Portfolio moves
Net position changes between two of this fund's N-PORT snapshots. These are differences between point-in-time reports — not a trade log — and share counts can be affected by splits and other corporate actions.
Sep 30, 2024 → Dec 31, 2024
Expand a category to see the positions behind it, ranked by weight.
| Security | Shares Sep 2024 | Shares Dec 2024 | Δ shares | End % | Δ value |
|---|---|---|---|---|---|
| FNCL 6.5 1/26 | 0 | 56,000,000 | 56,000,000 | 1.73% | $57.16M |
| Uniform Mortgage-Backed Security, TBA | 0 | 33,000,000 | 33,000,000 | 0.98% | $32.54M |
| Uniform Mortgage-Backed Security, TBA | 0 | 32,000,000 | 32,000,000 | 0.97% | $32.12M |
| Uniform Mortgage-Backed Security, TBA | 0 | 32,000,000 | 32,000,000 | 0.93% | $30.87M |
| BP Capital Markets PLC | 0 | 31,310,000 | 31,310,000 | 0.93% | $30.76M |
| COOP RAB UA/NY | 0 | 29,810,000 | 29,810,000 | 0.88% | $29.23M |
| Hilcorp Energy I, L.P. | 0 | 23,191,000 | 23,191,000 | 0.66% | $21.80M |
| BOEING CO/THE | 0 | 19,430,000 | 19,430,000 | 0.62% | $20.65M |
| HSBC HOLDINGS | 0 | 20,785,000 | 20,785,000 | 0.62% | $20.65M |
| NSANY 2.75 03/09/28 144A | 0 | 18,711,000 | 18,711,000 | 0.51% | $17.01M |
| FIGRE TRUST 2024-HE6 5.724% 12/25/2054 144A | 0 | 16,020,000 | 16,020,000 | 0.48% | $16.03M |
| JPMORGAN CHASE | 0 | 13,585,000 | 13,585,000 | 0.40% | $13.26M |
| CELANESE US HLDS | 0 | 12,205,000 | 12,205,000 | 0.38% | $12.67M |
| REPUBLIC OF COLOMBIA REGD 7.75000000 | 0 | 12,405,000 | 12,405,000 | 0.37% | $12.13M |
| STANDARD CHART | 0 | 12,080,000 | 12,080,000 | 0.36% | $11.86M |
| Government National Mortgage Association, TBA | 0 | 13,000,000 | 13,000,000 | 0.33% | $10.86M |
| SEMPRA | 0 | 10,760,000 | 10,760,000 | 0.32% | $10.68M |
| FORD MOTOR CRED | 0 | 10,520,000 | 10,520,000 | 0.32% | $10.43M |
| MXCN 6 1/4 03/15/32 | 0 | 10,207,000 | 10,207,000 | 0.30% | $10.10M |
| Transportes Aereos Portugueses SA | 0 | 9,300,000 | 9,300,000 | 0.30% | $9.85M |
| FOUNDRY JV HOLDC | 0 | 8,134,000 | 8,134,000 | 0.25% | $8.25M |
| FNCL 3 1/26 | 0 | 9,000,000 | 9,000,000 | 0.23% | $7.64M |
| SierraCol Energy Andina LLC | 0 | 8,381,000 | 8,381,000 | 0.23% | $7.57M |
| FNCL 4.5 1/26 | 0 | 8,000,000 | 8,000,000 | 0.23% | $7.52M |
| G2SF 2 1/26 | 0 | 9,000,000 | 9,000,000 | 0.22% | $7.20M |
| FARMER V7 10/15/64 144A | 0 | 6,810,000 | 6,810,000 | 0.21% | $7.02M |
| MICROCHIP TECH | 0 | 6,585,000 | 6,585,000 | 0.20% | $6.54M |
| Cleveland-Cliffs Inc. | 0 | 6,340,000 | 6,340,000 | 0.19% | $6.23M |
| CONOCOPHIL CO | 0 | 6,510,000 | 6,510,000 | 0.19% | $6.15M |
| Velocity Commercial Capital Loan Trust, Series 2024-6, Class A | 0 | 6,197,296 | 6,197,296 | 0.19% | $6.14M |
| G2SF 3 1/26 | 0 | 7,000,000 | 7,000,000 | 0.18% | $6.07M |
| MORGAN STANLEY | 0 | 5,755,000 | 5,755,000 | 0.17% | $5.55M |
| Egypt Government International Bonds | 0 | 6,100,000 | 6,100,000 | 0.16% | $5.16M |
| VISTA ENERGY ARGENTINA SAU 144A LIFE SR UNSEC SF 7.625% 12-10-35 | 0 | 5,060,000 | 5,060,000 | 0.15% | $5.03M |
| ARAGVI FINANCE INTL REGD 144A P/P 11.12500000 | 0 | 5,010,000 | 5,010,000 | 0.15% | $4.95M |
| ABRA Global Finance | 0 | 5,100,000 | 5,100,000 | 0.15% | $4.94M |
| ,NV Chemicals Corp | 0 | 4,915,000 | 4,915,000 | 0.15% | $4.89M |
| GDZ Elektrik Dagitim AS | 0 | 4,640,000 | 4,640,000 | 0.14% | $4.47M |
| LTMCI 7.875 04/15/30 144A | 0 | 4,035,000 | 4,035,000 | 0.12% | $4.08M |
| G2SF 6.5 1/24 | 0 | 4,000,000 | 4,000,000 | 0.12% | $4.07M |
| Ally Bank Auto Credit-Linked Notes, Series 2024-B, Class G | 0 | 4,057,750 | 4,057,750 | 0.12% | $4.07M |
| G2SF 5.5 1/25 | 0 | 4,000,000 | 4,000,000 | 0.12% | $3.97M |
| G2SF 5 1/26 | 0 | 4,000,000 | 4,000,000 | 0.12% | $3.88M |
| HUNTINGTON BANCS | 0 | 3,870,000 | 3,870,000 | 0.12% | $3.87M |
| Grupo Aeromexico SAB de CV | 0 | 3,915,000 | 3,915,000 | 0.12% | $3.86M |
| BOEING CO/THE | 0 | 3,475,000 | 3,475,000 | 0.11% | $3.69M |
| BRASKM 8 10/15/34 | 0 | 3,685,000 | 3,685,000 | 0.11% | $3.51M |
| DTMINC 5.8 12/15/34 144A | 0 | 3,425,000 | 3,425,000 | 0.10% | $3.45M |
| THE HERTZ CORPORATION 6/30/2028 | 0 | 3,577,727 | 3,577,727 | 0.10% | $3.23M |
| BLUE OWL ASSET LEASING TRUST 2024-1 LLC | 0 | 3,180,000 | 3,180,000 | 0.10% | $3.17M |
| FERGUSON ENTERPR | 0 | 3,170,000 | 3,170,000 | 0.09% | $3.03M |
| G2SF 6 1/25 | 0 | 3,000,000 | 3,000,000 | 0.09% | $3.02M |
| ILIAD HOLDING SAS /EUR/ REGD 144A P/P 5.37500000 | 0 | 2,785,000 | 2,785,000 | 0.09% | $2.97M |
| BX 2021-ARIA A | 0 | 2,945,000 | 2,945,000 | 0.09% | $2.94M |
| BX TRUST 2021-ARIA BX 2021-ARIA B | 0 | 2,685,000 | 2,685,000 | 0.08% | $2.68M |
| FNCL 3.5 1/26 | 0 | 3,000,000 | 3,000,000 | 0.08% | $2.65M |
| Tricolor Auto Securitization Trust 2024-3 | 0 | 2,550,000 | 2,550,000 | 0.08% | $2.57M |
| GOAT HOLDCO LLC SR SECURED 144A 02/32 6.75 | 0 | 2,480,000 | 2,480,000 | 0.07% | $2.46M |
| Belron UK Finance PLC | 0 | 2,055,000 | 2,055,000 | 0.07% | $2.18M |
| Sanders RE II Ltd., Series B | 0 | 2,000,000 | 2,000,000 | 0.06% | $2.00M |
| BELRON UK FINANCE PLC SR SECURED 144A 10/29 5.75 | 0 | 2,000,000 | 2,000,000 | 0.06% | $1.98M |
| Continental Finance Credit Card ABS Master Trust, Series 2024-A, Class A | 0 | 1,900,000 | 1,900,000 | 0.06% | $1.91M |
| Vistra Operations Co. LLC | 0 | 1,900,000 | 1,900,000 | 0.06% | $1.88M |
| Grupo Aeromexico SAB de CV 8.25 11/15/2029 | 0 | 1,810,000 | 1,810,000 | 0.05% | $1.78M |
| Chobani Holdco II LLC | 0 | 1,685,000 | 1,685,000 | 0.05% | $1.78M |
| REPUBLIC OF GHANA SR UNSECURED 144A 07/35 VAR | 0 | 2,442,264 | 2,442,264 | 0.05% | $1.72M |
| Almaviva-The Italian Innovation Co. SpA | 0 | 1,425,000 | 1,425,000 | 0.05% | $1.50M |
| Sanders RE II Ltd., Series A | 0 | 1,500,000 | 1,500,000 | 0.05% | $1.50M |
| REPUBLIC OF GHANA SR UNSECURED 144A 07/29 VAR | 0 | 1,698,356 | 1,698,356 | 0.04% | $1.46M |
| PLNFIN 10.5 12/15/29 144A | 0 | 1,315,000 | 1,315,000 | 0.04% | $1.34M |
| REPUBLIC OF EL SALVADOR SR UNSECURED 144A 11/54 9.65 | 0 | 1,250,000 | 1,250,000 | 0.04% | $1.31M |
| T/L ENDO FINANCE HOLDINGS INC REGD TERM LOAN 0.00000000 | 0 | 1,266,825 | 1,266,825 | 0.04% | $1.28M |
| ACM Auto Trust, Series 2024-2A, Class B | 0 | 1,190,000 | 1,190,000 | 0.04% | $1.23M |
| THE HUNTINGTON NATIONAL BANK HACLN 2024 2 D 144A | 0 | 1,203,809 | 1,203,809 | 0.04% | $1.21M |
| ONESKY FLIGHT LLC SR UNSECURED 144A 12/29 8.875 | 0 | 1,070,000 | 1,070,000 | 0.03% | $1.07M |
| G2 MA7880 | 0 | 1,263,709 | 1,263,709 | 0.03% | $1.01M |
| Bonanza RE Ltd., Series C | 0 | 1,000,000 | 1,000,000 | 0.03% | $999.95K |
| FNCL 5 1/26 | 0 | 1,000,000 | 1,000,000 | 0.03% | $965.07K |
| Government National Mortgage Association, TBA | 0 | 1,000,000 | 1,000,000 | 0.03% | $893.99K |
| G2SF 3.5 1/26 | 0 | 1,000,000 | 1,000,000 | 0.03% | $893.79K |
| Residential Reinsurance 2024 Limited | 0 | 750,000 | 750,000 | 0.02% | $770.92K |
| Residential Reinsurance 2024 Limited | 0 | 750,000 | 750,000 | 0.02% | $764.86K |
| Fuchsia - London Bridge 2 PCC Ltd., Series A | 0 | 750,000 | 750,000 | 0.02% | $749.62K |
| THE HERTZ CORPORATION 6/30/2028 | 0 | 698,719 | 698,719 | 0.02% | $630.74K |
| Government National Mortgage A | 0 | 690,137 | 690,137 | 0.02% | $552.83K |
| Acorn Re Ltd., Series A | 0 | 500,000 | 500,000 | 0.02% | $504.10K |
| Acorn Re Ltd., Series B | 0 | 500,000 | 500,000 | 0.02% | $501.50K |
| Herbie Re Ltd., Series A | 0 | 500,000 | 500,000 | 0.02% | $499.97K |
| REPUBLIC OF GHANA SR UNSECURED 144A 01/30 0.0000 | 0 | 443,302 | 443,302 | 0.01% | $343.68K |
| LIVE NATION ENTERTAINMENT INC SR UNSECURED 144A 01/30 2.875 | 0 | 290,000 | 290,000 | 0.01% | $291.16K |
| Gateway Re Ltd., Series A | 0 | 250,000 | 250,000 | 0.01% | $256.88K |
| Four Lakes Re Ltd., Series A | 0 | 250,000 | 250,000 | 0.01% | $249.99K |
| Bonanza RE Ltd., Series B | 0 | 250,000 | 250,000 | 0.01% | $249.97K |
| Four Lakes Re Ltd., Series B | 0 | 250,000 | 250,000 | 0.01% | $249.97K |
| Silk Road Re Ltd | 0 | 250,000 | 250,000 | 0.01% | $248.75K |
| REPUBLIC OF GHANA SR UNSECURED 144A 07/26 0.0000 | 0 | 224,576 | 224,576 | 0.01% | $209.49K |
| Freddie Mac Pool | 0 | 99,753 | 99,753 | 0.00% | $99.20K |
| G2 MA5818 | 0 | 99,037 | 99,037 | 0.00% | $94.89K |
| GNII II 3.5% 06/20/2044#MA1995 | 0 | 63,214 | 63,214 | 0.00% | $57.26K |
| G2 MA4586 | 0 | 34,220 | 34,220 | 0.00% | $30.97K |
| G2SF 4.5 1/26 | 0 | -3,000,000 | -3,000,000 | -0.09% | -$2.84M |
| FNCL 4 1/26 | 0 | -4,000,000 | -4,000,000 | -0.11% | -$3.66M |
| Uniform Mortgage-Backed Security, TBA | 0 | -3,900,000 | -3,900,000 | -0.12% | -$3.93M |
| FNCL 2.5 1/26 | 0 | -7,000,000 | -7,000,000 | -0.17% | -$5.70M |
| G2SF 4 1/26 | 0 | -12,000,000 | -12,000,000 | -0.33% | -$11.05M |
| FNCL 2 1/26 | 0 | -18,000,000 | -18,000,000 | -0.42% | -$14.00M |
| FNCL 6 1/26 | 0 | -14,000,000 | -14,000,000 | -0.42% | -$14.06M |
| FNCL 5.5 1/26 | 0 | -52,000,000 | -52,000,000 | -1.55% | -$51.31M |
| Security | Shares Sep 2024 | Shares Dec 2024 | Δ shares | End % | Δ value |
|---|---|---|---|---|---|
| FNCL 6.5 10/25 | 54,000,000 | 0 | -54,000,000 | 0.00% | -$55.67M |
| Treasury, United States Department of | 45,000,000 | 0 | -45,000,000 | 0.00% | -$44.96M |
| FNCL 2.5 10/25 | 30,000,000 | 0 | -30,000,000 | 0.00% | -$25.89M |
| BOEING CO/THE | 19,430,000 | 0 | -19,430,000 | 0.00% | -$21.33M |
| FNCL 3 10/25 | 18,000,000 | 0 | -18,000,000 | 0.00% | -$16.15M |
| ABRA GLOBAL FINANCE REGD 144A P/P 11.50000000 | 12,391,577 | 0 | -12,391,577 | 0.00% | -$13.23M |
| Grupo Aeromexico SAB de CV | 11,390,000 | 0 | -11,390,000 | 0.00% | -$11.51M |
| XYZ 6.5 05/15/32 144A | 10,580,000 | 0 | -10,580,000 | 0.00% | -$11.02M |
| MITSUB UFJ FIN | 10,450,000 | 0 | -10,450,000 | 0.00% | -$10.99M |
| NWG 8 1/8 PERP | 10,030,000 | 0 | -10,030,000 | 0.00% | -$10.94M |
| MACQUARIE GROUP | 11,185,000 | 0 | -11,185,000 | 0.00% | -$9.72M |
| BBVASM 5.381 03/13/29 | 8,400,000 | 0 | -8,400,000 | 0.00% | -$8.73M |
| Finance of America HECM Buyout 2022-HB1 | 9,460,000 | 0 | -9,460,000 | 0.00% | -$8.51M |
| PNC FINANCIAL | 6,520,000 | 0 | -6,520,000 | 0.00% | -$7.47M |
| TMS International Corp/DE | 7,775,000 | 0 | -7,775,000 | 0.00% | -$7.40M |
| MARRIOTT INTL | 7,220,000 | 0 | -7,220,000 | 0.00% | -$7.40M |
| Commercial Mortgage Trust, Series 2020-CBM, Class E | 7,650,000 | 0 | -7,650,000 | 0.00% | -$7.34M |
| ONEOK INC | 7,290,000 | 0 | -7,290,000 | 0.00% | -$7.29M |
| UMBS | 8,157,339 | 0 | -8,157,339 | 0.00% | -$7.04M |
| TRUIST FINANCIAL | 5,985,000 | 0 | -5,985,000 | 0.00% | -$6.56M |
| FNCL 3.5 10/25 | 7,000,000 | 0 | -7,000,000 | 0.00% | -$6.52M |
| NOVARTIS CAPITAL | 6,020,000 | 0 | -6,020,000 | 0.00% | -$5.97M |
| MFRA TRUST MFRA 2021 RPL1 M2 144A | 7,172,000 | 0 | -7,172,000 | 0.00% | -$5.96M |
| TPMT 2017-3 B3 | 6,374,998 | 0 | -6,374,998 | 0.00% | -$5.53M |
| Garda World Security Corp | 5,375,000 | 0 | -5,375,000 | 0.00% | -$5.28M |
| RBS Commercial Funding Inc 2013-SMV Trust | 7,050,000 | 0 | -7,050,000 | 0.00% | -$5.26M |
| ENBRIDGE INC | 4,790,000 | 0 | -4,790,000 | 0.00% | -$5.02M |
| SANTAN 8 PERP | 4,600,000 | 0 | -4,600,000 | 0.00% | -$4.89M |
| Verisure Holding AB | 4,090,000 | 0 | -4,090,000 | 0.00% | -$4.69M |
| CITIZENS FIN GRP | 4,258,000 | 0 | -4,258,000 | 0.00% | -$4.43M |
| FR RA6107 | 4,999,996 | 0 | -4,999,996 | 0.00% | -$4.32M |
| MORGAN STANLEY | 4,180,000 | 0 | -4,180,000 | 0.00% | -$4.31M |
| Windstream Services LLC / Windstream Escrow Finance Corp | 4,270,000 | 0 | -4,270,000 | 0.00% | -$4.27M |
| Capital Funding Mortgage Trust | 4,245,000 | 0 | -4,245,000 | 0.00% | -$4.22M |
| Whitebox CLO II Ltd., Series 2020-2A, Class ER | 4,000,000 | 0 | -4,000,000 | 0.00% | -$4.02M |
| GS Mortgage-Backed Securities Corp Trust 2021-RPL1 | 4,900,000 | 0 | -4,900,000 | 0.00% | -$3.99M |
| BOEING CO/THE | 3,475,000 | 0 | -3,475,000 | 0.00% | -$3.83M |
| REPUBLIC OF GHANA SR UNSECURED 144A 02/35 7.875 | 7,018,000 | 0 | -7,018,000 | 0.00% | -$3.70M |
| Commercial Mortgage Trust, Series 2020-CBM, Class F | 3,912,000 | 0 | -3,912,000 | 0.00% | -$3.64M |
| Cascade Funding Mortgage Trust, Series 2019-RM3, Class C | 3,513,587 | 0 | -3,513,587 | 0.00% | -$3.45M |
| Anglo American Capital plc 6%, Due 04/05/2054 | 3,200,000 | 0 | -3,200,000 | 0.00% | -$3.35M |
| Presidencia de la Republica Dominicana | 3,030,000 | 0 | -3,030,000 | 0.00% | -$3.26M |
| KROGER CO | 3,195,000 | 0 | -3,195,000 | 0.00% | -$3.22M |
| KROGER CO | 3,195,000 | 0 | -3,195,000 | 0.00% | -$3.21M |
| NEW YORK MORTGAGE TRUST NYMT 2022 CP1 M2 144A | 3,500,000 | 0 | -3,500,000 | 0.00% | -$2.98M |
| FOCUS FINL. PARTNER 6.75% | 2,905,000 | 0 | -2,905,000 | 0.00% | -$2.93M |
| STWD 2021-SIF1 Ltd | 2,879,000 | 0 | -2,879,000 | 0.00% | -$2.87M |
| HEALTH CARE SVCS CORP 5.2% 06/15/2029 144A | 2,680,000 | 0 | -2,680,000 | 0.00% | -$2.76M |
| G2SF 2.5 10/25 | 3,000,000 | 0 | -3,000,000 | 0.00% | -$2.64M |
| FNCL 2.5 11/25 | 3,000,000 | 0 | -3,000,000 | 0.00% | -$2.59M |
| LVLT 10.5 05/15/30 144A | 2,337,000 | 0 | -2,337,000 | 0.00% | -$2.52M |
| MILL CITY MORTGAGE TRUST MCMLT 2017 3 B2 144A | 2,917,084 | 0 | -2,917,084 | 0.00% | -$2.51M |
| GENERATION BRIDGE NORTHEAST TERM LOAN B | 2,488,862 | 0 | -2,488,862 | 0.00% | -$2.49M |
| Belden Inc | 2,130,000 | 0 | -2,130,000 | 0.00% | -$2.35M |
| PI0049 Aberystwyth | 2,250,000 | 0 | -2,250,000 | 0.00% | -$2.12M |
| G2SF 6.5 10/24 | 2,000,000 | 0 | -2,000,000 | 0.00% | -$2.05M |
| FNCL 2 10/25 | 2,400,000 | 0 | -2,400,000 | 0.00% | -$1.98M |
| CCO Holdings, LLC/CCO Holdings Capital Corp. | 1,785,000 | 0 | -1,785,000 | 0.00% | -$1.83M |
| Government National Mortgage Association, TBA | 2,000,000 | 0 | -2,000,000 | 0.00% | -$1.70M |
| FNCL 2 11/25 | 2,000,000 | 0 | -2,000,000 | 0.00% | -$1.66M |
| Citigroup Mortgage Loan Trust Inc | 2,029,190 | 0 | -2,029,190 | 0.00% | -$1.60M |
| MATTHEWS INTL. COR 8.625% | 1,525,000 | 0 | -1,525,000 | 0.00% | -$1.56M |
| Residential Reinsurance 2020 Ltd | 1,500,000 | 0 | -1,500,000 | 0.00% | -$1.50M |
| Uniti Group L.P./ Uniti Group Finance Inc / CSL Capital LLC, Series MAY | 1,295,000 | 0 | -1,295,000 | 0.00% | -$1.38M |
| Endo Luxembourg Finance Co. I S.a.r.l., Term Loan | 1,270,000 | 0 | -1,270,000 | 0.00% | -$1.27M |
| Residential Reinsurance 2020 Ltd., Series 3 | 1,250,000 | 0 | -1,250,000 | 0.00% | -$1.25M |
| CSC HOLDINGS LLC REGD 144A P/P 5.00000000 | 2,305,000 | 0 | -2,305,000 | 0.00% | -$1.14M |
| Octane Receivables Trust, Series 2020-1A, Class D | 1,119,000 | 0 | -1,119,000 | 0.00% | -$1.12M |
| G2SF 6 10/25 | 1,000,000 | 0 | -1,000,000 | 0.00% | -$1.02M |
| Endo Finance Holdings, Inc. | 860,000 | 0 | -860,000 | 0.00% | -$921.52K |
| Brink's Co. (The) | 850,000 | 0 | -850,000 | 0.00% | -$880.55K |
| MEDLINE BORROWER/MEDL CO SR SECURED 144A 04/29 6.25 | 745,000 | 0 | -745,000 | 0.00% | -$767.60K |
| Bonanza RE Ltd | 750,000 | 0 | -750,000 | 0.00% | -$752.48K |
| Phoenician Re Ltd. | 750,000 | 0 | -750,000 | 0.00% | -$750.00K |
| Freddie Mac Pool | 678,763 | 0 | -678,763 | 0.00% | -$667.57K |
| G2SF 5.5 10/25 | 600,000 | 0 | -600,000 | 0.00% | -$605.78K |
| ZURICH INSURANCE GROUP AG TRS 0.0000% 05-15-2033 | 1 | 0 | -1 | 0.00% | -$605.15K |
| Merion Re 2021-2, 12/31/24 | 9,000,000 | 0 | -9,000,000 | 0.00% | -$540.00K |
| OMIR_20-2A | 519,479 | 0 | -519,479 | 0.00% | -$525.08K |
| Woburn Re 2019, 12/31/22 | 3,539,362 | 0 | -3,539,362 | 0.00% | -$487.20K |
| Garda World Security Corp | 437,000 | 0 | -437,000 | 0.00% | -$437.57K |
| VIKING OCEAN CRUISES SHI SR SECURED 144A 02/29 5.625 | 300,000 | 0 | -300,000 | 0.00% | -$299.01K |
| Freddie Mac Pool | 292,679 | 0 | -292,679 | 0.00% | -$287.79K |
| ECCLESTON RE 2023 | 4,000,000 | 0 | -4,000,000 | 0.00% | -$252.59K |
| B2R Mortgage Trust 2015-1 | 251,252 | 0 | -251,252 | 0.00% | -$250.58K |
| GATEWAY RE LTD UNSECURED 144A 12/28 VAR | 250,000 | 0 | -250,000 | 0.00% | -$247.18K |
| Old Head Re 2022, 12/31/2027 | 250,000 | 0 | -250,000 | 0.00% | -$125.00K |
| Sussex Re 2020-1, 12/31/22 | 3,609,700 | 0 | -3,609,700 | 0.00% | -$4.69K |
| Ginnie Mae I Pool | 2,282 | 0 | -2,282 | 0.00% | -$2.31K |
| Sector Re V Ltd | 9,179 | 0 | -9,179 | 0.00% | $0 |
| FNCL 4.5 10/25 | -1,000,000 | 0 | 1,000,000 | 0.00% | $983.03K |
| FNCI 5.5 10/25 | -3,900,000 | 0 | 3,900,000 | 0.00% | $3.98M |
| FNCL 6 10/25 | -27,000,000 | 0 | 27,000,000 | 0.00% | $27.59M |
| FNCL 5.5 10/25 | -58,000,000 | 0 | 58,000,000 | 0.00% | $58.67M |
| Security | Shares Sep 2024 | Shares Dec 2024 | Δ shares | End % | Δ value |
|---|---|---|---|---|---|
| Teva Pharmaceutical Finance Netherlands II BV | 10,400,000 | 17,229,000 | 6,829,000 | 0.55% | $6.75M |
| Hertz Vehicle Financing LP, Series 2021-2A, Class D | 10,000,000 | 15,000,000 | 5,000,000 | 0.42% | $4.76M |
| EXETER AUTOMOBILE RECEIVABLES TRUST 2024-5 EART 2024-5A E | 10,100,000 | 13,220,000 | 3,120,000 | 0.40% | $3.02M |
| FOUNDRY JV HOLDC | 1,980,000 | 10,114,000 | 8,134,000 | 0.31% | $8.15M |
| US ACUTE CARE SOLUTIONS SR SECURED 144A 05/29 9.75 | 6,435,000 | 7,900,000 | 1,465,000 | 0.24% | $1.39M |
| CAB SELAS | 3,860,000 | 6,850,000 | 2,990,000 | 0.20% | $2.62M |
| Tricolor Auto Securitization Trust Series 2024-2A, Class D | 4,070,000 | 5,810,000 | 1,740,000 | 0.18% | $1.80M |
| TRANSOCEAN LTD | 1,230,000 | 5,375,000 | 4,145,000 | 0.16% | $4.05M |
| WILDFIRE INTERMEDIATE HO SR UNSECURED 144A 10/29 7.5 | 3,085,000 | 5,324,000 | 2,239,000 | 0.15% | $2.09M |
| Uniti Group LP / Uniti Group Finance 2019 Inc / CSL Capital LLC | 2,465,000 | 3,760,000 | 1,295,000 | 0.12% | $1.38M |
| Gol Finance SA | 3,232,657 | 3,413,000 | 180,343 | 0.11% | $105.84K |
| Brean Asset Backed Securities Trust 2021-RM2 | 2,634,144 | 2,645,685 | 11,541 | 0.07% | $113.24K |
| FloodSmart Re 2022-1 Class A | 1,500,000 | 2,250,000 | 750,000 | 0.07% | $755.96K |
| ZAR/USD FORWARD | 2 | 3 | 1 | 0.02% | -$205.65K |
| ZIJIN MINING GROUP LTD H | 84,500,002 | 84,500,003 | 1 | -0.01% | -$1.88M |
| ZSCALER INC CFD | 3 | 4 | 1 | -0.02% | -$1.87M |
| Security | Shares Sep 2024 | Shares Dec 2024 | Δ shares | End % | Δ value |
|---|---|---|---|---|---|
| FR SD8349 | 32,293,875 | 31,223,858 | -1,070,017 | 0.93% | -$1.82M |
| FN FS6691 | 38,438,187 | 37,733,685 | -704,503 | 0.92% | -$1.96M |
| Uniform Mortgage-Backed Securities | 25,165,945 | 23,224,728 | -1,941,217 | 0.70% | -$2.38M |
| FR SD8383 | 19,693,571 | 18,916,118 | -777,453 | 0.56% | -$1.24M |
| Fannie Mae Pool | 20,536,530 | 20,126,829 | -409,701 | 0.50% | -$1.37M |
| Freddie Mac Pool | 20,792,329 | 20,372,253 | -420,076 | 0.49% | -$1.10M |
| FR RA5276 | 19,290,372 | 18,954,553 | -335,819 | 0.47% | -$1.23M |
| DREY-GVT CSH-I | 110,485,922 | 14,802,777 | -95,683,146 | 0.45% | -$95.68M |
| Fannie Mae Pool | 17,271,111 | 16,947,801 | -323,310 | 0.42% | -$1.12M |
| Finance of America Structured Securities Trust 2021-S3 | 13,620,241 | 13,404,691 | -215,550 | 0.38% | -$199.42K |
| FN MA5390 | 13,137,400 | 12,025,169 | -1,112,230 | 0.37% | -$1.27M |
| FNMA POOL BY7306 FN 09/53 FIXED 5.5 | 11,952,376 | 11,792,857 | -159,519 | 0.35% | -$443.58K |
| Fannie Mae Pool | 13,262,723 | 12,978,135 | -284,588 | 0.34% | -$872.29K |
| MULTIFAMILY CONNECTICUT AVENUE SECUR SER 2019-01 CL M10 V/R REGD 144A P/P 7.43628000 | 10,852,544 | 10,634,232 | -218,312 | 0.32% | -$163.70K |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 9,237,414 | 8,731,664 | -505,749 | 0.27% | -$670.75K |
| Triangle Re, Ltd. 2023-1 | 9,670,000 | 8,599,246 | -1,070,754 | 0.26% | -$1.11M |
| UMBS | 9,833,860 | 9,622,048 | -211,812 | 0.25% | -$665.76K |
| FN MA5272 | 8,960,266 | 8,165,292 | -794,974 | 0.25% | -$952.16K |
| FREMF 2019-KS12 Mortgage Trust | 8,495,074 | 8,475,627 | -19,447 | 0.25% | -$1.89K |
| FN MA4501 | 9,664,749 | 9,448,103 | -216,646 | 0.24% | -$552.83K |
| Vistra Operations Co. LLC | 15,100,000 | 7,661,000 | -7,439,000 | 0.23% | -$8.37M |
| New Residential Mortgage Loan Trust 2020-2A | 7,574,799 | 7,426,895 | -147,904 | 0.22% | -$114.38K |
| UNILEVER CAPITAL | 15,700,000 | 7,700,000 | -8,000,000 | 0.22% | -$8.51M |
| VSTA 2024-CES1 A1 | 7,981,974 | 7,331,874 | -650,100 | 0.22% | -$706.18K |
| TPMT 2021-R1 A1 | 8,793,550 | 8,709,087 | -84,463 | 0.22% | -$174.05K |
| Fannie Mae Pool | 7,441,565 | 7,226,063 | -215,502 | 0.22% | -$465.75K |
| CITIGROUP MORTGAGE LOAN TRUST 2021-INV2 | 8,396,119 | 8,336,397 | -59,722 | 0.20% | -$321.12K |
| FINANCE OF AMERICA STRUCTURED SECURITIES TRUST FASST 2021-S2 A2 | 7,119,409 | 7,009,842 | -109,566 | 0.20% | -$83.26K |
| JP Morgan Mortgage Trust | 8,285,984 | 8,235,381 | -50,603 | 0.20% | -$335.58K |
| Fannie Mae Pool | 7,029,982 | 6,801,889 | -228,093 | 0.19% | -$533.36K |
| Wells Fargo Mortgage Backed Securities Trust | 8,173,873 | 8,124,851 | -49,022 | 0.19% | -$369.55K |
| Mello Mortgage Capital Acceptance 2022-INV2 | 7,830,761 | 7,787,675 | -43,086 | 0.19% | -$315.00K |
| MC BRAZIL DOWNSTREAM TRADING S SR SECURED 144A 06/31 7.25 | 7,542,505 | 7,420,407 | -122,098 | 0.19% | -$291.22K |
| JP Morgan Mortgage Trust 2021-8 | 8,011,613 | 7,956,315 | -55,297 | 0.18% | -$334.22K |
| Freddie Mac Pool | 5,953,489 | 5,918,736 | -34,752 | 0.18% | -$128.60K |
| Fannie Mae Pool | 7,308,513 | 7,156,758 | -151,755 | 0.18% | -$502.93K |
| EQS 2024-1C A 144A 6.05% 01-20-31 | 5,924,848 | 5,631,046 | -293,803 | 0.17% | -$343.77K |
| FNMDI4 3.5 BF0299 08-01-58 | 6,428,158 | 6,269,569 | -158,589 | 0.17% | -$437.20K |
| Enerflex Ltd | 5,595,000 | 5,035,000 | -560,000 | 0.16% | -$543.49K |
| LHIPO 2021-1 GA | 5,866,629 | 5,844,897 | -21,732 | 0.16% | -$67.44K |
| HOA Funding LLC - HOA | 9,894,000 | 9,887,659 | -6,341 | 0.15% | -$3.17K |
| JPMorgan Chase Bank NA, Series 2020-CL1, Class M3 | 4,757,903 | 4,608,024 | -149,879 | 0.14% | -$109.79K |
| JP Morgan Mortgage Trust 2021-7 | 6,245,791 | 6,202,759 | -43,032 | 0.14% | -$258.50K |
| Freddie Mac Pool | 4,580,342 | 4,365,583 | -214,759 | 0.14% | -$304.24K |
| J.P. Morgan Mortgage Trust 2022-5 | 5,700,034 | 5,662,561 | -37,473 | 0.13% | -$246.69K |
| Flagstar Mortgage Trust 2021-7 | 5,504,271 | 5,465,794 | -38,477 | 0.13% | -$214.17K |
| Fannie Mae Pool | 4,756,950 | 4,732,334 | -24,616 | 0.13% | -$241.70K |
| J.P. Morgan Mortgage Trust 2022-4 | 5,342,743 | 5,308,249 | -34,494 | 0.13% | -$234.02K |
| Uniform Mortgage-Backed Securities | 5,064,837 | 4,962,119 | -102,717 | 0.12% | -$326.38K |
| Fannie Mae Pool | 4,333,657 | 4,050,358 | -283,299 | 0.12% | -$418.93K |
| FREMF 2019-KJ24 Mortgage Trust | 4,451,021 | 4,177,633 | -273,388 | 0.12% | -$280.29K |
| AFFRM_24-X1 | 5,563,860 | 3,642,618 | -1,921,242 | 0.11% | -$1.93M |
| Government National Mortgage Association | 21,129,856 | 20,600,056 | -529,800 | 0.11% | -$163.31K |
| JP Morgan Mortgage Trust 2022-3 | 4,483,059 | 4,454,962 | -28,097 | 0.10% | -$172.81K |
| GS Mortgage-Backed Securities Trust 2022-PJ1 | 4,462,212 | 4,425,422 | -36,790 | 0.10% | -$188.39K |
| Ciudad Autonoma De Buenos Aires/Government Bonds | 8,500,000 | 3,407,000 | -5,093,000 | 0.10% | -$5.06M |
| Government National Mortgage Association | 21,150,509 | 20,615,467 | -535,042 | 0.10% | -$107.63K |
| SEE 6.5 07/15/32 144A | 3,995,000 | 3,383,000 | -612,000 | 0.10% | -$731.32K |
| FNMA, 30 Year | 3,554,708 | 3,342,434 | -212,274 | 0.10% | -$299.79K |
| T/L ALPHA GENERATION LLC REGD ZCP TERM LOAN 0.00000000 | 3,280,000 | 3,271,800 | -8,200 | 0.10% | $17.21K |
| Rate Mortgage Trust 2021-J1 | 4,107,807 | 4,075,069 | -32,738 | 0.10% | -$168.41K |
| MFA 2021-AEINV2 Trust | 4,162,384 | 4,138,266 | -24,118 | 0.10% | -$179.86K |
| JP Morgan Mortgage Trust 2021-INV4 | 4,105,388 | 4,077,626 | -27,762 | 0.10% | -$157.95K |
| Fannie Mae Pool | 3,444,541 | 3,324,078 | -120,463 | 0.09% | -$267.21K |
| OWENS & MINOR TL B-1 1ST LIEN (TSFR3M+385)(FLR 0.5) 7.76572% 03-29-29 | 2,998,125 | 2,989,350 | -8,775 | 0.09% | $29.52K |
| Rate Mortgage Trust 2022-J1 | 3,829,778 | 3,802,326 | -27,452 | 0.09% | -$154.53K |
| Mello Mortgage Capital Acceptance 2021-MTG2 | 3,846,747 | 3,818,940 | -27,807 | 0.09% | -$163.14K |
| Fannie Mae Pool | 3,225,050 | 3,139,843 | -85,207 | 0.09% | -$226.43K |
| Fannie Mae Pool | 3,547,697 | 3,321,662 | -226,034 | 0.09% | -$371.12K |
| Fannie Mae Pool | 3,075,924 | 2,887,082 | -188,842 | 0.09% | -$260.26K |
| Fannie Mae Pool | 3,402,236 | 3,308,237 | -94,000 | 0.09% | -$245.62K |
| Mosaic Solar Loan Trust 2021-1 | 3,711,947 | 3,493,310 | -218,637 | 0.09% | -$205.41K |
| TORONTO-DOMINION BANK/THE JR SUBORDINA 07/84 VAR | 10,689,000 | 2,810,000 | -7,879,000 | 0.09% | -$8.28M |
| Blackbird Capital II Aircraft Lease Ltd., Series 2021-1A, Class B | 3,203,367 | 3,129,469 | -73,898 | 0.09% | -$70.04K |
| Fannie Mae Pool | 2,892,113 | 2,823,907 | -68,205 | 0.08% | -$187.37K |
| LA FITNESS TERM B 1LN 02/12/2029 | 2,698,241 | 2,691,462 | -6,780 | 0.08% | $12.99K |
| FNCL UMBS 2.0 BV4128 03-01-52 | 3,522,093 | 3,449,202 | -72,892 | 0.08% | -$226.21K |
| Brean Asset-Backed Securities Trust, Series 2021-RM1, Class A | 3,093,297 | 2,940,651 | -152,646 | 0.08% | -$116.44K |
| PRMI Securitization Trust 2021-1 | 3,472,136 | 3,445,604 | -26,532 | 0.08% | -$139.53K |
| Provident Funding Mortgage Trust | 3,264,818 | 3,235,804 | -29,015 | 0.08% | -$106.32K |
| Fannie Mae Pool | 2,455,176 | 2,365,225 | -89,951 | 0.07% | -$136.98K |
| Oceanview Mortgage Trust 2021-INV1 | 2,990,692 | 2,970,557 | -20,135 | 0.07% | -$127.91K |
| Vistra Operations Co. LLC | 4,075,000 | 2,189,000 | -1,886,000 | 0.07% | -$2.24M |
| Flagstar Mortgage Trust, Series 2021-4, Class AX1 | 206,718,567 | 203,804,229 | -2,914,338 | 0.07% | $49.56K |
| Sequoia Mortgage Trust 2021-1 | 2,954,724 | 2,933,184 | -21,540 | 0.07% | -$130.60K |
| CIM Trust | 2,974,796 | 2,953,030 | -21,766 | 0.07% | -$125.14K |
| FNMDI4 3.0 BF0174 02-01-57 | 2,898,570 | 2,831,218 | -67,352 | 0.07% | -$193.18K |
| FNMA 30YR 5.5% 09/01/2053#BY8612 | 2,360,358 | 2,318,785 | -41,573 | 0.07% | -$100.17K |
| Ally Bank Auto Credit-Linked Notes, Series 2024-A, Class G | 2,479,310 | 2,225,706 | -253,605 | 0.07% | -$262.38K |
| FANNIE MAE POOL FN 03/52 FIXED VAR | 2,603,497 | 2,528,580 | -74,917 | 0.07% | -$192.26K |
| GS Mortgage-Backed Securities Trust 2022-LTV2 | 2,771,880 | 2,747,969 | -23,911 | 0.07% | -$103.78K |
| Provident Funding Mortgage Trust 2021-INV1 | 2,690,168 | 2,668,037 | -22,131 | 0.06% | -$104.04K |
| Provident Funding Mortgage Trust 2021-1 | 2,715,157 | 2,693,531 | -21,627 | 0.06% | -$95.00K |
| BNP PARIBAS SA JR SUBORDINA 144A 12/99 VAR | 8,610,000 | 2,101,000 | -6,509,000 | 0.06% | -$6.87M |
| Hundred Acre Wood Trust 2021-INV1 | 2,483,145 | 2,462,692 | -20,453 | 0.06% | -$93.09K |
| GS Mortgage-Backed Securities Corp Trust 2019-PJ3 | 2,379,359 | 2,342,105 | -37,254 | 0.06% | -$126.76K |
| Provident Funding Mortgage Trust 2021-2 | 2,634,365 | 2,613,224 | -21,140 | 0.06% | -$107.37K |
| LC AHAB US BIDCO LLC TERM LOAN B | 1,970,000 | 1,965,075 | -4,925 | 0.06% | $1.19K |
| JPMWM 2021-CL1 M3 | 2,061,246 | 2,015,500 | -45,746 | 0.06% | -$29.34K |
| FR SB8309 | 2,058,692 | 1,894,469 | -164,223 | 0.06% | -$194.47K |
| GS Mortgage-Backed Securities Trust 2021-PJ9 | 2,447,755 | 2,430,094 | -17,660 | 0.06% | -$102.71K |
| JPMorgan Chase Bank NA - CACLN | 3,070,000 | 1,896,767 | -1,173,233 | 0.06% | -$1.17M |
| Freddie Mac Pool | 2,158,763 | 2,123,283 | -35,480 | 0.06% | -$135.28K |
| Fannie Mae Pool | 2,124,135 | 2,113,467 | -10,668 | 0.06% | -$105.99K |
| RCKT Mortgage Trust | 2,396,934 | 2,381,144 | -15,789 | 0.06% | -$104.34K |
| LSF11 A5 Holdco LLC 2024 Term Loan B | 1,872,000 | 1,867,200 | -4,800 | 0.06% | $9.21K |
| Fannie Mae Pool | 1,985,434 | 1,924,604 | -60,830 | 0.06% | -$142.28K |
| Freddie Mac Pool | 1,845,180 | 1,781,563 | -63,617 | 0.05% | -$108.94K |
| Provident Funding Mortgage Trust 2021-J1 | 2,226,219 | 2,206,434 | -19,785 | 0.05% | -$90.48K |
| Freddie Mac Pool | 1,723,968 | 1,719,410 | -4,558 | 0.05% | -$38.85K |
| FNMA 30YR 5.0% 09/01/2043#AS0575 | 1,805,242 | 1,744,450 | -60,792 | 0.05% | -$121.11K |
| JPMorgan Chase Bank NA - JPMWM | 1,828,993 | 1,788,401 | -40,592 | 0.05% | -$18.89K |
| Rate Mortgage Trust 2021-J3 | 2,169,717 | 2,154,136 | -15,581 | 0.05% | -$85.85K |
| Freddie Mac Pool | 1,689,823 | 1,674,804 | -15,019 | 0.05% | -$46.56K |
| FNMA POOL MA5393 FN 06/39 FIXED 5.5 | 1,851,508 | 1,666,283 | -185,225 | 0.05% | -$212.68K |
| GNII II 4% 10/20/2046#MA4005 | 1,808,334 | 1,754,134 | -54,200 | 0.05% | -$131.67K |
| Fannie Mae Pool | 1,610,313 | 1,569,963 | -40,350 | 0.05% | -$75.85K |
| La Hipotecaria Mortgage Trust 2019-2 | 1,753,307 | 1,706,082 | -47,225 | 0.05% | -$42.26K |
| Government National Mortgage Association | 9,715,046 | 9,466,217 | -248,830 | 0.05% | $130.08K |
| Freddie Mac Pool | 1,598,243 | 1,554,730 | -43,513 | 0.05% | -$73.98K |
| Fannie Mae Pool | 1,585,087 | 1,570,953 | -14,134 | 0.05% | -$52.74K |
| Fannie Mae Pool | 1,558,387 | 1,476,267 | -82,120 | 0.05% | -$119.57K |
| RCKT Mortgage Trust 2021-2 | 1,946,548 | 1,931,062 | -15,485 | 0.05% | -$66.37K |
| Fannie Mae Pool | 1,578,487 | 1,489,808 | -88,679 | 0.05% | -$127.18K |
| JP Morgan Mortgage Trust 2022-INV1 | 1,923,773 | 1,909,993 | -13,780 | 0.05% | -$73.59K |
| Freddie Mac Pool | 1,619,437 | 1,554,220 | -65,217 | 0.04% | -$134.84K |
| Fannie Mae Pool | 1,661,963 | 1,631,425 | -30,538 | 0.04% | -$105.62K |
| Freddie Mac Gold Pool | 1,424,445 | 1,403,248 | -21,197 | 0.04% | -$68.94K |
| PRMI Securitization Trust 2021-1 | 1,820,732 | 1,806,819 | -13,913 | 0.04% | -$75.50K |
| Freddie Mac Pool | 1,461,274 | 1,420,990 | -40,285 | 0.04% | -$88.71K |
| Oceanview Mortgage Trust 2021-3 | 2,401,135 | 2,381,548 | -19,587 | 0.04% | -$120.47K |
| RATE Mortgage Trust 2021-HB1 | 1,781,460 | 1,769,167 | -12,293 | 0.04% | -$73.89K |
| FREMF 2020-KF83 Mortgage Trust | 1,377,552 | 1,376,447 | -1,104 | 0.04% | $8.24K |
| Ginnie Mae II Pool | 1,363,843 | 1,349,993 | -13,850 | 0.04% | -$66.50K |
| WESTGATE RESORTS 2022-1 LLC WESTR 2022-1A C | 1,569,576 | 1,320,959 | -248,617 | 0.04% | -$233.37K |
| Mosaic Solar Loan Trust 2019-2 | 1,431,451 | 1,292,616 | -138,835 | 0.04% | -$120.18K |
| EQS 2024-1C C | 1,270,303 | 1,207,311 | -62,992 | 0.04% | -$57.34K |
| Fannie Mae Pool | 1,451,633 | 1,410,028 | -41,606 | 0.04% | -$106.64K |
| EGYTB 0 06/03/25 364D | 322,125,000 | 69,800,000 | -252,325,000 | 0.04% | -$4.41M |
| Rate Mortgage Trust 2021-J1 | 1,679,556 | 1,666,170 | -13,385 | 0.04% | -$56.43K |
| Tricolor Auto Securitization Trust, Series 2021-1A, Class F | 2,133,362 | 1,176,470 | -956,892 | 0.04% | -$953.81K |
| Freddie Mac Pool | 1,336,357 | 1,310,406 | -25,951 | 0.04% | -$88.81K |
| FN AE0625 | 1,278,270 | 1,240,508 | -37,762 | 0.04% | -$93.51K |
| Ginnie Mae I Pool | 1,237,649 | 1,227,742 | -9,907 | 0.03% | -$64.74K |
| Fannie Mae Pool | 1,191,584 | 1,098,657 | -92,927 | 0.03% | -$111.89K |
| Fannie Mae Pool | 1,124,001 | 1,119,720 | -4,280 | 0.03% | -$31.14K |
| Fannie Mae Pool | 1,248,140 | 1,227,183 | -20,957 | 0.03% | -$76.49K |
| Freddie Mac Pool | 1,090,951 | 1,086,921 | -4,030 | 0.03% | -$29.30K |
| G2 MA2373 | 1,140,675 | 1,109,386 | -31,289 | 0.03% | -$77.54K |
| JP Morgan Mortgage Trust 2022-INV1 | 1,636,492 | 1,624,770 | -11,722 | 0.03% | -$40.57K |
| MI Windows & Doors LLC | 1,042,388 | 1,039,775 | -2,612 | 0.03% | $5.61K |
| Fannie Mae Pool | 1,274,115 | 1,245,968 | -28,147 | 0.03% | -$86.60K |
| Fannie Mae Pool | 1,122,317 | 1,040,692 | -81,625 | 0.03% | -$107.20K |
| Fannie Mae Pool | 1,323,767 | 1,314,872 | -8,895 | 0.03% | -$70.52K |
| Morgan Stanley Residential Mortgage Loan Trust 2021-1 | 1,287,804 | 1,278,170 | -9,634 | 0.03% | -$54.19K |
| Ally Bank Auto Credit-Linked Notes, Series 2024-A, Class D | 1,080,993 | 970,420 | -110,573 | 0.03% | -$109.91K |
| Fannie Mae Pool | 1,099,977 | 1,055,843 | -44,134 | 0.03% | -$91.10K |
| Freddie Mac Pool | 1,248,917 | 1,239,060 | -9,857 | 0.03% | -$67.69K |
| WireCo WorldGroup Inc 2023 Term Loan B | 984,425 | 981,945 | -2,480 | 0.03% | $3.72K |
| Fannie Mae Pool | 1,087,062 | 1,057,622 | -29,440 | 0.03% | -$78.45K |
| Fannie Mae Pool | 989,023 | 984,921 | -4,102 | 0.03% | -$37.06K |
| FREDDIE MAC POOL UMBS P#QD8207 2.00000000 | 1,215,059 | 1,199,907 | -15,152 | 0.03% | -$70.77K |
| Government National Mortgage Association | 970,247 | 941,976 | -28,271 | 0.03% | -$49.55K |
| Ginnie Mae II Pool | 1,043,394 | 998,229 | -45,165 | 0.03% | -$88.86K |
| Sequoia Mortgage Trust 2021-5 | 1,474,040 | 1,463,776 | -10,264 | 0.03% | -$16.72K |
| G2 5175 | 940,389 | 915,038 | -25,351 | 0.03% | -$63.59K |
| Hundred Acre Wood Trust, Series 2021-INV1, Class AX1 | 70,195,682 | 69,042,362 | -1,153,319 | 0.03% | $33.40K |
| USD/TWD FORWARD | 4 | 2 | -2 | 0.03% | $263.71K |
| Huntington Bank Auto Credit-Linked Notes, Series 2024-1, Class D | 894,944 | 797,063 | -97,882 | 0.02% | -$82.91K |
| WESTR 2022-1A D | 991,311 | 834,290 | -157,021 | 0.02% | -$147.69K |
| LA HIPOTECARIA SA LHIPO 2016 1A A 144A | 914,772 | 880,429 | -34,343 | 0.02% | -$38.37K |
| GN AA8386 | 876,625 | 853,267 | -23,358 | 0.02% | -$61.42K |
| Fannie Mae Pool | 922,722 | 899,699 | -23,023 | 0.02% | -$64.81K |
| J.P. Morgan Mortgage Trust, Series 2021-10, Class AX1 | 131,174,001 | 129,364,448 | -1,809,553 | 0.02% | -$57.85K |
| Fannie Mae Pool | 905,144 | 862,831 | -42,313 | 0.02% | -$81.93K |
| Ginnie Mae I Pool | 850,737 | 819,530 | -31,207 | 0.02% | -$67.36K |
| Ginnie Mae II Pool | 850,276 | 840,794 | -9,482 | 0.02% | -$48.11K |
| Government National Mortgage Association | 4,225,773 | 4,135,920 | -89,853 | 0.02% | -$20.82K |
| Ginnie Mae II Pool | 822,761 | 814,308 | -8,453 | 0.02% | -$45.58K |
| Freddie Mac REMICS | 7,340,774 | 7,054,248 | -286,526 | 0.02% | -$221.92K |
| Fannie Mae Pool | 781,924 | 715,111 | -66,813 | 0.02% | -$90.61K |
| J.P. Morgan Mortgage Trust, Series 2021-8, Class AX1 | 115,809,923 | 114,143,119 | -1,666,804 | 0.02% | -$43.99K |
| Ginnie Mae II Pool | 746,247 | 741,459 | -4,788 | 0.02% | -$38.43K |
| Freddie Mac Pool | 712,404 | 660,568 | -51,836 | 0.02% | -$63.00K |
| Freddie Mac Pool | 676,525 | 667,233 | -9,292 | 0.02% | -$23.23K |
| FN 735578 | 708,815 | 682,830 | -25,984 | 0.02% | -$49.61K |
| Freddie Mac Pool | 699,531 | 653,537 | -45,994 | 0.02% | -$54.02K |
| Fannie Mae Pool | 727,488 | 654,181 | -73,306 | 0.02% | -$90.12K |
| Ginnie Mae I Pool | 716,338 | 709,299 | -7,039 | 0.02% | -$38.86K |
| Freddie Mac Pool | 813,606 | 807,480 | -6,126 | 0.02% | -$43.86K |
| Freddie Mac Pool | 692,252 | 615,114 | -77,138 | 0.02% | -$92.16K |
| Fannie Mae Pool | 660,503 | 643,416 | -17,088 | 0.02% | -$44.15K |
| Freddie Mac Pool | 630,950 | 609,839 | -21,111 | 0.02% | -$33.82K |
| Fannie Mae Pool | 640,730 | 600,004 | -40,727 | 0.02% | -$69.25K |
| Freddie Mac Pool | 625,487 | 604,321 | -21,166 | 0.02% | -$36.55K |
| Freddie Mac Pool | 593,966 | 555,987 | -37,978 | 0.02% | -$51.01K |
| GNMA I, Single Family, 30 Year | 598,358 | 591,752 | -6,606 | 0.02% | -$33.15K |
| Fannie Mae Pool | 564,778 | 548,435 | -16,343 | 0.02% | -$24.11K |
| G2 MA2305 | 589,600 | 573,441 | -16,159 | 0.02% | -$40.06K |
| Fannie Mae Pool | 626,852 | 613,821 | -13,032 | 0.02% | -$41.64K |
| FREMF 2021-KG05 Mortgage Trust | 123,276,472 | 123,259,113 | -17,359 | 0.02% | -$31.60K |
| Fannie Mae Pool | 565,421 | 550,898 | -14,523 | 0.02% | -$33.43K |
| Freddie Mac Pool | 671,404 | 663,309 | -8,095 | 0.02% | -$38.89K |
| Ginnie Mae I Pool | 567,645 | 562,461 | -5,184 | 0.02% | -$30.46K |
| Fannie Mae Pool | 534,169 | 532,406 | -1,762 | 0.02% | -$14.66K |
| Freddie Mac Pool | 507,124 | 505,831 | -1,293 | 0.02% | -$12.25K |
| Fannie Mae Pool | 513,498 | 511,782 | -1,716 | 0.02% | -$10.03K |
| FNMA UMBS, 30 Year | 533,862 | 527,236 | -6,626 | 0.02% | -$24.51K |
| Freddie Mac Gold Pool | 617,280 | 547,995 | -69,285 | 0.02% | -$92.98K |
| Freddie Mac REMICS | 4,139,949 | 4,014,820 | -125,129 | 0.02% | -$132.58K |
| GN 769920 | 526,101 | 516,963 | -9,138 | 0.02% | -$30.66K |
| FNCL UMBS 6.0 BY7514 03-01-54 | 499,564 | 498,204 | -1,360 | 0.02% | -$10.67K |
| Fannie Mae Pool | 510,198 | 488,053 | -22,145 | 0.01% | -$34.12K |
| Freddie Mac REMICS | 2,395,850 | 2,326,174 | -69,677 | 0.01% | -$17.33K |
| Freddie Mac Pool | 515,491 | 500,355 | -15,135 | 0.01% | -$36.22K |
| Freddie Mac Pool | 488,691 | 481,681 | -7,010 | 0.01% | -$19.84K |
| FNCL UMBS 2.0 BR7719 04-01-51 | 613,312 | 608,718 | -4,594 | 0.01% | -$33.05K |
| Sierra Timeshare Receivables Funding LLC, Series 2020-2A, Class D | 529,234 | 474,986 | -54,248 | 0.01% | -$51.08K |
| Fannie Mae Pool | 473,911 | 466,342 | -7,569 | 0.01% | -$19.18K |
| Fannie Mae Pool | 576,348 | 560,914 | -15,434 | 0.01% | -$41.81K |
| Freddie Mac Pool | 454,446 | 451,617 | -2,829 | 0.01% | -$10.21K |
| Ginnie Mae II Pool | 505,868 | 501,512 | -4,357 | 0.01% | -$27.19K |
| Ginnie Mae I Pool | 483,975 | 480,071 | -3,904 | 0.01% | -$25.48K |
| Fannie Mae Pool | 573,336 | 559,486 | -13,851 | 0.01% | -$38.58K |
| Fannie Mae Pool | 449,087 | 433,652 | -15,435 | 0.01% | -$28.03K |
| Accelerated Assets LLC, Series 2018-1, Class C | 497,920 | 442,182 | -55,738 | 0.01% | -$54.62K |
| GN 770445 | 540,552 | 453,355 | -87,197 | 0.01% | -$105.81K |
| Fannie Mae Pool | 506,786 | 499,617 | -7,169 | 0.01% | -$25.51K |
| FNMA POOL BX2463 FN 11/52 FIXED 5.5 | 442,762 | 419,464 | -23,298 | 0.01% | -$33.86K |
| FREMF 2021-K131 Mortgage Trust | 81,352,474 | 81,309,398 | -43,076 | 0.01% | -$23.64K |
| Fannie Mae Pool | 483,551 | 452,959 | -30,593 | 0.01% | -$49.50K |
| Freddie Mac REMICS | 1,980,445 | 1,932,245 | -48,200 | 0.01% | -$3.23K |
| Fannie Mae Pool | 437,573 | 426,083 | -11,490 | 0.01% | -$30.54K |
| GN 796081 | 399,248 | 395,344 | -3,904 | 0.01% | -$21.66K |
| GN 782293 | 394,346 | 382,749 | -11,597 | 0.01% | -$27.48K |
| Fannie Mae Pool | 382,332 | 380,786 | -1,547 | 0.01% | -$14.39K |
| Fannie Mae Pool | 415,858 | 412,580 | -3,278 | 0.01% | -$22.67K |
| GN 783178 | 373,939 | 368,793 | -5,146 | 0.01% | -$20.15K |
| Freddie Mac Pool | 416,626 | 351,942 | -64,684 | 0.01% | -$73.00K |
| Fannie Mae Pool | 344,427 | 343,366 | -1,061 | 0.01% | -$5.77K |
| Fannie Mae Pool | 334,334 | 333,369 | -965 | 0.01% | -$9.71K |
| Fannie Mae REMICS | 1,708,574 | 1,653,156 | -55,419 | 0.01% | -$12.13K |
| Freddie Mac Pool | 329,251 | 328,377 | -874 | 0.01% | -$7.16K |
| GINNIE MAE II POOL | 372,609 | 368,770 | -3,839 | 0.01% | -$20.17K |
| GN 796299 | 363,549 | 359,738 | -3,811 | 0.01% | -$19.89K |
| Ginnie Mae I Pool | 341,051 | 336,071 | -4,980 | 0.01% | -$20.03K |
| Fannie Mae Pool | 312,331 | 311,393 | -939 | 0.01% | -$5.98K |
| Accelerated Assets LLC, Series 2018-1, Class B | 352,226 | 312,797 | -39,429 | 0.01% | -$37.61K |
| Freddie Mac Pool | 297,926 | 296,841 | -1,085 | 0.01% | -$8.77K |
| Ginnie Mae I Pool | 319,452 | 317,028 | -2,423 | 0.01% | -$16.65K |
| Freddie Mac Pool | 304,767 | 303,146 | -1,621 | 0.01% | -$11.78K |
| Government National Mortgage Association | 1,776,330 | 1,730,008 | -46,321 | 0.01% | -$7.16K |
| Ginnie Mae I Pool | 309,917 | 306,407 | -3,510 | 0.01% | -$17.25K |
| Freddie Mac Pool | 303,562 | 286,086 | -17,476 | 0.01% | -$25.94K |
| Fannie Mae Pool | 273,327 | 271,886 | -1,441 | 0.01% | -$7.41K |
| Ginnie Mae I Pool | 296,639 | 293,952 | -2,687 | 0.01% | -$15.87K |
| Fannie Mae Pool | 324,654 | 318,826 | -5,828 | 0.01% | -$21.58K |
| FN 995245 | 268,605 | 260,607 | -7,998 | 0.01% | -$16.99K |
| Freddie Mac Pool | 249,601 | 248,694 | -907 | 0.01% | -$5.68K |
| Fannie Mae Pool | 259,387 | 258,337 | -1,050 | 0.01% | -$9.73K |
| Ginnie Mae I Pool | 269,597 | 266,799 | -2,798 | 0.01% | -$14.75K |
| Fannie Mae Pool | 237,427 | 227,446 | -9,981 | 0.01% | -$13.23K |
| Fannie Mae Pool | 291,077 | 287,029 | -4,048 | 0.01% | -$17.79K |
| Ginnie Mae I Pool | 244,103 | 241,220 | -2,884 | 0.01% | -$13.68K |
| Fannie Mae Pool | 218,535 | 217,942 | -593 | 0.01% | -$3.27K |
| Freddie Mac Pool | 233,343 | 225,236 | -8,107 | 0.01% | -$15.92K |
| Fannie Mae Pool | 222,383 | 217,718 | -4,665 | 0.01% | -$12.12K |
| JG Wentworth XXII LLC | 251,903 | 219,870 | -32,033 | 0.01% | -$35.75K |
| Ginnie Mae I Pool | 228,972 | 221,767 | -7,206 | 0.01% | -$16.43K |
| Freddie Mac Pool | 211,924 | 211,372 | -552 | 0.01% | -$3.98K |
| Ginnie Mae I Pool | 225,331 | 222,702 | -2,629 | 0.01% | -$12.63K |
| Ginnie Mae I Pool | 221,602 | 217,488 | -4,114 | 0.01% | -$13.12K |
| Fannie Mae Pool | 217,746 | 215,766 | -1,980 | 0.01% | -$11.05K |
| Fannie Mae Pool | 200,000 | 199,470 | -530 | 0.01% | -$2.69K |
| Freddie Mac Pool | 199,838 | 199,346 | -492 | 0.01% | -$3.44K |
| Fannie Mae Pool | 199,829 | 197,271 | -2,558 | 0.01% | -$6.54K |
| GN 759219 | 223,356 | 212,166 | -11,190 | 0.01% | -$20.56K |
| Fannie Mae Pool | 197,214 | 196,622 | -592 | 0.01% | -$4.53K |
| Fannie Mae Pool | 197,009 | 196,460 | -549 | 0.01% | -$3.82K |
| Fannie Mae Pool | 197,389 | 196,839 | -550 | 0.01% | -$4.20K |
| Fannie Mae Pool | 207,385 | 198,148 | -9,237 | 0.01% | -$16.13K |
| UPSTART SECURITIZATION TRUST 2021 1 | 320,532 | 193,143 | -127,389 | 0.01% | -$125.77K |
| Freddie Mac Pool | 204,111 | 183,210 | -20,901 | 0.01% | -$23.07K |
| Fannie Mae Pool | 186,305 | 180,888 | -5,417 | 0.01% | -$9.57K |
| Fannie Mae REMICS | 1,871,405 | 1,837,945 | -33,460 | 0.01% | -$34.75K |
| Fannie Mae Pool | 223,214 | 217,271 | -5,943 | 0.01% | -$15.89K |
| Fannie Mae Pool | 176,175 | 175,398 | -777 | 0.01% | -$3.91K |
| Freddie Mac Pool | 177,905 | 177,434 | -470 | 0.01% | -$3.99K |
| Freddie Mac Pool | 177,319 | 176,785 | -534 | 0.01% | -$3.43K |
| Fannie Mae REMICS | 1,669,839 | 1,624,439 | -45,400 | 0.01% | -$56.23K |
| Fannie Mae REMICS | 1,543,037 | 1,493,431 | -49,606 | 0.01% | -$50.02K |
| Fannie Mae Pool | 174,992 | 170,249 | -4,743 | 0.01% | -$8.15K |
| Fannie Mae Pool | 173,259 | 172,439 | -820 | 0.01% | -$5.21K |
| Freddie Mac Pool | 167,511 | 166,332 | -1,180 | 0.01% | -$5.23K |
| Government National Mortgage Association | 1,694,662 | 1,641,647 | -53,015 | 0.01% | -$45.13K |
| Fannie Mae REMICS | 1,520,393 | 1,478,677 | -41,715 | 0.01% | -$42.00K |
| Ginnie Mae I Pool | 173,056 | 171,650 | -1,406 | 0.00% | -$9.14K |
| Freddie Mac Pool | 161,882 | 161,314 | -568 | 0.00% | -$3.78K |
| GN AH3681 | 175,687 | 173,704 | -1,983 | 0.00% | -$9.77K |
| Fannie Mae Pool | 157,303 | 156,850 | -454 | 0.00% | -$2.23K |
Top 300 of 573, by weight.
| Security | Shares Sep 2024 | Shares Dec 2024 | Δ shares | End % | Δ value |
|---|---|---|---|---|---|
| LLOYDS BK GR PLC | 26,890,000 | 26,890,000 | 0 | 0.83% | -$837.75K |
| UNICREDIT SPA SUBORDINATED 144A 06/35 VAR | 23,889,000 | 23,889,000 | 0 | 0.70% | -$437.31K |
| GEN MOTORS FIN | 18,000,000 | 18,000,000 | 0 | 0.56% | -$535.93K |
| KEYCORP | 17,865,000 | 17,865,000 | 0 | 0.56% | -$829.80K |
| ENERGY TRANS | 18,445,000 | 18,445,000 | 0 | 0.56% | -$734.08K |
| LIBERTY MUTUAL INSURANCE REGD P/P 7.69700000 | 16,165,000 | 16,165,000 | 0 | 0.55% | -$1.05M |
| Global Aircraft Leasing Co., Ltd. | 17,225,000 | 17,225,000 | 0 | 0.53% | $88.48K |
| ABN AMRO BANK NV REGD V/R 144A P/P MTN 3.32400000 | 20,800,000 | 20,800,000 | 0 | 0.53% | -$667.56K |
| CaixaBank SA | 18,200,000 | 18,200,000 | 0 | 0.53% | -$638.08K |
| FNMA Connecticut Avenue Securities Trust, Series 2022-R02, Class 2B1 | 16,450,000 | 16,450,000 | 0 | 0.52% | -$16.68K |
| UAE INTL BOND | 16,925,000 | 16,925,000 | 0 | 0.51% | -$848.64K |
| AERCAP IRELAND | 18,945,000 | 18,945,000 | 0 | 0.50% | -$590.69K |
| ING Groep NV, Series NC10 | 20,137,000 | 20,137,000 | 0 | 0.49% | -$433.78K |
| RESORTS WORLD/RWLV CAP REGD P/P 4.62500000 | 17,100,000 | 17,100,000 | 0 | 0.46% | -$3.82K |
| Exeter Automobile Receivables Trust, Series 2024-4A, Class E | 14,800,000 | 14,800,000 | 0 | 0.45% | -$151.61K |
| AKER BP ASA | 14,475,000 | 14,475,000 | 0 | 0.44% | -$632.80K |
| NORDEA BANK ABP JR SUBORDINA 144A 12/99 VAR | 16,049,000 | 16,049,000 | 0 | 0.42% | -$415.72K |
| NGGLN 5.994 03/06/33 144A | 13,550,000 | 13,550,000 | 0 | 0.41% | -$465.56K |
| Avolon Holdings Funding Ltd. | 13,425,000 | 13,425,000 | 0 | 0.41% | -$267.35K |
| GEN MOTORS FIN | 13,385,000 | 13,385,000 | 0 | 0.41% | -$361.51K |
| DARDEN RESTAURAN | 12,900,000 | 12,900,000 | 0 | 0.41% | -$525.45K |
| INDONESIA TREASURY BOND IDR 6.125% 05-15-28 | 219,632,000,000 | 219,632,000,000 | 0 | 0.40% | -$1.17M |
| Egypt Treasury Bills | 668,125,000 | 668,125,000 | 0 | 0.38% | $217.79K |
| GLS AUTO RECEIVABLES ISSUER TRUST 2024-3 GCAR 2024-3A E | 12,197,000 | 12,197,000 | 0 | 0.37% | -$165.17K |
| MINERVA LUXMBOURG SA 4.375% 03/18/2031 144A | 14,425,000 | 14,425,000 | 0 | 0.37% | -$715.36K |
| Avolon Holdings Funding Ltd. | 11,445,000 | 11,445,000 | 0 | 0.36% | -$200.40K |
| PNC FINANCIAL | 11,575,000 | 11,575,000 | 0 | 0.35% | -$357.27K |
| IMGCN 5.75 10/15/28 144A | 11,990,000 | 11,990,000 | 0 | 0.35% | -$265.84K |
| SOUTH AFRICA REPUBLIC OF 5.875% 04/20/2032 | 12,195,000 | 12,195,000 | 0 | 0.35% | -$702.31K |
| New Residential Mortgage Loan Trust 2020-RPL1 | 13,903,950 | 13,903,950 | 0 | 0.34% | -$338.62K |
| COEUR MINING INC REGD 144A P/P 5.12500000 | 11,678,000 | 11,678,000 | 0 | 0.34% | -$154.30K |
| CNO FINANCIAL | 10,720,000 | 10,720,000 | 0 | 0.33% | -$257.02K |
| FMCN 8.625 06/01/31 144A | 10,725,000 | 10,725,000 | 0 | 0.33% | $293.79K |
| MORGAN STANLEY | 11,355,000 | 11,355,000 | 0 | 0.33% | -$408.68K |
| FARMERS INSURANCE EXCHANGE 144A 4.747000% 11/01/2057 | 13,080,000 | 13,080,000 | 0 | 0.32% | -$148.80K |
| MPW 3 1/2 03/15/31 | 16,561,000 | 16,561,000 | 0 | 0.32% | -$1.66M |
| RWNYNY 7.25 10/01/29 144A | 10,075,000 | 10,075,000 | 0 | 0.31% | $186.62K |
| DraftKings Holdings, Inc., Convertible | 12,093,000 | 12,093,000 | 0 | 0.31% | -$175.35K |
| PRIME HEALTHCARE SERVICE SR SECURED 144A 09/29 9.375 | 10,575,000 | 10,575,000 | 0 | 0.31% | -$621.53K |
| CAPITAL ONE FINL | 9,860,000 | 9,860,000 | 0 | 0.31% | -$414.70K |
| PI0047 2024-1 | 9,326,910 | 9,326,910 | 0 | 0.31% | $229.13K |
| UNICREDIT SPA SUBORDINATED 144A 04/34 VAR | 9,395,000 | 9,395,000 | 0 | 0.30% | -$198.21K |
| Santander Bank Auto Credit-Linked Notes Series 2022-B | 9,550,000 | 9,550,000 | 0 | 0.30% | -$115.97K |
| ONEOK INC | 10,589,000 | 10,589,000 | 0 | 0.29% | -$484.46K |
| SOUTH BOW CAN INFRA HOLD SOUTH BOW CAN INFRA HOLD | 9,271,000 | 9,271,000 | 0 | 0.29% | -$102.75K |
| Australia & New Zealand Banking Group Ltd. | 9,295,000 | 9,295,000 | 0 | 0.28% | -$222.45K |
| Republic Finance Issuance Trust, Series 2021-A, Class D | 9,600,000 | 9,600,000 | 0 | 0.28% | -$55.87K |
| BX Trust 2021-ARIA | 9,000,000 | 9,000,000 | 0 | 0.27% | $52.88K |
| ISPIM 7.8 11/28/53 144A | 8,015,000 | 8,015,000 | 0 | 0.27% | -$654.19K |
| FARMERS EXCHANGE CAPITAL III 144A 5.454000% 10/15/2054 | 9,880,000 | 9,880,000 | 0 | 0.27% | $68.42K |
| FOUNDRY JV HOLDC | 9,090,000 | 9,090,000 | 0 | 0.27% | -$368.17K |
| JBS USA/FOOD/FIN | 8,612,000 | 8,612,000 | 0 | 0.26% | -$350.19K |
| Eagle RE Ltd., Series 2023-1, Class M1B | 8,240,000 | 8,240,000 | 0 | 0.26% | -$22.95K |
| JEFFERIES GROUP | 8,190,000 | 8,190,000 | 0 | 0.25% | -$326.99K |
| Provident Funding Associates L.P./ PFG Finance Corp. | 8,110,000 | 8,110,000 | 0 | 0.25% | $39.11K |
| Republic of Cote d'Ivoire | 8,965,000 | 8,965,000 | 0 | 0.25% | -$643.77K |
| BPCE | 8,070,000 | 8,070,000 | 0 | 0.24% | -$452.95K |
| STACR 2020-HQA5 B2 144A FRN 11-25-50 | 6,250,000 | 6,250,000 | 0 | 0.23% | $52.19K |
| ALLY FINL INC 6.184%/VAR 07/26/2035 | 7,750,000 | 7,750,000 | 0 | 0.23% | -$270.94K |
| Total Play Telecomunicaciones SA de CV | 9,900,000 | 9,900,000 | 0 | 0.23% | $2.81M |
| MORGAN STANLEY | 7,605,000 | 7,605,000 | 0 | 0.23% | -$354.95K |
| BANQUE OUEST AFRICAINE D REGD 144A P/P 4.70000000 | 8,430,000 | 8,430,000 | 0 | 0.23% | $3.88K |
| CAPITAL ONE FINL | 7,490,000 | 7,490,000 | 0 | 0.23% | -$304.96K |
| Auna SA | 7,170,800 | 7,170,800 | 0 | 0.23% | -$37.12K |
| Hilcorp Energy I, L.P. | 7,930,000 | 7,930,000 | 0 | 0.22% | -$509.09K |
| US BANCORP | 7,250,000 | 7,250,000 | 0 | 0.22% | -$219.29K |
| SFRFP 5.5 01/15/28 144a | 9,874,000 | 9,874,000 | 0 | 0.22% | $98.78K |
| AQNCN V4.75 01/18/82 | 7,670,000 | 7,670,000 | 0 | 0.22% | $34.80K |
| Lorca Telecom Bondco SA | 6,915,000 | 6,915,000 | 0 | 0.22% | -$485.50K |
| BANCO SANTANDER SA REGD V/R 3.22500000 | 8,400,000 | 8,400,000 | 0 | 0.22% | -$288.31K |
| THPT 2023-THL Mortgage Trust 7.92 | 7,000,000 | 7,000,000 | 0 | 0.22% | -$97.40K |
| RCKT Mortgage Trust 2022-3 | 10,150,000 | 10,150,000 | 0 | 0.21% | -$403.58K |
| Carnival Corp. | 6,280,000 | 6,280,000 | 0 | 0.21% | -$445.05K |
| ENBRIDGE INC SUBORDINATED 01/84 VAR | 6,338,000 | 6,338,000 | 0 | 0.21% | -$49.72K |
| NATWEST GROUP | 6,765,000 | 6,765,000 | 0 | 0.21% | -$174.57K |
| Amaggi Luxembourg International Sarl | 7,305,000 | 7,305,000 | 0 | 0.21% | -$291.55K |
| CITIZENS FIN GRP | 6,860,000 | 6,860,000 | 0 | 0.21% | -$230.28K |
| Continental Finance Credit Card ABS Master Trust | 6,550,000 | 6,550,000 | 0 | 0.21% | $111.08K |
| TeamSystem SpA | 6,535,000 | 6,535,000 | 0 | 0.21% | -$502.87K |
| INTL BK RECON/DEV INR SR UNSEC 6.85% 04-24-28 | 581,000,000 | 581,000,000 | 0 | 0.20% | -$254.17K |
| GS Mortgage-Backed Securities Corp Trust 2022-PJ4 | 9,640,000 | 9,640,000 | 0 | 0.20% | -$406.81K |
| SLG Office Trust, Series 2021-OVA, Class E | 8,350,000 | 8,350,000 | 0 | 0.20% | -$37.00K |
| FORD MOTOR CRED | 7,600,000 | 7,600,000 | 0 | 0.20% | -$168.87K |
| Sherwood Financing PLC | 5,170,000 | 5,170,000 | 0 | 0.19% | -$72.07K |
| LIMAK CIMENTO SANAYI VE TICARET AS | 6,520,000 | 6,520,000 | 0 | 0.19% | $23.67K |
| CAR 8 02/15/31 144A | 6,252,000 | 6,252,000 | 0 | 0.19% | $3.53K |
| ROMANIAN GOVERNMENT INTERNATIONAL BOND EUR 144A LIFE 5.25% 05-30-32 | 6,320,000 | 6,320,000 | 0 | 0.19% | -$666.09K |
| SLG Office Trust 2021-OVA | 8,000,000 | 8,000,000 | 0 | 0.19% | $9.27K |
| INTESA SANPAOLO SPA REGD V/R 144A P/P 7.77800000 | 5,760,000 | 5,760,000 | 0 | 0.19% | -$365.21K |
| MSCR 2021-MN3 M2 144A FRN 11-25-51 | 6,000,000 | 6,000,000 | 0 | 0.18% | $41.97K |
| STACR 2022-DNA2 B1 | 5,725,000 | 5,725,000 | 0 | 0.18% | -$38.45K |
| Energizer Gamma Acquisition BV | 6,020,000 | 6,020,000 | 0 | 0.18% | -$321.66K |
| NMEF Funding, LLC Series 2022-B, Class C | 5,950,000 | 5,950,000 | 0 | 0.18% | -$157.27K |
| STANDARD CHARTERED PLC SR UNSECURED 144A 05/28 VAR | 5,905,000 | 5,905,000 | 0 | 0.18% | -$83.37K |
| UBS GROUP | 6,325,000 | 6,325,000 | 0 | 0.18% | -$201.05K |
| BAYTEX ENERGY CORP REGD 144A P/P 8.50000000 | 5,785,000 | 5,785,000 | 0 | 0.18% | -$85.03K |
| Merion Re 2022-2 | 6,551,154 | 6,551,154 | 0 | 0.18% | -$327.25K |
| FREMF 2018-KHG1 Mortgage Trust | 6,364,000 | 6,364,000 | 0 | 0.18% | -$74.27K |
| UBS V9.25 PERP 144A | 5,090,000 | 5,090,000 | 0 | 0.18% | -$170.02K |
| European Bank for Reconstruction & Development | 512,000,000 | 512,000,000 | 0 | 0.18% | -$209.95K |
| STACR Trust, Series 2018-HRP2, Class B2 | 4,750,000 | 4,750,000 | 0 | 0.18% | $40.82K |
| BINOM Securitization Trust 2022-RPL1 | 8,062,000 | 8,062,000 | 0 | 0.17% | -$262.58K |
| Wells Fargo Mortgage Backed Securities 2022-2 Trust | 8,970,000 | 8,970,000 | 0 | 0.17% | -$358.59K |
| FREMF 2021-KG05 Mortgage Trust | 10,000,000 | 10,000,000 | 0 | 0.17% | -$117.56K |
| ENBRIDGE INC | 5,520,000 | 5,520,000 | 0 | 0.17% | $6.94K |
| GS MORTGAGE SECURITIES TRUST GSMS 2020 DUNE E 144A | 6,000,000 | 6,000,000 | 0 | 0.17% | -$193.08K |
| Towd Point Mortgage Trust 2019-HY1 | 5,639,000 | 5,639,000 | 0 | 0.17% | $36.24K |
| ENBRIDGE INC | 5,520,000 | 5,520,000 | 0 | 0.17% | -$112.99K |
| Republic of Angola | 6,420,000 | 6,420,000 | 0 | 0.17% | -$83.41K |
| BANTRY RE 2024 | 5,000,000 | 5,000,000 | 0 | 0.17% | $66.61K |
| ASG FINANCE DAC REGD 144A P/P 9.75000000 | 5,565,000 | 5,565,000 | 0 | 0.17% | $63.33K |
| CFMT LLC, Series 2024-HB15, Class M4 | 6,710,000 | 6,710,000 | 0 | 0.17% | $252.98K |
| TRUIST FINANCIAL | 5,565,000 | 5,565,000 | 0 | 0.17% | -$145.99K |
| COF V2.359 07/29/32 | 6,950,000 | 6,950,000 | 0 | 0.17% | -$84.26K |
| Ready Capital Mortgage Financing 2021-FL7 LLC | 5,600,000 | 5,600,000 | 0 | 0.17% | $102.34K |
| Nationstar Mortgage Holdings Inc. | 5,560,000 | 5,560,000 | 0 | 0.17% | -$102.98K |
| Lightning Power LLC | 5,390,000 | 5,390,000 | 0 | 0.17% | -$126.15K |
| RMF Buyout Issuance Trust, Series 2021-HB1, Class M5 | 6,000,000 | 6,000,000 | 0 | 0.17% | -$120.19K |
| GULLANE RE 2024 | 5,000,000 | 5,000,000 | 0 | 0.17% | $304.26K |
| Sector Re V Ltd | 4,000,000 | 4,000,000 | 0 | 0.17% | $209.01K |
| CHTR 4.75 03/01/30 144A | 6,000,000 | 6,000,000 | 0 | 0.17% | -$40.02K |
| AMUR EQUIPMENT FINANCE RECEIVABLES XII LLC | 5,250,000 | 5,250,000 | 0 | 0.16% | -$91.07K |
| REGIONS FINL | 5,555,000 | 5,555,000 | 0 | 0.16% | -$228.51K |
| NMEF Funding LLC, Series 2024-A, Class C | 5,450,000 | 5,450,000 | 0 | 0.16% | -$93.08K |
| Suntory Holdings Ltd. | 5,385,000 | 5,385,000 | 0 | 0.16% | -$175.45K |
| Venture Global LNG Inc | 5,145,000 | 5,145,000 | 0 | 0.16% | -$66.88K |
| MELCO RESORTS FINANCE REGD 144A P/P 7.62500000 | 5,345,000 | 5,345,000 | 0 | 0.16% | -$145.65K |
| ASHTEAD CAPITAL | 5,400,000 | 5,400,000 | 0 | 0.16% | -$193.94K |
| Light Servicos de Eletricidade SA/Light Energia SA | 9,225,000 | 9,225,000 | 0 | 0.16% | -$229.61K |
| Acuris Finance US Inc / Acuris Finance SARL | 5,540,000 | 5,540,000 | 0 | 0.16% | -$269.26K |
| PEAR 2021-1 LLC | 6,400,000 | 6,400,000 | 0 | 0.16% | $150.85K |
| BANCO SANTANDER | 5,000,000 | 5,000,000 | 0 | 0.16% | -$285.47K |
| Key Commercial Mortgage Securities Trust 2019-S2 | 5,600,000 | 5,600,000 | 0 | 0.16% | -$71.69K |
| BNP PARIBAS | 5,200,000 | 5,200,000 | 0 | 0.16% | -$181.99K |
| Serbia International Bond | 6,600,000 | 6,600,000 | 0 | 0.16% | -$282.77K |
| Fannie Mae Connecticut Avenue Securities | 4,940,000 | 4,940,000 | 0 | 0.16% | -$44.70K |
| Bellemeade Re Ltd., Series 2024-1, Class M1B | 5,110,000 | 5,110,000 | 0 | 0.16% | $4.46K |
| OneMain Finance Corp. | 5,775,000 | 5,775,000 | 0 | 0.15% | -$11.06K |
| Royal Caribbean Cruises Ltd. | 5,130,000 | 5,130,000 | 0 | 0.15% | -$141.38K |
| BPCE SA REGD V/R 144A P/P 3.11600000 | 6,150,000 | 6,150,000 | 0 | 0.15% | -$209.29K |
| COLOGIX DATA CENTERS ISSUER LL CLGIX 2022 1CAN A2 144A | 7,465,000 | 7,465,000 | 0 | 0.15% | -$274.19K |
| AMUR EQUIPMENT FINANCE RECEIVABLES XIII LLC AXIS 2024-1A D | 4,910,000 | 4,910,000 | 0 | 0.15% | -$97.43K |
| GAMBOGE RE 2024 | 5,000,000 | 5,000,000 | 0 | 0.15% | $228.56K |
| VETCN 6.875 05/01/30 144A | 5,050,000 | 5,050,000 | 0 | 0.15% | -$37.13K |
| Access Bank PLC | 5,180,000 | 5,180,000 | 0 | 0.15% | $25.03K |
| International Bank for Reconstruction & Development | 435,400,000 | 435,400,000 | 0 | 0.15% | -$204.53K |
| Freedom Mortgage Holdings LLC | 4,780,000 | 4,780,000 | 0 | 0.15% | $14.16K |
| Energian Israel Finance Ltd | 5,613,000 | 5,613,000 | 0 | 0.15% | $124.61K |
| NMEF Funding LLC, Series 2024-A, Class D | 4,997,000 | 4,997,000 | 0 | 0.15% | $6.31K |
| FREMOR 9.25 02/01/29 144A | 4,660,000 | 4,660,000 | 0 | 0.15% | -$34.97K |
| BANCO SANTANDER | 4,800,000 | 4,800,000 | 0 | 0.14% | -$228.86K |
| Egypt Government International Bonds | 5,560,000 | 5,560,000 | 0 | 0.14% | -$41.50K |
| TPHT_21-HE1 | 5,000,000 | 5,000,000 | 0 | 0.14% | $10.57K |
| Food Service Project SA | 4,500,000 | 4,500,000 | 0 | 0.14% | -$313.76K |
| JBS USA/FOOD/FIN | 4,610,000 | 4,610,000 | 0 | 0.14% | -$228.08K |
| READY CAPITAL MORTGAGE TRUST 2 RCMT 2019 5 E 144A | 5,400,000 | 5,400,000 | 0 | 0.14% | -$19.16K |
| 522 Funding CLO Ltd., Series 2019-5A, Class ER | 4,750,000 | 4,750,000 | 0 | 0.14% | $326.52K |
| CDW LLC/CDW FIN | 4,740,000 | 4,740,000 | 0 | 0.14% | -$177.78K |
| Belden Inc | 4,585,000 | 4,585,000 | 0 | 0.14% | -$244.57K |
| Sound Point Clo XXI Ltd | 4,750,000 | 4,750,000 | 0 | 0.14% | $83.38K |
| Neuberger Berman CLO XVII Ltd., Series 2014-17A, Class ER3 | 4,500,000 | 4,500,000 | 0 | 0.14% | $12.60K |
| RWLVCA 4 5/8 04/06/31 | 5,300,000 | 5,300,000 | 0 | 0.14% | -$65.48K |
| TULLOW OIL PLC 10.25% 05/15/2026 144A | 5,235,000 | 5,235,000 | 0 | 0.14% | -$216.75K |
| STENOR 7 3/8 06/01/31 | 4,475,000 | 4,475,000 | 0 | 0.14% | -$113.70K |
| ROMANIA REPUBLIC OF 5.625% 05/30/2037 144A | 4,515,000 | 4,515,000 | 0 | 0.14% | -$484.85K |
| CRASHC 8 3/4 02/15/29 | 4,549,000 | 4,549,000 | 0 | 0.13% | -$197.15K |
| FORD MOTOR CO | 4,430,000 | 4,430,000 | 0 | 0.13% | -$132.06K |
| Newark BSL CLO 1 Ltd | 4,500,000 | 4,500,000 | 0 | 0.13% | $4.28K |
| URUGUAY REPUBLICA ORIENTAL DL 9.75% 07/20/2033 | 190,614,000 | 190,614,000 | 0 | 0.13% | -$154.39K |
| ANGLOGOLD HOLDS | 4,776,000 | 4,776,000 | 0 | 0.13% | -$100.58K |
| YPF SA | 4,404,000 | 4,404,000 | 0 | 0.13% | $24.89K |
| ROYALTY PHARM | 4,420,000 | 4,420,000 | 0 | 0.13% | -$233.34K |
| FREMF 2017-KW02 Mortgage Trust | 4,500,000 | 4,500,000 | 0 | 0.13% | -$29.44K |
| GoldenTree Loan Management US CLO 6 Ltd., Series 2019-6A, Class DR | 4,250,000 | 4,250,000 | 0 | 0.13% | $10.92K |
| Mangrove Luxco III Sarl | 4,025,000 | 4,025,000 | 0 | 0.13% | -$275.17K |
| Tricolor Auto Securitization Trust 2024-1 | 4,022,000 | 4,022,000 | 0 | 0.13% | $48.80K |
| Fedrigoni SpA | 4,000,000 | 4,000,000 | 0 | 0.13% | -$265.81K |
| HIDROVIAS INTERNATIONAL FINANCE SARL 144A LIFE SR UNSEC 4.95% 02-08-31 | 4,910,000 | 4,910,000 | 0 | 0.13% | -$137.56K |
| Citigroup Mortgage Loan Trust 2018-RP3 | 5,264,850 | 5,264,850 | 0 | 0.13% | -$203.91K |
| THOPAS RE 2024 | 3,192,294 | 3,192,294 | 0 | 0.12% | $319.87K |
| Towd Point Mortgage Trust 2017-1 | 5,000,000 | 5,000,000 | 0 | 0.12% | -$145.61K |
| Vitality Re XIV Ltd., Series A | 4,000,000 | 4,000,000 | 0 | 0.12% | -$6.00K |
| COLUMBIA PIPE HC | 4,115,000 | 4,115,000 | 0 | 0.12% | -$135.35K |
| Assurant CLO IV LTD | 4,000,000 | 4,000,000 | 0 | 0.12% | $9.62K |
| ENOGLN 6.5 04/30/27 144A | 4,000,000 | 4,000,000 | 0 | 0.12% | $21.34K |
| South Bow Canadian Infrastructure Holdings Ltd | 3,845,000 | 3,845,000 | 0 | 0.12% | -$63.80K |
| ARGENTINA | 5,955,800 | 5,955,800 | 0 | 0.12% | $1.09M |
| J.P. Morgan Mortgage Trust 2022-4 | 5,650,000 | 5,650,000 | 0 | 0.12% | -$239.77K |
| FORD MOTOR CRED | 3,700,000 | 3,700,000 | 0 | 0.12% | -$88.87K |
| Bayview MSR Opportunity Master Fund Trust 2021-INV2 | 5,970,020 | 5,970,020 | 0 | 0.12% | -$237.51K |
| Alen 2021-ACEN Mortgage Trust | 6,320,000 | 6,320,000 | 0 | 0.12% | $1.27M |
| Tricon American Homes Trust, Series 2020-SFR2, Class E1 | 4,250,000 | 4,250,000 | 0 | 0.12% | -$50.22K |
| PETROLEOS MEXICANOS SR UNSEC SF 6.7% 02-16-32 | 4,435,000 | 4,435,000 | 0 | 0.12% | -$117.91K |
| REPUBLIC OF COLOMBIA SR UNSECURED 04/31 3.125 | 4,800,000 | 4,800,000 | 0 | 0.12% | -$151.20K |
| GTN 10.5 07/15/29 144A | 3,765,000 | 3,765,000 | 0 | 0.11% | -$167.66K |
| Fannie Mae Connecticut Avenue Securities | 3,740,000 | 3,740,000 | 0 | 0.11% | $11.88K |
| ALVGR V5.6 09/03/54 144A | 3,800,000 | 3,800,000 | 0 | 0.11% | -$173.81K |
| ZIGGO 5 01/15/32 144a | 4,205,000 | 4,205,000 | 0 | 0.11% | -$150.48K |
| Yapi ve Kredi Bankasi AS | 3,595,000 | 3,595,000 | 0 | 0.11% | -$51.08K |
| RRRPBZ 9.75 02/05/31 144A | 3,585,000 | 3,585,000 | 0 | 0.11% | -$81.77K |
| Veros Auto Receivables Trust 2024-1 | 3,500,000 | 3,500,000 | 0 | 0.11% | $72.32K |
| CSAIL Commercial Mortgage Trust, Series 2015-C1, Class C | 4,083,017 | 4,083,017 | 0 | 0.11% | $19.10K |
| Garda World Security Corp | 3,830,000 | 3,830,000 | 0 | 0.11% | -$44.75K |
| NOBLE FIN. II LLC 8.00% | 3,570,000 | 3,570,000 | 0 | 0.11% | -$77.92K |
| STACR 2020-HQA3 B2 144A FRN 07-25-50 | 2,670,000 | 2,670,000 | 0 | 0.11% | -$16.19K |
| KENNEDY-WILSON INC SR UNSEC 4.75% 02-01-30 | 4,050,000 | 4,050,000 | 0 | 0.11% | -$90.32K |
| THPT Mortgage Trust, Series 2023-THL, Class C | 3,500,000 | 3,500,000 | 0 | 0.11% | -$81.27K |
| LCM Investments Holdings II, LLC | 3,805,000 | 3,805,000 | 0 | 0.11% | -$103.17K |
| ONEOK INC | 3,862,000 | 3,862,000 | 0 | 0.11% | -$147.17K |
| AREIT Trust, Series 2022-CRE6, Class D | 3,600,000 | 3,600,000 | 0 | 0.11% | $6.66K |
| Eden Re II Ltd | 2,900,000 | 2,900,000 | 0 | 0.11% | $66.70K |
| DataBank Issuer, Series 2024-1A, Class A2 | 3,590,000 | 3,590,000 | 0 | 0.11% | -$58.88K |
| SYNCHRONY FINANC | 3,480,000 | 3,480,000 | 0 | 0.11% | -$63.28K |
| ROYALTY PHARM | 3,515,000 | 3,515,000 | 0 | 0.11% | -$100.17K |
| Banco Mercantil del Norte SA/Grand Cayman (pfd) 8.38% 10/14/2174 Perpetual | 3,460,000 | 3,460,000 | 0 | 0.10% | -$147.36K |
| FREMF Mortgage Trust, Series 2018-KBX1, Class B | 3,534,000 | 3,534,000 | 0 | 0.10% | $1.22K |
| ING GROEP NV | 3,450,000 | 3,450,000 | 0 | 0.10% | -$107.02K |
| Cascade MH Asset Trust 2021-MH1 | 4,000,000 | 4,000,000 | 0 | 0.10% | $150.92K |
| SBCLN 2024-A F | 3,400,000 | 3,400,000 | 0 | 0.10% | -$8.71K |
| Sector Re V Ltd | 2,500,000 | 2,500,000 | 0 | 0.10% | $130.63K |
| CAR 8.25 01/15/30 144A | 3,300,000 | 3,300,000 | 0 | 0.10% | $27.50K |
| HILTON GRAND VAC LLC/INC SR SECURED 144A 01/32 6.625 | 3,360,000 | 3,360,000 | 0 | 0.10% | -$30.26K |
| ARCHROCK PARTNERS LP/FIN REGD 144A P/P 6.62500000 | 3,350,000 | 3,350,000 | 0 | 0.10% | -$89.56K |
| UNITED GROUP BV 5.25% 02/01/2030 144A | 3,257,000 | 3,257,000 | 0 | 0.10% | -$208.78K |
| Iliad Holding SAS | 3,000,000 | 3,000,000 | 0 | 0.10% | -$215.42K |
| SHERWOOD FI 4.5% 11/15/26/EUR/ | 3,215,000 | 3,215,000 | 0 | 0.10% | -$73.12K |
| Fannie Mae Connecticut Avenue Securities, Series 2024-R03, Class 2M2 | 3,280,000 | 3,280,000 | 0 | 0.10% | $10.69K |
| PANGAEA RE 2024-1 | 2,750,000 | 2,750,000 | 0 | 0.10% | $256.68K |
| TORRICELLI RE 2024 | 3,000,000 | 3,000,000 | 0 | 0.10% | $54.68K |
| American Credit Acceptance Receivables Trust, Series 2024-3, Class D | 3,260,000 | 3,260,000 | 0 | 0.10% | -$47.84K |
| CCO Holdings, LLC/CCO Holdings Capital Corp. | 3,910,000 | 3,910,000 | 0 | 0.10% | -$30.68K |
| CSC HOLDINGS LLC SR UNSECURED 144A 12/30 4.625 | 6,200,000 | 6,200,000 | 0 | 0.10% | $92.75K |
| Merchants Fleet Funding LLC Series 2024-1A, Class E | 3,200,000 | 3,200,000 | 0 | 0.10% | -$57.75K |
| FLEX LTD | 3,285,000 | 3,285,000 | 0 | 0.10% | -$85.64K |
| UWMLLC 5.5 04/15/29 144A | 3,316,000 | 3,316,000 | 0 | 0.10% | -$35.65K |
| Continental Finance Credit Card ABS Master Trust | 3,000,000 | 3,000,000 | 0 | 0.10% | $114.59K |
| IVORY COAST GOVERNMENT INTERNATIONAL BOND EUR 144A LIFE SF 5.875% 10-17-31 | 3,270,000 | 3,270,000 | 0 | 0.10% | -$274.55K |
| Imperial Fund Mortgage Trust 2021-NQM2 | 4,350,000 | 4,350,000 | 0 | 0.09% | -$216.38K |
| Morgan Stanley Bank of America Merrill Lynch Trust 2015-C27 | 3,530,000 | 3,530,000 | 0 | 0.09% | $128.52K |
| Cleveland-Cliffs Inc. | 3,185,000 | 3,185,000 | 0 | 0.09% | -$91.98K |
| BAYTEX ENERGY CORP REGD 144A P/P 7.37500000 | 3,170,000 | 3,170,000 | 0 | 0.09% | -$69.59K |
| COMM MORTGAGE TRUST | 3,750,000 | 3,750,000 | 0 | 0.09% | -$64.48K |
| PI0048 RE 2024 | 3,000,000 | 3,000,000 | 0 | 0.09% | $201.31K |
| USA PART/USA FIN | 3,000,000 | 3,000,000 | 0 | 0.09% | -$36.91K |
| Mystic Re IV Ltd., Series A | 2,900,000 | 2,900,000 | 0 | 0.09% | $2.90K |
| PRESTIGE AUTO RECEIVABLES TRUST 2024-2 PART 2024-2A E | 3,110,000 | 3,110,000 | 0 | 0.09% | -$73.01K |
| STACR 2020-DNA6 B2 144A FRN 12-25-50 | 2,630,000 | 2,630,000 | 0 | 0.09% | $35.66K |
| CARLYLE US CLO 2019-4 LTD | 3,000,000 | 3,000,000 | 0 | 0.09% | $15.04K |
| FOUNDRY JV HOLDC | 2,945,000 | 2,945,000 | 0 | 0.09% | -$117.58K |
| ICG US CLO 2016-1 Ltd | 3,175,000 | 3,175,000 | 0 | 0.09% | $160.47K |
| BERWICK RE 2024 | 2,500,000 | 2,500,000 | 0 | 0.09% | $193.86K |
| Sound Point CLO XXVIII, Ltd. | 3,000,000 | 3,000,000 | 0 | 0.09% | $32.12K |
| Battalion CLO IX Ltd | 3,295,000 | 3,295,000 | 0 | 0.09% | $32.70K |
| HILTON GRAND VAC LLC/INC SR UNSECURED 144A 06/29 5 | 3,125,000 | 3,125,000 | 0 | 0.09% | -$24.27K |
| First Eagle BSL CLO 2019-1 Ltd | 3,000,000 | 3,000,000 | 0 | 0.09% | $1.45K |
| CAIXABANK SA SR UNSECURED 144A 06/35 VAR | 2,910,000 | 2,910,000 | 0 | 0.09% | -$158.88K |
| GLS Auto Receivables Issuer Trust, Series 2024-2A, Class E | 2,830,000 | 2,830,000 | 0 | 0.09% | -$42.89K |
| CFMT LLC, Series 2024-HB14, Class M4 | 3,450,000 | 3,450,000 | 0 | 0.09% | $112.67K |
| ROSSINI SARL | 2,600,000 | 2,600,000 | 0 | 0.09% | -$195.17K |
| GEN MOTORS FIN | 2,810,000 | 2,810,000 | 0 | 0.09% | -$58.37K |
| Cougar JV Subsidiary, LLC | 2,740,000 | 2,740,000 | 0 | 0.09% | -$53.75K |
| MSCR 2021-MN1 M2 144A FRN 01-25-51 | 2,750,000 | 2,750,000 | 0 | 0.08% | $16.15K |
| FNMA Connecticut Avenue Securities Trust, Series 2020-SBT1, Class 1M2 | 2,670,000 | 2,670,000 | 0 | 0.08% | -$18.67K |
| RMF Buyout Issuance Trust, Series 2021-HB1, Class M4 | 3,000,000 | 3,000,000 | 0 | 0.08% | -$34.85K |
| UNSEAM 7.875 02/15/31 144A | 2,695,000 | 2,695,000 | 0 | 0.08% | $1.61K |
| MSC 2014-150E AS | 3,350,000 | 3,350,000 | 0 | 0.08% | $46.24K |
| ONE Hotels GmbH | 2,445,000 | 2,445,000 | 0 | 0.08% | -$144.77K |
| UNITI GRP. LP / UNI 6.50% | 2,975,000 | 2,975,000 | 0 | 0.08% | $116.06K |
| PANGAEA RE 2024-3 | 2,500,000 | 2,500,000 | 0 | 0.08% | $75.59K |
| Granite Park Equipment Leasing LLC, Series 2023-1A, Class E | 2,885,000 | 2,885,000 | 0 | 0.08% | -$62.82K |
| ZEGONA FINANCE PLC /EUR/ REGD 144A P/P 6.75000000 | 2,400,000 | 2,400,000 | 0 | 0.08% | -$143.05K |
| RAY Financing LLC | 2,440,000 | 2,440,000 | 0 | 0.08% | -$148.09K |
| FREMF 2017-KW03 Mortgage Trust | 2,800,000 | 2,800,000 | 0 | 0.08% | -$26.08K |
| Sequoia Mortgage Trust 2022-1 | 4,100,000 | 4,100,000 | 0 | 0.08% | -$162.40K |
| Freddie Mac STACR Trust 2019-FTR3 | 2,431,000 | 2,431,000 | 0 | 0.08% | $55.41K |
| VFI ABS 2023-1 LLC | 2,540,000 | 2,540,000 | 0 | 0.08% | -$33.71K |
| Ready Capital Mortgage Trust 2019-5 | 2,659,000 | 2,659,000 | 0 | 0.08% | $35.25K |
| Grupo Aeromexico SAB de CV | 128,171 | 128,171 | 0 | 0.08% | -$154.04K |
| FREMF 2021-K131 Mortgage Trust | 5,000,000 | 5,000,000 | 0 | 0.08% | -$58.48K |
| Queen Street 2023 Re Designated Activity Company | 2,500,000 | 2,500,000 | 0 | 0.08% | $7.75K |
| BELLEMEADE RE LTD SOFR30A+215 08/25/2034 144A | 2,550,000 | 2,550,000 | 0 | 0.08% | -$2.65K |
| CSAIL Commercial Mortgage Trust, Series 2015-C4, Class D | 2,680,000 | 2,680,000 | 0 | 0.08% | $40.08K |
| High Point Re Ltd., Series A | 2,500,000 | 2,500,000 | 0 | 0.08% | -$15.50K |
| Long Point Re IV Ltd., Series 2022 | 2,500,000 | 2,500,000 | 0 | 0.08% | -$4.00K |
| Commercial Equipment Finance 2021-A LLC | 2,500,000 | 2,500,000 | 0 | 0.08% | $25.27K |
| SHEARE 9.625 09/15/32 144A | 2,350,000 | 2,350,000 | 0 | 0.07% | $29.25K |
| Cidron Aida Finco Sarl | 2,405,000 | 2,405,000 | 0 | 0.07% | -$154.05K |
| STACR 2021-HQA4 B1 12/41 | 2,340,000 | 2,340,000 | 0 | 0.07% | $9.96K |
| Summit Midstream Holdings, LLC | 2,325,000 | 2,325,000 | 0 | 0.07% | -$20.53K |
| ONEMAIN FIN. CORP 7.875% | 2,285,000 | 2,285,000 | 0 | 0.07% | -$5.09K |
| MIWIDO 6.75 04/01/32 144A | 2,340,000 | 2,340,000 | 0 | 0.07% | -$74.74K |
| ALLWYN ENT FIN UK 7.25% GTD 30/04/2030 EUR | 2,115,000 | 2,115,000 | 0 | 0.07% | -$157.70K |
| AMUR EQUIPMENT FINANCE RECEIVABLES X LLC AXIS 2022-1A E | 2,350,000 | 2,350,000 | 0 | 0.07% | $76 |
| FMCN 9.375 03/01/29 144A | 2,200,000 | 2,200,000 | 0 | 0.07% | $7.71K |
| SCF Equipment Leasing LLC, Series 2024-1A, Class E | 2,300,000 | 2,300,000 | 0 | 0.07% | -$53.84K |
| AMERICOLD REALT | 2,425,000 | 2,425,000 | 0 | 0.07% | -$111.99K |
| ZF North America Capital, Inc. | 2,335,000 | 2,335,000 | 0 | 0.07% | -$128.19K |
| HPEFS Equipment Trust, Series 2023-2A, Class D | 2,220,000 | 2,220,000 | 0 | 0.07% | -$17.48K |
| Sanders Re Ltd | 2,250,000 | 2,250,000 | 0 | 0.07% | -$12.60K |
| PREF 2024-1A E | 2,260,000 | 2,260,000 | 0 | 0.07% | -$10.03K |
Top 300 of 521, by weight.
Machine-readable: JSON · Markdown. Programmatic access via the agent surface.