Portfolio moves
Net position changes between two of this fund's N-PORT snapshots. These are differences between point-in-time reports — not a trade log — and share counts can be affected by splits and other corporate actions.
Sep 30, 2024 → Dec 31, 2024
Expand a category to see the positions behind it, ranked by weight.
| Security | Shares Sep 2024 | Shares Dec 2024 | Δ shares | End % | Δ value |
|---|---|---|---|---|---|
| U.S. Treasury Bills | 0 | 120,000,000 | 120,000,000 | 1.73% | $119.70M |
| U.S. Treasury Bills | 0 | 100,000,000 | 100,000,000 | 1.44% | $99.94M |
| U.S. Treasury Bills | 0 | 50,000,000 | 50,000,000 | 0.72% | $49.89M |
| PRUDENTIAL FUNDING LLC | 0 | 45,000,000 | 45,000,000 | 0.65% | $44.99M |
| U.S. Treasury Bills | 0 | 40,000,000 | 40,000,000 | 0.58% | $39.94M |
| WISCONSIN PWR + LT CO D 0.0 02JAN25 | 0 | 31,500,000 | 31,500,000 | 0.45% | $31.49M |
| ERAC USA FIN LLC DISC C 0.0 02JAN25 | 0 | 31,500,000 | 31,500,000 | 0.45% | $31.49M |
| CENTERPOINT ENERGY RES 0.0 02JAN25 | 0 | 31,500,000 | 31,500,000 | 0.45% | $31.49M |
| AUTOZONE INC DISC COML 0.0 02JAN25 | 0 | 31,500,000 | 31,500,000 | 0.45% | $31.49M |
| CONSOLIDATED EDISON INC | 0 | 31,500,000 | 31,500,000 | 0.45% | $31.49M |
| TARGA RES CORP DIS 0.0 02JAN25 144A | 0 | 31,500,000 | 31,500,000 | 0.45% | $31.49M |
| WEC ENERGY GROUP INC DI 0.0 06JAN25 | 0 | 31,500,000 | 31,500,000 | 0.45% | $31.48M |
| ERP OPER LTD PARTNERSHI 0.0 06JAN25 | 0 | 31,500,000 | 31,500,000 | 0.45% | $31.48M |
| EVERSOURCE ENERGY DISC 0.0 13JAN25 | 0 | 31,500,000 | 31,500,000 | 0.45% | $31.45M |
| FISERV INC DISC COML PA 0.0 06JAN25 | 0 | 28,900,000 | 28,900,000 | 0.42% | $28.88M |
| FNCL 6 1/26 | 0 | 28,400,000 | 28,400,000 | 0.41% | $28.53M |
| AmeriCredit Automobile Receivables Trust 2024-1 | 0 | 26,981,329 | 26,981,329 | 0.39% | $27.01M |
| JBS USA HLDG LUX S A R 0.0 02JAN25 | 0 | 25,000,000 | 25,000,000 | 0.36% | $24.99M |
| JABIL INC DISC COM 0.0 02JAN25 144A | 0 | 25,000,000 | 25,000,000 | 0.36% | $24.99M |
| FNCL 6.5 1/26 | 0 | 23,600,000 | 23,600,000 | 0.35% | $24.09M |
| FS Rialto Issuer LLC, Series 2024-FL9, Class A | 0 | 23,030,000 | 23,030,000 | 0.33% | $22.98M |
| SK HYNIX INC | 0 | 21,862,000 | 21,862,000 | 0.32% | $22.11M |
| U.S. Bank National Association | 0 | 20,930,000 | 20,930,000 | 0.30% | $20.92M |
| BOSTON SCIENTIFIC CO | 0 | 20,800,000 | 20,800,000 | 0.30% | $20.78M |
| Golub Capital Partners CLO 61M | 0 | 20,460,000 | 20,460,000 | 0.30% | $20.46M |
| SABINE PASS LIQU | 0 | 20,000,000 | 20,000,000 | 0.29% | $20.19M |
| STACR 2024-DNA3 A1 144A FRN 10-25-44 | 0 | 19,980,288 | 19,980,288 | 0.29% | $20.02M |
| DUKE ENERGY CORP D 0.0 03JAN25 144A | 0 | 19,300,000 | 19,300,000 | 0.28% | $19.29M |
| CPE 07 01 25 MHK US USD F 4.6 | 0 | 19,000,000 | 19,000,000 | 0.27% | $18.98M |
| MF1, Series 2024-FL16, Class A | 0 | 18,850,000 | 18,850,000 | 0.27% | $18.84M |
| LSEGA FING PLC DIS 0.0 06JAN25 144A | 0 | 18,473,000 | 18,473,000 | 0.27% | $18.46M |
| STACR 2024-HQA1 A1 | 0 | 18,222,912 | 18,222,912 | 0.26% | $18.29M |
| PNC BANK NA SR UNSECURED 01/27 VAR | 0 | 16,520,000 | 16,520,000 | 0.24% | $16.52M |
| AMERICAN HONDA FINANCE CORP FRN SOFR+55 05/11/2026 | 0 | 16,000,000 | 16,000,000 | 0.23% | $16.00M |
| TRANSCONT GAS PL | 0 | 15,600,000 | 15,600,000 | 0.23% | $15.99M |
| NATIONAL AUSTRALIA BANK LTD FRN SOFR+60 10/26/2027 144A | 0 | 15,430,000 | 15,430,000 | 0.22% | $15.45M |
| ALIMENTATION COUCHE- | 0 | 15,400,000 | 15,400,000 | 0.22% | $15.39M |
| MF1 MULTIFAMILY HOUSING MORTGA MF1 2024 FL14 A 144A | 0 | 13,801,000 | 13,801,000 | 0.20% | $13.82M |
| TOYOTA MOTOR CREDIT CORP SR UNSECURED 04/26 VAR | 0 | 13,710,000 | 13,710,000 | 0.20% | $13.72M |
| O REILLY AUTOMOTIVE INC 0.0 06JAN25 | 0 | 13,650,000 | 13,650,000 | 0.20% | $13.64M |
| Pacific Life Global Funding II | 0 | 13,600,000 | 13,600,000 | 0.20% | $13.59M |
| SPRINT LLC SR UNSEC 7.625% 03-01-26 | 0 | 13,000,000 | 13,000,000 | 0.19% | $13.29M |
| WILLIAMS COS INC | 0 | 13,000,000 | 13,000,000 | 0.19% | $13.09M |
| MF1 MULTIFAMILY HOUSING MORTGA MF1 2021 FL7 A 144A | 0 | 13,127,559 | 13,127,559 | 0.19% | $13.08M |
| GLS AUTO RECEIVABLES TRUST GCAR 2024 4A A2 144A | 0 | 12,750,000 | 12,750,000 | 0.18% | $12.76M |
| KeyCorp | 0 | 12,245,000 | 12,245,000 | 0.18% | $12.26M |
| Tricolor Auto Securitization Trust, Series 2024-3A, Class A | 0 | 12,167,754 | 12,167,754 | 0.18% | $12.20M |
| ELEMENT FLEET MANAGEMENT CORP | 0 | 12,000,000 | 12,000,000 | 0.17% | $11.94M |
| Upgrade Receivables Trust, Series 2024-1A, Class A | 0 | 11,900,000 | 11,900,000 | 0.17% | $11.90M |
| SHERWIN WILLIAMS CO DIS 0.0 13JAN25 | 0 | 11,800,000 | 11,800,000 | 0.17% | $11.78M |
| New York Life Global Funding | 0 | 11,000,000 | 11,000,000 | 0.16% | $11.03M |
| Mizuho Markets Cayman LP | 0 | 11,000,000 | 11,000,000 | 0.16% | $11.00M |
| BX TRUST BX 2024 SLCT A 144A | 0 | 10,710,000 | 10,710,000 | 0.15% | $10.69M |
| WLAKE 2024-3A A2A 144A 4.82% 09-15-27 | 0 | 10,510,000 | 10,510,000 | 0.15% | $10.53M |
| BANK OF AMER CRP | 0 | 10,417,000 | 10,417,000 | 0.15% | $10.37M |
| LLOYDS BK GR PLC | 0 | 10,245,000 | 10,245,000 | 0.15% | $10.27M |
| PAGAYA AI DEBT SELECTION TRUST PAID 2024 11 A 144A | 0 | 10,000,000 | 10,000,000 | 0.14% | $10.01M |
| ENERGY TRANSFER L P DIS 0.0 02JAN25 | 0 | 10,000,000 | 10,000,000 | 0.14% | $10.00M |
| TRUIST BANK | 0 | 10,000,000 | 10,000,000 | 0.14% | $9.79M |
| Sound Point CLO V-R Ltd., Series 2014-1RA, Class A | 0 | 9,283,421 | 9,283,421 | 0.13% | $9.30M |
| NextGear Floorplan Master Owner Trust | 0 | 9,280,000 | 9,280,000 | 0.13% | $9.28M |
| AutoZone Inc 3.63 04/15/2025 | 0 | 8,950,000 | 8,950,000 | 0.13% | $8.92M |
| ELECTRICITE DE FRANCE SA SR UNSECURED 144A 10/25 3.625 | 0 | 8,982,000 | 8,982,000 | 0.13% | $8.90M |
| REYNOLDS AMERICA | 0 | 8,566,000 | 8,566,000 | 0.12% | $8.54M |
| VST 5.05 12/30/26 144A | 0 | 8,500,000 | 8,500,000 | 0.12% | $8.51M |
| EXPEDIA GRP INC | 0 | 8,439,000 | 8,439,000 | 0.12% | $8.45M |
| MidOcean Credit CLO XI Ltd., Series 2022-11A, Class A1R2 | 0 | 8,290,000 | 8,290,000 | 0.12% | $8.29M |
| WEC ENERGY GROUP | 0 | 7,950,000 | 7,950,000 | 0.11% | $7.95M |
| MCR Mortgage Trust, Series 2024-HF1, Class A | 0 | 7,788,000 | 7,788,000 | 0.11% | $7.83M |
| CNA FINANCIAL | 0 | 7,726,000 | 7,726,000 | 0.11% | $7.70M |
| PENSKE TRUCK LEASI 0.0 10JAN25 144A | 0 | 7,500,000 | 7,500,000 | 0.11% | $7.49M |
| WELLS FARGO CO | 0 | 7,461,000 | 7,461,000 | 0.11% | $7.44M |
| Equify ABS LLC, Series 2024-1A, Class A | 0 | 7,427,414 | 7,427,414 | 0.11% | $7.43M |
| Pagaya AI Debt Grantor Trust 2024-11 | 0 | 7,420,000 | 7,420,000 | 0.11% | $7.42M |
| DUKE ENERGY CO 01/03/2025 | 0 | 7,200,000 | 7,200,000 | 0.10% | $7.20M |
| ACHV ABS TRUST, Series 2024-2PL, Class A | 0 | 7,156,946 | 7,156,946 | 0.10% | $7.17M |
| MOHAWK INDS INC DISC CO 0.0 03JAN25 | 0 | 7,100,000 | 7,100,000 | 0.10% | $7.10M |
| PAGAYA AI DEBT SELECTION TRUST PAID 2024 10 A 144A | 0 | 7,060,000 | 7,060,000 | 0.10% | $7.06M |
| CM Float 09/11/27 | 0 | 6,900,000 | 6,900,000 | 0.10% | $6.93M |
| Harvest SBA Loan Trust, Series 2024-1, Class A | 0 | 6,830,000 | 6,830,000 | 0.10% | $6.83M |
| DCAT LLC DISC COML PAPE 0.0 07JAN25 | 0 | 6,830,000 | 6,830,000 | 0.10% | $6.82M |
| AUTOZONE INC | 0 | 6,827,000 | 6,827,000 | 0.10% | $6.79M |
| GS Mortgage-Backed Securities Trust 2024-HE2 | 0 | 6,894,848 | 6,894,848 | 0.10% | $6.77M |
| PAGAYA AI DEBT SELECTION TRUST PAID 2024 10 B 144A | 0 | 6,700,000 | 6,700,000 | 0.10% | $6.70M |
| Fannie Mae Pool | 0 | 6,628,188 | 6,628,188 | 0.09% | $6.55M |
| Oportun Funding Trust, Series 2024-3, Class A | 0 | 6,393,807 | 6,393,807 | 0.09% | $6.40M |
| RMIT 2024-2 A | 0 | 6,240,000 | 6,240,000 | 0.09% | $6.26M |
| Cerberus Loan Funding XLIX LLC | 0 | 6,000,000 | 6,000,000 | 0.09% | $6.00M |
| GMF Floorplan Owner Revolving Trust, Series 2024-3A, Class A2 | 0 | 5,990,000 | 5,990,000 | 0.09% | $5.99M |
| Huntington National Bank, The | 0 | 5,972,744 | 5,972,744 | 0.09% | $5.99M |
| Newday Funding Master Issuer PLC - Series 2023-1 | 0 | 5,700,000 | 5,700,000 | 0.08% | $5.75M |
| BlueMountain CLO XXII Ltd., Series 2018-22A, Class A1 | 0 | 5,416,697 | 5,416,697 | 0.08% | $5.43M |
| DUKE ENERGY COR | 0 | 5,397,000 | 5,397,000 | 0.08% | $5.41M |
| STATE STREET CRP | 0 | 5,380,000 | 5,380,000 | 0.08% | $5.39M |
| SBCLN 2024-B E | 0 | 5,320,000 | 5,320,000 | 0.08% | $5.33M |
| MLANE 2024-B A | 0 | 5,300,000 | 5,300,000 | 0.08% | $5.30M |
| BX COMMERCIAL MORTGAGE TRUST 2 BX 2024 SLCT E 144A | 0 | 5,080,000 | 5,080,000 | 0.07% | $5.07M |
| AFFRM 2024-X2 A 144A 5.22% 12-17-29 | 0 | 5,020,000 | 5,020,000 | 0.07% | $5.03M |
| ACHM TRUST 2024-HE2 ACHM 2024-HE2 A | 0 | 5,071,789 | 5,071,789 | 0.07% | $5.01M |
| US Airways Pass Through Trust | 0 | 5,057,461 | 5,057,461 | 0.07% | $5.01M |
| Bain Capital Credit CLO 2022-4 Ltd | 0 | 5,000,000 | 5,000,000 | 0.07% | $5.01M |
| Bain Capital Credit CLO 2022-6 Ltd | 0 | 5,000,000 | 5,000,000 | 0.07% | $5.00M |
| U.S. Treasury Bills | 0 | 5,000,000 | 5,000,000 | 0.07% | $5.00M |
| O'REILLY AUTOMOT | 0 | 5,000,000 | 5,000,000 | 0.07% | $4.93M |
| SDART 2024-5 A2 4.88% 09-15-27 | 0 | 4,740,000 | 4,740,000 | 0.07% | $4.75M |
| American Credit Acceptance Receivables Trust, Series 2022-1, Class D | 0 | 4,679,564 | 4,679,564 | 0.07% | $4.65M |
| CVS HEALTH CORP | 0 | 4,525,000 | 4,525,000 | 0.07% | $4.52M |
| Upstart Securitization Trust, Series 2024-1, Class A | 0 | 4,501,145 | 4,501,145 | 0.07% | $4.51M |
| PROTECTIVE LIFE GLOBAL SECURED 144A 04/26 5.209 | 0 | 4,325,000 | 4,325,000 | 0.06% | $4.35M |
| Golub Capital Partners Short Duration 2022-1 | 0 | 4,250,000 | 4,250,000 | 0.06% | $4.26M |
| GOLDMAN SACHS GROUP INC (THE) FRN SOFR+82 09/10/2027 | 0 | 4,100,000 | 4,100,000 | 0.06% | $4.11M |
| Cerberus Loan Funding XLIX LLC | 0 | 4,000,000 | 4,000,000 | 0.06% | $4.00M |
| Voya CLO 2024-6 Ltd | 0 | 4,000,000 | 4,000,000 | 0.06% | $4.00M |
| STACR 2024-DNA3 M1 144A FRN 10-25-44 | 0 | 3,921,645 | 3,921,645 | 0.06% | $3.92M |
| GENERAL MTRS FINL CO IN 0.0 02JAN25 | 0 | 3,900,000 | 3,900,000 | 0.06% | $3.90M |
| SK HYNIX INC SR UNSECURED 144A 01/26 1.5 | 0 | 3,931,000 | 3,931,000 | 0.05% | $3.79M |
| Mondelez International Holdings Netherlands BV | 0 | 3,800,000 | 3,800,000 | 0.05% | $3.79M |
| Continental Finance Credit Card ABS Master Trust, Series 2024-A, Class A | 0 | 3,543,000 | 3,543,000 | 0.05% | $3.55M |
| T/L JANE STREET GROUP LLC REGD ZCP TERM LOAN 0.00000000 | 0 | 3,413,402 | 3,413,402 | 0.05% | $3.41M |
| UNTD AIR 2013-1 | 0 | 3,423,556 | 3,423,556 | 0.05% | $3.40M |
| UNTD AIR 20-1 B | 0 | 3,200,000 | 3,200,000 | 0.05% | $3.19M |
| Fannie Mae Pool | 0 | 3,056,254 | 3,056,254 | 0.04% | $3.07M |
| Monroe Capital MML CLO XIII Ltd | 0 | 3,000,000 | 3,000,000 | 0.04% | $3.00M |
| Cerberus Loan Funding XLIX LLC | 0 | 3,000,000 | 3,000,000 | 0.04% | $3.00M |
| PENSKE TRUCK LEASI 0.0 14JAN25 144A | 0 | 3,000,000 | 3,000,000 | 0.04% | $2.99M |
| Phoenix Guarantor Inc, Term Loan B | 0 | 2,967,831 | 2,967,831 | 0.04% | $2.98M |
| Symphony CLO 36 Ltd., Series 2025-52A, Class B | 0 | 2,930,000 | 2,930,000 | 0.04% | $2.93M |
| CHTR TL B5 1L USD | 0 | 2,893,401 | 2,893,401 | 0.04% | $2.89M |
| IVY Hill Middle Market Credit Fund XII Ltd | 0 | 2,550,000 | 2,550,000 | 0.04% | $2.55M |
| 522 Funding CLO 2020-6 Ltd | 0 | 2,533,335 | 2,533,335 | 0.04% | $2.53M |
| Hyperion Refinance Sarl, First Lien Term Loan | 0 | 2,412,875 | 2,412,875 | 0.04% | $2.43M |
| FHF Issuer Trust 2024-3 | 0 | 2,250,000 | 2,250,000 | 0.03% | $2.23M |
| SanDisk 12/24 Cov-Lite | 0 | 2,090,000 | 2,090,000 | 0.03% | $2.07M |
| CACI INTERNATIONAL TERM B 1LN 10/30/2031 | 0 | 2,000,000 | 2,000,000 | 0.03% | $2.01M |
| AMERICAN HERITAGE AUTO RECEIVABLES TRUST 2024-1 AHART 2024-1A A2 | 0 | 2,000,000 | 2,000,000 | 0.03% | $2.00M |
| HURVTR TL B 1L USD | 0 | 1,911,958 | 1,911,958 | 0.03% | $1.92M |
| CNH INDUSTRIAL CAPITAL LLC 3.95% 05/23/2025 | 0 | 1,790,000 | 1,790,000 | 0.03% | $1.78M |
| PRSESE TL B1 1L USD | 0 | 1,751,211 | 1,751,211 | 0.03% | $1.76M |
| INEOS US FINANCE LLC | 0 | 1,745,625 | 1,745,625 | 0.03% | $1.76M |
| Jefferies Finance LLC 2024 Term Loan | 0 | 1,728,000 | 1,728,000 | 0.03% | $1.74M |
| PPL CAPITAL FDG | 0 | 1,778,000 | 1,778,000 | 0.03% | $1.74M |
| Fannie Mae Pool | 0 | 1,700,359 | 1,700,359 | 0.03% | $1.74M |
| Tronox Term Loan B 250 2031-09-10 | 0 | 1,719,380 | 1,719,380 | 0.02% | $1.73M |
| AIT WORLDWIDE LOGISTICS TERM B 1LN 04/08/2030 | 0 | 1,687,000 | 1,687,000 | 0.02% | $1.70M |
| Cedar Funding XIV CLO Ltd., Series 2021-14A, Class X | 0 | 1,700,000 | 1,700,000 | 0.02% | $1.70M |
| REPUBLIC SVCS | 0 | 1,667,000 | 1,667,000 | 0.02% | $1.66M |
| Netflix Inc | 0 | 1,597,000 | 1,597,000 | 0.02% | $1.59M |
| HPS Loan Management 10-2016 Ltd | 0 | 1,500,000 | 1,500,000 | 0.02% | $1.50M |
| Lake Shore MM CLO IV Ltd | 0 | 1,447,500 | 1,447,500 | 0.02% | $1.45M |
| CITSEC TL B 1L USD | 0 | 1,435,847 | 1,435,847 | 0.02% | $1.44M |
| FLUTTER ENTERTAINMENT PLC | 0 | 1,364,688 | 1,364,688 | 0.02% | $1.37M |
| BANK LOAN NOTE | 0 | 1,269,159 | 1,269,159 | 0.02% | $1.28M |
| AMGEN INC | 0 | 1,268,000 | 1,268,000 | 0.02% | $1.27M |
| Perrigo Investments LLC, First Lien 2024 Refinancing Term Loan B | 0 | 1,240,003 | 1,240,003 | 0.02% | $1.24M |
| Freddie Mac Pool | 0 | 1,199,199 | 1,199,199 | 0.02% | $1.22M |
| MINERALS TECHNOLOGIES INC 2024 TERM LOAN B | 0 | 1,091,000 | 1,091,000 | 0.02% | $1.10M |
| BANCO SANTANDER | 0 | 1,000,000 | 1,000,000 | 0.01% | $1.00M |
| ENERGY TRANSFER | 0 | 1,000,000 | 1,000,000 | 0.01% | $986.85K |
| EDELMAN FINANCIAL ENGINES CENTER LLC/THE | 0 | 970,069 | 970,069 | 0.01% | $977.45K |
| Medline Borrower LP 2024 USD Add-on Term Loan B | 0 | 885,979 | 885,979 | 0.01% | $891.18K |
| DOTDASH MEREDITH TERM B 1LN 12/01/2028 | 0 | 709,500 | 709,500 | 0.01% | $714.82K |
| KODIAK TERM B 1LN 12/4/2031 | 0 | 577,334 | 577,334 | 0.01% | $578.78K |
| ARCHKEY HOLDINGS TERM B-DD 1LN 11/01/2031 | 0 | 570,999 | 570,999 | 0.01% | $575.73K |
| T/L RED VENTURES LLC (NEW IMAGITAS INC) 0.00000000 | 0 | 556,846 | 556,846 | 0.01% | $560.06K |
| Koppers, Inc., First Lien, 2023 Term Loan, B2 | 0 | 493,775 | 493,775 | 0.01% | $497.48K |
| INEOS US PETROCHEM LLC | 0 | 353,614 | 353,614 | 0.01% | $352.07K |
| Security | Shares Sep 2024 | Shares Dec 2024 | Δ shares | End % | Δ value |
|---|---|---|---|---|---|
| TREASURY BILL 10/24 0.00000 | 115,000,000 | 0 | -115,000,000 | 0.00% | -$114.65M |
| Treasury, United States Department of | 100,000,000 | 0 | -100,000,000 | 0.00% | -$99.91M |
| Prudential Funding Corp | 45,000,000 | 0 | -45,000,000 | 0.00% | -$44.99M |
| FNCL 6 10/25 | 38,200,000 | 0 | -38,200,000 | 0.00% | -$39.04M |
| CenterPoint Energy Resources Corp. | 30,000,000 | 0 | -30,000,000 | 0.00% | -$30.00M |
| ERP Operating Limited Partnership | 30,000,000 | 0 | -30,000,000 | 0.00% | -$30.00M |
| DUKE ENERGY CORP - TRS | 30,000,000 | 0 | -30,000,000 | 0.00% | -$30.00M |
| FISERV INC | 30,000,000 | 0 | -30,000,000 | 0.00% | -$30.00M |
| CPE 01 10 24 TRGP US USD F 5.3 | 30,000,000 | 0 | -30,000,000 | 0.00% | -$30.00M |
| UDR INC - TRS | 30,000,000 | 0 | -30,000,000 | 0.00% | -$29.99M |
| Consolidated Edison Company of New York, Inc. | 30,000,000 | 0 | -30,000,000 | 0.00% | -$29.96M |
| CPE 04 10 24 ARE USD F 4.98 | 29,700,000 | 0 | -29,700,000 | 0.00% | -$29.68M |
| FNCL 6.5 10/25 | 26,500,000 | 0 | -26,500,000 | 0.00% | -$27.32M |
| B.A.T. International Finance PLC | 27,000,000 | 0 | -27,000,000 | 0.00% | -$27.00M |
| KINDER MORGAN INC | 25,000,000 | 0 | -25,000,000 | 0.00% | -$25.00M |
| JABIL INC | 24,000,000 | 0 | -24,000,000 | 0.00% | -$24.00M |
| OGE Energy Corporation | 21,400,000 | 0 | -21,400,000 | 0.00% | -$21.39M |
| CPE 02 10 24 ANCUF USD F 4.93 | 15,200,000 | 0 | -15,200,000 | 0.00% | -$15.20M |
| AETNA INC | 15,000,000 | 0 | -15,000,000 | 0.00% | -$14.97M |
| CPE 07 10 24 ANCUF USD F 4.94 | 14,800,000 | 0 | -14,800,000 | 0.00% | -$14.79M |
| DT Auto Owner Trust 2020-2 | 14,583,151 | 0 | -14,583,151 | 0.00% | -$14.59M |
| GE HealthCare Technologies Inc 5.55 11/15/2024 | 14,183,000 | 0 | -14,183,000 | 0.00% | -$14.19M |
| MQGAU F 10/14/25 144A | 14,000,000 | 0 | -14,000,000 | 0.00% | -$14.00M |
| CPE 01 10 24 COMMOEDI USD F 4.85 | 13,450,000 | 0 | -13,450,000 | 0.00% | -$13.45M |
| ELEVANCE HEALTH | 13,000,000 | 0 | -13,000,000 | 0.00% | -$12.96M |
| OWENS CORNING | 12,861,000 | 0 | -12,861,000 | 0.00% | -$12.84M |
| MICROCHIP TECHNOLOGY | 12,031,000 | 0 | -12,031,000 | 0.00% | -$12.02M |
| CVS HEALTH CORP - TRS | 12,000,000 | 0 | -12,000,000 | 0.00% | -$12.00M |
| ENERGY TRANSFER LP | 10,000,000 | 0 | -10,000,000 | 0.00% | -$10.00M |
| GENERAL MOTORS FINANCIAL CO INC | 9,000,000 | 0 | -9,000,000 | 0.00% | -$9.00M |
| Woodmont 2023-12 Trust | 8,981,775 | 0 | -8,981,775 | 0.00% | -$8.99M |
| STANDARD CHARTERED PLC SR UNSECURED 144A 11/25 VAR | 8,880,000 | 0 | -8,880,000 | 0.00% | -$8.89M |
| Marriott International, Inc. | 8,600,000 | 0 | -8,600,000 | 0.00% | -$8.60M |
| MIDOCEAN CREDIT CLO XI LTD | 8,290,000 | 0 | -8,290,000 | 0.00% | -$8.30M |
| PNC FINANCIAL | 8,007,000 | 0 | -8,007,000 | 0.00% | -$8.01M |
| GENESIS SALES FINANCE MASTER TRUST GSFMT 2021-AA A | 7,626,350 | 0 | -7,626,350 | 0.00% | -$7.55M |
| HPLY TRUST 2019-HIT SER 2019-HIT CL C V/R REGD 144A P/P 6.83248000 | 7,500,000 | 0 | -7,500,000 | 0.00% | -$7.44M |
| STWD 2021-SIF1 Ltd | 5,856,064 | 0 | -5,856,064 | 0.00% | -$5.86M |
| Newday Funding Master Issuer PLC - Series 2023-1 | 5,700,000 | 0 | -5,700,000 | 0.00% | -$5.76M |
| HOME RE 2019-1 LTD SER 2019-1 CL M1 V/R REGD 144A P/P 7.04460000 | 5,347,200 | 0 | -5,347,200 | 0.00% | -$5.36M |
| Fort Washington CLO 2019-1 | 5,000,000 | 0 | -5,000,000 | 0.00% | -$5.00M |
| Fontainebleau Miami Beach Trust 2019-FBLU 4.09 | 4,800,000 | 0 | -4,800,000 | 0.00% | -$4.73M |
| CONTL AIRLINES | 4,302,671 | 0 | -4,302,671 | 0.00% | -$4.30M |
| NMEF Funding 2021-A LLC | 3,807,000 | 0 | -3,807,000 | 0.00% | -$3.81M |
| Golub Capital Partners Clo 25M, Ltd., Series 2018-25A, Class AR | 3,671,458 | 0 | -3,671,458 | 0.00% | -$3.67M |
| JANE STREET GRO 01/26/28 | 3,422,268 | 0 | -3,422,268 | 0.00% | -$3.42M |
| DOMINION ENERGY INC | 3,340,000 | 0 | -3,340,000 | 0.00% | -$3.34M |
| NextEra Energy Capital Holdings Inc | 3,340,000 | 0 | -3,340,000 | 0.00% | -$3.33M |
| STWD 2021-SIF1 Ltd | 3,320,000 | 0 | -3,320,000 | 0.00% | -$3.31M |
| JPMORGAN CHASE and CO FRN SOFR+60 12/10/2025 | 3,227,000 | 0 | -3,227,000 | 0.00% | -$3.23M |
| American Credit Acceptance Receivables Trust 2022-3 | 3,080,742 | 0 | -3,080,742 | 0.00% | -$3.08M |
| Phoenix Guarantor Inc, Term Loan | 2,967,831 | 0 | -2,967,831 | 0.00% | -$2.96M |
| Charter Communications Operating, LLC 2019 Term Loan B2 | 2,893,401 | 0 | -2,893,401 | 0.00% | -$2.89M |
| XCALI 2020-1 Mortgage Trust | 2,713,120 | 0 | -2,713,120 | 0.00% | -$2.70M |
| 522 Funding CLO 2020-6 Ltd | 2,662,501 | 0 | -2,662,501 | 0.00% | -$2.66M |
| IHSFR 2018-SFR4 A | 2,656,803 | 0 | -2,656,803 | 0.00% | -$2.66M |
| STWD 2021-SIF1 Ltd | 2,590,000 | 0 | -2,590,000 | 0.00% | -$2.58M |
| PG POLARIS BIDCO S.A.R.L. 3/26/2031 | 2,503,725 | 0 | -2,503,725 | 0.00% | -$2.51M |
| Acorn Re Ltd., Series A | 2,500,000 | 0 | -2,500,000 | 0.00% | -$2.50M |
| Hyperion Refinance Sarl2024 USD Term Loan B | 2,412,875 | 0 | -2,412,875 | 0.00% | -$2.42M |
| MARRIOTT INTERNATION - TRS | 2,100,000 | 0 | -2,100,000 | 0.00% | -$2.10M |
| Carvana Auto Receivables Trust, Series 2019-4A, Class E | 2,079,866 | 0 | -2,079,866 | 0.00% | -$2.08M |
| Bonanza RE Ltd | 2,000,000 | 0 | -2,000,000 | 0.00% | -$2.01M |
| Phoenician Re Ltd. | 2,000,000 | 0 | -2,000,000 | 0.00% | -$2.00M |
| PRIME SECURITY SRVCS BRRWR LLC 2024 TERM LOAN B | 1,755,600 | 0 | -1,755,600 | 0.00% | -$1.76M |
| Neuberger Berman CLO XXI Ltd | 1,750,000 | 0 | -1,750,000 | 0.00% | -$1.75M |
| Ineos US Finance LLC 2024 USD Term Loan B | 1,745,625 | 0 | -1,745,625 | 0.00% | -$1.75M |
| Tronox Finance LLC, First Lien Facility Term Loan B | 1,719,380 | 0 | -1,719,380 | 0.00% | -$1.72M |
| Pagaya AI Debt Trust, Series 2023-5, Class A | 1,692,997 | 0 | -1,692,997 | 0.00% | -$1.70M |
| Canadian Pacific Kansas City Ltd. | 1,670,000 | 0 | -1,670,000 | 0.00% | -$1.67M |
| JPMORGAN CHASE BANK NA - CACLN CACLN 2021-1 F | 1,509,360 | 0 | -1,509,360 | 0.00% | -$1.51M |
| Residential Reinsurance 2020 Ltd | 1,500,000 | 0 | -1,500,000 | 0.00% | -$1.50M |
| Newtek Small Business Loan Trust Series 19-1 Class A | 1,462,983 | 0 | -1,462,983 | 0.00% | -$1.45M |
| Citadel Securities LP 2024 Term Loan B | 1,435,847 | 0 | -1,435,847 | 0.00% | -$1.44M |
| FLUTTER FINANCING BV TERM LOAN B | 1,364,688 | 0 | -1,364,688 | 0.00% | -$1.37M |
| Golub Capital Partners CLO 31M Ltd | 1,292,373 | 0 | -1,292,373 | 0.00% | -$1.29M |
| Olympus Water US Holding Corporation | 1,269,159 | 0 | -1,269,159 | 0.00% | -$1.27M |
| Oportun Funding XIV LLC, Series 2021-A, Class B | 1,286,902 | 0 | -1,286,902 | 0.00% | -$1.26M |
| PERRIGO INVESTMENTS LLC TERM LOAN B | 1,243,111 | 0 | -1,243,111 | 0.00% | -$1.24M |
| Westlake Automobile Receivables Trust 2023-2 | 1,234,659 | 0 | -1,234,659 | 0.00% | -$1.23M |
| MFT_23-2A | 1,169,396 | 0 | -1,169,396 | 0.00% | -$1.17M |
| PART 23-1 A2 144A 5.88% 03-16-26/08-15-24 | 1,119,110 | 0 | -1,119,110 | 0.00% | -$1.12M |
| Credito Real USA Auto Receivables Trust 2021-1 | 1,053,682 | 0 | -1,053,682 | 0.00% | -$1.05M |
| AMSR Trust, Series 2020-SFR1, Class F | 1,028,000 | 0 | -1,028,000 | 0.00% | -$1.01M |
| Ares XXXVR CLO Ltd | 1,000,000 | 0 | -1,000,000 | 0.00% | -$1.00M |
| Edelman Financial Engines Center LLC (The), First Lien 2024 Refinancing Term Loan | 970,069 | 0 | -970,069 | 0.00% | -$969.58K |
| Genesis Sales Finance Master Trust | 1,000,000 | 0 | -1,000,000 | 0.00% | -$953.31K |
| HUDSON RIVER TRADING TERM B 1LN 03/18/2028 | 916,750 | 0 | -916,750 | 0.00% | -$916.61K |
| PSC Parent, Inc./Initial Term Loan 4/24 | 888,200 | 0 | -888,200 | 0.00% | -$889.52K |
| Ellington CLO IV Ltd | 880,171 | 0 | -880,171 | 0.00% | -$879.08K |
| FHF Trust, Series 2021-1A, Class A | 859,996 | 0 | -859,996 | 0.00% | -$856.08K |
| CarNow Auto Receivables Trust, Series 2023-2A, Class A | 784,756 | 0 | -784,756 | 0.00% | -$785.83K |
| Westlake Automobile Receivables Trust, Series 2023-1A, Class A2B | 763,392 | 0 | -763,392 | 0.00% | -$763.60K |
| US Foods Inc 2019 Term Loan B | 736,667 | 0 | -736,667 | 0.00% | -$737.97K |
| Newtek Small Business Loan Trust Series 2018-1 Class B | 739,206 | 0 | -739,206 | 0.00% | -$736.00K |
| Newtek Small Business Loan Trust, Series 2018-1, Class A | 739,206 | 0 | -739,206 | 0.00% | -$735.08K |
| DOTDASH MEREDITH TERM B 1LN 12/01/2028 | 729,375 | 0 | -729,375 | 0.00% | -$730.59K |
| Lendingpoint Asset Securitization Trust, Series 2022-C, Class A | 677,488 | 0 | -677,488 | 0.00% | -$677.67K |
| Oportun Funding XIV LLC | 643,451 | 0 | -643,451 | 0.00% | -$623.37K |
| Conn's Receivables Funding LLC, Series 2024-A, Class A | 607,221 | 0 | -607,221 | 0.00% | -$606.98K |
| RED VENTURES LLC 2023 TERM LOAN B | 575,441 | 0 | -575,441 | 0.00% | -$570.56K |
| Freddie Mac STACR Debt Notes 2017-HRP1 | 500,000 | 0 | -500,000 | 0.00% | -$544.96K |
| MFT_23-3A | 541,330 | 0 | -541,330 | 0.00% | -$541.90K |
| Home RE 2022-1 Ltd 7.58 | 501,964 | 0 | -501,964 | 0.00% | -$503.38K |
| KOPPERS TERM B 1LN 04/10/2030 | 493,775 | 0 | -493,775 | 0.00% | -$496.55K |
| OMIR_21-1A | 457,956 | 0 | -457,956 | 0.00% | -$458.49K |
| GENERATION BRIDGE NORTHEAST TERM LOAN B | 430,294 | 0 | -430,294 | 0.00% | -$431.15K |
| INEOS US PETROCHEM LLC | 353,614 | 0 | -353,614 | 0.00% | -$353.83K |
| Commercial Equipment Finance LLC, Series 2021-A, Class A | 312,335 | 0 | -312,335 | 0.00% | -$311.19K |
| Newtek Small Business Loan Trust 2019-1 | 312,103 | 0 | -312,103 | 0.00% | -$309.37K |
| AVID 2023-1 A | 301,733 | 0 | -301,733 | 0.00% | -$301.86K |
| TAST 2023-1A A | 285,619 | 0 | -285,619 | 0.00% | -$285.72K |
| ACHV ABS TRUST, Series 2023-2PL, Class B | 268,369 | 0 | -268,369 | 0.00% | -$268.51K |
| FOURSIGHT CAPITAL AUTOMOBILE R FCRT 2023 1 A2 144A | 240,008 | 0 | -240,008 | 0.00% | -$240.04K |
| SANTANDER DRIVE AUTO RECEIVABL SDART 2022 4 A3 | 229,424 | 0 | -229,424 | 0.00% | -$229.22K |
| JPMorgan Chase Bank, National Association | 192,802 | 0 | -192,802 | 0.00% | -$191.95K |
| Woburn Re 2019, 12/31/22 | 809,418 | 0 | -809,418 | 0.00% | -$111.42K |
| Black Diamond Clo 2017-1 Ltd | 93,729 | 0 | -93,729 | 0.00% | -$93.71K |
| Fortress Credit Opportunities XVII CLO Ltd., Series 2022-17A, Class A | 42,716 | 0 | -42,716 | 0.00% | -$42.69K |
| JPMORGAN CHASE BANK NA CACLN | 34,276 | 0 | -34,276 | 0.00% | -$34.13K |
| Republic Finance Issuance Trust, Series 2020-A, Class A | 21,964 | 0 | -21,964 | 0.00% | -$21.93K |
| JPMorgan Chase Bank N.A. - CACLN | 17,352 | 0 | -17,352 | 0.00% | -$17.28K |
| SoFi Consumer Loan Program Trust, Series 2023-1S, Class A | 16,497 | 0 | -16,497 | 0.00% | -$16.50K |
| CFMT 2019-RM3 A | 3,293 | 0 | -3,293 | 0.00% | -$3.28K |
| Fannie Mae REMICS | 672 | 0 | -672 | 0.00% | -$672 |
| Security | Shares Sep 2024 | Shares Dec 2024 | Δ shares | End % | Δ value |
|---|---|---|---|---|---|
| ZAR/USD FORWARD | 200,000,000 | 260,690,000 | 60,690,000 | 3.76% | $60.69M |
| NOMURA TREAS TRIPARTY | 49,960,000 | 50,690,000 | 730,000 | 0.73% | $730.00K |
| SYNCHRONY BANK SR UNSECURED 08/25 5.4 | 14,600,000 | 26,600,000 | 12,000,000 | 0.38% | $12.00M |
| HCA INC | 10,000,000 | 25,000,000 | 15,000,000 | 0.36% | $15.00M |
| Fannie Mae Connecticut Avenue Securities | 14,041,978 | 24,670,609 | 10,628,631 | 0.36% | $10.64M |
| STACR_21-HQA4 | 10,860,371 | 23,537,602 | 12,677,232 | 0.34% | $12.71M |
| VST 5.125 05/13/25 144A | 17,625,000 | 23,150,000 | 5,525,000 | 0.33% | $5.54M |
| MPLX LP | 13,000,000 | 22,000,000 | 9,000,000 | 0.32% | $9.04M |
| FNMA Connecticut Avenue Securities Trust, Series 2024-R05, Class 2M1 | 7,179,221 | 20,981,186 | 13,801,965 | 0.30% | $13.81M |
| NEWMNT / NEWCRST | 14,900,000 | 19,800,000 | 4,900,000 | 0.29% | $4.84M |
| GOLUB CAPITAL PARTNERS CLO 36M LTD GOCAP 2018-36A B | 18,620,000 | 19,620,000 | 1,000,000 | 0.28% | $1.01M |
| PROTECTIVE LIFE GLOBAL SECURED 144A 04/26 VAR | 10,800,000 | 19,300,000 | 8,500,000 | 0.28% | $8.52M |
| CBAM Ltd., Series 2018-5A, Class A | 7,523,587 | 19,139,302 | 11,615,715 | 0.28% | $11.64M |
| INTESA SANPAOLO SPA REGD 144A P/P 7.00000000 | 9,847,000 | 18,000,000 | 8,153,000 | 0.26% | $8.22M |
| MF1 MULTIFAMILY HOUSING MORTGA MF1 2022 FL8 A 144A | 14,074,679 | 18,315,442 | 4,240,763 | 0.26% | $4.28M |
| GE HEALTHCARE | 11,000,000 | 17,000,000 | 6,000,000 | 0.25% | $6.00M |
| ALGONQUIN POWER | 6,864,000 | 17,018,000 | 10,154,000 | 0.25% | $10.15M |
| AVOLON HOLDINGS FUNDING LTD 4.375% 05/01/2026 144A | 14,000,000 | 17,000,000 | 3,000,000 | 0.24% | $2.95M |
| ELEMENT FLEET MGT. 6.271% | 740,000 | 13,740,000 | 13,000,000 | 0.20% | $13.21M |
| FLEX LTD REGD SER WI 4.75000000 | 3,728,000 | 12,336,000 | 8,608,000 | 0.18% | $8.60M |
| Golub Capital Partners Short Duration 2022-1 | 7,990,000 | 11,990,000 | 4,000,000 | 0.17% | $3.98M |
| FNMA Connecticut Avenue Securities Trust, Series 2024-R06, Class 1A1 | 9,670,000 | 10,481,075 | 811,075 | 0.15% | $845.02K |
| PEAR 2023-1 LLC | 10,128,232 | 10,322,020 | 193,787 | 0.15% | $53.80K |
| NEXTERA ENERGY | 4,485,000 | 10,035,000 | 5,550,000 | 0.15% | $5.55M |
| BRSP Ltd., Series 2021-FL1, Class A | 6,163,506 | 8,880,781 | 2,717,275 | 0.13% | $2.71M |
| Pagaya AI Debt Trust, Series 2024-3, Class A | 4,080,205 | 7,955,934 | 3,875,728 | 0.12% | $3.88M |
| Freddie Mac- Stacr 01/25/2042 VAR% | 4,467,489 | 7,081,817 | 2,614,328 | 0.10% | $2.63M |
| BOF VII AL FUNDING TRUST I SER 2023-CAR3 CL A2 REGD 144A P/P 6.29100000 | 2,797,350 | 6,379,543 | 3,582,193 | 0.09% | $3.63M |
| Pagaya AI Debt Trust, Series 2024-1, Class A | 3,199,386 | 6,252,337 | 3,052,951 | 0.09% | $3.07M |
| GOLUB CAPITAL PARTNERS CLO 24M-R LTD GOCAP 2015-24A AR | 2,286,408 | 5,949,164 | 3,662,756 | 0.09% | $3.66M |
| BHG Securitization Trust, Series 2024-1CON, Class A | 4,366,399 | 5,796,425 | 1,430,026 | 0.08% | $1.39M |
| Pagaya AI Debt Trust, Series 2024-2, Class A | 2,202,178 | 5,689,126 | 3,486,948 | 0.08% | $3.51M |
| J.P. Morgan Chase Commercial Mortgage Securities Trust 2021-HTL5 | 5,060,000 | 5,760,000 | 700,000 | 0.08% | $705.11K |
| Veros Auto Receivables Trust Series 21-1 Class C | 1,766,661 | 5,745,891 | 3,979,229 | 0.08% | $3.95M |
| Onity Loan Investment Trust, Series 2024-HB2, Class A | 4,000,000 | 5,639,942 | 1,639,942 | 0.08% | $1.64M |
| VERIDIAN AUTO RECEIVABLES TRUST 2023-1 VCU 2023-1A A3 | 2,600,000 | 4,760,000 | 2,160,000 | 0.07% | $2.16M |
| LCM XVIII LP, Series 18A, Class A1R | 3,077,072 | 4,000,778 | 923,706 | 0.06% | $923.07K |
| STACR 2021-DNA7 M1 | 3,470,686 | 3,818,346 | 347,660 | 0.06% | $345.55K |
| TransUnion Term Loan B-8 175 2031-05-29 | 1,735,423 | 2,728,567 | 993,144 | 0.04% | $993.26K |
| Russell Investments US Inst'l Holdco Inc 2024 PIK Term Loan | 1,525,667 | 1,531,525 | 5,858 | 0.02% | $135.68K |
| PLTK TL B 1L USD | 820,250 | 1,316,830 | 496,580 | 0.02% | $506.27K |
| Crocs, Inc., Term Loan | 712,500 | 862,500 | 150,000 | 0.01% | $152.22K |
| EyeCare Partners LLC 2024 Second Out Term Loan B | 899,938 | 908,421 | 8,483 | 0.01% | $50.45K |
| FHF Trust, Series 2021-2A, Class A | 480,217 | 505,306 | 25,089 | 0.01% | $27.49K |
| T/L EFS COGEN HOLDINGS I LLC REGD 0.00000000 | 415,500 | 426,855 | 11,355 | 0.01% | $11.24K |
| Security | Shares Sep 2024 | Shares Dec 2024 | Δ shares | End % | Δ value |
|---|---|---|---|---|---|
| U.S. Secured Overnight Financing Rate | 62,960,000 | 58,680,000 | -4,280,000 | 0.85% | -$4.28M |
| USD/SEK FORWARD | 42,960,000 | 38,690,000 | -4,270,000 | 0.56% | -$4.27M |
| DREY-GVT CSH-I | 215,174,503 | 20,803,416 | -194,371,087 | 0.30% | -$194.37M |
| Freddie Mac Pool | 19,770,566 | 19,064,917 | -705,649 | 0.28% | -$890.69K |
| TPMT 2024-CES1 A1A | 19,757,752 | 18,340,574 | -1,417,178 | 0.27% | -$1.57M |
| STACR 2024-HQA2 A1 | 17,780,583 | 17,332,333 | -448,250 | 0.25% | -$355.23K |
| J.P. Morgan Mortgage Trust, Series 2024-HE3, Class A1 | 18,840,000 | 16,979,554 | -1,860,446 | 0.25% | -$1.82M |
| Fannie Mae Pool | 18,093,842 | 16,631,829 | -1,462,013 | 0.25% | -$1.68M |
| Freddie Mac Pool | 16,605,221 | 16,205,745 | -399,476 | 0.24% | -$559.92K |
| GS Mortgage-Backed Securities Trust, Series 2024-HE1, Class A1 | 17,782,542 | 16,417,640 | -1,364,902 | 0.24% | -$1.31M |
| Fannie Mae Pool | 17,064,496 | 15,732,239 | -1,332,257 | 0.23% | -$1.54M |
| PAID_23-7 | 16,943,686 | 15,678,970 | -1,264,716 | 0.23% | -$1.31M |
| Connecticut Avenue Securities Trust, Series 2024-R05, Class 2A1 | 15,746,861 | 15,524,653 | -222,208 | 0.22% | -$200.18K |
| Pagaya AI Debt Trust 2024-3 | 16,500,000 | 14,296,830 | -2,203,170 | 0.21% | -$2.30M |
| FS Rialto, Series 2021-FL3, Class A | 17,897,453 | 14,209,292 | -3,688,161 | 0.20% | -$3.62M |
| LoanCore Issuer Ltd., Series 2022-CRE7, Class A | 14,681,201 | 13,810,563 | -870,638 | 0.20% | -$837.82K |
| Triangle Re, Ltd. 2023-1 | 14,860,000 | 13,214,560 | -1,645,440 | 0.19% | -$1.71M |
| CFMT LLC, Series 2024-HB14, Class A | 14,058,151 | 13,065,566 | -992,584 | 0.18% | -$755.20K |
| J.P. Morgan Mortgage Trust, Series 2023-HE2, Class A1 | 13,978,923 | 12,561,279 | -1,417,644 | 0.18% | -$1.43M |
| Freddie Mac Pool | 12,728,885 | 11,747,752 | -981,133 | 0.17% | -$1.11M |
| KREF Ltd., Series 2022-FL3, Class A | 12,190,000 | 11,952,550 | -237,450 | 0.17% | -$232.37K |
| BX Commercial Mortgage Trust 2021-CIP | 11,908,242 | 11,400,086 | -508,156 | 0.16% | -$418.21K |
| ACRES Commercial Realty 2021-FL2 Ltd 5.83 | 12,215,134 | 11,368,108 | -847,026 | 0.16% | -$856.90K |
| Fannie Mae Pool | 13,642,946 | 11,008,502 | -2,634,444 | 0.16% | -$2.83M |
| ACRES Commercial Realty 2021-FL1 Ltd 5.63 | 11,858,757 | 11,265,010 | -593,747 | 0.16% | -$581.18K |
| ARCLO 2022-FL1 A SOFR30A+145 01/15/2037 144A | 13,481,906 | 10,649,438 | -2,832,468 | 0.15% | -$2.77M |
| Arbor Realty Commercial Real Estate Notes 2022-FL2 Ltd 6.16 | 10,992,108 | 10,275,617 | -716,490 | 0.15% | -$710.38K |
| Pagaya AI Debt Trust 2024-1 | 11,571,715 | 10,111,241 | -1,460,474 | 0.15% | -$1.53M |
| J P MORGAN MTG TR 2024-HE2 SOFR30A+120 10/25/2054 144A | 11,296,729 | 10,103,020 | -1,193,708 | 0.15% | -$1.19M |
| Radnor RE 2021-2 Ltd | 11,445,441 | 9,630,094 | -1,815,347 | 0.14% | -$1.89M |
| Pagaya AI Debt Trust 2024-2 | 11,994,665 | 9,732,677 | -2,261,989 | 0.14% | -$2.31M |
| ReadyCap Lending Small Business Loan Trust, Series 2023-3, Class A | 10,112,646 | 9,394,199 | -718,447 | 0.14% | -$703.98K |
| Lendbuzz Securitization Trust, Series 2024-1A, Class A2 | 10,916,352 | 9,352,614 | -1,563,738 | 0.14% | -$1.58M |
| LENDBUZZ SECURITIZATION TRUST 2024 2 | 10,000,000 | 9,260,279 | -739,721 | 0.14% | -$767.35K |
| Triangle Re 2021-3 Ltd | 11,072,081 | 8,941,649 | -2,130,432 | 0.13% | -$2.18M |
| TOWD PT MTG TR 2024-CES2 6.125% 02/25/2064 144A | 9,552,234 | 8,814,205 | -738,029 | 0.13% | -$765.23K |
| STACR 2024-DNA2 A1 144A FRN 05-25-44 | 8,681,799 | 8,628,975 | -52,824 | 0.13% | -$28.03K |
| OPTN 2021-C A | 10,000,000 | 8,812,141 | -1,187,859 | 0.12% | -$1.16M |
| Fannie Mae Pool | 8,685,103 | 8,287,211 | -397,891 | 0.12% | -$482.16K |
| MFF 2023-1A A 144A 7.21% 05-20-36 | 9,590,331 | 8,339,451 | -1,250,881 | 0.12% | -$1.27M |
| Freddie Mac Pool | 8,388,222 | 8,255,424 | -132,798 | 0.12% | -$269.16K |
| FIGRE Trust, Series 2024-HE2, Class A | 8,555,889 | 8,114,311 | -441,578 | 0.12% | -$493.03K |
| FNMA Connecticut Avenue Securities Trust, Series 2019-HRP1, Class M2 | 11,453,524 | 8,134,954 | -3,318,569 | 0.12% | -$3.36M |
| J P MORGAN MTG TR 2023-HE3 A1 SOFR30A+160 05/25/2054 144A | 9,151,776 | 8,078,373 | -1,073,404 | 0.12% | -$1.07M |
| Research-Driven Pagaya Motor Asset Trust 2023-4 | 9,038,396 | 8,002,196 | -1,036,201 | 0.12% | -$1.07M |
| Lendbuzz Securitization Trust, Series 2023-3A, Class A2 | 8,978,353 | 7,888,461 | -1,089,892 | 0.12% | -$1.11M |
| Radnor RE Ltd., Series 2023-1, Class M1A | 9,050,000 | 7,855,844 | -1,194,156 | 0.11% | -$1.22M |
| STACR 2024-HQA2 M1 | 8,190,000 | 7,544,795 | -645,205 | 0.11% | -$641.30K |
| WESTR 2024-1A C | 7,936,192 | 7,398,664 | -537,528 | 0.11% | -$599.87K |
| FS RIALTO ISSUER LTD FSRIA 2022 FL4 A 144A | 8,761,950 | 7,484,009 | -1,277,941 | 0.11% | -$1.33M |
| Blue Bridge Funding LLC, Series 2023-1A, Class A | 8,550,474 | 7,276,149 | -1,274,325 | 0.11% | -$1.30M |
| CarNow Auto Receivables Trust 2023-2 | 8,190,000 | 7,296,322 | -893,678 | 0.11% | -$941.88K |
| STACR 2023-DNA1 M1A | 7,658,738 | 7,189,814 | -468,923 | 0.11% | -$460.88K |
| FNMA Connecticut Avenue Securities Trust, Series 2023-R01, Class 1M1 | 7,443,401 | 7,063,802 | -379,599 | 0.10% | -$383.98K |
| Arivo Acceptance Auto Loan Receivables Trust, Series 2024-1A, Class A | 8,575,532 | 7,158,579 | -1,416,952 | 0.10% | -$1.41M |
| Towd Point Asset Trust 2018-SL1 | 8,464,388 | 7,170,738 | -1,293,650 | 0.10% | -$1.28M |
| CPF IV, LLC Series 2023-1A, Class A | 8,422,503 | 7,032,207 | -1,390,296 | 0.10% | -$1.43M |
| ACHM Mortgage Trust, Series 2024-HE1, Class A | 7,244,934 | 6,829,830 | -415,104 | 0.10% | -$497.95K |
| Pear LLC, Series 2024-1, Class A | 7,358,135 | 6,759,057 | -599,077 | 0.10% | -$694.24K |
| Tricolor Auto Securitization Trust, Series 2024-1A, Class A | 9,091,050 | 6,690,431 | -2,400,618 | 0.10% | -$2.42M |
| ACM Auto Trust Series 2023-1A, Class C | 12,802,124 | 6,704,906 | -6,097,218 | 0.10% | -$6.15M |
| Chase Mortgage Finance Corp., Series 2021-CL1, Class M1 | 6,908,470 | 6,773,972 | -134,498 | 0.10% | -$85.90K |
| Dext ABS LLC, Series 2023-2, Class A2 | 7,778,096 | 6,506,323 | -1,271,774 | 0.10% | -$1.29M |
| ACRES Commercial Realty 2021-FL1 Issuer, Ltd. | 7,143,543 | 6,546,926 | -596,617 | 0.09% | -$590.16K |
| Saluda Grade Alternative Mortgage Trust, Series 2024-CES1, Class A1 | 7,072,958 | 6,475,094 | -597,863 | 0.09% | -$656.52K |
| Ascent Career Funding Trust, Series 2024-1A, Class A | 7,092,575 | 6,515,712 | -576,863 | 0.09% | -$591.85K |
| Arbor Realty Commercial Real Estate Notes Ltd., Series 2021-FL4, Class A | 7,561,234 | 6,474,486 | -1,086,749 | 0.09% | -$1.07M |
| JP Morgan Mortgage Trust 2018-7FRB | 6,794,719 | 6,593,980 | -200,739 | 0.09% | -$160.50K |
| Radnor Re 2024-1 Ltd | 8,800,000 | 6,169,081 | -2,630,919 | 0.09% | -$2.62M |
| JP MORGAN MORTGAGE TRUST 2018-7FRB JPMMT 2018-7FRB A2 | 6,548,017 | 6,192,359 | -355,657 | 0.09% | -$249.35K |
| BVCLN 2024-CAR1 A | 6,814,144 | 6,053,893 | -760,251 | 0.09% | -$756.21K |
| JP Morgan Mortgage Trust 2018-7FRB | 6,426,606 | 6,236,742 | -189,864 | 0.09% | -$150.55K |
| J.P. Morgan Mortgage Trust, Series 2023-HE1, Class A1 | 6,736,696 | 5,980,897 | -755,799 | 0.09% | -$759.78K |
| CAL Receivables 2022-1 LLC | 6,507,837 | 6,024,072 | -483,765 | 0.09% | -$484.71K |
| GRANITE PARK EQUIPMENT LEASING 2023-1 LLC SCFGP 2023-1A A2 | 6,394,508 | 5,914,110 | -480,398 | 0.09% | -$489.28K |
| PALMER SQUARE LN FDG 2022-1 LTD / PALMER SQUARE LN FDG 2022-1 LLC A1 TSFR3M+105 04/15/2030 144A | 7,507,583 | 5,951,944 | -1,555,639 | 0.09% | -$1.56M |
| THPT Mortgage Trust, Series 2023-THL, Class A | 6,515,000 | 5,804,016 | -710,984 | 0.09% | -$834.04K |
| REACH FINANCIAL LLC REACH 2024 1A A 144A | 8,150,437 | 5,875,686 | -2,274,751 | 0.09% | -$2.29M |
| SMB Private Education Loan Trust, Series 2023-C, Class A1B | 6,112,709 | 5,834,119 | -278,590 | 0.09% | -$265.89K |
| Fannie Mae Pool | 6,327,139 | 5,842,537 | -484,602 | 0.09% | -$628.55K |
| Harvest SBA Loan Trust, Series 2023-1, Class A | 6,072,269 | 5,796,358 | -275,911 | 0.08% | -$184.08K |
| RMIR_21-1 | 8,902,401 | 5,820,938 | -3,081,462 | 0.08% | -$3.12M |
| Willis Engine Structured Trust VI | 6,331,973 | 6,273,172 | -58,801 | 0.08% | $47.71K |
| HOME RE 2021-1 LTD HMIR 2021-1 M2 | 7,360,000 | 5,796,582 | -1,563,418 | 0.08% | -$1.58M |
| STWD Ltd., Series 2021-FL2, Class A | 7,103,402 | 5,850,042 | -1,253,360 | 0.08% | -$1.17M |
| CFMT LLC, Series 2024-HB15, Class A | 6,649,924 | 5,868,554 | -781,370 | 0.08% | -$759.05K |
| SAFCO Auto Receivables Trust 2024-1 | 7,923,985 | 5,709,532 | -2,214,453 | 0.08% | -$2.23M |
| Oxford Finance Funding 2022-1 LLC | 6,333,550 | 5,926,635 | -406,914 | 0.08% | -$401.44K |
| Arbor Realty Commercial Real Estate Notes Ltd., Series 2021-FL3, Class A | 8,552,496 | 5,691,039 | -2,861,456 | 0.08% | -$2.83M |
| Bayview Opportunity Master Fund VII 2024-EDU1 LLC | 5,952,888 | 5,628,476 | -324,412 | 0.08% | -$304.59K |
| MCR 2024-HTL MORTGAGE TRUST TSFR1M+240.75 02/15/2037 144A | 5,980,678 | 5,581,835 | -398,843 | 0.08% | -$363.50K |
| NRZT 2017-5A A1 | 5,876,169 | 5,478,123 | -398,046 | 0.08% | -$383.46K |
| STACR TRUST 2018-HRP1 SER 2018-HRP1 CL B1 V/R REGD 144A P/P 7.93628000 | 5,725,126 | 5,395,561 | -329,565 | 0.08% | -$335.36K |
| EAGLE RE 2023-1 LTD EMIR 2023-1 M1A | 6,860,000 | 5,533,027 | -1,326,973 | 0.08% | -$1.34M |
| FNMA Connecticut Avenue Securities Trust, Series 2022-R01, Class 1M1 | 6,439,458 | 5,510,748 | -928,709 | 0.08% | -$920.44K |
| Fannie Mae Pool | 5,471,000 | 5,454,229 | -16,771 | 0.08% | -$117.11K |
| Golub Capital Partners Short Duration 2022-1 | 5,500,000 | 5,475,229 | -24,771 | 0.08% | -$34.25K |
| TRTX 2019-FL3 Issuer Ltd | 6,426,203 | 5,483,876 | -942,327 | 0.08% | -$707.50K |
| CFMT LLC, Series 2024-HB13, Class A | 6,019,841 | 5,565,021 | -454,821 | 0.08% | -$344.53K |
| VFI ABS LLC, Series 2023-1A, Class A | 6,389,600 | 5,365,813 | -1,023,786 | 0.08% | -$1.05M |
| MFT_24-1A | 7,520,170 | 5,327,137 | -2,193,032 | 0.08% | -$2.21M |
| Fannie Mae 03/25/2042 VAR% 144A | 5,557,651 | 5,256,108 | -301,542 | 0.08% | -$319.99K |
| PAID_23-3 | 8,612,116 | 5,233,169 | -3,378,947 | 0.08% | -$3.40M |
| Centerstone SBA Trust 2023-1 | 5,441,922 | 5,124,880 | -317,042 | 0.07% | -$284.45K |
| REACH FINANCIAL LLC REACH 2024 2A A 144A | 6,227,150 | 5,036,673 | -1,190,477 | 0.07% | -$1.20M |
| FIGRE Trust, Series 2024-HE3, Class A | 5,143,151 | 4,898,677 | -244,474 | 0.07% | -$316.37K |
| JPMWM 2021-CL1 M1 | 5,189,889 | 5,074,707 | -115,182 | 0.07% | -$113.91K |
| Fannie Mae Pool | 4,929,000 | 4,877,398 | -51,602 | 0.07% | -$138.52K |
| FLAGSHIP CREDIT AUTO TRUST FCAT 2024 1 A2 144A | 5,815,497 | 4,826,478 | -989,019 | 0.07% | -$1.00M |
| PREF 2024-1A A2 144A 5.59% 11-15-29 | 5,350,000 | 4,791,887 | -558,113 | 0.07% | -$578.93K |
| OCTANE RECEIVABLES TRUST OCTL 2023 3A A2 144A | 5,611,905 | 4,629,850 | -982,055 | 0.07% | -$1.02M |
| Velocity Commercial Capital Loan Trust, Series 2024-1, Class A | 4,864,072 | 4,512,305 | -351,767 | 0.07% | -$425.53K |
| Chesapeake Funding II LLC, Series 2023-2A, Class A2 | 4,959,928 | 4,452,601 | -507,327 | 0.06% | -$508.91K |
| Octagon Investment Partners 49 Ltd | 4,700,000 | 4,452,632 | -247,368 | 0.06% | -$246.18K |
| SMB Private Education Loan Trust, Series 2023-B, Class A1B | 4,507,908 | 4,310,679 | -197,230 | 0.06% | -$151.72K |
| Ready Capital Mortgage Financing 2022-FL8 LLC | 6,001,320 | 4,385,004 | -1,616,316 | 0.06% | -$1.61M |
| Freddie Mac Pool | 4,370,000 | 4,349,994 | -20,006 | 0.06% | -$100.18K |
| SOUND POINT CLO XX LTD SER 2018-2A CL A V/R REGD 144A P/P 5.21959000 | 5,086,946 | 4,199,850 | -887,096 | 0.06% | -$884.05K |
| NMEF Funding LLC, Series 2023-A, Class A2 | 4,909,317 | 4,045,078 | -864,239 | 0.06% | -$890.71K |
| FNMA Connecticut Avenue Securities Trust, Series 2018-C04, Class 2M2 | 4,162,749 | 3,948,389 | -214,361 | 0.06% | -$246.53K |
| VSTA 2024-CES1 A1 | 4,337,237 | 3,983,986 | -353,251 | 0.06% | -$383.72K |
| Elevation CLO 2021-12 Ltd | 4,200,000 | 3,978,947 | -221,053 | 0.06% | -$223.63K |
| Velocity Commercial Capital Loan Trust, Series 2024-2, Class A | 4,122,240 | 3,949,072 | -173,168 | 0.06% | -$236.31K |
| OCTANE RECEIVABLES TRUST OCTL 2023 2A A2 144A | 5,142,550 | 3,921,941 | -1,220,608 | 0.06% | -$1.23M |
| STACR 2023-HQA2 M1A | 4,664,652 | 3,894,796 | -769,857 | 0.06% | -$771.53K |
| FIRST HELP FINANCIAL LLC FHF 2023 2A A2 144A | 4,474,337 | 3,838,324 | -636,013 | 0.06% | -$658.82K |
| LFS 2023A LLC | 4,424,501 | 3,855,668 | -568,833 | 0.06% | -$582.51K |
| AUF Funding LLC, Series 2022-1A, Class A1LN | 5,843,882 | 3,850,386 | -1,993,497 | 0.06% | -$1.99M |
| FNMA Connecticut Avenue Securities Trust, Series 2024-R04, Class 1M1 | 4,653,409 | 3,808,656 | -844,753 | 0.06% | -$843.60K |
| FNMA Connecticut Avenue Securities Trust, Series 2024-R03, Class 2M1 | 3,902,668 | 3,809,293 | -93,375 | 0.06% | -$94.60K |
| GSAR 2023-2A A2 144A 6.37% 06-15-28 | 4,561,467 | 3,760,155 | -801,312 | 0.05% | -$823.38K |
| FNMA Connecticut Avenue Securities Trust, Series 2024-R06, Class 1M1 | 5,260,000 | 3,767,036 | -1,492,964 | 0.05% | -$1.49M |
| DRYDEN SENIOR LOAN FUND DRSLF 2017 53A A 144A | 3,858,790 | 3,743,407 | -115,382 | 0.05% | -$116.55K |
| Freddie Mac Pool | 3,730,000 | 3,716,574 | -13,426 | 0.05% | -$79.07K |
| VERDANT RECEIVABLES LLC VERD 2023 1A A2 144A | 4,026,285 | 3,656,097 | -370,188 | 0.05% | -$396.52K |
| Fannie Mae Connecticut Avenue Securities | 4,084,050 | 3,694,124 | -389,926 | 0.05% | -$388.94K |
| Service Logic Acquisition Inc 2024 Term Loan B | 3,636,447 | 3,627,356 | -9,091 | 0.05% | $18.08K |
| COLLEGE AVE STUDENT LOANS CASL 2019 A A1 144A | 3,808,182 | 3,642,621 | -165,561 | 0.05% | -$152.34K |
| FNMA Connecticut Avenue Securities Trust, Series 2024-R02, Class 1M1 | 4,178,953 | 3,632,679 | -546,274 | 0.05% | -$543.69K |
| FNMA Connecticut Avenue Securities Trust, Series 2023-R06, Class 1M1 | 3,979,687 | 3,561,786 | -417,901 | 0.05% | -$419.73K |
| STACR 2021-DNA5 M2 1/34 | 3,957,398 | 3,548,225 | -409,173 | 0.05% | -$404.75K |
| ACM Auto Trust, Series 2024-1A, Class A | 6,026,563 | 3,517,708 | -2,508,856 | 0.05% | -$2.54M |
| Magnetite XXXV Ltd | 4,000,000 | 3,500,000 | -500,000 | 0.05% | -$502.56K |
| FNMA Connecticut Avenue Securities Trust, Series 2023-R02, Class 1M1 | 3,608,821 | 3,416,111 | -192,710 | 0.05% | -$186.48K |
| VEROS AUTO RECEIVABLES TRUST VEROS 2024 1 A 144A | 4,292,850 | 3,378,393 | -914,457 | 0.05% | -$920.14K |
| Westgate Resorts LLC, Series 2023-1A, Class C | 3,581,535 | 3,334,675 | -246,860 | 0.05% | -$278.44K |
| Cerberus Loan Funding XXIV LP | 4,049,925 | 3,343,469 | -706,456 | 0.05% | -$706.83K |
| Regatta IX Funding Ltd | 3,900,000 | 3,342,857 | -557,143 | 0.05% | -$557.14K |
| Ready Capital Mortgage Financing LLC, Series 2023-FL11, Class A | 3,806,210 | 3,255,240 | -550,970 | 0.05% | -$547.58K |
| NWSB 2023-1 A | 3,461,660 | 3,230,302 | -231,359 | 0.05% | -$182.82K |
| NELNET STUDENT LOAN TRUST NSLT 2021 DA AFL 144A | 3,463,677 | 3,244,383 | -219,294 | 0.05% | -$207.83K |
| Eagle RE 2021-2 Ltd | 3,360,000 | 3,163,988 | -196,012 | 0.05% | -$214.68K |
| COMMERCIAL EQUIPMENT FINANCE 2 CEFI 2024 1A A 144A | 3,536,461 | 3,150,380 | -386,081 | 0.05% | -$399.84K |
| Home RE 2023-1 Ltd | 5,021,067 | 3,169,227 | -1,851,840 | 0.05% | -$1.86M |
| IMS Ecuadorian Mortgage Trust, Series 2021-1, Class GA | 3,524,941 | 3,328,961 | -195,980 | 0.05% | -$207.48K |
| Allied Universal Holdco LLC | 3,140,708 | 3,132,613 | -8,095 | 0.05% | $32.50K |
| PEAR 2022-1 LLC | 3,294,863 | 3,102,281 | -192,582 | 0.05% | -$213.44K |
| BHG Securitization Trust, Series 2023-B, Class A | 3,597,266 | 3,037,501 | -559,765 | 0.05% | -$612.44K |
| CFMT, LLC | 3,521,155 | 3,144,330 | -376,825 | 0.04% | -$357.74K |
| STACR 2024-DNA1 M1 144A FRN 02-25-44 | 3,508,698 | 3,095,141 | -413,557 | 0.04% | -$414.03K |
| SBCLN 2022-A B | 5,269,470 | 3,097,020 | -2,172,450 | 0.04% | -$2.17M |
| OASIS 2023-1A A | 3,859,300 | 3,049,175 | -810,125 | 0.04% | -$816.20K |
| FIRST HELP FINANCIAL LLC FHF 2023 1A A2 144A | 3,556,266 | 2,959,336 | -596,930 | 0.04% | -$611.39K |
| Chesapeake Funding LLC, Series 2023-2A, Class A1 | 3,282,709 | 2,946,937 | -335,772 | 0.04% | -$347.72K |
| TRICOLOR AUTO SECURITIZATION T TAST 2024 2A A 144A | 4,035,438 | 2,958,584 | -1,076,854 | 0.04% | -$1.09M |
| PAID_22-5 | 3,943,751 | 2,857,400 | -1,086,351 | 0.04% | -$1.11M |
| SCRT 2018-1 M | 3,091,776 | 2,956,806 | -134,970 | 0.04% | -$169.17K |
| FNMA Connecticut Avenue Securities Trust, Series 2021-R03, Class 1M1 | 3,509,724 | 2,840,594 | -669,129 | 0.04% | -$666.76K |
| JPMorgan Chase Bank NA - CHASE | 2,866,881 | 2,834,489 | -32,393 | 0.04% | -$21.30K |
| STAR 2021-SFR2 Trust | 3,948,959 | 2,800,537 | -1,148,422 | 0.04% | -$1.14M |
| FNMA Connecticut Avenue Securities Trust, Series 2022-R02, Class 2M1 | 3,464,483 | 2,788,093 | -676,390 | 0.04% | -$675.55K |
| Fannie Mae Pool | 2,716,594 | 2,708,349 | -8,245 | 0.04% | -$40.06K |
| Fannie Mae Pool | 2,712,620 | 2,705,046 | -7,574 | 0.04% | -$42.84K |
| PFP Ltd., Series 2024-11, Class A | 2,830,000 | 2,761,005 | -68,995 | 0.04% | -$70.58K |
| Foundation Finance Trust, Series 2021-1A, Class A | 3,190,327 | 2,966,762 | -223,565 | 0.04% | -$215.45K |
| Aqua Finance Trust, Series 2021-A, Class A | 3,284,003 | 2,970,639 | -313,364 | 0.04% | -$308.92K |
| CIFC Funding 2021-VII Ltd | 3,000,000 | 2,700,000 | -300,000 | 0.04% | -$299.95K |
| Freddie Mac Pool | 2,640,000 | 2,631,500 | -8,500 | 0.04% | -$40.69K |
| Ares LVII CLO Ltd | 3,000,000 | 2,666,667 | -333,333 | 0.04% | -$333.32K |
| Capital Four US CLO II Ltd | 3,154,285 | 2,628,571 | -525,715 | 0.04% | -$529.14K |
| Towd Point Mortgage Trust 2020-4 | 3,608,971 | 2,701,473 | -907,498 | 0.04% | -$856.06K |
| ASURION TERM LOAN B11 1LN 08/19/2028 | 2,608,658 | 2,602,037 | -6,621 | 0.04% | $34.67K |
| STACR 2022-HQA1 M1A | 3,022,072 | 2,586,374 | -435,698 | 0.04% | -$436.79K |
| SLM STUDENT LOAN TRUST SLMA 2007 A A4A | 2,791,730 | 2,606,756 | -184,975 | 0.04% | -$179.76K |
| HOA Funding LLC - HOA | 5,141,000 | 5,137,705 | -3,295 | 0.04% | -$1.65K |
| PAGAYA AI DEBT SELECTION TRUST PAID 2024 5 A 144A | 3,932,520 | 2,535,072 | -1,397,448 | 0.04% | -$1.41M |
| Blackbird Capital II Aircraft Lease Ltd., Series 2021-1A, Class A | 2,855,277 | 2,788,852 | -66,425 | 0.04% | -$84.93K |
| FNMA Connecticut Avenue Securities Trust, Series 2017-C06, Class 2M2C | 2,567,401 | 2,431,022 | -136,380 | 0.04% | -$140.19K |
| Stream Innovations Issuer Trust, Series 2024-1A, Class A | 2,647,807 | 2,456,743 | -191,063 | 0.04% | -$202.53K |
| AFFRM_24-X1 | 3,800,854 | 2,488,391 | -1,312,463 | 0.04% | -$1.32M |
| Oportun Issuance Trust, Series 2024-2, Class A | 3,250,000 | 2,473,033 | -776,967 | 0.04% | -$777.44K |
| Freddie Mac Seasoned Credit Risk Transfer Trust Series 2019-3 | 2,693,614 | 2,570,632 | -122,982 | 0.04% | -$149.46K |
| TRTX Issuer Ltd., Series 2022-FL5, Class A | 2,505,001 | 2,468,257 | -36,744 | 0.04% | -$35.34K |
| CHESAPEAKE FUNDING II LLC CFII 2023 1A A2 144A | 2,759,605 | 2,438,150 | -321,455 | 0.04% | -$324.46K |
| Navient Student Loan Trust 4.58867 12/26/2069 | 2,521,443 | 2,468,470 | -52,974 | 0.04% | -$40.10K |
| FNMA Connecticut Avenue Securities Trust, Series 2023-R03, Class 2M1 | 2,660,320 | 2,404,024 | -256,297 | 0.04% | -$260.72K |
| AUXILIOR TERM FUNDING LLC XCAP 2023 1A A2 144A | 2,852,901 | 2,408,357 | -444,544 | 0.04% | -$443.80K |
| Trinitas CLO XI Ltd | 2,760,000 | 2,415,000 | -345,000 | 0.03% | -$344.96K |
| Berry Global Inc | 2,551,421 | 2,385,150 | -166,271 | 0.03% | -$168.57K |
| ReadyCap Lending Small Business Loan Trust, Series 2019-2, Class A | 2,938,092 | 2,373,724 | -564,369 | 0.03% | -$562.96K |
| MF1 Ltd., Series 2020-FL4, Class A | 2,438,309 | 2,348,014 | -90,295 | 0.03% | -$90.76K |
| OLIT 2024-HB1 A 144A 3.0% 02-25-37 | 2,673,921 | 2,407,081 | -266,841 | 0.03% | -$273.76K |
| Brightwood Capital MM CLO 2023-1 Ltd | 2,782,500 | 2,318,750 | -463,750 | 0.03% | -$463.58K |
| ClickLease Equipment Receivables 2024-1 Trust | 3,914,639 | 2,308,401 | -1,606,238 | 0.03% | -$1.61M |
| Freddie Mac Pool | 2,270,000 | 2,263,592 | -6,408 | 0.03% | -$32.95K |
| AVID AUTOMOBILE RECEIVABLES TRUST 2023 1 | 3,000,000 | 2,304,136 | -695,864 | 0.03% | -$698.36K |
| Chesapeake Funding II LLC, Series 2024-1A, Class A2 | 2,495,342 | 2,288,392 | -206,951 | 0.03% | -$193.09K |
| NELNET STUDENT LOAN TRUST NSLT 2005 2 A5 | 2,453,075 | 2,306,072 | -147,004 | 0.03% | -$145.21K |
| Gracie Point International Funding, Series 2023-2A, Class A | 3,189,601 | 2,275,073 | -914,528 | 0.03% | -$917.80K |
| Regatta XXIII Funding Ltd | 2,500,000 | 2,250,000 | -250,000 | 0.03% | -$249.99K |
| ASURION TERM B9 1LN 07/31/2027 | 2,254,974 | 2,249,132 | -5,842 | 0.03% | $19.16K |
| Freddie Mac STACR REMIC Trust 2022-HQA3 | 2,313,287 | 2,189,341 | -123,946 | 0.03% | -$130.64K |
| LA FITNESS TERM B 1LN 02/12/2029 | 2,209,187 | 2,203,636 | -5,551 | 0.03% | $10.64K |
| CARVANA AUTO RECEIVABLES TRUST CRVNA 2022 N1 D 144A | 2,877,577 | 2,186,248 | -691,329 | 0.03% | -$684.87K |
| BOF URSA FUNDING | 2,476,363 | 2,146,950 | -329,413 | 0.03% | -$339.66K |
| BSPRT Issuer Ltd., Series 2022-FL8, Class A | 2,509,493 | 2,115,343 | -394,150 | 0.03% | -$396.08K |
| DAYFORCE INC DA 10/07/32 | 2,094,750 | 2,089,500 | -5,250 | 0.03% | $5.19K |
| Buckeye Partners LP, First Lien Tranche Term Loan B4 | 2,082,843 | 2,077,622 | -5,220 | 0.03% | -$852 |
| Prodigy Finance Series 2021-1A, Class A | 2,258,006 | 2,058,436 | -199,570 | 0.03% | -$192.62K |
| NWSB 2021-1 A | 2,235,735 | 2,057,539 | -178,195 | 0.03% | -$141.43K |
| FNMA Connecticut Avenue Securities Trust, Series 2022-R09, Class 2M1 | 2,182,257 | 1,988,793 | -193,463 | 0.03% | -$195.71K |
| Pagaya AI Debt Trust, Series 2023-5, Class B | 2,249,981 | 2,011,666 | -238,315 | 0.03% | -$248.57K |
| United Rentals North America Inc | 1,990,000 | 1,985,000 | -5,000 | 0.03% | -$822 |
| Freddie Mac STACR Debt Notes 2017-HRP1 | 2,215,293 | 1,969,838 | -245,455 | 0.03% | -$240.78K |
| Velocity Commercial Capital Loan Trust 2023-1 | 2,138,333 | 1,957,779 | -180,554 | 0.03% | -$204.66K |
| STACR 2023-HQA1 M1A | 2,070,406 | 1,900,815 | -169,591 | 0.03% | -$160.67K |
| MF1 MULTIFAMILY HOUSING MORTGA MF1 2021 FL5 A 144A | 2,908,376 | 1,903,550 | -1,004,827 | 0.03% | -$995.38K |
| BDS LTD BDS 2022 FL11 ATS 144A | 1,891,964 | 1,889,173 | -2,791 | 0.03% | -$2.19K |
| AVIS BUDGET CAR RENTAL LLC 2020 TERM LOAN B | 1,910,565 | 1,905,550 | -5,015 | 0.03% | -$17.15K |
| WESTGATE RESORTS 2022-1 LLC WESTR 2022-1A C | 2,280,016 | 1,918,867 | -361,149 | 0.03% | -$339.00K |
| BSPRT Issuer Ltd., Series 2021-FL7, Class D | 2,000,000 | 1,865,185 | -134,815 | 0.03% | -$86.11K |
| KUBOTA CREDIT OWNER TRUST 2023-1 SER 2023-1A CL A2 REGD 144A P/P 5.40000000 | 3,950,746 | 1,855,535 | -2,095,211 | 0.03% | -$2.10M |
| Windsor Holdings III LLC, First Lien 2024 Facility Term Loan B | 1,821,415 | 1,816,850 | -4,565 | 0.03% | $1.37K |
| Schweitzer-Mauduit International Term Loan B 375 2028-02-08 | 2,477,196 | 1,813,572 | -663,623 | 0.03% | -$668.99K |
| CRVNA_23-N1 | 3,207,022 | 1,796,817 | -1,410,205 | 0.03% | -$1.42M |
| PEAR 2021-1 LLC | 2,038,631 | 1,828,426 | -210,206 | 0.03% | -$200.45K |
| Freddie Mac Pool | 1,730,000 | 1,725,297 | -4,703 | 0.03% | -$24.52K |
| AHEDBB TL B5 1L USD | 1,745,625 | 1,741,250 | -4,375 | 0.03% | $5.43K |
| THL Credit Wind River 2019-1 CLO Ltd | 2,000,000 | 1,750,000 | -250,000 | 0.03% | -$249.96K |
| Pagaya AI Debt Trust 2024-2 | 2,052,574 | 1,700,759 | -351,815 | 0.02% | -$359.78K |
| Chase Mortgage Finance Corp., Series 2021-CL1, Class M2 | 1,788,075 | 1,753,263 | -34,811 | 0.02% | -$21.84K |
| Palmer Square CLO 2020-3 Ltd | 1,789,474 | 1,684,211 | -105,263 | 0.02% | -$106.39K |
| Lobel Automobile Receivables Trust Series 2023-2, Class A | 2,493,939 | 1,655,301 | -838,638 | 0.02% | -$850.66K |
| GLS Auto Select Receivables Trust, Series 2023-1A, Class A2 | 2,360,636 | 1,642,866 | -717,770 | 0.02% | -$726.25K |
| Zais Clo 13 Ltd | 1,750,000 | 1,633,078 | -116,922 | 0.02% | -$115.73K |
| Fannie Mae Pool | 1,922,908 | 1,867,795 | -55,113 | 0.02% | -$141.27K |
| Regatta VII Funding Ltd | 1,852,941 | 1,588,235 | -264,706 | 0.02% | -$264.38K |
| HGI CRE CLO Ltd., Series 2021-FL2, Class A | 1,845,448 | 1,515,579 | -329,868 | 0.02% | -$327.95K |
| Garda World Security Corporation 2024 Term Loan B | 1,492,386 | 1,488,655 | -3,731 | 0.02% | $11.38K |
| Castlelake Aviation One LLC, 1st Lien Term Loan | 1,494,579 | 1,490,776 | -3,803 | 0.02% | -$4.26K |
| NGL ENERGY PARTNERS LP 2024 TERM LOAN B | 1,496,250 | 1,488,750 | -7,500 | 0.02% | $3.44K |
| Foundation Finance Trust, Series 2021-2A, Class A | 1,732,691 | 1,584,735 | -147,956 | 0.02% | -$144.45K |
| SMB PRIVATE EDUCATION LOAN TRUST 2018-B TSFR1M+83.448 01/15/2037 144A | 1,693,275 | 1,482,258 | -211,017 | 0.02% | -$209.81K |
| Great Lakes CLO VI LLC | 1,760,000 | 1,466,667 | -293,333 | 0.02% | -$293.17K |
| PROSPER MARKETPLACE ISSUANCE TRUST SERIES 2023-1 SER 2023-1A CL A REGD 144A P/P 7.06000000 | 3,020,082 | 1,457,676 | -1,562,406 | 0.02% | -$1.57M |
| CARRIAGE PURCHASER INC | 1,458,750 | 1,451,362 | -7,388 | 0.02% | -$7.42K |
| Aqua Finance Trust, Series 2020-AA, Class A | 1,636,658 | 1,530,405 | -106,252 | 0.02% | -$98.51K |
| JP Morgan Seasoned Mortgage Trust 2014-1 | 1,716,857 | 1,473,958 | -242,899 | 0.02% | -$231.71K |
| Symphony CLO XIX Ltd., Series 2018-19A, Class A | 1,541,264 | 1,436,436 | -104,827 | 0.02% | -$104.68K |
| BVCLN 2024-CAR1 C | 1,603,328 | 1,424,446 | -178,883 | 0.02% | -$174.30K |
| PAID_23-1 | 4,262,921 | 1,426,503 | -2,836,418 | 0.02% | -$2.85M |
| COMMERCIAL MORTGAGE BACKED SECURITIES | 1,466,417 | 1,430,610 | -35,807 | 0.02% | -$35.22K |
| Ivy Hill Middle Market Credit Fund IX Ltd | 1,687,500 | 1,406,250 | -281,250 | 0.02% | -$281.08K |
| Aqua Finance Trust, Series 2019-A, Class A | 1,560,095 | 1,442,860 | -117,235 | 0.02% | -$113.80K |
| T/L ALPHA GENERATION LLC REGD ZCP TERM LOAN 0.00000000 | 1,384,000 | 1,380,540 | -3,460 | 0.02% | $7.26K |
| CURIA GLOBAL, INC. 8/30/2026 | 1,446,412 | 1,442,675 | -3,738 | 0.02% | $3.04K |
| STONEPEAK SALTT 2021 1A AA 144A | 1,566,210 | 1,435,456 | -130,753 | 0.02% | -$128.30K |
| OASIS 2023-1A B | 1,882,513 | 1,372,129 | -510,384 | 0.02% | -$516.37K |
| NOVAE TERM 1LN 12/22/2028 | 1,462,500 | 1,458,750 | -3,750 | 0.02% | -$54.72K |
| Allegro CLO XIV Ltd | 1,537,500 | 1,366,667 | -170,833 | 0.02% | -$170.81K |
| JP Morgan Seasoned Mortgage Trust 2014-1 | 1,600,383 | 1,373,962 | -226,420 | 0.02% | -$215.57K |
| CFMT 2022-HB8 LLC 3.75% 04/24/2025 144A | 1,485,745 | 1,349,584 | -136,161 | 0.02% | -$129.25K |
| Avolon TLB Borrower 1 (US) LLC, Term Loan B4 | 1,326,608 | 1,319,680 | -6,927 | 0.02% | -$6.87K |
| Dext ABS 2021-1 LLC | 2,500,000 | 1,312,938 | -1,187,062 | 0.02% | -$1.17M |
| STACR 2022-DNA6 M1A 144A FRN 09-25-42 | 1,477,541 | 1,292,130 | -185,411 | 0.02% | -$190.52K |
| Octane Receivables Trust, Series 2023-1A, Class A | 1,654,176 | 1,292,082 | -362,094 | 0.02% | -$364.95K |
| Allegro CLO XIII Ltd | 1,477,778 | 1,293,056 | -184,722 | 0.02% | -$184.47K |
| VEROS AUTO RECEIVABLES TRUST VEROS 2023 1 A 144A | 1,830,498 | 1,267,321 | -563,177 | 0.02% | -$567.10K |
| LAD AUTO RECEIVABLES TRUST LADAR 2024 1A A2 144A | 2,154,799 | 1,265,514 | -889,285 | 0.02% | -$890.68K |
| US RADIOLOGY SPECIALISTS TERM 1LN 12/15/2027 | 1,243,622 | 1,240,513 | -3,109 | 0.02% | $4.33K |
| WhiteWater DBR Term Loan B 275 2031-02-05 | 1,500,000 | 1,232,924 | -267,076 | 0.02% | -$257.22K |
| Voya CLO Ltd., Series 2018-1A, Class A1 | 1,474,013 | 1,226,726 | -247,287 | 0.02% | -$247.53K |
| Arivo Acceptance Auto Loan Rec'ls Trust | 1,670,051 | 1,231,639 | -438,412 | 0.02% | -$432.57K |
| Avolon TLB Borrower 1 (US) LLC, Term Loan B6 | 1,213,194 | 1,210,146 | -3,048 | 0.02% | -$6.70K |
| FNMA Connecticut Avenue Securities Trust, Series 2023-R07, Class 2M1 | 1,285,173 | 1,184,709 | -100,463 | 0.02% | -$98.51K |
| SpringCastle America Funding LLC, Series 2020-AA, Class A | 1,376,455 | 1,279,011 | -97,444 | 0.02% | -$101.36K |
| SANTANDER DRIVE AUTO RECEIVABL SDART 2023 5 A2 | 1,977,874 | 1,164,503 | -813,372 | 0.02% | -$817.35K |
| SOLRR 2021-1 A 144A 2.636% 10-15-46 | 1,293,898 | 1,265,670 | -28,228 | 0.02% | -$28.64K |
| ASURION TERM B12 1LN 09/19/2030 | 1,155,436 | 1,152,548 | -2,889 | 0.02% | $14.44K |
| FIRST INVESTORS AUTO OWNER TRUST 2022-2 SER 2022-2A CL A REGD 144A P/P 6.26000000 | 1,549,983 | 1,144,591 | -405,391 | 0.02% | -$408.53K |
| Dext ABS LLC, Series 2023-1, Class A2 | 1,419,144 | 1,140,342 | -278,802 | 0.02% | -$278.47K |
| SDART 2022-2 B | 1,677,208 | 1,144,345 | -532,863 | 0.02% | -$527.97K |
| BANK LOAN NOTE | 1,187,500 | 1,108,333 | -79,167 | 0.02% | -$82.51K |
| SABINE PASS LIQU | 3,021,000 | 1,133,000 | -1,888,000 | 0.02% | -$1.89M |
| Highline Aftermarket Acquisition, LLC, First Lien Term Loan | 1,125,928 | 1,123,106 | -2,822 | 0.02% | -$5.65K |
| OPTN_24-1A | 1,868,953 | 1,118,366 | -750,587 | 0.02% | -$753.37K |
| TPMT 2017-5 A1 | 1,479,411 | 1,051,089 | -428,322 | 0.02% | -$426.00K |
| Silver Rock CLO II Ltd | 1,200,000 | 1,066,667 | -133,333 | 0.02% | -$133.31K |
| PITNEY BOWES TERM B 1LN 03/19/2028 | 1,051,850 | 1,049,125 | -2,725 | 0.02% | $3.83K |
| BOF URSA VI Funding Trust I | 1,225,524 | 1,047,535 | -177,990 | 0.02% | -$180.27K |
Top 300 of 530, by weight.
| Security | Shares Sep 2024 | Shares Dec 2024 | Δ shares | End % | Δ value |
|---|---|---|---|---|---|
| ABN AMRO BANK NV REGD V/R 144A P/P 5.90263100 | 23,300,000 | 23,300,000 | 0 | 0.34% | -$35.90K |
| NOMURA HOLDINGS INC SR UNSECURED 07/27 VAR | 23,260,000 | 23,260,000 | 0 | 0.34% | $61.41K |
| STANDARD CHARTERED PLC REGD V/R 144A P/P 6.11124800 | 23,250,000 | 23,250,000 | 0 | 0.34% | -$96.33K |
| MASSMUTUAL GLOBAL FUNDING II | 21,200,000 | 21,200,000 | 0 | 0.31% | $50.16K |
| ING GROEP NV SR UNSECURED 09/27 VAR | 20,100,000 | 20,100,000 | 0 | 0.29% | $8.17K |
| Kinetic Advantage Master Owner Trust, Series 2024-1A, Class A | 20,280,000 | 20,280,000 | 0 | 0.29% | -$5.48K |
| FNMA Connecticut Avenue Securities Trust, Series 2022-R02, Class 2M2 | 19,620,000 | 19,620,000 | 0 | 0.29% | -$300 |
| ENERGY TRANSFER | 20,020,000 | 20,020,000 | 0 | 0.29% | -$51.72K |
| MLANE 2023-B A | 19,710,000 | 19,710,000 | 0 | 0.29% | -$113.19K |
| FREDDIE MAC STACR REMIC TRUST 2022-DNA1 STACR 2022-DNA1 M2 | 18,900,000 | 18,900,000 | 0 | 0.28% | -$73.98K |
| BANK OF AMERICA CORP SR UNSECURED 09/27 VAR | 18,980,000 | 18,980,000 | 0 | 0.28% | $37.16K |
| SHR Trust, Series 2024-LXRY, Class A | 18,840,000 | 18,840,000 | 0 | 0.27% | $135.32K |
| UBS AG LON BRANCH FRN SOFR+93 09/11/2025 | 18,700,000 | 18,700,000 | 0 | 0.27% | -$8.86K |
| T-MOBILE USA INC | 18,000,000 | 18,000,000 | 0 | 0.26% | $46.99K |
| CVS HEALTH CORP | 18,000,000 | 18,000,000 | 0 | 0.26% | $13.52K |
| BANK OF NY MELLO | 17,665,000 | 17,665,000 | 0 | 0.26% | $115.71K |
| STATE STREET CRP | 17,300,000 | 17,300,000 | 0 | 0.25% | -$19.14K |
| NATWEST MARKETS PLC REGD V/R 144A P/P 5.81891000 | 17,240,000 | 17,240,000 | 0 | 0.25% | -$56.70K |
| CANADIAN IMPERIAL BK OF COMM FRN SOFR+94 06/28/2027 | 17,160,000 | 17,160,000 | 0 | 0.25% | $31.73K |
| Woodmont 2023-12 Trust | 17,130,000 | 17,130,000 | 0 | 0.25% | $11.24K |
| AERCAP IRELAND | 17,000,000 | 17,000,000 | 0 | 0.25% | -$64.07K |
| COF V4.985 07/24/26 | 17,000,000 | 17,000,000 | 0 | 0.25% | -$14.56K |
| KEY BANK NA | 17,034,000 | 17,034,000 | 0 | 0.24% | $39.13K |
| BMIR_22-1 | 15,964,000 | 15,964,000 | 0 | 0.24% | $71.45K |
| BPCE SA REGD V/R 144A P/P 5.91651400 | 16,060,000 | 16,060,000 | 0 | 0.24% | -$10.90K |
| Pacific Life Global Funding II | 16,200,000 | 16,200,000 | 0 | 0.24% | $35.30K |
| VAR.RT. CORP. BONDS | 16,000,000 | 16,000,000 | 0 | 0.23% | -$16.04K |
| SCHWAB CHARLES CORP FRN SOFRINDX+105 03/03/2027 | 15,791,000 | 15,791,000 | 0 | 0.23% | $34.78K |
| RABOBANK NEDERLAND NY BRH FRN SOFRINDX+90 10/05/2026 | 15,790,000 | 15,790,000 | 0 | 0.23% | $64.18K |
| TAX 2024-1A A | 15,757,688 | 15,757,688 | 0 | 0.23% | -$144.13K |
| AMERICAN HONDA FINANCE SR UNSECURED 03/27 VAR | 15,670,000 | 15,670,000 | 0 | 0.23% | $32.31K |
| BARCLAYS PLC SR UNSECURED 03/28 VAR | 15,500,000 | 15,500,000 | 0 | 0.23% | $62.44K |
| BANK OF AMERICA NA SR UNSECURED 08/26 VAR | 15,450,000 | 15,450,000 | 0 | 0.22% | -$1.91K |
| ABPCI DIRECT LENDING FUND CLO VI LTD | 15,560,000 | 15,560,000 | 0 | 0.22% | $2.12K |
| AREIT Ltd., Series 2024-CRE9, Class A | 15,530,000 | 15,530,000 | 0 | 0.22% | -$637 |
| MORGAN STANLEY B | 15,450,000 | 15,450,000 | 0 | 0.22% | $41.33K |
| ROYAL BANK OF CANADA FRN SOFRINDX+95 01/19/2027 | 15,280,000 | 15,280,000 | 0 | 0.22% | $47.39K |
| Bank of Nova Scotia/The | 15,100,000 | 15,100,000 | 0 | 0.22% | -$22.63K |
| Bellemeade RE 2021-3 Ltd | 15,000,000 | 15,000,000 | 0 | 0.22% | -$17.38K |
| GRACIE POINT INTERNATIONAL FUNDING 2023-1 GPIF 2023-1A A | 14,949,372 | 14,949,372 | 0 | 0.22% | -$23.66K |
| BANCO SANTANDER SA REGD V/R 5.09673600 | 14,800,000 | 14,800,000 | 0 | 0.21% | $16.86K |
| PNC FINANCIAL | 14,600,000 | 14,600,000 | 0 | 0.21% | -$138.95K |
| JOHN DEERE CAPITAL CORP SR UNSECURED 07/27 VAR | 14,400,000 | 14,400,000 | 0 | 0.21% | $6.62K |
| ALLY FINANCIAL | 13,700,000 | 13,700,000 | 0 | 0.21% | -$64.13K |
| Golub Capital Partners CLO 24M-R Ltd | 14,166,000 | 14,166,000 | 0 | 0.20% | $326 |
| UBS GROUP AG SR UNSECURED 144A 05/26 VAR | 14,110,000 | 14,110,000 | 0 | 0.20% | -$32.40K |
| JPMORGAN CHASE + CO SR UNSECURED 09/27 VAR | 14,055,000 | 14,055,000 | 0 | 0.20% | $27.55K |
| BAMLL Commercial Mortgage Securities Trust 2024-NASH | 14,030,000 | 14,030,000 | 0 | 0.20% | $35.39K |
| GM F 07/15/27 | 14,060,000 | 14,060,000 | 0 | 0.20% | $44.14K |
| LLOYDS BANKING GRP. FRN | 13,841,000 | 13,841,000 | 0 | 0.20% | $31.51K |
| Starwood 2024-SIF4 LLC | 14,000,000 | 14,000,000 | 0 | 0.20% | $4.80K |
| Commercial Mortgage Trust, Series 2024-WCL1, Class A | 14,000,000 | 14,000,000 | 0 | 0.20% | $57.33K |
| MF1, Series 2024-FL15, Class A | 13,870,000 | 13,870,000 | 0 | 0.20% | $24.55K |
| BX Commercial Mortgage Trust, Series 2024-AIRC, Class A | 13,600,000 | 13,600,000 | 0 | 0.20% | $76.63K |
| PNC BANK NA | 13,703,000 | 13,703,000 | 0 | 0.20% | $28.46K |
| NATWEST MARKETS PLC SR UNSECURED 144A 05/27 VAR | 13,580,000 | 13,580,000 | 0 | 0.20% | $23.41K |
| MS F 04/13/28 MTN | 13,480,000 | 13,480,000 | 0 | 0.20% | $26.68K |
| WFC F 04/22/28 MTN | 13,400,000 | 13,400,000 | 0 | 0.20% | $53.64K |
| AIR LEASE CORP | 13,500,000 | 13,500,000 | 0 | 0.19% | $53.38K |
| BMW US CAPITAL LLC COMPANY GUAR 144A 04/26 VAR | 13,250,000 | 13,250,000 | 0 | 0.19% | $11.52K |
| TORONTO DOMINION BANK THE | 13,230,000 | 13,230,000 | 0 | 0.19% | $11.21K |
| GLENCORE FUNDING LLC COMPANY GUAR 144A 04/27 VAR | 13,200,000 | 13,200,000 | 0 | 0.19% | -$11.72K |
| GOLDMAN SACHS BANK USA SR UNSECURED 03/27 VAR | 13,020,000 | 13,020,000 | 0 | 0.19% | $21.54K |
| WELLS FARGO BK NATL ASSN FRN SOFR+106 08/07/2026 | 12,760,000 | 12,760,000 | 0 | 0.19% | -$10.55K |
| Federal National Mortgage Assoc. | 12,531,000 | 12,531,000 | 0 | 0.18% | $28.54K |
| MORGAN STANLEY BK NA SALT LAKE FRN SOFR+116.5 10/30/2026 | 12,500,000 | 12,500,000 | 0 | 0.18% | -$1.81K |
| HYUNDAI CAPITAL AMERICA SR UNSECURED 144A 09/27 VAR | 12,570,000 | 12,570,000 | 0 | 0.18% | $24.73K |
| CITIBANK NA SR UNSECURED 12/26 VAR | 12,450,000 | 12,450,000 | 0 | 0.18% | -$549 |
| BARCLAYS PLC SR UNSECURED 09/27 VAR | 12,316,000 | 12,316,000 | 0 | 0.18% | -$41.11K |
| Reach Financial LLC Series 2024-1A, Class B | 12,300,000 | 12,300,000 | 0 | 0.18% | -$99.28K |
| ALLY FINANCIAL | 12,400,000 | 12,400,000 | 0 | 0.18% | $19.74K |
| TRUIST FINANCIAL | 12,000,000 | 12,000,000 | 0 | 0.18% | -$116.28K |
| US BANCORP | 12,000,000 | 12,000,000 | 0 | 0.17% | -$68.23K |
| STWD 2021-SIF2 Ltd | 12,000,000 | 12,000,000 | 0 | 0.17% | $7.08K |
| MERCURY FINANCIAL CREDIT CARD MASTER TRUST MFCC 2023-1A A | 12,000,000 | 12,000,000 | 0 | 0.17% | -$60.77K |
| BMW US CAPITAL LLC COMPANY GUAR 144A 08/27 VAR | 11,890,000 | 11,890,000 | 0 | 0.17% | -$26.21K |
| FEDERATION DES CAISSES DESJARDINS DU QUEBEC | 12,036,000 | 12,036,000 | 0 | 0.17% | -$199.02K |
| AMERICAN EXPRESS CO SR UNSECURED 10/26 VAR | 11,800,000 | 11,800,000 | 0 | 0.17% | -$5.92K |
| CAPITAL ONE FINL | 11,700,000 | 11,700,000 | 0 | 0.17% | -$177.50K |
| TORONTO-DOMINION BANK/THE MTN VARIABLE RATE 09/10/2026 | 11,667,000 | 11,667,000 | 0 | 0.17% | $18.64K |
| VOLKSWAGEN GROUP OF AMERICA FINANCE LLC 144A LIFE SR UNSEC 4.625% 11-13-25 | 11,500,000 | 11,500,000 | 0 | 0.17% | -$2.96K |
| GOLUB CAPITAL PARTNERS CLO LTD | 11,385,000 | 11,385,000 | 0 | 0.16% | -$8.20K |
| AERCAP IRELAND | 11,000,000 | 11,000,000 | 0 | 0.16% | -$140.39K |
| BANK OF NOVA SCOTIA THE | 11,130,000 | 11,130,000 | 0 | 0.16% | $34.80K |
| CITIGROUP INC SR UNSECURED 01/26 VAR | 11,083,000 | 11,083,000 | 0 | 0.16% | -$15.95K |
| TRUIST FINANCIAL | 11,000,000 | 11,000,000 | 0 | 0.16% | -$57.50K |
| ONEOK INC 5.85% 01/15/2026 | 10,976,000 | 10,976,000 | 0 | 0.16% | -$70.09K |
| HSBC USA INC | 11,000,000 | 11,000,000 | 0 | 0.16% | -$17.99K |
| Owl Rock CLO II Ltd. | 11,000,000 | 11,000,000 | 0 | 0.16% | -$803 |
| Monroe Capital Mml Clo XII Ltd | 10,960,000 | 10,960,000 | 0 | 0.16% | $1.63K |
| FORTRESS CREDIT OPPORTUNITIES IX CLO LTD | 10,920,000 | 10,920,000 | 0 | 0.16% | -$1.30K |
| TOYOTA MOTOR CREDIT CORP SR UNSECURED 05/26 VAR | 10,850,000 | 10,850,000 | 0 | 0.16% | $22.92K |
| American Credit Acceptance Receivables Trust 2021-2 | 10,825,000 | 10,825,000 | 0 | 0.16% | $51.84K |
| MFCC 2024-2A A 144A 6.56% 07-20-29 | 10,660,000 | 10,660,000 | 0 | 0.16% | -$75.24K |
| Deerpath Capital CLO 2021-1 Ltd | 10,675,000 | 10,675,000 | 0 | 0.15% | $224 |
| AFFRM 2024-A A 144A 5.61% 02-15-29 | 10,580,000 | 10,580,000 | 0 | 0.15% | -$60.87K |
| TOYOTA MOTOR CREDIT CORP SR UNSECURED 03/27 VAR | 10,500,000 | 10,500,000 | 0 | 0.15% | $14.57K |
| Fannie Mae Connecticut Avenue Securities, Series 2024-R03, Class 2M2 | 10,370,000 | 10,370,000 | 0 | 0.15% | $33.78K |
| ING GROEP NV REGD V/R 6.01084000 | 10,300,000 | 10,300,000 | 0 | 0.15% | -$29.55K |
| MORGAN STANLEY BK NA SALT LAKE FRN SOFR+108 01/14/2028 | 10,240,000 | 10,240,000 | 0 | 0.15% | -$6.16K |
| GENERAL MTRS FINL CO INC FRN SOFRINDX+135 05/08/2027 | 10,200,000 | 10,200,000 | 0 | 0.15% | $32.18K |
| HIH Trust, Series 2024-61P, Class A | 10,190,000 | 10,190,000 | 0 | 0.15% | $80.43K |
| DAIMLER TRUCKS FINANCE NORTH AMERICA LLC 3.5% 04/07/2025 144A | 10,220,000 | 10,220,000 | 0 | 0.15% | $32.79K |
| AMERICAN EXPRESS | 10,100,000 | 10,100,000 | 0 | 0.15% | -$166.58K |
| LLOYDS BANKING GROUP PLC SR UNSECURED 08/27 VAR | 10,000,000 | 10,000,000 | 0 | 0.15% | -$16.20K |
| JP MORGAN CHASE BANK NA SR UNSECURED 12/26 VAR | 10,000,000 | 10,000,000 | 0 | 0.15% | -$16.31K |
| AMERICAN EXPRESS | 10,100,000 | 10,100,000 | 0 | 0.15% | -$7.89K |
| Benefit Street Partners CLO XVII Ltd | 10,000,000 | 10,000,000 | 0 | 0.14% | -$250 |
| CAPITAL ONE FINL | 10,000,000 | 10,000,000 | 0 | 0.14% | $13.95K |
| BSPRT Issuer LLC, Series 2024-FL11, Class A | 9,920,000 | 9,920,000 | 0 | 0.14% | $46.42K |
| GS MORTGAGE SECURITIES TRUST GSMS 2020 DUNE A 144A | 10,000,000 | 10,000,000 | 0 | 0.14% | -$35.30K |
| METROPOLITAN LIFE GLOBAL FUNDING I FRN SOFRINDX+70 06/11/2027 144A | 9,900,000 | 9,900,000 | 0 | 0.14% | -$13.47K |
| BK OF NY MELLON | 9,910,000 | 9,910,000 | 0 | 0.14% | -$25.79K |
| MF1 Multifamily Housing Mortgage Loan Trust Series 2021-FL6, Class AS | 9,900,000 | 9,900,000 | 0 | 0.14% | $104.83K |
| Mercury Financial Credit Card Master Trust Series 2024-2A, Class C | 9,680,000 | 9,680,000 | 0 | 0.14% | -$58.00K |
| SUMITOMO MITSUI TRUST BANK LTD FRN SOFR+112 03/09/2026 144A | 9,700,000 | 9,700,000 | 0 | 0.14% | -$9.05K |
| AMERICAN HONDA FINANCE SR UNSECURED 01/26 VAR | 9,600,000 | 9,600,000 | 0 | 0.14% | -$9.65K |
| Veros Auto Receivables Trust, Series 2022-1, Class C | 9,600,000 | 9,600,000 | 0 | 0.14% | $43.62K |
| HYUNDAI CAPITAL AMERICA SR UNSECURED 144A 07/25 6 | 9,500,000 | 9,500,000 | 0 | 0.14% | -$30.94K |
| MLANE 23-A A 144A 7.23% 07-17-28/05-15-25 | 9,500,000 | 9,500,000 | 0 | 0.14% | -$32.19K |
| MITSUBISHI UFJ FIN GRP SR UNSECURED 04/26 VAR | 9,512,000 | 9,512,000 | 0 | 0.14% | -$14.87K |
| WELLS FARGO + COMPANY SR UNSECURED 04/26 VAR | 9,500,000 | 9,500,000 | 0 | 0.14% | -$10.89K |
| AMERICAN HONDA FINANCE SR UNSECURED 01/26 VAR | 9,300,000 | 9,300,000 | 0 | 0.13% | -$9.19K |
| CITIBANK NA VARIABLE RATE 09/29/2025 | 9,239,000 | 9,239,000 | 0 | 0.13% | $16.18K |
| KEYCORP | 9,338,000 | 9,338,000 | 0 | 0.13% | -$8.77K |
| NEXTERA ENERGY | 9,090,000 | 9,090,000 | 0 | 0.13% | -$36.59K |
| Mizuho Markets Cayman LP | 9,130,000 | 9,130,000 | 0 | 0.13% | $9.09K |
| CITIBANK NA SR UNSECURED 04/26 VAR | 9,090,000 | 9,090,000 | 0 | 0.13% | $14.20K |
| JPMORGAN CHASE + CO SR UNSECURED 01/28 VAR | 8,980,000 | 8,980,000 | 0 | 0.13% | $32.35K |
| BANQUE FEDERATIVE DU CREDIT MUTUEL SA | 9,000,000 | 9,000,000 | 0 | 0.13% | -$15.90K |
| PROTECTIVE LIFE GLOBAL FUNDING FRN SOFR+98 03/28/2025 144A | 9,030,000 | 9,030,000 | 0 | 0.13% | -$12.38K |
| SUMITOMO MITSUI FINL GRP SR UNSECURED 07/26 VAR | 8,910,000 | 8,910,000 | 0 | 0.13% | -$791 |
| Volkswagen Group of America Finance LLC | 9,000,000 | 9,000,000 | 0 | 0.13% | -$7.25K |
| SWEDBANK AB FRN SOFRINDX+138 06/15/2026 144A | 8,840,000 | 8,840,000 | 0 | 0.13% | -$15.09K |
| HSBC HOLDINGS PLC SR UNSECURED 08/27 VAR | 8,700,000 | 8,700,000 | 0 | 0.13% | -$8.03K |
| JEFFERIES GROUP | 8,800,000 | 8,800,000 | 0 | 0.13% | -$92.94K |
| BANQUE FEDERATIVE DU CREDIT MUTUEL SA | 8,700,000 | 8,700,000 | 0 | 0.13% | $26.88K |
| JPMORGAN CHASE + CO SR UNSECURED 04/26 VAR | 8,667,000 | 8,667,000 | 0 | 0.13% | -$32.98K |
| SCFET 2024-1A A2 144A 5.88% 11-20-29 | 8,500,000 | 8,500,000 | 0 | 0.12% | -$8.78K |
| HCA INC | 8,531,000 | 8,531,000 | 0 | 0.12% | -$1.43K |
| SWEDBANK AB SR UNSECURED 144A 04/25 VAR | 8,500,000 | 8,500,000 | 0 | 0.12% | -$5.22K |
| AFFRM 23-A 1A 144A 6.61% 01-18-28/01-15-25 | 8,450,000 | 8,450,000 | 0 | 0.12% | -$29.93K |
| GENERAL ELECTRIC CO SR UNSECURED 05/26 VAR | 8,431,000 | 8,431,000 | 0 | 0.12% | -$7.01K |
| BANK OF AMERICA CORP SR UNSECURED 02/28 VAR | 8,300,000 | 8,300,000 | 0 | 0.12% | $48.58K |
| MORGAN STANLEY CAPITAL I TRUST MSC 2017 ASHF B 144A | 8,500,000 | 8,500,000 | 0 | 0.12% | -$69.78K |
| Venture 41 Clo Ltd | 8,390,000 | 8,390,000 | 0 | 0.12% | $101 |
| ING GROEP NV SR UNSECURED 04/27 VAR | 8,309,000 | 8,309,000 | 0 | 0.12% | $2.09K |
| OXFORD FINANCE CREDIT FUND III 2024-A LP OXFINF 2024-A A2 | 8,250,000 | 8,250,000 | 0 | 0.12% | -$136.19K |
| NATIONAL BANK OF CANA FRN | 8,190,000 | 8,190,000 | 0 | 0.12% | -$8.64K |
| HYUNDAI CAPITAL AMERICA SR UNSECURED 144A 01/27 VAR | 8,090,000 | 8,090,000 | 0 | 0.12% | $8.45K |
| BANK OF MONTREAL SR UNSECURED 09/26 VAR | 8,100,000 | 8,100,000 | 0 | 0.12% | $7.79K |
| TRFIG 2024-1A A1 | 8,000,000 | 8,000,000 | 0 | 0.12% | $44.29K |
| Toyota Motor Credit Corp. | 8,000,000 | 8,000,000 | 0 | 0.12% | -$6.13K |
| AMERICAN HONDA FINANCE CORP FRN SOFR+45 06/13/2025 | 8,000,000 | 8,000,000 | 0 | 0.12% | $1.05K |
| Twin Brook Clo 2024-2 LLC | 8,000,000 | 8,000,000 | 0 | 0.12% | -$2.81K |
| JPMORGAN CHASE JPM Float 04/22/28 | 7,780,000 | 7,780,000 | 0 | 0.11% | $31.63K |
| Purchasing Power Funding, LLC | 7,750,000 | 7,750,000 | 0 | 0.11% | -$48.38K |
| ATHENE GLOBAL FUNDING SECURED 144A 02/26 5.684 | 7,750,000 | 7,750,000 | 0 | 0.11% | -$49.73K |
| HSBC HOLDINGS PLC REGD V/R 5.84351500 | 7,750,000 | 7,750,000 | 0 | 0.11% | -$25.48K |
| CFMT 2022-HB8 LLC | 8,000,000 | 8,000,000 | 0 | 0.11% | $45.20K |
| BANK OF MONTREAL SR UNSECURED 06/26 VAR | 7,500,000 | 7,500,000 | 0 | 0.11% | -$7.11K |
| Rosy Blue Carat SCS | 7,500,000 | 7,500,000 | 0 | 0.11% | -$7.50K |
| Fannie Mae Connecticut Avenue Securities | 7,265,334 | 7,265,334 | 0 | 0.11% | -$19.47K |
| GS F 05/21/27 | 7,480,000 | 7,480,000 | 0 | 0.11% | $24.86K |
| Wells Fargo Commercial Mortgage Trust 2017-SMP | 12,800,000 | 12,800,000 | 0 | 0.10% | $161.53K |
| GS MORTGAGE SECURITIES TRUST GSMS 2018 TWR A 144A | 8,720,000 | 8,720,000 | 0 | 0.10% | $150.86K |
| COLONY MORTGAGE CAPITAL LTD CLNY 2019 IKPR B 144A | 7,500,000 | 7,500,000 | 0 | 0.10% | -$1.13K |
| BANQUE FEDERATIVE DU CREDIT MUTUEL SA | 7,000,000 | 7,000,000 | 0 | 0.10% | $2.64K |
| Goldman Sachs Group, Inc. (The) | 7,084,000 | 7,084,000 | 0 | 0.10% | -$7.20K |
| STWD 2021-SIF2 Ltd | 7,000,000 | 7,000,000 | 0 | 0.10% | $26.94K |
| JPMORGAN CHASE | 7,015,000 | 7,015,000 | 0 | 0.10% | -$114.48K |
| Z Capital Credit Partners CLO 2021-1 Ltd | 7,010,000 | 7,010,000 | 0 | 0.10% | $168 |
| IVY Hill Middle Market Credit Fund XII Ltd., Series 12A, Class A1TR | 7,000,000 | 7,000,000 | 0 | 0.10% | -$1.48K |
| Eagle RE Ltd., Series 2023-1, Class M1B | 6,770,000 | 6,770,000 | 0 | 0.10% | -$18.85K |
| Fortress Credit Opportunities XVII CLO Ltd | 7,000,000 | 7,000,000 | 0 | 0.10% | -$742 |
| VAR.RT. CORP. BONDS | 6,925,000 | 6,925,000 | 0 | 0.10% | -$8.11K |
| Australia & New Zealand Banking Group Ltd. | 6,765,000 | 6,765,000 | 0 | 0.10% | -$670 |
| J.P. MORGAN CHASE COMMERCIAL MORTGAGE SE SER 2020-609M CL A V/R REGD 144A P/P 6.04648000 | 6,735,000 | 6,735,000 | 0 | 0.10% | $134.70K |
| Bellemeade Re 2021-2 Ltd | 6,613,208 | 6,613,208 | 0 | 0.10% | -$3.18K |
| Z Capital Credit Partners CLO 2019-1 Ltd | 6,500,000 | 6,500,000 | 0 | 0.09% | -$1.54K |
| Ellington Clo III Ltd | 6,500,000 | 6,500,000 | 0 | 0.09% | -$13 |
| DAIMLER TRUCKS FINANCE NORTH AMERICA LLC FRN SOFR+96 09/25/2027 144A | 6,400,000 | 6,400,000 | 0 | 0.09% | $16.66K |
| NATIONAL SECURITIES CLEARING CORP | 6,400,000 | 6,400,000 | 0 | 0.09% | -$11.95K |
| AIR LEASE CORP | 6,320,000 | 6,320,000 | 0 | 0.09% | -$61.87K |
| Hertz Vehicle Financing III LLC | 6,410,000 | 6,410,000 | 0 | 0.09% | $69.57K |
| MORGAN STANLEY B | 6,320,000 | 6,320,000 | 0 | 0.09% | -$107.72K |
| NextGear Floorplan Master Owner Trust | 6,220,000 | 6,220,000 | 0 | 0.09% | $3.28K |
| STACR 2021-DNA7 M2 | 6,190,000 | 6,190,000 | 0 | 0.09% | -$6.28K |
| Jefferies Financial Group, Inc. | 6,155,000 | 6,155,000 | 0 | 0.09% | -$5.69K |
| STAR 2021-SFR2 Trust | 6,250,000 | 6,250,000 | 0 | 0.09% | $12.01K |
| NATWEST GROUP PLC SR UNSECURED 03/28 VAR | 6,000,000 | 6,000,000 | 0 | 0.09% | $4.44K |
| Z Capital Credit Partners CLO 2019-1 Ltd | 6,000,000 | 6,000,000 | 0 | 0.09% | $77.37K |
| TSTAT 2022-1 Ltd | 6,000,000 | 6,000,000 | 0 | 0.09% | $594 |
| ATHENE GLOBAL FUNDING SR SECURED 144A 05/26 VAR | 6,000,000 | 6,000,000 | 0 | 0.09% | $5.42K |
| Magnetite XXII Ltd | 6,000,000 | 6,000,000 | 0 | 0.09% | $12 |
| TX Trust, Series 2024-HOU, Class A | 6,000,000 | 6,000,000 | 0 | 0.09% | $35.64K |
| CAN IMPERIAL BK | 5,970,000 | 5,970,000 | 0 | 0.09% | -$5.54K |
| Brightwood Capital MM CLO 2020-1 Ltd | 5,900,000 | 5,900,000 | 0 | 0.08% | -$460 |
| Battery Park Clo Ltd | 5,800,000 | 5,800,000 | 0 | 0.08% | -$383 |
| Brex Commercial Charge Card Master Trust, Series 2024-1, Class A1 | 5,734,000 | 5,734,000 | 0 | 0.08% | -$25.92K |
| American Homes 4 Rent Trust, Series 2015-SFR1, Class F | 5,778,000 | 5,778,000 | 0 | 0.08% | -$1.16K |
| Penske Truck Leasing Co. L.P./ PTL Finance Corp. | 5,645,000 | 5,645,000 | 0 | 0.08% | -$44.69K |
| HYUNDAI CAPITAL AMERICA SR UNSECURED 144A 06/27 VAR | 5,650,000 | 5,650,000 | 0 | 0.08% | $3.67K |
| BXP Trust 2017-CQHP | 8,000,000 | 8,000,000 | 0 | 0.08% | -$1.19M |
| J.P. Morgan Chase Commercial Mortgage Securities Trust, Series 2019-MFP, Class E | 5,700,000 | 5,700,000 | 0 | 0.08% | $13.09K |
| GMF Floorplan Owner Revolving Trust | 5,500,000 | 5,500,000 | 0 | 0.08% | $12.24K |
| SUMITOMO TR&BK | 5,500,000 | 5,500,000 | 0 | 0.08% | $14.46K |
| Brightwood Capital MM CLO 2020-1 Ltd | 5,500,000 | 5,500,000 | 0 | 0.08% | -$484 |
| HILTON USA TRUST HILT 2024 ORL B 144A | 5,470,000 | 5,470,000 | 0 | 0.08% | $13.68K |
| B2R Mortgage Trust 2015-2 | 5,500,000 | 5,500,000 | 0 | 0.08% | $1.19K |
| American Credit Acceptance Receivables Trust, Series 2023-4, Class C | 5,230,000 | 5,230,000 | 0 | 0.08% | -$38.96K |
| Natixis Commercial Mortgage Securities Trust 2019-MILE | 6,300,000 | 6,300,000 | 0 | 0.08% | $42.13K |
| Regatta X Funding Ltd | 5,300,000 | 5,300,000 | 0 | 0.08% | $48 |
| Morgan Stanley Capital I Trust 2018-BOP | 7,980,000 | 7,980,000 | 0 | 0.08% | -$1.92K |
| GRACIE POINT INTERNATIONAL FUNDING 2023-1 | 5,163,000 | 5,163,000 | 0 | 0.08% | -$13.50K |
| ACM Auto Trust, Series 2024-1A, Class B | 5,000,000 | 5,000,000 | 0 | 0.07% | -$44.69K |
| KINDER MORGAN | 5,191,000 | 5,191,000 | 0 | 0.07% | $11.45K |
| AEP TEXAS INC SR UNSECURED 144A 10/25 3.85 | 5,167,000 | 5,167,000 | 0 | 0.07% | -$3.50K |
| Tricolor Auto Securitization Trust, Series 2022-1A, Class E | 5,000,000 | 5,000,000 | 0 | 0.07% | $88.57K |
| Matterhorn Re SR2022-1 Class A | 5,000,000 | 5,000,000 | 0 | 0.07% | -$35.50K |
| Gracie Point International Funding LLC, Series 2024-1A, Class A | 5,000,000 | 5,000,000 | 0 | 0.07% | -$2.85K |
| Wellfleet CLO 2022-1 Ltd | 5,000,000 | 5,000,000 | 0 | 0.07% | $4.62K |
| Monroe Capital MML CLO XIII Ltd | 5,000,000 | 5,000,000 | 0 | 0.07% | $440 |
| Twin Brook Clo 2024-2 LLC | 5,000,000 | 5,000,000 | 0 | 0.07% | -$2.70K |
| Freddie Mac STACR Debt Notes 2017-HQA2 | 4,845,000 | 4,845,000 | 0 | 0.07% | $10.21K |
| Churchill Middle Market CLO III Ltd. | 5,000,000 | 5,000,000 | 0 | 0.07% | -$30 |
| Residential Reinsurance 2021 Ltd | 5,000,000 | 5,000,000 | 0 | 0.07% | $45.50K |
| Ellington CLO III Ltd., Series 2018-3A, Class B | 4,900,000 | 4,900,000 | 0 | 0.07% | -$926 |
| ROYAL BANK OF CANADA SR UNSECURED 11/26 VAR | 4,800,000 | 4,800,000 | 0 | 0.07% | $8.07K |
| Ready Capital Mortgage Financing 2021-FL7 LLC | 4,825,000 | 4,825,000 | 0 | 0.07% | $88.18K |
| GS MORTGAGE SECURITIES TRUST GSMS 2020 DUNE E 144A | 5,000,000 | 5,000,000 | 0 | 0.07% | -$160.90K |
| STACR 2021-HQA3 M2 | 4,700,000 | 4,700,000 | 0 | 0.07% | -$3.83K |
| ROYAL BANK OF CANADA SR UNSECURED 04/26 VAR | 4,620,000 | 4,620,000 | 0 | 0.07% | $5.69K |
| HTL Commercial Mortgage Trust, Series 2024-T53, Class D | 4,515,000 | 4,515,000 | 0 | 0.07% | -$97.85K |
| VW FLOAT 08/14/26 | 4,550,000 | 4,550,000 | 0 | 0.07% | -$2.37K |
| LHOME Mortgage Trust, Series 2024-RTL2, Class A1 | 4,490,000 | 4,490,000 | 0 | 0.07% | -$30.50K |
| BDS LLC, Series 2024-FL13, Class A | 4,530,000 | 4,530,000 | 0 | 0.07% | $13.42K |
| Wheels Fleet Lease Funding LLC, Series 2024-1A, Class A2 | 4,500,000 | 4,500,000 | 0 | 0.07% | $16.65K |
| US BANK NA OHIO | 4,400,000 | 4,400,000 | 0 | 0.06% | $21.59K |
| MCR Mortgage Trust, Series 2024-TWA, Class A | 4,330,000 | 4,330,000 | 0 | 0.06% | -$61.92K |
| GLS Auto Receivables Issuer Trust, Series 2022-3A, Class D | 4,300,000 | 4,300,000 | 0 | 0.06% | -$24.57K |
| BNP PARIBAS | 4,355,000 | 4,355,000 | 0 | 0.06% | $22.24K |
| FORDF 2023-1 A2 | 4,100,000 | 4,100,000 | 0 | 0.06% | $3.15K |
| ABPCI DIRECT LENDING FUND CLO V LTD | 4,000,000 | 4,000,000 | 0 | 0.06% | -$11.87K |
| PENSKE TRUCK LEASING/PTL SR UNSECURED 144A 07/25 4 | 4,110,000 | 4,110,000 | 0 | 0.06% | $2.40K |
| Affirm Asset Securitization Trust 2023-A | 4,075,000 | 4,075,000 | 0 | 0.06% | -$16.73K |
| SANUSA V6.124 05/31/27 | 4,000,000 | 4,000,000 | 0 | 0.06% | -$27.45K |
| TORONTO DOMINION BANK THE | 4,000,000 | 4,000,000 | 0 | 0.06% | -$1.60K |
| ATHENE GLOBAL FUNDING SECURED 144A 03/27 VAR | 4,000,000 | 4,000,000 | 0 | 0.06% | -$1.40K |
| Pennantpark Clo IX LLC | 4,000,000 | 4,000,000 | 0 | 0.06% | -$3.04K |
| Sixth Street CLO IX Ltd | 4,000,000 | 4,000,000 | 0 | 0.06% | $1.04K |
| Voya CLO 2019-1 Ltd | 4,000,000 | 4,000,000 | 0 | 0.06% | -$172 |
| Silver Rock CLO IV Ltd | 4,000,000 | 4,000,000 | 0 | 0.06% | -$1.16K |
| OSD CLO 2021-23 Ltd. | 4,000,000 | 4,000,000 | 0 | 0.06% | -$9.03K |
| Mystic Re IV Ltd | 4,000,000 | 4,000,000 | 0 | 0.06% | -$31.20K |
| BAT INTL FINANCE PLC 3.95% 06/15/2025 144A | 4,000,000 | 4,000,000 | 0 | 0.06% | $13.74K |
| HILT Commercial Mortgage Trust, Series 2024-ORL, Class A | 3,980,000 | 3,980,000 | 0 | 0.06% | $8.71K |
| EXPEDIA GRP INC | 3,966,000 | 3,966,000 | 0 | 0.06% | -$7.52K |
| SUMITOMO MITSUI TRUST BANK LTD FRN SOFR+115 09/14/2026 144A | 3,835,000 | 3,835,000 | 0 | 0.06% | $3.29K |
| Tricolor Auto Securitization Trust, Series 2024-1A, Class B | 3,750,000 | 3,750,000 | 0 | 0.05% | -$216 |
| CITIGROUP INC SR UNSECURED 06/27 VAR | 3,760,000 | 3,760,000 | 0 | 0.05% | $7.34K |
| ICG US CLO 2017-1 Ltd | 4,000,000 | 4,000,000 | 0 | 0.05% | $234.18K |
| Flatiron CLO 21 Ltd | 3,600,000 | 3,600,000 | 0 | 0.05% | -$97 |
| Merion Re 2022-2 | 4,000,000 | 4,000,000 | 0 | 0.05% | -$199.81K |
| Long Point Re IV Ltd., Series 2022 | 3,500,000 | 3,500,000 | 0 | 0.05% | -$5.60K |
| Oaktown Re VII Ltd | 3,500,000 | 3,500,000 | 0 | 0.05% | -$10.59K |
| LoanCore Issuer Ltd., Series 2021-CRE5, Class A | 3,525,992 | 3,525,992 | 0 | 0.05% | $8.34K |
| BX Commercial Mortgage Trust, Series 2021-XL2, Class D | 3,500,000 | 3,500,000 | 0 | 0.05% | $35.00K |
| HYT Commercial Mortgage Trust, Series 2024-RGCY, Class A | 3,460,000 | 3,460,000 | 0 | 0.05% | $6.47K |
| BANK OF AMERICA CORP SR UNSECURED 07/27 VAR | 3,428,000 | 3,428,000 | 0 | 0.05% | $1.03K |
| Rad CLO 3 Ltd | 3,400,000 | 3,400,000 | 0 | 0.05% | $357 |
| CHARLES SCHWAB | 3,350,000 | 3,350,000 | 0 | 0.05% | $2.67K |
| Santander Bank Auto Credit-Linked Notes Series 2022-B | 3,245,000 | 3,245,000 | 0 | 0.05% | -$39.41K |
| JP Morgan Chase Commercial Mortgage Securities Trust 2018-WPT | 4,000,000 | 4,000,000 | 0 | 0.05% | $55.00K |
| STACR 2021-DNA6 M2 | 3,250,000 | 3,250,000 | 0 | 0.05% | $1.56K |
| GLS Auto Receivables Issuer Trust, Series 2023-4A, Class C | 3,190,000 | 3,190,000 | 0 | 0.05% | -$30.33K |
| OPTN 2024-2 B | 3,240,000 | 3,240,000 | 0 | 0.05% | -$9.98K |
| United Auto Credit Securitization Trust, Series 2024-1, Class D | 3,150,000 | 3,150,000 | 0 | 0.05% | -$17.71K |
| GRACIE POINT INTERNATIONAL FUNDING 2023-1 | 3,163,000 | 3,163,000 | 0 | 0.05% | -$9.29K |
| Pawneee Equipment Receivables Series 2021-1 LLC | 3,250,000 | 3,250,000 | 0 | 0.05% | $35.51K |
| Goldentree Loan Management US Clo 10 Ltd | 3,150,000 | 3,150,000 | 0 | 0.05% | -$261 |
| JP Morgan Chase Commercial Mortgage Securities Trust 2019-BKWD | 3,600,000 | 3,600,000 | 0 | 0.05% | $152.64K |
| Veros Auto Receivables Trust, Series 2023-1, Class C | 3,000,000 | 3,000,000 | 0 | 0.04% | -$20.57K |
| Cape Lookout Re Ltd | 3,000,000 | 3,000,000 | 0 | 0.04% | -$14.10K |
| JPMBB 2015-C29 A4 | 3,055,000 | 3,055,000 | 0 | 0.04% | $13.05K |
| MASSMUTUAL GLOBAL FUNDIN SR SECURED 144A 01/27 VAR | 3,000,000 | 3,000,000 | 0 | 0.04% | $6.81K |
| BELLEMEADE RE LTD SOFR30A+215 08/25/2034 144A | 3,000,000 | 3,000,000 | 0 | 0.04% | -$3.11K |
| Sanders RE II Ltd | 3,000,000 | 3,000,000 | 0 | 0.04% | -$21.30K |
| Sound Point Clo XVI Ltd | 3,000,000 | 3,000,000 | 0 | 0.04% | -$423 |
| Sanders Re III Ltd., Series A | 3,000,000 | 3,000,000 | 0 | 0.04% | $12.00K |
| Northwoods Capital XI-B Ltd | 3,000,000 | 3,000,000 | 0 | 0.04% | $15.60K |
| OCP CLO 2017-14 Ltd | 3,000,000 | 3,000,000 | 0 | 0.04% | $258 |
| Octane Receivables Trust, Series 2022-1A, Class D | 2,813,000 | 2,813,000 | 0 | 0.04% | -$14.36K |
| GLS AUTO RECEIVABLES ISSUER TRUST 2023-1 GCAR 2023-1A D | 2,695,000 | 2,695,000 | 0 | 0.04% | -$27.74K |
| Sanders Re Ltd | 2,750,000 | 2,750,000 | 0 | 0.04% | -$15.40K |
| OCTL_21-1A | 2,750,000 | 2,750,000 | 0 | 0.04% | $23.18K |
| Tidewater Auto Receivables Trust 2020-A | 2,750,000 | 2,750,000 | 0 | 0.04% | -$29.29K |
| Oportun Issuance Trust, Series 2024-1A, Class B | 2,590,000 | 2,590,000 | 0 | 0.04% | -$8.13K |
| Owl Rock CLO IV Ltd | 2,600,000 | 2,600,000 | 0 | 0.04% | $99 |
| Citrus Re Ltd | 2,500,000 | 2,500,000 | 0 | 0.04% | -$24.40K |
Top 300 of 392, by weight.
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