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.
Dec 31, 2023 → Mar 31, 2024
Expand a category to see the positions behind it, ranked by weight.
| Security | Shares Dec 2023 | Shares Mar 2024 | Δ shares | End % | Δ value |
|---|---|---|---|---|---|
| CRED SUIS NY | 0 | 3,380,000 | 3,380,000 | 1.45% | $3.44M |
| CREDIT AGRICOLE SA 5.134% 03/11/2027 144A | 0 | 2,760,000 | 2,760,000 | 1.17% | $2.76M |
| GEN MOTORS FIN | 0 | 2,640,000 | 2,640,000 | 1.12% | $2.65M |
| Ford Motor Credit Co. LLC | 0 | 2,520,000 | 2,520,000 | 1.09% | $2.58M |
| BANK NOVA SCOTIA | 0 | 2,445,000 | 2,445,000 | 1.04% | $2.46M |
| Crown Castle, Inc. | 0 | 1,900,000 | 1,900,000 | 0.80% | $1.89M |
| CARRIER GLOBAL | 0 | 1,810,000 | 1,810,000 | 0.77% | $1.82M |
| AMEREN CORP | 0 | 1,775,000 | 1,775,000 | 0.76% | $1.80M |
| Aviation Capital Group LLC | 0 | 1,750,000 | 1,750,000 | 0.76% | $1.79M |
| BANK OF AMER CRP | 0 | 1,775,000 | 1,775,000 | 0.75% | $1.77M |
| ENACT HOLDINGS INC SR UNSECURED 144A 08/25 6.5 | 0 | 1,735,000 | 1,735,000 | 0.73% | $1.74M |
| GOLDMAN SACHS BK | 0 | 1,730,000 | 1,730,000 | 0.73% | $1.73M |
| BFCM 5.088 01/23/27 144A | 0 | 1,700,000 | 1,700,000 | 0.72% | $1.70M |
| JPMORGAN CHASE | 0 | 1,575,000 | 1,575,000 | 0.66% | $1.57M |
| UNITED STATES TREASURY BILL | 0 | 1,530,000 | 1,530,000 | 0.64% | $1.50M |
| DANSKE BANK AS (UNGTD) 5.427%/VAR 03/01/2028 144A | 0 | 1,480,000 | 1,480,000 | 0.63% | $1.48M |
| GWT 2024-WOLF A 144A FRN 03-15-39 | 0 | 1,391,000 | 1,391,000 | 0.59% | $1.40M |
| FISERV INC SR UNSECURED 03/27 5.15 | 0 | 1,390,000 | 1,390,000 | 0.59% | $1.40M |
| HCA INC | 0 | 1,350,000 | 1,350,000 | 0.57% | $1.36M |
| Volkswagen Group of America Finance LLC | 0 | 1,330,000 | 1,330,000 | 0.56% | $1.33M |
| GENERAL MILLS IN | 0 | 1,270,000 | 1,270,000 | 0.53% | $1.26M |
| Lendbuzz Securitization Trust, Series 2024-1A, Class A2 | 0 | 1,260,000 | 1,260,000 | 0.53% | $1.26M |
| WESTPAC NEW ZEALAND LTD 144A 5.132000% 02/26/2027 | 0 | 1,250,000 | 1,250,000 | 0.53% | $1.25M |
| ALGONQUIN POWER | 0 | 1,250,000 | 1,250,000 | 0.53% | $1.24M |
| CAMB COMMERCIAL MORTGAGE TRUST CAMB 2019 LIFE A 144A | 0 | 1,210,000 | 1,210,000 | 0.51% | $1.21M |
| Athene Global Funding | 0 | 1,170,000 | 1,170,000 | 0.50% | $1.17M |
| GATX CORP | 0 | 1,125,000 | 1,125,000 | 0.48% | $1.13M |
| BALN 5 03/26/27 144A | 0 | 1,130,000 | 1,130,000 | 0.48% | $1.13M |
| PNC FINANCIAL | 0 | 1,112,000 | 1,112,000 | 0.47% | $1.11M |
| SMITH & NEPHEW | 0 | 1,030,000 | 1,030,000 | 0.44% | $1.03M |
| LSEG US FIN CORP COMPANY GUAR 144A 03/27 4.875 | 0 | 1,020,000 | 1,020,000 | 0.43% | $1.02M |
| SKANDINAVISKA ENSKILDA SR UNSECURED 144A 03/27 5.125 | 0 | 980,000 | 980,000 | 0.42% | $981.95K |
| AMERICAN EXPRESS | 0 | 970,000 | 970,000 | 0.41% | $968.84K |
| AON NORTH AMER | 0 | 925,000 | 925,000 | 0.39% | $930.86K |
| NEWMNT / NEWCRST | 0 | 920,000 | 920,000 | 0.39% | $922.72K |
| GSAR 2024-1A A2 144A 5.24% 03-15-30 | 0 | 921,000 | 921,000 | 0.39% | $918.23K |
| HAROT 2024-1 A3 | 0 | 810,000 | 810,000 | 0.34% | $813.93K |
| LAD Auto Receivables Trust, Series 2024-1A, Class A3 | 0 | 740,000 | 740,000 | 0.31% | $737.74K |
| THE CAMPBELLS CO | 0 | 720,000 | 720,000 | 0.31% | $721.97K |
| PNMSR 2024-GT1 A | 0 | 700,000 | 700,000 | 0.30% | $708.59K |
| NextGear Floorplan Master Owner Trust, Series 2024-1A, Class A2 | 0 | 685,000 | 685,000 | 0.29% | $685.18K |
| PREF 2024-1A A2 144A 5.59% 11-15-29 | 0 | 645,000 | 645,000 | 0.27% | $644.48K |
| BRISTOL-MYERS | 0 | 635,000 | 635,000 | 0.27% | $636.61K |
| Oscar US Funding XVI LLC, Series 2024-1A, Class A2 | 0 | 610,000 | 610,000 | 0.26% | $609.56K |
| Penske Truck Leasing Co. L.P./ PTL Finance Corp. | 0 | 500,000 | 500,000 | 0.21% | $500.61K |
| REACH FINANCIAL LLC REACH 2024 1A A 144A | 0 | 474,996 | 474,996 | 0.20% | $476.07K |
| CITIGROUP INC | 0 | 400,000 | 400,000 | 0.17% | $400.74K |
| Security | Shares Dec 2023 | Shares Mar 2024 | Δ shares | End % | Δ value |
|---|---|---|---|---|---|
| SUMITOMO MITSUI | 6,480,000 | 0 | -6,480,000 | 0.00% | -$6.29M |
| STANDARD CHARTERED PLC T1Y 0.991%/VAR 01/12/2025 144A | 4,795,000 | 0 | -4,795,000 | 0.00% | -$4.79M |
| BANK OF NOVA SCOTIA/THE 1.050000% 03/02/2026 | 5,050,000 | 0 | -5,050,000 | 0.00% | -$4.66M |
| NORDEA BANK ABP | 5,075,000 | 0 | -5,075,000 | 0.00% | -$4.63M |
| PIONEER NATURAL | 4,490,000 | 0 | -4,490,000 | 0.00% | -$4.17M |
| ROYAL BK CANADA | 4,370,000 | 0 | -4,370,000 | 0.00% | -$4.04M |
| CITIGROUP INC | 3,770,000 | 0 | -3,770,000 | 0.00% | -$3.74M |
| BANQUE FEDERATIVE DU CREDIT MUTUEL SA | 3,480,000 | 0 | -3,480,000 | 0.00% | -$3.39M |
| HSBC HOLDINGS | 3,350,000 | 0 | -3,350,000 | 0.00% | -$3.34M |
| AIR LEASE CORP | 2,895,000 | 0 | -2,895,000 | 0.00% | -$2.81M |
| GEN MOTORS FIN | 2,890,000 | 0 | -2,890,000 | 0.00% | -$2.65M |
| AMEREN CORP | 2,510,000 | 0 | -2,510,000 | 0.00% | -$2.46M |
| JP Morgan Chase Commercial Mortgage Securities Trust, Series 2021-HTL5, Class A | 2,450,000 | 0 | -2,450,000 | 0.00% | -$2.42M |
| ZIMMER BIOMET | 2,400,000 | 0 | -2,400,000 | 0.00% | -$2.32M |
| BANK OF AMER CRP | 2,310,000 | 0 | -2,310,000 | 0.00% | -$2.25M |
| ATHENE GLOBAL FUNDING 2.75% 06/25/2024 144A | 2,280,000 | 0 | -2,280,000 | 0.00% | -$2.24M |
| PFS FINANCING CORP SER 2022-D CL A REGD 144A P/P 4.27000000 | 2,225,000 | 0 | -2,225,000 | 0.00% | -$2.19M |
| SUNCORP METWAY LTD | 1,980,000 | 0 | -1,980,000 | 0.00% | -$1.97M |
| NATIXIS COMMERCIAL MORTGAGE SE NCMS 2021 APPL A 144A | 2,080,000 | 0 | -2,080,000 | 0.00% | -$1.97M |
| GOLDMAN SACHS GP | 2,000,000 | 0 | -2,000,000 | 0.00% | -$1.96M |
| RPIT 2022-3 A | 2,225,000 | 0 | -2,225,000 | 0.00% | -$1.95M |
| SPS Servicer Advance Receivables Trust, Series 2020-T2, Class A | 2,100,000 | 0 | -2,100,000 | 0.00% | -$1.95M |
| CITIGROUP INC | 2,000,000 | 0 | -2,000,000 | 0.00% | -$1.94M |
| AERCAP IRELAND | 2,000,000 | 0 | -2,000,000 | 0.00% | -$1.93M |
| JPMORGAN CHASE | 2,000,000 | 0 | -2,000,000 | 0.00% | -$1.92M |
| DAIMLER TRUCKS FINAN NA COMPANY GUAR 144A 12/26 2 | 2,025,000 | 0 | -2,025,000 | 0.00% | -$1.86M |
| CARRIER GLOBAL | 1,810,000 | 0 | -1,810,000 | 0.00% | -$1.83M |
| SMBC AVIATION CAPITAL FI REGD 144A P/P 5.45000000 | 1,775,000 | 0 | -1,775,000 | 0.00% | -$1.79M |
| Newday Funding Master Issuer PLC - Series 2021-1 | 1,760,000 | 0 | -1,760,000 | 0.00% | -$1.76M |
| J.P. Morgan Mortgage Trust 2023-4 | 1,709,556 | 0 | -1,709,556 | 0.00% | -$1.72M |
| HCA INC | 1,600,000 | 0 | -1,600,000 | 0.00% | -$1.60M |
| DROP Mortgage Trust 2021-FILE | 1,700,000 | 0 | -1,700,000 | 0.00% | -$1.58M |
| U.S. Treasury Bills | 1,530,000 | 0 | -1,530,000 | 0.00% | -$1.51M |
| Brean Asset-Backed Securities Trust, Series 2021-RM1, Class A | 1,727,600 | 0 | -1,727,600 | 0.00% | -$1.50M |
| FMC GMSR Issuer Trust, Series 2021-GT2, Class A | 1,700,000 | 0 | -1,700,000 | 0.00% | -$1.47M |
| BX Commercial Mortgage Trust 2023-VLT2 | 1,450,000 | 0 | -1,450,000 | 0.00% | -$1.45M |
| NYMT Loan Trust, Series 2020-SP2, Class A1 | 1,386,166 | 0 | -1,386,166 | 0.00% | -$1.39M |
| FMC GMSR Issue Trust Series 2021-GT1, Class A | 1,550,000 | 0 | -1,550,000 | 0.00% | -$1.34M |
| PFS Financing Corp., Series 2021-B, Class A | 1,310,000 | 0 | -1,310,000 | 0.00% | -$1.27M |
| GEN MOTORS FIN | 1,250,000 | 0 | -1,250,000 | 0.00% | -$1.24M |
| FOX CORP | 1,200,000 | 0 | -1,200,000 | 0.00% | -$1.20M |
| ENTERPRISE PRODU | 1,200,000 | 0 | -1,200,000 | 0.00% | -$1.20M |
| Arbor Realty Commercial Real Estate Notes Ltd., Series 2021-FL3, Class A | 1,200,000 | 0 | -1,200,000 | 0.00% | -$1.19M |
| NEWZ 21-1 A 144A FRN (TSFR1M+86.45) 05-25-55 | 1,105,000 | 0 | -1,105,000 | 0.00% | -$1.11M |
| PRPM_21-9 | 1,122,183 | 0 | -1,122,183 | 0.00% | -$1.09M |
| CSWF Trust 2021-SOP2 | 1,176,541 | 0 | -1,176,541 | 0.00% | -$1.09M |
| Alen Mortgage Trust, Series 2021-ACEN, Class A | 1,200,000 | 0 | -1,200,000 | 0.00% | -$1.08M |
| Imperial Fund Mortgage Trust 2022-NQM1 | 1,211,378 | 0 | -1,211,378 | 0.00% | -$1.07M |
| TRUIST FINANCIAL | 985,000 | 0 | -985,000 | 0.00% | -$1.00M |
| JP Morgan Chase Commercial Mortgage Securities Trust, Series 2018-AON, Class A | 1,100,000 | 0 | -1,100,000 | 0.00% | -$989.52K |
| PFS Financing Corp., Series 2020-G, Class A | 960,000 | 0 | -960,000 | 0.00% | -$954.38K |
| ASSURANT INC | 925,000 | 0 | -925,000 | 0.00% | -$940.47K |
| VOLT XCIX LLC, Series 2021-NPL8, Class A1 | 970,459 | 0 | -970,459 | 0.00% | -$940.17K |
| FORD MOTOR CRED | 930,000 | 0 | -930,000 | 0.00% | -$918.71K |
| RMF Buyout Issuance Trust, Series 2020-HB1, Class A1 | 919,718 | 0 | -919,718 | 0.00% | -$875.18K |
| PRPM LLC, Series 2021-8, Class A1 | 887,276 | 0 | -887,276 | 0.00% | -$857.49K |
| CFMT 21-HB6 A 144A FRN 06-25-36 | 821,249 | 0 | -821,249 | 0.00% | -$786.98K |
| BANCO SANTANDER CHILE SR UNSECURED 144A 01/25 2.7 | 800,000 | 0 | -800,000 | 0.00% | -$778.68K |
| GSK CONSUMER | 750,000 | 0 | -750,000 | 0.00% | -$745.40K |
| LMAT 20-GS4 A1 144A 6.25% 02-25-60/05-28-24 | 738,916 | 0 | -738,916 | 0.00% | -$742.70K |
| NAVSL 2021-BA A 144A 0.94% 07-15-69 | 849,469 | 0 | -849,469 | 0.00% | -$739.53K |
| TTN 2021-MHC A | 729,277 | 0 | -729,277 | 0.00% | -$722.95K |
| NRZ Excess Spread-Collateralized Notes, Series 2021-FNT1, Class A | 722,732 | 0 | -722,732 | 0.00% | -$675.15K |
| IMPERIAL FUND MORTGAGE TRUST 2021-NQM3 SER 2021-NQM3 CL A1 V/R REGD 144A P/P 1.59500000 | 813,334 | 0 | -813,334 | 0.00% | -$674.72K |
| CSMC 2021-NQM5 TRUST SER 2021-NQM5 CL A1 V/R REGD 144A P/P 0.93800000 | 803,179 | 0 | -803,179 | 0.00% | -$646.00K |
| CFMT 2020-ABC1 LLC | 654,765 | 0 | -654,765 | 0.00% | -$627.93K |
| CSMC 2021-NQM2 SER 2021-NQM2 CL A1 V/R REGD 144A P/P 1.17900000 | 712,881 | 0 | -712,881 | 0.00% | -$607.22K |
| VOLT XCIII LLC, Series 2021-NPL2, Class A1 | 616,415 | 0 | -616,415 | 0.00% | -$590.10K |
| TOWD POINT HE TRUST 2021- HE1 TPHT 2021 HE1 A1 144A | 619,651 | 0 | -619,651 | 0.00% | -$589.42K |
| Ajax Mortgage Loan Trust 2021-A | 640,382 | 0 | -640,382 | 0.00% | -$558.18K |
| Mondelez International Holdings Netherlands BV | 550,000 | 0 | -550,000 | 0.00% | -$537.26K |
| PRET LLC, Series 2021-NPL6, Class A1 | 512,177 | 0 | -512,177 | 0.00% | -$505.76K |
| VERUS SECURITIZATION TRUST VERUS 2021 2 A1 144A | 548,363 | 0 | -548,363 | 0.00% | -$465.61K |
| PRPM LLC, Series 2021-1, Class A1 | 461,415 | 0 | -461,415 | 0.00% | -$460.27K |
| SMB Private Education Loan Trust, Series 2021-D, Class A1A | 491,987 | 0 | -491,987 | 0.00% | -$442.91K |
| HOSPITALITY MORTGAGE TRUST HPLY 2019 HIT E 144A | 382,841 | 0 | -382,841 | 0.00% | -$372.23K |
| Imperial Fund Mortgage Trust 2020-NQM1 | 372,427 | 0 | -372,427 | 0.00% | -$331.70K |
| CDW LLC/CDW FIN | 250,000 | 0 | -250,000 | 0.00% | -$234.14K |
| LHOME Mortgage Trust, Series 2021-RTL1, Class A1 | 25,962 | 0 | -25,962 | 0.00% | -$26.01K |
| RESIMAC RESI 2019 1NCA A1 144A | 25,857 | 0 | -25,857 | 0.00% | -$25.86K |
| Safina Ltd | 22,969 | 0 | -22,969 | 0.00% | -$22.97K |
| Security | Shares Dec 2023 | Shares Mar 2024 | Δ shares | End % | Δ value |
|---|---|---|---|---|---|
| AERCAP IRELAND CAP LTD / AERCAP GLOBAL AVIATION TR 6.45% 04/15/2027 144A | 725,000 | 2,505,000 | 1,780,000 | 1.09% | $1.82M |
| Security | Shares Dec 2023 | Shares Mar 2024 | Δ shares | End % | Δ value |
|---|---|---|---|---|---|
| MSILF-GOVT-INS | 15,166,469 | 4,692,861 | -10,473,608 | 1.99% | -$10.47M |
| NTT FINANCE | 6,790,000 | 3,515,000 | -3,275,000 | 1.38% | -$3.01M |
| ENERGY TRANSFER | 4,130,000 | 2,955,000 | -1,175,000 | 1.21% | -$1.14M |
| GEORGIA-PACIFIC | 4,080,000 | 2,905,000 | -1,175,000 | 1.17% | -$1.10M |
| GA GLOBAL FUNDING TRUST SECURED 144A 01/26 1.625 | 4,070,000 | 2,895,000 | -1,175,000 | 1.14% | -$1.06M |
| TD SYNNEX CORP SR UNSECURED 08/24 1.25 | 5,815,000 | 2,595,000 | -3,220,000 | 1.08% | -$3.12M |
| REVVITY INC | 3,440,000 | 2,440,000 | -1,000,000 | 1.01% | -$938.45K |
| EQUITABLE FINANC | 3,300,000 | 2,350,000 | -950,000 | 0.94% | -$883.46K |
| BNP V2.219 06/09/26 144A | 3,150,000 | 2,250,000 | -900,000 | 0.92% | -$844.43K |
| JDE PEET'S NV REGD 144A P/P 0.80000000 | 3,025,000 | 2,150,000 | -875,000 | 0.89% | -$813.45K |
| MQGAU V1.34 01/12/27 144A | 3,060,000 | 2,185,000 | -875,000 | 0.86% | -$785.12K |
| JPMORGAN CHASE | 4,500,000 | 2,000,000 | -2,500,000 | 0.82% | -$2.38M |
| MONDELEZ INTL HLDINGS NE COMPANY GUAR 144A 09/26 1.25 | 2,910,000 | 2,085,000 | -825,000 | 0.80% | -$754.35K |
| ELEVANCE HEALTH INC SR UNSECURED 03/26 1.5 | 2,830,000 | 2,005,000 | -825,000 | 0.79% | -$772.07K |
| NEXTERA ENERGY | 2,825,000 | 2,025,000 | -800,000 | 0.78% | -$744.85K |
| BPCE SA 2.375% 01/14/2025 144A | 2,635,000 | 1,885,000 | -750,000 | 0.78% | -$713.63K |
| BANQUE FEDERATIVE DU CREDIT MUTUEL SA 144A 4.524000% 07/13/2025 | 3,210,000 | 1,835,000 | -1,375,000 | 0.77% | -$1.36M |
| Australia & New Zealand Banking Group Ltd 4.4 05/19/26 | 2,500,000 | 1,775,000 | -725,000 | 0.73% | -$707.92K |
| MITSUBISHI CORP SR UNSECURED 144A 07/26 1.125 | 2,610,000 | 1,860,000 | -750,000 | 0.72% | -$679.35K |
| Brean Asset-Backed Securities Trust, Series 2023-RM6, Class A1 | 1,812,025 | 1,798,083 | -13,942 | 0.72% | -$27.58K |
| Headlands Residential LLC, Series 2021-RPL1, Class NOTE | 1,877,525 | 1,727,311 | -150,214 | 0.70% | -$120.75K |
| GUARDIAN LIFE GLOBAL FUNDING GIC 144A LIFE SR SEC 1ST LIEN 0.875% 12-10-25 | 2,450,000 | 1,750,000 | -700,000 | 0.69% | -$640.48K |
| COREBRIDGE FIN | 2,280,000 | 1,630,000 | -650,000 | 0.68% | -$628.38K |
| VONTIER CORP | 2,375,000 | 1,700,000 | -675,000 | 0.67% | -$607.23K |
| DOMINION ENERGY | 2,355,000 | 1,680,000 | -675,000 | 0.66% | -$627.44K |
| IMPERIAL BRANDS FIN PLC REGD 144A P/P 3.12500000 | 2,015,000 | 1,440,000 | -575,000 | 0.60% | -$554.68K |
| BARCLAYS PLC | 2,000,000 | 1,425,000 | -575,000 | 0.60% | -$574.98K |
| GOLUB CAPITAL PARTNERS ABS FUN GCPAF 2021 1A A2 144A | 1,545,587 | 1,492,556 | -53,031 | 0.60% | -$40.06K |
| AT&T INC | 2,210,000 | 1,585,000 | -625,000 | 0.59% | -$564.45K |
| ITC HOLDINGS COR | 1,970,000 | 1,395,000 | -575,000 | 0.59% | -$595.32K |
| CIGNA GROUP/THE | 3,025,000 | 1,398,000 | -1,627,000 | 0.58% | -$1.62M |
| Dext ABS LLC, Series 2023-2, Class A2 | 1,500,000 | 1,373,185 | -126,815 | 0.58% | -$130.22K |
| WELLS FARGO CO | 1,975,000 | 1,400,000 | -575,000 | 0.58% | -$562.66K |
| CMHAT 2022-MH1 A 144A 4.25% 08-25-54 | 1,494,809 | 1,473,762 | -21,048 | 0.57% | -$18.21K |
| JM SMUCKER CO | 1,810,000 | 1,285,000 | -525,000 | 0.56% | -$571.40K |
| Monroe Capital ABS Funding Ltd., Series 2021-1A, Class A2 | 1,555,277 | 1,440,203 | -115,074 | 0.56% | -$132.37K |
| SOLRR 2021-1 A 144A 2.636% 10-15-46 | 1,519,228 | 1,488,726 | -30,502 | 0.56% | $9.73K |
| Penske Truck Leasing Co. L.P./ PTL Finance Corp. | 1,825,000 | 1,300,000 | -525,000 | 0.55% | -$530.86K |
| CSMC Trust, Series 2022-RPL4, Class A1 | 1,426,211 | 1,389,743 | -36,468 | 0.55% | -$38.37K |
| HSBC HOLDINGS | 1,850,000 | 1,325,000 | -525,000 | 0.55% | -$505.13K |
| BAYER US FINANCE | 1,740,000 | 1,240,000 | -500,000 | 0.52% | -$483.04K |
| CHARLES SCHWAB | 1,675,000 | 1,200,000 | -475,000 | 0.52% | -$498.25K |
| RMF Proprietary Issuance Trust Series 2021-2, Class A | 1,463,755 | 1,434,238 | -29,517 | 0.51% | $23.93K |
| SLGN 1.4 04/01/26 144A | 1,875,000 | 1,325,000 | -550,000 | 0.51% | -$498.68K |
| PFIZER INVSTMNT | 1,705,000 | 1,205,000 | -500,000 | 0.50% | -$507.76K |
| BHG Securitization Trust, Series 2023-A, Class A | 1,264,512 | 1,138,741 | -125,772 | 0.48% | -$125.98K |
| NATIONAL FUEL GA | 1,565,000 | 1,115,000 | -450,000 | 0.47% | -$452.90K |
| Brean Asset Backed Securities Trust 2021-RM2 | 1,803,153 | 1,212,588 | -590,566 | 0.46% | -$542.86K |
| ELFI Graduate Loan Program LLC, Series 2021-A, Class A | 1,279,767 | 1,231,842 | -47,926 | 0.45% | -$46.03K |
| NXP BV/NXP FDG | 1,540,000 | 1,090,000 | -450,000 | 0.45% | -$427.35K |
| STWH_21-NPB1 | 1,171,770 | 1,075,098 | -96,672 | 0.44% | -$65.80K |
| ALTRIA GROUP INC | 1,500,000 | 1,075,000 | -425,000 | 0.44% | -$407.30K |
| BOEING CO | 1,475,000 | 1,050,000 | -425,000 | 0.44% | -$458.02K |
| AMER ELEC PWR | 1,500,000 | 1,075,000 | -425,000 | 0.42% | -$390.07K |
| Sonoco Products Company 1.80%, Due 002/01/2025 | 1,460,000 | 1,035,000 | -425,000 | 0.42% | -$403.63K |
| EVERSOURCE ENERG | 1,410,000 | 1,010,000 | -400,000 | 0.42% | -$403.36K |
| ROYALTY PHARMA | 1,475,000 | 1,050,000 | -425,000 | 0.42% | -$388.32K |
| Start Ltd., Series 2018-1, Class A | 1,095,789 | 1,063,241 | -32,548 | 0.41% | -$9.25K |
| HYUNDAI CAPITAL AMERICA SR UNSECURED 144A 01/26 1.3 | 2,780,000 | 1,030,000 | -1,750,000 | 0.41% | -$1.61M |
| LPSLT 2021-2GS A 3/48 | 1,226,576 | 1,201,664 | -24,912 | 0.40% | $21.16K |
| HYATT HOTELS | 1,275,000 | 900,000 | -375,000 | 0.39% | -$389.28K |
| GLOBAL PAY INC | 1,250,000 | 900,000 | -350,000 | 0.38% | -$359.45K |
| NZES_21-FNT2 | 921,864 | 876,706 | -45,158 | 0.35% | -$31.78K |
| Capital One Financial Corp. | 1,150,000 | 825,000 | -325,000 | 0.35% | -$318.25K |
| SOUTHERN CO | 1,175,000 | 825,000 | -350,000 | 0.35% | -$344.76K |
| VMC Finance LLC, Series 2021-HT1, Class A | 1,379,869 | 829,139 | -550,730 | 0.35% | -$535.12K |
| SOCIETE GENERALE SR UNSECURED 144A 01/25 2.625 | 1,175,000 | 825,000 | -350,000 | 0.34% | -$335.11K |
| JPMORGAN CHASE | 2,120,000 | 770,000 | -1,350,000 | 0.33% | -$1.35M |
| GCI Funding I LLC, Series 2020-1, Class A | 876,800 | 839,502 | -37,299 | 0.33% | -$25.72K |
| LPSLT 2021-1GS A 1/48 | 937,275 | 917,579 | -19,696 | 0.31% | $6.65K |
| GOLUB CAPITAL PARTNERS ABS FUN GCPAF 2020 1A A2 144A | 788,918 | 757,525 | -31,393 | 0.31% | -$3.07K |
| Commonbond Student Loan Trust, Series 2021-AGS, Class A | 890,677 | 852,485 | -38,191 | 0.30% | -$17.64K |
| NUCOR CORP | 975,000 | 700,000 | -275,000 | 0.28% | -$263.83K |
| CONTINENTAL RESOURCES REGD 144A P/P 2.26800000 | 1,000,000 | 725,000 | -275,000 | 0.28% | -$252.92K |
| Marlette Funding Trust, Series 2023-1A, Class A | 1,019,966 | 663,650 | -356,316 | 0.28% | -$355.61K |
| CIM TRUST 2021-NR2 CIM 2021 NR2 A1 144A | 728,873 | 667,296 | -61,577 | 0.28% | -$57.79K |
| NWSB 2023-1 A | 677,000 | 648,788 | -28,212 | 0.27% | -$27.24K |
| GOLDMAN SACHS GP | 1,750,000 | 650,000 | -1,100,000 | 0.27% | -$1.08M |
| NSLT 2021-CA AFX 144A 1.32% 04-20-62 | 741,781 | 698,453 | -43,327 | 0.27% | -$33.02K |
| MSAIC 2021-1A B 12/46 | 831,581 | 804,377 | -27,204 | 0.27% | -$15.82K |
| DOWDUPONT | 875,000 | 625,000 | -250,000 | 0.26% | -$252.17K |
| VOLT XCIV LLC, Series 2021-NPL3, Class A1 | 712,830 | 616,020 | -96,810 | 0.26% | -$93.10K |
| CHARTER COMM OPT | 850,000 | 600,000 | -250,000 | 0.25% | -$249.54K |
| Blackbird Capital II Aircraft Lease Ltd., Series 2021-1A, Class A | 635,709 | 620,036 | -15,673 | 0.23% | -$2.63K |
| ECMC Group Student Loan Trust, Series 2020-3A, Class A1B | 560,551 | 536,151 | -24,400 | 0.23% | -$22.70K |
| VOLT XCVI LLC, Series 2021-NPL5, Class A1 | 632,345 | 538,636 | -93,709 | 0.22% | -$88.32K |
| BRAVO Residential Funding Trust, Series 2020-RPL2, Class A1 | 598,869 | 577,296 | -21,573 | 0.22% | -$19.51K |
| AXIS 2023-1A A2 144A 6.09% 12-20-29 | 568,289 | 516,780 | -51,509 | 0.22% | -$52.96K |
| STARR 2019-1 A | 571,004 | 555,338 | -15,666 | 0.22% | -$4.89K |
| Angel Oak SB Commercial Mortgage Trust, Series 2020-SBC1, Class A1 | 589,191 | 567,871 | -21,320 | 0.21% | -$14.92K |
| Octane Receivables Trust, Series 2023-1A, Class A | 588,006 | 501,939 | -86,067 | 0.21% | -$86.87K |
| Cartiga Asset Finance Trust LLC, Series 2023-1, Class A | 672,387 | 500,053 | -172,335 | 0.21% | -$168.60K |
| MFRA TRUST MFRA 2021 NPL1 A1 144A | 577,123 | 491,741 | -85,382 | 0.21% | -$82.38K |
| SMB PRIVATE EDUCATION LOAN TRUST 2021-E SMB 2021-E A1A | 553,506 | 510,720 | -42,786 | 0.20% | -$37.75K |
| NZES 2021-GNT1 A | 500,580 | 475,489 | -25,091 | 0.19% | -$21.36K |
| PRPM LLC, Series 2021-2, Class A1 | 483,061 | 447,344 | -35,717 | 0.19% | -$34.77K |
| Freddie Mac Seasoned Credit Risk Transfer Trust Series 2019-4 | 517,373 | 505,920 | -11,453 | 0.19% | -$15.20K |
| Ajax Mortgage Loan Trust, Series 2020-B, Class A1 | 475,954 | 460,372 | -15,581 | 0.18% | -$14.36K |
| NZES 2021-FHT1 A | 461,039 | 438,727 | -22,312 | 0.17% | -$19.17K |
| TPMT 2020-4 A1 144A 1.75% 10-25-60 | 480,761 | 463,626 | -17,135 | 0.17% | -$14.89K |
| PRETIUM MTG CR PARTNERS I 2021-NPL1 LLC 5.2395% 09/27/2060 144A | 423,989 | 396,200 | -27,789 | 0.17% | -$20.17K |
| MAPS Trust, Series 2021-1A, Class A | 436,248 | 424,452 | -11,795 | 0.16% | -$8.07K |
| Tailwind 2019-1 Limited | 415,665 | 404,364 | -11,301 | 0.16% | -$538 |
| Aqua Finance Trust, Series 2021-A, Class A | 432,994 | 404,555 | -28,440 | 0.15% | -$25.17K |
| VCRRL 2021-1A A | 329,453 | 321,052 | -8,402 | 0.13% | -$2.04K |
| MAACH 2019-1 A | 310,949 | 300,097 | -10,852 | 0.11% | $2.57K |
| AFFRM 2022 Z1 A 144A | 351,327 | 259,518 | -91,809 | 0.11% | -$90.04K |
| Silver Hill Trust, Series 2019-1, Class A1 | 292,029 | 256,732 | -35,296 | 0.11% | -$33.51K |
| Republic Finance Issuance Trust, Series 2020-A, Class A | 376,212 | 230,124 | -146,087 | 0.10% | -$141.91K |
| THRM_23-1A | 267,023 | 216,896 | -50,127 | 0.09% | -$51.52K |
| OCEANVIEW MTG LN TR 2020-1 1.73291% 05/28/2050 144A | 223,565 | 219,072 | -4,494 | 0.08% | -$5.64K |
| NRZ FHT Excess LLC, Series 2020-FHT1, Class A | 206,808 | 197,089 | -9,719 | 0.08% | -$8.10K |
| THRM_22-3A | 230,808 | 183,054 | -47,754 | 0.08% | -$47.91K |
| Falcon Aerospace Ltd., Series 2019-1, Class A | 206,779 | 197,885 | -8,895 | 0.08% | -$8.73K |
| New Residential Mortgage Loan Trust, Series 2019-1A, Class A1 | 186,933 | 178,927 | -8,006 | 0.07% | -$10.33K |
| Mosaic Solar Loan Trust, Series 2020-1A, Class A | 175,639 | 170,089 | -5,550 | 0.06% | -$6.01K |
| Bunker Hill Loan Depositary Trust, Series 2020-1, Class A1 | 162,127 | 150,717 | -11,411 | 0.06% | -$8.98K |
| FHLMC | 133,081 | 129,398 | -3,683 | 0.06% | -$3.68K |
| OCTL_21-2A | 152,486 | 120,281 | -32,205 | 0.05% | -$30.87K |
| FHLMC | 111,436 | 107,810 | -3,626 | 0.05% | -$3.69K |
| FHLMC | 108,002 | 104,808 | -3,194 | 0.04% | -$3.06K |
| Freddie Mac REMICS | 110,344 | 101,789 | -8,555 | 0.04% | -$9.38K |
| RESIDENTIAL MORTGAGE LOAN TRUST 2020-2 RMLT 2020-2 A1 | 130,249 | 103,764 | -26,485 | 0.04% | -$25.56K |
| FHF Trust, Series 2021-1A, Class A | 125,705 | 99,399 | -26,306 | 0.04% | -$24.32K |
| CFMT 2019-RM3 A | 121,023 | 84,086 | -36,937 | 0.03% | -$35.85K |
| Government National Mortgage Association | 85,740 | 70,316 | -15,424 | 0.03% | -$15.18K |
| Oxford Finance LLC | 69,783 | 65,854 | -3,929 | 0.03% | -$3.77K |
| ReadyCap Lending Small Business Loan Trust, Series 2019-2, Class A | 73,666 | 63,753 | -9,913 | 0.03% | -$8.80K |
| NRZT 2015-2A A1 144A FRN 08-25-55 | 69,750 | 67,083 | -2,667 | 0.03% | -$3.37K |
| Sequoia Mortgage Trust, Series 2004-7, Class A2 | 70,277 | 60,390 | -9,886 | 0.02% | -$8.93K |
| FCITL 2021 1A A 144A | 78,015 | 53,896 | -24,118 | 0.02% | -$23.55K |
| UMBS, 30 Year | 50,674 | 48,999 | -1,675 | 0.02% | -$1.85K |
| FHLMC | 47,439 | 46,133 | -1,306 | 0.02% | -$1.23K |
| GNMA POOL 688085 GN 11/38 FIXED 6 | 43,458 | 42,570 | -888 | 0.02% | -$1.72K |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION SER 2011-H11 CL FA V/R 4.61411000 | 49,768 | 42,341 | -7,427 | 0.02% | -$7.31K |
| TPMT 2017-5 A1 | 41,505 | 34,673 | -6,832 | 0.01% | -$6.69K |
| UMBS, 30 Year | 34,601 | 33,844 | -757 | 0.01% | -$910 |
| CWHL 2004-5 2A2 | 32,445 | 30,392 | -2,053 | 0.01% | -$2.01K |
| GOVERNMENT NAT MTG ASSN HECM TSFR1M+71.448 01/20/2064 | 33,562 | 27,371 | -6,191 | 0.01% | -$6.12K |
| NRZT 2015-1A A3 | 29,334 | 28,397 | -937 | 0.01% | -$1.21K |
| Option One Mortgage Loan Trust, Series 2000-5, Class A | 25,972 | 25,971 | -1 | 0.01% | $16 |
| UMBS, 30 Year | 23,589 | 23,177 | -413 | 0.01% | -$548 |
| UMBS, 30 Year | 18,534 | 17,794 | -741 | 0.01% | -$818 |
| UMBS, 30 Year | 18,158 | 16,878 | -1,280 | 0.01% | -$1.78K |
| UMBS, 30 Year | 13,274 | 12,756 | -519 | 0.01% | -$554 |
| UMBS, 30 Year | 10,357 | 9,848 | -509 | 0.00% | -$628 |
| UMBS, 30 Year | 9,444 | 8,930 | -514 | 0.00% | -$629 |
| Freddie Mac Gold Pool | 12,703 | 8,206 | -4,497 | 0.00% | -$4.45K |
| UMBS, 15 Year | 11,685 | 8,150 | -3,535 | 0.00% | -$3.51K |
| Freddie Mac Gold Pool | 8,216 | 7,706 | -510 | 0.00% | -$610 |
| UMBS, 30 Year | 7,587 | 7,032 | -555 | 0.00% | -$593 |
| UMBS, 30 Year | 6,098 | 5,774 | -324 | 0.00% | -$352 |
| Freddie Mac Gold Pool | 5,270 | 4,827 | -443 | 0.00% | -$509 |
| UMBS, 30 Year | 4,258 | 4,085 | -173 | 0.00% | -$192 |
| Freddie Mac Gold Pool | 4,222 | 3,988 | -234 | 0.00% | -$333 |
| UMBS, 30 Year | 4,176 | 4,003 | -173 | 0.00% | -$191 |
| UMBS, 30 Year | 3,919 | 3,832 | -86 | 0.00% | -$104 |
| UMBS, 30 Year | 3,200 | 3,117 | -83 | 0.00% | -$98 |
| Government National Mortgage Association | 3,007 | 2,998 | -9 | 0.00% | $49 |
| UMBS, 15 Year | 5,290 | 2,498 | -2,792 | 0.00% | -$2.77K |
| UMBS, 30 Year | 2,383 | 2,317 | -65 | 0.00% | -$76 |
| UMBS, 30 Year | 2,313 | 2,259 | -54 | 0.00% | -$65 |
| Fannie Mae Pool | 3,574 | 1,655 | -1,919 | 0.00% | -$1.90K |
| UMBS, 30 Year | 1,426 | 1,395 | -31 | 0.00% | -$37 |
| Fannie Mae Pool | 2,931 | 1,356 | -1,574 | 0.00% | -$1.56K |
| UMBS, 30 Year | 1,380 | 1,268 | -112 | 0.00% | -$119 |
| UMBS, 30 Year | 1,209 | 1,130 | -79 | 0.00% | -$85 |
| UMBS, 30 Year | 1,196 | 1,126 | -70 | 0.00% | -$76 |
| UMBS, 15 Year | 2,302 | 1,150 | -1,151 | 0.00% | -$1.14K |
| UMBS, 30 Year | 950 | 911 | -39 | 0.00% | -$43 |
| UMBS, 30 Year | 775 | 750 | -25 | 0.00% | -$29 |
| GNMA I, 30 Year | 1,228 | 751 | -477 | 0.00% | -$481 |
| UMBS, 30 Year | 718 | 693 | -26 | 0.00% | -$29 |
| UMBS, 30 Year | 571 | 559 | -12 | 0.00% | -$15 |
| UMBS, 30 Year | 484 | 465 | -19 | 0.00% | -$21 |
| UMBS, 30 Year | 239 | 217 | -22 | 0.00% | -$24 |
| UMBS, 30 Year | 86 | 82 | -4 | 0.00% | -$5 |
| WHEAT SEP 26 | 280 | 135 | -145 | -0.06% | -$556.79K |
| Security | Shares Dec 2023 | Shares Mar 2024 | Δ shares | End % | Δ value |
|---|---|---|---|---|---|
| NBN CO LTD SR UNSECURED 144A 05/26 1.45 | 2,770,000 | 2,770,000 | 0 | 1.08% | $8.53K |
| Woori Bank | 2,165,000 | 2,165,000 | 0 | 0.91% | -$14.46K |
| BX Commercial Mortgage Trust, Series 2021-MC, Class A | 2,100,000 | 2,100,000 | 0 | 0.88% | $60.17K |
| CFMT LLC, Series 2023-HB12, Class M1 | 2,025,000 | 2,025,000 | 0 | 0.81% | $63.88K |
| OSCAR US FUNDING XV LLC SER 2023-1A CL A3 REGD 144A P/P 5.81000000 | 1,875,000 | 1,875,000 | 0 | 0.80% | $3.01K |
| VICI PROPERTIE | 1,880,000 | 1,880,000 | 0 | 0.78% | $591 |
| CORP ANDINA FOM | 1,750,000 | 1,750,000 | 0 | 0.70% | $6.78K |
| FMC GMSR Issuer Trust, Series 2022-GT2, Class A | 1,600,000 | 1,600,000 | 0 | 0.68% | -$2.11K |
| CSMC 2022-MARK CSMC 2022-MARK A | 1,570,000 | 1,570,000 | 0 | 0.67% | $3.55K |
| Korea National Oil Corp | 1,680,000 | 1,680,000 | 0 | 0.67% | $8.73K |
| SYNCHRONY BANK SR UNSECURED 08/25 5.4 | 1,480,000 | 1,480,000 | 0 | 0.62% | $8.31K |
| FMC GMSR Issue Trust Series 2020-GT1, Class A | 1,500,000 | 1,500,000 | 0 | 0.59% | $41.63K |
| SWEDBANK AB | 1,330,000 | 1,330,000 | 0 | 0.57% | -$2.92K |
| TYSN Mortgage Trust, Series 2023-CRNR, Class A | 1,225,000 | 1,225,000 | 0 | 0.54% | $6.81K |
| FS Commercial Mortgage Trust, Series 2023-4SZN, Class A | 1,220,000 | 1,220,000 | 0 | 0.54% | $1.95K |
| BANCO SANTANDER | 1,200,000 | 1,200,000 | 0 | 0.54% | -$9.71K |
| LEASEPLAN CORP NV | 1,275,000 | 1,275,000 | 0 | 0.53% | $7.75K |
| CONCENTRIX CORP | 1,200,000 | 1,200,000 | 0 | 0.51% | -$21.04K |
| Newday Funding Master Issuer PLC - Series 2021-2 | 1,175,000 | 1,175,000 | 0 | 0.50% | $2.25K |
| CELANESE US HLDS | 1,110,000 | 1,110,000 | 0 | 0.48% | -$7.74K |
| Cologix Data Centers US Issuer LLC, Series 2021-1A, Class A2 | 1,225,000 | 1,225,000 | 0 | 0.47% | $10.15K |
| AUXILIOR TERM FUNDING LLC XCAP 2023 1A A2 144A | 979,000 | 979,000 | 0 | 0.42% | $1.49K |
| HYUNDAI CAP SVCS INC 2.125% 04/24/2025 144A | 1,000,000 | 1,000,000 | 0 | 0.41% | $4.39K |
| AMSR TRUST AMSR 2020 SFR3 D 144A | 975,000 | 975,000 | 0 | 0.39% | $9.56K |
| CPGX 6.042 08/15/28 | 800,000 | 800,000 | 0 | 0.35% | -$8.38K |
| BX Trust 2022-VAMF | 820,000 | 820,000 | 0 | 0.34% | $12.13K |
| O'REILLY AUTOMOT | 790,000 | 790,000 | 0 | 0.34% | -$6.02K |
| Natixis Commercial Mortgage Securities Trust 2019-MILE | 850,000 | 850,000 | 0 | 0.31% | $12.05K |
| MARRIOTT INTERNATIONAL SR UNSECURED 09/26 5.45 | 710,000 | 710,000 | 0 | 0.30% | -$8.64K |
| Hyundai Capital America | 675,000 | 675,000 | 0 | 0.29% | -$2.45K |
| ONEOK INC | 630,000 | 630,000 | 0 | 0.27% | -$5.27K |
| ORL Trust 2023-GLKS | 560,000 | 560,000 | 0 | 0.24% | $2.27K |
| CSMC Trust, Series 2020-NET, Class C | 575,000 | 575,000 | 0 | 0.23% | $12.82K |
| TAPESTRY INC | 520,000 | 520,000 | 0 | 0.22% | -$835 |
| GENUINE PARTS CO | 500,000 | 500,000 | 0 | 0.22% | -$2.96K |
| AMERICAN TOWER | 450,000 | 450,000 | 0 | 0.18% | $1.83K |
| NEXTERA ENERGY | 360,000 | 360,000 | 0 | 0.15% | -$1.95K |
| ENERGY TRANSFER | 325,000 | 325,000 | 0 | 0.14% | -$1.27K |
| CFMT 18-RM2 A 144A FRN 10-25-68/23 | 201,437 | 201,437 | 0 | 0.08% | -$2.36K |
| CPGX 6.055 08/15/26 144A | 195,000 | 195,000 | 0 | 0.08% | -$2.49K |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION SER 2012-H15 CL FA V/R 4.56411000 | 84 | 84 | 0 | 0.00% | $1 |
Machine-readable: JSON · Markdown. Programmatic access via the agent surface.