Fund profile
Tickers
CROVX, CROSX
Fund manager
Total assets
$572.54 mm
Liabilities
$1.68 mm
Net assets
$570.85 mm
Number of holdings
307.00
Top 200 of 307 Holdings
Security | $Holding | Balance | % of Fund | Category | Position | Country |
---|---|---|---|---|---|---|
US 5YR NOTE (CBT) MAR24 FINANCIAL COMMODITY FUTURE. | 101.35 mm | 935.00 contracts | 17.75 | Interest rate derivative | N/A | USA |
US TREASURY FRN VARIABLE RATE 01/31/2025 | 48.42 mm | 48.41 mm principal | 8.48 | Structured note | Long | USA |
US TREASURY FRN VARIABLE RATE 04/30/2025 | 36.37 mm | 36.38 mm principal | 6.37 | Structured note | Long | USA |
US TREASURY FRN VARIABLE RATE 07/31/2024 | 20.09 mm | 20.10 mm principal | 3.52 | Structured note | Long | USA |
FANNIE MAE POOL FN MA4626 | 10.74 mm | 11.41 mm principal | 1.88 | Debt | Long | USA |
US TREASURY N/B 4.125000% 07/31/2028 | 8.57 mm | 8.49 mm principal | 1.50 | Structured note | Long | USA |
FANNIE MAE POOL FN MA4806 | 8.19 mm | 8.30 mm principal | 1.44 | Debt | Long | USA |
US TREASURY FRN VARIABLE RATE 04/30/2024 | 6.91 mm | 6.91 mm principal | 1.21 | Structured note | Long | USA |
GINNIE MAE II POOL G2 MA8801 | 6.61 mm | 6.56 mm principal | 1.16 | Debt | Long | USA |
GINNIE MAE II POOL G2 MA8879 | 6.13 mm | 6.09 mm principal | 1.07 | Debt | Long | USA |
US TREASURY N/B 4.375000% 12/15/2026 | 5.75 mm | 5.70 mm principal | 1.01 | Structured note | Long | USA |
BROWN BROTHERS HARRIMAN SWEEP INTEREST | 5.41 mm | 5.41 mm principal | 0.95 | Short-term investment vehicle | Long | USA |
GINNIE MAE II POOL G2 MA8947 | 5.40 mm | 5.44 mm principal | 0.95 | Debt | Long | USA |
FANNIE MAE POOL FN MA4733 | 4.77 mm | 4.93 mm principal | 0.84 | Debt | Long | USA |
GINNIE MAE II POOL G2 MA8647 | 4.29 mm | 4.32 mm principal | 0.75 | Debt | Long | USA |
GINNIE MAE II POOL G2 MA8725 | 4.18 mm | 4.21 mm principal | 0.73 | Debt | Long | USA |
EXETER AUTOMOBILE RECEIVABLES TRUST 2022-6 EART 2022-6A D | 4.16 mm | 3.95 mm principal | 0.73 | ABS-mortgage backed security | Long | USA |
US TREASURY N/B 3.500000% 04/30/2030 | 4.10 mm | 4.20 mm principal | 0.72 | Structured note | Long | USA |
GINNIE MAE II POOL G2 MA9241 | 4.00 mm | 3.98 mm principal | 0.70 | Debt | Long | USA |
US TREASURY N/B 3.750000% 12/31/2028 | 3.98 mm | 4.01 mm principal | 0.70 | Structured note | Long | USA |
GINNIE MAE II POOL G2 MA8948 | 3.97 mm | 3.95 mm principal | 0.70 | Debt | Long | USA |
GLS AUTO RECEIVABLES ISSUER TRUST 2022-1 GCAR 2022-1A D | 3.94 mm | 4.08 mm principal | 0.69 | ABS-mortgage backed security | Long | USA |
BROWN BROTHERS HARRIMAN SWEEP INTEREST | 3.93 mm | 3.93 mm principal | 0.69 | Short-term investment vehicle | Long | USA |
GINNIE MAE II POOL G2 MA9171 | 3.85 mm | 3.83 mm principal | 0.67 | Debt | Long | USA |
FREDDIE MAC POOL FR SD8227 | 3.81 mm | 4.04 mm principal | 0.67 | Debt | Long | USA |
CPS AUTO RECEIVABLES TRUST 2023-D CPS 2023-D D | 3.73 mm | 3.56 mm principal | 0.65 | ABS-mortgage backed security | Long | USA |
EXETER AUTOMOBILE RECEIVABLES TRUST 2022-5 EART 2022-5A D | 3.53 mm | 3.43 mm principal | 0.62 | ABS-mortgage backed security | Long | USA |
AMERICAN CREDIT ACCEPTANCE RECEIVABLES TRUST 2022- ACAR 2022-2 D | 3.34 mm | 3.40 mm principal | 0.59 | ABS-mortgage backed security | Long | USA |
FREDDIE MAC POOL FR SD8257 | 3.33 mm | 3.45 mm principal | 0.58 | Debt | Long | USA |
US TREASURY N/B 4.000000% 06/30/2028 | 3.29 mm | 3.28 mm principal | 0.58 | Structured note | Long | USA |
JPMBB COMMERCIAL MORTGAGE SECURITIES TRUST 2015-C2 JPMBB 2015-C28 B | 3.22 mm | 3.38 mm principal | 0.56 | ABS-mortgage backed security | Long | USA |
EXETER AUTOMOBILE RECEIVABLES TRUST 2023-2 EART 2023-2A D | 3.19 mm | 3.14 mm principal | 0.56 | ABS-mortgage backed security | Long | USA |
AMERICAN CREDIT ACCEPTANCE RECEIVABLES TRUST 2023- ACAR 2023-4 C | 3.08 mm | 3.00 mm principal | 0.54 | ABS-mortgage backed security | Long | USA |
CITIGROUP COMMERCIAL MORTGAGE TRUST 2014-GC21 CGCMT 2014-GC21 C | 3.04 mm | 3.40 mm principal | 0.53 | ABS-mortgage backed security | Long | USA |
OCTANE RECEIVABLES TRUST 2023-2 OCTL 2023-2A D | 3.03 mm | 2.98 mm principal | 0.53 | ABS-mortgage backed security | Long | USA |
Blackstone Private Credit Fund | 2.92 mm | 3.00 mm principal | 0.51 | Debt | Long | USA |
AMERICAN CREDIT ACCEPTANCE RECEIVABLES TRUST 2022- ACAR 2022-3 D | 2.90 mm | 2.90 mm principal | 0.51 | ABS-mortgage backed security | Long | USA |
US TREASURY N/B 2.625000% 02/15/2029 | 2.83 mm | 3.00 mm principal | 0.50 | Structured note | Long | USA |
CFCRE COMMERCIAL MORTGAGE TRUST 2016-C6 CFCRE 2016-C6 AM | 2.78 mm | 3.01 mm principal | 0.49 | ABS-mortgage backed security | Long | USA |
DRIVE AUTO RECEIVABLES TRUST 2021-2 DRIVE 2021-2 D | 2.71 mm | 2.85 mm principal | 0.47 | ABS-mortgage backed security | Long | USA |
KATAYMA CLO I LTD KTAMA 2023-1A A1 | 2.64 mm | 2.63 mm principal | 0.46 | ABS-collateralized bond/debt obligation | Long | Jersey |
FREDDIE MAC POOL FR SD8245 | 2.60 mm | 2.69 mm principal | 0.46 | Debt | Long | USA |
MORGAN STANLEY MTN 1.512000% 07/20/2027 | 2.52 mm | 2.75 mm principal | 0.44 | Debt | Long | USA |
BB BLUE FINANCING DAC 4.395000% 09/20/2029 | 2.49 mm | 2.50 mm principal | 0.44 | Debt | Long | Ireland |
INTER-AMERICAN INVESTMENT CORP 4.125000% 02/15/2028 | 2.49 mm | 2.50 mm principal | 0.44 | Debt | Long | XX |
FREDDIE MAC MULTIFAMILY ML CERTIFICATES FRETE 2023-ML18 XCA | 2.48 mm | 23.60 mm principal | 0.44 | Debt | Long | USA |
SANTANDER DRIVE AUTO RECEIVABLES TRUST 2022-4 SDART 2022-4 C | 2.48 mm | 2.50 mm principal | 0.43 | ABS-mortgage backed security | Long | USA |
EXETER AUTOMOBILE RECEIVABLES TRUST 2023-4 EART 2023-4A D | 2.48 mm | 2.40 mm principal | 0.43 | ABS-mortgage backed security | Long | USA |
BX COMMERCIAL MORTGAGE TRUST 2022-AHP BX 2022-AHP AS | 2.46 mm | 2.50 mm principal | 0.43 | ABS-mortgage backed security | Long | USA |
SANTANDER UK GROUP HOLDINGS PLC 1.532000% 08/21/2026 | 2.42 mm | 2.58 mm principal | 0.42 | Debt | Long | UK |
BNP PARIBAS SA 144A 5.176000% 01/09/2030 | 2.40 mm | 2.39 mm principal | 0.42 | Debt | Long | France |
Blackstone Private Credit Fund | 2.38 mm | 2.63 mm principal | 0.42 | Debt | Long | USA |
ATHENE GLOBAL FUNDING 144A 1.450000% 01/08/2026 | 2.37 mm | 2.56 mm principal | 0.42 | Debt | Long | USA |
MILEAGE PLUS HOLDINGS LLC / MILEAGE PLUS INTELLECT 6.500000% 06/20/2027 | 2.36 mm | 2.36 mm principal | 0.41 | Debt | Long | USA |
AMERICAN CREDIT ACCEPTANCE RECEIVABLES TRUST 2023- ACAR 2023-1 D | 2.36 mm | 2.35 mm principal | 0.41 | ABS-mortgage backed security | Long | USA |
CITIGROUP COMMERCIAL MORTGAGE TRUST 2014-GC21 CGCMT 2014-GC21 AS | 2.33 mm | 2.37 mm principal | 0.41 | ABS-mortgage backed security | Long | USA |
CENT TRUST 2023-CITY CENT 2023-CITY A | 2.32 mm | 2.30 mm principal | 0.41 | ABS-mortgage backed security | Long | USA |
INTERNATIONAL BANK FOR RECONSTRUCTION & DEVELOPMEN ZERO COUPON 03/31/2027 | 2.31 mm | 2.50 mm principal | 0.40 | Debt | Long | XX |
WFRBS COMMERCIAL MORTGAGE TRUST 2014-C21 WFRBS 2014-C21 B | 2.30 mm | 2.50 mm principal | 0.40 | ABS-mortgage backed security | Long | USA |
TERRAFORM POWER OPERATING, LLC 5/21/2029 | 2.27 mm | 2.27 mm principal | 0.40 | Loan | Long | USA |
BPR TRUST 2023-BRK2 BPR 2023-BRK2 A | 2.22 mm | 2.10 mm principal | 0.39 | ABS-mortgage backed security | Long | USA |
AMERICAN CREDIT ACCEPTANCE RECEIVABLES TRUST 2021- ACAR 2021-3 D | 2.12 mm | 2.20 mm principal | 0.37 | ABS-mortgage backed security | Long | USA |
TRUIST FINANCIAL CORP MTN 7.161000% 10/30/2029 | 2.12 mm | 1.97 mm principal | 0.37 | Debt | Long | USA |
EXETER AUTOMOBILE RECEIVABLES TRUST 2022-3 EART 2022-3A D | 2.10 mm | 2.07 mm principal | 0.37 | ABS-mortgage backed security | Long | USA |
BX TRUST 2022-CLS BX 2022-CLS B | 2.08 mm | 2.20 mm principal | 0.37 | ABS-mortgage backed security | Long | USA |
AAPL Apple Inc | 2.08 mm | 2.17 mm principal | 0.36 | Debt | Long | USA |
WFRBS COMMERCIAL MORTGAGE TRUST 2014-C19 WFRBS 2014-C19 B | 2.07 mm | 2.09 mm principal | 0.36 | ABS-mortgage backed security | Long | USA |
EXETER AUTOMOBILE RECEIVABLES TRUST 2020-3 EART 2020-3A E | 2.07 mm | 2.12 mm principal | 0.36 | ABS-mortgage backed security | Long | USA |
PRU Prudential Financial Inc. | 2.06 mm | 2.12 mm principal | 0.36 | Debt | Long | USA |
ET Energy Transfer LP | 2.04 mm | 1.96 mm principal | 0.36 | Debt | Long | USA |
US TREASURY N/B 4.125000% 11/15/2032 | 2.03 mm | 2.00 mm principal | 0.35 | Structured note | Long | USA |
GLS AUTO RECEIVABLES ISSUER TRUST 2020-2 GCAR 2020-2A D | 2.02 mm | 2.00 mm principal | 0.35 | ABS-mortgage backed security | Long | USA |
OBDC Blue Owl Capital Corp | 2.00 mm | 2.08 mm principal | 0.35 | Debt | Long | USA |
INTERNATIONAL FINANCE CORP MTN VARIABLE RATE 04/03/2024 | 2.00 mm | 2.00 mm principal | 0.35 | Debt | Long | XX |
JPMDB COMMERCIAL MORTGAGE SECURITIES TRUST 2017-C5 JPMDB 2017-C5 AS | 2.00 mm | 2.34 mm principal | 0.35 | ABS-mortgage backed security | Long | USA |
CPS AUTO RECEIVABLES TRUST 2023-B CPS 2023-B D | 1.97 mm | 1.96 mm principal | 0.35 | ABS-mortgage backed security | Long | USA |
GUGGENHEIM MM CLO 2021-3 LTD GCF 2021-3A A | 1.97 mm | 2.00 mm principal | 0.34 | ABS-collateralized bond/debt obligation | Long | Cayman Islands |
GINNIE MAE II POOL G2 MA8648 | 1.97 mm | 1.95 mm principal | 0.34 | Debt | Long | USA |
EUROPEAN INVESTMENT BANK MTN 2.876000% 06/13/2025 | 1.96 mm | 2.00 mm principal | 0.34 | Debt | Long | XX |
GS MORTGAGE SECURITIES CORPORTATION TRUST 2021-IP GSMS 2021-IP A | 1.96 mm | 2.00 mm principal | 0.34 | ABS-mortgage backed security | Long | USA |
GLS AUTO RECEIVABLES ISSUER TRUST 2021-1 GCAR 2021-1A E | 1.92 mm | 2.00 mm principal | 0.34 | ABS-mortgage backed security | Long | USA |
BBCMS 2018-TALL MORTGAGE TRUST BBCMS 2018-TALL A | 1.91 mm | 2.00 mm principal | 0.33 | ABS-mortgage backed security | Long | USA |
GS MORTGAGE SECURITIES TRUST 2014-GC22 GSMS 2014-GC22 B | 1.90 mm | 2.30 mm principal | 0.33 | ABS-mortgage backed security | Long | USA |
TRUIST BANK 2.636000% 09/17/2029 | 1.89 mm | 2.00 mm principal | 0.33 | Debt | Long | USA |
AGR Avangrid Inc | 1.88 mm | 2.00 mm principal | 0.33 | Debt | Long | USA |
BELROSE FUNDING TRUST 144A 2.330000% 08/15/2030 | 1.87 mm | 2.34 mm principal | 0.33 | Debt | Long | USA |
CELANESE US HOLDINGS LLC 6.350000% 11/15/2028 | 1.86 mm | 1.79 mm principal | 0.33 | Debt | Long | USA |
ELECTRICITE DE FRANCE SA 144A 5.700000% 05/23/2028 | 1.86 mm | 1.80 mm principal | 0.33 | Debt | Long | France |
CPS AUTO RECEIVABLES TRUST 2023-A CPS 2023-A D | 1.82 mm | 1.80 mm principal | 0.32 | ABS-mortgage backed security | Long | USA |
WESTGATE RESORTS 2023-1 LLC WESTR 2023-1A C | 1.82 mm | 1.82 mm principal | 0.32 | ABS-mortgage backed security | Long | USA |
FANG Diamondback Energy Inc | 1.80 mm | 1.69 mm principal | 0.32 | Debt | Long | USA |
EXETER AUTOMOBILE RECEIVABLES TRUST 2023-1 EART 2023-1A D | 1.71 mm | 1.68 mm principal | 0.30 | ABS-mortgage backed security | Long | USA |
BANK OF AMERICA CORP MTN 3.559000% 04/23/2027 | 1.69 mm | 1.75 mm principal | 0.30 | Debt | Long | USA |
FREMF 2017-K70 MORTGAGE TRUST FREMF 2017-K70 C | 1.68 mm | 1.80 mm principal | 0.29 | ABS-mortgage backed security | Long | USA |
BBCMS 2018-TALL MORTGAGE TRUST BBCMS 2018-TALL C | 1.66 mm | 1.90 mm principal | 0.29 | ABS-mortgage backed security | Long | USA |
WESTLAKE AUTOMOBILE RECEIVABLES TRUST 2021-1 WLAKE 2021-1A E | 1.65 mm | 1.72 mm principal | 0.29 | ABS-mortgage backed security | Long | USA |
SERVPRO MASTER ISSUER LLC SPRO 2019-1A A2 | 1.64 mm | 1.72 mm principal | 0.29 | ABS-mortgage backed security | Long | USA |
AMERICAN CREDIT ACCEPTANCE RECEIVABLES TRUST 2024- ACAR 2024-1 D | 1.63 mm | 1.63 mm principal | 0.29 | ABS-mortgage backed security | Long | USA |
GLS AUTO RECEIVABLES ISSUER TRUST 2021-2 GCAR 2021-2A D | 1.62 mm | 1.70 mm principal | 0.28 | ABS-mortgage backed security | Long | USA |
PRINCIPAL LIFE GLOBAL FUNDING II MTN 5.500000% 06/28/2028 | 1.61 mm | 1.60 mm principal | 0.28 | Debt | Long | USA |
BROWN BROTHERS HARRIMAN SWEEP INTEREST | 1.61 mm | 1.61 mm principal | 0.28 | Short-term investment vehicle | Long | USA |
BPR TRUST 2023-BRK2 BPR 2023-BRK2 C | 1.58 mm | 1.50 mm principal | 0.28 | ABS-mortgage backed security | Long | USA |
NJ TRUST 2023-GSP NJ 2023-GSP A | 1.57 mm | 1.50 mm principal | 0.28 | ABS-mortgage backed security | Long | USA |
JERSEY MIKE'S FUNDING JMIKE 2019-1A A2 | 1.55 mm | 1.64 mm principal | 0.27 | ABS-mortgage backed security | Long | USA |
FREMF 2017-K056 MORTGAGE TRUST FREMF 2017-K65 C | 1.53 mm | 1.60 mm principal | 0.27 | ABS-mortgage backed security | Long | USA |
LUXE TRUST 2021-TRIP LUXE 2021-TRIP E | 1.50 mm | 1.50 mm principal | 0.26 | ABS-mortgage backed security | Long | USA |
AMERICAN CREDIT ACCEPTANCE RECEIVABLES TRUST 2021- ACAR 2021-4 E | 1.50 mm | 1.56 mm principal | 0.26 | ABS-mortgage backed security | Long | USA |
AMERICAN CREDIT ACCEPTANCE RECEIVABLES TRUST 2023- ACAR 2023-3 D | 1.47 mm | 1.45 mm principal | 0.26 | ABS-mortgage backed security | Long | USA |
TSLX Sixth Street Specialty Lending Inc | 1.47 mm | 1.61 mm principal | 0.26 | Debt | Long | USA |
GAM RE-REMIC TRUST 2021-FRR2 GAM 2021-FRR2 BK44 | 1.47 mm | 1.57 mm principal | 0.26 | ABS-mortgage backed security | Long | USA |
DRIVE AUTO RECEIVABLES TRUST 2021-1 DRIVE 2021-1 D | 1.47 mm | 1.52 mm principal | 0.26 | ABS-mortgage backed security | Long | USA |
CALIFORNIA CMNTY CHOICE FING A CALIFORNIA COMMUNITY CHOICE FINANCING AUTHORITY | 1.46 mm | 1.42 mm principal | 0.25 | Debt | Long | USA |
FREMF 2015-K48 MORTGAGE TRUST FREMF 2015-K48 C | 1.46 mm | 1.50 mm principal | 0.25 | ABS-mortgage backed security | Long | USA |
HERTZ VEHICLE FINANCING LLC HERTZ 2021-1A B | 1.45 mm | 1.50 mm principal | 0.25 | ABS-mortgage backed security | Long | USA |
ME FUNDING LLC 2019-1 ME 2019-1 A2 | 1.44 mm | 1.46 mm principal | 0.25 | ABS-mortgage backed security | Long | USA |
JPMBB COMMERCIAL MORTGAGE SECURITIES TRUST 2015-C2 JPMBB 2015-C28 C | 1.42 mm | 1.50 mm principal | 0.25 | ABS-mortgage backed security | Long | USA |
ALEXANDER FUNDING TRUST II 144A 7.467000% 07/31/2028 | 1.42 mm | 1.35 mm principal | 0.25 | Debt | Long | USA |
FREMF 2019-K88 MORTGAGE TRUST FREMF 2019-K88 C | 1.42 mm | 1.50 mm principal | 0.25 | ABS-mortgage backed security | Long | USA |
HBAN Huntington Bancshares, Inc. | 1.41 mm | 1.36 mm principal | 0.25 | Debt | Long | USA |
AFL Aflac Inc. | 1.39 mm | 1.50 mm principal | 0.24 | Debt | Long | USA |
FIVE 2023-V1 MORTGAGE TRUST F1VE 2023-V1 C | 1.37 mm | 1.44 mm principal | 0.24 | ABS-mortgage backed security | Long | USA |
UBS COMMERCIAL MORTGAGE TRUST 2017-C3 UBSCM 2017-C3 C | 1.36 mm | 1.50 mm principal | 0.24 | ABS-mortgage backed security | Long | USA |
CVS CVS Health Corp | 1.35 mm | 1.34 mm principal | 0.24 | Debt | Long | USA |
COMM 2013-CCRE12 MORTGAGE TRUST COMM 2013-CR12 AM | 1.34 mm | 1.50 mm principal | 0.23 | ABS-mortgage backed security | Long | USA |
CAJUN GLOBAL LLC CAJUN 2021-1 A2 | 1.32 mm | 1.46 mm principal | 0.23 | ABS-mortgage backed security | Long | USA |
AVENTURA MALL TRUST AVMT 2018-AVM D | 1.31 mm | 1.50 mm principal | 0.23 | ABS-mortgage backed security | Long | USA |
LIBERTY MUTUAL INSURANCE CO 144A 7.875000% 10/15/2026 | 1.31 mm | 1.25 mm principal | 0.23 | Debt | Long | USA |
GS MORTGAGE SECURITIES CORP TRUST 2012-BWTR GSMS 2012-BWTR A | 1.28 mm | 1.75 mm principal | 0.22 | ABS-mortgage backed security | Long | USA |
EXETER AUTOMOBILE RECEIVABLES TRUST 2021-1 EART 2021-2A D | 1.28 mm | 1.35 mm principal | 0.22 | ABS-mortgage backed security | Long | USA |
CITIGROUP COMMERCIAL MORTGAGE TRUST 2016-P6 CGCMT 2016-P6 AS | 1.26 mm | 1.40 mm principal | 0.22 | ABS-mortgage backed security | Long | USA |
WESTLAKE AUTOMOBILE RECEIVABLES TRUST 2022-2 WLAKE 2022-2A D | 1.25 mm | 1.26 mm principal | 0.22 | ABS-mortgage backed security | Long | USA |
CITIGROUP INC 2.014000% 01/25/2026 | 1.24 mm | 1.28 mm principal | 0.22 | Debt | Long | USA |
MIDAMERICAN ENERGY CO 3.100000% 05/01/2027 | 1.24 mm | 1.29 mm principal | 0.22 | Debt | Long | USA |
DEERFIELD IL VILLAGE OF DEERFIELD IL | 1.23 mm | 1.25 mm principal | 0.22 | Debt | Long | USA |
HSBC HSBC Holdings plc | 1.23 mm | 1.25 mm principal | 0.22 | Debt | Long | UK |
BX COMMERCIAL MORTGAGE TRUST 2021-VOLT BX 2021-VOLT C | 1.23 mm | 1.25 mm principal | 0.22 | ABS-mortgage backed security | Long | USA |
KEYBANK NA/CLEVELAND OH 4.150000% 08/08/2025 | 1.22 mm | 1.25 mm principal | 0.21 | Debt | Long | USA |
US TREASURY N/B 4.375000% 11/30/2028 | 1.22 mm | 1.20 mm principal | 0.21 | Structured note | Long | USA |
TECHNICAL DEFUALT 09/15/2023 (UPDATED 01/10/2024) | 1.22 mm | 1.22 mm principal | 0.21 | Debt | Long | USA |
HUDSON YARDS 2019-55HY MORTGAGE TRUST HY 2019-55HY D | 1.21 mm | 1.50 mm principal | 0.21 | ABS-mortgage backed security | Long | USA |
FREMF 2018-K80 MORTGAGE TRUST FREMF 2018-K80 C | 1.20 mm | 1.27 mm principal | 0.21 | ABS-mortgage backed security | Long | USA |
GM General Motors Company | 1.19 mm | 1.18 mm principal | 0.21 | Debt | Long | USA |
EUROPEAN INVESTMENT BANK 2.375000% 05/24/2027 | 1.19 mm | 1.25 mm principal | 0.21 | Debt | Long | XX |
CLI FUNDING VI LLC CLIF 2020-1A A | 1.19 mm | 1.32 mm principal | 0.21 | ABS-mortgage backed security | Long | USA |
SYF Synchrony Financial | 1.18 mm | 1.20 mm principal | 0.21 | Debt | Long | USA |
JPMORGAN CHASE & CO 0.563000% 02/16/2025 | 1.17 mm | 1.17 mm principal | 0.20 | Debt | Long | USA |
JP MORGAN CHASE COMMERCIAL MORTGAGE SECURITIES TRU JPMCC 2014-C20 AS | 1.15 mm | 1.17 mm principal | 0.20 | ABS-mortgage backed security | Long | USA |
GAM RE-REMIC TRUST 2021-FRR2 GAM 2021-FRR2 AK44 | 1.13 mm | 1.20 mm principal | 0.20 | ABS-mortgage backed security | Long | USA |
WELLS FARGO COMMERCIAL MORTGAGE TRUST 2022-C62 WFCM 2022-C62 D | 1.13 mm | 2.00 mm principal | 0.20 | ABS-mortgage backed security | Long | USA |
HARDEE'S FUNDING LLC HNGRY 2021-1A A2 | 1.13 mm | 1.34 mm principal | 0.20 | ABS-mortgage backed security | Long | USA |
OCTANE RECEIVABLES TRUST 2023-1 OCTL 2023-1A D | 1.11 mm | 1.08 mm principal | 0.19 | ABS-mortgage backed security | Long | USA |
GAM RE-REMIC TRUST 2021-FRR2 GAM 2021-FRR2 AK74 | 1.10 mm | 1.50 mm principal | 0.19 | Debt | Long | USA |
FREMF 2017-K729 MORTGAGE TRUST FREMF 2017-K729 B | 1.09 mm | 1.11 mm principal | 0.19 | ABS-mortgage backed security | Long | USA |
CONTINENTAL WIND LLC 144A 6.000000% 02/28/2033 | 1.07 mm | 1.04 mm principal | 0.19 | Debt | Long | USA |
GS Goldman Sachs Group, Inc. | 1.05 mm | 1.10 mm principal | 0.18 | Debt | Long | USA |
NEXTERA ENERGY OPERATING PARTNERS LP 144A 7.250000% 01/15/2029 | 1.05 mm | 1.02 mm principal | 0.18 | Debt | Long | USA |
DELL INTERNATIONAL LLC / EMC CORP 3.375000% 12/15/2041 | 1.04 mm | 1.37 mm principal | 0.18 | Debt | Long | USA |
SANTANDER DRIVE AUTO RECEIVABLES TRUST 2023-S1 SDART 2023-S1 R1 | 1.04 mm | 1.03 mm principal | 0.18 | ABS-mortgage backed security | Long | USA |
FLORIDA ST DEV FIN CORP FLORIDA DEVELOPMENT FINANCE CORP | 1.04 mm | 1.00 mm principal | 0.18 | Debt | Long | USA |
FRONTIER ISSUER LLC FYBR 2023-1 C | 1.02 mm | 1.00 mm principal | 0.18 | ABS-mortgage backed security | Long | USA |
OCTANE RECEIVABLES TRUST 2023-3 OCTL 2023-3A D | 1.02 mm | 1.00 mm principal | 0.18 | ABS-mortgage backed security | Long | USA |
OVV Ovintiv Inc | 1.02 mm | 1.00 mm principal | 0.18 | Debt | Long | USA |
WLB ASSET VI PTE LTD 144A 7.250000% 12/21/2027 | 1.02 mm | 1.00 mm principal | 0.18 | Debt | Long | Mauritius |
SAN DIEGO GAS & ELECTRIC CO 4.950000% 08/15/2028 | 1.01 mm | 1.00 mm principal | 0.18 | Debt | Long | USA |
HYDRO-QUEBEC 8.050000% 07/07/2024 | 1.01 mm | 1.00 mm principal | 0.18 | Debt | Long | Canada |
EXETER AUTOMOBILE RECEIVABLES TRUST 2024-1 EART 2024-1A D | 1.01 mm | 1.01 mm principal | 0.18 | ABS-mortgage backed security | Long | USA |
TESLA AUTO LEASE TRUST 2023-A TESLA 2023-A A3 | 1.01 mm | 1.00 mm principal | 0.18 | ABS-mortgage backed security | Long | USA |
FRONTIER ISSUER LLC FYBR 2023-1 A2 | 1.01 mm | 1.00 mm principal | 0.18 | ABS-mortgage backed security | Long | USA |
FAIRFAX CNTY VA ECON DEV AUTH FAIRFAX COUNTY ECONOMIC DEVELOPMENT AUTHORITY | 1.00 mm | 1.00 mm principal | 0.18 | Debt | Long | USA |
CONSUMERS 2023 SECURITIZATION FUNDING LLC 5.550000% 03/01/2028 | 1.00 mm | 1.00 mm principal | 0.18 | Debt | Long | USA |
GLS AUTO RECEIVABLES ISSUER TRUST 2022-2 GCAR 2022-2A D | 1.00 mm | 1.00 mm principal | 0.18 | ABS-mortgage backed security | Long | USA |
C Citigroup Inc | 1.00 mm | 1.00 mm principal | 0.18 | Debt | Long | USA |
JPN BANK FOR INT'L COOP 4.375000% 10/05/2027 | 1.00 mm | 1.00 mm principal | 0.18 | Debt | Long | Japan |
INTERNATIONAL BANK FOR RECONSTRUCTION & DEVELOPMEN VARIABLE RATE 06/17/2024 | 1.00 mm | 1.00 mm principal | 0.18 | Debt | Long | XX |
INTER-AMERICAN DEVELOPMENT BANK VARIABLE RATE 04/12/2027 | 998.20 k | 1.00 mm principal | 0.17 | Debt | Long | XX |
CITIGROUP INC VARIABLE RATE 01/25/2026 | 997.90 k | 1.00 mm principal | 0.17 | Debt | Long | USA |
Owl Rock Core Income Corp. | 996.49 k | 955.00 k principal | 0.17 | Debt | Long | USA |
OPEC FUND FOR INTERNATIONAL DEVELOPMENT/THE 144A 4.500000% 01/26/2026 | 994.74 k | 1.00 mm principal | 0.17 | Debt | Long | XX |
INTERNATIONAL BANK FOR RECONSTRUCTION & DEVELOPMEN ZERO COUPON 03/31/2028 | 992.25 k | 1.00 mm principal | 0.17 | Debt | Long | XX |
WELLS FARGO & CO MTN 4.540000% 08/15/2026 | 989.90 k | 1.00 mm principal | 0.17 | Debt | Long | USA |
GS Goldman Sachs Group, Inc. | 988.08 k | 1.00 mm principal | 0.17 | Debt | Long | USA |
SOUTHERN POWER CO 4.150000% 12/01/2025 | 986.85 k | 1.00 mm principal | 0.17 | Debt | Long | USA |
CAISSE D'AMORTISSEMENT DE LA DETTE SOCIALE 144A 0.375000% 05/27/2024 | 983.94 k | 1.00 mm principal | 0.17 | Debt | Long | France |
ERP OPERATING LP 4.150000% 12/01/2028 | 979.05 k | 1.00 mm principal | 0.17 | Debt | Long | USA |
AGR Avangrid Inc | 978.78 k | 1.00 mm principal | 0.17 | Debt | Long | USA |
CAISSE D'AMORTISSEMENT DE LA DETTE SOCIALE 144A 3.000000% 05/17/2025 | 978.49 k | 1.00 mm principal | 0.17 | Debt | Long | France |
JPMORGAN CHASE & CO 0.768000% 08/09/2025 | 974.30 k | 1.00 mm principal | 0.17 | Debt | Long | USA |
MOSAIC SOLAR LOAN TRUST 2022-1 MSAIC 2022-1A B | 970.88 k | 1.19 mm principal | 0.17 | ABS-mortgage backed security | Long | USA |
MS Morgan Stanley | 966.04 k | 1.00 mm principal | 0.17 | Debt | Long | USA |
C Citigroup Inc | 965.94 k | 1.00 mm principal | 0.17 | Debt | Long | USA |
INTC Intel Corp. | 965.37 k | 1.00 mm principal | 0.17 | Debt | Long | USA |
BANK OF AMERICA CORP MTN 1.530000% 12/06/2025 | 965.36 k | 1.00 mm principal | 0.17 | Debt | Long | USA |
WLB ASSET II D PTE LTD 144A 6.500000% 12/21/2026 | 964.71 k | 1.00 mm principal | 0.17 | Debt | Long | Singapore |
CHNGE MORTGAGE TRUST 2022-NQM1 CHNGE 2022-NQM1 A3 | 959.77 k | 970.94 k principal | 0.17 | ABS-mortgage backed security | Long | USA |
CPS AUTO RECEIVABLES TRUST 2021-D CPS 2021-D D | 958.25 k | 1.00 mm principal | 0.17 | ABS-mortgage backed security | Long | USA |
SUNNOVA HELIOS XII ISSUER LLC SNVA 2023-B A | 956.80 k | 973.60 k principal | 0.17 | ABS-mortgage backed security | Long | USA |
SANTANDER DRIVE AUTO RECEIVABLES TRUST 2022-7 SDART 2022-7 C | 956.29 k | 930.00 k principal | 0.17 | ABS-mortgage backed security | Long | USA |
SHOPS AT CRYSTALS TRUST 2016-CSTL SHOPS 2016-CSTL A | 953.46 k | 1.02 mm principal | 0.17 | ABS-mortgage backed security | Long | USA |
MOSAIC SOLAR LOAN TRUST 2023-2 MSAIC 2023-2A C | 951.86 k | 1.00 mm principal | 0.17 | ABS-mortgage backed security | Long | USA |
SUNNOVA HELIOS XI ISSUER LLC SNVA 2023-A A | 949.87 k | 967.10 k principal | 0.17 | ABS-mortgage backed security | Long | USA |