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, 2023 → Dec 31, 2023
Expand a category to see the positions behind it, ranked by weight.
| Security | Shares Sep 2023 | Shares Dec 2023 | Δ shares | End % | Δ value |
|---|---|---|---|---|---|
| FNCL 5 1/26 | 0 | 53,825,000 | 53,825,000 | 8.68% | $53.30M |
| U.S. Treasury Bills | 0 | 23,000,000 | 23,000,000 | 3.72% | $22.88M |
| FNCL 3.5 1/26 | 0 | 24,675,000 | 24,675,000 | 3.69% | $22.66M |
| WIB 0 02/27/24 | 0 | 21,000,000 | 21,000,000 | 3.39% | $20.83M |
| FNCL 4.5 1/26 | 0 | 18,800,000 | 18,800,000 | 2.97% | $18.24M |
| FNCL 4 1/26 | 0 | 7,350,000 | 7,350,000 | 1.13% | $6.96M |
| US TREASURY N/B | 0 | 5,700,000 | 5,700,000 | 0.86% | $5.30M |
| U.S. Treasury Bills | 0 | 3,250,000 | 3,250,000 | 0.52% | $3.20M |
| PETROLEOS MEXICANOS SR UNSEC 6.5% 03-13-27 | 0 | 2,200,000 | 2,200,000 | 0.33% | $2.05M |
| FS Commercial Mortgage Trust, Series 2023-4SZN, Class A | 0 | 1,775,000 | 1,775,000 | 0.30% | $1.85M |
| TYSN Mortgage Trust, Series 2023-CRNR, Class A | 0 | 1,717,000 | 1,717,000 | 0.29% | $1.79M |
| JPMORGAN CHASE | 0 | 2,125,000 | 2,125,000 | 0.29% | $1.77M |
| Hyundai Capital America | 0 | 1,675,000 | 1,675,000 | 0.29% | $1.77M |
| FORD MOTOR CRED | 0 | 1,474,000 | 1,474,000 | 0.26% | $1.58M |
| TRUIST FINANCIAL | 0 | 1,375,000 | 1,375,000 | 0.24% | $1.49M |
| HAT Holdings I LLC / HAT Holdings II LLC | 0 | 1,470,000 | 1,470,000 | 0.23% | $1.38M |
| FORD MOTOR CRED | 0 | 1,275,000 | 1,275,000 | 0.22% | $1.37M |
| COMPASS MINERALS INTL INC 6.75% 12/01/2027 144A | 0 | 1,380,000 | 1,380,000 | 0.22% | $1.37M |
| TRIVIUM PACKAGING FINANCE BV SR SECURED 144A 08/26 5.5 | 0 | 1,381,000 | 1,381,000 | 0.22% | $1.36M |
| GEN MOTORS FIN | 0 | 1,297,000 | 1,297,000 | 0.22% | $1.33M |
| AETUNI 8.25 02/15/26 144A | 0 | 1,310,000 | 1,310,000 | 0.21% | $1.32M |
| WARNERMEDIA HLDG | 0 | 1,500,000 | 1,500,000 | 0.21% | $1.29M |
| BOEING CO | 0 | 1,150,000 | 1,150,000 | 0.19% | $1.19M |
| LILAPR 6.75 10/15/27 144A | 0 | 1,150,000 | 1,150,000 | 0.18% | $1.13M |
| ISATLN 6.75 10/01/26 144A | 0 | 1,125,000 | 1,125,000 | 0.18% | $1.12M |
| UBS GROUP | 0 | 725,000 | 725,000 | 0.15% | $891.77K |
| ORL Trust 2023-GLKS | 0 | 850,000 | 850,000 | 0.14% | $852.92K |
| CRED AGRICOLE SA | 0 | 800,000 | 800,000 | 0.14% | $838.70K |
| BNP PARIBAS | 0 | 737,000 | 737,000 | 0.12% | $748.14K |
| WILLIS ENGINE STRUCTURED TR VII 23-A A 8% 10/15/2048 144A | 0 | 729,432 | 729,432 | 0.12% | $727.48K |
| Dell Equipment Finance Trust, Series 2023-3, Class A3 | 0 | 675,000 | 675,000 | 0.11% | $688.07K |
| LPL HOLDINGS INC | 0 | 625,000 | 625,000 | 0.11% | $666.65K |
| TRUIST FINANCIAL | 0 | 618,000 | 618,000 | 0.10% | $642.04K |
| PNC FINANCIAL | 0 | 550,000 | 550,000 | 0.10% | $610.81K |
| SUNNOVA HESTIA I ISSUER, LLC SNVA 2023 GRID1 1A 144A | 0 | 491,920 | 491,920 | 0.08% | $505.32K |
| TAPESTRY INC | 0 | 425,000 | 425,000 | 0.07% | $440.77K |
| PETSMART / PETSMART 4.75% | 0 | 450,000 | 450,000 | 0.07% | $424.59K |
| US DOLLARS | 0 | 3 | 3 | 0.06% | $356.24K |
| CAIXABANK SA REGD V/R 144A P/P 6.84000000 | 0 | 275,000 | 275,000 | 0.05% | $290.67K |
| TAPESTRY INC | 0 | 275,000 | 275,000 | 0.05% | $281.22K |
| NFE 6 1/2 09/30/26 | 0 | 93,000 | 93,000 | 0.01% | $89.40K |
| ZIMMER BIOMET HOLDINGS INC | 0 | 2 | 2 | 0.01% | $84.36K |
| RGCARE 4.375 02/15/27 144A | 0 | 53,000 | 53,000 | 0.01% | $48.99K |
| ZTO EXPRESS CAYMAN INC (GS) (CFD) | 0 | 2 | 2 | 0.00% | -$3.52K |
| ZOETIS INC CFD | 0 | 3 | 3 | -0.02% | -$145.93K |
| USD P ZAR C @16.70000 EO | 0 | 3 | 3 | -0.04% | -$216.10K |
| PURCHASED USD / SOLD JPY | 0 | 1 | 1 | -0.04% | -$231.68K |
| ZOOM COMMUNICATIONS INC CLASS A | 0 | 2 | 2 | -0.04% | -$258.46K |
| TBA WELLS FARGO COC | 0 | -300,000 | -300,000 | -0.05% | -$300.00K |
| SWAP GOLDMAN SACHS BOC | 0 | -1,162,388 | -1,162,388 | -0.19% | -$1.16M |
| Security | Shares Sep 2023 | Shares Dec 2023 | Δ shares | End % | Δ value |
|---|---|---|---|---|---|
| FNCL 5.5 10/25 | 32,700,000 | 0 | -32,700,000 | 0.00% | -$31.62M |
| FNCL 4.5 10/25 | 24,850,000 | 0 | -24,850,000 | 0.00% | -$22.83M |
| B 0 12/14/23 | 23,000,000 | 0 | -23,000,000 | 0.00% | -$22.75M |
| FNCL 3.5 10/25 | 24,675,000 | 0 | -24,675,000 | 0.00% | -$21.22M |
| U.S. Treasury Notes/Bonds | 20,850,000 | 0 | -20,850,000 | 0.00% | -$20.74M |
| FNCL 5 10/25 | 9,050,000 | 0 | -9,050,000 | 0.00% | -$8.54M |
| FNCL 4 10/25 | 7,350,000 | 0 | -7,350,000 | 0.00% | -$6.55M |
| FNCL 6 10/25 | 5,550,000 | 0 | -5,550,000 | 0.00% | -$5.48M |
| CSMC 2020-TMIC | 5,275,000 | 0 | -5,275,000 | 0.00% | -$5.27M |
| Sage AR Funding 2021 Holdings Ltd | 3,625,000 | 0 | -3,625,000 | 0.00% | -$4.15M |
| CFMT 2021-HB5 LLC | 3,800,000 | 0 | -3,800,000 | 0.00% | -$3.53M |
| Highways 2021 PLC | 2,774,977 | 0 | -2,774,977 | 0.00% | -$3.29M |
| VERIZON COMM INC | 4,100,000 | 0 | -4,100,000 | 0.00% | -$3.09M |
| GEN MOTORS FIN | 2,825,000 | 0 | -2,825,000 | 0.00% | -$2.76M |
| B 0 11/30/23 | 2,600,000 | 0 | -2,600,000 | 0.00% | -$2.58M |
| DOMINICAN REPUBLIC SR UNSECURED 144A 02/33 13.625 | 117,700,000 | 0 | -117,700,000 | 0.00% | -$2.45M |
| COLOGIX DATA CENTERS ISSUER LL CLGIX 2022 1CAN A2 144A | 3,600,000 | 0 | -3,600,000 | 0.00% | -$2.39M |
| URUGUAY REPUBLICA ORIENTAL DL 9.75% 07/20/2033 | 89,339,700 | 0 | -89,339,700 | 0.00% | -$2.34M |
| PETROLEOS MEXICANOS SR UNSEC SF 6.7% 02-16-32 | 2,727,000 | 0 | -2,727,000 | 0.00% | -$2.03M |
| DOMINICAN REPUBLIC SR UNSECURED 144A 09/35 11.25 | 109,900,000 | 0 | -109,900,000 | 0.00% | -$2.00M |
| Vita Scientia 2022-1 DAC | 2,125,000 | 0 | -2,125,000 | 0.00% | -$1.92M |
| TRUIST FINANCIAL | 2,025,000 | 0 | -2,025,000 | 0.00% | -$1.91M |
| HYUNDAI CAPITAL AMERICA REGD 144A P/P 6.10000000 | 1,700,000 | 0 | -1,700,000 | 0.00% | -$1.69M |
| SOUTH AFRICA REPUBLIC OF 8.25% 03/31/2032 | 34,230,000 | 0 | -34,230,000 | 0.00% | -$1.48M |
| APPLE INC | 2,200,000 | 0 | -2,200,000 | 0.00% | -$1.45M |
| CAPITAL ONE FINL | 1,575,000 | 0 | -1,575,000 | 0.00% | -$1.42M |
| BNP PARIBAS SA 144A 08/28 4.4 | 1,525,000 | 0 | -1,525,000 | 0.00% | -$1.42M |
| ENELIM 2.875 07/12/41 144A | 2,307,000 | 0 | -2,307,000 | 0.00% | -$1.38M |
| VOLT CV LLC, Series 2021-CF2, Class A1 | 1,467,996 | 0 | -1,467,996 | 0.00% | -$1.38M |
| BOEING CO | 1,775,000 | 0 | -1,775,000 | 0.00% | -$1.37M |
| EVERSOURCE ENERG | 1,463,000 | 0 | -1,463,000 | 0.00% | -$1.36M |
| DICK'S SPORTING | 2,225,000 | 0 | -2,225,000 | 0.00% | -$1.35M |
| BANK OF MONTREAL | 1,725,000 | 0 | -1,725,000 | 0.00% | -$1.29M |
| CONCENTRIX CORP | 1,275,000 | 0 | -1,275,000 | 0.00% | -$1.27M |
| JEFFIN 5 08/15/28 | 1,490,000 | 0 | -1,490,000 | 0.00% | -$1.26M |
| HCA INC | 1,550,000 | 0 | -1,550,000 | 0.00% | -$1.17M |
| Republic of Cote d'Ivoire | 1,360,000 | 0 | -1,360,000 | 0.00% | -$1.10M |
| OOREDOO INTL FIN | 1,268,000 | 0 | -1,268,000 | 0.00% | -$1.06M |
| SOUTH AFRICA REPUBLIC OF 8% 01/31/2030 | 22,750,000 | 0 | -22,750,000 | 0.00% | -$1.05M |
| WARNERMEDIA HLDG | 1,390,000 | 0 | -1,390,000 | 0.00% | -$1.03M |
| Splunk Inc | 1,075,000 | 0 | -1,075,000 | 0.00% | -$1.02M |
| SPOTIFY USA INC CV SR UNSEC 0.0% 03-15-26 | 1,190,000 | 0 | -1,190,000 | 0.00% | -$1.02M |
| TDA 27 FTA, Series 27, Class A3 | 1,113,665 | 0 | -1,113,665 | 0.00% | -$998.36K |
| INTEL CORP | 1,025,000 | 0 | -1,025,000 | 0.00% | -$961.93K |
| JEFFERIES GROUP | 975,000 | 0 | -975,000 | 0.00% | -$954.76K |
| PTON 0 02/15/26 | 1,215,000 | 0 | -1,215,000 | 0.00% | -$920.36K |
| Garda World Security Corp | 925,000 | 0 | -925,000 | 0.00% | -$885.47K |
| Real Estate Asset Liquidity Trust | 31,560,317 | 0 | -31,560,317 | 0.00% | -$879.02K |
| ROCKIES EXPRESS PIPELINE SR UNSECURED 144A 05/25 3.6 | 925,000 | 0 | -925,000 | 0.00% | -$873.90K |
| GENERAL MOTORS C | 925,000 | 0 | -925,000 | 0.00% | -$865.42K |
| Freddie Mac Seasoned Credit Risk Transfer Trust Series 2018-1 | 1,044,754 | 0 | -1,044,754 | 0.00% | -$863.19K |
| SIRIUS XM RADIO LLC REGD 144A P/P 3.87500000 | 1,120,000 | 0 | -1,120,000 | 0.00% | -$849.41K |
| Freddie Mac Seasoned Credit Risk Transfer Trust Series 2018-2 | 948,421 | 0 | -948,421 | 0.00% | -$802.90K |
| Eurosail-NL BV, Series 2007-NL2X, Class M | 700,000 | 0 | -700,000 | 0.00% | -$730.29K |
| Last Mile Logistics Pan Euro Finance DAC | 736,392 | 0 | -736,392 | 0.00% | -$729.11K |
| FREDDIE MAC SEASONED CREDIT RISK TRANSFER TRUST SERIES 2019-4 SER 2019-4 CL M55D 4.00000000 | 697,200 | 0 | -697,200 | 0.00% | -$620.17K |
| Grifols, S.A. | 630,000 | 0 | -630,000 | 0.00% | -$587.49K |
| MACY'S RETAIL HOLDINGS LLC COMPANY GUAR 144A 03/30 5.875 | 690,000 | 0 | -690,000 | 0.00% | -$585.72K |
| Standard Industries, Inc. | 575,000 | 0 | -575,000 | 0.00% | -$538.43K |
| Ajax Mortgage Loan Trust 2021-A | 725,000 | 0 | -725,000 | 0.00% | -$532.60K |
| CG-CCRE Commercial Mortgage Trust 2014-FL2 | 528,363 | 0 | -528,363 | 0.00% | -$512.94K |
| Fannie Mae Pool | 523,389 | 0 | -523,389 | 0.00% | -$440.90K |
| FANNIE MAE POOL FN MA3846 | 531,909 | 0 | -531,909 | 0.00% | -$436.77K |
| Fannie Mae Pool | 474,888 | 0 | -474,888 | 0.00% | -$401.23K |
| FIFTH THIRD BANC | 400,000 | 0 | -400,000 | 0.00% | -$395.36K |
| FN AS7904 | 455,868 | 0 | -455,868 | 0.00% | -$385.16K |
| Freddie Mac Seasoned Credit Risk Transfer Trust Series 2019-2 | 416,985 | 0 | -416,985 | 0.00% | -$351.71K |
| Freddie Mac Whole Loan Securities Trust 2017-SC02 | 403,269 | 0 | -403,269 | 0.00% | -$338.45K |
| Freddie Mac Whole Loan Securities Trust | 398,408 | 0 | -398,408 | 0.00% | -$334.89K |
| LOWE'S COS INC | 325,000 | 0 | -325,000 | 0.00% | -$296.85K |
| Diamond Resorts Owner Trust, Series 2019-1A, Class C | 265,733 | 0 | -265,733 | 0.00% | -$265.59K |
| FNMA, Other | 320,388 | 0 | -320,388 | 0.00% | -$261.98K |
| Freddie Mac Seasoned Credit Risk Transfer Trust Series 2019-2 | 278,346 | 0 | -278,346 | 0.00% | -$250.62K |
| Banque Ouest Africaine de Developpement | 270,000 | 0 | -270,000 | 0.00% | -$203.71K |
| SEASONED CREDIT RISK TRANSFER TRUST SERIES 2019-3 M55D 4% 10/25/2058 | 212,095 | 0 | -212,095 | 0.00% | -$189.22K |
| Freddie Mac Seasoned Credit Risk Transfer Trust Series 2019-3 | 222,852 | 0 | -222,852 | 0.00% | -$188.80K |
| LOWE'S COS INC | 200,000 | 0 | -200,000 | 0.00% | -$184.30K |
| AMERICAN INTERNA | 183,000 | 0 | -183,000 | 0.00% | -$170.43K |
| Fannie Mae Pool | 139,130 | 0 | -139,130 | 0.00% | -$114.55K |
| Pepper Residential Securities Trust No. 25 | 111,141 | 0 | -111,141 | 0.00% | -$111.10K |
| FNMA POOL MA3703 FN 05/49 FIXED 3 | 130,522 | 0 | -130,522 | 0.00% | -$107.46K |
| Freddie Mac Whole Loan Securities Trust | 113,569 | 0 | -113,569 | 0.00% | -$96.08K |
| Oxford Finance Funding 2019-1 LLC | 94,830 | 0 | -94,830 | 0.00% | -$94.14K |
| Freddie Mac Whole Loan Securities Trust 2016-SC02 | 108,541 | 0 | -108,541 | 0.00% | -$91.65K |
| VSTOXX FUTURE JAN26 | -14 | 0 | 14 | 0.00% | -$70.13K |
| Freddie Mac Whole Loan Securities Trust 2016-SC02 | 70,946 | 0 | -70,946 | 0.00% | -$60.48K |
| Fannie Mae Pool | 70,246 | 0 | -70,246 | 0.00% | -$57.68K |
| Freddie Mac Whole Loan Securities Trust 2015-SC02 | 65,596 | 0 | -65,596 | 0.00% | -$55.97K |
| Freddie Mac Whole Loan Securities Trust 2016-SC01 | 36,376 | 0 | -36,376 | 0.00% | -$31.01K |
| Freddie Mac Whole Loan Securities Trust 2015-SC01 | 31,008 | 0 | -31,008 | 0.00% | -$26.34K |
| Freddie Mac Whole Loan Securities Trust 2017-SC02 | 30,890 | 0 | -30,890 | 0.00% | -$26.10K |
| Freddie Mac Whole Loan Securities Trust 2016-SC01 | 24,828 | 0 | -24,828 | 0.00% | -$21.04K |
| PURCHASED USD/ SOLD PHP | 8 | 0 | -8 | 0.00% | -$12.08K |
| Freddie Mac Whole Loan Securities Trust 2015-SC01 | 7,560 | 0 | -7,560 | 0.00% | -$6.52K |
| Fannie Mae Pool | 4,990 | 0 | -4,990 | 0.00% | -$5.05K |
| Fannie Mae Interest Strip | 12 | 0 | -12 | 0.00% | -$0 |
| SOLD ZAR/BOUGHT USD | 2 | 0 | -2 | 0.00% | $2.77K |
| SOLD ZAR/BOUGHT USD | 1 | 0 | -1 | 0.00% | $49.30K |
| ZOOM COMMUNICATIONS INC | 11,900,000 | 0 | -11,900,000 | 0.00% | $93.09K |
| Security | Shares Sep 2023 | Shares Dec 2023 | Δ shares | End % | Δ value |
|---|---|---|---|---|---|
| US TREASURY N/B | 22,900,000 | 27,650,000 | 4,750,000 | 4.48% | $4.99M |
| CONCENTRIX CORP | 1,165,000 | 2,450,000 | 1,285,000 | 0.41% | $1.40M |
| CFMT 18-RM2 C 144A FRN 10-25-68/23 | 2,056,685 | 2,077,321 | 20,635 | 0.33% | $54.25K |
| AT&T INC | 1,635,000 | 2,100,000 | 465,000 | 0.25% | $509.39K |
| GAIA Aviation Ltd., Series 2019-1, Class C | 1,558,263 | 1,594,942 | 36,679 | 0.14% | $8.14K |
| US BANCORP | 175,000 | 600,000 | 425,000 | 0.10% | $452.71K |
| ChaseFlex Trust, Series 2007-1, Class 2A8 | 591,351 | 591,738 | 387 | 0.04% | -$663 |
| LEHMAN MORTGAGE TRUST LMT 2007 8 2A1 | 623,279 | 623,320 | 41 | 0.03% | $7.59K |
| ZURN ELKAY WATER SOLUTIONS CORP | 1 | 3 | 2 | 0.03% | -$171.86K |
| ZSCALER INC | 1 | 4 | 3 | 0.01% | $88.72K |
| RRP NEW ZEALAND GOVERNMENT OF | 1 | 3 | 2 | 0.01% | $69.88K |
| Security | Shares Sep 2023 | Shares Dec 2023 | Δ shares | End % | Δ value |
|---|---|---|---|---|---|
| MSILF-GOVT-INS | 56,871,644 | 56,447,908 | -423,736 | 9.19% | -$423.74K |
| US TREASURY N/B | 29,125,000 | 28,175,000 | -950,000 | 4.51% | -$32.27K |
| WHEAT SEP 26 | 1,110 | 818 | -292 | 0.96% | $10.01M |
| GCAT Trust, Series 2022-NQM3, Class A1 | 4,343,127 | 4,287,924 | -55,203 | 0.68% | $118.77K |
| Headlands Residential LLC, Series 2021-RPL1, Class NOTE | 3,320,000 | 3,213,084 | -106,916 | 0.49% | -$163.67K |
| FortiFi, Series 2023-1A, Class A | 3,007,423 | 2,920,346 | -87,077 | 0.47% | -$7.97K |
| FHMS K126 X3 | 17,200,000 | 17,200,000 | -0 | 0.41% | -$22.18K |
| Freddie Mac Multifamily Structured Pass Through Certificates | 16,800,000 | 16,800,000 | -0 | 0.39% | $8.90K |
| NEWCASTLE COAL INFRASTRU SR SECURED 144A 09/27 4.4 | 2,550,000 | 2,541,722 | -8,278 | 0.39% | $100.22K |
| NYMT Loan Trust, Series 2020-SP2, Class A1 | 2,259,732 | 2,217,866 | -41,866 | 0.36% | -$2.55K |
| Start Ltd., Series 2018-1, Class A | 2,350,702 | 2,282,893 | -67,809 | 0.34% | $3.31K |
| Imperial Fund Mortgage Trust 2022-NQM1 | 2,403,334 | 2,310,442 | -92,892 | 0.33% | -$23.16K |
| PRPM LLC, Series 2022-3, Class A1 | 2,154,925 | 2,029,416 | -125,509 | 0.33% | -$112.62K |
| Brean Asset Backed Securities Trust 2021-RM2 | 2,199,449 | 2,189,544 | -9,905 | 0.32% | $81.76K |
| Goodgreen Trust, Series 2021-1A, Class C | 2,521,230 | 2,317,296 | -203,935 | 0.30% | -$285.65K |
| PRPM_21-9 | 1,934,643 | 1,870,305 | -64,339 | 0.30% | $5.53K |
| Brean Asset-Backed Securities Trust, Series 2021-RM1, Class A | 2,088,874 | 2,087,516 | -1,358 | 0.30% | $62.28K |
| GOLUB CAPITAL PARTNERS ABS FUN GCPAF 2020 1A A2 144A | 2,279,528 | 1,908,486 | -371,041 | 0.29% | -$410.81K |
| LMAT 20-GS4 A1 144A 6.25% 02-25-60/05-28-24 | 1,819,305 | 1,738,626 | -80,680 | 0.28% | -$50.16K |
| STWH_21-NPB1 | 1,931,991 | 1,826,953 | -105,038 | 0.28% | -$38.39K |
| Conn's Receivables Funding LLC, Series 2022-A, Class B | 2,653,808 | 1,666,585 | -987,223 | 0.27% | -$991.84K |
| VOLT XCIV LLC, Series 2021-NPL3, Class A1 | 1,885,222 | 1,710,792 | -174,430 | 0.27% | -$113.77K |
| PRPM LLC, Series 2021-8, Class A1 | 1,765,533 | 1,701,625 | -63,908 | 0.27% | $17.10K |
| PMC PLS ESR ISSUER LLC 22-PLS1 A STEP 02/25/2027 144A | 1,798,306 | 1,631,702 | -166,603 | 0.26% | -$141.59K |
| CFMT 2020-ABC1 LLC | 2,291,950 | 1,641,657 | -650,293 | 0.26% | -$573.26K |
| RPTOR 2019-1 A | 1,966,050 | 1,932,063 | -33,987 | 0.25% | -$19.97K |
| G2 MA5931 | 1,603,690 | 1,564,799 | -38,891 | 0.25% | $45.44K |
| JPMORGAN CHASE | 3,275,000 | 1,475,000 | -1,800,000 | 0.24% | -$1.61M |
| Banco de Credito e Inversiones SA | 2,275,000 | 1,660,000 | -615,000 | 0.23% | -$415.70K |
| FHMS K125 X3 | 9,522,157 | 9,522,157 | -0 | 0.23% | $35.51K |
| VOLT XCIII LLC, Series 2021-NPL2, Class A1 | 1,549,167 | 1,402,042 | -147,126 | 0.22% | -$123.32K |
| ELFI Graduate Loan Program LLC, Series 2022-A, Class A | 1,401,840 | 1,366,842 | -34,998 | 0.21% | $10 |
| BRAVO Residential Funding Trust, Series 2020-RPL2, Class A1 | 1,485,902 | 1,434,501 | -51,401 | 0.21% | -$13.62K |
| AASET US Ltd., Series 2018-2A, Class A | 1,893,219 | 1,420,040 | -473,178 | 0.21% | -$412.74K |
| Goodgreen Trust, Series 2020-1A, Class C | 1,738,504 | 1,608,688 | -129,816 | 0.21% | -$160.37K |
| FTAB 2021-NPL1 A1 | 1,417,317 | 1,324,784 | -92,533 | 0.21% | -$63.65K |
| Falcon Aerospace Ltd., Series 2019-1, Class A | 1,377,532 | 1,333,726 | -43,806 | 0.20% | -$29.41K |
| CSWF 2021-SOP2 | 2,680,000 | 1,480,000 | -1,200,000 | 0.19% | -$1.09M |
| Ajax Mortgage Loan Trust, Series 2020-B, Class A1 | 1,274,446 | 1,249,378 | -25,068 | 0.19% | $2.18K |
| COLT Trust, Series 2021-RPL1, Class A1 | 1,259,905 | 1,228,650 | -31,254 | 0.18% | $6.53K |
| BCMSC Trust, Series 1998-C, Class M1 | 1,156,958 | 1,088,014 | -68,944 | 0.17% | -$47.49K |
| Blackbird Capital II Aircraft Lease Ltd., Series 2021-1A, Class A | 1,228,558 | 1,202,487 | -26,072 | 0.17% | -$11.93K |
| FHMS K-1516 X3 | 3,500,000 | 3,500,000 | -0 | 0.16% | $32.34K |
| Cascade MH Asset Trust, Series 2019-MH1, Class A | 1,035,625 | 1,009,406 | -26,219 | 0.16% | -$15.11K |
| NWSB 2023-1 A | 1,014,307 | 970,367 | -43,939 | 0.16% | -$45.53K |
| PRET LLC, Series 2021-NPL6, Class A1 | 1,017,806 | 880,944 | -136,862 | 0.14% | -$101.54K |
| CAIXABANK SA REGD V/R 144A P/P 6.20800000 | 1,400,000 | 850,000 | -550,000 | 0.14% | -$502.94K |
| FHLMC Seasoned Credit Risk Transfer Trust, Series 2016-1, Class MT | 912,937 | 901,943 | -10,994 | 0.13% | $40.70K |
| SEASONED CREDIT RISK TRANSFER TRUST SERIES 2016-1 3% 03/25/2058 | 908,320 | 894,342 | -13,978 | 0.13% | $19.50K |
| UBS GROUP | 1,550,000 | 725,000 | -825,000 | 0.13% | -$758.71K |
| FHMS K114 X3 | 5,484,002 | 5,484,002 | -0 | 0.12% | -$2.01K |
| GOLUB CAPITAL PARTNERS ABS FUN GCPAF 2021 1A A2 144A | 875,000 | 783,994 | -91,006 | 0.12% | -$78.13K |
| SUNBIRD ENGINE FINANCE LLC SUNBD 2020 1A A 144A | 830,693 | 820,872 | -9,821 | 0.11% | -$677 |
| BBCMS Mortgage Trust, Series 2022-C18, Class XA | 18,415,414 | 18,397,928 | -17,486 | 0.11% | $1.54K |
| Benchmark Mortgage Trust, Series 2020-IG2, Class XA | 31,000,000 | 31,000,000 | -0 | 0.10% | -$50.97K |
| Aqua Finance Trust, Series 2019-A, Class B | 733,711 | 682,382 | -51,330 | 0.10% | -$36.30K |
| US BANCORP | 1,200,000 | 615,000 | -585,000 | 0.10% | -$498.05K |
| FNMA 30YR 4.0% 12/01/2041#AJ9630 | 666,729 | 648,128 | -18,601 | 0.10% | $10.92K |
| MAACH 2019-1 A | 756,469 | 678,434 | -78,035 | 0.10% | -$59.52K |
| Freddie Mac Multifamily Structured Pass Through Certificates | 4,091,469 | 4,091,469 | -0 | 0.09% | $10.63K |
| Freddie Mac Seasoned Credit Risk Transfer Trust Series 2018-3 | 669,196 | 657,325 | -11,872 | 0.09% | $18.24K |
| GCI Funding I LLC, Series 2020-1, Class A | 653,450 | 626,286 | -27,164 | 0.09% | -$3.29K |
| BANK, Series 2019-BN21, Class XA | 14,028,687 | 13,992,483 | -36,203 | 0.09% | -$14.83K |
| Blackbird Capital Aircraft Lease Securitization Ltd., Series 2016-1A, Class B | 693,830 | 571,575 | -122,255 | 0.08% | -$2.79K |
| FNMA, 30 Year | 499,174 | 480,664 | -18,510 | 0.07% | $14.11K |
| Mosaic Solar Loan Trust, Series 2020-1A, Class A | 502,560 | 483,006 | -19,554 | 0.07% | -$1.94K |
| WFRBS Commercial Mortgage Trust 2013-C13 | 425,000 | 410,548 | -14,452 | 0.06% | -$10.84K |
| Fannie Mae Pool | 403,422 | 394,392 | -9,030 | 0.06% | $16.27K |
| FNMA, Other | 401,429 | 390,348 | -11,081 | 0.06% | $12.66K |
| FNMA, 30 Year | 389,436 | 380,921 | -8,515 | 0.06% | $15.83K |
| Bear Stearns ARM Trust, Series 2003-9, Class 3A3 | 371,564 | 366,894 | -4,670 | 0.06% | $2.20K |
| Seasoned Credit Risk Transfer Trust, Series 2017-4, Class M | 373,707 | 356,279 | -17,428 | 0.05% | -$11.84K |
| Freddie Mac Pool | 342,195 | 334,047 | -8,148 | 0.05% | $11.96K |
| METAL LLC, Series 2017-1, Class A | 540,268 | 515,945 | -24,323 | 0.05% | -$13.07K |
| OBX Trust | 356,310 | 345,741 | -10,569 | 0.05% | $6.93K |
| Freddie Mac Gold Pool | 325,796 | 322,432 | -3,364 | 0.05% | $12.84K |
| Lunar Aircraft Ltd., Series 2020-1A, Class A | 347,096 | 326,889 | -20,207 | 0.05% | -$10.82K |
| Fannie Mae Pool | 303,514 | 294,915 | -8,598 | 0.05% | $9.43K |
| FR ZT1711 | 293,981 | 285,904 | -8,077 | 0.05% | $7.45K |
| UMBS, 30 Year | 302,568 | 291,225 | -11,342 | 0.05% | $6.78K |
| E-MAC NL BV, Series NL04-I, Class A | 277,393 | 263,137 | -14,256 | 0.04% | $3.01K |
| Fannie Mae Pool | 271,442 | 262,516 | -8,926 | 0.04% | $2.04K |
| Freddie Mac Multifamily Structured Pass Through Certificates | 23,041,481 | 22,980,698 | -60,783 | 0.04% | -$14.73K |
| IM Pastor 3 FTH | 271,340 | 258,894 | -12,446 | 0.04% | $1.59K |
| GNMA II, Single Family, 30 Year | 266,131 | 262,816 | -3,315 | 0.04% | $9.21K |
| G2 MA3663 | 264,929 | 258,104 | -6,825 | 0.04% | $8.18K |
| ReadyCap Lending Small Business Loan Trust, Series 2019-2, Class A | 273,981 | 245,555 | -28,427 | 0.04% | -$21.81K |
| FG G60038 | 261,611 | 255,336 | -6,275 | 0.04% | $8.21K |
| MAPS Ltd., Series 2018-1A, Class A | 275,977 | 266,074 | -9,903 | 0.04% | -$8.85K |
| FNMA, Other | 260,274 | 258,772 | -1,503 | 0.04% | $14.35K |
| STARR 2019-1 A | 248,108 | 241,579 | -6,529 | 0.04% | -$573 |
| Fannie Mae Pool | 225,973 | 222,921 | -3,053 | 0.04% | $7.07K |
| FNMA, Other | 227,234 | 218,756 | -8,479 | 0.03% | $3.77K |
| UMBS | 215,296 | 212,460 | -2,836 | 0.03% | $7.68K |
| FNMA, Other | 212,677 | 210,832 | -1,845 | 0.03% | $10.99K |
| FNMA, Other | 218,316 | 206,889 | -11,426 | 0.03% | $2.58K |
| FNMA, Other | 201,201 | 199,766 | -1,435 | 0.03% | $10.97K |
| Newtek Small Business Loan Trust, Series 2018-1, Class A | 204,314 | 185,540 | -18,775 | 0.03% | -$18.49K |
| GNMA I, 30 Year | 187,396 | 172,839 | -14,557 | 0.03% | -$10.25K |
| JOL Air Ltd., Series 2019-1, Class B | 231,508 | 222,932 | -8,576 | 0.03% | -$5.28K |
| UMBS, 30 Year | 166,578 | 164,837 | -1,741 | 0.03% | $7.36K |
| UMBS, 30 Year | 171,902 | 170,834 | -1,068 | 0.03% | $8.80K |
| FNMA, Other | 163,457 | 162,374 | -1,083 | 0.03% | $7.57K |
| FHLMC Gold Pool, Other | 151,396 | 149,992 | -1,403 | 0.02% | $7.15K |
| UMBS, 30 Year | 148,234 | 138,030 | -10,204 | 0.02% | -$3.41K |
| GNMA II, Single Family, 30 Year | 138,621 | 137,812 | -809 | 0.02% | $6.67K |
| FHLMC Gold Pool, 30 Year | 134,503 | 133,315 | -1,189 | 0.02% | $5.90K |
| Freddie Mac Gold Pool | 127,585 | 126,209 | -1,376 | 0.02% | $4.97K |
| BANC OF AMERICA ALTERNATIVE LO BOAA 2006 7 A6 | 392,248 | 388,876 | -3,372 | 0.02% | $1.70K |
| FHLMC Gold Pool, Other | 111,436 | 110,927 | -509 | 0.02% | $6.35K |
| GNMA II, Other | 108,389 | 107,685 | -704 | 0.02% | $4.95K |
| Fannie Mae Pool | 108,842 | 107,238 | -1,604 | 0.02% | $3.19K |
| AT&T INC | 605,000 | 135,000 | -470,000 | 0.02% | -$288.61K |
| FNMA, Other | 110,492 | 109,761 | -731 | 0.02% | $5.49K |
| G2 MA6039 | 105,079 | 102,382 | -2,697 | 0.02% | $3.14K |
| FNMA, Other | 105,529 | 102,787 | -2,742 | 0.02% | $3.53K |
| GNMA II, Single Family, 30 Year | 98,737 | 98,046 | -690 | 0.01% | $4.56K |
| FN AY8862 | 94,083 | 93,386 | -697 | 0.01% | $4.56K |
| Ginnie Mae II Pool | 93,852 | 91,206 | -2,646 | 0.01% | $2.11K |
| FHLMC Gold Pool, 30 Year | 89,355 | 88,850 | -505 | 0.01% | $4.64K |
| FNMA, REMIC, Series 2003-71, Class TA | 82,912 | 78,990 | -3,922 | 0.01% | -$2.30K |
| UMBS, 30 Year | 76,021 | 75,110 | -911 | 0.01% | $1.82K |
| GS Mortgage Securities Trust, Series 2015-GC34, Class XA | 4,420,830 | 4,402,951 | -17,879 | 0.01% | -$12.51K |
| UMBS, 30 Year | 71,912 | 71,545 | -367 | 0.01% | $3.83K |
| Banc of America Alternative Loan Trust 2006-6 | 91,451 | 89,735 | -1,716 | 0.01% | -$3.80K |
| COUNTRYWIDE ALTERNATIVE LOAN T CWALT 2007 OA7 A1A | 65,292 | 63,696 | -1,595 | 0.01% | -$1.16K |
| FHLMC Gold Pool, 30 Year | 56,336 | 55,707 | -630 | 0.01% | $2.41K |
| GS Mortgage Securities Trust 2013-GCJ14 | 500,000 | 51,285 | -448,715 | 0.01% | -$376.78K |
| J.P. Morgan Chase Commercial Mortgage Securities Trust, Series 2016-JP4, Class XA | 3,552,093 | 3,540,788 | -11,305 | 0.01% | -$4.17K |
| Citigroup Commercial Mortgage Trust, Series 2015-GC33, Class XA | 4,137,624 | 4,115,193 | -22,431 | 0.01% | -$8.98K |
| Fannie Mae Pool | 42,669 | 42,344 | -325 | 0.01% | $2.03K |
| UMBS, 30 Year | 42,070 | 41,698 | -372 | 0.01% | $2.03K |
| FNMA POOL MA2512 FN 01/46 FIXED 4 | 44,180 | 42,752 | -1,428 | 0.01% | $1.08K |
| G2 5259 | 43,164 | 41,964 | -1,199 | 0.01% | $981 |
| G2 MA0535 | 40,977 | 40,401 | -576 | 0.01% | $1.52K |
| J.P. Morgan Mortgage Trust, Series 2007-A4, Class 2A3 | 49,471 | 48,550 | -921 | 0.01% | $293 |
| GNMA II, Other | 47,192 | 40,323 | -6,869 | 0.01% | -$4.21K |
| UMBS, 30 Year | 38,156 | 37,363 | -793 | 0.01% | -$178 |
| Fannie Mae Pool | 41,388 | 34,447 | -6,941 | 0.01% | -$4.33K |
| Fannie Mae Pool | 32,562 | 32,066 | -496 | 0.01% | $1.30K |
| Adjustable Rate Mortgage Trust, Series 2005-2, Class 2A1 | 32,169 | 30,461 | -1,708 | 0.00% | -$1.28K |
| Freddie Mac REMICS | 375,085 | 369,111 | -5,974 | 0.00% | $7.69K |
| FHLMC Gold Pool, Other | 35,171 | 31,012 | -4,159 | 0.00% | -$1.78K |
| FHLMC Gold Pool, 30 Year | 28,406 | 27,824 | -581 | 0.00% | -$126 |
| UMBS | 24,956 | 24,135 | -821 | 0.00% | -$149 |
| Freddie Mac Gold Pool | 26,435 | 26,302 | -133 | 0.00% | $1.35K |
| Freddie Mac Gold Pool | 23,947 | 23,666 | -281 | 0.00% | $430 |
| GNMA II, Single Family, 30 Year | 23,435 | 23,285 | -150 | 0.00% | $1.12K |
| Citigroup Commercial Mortgage Trust, Series 2015-GC35, Class XA | 2,288,164 | 2,282,252 | -5,912 | 0.00% | -$3.86K |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 20,895 | 20,360 | -535 | 0.00% | $514 |
| J.P. Morgan Chase Commercial Mortgage Securities Trust, Series 2013-LC11, Class XB | 6,956,250 | 6,956,250 | -0 | 0.00% | -$731 |
| GNMA II, Single Family, 30 Year | 23,073 | 19,390 | -3,683 | 0.00% | -$2.47K |
| Freddie Mac Gold Pool | 17,632 | 17,403 | -229 | 0.00% | $273 |
| Freddie Mac Gold Pool | 17,251 | 17,058 | -192 | 0.00% | $359 |
| UMBS, 30 Year | 16,390 | 15,886 | -504 | 0.00% | -$289 |
| FNMA, Other | 17,740 | 17,646 | -94 | 0.00% | $903 |
| FNMA, 30 Year | 16,757 | 16,536 | -221 | 0.00% | $261 |
| Government National Mortgage Association | 79,684 | 77,470 | -2,214 | 0.00% | -$392 |
| Freddie Mac Gold Pool | 14,909 | 14,721 | -188 | 0.00% | $245 |
| ContiMortgage Home Equity Loan Trust, Series 1995-2, Class A5 | 17,650 | 17,335 | -315 | 0.00% | -$258 |
| Freddie Mac Gold Pool | 13,722 | 13,540 | -182 | 0.00% | $243 |
| UMBS, 30 Year | 12,692 | 12,428 | -263 | 0.00% | -$58 |
| UMBS, 30 Year | 12,532 | 12,265 | -267 | 0.00% | -$130 |
| FHLMC Gold Pool, 30 Year | 12,737 | 12,109 | -628 | 0.00% | -$355 |
| UMBS, 30 Year | 11,379 | 11,168 | -211 | 0.00% | -$16 |
| UMBS, 30 Year | 11,829 | 11,242 | -587 | 0.00% | -$431 |
| Freddie Mac Gold Pool | 16,058 | 10,363 | -5,696 | 0.00% | -$5.12K |
| Federal Home Loan Mortgage Corp. | 10,202 | 9,781 | -421 | 0.00% | -$282 |
| UMBS, 30 Year | 9,684 | 9,496 | -188 | 0.00% | -$27 |
| Banc of America Funding Trust, Series 2007-5, Class 5A1 | 10,538 | 9,622 | -916 | 0.00% | -$799 |
| Freddie Mac Gold Pool | 9,629 | 9,506 | -124 | 0.00% | $178 |
| GS Mortgage Securities Trust, Series 2014-GC24, Class XA | 4,249,239 | 4,146,829 | -102,411 | 0.00% | -$7.78K |
| Freddie Mac Gold Pool | 9,355 | 9,244 | -111 | 0.00% | $188 |
| Freddie Mac Gold Pool | 9,114 | 8,972 | -142 | 0.00% | $102 |
| UMBS, 30 Year | 8,687 | 8,261 | -427 | 0.00% | -$323 |
| Freddie Mac Gold Pool | 8,620 | 8,520 | -100 | 0.00% | $181 |
| UMBS, 30 Year | 7,776 | 7,633 | -143 | 0.00% | -$10 |
| Freddie Mac Gold Pool | 7,487 | 7,314 | -173 | 0.00% | $4 |
| FHLMC Gold Pool, 30 Year | 7,225 | 7,129 | -97 | 0.00% | $78 |
| UMBS, 30 Year | 7,288 | 7,124 | -164 | 0.00% | -$51 |
| UMBS, 30 Year | 7,330 | 6,974 | -356 | 0.00% | -$259 |
| UMBS, 30 Year | 7,080 | 6,802 | -278 | 0.00% | -$222 |
| UMBS, 30 Year | 7,258 | 6,827 | -430 | 0.00% | -$333 |
| UMBS, 30 Year | 7,156 | 6,635 | -521 | 0.00% | -$421 |
| UMBS, 30 Year | 6,798 | 6,547 | -251 | 0.00% | -$199 |
| Freddie Mac Gold Pool | 6,665 | 6,586 | -79 | 0.00% | $133 |
| UMBS, 30 Year | 6,391 | 6,134 | -256 | 0.00% | -$183 |
| Freddie Mac Gold Pool | 6,526 | 6,445 | -82 | 0.00% | $123 |
| UMBS, 30 Year | 6,464 | 6,008 | -457 | 0.00% | -$383 |
| UMBS, 30 Year | 6,076 | 5,867 | -209 | 0.00% | -$140 |
| UMBS, 30 Year | 6,418 | 5,635 | -783 | 0.00% | -$677 |
| UMBS, 30 Year | 5,854 | 5,575 | -279 | 0.00% | -$195 |
| UMBS, 30 Year | 5,548 | 5,440 | -108 | 0.00% | -$15 |
| UMBS, 30 Year | 5,552 | 5,442 | -110 | 0.00% | -$18 |
| UMBS, 30 Year | 7,509 | 5,485 | -2,024 | 0.00% | -$2.06K |
| UMBS, 30 Year | 5,506 | 5,328 | -178 | 0.00% | -$113 |
| COMM 2014-LC17 XA CSTR 10/47 | 2,387,958 | 2,350,431 | -37,527 | 0.00% | -$4.35K |
| UMBS, 30 Year | 5,529 | 5,262 | -267 | 0.00% | -$197 |
| FHLMC Gold Pool, 30 Year | 5,172 | 4,872 | -300 | 0.00% | -$257 |
| UMBS, 30 Year | 5,210 | 4,842 | -368 | 0.00% | -$311 |
| UMBS, 30 Year | 4,863 | 4,586 | -276 | 0.00% | -$200 |
| UMBS, 30 Year | 4,513 | 4,388 | -125 | 0.00% | -$66 |
| UMBS, 30 Year | 4,376 | 4,151 | -225 | 0.00% | -$170 |
| UMBS, 30 Year | 3,900 | 3,818 | -83 | 0.00% | -$21 |
| Fannie Mae Pool | 3,650 | 3,567 | -83 | 0.00% | -$28 |
| UMBS, 30 Year | 3,430 | 3,343 | -87 | 0.00% | -$38 |
| UMBS, 30 Year | 3,533 | 3,339 | -195 | 0.00% | -$145 |
| UMBS, 30 Year | 3,481 | 3,331 | -150 | 0.00% | -$111 |
| UMBS, 30 Year | 3,692 | 3,303 | -390 | 0.00% | -$346 |
| UMBS, 30 Year | 3,677 | 3,287 | -390 | 0.00% | -$349 |
| JPMBB Commercial Mortgage Securities Trust, Series 2014-C21, Class XA | 2,814,408 | 2,720,851 | -93,556 | 0.00% | -$4.71K |
| UMBS, 30 Year | 3,515 | 3,203 | -312 | 0.00% | -$286 |
| UMBS, 30 Year | 3,427 | 3,219 | -208 | 0.00% | -$151 |
| UMBS, 30 Year | 3,201 | 3,128 | -74 | 0.00% | -$42 |
| UMBS, 30 Year | 3,344 | 3,150 | -194 | 0.00% | -$148 |
| UMBS, 30 Year | 3,308 | 3,157 | -151 | 0.00% | -$105 |
| UMBS, 30 Year | 3,583 | 3,104 | -479 | 0.00% | -$466 |
| COMM Mortgage Trust, Series 2014-CR18, Class XA | 2,104,815 | 2,082,464 | -22,351 | 0.00% | -$2.81K |
| UMBS, 30 Year | 3,153 | 2,995 | -158 | 0.00% | -$116 |
| FHLMC Gold Pool, 30 Year | 2,860 | 2,820 | -40 | 0.00% | $27 |
| UMBS, 30 Year | 2,829 | 2,736 | -93 | 0.00% | -$58 |
| Freddie Mac Gold Pool | 2,878 | 2,720 | -158 | 0.00% | -$120 |
| UMBS, 30 Year | 2,669 | 2,611 | -58 | 0.00% | -$15 |
| UMBS, 30 Year | 2,651 | 2,567 | -84 | 0.00% | -$63 |
| Federal Home Loan Mortgage Corp. | 2,600 | 2,534 | -66 | 0.00% | -$25 |
| UMBS, 30 Year | 2,533 | 2,450 | -83 | 0.00% | -$52 |
| UMBS, 30 Year | 2,441 | 2,380 | -62 | 0.00% | -$27 |
| UMBS, 30 Year | 2,417 | 2,349 | -68 | 0.00% | -$36 |
| Freddie Mac Gold Pool | 2,327 | 2,242 | -85 | 0.00% | -$70 |
| Fannie Mae Pool | 2,219 | 2,181 | -38 | 0.00% | $21 |
| UMBS, 30 Year | 2,152 | 2,084 | -68 | 0.00% | -$52 |
| UMBS, 30 Year | 2,131 | 2,064 | -67 | 0.00% | -$39 |
| UMBS, 30 Year | 2,759 | 2,077 | -682 | 0.00% | -$658 |
| FHLMC Gold Pool, 30 Year | 2,047 | 2,000 | -47 | 0.00% | -$27 |
| UMBS, 30 Year | 2,115 | 1,955 | -160 | 0.00% | -$132 |
| FNMA, Strips, Series 305, Class 11 | 20,614 | 17,510 | -3,104 | 0.00% | -$395 |
| UMBS, 30 Year | 1,977 | 1,879 | -98 | 0.00% | -$68 |
| UMBS, 30 Year | 1,887 | 1,839 | -48 | 0.00% | -$21 |
| UMBS, 30 Year | 1,945 | 1,855 | -89 | 0.00% | -$66 |
| FNMA, Strips, Series 305, Class 10 | 18,911 | 18,065 | -846 | 0.00% | -$166 |
| UMBS, 30 Year | 1,848 | 1,805 | -43 | 0.00% | -$24 |
| FHLMC Gold Pools, 30 Year | 2,809 | 1,884 | -925 | 0.00% | -$929 |
| UMBS, 30 Year | 1,905 | 1,790 | -116 | 0.00% | -$93 |
| UMBS, 30 Year | 1,799 | 1,760 | -40 | 0.00% | -$11 |
| UMBS, 30 Year | 1,844 | 1,780 | -64 | 0.00% | -$42 |
| UMBS, 30 Year | 1,873 | 1,785 | -89 | 0.00% | -$62 |
| FHLMC Gold Pool, 30 Year | 1,851 | 1,755 | -96 | 0.00% | -$58 |
| FHLMC Gold Pool, 30 Year | 1,939 | 1,781 | -158 | 0.00% | -$132 |
| UMBS, 30 Year | 1,927 | 1,776 | -151 | 0.00% | -$130 |
| UMBS, 30 Year | 1,857 | 1,745 | -112 | 0.00% | -$86 |
| UMBS, 30 Year | 1,767 | 1,722 | -44 | 0.00% | -$18 |
| UMBS, 30 Year | 1,852 | 1,697 | -155 | 0.00% | -$125 |
| UMBS, 30 Year | 1,729 | 1,657 | -73 | 0.00% | -$50 |
| FNMA, REMIC, Series 1997-57, Class PV | 19,612 | 18,000 | -1,612 | 0.00% | -$292 |
| UMBS, 30 Year | 1,723 | 1,614 | -110 | 0.00% | -$87 |
| UMBS, 30 Year | 1,702 | 1,636 | -66 | 0.00% | -$51 |
| UMBS, 30 Year | 1,645 | 1,562 | -83 | 0.00% | -$58 |
| UMBS, 30 Year | 1,619 | 1,559 | -60 | 0.00% | -$43 |
| UMBS, 30 Year | 1,571 | 1,533 | -38 | 0.00% | -$15 |
| UMBS, 30 Year | 1,563 | 1,520 | -42 | 0.00% | -$19 |
| UMBS, 30 Year | 1,608 | 1,537 | -71 | 0.00% | -$49 |
| UMBS, 30 Year | 1,546 | 1,510 | -36 | 0.00% | -$12 |
| UMBS, 30 Year | 1,619 | 1,522 | -98 | 0.00% | -$68 |
| UMBS, 30 Year | 1,529 | 1,482 | -46 | 0.00% | -$26 |
| FNMA, Strips, Series 305, Class 9 | 17,328 | 15,988 | -1,340 | 0.00% | -$176 |
| UMBS, 30 Year | 1,545 | 1,446 | -99 | 0.00% | -$81 |
| UMBS, 30 Year | 1,562 | 1,437 | -125 | 0.00% | -$107 |
| UMBS, 30 Year | 1,522 | 1,433 | -89 | 0.00% | -$71 |
| Federal National Mortgage Association | 1,511 | 1,418 | -92 | 0.00% | -$73 |
| UMBS, 30 Year | 1,470 | 1,383 | -87 | 0.00% | -$61 |
| UMBS, 30 Year | 1,445 | 1,377 | -68 | 0.00% | -$52 |
| UMBS, 30 Year | 1,384 | 1,333 | -51 | 0.00% | -$36 |
| UMBS, 30 Year | 1,290 | 1,251 | -38 | 0.00% | -$28 |
| FNMA, Strips, Series 305, Class 8 | 15,486 | 13,604 | -1,882 | 0.00% | -$186 |
| UMBS, 30 Year | 1,227 | 1,193 | -35 | 0.00% | -$17 |
| UMBS, 30 Year | 1,281 | 1,173 | -109 | 0.00% | -$86 |
| Fannie Mae Pool | 1,187 | 1,155 | -31 | 0.00% | -$15 |
| UMBS, 30 Year | 1,254 | 1,161 | -94 | 0.00% | -$75 |
| UMBS, 30 Year | 1,199 | 1,148 | -52 | 0.00% | -$36 |
| FHLMC Gold Pool, 30 Year | 1,159 | 1,122 | -37 | 0.00% | -$9 |
| FNMA, Strips, Series 305, Class 6 | 12,963 | 11,711 | -1,252 | 0.00% | -$156 |
| FHLMC Gold Pool, 30 Year | 1,159 | 1,110 | -48 | 0.00% | -$36 |
| UMBS, 30 Year | 1,103 | 1,071 | -32 | 0.00% | -$17 |
| UMBS, 30 Year | 1,112 | 1,067 | -45 | 0.00% | -$32 |
| FG G08174 | 1,083 | 1,038 | -45 | 0.00% | -$21 |
| UMBS, 30 Year | 1,060 | 1,027 | -33 | 0.00% | -$19 |
| UMBS, 30 Year | 1,052 | 998 | -54 | 0.00% | -$45 |
| UMBS, 30 Year | 1,028 | 985 | -43 | 0.00% | -$30 |
| UMBS, 30 Year | 1,216 | 953 | -264 | 0.00% | -$262 |
| UMBS, 30 Year | 1,112 | 961 | -150 | 0.00% | -$137 |
| UMBS, 30 Year | 859 | 835 | -24 | 0.00% | -$12 |
| UMBS, 30 Year | 875 | 832 | -43 | 0.00% | -$31 |
| FHLMC Gold Pool, 30 Year | 833 | 820 | -12 | 0.00% | $6 |
| UMBS, 30 Year | 869 | 814 | -55 | 0.00% | -$44 |
| Fannie Mae Pool | 1,785 | 804 | -980 | 0.00% | -$993 |
| FED HM LN PC POOL C55740 FG 01/30 FIXED 7 | 818 | 767 | -51 | 0.00% | -$46 |
| UMBS, 30 Year | 826 | 769 | -57 | 0.00% | -$44 |
| FNMA, Strips, Series 305, Class 5 | 8,730 | 7,884 | -846 | 0.00% | -$107 |
| FG G02698 | 768 | 737 | -31 | 0.00% | -$14 |
| FNMA, Strips, Series 305, Class 7 | 8,070 | 7,484 | -586 | 0.00% | -$91 |
Top 300 of 337, by weight.
| Security | Shares Sep 2023 | Shares Dec 2023 | Δ shares | End % | Δ value |
|---|---|---|---|---|---|
| MF1X, Series 2021-W10, Class E | 4,350,000 | 4,350,000 | 0 | 0.66% | $30.78K |
| TCO_22-DPM | 3,950,000 | 3,950,000 | 0 | 0.64% | $63.01K |
| PMT Issuer Trust-FMSR, Series 2021-FT1, Class A | 3,900,000 | 3,900,000 | 0 | 0.63% | $49.22K |
| Cascade Funding Mortgage Trust 2021-HB6 | 3,825,000 | 3,825,000 | 0 | 0.59% | $107.67K |
| DROP Mortgage Trust 2021-FILE | 3,525,000 | 3,525,000 | 0 | 0.53% | -$31.29K |
| BPR Trust, Series 2022-SSP, Class A | 3,170,000 | 3,170,000 | 0 | 0.52% | $13.87K |
| BANK OF AMER CRP | 3,675,000 | 3,675,000 | 0 | 0.51% | $214.43K |
| BANK OF AMER CRP | 3,225,000 | 3,225,000 | 0 | 0.50% | $210.71K |
| United Overseas Bank Ltd. | 2,950,000 | 2,950,000 | 0 | 0.46% | $110.16K |
| FREDDIE MAC SEASONED CREDIT RISK TRANSFER TRUST SE SCRT 2020-3 M | 3,100,000 | 3,100,000 | 0 | 0.45% | $81.70K |
| BPCE | 2,750,000 | 2,750,000 | 0 | 0.44% | $20.03K |
| FMC GMSR Issuer Trust, Series 2022-GT2, Class A | 2,675,000 | 2,675,000 | 0 | 0.44% | $70.94K |
| PNMSR 2022-FT1 A | 2,700,000 | 2,700,000 | 0 | 0.44% | -$156 |
| CSMC Trust, Series 2021-WEHO, Class A | 2,590,297 | 2,590,297 | 0 | 0.41% | $9.44K |
| CENTENE CORP | 3,050,000 | 3,050,000 | 0 | 0.41% | $198.65K |
| Olympic Tower Mortgage Trust, Series 2017-OT, Class A | 2,900,000 | 2,900,000 | 0 | 0.41% | $85.03K |
| CFMT LLC, Series 2022-HB8, Class M2 | 2,650,000 | 2,650,000 | 0 | 0.41% | $49.83K |
| BANK, Series 2020-BN30, Class MCDF | 4,200,000 | 4,200,000 | 0 | 0.39% | $196.65K |
| Freddie Mac Seasoned Credit Risk Transfer Trust Series 2020-1 | 2,700,000 | 2,700,000 | 0 | 0.39% | $85.58K |
| VONTIER CORP | 2,700,000 | 2,700,000 | 0 | 0.39% | $119.35K |
| VMC Finance LLC, Series 2021-HT1, Class A | 2,386,800 | 2,386,800 | 0 | 0.38% | $8.66K |
| J.P. Morgan Chase Commercial Mortgage Securities Trust, Series 2021-MHC, Class E | 2,400,000 | 2,400,000 | 0 | 0.38% | $6.95K |
| MARLETTE FUNDING TRUST 2023-3 MFT 2023-3A B | 2,300,000 | 2,300,000 | 0 | 0.38% | $28.09K |
| HYUNDAI CAPITAL AMERICA SR UNSECURED 144A 01/28 1.8 | 2,650,000 | 2,650,000 | 0 | 0.38% | $103.23K |
| MISS POWER CO | 2,325,000 | 2,325,000 | 0 | 0.37% | $92.54K |
| FHLMC, Multifamily Structured Pass-Through Certificates, Series K144, Class X3 | 11,220,034 | 11,220,034 | 0 | 0.37% | $73.21K |
| ROGERS COMMUNIC | 2,550,000 | 2,550,000 | 0 | 0.36% | $364.47K |
| CELANESE US HLDS | 2,150,000 | 2,150,000 | 0 | 0.36% | $84.58K |
| Allegro CLO XI Ltd., Series 2019-2A, Class A1A | 2,150,000 | 2,150,000 | 0 | 0.35% | $1.11K |
| FELLS POINT FUNDING TRUST 3.046% 01/31/2027 144A | 2,275,000 | 2,275,000 | 0 | 0.35% | $81.11K |
| CHARTER COMM OPT | 3,050,000 | 3,050,000 | 0 | 0.35% | $237.51K |
| NBN CO LTD | 2,400,000 | 2,400,000 | 0 | 0.34% | $126.73K |
| BX Commercial Mortgage Trust 2023-VLT2 | 2,050,000 | 2,050,000 | 0 | 0.33% | -$2.45K |
| Onondaga Civic Development Corp., Series 2020 B | 2,925,000 | 2,925,000 | 0 | 0.32% | $229.41K |
| NYT Mortgage Trust Series 2019-NYT, Class C | 2,500,000 | 2,500,000 | 0 | 0.32% | $122.37K |
| SLGN 1.4 04/01/26 144A | 2,150,000 | 2,150,000 | 0 | 0.32% | $55.55K |
| Freddie Mac Multifamily Structured Pass Through Certificates | 7,625,000 | 7,625,000 | 0 | 0.32% | -$142.00K |
| VDCR 2023-1A A2A | 2,050,000 | 2,050,000 | 0 | 0.31% | $77.89K |
| Natixis Commercial Mortgage Securities Trust 2019-MILE | 2,300,000 | 2,300,000 | 0 | 0.31% | -$100.51K |
| Cologix Data Centers US Issuer LLC, Series 2021-1A, Class A2 | 2,125,000 | 2,125,000 | 0 | 0.31% | $41.76K |
| FHLMC, Multi-Family Structured Pass-Through Certificates, Series K147, Class X3 | 8,000,000 | 8,000,000 | 0 | 0.31% | $2.15K |
| ASHTEAD CAPITAL | 1,850,000 | 1,850,000 | 0 | 0.31% | $128.06K |
| S&P GLOBAL INC REGD 144A P/P 5.25000000 | 1,800,000 | 1,800,000 | 0 | 0.31% | $129.05K |
| DEUTSCHE BANK NY | 1,800,000 | 1,800,000 | 0 | 0.30% | $56.52K |
| BMARK 2020-B18 AGNE | 2,000,000 | 2,000,000 | 0 | 0.30% | $29.36K |
| SEATTLE CHLD | 2,750,000 | 2,750,000 | 0 | 0.30% | $202.76K |
| BANK HAPOALIM BM 144A 3.255000% 01/21/2032 | 2,075,000 | 2,075,000 | 0 | 0.29% | $27.07K |
| BAT CAPITAL CORP | 2,000,000 | 2,000,000 | 0 | 0.29% | $98.20K |
| ORACLE CORP | 2,300,000 | 2,300,000 | 0 | 0.28% | $216.53K |
| SG Commercial Mortgage Securities Trust, Series 2020-COVE, Class E | 1,900,000 | 1,900,000 | 0 | 0.28% | $50.03K |
| TORONTO DOM BANK | 1,625,000 | 1,625,000 | 0 | 0.28% | $74.64K |
| SOCIETE GENERALE SR UNSECURED 144A 01/25 2.625 | 1,625,000 | 1,625,000 | 0 | 0.26% | $30.19K |
| FOUNDRY JV HOLDC | 1,525,000 | 1,525,000 | 0 | 0.26% | $109.71K |
| FORD MOTOR CO | 1,875,000 | 1,875,000 | 0 | 0.25% | $113.40K |
| VIRGINIA EL&PWR | 2,275,000 | 2,275,000 | 0 | 0.25% | $194.10K |
| ONEOK INC | 1,450,000 | 1,450,000 | 0 | 0.25% | $111.59K |
| ENTERPRISE PRODU | 1,450,000 | 1,450,000 | 0 | 0.25% | $99.52K |
| CFMT LLC, Series 2022-HB9, Class M3 | 1,840,000 | 1,840,000 | 0 | 0.25% | $73.05K |
| EXTRA SPACE STOR | 1,825,000 | 1,825,000 | 0 | 0.25% | $108.46K |
| NATIONWIDE BUILDING SOCIETY | 1,550,000 | 1,550,000 | 0 | 0.24% | $62.30K |
| UNIV OF MICHIGAN-A | 1,645,000 | 1,645,000 | 0 | 0.24% | $220.01K |
| Freddie Mac Multifamily Structured Pass Through Certificates | 6,549,068 | 6,549,068 | 0 | 0.24% | -$6.39K |
| AVIATION CAPITAL GROUP SR UNSECURED 144A 07/30 6.375 | 1,425,000 | 1,425,000 | 0 | 0.24% | $87.69K |
| WILLIAMS COS INC | 1,425,000 | 1,425,000 | 0 | 0.24% | $64.93K |
| JBS USA/FOOD/FIN | 1,575,000 | 1,575,000 | 0 | 0.24% | $57.79K |
| CHARLES SCHWAB | 1,370,000 | 1,370,000 | 0 | 0.23% | $110.79K |
| Petrobras Global Finance BV | 1,379,000 | 1,379,000 | 0 | 0.23% | $83.76K |
| FHLMC, Multi-Family Structured Pass-Through Certificates, Series K148, Class X3 | 5,300,000 | 5,300,000 | 0 | 0.23% | $34.24K |
| PACIFIC GAS&ELEC | 1,625,000 | 1,625,000 | 0 | 0.23% | $178.22K |
| BANCO SANTANDER | 1,400,000 | 1,400,000 | 0 | 0.22% | $55.10K |
| Republic Finance Series 2020-A. Class B | 1,385,000 | 1,385,000 | 0 | 0.22% | $24.35K |
| COMM Mortgage Trust, Series 2019-GC44, Class 180 | 1,400,000 | 1,400,000 | 0 | 0.21% | $42.50K |
| JACKSON PARK TRUST 2019-LIC JAX 2019-LIC E | 1,700,000 | 1,700,000 | 0 | 0.21% | $77.36K |
| BANK OF IRELAND GROUP SR UNSECURED 144A 09/27 VAR | 1,425,000 | 1,425,000 | 0 | 0.21% | $50.88K |
| ROCKET MTGE. LLC / 3.875% | 1,475,000 | 1,475,000 | 0 | 0.21% | $121.08K |
| FHMS K137 X3 | 7,514,000 | 7,514,000 | 0 | 0.21% | $24.82K |
| Medline Borrower, L.P. | 1,410,000 | 1,410,000 | 0 | 0.21% | $83.25K |
| Manhattan West Mortgage Trust, Series 2020-1MW, Class D | 1,500,000 | 1,500,000 | 0 | 0.21% | $51.56K |
| NOVA CHEMS. CORP 4.25% | 1,510,000 | 1,510,000 | 0 | 0.21% | $96.46K |
| RESORTS WORLD/RWLV CAP REGD P/P 4.62500000 | 1,400,000 | 1,400,000 | 0 | 0.20% | $102.50K |
| NORDEA BANK ABP 5.375% 09/22/2027 144A | 1,200,000 | 1,200,000 | 0 | 0.20% | $48.40K |
| Freddie Mac Seasoned Credit Risk Transfer Trust Series 2019-3 | 1,300,000 | 1,300,000 | 0 | 0.20% | $27.26K |
| JERSEY CENTRAL PWR + LT SR UNSECURED 144A 03/32 2.75 | 1,400,000 | 1,400,000 | 0 | 0.19% | $85.54K |
| CITIGROUP INC | 1,275,000 | 1,275,000 | 0 | 0.19% | $83.06K |
| FHLMC, Multifamily Structured Pass-Through Certificates, Series K1522, Class X3 | 4,400,000 | 4,400,000 | 0 | 0.19% | $14.69K |
| Global Atlantic (Fin) Co. | 1,320,000 | 1,320,000 | 0 | 0.18% | $174.83K |
| MACQUARIE GROUP | 1,350,000 | 1,350,000 | 0 | 0.18% | $89.69K |
| DUKE UNIVERSITY | 1,600,000 | 1,600,000 | 0 | 0.18% | $108.12K |
| VARNO 7.5 01/15/28 144A | 1,025,000 | 1,025,000 | 0 | 0.18% | $34.36K |
| NCMS 2019-10K E VAR 05/15/2039 144A | 1,300,000 | 1,300,000 | 0 | 0.17% | $52.82K |
| MET LIFE GLOB | 1,050,000 | 1,050,000 | 0 | 0.17% | $73.72K |
| BANQUE OUEST AFRICAINE D REGD 144A P/P 4.70000000 | 1,240,000 | 1,240,000 | 0 | 0.17% | $70.31K |
| AIB V6.608 09/13/29 144A | 1,000,000 | 1,000,000 | 0 | 0.17% | $58.11K |
| Freddie Mac Multifamily Structured Pass Through Certificates | 5,775,000 | 5,775,000 | 0 | 0.17% | $21.01K |
| VICI PROPERTIES / NOTE REGD 144A P/P 5.75000000 | 1,025,000 | 1,025,000 | 0 | 0.17% | $35.54K |
| MCLAREN HEALTH | 1,175,000 | 1,175,000 | 0 | 0.17% | $91.06K |
| American Homes 4 Rent Trust, Series 2015-SFR2, Class E | 1,001,000 | 1,001,000 | 0 | 0.16% | $19.88K |
| IMPERIAL BRANDS FIN PLC REGD 144A P/P 3.12500000 | 1,000,000 | 1,000,000 | 0 | 0.16% | $9.04K |
| NORTHERN ST PR-M | 1,400,000 | 1,400,000 | 0 | 0.16% | $123.14K |
| McAfee Corp | 1,075,000 | 1,075,000 | 0 | 0.16% | $81.94K |
| SYNGENTA FINANCE NV REGD 144A P/P 4.89200000 | 975,000 | 975,000 | 0 | 0.16% | $11.12K |
| Freddie Mac Seasoned Credit Risk Transfer Trust Series 2017-3 | 1,008,000 | 1,008,000 | 0 | 0.15% | $18.06K |
| SCRT 2017-2 M2 | 1,000,000 | 1,000,000 | 0 | 0.15% | $21.42K |
| OVERSEA-CHINESE BANKING REGD V/R 144A P/P 1.83200000 | 970,000 | 970,000 | 0 | 0.15% | $19.99K |
| BXP Trust, Series 2017-CQHP, Class E | 1,150,000 | 1,150,000 | 0 | 0.13% | $24.50K |
| Natixis Commercial Mortgage Securities Trust 2019-10K | 1,000,000 | 1,000,000 | 0 | 0.13% | $30.89K |
| WARNERMEDIA HLDG | 925,000 | 925,000 | 0 | 0.13% | $100.03K |
| FHMS K-1520 X3 | 3,200,000 | 3,200,000 | 0 | 0.13% | $8.67K |
| JOHNS HOPKINS | 1,170,000 | 1,170,000 | 0 | 0.12% | $83.29K |
| Citigroup Commercial Mortgage Trust 2020-555 | 1,100,000 | 1,100,000 | 0 | 0.12% | $38.88K |
| JPMBB_14-C19 | 775,000 | 775,000 | 0 | 0.12% | $11.27K |
| GLOBAL PARTNERS LP / GLP FIN CORP 7% 08/01/2027 | 715,000 | 715,000 | 0 | 0.11% | $2.25K |
| UNITED MEXICAN | 750,000 | 750,000 | 0 | 0.11% | $40.28K |
| FHLMC Seasoned Credit Risk Transfer Trust, Series 2021-2, Class M | 750,000 | 750,000 | 0 | 0.11% | $18.85K |
| BPLN V4.875 PERP | 700,000 | 700,000 | 0 | 0.11% | $39.46K |
| NATIXIS COMMERCIAL MORTGAGE SE NCMS 2018 ALXA E 144A | 800,000 | 800,000 | 0 | 0.11% | $23.02K |
| MFT TRUST MOFT 2020 B6 B 144A | 1,000,000 | 1,000,000 | 0 | 0.10% | -$21.68K |
| EXPORT IMPORT BK INDIA SR UNSECURED 144A 01/30 3.25 | 670,000 | 670,000 | 0 | 0.10% | $40.60K |
| Presidencia de la Republica Dominicana | 700,000 | 700,000 | 0 | 0.10% | $103.72K |
| PROGRESS RESIDENTIAL TRUST PROG 2021 SFR4 D 144A | 650,000 | 650,000 | 0 | 0.10% | $15.05K |
| United Mexican States | 850,000 | 850,000 | 0 | 0.09% | $83.24K |
| IL TWY TXB-A-SR PRIOR | 477,000 | 477,000 | 0 | 0.09% | $32.57K |
| SLG OFFICE TRUST SLG 2021 OVA X 144A | 34,800,000 | 34,800,000 | 0 | 0.08% | -$4.27K |
| EXPORT-IMPORT BK INDIA REGD 144A P/P 3.87500000 | 505,000 | 505,000 | 0 | 0.08% | $17.84K |
| Grupo Aval Ltd. | 561,000 | 561,000 | 0 | 0.08% | $49.20K |
| LHOME Mortgage Trust, Series 2023-RTL2, Class A1 | 425,000 | 425,000 | 0 | 0.07% | $4.41K |
| PHILIPPINES(REP) | 420,000 | 420,000 | 0 | 0.06% | $49.15K |
| Conn's Receivables Funding LLC, Series 2023-A, Class B | 370,000 | 370,000 | 0 | 0.06% | $4.06K |
| MFT TRUST MOFT 2020 ABC D 144A | 800,000 | 800,000 | 0 | 0.06% | -$76.02K |
| MKT Mortgage Trust, Series 2020-525M, Class F | 1,000,000 | 1,000,000 | 0 | 0.05% | $48.65K |
| ENTERPRISE PRODU | 375,000 | 375,000 | 0 | 0.05% | $32.95K |
| NEW YORK NY CITY OF NEW YORK NY | 270,000 | 270,000 | 0 | 0.05% | $12.17K |
| CHICAGO ARPT-BABS-B | 255,000 | 255,000 | 0 | 0.05% | $18.73K |
| ENTERPRISE PRODU | 300,000 | 300,000 | 0 | 0.04% | $27.07K |
| ACHV ABS Trust, Series 2023-3PL, Class B | 200,000 | 200,000 | 0 | 0.03% | -$841 |
| FREMF Mortgage Trust, Series 2017-KF27, Class B | 60,721 | 60,721 | 0 | 0.01% | -$13 |
| FREMF Mortgage Trust, Series 2016-KF21, Class B | 44,850 | 44,850 | 0 | 0.01% | -$1.21K |
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