 11.74M 11.75M principal 0.38 ABS-collateralized bond/debt obligation Long Cayman Islands
UBS-BARCLAYS COMMERCIAL MORTGAGE TRUST 2012-C4 UBSBB 2012-C4 D 11.74M 13.62M principal 0.38 ABS-mortgage backed security Long USA
BEAR STEARNS COMMERCIAL MORTGAGE SECURITIES TRUST BSCMS 2007-T26 AJ 11.51M 14.15M principal 0.37 ABS-mortgage backed security Long USA
CSAIL 2019-C15 COMMERCIAL MORTGAGE TRUST CSAIL 2019-C15 A4 11.51M 10M principal 0.37 ABS-mortgage backed security Long USA
BENCHMARK 2020-B21 MORTGAGE TRUST BMARK 2020-B21 D 11.49M 13M principal 0.37 ABS-mortgage backed security Long USA
GS MORTGAGE SECURITIES TRUST 2018-GS9 GSMS 2018-GS9 A4 11.46M 10M principal 0.37 ABS-mortgage backed security Long USA
CSAIL COMMERCIAL MORTGAGE TRUST SERIES: 2018-CX11 CLASS: A5 11.43M 10M principal 0.37 ABS-mortgage backed security Long USA
BANK 2018-BNK14 BANK 2018-BN14 A3 11.37M 10M principal 0.36 ABS-mortgage backed security Long USA
BANK 2018-BNK10 BANK 2018-BN10 A5 11.29M 10M principal 0.36 ABS-mortgage backed security Long USA
AMKR AMKOR Technology Inc. 11.14M 10.37M principal 0.36 Debt Long USA
BKU BankUnited Inc 11.14M 9.45M principal 0.36 Debt Long USA
PCG Pacific Gas & Electric Co. 11.1M 11M principal 0.36 Debt Long USA
ZAIS CLO 6 LTD ZAIS6 2017-1A A2 11.1M 11.25M principal 0.36 ABS-collateralized bond/debt obligation Long Cayman Islands
SFS ASSET SECURITIZATION LLC SFSAS 2019-1 A 11.02M 11M principal 0.35 ABS-mortgage backed security Long USA
GOLUB CAPITAL PARTNERS CLO 36M LTD GOCAP 2018-36A A 10.97M 11M principal 0.35 ABS-collateralized bond/debt obligation Long Cayman Islands
GOLUB CAPITAL PARTNERS CLO 21M LTD GOCAP 2014-21A AR 10.92M 11M principal 0.35 ABS-collateralized bond/debt obligation Long Cayman Islands
FANNIE MAE 2.250000% 10/30/2024 10.59M 10M principal 0.34 Debt Long USA
FONTAINEBLEAU MIAMI BEACH TRUST 2019-FBLU FMBT 2019-FBLU A 10.55M 10M principal 0.34 ABS-mortgage backed security Long USA
BENCHMARK 2020-IG3 MORTGAGE TRUST BMARK 2020-IG3 A4 10.47M 10M principal 0.34 ABS-mortgage backed security Long USA
CREDIT SUISSE GROUP AG 5.100000% MATURITY: PERPETUAL 10.31M 10M principal 0.33 Debt Long Switzerland
US TREASURY N/B 1.250000% 03/31/2028 10.19M 10M principal 0.33 Structured note Long USA
HERTZ VEHICLE FINANCING LLC HERTZ 2021-1A D 10.09M 10M principal 0.32 ABS-mortgage backed security Long USA
SANTANDER CONSUMER AUTO RECEIVABLES TRUST 2020-A SCART 2020-AA E 10.06M 9.01M principal 0.32 ABS-mortgage backed security Long USA
VENTURE 37 CLO LTD VENTR 2019-37A BN 10.02M 10M principal 0.32 ABS-collateralized bond/debt obligation Long Cayman Islands
TRTX 2021-FL4 ISSUER LTD TRTX 2021-FL4 C 10.01M 10M principal 0.32 ABS-mortgage backed security Long Cayman Islands
CIFC FUNDING 2018-I LTD CIFC 2018-1A A 10.01M 10M principal 0.32 ABS-collateralized bond/debt obligation Long Cayman Islands
CARLYLE US CLO 2019-2 LTD CGMS 2019-2A A2A 10M 10M principal 0.32 ABS-collateralized bond/debt obligation Long Cayman Islands
MCF CLO IV LLC MCFCL 2014-1A AR 9.95M 10M principal 0.32 ABS-collateralized bond/debt obligation Long USA
HARLEY MARINE FINANCING LLC BARGE 2018-1A A2 9.94M 10.25M principal 0.32 ABS-mortgage backed security Long USA
NELNET STUDENT LOAN TRUST 2013-3 NSLT 2013-3A B 9.91M 10M principal 0.32 ABS-mortgage backed security Long USA
FREMF 2016-K57 MORTGAGE TRUST FREMF 2016-K57 C 9.57M 8.84M principal 0.31 ABS-mortgage backed security Long USA
COMM 2014-LC15 MORTGAGE TRUST COMM 2014-LC15 D 9.56M 9.5M principal 0.31 ABS-mortgage backed security Long USA
OCTAGON INVESTMENT PARTNERS 20-R LTD OCT20 2019-4A B 9.53M 9.5M principal 0.31 ABS-collateralized bond/debt obligation Long Cayman Islands
GOLUB CAPITAL PARTNERS CLO 24M-R LTD GOCAP 2015-24A AR 9.5M 9.5M principal 0.30 ABS-collateralized bond/debt obligation Long Cayman Islands
THAYER PARK CLO LTD THAYR 2017-1A BR 9.5M 9.5M principal 0.30 ABS-collateralized bond/debt obligation Long Cayman Islands
UBS COMMERCIAL MORTGAGE TRUST 2012-C1 UBSCM 2012-C1 C 9.37M 9.16M principal 0.30 ABS-mortgage backed security Long USA
FLAGSHIP CREDIT AUTO TRUST 2020-2 FCAT 2020-2 E 9.3M 8M principal 0.30 ABS-mortgage backed security Long USA
THAYER PARK CLO LTD THAYR 2017-1A A2AR 9.25M 9.25M principal 0.30 ABS-collateralized bond/debt obligation Long Cayman Islands
U.S. TREASURY INFLATION-PROTECTED SECURITIES 1% 02/15/46 9.21M 6M principal 0.30 Debt Long USA
PRETIUM MORTGAGE CREDIT PARTNERS I 2021-NPL1 LLC PRET 2021-NPL1 A2 9.14M 9M principal 0.29 ABS-mortgage backed security Long USA
GOLUB CAPITAL PARTNERS CLO 22B LTD GOCAP 2015-22A AR 9.01M 9M principal 0.29 ABS-collateralized bond/debt obligation Long Cayman Islands
NXT CAPITAL CLO 2017-1 LLC NXTC 2017-1A BRR 9M 9M principal 0.29 ABS-collateralized bond/debt obligation Long USA
CARLYLE GLOBAL MARKET STRATEGIES CLO 2014-3-R LTD CGMS 2014-3RA A2 8.99M 9M principal 0.29 ABS-collateralized bond/debt obligation Long Cayman Islands
GOLUB CAPITAL PARTNERS CLO 17 LTD GOCAP 2013-17A A1R 8.98M 9M principal 0.29 ABS-collateralized bond/debt obligation Long Cayman Islands
AAL American Airlines Group, Inc. 8.9M 10M principal 0.29 Debt Long USA
BX COMMERCIAL MORTGAGE TRUST 2020-VIV3 BX 2020-VIV3 B 8.78M 8M principal 0.28 ABS-mortgage backed security Long USA
BENEFIT STREET PARTNERS CLO IV LTD BSP 2014-IVA A2AR 8.75M 8.75M principal 0.28 ABS-collateralized bond/debt obligation Long Cayman Islands
CHH Choice Hotels International Inc 8.73M 8M principal 0.28 Debt Long USA
CARVANA AUTO RECEIVABLES TRUST 2019-1 CRVNA 2019-1A E 8.65M 8M principal 0.28 ABS-mortgage backed security Long USA
GEORGIA POWER CO 3.250000% 03/15/2051 8.42M 8M principal 0.27 Debt Long USA
F Ford Motor Co. 8.3M 5.75M principal 0.27 Debt Long USA
FLAGSHIP CREDIT AUTO TRUST 2020-1 FCAT 2020-1 E 8.18M 7.93M principal 0.26 ABS-mortgage backed security Long USA
CPS AUTO TRUST CPS 2016-D E 8.14M 8M principal 0.26 ABS-mortgage backed security Long USA
OAK HILL CREDIT PARTNERS X-R LTD OAKC 2014-10RA BR 8M 8M principal 0.26 ABS-collateralized bond/debt obligation Long Cayman Islands
BRITISH COLUMBIA PROV OF 1.300000% 01/29/2031 7.92M 8M principal 0.25 Debt Long Canada
COMM 2015-DC1 MORTGAGE TRUST COMM 2015-DC1 D 7.78M 9M principal 0.25 ABS-mortgage backed security Long USA
BURLINGTON NORTHERN SANTA FE LLC 7.290000% 06/01/2036 7.74M 5M principal 0.25 Debt Long USA
SEADRILL NEW FINANCE LTD 12.000000% 07/15/2025 7.74M 13.58M principal 0.25 Debt Long UK
GDB DEBT RECOVERY AUTH OF CMWL GDB DEBT RECOVERY AUTHORITY OF PUERTO RICO 7.73M 8.27M principal 0.25 Debt Long Puerto Rico
FREDDIE MAC REMICS FHR 3996 QL 7.69M 6.78M principal 0.25 Debt Long USA
M Macy`s Inc 7.63M 7M principal 0.24 Debt Long USA
FARMERS EXCHANGE CAPITAL 144A 7.050000% 07/15/2028 7.61M 6.08M principal 0.24 Debt Long USA
OAKTREE EIF III SERIES II LTD OAKTA 2017-IIIA A2 7.25M 7.25M principal 0.23 ABS-collateralized bond/debt obligation Long Cayman Islands
AVT Avnet Inc. 7.09M 7M principal 0.23 Debt Long USA
CARLYLE GLOBAL MARKET STRATEGIES CLO 2012-3 LTD CGMS 2012-3A A2A2 7.06M 7M principal 0.23 ABS-collateralized bond/debt obligation Long Cayman Islands
GOLUB CAPITAL PARTNERS CLO 34M LTD GOCAP 2017-34A AR 6.96M 7M principal 0.22 ABS-collateralized bond/debt obligation Long Cayman Islands
PETROLEOS MEXICANOS 5.350000% 02/12/2028 6.9M 7M principal 0.22 Debt Long Mexico
WELLS FARGO COMMERCIAL MORTGAGE TRUST 2018-C43 WFCM 2018-C43 A4 6.88M 6M principal 0.22 ABS-mortgage backed security Long USA
BAC CAPITAL TRUST XIV MATURITY: PERPETUAL 6.86M 6.87M principal 0.22 Debt Long USA
WACHOVIA CORP 6.605000% 10/01/2025 6.83M 5.65M principal 0.22 Debt Long USA
WFRBS COMMERCIAL MORTGAGE TRUST 2014-C25 WFRBS 2014-C25 D 6.75M 7.31M principal 0.22 ABS-mortgage backed security Long USA
BENCHMARK 2020-B18 MORTGAGE TRUST BMARK 2020-B18 E 6.71M 8M principal 0.22 ABS-mortgage backed security Long USA
AMERICAN CREDIT ACCEPTANCE RECEIVABLES TRUST 2020- ACAR 2020-3 D 6.7M 6.5M principal 0.22 ABS-mortgage backed security Long USA
SANTANDER CONSUMER AUTO RECEIVABLES TRUST 2020-B SCART 2020-BA F 6.67M 6.25M principal 0.21 ABS-mortgage backed security Long USA
CPS AUTO RECEIVABLES TRUST 2016-B CPS 2016-B E 6.52M 6.5M principal 0.21 ABS-mortgage backed security Long USA
EXPE Expedia Group Inc 6.48M 5.92M principal 0.21 Debt Long USA
CSMC 2019-AFC1 TRUST CSMC 2019-AFC1 A1 6.4M 6.31M principal 0.21 ABS-mortgage backed security Long USA
CTXS Citrix Systems, Inc. 6.39M 6M principal 0.20 Debt Long USA
CPS AUTO RECEIVABLES TRUST 2019-B CPS 2019-B F 6.33M 6.06M principal 0.20 ABS-mortgage backed security Long USA
CARVANA AUTO RECEIVABLES TRUST 2019-4 CRVNA 2019-4A E 6.31M 6M principal 0.20 ABS-mortgage backed security Long USA
F Ford Motor Co. 6.29M 5.5M principal 0.20 Debt Long USA
AMERICAN AIRLINES INC 144A 11.750000% 07/15/2025 6.25M 5M principal 0.20 Debt Long USA
SCIENTIFIC GAMES INTERNATIONAL INC 144A 8.625000% 07/01/2025 6.21M 5.75M principal 0.20 Debt Long USA
PRESTIGE AUTO RECEIVABLES TRUST 2019-1 PART 2019-1A C 6.19M 6.1M principal 0.20 ABS-mortgage backed security Long USA
GLS AUTO RECEIVABLES ISSUER TRUST 2019-3 GCAR 2019-3A D 6.19M 6M principal 0.20 ABS-mortgage backed security Long USA
CPS AUTO RECEIVABLES TRUST 2019-D CPS 2019-D E 6.19M 6M principal 0.20 ABS-mortgage backed security Long USA
FANNIE MAE POOL FN BC9003 6.16M 5.78M principal 0.20 Debt Long USA
BCC FUNDING CORP XVI LLC BCCFC 2019-1A B 6.06M 6M principal 0.19 ABS-mortgage backed security Long USA
GENERAL ELECTRIC CO MTN 5.875000% 01/14/2038 6.05M 4.38M principal 0.19 Debt Long USA
FANNIE MAE POOL FN BM3279 6.02M 5.19M principal 0.19 Debt Long USA
JAGUAR LAND ROVER AUTOMOTIVE PLC 144A 4.500000% 10/01/2027 5.89M 6M principal 0.19 Debt Long UK
FIRST INVESTORS AUTO OWNER TRUST 2020-1 FIAOT 2020-1A F 5.83M 5.3M principal 0.19 ABS-mortgage backed security Long USA
FIRST INVESTORS AUTO OWNER TRUST 2020-1 FIAOT 2020-1A E 5.82M 5.51M principal 0.19 ABS-mortgage backed security Long USA
CF HIPPOLYTA LLC SORT 2020-1 A2 5.77M 5.65M principal 0.19 ABS-mortgage backed security Long USA
BROWN BROTHERS HARRIMAN SWEEP INTEREST 5.77M 5.77M principal 0.19 Short-term investment vehicle Long USA
FEDERAL FARM CREDIT BANK 2.920000% 04/29/2026 5.75M 5.64M principal 0.18 Debt Long USA
WELLS FARGO COMMERCIAL MORTGAGE TRUST 2018-AUS WFCM 2018-AUS A 5.71M 5M principal 0.18 ABS-mortgage backed security Long USA
EXPE Expedia Group Inc 5.71M 5M principal 0.18 Debt Long USA
AFL Aflac Inc. 5.7M 5M principal 0.18 Debt Long USA
COF Capital One Financial Corp. 5.65M 5M principal 0.18 Debt Long USA
STRIP PRINC 0.000000% 02/15/2051 5.62M 10M principal 0.18 Debt Long USA
INTESA SANPAOLO SPA 144A 4.000000% 09/23/2029 5.55M 5M principal 0.18 Debt Long Italy
FANNIE MAE REMICS FNR 2012-68 GY 5.48M 5M principal 0.18 Debt Long USA
FDX Fedex Corp 5.47M 5M principal 0.18 Debt Long USA
BENEFIT STREET PARTNERS CLO VIII LTD BSP 2015-8A A1AR 5.45M 5.45M principal 0.17 ABS-collateralized bond/debt obligation Long Cayman Islands
FLAGSHIP CREDIT AUTO TRUST 2019-2 FCAT 2019-2 D 5.43M 5.19M principal 0.17 ABS-mortgage backed security Long USA
PAWNEE EQUIPMENT RECEIVABLES SERIES 2019-1 LLC PWNE 2019-1 D 5.42M 5.5M principal 0.17 ABS-mortgage backed security Long USA
FREMF 2016-K54 MORTGAGE TRUST FREMF 2016-K54 C 5.4M 5M principal 0.17 ABS-mortgage backed security Long USA
HARLEY MARINE FINANCING LLC BARGE 2018-1A B 5.4M 6M principal 0.17 ABS-mortgage backed security Long USA
WELLS FARGO COMMERCIAL MORTGAGE TRUST 2016-C32 WFCM 2016-C32 C 5.35M 5M principal 0.17 ABS-mortgage backed security Long USA
BRAZOS STUDENT FINANCE CORP BRAZO 2009-1 B 5.28M 5M principal 0.17 ABS-mortgage backed security Long USA
CITIGROUP COMMERCIAL MORTGAGE TRUST 2015-GC31 CGCMT 2015-GC31 C 5.26M 5M principal 0.17 ABS-mortgage backed security Long USA
CARVANA AUTO RECEIVABLES TRUST 2019-3 CRVNA 2019-3A E 5.26M 5M principal 0.17 ABS-mortgage backed security Long USA
WELLS FARGO COMMERCIAL MORTGAGE TRUST 2016-C34 WFCM 2016-C34 B 5.25M 5M principal 0.17 ABS-mortgage backed security Long USA
US TREASURY N/B 1.625000% 05/15/2031 5.18M 5M principal 0.17 Structured note Long USA
CANADIAN PACER AUTO RECEIVABLES TRUST 2019-1 CPART 2019-1A A4 5.16M 5M principal 0.17 ABS-mortgage backed security Long Canada
GLS AUTO RECEIVABLES ISSUER TRUST 2020-2 GCAR 2020-1A D 5.16M 5M principal 0.17 ABS-mortgage backed security Long USA
REPUBLIC OF TURKEY 6.125000% 10/24/2028 5.14M 5M principal 0.16 Debt Long Turkey
ARROYO MORTGAGE TRUST 2019-2 ARRW 2019-2 A2 5.12M 5.04M principal 0.16 ABS-mortgage backed security Long USA
OAK HILL CREDIT PARTNERS X-R LTD OAKC 2014-10RA CR 5.1M 5.1M principal 0.16 ABS-collateralized bond/debt obligation Long Cayman Islands
SURINAME GOVERNMENT INTERNATIONAL BOND 144A 12.875000% 12/30/2023 5.06M 8M principal 0.16 Debt Long Suriname
FEDERAL FARM CREDIT BANK 1.940000% 06/30/2031 5.04M 5M principal 0.16 Debt Long USA
RHODE ISLAND ST HLTH & EDUCTNL RHODE ISLAND HEALTH AND EDUCATIONAL BUILDING CORP 5.02M 5M principal 0.16 Debt Long USA
PRPM 2021-5 LLC PRPM 2021-5 A2 5.01M 5M principal 0.16 ABS-mortgage backed security Long USA
GALAXY XXI CLO LTD GALXY 2015-21A AR 5M 5M principal 0.16 ABS-collateralized bond/debt obligation Long Cayman Islands
SLM STUDENT LOAN TRUST 2012-7 SLMA 2012-7 B 5M 5M principal 0.16 ABS-mortgage backed security Long USA
TREASURY BILL 0.000000% 01/27/2022 5M 5M principal 0.16 Debt Long USA
TREASURY BILL 0.000000% 02/24/2022 5M 5M principal 0.16 Debt Long USA
BATTALION CLO 17 LTD BATLN 2021-17A B 5M 5M principal 0.16 ABS-collateralized bond/debt obligation Long Cayman Islands
OZLM FUNDING IV LTD OZLMF 2013-4A A2R 5M 5M principal 0.16 ABS-collateralized bond/debt obligation Long Cayman Islands
FREDDIE MAC REMICS FHR 4675 VE 4.99M 4.71M principal 0.16 Debt Long USA
TEXAS ST TRANSPRTN COMMISSIONS TEXAS TRANSPORTATION COMMISSION STATE HIGHWAY FUND 4.97M 3.98M principal 0.16 Debt Long USA
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNR 2019-137 GI 4.93M 37.94M principal 0.16 Debt Long USA
APACHE CORP 7.750000% 12/15/2029 4.91M 4.14M principal 0.16 Debt Long USA
ZAIS CLO 8 LTD ZAIS8 2018-1A B 4.91M 5M principal 0.16 ABS-collateralized bond/debt obligation Long Cayman Islands
APIDOS CLO XI APID 2012-11A ER3 4.9M 5M principal 0.16 ABS-collateralized bond/debt obligation Long Cayman Islands