Fund profile
Fund manager
Total assets
$3.52 bn
Liabilities
$568.31 mm
Net assets
$2.95 bn
Number of holdings
5.68 k
Top 200 of 5683 Holdings
Security | $Holding | Balance | % of Fund | Category | Position | Country |
---|---|---|---|---|---|---|
UMBS 30YR 2% 10/01/2053 #TBA | 86.14 mm | 113.33 mm principal | 2.92 | ABS-mortgage backed security | Long | USA |
UST NOTES 3.5% 02/15/2033 | 79.46 mm | 86.60 mm principal | 2.69 | Debt | Long | USA |
UST NOTES 4.125% 07/31/2028 | 73.38 mm | 75.00 mm principal | 2.48 | Debt | Long | USA |
Fidelity Cash Central Fund | 68.09 mm | 68.08 mm shares | 2.30 | Short-term investment vehicle | Long | USA |
UST NOTES 3.375% 05/15/2033 | 67.29 mm | 74.20 mm principal | 2.28 | Debt | Long | USA |
UMBS 30YR 2% 11/01/2053 #TBA | 64.37 mm | 84.55 mm principal | 2.18 | ABS-mortgage backed security | Long | USA |
UNITED STATES TREASURY BOND 3.375% 08/15/2042 | 63.36 mm | 78.20 mm principal | 2.14 | Debt | Long | USA |
UST NOTES 3.875% 11/30/2029 | 52.71 mm | 55.00 mm principal | 1.78 | Debt | Long | USA |
UST NOTES 4% 10/31/2029 | 51.17 mm | 53.00 mm principal | 1.73 | Debt | Long | USA |
UST NOTES 4% 02/28/2030 | 50.15 mm | 52.00 mm principal | 1.70 | Debt | Long | USA |
UST NOTES 2.625% 05/31/2027 | 46.48 mm | 50.00 mm principal | 1.57 | Debt | Long | USA |
UST NOTES 3.75% 05/31/2030 | 45.29 mm | 47.70 mm principal | 1.53 | Debt | Long | USA |
UST NOTES 4.125% 10/31/2027 | 44.04 mm | 45.00 mm principal | 1.49 | Debt | Long | USA |
UNITED STATES TREASURY BOND 3% 08/15/2052 | 41.53 mm | 57.00 mm principal | 1.41 | Debt | Long | USA |
UNITED STATES TREASURY BOND 4.125% 08/15/2053 | 36.75 mm | 40.48 mm principal | 1.24 | Debt | Long | USA |
UST NOTES 4.125% 11/15/2032 | 33.76 mm | 35.00 mm principal | 1.14 | Debt | Long | USA |
GNII II 2% 10/01/2053 #TBA | 31.95 mm | 40.40 mm principal | 1.08 | ABS-mortgage backed security | Long | USA |
UST NOTES 4% 02/29/2028 | 29.22 mm | 30.00 mm principal | 0.99 | Debt | Long | USA |
UNITED STATES TREASURY BOND 3.625% 02/15/2053 | 28.63 mm | 34.62 mm principal | 0.97 | Debt | Long | USA |
UST NOTES 0.75% 08/31/2026 | 28.36 mm | 31.84 mm principal | 0.96 | Debt | Long | USA |
UMBS 30YR 2.5% 10/01/2053 #TBA | 28.18 mm | 35.53 mm principal | 0.95 | ABS-mortgage backed security | Long | USA |
UST NOTES 2.625% 07/31/2029 | 26.92 mm | 30.00 mm principal | 0.91 | Debt | Long | USA |
UMBS 30YR 3% 10/01/2053 #TBA | 25.44 mm | 30.78 mm principal | 0.86 | ABS-mortgage backed security | Long | USA |
UST NOTES 4% 07/31/2030 | 24.08 mm | 25.00 mm principal | 0.82 | Debt | Long | USA |
UST NOTES 2.75% 07/31/2027 | 23.29 mm | 25.00 mm principal | 0.79 | Debt | Long | USA |
BEECHWOOD PARK CLO LTD 19-1A A1R TSFR3M+130 01/17/2035 144A | 17.04 mm | 17.23 mm principal | 0.58 | ABS-collateralized bond/debt obligation | Long | Cayman Islands |
UST NOTES 1.25% 05/31/2028 | 16.76 mm | 19.52 mm principal | 0.57 | Debt | Long | USA |
UST NOTES 1.5% 01/31/2027 | 16.76 mm | 18.61 mm principal | 0.57 | Debt | Long | USA |
UST NOTES 2.25% 08/15/2027 | 16.68 mm | 18.26 mm principal | 0.56 | Debt | Long | USA |
UMBS 30YR 6.5% 10/01/2053 #TBA | 16.55 mm | 16.48 mm principal | 0.56 | ABS-mortgage backed security | Long | USA |
UMBS 30YR 2.5% 11/01/2053 #TBA | 16.08 mm | 20.25 mm principal | 0.54 | ABS-mortgage backed security | Long | USA |
MORGAN STANLEY 6.342%/VAR 10/18/2033 | 15.79 mm | 15.70 mm principal | 0.53 | Debt | Long | USA |
UNITED STATES TREASURY BOND 2% 08/15/2051 | 15.65 mm | 27.13 mm principal | 0.53 | Debt | Long | USA |
UST NOTES 1.125% 08/31/2028 | 15.09 mm | 17.82 mm principal | 0.51 | Debt | Long | USA |
UST NOTES 3.875% 08/15/2033 | 15.08 mm | 15.96 mm principal | 0.51 | Debt | Long | USA |
UMBS 30YR 5.5% 10/01/2053 #TBA | 14.69 mm | 15.20 mm principal | 0.50 | ABS-mortgage backed security | Long | USA |
Fidelity Specialized High Income Central Fund
|
14.57 mm | 177.20 k shares | 0.49 | Common equity | Long | USA |
UNITED STATES TREASURY BOND 1.75% 08/15/2041 | 14.43 mm | 23.17 mm principal | 0.49 | Debt | Long | USA |
UMBS 30YR 3% 11/01/2053 #TBA | 14.19 mm | 17.15 mm principal | 0.48 | ABS-mortgage backed security | Long | USA |
BABSON CLO LTD/CAYMAN ISLANDS 2020-1A AR TSFR3M+141.161 10/15/2036 144A | 14.10 mm | 14.19 mm principal | 0.48 | ABS-collateralized bond/debt obligation | Long | Cayman Islands |
JPMORGAN CHASE and CO 4.912%/VAR 07/25/2033 | 13.83 mm | 15.03 mm principal | 0.47 | Debt | Long | USA |
BANK OF AMERICA CORPORATION 5.015%/VAR 07/22/2033 | 13.76 mm | 14.95 mm principal | 0.47 | Debt | Long | USA |
GS Goldman Sachs Group, Inc. | 13.59 mm | 16.99 mm principal | 0.46 | Debt | Long | USA |
UST NOTES 1% 12/15/2024 | 13.46 mm | 14.17 mm principal | 0.46 | Debt | Long | USA |
PETROLEOS MEXICANOS 8.75% 06/02/2029 | 13.23 mm | 15.00 mm principal | 0.45 | Debt | Long | Mexico |
PNC PNC Financial Services Group Inc | 12.94 mm | 15.00 mm principal | 0.44 | Debt | Long | USA |
UMBS 30YR 4% 10/01/2053 #TBA | 12.89 mm | 14.48 mm principal | 0.44 | ABS-mortgage backed security | Long | USA |
UNITED STATES TREASURY BOND 4% 11/15/2042 | 12.43 mm | 14.00 mm principal | 0.42 | Debt | Long | USA |
WELLS FARGO and CO NEW 4.897%/VAR 07/25/2033 | 12.16 mm | 13.44 mm principal | 0.41 | Debt | Long | USA |
UST NOTES 1.625% 09/30/2026 | 11.80 mm | 12.92 mm principal | 0.40 | Debt | Long | USA |
UNITED STATES TREASURY BOND 3% 02/15/2047 | 11.61 mm | 15.80 mm principal | 0.39 | Debt | Long | USA |
AASET 2022-1 LTD 6% 05/16/2047 144A | 11.37 mm | 11.81 mm principal | 0.38 | ABS-collateralized bond/debt obligation | Long | Cayman Islands |
UST NOTES 0.375% 11/30/2025 | 11.02 mm | 12.17 mm principal | 0.37 | Debt | Long | USA |
UST NOTES 1.25% 06/30/2028 | 11.00 mm | 12.85 mm principal | 0.37 | Debt | Long | USA |
EXTENDED STAY AMER TR 2021-ESH D TSFR1M+236.448 07/15/2038 144A | 10.82 mm | 11.00 mm principal | 0.37 | ABS-mortgage backed security | Long | USA |
UNITED STATES TREASURY BOND 2.875% 05/15/2052 | 10.64 mm | 15.00 mm principal | 0.36 | Debt | Long | USA |
UST NOTES 1.125% 10/31/2026 | 10.63 mm | 11.87 mm principal | 0.36 | Debt | Long | USA |
UST NOTES 0.5% 10/31/2027 | 10.35 mm | 12.24 mm principal | 0.35 | Debt | Long | USA |
C Citigroup Inc | 10.23 mm | 11.25 mm principal | 0.35 | Debt | Long | USA |
FNMA 30YR 6.5% 08/01/2053#FS5738 | 9.58 mm | 9.53 mm principal | 0.32 | ABS-mortgage backed security | Long | USA |
UST NOTES 1.25% 12/31/2026 | 9.49 mm | 10.60 mm principal | 0.32 | Debt | Long | USA |
UST NOTES 3.75% 06/30/2030 | 9.49 mm | 10.00 mm principal | 0.32 | Debt | Long | USA |
MORGAN STANLEY 4.889%/VAR 07/20/2033 | 9.23 mm | 10.16 mm principal | 0.31 | Debt | Long | USA |
UNITED STATES TREASURY BOND 1.125% 05/15/2040 | 9.18 mm | 15.99 mm principal | 0.31 | Debt | Long | USA |
UST NOTES 2.75% 04/30/2027 | 9.03 mm | 9.65 mm principal | 0.31 | Debt | Long | USA |
UNITED STATES TREASURY BOND 3.625% 05/15/2053 | 8.93 mm | 10.79 mm principal | 0.30 | Debt | Long | USA |
BANK OF AMERICA CORPORATION 4.571%/VAR 04/27/2033 | 8.88 mm | 10.00 mm principal | 0.30 | Debt | Long | USA |
ANHEUSER-BUSCH COS LLC / ANHEUSER-BUSCH INBEV WORLDWIDE INC 4.9% 02/01/2046 | 8.72 mm | 10.00 mm principal | 0.29 | Debt | Long | USA |
GNII II 3% 10/01/2053 #TBA | 8.39 mm | 9.90 mm principal | 0.28 | ABS-mortgage backed security | Long | USA |
UNITED STATES TREASURY BOND 1.875% 11/15/2051 | 8.27 mm | 14.85 mm principal | 0.28 | Debt | Long | USA |
UST NOTES 2.75% 08/15/2032 | 7.99 mm | 9.23 mm principal | 0.27 | Debt | Long | USA |
UST NOTES 1.375% 01/31/2025 | 7.85 mm | 8.27 mm principal | 0.27 | Debt | Long | USA |
UST NOTES 1.125% 02/29/2028 | 7.78 mm | 9.04 mm principal | 0.26 | Debt | Long | USA |
UST NOTES 2.25% 11/15/2027 | 7.56 mm | 8.32 mm principal | 0.26 | Debt | Long | USA |
UST NOTES 0.375% 12/31/2025 | 7.56 mm | 8.36 mm principal | 0.26 | Debt | Long | USA |
JPMORGAN CHASE and CO 4.586%/VAR 04/26/2033 | 7.46 mm | 8.28 mm principal | 0.25 | Debt | Long | USA |
UST NOTES 0.375% 07/31/2027 | 7.39 mm | 8.70 mm principal | 0.25 | Debt | Long | USA |
FNMA 30YR 5.5% 04/01/2053#CB6082 | 7.20 mm | 7.44 mm principal | 0.24 | ABS-mortgage backed security | Long | USA |
COF Capital One Financial Corp. | 7.08 mm | 8.00 mm principal | 0.24 | Debt | Long | USA |
UNITED STATES TREASURY BOND 2.25% 02/15/2052 | 6.97 mm | 11.36 mm principal | 0.24 | Debt | Long | USA |
Credit Suisse Group AG | 6.92 mm | 7.00 mm principal | 0.23 | Debt | Long | Switzerland |
FEDERAL HOME LN MTG MLT CTF GT 3% 09/25/2029 | 6.89 mm | 7.72 mm principal | 0.23 | ABS-mortgage backed security | Long | USA |
FNMA 30YR 2.5% 10/01/2051#CB1784 | 6.86 mm | 8.63 mm principal | 0.23 | ABS-mortgage backed security | Long | USA |
UST NOTES 4% 06/30/2028 | 6.81 mm | 7.00 mm principal | 0.23 | Debt | Long | USA |
UMBS 30YR 3.5% 10/01/2053 #TBA | 6.58 mm | 7.65 mm principal | 0.22 | ABS-mortgage backed security | Long | USA |
GNII II 5.5% 10/01/2053 #TBA | 6.41 mm | 6.60 mm principal | 0.22 | ABS-mortgage backed security | Long | USA |
SYMPHONY CLO XIX LTD / SYMPHONY CLO XIX LLC TSFR3M+122.161 04/16/2031 144A | 6.39 mm | 6.41 mm principal | 0.22 | ABS-collateralized bond/debt obligation | Long | Cayman Islands |
UST NOTES 1.75% 12/31/2024 | 6.35 mm | 6.64 mm principal | 0.21 | Debt | Long | USA |
JPM JPMorgan Chase & Co. | 6.26 mm | 6.39 mm principal | 0.21 | Debt | Long | USA |
GNII II 2.5% 10/01/2053 #TBA | 5.84 mm | 7.15 mm principal | 0.20 | ABS-mortgage backed security | Long | USA |
JBS USA LUX SA / JBS USA FOOD CO / JBS LUXEMBOURG SARL 6.75% 03/15/2034 144A | 5.84 mm | 6.00 mm principal | 0.20 | Debt | Long | USA |
GNII II 4% 10/01/2053 #TBA | 5.81 mm | 6.45 mm principal | 0.20 | ABS-mortgage backed security | Long | USA |
UST NOTES 2.25% 02/15/2027 | 5.80 mm | 6.29 mm principal | 0.20 | Debt | Long | USA |
UST NOTES 0.25% 10/31/2025 | 5.69 mm | 6.28 mm principal | 0.19 | Debt | Long | USA |
GNII II 5% 10/01/2053 #TBA | 5.69 mm | 6.00 mm principal | 0.19 | ABS-mortgage backed security | Long | USA |
UST NOTES 0.625% 07/31/2026 | 5.67 mm | 6.37 mm principal | 0.19 | Debt | Long | USA |
FHLG 30YR 5.5% 04/01/2053#RA8883 | 5.63 mm | 5.82 mm principal | 0.19 | ABS-mortgage backed security | Long | USA |
BX TRUST 2019-XL A TSFR1M+103.448 10/15/2036 144A | 5.58 mm | 5.60 mm principal | 0.19 | ABS-mortgage backed security | Long | USA |
MAGALLANES INC 5.141% 03/15/2052 | 5.51 mm | 7.42 mm principal | 0.19 | Debt | Long | USA |
UST NOTES 0.25% 09/30/2025 | 5.48 mm | 6.03 mm principal | 0.19 | Debt | Long | USA |
HCA INC 3.5% 09/01/2030 | 5.46 mm | 6.45 mm principal | 0.18 | Debt | Long | USA |
UNITED STATES TREASURY BOND 2.375% 05/15/2051 | 5.43 mm | 8.56 mm principal | 0.18 | Debt | Long | USA |
ALLY FINL INC 8% 11/01/2031 | 5.39 mm | 5.34 mm principal | 0.18 | Debt | Long | USA |
GS Goldman Sachs Group, Inc. | 5.27 mm | 5.72 mm principal | 0.18 | Debt | Long | USA |
UMBS 15YR 5% 10/01/2038 #TBA | 5.26 mm | 5.40 mm principal | 0.18 | ABS-mortgage backed security | Long | USA |
ALLY Ally Financial Inc | 5.21 mm | 6.00 mm principal | 0.18 | Debt | Long | USA |
UST NOTES 2.875% 05/15/2032 | 5.07 mm | 5.78 mm principal | 0.17 | Debt | Long | USA |
C Citigroup Inc | 4.99 mm | 5.00 mm principal | 0.17 | Debt | Long | USA |
FNMA 15YR 2% 07/35#CA6242 | 4.84 mm | 5.59 mm principal | 0.16 | ABS-mortgage backed security | Long | USA |
SYMP 2022-32A A1 TSFR3M+132 04/23/2035 144A | 4.78 mm | 4.85 mm principal | 0.16 | ABS-collateralized bond/debt obligation | Long | Cayman Islands |
BCS Barclays plc | 4.74 mm | 4.83 mm principal | 0.16 | Debt | Long | UK |
BX TRUST 2019-XL B TSFR1M+119.448 10/15/2036 144A | 4.67 mm | 4.70 mm principal | 0.16 | ABS-mortgage backed security | Long | USA |
VOYA CLO 2019-2 LLC TSFR3M+153.161 07/20/2032 144A | 4.52 mm | 4.52 mm principal | 0.15 | ABS-collateralized bond/debt obligation | Long | Cayman Islands |
ROCKLAND PARK CLO LTD TSFR3M+138.161 04/20/2034 144A | 4.50 mm | 4.54 mm principal | 0.15 | ABS-collateralized bond/debt obligation | Long | Cayman Islands |
AERCAP IRELAND CAP LTD / AERCAP GLOBAL AVIATION TR 5.75% 06/06/2028 | 4.40 mm | 4.50 mm principal | 0.15 | Debt | Long | Ireland |
CHARTER COMMUNICATIONS OPERATING LLC / CHARTER COMMUNICATIONS OPERATING CAPITAL 4.8% 03/01/2050 | 4.20 mm | 6.00 mm principal | 0.14 | Debt | Long | USA |
FHLG 30YR 5% 04/01/2053#RA8728 | 4.14 mm | 4.38 mm principal | 0.14 | ABS-mortgage backed security | Long | USA |
FNMA 15YR 2% 12/01/2035#MA4206 | 4.14 mm | 4.80 mm principal | 0.14 | ABS-mortgage backed security | Long | USA |
UNITED STATES TREASURY BOND 2.375% 11/15/2049 | 4.13 mm | 6.45 mm principal | 0.14 | Debt | Long | USA |
INTOWN 2022-STAY MORTGAGE TRUST TSFR1M+223.92 08/15/2037 144A | 4.08 mm | 4.07 mm principal | 0.14 | ABS-mortgage backed security | Long | USA |
GNII II 3% 11/01/2053 #TBA | 4.07 mm | 4.80 mm principal | 0.14 | ABS-mortgage backed security | Long | USA |
CRBG Corebridge Financial Inc. | 4.04 mm | 4.36 mm principal | 0.14 | Debt | Long | USA |
FNMA 30YR 6.5% 05/01/2053#CB6337 | 4.01 mm | 3.98 mm principal | 0.14 | ABS-mortgage backed security | Long | USA |
CEDAR FUNDING LTD 2022 TSFR3M+132 04/20/2035 144A | 3.96 mm | 3.99 mm principal | 0.13 | ABS-collateralized bond/debt obligation | Long | USA |
UST NOTES 3.875% 11/30/2027 | 3.88 mm | 4.00 mm principal | 0.13 | Debt | Long | USA |
MORGAN STANLEY CAPITAL I L6 A4 CSTR 06/15/2054 | 3.85 mm | 5.00 mm principal | 0.13 | ABS-mortgage backed security | Long | USA |
T-MOBILE USA INC 2.25% 11/15/2031 | 3.81 mm | 5.00 mm principal | 0.13 | Debt | Long | USA |
FHLG 30YR 1.5% 02/01/2051#SD8127 | 3.77 mm | 5.21 mm principal | 0.13 | ABS-mortgage backed security | Long | USA |
MAGALLANES INC 4.279% 03/15/2032 | 3.77 mm | 4.44 mm principal | 0.13 | Debt | Long | USA |
FNMA 30YR 1.5% 01/01/2051#MA4236 | 3.75 mm | 5.18 mm principal | 0.13 | ABS-mortgage backed security | Long | USA |
TOYOTA AUTO RECEIVABLES 2022-C OWNER TR 3.76% 04/15/2027 | 3.73 mm | 3.85 mm principal | 0.13 | ABS-collateralized bond/debt obligation | Long | USA |
FHLG 30YR 1.5% 01/01/2051#SD8120 | 3.71 mm | 5.13 mm principal | 0.13 | ABS-mortgage backed security | Long | USA |
AES AES Corp. | 3.56 mm | 4.00 mm principal | 0.12 | Debt | Long | USA |
ARES XLI CLO LTD / ARES XLI CLO LLC TSFR3M+133.161 04/15/2034 144A | 3.52 mm | 3.56 mm principal | 0.12 | ABS-collateralized bond/debt obligation | Long | Cayman Islands |
FEDERAL HOME LN MTG MLT CTF GT 3% 06/25/2051 | 3.18 mm | 3.76 mm principal | 0.11 | ABS-collateralized bond/debt obligation | Long | USA |
BX 2021-BXMF TSFR1M+75.041 10/15/2026 144A | 3.13 mm | 3.20 mm principal | 0.11 | ABS-mortgage backed security | Long | USA |
FNMA 15YR 2% 06/01/2035#BP5671 | 3.10 mm | 3.58 mm principal | 0.10 | ABS-mortgage backed security | Long | USA |
Blackstone Private Credit Fund | 3.08 mm | 3.08 mm principal | 0.10 | Debt | Long | USA |
FNMA 30YR 2.5% 11/01/2051#MA4466 | 3.08 mm | 3.88 mm principal | 0.10 | ABS-mortgage backed security | Long | USA |
ET+E Energy Transfer Operating, L.P. | 3.05 mm | 3.89 mm principal | 0.10 | Debt | Long | USA |
FEDERAL HOME LN MTG MLT CTF GT 2017-K063 A2 3.43% 01/25/2027 | 3.03 mm | 3.20 mm principal | 0.10 | ABS-mortgage backed security | Long | USA |
FNMA 30YR 1.5% 02/01/2051#MA4254 | 3.02 mm | 4.17 mm principal | 0.10 | ABS-mortgage backed security | Long | USA |
GM FINL CONSUMER AUTOMOBILE RECEIVABLES TR 2022-2 3.1% 02/16/2027 | 3.01 mm | 3.10 mm principal | 0.10 | ABS-collateralized bond/debt obligation | Long | USA |
COLUMBIA CENT CLO 32 LTD / COLUMBIA CENT CLO 32 CORP TSFR3M+170 07/24/2034 144A | 3.00 mm | 3.01 mm principal | 0.10 | ABS-collateralized bond/debt obligation | Long | Cayman Islands |
ALLY Ally Financial Inc | 2.99 mm | 2.99 mm principal | 0.10 | Debt | Long | USA |
AIMCO CLO SERIE 2015-AA AR2 TSFR3M+140.161 10/17/2034 144A | 2.98 mm | 3.00 mm principal | 0.10 | ABS-collateralized bond/debt obligation | Long | Cayman Islands |
UMBS 30YR 5% 10/01/2053 #TBA | 2.97 mm | 3.15 mm principal | 0.10 | ABS-mortgage backed security | Long | USA |
BANK 2018-BNK10 3.688% 02/15/2061 | 2.96 mm | 3.25 mm principal | 0.10 | ABS-mortgage backed security | Long | USA |
GNII II 2.5% 05/20/2051#MA7367 | 2.96 mm | 3.61 mm principal | 0.10 | ABS-mortgage backed security | Long | USA |
COF Capital One Financial Corp. | 2.96 mm | 3.19 mm principal | 0.10 | Debt | Long | USA |
TOWD PT MTG TR 2022 3.75% 07/25/2062 144A | 2.94 mm | 3.27 mm principal | 0.10 | ABS-collateralized bond/debt obligation | Long | USA |
C Citigroup Inc | 2.93 mm | 3.12 mm principal | 0.10 | Debt | Long | USA |
FEDERAL HOME LN MTG MLT CTF GT K727 A2 2.946% 07/25/2024 | 2.93 mm | 2.99 mm principal | 0.10 | ABS-mortgage backed security | Long | USA |
LIFE FINANCIAL SERVICES TRUST 2022 TSFR1M+129.524 05/15/2039 144A | 2.92 mm | 2.98 mm principal | 0.10 | ABS-mortgage backed security | Long | USA |
FEDERAL HOME LN MTG MLT CTF GT 2.127% 11/25/2031 | 2.92 mm | 3.67 mm principal | 0.10 | ABS-mortgage backed security | Long | USA |
ELP COMMERCIAL MORTGAGE TRUST 2021-ELP TSFR1M+81.548 1 11/15/2036 144A | 2.90 mm | 2.97 mm principal | 0.10 | ABS-mortgage backed security | Long | USA |
BANK OF AMERICA CORPORATION 3.419%/VAR 12/20/2028 | 2.88 mm | 3.21 mm principal | 0.10 | Debt | Long | USA |
DRYDEN 83 CLO LTD TSFR3M+148.161 01/18/2032 144A | 2.84 mm | 2.85 mm principal | 0.10 | ABS-collateralized bond/debt obligation | Long | Cayman Islands |
GNII II 2% 11/20/2051#MA7704 | 2.82 mm | 3.56 mm principal | 0.10 | ABS-mortgage backed security | Long | USA |
FHLG 15YR 1.5% 11/01/2035#SB8073 | 2.80 mm | 3.35 mm principal | 0.09 | ABS-mortgage backed security | Long | USA |
BPR TRUST 2021-TY TSFR1M+174.77 04/15/2024 144A | 2.78 mm | 2.84 mm principal | 0.09 | ABS-mortgage backed security | Long | USA |
MFA 2022-RPL1 TR 3.3% 08/25/2061 144A | 2.78 mm | 3.11 mm principal | 0.09 | ABS-collateralized bond/debt obligation | Long | USA |
FHLG 30YR 2.5% 10/01/2050#SD7526 | 2.77 mm | 3.44 mm principal | 0.09 | ABS-mortgage backed security | Long | USA |
FNMA 30YR 2.5% 12/01/2051#CB2320 | 2.74 mm | 3.42 mm principal | 0.09 | ABS-mortgage backed security | Long | USA |
AVOLON HOLDINGS FUNDING LTD 6.375% 05/04/2028 144A | 2.72 mm | 2.77 mm principal | 0.09 | Debt | Long | Cayman Islands |
MORGAN STANLEY 3.125% 07/27/2026 | 2.70 mm | 2.91 mm principal | 0.09 | Debt | Long | USA |
BANK OF AMERICA CORPORATION 4.2% 08/26/2024 | 2.69 mm | 2.74 mm principal | 0.09 | Debt | Long | USA |
UMBS 15YR 5% 11/01/2038 #TBA | 2.68 mm | 2.75 mm principal | 0.09 | ABS-mortgage backed security | Long | USA |
FHMS K044 A2 2.811% 01/25/25 | 2.68 mm | 2.77 mm principal | 0.09 | ABS-mortgage backed security | Long | USA |
VALLEY STREAM PK CLO LTD / VY STREAM PK CLO LLC 1A A TSFR3M+240 10/20/2034 144A | 2.67 mm | 2.67 mm principal | 0.09 | ABS-collateralized bond/debt obligation | Long | Jersey |
DRYDEN 85 CLO LTD / DRYDEN 85 CLO LLC TSFR3M+141.161 10/15/2035 144A | 2.65 mm | 2.68 mm principal | 0.09 | ABS-collateralized bond/debt obligation | Long | Cayman Islands |
CHARTER COMMUNICATIONS OPERATING LLC / CHARTER COMMUNICATIONS OPERATING CAPITAL 6.834% 10/23/2055 | 2.65 mm | 3.00 mm principal | 0.09 | Debt | Long | USA |
Walt Disney Co | 2.62 mm | 2.89 mm principal | 0.09 | Debt | Long | USA |
COF Capital One Financial Corp. | 2.58 mm | 2.86 mm principal | 0.09 | Debt | Long | USA |
GNII II 2.5% 06/20/2051#MA7418 | 2.56 mm | 3.13 mm principal | 0.09 | ABS-mortgage backed security | Long | USA |
FNMA 30YR 2.5% 12/01/2051#CB2321 | 2.53 mm | 3.16 mm principal | 0.09 | ABS-mortgage backed security | Long | USA |
FHLG 30YR 2% 12/01/2051#RA6510 | 2.49 mm | 3.24 mm principal | 0.08 | ABS-mortgage backed security | Long | USA |
BRANDYWINE OPER PARTNERSHIP LP 7.8% 03/15/2028 | 2.49 mm | 2.67 mm principal | 0.08 | Debt | Long | USA |
CITIGROUP COMMERCIAL MORTGAGE TRUST 2019-C7 3.102% 12/15/2072 | 2.45 mm | 2.91 mm principal | 0.08 | ABS-mortgage backed security | Long | USA |
FNMA 30YR 2% 12/01/2051#CB2350 | 2.44 mm | 3.19 mm principal | 0.08 | ABS-mortgage backed security | Long | USA |
FNMA 30YR 3.5% 10/01/2050#FM5298 | 2.44 mm | 2.81 mm principal | 0.08 | ABS-mortgage backed security | Long | USA |
BCS Barclays plc | 2.44 mm | 2.57 mm principal | 0.08 | Debt | Long | UK |
FHLG 15YR 1.5% 08/01/2035#SB8066 | 2.42 mm | 2.88 mm principal | 0.08 | ABS-mortgage backed security | Long | USA |
GNII II 2.5% 11/01/2053 #TBA | 2.41 mm | 2.95 mm principal | 0.08 | ABS-mortgage backed security | Long | USA |
Blackstone Private Credit Fund | 2.41 mm | 2.48 mm principal | 0.08 | Debt | Long | USA |
COMM 2015-DC1 MTG TR 3.078% 02/10/2048 | 2.41 mm | 2.46 mm principal | 0.08 | ABS-mortgage backed security | Long | USA |
COF Capital One Financial Corp. | 2.40 mm | 2.48 mm principal | 0.08 | Debt | Long | USA |
CHARTER COMMUNICATIONS OPERATING LLC / CHARTER COMMUNICATIONS OPERATING CAPITAL 3.9% 06/01/2052 | 2.39 mm | 4.00 mm principal | 0.08 | Debt | Long | USA |
WELLS FARGO and CO NEW 5.013%/VAR 04/04/2051 | 2.37 mm | 2.82 mm principal | 0.08 | Debt | Long | USA |
FNMA 30YR 4.5% 11/01/2052#CB5124 | 2.35 mm | 2.56 mm principal | 0.08 | ABS-mortgage backed security | Long | USA |
WMB Williams Cos Inc | 2.34 mm | 2.57 mm principal | 0.08 | Debt | Long | USA |
DRYDEN 98 CLO LTD TSFR3M+130 04/20/2035 144A | 2.31 mm | 2.35 mm principal | 0.08 | ABS-collateralized bond/debt obligation | Long | Cayman Islands |
Spectrum Management Holding Company, LLC | 2.30 mm | 2.54 mm principal | 0.08 | Debt | Long | USA |
FEDERAL NAT MTG ASN GTD REM PA 2% 10/25/2047 | 2.30 mm | 2.80 mm principal | 0.08 | ABS-collateralized bond/debt obligation | Long | USA |
FNMA 30YR 2.5% 07/01/2051#CB0997 | 2.29 mm | 2.85 mm principal | 0.08 | ABS-mortgage backed security | Long | USA |
GSMS 2021-IP B TSFR1M+166.448 10/15/2036 144A | 2.28 mm | 2.45 mm principal | 0.08 | ABS-mortgage backed security | Long | USA |
FNMA 15YR 3% 02/01/2034#FS4276 | 2.28 mm | 2.47 mm principal | 0.08 | ABS-mortgage backed security | Long | USA |
JBS USA LUX SA / JBS FOOD CO / JBS USA FINANCE INC 5.75% 04/01/2033 | 2.27 mm | 2.49 mm principal | 0.08 | Debt | Long | USA |
MPLX MPLX LP | 2.27 mm | 2.49 mm principal | 0.08 | Debt | Long | USA |
FNMA 15YR 3.5% 12/01/2035#FM7459 | 2.26 mm | 2.42 mm principal | 0.08 | ABS-mortgage backed security | Long | USA |