Grundlæggende statistik
| Porteføljeværdi | $ 233.429.083 |
| Nuværende stillinger | 301 |
Seneste beholdninger, ydeevne, AUM (fra 13F, 13D)
Ellington Credit Co har afsløret 301 samlede besiddelser i deres seneste SEC-arkivering. Den seneste porteføljeværdi er beregnet til at være $ 233.429.083 USD. Faktiske aktiver under forvaltning (AUM) er denne værdi plus kontanter (som ikke er oplyst). Ellington Credit Cos største beholdninger er Goldman Sachs Trust - Goldman Sachs Financial Square Government Fund (US:GSAXX) , Canyon Capital CLO 2019-1 Ltd (KY:US13887UAC80) , CLO Subordinated Note (KY:US04016BAC37) , VIBRANT CLO XIII, LTD (KY:US92557CAC10) , and FIRST EAGLE BSL CLO 2019-1 LTD SER 2019-1A CL D V/R REGD 144A P/P 9.57493000 (KY:US32010GAA31) . Ellington Credit Cos nye stillinger omfatter Goldman Sachs Trust - Goldman Sachs Financial Square Government Fund (US:GSAXX) , Canyon Capital CLO 2019-1 Ltd (KY:US13887UAC80) , CLO Subordinated Note (KY:US04016BAC37) , VIBRANT CLO XIII, LTD (KY:US92557CAC10) , and FIRST EAGLE BSL CLO 2019-1 LTD SER 2019-1A CL D V/R REGD 144A P/P 9.57493000 (KY:US32010GAA31) .
Top øger dette kvartal
Vi bruger ændringen i porteføljeallokeringen, fordi dette er den mest meningsfulde metrik. Ændringer kan skyldes handler eller ændringer i aktiekurser.
| Sikkerhed | Aktier (MM) |
Værdi (MM$) |
Portefølje % | ΔPortefølje % |
|---|---|---|---|---|
| 25,23 | 25,23 | 10,9830 | 10,9830 | |
| 16,40 | 7,1387 | 7,1387 | ||
| 7,60 | 3,3082 | 3,3082 | ||
| 7,42 | 3,2277 | 3,2277 | ||
| 7,36 | 3,2034 | 3,2034 | ||
| 7,24 | 3,1506 | 3,1506 | ||
| 6,57 | 2,8598 | 2,8598 | ||
| 6,56 | 2,8566 | 2,8566 | ||
| 6,10 | 2,6571 | 2,6571 | ||
| 5,48 | 2,3845 | 2,3845 |
Top falder i dette kvartal
Vi bruger ændringen i porteføljeallokeringen, fordi dette er den mest meningsfulde metrik. Ændringer kan skyldes handler eller ændringer i aktiekurser.
| Sikkerhed | Aktier (MM) |
Værdi (MM$) |
Portefølje % | ΔPortefølje % |
|---|---|---|---|---|
| -7,17 | -3,1232 | -3,1232 | ||
| -4,69 | -2,0419 | -2,0419 | ||
| -3,17 | -1,3807 | -1,3807 | ||
| -2,75 | -1,1992 | -1,1992 | ||
| -2,72 | -1,1857 | -1,1857 | ||
| -2,38 | -1,0373 | -1,0373 | ||
| -2,21 | -0,9642 | -0,9642 | ||
| -2,17 | -0,9463 | -0,9463 | ||
| -2,09 | -0,9111 | -0,9111 | ||
| -2,07 | -0,9010 | -0,9010 |
13F og Fondsarkivering
Denne formular blev indsendt den 2025-08-29 for rapporteringsperioden 2025-06-30. Klik på linkikonet for at se den fulde transaktionshistorik.
Opgrader for at låse op for premium-data og eksportere til Excel 
.
2022-07-28: Vigtig note - Vi har ændret behandlingen af kolonnen Δ Portefølje % i denne tabel. Tidligere rapporterede vi det som den procentvise ændring i porteføljeallokeringen. Vi rapporterer det nu som den rå ændring i porteføljeallokeringen (stadig rapporteret som en procent). I formeltermer rapporterede vi det tidligere som 100 * (aktuel allokering - forudgående tildeling) / forudgående tildeling. Vi indberetter det nu som (nuværende tildeling - forudgående tildeling).
| Sikkerhed | Type | Gennemsnitlig aktiekurs | Aktier (MM) |
Δ Aktier (%) |
Δ Aktier (%) |
Værdi ($MM) |
Portefølje (%) |
ΔPortefølje (%) |
|
|---|---|---|---|---|---|---|---|---|---|
| GSAXX / Goldman Sachs Trust - Goldman Sachs Financial Square Government Fund | 25,23 | 25,23 | 10,9830 | 10,9830 | |||||
| Bridge Street CLO V Ltd / ABS-CBDO (US107922AC04) | 16,40 | 7,1387 | 7,1387 | ||||||
| Voya CLO 2024-5 Ltd / ABS-CBDO (US92891UAC62) | 7,60 | 3,3082 | 3,3082 | ||||||
| New Mountain CLO 2 Ltd / ABS-CBDO (US64754KAC36) | 7,42 | 3,2277 | 3,2277 | ||||||
| Empower CLO 2022-1 Ltd / ABS-CBDO (US29246YAC21) | 7,36 | 3,2034 | 3,2034 | ||||||
| Voya 2024-3 LTD / ABS-CBDO (US92944VAC19) | 7,24 | 3,1506 | 3,1506 | ||||||
| Bain Capital Credit CLO 2017-2 Ltd / ABS-CBDO (US05682TAG58) | 6,57 | 2,8598 | 2,8598 | ||||||
| US13887UAC80 / Canyon Capital CLO 2019-1 Ltd | 6,56 | 2,8566 | 2,8566 | ||||||
| Magnetite Xxx Ltd / ABS-CBDO (US55953VAC63) | 6,10 | 2,6571 | 2,6571 | ||||||
| Apidos CLO L / ABS-CBDO (US03771LAE48) | 5,48 | 2,3845 | 2,3845 | ||||||
| Elmwood CLO 24 Ltd / ABS-CBDO (US29002NAC02) | 5,36 | 2,3331 | 2,3331 | ||||||
| Zais Clo 13 Ltd / ABS-CBDO (US98876PAA75) | 5,26 | 2,2886 | 2,2886 | ||||||
| Balboa Bay Loan Funding 2024-2 Ltd / ABS-CBDO (US05765BAC37) | 5,18 | 2,2548 | 2,2548 | ||||||
| US04016BAC37 / CLO Subordinated Note | 5,10 | 2,2200 | 2,2200 | ||||||
| Oaktree CLO 2020-1 Ltd / ABS-CBDO (US67402GAC15) | 4,53 | 1,9701 | 1,9701 | ||||||
| US92557CAC10 / VIBRANT CLO XIII, LTD | 4,52 | 1,9666 | 1,9666 | ||||||
| US32010GAA31 / FIRST EAGLE BSL CLO 2019-1 LTD SER 2019-1A CL D V/R REGD 144A P/P 9.57493000 | 4,42 | 1,9251 | 1,9251 | ||||||
| Alinea CLO 2018-1 Ltd / ABS-CBDO (US016268AD65) | 4,26 | 1,8526 | 1,8526 | ||||||
| Madison Park Funding XXIV Ltd / ABS-CBDO (US55820QAG91) | 4,02 | 1,7510 | 1,7510 | ||||||
| US87190LAC46 / TCW GEM LTD SERIES: 21-1A CLASS: SUB | 3,99 | 1,7368 | 1,7368 | ||||||
| ICG US CLO 2014-1 Ltd / ABS-CBDO (US44928YAN22) | 3,83 | 1,6675 | 1,6675 | ||||||
| OCP CLO Ltd / ABS-CBDO (US671024AC14) | 3,78 | 1,6463 | 1,6463 | ||||||
| US22823TAE55 / Crown City CLO I | 3,19 | 1,3885 | 1,3885 | ||||||
| ABPCI DIRECT LENDING FUND CLO XV LTD / ABS-CBDO (US000841AA43) | 3,03 | 1,3174 | 1,3174 | ||||||
| Fortress Credit BSL VIII Ltd / ABS-CBDO (US34962FAA93) | 2,99 | 1,3020 | 1,3020 | ||||||
| Atlas Static Senior Loan Fund I Ltd / ABS-CBDO (US04942QAA31) | 2,98 | 1,2959 | 1,2959 | ||||||
| US70019FAA66 / Park Avenue Institutional Advisers CLO Ltd | 2,91 | 1,2667 | 1,2667 | ||||||
| Bain Capital Credit CLO 2024-3 Ltd / ABS-CBDO (US05685UAC80) | 2,90 | 1,2606 | 1,2606 | ||||||
| Voya CLO 2025-1 Ltd / ABS-CBDO (US92945LAB45) | 2,85 | 1,2397 | 1,2397 | ||||||
| US14310AAE38 / Carlyle Global Market Strategies CLO 2012-4, Ltd. | 2,78 | 1,2115 | 1,2115 | ||||||
| Marathon CLO 2021-16 Ltd / ABS-CBDO (US56581DAE04) | 2,50 | 1,0882 | 1,0882 | ||||||
| US22846EAE14 / CROWN POINT CLO 9 LTD CRNPT 2020-9A ER | 2,48 | 1,0785 | 1,0785 | ||||||
| Blackrock MT Hood CLO X LLC / ABS-CBDO (US09263GAW78) | 2,43 | 1,0566 | 1,0566 | ||||||
| US449254AD31 / ICG US CLO 2017-1, Ltd. | 2,37 | 1,0311 | 1,0311 | ||||||
| Carysfort Park CLO DAC / ABS-CBDO (XS2319867581) | 2,31 | 1,0042 | 1,0042 | ||||||
| Ravensdale Park CLO DAC / ABS-CBDO (XS3006391943) | 2,24 | 0,9768 | 0,9768 | ||||||
| Hayfin Emerald Clo X DAC / ABS-CBDO (XS2813168429) | 2,24 | 0,9764 | 0,9764 | ||||||
| US61747C7074 / Morgan Stanley Institutional Liquidity Funds Government Portfolio, Institutional Class | 2,18 | 2,18 | 0,9473 | 0,9473 | |||||
| US67400JAC71 / Oaktree CLO 2019-4 Ltd | 2,18 | 0,9472 | 0,9472 | ||||||
| US04017AAC45 / CLO Subordinated Note | 2,14 | 0,9328 | 0,9328 | ||||||
| TFDXX / Blackrock Liquidity Funds - BlackRock Liquidity Funds FedFund Portfolio Institutional Class | 2,11 | 2,11 | 0,9194 | 0,9194 | |||||
| Tikehau CLO XIII DAC / ABS-CBDO (XS3006148509) | 2,05 | 0,8917 | 0,8917 | ||||||
| Atlas Senior Loan Fund XXIII Ltd / ABS-CBDO (USG0627TAB82) | 2,04 | 0,8863 | 0,8863 | ||||||
| US39808GAN60 / GREYWOLF CLO II LTD | 2,00 | 0,8705 | 0,8705 | ||||||
| Trinitas Clo IX Ltd / ABS-CBDO (USG90623AA08) | 1,97 | 0,8584 | 0,8584 | ||||||
| US10806AAC62 / Bridge Street CLO Ltd | 1,97 | 0,8581 | 0,8581 | ||||||
| US22823JAC18 / CROWN CITY CLO CCITY 2020 2A SUB 144A | 1,96 | 0,8516 | 0,8516 | ||||||
| Rockford Tower CLO 2021-3 Ltd / ABS-CBDO (US77341PAE07) | 1,92 | 0,8376 | 0,8376 | ||||||
| US228234AA86 / Crown City CLO III | 1,92 | 0,8375 | 0,8375 | ||||||
| US87165TAE47 / Symphony CLO XVI Ltd | 1,91 | 0,8313 | 0,8313 | ||||||
| Trinitas CLO XII Ltd / ABS-CBDO (US89641NAE76) | 1,88 | 0,8177 | 0,8177 | ||||||
| US67577PAA49 / Octagon 56 Ltd | 1,86 | 0,8083 | 0,8083 | ||||||
| Crown City CLO III / ABS-CBDO (US228234AC43) | 1,84 | 0,8015 | 0,8015 | ||||||
| US92332MAA53 / Venture 36 Clo Ltd | 1,83 | 0,7961 | 0,7961 | ||||||
| Wellfleet CLO 2021-3 Ltd / ABS-CBDO (US94951KAA51) | 1,82 | 0,7940 | 0,7940 | ||||||
| XS1648278015 / St Paul's CLO V DAC | 1,82 | 0,7906 | 0,7906 | ||||||
| Wind River 2021-1 CLO Ltd / ABS-CBDO (US97314HAN98) | 1,81 | 0,7894 | 0,7894 | ||||||
| US87165KAE38 / Symphony CLO XV, Ltd. | 1,81 | 0,7893 | 0,7893 | ||||||
| US98887UAA34 / Zais Clo 6 Ltd | 1,80 | 0,7855 | 0,7855 | ||||||
| MAN Euro Clo 2023-1 DAC / ABS-CBDO (XS2700383362) | 1,75 | 0,7635 | 0,7635 | ||||||
| Madison Park Euro Funding XIV DAC / ABS-CBDO (XS2418763574) | 1,75 | 0,7597 | 0,7597 | ||||||
| US67113EAA01 / OZLM XXIV LTD OZLM 2019-24A D | 1,74 | 0,7574 | 0,7574 | ||||||
| XS2062959452 / BLACKROCK EUROPEAN CLO IX DAC BECLO 9X F | 1,73 | 0,7546 | 0,7546 | ||||||
| US98625RAC34 / YCLO 2015-1A SUB MTGE 01 PREFERRED STOCK | 1,72 | 0,7499 | 0,7499 | ||||||
| US05683XAA81 / Bain Capital Credit CLO 2022-2, Ltd. | 1,70 | 0,7383 | 0,7383 | ||||||
| US26244RAE18 / Dryden 54 Senior Loan Fund | 1,69 | 0,7358 | 0,7358 | ||||||
| HPS Loan Management 2025-24 Ltd / ABS-CBDO (US44332YAE23) | 1,68 | 0,7323 | 0,7323 | ||||||
| Toro European CLO 6 DAC / ABS-CBDO (XS2027431886) | 1,68 | 0,7296 | 0,7296 | ||||||
| XS2300340952 / BOSPHORUS CLO VI DAC BOPHO 6X E | 1,67 | 0,7274 | 0,7274 | ||||||
| Cairn CLO XVIII DAC / ABS-CBDO (XS2872285387) | 1,65 | 0,7174 | 0,7174 | ||||||
| Atlas Senior Loan Fund XXIV Ltd / ABS-CBDO (US04943QAC87) | 1,63 | 0,7075 | 0,7075 | ||||||
| Bain Capital Credit CLO 2022-2 Ltd / ABS-CBDO (US05683XAG51) | 1,62 | 0,7052 | 0,7052 | ||||||
| US44929CAJ80 / ICG US CLO 2014-2, Ltd. | 1,54 | 0,6719 | 0,6719 | ||||||
| Dryden 29 Euro CLO 2013 DAC / ABS-CBDO (XS1735594373) | 1,52 | 0,6595 | 0,6595 | ||||||
| US55280HBE62 / MCF CLO IV LLC | 1,51 | 0,6555 | 0,6555 | ||||||
| Crestline Denali CLO XV Ltd / ABS-CBDO (US22616BAE56) | 1,50 | 0,6510 | 0,6510 | ||||||
| Invesco Euro CLO IV DAC / ABS-CBDO (XS2114943876) | 1,49 | 0,6474 | 0,6474 | ||||||
| VENTR / Venture XXVI CLO Ltd | 1,48 | 0,6436 | 0,6436 | ||||||
| TCW CLO 2025-1 LTD / ABS-CBDO (US872409AC13) | 1,47 | 0,6413 | 0,6413 | ||||||
| US80349CAQ87 / SARAT 2013-1A ER3 | 1,46 | 0,6355 | 0,6355 | ||||||
| Jubilee CLO 2020 XXIV DAC / ABS-CBDO (XS2262819597) | 1,45 | 0,6320 | 0,6320 | ||||||
| Crown City CLO I / ABS-CBDO (US22823TAC99) | 1,43 | 0,6241 | 0,6241 | ||||||
| CVC Cordatus Loan Fund X DAC / ABS-CBDO (XS2988634569) | 1,43 | 0,6241 | 0,6241 | ||||||
| XS1864488397 / DRYDEN 32 EURO CLO 2014 B.V. DRYD 2014-32X FR | 1,42 | 0,6186 | 0,6186 | ||||||
| Palmer Square European Loan Funding 2022-1 DAC / ABS-CBDO (XS2439767232) | 1,41 | 0,6127 | 0,6127 | ||||||
| USG0887TAB38 / Battalion CLO XV, Ltd. | 1,40 | 0,6113 | 0,6113 | ||||||
| US04964LAJ89 / Atrium IX | 1,40 | 0,6099 | 0,6099 | ||||||
| US15033FAC95 / Cedar Funding IX CLO Ltd., Series 2018-9A, Class SUB | 1,38 | 0,6025 | 0,6025 | ||||||
| Regatta 31 Funding Ltd / ABS-CBDO (US758981AC85) | 1,38 | 0,6000 | 0,6000 | ||||||
| Jubilee CLO 2021-XXV DAC / ABS-CBDO (XS2402443902) | 1,37 | 0,5977 | 0,5977 | ||||||
| Barings Euro CLO 2020-1 DAC / ABS-CBDO (XS2230876398) | 1,36 | 0,5938 | 0,5938 | ||||||
| US55822FAC05 / Madison Park Funding LIX, Ltd. | 1,33 | 0,5800 | 0,5800 | ||||||
| XS1898113813 / CGMSE, Series 2014-2X | 1,33 | 0,5795 | 0,5795 | ||||||
| Trinitas CLO VI Ltd / ABS-CBDO (US89641BAG86) | 1,31 | 0,5690 | 0,5690 | ||||||
| Catamaran CLO 2014-1 Ltd / ABS-CBDO (US14889FAJ21) | 1,29 | 0,5634 | 0,5634 | ||||||
| US34961RAA41 / Fortress Credit Bsl X, Ltd. | 1,29 | 0,5604 | 0,5604 | ||||||
| Zais Clo 18 Ltd / ABS-CBDO (US98885PAA66) | 1,26 | 0,5495 | 0,5495 | ||||||
| US64129VAB99 / NEUB 2014-17A SUB - NEUBERGER BERMAN CLO XVII LTD 04/22/2029 | 1,24 | 0,5398 | 0,5398 | ||||||
| US34964NAA00 / Fortress Credit Bsl XVII, Ltd. | 1,24 | 0,5394 | 0,5394 | ||||||
| US94951KAC18 / WELLFLEET CLO 2021-3 LTD WELF 2021-3A E | 1,21 | 0,5252 | 0,5252 | ||||||
| US92329HAH66 / VENTURE XVIII CLO LTD SER 2014-18A CL ER V/R REGD P/P 6.77375000 | 1,20 | 0,5242 | 0,5242 | ||||||
| US70018FAE97 / Park Avenue Institutional Advisers CLO Ltd 2017-1 | 1,20 | 0,5221 | 0,5221 | ||||||
| Trinitas Clo IX Ltd / ABS-CBDO (US89641KAA16) | 1,17 | 0,5074 | 0,5074 | ||||||
| XS2405875050 / ROCKFORD TOWER EUROPE CLO 2021-2 DAC RFTE 2021-2X F | 1,16 | 0,5051 | 0,5051 | ||||||
| Harvest Clo XXIX DAC / ABS-CBDO (XS2848257643) | 1,15 | 0,5023 | 0,5023 | ||||||
| US171937AL93 / CIFC-LBC Middle Market CLO LLC | 1,15 | 0,4998 | 0,4998 | ||||||
| US94950QAA31 / Wellfleet Clo 2019-1 Ltd | 1,13 | 0,4917 | 0,4917 | ||||||
| US04942DAA28 / Atlas Senior Loan Fund XIV | 1,10 | 0,4788 | 0,4788 | ||||||
| US10806GAC33 / Bridge Street CLO III Ltd | 1,09 | 0,4753 | 0,4753 | ||||||
| ICG US Clo 2021-3 Ltd / ABS-CBDO (US449249AL54) | 1,09 | 0,4732 | 0,4732 | ||||||
| St Paul's CLO IV DAC / ABS-CBDO (XS1852566857) | 1,08 | 0,4716 | 0,4716 | ||||||
| US22846PAA49 / Crown Point CLO IV, Ltd. | 1,07 | 0,4671 | 0,4671 | ||||||
| US66860YAA38 / NORTHWOODS CAPITAL 27 LTD WOODS 2021-27A E | 1,07 | 0,4655 | 0,4655 | ||||||
| US125475AA17 / CIFC FUNDING LTD CIFC 2014 2RA INC 144A | 1,06 | 0,4620 | 0,4620 | ||||||
| Marble Point CLO XXII Ltd / ABS-CBDO (USG58600AA85) | 1,05 | 0,4586 | 0,4586 | ||||||
| Symphony CLO XXIII Ltd / ABS-CBDO (USG86500AB45) | 1,05 | 0,4571 | 0,4571 | ||||||
| US054972AA25 / Bbam US Clo III Ltd | 1,01 | 0,4381 | 0,4381 | ||||||
| THL Credit Wind River 2019-3 Clo Ltd / ABS-CBDO (US97314GAE17) | 0,99 | 0,4326 | 0,4326 | ||||||
| Battalion CLO XX Ltd / ABS-CBDO (US07134VAC90) | 0,99 | 0,4289 | 0,4289 | ||||||
| US33830NAC02 / 522 Funding CLO 2019-5 Ltd | 0,98 | 0,4276 | 0,4276 | ||||||
| US69917BAE20 / Parallel 2020-1 Ltd | 0,97 | 0,4242 | 0,4242 | ||||||
| Venture XV CLO Ltd / ABS-CBDO (US92328LAH87) | 0,96 | 0,4179 | 0,4179 | ||||||
| US34963GAE89 / Fortress Credit BSL XII Ltd | 0,95 | 0,4148 | 0,4148 | ||||||
| US75887YAC93 / REG11 2018-1A SUB MTGE 07 PREFERRED STOCK | 0,94 | 0,4074 | 0,4074 | ||||||
| Apidos CLO XLII Ltd / ABS-CBDO (US03770HAE45) | 0,88 | 0,3837 | 0,3837 | ||||||
| TCW CLO 2023-1 Ltd / ABS-CBDO (USG86909AA92) | 0,88 | 0,3831 | 0,3831 | ||||||
| US55819RAE53 / Madison Park Funding XIX Ltd | 0,88 | 0,3829 | 0,3829 | ||||||
| HalseyPoint CLO 3 Ltd / ABS-CBDO (US40638VAE74) | 0,86 | 0,3761 | 0,3761 | ||||||
| Jubilee CLO 2013-X DAC / ABS-CBDO (XS2332244305) | 0,86 | 0,3738 | 0,3738 | ||||||
| XS2309363153 / Sculptor European CLO I DAC | 0,85 | 0,3700 | 0,3700 | ||||||
| US17182HAE62 / CIFC Funding 2018-IV, Ltd. | 0,82 | 0,3551 | 0,3551 | ||||||
| USG94706AC57 / Vibrant CLO XV, Ltd. | 0,80 | 0,3475 | 0,3475 | ||||||
| Apex Credit CLO 2022-1 Ltd / ABS-CBDO (US03753WAA09) | 0,78 | 0,3404 | 0,3404 | ||||||
| US98887JAG58 / ZAIS CLO 3 LTD ZCLO3 2015-3A DR | 0,76 | 0,3299 | 0,3299 | ||||||
| Tralee CLO IV Ltd / ABS-CBDO (US89300FAJ57) | 0,76 | 0,3297 | 0,3297 | ||||||
| OAK Hill European Credit Partners VII DAC / ABS-CBDO (XS1843455525) | 0,73 | 0,3177 | 0,3177 | ||||||
| St Paul's CLO VII DAC / ABS-CBDO (XS1854833800) | 0,71 | 0,3075 | 0,3075 | ||||||
| US27830VAE02 / Eaton Vance CLO 2019-1 Ltd | 0,69 | 0,3017 | 0,3017 | ||||||
| US07131CAC47 / Battalion Clo XV, Ltd. | 0,69 | 0,2982 | 0,2982 | ||||||
| US92331PAA93 / Venture XXX CLO, Ltd. | 0,67 | 0,2931 | 0,2931 | ||||||
| Jubilee CLO 2017-XIX DAC / ABS-CBDO (XS3077195504) | 0,67 | 0,2914 | 0,2914 | ||||||
| Invesco Euro CLO V DAC / ABS-CBDO (XS2269331406) | 0,67 | 0,2909 | 0,2909 | ||||||
| US77341YAC57 / Rockford Tower CLO 2022-3 Ltd | 0,65 | 0,2824 | 0,2824 | ||||||
| Ballyrock CLO 25 Ltd / ABS-CBDO (US05876RAC43) | 0,65 | 0,2810 | 0,2810 | ||||||
| St Paul's CLO IV DAC / ABS-CBDO (XS1852566931) | 0,63 | 0,2745 | 0,2745 | ||||||
| Anchorage Credit Funding 6 Ltd / ABS-CBDO (US03330MAA45) | 0,63 | 0,2726 | 0,2726 | ||||||
| US74979RAC60 / RR 5 Ltd | 0,62 | 0,2718 | 0,2718 | ||||||
| US56607LAA08 / Marble Point CLO XX, Ltd. | 0,60 | 0,2612 | 0,2612 | ||||||
| US70017PAA66 / Park Avenue Institutional Advisers CLO Ltd 2021-1 | 0,59 | 0,2566 | 0,2566 | ||||||
| US55821BAE65 / Madison Park Funding XXVIII, Ltd. | 0,55 | 0,2386 | 0,2386 | ||||||
| Barings Euro CLO 2021-1 DAC / ABS-CBDO (XS2322245841) | 0,53 | 0,2295 | 0,2295 | ||||||
| US103226AC06 / Boyce Park Clo Ltd | 0,45 | 0,1974 | 0,1974 | ||||||
| Octagon Investment Partners 41 Ltd / ABS-CBDO (US67592GAC15) | 0,44 | 0,1927 | 0,1927 | ||||||
| Invesco Euro CLO I DAC / ABS-CBDO (XS1911622006) | 0,42 | 0,1843 | 0,1843 | ||||||
| TCW CLO 2023-1 Ltd / ABS-CBDO (US871976AA44) | 0,41 | 0,1772 | 0,1772 | ||||||
| Greywolf CLO II Ltd / ABS-CBDO (US39808GAJ58) | 0,39 | 0,1680 | 0,1680 | ||||||
| US87249WAC10 / THL Credit Wind River 2019-3 Clo Ltd | 0,38 | 0,1650 | 0,1650 | ||||||
| US50204BAA26 / LCM 32 LTD SERIES: 32A CLASS: INC | 0,37 | 0,1599 | 0,1599 | ||||||
| PPM CLO 2 Ltd / ABS-CBDO (US69377PBC77) | 0,36 | 0,1582 | 0,1582 | ||||||
| US89300GAE44 / Tralee CLO V Ltd | 0,33 | 0,1432 | 0,1432 | ||||||
| OHA Loan Funding 2013-1 Ltd / ABS-CBDO (USG6722KAC65) | 0,29 | 0,1263 | 0,1263 | ||||||
| Greywolf CLO II Ltd / ABS-CBDO (US39808GAL05) | 0,29 | 0,1250 | 0,1250 | ||||||
| US92331JAG04 / Venture XXII CLO, Ltd. | 0,25 | 0,1098 | 0,1098 | ||||||
| BNPP IP Euro CLO 2015-1 DAC / ABS-CBDO (XS1209234639) | 0,25 | 0,1095 | 0,1095 | ||||||
| Greywolf CLO II Ltd / ABS-CBDO (USG41218AF80) | 0,24 | 0,1031 | 0,1031 | ||||||
| Carlyle Global Market Strategies Euro CLO 2014-2 Ltd / ABS-CBDO (XS1075043890) | 0,23 | 0,1020 | 0,1020 | ||||||
| KKR CLO 14 Ltd / ABS-CBDO (USG52786AB91) | 0,23 | 0,0986 | 0,0986 | ||||||
| Vibrant Clo III Ltd / ABS-CBDO (US92557UBE64) | 0,23 | 0,0979 | 0,0979 | ||||||
| US08181NAC74 / BENEFIT STREET PARTNERS CLO XIV 04/20/2031 | 0,21 | 0,0928 | 0,0928 | ||||||
| US92331TAA16 / Venture XXVII CLO Ltd | 0,20 | 0,0887 | 0,0887 | ||||||
| Symphony CLO XXVI Ltd / ABS-CBDO (USG8861GAB44) | 0,19 | 0,0844 | 0,0844 | ||||||
| US69377RAC43 / PPM CLO 2 Ltd | 0,18 | 0,0793 | 0,0793 | ||||||
| ANN 10/20/40 @ 0.9025% / DIR (N/A) | 0,18 | 0,0764 | 0,0764 | ||||||
| BOBA-2024-2-FEE / ABS-O (N/A) | 0,14 | 0,0609 | 0,0609 | ||||||
| SOLARAY LLC TERM 1L Sr. Secd / LON (N/A) | 0,14 | 0,0604 | 0,0604 | ||||||
| SPX US 09/19/25 P5050 / DE (N/A) | 0,13 | 0,0545 | 0,0545 | ||||||
| USG0889VAA82 / BATLN 2015-9A INC MTGE 07 PREFERRED STOCK | 0,11 | 0,0479 | 0,0479 | ||||||
| Monroe Capital MML CLO VI Ltd / ABS-CBDO (US61034LAC90) | 0,10 | 0,0453 | 0,0453 | ||||||
| SOLARAY LLC DELAYED DRAW TL (Add-On) / LON (N/A) | 0,10 | 0,0419 | 0,0419 | ||||||
| SPX US 11/21/25 P5000 / DE (N/A) | 0,09 | 0,0411 | 0,0411 | ||||||
| BRDGS-2020-1A-FEE / ABS-O (N/A) | 0,09 | 0,0400 | 0,0400 | ||||||
| US01750DAC56 / Allegro CLO VII, Ltd. | 0,09 | 0,0386 | 0,0386 | ||||||
| Regatta XI Funding Ltd / ABS-CBDO (US75887YAU91) | 0,08 | 0,0355 | 0,0355 | ||||||
| Carlyle Euro CLO 2019-2 DAC / ABS-CBDO (XS2022423326) | 0,07 | 0,0315 | 0,0315 | ||||||
| CENTURYLINK INC TERM B 1L GTD SR. SECD / LON (N/A) | 0,07 | 0,0294 | 0,0294 | ||||||
| WELF-2021-3-FEE / ABS-O (N/A) | 0,05 | 0,0217 | 0,0217 | ||||||
| Regatta II Funding LP / EP (US75886J2087) | 0,01 | 0,04 | 0,0174 | 0,0174 | |||||
| REG31 2015-1A SUB FEE LETTER / ABS-O (N/A) | 0,04 | 0,0164 | 0,0164 | ||||||
| WINDR 2021-1A VAR FEE LETTER / ABS-O (N/A) | 0,04 | 0,0154 | 0,0154 | ||||||
| Resolute Investment Equity / EC (N/A) | 0,01 | 0,03 | 0,0141 | 0,0141 | |||||
| FLINT GROUP TOPCO LTD PIK TERM B 2L Secd / LON (N/A) | 0,03 | 0,0131 | 0,0131 | ||||||
| CAREERBUILDER LLC TERM B3 1L GTD SR. SECD / LON (N/A) | 0,03 | 0,0130 | 0,0130 | ||||||
| SOLARAY LLC DELAYED DRAW TL / LON (N/A) | 0,02 | 0,0077 | 0,0077 | ||||||
| Regatta XI Funding Ltd / ABS-CBDO (US75887YAQ89) | 0,01 | 0,0045 | 0,0045 | ||||||
| FORESIGHT ENERGY EQUITY / EC (N/A) | 0,00 | 0,01 | 0,0030 | 0,0030 | |||||
| Octagon Investment Partners 18-R Ltd / ABS-CBDO (USG67109AC56) | 0,00 | 0,0021 | 0,0021 | ||||||
| US67590KAE01 / Octagon Investment Partners 18-R Ltd | 0,00 | 0,0016 | 0,0016 | ||||||
| WhiteHorse X Ltd / ABS-CBDO (USG96184AB54) | 0,00 | 0,0014 | 0,0014 | ||||||
| Government National Mortgage Association / ABS-MBS (US38375BHZ85) | 0,00 | 0,0008 | 0,0008 | ||||||
| BATLN-2020-15-FEE / ABS-O (N/A) | 0,00 | 0,0002 | 0,0002 | ||||||
| New Constellis Holdings Inc / EC (N/A) | 0,01 | 0,00 | 0,0002 | 0,0002 | |||||
| Mountain View CLO 2017-2 LLC / ABS-CBDO (USG6300YAG73) | 0,00 | 0,0001 | 0,0001 | ||||||
| Nassau 2018-II Ltd / ABS-CBDO (US63152QAC06) | 0,00 | 0,0000 | 0,0000 | ||||||
| Zais Clo 9 Ltd / ABS-CBDO (USG9889PAB07) | 0,00 | 0,0000 | 0,0000 | ||||||
| Marathon CLO VI Ltd / ABS-CBDO (USG58062AD59) | 0,00 | 0,0000 | 0,0000 | ||||||
| Careismatic Brands Warrants / DE (N/A) | 0,00 | 0,00 | 0,0000 | 0,0000 | |||||
| Flint Group A Common Shares / EC (N/A) | 0,44 | 0,00 | 0,0000 | 0,0000 | |||||
| US75888PAC77 / Regatta XV Funding Ltd., Subordinated Note, Principal $5,000,000, 5.29%, due 10/1/2031 | 0,00 | 0,0000 | 0,0000 | ||||||
| Cairn CLO XVIII DAC / ABS-CBDO (XS2872285114) | 0,00 | 0,0000 | 0,0000 | ||||||
| CAREERBUILDER CLASS W COMMON UNITS / DE (N/A) | 0,00 | 0,00 | 0,0000 | 0,0000 | |||||
| ANN 10/20/40 @ 0.842775% / DIR (N/A) | -0,18 | -0,0792 | -0,0792 | ||||||
| EURO FX CURR FUT Sep25 / DFE (N/A) | -0,36 | -0,1548 | -0,1548 | ||||||
| USD REPO / RA (N/A) | -0,41 | -0,1793 | -0,1793 | ||||||
| USD REPO / RA (N/A) | -0,47 | -0,2068 | -0,2068 | ||||||
| USD REPO / RA (N/A) | -0,53 | -0,2285 | -0,2285 | ||||||
| USD REPO / RA (N/A) | -0,56 | -0,2429 | -0,2429 | ||||||
| USD REPO / RA (N/A) | -0,56 | -0,2438 | -0,2438 | ||||||
| EUR REPO / RA (N/A) | -0,58 | -0,2522 | -0,2522 | ||||||
| EUR REPO / RA (N/A) | -0,58 | -0,2538 | -0,2538 | ||||||
| EUR REPO / RA (N/A) | -0,59 | -0,2554 | -0,2554 | ||||||
| USD REPO / RA (N/A) | -0,60 | -0,2607 | -0,2607 | ||||||
| USD REPO / RA (N/A) | -0,63 | -0,2751 | -0,2751 | ||||||
| USD REPO / RA (N/A) | -0,63 | -0,2751 | -0,2751 | ||||||
| USD REPO / RA (N/A) | -0,63 | -0,2751 | -0,2751 | ||||||
| USD REPO / RA (N/A) | -0,66 | -0,2855 | -0,2855 | ||||||
| USD REPO / RA (N/A) | -0,67 | -0,2895 | -0,2895 | ||||||
| USD REPO / RA (N/A) | -0,67 | -0,2895 | -0,2895 | ||||||
| USD REPO / RA (N/A) | -0,67 | -0,2929 | -0,2929 | ||||||
| USD REPO / RA (N/A) | -0,69 | -0,2995 | -0,2995 | ||||||
| USD REPO / RA (N/A) | -0,69 | -0,3008 | -0,3008 | ||||||
| CDX.A.HY.44 / DCR (N/A) | -0,70 | -0,3040 | -0,3040 | ||||||
| USD REPO / RA (N/A) | -0,71 | -0,3082 | -0,3082 | ||||||
| EUR REPO / RA (N/A) | -0,71 | -0,3100 | -0,3100 | ||||||
| USD REPO / RA (N/A) | -0,71 | -0,3104 | -0,3104 | ||||||
| USD REPO / RA (N/A) | -0,72 | -0,3121 | -0,3121 | ||||||
| EUR REPO / RA (N/A) | -0,73 | -0,3159 | -0,3159 | ||||||
| USD REPO / RA (N/A) | -0,73 | -0,3195 | -0,3195 | ||||||
| USD REPO / RA (N/A) | -0,74 | -0,3225 | -0,3225 | ||||||
| USD REPO / RA (N/A) | -0,75 | -0,3273 | -0,3273 | ||||||
| USD REPO / RA (N/A) | -0,76 | -0,3308 | -0,3308 | ||||||
| USD REPO / RA (N/A) | -0,76 | -0,3308 | -0,3308 | ||||||
| EUR REPO / RA (N/A) | -0,77 | -0,3352 | -0,3352 | ||||||
| USD REPO / RA (N/A) | -0,80 | -0,3474 | -0,3474 | ||||||
| USD REPO / RA (N/A) | -0,81 | -0,3504 | -0,3504 | ||||||
| USD REPO / RA (N/A) | -0,83 | -0,3604 | -0,3604 | ||||||
| USD REPO / RA (N/A) | -0,84 | -0,3643 | -0,3643 | ||||||
| USD REPO / RA (N/A) | -0,84 | -0,3678 | -0,3678 | ||||||
| USD REPO / RA (N/A) | -0,86 | -0,3726 | -0,3726 | ||||||
| USD REPO / RA (N/A) | -0,89 | -0,3852 | -0,3852 | ||||||
| USD REPO / RA (N/A) | -0,89 | -0,3878 | -0,3878 | ||||||
| USD REPO / RA (N/A) | -0,89 | -0,3878 | -0,3878 | ||||||
| EUR REPO / RA (N/A) | -0,89 | -0,3880 | -0,3880 | ||||||
| USD REPO / RA (N/A) | -0,91 | -0,3970 | -0,3970 | ||||||
| EUR REPO / RA (N/A) | -0,92 | -0,4014 | -0,4014 | ||||||
| EUR REPO / RA (N/A) | -0,93 | -0,4026 | -0,4026 | ||||||
| EUR REPO / RA (N/A) | -0,93 | -0,4040 | -0,4040 | ||||||
| USD REPO / RA (N/A) | -0,96 | -0,4161 | -0,4161 | ||||||
| USD REPO / RA (N/A) | -0,96 | -0,4179 | -0,4179 | ||||||
| EUR REPO / RA (N/A) | -0,99 | -0,4296 | -0,4296 | ||||||
| USD REPO / RA (N/A) | -1,00 | -0,4335 | -0,4335 | ||||||
| ITRX.EUR.XOVR.38.10-20 / DCR (N/A) | -1,01 | -0,4407 | -0,4407 | ||||||
| USD REPO / RA (N/A) | -1,03 | -0,4505 | -0,4505 | ||||||
| USD REPO / RA (N/A) | -1,06 | -0,4605 | -0,4605 | ||||||
| USD REPO / RA (N/A) | -1,07 | -0,4649 | -0,4649 | ||||||
| USD REPO / RA (N/A) | -1,09 | -0,4749 | -0,4749 | ||||||
| EUR REPO / RA (N/A) | -1,12 | -0,4883 | -0,4883 | ||||||
| EUR REPO / RA (N/A) | -1,13 | -0,4904 | -0,4904 | ||||||
| USD REPO / RA (N/A) | -1,14 | -0,4980 | -0,4980 | ||||||
| USD REPO / RA (N/A) | -1,15 | -0,5019 | -0,5019 | ||||||
| EUR REPO / RA (N/A) | -1,16 | -0,5070 | -0,5070 | ||||||
| EUR REPO / RA (N/A) | -1,20 | -0,5229 | -0,5229 | ||||||
| EUR REPO / RA (N/A) | -1,21 | -0,5262 | -0,5262 | ||||||
| EUR REPO / RA (N/A) | -1,21 | -0,5262 | -0,5262 | ||||||
| USD REPO / RA (N/A) | -1,23 | -0,5332 | -0,5332 | ||||||
| USD REPO / RA (N/A) | -1,23 | -0,5345 | -0,5345 | ||||||
| USD REPO / RA (N/A) | -1,25 | -0,5441 | -0,5441 | ||||||
| USD REPO / RA (N/A) | -1,28 | -0,5554 | -0,5554 | ||||||
| EUR REPO / RA (N/A) | -1,29 | -0,5623 | -0,5623 | ||||||
| USD REPO / RA (N/A) | -1,32 | -0,5741 | -0,5741 | ||||||
| USD REPO / RA (N/A) | -1,33 | -0,5798 | -0,5798 | ||||||
| USD REPO / RA (N/A) | -1,36 | -0,5920 | -0,5920 | ||||||
| USD REPO / RA (N/A) | -1,40 | -0,6107 | -0,6107 | ||||||
| USD REPO / RA (N/A) | -1,41 | -0,6138 | -0,6138 | ||||||
| USD REPO / RA (N/A) | -1,42 | -0,6185 | -0,6185 | ||||||
| USD REPO / RA (N/A) | -1,43 | -0,6207 | -0,6207 | ||||||
| EUR REPO / RA (N/A) | -1,44 | -0,6286 | -0,6286 | ||||||
| USD REPO / RA (N/A) | -1,46 | -0,6346 | -0,6346 | ||||||
| EUR REPO / RA (N/A) | -1,46 | -0,6348 | -0,6348 | ||||||
| EUR REPO / RA (N/A) | -1,48 | -0,6446 | -0,6446 | ||||||
| USD REPO / RA (N/A) | -1,52 | -0,6621 | -0,6621 | ||||||
| USD REPO / RA (N/A) | -1,52 | -0,6634 | -0,6634 | ||||||
| USD REPO / RA (N/A) | -1,55 | -0,6760 | -0,6760 | ||||||
| USD REPO / RA (N/A) | -1,56 | -0,6782 | -0,6782 | ||||||
| USD REPO / RA (N/A) | -1,64 | -0,7121 | -0,7121 | ||||||
| USD REPO / RA (N/A) | -1,89 | -0,8227 | -0,8227 | ||||||
| USD REPO / RA (N/A) | -2,07 | -0,9010 | -0,9010 | ||||||
| USD REPO / RA (N/A) | -2,09 | -0,9111 | -0,9111 | ||||||
| USD REPO / RA (N/A) | -2,17 | -0,9463 | -0,9463 | ||||||
| USD REPO / RA (N/A) | -2,21 | -0,9642 | -0,9642 | ||||||
| USD REPO / RA (N/A) | -2,38 | -1,0373 | -1,0373 | ||||||
| USD REPO / RA (N/A) | -2,72 | -1,1857 | -1,1857 | ||||||
| USD REPO / RA (N/A) | -2,75 | -1,1992 | -1,1992 | ||||||
| USD REPO / RA (N/A) | -3,17 | -1,3807 | -1,3807 | ||||||
| USD REPO / RA (N/A) | -4,69 | -2,0419 | -2,0419 | ||||||
| USD REPO / RA (N/A) | -7,17 | -3,1232 | -3,1232 |
