|
United States Treasury Note/Bond
|
45.13 mm |
46.06 mm principal |
20.47 |
Debt |
Long |
USA |
|
United States Treasury Note/Bond
|
42.81 mm |
43.27 mm principal |
19.42 |
Debt |
Long |
USA |
|
United States Treasury Note/Bond
|
20.41 mm |
20.70 mm principal |
9.26 |
Debt |
Long |
USA |
|
United States Treasury Note/Bond
|
11.34 mm |
11.47 mm principal |
5.14 |
Debt |
Long |
USA |
|
United States Treasury Note/Bond
|
8.74 mm |
8.83 mm principal |
3.96 |
Debt |
Long |
USA |
|
United States Treasury Note/Bond
|
6.01 mm |
6.02 mm principal |
2.73 |
Debt |
Long |
USA |
|
United States Treasury Note/Bond
|
5.67 mm |
5.74 mm principal |
2.57 |
Debt |
Long |
USA |
|
United States Treasury Note/Bond
|
4.95 mm |
4.99 mm principal |
2.25 |
Debt |
Long |
USA |
|
Federal Home Loan Banks
|
1.94 mm |
2.00 mm principal |
0.88 |
Debt |
Long |
USA |
|
United States Treasury Note/Bond
|
1.61 mm |
1.65 mm principal |
0.73 |
Debt |
Long |
USA |
|
United States Treasury Note/Bond
|
1.56 mm |
1.75 mm principal |
0.71 |
Debt |
Long |
USA |
|
United States Treasury Note/Bond
|
1.41 mm |
1.43 mm principal |
0.64 |
Debt |
Long |
USA |
|
WEA Finance LLC / Westfield UK & Europe Finance PLC
|
1.03 mm |
1.07 mm principal |
0.47 |
Debt |
Long |
USA |
|
United States Treasury Note/Bond
|
1.03 mm |
1.05 mm principal |
0.47 |
Debt |
Long |
USA |
|
United States Treasury Note/Bond
|
962.46 k |
983.20 k principal |
0.44 |
Debt |
Long |
USA |
|
World Omni Select Auto Trust 2023-A
|
954.71 k |
956.24 k principal |
0.43 |
ABS-other |
Long |
USA |
|
Hyundai Capital America
|
921.65 k |
1.01 mm principal |
0.42 |
Debt |
Long |
USA |
|
Bellemeade Re 2022-2 Ltd
|
881.22 k |
857.95 k principal |
0.40 |
ABS-mortgage backed security |
Long |
USA |
|
Fannie Mae Connecticut Avenue Securities
|
813.15 k |
818.00 k principal |
0.37 |
ABS-mortgage backed security |
Long |
USA |
|
Federal National Mortgage Association
|
801.52 k |
810.00 k principal |
0.36 |
Debt |
Long |
USA |
|
Freddie Mac STACR REMIC Trust 2022-DNA7
|
790.08 k |
777.71 k principal |
0.36 |
ABS-mortgage backed security |
Long |
USA |
|
Delta Air Lines Inc / SkyMiles IP Ltd
|
763.99 k |
787.51 k principal |
0.35 |
Debt |
Long |
XX |
|
Hardee's Funding LLC
|
760.73 k |
851.74 k principal |
0.35 |
ABS-other |
Long |
USA |
|
BFLD Trust
|
759.88 k |
795.00 k principal |
0.34 |
ABS-mortgage backed security |
Long |
USA |
|
Kubota Credit Owner Trust 2023-1
|
755.95 k |
760.00 k principal |
0.34 |
ABS-other |
Long |
USA |
|
SMFG
Sumitomo Mitsui Financial Group, Inc.
|
749.33 k |
757.00 k principal |
0.34 |
Debt |
Long |
Japan |
|
HSBC
HSBC Holdings plc
|
747.23 k |
790.00 k principal |
0.34 |
Debt |
Long |
UK |
|
Magnetite XXVI Ltd
|
735.25 k |
739.47 k principal |
0.33 |
ABS-collateralized bond/debt obligation |
Long |
Cayman Islands |
|
Westlake Automobile Receivables Trust 2023-1
|
730.96 k |
732.95 k principal |
0.33 |
ABS-other |
Long |
USA |
|
VASA Trust 2021-VASA
|
726.04 k |
830.00 k principal |
0.33 |
ABS-mortgage backed security |
Long |
USA |
|
AREIT 2022-CRE6 Trust
|
718.31 k |
728.22 k principal |
0.33 |
ABS-collateralized bond/debt obligation |
Long |
Cayman Islands |
|
Enterprise Fleet Financing 2023-2 LLC
|
714.45 k |
720.00 k principal |
0.32 |
ABS-other |
Long |
USA |
|
AIB Group PLC
|
693.27 k |
681.00 k principal |
0.31 |
Debt |
Long |
Ireland |
|
Bellemeade Re Ltd
|
686.41 k |
684.39 k principal |
0.31 |
ABS-mortgage backed security |
Long |
Bermuda |
|
AGL CLO 12 Ltd
|
679.70 k |
685.66 k principal |
0.31 |
ABS-collateralized bond/debt obligation |
Long |
Cayman Islands |
|
Connecticut Avenue Securities Trust 2022-R08
|
673.71 k |
661.57 k principal |
0.31 |
ABS-mortgage backed security |
Long |
USA |
|
Freddie Mac Structured Agency Credit Risk Debt Notes
|
670.75 k |
656.43 k principal |
0.30 |
ABS-mortgage backed security |
Long |
USA |
|
Santander Consumer Auto Receivables Trust 2021-A
|
668.05 k |
727.00 k principal |
0.30 |
ABS-other |
Long |
USA |
|
CNQ
Canadian Natural Resources Limited
|
618.31 k |
663.00 k principal |
0.28 |
Debt |
Long |
Canada |
|
Glencore Funding LLC
|
616.75 k |
623.00 k principal |
0.28 |
Debt |
Long |
USA |
|
SCBFY
Standard Chartered PLC
|
610.75 k |
621.00 k principal |
0.28 |
Debt |
Long |
UK |
|
Federal Farm Credit Banks Funding Corp
|
598.81 k |
605.00 k principal |
0.27 |
Debt |
Long |
USA |
|
BBVA
Banco Bilbao Vizcaya Argentaria, S.A.
|
593.81 k |
600.00 k principal |
0.27 |
Debt |
Long |
Spain |
|
Toyota Motor Credit Corp
|
587.93 k |
594.00 k principal |
0.27 |
Debt |
Long |
USA |
|
United States Treasury Note/Bond
|
580.13 k |
585.80 k principal |
0.26 |
Debt |
Long |
USA |
|
Long: BS2LRD1 IRS USD R V 00MSOFR IS2LRE2 CCPOIS / Short: BS2LRD1 IRS USD P F 1.36500 IS2LRD1 CCPOIS
|
572.60 k |
2.83 mm other units |
0.26 |
Interest rate derivative |
N/A |
USA |
|
Flagship Credit Auto Trust 2020-4
|
567.88 k |
583.80 k principal |
0.26 |
ABS-other |
Long |
USA |
|
HSBC
HSBC Holdings plc
|
566.82 k |
595.00 k principal |
0.26 |
Debt |
Long |
UK |
|
KD
Kyndryl Holdings, Inc.
|
558.64 k |
641.00 k principal |
0.25 |
Debt |
Long |
USA |
|
CLR
Continental Resources Inc (OKLA)
|
547.56 k |
618.00 k principal |
0.25 |
Debt |
Long |
USA |
|
Freddie Mac STACR REMIC Trust 2021-DNA7
|
537.21 k |
542.77 k principal |
0.24 |
ABS-mortgage backed security |
Long |
USA |
|
Hertz Vehicle Financing III LLC
|
526.57 k |
562.00 k principal |
0.24 |
ABS-other |
Long |
USA |
|
BBCMS 2020-BID Mortgage Trust
|
519.91 k |
546.00 k principal |
0.24 |
ABS-mortgage backed security |
Long |
USA |
|
CPS Auto Receivables Trust 2022-D
|
515.35 k |
515.86 k principal |
0.23 |
ABS-other |
Long |
USA |
|
Harley-Davidson Financial Services Inc
|
514.60 k |
577.00 k principal |
0.23 |
Debt |
Long |
USA |
|
Fannie Mae Pool
|
514.51 k |
522.44 k principal |
0.23 |
ABS-mortgage backed security |
Long |
USA |
|
GSF 2021 1 ISSUER LLC
|
505.63 k |
538.00 k principal |
0.23 |
ABS-other |
Long |
USA |
|
Avant Loans Funding Trust 2021-REV1
|
496.02 k |
502.42 k principal |
0.23 |
ABS-other |
Long |
USA |
|
Credit Suisse Group AG
|
477.43 k |
479.00 k principal |
0.22 |
Debt |
Long |
Switzerland |
|
Bellemeade Re 2021-2 Ltd
|
474.86 k |
479.99 k principal |
0.22 |
ABS-mortgage backed security |
Long |
USA |
|
HFX FUNDING ISSUER
|
451.71 k |
470.00 k principal |
0.20 |
ABS-mortgage backed security |
Long |
USA |
|
Goldentree Loan Management US Clo 7 Ltd
|
449.12 k |
452.82 k principal |
0.20 |
ABS-collateralized bond/debt obligation |
Long |
Cayman Islands |
|
Rad CLO 7 Ltd
|
442.46 k |
444.38 k principal |
0.20 |
ABS-collateralized bond/debt obligation |
Long |
Cayman Islands |
|
Federal Home Loan Banks
|
440.06 k |
445.00 k principal |
0.20 |
Debt |
Long |
USA |
|
PM
Philip Morris International Inc.
|
437.45 k |
445.00 k principal |
0.20 |
Debt |
Long |
USA |
|
Research-Driven Pagaya Motor Asset Trust VII
|
429.76 k |
436.83 k principal |
0.19 |
ABS-other |
Long |
USA |
|
JPMorgan Chase & Co
|
423.11 k |
426.00 k principal |
0.19 |
Debt |
Long |
USA |
|
DT Auto Owner Trust 2023-1
|
421.99 k |
423.41 k principal |
0.19 |
ABS-other |
Long |
USA |
|
Santander UK Group Holdings PLC
|
409.14 k |
407.00 k principal |
0.19 |
Debt |
Long |
UK |
|
AMZN
Amazon.com, Inc.
|
403.35 k |
412.00 k principal |
0.18 |
Debt |
Long |
USA |
|
PM
Philip Morris International Inc.
|
402.06 k |
407.00 k principal |
0.18 |
Debt |
Long |
USA |
|
Freddie Mac STACR REMIC Trust 2023-DNA1
|
395.40 k |
391.80 k principal |
0.18 |
ABS-mortgage backed security |
Long |
USA |
|
Freddie Mac STACR REMIC Trust 2021-HQA4
|
394.69 k |
402.19 k principal |
0.18 |
ABS-mortgage backed security |
Long |
USA |
|
Freddie Mac STACR REMIC Trust 2022-HQA1
|
389.95 k |
386.81 k principal |
0.18 |
ABS-mortgage backed security |
Long |
USA |
|
Prestige Auto Receivables Trust 2022-1
|
389.43 k |
389.85 k principal |
0.18 |
ABS-other |
Long |
USA |
|
Santander Drive Auto Receivables Trust 2020-4
|
384.63 k |
394.88 k principal |
0.17 |
ABS-other |
Long |
USA |
|
Freddie Mac STACR REMIC Trust 2022-DNA5
|
382.95 k |
373.32 k principal |
0.17 |
ABS-mortgage backed security |
Long |
USA |
|
PH
Parker-Hannifin Corporation
|
382.43 k |
389.00 k principal |
0.17 |
Debt |
Long |
USA |
|
GS Mortgage Securities Trust 2011-GC5
|
368.44 k |
384.79 k principal |
0.17 |
ABS-mortgage backed security |
Long |
USA |
|
LVS
Las Vegas Sands Corp.
|
366.08 k |
393.00 k principal |
0.17 |
Debt |
Long |
USA |
|
CNH Industrial Capital LLC
|
364.48 k |
376.00 k principal |
0.17 |
Debt |
Long |
USA |
|
Vornado Realty LP
|
361.81 k |
426.00 k principal |
0.16 |
Debt |
Long |
USA |
|
LKQ
LKQ Corporation
|
359.54 k |
368.00 k principal |
0.16 |
Debt |
Long |
USA |
|
UBS-Barclays Commercial Mortgage Trust 2013-C5
|
358.55 k |
505.18 k principal |
0.16 |
ABS-mortgage backed security |
Long |
USA |
|
Var Energi ASA
|
358.29 k |
349.00 k principal |
0.16 |
Debt |
Long |
Norway |
|
GSF 2021 1 ISSUER LLC
|
357.96 k |
380.72 k principal |
0.16 |
ABS-other |
Long |
USA |
|
Caterpillar Financial Services Corp
|
356.01 k |
358.00 k principal |
0.16 |
Debt |
Long |
USA |
|
Donlen Fleet Lease Funding 2 LLC
|
354.86 k |
371.00 k principal |
0.16 |
ABS-other |
Long |
USA |
|
TMO
Thermo Fisher Scientific Inc.
|
354.07 k |
358.00 k principal |
0.16 |
Debt |
Long |
USA |
|
AXP
American Express Company
|
353.79 k |
359.00 k principal |
0.16 |
Debt |
Long |
USA |
|
OKE
ONEOK, Inc.
|
353.68 k |
356.00 k principal |
0.16 |
Debt |
Long |
USA |
|
Fannie Mae Connecticut Avenue Securities
|
348.96 k |
351.81 k principal |
0.16 |
ABS-mortgage backed security |
Long |
USA |
|
Danske Bank A/S
|
347.66 k |
353.00 k principal |
0.16 |
Debt |
Long |
Denmark |
|
Warnermedia Holdings Inc
|
346.69 k |
359.00 k principal |
0.16 |
Debt |
Long |
USA |
|
Santander Bank Auto Credit-Linked Notes Series 2022-B
|
346.36 k |
348.47 k principal |
0.16 |
ABS-other |
Long |
USA |
|
Morgan Stanley Capital I Trust 2019-BPR
|
344.07 k |
365.00 k principal |
0.16 |
ABS-mortgage backed security |
Long |
USA |
|
ING Groep NV
|
341.54 k |
343.00 k principal |
0.15 |
Debt |
Long |
Netherlands |
|
Bank of Ireland Group PLC
|
340.64 k |
343.00 k principal |
0.15 |
Debt |
Long |
Ireland |
|
LAD Auto Receivables Trust 2022-1
|
338.58 k |
341.18 k principal |
0.15 |
ABS-other |
Long |
USA |
|
First Investors Auto Owner Trust 2021-1
|
336.86 k |
351.00 k principal |
0.15 |
ABS-other |
Long |
USA |
|
MRO
Marathon Oil Corp
|
330.99 k |
352.00 k principal |
0.15 |
Debt |
Long |
USA |
|
Tricolor Auto Securitization Trust 2023-1
|
330.50 k |
331.22 k principal |
0.15 |
ABS-other |
Long |
USA |
|
College Ave Student Loans 2021-C LLC
|
329.35 k |
382.64 k principal |
0.15 |
ABS-other |
Long |
USA |
|
Societe Generale SA
|
326.12 k |
367.00 k principal |
0.15 |
Debt |
Long |
France |
|
Prosus NV
|
325.25 k |
367.00 k principal |
0.15 |
Debt |
Long |
Netherlands |
|
Connecticut Avenue Securities Trust 2023-R02
|
320.16 k |
316.01 k principal |
0.15 |
ABS-mortgage backed security |
Long |
USA |
|
Dryden 78 CLO Ltd
|
316.30 k |
320.00 k principal |
0.14 |
ABS-collateralized bond/debt obligation |
Long |
Cayman Islands |
|
GCT Commercial Mortgage Trust 2021-GCT
|
309.47 k |
469.01 k principal |
0.14 |
ABS-mortgage backed security |
Long |
USA |
|
Freddie Mac Structured Agency Credit Risk Debt Notes
|
307.05 k |
304.19 k principal |
0.14 |
ABS-mortgage backed security |
Long |
USA |
|
Freddie Mac STACR REMIC Trust 2022-DNA1
|
299.08 k |
301.89 k principal |
0.14 |
ABS-mortgage backed security |
Long |
USA |
|
Freddie Mac STACR REMIC Trust 2022-DNA2
|
298.02 k |
298.78 k principal |
0.14 |
ABS-mortgage backed security |
Long |
USA |
|
Australia & New Zealand Banking Group Ltd
|
291.22 k |
294.00 k principal |
0.13 |
Debt |
Long |
Australia |
|
Santander Bank Auto Credit-Linked Notes Series 2022-C
|
291.06 k |
291.88 k principal |
0.13 |
ABS-other |
Long |
USA |
|
MVW 2021-2 LLC
|
280.79 k |
311.49 k principal |
0.13 |
ABS-other |
Long |
USA |
|
Dext ABS 2021-1 LLC
|
279.27 k |
289.16 k principal |
0.13 |
ABS-other |
Long |
USA |
|
Nationwide Building Society
|
277.26 k |
310.00 k principal |
0.13 |
Debt |
Long |
UK |
|
Fannie Mae Connecticut Avenue Securities
|
276.46 k |
278.55 k principal |
0.13 |
ABS-mortgage backed security |
Long |
USA |
|
Societe Generale SA
|
272.66 k |
273.00 k principal |
0.12 |
Debt |
Long |
France |
|
Freddie Mac STACR REMIC Trust 2022-DNA4
|
271.92 k |
269.08 k principal |
0.12 |
ABS-mortgage backed security |
Long |
USA |
|
Nelnet Student Loan Trust 2021-C
|
270.47 k |
302.19 k principal |
0.12 |
ABS-other |
Long |
USA |
|
Public Service Electric & Gas Co
|
267.49 k |
266.00 k principal |
0.12 |
Debt |
Long |
USA |
|
Aviation Capital Group LLC
|
267.47 k |
298.00 k principal |
0.12 |
Debt |
Long |
USA |
|
NMEF Funding 2022-B LLC
|
264.51 k |
265.68 k principal |
0.12 |
ABS-other |
Long |
USA |
|
MUFG
Mitsubishi UFJ Financial Group, Inc.
|
263.85 k |
267.00 k principal |
0.12 |
Debt |
Long |
Japan |
|
ACM Auto Trust 2023-1
|
263.68 k |
263.93 k principal |
0.12 |
ABS-other |
Long |
USA |
|
Cooperatieve Rabobank UA
|
262.62 k |
282.00 k principal |
0.12 |
Debt |
Long |
Netherlands |
|
Fannie Mae Connecticut Avenue Securities
|
261.76 k |
263.48 k principal |
0.12 |
ABS-mortgage backed security |
Long |
USA |
|
Freddie Mac STACR REMIC Trust 2021-DNA6
|
251.64 k |
252.10 k principal |
0.11 |
ABS-mortgage backed security |
Long |
USA |
|
Fannie Mae REMICS
|
250.83 k |
260.15 k principal |
0.11 |
ABS-mortgage backed security |
Long |
USA |
|
Elevation CLO 2020-11 Ltd
|
242.51 k |
250.00 k principal |
0.11 |
ABS-collateralized bond/debt obligation |
Long |
Cayman Islands |
|
Alexander Funding Trust II
|
239.80 k |
240.00 k principal |
0.11 |
Debt |
Long |
USA |
|
Santander Bank Auto Credit-Linked Notes Series 2022-A
|
239.54 k |
242.49 k principal |
0.11 |
ABS-other |
Long |
USA |
|
BAT International Finance PLC
|
233.53 k |
238.00 k principal |
0.11 |
Debt |
Long |
UK |
|
ZTS
Zoetis Inc.
|
229.04 k |
230.00 k principal |
0.10 |
Debt |
Long |
USA |
|
Freddie Mac REMICS
|
228.50 k |
234.68 k principal |
0.10 |
ABS-mortgage backed security |
Long |
USA |
|
Amur Equipment Finance Receivables XI LLC
|
228.48 k |
230.67 k principal |
0.10 |
ABS-other |
Long |
USA |
|
CaixaBank SA
|
228.02 k |
228.00 k principal |
0.10 |
Debt |
Long |
Spain |
|
Foursight Capital Automobile Receivables Trust 2021-1
|
225.67 k |
229.00 k principal |
0.10 |
ABS-other |
Long |
USA |
|
LVS
Las Vegas Sands Corp.
|
219.62 k |
227.00 k principal |
0.10 |
Debt |
Long |
USA |
|
AMT
American Tower Corporation
|
217.89 k |
235.00 k principal |
0.10 |
Debt |
Long |
USA |
|
TSMC Arizona Corp
|
215.75 k |
227.00 k principal |
0.10 |
Debt |
Long |
USA |
|
Aircastle Ltd
|
210.53 k |
215.00 k principal |
0.10 |
Debt |
Long |
Bermuda |
|
Westlake Automobile Receivables Trust 2020-3
|
206.71 k |
208.04 k principal |
0.09 |
ABS-other |
Long |
USA |
|
General Motors Financial Co Inc
|
205.99 k |
211.00 k principal |
0.09 |
Debt |
Long |
USA |
|
CPS Auto Receivables Trust 2023-A
|
203.20 k |
203.69 k principal |
0.09 |
ABS-other |
Long |
USA |
|
Intesa Sanpaolo SpA
|
203.19 k |
201.00 k principal |
0.09 |
Debt |
Long |
Italy |
|
SCBFY
Standard Chartered PLC
|
198.97 k |
200.00 k principal |
0.09 |
Debt |
Long |
UK |
|
Freddie Mac REMICS
|
196.36 k |
202.63 k principal |
0.09 |
ABS-mortgage backed security |
Long |
USA |
|
Ginnie Mae I Pool
|
193.95 k |
198.50 k principal |
0.09 |
ABS-mortgage backed security |
Long |
USA |
|
Freddie Mac Pool
|
192.37 k |
219.75 k principal |
0.09 |
ABS-mortgage backed security |
Long |
USA |
|
SYF
Synchrony Financial
|
190.00 k |
199.00 k principal |
0.09 |
Debt |
Long |
USA |
|
Freddie Mac Pool
|
189.73 k |
217.12 k principal |
0.09 |
ABS-mortgage backed security |
Long |
USA |
|
Banco Santander SA
|
184.59 k |
200.00 k principal |
0.08 |
Debt |
Long |
Spain |
|
CPS Auto Receivables Trust 2021-B
|
184.41 k |
186.50 k principal |
0.08 |
ABS-other |
Long |
USA |
|
Neighborly Issuer LLC
|
184.29 k |
220.97 k principal |
0.08 |
ABS-other |
Long |
USA |
|
DT Auto Owner Trust 2021-2
|
180.91 k |
185.00 k principal |
0.08 |
ABS-other |
Long |
USA |
|
Ford Credit Auto Owner Trust 2021-REV1
|
180.21 k |
202.00 k principal |
0.08 |
ABS-other |
Long |
USA |
|
SYF
Synchrony Financial
|
179.27 k |
204.00 k principal |
0.08 |
Debt |
Long |
USA |
|
Freddie Mac REMICS
|
176.58 k |
187.54 k principal |
0.08 |
ABS-mortgage backed security |
Long |
USA |
|
Carmax Auto Owner Trust 2021-1
|
175.38 k |
190.00 k principal |
0.08 |
ABS-other |
Long |
USA |
|
CLNY Trust 2019-IKPR
|
166.03 k |
180.00 k principal |
0.08 |
ABS-mortgage backed security |
Long |
USA |
|
Deutsche Bank AG/New York NY
|
164.96 k |
164.00 k principal |
0.07 |
Debt |
Long |
Germany |
|
Fannie Mae Connecticut Avenue Securities
|
162.68 k |
157.19 k principal |
0.07 |
ABS-mortgage backed security |
Long |
USA |
|
Santander Holdings USA Inc
|
160.56 k |
185.00 k principal |
0.07 |
Debt |
Long |
USA |
|
Carvana Auto Receivables Trust 2021-N1
|
158.38 k |
169.66 k principal |
0.07 |
ABS-other |
Long |
USA |
|
Santander Holdings USA Inc
|
155.14 k |
159.00 k principal |
0.07 |
Debt |
Long |
USA |
|
BAMLL Commercial Mortgage Securities Trust 2013-WBRK
|
146.71 k |
185.00 k principal |
0.07 |
ABS-mortgage backed security |
Long |
USA |
|
Fannie Mae REMICS
|
145.84 k |
151.00 k principal |
0.07 |
ABS-mortgage backed security |
Long |
USA |
|
AMT
American Tower Corporation
|
143.87 k |
145.00 k principal |
0.07 |
Debt |
Long |
USA |
|
Freddie Mac Pool
|
138.42 k |
158.29 k principal |
0.06 |
ABS-mortgage backed security |
Long |
USA |
|
JPMorgan Chase Bank NA - CACLN
|
135.04 k |
138.41 k principal |
0.06 |
ABS-other |
Long |
USA |
|
Freddie Mac STACR REMIC Trust 2021-DNA5
|
133.32 k |
133.45 k principal |
0.06 |
ABS-mortgage backed security |
Long |
USA |
|
Natixis Commercial Mortgage Securities Trust 2019-MILE
|
128.25 k |
140.61 k principal |
0.06 |
ABS-mortgage backed security |
Long |
USA |
|
Voya CLO 2019-1 Ltd
|
124.01 k |
130.00 k principal |
0.06 |
ABS-collateralized bond/debt obligation |
Long |
Cayman Islands |
|
Atalaya Equipment Leasing Trust 21-1
|
120.65 k |
122.47 k principal |
0.05 |
ABS-other |
Long |
USA |
|
JPMorgan Chase Bank NA - CACLN
|
116.25 k |
119.71 k principal |
0.05 |
ABS-other |
Long |
USA |
|
NEW JERSEY ST TURNPIKE AUTH TURNPIKE REVENUE
|
114.16 k |
125.00 k principal |
0.05 |
Debt |
Long |
USA |
|
Bellemeade Re 2021-2 Ltd
|
112.35 k |
112.58 k principal |
0.05 |
ABS-mortgage backed security |
Long |
Bermuda |
|
LSTAR Commercial Mortgage Trust 2016-4
|
111.17 k |
114.47 k principal |
0.05 |
ABS-mortgage backed security |
Long |
USA |
|
Fannie Mae Connecticut Avenue Securities
|
110.48 k |
110.62 k principal |
0.05 |
ABS-mortgage backed security |
Long |
USA |
|
Freddie Mac Pool
|
106.73 k |
121.96 k principal |
0.05 |
ABS-mortgage backed security |
Long |
USA |
|
Triangle Re 2021-3 Ltd
|
102.51 k |
102.37 k principal |
0.05 |
ABS-mortgage backed security |
Long |
Bermuda |
|
AMT
American Tower Corporation
|
102.46 k |
106.00 k principal |
0.05 |
Debt |
Long |
USA |
|
Exeter Automobile Receivables Trust 2021-2
|
99.70 k |
100.41 k principal |
0.05 |
ABS-other |
Long |
USA |
|
Lendbuzz Securitization Trust 2023-2
|
94.25 k |
94.25 k principal |
0.04 |
ABS-other |
Long |
USA |
|
Nelnet Student Loan Trust 2021-D
|
89.71 k |
99.83 k principal |
0.04 |
ABS-other |
Long |
USA |
|
Cajun Global LLC
|
87.65 k |
100.30 k principal |
0.04 |
ABS-other |
Long |
USA |
|
Aviation Capital Group LLC
|
86.32 k |
99.00 k principal |
0.04 |
Debt |
Long |
USA |
|
Drive Auto Receivables Trust 2021-1
|
75.78 k |
76.69 k principal |
0.03 |
ABS-other |
Long |
USA |
|
American Credit Acceptance Receivables Trust 2022-3
|
72.70 k |
72.77 k principal |
0.03 |
ABS-other |
Long |
USA |
|
United Auto Credit Securitization Trust 2022-2
|
67.36 k |
67.43 k principal |
0.03 |
ABS-other |
Long |
USA |
|
Aviation Capital Group LLC
|
63.92 k |
65.00 k principal |
0.03 |
Debt |
Long |
USA |
|
PMT Credit Risk Transfer Trust 2019-2R
|
62.18 k |
62.26 k principal |
0.03 |
ABS-mortgage backed security |
Long |
USA |
|
JPN 10Y BOND(OSE) DEC23
|
59.65 k |
-8.00 contracts |
0.03 |
Interest rate derivative |
N/A |
Japan |
|
JPMorgan Chase Bank NA - CHASE
|
48.83 k |
48.80 k principal |
0.02 |
ABS-mortgage backed security |
Long |
USA |
|
Freddie Mac Structured Agency Credit Risk Debt Notes
|
43.61 k |
43.10 k principal |
0.02 |
ABS-mortgage backed security |
Long |
USA |
|
Affirm Asset Securitization Trust 2021-Z1
|
36.83 k |
37.46 k principal |
0.02 |
ABS-other |
Long |
USA |
|
Fannie Mae Connecticut Avenue Securities
|
28.68 k |
27.84 k principal |
0.01 |
ABS-mortgage backed security |
Long |
USA |
|
Fannie Mae Connecticut Avenue Securities
|
26.27 k |
26.36 k principal |
0.01 |
ABS-mortgage backed security |
Long |
USA |
|
Ginnie Mae I Pool
|
25.52 k |
24.80 k principal |
0.01 |
ABS-mortgage backed security |
Long |
USA |
