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.
Aug 30, 2024 → Nov 29, 2024
Expand a category to see the positions behind it, ranked by weight.
| Security | Shares Aug 2024 | Shares Nov 2024 | Δ shares | End % | Δ value |
|---|---|---|---|---|---|
| Uniform Mortgage-Backed Security, TBA | 0 | 14,550,000 | 14,550,000 | 1.27% | $14.89M |
| WASTE MANAGEMENT | 0 | 5,800,000 | 5,800,000 | 0.49% | $5.79M |
| PHILIP MORRIS IN | 0 | 5,800,000 | 5,800,000 | 0.49% | $5.77M |
| AMERICAN HONDA F | 0 | 5,700,000 | 5,700,000 | 0.49% | $5.68M |
| CENTERPOINT ENERGY RES 0.0 02DEC24 | 0 | 5,500,000 | 5,500,000 | 0.47% | $5.50M |
| ERP OPER LTD PARTNERSHI 0.0 02DEC24 | 0 | 5,500,000 | 5,500,000 | 0.47% | $5.50M |
| FISERV INC DISC COML PA 0.0 02DEC24 | 0 | 5,500,000 | 5,500,000 | 0.47% | $5.50M |
| KINDER MORGAN INC DISC 0.0 02DEC24 | 0 | 5,500,000 | 5,500,000 | 0.47% | $5.50M |
| TARGA RES CORP DIS 0.0 02DEC24 144A | 0 | 5,500,000 | 5,500,000 | 0.47% | $5.50M |
| MONDELEZ INTL 12/03/2024 | 0 | 5,500,000 | 5,500,000 | 0.47% | $5.50M |
| TOYOTA MTR CRED | 0 | 5,500,000 | 5,500,000 | 0.47% | $5.48M |
| ACCENTURE CAPITA | 0 | 5,300,000 | 5,300,000 | 0.45% | $5.24M |
| AMPHENOL CORP | 0 | 5,000,000 | 5,000,000 | 0.43% | $5.06M |
| Towd Point Mortgage Trust 2024-CES6 | 0 | 4,932,000 | 4,932,000 | 0.42% | $4.93M |
| PAGAYA AI DEBT SELECTION TRUST PAID 2024 10 B 144A | 0 | 4,800,000 | 4,800,000 | 0.41% | $4.80M |
| HSBC HOLDINGS | 0 | 4,600,000 | 4,600,000 | 0.39% | $4.62M |
| BANK OF MONTREAL | 0 | 4,400,000 | 4,400,000 | 0.38% | $4.39M |
| BOEING CO | 0 | 4,500,000 | 4,500,000 | 0.37% | $4.38M |
| DARDEN RESTAURAN | 0 | 4,300,000 | 4,300,000 | 0.36% | $4.26M |
| NBN Company, Ltd. | 0 | 4,200,000 | 4,200,000 | 0.35% | $4.14M |
| ONEOK INC | 0 | 4,000,000 | 4,000,000 | 0.34% | $3.96M |
| FS Rialto Issuer LLC, Series 2024-FL9, Class A | 0 | 3,910,000 | 3,910,000 | 0.33% | $3.90M |
| ZAR/USD FORWARD | 0 | 3,800,000 | 3,800,000 | 0.32% | $3.80M |
| AQUA FINANCE TRUST 2024-A SER 2024-A CL A REGD 144A P/P 4.81000000 | 0 | 3,460,569 | 3,460,569 | 0.29% | $3.42M |
| MF1, Series 2024-FL16, Class A | 0 | 3,430,000 | 3,430,000 | 0.29% | $3.42M |
| JPMORGAN CHASE + CO SR UNSECURED 10/28 VAR | 0 | 3,400,000 | 3,400,000 | 0.29% | $3.41M |
| CPE 04 12 24 235617 USD F 4.75 | 0 | 3,400,000 | 3,400,000 | 0.29% | $3.40M |
| SHERWIN WILLIAMS CO DIS 0.0 09DEC24 | 0 | 3,400,000 | 3,400,000 | 0.29% | $3.40M |
| Public Service Co of North Carolina Inc | 0 | 3,300,000 | 3,300,000 | 0.29% | $3.36M |
| CPE 03 12 24 MHFI USD F 4.68 | 0 | 3,200,000 | 3,200,000 | 0.27% | $3.20M |
| SHR Trust, Series 2024-LXRY, Class A | 0 | 3,160,000 | 3,160,000 | 0.27% | $3.18M |
| PEAC Solutions Receivables 2024-2 LLC | 0 | 3,110,000 | 3,110,000 | 0.26% | $3.07M |
| TRFIG 2024-1A A2 | 0 | 3,000,000 | 3,000,000 | 0.26% | $3.05M |
| Tricolor Auto Securitization Trust Series 2024-3A, Class D | 0 | 3,000,000 | 3,000,000 | 0.26% | $3.01M |
| AMERICAN HONDA FINANCE CORP FRN SOFR+55 05/11/2026 | 0 | 3,000,000 | 3,000,000 | 0.26% | $3.00M |
| BNP PARIBAS SUBORDINATED 144A 05/26 4.375 | 0 | 3,000,000 | 3,000,000 | 0.25% | $2.96M |
| J.P. Morgan Mortgage Trust, Series 2024-HE3, Class A1 | 0 | 2,929,509 | 2,929,509 | 0.25% | $2.93M |
| BARCLAYS PLC | 0 | 2,900,000 | 2,900,000 | 0.25% | $2.89M |
| Woodmont 2023-12 Trust | 0 | 2,870,000 | 2,870,000 | 0.25% | $2.87M |
| Towd Point Mortgage Trust 2024-CES4 | 0 | 2,890,000 | 2,890,000 | 0.24% | $2.84M |
| KREF Ltd., Series 2022-FL3, Class A | 0 | 2,828,803 | 2,828,803 | 0.24% | $2.82M |
| STACR 2024-HQA2 A1 | 0 | 2,798,250 | 2,798,250 | 0.24% | $2.80M |
| ROYAL BK CANADA | 0 | 2,800,000 | 2,800,000 | 0.24% | $2.79M |
| U.S. Bank National Association | 0 | 2,780,000 | 2,780,000 | 0.24% | $2.78M |
| FNCL 6 12/24 | 0 | 2,700,000 | 2,700,000 | 0.23% | $2.73M |
| Jefferies Financial Group, Inc. | 0 | 2,530,000 | 2,530,000 | 0.22% | $2.53M |
| NEWMNT / NEWCRST | 0 | 2,500,000 | 2,500,000 | 0.22% | $2.52M |
| ALIMENTATION COUCHE- | 0 | 2,500,000 | 2,500,000 | 0.21% | $2.50M |
| Drive Auto Receivables Trust, Series 2024-2, Class C | 0 | 2,500,000 | 2,500,000 | 0.21% | $2.48M |
| Freddie Mac Seasoned Credit Risk Transfer Trust Series 2018-4 | 0 | 2,570,000 | 2,570,000 | 0.21% | $2.43M |
| Oportun Funding Trust, Series 2024-3, Class B | 0 | 2,300,000 | 2,300,000 | 0.20% | $2.30M |
| FHF Issuer Trust, Series 2024-3A, Class C | 0 | 2,272,000 | 2,272,000 | 0.19% | $2.26M |
| OCTANE RECEIVABLES TRUST 2024-3 5.51% 10/20/2031 144A | 0 | 2,250,000 | 2,250,000 | 0.19% | $2.26M |
| Upgrade Receivables Trust, Series 2024-1A, Class A | 0 | 2,100,000 | 2,100,000 | 0.18% | $2.10M |
| WISCONSIN PWR + LT CO D 0.0 02DEC24 | 0 | 2,100,000 | 2,100,000 | 0.18% | $2.10M |
| Fannie Mae Pool | 0 | 2,046,957 | 2,046,957 | 0.18% | $2.07M |
| Golub Capital Partners Short Duration 2022-1 | 0 | 2,010,000 | 2,010,000 | 0.17% | $2.01M |
| LLOYDS BK GR PLC | 0 | 2,000,000 | 2,000,000 | 0.17% | $2.01M |
| Mizuho Markets Cayman LP | 0 | 2,000,000 | 2,000,000 | 0.17% | $2.00M |
| Cerberus Loan Funding XLIX LLC | 0 | 2,000,000 | 2,000,000 | 0.17% | $2.00M |
| Cerberus Loan Funding XLIX LLC | 0 | 2,000,000 | 2,000,000 | 0.17% | $2.00M |
| PRESTIGE AUTO RECEIVABLES TRUST 2024-2 SER 2024-2A CL D REGD 144A P/P 5.15000000 | 0 | 2,030,000 | 2,030,000 | 0.17% | $2.00M |
| CAN IMPERIAL BK | 0 | 2,000,000 | 2,000,000 | 0.17% | $1.99M |
| MLANE 2024-B A | 0 | 1,900,000 | 1,900,000 | 0.16% | $1.90M |
| First Help Financial LLC Series 2024-1A, Class C | 0 | 1,807,000 | 1,807,000 | 0.16% | $1.87M |
| Regional Management Issuance Trust, Series 2024-2, Class B | 0 | 1,850,000 | 1,850,000 | 0.16% | $1.86M |
| Fannie Mae Pool | 0 | 1,831,840 | 1,831,840 | 0.16% | $1.85M |
| STACR 2024-DNA3 A1 144A FRN 10-25-44 | 0 | 1,822,250 | 1,822,250 | 0.16% | $1.83M |
| Drive Auto Receivables Trust, Series 2024-2, Class D | 0 | 1,830,000 | 1,830,000 | 0.15% | $1.81M |
| OASIS 2024-1A A | 0 | 1,810,000 | 1,810,000 | 0.15% | $1.80M |
| SCRT 2018-1 M | 0 | 1,827,558 | 1,827,558 | 0.15% | $1.78M |
| HIH Trust, Series 2024-61P, Class A | 0 | 1,710,000 | 1,710,000 | 0.15% | $1.71M |
| BX TRUST 2021-ARIA BX 2021 ARIA D 144A | 0 | 1,707,000 | 1,707,000 | 0.14% | $1.70M |
| Ready Capital Mortgage Financing 2021-FL6 LLC | 0 | 1,680,500 | 1,680,500 | 0.14% | $1.67M |
| BSPRT Issuer LLC, Series 2024-FL11, Class A | 0 | 1,630,000 | 1,630,000 | 0.14% | $1.63M |
| Freddie Mac Pool | 0 | 1,596,450 | 1,596,450 | 0.14% | $1.62M |
| Starwood 2024-SIF4 LLC | 0 | 1,610,000 | 1,610,000 | 0.14% | $1.61M |
| Fannie Mae Pool | 0 | 1,587,414 | 1,587,414 | 0.14% | $1.59M |
| HYUNDAI CAPITAL AMERICA SR UNSECURED 144A 09/27 4.3 | 0 | 1,600,000 | 1,600,000 | 0.14% | $1.58M |
| Pagaya AI Debt Trust 2024-2 | 0 | 1,534,828 | 1,534,828 | 0.13% | $1.55M |
| FNMA Connecticut Avenue Securities Trust, Series 2024-R06, Class 1A1 | 0 | 1,540,447 | 1,540,447 | 0.13% | $1.54M |
| Lendbuzz Securitization Trust 2024-3 | 0 | 1,550,000 | 1,550,000 | 0.13% | $1.54M |
| ACM Auto Trust, Series 2024-2A, Class A | 0 | 1,521,895 | 1,521,895 | 0.13% | $1.53M |
| VST 5.05 12/30/26 144A | 0 | 1,500,000 | 1,500,000 | 0.13% | $1.50M |
| Freddie Mac Pool | 0 | 1,405,508 | 1,405,508 | 0.12% | $1.42M |
| MF1 MULTIFAMILY HOUSING MORTGA MF1 2021 FL7 A 144A | 0 | 1,417,117 | 1,417,117 | 0.12% | $1.41M |
| LSEGA FING PLC DISC COM 0.0 02DEC24 | 0 | 1,400,000 | 1,400,000 | 0.12% | $1.40M |
| MCR Mortgage Trust, Series 2024-HF1, Class A | 0 | 1,366,000 | 1,366,000 | 0.12% | $1.36M |
| Equify ABS LLC, Series 2024-1A, Class A | 0 | 1,360,915 | 1,360,915 | 0.12% | $1.36M |
| EXETER AUTOMOBILE RECEIVABLES TRUST 2024-5 SER 2024-5A CL D REGD 5.06000000 | 0 | 1,360,000 | 1,360,000 | 0.11% | $1.34M |
| FHF Issuer Trust, Series 2024-3A, Class D | 0 | 1,290,000 | 1,290,000 | 0.11% | $1.29M |
| GS Mortgage-Backed Securities Trust 2024-HE2 | 0 | 1,265,837 | 1,265,837 | 0.11% | $1.27M |
| RMIT 2024-2 C | 0 | 1,250,000 | 1,250,000 | 0.11% | $1.26M |
| Continental Finance Credit Card ABS Master Trust, Series 2024-A, Class A | 0 | 1,250,000 | 1,250,000 | 0.11% | $1.25M |
| Mission Lane Credit Card Master Trust | 0 | 1,240,000 | 1,240,000 | 0.11% | $1.24M |
| STACR 2024-HQA2 M2 | 0 | 1,220,000 | 1,220,000 | 0.11% | $1.23M |
| Fannie Mae Connecticut Avenue Securities | 0 | 1,210,000 | 1,210,000 | 0.10% | $1.22M |
| Harvest SBA Loan Trust, Series 2024-1, Class A | 0 | 1,200,000 | 1,200,000 | 0.10% | $1.20M |
| STACR 2024-HQA2 M1 | 0 | 1,175,492 | 1,175,492 | 0.10% | $1.18M |
| J.P. Morgan Chase Commercial Mortgage Securities Trust 2024-OMNI | 0 | 1,147,000 | 1,147,000 | 0.10% | $1.15M |
| OWLEF 2024-1A B 144A 5.41% 03-15-30 | 0 | 1,100,000 | 1,100,000 | 0.09% | $1.10M |
| BLUE OWL ASSET LEASING TRUST 2024-1 LLC | 0 | 1,080,000 | 1,080,000 | 0.09% | $1.08M |
| Radnor Re 2024-1 Ltd | 0 | 1,073,755 | 1,073,755 | 0.09% | $1.08M |
| Fannie Mae Pool | 0 | 998,343 | 998,343 | 0.09% | $1.03M |
| Fannie Mae Pool | 0 | 997,729 | 997,729 | 0.09% | $1.03M |
| STATE STREET CRP | 0 | 1,000,000 | 1,000,000 | 0.09% | $1.00M |
| SDART 2024-5 C 4.78% 01-15-31 | 0 | 1,000,000 | 1,000,000 | 0.09% | $996.56K |
| Freddie Mac Pool | 0 | 957,888 | 957,888 | 0.08% | $981.12K |
| US Airways Pass Through Trust | 0 | 948,294 | 948,294 | 0.08% | $939.26K |
| BRSP Ltd., Series 2021-FL1, Class A | 0 | 921,232 | 921,232 | 0.08% | $916.91K |
| AFFRM 2024-X2 A 144A 5.22% 12-17-29 | 0 | 890,000 | 890,000 | 0.08% | $890.29K |
| GSAR 2024-4A D 144A 5.28% 10-15-31 | 0 | 887,000 | 887,000 | 0.07% | $873.14K |
| ACHM TRUST 2024-HE2 ACHM 2024-HE2 A | 0 | 877,868 | 877,868 | 0.07% | $869.35K |
| UNTD AIR 2013-1 | 0 | 855,763 | 855,763 | 0.07% | $848.39K |
| Freddie Mac Pool | 0 | 818,436 | 818,436 | 0.07% | $838.15K |
| Cartiga Asset Finance Trust 2023-1 LLC | 0 | 840,000 | 840,000 | 0.07% | $837.72K |
| Fannie Mae Pool | 0 | 790,150 | 790,150 | 0.07% | $799.87K |
| STACR 2024-DNA3 M1 144A FRN 10-25-44 | 0 | 751,838 | 751,838 | 0.06% | $751.84K |
| Huntington National Bank, The | 0 | 750,000 | 750,000 | 0.06% | $751.71K |
| Golub Capital Partners Short Duration 2022-1 | 0 | 750,000 | 750,000 | 0.06% | $751.22K |
| FNMA Connecticut Avenue Securities Trust, Series 2024-R06, Class 1M1 | 0 | 740,859 | 740,859 | 0.06% | $741.33K |
| BDS LLC, Series 2024-FL13, Class A | 0 | 725,000 | 725,000 | 0.06% | $724.90K |
| Radnor Re Ltd., Series 2024-1, Class M1B | 0 | 710,000 | 710,000 | 0.06% | $714.50K |
| FREDDIE MAC SEASONED CREDIT RISK TRANSFER TRUST SE SCRT 2020-2 M | 0 | 750,000 | 750,000 | 0.06% | $710.50K |
| MidOcean Credit CLO XI Ltd., Series 2022-11A, Class A1R2 | 0 | 710,000 | 710,000 | 0.06% | $710.00K |
| Opportun Funding, LLC Series 2024-3, Class C | 0 | 650,000 | 650,000 | 0.06% | $650.77K |
| Freddie Mac Pool | 0 | 618,968 | 618,968 | 0.05% | $635.75K |
| ACRES Commercial Realty 2021-FL2 Ltd 5.83 | 0 | 623,802 | 623,802 | 0.05% | $621.44K |
| Freddie Mac Pool | 0 | 599,143 | 599,143 | 0.05% | $614.15K |
| VStrong Auto Receivables Trust 2023-A | 0 | 550,000 | 550,000 | 0.05% | $610.22K |
| STACR 2024-DNA1 M1 144A FRN 02-25-44 | 0 | 540,523 | 540,523 | 0.05% | $541.53K |
| SCF Equipment Leasing LLC, Series 2022-2A, Class D | 0 | 500,000 | 500,000 | 0.04% | $510.83K |
| DELL EQUIPMENT FINANCE TRUST DEFT 2024 2 D 144A | 0 | 500,000 | 500,000 | 0.04% | $500.66K |
| IVY Hill Middle Market Credit Fund XII Ltd | 0 | 450,000 | 450,000 | 0.04% | $452.01K |
| Fannie Mae Pool | 0 | 400,518 | 400,518 | 0.04% | $410.43K |
| Onity Loan Investment Trust, Series 2024-HB2, Class M3 | 0 | 400,000 | 400,000 | 0.03% | $366.54K |
| CFMT LLC, Series 2023-HB12, Class M1 | 0 | 250,000 | 250,000 | 0.02% | $243.10K |
| Tronox Term Loan B 250 2031-09-10 | 0 | 234,233 | 234,233 | 0.02% | $235.31K |
| Freddie Mac Pool | 0 | 199,702 | 199,702 | 0.02% | $204.48K |
| J.P. Morgan Chase Commercial Mortgage Securities Trust, Series 2024-OMNI, Class D | 0 | 160,000 | 160,000 | 0.01% | $157.97K |
| Freddie Mac Pool | 0 | 109,732 | 109,732 | 0.01% | $111.46K |
| Security | Shares Aug 2024 | Shares Nov 2024 | Δ shares | End % | Δ value |
|---|---|---|---|---|---|
| Uniform Mortgage-Backed Security, TBA | 20,150,000 | 0 | -20,150,000 | 0.00% | -$20.75M |
| USD/SEK FORWARD | 13,130,000 | 0 | -13,130,000 | 0.00% | -$13.13M |
| UNITED STATES DOLLAR | 13,130,000 | 0 | -13,130,000 | 0.00% | -$13.13M |
| FNCL 6 9/24 | 12,100,000 | 0 | -12,100,000 | 0.00% | -$12.32M |
| B A T INTL FIN DISC COML PAPER 0 09/03/2024 | 5,600,000 | 0 | -5,600,000 | 0.00% | -$5.60M |
| AMPHENOL CORP NEW 0 CP 03/09/2024 | 4,500,000 | 0 | -4,500,000 | 0.00% | -$4.50M |
| ERP Operating Limited Partnership | 4,500,000 | 0 | -4,500,000 | 0.00% | -$4.50M |
| The Sherwin-Williams Company | 4,500,000 | 0 | -4,500,000 | 0.00% | -$4.49M |
| U.S. Secured Overnight Financing Rate | 4,420,000 | 0 | -4,420,000 | 0.00% | -$4.42M |
| BP Capital Markets PLC | 4,250,000 | 0 | -4,250,000 | 0.00% | -$4.25M |
| TARGA RES CORP 0 CP 03/09/2024 | 3,500,000 | 0 | -3,500,000 | 0.00% | -$3.50M |
| Autozone, Inc. | 2,800,000 | 0 | -2,800,000 | 0.00% | -$2.80M |
| CFMT 2018-RM2 D | 2,823,573 | 0 | -2,823,573 | 0.00% | -$2.53M |
| NEWMNT / NEWCRST | 2,500,000 | 0 | -2,500,000 | 0.00% | -$2.52M |
| CPE 10 09 24 MHK US USD F 5.41 | 2,250,000 | 0 | -2,250,000 | 0.00% | -$2.25M |
| CPE 03 09 24 SON US USD F 5.4 | 2,200,000 | 0 | -2,200,000 | 0.00% | -$2.20M |
| CPE 04 09 24 MHK US USD F 5.38 | 2,100,000 | 0 | -2,100,000 | 0.00% | -$2.10M |
| AUTOZONE INC D 09/03/2024 | 1,750,000 | 0 | -1,750,000 | 0.00% | -$1.75M |
| FIFTH THIRD BANK | 1,580,000 | 0 | -1,580,000 | 0.00% | -$1.58M |
| STATE STREET CRP | 1,550,000 | 0 | -1,550,000 | 0.00% | -$1.55M |
| HSBC HOLDINGS | 1,450,000 | 0 | -1,450,000 | 0.00% | -$1.44M |
| Freddie Mac STACR REMIC Trust 2021-HQA2 | 1,279,608 | 0 | -1,279,608 | 0.00% | -$1.31M |
| CPE 04 09 24 ANCUF USD F 5.44 | 1,300,000 | 0 | -1,300,000 | 0.00% | -$1.30M |
| HPLY TRUST 2019-HIT HPLY 2019-HIT B | 1,188,750 | 0 | -1,188,750 | 0.00% | -$1.18M |
| Freddie Mac STACR Debt Notes 2017-HRP1 | 1,168,946 | 0 | -1,168,946 | 0.00% | -$1.18M |
| CPE 06 09 24 EVERSOUR USD F 5.59 | 1,150,000 | 0 | -1,150,000 | 0.00% | -$1.15M |
| OPTN 2021-C C | 1,000,000 | 0 | -1,000,000 | 0.00% | -$975.02K |
| Freddie Mac STACR REMIC Trust 2021-HQA3 6.20 | 967,709 | 0 | -967,709 | 0.00% | -$969.14K |
| Woodmont 2023-12 Trust | 816,525 | 0 | -816,525 | 0.00% | -$819.90K |
| NMEF Funding 2021-A LLC | 750,000 | 0 | -750,000 | 0.00% | -$749.76K |
| HPLY TRUST 2019-HIT SER 2019-HIT CL C V/R REGD 144A P/P 6.83248000 | 750,000 | 0 | -750,000 | 0.00% | -$744.42K |
| FISERV INC 0 CP 03/09/2024 | 600,000 | 0 | -600,000 | 0.00% | -$599.64K |
| Finance of America HECM Buyout Series 2022-HB1, Class M3 | 500,000 | 0 | -500,000 | 0.00% | -$490.73K |
| CONTL AIRLINES | 478,340 | 0 | -478,340 | 0.00% | -$476.78K |
| HOME RE 2019-1 LTD SER 2019-1 CL M1 V/R REGD 144A P/P 7.04460000 | 455,186 | 0 | -455,186 | 0.00% | -$455.98K |
| XCALI 2020-1 Mortgage Trust | 382,130 | 0 | -382,130 | 0.00% | -$380.83K |
| STWD 2021-SIF1 Ltd | 370,000 | 0 | -370,000 | 0.00% | -$367.58K |
| Ellington CLO IV Ltd | 327,201 | 0 | -327,201 | 0.00% | -$326.82K |
| Acorn Re Ltd., Series A | 250,000 | 0 | -250,000 | 0.00% | -$250.00K |
| CPE 03 09 24 EVERSOUR USD F 5.49 | 250,000 | 0 | -250,000 | 0.00% | -$249.85K |
| Tronox Finance LLC, First Lien Facility Term Loan B | 234,233 | 0 | -234,233 | 0.00% | -$235.08K |
| AIR CANADA TERM B 1LN 03/21/2031 | 222,442 | 0 | -222,442 | 0.00% | -$222.86K |
| Trident TPI Holdings Inc 2024 Term Loan B6 | 146,353 | 0 | -146,353 | 0.00% | -$147.11K |
| Credito Real USA Auto Receivables Trust 2021-1 | 118,344 | 0 | -118,344 | 0.00% | -$117.98K |
| CROSSROADS ASSET TRUST 2021-A XROAD 2021 A D 144A | 113,367 | 0 | -113,367 | 0.00% | -$112.98K |
| OASIS 2022-2A B | 105,022 | 0 | -105,022 | 0.00% | -$105.02K |
| ACHV ABS TRUST, Series 2023-2PL, Class B | 69,086 | 0 | -69,086 | 0.00% | -$69.13K |
| LendingPoint Asset Securitization Trust, Series 2020-REV1, Class B | 48,653 | 0 | -48,653 | 0.00% | -$48.61K |
| Merion Re 2021-2, 12/31/24 | 500,000 | 0 | -500,000 | 0.00% | -$30.00K |
| Freddie Mac REMICS | 22,536 | 0 | -22,536 | 0.00% | -$22.45K |
| Fortress Credit Opportunities XVII CLO Ltd., Series 2022-17A, Class A | 1,890 | 0 | -1,890 | 0.00% | -$1.89K |
| Sussex Re 2020-1, 12/31/22 | 257,836 | 0 | -257,836 | 0.00% | -$335 |
| Security | Shares Aug 2024 | Shares Nov 2024 | Δ shares | End % | Δ value |
|---|---|---|---|---|---|
| Consolidated Edison Company of New York, Inc. | 4,500,000 | 5,500,000 | 1,000,000 | 0.47% | $1.00M |
| Vistra Operations Company LLC | 3,200,000 | 4,935,000 | 1,735,000 | 0.41% | $1.70M |
| SOUTH BOW USA | 2,300,000 | 4,000,000 | 1,700,000 | 0.34% | $1.69M |
| AVOLON HOLDINGS FUNDING LTD 4.375% 05/01/2026 144A | 1,800,000 | 3,800,000 | 2,000,000 | 0.32% | $1.98M |
| MF1 MULTIFAMILY HOUSING MORTGA MF1 2022 FL8 A 144A | 1,753,281 | 2,975,906 | 1,222,626 | 0.25% | $1.23M |
| ELEMENT FLEET MGT. 6.271% | 1,300,000 | 2,857,000 | 1,557,000 | 0.25% | $1.58M |
| Santander Bank NA - SBCLN | 575,000 | 2,825,000 | 2,250,000 | 0.24% | $2.25M |
| Ascent Career Funding Trust, Series 2024-1A, Class A | 1,170,000 | 2,161,711 | 991,711 | 0.18% | $990.07K |
| GOLUB CAPITAL PARTNERS CLO 36M LTD GOCAP 2018-36A B | 1,880,000 | 2,130,000 | 250,000 | 0.18% | $251.25K |
| Federal National Mortgage Assoc. | 330,000 | 2,010,000 | 1,680,000 | 0.17% | $1.70M |
| ACRES Commercial Realty 2021-FL1 Ltd 5.63 | 317,304 | 1,969,609 | 1,652,304 | 0.17% | $1.64M |
| J.P. Morgan Chase Commercial Mortgage Securities Trust 2021-HTL5 | 1,340,000 | 1,940,000 | 600,000 | 0.16% | $603.13K |
| UNTD AIR 20-1 B | 1,108,304 | 1,780,800 | 672,496 | 0.15% | $682.17K |
| Veros Auto Receivables Trust Series 21-1 Class C | 945,670 | 1,544,350 | 598,680 | 0.13% | $595.25K |
| STACR_21-HQA4 | 1,146,193 | 1,338,369 | 192,176 | 0.11% | $195.38K |
| MFT_21-1A | 636,045 | 1,180,727 | 544,682 | 0.10% | $540.74K |
| Tricolor Auto Securitization Trust Series 2024-2A, Class D | 990,000 | 1,140,000 | 150,000 | 0.10% | $150.56K |
| PEAR 2023-1 LLC | 1,064,806 | 1,106,693 | 41,887 | 0.09% | $21.45K |
| FORTRESS CREDIT OPPORTUNITIES IX CLO LTD | 1,000,000 | 1,100,000 | 100,000 | 0.09% | $100.00K |
| Ready Capital Mortgage Financing 2022-FL8 LLC | 862,472 | 1,051,439 | 188,967 | 0.09% | $190.60K |
| FNMA Connecticut Avenue Securities Trust, Series 2024-R05, Class 2M1 | 780,720 | 976,860 | 196,141 | 0.08% | $196.20K |
| Radnor RE Ltd., Series 2021-1, Class M2 | 626,431 | 630,000 | 3,569 | 0.05% | $1.08K |
| Bonanza RE Ltd | 250,000 | 500,000 | 250,000 | 0.04% | $253.40K |
| Radnor RE Ltd., Series 2023-1, Class M1B | 457,394 | 460,000 | 2,606 | 0.04% | $1.26K |
| WHEAT (CBT) | 1,085 | 1,155 | 70 | 0.03% | $511.91K |
| Pagaya AI Debt Trust, Series 2024-2, Class A | 298,575 | 309,967 | 11,392 | 0.03% | $11.75K |
| Matterhorn Re Ltd | 153,600 | 153,601 | 1 | 0.01% | -$4.62K |
| Fannie Mae REMICS | 13,485 | 33,721 | 20,236 | 0.00% | $19.77K |
| Security | Shares Aug 2024 | Shares Nov 2024 | Δ shares | End % | Δ value |
|---|---|---|---|---|---|
| Freddie Mac Pool | 3,570,652 | 3,435,577 | -135,075 | 0.30% | -$151.62K |
| TPMT 2024-CES1 A1A | 3,786,345 | 3,514,699 | -271,647 | 0.30% | -$310.54K |
| Fannie Mae Pool | 3,285,713 | 3,087,631 | -198,083 | 0.27% | -$219.67K |
| TOWD PT MTG TR 2024-CES2 6.125% 02/25/2064 144A | 3,336,977 | 3,095,260 | -241,717 | 0.27% | -$263.25K |
| DREY-GVT CSH-I | 3,846,198 | 3,087,163 | -759,036 | 0.26% | -$759.04K |
| Bayview Opportunity Master Fund VII 2024-EDU1 LLC | 3,213,039 | 3,040,090 | -172,949 | 0.26% | -$167.53K |
| Freddie Mac Pool | 3,056,120 | 2,934,157 | -121,963 | 0.26% | -$138.33K |
| Fannie Mae Pool | 3,075,704 | 2,929,290 | -146,414 | 0.26% | -$167.38K |
| Saluda Grade Alternative Mortgage Trust, Series 2024-CES1, Class A1 | 3,065,903 | 2,830,273 | -235,630 | 0.25% | -$232.98K |
| Pagaya AI Debt Trust 2024-3 | 2,500,000 | 2,410,522 | -89,478 | 0.21% | -$95.10K |
| GS Mortgage-Backed Securities Trust, Series 2024-HE1, Class A1 | 2,531,572 | 2,349,698 | -181,874 | 0.20% | -$178.70K |
| Freddie Mac Pool | 2,293,859 | 2,116,111 | -177,748 | 0.19% | -$198.84K |
| FS Rialto, Series 2021-FL3, Class A | 2,427,711 | 2,162,060 | -265,651 | 0.18% | -$260.75K |
| Fannie Mae Pool | 2,502,179 | 2,090,294 | -411,885 | 0.18% | -$436.18K |
| FIGRE Trust, Series 2024-HE3, Class A | 2,227,519 | 2,106,595 | -120,925 | 0.18% | -$137.72K |
| Pagaya AI Debt Trust 2024-1 | 2,499,375 | 2,010,637 | -488,738 | 0.17% | -$495.44K |
| Arbor Realty Commercial Real Estate Notes 2022-FL2 Ltd 6.16 | 2,096,956 | 1,960,272 | -136,684 | 0.17% | -$136.68K |
| Connecticut Avenue Securities Trust, Series 2024-R05, Class 2A1 | 1,960,820 | 1,933,280 | -27,540 | 0.17% | -$29.35K |
| FIGRE Trust, Series 2024-HE2, Class A | 1,716,250 | 1,621,259 | -94,990 | 0.14% | -$101.18K |
| Radnor RE 2021-2 Ltd | 1,820,222 | 1,527,372 | -292,850 | 0.13% | -$303.19K |
| Fannie Mae Pool | 1,564,472 | 1,492,656 | -71,816 | 0.13% | -$82.91K |
| Oxford Finance Funding 2022-1 LLC | 1,683,824 | 1,575,517 | -108,308 | 0.13% | -$101.61K |
| LoanCore Issuer Ltd., Series 2022-CRE7, Class A | 1,574,609 | 1,460,882 | -113,726 | 0.12% | -$112.43K |
| Blue Bridge Funding LLC, Series 2023-1A, Class A | 1,680,889 | 1,438,434 | -242,455 | 0.12% | -$243.36K |
| TRTX Issuer Ltd., Series 2022-FL5, Class A | 1,453,883 | 1,436,414 | -17,470 | 0.12% | -$9.19K |
| FIRST HELP FINANCIAL LLC FHF 2024 1A A2 144A | 1,500,000 | 1,357,166 | -142,834 | 0.12% | -$144.75K |
| BVCLN 2024-CAR1 B | 1,459,644 | 1,296,679 | -162,965 | 0.11% | -$161.58K |
| Triangle Re, Ltd. 2023-1 | 1,360,000 | 1,277,079 | -82,921 | 0.11% | -$87.78K |
| THPT Mortgage Trust, Series 2023-THL, Class A | 1,340,000 | 1,259,475 | -80,525 | 0.11% | -$87.32K |
| Arbor Realty Commercial Real Estate Notes Ltd., Series 2021-FL3, Class A | 1,604,543 | 1,215,843 | -388,700 | 0.10% | -$383.57K |
| ARCLO 2022-FL1 A SOFR30A+145 01/15/2037 144A | 1,530,000 | 1,186,932 | -343,068 | 0.10% | -$336.32K |
| J.P. Morgan Mortgage Trust, Series 2023-HE2, Class A1 | 1,279,900 | 1,153,364 | -126,537 | 0.10% | -$129.78K |
| VSTA 2024-CES1 A1 | 1,207,832 | 1,123,134 | -84,698 | 0.10% | -$89.63K |
| Freddie Mac Pool | 1,087,733 | 1,076,022 | -11,711 | 0.09% | -$15.78K |
| ACM Auto Trust Series 2023-1A, Class C | 1,895,577 | 1,085,688 | -809,889 | 0.09% | -$815.95K |
| Fannie Mae Connecticut Avenue Securities | 1,103,117 | 1,086,233 | -16,883 | 0.09% | -$18.25K |
| Velocity Commercial Capital Loan Trust, Series 2024-2, Class A | 1,098,632 | 1,057,976 | -40,656 | 0.09% | -$47.01K |
| ACHM Mortgage Trust, Series 2024-HE1, Class A | 1,103,062 | 1,032,625 | -70,437 | 0.09% | -$80.86K |
| HINTT 2024-A A | 1,138,527 | 1,021,630 | -116,897 | 0.09% | -$123.50K |
| EQS 2024-1C A 144A 6.05% 01-20-31 | 1,083,333 | 1,021,275 | -62,059 | 0.09% | -$61.60K |
| Tricolor Auto Securitization Trust, Series 2021-1A, Class F | 1,708,510 | 1,023,836 | -684,674 | 0.09% | -$679.74K |
| Chase Mortgage Finance Corp., Series 2021-CL1, Class M3 | 1,091,173 | 1,069,484 | -21,689 | 0.09% | -$9.43K |
| Pear LLC, Series 2024-1, Class A | 1,075,486 | 1,000,634 | -74,853 | 0.09% | -$81.55K |
| MCR 2024-HTL MORTGAGE TRUST TSFR1M+240.75 02/15/2037 144A | 1,061,812 | 991,001 | -70,811 | 0.08% | -$63.75K |
| Saluda Grade Alternative Mortgage Trust, Series 2023-FIG4, Class A | 1,019,177 | 966,294 | -52,883 | 0.08% | -$62.51K |
| SBCLN 2023-B E | 1,100,000 | 978,686 | -121,314 | 0.08% | -$124.63K |
| Foundation Finance Trust, Series 2024-1A, Class A | 968,951 | 878,852 | -90,100 | 0.08% | -$95.72K |
| ReadyCap Lending Small Business Loan Trust, Series 2023-3, Class A | 923,172 | 862,752 | -60,420 | 0.08% | -$43.10K |
| COMMERCIAL EQUIPMENT FINANCE 2 CEFI 2024 1A A 144A | 976,077 | 858,802 | -117,275 | 0.07% | -$118.01K |
| Arbor Realty Commercial Real Estate Notes Ltd., Series 2021-FL4, Class A | 1,001,590 | 860,484 | -141,107 | 0.07% | -$140.30K |
| Fannie Mae Pool | 887,676 | 831,993 | -55,684 | 0.07% | -$65.21K |
| Aqua Finance Trust, Series 2019-A, Class C | 937,938 | 869,647 | -68,291 | 0.07% | -$49.37K |
| HILTON GRAND VACATIONS TRUST 2024-2 HGVT 2024-2A D | 911,074 | 822,215 | -88,858 | 0.07% | -$104.61K |
| Velocity Commercial Capital Loan Trust, Series 2024-1, Class A | 874,248 | 817,606 | -56,642 | 0.07% | -$62.86K |
| MCR Mortgage Trust, Series 2024-HTL, Class A | 876,211 | 817,778 | -58,433 | 0.07% | -$50.85K |
| GCAT Trust | 826,701 | 806,664 | -20,037 | 0.07% | -$23.82K |
| PEAR 2022-1 LLC | 819,409 | 782,807 | -36,602 | 0.07% | -$38.13K |
| J P MORGAN MTG TR 2023-HE3 A1 SOFR30A+160 05/25/2054 144A | 893,246 | 784,791 | -108,456 | 0.07% | -$109.12K |
| FNMA Connecticut Avenue Securities Trust, Series 2024-R02, Class 1M1 | 872,553 | 787,621 | -84,932 | 0.07% | -$85.24K |
| LFS 2022A LLC | 951,445 | 780,327 | -171,118 | 0.07% | -$166.70K |
| Triangle Re 2021-3 Ltd | 931,191 | 756,607 | -174,583 | 0.07% | -$178.61K |
| BVCLN 2024-CAR1 D | 834,082 | 740,959 | -93,123 | 0.06% | -$89.39K |
| Centerstone SBA Trust 2023-1 | 807,836 | 737,428 | -70,408 | 0.06% | -$66.29K |
| Lendbuzz Securitization Trust, Series 2023-3A, Class A2 | 806,729 | 708,477 | -98,252 | 0.06% | -$98.39K |
| Research-Driven Pagaya Motor Asset Trust 2023-4 | 826,926 | 707,798 | -119,128 | 0.06% | -$120.34K |
| Radnor RE Ltd., Series 2023-1, Class M1A | 810,000 | 703,120 | -106,880 | 0.06% | -$109.16K |
| FNMA Connecticut Avenue Securities Trust, Series 2023-R01, Class 1M1 | 716,257 | 679,669 | -36,588 | 0.06% | -$38.71K |
| LAD AUTO RECEIVABLES TRUST LADAR 2024 1A A2 144A | 1,092,253 | 690,217 | -402,036 | 0.06% | -$401.02K |
| Westgate Resorts LLC, Series 2023-1A, Class C | 732,306 | 682,896 | -49,410 | 0.06% | -$52.79K |
| VERDANT RECEIVABLES LLC VERD 2023 1A A2 144A | 748,805 | 676,777 | -72,028 | 0.06% | -$74.17K |
| STACR 2023-DNA2 M1A | 697,560 | 655,176 | -42,384 | 0.06% | -$41.96K |
| CPF IV, LLC Series 2023-1A, Class A | 768,107 | 648,078 | -120,029 | 0.06% | -$121.41K |
| Fannie Mae Connecticut Avenue Securities | 643,228 | 624,146 | -19,082 | 0.06% | -$19.28K |
| STACR 2021-DNA5 M2 1/34 | 707,031 | 632,588 | -74,443 | 0.05% | -$73.63K |
| T/L ELANCO ANIMAL HEALTH INCORPORATED REGD 0.00000000 | 656,352 | 608,939 | -47,412 | 0.05% | -$46.81K |
| CAL Receivables 2022-1 LLC | 673,101 | 602,407 | -70,694 | 0.05% | -$70.66K |
| Dext ABS LLC, Series 2023-2, Class A2 | 703,777 | 583,047 | -120,730 | 0.05% | -$120.59K |
| Willis Engine Structured Trust VI | 656,819 | 650,805 | -6,014 | 0.05% | -$16.48K |
| TRTX 2019-FL3 Issuer Ltd | 626,947 | 587,500 | -39,447 | 0.05% | -$16.42K |
| J.P. Morgan Mortgage Trust, Series 2023-HE1, Class A1 | 667,271 | 577,638 | -89,634 | 0.05% | -$92.31K |
| CHNGE Mortgage Trust, Series 2022-1, Class A1 | 640,730 | 617,103 | -23,627 | 0.05% | -$26.66K |
| HOME RE 2021-1 LTD HMIR 2021-1 M2 | 670,000 | 568,462 | -101,538 | 0.05% | -$103.26K |
| PAID_23-3 | 884,398 | 569,854 | -314,545 | 0.05% | -$316.42K |
| ACM Auto Trust, Series 2024-1A, Class A | 907,808 | 553,447 | -354,361 | 0.05% | -$358.86K |
| EAGLE RE 2023-1 LTD EMIR 2023-1 M1A | 640,000 | 549,288 | -90,712 | 0.05% | -$91.65K |
| RPIT 2019-1 A | 615,311 | 576,928 | -38,383 | 0.05% | -$2.19K |
| WESTR 2024-1A D | 573,452 | 535,021 | -38,431 | 0.05% | -$40.72K |
| AQUA FIN TR 2020-A 3.97% 07/17/2046 144A | 600,000 | 560,671 | -39,329 | 0.05% | -$36.83K |
| Arivo Acceptance Auto Loan Rec'ls Trust | 800,000 | 525,000 | -275,000 | 0.05% | -$233.45K |
| ACRES Commercial Realty 2021-FL1 Issuer, Ltd. | 518,652 | 511,523 | -7,129 | 0.04% | -$6.78K |
| Saluda Grade Alternative Mortgage Trust, Series 2024-RTL4, Class A1 | 1,015,000 | 505,000 | -510,000 | 0.04% | -$518.91K |
| SABINE PASS LIQU | 621,000 | 505,000 | -116,000 | 0.04% | -$116.02K |
| Harvest SBA Loan Trust, Series 2023-1, Class A | 522,773 | 500,050 | -22,722 | 0.04% | -$22.69K |
| FNMA Connecticut Avenue Securities Trust, Series 2023-R03, Class 2M1 | 537,427 | 485,244 | -52,183 | 0.04% | -$52.27K |
| FNMA Connecticut Avenue Securities Trust, Series 2024-R03, Class 2M1 | 521,889 | 480,477 | -41,412 | 0.04% | -$41.74K |
| Velocity Commercial Capital Loan Trust, Series 2020-1, Class AFX | 534,027 | 508,120 | -25,907 | 0.04% | -$18.84K |
| Velocity Commercial Capital Loan Trust 2023-1 | 502,263 | 464,054 | -38,210 | 0.04% | -$39.80K |
| Saluda Grade Alternative Mortgage Trust, Series 2024-RTL5, Class A1 | 930,000 | 460,000 | -470,000 | 0.04% | -$480.83K |
| FREED ABS TRUST 2021-3FP SER 2021-3FP CL D REGD 144A P/P 2.37000000 | 612,715 | 449,405 | -163,310 | 0.04% | -$159.17K |
| Regatta IX Funding Ltd | 500,000 | 428,571 | -71,429 | 0.04% | -$71.38K |
| PFP Ltd., Series 2024-11, Class A | 430,000 | 419,517 | -10,483 | 0.04% | -$9.19K |
| FS RIALTO ISSUER LTD FSRIA 2022 FL4 A 144A | 482,375 | 420,244 | -62,131 | 0.04% | -$61.06K |
| Zais Clo 13 Ltd | 450,000 | 419,934 | -30,066 | 0.04% | -$29.90K |
| Cerberus Loan Funding XXIV LP | 506,241 | 417,934 | -88,307 | 0.04% | -$88.43K |
| Blackbird Capital II Aircraft Lease Ltd., Series 2021-1A, Class B | 471,506 | 460,711 | -10,794 | 0.04% | -$7.62K |
| FNMA Connecticut Avenue Securities Trust, Series 2019-HRP1, Class M2 | 549,319 | 402,825 | -146,495 | 0.03% | -$149.58K |
| LFS 2023A LLC | 454,069 | 395,904 | -58,165 | 0.03% | -$58.52K |
| BRE GRAND ISLANDER TIMESHARE ISSUER 2019 A LLC | 456,637 | 409,138 | -47,499 | 0.03% | -$44.88K |
| Berry Global Inc | 392,362 | 391,374 | -988 | 0.03% | -$981 |
| AFFRM_24-X1 | 571,836 | 389,537 | -182,299 | 0.03% | -$181.92K |
| STACR 2023-HQA2 M1A | 451,021 | 381,600 | -69,421 | 0.03% | -$67.86K |
| Fannie Mae Connecticut Avenue Securities | 400,495 | 363,598 | -36,897 | 0.03% | -$37.15K |
| FIRST HELP FINANCIAL LLC FHF 2023 1A A2 144A | 417,839 | 350,626 | -67,213 | 0.03% | -$67.76K |
| Westgate Resorts LLC, Series 2023-1A, Class D | 366,153 | 341,448 | -24,705 | 0.03% | -$26.78K |
| SOLRR 2021-1 A 144A 2.636% 10-15-46 | 383,313 | 375,030 | -8,283 | 0.03% | -$5.84K |
| Aqua Finance Trust, Series 2021-A, Class A | 385,732 | 351,622 | -34,110 | 0.03% | -$30.51K |
| Huntington Bank Auto Credit-Linked Notes, Series 2024-1, Class C | 357,577 | 318,716 | -38,861 | 0.03% | -$37.15K |
| IMS Ecuadorian Mortgage Trust, Series 2021-1, Class GA | 359,832 | 338,901 | -20,932 | 0.03% | -$19.83K |
| Silver Hill Trust, Series 2019-1, Class A1 | 445,658 | 328,374 | -117,284 | 0.03% | -$110.69K |
| Welk Resorts LLC, Series 2019-AA, Class D | 366,833 | 330,967 | -35,866 | 0.03% | -$34.92K |
| PAID_22-5 | 419,474 | 311,339 | -108,135 | 0.03% | -$109.28K |
| Element Solutions Inc 2023 Term Loan B | 305,308 | 304,541 | -767 | 0.03% | -$145 |
| OPTN_24-1A | 482,859 | 304,146 | -178,712 | 0.03% | -$178.95K |
| WESTLAKE AUTOMOBILE RECEIVABLE WLAKE 2023 3A A2B 144A | 498,669 | 302,142 | -196,526 | 0.03% | -$196.79K |
| FNMA Connecticut Avenue Securities Trust, Series 2022-R09, Class 2M1 | 324,355 | 294,226 | -30,129 | 0.03% | -$30.21K |
| ATALAYA EQUIPMENT LEASING TRUST 21-1 OWLEF 2021-1A B | 450,757 | 298,631 | -152,127 | 0.03% | -$153.46K |
| Accelerated LLC, Series 2021-1H, Class C | 345,463 | 318,624 | -26,839 | 0.02% | -$24.10K |
| BXG RECEIVABLES NT TR 2018-A C 4.44% 02/02/2034 144A | 310,905 | 273,807 | -37,099 | 0.02% | -$35.54K |
| Freddie Mac Seasoned Credit Risk Transfer Trust Series 2019-3 | 268,901 | 256,047 | -12,853 | 0.02% | -$12.57K |
| Ally Bank Auto Credit-Linked Notes, Series 2024-A, Class D | 270,970 | 243,494 | -27,476 | 0.02% | -$27.72K |
| CARVANA AUTO RECEIVABLES TRUST CRVNA 2022 N1 D 144A | 327,262 | 249,788 | -77,474 | 0.02% | -$75.15K |
| Avolon TLB Borrower 1 (US) LLC, Term Loan B6 | 243,125 | 242,514 | -611 | 0.02% | -$1.53K |
| RP TL B 1L USD | 243,125 | 242,500 | -625 | 0.02% | $7.70K |
| Phoenix Guarantor Inc, Term Loan | 238,203 | 237,606 | -597 | 0.02% | $954 |
| CURIA GLOBAL, INC. 8/30/2026 | 242,500 | 241,875 | -625 | 0.02% | $7.89K |
| Capital Four US CLO II Ltd | 274,286 | 228,571 | -45,714 | 0.02% | -$46.02K |
| RVRETL TL B 1L USD | 242,664 | 242,041 | -622 | 0.02% | $6.49K |
| Tidewater Auto Receivables Trust 2020-A | 427,613 | 214,205 | -213,408 | 0.02% | -$212.04K |
| Ally Bank Auto Credit-Linked Notes, Series 2024-A, Class E | 225,809 | 202,912 | -22,897 | 0.02% | -$22.81K |
| ReadyCap Lending Small Business Loan Trust, Series 2019-2, Class A | 260,127 | 206,480 | -53,646 | 0.02% | -$53.50K |
| Freddie Mac Pool | 200,000 | 199,602 | -398 | 0.02% | -$1.02K |
| BOF URSA FUNDING | 233,308 | 202,450 | -30,858 | 0.02% | -$32.50K |
| UPSTREAM REHABILITION INC 2021 TERM LOAN | 242,500 | 241,875 | -625 | 0.02% | -$17.40K |
| Freddie Mac STACR REMIC Trust 2022-HQA3 | 209,260 | 197,514 | -11,746 | 0.02% | -$11.97K |
| STONEPEAK SALTT 2021 1A AA 144A | 225,216 | 206,064 | -19,152 | 0.02% | -$16.11K |
| STACR 2023-HQA1 M1A | 208,763 | 191,467 | -17,296 | 0.02% | -$16.82K |
| Arbor Realty Commercial Real Estate Notes Ltd., Series 2021-FL1, Class A | 234,574 | 191,924 | -42,651 | 0.02% | -$41.46K |
| Brightwood Capital MM CLO 2023-1 Ltd | 217,500 | 181,250 | -36,250 | 0.02% | -$36.23K |
| OASIS 2023-1A B | 227,346 | 179,042 | -48,303 | 0.02% | -$49.02K |
| STACR 2021-DNA7 M1 | 193,952 | 166,620 | -27,331 | 0.01% | -$27.28K |
| Home RE 2023-1 Ltd | 250,000 | 161,284 | -88,716 | 0.01% | -$89.30K |
| RESI Finance LP 2003-CB1 | 189,957 | 183,128 | -6,830 | 0.01% | -$3.19K |
| FNMA Connecticut Avenue Securities Trust, Series 2023-R06, Class 1M1 | 169,055 | 151,686 | -17,369 | 0.01% | -$17.55K |
| BXG Receivables Note Trust, Series 2020-A, Class B | 175,551 | 159,358 | -16,193 | 0.01% | -$15.49K |
| USCLN 2023-1 B | 166,734 | 141,521 | -25,213 | 0.01% | -$25.12K |
| COMMERCIAL MORTGAGE BACKED SECURITIES | 212,629 | 132,749 | -79,880 | 0.01% | -$79.24K |
| T/L TPF II POWER LLC TL B 0.00000000 | 130,736 | 128,627 | -2,110 | 0.01% | -$1.87K |
| WireCo WorldGroup Inc 2023 Term Loan B | 130,428 | 130,100 | -328 | 0.01% | -$3.42K |
| Foundation Finance Trust, Series 2021-1A, Class A | 147,623 | 136,900 | -10,723 | 0.01% | -$9.44K |
| STACR 2022-DNA6 M1A 144A FRN 09-25-42 | 141,745 | 123,831 | -17,914 | 0.01% | -$17.85K |
| FNMA Trust, Whole Loan, Series 2005-W3, Class 2AF | 129,174 | 123,232 | -5,942 | 0.01% | -$5.88K |
| Vista Point Securitization Trust, Series 2020-2, Class A3 | 127,943 | 122,324 | -5,619 | 0.01% | -$5.32K |
| FNMA, Grantor Trust, Whole Loan, Series 2004-T2, Class 2A | 121,880 | 114,512 | -7,367 | 0.01% | -$6.84K |
| Mosaic Solar Loan Trust 2019-2 | 126,515 | 112,099 | -14,416 | 0.01% | -$12.49K |
| AFFRM 23-X1 A 144A 7.11% 11-15-28 | 214,924 | 105,055 | -109,869 | 0.01% | -$110.32K |
| JP Morgan Seasoned Mortgage Trust 2014-1 | 109,688 | 103,833 | -5,855 | 0.01% | -$5.14K |
| XCAL 2019-IL-1 MORTGAGE TRUST | 1,103,104 | 996,028 | -107,075 | 0.01% | -$976.47K |
| BRAVO Residential Funding Trust, Series 2020-NQM1, Class A3 | 99,746 | 94,794 | -4,952 | 0.01% | -$4.57K |
| NovaStar Mortgage Funding Trust Series 2003-1 | 135,959 | 92,291 | -43,667 | 0.01% | -$41.78K |
| Credit Suisse First Boston Mortgage Securities Corp | 81,879 | 79,547 | -2,333 | 0.01% | -$2.50K |
| DT Auto Owner Trust 2022-1 | 176,548 | 80,128 | -96,421 | 0.01% | -$95.69K |
| FNMA, Whole Loan, Series 2007-W1, Class 1AF1 | 83,095 | 78,367 | -4,728 | 0.01% | -$4.68K |
| FNMA Connecticut Avenue Securities Trust, Series 2023-R02, Class 1M1 | 77,444 | 73,399 | -4,046 | 0.01% | -$4.53K |
| Freddie Mac REMICS | 73,422 | 69,361 | -4,061 | 0.01% | -$3.95K |
| Oportun Funding XIV LLC, Series 2021-A, Class C | 95,549 | 68,929 | -26,619 | 0.01% | -$25.72K |
| Freddie Mac Structured Pass-Through Certificates | 70,639 | 69,175 | -1,464 | 0.01% | -$1.87K |
| Fannie Mae Pool | 73,143 | 71,388 | -1,754 | 0.01% | -$2.66K |
| Holiday Inn Timeshare Trust Series 20-A Class D | 73,002 | 66,958 | -6,044 | 0.01% | -$5.71K |
| Lobel Automobile Receivables Trust Series 2023-1, Class A | 172,596 | 62,094 | -110,502 | 0.01% | -$110.81K |
| OMIR_20-2A | 109,844 | 56,656 | -53,188 | 0.00% | -$54.46K |
| Freddie Mac REMICS | 58,507 | 56,418 | -2,089 | 0.00% | -$2.05K |
| Upstart Pass Through Trust Series 21-ST4 Class A | 70,490 | 54,907 | -15,584 | 0.00% | -$15.05K |
| Merrill Lynch Mortgage Investors Trust Series MLCC 2003-H | 59,998 | 57,740 | -2,258 | 0.00% | -$2.02K |
| Freddie Mac REMICS | 51,678 | 50,520 | -1,159 | 0.00% | -$1.11K |
| Freddie Mac REMICS | 50,872 | 49,399 | -1,473 | 0.00% | -$1.43K |
| 321 Henderson Receivables I LLC | 61,575 | 48,641 | -12,934 | 0.00% | -$12.69K |
| MVW LLC, Series 2020-1A, Class C | 53,184 | 48,520 | -4,664 | 0.00% | -$4.10K |
| Home RE 2022-1 Ltd 7.58 | 220,348 | 46,498 | -173,850 | 0.00% | -$174.56K |
| Fannie Mae REMICS | 48,094 | 46,162 | -1,932 | 0.00% | -$1.87K |
| Freddie Mac REMICS | 47,908 | 45,276 | -2,633 | 0.00% | -$2.63K |
| 321 Henderson Receivables LLC | 47,548 | 43,586 | -3,963 | 0.00% | -$3.76K |
| Government National Mortgage Association | 45,388 | 44,118 | -1,270 | 0.00% | -$890 |
| Fannie Mae REMICS | 44,700 | 42,298 | -2,402 | 0.00% | -$2.38K |
| Freddie Mac REMICS | 42,413 | 41,654 | -759 | 0.00% | -$749 |
| Government National Mortgage Association | 40,749 | 39,141 | -1,609 | 0.00% | -$1.55K |
| RED VENTURES LLC 2023 TERM LOAN B | 38,363 | 38,266 | -97 | 0.00% | $405 |
| Government National Mortgage Association | 40,557 | 38,193 | -2,364 | 0.00% | -$2.29K |
| FN 995082 | 38,835 | 37,160 | -1,676 | 0.00% | -$2.00K |
| FNW 2005-W3 3A | 39,347 | 38,374 | -973 | 0.00% | -$726 |
| Fannie Mae REMICS | 39,072 | 37,308 | -1,763 | 0.00% | -$1.76K |
| FNMA, REMIC, Series 2007-89, Class F | 39,435 | 37,163 | -2,272 | 0.00% | -$2.28K |
| Freddie Mac Strips | 38,301 | 36,656 | -1,645 | 0.00% | -$1.61K |
| Freddie Mac REMICS Floating Rate, Due 02/15/2041 | 37,716 | 36,462 | -1,253 | 0.00% | -$1.22K |
| CHASE FUNDING TRUST SERIES 2003-6 SER 2003-6 CL 1A7 S/UP REGD 5.27700000 | 38,222 | 36,738 | -1,485 | 0.00% | -$1.73K |
| AFFRM 2022 Z1 A 144A | 57,363 | 35,525 | -21,838 | 0.00% | -$21.68K |
| Freddie Mac REMICS | 36,762 | 34,109 | -2,652 | 0.00% | -$2.68K |
| Chase Funding Trust Series 2003-3 | 35,784 | 33,669 | -2,115 | 0.00% | -$2.11K |
| Fannie Mae REMICS | 34,609 | 33,402 | -1,207 | 0.00% | -$1.19K |
| FNMA, 30 Year | 33,941 | 31,688 | -2,254 | 0.00% | -$2.33K |
| Fannie Mae REMICS | 31,451 | 31,016 | -435 | 0.00% | -$409 |
| Freddie Mac REMICS | 31,148 | 29,708 | -1,440 | 0.00% | -$1.46K |
| Fannie Mae REMICS | 31,755 | 29,087 | -2,668 | 0.00% | -$2.62K |
| Ginnie Mae I Pool | 27,965 | 27,489 | -476 | 0.00% | -$604 |
| Freddie Mac REMICS | 29,078 | 28,382 | -696 | 0.00% | -$680 |
| Government National Mortgage Association | 28,813 | 28,006 | -807 | 0.00% | -$774 |
| Fannie Mae REMICS | 27,372 | 27,062 | -310 | 0.00% | -$283 |
| FNMA Trust, Whole Loan, Series 2005-W4, Class 3A | 28,871 | 27,602 | -1,269 | 0.00% | -$1.14K |
| Freddie Mac REMICS | 27,839 | 26,609 | -1,230 | 0.00% | -$1.22K |
| Freddie Mac REMICS | 27,249 | 26,376 | -873 | 0.00% | -$851 |
| FNMA, Series 2006-42, Class CF | 27,160 | 26,172 | -988 | 0.00% | -$983 |
| Fannie Mae REMICS | 28,071 | 26,390 | -1,680 | 0.00% | -$1.67K |
| FNMA, REMIC, Series 2005-83, Class KT | 24,162 | 23,152 | -1,011 | 0.00% | -$1.01K |
| Fannie Mae REMICS | 22,872 | 21,870 | -1,002 | 0.00% | -$1.01K |
| Pagaya AI Debt Trust, Series 2023-5, Class A | 127,880 | 20,990 | -106,890 | 0.00% | -$107.02K |
| Freddie Mac REMICS | 21,753 | 20,557 | -1,195 | 0.00% | -$1.21K |
| Freddie Mac REMICS | 21,108 | 20,553 | -555 | 0.00% | -$539 |
| FNMA, REMIC, Series 2006-81, Class FA | 19,942 | 19,171 | -771 | 0.00% | -$776 |
| Fannie Mae REMICS | 19,649 | 18,865 | -784 | 0.00% | -$804 |
| Fannie Mae REMICS | 19,618 | 18,131 | -1,487 | 0.00% | -$1.46K |
| IndyMac INDX Mortgage Loan Trust 2004-AR6 | 16,465 | 16,326 | -139 | 0.00% | $132 |
| Freddie Mac Strips | 16,268 | 15,617 | -652 | 0.00% | -$638 |
| Freddie Mac Strips | 14,372 | 13,612 | -760 | 0.00% | -$761 |
| Ginnie Mae I Pool | 12,963 | 12,606 | -357 | 0.00% | -$449 |
| Freddie Mac REMICS | 13,526 | 13,259 | -267 | 0.00% | -$260 |
| FREDDIE MAC REMICS SER 2391 CL FJ V/R 4.75650000 | 14,516 | 12,744 | -1,772 | 0.00% | -$1.75K |
| Fannie Mae REMICS | 12,753 | 12,533 | -220 | 0.00% | -$208 |
| Fannie Mae REMICS | 13,872 | 12,002 | -1,870 | 0.00% | -$1.86K |
| Freddie Mac REMICS | 12,407 | 11,773 | -634 | 0.00% | -$620 |
| Fannie Mae REMICS | 12,997 | 10,867 | -2,130 | 0.00% | -$2.11K |
| Freddie Mac REMICS | 11,069 | 10,722 | -347 | 0.00% | -$336 |
| Fannie Mae REMICS | 10,859 | 10,729 | -130 | 0.00% | -$121 |
| Freddie Mac REMICS | 11,400 | 10,341 | -1,060 | 0.00% | -$1.03K |
| Fannie Mae REMICS | 10,423 | 9,947 | -475 | 0.00% | -$477 |
| Freddie Mac REMICS | 10,080 | 9,871 | -208 | 0.00% | -$203 |
| Fannie Mae REMICS Floating Rate, Due 09/25/2037 | 10,148 | 9,752 | -396 | 0.00% | -$347 |
| FNR 1999-25 Z 6% 6/29 | 10,198 | 9,540 | -658 | 0.00% | -$678 |
| Fannie Mae REMICS | 8,806 | 8,387 | -419 | 0.00% | -$416 |
| Structured Receivables Finance 2010-B LLC | 12,494 | 8,409 | -4,084 | 0.00% | -$4.02K |
| Fannie Mae Pool | 7,904 | 7,762 | -142 | 0.00% | -$184 |
| Ginnie Mae I Pool | 7,861 | 7,754 | -107 | 0.00% | -$141 |
| CDC MORTGAGE CAPITAL TRUST CDCMC 2002 HE1 A | 16,475 | 7,802 | -8,673 | 0.00% | -$8.62K |
| Freddie Mac REMICS | 9,456 | 7,452 | -2,004 | 0.00% | -$1.99K |
| Fannie Mae REMICS | 7,473 | 7,278 | -195 | 0.00% | -$192 |
| Freddie Mac Pool | 7,316 | 7,068 | -248 | 0.00% | -$330 |
| FNMA, REMIC, Series 2004-28, Class PF | 8,598 | 6,828 | -1,771 | 0.00% | -$1.77K |
| Freddie Mac REMICS | 7,142 | 6,525 | -618 | 0.00% | -$604 |
| FN 864459 | 6,487 | 6,256 | -231 | 0.00% | -$282 |
| Fannie Mae REMICS | 6,643 | 6,088 | -555 | 0.00% | -$545 |
| Fannie Mae REMICS | 6,431 | 6,143 | -288 | 0.00% | -$281 |
| Fannie Mae REMICS | 5,481 | 5,326 | -156 | 0.00% | -$152 |
| Fannie Mae Pool | 5,232 | 5,060 | -172 | 0.00% | -$184 |
| FNMA, REMIC | 5,408 | 4,980 | -429 | 0.00% | -$397 |
| GN 635384 | 4,790 | 4,703 | -87 | 0.00% | -$108 |
| Fannie Mae Pool | 4,447 | 4,373 | -74 | 0.00% | -$104 |
| Bear Stearns Mortgage Securities Inc | 4,701 | 4,235 | -466 | 0.00% | -$481 |
| GINNIE MAE I POOL GN 781285 | 3,944 | 3,765 | -179 | 0.00% | -$212 |
| SBCLN 2021-1A C | 15,639 | 3,803 | -11,837 | 0.00% | -$11.79K |
| Freddie Mac REMICS | 3,773 | 3,479 | -293 | 0.00% | -$289 |
| New Century Home Equity Loan Trust 2004-A | 1,666 | 1,427 | -239 | 0.00% | -$149 |
| Freddie Mac REMICS | 1,575 | 1,057 | -519 | 0.00% | -$518 |
| Fannie Mae Pool | 1,053 | 988 | -65 | 0.00% | -$65 |
| Federal National Mortgage Association | 894 | 845 | -49 | 0.00% | -$57 |
| Freddie Mac Non Gold Pool | 980 | 829 | -151 | 0.00% | -$153 |
| MLCC MORTGAGE INVESTORS INC MLCC 2003 G A3 | 694 | 654 | -40 | 0.00% | -$37 |
| Fannie Mae REMICS | 1,481 | 572 | -910 | 0.00% | -$892 |
| Credit Suisse First Boston Mortgage Securities Corp., Series 2005-C2, Class AMFX | 841 | 534 | -306 | 0.00% | -$302 |
| Freddie Mac Non Gold Pool | 135 | 86 | -49 | 0.00% | -$49 |
| Mosaic Solar Loan Trust 2019-2 | 0 | 0 | -0 | 0.00% | -$0 |
| Bayview Commercial Asset Trust 2007-2 | 403,017 | 392,120 | -10,897 | 0.00% | -$0 |
| Security | Shares Aug 2024 | Shares Nov 2024 | Δ shares | End % | Δ value |
|---|---|---|---|---|---|
| US TREASURY N/B | 13,000,000 | 13,000,000 | 0 | 1.12% | -$63.98K |
| US TREASURY N/B | 7,000,000 | 7,000,000 | 0 | 0.63% | -$106.37K |
| US TREASURY N/B | 7,000,000 | 7,000,000 | 0 | 0.61% | -$56.33K |
| Exeter Automobile Receivables Trust 2024-4 | 4,710,000 | 4,710,000 | 0 | 0.41% | -$12.32K |
| MF1, Series 2024-FL15, Class A | 4,540,000 | 4,540,000 | 0 | 0.39% | $558 |
| NATL BANK CANADA | 4,100,000 | 4,100,000 | 0 | 0.35% | -$17.01K |
| PNC FINANCIAL | 3,700,000 | 3,700,000 | 0 | 0.32% | -$10.53K |
| CATERPILLAR FINL | 3,700,000 | 3,700,000 | 0 | 0.32% | -$16.83K |
| DTE ENERGY CO | 3,600,000 | 3,600,000 | 0 | 0.31% | -$15.67K |
| ESSENTIAL UTIL | 3,600,000 | 3,600,000 | 0 | 0.31% | -$15.68K |
| BMW US CAP LLC | 3,600,000 | 3,600,000 | 0 | 0.31% | -$25.22K |
| MS F 04/13/28 MTN | 3,500,000 | 3,500,000 | 0 | 0.30% | $7.91K |
| BHG Securitization Trust, Series 2022-C, Class B | 3,490,000 | 3,490,000 | 0 | 0.30% | $833 |
| ABPCI DIRECT LENDING FUND CLO VI LTD | 3,440,000 | 3,440,000 | 0 | 0.29% | $1.04K |
| BANK OF NY MELLO | 3,400,000 | 3,400,000 | 0 | 0.29% | -$14.94K |
| US BANCORP | 3,300,000 | 3,300,000 | 0 | 0.29% | -$31.13K |
| US TREASURY N/B | 3,400,000 | 3,400,000 | 0 | 0.29% | $3.20K |
| BLACKROCK FUND | 3,365,000 | 3,365,000 | 0 | 0.29% | -$24.79K |
| FHF ISSUER TRUST 2024 1 | 3,300,000 | 3,300,000 | 0 | 0.29% | -$15.34K |
| Macquarie Bank Ltd. | 3,300,000 | 3,300,000 | 0 | 0.29% | -$20.51K |
| NOMURA HOLDINGS | 3,300,000 | 3,300,000 | 0 | 0.29% | -$15.96K |
| CAN IMPERIAL BK | 3,300,000 | 3,300,000 | 0 | 0.29% | -$24.44K |
| MICROCHIP TECH | 3,300,000 | 3,300,000 | 0 | 0.28% | $11.17K |
| Western Midstream Oper Lp Sr Glb 4.65% Due 07/01/2026 | 3,300,000 | 3,300,000 | 0 | 0.28% | -$2.62K |
| ELEMENT FLEET MA | 3,215,000 | 3,215,000 | 0 | 0.28% | -$10.07K |
| RABOBANK NEDERLAND NY BRH FRN SOFRINDX+71 03/05/2027 | 3,250,000 | 3,250,000 | 0 | 0.28% | $6.29K |
| BANK NOVA SCOTIA | 3,200,000 | 3,200,000 | 0 | 0.28% | -$22.10K |
| AMERICAN EXPRESS | 3,200,000 | 3,200,000 | 0 | 0.28% | -$9.10K |
| MERCEDES BENZ FIN NA COMPANY GUAR 144A 08/27 4.75 | 3,200,000 | 3,200,000 | 0 | 0.27% | -$27.65K |
| GEN MOTORS FIN | 3,150,000 | 3,150,000 | 0 | 0.27% | -$14.86K |
| CNO GLOBAL FUND | 3,100,000 | 3,100,000 | 0 | 0.27% | -$7.33K |
| ATDBCN 3.55 07/26/27 144A | 3,200,000 | 3,200,000 | 0 | 0.27% | -$1.54K |
| EVERSOURCE ENERG | 3,100,000 | 3,100,000 | 0 | 0.26% | -$880 |
| BAT CAPITAL CORP | 3,100,000 | 3,100,000 | 0 | 0.26% | -$12.83K |
| CAIXABANK SA REGD V/R 144A P/P 6.68400000 | 3,000,000 | 3,000,000 | 0 | 0.26% | -$23.25K |
| MF1 MULTIFAMILY HOUSING MORTGA MF1 2024 FL14 A 144A | 3,067,000 | 3,067,000 | 0 | 0.26% | $4.81K |
| SK HYNIX INC | 3,000,000 | 3,000,000 | 0 | 0.26% | -$17.94K |
| AMERICAN EXPRESS | 3,000,000 | 3,000,000 | 0 | 0.26% | -$20.37K |
| COF V4.985 07/24/26 | 3,000,000 | 3,000,000 | 0 | 0.26% | $5.61K |
| T-MOBILE USA INC | 3,000,000 | 3,000,000 | 0 | 0.25% | -$6.63K |
| GLS Auto Receivables Issuer Trust, Series 2022-3A, Class D | 2,890,000 | 2,890,000 | 0 | 0.25% | -$10.72K |
| BROADCOM INC | 2,850,000 | 2,850,000 | 0 | 0.25% | -$15.08K |
| FNMA Connecticut Avenue Securities Trust, Series 2022-R02, Class 2M2 | 2,780,000 | 2,780,000 | 0 | 0.24% | -$1.63K |
| TRUIST FINANCIAL | 2,800,000 | 2,800,000 | 0 | 0.24% | -$8.54K |
| DIAMONDBACK ENER | 2,800,000 | 2,800,000 | 0 | 0.24% | -$11.23K |
| GEN MOTORS FIN | 2,800,000 | 2,800,000 | 0 | 0.24% | -$14.80K |
| TENNESSEE GAS PL | 2,700,000 | 2,700,000 | 0 | 0.24% | -$9.59K |
| MORGAN STANLEY B | 2,780,000 | 2,780,000 | 0 | 0.24% | -$21.24K |
| MITSUB UFJ FIN | 2,800,000 | 2,800,000 | 0 | 0.24% | -$15.43K |
| GOLDMAN SACHS GP | 2,800,000 | 2,800,000 | 0 | 0.24% | -$40 |
| ROYAL BK CANADA | 2,790,000 | 2,790,000 | 0 | 0.24% | -$14.22K |
| CVS HEALTH CORP | 2,851,000 | 2,851,000 | 0 | 0.24% | -$13.57K |
| Kinetic Advantage Master Owner Trust, Series 2024-1A, Class A | 2,760,000 | 2,760,000 | 0 | 0.24% | $4.00K |
| Mercury Financial Credit Card Master Trust, Series 2024-2A, Class B | 2,710,000 | 2,710,000 | 0 | 0.24% | $13.20K |
| MASSMUTUAL GLOBAL FUNDING II | 2,750,000 | 2,750,000 | 0 | 0.24% | $7.97K |
| INTESA SANPAOLO SPA REGD 144A P/P 7.00000000 | 2,700,000 | 2,700,000 | 0 | 0.23% | -$12.59K |
| LSEG US FIN CORP COMPANY GUAR 144A 03/27 4.875 | 2,700,000 | 2,700,000 | 0 | 0.23% | -$15.66K |
| ALLY FINANCIAL | 2,700,000 | 2,700,000 | 0 | 0.23% | $4.02K |
| GLS Auto Receivables Issuer Trust, Series 2024-3A, Class D | 2,670,000 | 2,670,000 | 0 | 0.23% | -$3.19K |
| Sound Point CLO V-R Ltd., Series 2014-1RA, Class B | 2,670,000 | 2,670,000 | 0 | 0.23% | $7.28K |
| AGCO CORP | 2,600,000 | 2,600,000 | 0 | 0.22% | -$7.45K |
| Nordea Bank Abp | 2,600,000 | 2,600,000 | 0 | 0.22% | -$19.23K |
| STACR 2021-DNA6 M2 | 2,584,807 | 2,584,807 | 0 | 0.22% | $2.98K |
| Arivo Acceptance Auto Loan Receivables Trust 2021-1 | 2,600,000 | 2,600,000 | 0 | 0.22% | $13.13K |
| BARCLAYS PLC | 2,540,000 | 2,540,000 | 0 | 0.22% | -$6.81K |
| ING GROEP NV | 2,500,000 | 2,500,000 | 0 | 0.22% | -$16.20K |
| SKANDINAVISKA ENSKILDA SR UNSECURED 144A 03/27 VAR | 2,490,000 | 2,490,000 | 0 | 0.21% | $14.52K |
| BANQUE FEDERATIVE DU CREDIT MUTUEL SA | 2,450,000 | 2,450,000 | 0 | 0.21% | $4.87K |
| AFFRM 2024-A A 144A 5.61% 02-15-29 | 2,420,000 | 2,420,000 | 0 | 0.21% | -$6.30K |
| ENBRIDGE INC | 2,400,000 | 2,400,000 | 0 | 0.21% | -$9.80K |
| GLENLN 5.338 04/04/27 144A | 2,400,000 | 2,400,000 | 0 | 0.21% | -$11.25K |
| Reach Financial LLC Series 2024-1A, Class B | 2,400,000 | 2,400,000 | 0 | 0.21% | -$9.73K |
| PRINCIPAL LIFE GLOBAL FUNDING II 144A 5.000000% 01/16/2027 | 2,400,000 | 2,400,000 | 0 | 0.21% | -$10.42K |
| OWENS CORNING | 2,370,000 | 2,370,000 | 0 | 0.21% | -$12.66K |
| Golub Capital Partners CLO 24M-R Ltd | 2,400,000 | 2,400,000 | 0 | 0.21% | $720 |
| AREIT Ltd., Series 2024-CRE9, Class A | 2,400,000 | 2,400,000 | 0 | 0.21% | -$84 |
| AERCAP IRELAND | 2,300,000 | 2,300,000 | 0 | 0.20% | -$10.76K |
| GLS Auto Select Receivables Trust 2024-2 | 2,300,000 | 2,300,000 | 0 | 0.20% | -$26.46K |
| NATWEST MARKETS PLC REGD 144A P/P 5.41600000 | 2,300,000 | 2,300,000 | 0 | 0.20% | -$8.34K |
| FEDERATION DES CAISSES DESJARDINS DU QUEBEC | 2,300,000 | 2,300,000 | 0 | 0.20% | -$12.68K |
| American Credit Acceptance Receivables Trust, Series 2023-4, Class C | 2,210,000 | 2,210,000 | 0 | 0.19% | -$8.14K |
| Fannie Mae Connecticut Avenue Securities | 2,130,000 | 2,130,000 | 0 | 0.19% | -$12.13K |
| ALLY FINANCIAL | 2,100,000 | 2,100,000 | 0 | 0.19% | -$6.72K |
| SUMITOMO MITSUI | 2,200,000 | 2,200,000 | 0 | 0.19% | -$3.41K |
| STAR 2021-SFR2 TRUST STAR 2021-SFR2 C | 2,230,000 | 2,230,000 | 0 | 0.19% | $2.26K |
| Tricon American Homes Trust, Series 2019-SFR1, Class F | 2,240,000 | 2,240,000 | 0 | 0.19% | $7.52K |
| CRVNA 2023-N4 C | 2,110,000 | 2,110,000 | 0 | 0.19% | -$8.81K |
| NATWEST GROUP | 2,140,000 | 2,140,000 | 0 | 0.18% | -$7.87K |
| CITIGROUP INC | 2,200,000 | 2,200,000 | 0 | 0.18% | -$5.04K |
| ENERGY TRANS | 2,100,000 | 2,100,000 | 0 | 0.18% | -$14.23K |
| AUSTRALIA NEW ZEALAND BANKING GROUP LTD | 2,135,000 | 2,135,000 | 0 | 0.18% | $4.18K |
| TORONTO DOM BANK | 2,100,000 | 2,100,000 | 0 | 0.18% | -$12.66K |
| Brex Commercial Charge Card Master Trust, Series 2024-1, Class A1 | 2,100,000 | 2,100,000 | 0 | 0.18% | -$1.93K |
| WEC ENERGY GROUP | 2,080,000 | 2,080,000 | 0 | 0.18% | -$10.07K |
| JEFFERIES GROUP | 2,100,000 | 2,100,000 | 0 | 0.18% | $291 |
| CROSSROADS ASSET TRUST 2024 A | 2,050,000 | 2,050,000 | 0 | 0.18% | $38.07K |
| STANDARD CHARTERED PLC SR UNSECURED 144A 03/26 VAR | 2,100,000 | 2,100,000 | 0 | 0.18% | $8.16K |
| Exeter Automobile Receivables Trust, Series 2022-6A, Class D | 2,000,000 | 2,000,000 | 0 | 0.18% | -$12.89K |
| NEW YORK LIFE GLOBAL FUNDING MTN 5.450000% 09/18/2026 | 2,050,000 | 2,050,000 | 0 | 0.18% | -$8.83K |
| CITIGROUP INC | 2,070,000 | 2,070,000 | 0 | 0.18% | -$2.45K |
| BNP PARIBAS SUBORDINATED 144A 03/27 4.625 | 2,100,000 | 2,100,000 | 0 | 0.18% | -$6.94K |
| LLOYDS BK GR PLC | 2,030,000 | 2,030,000 | 0 | 0.18% | -$12.10K |
| PAID_23-7 | 2,049,236 | 2,049,236 | 0 | 0.18% | -$3.37K |
| TRANSCONT GAS PL | 2,000,000 | 2,000,000 | 0 | 0.18% | -$14.27K |
| GLS Auto Receivables Issuer Trust, Series 2023-4A, Class C | 2,000,000 | 2,000,000 | 0 | 0.18% | -$7.48K |
| CORPORATE BONDS | 2,045,000 | 2,045,000 | 0 | 0.17% | $3.05K |
| PEAC Solutions Receivables 2024-1 LLC | 2,000,000 | 2,000,000 | 0 | 0.17% | -$1.13K |
| BANQUE FEDERATIVE DU CREDIT MUTUEL SA 144A 5.896000% 07/13/2026 | 2,000,000 | 2,000,000 | 0 | 0.17% | -$10.37K |
| BX Commercial Mortgage Trust, Series 2024-AIRC, Class A | 2,030,000 | 2,030,000 | 0 | 0.17% | $4.45K |
| BHG Securitization Trust, Series 2024-1CON, Class B | 2,000,000 | 2,000,000 | 0 | 0.17% | -$11.95K |
| Santander Bank Auto Credit-Linked Notes Series 2022-A | 1,980,000 | 1,980,000 | 0 | 0.17% | -$16.23K |
| BANK OF AMER CRP | 2,050,000 | 2,050,000 | 0 | 0.17% | -$7.85K |
| American Credit Acceptance Receivables Trust, Series 2024-3, Class D | 2,000,000 | 2,000,000 | 0 | 0.17% | -$7.77K |
| METROPOLITAN LIFE GLOBAL FUNDING I GIC 144A LIFE SR SEC 1ST LIEN 5.05% 06-11-27 | 2,000,000 | 2,000,000 | 0 | 0.17% | -$15.06K |
| Arivo Acceptance Auto Loan Receivables Trust, Series 2024-1A, Class B | 1,970,000 | 1,970,000 | 0 | 0.17% | $13.75K |
| SMITH & NEPHEW | 2,000,000 | 2,000,000 | 0 | 0.17% | -$9.55K |
| UBS Group AG | 2,000,000 | 2,000,000 | 0 | 0.17% | -$4.53K |
| DNBNO V5.896 10/09/26 144A | 2,000,000 | 2,000,000 | 0 | 0.17% | -$3.13K |
| BROOKLYN UNION | 2,051,000 | 2,051,000 | 0 | 0.17% | $6.69K |
| AFFRM 23-A 1A 144A 6.61% 01-18-28/01-15-25 | 2,000,000 | 2,000,000 | 0 | 0.17% | -$2.69K |
| JPMORGAN CHASE | 2,000,000 | 2,000,000 | 0 | 0.17% | -$183 |
| PRESTIGE AUTO RECEIVABLES TRUST 2024-1 PART 2024-1A D | 1,967,000 | 1,967,000 | 0 | 0.17% | -$15.67K |
| ENERGY TRANSFER | 2,000,000 | 2,000,000 | 0 | 0.17% | $1.60K |
| Commercial Mortgage Trust, Series 2024-WCL1, Class A | 2,000,000 | 2,000,000 | 0 | 0.17% | $12.48K |
| ABN AMRO BANK NV SUBORDINATED 144A 04/26 4.8 | 2,000,000 | 2,000,000 | 0 | 0.17% | -$17 |
| PENSKE TRUCK LEASING/PTL SR UNSECURED 144A 07/25 4 | 2,000,000 | 2,000,000 | 0 | 0.17% | $6.79K |
| GS MORTGAGE SECURITIES TRUST GSMS 2020 DUNE A 144A | 2,000,000 | 2,000,000 | 0 | 0.17% | -$5.67K |
| BAMLL Commercial Mortgage Securities Trust 2024-NASH | 1,970,000 | 1,970,000 | 0 | 0.17% | $34.65K |
| SDART 2024-4 D 5.32% 12-15-31 | 1,980,000 | 1,980,000 | 0 | 0.17% | -$11.03K |
| CFMT LLC, Series 2024-HB13, Class M3 | 2,230,000 | 2,230,000 | 0 | 0.17% | $67.68K |
| PRESTIGE AUTO RECEIVABLES TRUST 2023-2 PART 2023-2A C | 1,880,000 | 1,880,000 | 0 | 0.17% | -$1.37K |
| Federation des Caisses Desjardins du Quebec | 1,924,000 | 1,924,000 | 0 | 0.16% | $297 |
| MET Tower Global Funding | 1,900,000 | 1,900,000 | 0 | 0.16% | -$10.43K |
| VOLKSWAGEN GROUP OF AMERICA FINANCE LLC | 1,900,000 | 1,900,000 | 0 | 0.16% | -$3.14K |
| Deerpath Capital CLO 2021-1 Ltd | 1,910,000 | 1,910,000 | 0 | 0.16% | $80 |
| AEP TEXAS INC SR UNSECURED 144A 10/25 3.85 | 1,900,000 | 1,900,000 | 0 | 0.16% | $1.68K |
| FREDDIE MAC STACR REMIC TRUST 2022-DNA1 STACR 2022-DNA1 M2 | 1,835,000 | 1,835,000 | 0 | 0.16% | -$554 |
| Exeter Automobile Receivables Trust, Series 2022-1A, Class E | 1,930,000 | 1,930,000 | 0 | 0.16% | $631 |
| SWEDBANK AB | 1,800,000 | 1,800,000 | 0 | 0.16% | -$9.59K |
| O'REILLY AUTOMOT | 1,800,000 | 1,800,000 | 0 | 0.16% | -$7.81K |
| Visio 2019-2 Trust | 2,000,000 | 2,000,000 | 0 | 0.16% | -$12.20K |
| Volkswagen Group of America Finance LLC 4.90 08/14/2026 | 1,815,000 | 1,815,000 | 0 | 0.15% | -$10.77K |
| BANK OF NY MELLO | 1,800,000 | 1,800,000 | 0 | 0.15% | -$2.05K |
| MLANE 2023-B A | 1,790,000 | 1,790,000 | 0 | 0.15% | -$6.68K |
| CAPITAL ONE FINL | 1,800,000 | 1,800,000 | 0 | 0.15% | -$8.46K |
| Fontainebleau Miami Beach Trust 2019-FBLU 4.09 | 1,800,000 | 1,800,000 | 0 | 0.15% | $23.83K |
| ANGLO AMERICAN CAPITAL REGD 144A P/P 4.75000000 | 1,800,000 | 1,800,000 | 0 | 0.15% | -$5.63K |
| AIR LEASE CORP | 1,800,000 | 1,800,000 | 0 | 0.15% | $10.27K |
| AMEREN CORP | 1,750,000 | 1,750,000 | 0 | 0.15% | -$8.15K |
| MPLX LP | 1,800,000 | 1,800,000 | 0 | 0.15% | -$2.21K |
| BRDCOM CRP / FIN | 1,800,000 | 1,800,000 | 0 | 0.15% | -$2.29K |
| Golub Capital Partners Short Duration 2022-1 | 1,750,000 | 1,750,000 | 0 | 0.15% | -$446 |
| LYB Finance Co. BV | 1,666,000 | 1,666,000 | 0 | 0.15% | -$24.27K |
| OWENS CORNING | 1,800,000 | 1,800,000 | 0 | 0.15% | -$941 |
| Ocwen Loan Investment Trust, Series 2024-HB1, Class M3 | 2,000,000 | 2,000,000 | 0 | 0.15% | $62.32K |
| FHF Issuer Trust, Series 2023-2A, Class B | 1,662,000 | 1,662,000 | 0 | 0.15% | -$5.10K |
| Octane Receivables Trust, Series 2022-2A, Class D | 1,610,000 | 1,610,000 | 0 | 0.14% | -$8.57K |
| CDW LLC/CDW FIN | 1,750,000 | 1,750,000 | 0 | 0.14% | $1.85K |
| WESTLAKE CHEM | 1,700,000 | 1,700,000 | 0 | 0.14% | $944 |
| HEALTHCARE RLTY | 1,700,000 | 1,700,000 | 0 | 0.14% | $1.11K |
| GOLDMAN SACHS BK | 1,650,000 | 1,650,000 | 0 | 0.14% | -$1.82K |
| DTRGR 5.125 09/25/27 144A | 1,640,000 | 1,640,000 | 0 | 0.14% | -$12.35K |
| BANK OF AMER CRP | 1,639,000 | 1,639,000 | 0 | 0.14% | -$2.35K |
| BROADRIDGE FINAN | 1,677,000 | 1,677,000 | 0 | 0.14% | $4.24K |
| BARCLAYS PLC | 1,600,000 | 1,600,000 | 0 | 0.14% | -$13.01K |
| REGAL REXNORD | 1,620,000 | 1,620,000 | 0 | 0.14% | -$4.16K |
| TRFIG 2024-1A B | 1,610,000 | 1,610,000 | 0 | 0.14% | -$6.67K |
| SANTANDER UK GRP | 1,600,000 | 1,600,000 | 0 | 0.14% | -$6.00K |
| WELLS FARGO BANK | 1,600,000 | 1,600,000 | 0 | 0.14% | -$7.74K |
| SUMITR 5.2 03/07/27 144A | 1,600,000 | 1,600,000 | 0 | 0.14% | -$6.74K |
| LPL HOLDINGS INC | 1,590,000 | 1,590,000 | 0 | 0.14% | -$2.38K |
| BPCE SA REGD V/R 144A P/P MTN 5.97500000 | 1,600,000 | 1,600,000 | 0 | 0.14% | -$6.83K |
| AERCAP IRELAND | 1,600,000 | 1,600,000 | 0 | 0.14% | -$3.10K |
| PNC FINANCIAL | 1,610,000 | 1,610,000 | 0 | 0.14% | $1.78K |
| Wingspire Equipment Finance LLC, Series 2024-1A, Class D | 1,600,000 | 1,600,000 | 0 | 0.14% | $1.98K |
| DAIMLER TRUCK | 1,600,000 | 1,600,000 | 0 | 0.14% | -$3.76K |
| TRUIST FINANCIAL | 1,590,000 | 1,590,000 | 0 | 0.14% | -$1.46K |
| EXPEDIA GRP INC | 1,600,000 | 1,600,000 | 0 | 0.14% | -$4.22K |
| STACR 2022-DNA3 M2 | 1,500,000 | 1,500,000 | 0 | 0.14% | -$2.17K |
| SANUSA V6.124 05/31/27 | 1,560,000 | 1,560,000 | 0 | 0.14% | -$2.38K |
| AVOLON HOLDINGS FUNDING LTD 4.25% 04/15/2026 144A | 1,600,000 | 1,600,000 | 0 | 0.13% | $3.53K |
| AIR LEASE CORP | 1,600,000 | 1,600,000 | 0 | 0.13% | $5.54K |
| STATE STREET CRP | 1,560,000 | 1,560,000 | 0 | 0.13% | -$2.76K |
| WILLIAMS COS INC | 1,600,000 | 1,600,000 | 0 | 0.13% | -$1.56K |
| BHG SECURITIZATION TRUST 2023-B SER 2023-B CL B REGD 144A P/P 7.45000000 | 1,500,000 | 1,500,000 | 0 | 0.13% | -$13.56K |
| NMEF Funding LLC, Series 2024-A, Class C | 1,550,000 | 1,550,000 | 0 | 0.13% | -$4.71K |
| Arbor Realty Commercial Real Estate Notes Ltd., Series 2021-FL4, Class B | 1,580,000 | 1,580,000 | 0 | 0.13% | $2.93K |
| JEFFERIES GROUP | 1,490,000 | 1,490,000 | 0 | 0.13% | -$16.14K |
| Monroe Capital Mml Clo XII Ltd | 1,540,000 | 1,540,000 | 0 | 0.13% | $225 |
| Lendbuzz Securitization Trust, Series 2024-2A, Class B | 1,500,000 | 1,500,000 | 0 | 0.13% | -$4.75K |
| SANUSA V2.49 01/06/28 | 1,610,000 | 1,610,000 | 0 | 0.13% | $16.66K |
| JPMORGAN CHASE JPM Float 04/22/28 | 1,520,000 | 1,520,000 | 0 | 0.13% | $3.23K |
| VSTRONG AUTO RECEIVABLES TRUST 2024 A | 1,500,000 | 1,500,000 | 0 | 0.13% | -$710 |
| HSBC HOLDINGS | 1,500,000 | 1,500,000 | 0 | 0.13% | -$11.12K |
| GLS AUTO SELECT RECEIVABLES TRUST 2023 2 | 1,429,000 | 1,429,000 | 0 | 0.13% | -$15.97K |
| MERCURY FINANCIAL CREDIT CARD MASTER TRUST MFCC 2023-1A A | 1,500,000 | 1,500,000 | 0 | 0.13% | -$5.70K |
| Octane Receivables Trust, Series 2022-1A, Class D | 1,500,000 | 1,500,000 | 0 | 0.13% | $987 |
| KeyBank NA/Cleveland OH | 1,500,000 | 1,500,000 | 0 | 0.13% | $3.30K |
| STATE STREET CRP | 1,480,000 | 1,480,000 | 0 | 0.13% | $38 |
| WEYERHAEUSER CO | 1,480,000 | 1,480,000 | 0 | 0.13% | -$1.01K |
| PROTECTIVE LIFE GLOBAL SECURED 144A 04/26 5.209 | 1,470,000 | 1,470,000 | 0 | 0.13% | -$3.25K |
| Hyundai Capital America | 1,460,000 | 1,460,000 | 0 | 0.13% | -$3.54K |
| WELLS FARGO CO | 1,440,000 | 1,440,000 | 0 | 0.12% | $3.04K |
| MORGAN STANLEY B | 1,400,000 | 1,400,000 | 0 | 0.12% | -$4.69K |
| WFC F 04/22/28 MTN | 1,390,000 | 1,390,000 | 0 | 0.12% | $4.35K |
| LLOYDS V5.462 01/05/28 | 1,380,000 | 1,380,000 | 0 | 0.12% | -$6.87K |
| SCF Equipment Leasing LLC, Series 2022-1A, Class E | 1,424,000 | 1,424,000 | 0 | 0.12% | $6.69K |
| AMUR EQUIPMENT FINANCE RECEIVABLES XIV LLC AXIS 2024-2A D | 1,360,000 | 1,360,000 | 0 | 0.12% | $2.65K |
| Westlake Automobile Receivables Trust 2021-2 | 1,400,000 | 1,400,000 | 0 | 0.12% | $10.63K |
| Macquarie Bank Ltd. | 1,340,000 | 1,340,000 | 0 | 0.12% | -$5.02K |
| STACR 2021-HQA3 M2 | 1,340,000 | 1,340,000 | 0 | 0.12% | $1.38K |
| Freddie Mac 01/25/2042 VAR% 144A | 1,326,750 | 1,326,750 | 0 | 0.11% | $3.46K |
| ABNANV V6.339 09/18/27 144A | 1,300,000 | 1,300,000 | 0 | 0.11% | -$5.88K |
| GSAR 2024-1A D | 1,300,000 | 1,300,000 | 0 | 0.11% | -$12.34K |
| ATHENE GLOBAL FUNDING SR SECURED 144A 03/27 5.516 | 1,300,000 | 1,300,000 | 0 | 0.11% | -$7.00K |
| TOYOTA MTR CRED | 1,315,000 | 1,315,000 | 0 | 0.11% | -$3.30K |
| VAR.RT. CORP. BONDS | 1,320,000 | 1,320,000 | 0 | 0.11% | $3.42K |
| GOLDMAN SACHS BK | 1,300,000 | 1,300,000 | 0 | 0.11% | -$3.88K |
| ATHENE GLOBAL FUNDING SECURED 144A 02/26 5.684 | 1,300,000 | 1,300,000 | 0 | 0.11% | -$3.77K |
| US BANCORP | 1,300,000 | 1,300,000 | 0 | 0.11% | -$3.48K |
| NextGear Floorplan Master Owner Trust | 1,300,000 | 1,300,000 | 0 | 0.11% | -$462 |
| HTL Commercial Mortgage Trust, Series 2024-T53, Class C | 1,275,000 | 1,275,000 | 0 | 0.11% | -$41 |
| WLAKE 2023-1A D 144A 6.79% 11-15-28 | 1,265,000 | 1,265,000 | 0 | 0.11% | -$6.66K |
| JPMORGAN CHASE | 1,300,000 | 1,300,000 | 0 | 0.11% | $1.91K |
| JPMORGAN CHASE | 1,255,000 | 1,255,000 | 0 | 0.11% | -$7.89K |
| GS F 05/21/27 | 1,260,000 | 1,260,000 | 0 | 0.11% | $3.80K |
| OPTN 2024-2 B | 1,260,000 | 1,260,000 | 0 | 0.11% | -$213 |
| American Credit Acceptance Receivables Trust, Series 2022-3, Class D | 1,250,000 | 1,250,000 | 0 | 0.11% | $2.83K |
| AVIS BUDGET RENTCAR FDG AE LLC 6.24% 04/20/2027 144A | 1,243,000 | 1,243,000 | 0 | 0.11% | -$2.23K |
| MCR Mortgage Trust, Series 2024-TWA, Class D | 1,230,000 | 1,230,000 | 0 | 0.11% | $1.45K |
| STANDARD CHARTERED PLC SR UNSECURED 144A 05/28 VAR | 1,225,000 | 1,225,000 | 0 | 0.11% | -$6.14K |
| ATHENE GLOBAL FU | 1,230,000 | 1,230,000 | 0 | 0.11% | -$9.44K |
| SPRINT LLC SR UNSEC 7.625% 03-01-26 | 1,186,000 | 1,186,000 | 0 | 0.10% | -$6.50K |
| Tidewater Auto Receivables Trust 2020-A | 1,250,000 | 1,250,000 | 0 | 0.10% | -$10.91K |
| HYUNDAI CAPITAL AMERICA REGD 144A P/P 5.27500000 | 1,200,000 | 1,200,000 | 0 | 0.10% | -$6.37K |
| BPCE SA 5.203% 01/18/2027 144A | 1,200,000 | 1,200,000 | 0 | 0.10% | -$3.62K |
| CarNow Auto Receivables Trust 2023-2 | 1,190,000 | 1,190,000 | 0 | 0.10% | -$4.45K |
| Oportun Issuance Trust, Series 2024-1A, Class B | 1,160,000 | 1,160,000 | 0 | 0.10% | -$434 |
| SDART 2024-2 D | 1,120,000 | 1,120,000 | 0 | 0.10% | -$9.45K |
| Enel Finance International N.V. | 1,129,000 | 1,129,000 | 0 | 0.10% | -$5.49K |
| UNICREDIT SPA REGD V/R 144A P/P 2.56900000 | 1,170,000 | 1,170,000 | 0 | 0.10% | $6.30K |
| CAPITAL ONE FINL | 1,100,000 | 1,100,000 | 0 | 0.10% | -$8.71K |
| JP MORGAN CHASE | 1,130,000 | 1,130,000 | 0 | 0.10% | -$5.92K |
| Exeter Automobile Receivables Trust, Series 2023-5A, Class D | 1,100,000 | 1,100,000 | 0 | 0.10% | -$9.02K |
| Affirm Asset Securitization Trust 2023-A | 1,140,000 | 1,140,000 | 0 | 0.10% | -$3.34K |
| AIR LEASE CORP | 1,130,000 | 1,130,000 | 0 | 0.10% | -$4.32K |
| HTL Commercial Mortgage Trust, Series 2024-T53, Class D | 1,105,000 | 1,105,000 | 0 | 0.10% | -$351 |
| Ready Capital Mortgage Financing LLC, Series 2021-FL7, Class B | 1,125,000 | 1,125,000 | 0 | 0.10% | $10.39K |
| GLS Auto Select Receivables Trust 2023-1 | 1,089,000 | 1,089,000 | 0 | 0.10% | -$9.43K |
| Tricolor Auto Securitization Trust 2023-1 | 1,090,000 | 1,090,000 | 0 | 0.10% | $5.09K |
| HILTON USA TRUST HILT 2024 ORL B 144A | 1,110,000 | 1,110,000 | 0 | 0.09% | $5.55K |
| FNMA Connecticut Avenue Securities Trust, Series 2020-SBT1, Class 1M2 | 1,040,000 | 1,040,000 | 0 | 0.09% | -$5.80K |
| Venture 41 Clo Ltd | 1,090,000 | 1,090,000 | 0 | 0.09% | $13 |
| AMERICAN EXPRESS | 1,075,000 | 1,075,000 | 0 | 0.09% | -$6.94K |
| GE HEALTHCARE | 1,079,000 | 1,079,000 | 0 | 0.09% | -$1.45K |
| MIZUHO FINL GROUP INC 3.477% 04/12/2026 144A | 1,100,000 | 1,100,000 | 0 | 0.09% | $1.81K |
| MET LIFE GLOB | 1,100,000 | 1,100,000 | 0 | 0.09% | -$1.24K |
| GLS Auto Select Receivables Trust, Series 2023-1A, Class D | 1,000,000 | 1,000,000 | 0 | 0.09% | -$12.72K |
| JP Morgan Chase Commercial Mortgage Securities Trust 2023-CCDC | 1,000,000 | 1,000,000 | 0 | 0.09% | -$10.11K |
| BHG Securitization Trust 2021-B | 1,170,000 | 1,170,000 | 0 | 0.09% | $4.42K |
| STACR 2022-DNA2 M2 | 1,000,000 | 1,000,000 | 0 | 0.09% | -$18 |
| Octane Receivables Trust, Series 2023-1A, Class D | 1,000,000 | 1,000,000 | 0 | 0.09% | -$5.87K |
| SDART 2023-6 C | 1,000,000 | 1,000,000 | 0 | 0.09% | -$9.03K |
| Gracie Point International Funding LLC, Series 2024-1A, Class C | 1,027,000 | 1,027,000 | 0 | 0.09% | -$843 |
| Foursight Capital Automobile Receivables Trust 2024-1 | 1,000,000 | 1,000,000 | 0 | 0.09% | -$4.12K |
| ACM Auto Trust, Series 2024-1A, Class B | 1,000,000 | 1,000,000 | 0 | 0.09% | -$20.30K |
| AVID AUTOMOBILE RECEIVABLES TRUST 2021-1 AVID 2021-1 F | 1,050,000 | 1,050,000 | 0 | 0.09% | $17.00K |
| Merchants Fleet Funding LLC Series 2023-1A, Class E | 1,000,000 | 1,000,000 | 0 | 0.09% | -$5.84K |
| BOEING CO/THE | 1,000,000 | 1,000,000 | 0 | 0.09% | -$4.04K |
| Westlake Automobile Receivables Trust, Series 2023-4A, Class C | 1,000,000 | 1,000,000 | 0 | 0.09% | -$2.17K |
| NOMURA HOLDINGS INC SR UNSECURED 01/26 5.709 | 1,015,000 | 1,015,000 | 0 | 0.09% | -$2.34K |
| Veros Auto Receivables Trust 2024-1 | 1,000,000 | 1,000,000 | 0 | 0.09% | -$2.16K |
| Octane Receivables Trust, Series 2024-1A, Class D | 1,000,000 | 1,000,000 | 0 | 0.09% | -$8.91K |
| DEXT ABS 2023 1 LLC | 1,000,000 | 1,000,000 | 0 | 0.09% | -$5.56K |
| MLANE 23-A C 144A 10.03% 07-17-28/05-15-25 | 1,000,000 | 1,000,000 | 0 | 0.09% | -$2.09K |
| Pricoa Global Funding I 5.55%, Due 08/28/2026 | 1,000,000 | 1,000,000 | 0 | 0.09% | -$3.94K |
| LAD Auto Receivables Trust, Series 2024-1A, Class D | 1,000,000 | 1,000,000 | 0 | 0.09% | -$9.35K |
| Foursight Capital Automobile Receivables Trust 2022-2 | 1,000,000 | 1,000,000 | 0 | 0.09% | -$1.19K |
| Tricolor Auto Securitization Trust, Series 2024-1A, Class B | 1,000,000 | 1,000,000 | 0 | 0.09% | $4.42K |
| Foundation Finance Trust, Series 2024-1A, Class B | 1,000,000 | 1,000,000 | 0 | 0.09% | -$3.63K |
| Tricolor Auto Securitization Trust Series 2024-2A, Class B | 1,000,000 | 1,000,000 | 0 | 0.09% | -$1.59K |
| HYUNDAI CAPITAL AMERICA SR UNSECURED 144A 03/27 5.3 | 1,000,000 | 1,000,000 | 0 | 0.09% | -$2.77K |
| Octane Receivables Trust, Series 2023-3A, Class D | 965,000 | 965,000 | 0 | 0.09% | -$7.63K |
| Hyundai Capital America | 1,000,000 | 1,000,000 | 0 | 0.09% | -$2.96K |
| CFMT 2024-HB15 M3 144A FRN 08-25-34 | 1,140,000 | 1,140,000 | 0 | 0.09% | -$1.50K |
| NATWEST GROUP PLC SR UNSECURED 03/28 VAR | 1,000,000 | 1,000,000 | 0 | 0.09% | $4.65K |
| MORGAN STANLEY B | 1,000,000 | 1,000,000 | 0 | 0.09% | -$7.04K |
| VW 5.4 03/20/26 144A | 1,000,000 | 1,000,000 | 0 | 0.09% | -$3.70K |
| SDART 2023-1 C | 1,000,000 | 1,000,000 | 0 | 0.09% | -$578 |
| STWD 2021-SIF2 Ltd | 1,000,000 | 1,000,000 | 0 | 0.09% | $2.24K |
| Z Capital Credit Partners CLO 2019-1 Ltd | 1,000,000 | 1,000,000 | 0 | 0.09% | -$243 |
| MORGAN STANLEY B | 1,000,000 | 1,000,000 | 0 | 0.09% | $2.34K |
| ALLY FINANCIAL | 1,000,000 | 1,000,000 | 0 | 0.09% | -$123 |
| MITSUB UFJ FIN | 1,000,000 | 1,000,000 | 0 | 0.09% | $11 |
| Owl Rock CLO II Ltd. | 1,000,000 | 1,000,000 | 0 | 0.09% | -$112 |
| Reach Financial LLC Series 2022-1A, Class C | 1,000,000 | 1,000,000 | 0 | 0.09% | $4.97K |
| Z Capital Credit Partners CLO 2019-1 Ltd | 1,000,000 | 1,000,000 | 0 | 0.09% | $21.98K |
| EXPEDIA GRP INC | 1,000,000 | 1,000,000 | 0 | 0.09% | -$4.25K |
| Brightwood Capital MM CLO 2020-1 Ltd | 1,000,000 | 1,000,000 | 0 | 0.09% | $238 |
| Ellington Clo III Ltd | 1,000,000 | 1,000,000 | 0 | 0.09% | $30 |
Top 300 of 445, by weight.
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