Portfolio moves
Net position changes between two of this fund's N-PORT snapshots. These are differences between point-in-time reports — not a trade log — and share counts can be affected by splits and other corporate actions.
Dec 31, 2025 → Mar 31, 2026
Expand a category to see the positions behind it, ranked by weight.
| Security | Shares Dec 2025 | Shares Mar 2026 | Δ shares | End % | Δ value |
|---|---|---|---|---|---|
| FUTURE CONTRACT ON US 10YR ULTRA FUT JUN26 0.00000000 | 0 | 20,329 | 20,329 | 3.57% | $2.31B |
| FUTURE CONTRACT ON US 5YR NOTE (CBT) JUN26 0.00000000 | 0 | 15,807 | 15,807 | 2.64% | $1.71B |
| FUTURE CONTRACT ON US 2YR NOTE (CBT) JUN26 0.00000000 | 0 | 8,218 | 8,218 | 2.63% | $1.70B |
| U.S. Treasury Notes | 0 | 1,616,365,000 | 1,616,365,000 | 2.49% | $1.61B |
| FUTURE CONTRACT ON US ULTRA BOND CBT JUN26 0.00000000 | 0 | 12,818 | 12,818 | 2.31% | $1.49B |
| Uniform Mortgage-Backed Security, TBA | 0 | 1,514,290,000 | 1,514,290,000 | 2.31% | $1.49B |
| Uniform Mortgage-Backed Security, TBA | 0 | 768,300,000 | 768,300,000 | 1.19% | $770.79M |
| FNCL 6 6/24 | 0 | 734,500,000 | 734,500,000 | 1.16% | $747.46M |
| US TREASURY N/B | 0 | 742,082,000 | 742,082,000 | 1.12% | $723.76M |
| RC R/P BOFA S 3.690% 04/01/26 3.69000000 | 0 | 674,900,000 | 674,900,000 | 1.04% | $674.90M |
| FUTURE CONTRACT ON LONG GILT FUTURE JUN26 /GBP/ 0.00000000 | 0 | 5,709 | 5,709 | 1.03% | $663.38M |
| FNCL 6.5 6/24 | 0 | 633,200,000 | 633,200,000 | 1.01% | $654.38M |
| US TREASURY N/B | 0 | 642,055,000 | 642,055,000 | 0.99% | $643.01M |
| US TREASURY N/B | 0 | 557,984,000 | 557,984,000 | 0.83% | $537.93M |
| FNCL 6 7/25 | 0 | 527,000,000 | 527,000,000 | 0.83% | $536.05M |
| FNCL 3.5 4/26 | 0 | 566,700,000 | 566,700,000 | 0.80% | $519.46M |
| Government National Mortgage Association, TBA | 0 | 488,300,000 | 488,300,000 | 0.77% | $495.92M |
| RC R/P CITIGR 3.660% 04/01/26 3.66000000 | 0 | 490,200,000 | 490,200,000 | 0.76% | $490.20M |
| US TREASURY N/B | 0 | 462,478,000 | 462,478,000 | 0.70% | $455.25M |
| FUTURE CONTRACT ON AUST 10Y BOND FUT JUN26 /AUD/ 0.00000000 | 0 | 5,985 | 5,985 | 0.69% | $444.95M |
| Uniform Mortgage-Backed Security, TBA | 0 | 409,005,978 | 409,005,978 | 0.60% | $385.60M |
| RC R/P CITIGR 3.690% 04/01/26 3.69000000 | 0 | 377,600,000 | 377,600,000 | 0.58% | $377.60M |
| FNCL 4 4/26 | 0 | 368,569,022 | 368,569,022 | 0.54% | $347.75M |
| RC R/P CITIGR 3.720% 04/01/26 3.72000000 | 0 | 340,200,000 | 340,200,000 | 0.53% | $340.20M |
| FNCL 4.5 4/26 | 0 | 342,300,000 | 342,300,000 | 0.51% | $330.32M |
| U.S. Treasury Notes | 0 | 308,865,000 | 308,865,000 | 0.48% | $310.99M |
| U.S. Treasury Bills | 0 | 307,530,000 | 307,530,000 | 0.47% | $306.41M |
| U.S. Treasury Bills | 0 | 281,485,000 | 281,485,000 | 0.43% | $280.92M |
| U.S. Treasury Bills | 0 | 281,395,000 | 281,395,000 | 0.43% | $279.98M |
| US TREASURY N/B | 0 | 259,733,000 | 259,733,000 | 0.40% | $257.74M |
| FNCL 4 6/24 | 0 | 241,000,000 | 241,000,000 | 0.35% | $226.87M |
| Uniform Mortgage-Backed Security, TBA | 0 | 239,100,000 | 239,100,000 | 0.34% | $218.65M |
| G2SF 4 4/23 | 0 | 226,225,000 | 226,225,000 | 0.33% | $211.88M |
| US TREASURY N/B | 0 | 208,370,000 | 208,370,000 | 0.32% | $206.53M |
| RC R/P BNYMEL 3.700% 04/01/26 3.70000000 | 0 | 200,000,000 | 200,000,000 | 0.31% | $200.00M |
| G2SF 5.5 4/25 | 0 | 194,725,000 | 194,725,000 | 0.30% | $195.97M |
| G2SF 2.5 4/24 | 0 | 185,225,000 | 185,225,000 | 0.25% | $159.32M |
| US TREASURY N/B | 0 | 148,545,000 | 148,545,000 | 0.23% | $147.37M |
| Uniform Mortgage-Backed Security, TBA | 0 | 130,000,000 | 130,000,000 | 0.20% | $130.27M |
| FNCL 5 4/26 | 0 | 129,300,000 | 129,300,000 | 0.20% | $127.51M |
| Uniform Mortgage-Backed Security, TBA | 0 | 129,230,000 | 129,230,000 | 0.19% | $124.50M |
| FNCL 5 6/24 | 0 | 104,000,000 | 104,000,000 | 0.16% | $102.34M |
| FEDERAL HOME LOAN BANK DISCOUNT NOTES 0.00000000 | 0 | 100,000,000 | 100,000,000 | 0.15% | $98.71M |
| UNITED KINGDOM GILT /GBP/ REGD REG S 4.37500000 | 0 | 70,480,000 | 70,480,000 | 0.14% | $93.22M |
| G2SF 3.5 5/25 | 0 | 101,000,000 | 101,000,000 | 0.14% | $92.18M |
| G2SF 5 4/26 | 0 | 87,250,000 | 87,250,000 | 0.13% | $86.40M |
| B 0 09/17/26 | 0 | 85,413,000 | 85,413,000 | 0.13% | $83.97M |
| FNCL 5.5 4/26 | 0 | 80,200,000 | 80,200,000 | 0.12% | $80.57M |
| Uniform Mortgage-Backed Security, TBA | 0 | 77,670,000 | 77,670,000 | 0.12% | $79.08M |
| U.S. Treasury Bills | 0 | 79,266,000 | 79,266,000 | 0.12% | $78.31M |
| Government National Mortgage Association, TBA | 0 | 73,900,000 | 73,900,000 | 0.12% | $76.58M |
| SALLIE MAE RESECURITIZATION FFELP STUDENT LOA SER 2026-1A CL 74A5 V/R 144A P/P 4.68474000 | 0 | 75,739,000 | 75,739,000 | 0.11% | $73.05M |
| SALESFORCE INC | 0 | 71,871,000 | 71,871,000 | 0.11% | $71.65M |
| FANNIE MAE POOL UMBS P#CC2221 5.00000000 | 0 | 70,206,376 | 70,206,376 | 0.11% | $69.90M |
| FNCL 3 5/26 | 0 | 77,275,000 | 77,275,000 | 0.10% | $67.80M |
| SMB Private Education Loan Trust 2026-B | 0 | 62,300,000 | 62,300,000 | 0.10% | $62.14M |
| U.S. Treasury Bills | 0 | 61,469,000 | 61,469,000 | 0.09% | $60.82M |
| LETRA TESOURO NACIONAL /BRL/ REGD ZCP SER LTN 0.00000000 | 0 | 333,700,000 | 333,700,000 | 0.09% | $60.26M |
| FANNIE MAE POOL UMBS P#FA4282 4.50000000 | 0 | 57,270,685 | 57,270,685 | 0.09% | $55.63M |
| SMB 2026-B A1A 144A REGD 4.85000000 | 0 | 52,043,000 | 52,043,000 | 0.08% | $52.02M |
| G2SF 3.5 4/24 | 0 | 56,400,000 | 56,400,000 | 0.08% | $51.72M |
| JAPAN (30 YEAR ISSUE) /JPY/ REGD SER 89 3.40000000 | 0 | 8,211,150,000 | 8,211,150,000 | 0.08% | $49.26M |
| NELNET STUDENT LOAN TRUST 2026-A SER 2026-A CL A1A REGD 144A P/P 4.61000000 | 0 | 49,679,588 | 49,679,588 | 0.08% | $49.01M |
| WESTLAKE AUTOMOBILE RECEIVABLES TRUST 2026-1 SER 2026-1A CL A1 REGD 144A P/P 4.15200000 | 0 | 48,362,509 | 48,362,509 | 0.07% | $48.36M |
| Honda Auto Receivables 2026-1 Owner Trust | 0 | 47,753,000 | 47,753,000 | 0.07% | $47.36M |
| Government National Mortgage Association, TBA | 0 | 45,000,000 | 45,000,000 | 0.07% | $45.20M |
| JGB 3.2 09/20/55 88 | 0 | 7,386,850,000 | 7,386,850,000 | 0.07% | $42.61M |
| HCA INC CP 0% 05/11/2026 | 0 | 40,800,000 | 40,800,000 | 0.06% | $40.60M |
| GOLDMAN SACHS GP | 0 | 41,853,000 | 41,853,000 | 0.06% | $40.44M |
| FNCL 2 5/26 | 0 | 47,950,000 | 47,950,000 | 0.06% | $38.60M |
| LPATH 2026-1A A2 | 0 | 38,485,000 | 38,485,000 | 0.06% | $38.38M |
| AMAZON.COM INC | 0 | 38,393,000 | 38,393,000 | 0.06% | $38.04M |
| FREDDIE MAC POOL UMBS P#SL4307 5.00000000 | 0 | 38,023,861 | 38,023,861 | 0.06% | $37.90M |
| MORGAN STANLEY | 0 | 38,410,000 | 38,410,000 | 0.06% | $37.08M |
| Nigeria OMO Bill | 0 | 48,794,000,000 | 48,794,000,000 | 0.05% | $34.07M |
| FANNIE MAE POOL UMBS P#FA4659 5.00000000 | 0 | 33,471,549 | 33,471,549 | 0.05% | $33.36M |
| AMAZON.COM INC | 0 | 32,275,000 | 32,275,000 | 0.05% | $32.25M |
| Medline Borrower, L.P. | 0 | 32,693,000 | 32,693,000 | 0.05% | $31.63M |
| LEIDOS INC | 0 | 31,848,000 | 31,848,000 | 0.05% | $30.79M |
| Santander Drive Auto Receivables Trust, Series 2026-1, Class A2 | 0 | 30,300,000 | 30,300,000 | 0.05% | $30.29M |
| MGS 4.054 04/18/39 0124 | 0 | 115,006,000 | 115,006,000 | 0.04% | $28.79M |
| FIGRE TRUST 2026-FL1 SER 2026-FL1 CL A1 V/R REGD 144A P/P 5.48900000 | 0 | 28,480,000 | 28,480,000 | 0.04% | $28.53M |
| FIGRE TRUST 2026-HE2 SER 2026-HE2 CL A V/R REGD 144A P/P 5.04900000 | 0 | 28,108,005 | 28,108,005 | 0.04% | $27.88M |
| FREDDIE MAC POOL UMBS P#SL3905 5.50000000 | 0 | 27,031,832 | 27,031,832 | 0.04% | $27.68M |
| MEX BONOS DESARR FIX RT /MXN/ REGD SER M 8.00000000 | 0 | 581,818,000 | 581,818,000 | 0.04% | $26.86M |
| Enterprise Fleet Financing LLC, Series 2026-1, Class A2 | 0 | 26,900,000 | 26,900,000 | 0.04% | $26.83M |
| TURKIYE GOVERNMENT BOND 36.780000% 10/13/2027 | 0 | 1,218,839,000 | 1,218,839,000 | 0.04% | $26.56M |
| WATR 2026-1 A 144A REGD 5.25000000 | 0 | 25,994,000 | 25,994,000 | 0.04% | $25.99M |
| FANNIE MAE POOL UMBS P#FA3860 5.50000000 | 0 | 25,265,207 | 25,265,207 | 0.04% | $25.78M |
| PHILLIPS 66 GTD DISC 4/02/2026 0.00000000 | 0 | 25,200,000 | 25,200,000 | 0.04% | $25.19M |
| Dryden 98 CLO Ltd | 0 | 25,000,000 | 25,000,000 | 0.04% | $24.99M |
| ANGEL OAK MORTGAGE TRUST 2026- AOMT 2026 1 A1 144A | 0 | 24,059,785 | 24,059,785 | 0.04% | $23.84M |
| ORACLE CORP | 0 | 25,488,000 | 25,488,000 | 0.04% | $23.66M |
| AMAZON.COM INC | 0 | 23,480,000 | 23,480,000 | 0.04% | $23.56M |
| ROYAL CARIBBEAN | 0 | 23,774,000 | 23,774,000 | 0.04% | $22.96M |
| U.S. Treasury Bills | 0 | 22,944,000 | 22,944,000 | 0.04% | $22.72M |
| META PLATFORMS | 0 | 24,400,000 | 24,400,000 | 0.04% | $22.66M |
| UNITED MEXICAN | 0 | 21,450,000 | 21,450,000 | 0.03% | $22.47M |
| ARES 2021-60A AR2 | 0 | 22,050,000 | 22,050,000 | 0.03% | $21.99M |
| 522 Funding CLO Ltd., Series 2020-6A, Class A1R2 | 0 | 21,500,000 | 21,500,000 | 0.03% | $21.49M |
| JBS 5.625 3/10/2037 | 0 | 21,122,000 | 21,122,000 | 0.03% | $21.19M |
| HCA INC CP 0% 05/13/2026 | 0 | 21,100,000 | 21,100,000 | 0.03% | $20.99M |
| ALPHABET INC | 0 | 20,740,000 | 20,740,000 | 0.03% | $20.65M |
| BANK5 2026-5YR20 | 0 | 20,700,000 | 20,700,000 | 0.03% | $20.60M |
| Bain Capital Credit CLO 2020-2 Ltd | 0 | 20,000,000 | 20,000,000 | 0.03% | $19.95M |
| Canadian Government Bond | 0 | 27,558,000 | 27,558,000 | 0.03% | $19.61M |
| GOLDMAN SACHS GP | 0 | 19,863,000 | 19,863,000 | 0.03% | $19.42M |
| Ballyrock CLO 20 Ltd | 0 | 19,500,000 | 19,500,000 | 0.03% | $19.41M |
| FS Rialto 2026-FL11 Issuer LLC | 0 | 19,260,000 | 19,260,000 | 0.03% | $19.25M |
| GSG BIDCO LTD /EUR/ REGD 144A P/P 6.37500000 | 0 | 16,800,000 | 16,800,000 | 0.03% | $18.99M |
| Barings CLO Ltd., Series 2021-3A, Class AR | 0 | 19,000,000 | 19,000,000 | 0.03% | $18.99M |
| Citadel Securities Global Holdings LLC | 0 | 19,000,000 | 19,000,000 | 0.03% | $18.75M |
| MGS 3.519 04/20/28 0223 | 0 | 75,254,000 | 75,254,000 | 0.03% | $18.69M |
| ORACLE CORP | 0 | 19,045,000 | 19,045,000 | 0.03% | $18.63M |
| ALPHABET INC | 0 | 18,685,000 | 18,685,000 | 0.03% | $18.62M |
| Marsh & McLennan Cos Inc | 0 | 18,725,000 | 18,725,000 | 0.03% | $18.55M |
| BAIN CAP CR CLO 2021-4 LTD / BAIN CAP CR CLO 2021-4 LLC A1RR TSFR3M+100 10/20/2034 144A | 0 | 18,000,000 | 18,000,000 | 0.03% | $17.98M |
| SOUTH AFRICAN T-BILLS /ZAR/ REGD ZCP SER 364D 0.00000000 | 0 | 317,220,000 | 317,220,000 | 0.03% | $17.66M |
| SMB PRIVATE EDUCATION LOAN TRUST 2026-A SER 2026-A CL A1A REGD 144A P/P 4.68000000 | 0 | 17,721,000 | 17,721,000 | 0.03% | $17.49M |
| ARI FLEET LEASE TRUST 2026-A ARIFL 2026-A A1 | 0 | 17,077,780 | 17,077,780 | 0.03% | $17.07M |
| ROYAL CARIBBEAN | 0 | 17,789,000 | 17,789,000 | 0.03% | $16.92M |
| SALESFORCE INC | 0 | 16,475,000 | 16,475,000 | 0.03% | $16.53M |
| CAFL 2026-R1 Issuer LLC | 0 | 16,560,000 | 16,560,000 | 0.03% | $16.52M |
| CARMAX SELECT RECEIVABLES TRUST 2026-A SER 2026-A CL A1 REGD 3.91100000 | 0 | 16,485,751 | 16,485,751 | 0.03% | $16.49M |
| Salesforce, Inc. | 0 | 16,200,000 | 16,200,000 | 0.03% | $16.31M |
| FANNIE MAE POOL UMBS P#CB9007 6.00000000 | 0 | 15,513,449 | 15,513,449 | 0.02% | $16.06M |
| G2SF 4.5 4/26 | 0 | 16,400,000 | 16,400,000 | 0.02% | $15.84M |
| JGB 2.4 03/20/55 86 | 0 | 3,239,900,000 | 3,239,900,000 | 0.02% | $15.78M |
| ENTERPRISE FLEET FINANCING 2026-1 LLC EFF 2026-1 A1 | 0 | 15,621,817 | 15,621,817 | 0.02% | $15.62M |
| FORD MOTOR CRED | 0 | 15,700,000 | 15,700,000 | 0.02% | $15.51M |
| SPRITE 2026-1 LTD SPRTE 2026 1 A 144A | 0 | 15,730,000 | 15,730,000 | 0.02% | $15.48M |
| MAST LLC, Series 2026-1A, Class A | 0 | 15,730,803 | 15,730,803 | 0.02% | $15.46M |
| UNITED MEXICAN | 0 | 15,764,000 | 15,764,000 | 0.02% | $15.36M |
| ORACLE CORP | 0 | 16,577,000 | 16,577,000 | 0.02% | $15.24M |
| JBS/FOODS/FOOD | 0 | 15,155,000 | 15,155,000 | 0.02% | $15.16M |
| U.S. Treasury Bills | 0 | 15,330,000 | 15,330,000 | 0.02% | $15.14M |
| GOLUB CAPITAL PARTNERS CLO, LT GCBSL 2020 50A A1R2 144A | 0 | 15,000,000 | 15,000,000 | 0.02% | $14.98M |
| Takeoff Merger Sub Inc | 0 | 15,169,000 | 15,169,000 | 0.02% | $14.98M |
| Nissan Auto Lease Trust 2026-A | 0 | 15,000,000 | 15,000,000 | 0.02% | $14.96M |
| UNITED MEXICAN | 0 | 15,225,000 | 15,225,000 | 0.02% | $14.89M |
| SVC ABS LLC 26-1A B 5.795% 03/20/2056 144A | 0 | 15,000,000 | 15,000,000 | 0.02% | $14.81M |
| UBS Group AG | 0 | 14,850,000 | 14,850,000 | 0.02% | $14.66M |
| ALA Trust, Series 2025-OANA, Class C | 0 | 14,600,000 | 14,600,000 | 0.02% | $14.64M |
| T-MOBILE USA INC | 0 | 14,702,000 | 14,702,000 | 0.02% | $14.48M |
| HOMES 2026-NQM1 Trust | 0 | 14,543,081 | 14,543,081 | 0.02% | $14.43M |
| CAPITAL ONE FINL | 0 | 14,625,000 | 14,625,000 | 0.02% | $14.40M |
| RCO X Mortgage LLC, Series 2026-1, Class A1 | 0 | 14,270,000 | 14,270,000 | 0.02% | $14.23M |
| FANNIE MAE POOL UMBS P#CC1216 5.50000000 | 0 | 13,938,406 | 13,938,406 | 0.02% | $14.20M |
| BX Commercial Mortgage Trust 2026-CSMO | 0 | 14,200,000 | 14,200,000 | 0.02% | $14.20M |
| U.S. Treasury Bills | 0 | 14,356,000 | 14,356,000 | 0.02% | $14.13M |
| PRPM 2026-RCF2 LLC | 0 | 14,040,000 | 14,040,000 | 0.02% | $14.09M |
| Magnetite XXIII Ltd | 0 | 14,000,000 | 14,000,000 | 0.02% | $13.97M |
| ARI Fleet Lease Trust, Series 2026-A, Class A2 | 0 | 14,000,000 | 14,000,000 | 0.02% | $13.95M |
| PENTA CLO 12 DAC SER 2022-12A CL BRR V/R REGD 144A P/P /EUR/ 3.97000000 | 0 | 12,030,000 | 12,030,000 | 0.02% | $13.94M |
| New Residential Mortgage Loan Trust, Series 2026-NQM2, Class A1 | 0 | 14,050,225 | 14,050,225 | 0.02% | $13.91M |
| CarMax Select Receivables Trust 2026-A | 0 | 13,700,000 | 13,700,000 | 0.02% | $13.69M |
| FREDDIE MAC POOL UMBS P#SL4236 5.00000000 | 0 | 13,681,308 | 13,681,308 | 0.02% | $13.64M |
| AMAZON.COM INC /EUR/ REGD 4.85000000 | 0 | 11,740,000 | 11,740,000 | 0.02% | $13.45M |
| Morgan Stanley Residential Mortgage Loan Trust, Series 2026-NQM1, Class A1 | 0 | 13,563,394 | 13,563,394 | 0.02% | $13.44M |
| PRET LLC, Series 2026-NPL3, Class A1 | 0 | 13,450,311 | 13,450,311 | 0.02% | $13.34M |
| NEW RESIDENTIAL MORTGAGE LOAN TRUST 2026-NQM2 NRZT 2026-NQM2 A2 | 0 | 13,406,091 | 13,406,091 | 0.02% | $13.26M |
| GOLDMAN SACHS GP | 0 | 13,200,000 | 13,200,000 | 0.02% | $13.12M |
| Gobierno de la Republica de Costa Rica | 0 | 11,000,000 | 11,000,000 | 0.02% | $13.02M |
| FNR 2018-90 EZ | 0 | 13,723,127 | 13,723,127 | 0.02% | $13.01M |
| CRSNT TRUST 2026-MOON SER 2026-MOON CL B V/R REGD 144A P/P 5.27251000 | 0 | 13,000,000 | 13,000,000 | 0.02% | $12.97M |
| ORACLE CORP | 0 | 13,451,000 | 13,451,000 | 0.02% | $12.93M |
| 522 FDG CLO 2019-5 LTD / 522 FDG CLO 2019-5 AR2 TSFR3M+ 04/15/2035 144A | 0 | 13,000,000 | 13,000,000 | 0.02% | $12.93M |
| Cross Mortgage Trust 2026-NQM1 | 0 | 12,749,192 | 12,749,192 | 0.02% | $12.62M |
| ACORE 2026-FL1 ISSUER LLC SER 2026-FL1 CL AS V/R REGD 144A P/P 5.37504000 | 0 | 12,500,000 | 12,500,000 | 0.02% | $12.52M |
| UBS Group AG | 0 | 12,375,000 | 12,375,000 | 0.02% | $12.16M |
| SALESFORCE INC | 0 | 12,050,000 | 12,050,000 | 0.02% | $12.03M |
| BPCE SA 144A LIFE SR NON PREF 4.76% 01-13-32/31 | 0 | 12,200,000 | 12,200,000 | 0.02% | $12.03M |
| FN CB9152 | 0 | 11,578,539 | 11,578,539 | 0.02% | $11.96M |
| EMIRATE OF ABU DHABI 5.5% 04/30/2054 144A | 0 | 12,322,000 | 12,322,000 | 0.02% | $11.80M |
| Federative Republic of Brazil | 0 | 11,975,000 | 11,975,000 | 0.02% | $11.73M |
| Ares LXV CLO Ltd., Series 2022-65A, Class A1R | 0 | 11,700,000 | 11,700,000 | 0.02% | $11.68M |
| Saluda Grade Alternative Mortgage Trust, Series 2025-LOC4, Class A1A | 0 | 11,628,576 | 11,628,576 | 0.02% | $11.67M |
| Neuberger Berman Loan Advisers CLO Ltd., Series 2021-41A, Class AR | 0 | 11,500,000 | 11,500,000 | 0.02% | $11.49M |
| FANNIE MAE POOL UMBS P#FA4530 5.00000000 | 0 | 11,420,965 | 11,420,965 | 0.02% | $11.38M |
| AT&T INC | 0 | 11,450,000 | 11,450,000 | 0.02% | $11.34M |
| NOVARTIS CAPITAL | 0 | 11,205,000 | 11,205,000 | 0.02% | $11.28M |
| SALESFORCE INC | 0 | 11,050,000 | 11,050,000 | 0.02% | $11.23M |
| SAUDI INT BOND | 0 | 11,400,000 | 11,400,000 | 0.02% | $11.23M |
| WESTLAKE AUTOMOBILE RECEIVABLES TRUST SER 2026-P1 CL A1 REGD 144A P/P 3.87400000 | 0 | 11,140,914 | 11,140,914 | 0.02% | $11.14M |
| Ford Motor Credit Co LLC | 0 | 10,975,000 | 10,975,000 | 0.02% | $10.78M |
| SAUDI INT BOND | 0 | 11,218,000 | 11,218,000 | 0.02% | $10.74M |
| FANNIE MAE POOL UMBS P#CC0117 6.00000000 | 0 | 10,048,338 | 10,048,338 | 0.02% | $10.43M |
| Avolon Holdings Funding Ltd | 0 | 10,883,000 | 10,883,000 | 0.02% | $10.43M |
| JPMORGAN CHASE | 0 | 10,650,000 | 10,650,000 | 0.02% | $10.42M |
| SALESFORCE INC | 0 | 10,400,000 | 10,400,000 | 0.02% | $10.38M |
| AT&T INC | 0 | 10,470,000 | 10,470,000 | 0.02% | $10.36M |
| FANNIE MAE POOL UMBS P#FA3799 6.00000000 | 0 | 9,785,831 | 9,785,831 | 0.02% | $10.18M |
| FNCL 2 4/26 | 0 | 12,600,000 | 12,600,000 | 0.02% | $10.15M |
| AGL CLO 14 Ltd., Series 2021-14A, Class AR | 0 | 10,000,000 | 10,000,000 | 0.02% | $10.00M |
| NEUBERGER BERMAN LOAN ADVISERS CLO 51 LTD AR2 TSFR3M+100 10/23/2036 144A | 0 | 10,000,000 | 10,000,000 | 0.02% | $10.00M |
| LCM 41 Ltd., Series 41A, Class A1R | 0 | 10,000,000 | 10,000,000 | 0.02% | $9.99M |
| WLAKE 2026-P1 A2 144A 3.84% 01-16-29 | 0 | 10,000,000 | 10,000,000 | 0.02% | $9.98M |
| UNITK 2026-1A A2 | 0 | 10,000,000 | 10,000,000 | 0.02% | $9.97M |
| CROSS 2026-NQM3 MORTGAGE TRUST SER 2026-NQM3 CL A1 V/R REGD 144A P/P 5.12500000 | 0 | 10,000,000 | 10,000,000 | 0.02% | $9.96M |
| MAPLE PARENT HLDS CO /EUR/ REGD 144A P/P 4.72800000 | 0 | 8,560,000 | 8,560,000 | 0.02% | $9.87M |
| CHTR 7.375 02/01/36 144A | 0 | 9,900,000 | 9,900,000 | 0.02% | $9.86M |
| SOUTHWESTN EL PR | 0 | 10,000,000 | 10,000,000 | 0.02% | $9.83M |
| VST 5.35 01/31/36 144A | 0 | 10,032,000 | 10,032,000 | 0.02% | $9.81M |
| FREDDIE MAC POOL UMBS P#SL2834 5.50000000 | 0 | 9,606,717 | 9,606,717 | 0.02% | $9.77M |
| JPMMT 2026-VIS1 A1 | 0 | 9,830,564 | 9,830,564 | 0.02% | $9.75M |
| BANK5 2026-5YR20 A3 5.244% 02/15/2057 | 0 | 9,600,000 | 9,600,000 | 0.02% | $9.74M |
| Trinitas CLO XVI Ltd., Series 2021-16A, Class A1R | 0 | 9,740,000 | 9,740,000 | 0.02% | $9.73M |
| PMT LOAN TRUST 2026-INV4 SER 2026-INV4 CL A8 V/R REGD 144A P/P 0.00000000 | 0 | 9,700,000 | 9,700,000 | 0.01% | $9.69M |
| REPUBLIC OF COLOMBIA SR UNSECURED 02/44 5.625 | 0 | 12,165,000 | 12,165,000 | 0.01% | $9.59M |
| BBCMS 2026-5C40 A3 | 0 | 9,400,000 | 9,400,000 | 0.01% | $9.59M |
| FREDDIE MAC POOL UMBS P#SL2049 5.50000000 | 0 | 9,179,474 | 9,179,474 | 0.01% | $9.34M |
| PRET 2026-NPL4 A1 | 0 | 9,320,000 | 9,320,000 | 0.01% | $9.31M |
| SPRTE 2026-1 C | 0 | 9,295,000 | 9,295,000 | 0.01% | $9.20M |
| JPMORGAN CHASE | 0 | 9,200,000 | 9,200,000 | 0.01% | $9.20M |
| AERCAP IRELAND | 0 | 9,450,000 | 9,450,000 | 0.01% | $9.19M |
| SYNOPSYS INC | 0 | 9,050,000 | 9,050,000 | 0.01% | $9.13M |
| US TREASURY N/B | 0 | 9,198,000 | 9,198,000 | 0.01% | $9.02M |
| ORACLE CORP | 0 | 9,250,000 | 9,250,000 | 0.01% | $9.00M |
| CAISTER FINANCE DAC SER 1A CL C V/R REGD 144A P/P /GBP/ 6.57583000 | 0 | 6,813,000 | 6,813,000 | 0.01% | $9.00M |
| AT&T INC | 0 | 9,042,000 | 9,042,000 | 0.01% | $8.93M |
| GLP Capital LP / GLP Financing II Inc | 0 | 9,155,000 | 9,155,000 | 0.01% | $8.90M |
| PRET 2026-RPL1 A1 | 0 | 9,125,134 | 9,125,134 | 0.01% | $8.84M |
| FANNIE MAE POOL UMBS P#FA3584 6.00000000 | 0 | 8,484,141 | 8,484,141 | 0.01% | $8.82M |
| BARCLAYS PLC | 0 | 9,000,000 | 9,000,000 | 0.01% | $8.80M |
| TARGA RES CORP CP 0% 05/01/2026 | 0 | 8,800,000 | 8,800,000 | 0.01% | $8.77M |
| JBS/FOODS/FOOD | 0 | 8,425,000 | 8,425,000 | 0.01% | $8.75M |
| SOUTHERN CO | 0 | 8,685,000 | 8,685,000 | 0.01% | $8.73M |
| PRET, LLC 2026-NPL2 | 0 | 8,774,936 | 8,774,936 | 0.01% | $8.71M |
| MARRIOTT INTL | 0 | 9,156,000 | 9,156,000 | 0.01% | $8.70M |
| WELLS FARGO CO | 0 | 8,914,000 | 8,914,000 | 0.01% | $8.68M |
| SMB Private Education Loan Trust (Private Loans) 5.13 04/15/2054 | 0 | 8,466,801 | 8,466,801 | 0.01% | $8.52M |
| JAPAN (20 YEAR ISSUE) /JPY/ REGD SER 194 2.70000000 | 0 | 1,467,300,000 | 1,467,300,000 | 0.01% | $8.52M |
| FREDDIE MAC POOL UMBS P#SL2838 5.50000000 | 0 | 8,311,050 | 8,311,050 | 0.01% | $8.49M |
| FANNIE MAE POOL UMBS P#FA3564 5.50000000 | 0 | 8,326,950 | 8,326,950 | 0.01% | $8.49M |
| JACOBS SOLUTIONS | 0 | 8,644,000 | 8,644,000 | 0.01% | $8.43M |
| CITZN 2023-1 A4 | 0 | 8,300,000 | 8,300,000 | 0.01% | $8.39M |
| EATON CAPITAL ULC /EUR/ REGD 4.00000000 | 0 | 7,110,000 | 7,110,000 | 0.01% | $8.10M |
| NOVARTIS CAPITAL | 0 | 8,100,000 | 8,100,000 | 0.01% | $8.10M |
| SFS AUTO RECEIVABLES SECURITIZATION TRUST 2026-1 4.05% 08/20/2029 144A | 0 | 8,100,000 | 8,100,000 | 0.01% | $8.08M |
| G2SF 3 4/26 | 0 | 9,000,000 | 9,000,000 | 0.01% | $8.03M |
| WATR 2026-1 R 144A REGD 0.00000000 | 0 | 7,955,000 | 7,955,000 | 0.01% | $7.96M |
| LLOYDS BK GR PLC | 0 | 7,800,000 | 7,800,000 | 0.01% | $7.72M |
| CHTR 7 02/01/33 144A | 0 | 7,625,000 | 7,625,000 | 0.01% | $7.65M |
| ENEL SPA /EUR/ REGD V/R /PERP/ REG S SER .. 4.50000000 | 0 | 6,965,000 | 6,965,000 | 0.01% | $7.62M |
| BMARK 2024-V7 A3 FRN 05-15-56 | 0 | 7,200,000 | 7,200,000 | 0.01% | $7.50M |
| Riserva CLO Ltd., Series 2016-3A, Class AR3 | 0 | 7,500,000 | 7,500,000 | 0.01% | $7.50M |
| FCCU Auto Receivables Trust 2026-1 | 0 | 7,500,000 | 7,500,000 | 0.01% | $7.48M |
| Fidelity National Information Services Inc | 0 | 7,500,000 | 7,500,000 | 0.01% | $7.46M |
| PACIFIC GAS&ELEC | 0 | 7,600,000 | 7,600,000 | 0.01% | $7.41M |
| OAK-Eagle Acquireco Inc | 0 | 7,115,000 | 7,115,000 | 0.01% | $7.37M |
| The Goldman Sachs Group, Inc. 4.153 10/21/2029 | 0 | 7,370,000 | 7,370,000 | 0.01% | $7.30M |
| PRPM 2026-2 A1 | 0 | 7,162,043 | 7,162,043 | 0.01% | $7.15M |
| BHI 4.737 03/11/46 | 0 | 6,250,000 | 6,250,000 | 0.01% | $7.14M |
| FANNIE MAE POOL UMBS P#FA3583 6.00000000 | 0 | 6,824,780 | 6,824,780 | 0.01% | $7.10M |
| SMB 2026-B A1B SOFR30A+120BP 144A REGD 0.00000000 | 0 | 7,097,000 | 7,097,000 | 0.01% | $7.10M |
| Exeter Automobile Receivables Trust 2026-1 | 0 | 7,100,000 | 7,100,000 | 0.01% | $7.10M |
| FANNIE MAE POOL UMBS P#FA1361 5.50000000 | 0 | 6,941,780 | 6,941,780 | 0.01% | $7.10M |
| Vistra Operations Company, LLC | 0 | 7,075,000 | 7,075,000 | 0.01% | $6.96M |
| American Express Co | 0 | 7,000,000 | 7,000,000 | 0.01% | $6.96M |
| FREDDIE MAC POOL UMBS P#RJ3965 5.50000000 | 0 | 6,721,289 | 6,721,289 | 0.01% | $6.85M |
| REPUBLIC OF COLOMBIA SR UNSECURED 01/41 6.125 | 0 | 7,882,000 | 7,882,000 | 0.01% | $6.85M |
| ABBOTT LABS | 0 | 7,000,000 | 7,000,000 | 0.01% | $6.85M |
| WATR 2026-1 B 144AREGD 5.56000000 | 0 | 6,818,000 | 6,818,000 | 0.01% | $6.82M |
| PRPM LLC, Series 2026-1, Class A1 | 0 | 6,838,888 | 6,838,888 | 0.01% | $6.77M |
| ONCOR ELECTRIC D | 0 | 6,595,000 | 6,595,000 | 0.01% | $6.74M |
| OMAN SULTANATE 6.25% 01/25/2031 144A | 0 | 6,416,000 | 6,416,000 | 0.01% | $6.69M |
| NOVARTIS CAPITAL | 0 | 6,700,000 | 6,700,000 | 0.01% | $6.67M |
| FREDDIE MAC POOL UMBS P#SL2503 6.50000000 | 0 | 6,290,695 | 6,290,695 | 0.01% | $6.63M |
| FREDDIE MAC POOL UMBS P#RJ5158 5.50000000 | 0 | 6,409,772 | 6,409,772 | 0.01% | $6.54M |
| Fidelity National Information Services, Inc. | 0 | 6,550,000 | 6,550,000 | 0.01% | $6.53M |
| SMINLN 3.625 11/13/33 EMTN | 0 | 5,845,000 | 5,845,000 | 0.01% | $6.51M |
| MS V4.213 02/08/30 . | 0 | 6,300,000 | 6,300,000 | 0.01% | $6.24M |
| AMPRION GMBH /EUR/ REGD REG S EMTN 4.58000000 | 0 | 5,400,000 | 5,400,000 | 0.01% | $6.10M |
| EXETER AUTOMOBILE RECEIVABLES_ TRUST 2026-1 SER 2026-1A CL A1 REGD 3.98300000 | 0 | 6,081,544 | 6,081,544 | 0.01% | $6.08M |
| Anglo American Capital PLC | 0 | 6,198,000 | 6,198,000 | 0.01% | $6.06M |
| FREDDIE MAC POOL UMBS P#SL3299 5.50000000 | 0 | 5,919,765 | 5,919,765 | 0.01% | $6.05M |
| Angel Oak Mortgage Trust 2026-1 | 0 | 6,057,511 | 6,057,511 | 0.01% | $5.99M |
| RAMSGATE DC HOLDINGS UK 1 SARL SER 1A CL A V/R REGD 144A P/P /GBP/ 5.48300000 | 0 | 4,500,000 | 4,500,000 | 0.01% | $5.82M |
| VCAT LLC, Series 2026-NPL1, Class A1 | 0 | 5,847,740 | 5,847,740 | 0.01% | $5.82M |
| MORGAN STANLEY RESIDENTIAL MORTGAGE LOAN TRUST MSRM_26-NQM2 | 0 | 5,857,422 | 5,857,422 | 0.01% | $5.81M |
| REDEXIS SA /EUR/ REGD REG S EMTN 4.37500000 | 0 | 5,000,000 | 5,000,000 | 0.01% | $5.80M |
| LAD AUTO RECEIVABLES TRUST 2026-1 SER 2026-1A CL A1 REGD 144A P/P 3.87100000 | 0 | 5,726,547 | 5,726,547 | 0.01% | $5.73M |
| T/L POLARIS NEWCO LLC REGD /EUR/ 0.00000000 | 0 | 5,804,221 | 5,804,221 | 0.01% | $5.66M |
| PacifiCorp | 0 | 5,600,000 | 5,600,000 | 0.01% | $5.62M |
| AQFIT 2026-A A | 0 | 5,600,000 | 5,600,000 | 0.01% | $5.57M |
| QATAR ST 4.817% 03/14/2049 144A | 0 | 6,298,000 | 6,298,000 | 0.01% | $5.56M |
| FANNIE MAE POOL UMBS P#FA3798 6.00000000 | 0 | 5,317,200 | 5,317,200 | 0.01% | $5.53M |
| Republic of Colombia | 0 | 5,500,000 | 5,500,000 | 0.01% | $5.40M |
| HONEYWELL AEROSP | 0 | 5,437,000 | 5,437,000 | 0.01% | $5.39M |
| ORACLE CORP | 0 | 5,400,000 | 5,400,000 | 0.01% | $5.33M |
| JGB 2.1 09/20/54 84 | 0 | 1,166,200,000 | 1,166,200,000 | 0.01% | $5.31M |
| NORTEGAS ENERGIA GRUPO S /EUR/ REGD REG S EMTN 4.12500000 | 0 | 4,700,000 | 4,700,000 | 0.01% | $5.26M |
| ORACLE CORP | 0 | 5,624,000 | 5,624,000 | 0.01% | $5.25M |
| REPUBLIC OF COLOMBIA REGD 7.75000000 | 0 | 5,079,000 | 5,079,000 | 0.01% | $5.19M |
| JGB 1.8 03/20/54 82 | 0 | 1,222,000,000 | 1,222,000,000 | 0.01% | $5.19M |
| AMAZON.COM INC | 0 | 5,150,000 | 5,150,000 | 0.01% | $5.13M |
| FREDDIE MAC POOL UMBS P#RJ5228 5.50000000 | 0 | 4,962,267 | 4,962,267 | 0.01% | $5.07M |
| SMB 2026-B D 144A REGD 6.27000000 | 0 | 5,006,000 | 5,006,000 | 0.01% | $5.00M |
| JGB 2.3 12/20/54 85 | 0 | 1,041,800,000 | 1,041,800,000 | 0.01% | $4.96M |
| CROSS MORTGAGE TRUST CROSS_26-NQM1 | 0 | 5,004,218 | 5,004,218 | 0.01% | $4.95M |
Top 300 of 494, by weight.
| Security | Shares Dec 2025 | Shares Mar 2026 | Δ shares | End % | Δ value |
|---|---|---|---|---|---|
| FUTURE CONTRACT ON US 10YR ULTRA FUT MAR26 0.00000000 | 20,919 | 0 | -20,919 | 0.00% | -$2.41B |
| FUTURE CONTRACT ON US 2YR NOTE (CBT) MAR26 0.00000000 | 10,996 | 0 | -10,996 | 0.00% | -$2.30B |
| FUTURE CONTRACT ON US 5YR NOTE (CBT) MAR26 0.00000000 | 15,699 | 0 | -15,699 | 0.00% | -$1.72B |
| US TREASURY N/B | 1,700,930,000 | 0 | -1,700,930,000 | 0.00% | -$1.69B |
| FUTURE CONTRACT ON US 10YR NOTE (CBT)MAR26 0.00000000 | 12,606 | 0 | -12,606 | 0.00% | -$1.42B |
| Uniform Mortgage-Backed Security, TBA | 1,273,739,465 | 0 | -1,273,739,465 | 0.00% | -$1.27B |
| FUTURE CONTRACT ON US ULTRA BOND CBT MAR26 0.00000000 | 9,821 | 0 | -9,821 | 0.00% | -$1.16B |
| Uniform Mortgage-Backed Security, TBA | 1,098,100,000 | 0 | -1,098,100,000 | 0.00% | -$1.11B |
| Uniform Mortgage-Backed Security, TBA | 902,670,000 | 0 | -902,670,000 | 0.00% | -$926.34M |
| RC R/P CITIGR 3.900% 01/02/26 3.90000000 | 789,100,000 | 0 | -789,100,000 | 0.00% | -$789.10M |
| US TREASURY N/B | 709,777,000 | 0 | -709,777,000 | 0.00% | -$683.83M |
| FNCL 6 3/24 | 650,000,000 | 0 | -650,000,000 | 0.00% | -$666.99M |
| FUTURE CONTRACT ON LONG GILT FUTURE MAR26 /GBP/ 0.00000000 | 4,979 | 0 | -4,979 | 0.00% | -$613.22M |
| Uniform Mortgage-Backed Security, TBA | 566,600,000 | 0 | -566,600,000 | 0.00% | -$588.94M |
| RC R/P BOFA S 3.930% 01/02/26 3.93000000 | 532,100,000 | 0 | -532,100,000 | 0.00% | -$532.10M |
| US TREASURY N/B | 503,315,000 | 0 | -503,315,000 | 0.00% | -$496.08M |
| G2SF 6 1/25 | 409,300,000 | 0 | -409,300,000 | 0.00% | -$417.09M |
| FNCL 3.5 2/26 | 447,775,000 | 0 | -447,775,000 | 0.00% | -$412.53M |
| US TREASURY N/B | 383,610,000 | 0 | -383,610,000 | 0.00% | -$382.86M |
| RC R/P CITIGR 3.870% 01/02/26 3.87000000 | 313,900,000 | 0 | -313,900,000 | 0.00% | -$313.90M |
| US TREASURY N/B | 270,920,000 | 0 | -270,920,000 | 0.00% | -$269.73M |
| FUTURE CONTRACT ON AUST 10Y BOND FUT MAR26 /AUD/ 0.00000000 | 3,669 | 0 | -3,669 | 0.00% | -$268.07M |
| U.S. Treasury Bills | 250,000,000 | 0 | -250,000,000 | 0.00% | -$249.73M |
| U.S. Treasury Bills | 250,000,000 | 0 | -250,000,000 | 0.00% | -$249.22M |
| G2SF 5.5 1/25 | 239,725,000 | 0 | -239,725,000 | 0.00% | -$242.05M |
| Uniform Mortgage-Backed Security, TBA | 250,800,000 | 0 | -250,800,000 | 0.00% | -$237.73M |
| US TREASURY N/B | 227,324,000 | 0 | -227,324,000 | 0.00% | -$227.06M |
| FN MA5551 | 232,495,424 | 0 | -232,495,424 | 0.00% | -$227.03M |
| RC R/P BNYMEL 3.860% 01/02/26 3.86000000 | 200,000,000 | 0 | -200,000,000 | 0.00% | -$200.00M |
| US TREASURY N/B | 197,190,000 | 0 | -197,190,000 | 0.00% | -$196.19M |
| FNCL 5 1/26 | 192,715,535 | 0 | -192,715,535 | 0.00% | -$192.17M |
| G2SF 5 1/26 | 191,700,000 | 0 | -191,700,000 | 0.00% | -$191.25M |
| Uniform Mortgage-Backed Security, TBA | 157,000,000 | 0 | -157,000,000 | 0.00% | -$163.31M |
| Government National Mortgage Association, TBA | 185,225,000 | 0 | -185,225,000 | 0.00% | -$159.74M |
| RC R/P BOFA S 3.900% 01/02/26 3.90000000 | 134,600,000 | 0 | -134,600,000 | 0.00% | -$134.60M |
| G2SF 3.5 1/26 | 145,600,000 | 0 | -145,600,000 | 0.00% | -$132.48M |
| WIB 0 03/19/26 | 125,000,000 | 0 | -125,000,000 | 0.00% | -$124.07M |
| FNCL 2 1/26 | 148,975,000 | 0 | -148,975,000 | 0.00% | -$120.39M |
| FNCL 2.5 1/26 | 133,550,000 | 0 | -133,550,000 | 0.00% | -$112.88M |
| FNCL 4.5 1/26 | 105,625,000 | 0 | -105,625,000 | 0.00% | -$103.11M |
| FREDDIE MAC DISCOUNT NOTES 0.00000000 | 100,000,000 | 0 | -100,000,000 | 0.00% | -$99.88M |
| FNCL 4 1/26 | 96,675,000 | 0 | -96,675,000 | 0.00% | -$91.69M |
| FNCL 3 1/26 | 94,600,000 | 0 | -94,600,000 | 0.00% | -$83.66M |
| FNCL 5.5 1/26 | 80,200,000 | 0 | -80,200,000 | 0.00% | -$81.32M |
| Government National Mortgage Association, TBA | 79,000,000 | 0 | -79,000,000 | 0.00% | -$80.45M |
| G2SF 4.5 1/26 | 75,625,000 | 0 | -75,625,000 | 0.00% | -$73.65M |
| G2SF 4 1/26 | 72,100,000 | 0 | -72,100,000 | 0.00% | -$68.10M |
| Uniform Mortgage-Backed Security, TBA | 67,500,000 | 0 | -67,500,000 | 0.00% | -$65.84M |
| FNMA UMBS, 30 Year | 67,115,617 | 0 | -67,115,617 | 0.00% | -$63.95M |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 61,600,000 | 0 | -61,600,000 | 0.00% | -$63.60M |
| FNCL 6 1/26 | 57,600,000 | 0 | -57,600,000 | 0.00% | -$59.14M |
| FANNIE MAE POOL UMBS P#FM7159 2.50000000 | 68,255,845 | 0 | -68,255,845 | 0.00% | -$57.91M |
| G2 MA9963 | 57,096,968 | 0 | -57,096,968 | 0.00% | -$55.67M |
| UMBS | 56,255,534 | 0 | -56,255,534 | 0.00% | -$54.93M |
| BOEING CO | 50,426,000 | 0 | -50,426,000 | 0.00% | -$50.33M |
| U.S. Treasury Bills | 50,000,000 | 0 | -50,000,000 | 0.00% | -$49.91M |
| FNMA UMBS, 30 Year | 56,992,492 | 0 | -56,992,492 | 0.00% | -$46.16M |
| CROWN CASTLE INTL CORP 4(2) 144A DISC NT 1/20/2026 | 45,000,000 | 0 | -45,000,000 | 0.00% | -$44.90M |
| U.S. Treasury Bills | 45,555,000 | 0 | -45,555,000 | 0.00% | -$44.82M |
| FREDDIE MAC POOL UMBS P#SD8284 3.00000000 | 50,118,987 | 0 | -50,118,987 | 0.00% | -$44.37M |
| Uniform Mortgage-Backed Securities | 50,895,995 | 0 | -50,895,995 | 0.00% | -$43.18M |
| GOLDMAN SACHS GP | 43,135,000 | 0 | -43,135,000 | 0.00% | -$42.91M |
| FYBR 2023-1 A2 144A 6.6% 08-20-53 | 35,360,000 | 0 | -35,360,000 | 0.00% | -$35.68M |
| G2 MB0024 | 35,183,200 | 0 | -35,183,200 | 0.00% | -$34.31M |
| AMETEK INC NEW CP 0% 01/12/2026 | 32,100,000 | 0 | -32,100,000 | 0.00% | -$32.06M |
| MEX BONOS DESARR FIX RT /MXN/ REGD SER M 8.50000000 | 586,900,000 | 0 | -586,900,000 | 0.00% | -$30.54M |
| CIM TRUST CIM 2023 R1 A1A 144A | 29,940,009 | 0 | -29,940,009 | 0.00% | -$29.83M |
| FUTURE CONTRACT ON AUST 3YR BOND FUT MAR26 /AUD/ 0.00000000 | 407 | 0 | -407 | 0.00% | -$28.52M |
| MICRON TECH | 25,203,000 | 0 | -25,203,000 | 0.00% | -$26.77M |
| CIM TRUST CIM 2023 R3 A1A 144A | 25,319,809 | 0 | -25,319,809 | 0.00% | -$24.99M |
| Cologix Data Centers US Issuer LLC, Series 2021-1A, Class A2 | 21,735,000 | 0 | -21,735,000 | 0.00% | -$21.36M |
| TURKIYE GOVERNMENT BOND /TRY/ REGD SER 2Y 37.00000000 | 911,720,000 | 0 | -911,720,000 | 0.00% | -$21.25M |
| BX Commercial Mortgage Trust, Series 2022-CSMO, Class A | 20,460,000 | 0 | -20,460,000 | 0.00% | -$20.49M |
| RC R/P CITIGR 3.930% 01/02/26 3.93000000 | 20,100,000 | 0 | -20,100,000 | 0.00% | -$20.10M |
| CRSNT TRUST CRSNT 2021 MOON B 144A | 20,000,000 | 0 | -20,000,000 | 0.00% | -$19.78M |
| FR SD8504 | 19,516,881 | 0 | -19,516,881 | 0.00% | -$19.06M |
| US TREASURY N/B | 19,209,000 | 0 | -19,209,000 | 0.00% | -$18.88M |
| GEN MOTORS FIN | 17,350,000 | 0 | -17,350,000 | 0.00% | -$17.93M |
| FN MA4700 | 18,242,534 | 0 | -18,242,534 | 0.00% | -$17.32M |
| SOUTHERN CALIFORNIA EDISON CO CP 0% 01/05/2026 | 17,300,000 | 0 | -17,300,000 | 0.00% | -$17.29M |
| UMBS | 19,567,226 | 0 | -19,567,226 | 0.00% | -$16.64M |
| OCTAGON INVESTMENT PARTNERS 39 LTD SER 2018-3A CL BR V/R REGD 144A P/P 5.68444000 | 16,550,000 | 0 | -16,550,000 | 0.00% | -$16.55M |
| ORACLE CORPORATION 01/26 ZCP | 16,200,000 | 0 | -16,200,000 | 0.00% | -$16.17M |
| CyrusOne Data Centers Issuer I LLC, Series 2025-1A, Class A2 | 15,895,000 | 0 | -15,895,000 | 0.00% | -$16.13M |
| ERAC USA FIN LLC DISC 01/12/26 0.00000000 | 16,000,000 | 0 | -16,000,000 | 0.00% | -$15.98M |
| BANK OF AMER CRP | 18,070,000 | 0 | -18,070,000 | 0.00% | -$15.86M |
| ROMANIA REGD REG S 6.37500000 | 15,134,000 | 0 | -15,134,000 | 0.00% | -$15.76M |
| JBS HLD/FOOD/GRP | 15,155,000 | 0 | -15,155,000 | 0.00% | -$15.40M |
| T-MOBILE USA INC | 14,809,000 | 0 | -14,809,000 | 0.00% | -$14.78M |
| HCA INC DISC COML PAPER 01/26 ZCP | 14,700,000 | 0 | -14,700,000 | 0.00% | -$14.69M |
| NSANY 2 03/09/26 | 14,300,000 | 0 | -14,300,000 | 0.00% | -$14.21M |
| PENTA CLO 12 DAC SER 2022-12A CL BRR V/R REGD 144A P/P /EUR/ 3.96900000 | 12,030,000 | 0 | -12,030,000 | 0.00% | -$14.14M |
| RCO X Mortgage LLC, Series 2025-1, Class A1 | 13,595,964 | 0 | -13,595,964 | 0.00% | -$13.62M |
| U.S. Treasury Bills | 13,678,000 | 0 | -13,678,000 | 0.00% | -$13.45M |
| UZBEKISTAN INTL BOND /EUR/ REGD 144A P/P 5.37500000 | 11,060,000 | 0 | -11,060,000 | 0.00% | -$13.29M |
| Costa Rica Government International Bond | 11,000,000 | 0 | -11,000,000 | 0.00% | -$13.20M |
| NY TWY AUTH-B-GROUP-2 | 12,710,000 | 0 | -12,710,000 | 0.00% | -$13.08M |
| HCA INC DISC COML PAPER 01/26 ZCP | 12,900,000 | 0 | -12,900,000 | 0.00% | -$12.87M |
| CROWN CASTLE INTL 0.0 22JAN26 144A | 12,800,000 | 0 | -12,800,000 | 0.00% | -$12.77M |
| G2SF 6.5 1/24 | 12,300,000 | 0 | -12,300,000 | 0.00% | -$12.71M |
| JABIL INC DISC 01/14/26 0.00000000 | 12,600,000 | 0 | -12,600,000 | 0.00% | -$12.58M |
| DEWOLF PARK CLO LTD SER 2017-1A CL BR V/R REGD 144A P/P 5.61615000 | 12,235,000 | 0 | -12,235,000 | 0.00% | -$12.24M |
| PARK AVENUE INSTITUTIONAL ADVISERS CLO SER 2021-1A CL A2R V/R REGD 144A P/P 5.53444000 | 12,200,000 | 0 | -12,200,000 | 0.00% | -$12.19M |
| BX Commercial Mortgage Trust, Series 2022-CSMO, Class B | 12,065,000 | 0 | -12,065,000 | 0.00% | -$12.09M |
| CSMC 2021-RPL9 TR VAR 02/25/2061 144A | 11,890,514 | 0 | -11,890,514 | 0.00% | -$11.85M |
| CRSNT TRUST CRSNT 2021 MOON C 144A | 12,000,000 | 0 | -12,000,000 | 0.00% | -$11.84M |
| VMED 4 7/8 07/15/28 | 8,820,000 | 0 | -8,820,000 | 0.00% | -$11.57M |
| State of Kuwait | 11,532,000 | 0 | -11,532,000 | 0.00% | -$11.53M |
| TURKIYE REP OF | 11,170,000 | 0 | -11,170,000 | 0.00% | -$11.51M |
| MFRA TRUST MFRA 2022 NQM3 A1 144A | 11,349,351 | 0 | -11,349,351 | 0.00% | -$11.31M |
| ORACLE CORP | 12,520,000 | 0 | -12,520,000 | 0.00% | -$11.31M |
| BANK OF AMER CRP | 10,890,000 | 0 | -10,890,000 | 0.00% | -$10.84M |
| HUNGARY GOVERNMENT BOND /HUF/ REGD SER 26/D 2.75000000 | 3,593,160,000 | 0 | -3,593,160,000 | 0.00% | -$10.66M |
| MIK 5.25 05/01/28 144A | 10,913,000 | 0 | -10,913,000 | 0.00% | -$10.49M |
| KEURIG DR PEPPER INC | 10,500,000 | 0 | -10,500,000 | 0.00% | -$10.49M |
| UBS GROUP | 10,300,000 | 0 | -10,300,000 | 0.00% | -$10.27M |
| Flexential Issuer, LLC | 10,390,857 | 0 | -10,390,857 | 0.00% | -$10.24M |
| STATE OF ISRAEL | 9,800,000 | 0 | -9,800,000 | 0.00% | -$10.23M |
| CENTENE CORP | 11,102,000 | 0 | -11,102,000 | 0.00% | -$10.22M |
| Frontier Issuer LLC, Series 2024-1, Class A2 | 9,860,000 | 0 | -9,860,000 | 0.00% | -$10.17M |
| NY TRANS FIN AUTH-E | 9,600,000 | 0 | -9,600,000 | 0.00% | -$9.86M |
| Cologix Data Centers US Issuer LLC, Series 2021-1A, Class B | 9,960,000 | 0 | -9,960,000 | 0.00% | -$9.70M |
| BROADCOM INC | 9,600,000 | 0 | -9,600,000 | 0.00% | -$9.63M |
| AFFRM 2024-A 1A 144A 5.61% 02-15-29 | 9,415,000 | 0 | -9,415,000 | 0.00% | -$9.43M |
| HUNGARY GOVERNMENT BOND /HUF/ REGD SER 26/H 9.50000000 | 2,996,300,000 | 0 | -2,996,300,000 | 0.00% | -$9.39M |
| FNCL 3.5 1/26 | 10,000,000 | 0 | -10,000,000 | 0.00% | -$9.24M |
| SMBC AVIATION CAPITAL FI REGD 144A P/P 5.45000000 | 9,005,000 | 0 | -9,005,000 | 0.00% | -$9.24M |
| CAISTER FINANCE DAC SONIO+ 08/17/2035 144A | 6,813,000 | 0 | -6,813,000 | 0.00% | -$9.21M |
| Keurig Dr Pepper Inc | 9,200,000 | 0 | -9,200,000 | 0.00% | -$9.19M |
| BROADCOM INC | 9,000,000 | 0 | -9,000,000 | 0.00% | -$9.02M |
| CIM TRUST 2019-R4 SER 2019-R4 CL A1 V/R REGD 144A P/P 3.00000000 | 9,510,529 | 0 | -9,510,529 | 0.00% | -$8.95M |
| JBS USA/FOOD/GRP | 8,425,000 | 0 | -8,425,000 | 0.00% | -$8.86M |
| HCA INC DISC COML PAPER 01/26 ZCP | 8,800,000 | 0 | -8,800,000 | 0.00% | -$8.79M |
| FMCN 9.375 03/01/29 144A | 8,069,000 | 0 | -8,069,000 | 0.00% | -$8.50M |
| VOLKSWAGEN FINANCIAL SER /EUR/ REGD REG S 3.87500000 | 7,100,000 | 0 | -7,100,000 | 0.00% | -$8.41M |
| AUTOZONE INC | 8,465,000 | 0 | -8,465,000 | 0.00% | -$8.37M |
| AFRMT 2025-1A A | 8,225,000 | 0 | -8,225,000 | 0.00% | -$8.31M |
| HCA INC DISC COML PAPER 02/26 ZCP | 8,200,000 | 0 | -8,200,000 | 0.00% | -$8.16M |
| Keurig Dr Pepper Inc | 8,100,000 | 0 | -8,100,000 | 0.00% | -$8.09M |
| G2SF 3 1/26 | 9,000,000 | 0 | -9,000,000 | 0.00% | -$8.09M |
| TENNET NET BV /EUR/ REGD REG S EMTN 4.75000000 | 6,285,000 | 0 | -6,285,000 | 0.00% | -$7.91M |
| AIR LEASE CORP DISC COML 01/26 ZCP | 7,900,000 | 0 | -7,900,000 | 0.00% | -$7.89M |
| HYUNDAI CAPITAL AMERICA SR UNSECURED 144A 03/27 5.3 | 7,700,000 | 0 | -7,700,000 | 0.00% | -$7.81M |
| BXHPP 2021-FILM A | 8,000,000 | 0 | -8,000,000 | 0.00% | -$7.72M |
| Boeing Co. (The), Conv. Pfd. | 111,332 | 0 | -111,332 | 0.00% | -$7.69M |
| MAGNETITE XXV LTD SER 2020-25A CL A V/R REGD 144A P/P 5.31959000 | 7,639,953 | 0 | -7,639,953 | 0.00% | -$7.64M |
| BROADCOM INC | 7,600,000 | 0 | -7,600,000 | 0.00% | -$7.62M |
| REP OF POLAND | 7,285,000 | 0 | -7,285,000 | 0.00% | -$7.55M |
| Air Lease Corporation 0% CP 02/01/2026 | 7,500,000 | 0 | -7,500,000 | 0.00% | -$7.50M |
| Credit Acceptance Auto Loan Trust, Series 2024-2A, Class A | 7,360,000 | 0 | -7,360,000 | 0.00% | -$7.49M |
| HCA INC | 7,500,000 | 0 | -7,500,000 | 0.00% | -$7.43M |
| AMETEK INC DISC COML 01/26 ZCP | 7,300,000 | 0 | -7,300,000 | 0.00% | -$7.30M |
| ENBRIDGE U S INC DISC 01/07/26 0.00000000 | 7,300,000 | 0 | -7,300,000 | 0.00% | -$7.29M |
| AIR LEASE CORP DISCOUNT_______ COMMERCIAL PAPER 0.00000000 | 7,300,000 | 0 | -7,300,000 | 0.00% | -$7.29M |
| AIR LEASE CORP DISC COML 01/26 ZCP | 7,300,000 | 0 | -7,300,000 | 0.00% | -$7.29M |
| STELLANTIS FINANCIAL UNDERWRITTEN ENHANCED SER 2025-BA CL A1 REGD 144A P/P 4.39000000 | 7,257,100 | 0 | -7,257,100 | 0.00% | -$7.26M |
| VW CR INC | 7,200,000 | 0 | -7,200,000 | 0.00% | -$7.19M |
| VENTURE GLOBAL CALCASIEU SR SECURED 144A 11/33 3.875 | 8,302,000 | 0 | -8,302,000 | 0.00% | -$7.12M |
| CHARTER COMM OPT | 8,270,000 | 0 | -8,270,000 | 0.00% | -$7.11M |
| CAFL Issuer LLC, Series 2023-RTL1, Class A1 | 7,075,000 | 0 | -7,075,000 | 0.00% | -$7.08M |
| BAE SYSTEMS PLC | 7,045,000 | 0 | -7,045,000 | 0.00% | -$6.81M |
| ONCOR ELECTRIC D | 6,595,000 | 0 | -6,595,000 | 0.00% | -$6.80M |
| JPMORGAN CHASE | 6,799,000 | 0 | -6,799,000 | 0.00% | -$6.78M |
| AG TRUST AG 2024 NLP A 144A | 6,699,836 | 0 | -6,699,836 | 0.00% | -$6.73M |
| Southern California Edison Company | 6,700,000 | 0 | -6,700,000 | 0.00% | -$6.70M |
| HCA INC DISC COML PAPER 02/26 ZCP | 6,600,000 | 0 | -6,600,000 | 0.00% | -$6.58M |
| PACIFIC GAS&ELEC | 6,569,000 | 0 | -6,569,000 | 0.00% | -$6.57M |
| WESTLAKE AUTOMOBILE RECEIVABLE WLAKE 2025 2A A1 144A | 6,524,694 | 0 | -6,524,694 | 0.00% | -$6.53M |
| FLEX LTD | 6,400,000 | 0 | -6,400,000 | 0.00% | -$6.38M |
| EQUIFAX INC DISC 01/09/26 0.00000000 | 6,300,000 | 0 | -6,300,000 | 0.00% | -$6.29M |
| FREEPORT-MCMORAN | 6,345,000 | 0 | -6,345,000 | 0.00% | -$6.29M |
| MNET 2025-2A A2 | 6,200,000 | 0 | -6,200,000 | 0.00% | -$6.29M |
| LAMAR TX ISD(PSF) 5% 2/15/58 | 6,095,000 | 0 | -6,095,000 | 0.00% | -$6.28M |
| VERIZON COMM INC | 6,300,000 | 0 | -6,300,000 | 0.00% | -$6.25M |
| CIM TRUST 2019-R3 SER 2019-R3 CL A V/R REGD 144A P/P 2.63000000 | 6,592,198 | 0 | -6,592,198 | 0.00% | -$6.19M |
| HYUNDAI CAPITAL AMERICA SR UNSECURED 144A 03/27 VAR | 6,000,000 | 0 | -6,000,000 | 0.00% | -$6.02M |
| New York (City of), NY Transitional Finance Authority, Series 2010 G-3, RB | 5,820,000 | 0 | -5,820,000 | 0.00% | -$5.91M |
| SOUTHERN CO | 5,675,000 | 0 | -5,675,000 | 0.00% | -$5.67M |
| ALCON FINANCE CO | 5,350,000 | 0 | -5,350,000 | 0.00% | -$5.59M |
| UZBEKISTAN INTL BOND /EUR/ REGD REG S 5.10000000 | 4,585,000 | 0 | -4,585,000 | 0.00% | -$5.57M |
| JABIL INC DISC 01/12/2026 0.00000000 | 5,400,000 | 0 | -5,400,000 | 0.00% | -$5.39M |
| ALIMENTATION COUCHETARD INC | 5,300,000 | 0 | -5,300,000 | 0.00% | -$5.30M |
| EDISON INTERNATIONAL 01/26 ZCP | 5,100,000 | 0 | -5,100,000 | 0.00% | -$5.10M |
| TBA GNMA 30 YR 5.50000000 | 5,000,000 | 0 | -5,000,000 | 0.00% | -$5.04M |
| CHILE | 5,675,000 | 0 | -5,675,000 | 0.00% | -$5.04M |
| ATHENE GLOBAL FUNDING REGD 144A P/P 3.20500000 | 5,070,000 | 0 | -5,070,000 | 0.00% | -$4.99M |
| HTHROW 6.45 12/10/31 REGS | 3,420,000 | 0 | -3,420,000 | 0.00% | -$4.95M |
| JABIL INC DISC 01/07/26 0.00000000 | 4,900,000 | 0 | -4,900,000 | 0.00% | -$4.90M |
| HSBC HOLDINGS | 5,045,000 | 0 | -5,045,000 | 0.00% | -$4.87M |
| BANK OF AMER CRP | 4,640,000 | 0 | -4,640,000 | 0.00% | -$4.83M |
| AMFAM HOLDINGS INC SR UNSECURED 144A 03/31 2.805 | 5,500,000 | 0 | -5,500,000 | 0.00% | -$4.83M |
| HARLEY-DAVIDSON MOTORCYCLE TRUST 2024-B SER 2024-B CL A2 REGD 4.62000000 | 4,750,856 | 0 | -4,750,856 | 0.00% | -$4.75M |
| PCG 2.95 03/01/26 | 4,765,000 | 0 | -4,765,000 | 0.00% | -$4.75M |
| IT 3.625 06/15/29 144A | 4,920,000 | 0 | -4,920,000 | 0.00% | -$4.74M |
| PACIFIC GAS&ELEC | 4,600,000 | 0 | -4,600,000 | 0.00% | -$4.73M |
| AIR CDA PASS THRU TR 2017-1 3.7% 07/15/2027 144A | 4,656,111 | 0 | -4,656,111 | 0.00% | -$4.65M |
| PRET LLC, Series 2024-NPL7, Class A1 | 4,626,035 | 0 | -4,626,035 | 0.00% | -$4.63M |
| VCAT LLC, Series 2025-NPL1, Class A1 | 4,483,953 | 0 | -4,483,953 | 0.00% | -$4.50M |
| CITIGROUP INC | 4,753,000 | 0 | -4,753,000 | 0.00% | -$4.45M |
| T/L BRADYPLUS HOLDINGS LLC REGD 0.00000000 | 4,392,607 | 0 | -4,392,607 | 0.00% | -$4.34M |
| CANADIAN NATL RE | 4,200,000 | 0 | -4,200,000 | 0.00% | -$4.31M |
| MCDONALD'S CORP | 4,080,000 | 0 | -4,080,000 | 0.00% | -$4.13M |
| CONAGRA FOODS IN DISC 01/07/26 0.00000000 | 4,100,000 | 0 | -4,100,000 | 0.00% | -$4.10M |
| AIR LEASE CORP DISCOUNT_______ COMMERCIAL PAPER 0.00000000 | 4,100,000 | 0 | -4,100,000 | 0.00% | -$4.10M |
| NSANY 8 1/8 07/17/35 | 3,800,000 | 0 | -3,800,000 | 0.00% | -$4.04M |
| AIR LEASE CORP DISC COML 01/26 ZCP | 4,000,000 | 0 | -4,000,000 | 0.00% | -$3.99M |
| Government National Mortgage Association, TBA | 4,200,000 | 0 | -4,200,000 | 0.00% | -$3.97M |
| WOODSIDE FINANCE | 4,000,000 | 0 | -4,000,000 | 0.00% | -$3.95M |
| ASHTEAD CAPITAL | 3,820,000 | 0 | -3,820,000 | 0.00% | -$3.94M |
| WESTERN DIGITAL | 4,080,000 | 0 | -4,080,000 | 0.00% | -$3.90M |
| HYATT HOTELS | 3,825,000 | 0 | -3,825,000 | 0.00% | -$3.83M |
| EDISON INTERNATIONAL 01/26 ZCP | 3,800,000 | 0 | -3,800,000 | 0.00% | -$3.80M |
| DOMINION ENERGY DISC 01/13/26 0.00000000 | 3,800,000 | 0 | -3,800,000 | 0.00% | -$3.79M |
| CONAGRA FOODS IN DISC 01/13/26 0.00000000 | 3,800,000 | 0 | -3,800,000 | 0.00% | -$3.79M |
| BANK OF AMER CRP | 4,213,000 | 0 | -4,213,000 | 0.00% | -$3.77M |
| HCA INC DISC COML PAPER 01/26 ZCP | 3,747,000 | 0 | -3,747,000 | 0.00% | -$3.74M |
| NEW YORK NY REGD B/E 3.55000000 | 3,645,000 | 0 | -3,645,000 | 0.00% | -$3.62M |
| HYATT HOTELS | 3,500,000 | 0 | -3,500,000 | 0.00% | -$3.61M |
| ENBRIDGE (US) INC | 3,600,000 | 0 | -3,600,000 | 0.00% | -$3.60M |
| ATHENE GLOBAL FU | 3,800,000 | 0 | -3,800,000 | 0.00% | -$3.59M |
| SAN DIEGO GAS + ELEC | 3,600,000 | 0 | -3,600,000 | 0.00% | -$3.59M |
| MARRIOTT INTL | 3,830,000 | 0 | -3,830,000 | 0.00% | -$3.55M |
| DEUTSCHE BANK NY | 3,700,000 | 0 | -3,700,000 | 0.00% | -$3.53M |
| CLSEC HOLDINGS 22T LLC SER 2021-1 CL B REGD 144A P/P 3.46400000 | 3,731,493 | 0 | -3,731,493 | 0.00% | -$3.52M |
| Marriott International Inc/MD | 3,500,000 | 0 | -3,500,000 | 0.00% | -$3.50M |
| T/L XEROX CORPORATION REGD 0.00000000 | 4,099,452 | 0 | -4,099,452 | 0.00% | -$3.49M |
| Air Lease Corporation 0% CP 14/01/2026 | 3,500,000 | 0 | -3,500,000 | 0.00% | -$3.49M |
| FIDELITY NATL INFORMATION SVCS 01/26 ZCP | 3,500,000 | 0 | -3,500,000 | 0.00% | -$3.49M |
| AFFRM 2024-A A 144A 5.61% 02-15-29 | 3,485,000 | 0 | -3,485,000 | 0.00% | -$3.49M |
| PACIFIC GAS&ELEC | 3,295,000 | 0 | -3,295,000 | 0.00% | -$3.42M |
| SOCAR Turkey Enerji AS via Steas Funding 1 DAC | 3,400,000 | 0 | -3,400,000 | 0.00% | -$3.40M |
| T/L ENTAIN HOLDINGS (GIBRALTAR) LIMITEDREGD TERM LOAN 0.00000000 | 3,404,492 | 0 | -3,404,492 | 0.00% | -$3.38M |
| Avis Budget Rental Car Funding AESOP LLC, Series 2020-2A, Class A | 3,246,667 | 0 | -3,246,667 | 0.00% | -$3.24M |
| COREVEST AMERICAN FINANCE 2021-3 TRUST SER 2021-3 CL B REGD 144A P/P 2.49400000 | 3,270,000 | 0 | -3,270,000 | 0.00% | -$3.21M |
| HCA INC DISC COML PAPER 01/26 ZCP | 3,200,000 | 0 | -3,200,000 | 0.00% | -$3.19M |
| PACIFIC GAS&ELEC | 3,980,000 | 0 | -3,980,000 | 0.00% | -$3.16M |
| BANK OF AMER CRP | 3,473,000 | 0 | -3,473,000 | 0.00% | -$3.12M |
| OTIS WORLDWIDE | 3,055,000 | 0 | -3,055,000 | 0.00% | -$3.11M |
| COMMONSPIRIT | 3,100,000 | 0 | -3,100,000 | 0.00% | -$3.06M |
| AMERICAN HERITAGE AUTO RECEIVABLES ISSUER TR SER 2025-1A CL A1 REGD 144A P/P 4.45300000 | 2,997,223 | 0 | -2,997,223 | 0.00% | -$3.00M |
| AMERICAN TOWER | 2,880,000 | 0 | -2,880,000 | 0.00% | -$2.99M |
| T/L CALPINE CORPORATION REGD 0.00000000 | 2,946,263 | 0 | -2,946,263 | 0.00% | -$2.95M |
| ONEOK INC | 2,900,000 | 0 | -2,900,000 | 0.00% | -$2.92M |
| CVS HEALTH CORP | 3,184,000 | 0 | -3,184,000 | 0.00% | -$2.87M |
| OCCIDENTAL PETE | 2,800,000 | 0 | -2,800,000 | 0.00% | -$2.87M |
| GM Financial Automobile Leasing Trust, Series 2024-3, Class A2A | 2,845,140 | 0 | -2,845,140 | 0.00% | -$2.85M |
| Slam Ltd. | 2,764,765 | 0 | -2,764,765 | 0.00% | -$2.83M |
| GPN 4.875 03/17/31 | 2,300,000 | 0 | -2,300,000 | 0.00% | -$2.81M |
| ROMANIA REGD REG S 7.12500000 | 2,580,000 | 0 | -2,580,000 | 0.00% | -$2.80M |
| JP Morgan Chase Commercial Mortgage Securities Trust, Series 2021-MHC, Class D | 2,800,000 | 0 | -2,800,000 | 0.00% | -$2.80M |
| EVERSOURCE ENERGY DISC 1/09/26 0.00000000 | 2,800,000 | 0 | -2,800,000 | 0.00% | -$2.80M |
| BECTON DICKINSON&CO. | 2,800,000 | 0 | -2,800,000 | 0.00% | -$2.80M |
| Wheels Fleet Lease Funding LLC, Series 2024-3A, Class A1 | 2,715,250 | 0 | -2,715,250 | 0.00% | -$2.74M |
| Progress Residential Trust, Series 2021-SFR6, Class E1 | 2,730,000 | 0 | -2,730,000 | 0.00% | -$2.70M |
| MIK 7.875 05/01/29 144A | 2,920,000 | 0 | -2,920,000 | 0.00% | -$2.70M |
| BANK OF AMER CRP | 2,605,000 | 0 | -2,605,000 | 0.00% | -$2.67M |
| CALIFORNIA ST UNIV REVENUE REGD B/E 2.37400000 | 3,130,000 | 0 | -3,130,000 | 0.00% | -$2.61M |
| EDISON INTL DISCOUNT__________ COMMERCIAL PAPER 0.00000000 | 2,600,000 | 0 | -2,600,000 | 0.00% | -$2.60M |
| SEB Funding LLC, Series 2021-1A, Class A2 | 2,593,500 | 0 | -2,593,500 | 0.00% | -$2.59M |
| ASHTEAD CAPITAL | 2,475,000 | 0 | -2,475,000 | 0.00% | -$2.56M |
| SAMMONS FINL. GRP. 6.875% | 2,300,000 | 0 | -2,300,000 | 0.00% | -$2.52M |
| Trimaran CAVU Ltd., Series 2021-2A, Class B1 | 2,500,000 | 0 | -2,500,000 | 0.00% | -$2.50M |
| JABIL INC DISC 01/13/26 0.00000000 | 2,500,000 | 0 | -2,500,000 | 0.00% | -$2.50M |
| T/L TACALA INVESTMENT CORP. REGD 0.00000000 | 2,470,270 | 0 | -2,470,270 | 0.00% | -$2.49M |
| Keurig Dr Pepper Inc | 2,400,000 | 0 | -2,400,000 | 0.00% | -$2.40M |
| AIR LEASE CORP DISC COML 01/26 ZCP | 2,400,000 | 0 | -2,400,000 | 0.00% | -$2.40M |
| UNTD AIR 18-1 B | 2,361,007 | 0 | -2,361,007 | 0.00% | -$2.36M |
| Exeter Automobile Receivables Trust, Series 2024-5A, Class A3 | 2,351,331 | 0 | -2,351,331 | 0.00% | -$2.35M |
| T/L VOYAGER PARENT LLC REGD 0.00000000 | 2,334,538 | 0 | -2,334,538 | 0.00% | -$2.33M |
| JABIL INC | 2,470,000 | 0 | -2,470,000 | 0.00% | -$2.30M |
| TURKIYE REP OF | 2,800,000 | 0 | -2,800,000 | 0.00% | -$2.30M |
| CONAGRA FOODS INC. | 2,300,000 | 0 | -2,300,000 | 0.00% | -$2.30M |
| T/L CALPINE CORPORATION REGD 0.00000000 | 2,222,391 | 0 | -2,222,391 | 0.00% | -$2.22M |
| VENTURE GLOBAL CALCASIEU SR SECURED 144A 08/31 4.125 | 2,418,000 | 0 | -2,418,000 | 0.00% | -$2.20M |
| NEW YORK NY REGD B/E 2.05000000 | 2,480,000 | 0 | -2,480,000 | 0.00% | -$2.18M |
| Credit Acceptance Auto Loan Trust, Series 2023-1A, Class C | 2,135,000 | 0 | -2,135,000 | 0.00% | -$2.18M |
| ONE 2021-PARK MORTGAGE TRUST SER 2021-PARK CL C V/R REGD 144A P/P 4.96448000 | 2,175,000 | 0 | -2,175,000 | 0.00% | -$2.17M |
| APU 9.375 06/01/28 144A | 2,083,000 | 0 | -2,083,000 | 0.00% | -$2.16M |
| CIFC FUNDING 2015-IV LTD SER 2015-4A CL A2R2 V/R REGD 144A P/P 5.59605000 | 2,145,000 | 0 | -2,145,000 | 0.00% | -$2.14M |
| VOLKSWAGEN GROUP OF AMERICA FINANCE LLC 144A 5.800000% 03/27/2035 | 1,990,000 | 0 | -1,990,000 | 0.00% | -$2.06M |
| HCA INC DISC COML PAPER 02/26 ZCP | 2,053,000 | 0 | -2,053,000 | 0.00% | -$2.04M |
| MADISON PARK FUNDING XXXV LTD SER 2019-35A CL A1R V/R REGD 144A P/P 5.13605000 | 2,004,633 | 0 | -2,004,633 | 0.00% | -$2.00M |
| Chile Electricity Lux MPC II S.a.r.l. | 1,946,012 | 0 | -1,946,012 | 0.00% | -$1.99M |
| COMM MORTGAGE TRUST COMM 2016 787S A 144A | 2,000,000 | 0 | -2,000,000 | 0.00% | -$1.99M |
| FLEX LTD | 1,900,000 | 0 | -1,900,000 | 0.00% | -$1.94M |
| ION PLATFORM FIN. U 8.75% | 1,904,000 | 0 | -1,904,000 | 0.00% | -$1.93M |
| Avis Budget Rental Car Funding AESOP LLC, Series 2023-2A, Class D | 1,880,000 | 0 | -1,880,000 | 0.00% | -$1.90M |
| STOAU 5.75 11/13/35 144A | 1,900,000 | 0 | -1,900,000 | 0.00% | -$1.89M |
| HOST HOTELS + RESORTS LP SR UNSECURED 06/32 5.7 | 1,800,000 | 0 | -1,800,000 | 0.00% | -$1.88M |
| WESTERN DIGITAL | 1,870,000 | 0 | -1,870,000 | 0.00% | -$1.87M |
| New York City Transitional Finance Authority Future Tax Secured Revenue, Series 2018, RB | 1,900,000 | 0 | -1,900,000 | 0.00% | -$1.85M |
| NEW YORK CITY NY TRANSITIONAL REGD N/C B/E 2.80000000 | 1,850,000 | 0 | -1,850,000 | 0.00% | -$1.85M |
| TECHNIMARK HOLDINGS LLC 2024 TERM LOAN 0.00000000 | 1,840,092 | 0 | -1,840,092 | 0.00% | -$1.82M |
| CSC HOLDINGS LLC REGD 144A P/P 3.37500000 | 2,990,000 | 0 | -2,990,000 | 0.00% | -$1.81M |
| HCA INC DISC COML PAPER 01/26 ZCP | 1,800,000 | 0 | -1,800,000 | 0.00% | -$1.80M |
| EDISON INTERNATIONAL 01/26 ZCP | 1,800,000 | 0 | -1,800,000 | 0.00% | -$1.80M |
| BACARDI MARTINI DISC 01/29/26 0.00000000 | 1,800,000 | 0 | -1,800,000 | 0.00% | -$1.79M |
| T/L MODIVCARE INC REGD 0.00000000 | 4,626,981 | 0 | -4,626,981 | 0.00% | -$1.76M |
| HSBC HOLDINGS | 1,800,000 | 0 | -1,800,000 | 0.00% | -$1.71M |
| SO. CALIF EDISON | 1,700,000 | 0 | -1,700,000 | 0.00% | -$1.70M |
Top 300 of 431, by weight.
| Security | Shares Dec 2025 | Shares Mar 2026 | Δ shares | End % | Δ value |
|---|---|---|---|---|---|
| MONEY MARKET FUND | 2,253,602,461 | 3,029,603,783 | 776,001,322 | 4.68% | $776.00M |
| LETRA TESOURO NACIONAL /BRL/ REGD ZCP SER LTN 0.00000000 | 891,900,000 | 1,645,600,000 | 753,700,000 | 0.47% | $154.78M |
| RPLDCI 6.581 05/30/49 144A | 234,749,000 | 260,533,000 | 25,784,000 | 0.41% | $19.86M |
| US ULTRA BOND CBT Sep25 | 200 | 249 | 49 | 0.34% | -$53.07M |
| PETROLEOS MEXICANOS SR UNSEC SF 6.7% 02-16-32 | 117,412,000 | 131,712,000 | 14,300,000 | 0.20% | $11.81M |
| SAGB 8.875 02/28/35 2035 | 883,700,000 | 1,156,600,000 | 272,900,000 | 0.10% | $11.62M |
| IL ST TXB-PENSION | 61,759,020 | 64,197,794 | 2,438,775 | 0.10% | $2.10M |
| META PLATFORMS | 57,758,000 | 69,218,000 | 11,460,000 | 0.10% | $9.45M |
| BOEING CO/THE | 19,180,000 | 57,045,000 | 37,865,000 | 0.10% | $41.24M |
| BOEING CO | 36,315,000 | 60,080,000 | 23,765,000 | 0.09% | $22.36M |
| FN MA4600 | 32,906,617 | 60,845,136 | 27,938,519 | 0.09% | $25.35M |
| NOTA DO TESOURO NACIONAL /BRL/ REGD SER NTNF 10.00000000 | 86,213,000 | 271,038,000 | 184,825,000 | 0.07% | $33.16M |
| VIPER ENERGY PAR | 45,070,000 | 46,357,000 | 1,287,000 | 0.07% | $723.76K |
| TURKIYE GOVERNMENT BOND /TRY/ REGD SER 2Y 36.00000000 | 858,485,000 | 2,111,123,300 | 1,252,638,300 | 0.07% | $26.52M |
| LEIDOS INC | 30,755,000 | 35,927,000 | 5,172,000 | 0.06% | $4.66M |
| SAGB 7 02/28/31 R213 | 657,000,000 | 663,600,000 | 6,600,000 | 0.06% | -$1.98M |
| T/L TRANSDIGM INC ZCP REGD TERM LOAN 0.00000000 | 36,284,458 | 36,523,245 | 238,787 | 0.06% | $111.40K |
| HSBC HOLDINGS | 26,515,000 | 33,515,000 | 7,000,000 | 0.05% | $6.58M |
| Transcanada Trust Variable Rate, Due 03/15/2077 | 27,904,000 | 35,254,000 | 7,350,000 | 0.05% | $7.04M |
| MORGAN STANLEY | 26,677,000 | 34,960,000 | 8,283,000 | 0.05% | $7.67M |
| PROSUS NV SR UNSECURED 144A 01/27 3.257 | 29,608,000 | 33,683,000 | 4,075,000 | 0.05% | $4.07M |
| CEMEX SAB DE CV REGD 144A P/P 3.87500000 | 30,250,000 | 35,275,000 | 5,025,000 | 0.05% | $3.96M |
| ATLASSIAN CORP | 26,815,000 | 32,815,000 | 6,000,000 | 0.05% | $4.38M |
| SAGB 8.5 01/31/37 2037 | 486,000,000 | 579,100,000 | 93,100,000 | 0.05% | $2.90M |
| Synchrony Financial | 13,900,000 | 27,408,000 | 13,508,000 | 0.04% | $12.77M |
| MORGAN STANLEY | 23,335,000 | 26,681,000 | 3,346,000 | 0.04% | $2.94M |
| CA TXB-VAR PURP | 14,630,000 | 22,155,000 | 7,525,000 | 0.04% | $8.54M |
| MORGAN STANLEY | 2,945,000 | 24,762,000 | 21,817,000 | 0.04% | $22.27M |
| State of Kuwait | 14,654,000 | 26,211,000 | 11,557,000 | 0.04% | $10.53M |
| CA ST-TXBL-BABS | 6,635,000 | 20,460,000 | 13,825,000 | 0.04% | $16.35M |
| UNITED MEXICAN | 2,000,000 | 25,325,000 | 23,325,000 | 0.04% | $22.37M |
| CA ST-BAB | 17,390,000 | 20,240,000 | 2,850,000 | 0.04% | $3.03M |
| CHILE | 17,045,000 | 34,745,000 | 17,700,000 | 0.03% | $10.95M |
| T/L ALTICE FRANCE S.A. REGD 0.00000000 | 6,688,895 | 20,865,045 | 14,176,150 | 0.03% | $14.20M |
| AMER ELEC PWR | 15,480,000 | 20,480,000 | 5,000,000 | 0.03% | $4.86M |
| AT&T INC | 18,000,000 | 20,175,000 | 2,175,000 | 0.03% | $1.92M |
| UNITEDHEALTH GRP | 11,505,000 | 19,355,000 | 7,850,000 | 0.03% | $7.16M |
| CHARTER COMM OPT | 11,895,000 | 20,165,000 | 8,270,000 | 0.03% | $7.40M |
| PHILIP MORRIS IN | 6,000,000 | 16,125,000 | 10,125,000 | 0.03% | $10.45M |
| Venture Global Plaquemines LNG, LLC | 11,560,000 | 14,720,000 | 3,160,000 | 0.03% | $3.69M |
| PACIFIC GAS&ELEC | 15,565,000 | 17,200,000 | 1,635,000 | 0.02% | $1.41M |
| YORKSHIRE WATER FINANCE PLC MTN 6.375000% 11/18/2034 | 7,658,000 | 11,278,000 | 3,620,000 | 0.02% | $4.37M |
| ELEVANCE HEALTH | 12,640,000 | 14,895,000 | 2,255,000 | 0.02% | $2.03M |
| PROSUS NV SR UNSECURED 144A 01/32 4.193 | 6,500,000 | 15,461,000 | 8,961,000 | 0.02% | $8.32M |
| OTEXCN 6.9 12/01/27 144A | 13,365,000 | 14,097,000 | 732,000 | 0.02% | $565.05K |
| LEIDOS INC REGD 5.40000000 | 4,455,000 | 13,774,000 | 9,319,000 | 0.02% | $9.41M |
| NATWEST GROUP | 5,293,000 | 15,143,000 | 9,850,000 | 0.02% | $8.92M |
| EQUINIX EUROPE 2 FINANCING CORP LLC 3.625000% 11/22/2034 | 7,300,000 | 12,150,000 | 4,850,000 | 0.02% | $4.99M |
| CHILE | 6,955,000 | 21,136,000 | 14,181,000 | 0.02% | $8.70M |
| ORACLE CORP | 14,752,000 | 15,283,000 | 531,000 | 0.02% | -$213.34K |
| REPUBLIC OF NIGERIA SR UNSECURED REGS 11/27 6.5 | 4,961,000 | 12,726,000 | 7,765,000 | 0.02% | $7.73M |
| ARDONAGH FINCO LTD REGD 144A P/P 7.75000000 | 8,432,000 | 12,467,000 | 4,035,000 | 0.02% | $3.77M |
| PKSTAN 6.875 12/05/27 REGS | 5,763,000 | 11,964,000 | 6,201,000 | 0.02% | $6.00M |
| AMCR 3 3/4 02/20/33 | 5,065,000 | 10,065,000 | 5,000,000 | 0.02% | $5.34M |
| ASSET BACKED SECURITIES CORP HOME EQUITY LOAN TRUST SERIES SER 2006-HE3 CL M1 V/R REGD 4.29621000 | 12,315,066 | 12,317,758 | 2,693 | 0.02% | $12.83K |
| FREDDIE MAC REMICS SER 4750 CL Z 4.00000000 | 11,453,567 | 11,568,485 | 114,918 | 0.02% | $23.55K |
| VENTURE GLOBAL PLAQUE SR SECURED 144A 12/30 6.125 | 6,959,000 | 10,432,000 | 3,473,000 | 0.02% | $3.64M |
| T/L AMSURG LLC 2024 B 0.00000000 | 9,861,408 | 10,023,474 | 162,065 | 0.02% | $166.93K |
| ARTHUR J GALLAGH | 4,315,000 | 9,469,000 | 5,154,000 | 0.01% | $5.03M |
| ROYAL CARIBBEAN | 4,195,000 | 9,392,000 | 5,197,000 | 0.01% | $5.01M |
| Venture Global Plaquemines LNG, LLC | 7,036,000 | 8,798,000 | 1,762,000 | 0.01% | $1.96M |
| HCA INC | 6,580,000 | 9,463,000 | 2,883,000 | 0.01% | $2.75M |
| FREDDIE MAC REMICS SER 4655 CL CZ 3.00000000 | 10,050,039 | 10,125,603 | 75,564 | 0.01% | $3.93K |
| SRTGR 4.875 09/14/35 | 5,200,000 | 7,200,000 | 2,000,000 | 0.01% | $2.14M |
| NFAS3 LLC SER 2025-1 CL A REGD 144A P/P 6.35100000 | 5,520,000 | 8,415,000 | 2,895,000 | 0.01% | $2.88M |
| Fair Isaac Corp. | 4,009,000 | 8,651,000 | 4,642,000 | 0.01% | $4.37M |
| CSC HOLDINGS LLC REGD 144A P/P 5.37500000 | 8,879,000 | 11,052,000 | 2,173,000 | 0.01% | $1.73M |
| Open Text Corp | 293,000 | 8,985,000 | 8,692,000 | 0.01% | $7.75M |
| WATR ISSUER TRUST WATR 2025 2 R 144A | 4,148,007 | 4,281,664 | 133,657 | 0.01% | $238.37K |
| SOFI CONSUMER LOAN PROGRAM TRU SCLP 2025 C R | 4,363,964 | 5,091,146 | 727,182 | 0.01% | $1.01M |
| DWR CYMRU FINANCING UK /GBP/ REGD REG S EMTN 2.37500000 | 1,945,000 | 7,075,000 | 5,130,000 | 0.01% | $4.97M |
| PACIFIC NATIONAL FINANCE PTY LTD MTN 3.700000% 09/24/2029 | 10,410,000 | 11,010,000 | 600,000 | 0.01% | $545.35K |
| URUGUAY GOVERNMENT INTERNATION SR UNSECURED 10/35 8 | 196,708,000 | 273,508,000 | 76,800,000 | 0.01% | $1.64M |
| BX Trust, Series 2025-DELC, Class A | 3,795,000 | 4,955,000 | 1,160,000 | 0.01% | $1.16M |
| CORPBOND | 296,000 | 4,898,000 | 4,602,000 | 0.01% | $4.62M |
| VT TOPCO INC SR SECURED 144A 08/30 8.5 | 1,795,000 | 4,492,000 | 2,697,000 | 0.01% | $2.69M |
| MOLINA HEALTHCARE INC SR UNSECURED 144A 11/30 3.875 | 134,000 | 5,088,000 | 4,954,000 | 0.01% | $4.42M |
| VENTURE GLOBAL PLAQUE SR SECURED 144A 06/34 6.5 | 856,000 | 4,354,000 | 3,498,000 | 0.01% | $3.66M |
| ORACLE CORP | 556,000 | 5,131,000 | 4,575,000 | 0.01% | $3.01M |
| BAT CAPITAL CORP | 1,646,000 | 3,320,000 | 1,674,000 | 0.01% | $1.65M |
| T/L PROJECT ALPHA INTERMEDIATE HOLDING INC REGD 0.00000000 | 2,913,254 | 4,333,630 | 1,420,376 | 0.01% | $358.18K |
| T/L PLANVIEW PARENT INC REGD 0.00000000 | 792,319 | 4,067,123 | 3,274,804 | 0.00% | $2.24M |
| T/L AMSURG LLC REGD 0.00000000 | 2,742,255 | 2,787,322 | 45,067 | 0.00% | $45.07K |
| SOUTH AFRICAN T-BILLS /ZAR/ REGD ZCP SER 364D 0.00000000 | 21,200,000 | 47,230,000 | 26,030,000 | 0.00% | $1.47M |
| PZZA 3.875 09/15/29 144A | 2,410,000 | 2,800,000 | 390,000 | 0.00% | $367.79K |
| PRIME INVTS LTD PARTNERSHIP REGD 144A 11.00000000 | 2,188,240 | 2,218,996 | 30,756 | 0.00% | $30.70K |
| MOLINA HEALTHCARE INC SR UNSECURED 144A 01/33 6.25 | 1,211,000 | 2,272,000 | 1,061,000 | 0.00% | $968.34K |
| T/L FIRST EAGLE INVESTMENT MANAGEMENT LLC REGD 0.00000000 | 880,118 | 2,176,205 | 1,296,087 | 0.00% | $1.26M |
| GETTY IMAGES INC SR SECURED 144A 11/30 10.5 | 810,000 | 2,342,000 | 1,532,000 | 0.00% | $1.28M |
| Ultrapar Participacoes SA 5.25 06/06/2029 | 1,396,000 | 2,041,000 | 645,000 | 0.00% | $637.21K |
| Tricon Residential Trust, Series 2021-SFR1, Class E1 | 1,760,000 | 1,955,000 | 195,000 | 0.00% | $200.92K |
| FANNIE MAE REMICS SER 2017-100 CL ZJ 3.50000000 | 2,082,524 | 2,100,799 | 18,275 | 0.00% | $2.77K |
| CHL MORTGAGE PASS-THROUGH TRUST RESECURIT SER 2008-3R CL 1A1 REGD 144A P/P 6.00000000 | 4,321,065 | 4,330,011 | 8,945 | 0.00% | -$46.77K |
| T/L EAGLEVIEW TECHNOLOGY CORPORTION 0.00000000 | 2,021,591 | 2,026,757 | 5,166 | 0.00% | -$101.44K |
| ARGID 12 12/01/30 144a | 1,475,000 | 2,035,000 | 560,000 | 0.00% | $362.33K |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION SER 2015-8 CL LZ 3.00000000 | 1,701,189 | 1,713,980 | 12,791 | 0.00% | -$2.10K |
| SFRFP 6.875 07/15/32 144A | 489,070 | 1,401,000 | 911,930 | 0.00% | $858.50K |
| CASH COLLATERAL LCH GSC USD 3.54000000 | 145,000 | 1,323,000 | 1,178,000 | 0.00% | $1.18M |
| T/L MCAFEE CORP REGD 0.00000000 | 299,628 | 1,258,191 | 958,563 | 0.00% | $844.23K |
| GLOBAU 8.375 01/15/29 144A | 205,000 | 1,204,000 | 999,000 | 0.00% | $898.48K |
| ONT GAMING GTA/OTG CO IS SR SECURED 144A 08/30 8 | 647,000 | 1,092,000 | 445,000 | 0.00% | $433.10K |
| ZAYO TL 1L USD | 979,950 | 981,330 | 1,380 | 0.00% | $34.66K |
| Alliant Holdings Intermediate LLC / Alliant Holdings Co-Issuer | 405,000 | 924,000 | 519,000 | 0.00% | $511.69K |
| Zayo Group Holdings Inc | 875,411 | 877,648 | 2,237 | 0.00% | $40.86K |
| BX TRUST 2025-DELC SER 2025-DELC CL B V/R REGD 144A P/P 5.75724000 | 545,000 | 870,000 | 325,000 | 0.00% | $323.23K |
| OTEXCN 4.125 02/15/30 144A | 293,000 | 875,000 | 582,000 | 0.00% | $501.78K |
| T/L LEALAND FINANCE COMPANY B V REGD 0.00000000 | 726,135 | 731,595 | 5,460 | 0.00% | $41.39K |
| MEXICAN UDIBONOS /MXN/ REGD SER S 4.00000000 | 5,459,763 | 5,536,881 | 77,118 | 0.00% | $4.74K |
| MUDI 4 08/24/34 S | 1,819,921 | 1,845,627 | 25,706 | 0.00% | -$549 |
| TROPICANA TERM EXCH FLTO FL30 PIK 01/24/2030 | 347,158 | 351,498 | 4,339 | 0.00% | -$15.59K |
| TPHL 4 03/30/29 | 755,681 | 767,016 | 11,335 | 0.00% | $14.60K |
| MEXICAN UDIBONOS /MXN/ REGD SER S 3.00000000 | 346,652 | 351,548 | 4,896 | 0.00% | $339 |
| SHIMAO GROUP HOLDINGS LT REGD 144A P/P MTN 5.00000000 | 192,990 | 198,683 | 5,693 | 0.00% | $89 |
| T/L FIRST BRANDS GROUP LLC 0.00000000 | 126,632 | 284,449 | 157,817 | 0.00% | -$1.27K |
| T/L MERCURY AGGREGATOR L P REGD 0.00000000 | 1,141,591 | 1,197,022 | 55,431 | 0.00% | -$62.22K |
| T/L MERCURY AGGREGATOR L P REGD 0.00000000 | 614,948 | 644,807 | 29,859 | 0.00% | -$33.52K |
| CASH COLLATERAL ISDA BPS USD 3.54000000 | -4,800,000 | -3,420,000 | 1,380,000 | -0.01% | $1.38M |
| CASH COLLATERAL V/R 12/31/49 3.78000000 | -13,938,000 | -5,920,000 | 8,018,000 | -0.01% | $8.02M |
| Security | Shares Dec 2025 | Shares Mar 2026 | Δ shares | End % | Δ value |
|---|---|---|---|---|---|
| US TREASURY N/B | 673,600,400 | 469,813,000 | -203,787,400 | 0.71% | -$205.64M |
| U.S. Treasury Inflation-Protected Indexed Notes | 392,758,095 | 392,334,175 | -423,920 | 0.61% | -$59.39K |
| FN MA4599 | 345,712,864 | 340,086,816 | -5,626,049 | 0.46% | -$7.00M |
| FR SD8220 | 352,920,663 | 332,276,419 | -20,644,245 | 0.45% | -$20.22M |
| FN FA0497 | 275,199,994 | 271,629,399 | -3,570,595 | 0.41% | -$6.46M |
| US TREASURY N/B | 510,687,000 | 230,138,700 | -280,548,300 | 0.34% | -$277.06M |
| US TREASURY N/B | 265,132,000 | 214,820,000 | -50,312,000 | 0.33% | -$53.02M |
| FR SD8473 | 207,393,334 | 203,279,153 | -4,114,182 | 0.30% | -$6.24M |
| UMBS | 221,204,338 | 217,218,993 | -3,985,346 | 0.30% | -$4.82M |
| FN MA5584 | 199,995,515 | 197,102,647 | -2,892,868 | 0.29% | -$4.98M |
| FREDDIE MAC REMICS SER 5572 CL FA V/R 4.77419000 | 183,996,173 | 175,901,832 | -8,094,341 | 0.27% | -$8.97M |
| FR SD8226 | 157,183,200 | 154,538,416 | -2,644,785 | 0.22% | -$3.83M |
| FR SD8213 | 208,591,401 | 159,804,247 | -48,787,154 | 0.22% | -$44.46M |
| FR SD8331 | 144,442,020 | 137,213,521 | -7,228,499 | 0.21% | -$8.53M |
| FR SD8522 | 143,033,975 | 141,961,755 | -1,072,219 | 0.21% | -$2.60M |
| UMBS | 154,157,899 | 151,591,267 | -2,566,632 | 0.21% | -$3.12M |
| US TREASURY N/B | 182,487,000 | 131,311,000 | -51,176,000 | 0.21% | -$54.32M |
| U.S. Treasury Inflation-Protected Notes 1.75%, Due 01/15/2034 | 124,355,950 | 124,222,114 | -133,836 | 0.19% | $48.24K |
| FR SD8372 | 123,391,420 | 116,920,771 | -6,470,649 | 0.18% | -$7.39M |
| U.S. Treasury Bills | 200,600,000 | 117,015,000 | -83,585,000 | 0.18% | -$81.79M |
| U.S. TREASURY INFLATION-PROTECTED SECURITIES 1.375 07/15/33 | 106,030,690 | 105,915,966 | -114,724 | 0.16% | $183.92K |
| FANNIE MAE POOL UMBS P#FA0302 4.50000000 | 107,285,002 | 105,006,139 | -2,278,863 | 0.16% | -$3.56M |
| FANNIE MAE POOL UMBS P#BV5581 3.50000000 | 108,630,764 | 106,160,433 | -2,470,331 | 0.15% | -$3.26M |
| G2 MA8346 | 104,315,366 | 101,995,031 | -2,320,335 | 0.15% | -$2.61M |
| FANNIE MAE POOL UMBS P#CA6038 2.50000000 | 113,345,013 | 111,369,670 | -1,975,343 | 0.15% | -$2.27M |
| GS MORTGAGE-BACKED SECURITIES TRUST 2024-RPL7 SER 2024-RPL7 CL PT V/R REGD 144A P/P 3.70177100 | 104,266,652 | 102,127,613 | -2,139,039 | 0.14% | -$3.90M |
| FR SD8205 | 107,929,343 | 106,009,462 | -1,919,881 | 0.14% | -$2.20M |
| GS MORTGAGE-BACKED SECURITIES TRUST 2024-RPL5 SER 2024-RPL5 CL PT V/R REGD 144A P/P 3.16079500 | 107,381,951 | 105,575,610 | -1,806,341 | 0.14% | -$3.82M |
| FN MA4547 | 109,530,355 | 107,970,157 | -1,560,198 | 0.14% | -$1.43M |
| JP MORGAN MORTGAGE TRUST SERIES 2024 SER 2024-CES2 CL PT V/R REGD 144A P/P 0.00000000 | 83,509,218 | 79,620,268 | -3,888,950 | 0.13% | -$4.89M |
| FN MA4580 | 94,802,796 | 92,670,368 | -2,132,429 | 0.13% | -$2.80M |
| GS MORTGAGE-BACKED SECURITIES TRUST 2024-RPL6 SER 2024-RPL6 CL PT V/R REGD 144A P/P 3.01124700 | 102,382,858 | 100,659,987 | -1,722,872 | 0.13% | -$1.71M |
| ECMC Group Student Loan Trust 4.92419 11/25/2074 | 86,696,088 | 83,037,341 | -3,658,747 | 0.13% | -$3.49M |
| U.S. TREASURY INFLATION-PROTECTED SECURITIES 0-5/8% 07/15/2032 | 88,083,090 | 87,987,984 | -95,106 | 0.13% | $381.06K |
| FANNIE MAE POOL UMBS P#FA2175 2.50000000 | 92,503,756 | 90,929,780 | -1,573,976 | 0.12% | -$1.61M |
| FR SD8256 | 85,692,981 | 81,693,530 | -3,999,451 | 0.12% | -$4.54M |
| FREDDIE MAC POOL UMBS P#RA6962 2.50000000 | 91,527,020 | 89,492,578 | -2,034,442 | 0.12% | -$2.02M |
| CITIGROUP MORTGAGE LOAN TRUST CMLTI 2024 INV3 PT 144A | 78,406,383 | 71,989,421 | -6,416,962 | 0.12% | -$7.96M |
| FN FS7252 | 75,402,084 | 73,371,708 | -2,030,376 | 0.11% | -$2.86M |
| Federal National Mortgage Association, Inc. | 89,976,935 | 88,895,029 | -1,081,906 | 0.11% | -$1.02M |
| FN MA5105 | 75,150,558 | 73,679,544 | -1,471,014 | 0.11% | -$2.23M |
| FR SD8238 | 72,641,660 | 71,358,311 | -1,283,349 | 0.11% | -$2.17M |
| FN MA5529 | 72,127,209 | 70,968,344 | -1,158,865 | 0.11% | -$1.91M |
| FR SD8409 | 74,876,440 | 65,511,864 | -9,364,577 | 0.10% | -$10.00M |
| FN MA4626 | 69,263,151 | 67,788,180 | -1,474,971 | 0.10% | -$1.85M |
| FANNIE MAE POOL UMBS P#CB1244 2.50000000 | 75,693,634 | 74,626,773 | -1,066,861 | 0.10% | -$1.15M |
| Uniform Mortgage-Backed Securities | 71,965,392 | 70,579,891 | -1,385,501 | 0.09% | -$1.51M |
| US TREASURY N/B | 116,410,800 | 109,250,800 | -7,160,000 | 0.09% | -$4.33M |
| J P MORGAN MTG TR 2025 04/56 1 | 57,862,434 | 55,662,045 | -2,200,390 | 0.09% | -$3.16M |
| FN FS1598 | 72,667,847 | 71,490,399 | -1,177,448 | 0.09% | -$1.09M |
| U.S. TREASURY INFLATION-PROTECTED SECURITIES 0-1/8% 10/15/2026 | 57,314,036 | 57,252,468 | -61,568 | 0.09% | $963.87K |
| U.S. TREASURY INFLATION-PROTECTED SECURITIES 0-1/8% 07/15/2026 | 56,100,681 | 56,040,383 | -60,298 | 0.09% | $1.08M |
| FR SD8194 | 64,976,970 | 63,884,583 | -1,092,387 | 0.08% | -$1.18M |
| FANNIE MAE POOL UMBS P#FS3031 2.50000000 | 63,890,809 | 62,267,408 | -1,623,401 | 0.08% | -$1.59M |
| FR SD8140 | 66,623,650 | 65,590,867 | -1,032,784 | 0.08% | -$980.71K |
| VALLEY FUNDING PLC SER 1A CL A V/R REGD 144A P/P /GBP/ 4.97470000 | 44,284,469 | 40,263,363 | -4,021,106 | 0.08% | -$6.42M |
| U.S. Treasury Inflation-Protected Indexed Bonds | 57,320,378 | 57,258,162 | -62,216 | 0.08% | -$1.17M |
| FN MA4579 | 58,129,380 | 56,989,389 | -1,139,991 | 0.08% | -$1.39M |
| FANNIE MAE POOL UMBS P#BV5623 3.00000000 | 57,301,743 | 56,593,028 | -708,715 | 0.08% | -$962.31K |
| Uniform Mortgage-Backed Securities | 51,552,661 | 49,059,885 | -2,492,776 | 0.08% | -$2.98M |
| Ellington Financial Mortgage Trust, Series 2022-4, Class A1 | 52,369,878 | 49,517,021 | -2,852,856 | 0.08% | -$2.96M |
| G2 MA9488 | 51,503,548 | 48,223,104 | -3,280,444 | 0.08% | -$3.30M |
| PRKCM Trust, Series 2022-AFC1, Class A1A | 49,554,090 | 47,881,970 | -1,672,120 | 0.07% | -$1.80M |
| SLM Student Loan Trust 5.06412 12/15/2068 | 49,171,353 | 47,604,034 | -1,567,319 | 0.07% | -$2.06M |
| FR SD8340 | 49,595,780 | 48,692,513 | -903,267 | 0.07% | -$1.42M |
| FREDDIE MAC POOL UMBS P#SD7401 4.50000000 | 48,508,860 | 48,042,330 | -466,530 | 0.07% | -$1.04M |
| SMB PRIVATE EDUCATION LOAN TRUST 2025-C SER 2025-C CL A1A REGD 144A P/P 4.96000000 | 48,069,288 | 46,378,772 | -1,690,516 | 0.07% | -$1.70M |
| FNMA POOL CC0279 FN 04/55 FIXED 6.5 | 44,793,086 | 42,914,848 | -1,878,239 | 0.07% | -$2.05M |
| FN MA4784 | 47,389,517 | 46,388,272 | -1,001,245 | 0.07% | -$1.49M |
| FR SD8222 | 48,321,435 | 47,420,066 | -901,369 | 0.07% | -$1.26M |
| FNMA UMBS, 30 Year | 46,538,003 | 44,110,604 | -2,427,400 | 0.07% | -$2.88M |
| G2 MA8347 | 46,360,555 | 45,273,838 | -1,086,717 | 0.07% | -$1.38M |
| FREDDIE MAC REMICS SER 5592 CL FE V/R 4.77419000 | 44,882,446 | 43,514,802 | -1,367,644 | 0.07% | -$1.33M |
| U.S. TREASURY INFLATION-PROTECTED SECURITIES .25% 07/15/29 | 44,713,861 | 44,665,386 | -48,475 | 0.07% | $359.36K |
| CDW LLC/CDW FIN | 47,285,000 | 47,085,000 | -200,000 | 0.07% | -$1.01M |
| FNMA 30YR 4% 08/01/2050#FM7461 | 45,691,171 | 44,570,596 | -1,120,575 | 0.07% | -$1.29M |
| FR SD8258 | 43,821,092 | 42,854,896 | -966,196 | 0.07% | -$1.39M |
| FN MA5106 | 44,060,405 | 42,857,640 | -1,202,765 | 0.07% | -$1.66M |
| US TREASURY N/B | 72,880,000 | 47,274,000 | -25,606,000 | 0.07% | -$23.54M |
| FANNIE MAE REMICS SER 2024-90 CL EF V/R 4.77419000 | 42,234,110 | 42,027,206 | -206,904 | 0.07% | -$231.99K |
| FANNIE MAE REMICS SER 2025-60 CL CF V/R 4.87419000 | 45,962,650 | 41,756,263 | -4,206,387 | 0.07% | -$4.09M |
| SMB Private Education Loan Trust, Series 2024-A, Class A1A | 45,476,308 | 41,306,863 | -4,169,445 | 0.06% | -$4.60M |
| FNCL UMBS 4.5 CB4852 10-01-52 | 42,344,147 | 41,761,612 | -582,535 | 0.06% | -$1.03M |
| FN MA4325 | 50,357,144 | 49,614,546 | -742,598 | 0.06% | -$707.50K |
| FREDDIE MAC POOL UMBS P#SD3097 3.50000000 | 44,645,674 | 43,807,855 | -837,818 | 0.06% | -$1.16M |
| VERUS SECURITIZATION TRUST VERUS 2022 2 A1 144A | 42,231,068 | 40,883,765 | -1,347,302 | 0.06% | -$1.36M |
| FNMA POOL MA5387 FN 06/54 FIXED 5 | 40,162,159 | 39,352,414 | -809,745 | 0.06% | -$1.24M |
| FREDDIE MAC POOL UMBS P#SD8264 3.50000000 | 42,951,018 | 42,317,977 | -633,041 | 0.06% | -$974.55K |
| FNMA POOL CC0278 FN 04/55 FIXED 6.5 | 38,560,746 | 36,538,595 | -2,022,152 | 0.06% | -$2.19M |
| FREDDIE MAC POOL UMBS P#RJ1929 6.00000000 | 41,096,570 | 37,147,985 | -3,948,584 | 0.06% | -$4.32M |
| SMB Private Education Loan Trust (Private Loans) 5.09 10/16/2056 | 39,484,874 | 37,287,497 | -2,197,377 | 0.06% | -$2.54M |
| CANADIAN NATL RE | 39,450,000 | 37,050,000 | -2,400,000 | 0.06% | -$2.68M |
| FN MA4548 | 45,060,117 | 44,252,624 | -807,493 | 0.06% | -$875.41K |
| FANNIE MAE REMICS SER 2025-89 CL FP V/R 4.77419000 | 37,541,076 | 37,124,264 | -416,813 | 0.06% | -$400.23K |
| STRATTON MORTGAGE FUNDING 2024-1 PLC SER 2024-1A CL A V/R REGD 144A P/P /GBP/ 4.87640000 | 28,905,238 | 27,268,028 | -1,637,210 | 0.06% | -$2.93M |
| FN MA5389 | 38,670,115 | 34,376,039 | -4,294,077 | 0.05% | -$4.64M |
| FNMA UMBS, 30 Year | 36,387,653 | 34,647,381 | -1,740,272 | 0.05% | -$2.09M |
| NSLT 2025-CA A1A | 36,792,641 | 34,526,544 | -2,266,097 | 0.05% | -$2.51M |
| FR SD8212 | 41,027,152 | 40,318,588 | -708,564 | 0.05% | -$761.80K |
| Nissan Motor Co., Ltd. | 48,275,000 | 36,875,000 | -11,400,000 | 0.05% | -$12.02M |
| FREDDIE MAC POOL UMBS P#SD8286 4.00000000 | 35,939,498 | 35,365,197 | -574,302 | 0.05% | -$834.25K |
| Uniform Mortgage-Backed Securities | 38,374,930 | 37,826,071 | -548,859 | 0.05% | -$751.85K |
| CIM TRUST CIM 2025 R1 A1 144A | 34,376,092 | 33,577,537 | -798,555 | 0.05% | -$1.04M |
| FREDDIE MAC POOL UMBS P#SL1660 4.50000000 | 34,833,598 | 34,248,205 | -585,393 | 0.05% | -$945.29K |
| FN MA4493 | 39,720,430 | 39,043,819 | -676,611 | 0.05% | -$742.33K |
| FN MA5192 | 36,804,740 | 31,959,314 | -4,845,426 | 0.05% | -$5.20M |
| FIGRE Trust, Series 2025-HE7, Class A | 34,905,858 | 32,680,624 | -2,225,234 | 0.05% | -$2.53M |
| FR SD8329 | 33,083,236 | 32,147,671 | -935,565 | 0.05% | -$1.26M |
| FNMA POOL CB7446 FN 11/53 FIXED 6.5 | 33,817,524 | 30,124,789 | -3,692,736 | 0.05% | -$3.94M |
| UMBS | 33,000,085 | 32,393,524 | -606,561 | 0.05% | -$945.88K |
| UMBS | 33,022,277 | 32,311,274 | -711,003 | 0.05% | -$971.02K |
| FR SD8382 | 31,498,448 | 30,805,572 | -692,876 | 0.05% | -$1.01M |
| OBX Trust | 32,596,076 | 31,555,459 | -1,040,616 | 0.05% | -$1.07M |
| TPMT 2019-4 A1 | 32,770,250 | 31,021,907 | -1,748,343 | 0.05% | -$1.80M |
| UMBS | 37,359,516 | 36,794,378 | -565,139 | 0.05% | -$517.30K |
| Uniform Mortgage-Backed Securities | 36,807,836 | 36,266,634 | -541,202 | 0.05% | -$500.72K |
| FN MA4437 | 36,580,002 | 36,024,372 | -555,631 | 0.05% | -$512.92K |
| FN MA5248 | 33,425,208 | 27,987,895 | -5,437,313 | 0.04% | -$5.79M |
| HOMES Trust, Series 2025-NQM1, Class A1 | 30,216,517 | 28,696,433 | -1,520,085 | 0.04% | -$1.68M |
| FREDDIE MAC POOL UMBS P#SL0566 6.50000000 | 28,530,112 | 27,141,486 | -1,388,626 | 0.04% | -$1.54M |
| Towd Point Mortgage Funding plc, Series 2024-GR6A, Class A1 | 23,188,262 | 21,540,144 | -1,648,118 | 0.04% | -$2.75M |
| FREDDIE MAC POOL UMBS P#SD2067 4.00000000 | 30,371,370 | 29,966,659 | -404,711 | 0.04% | -$583.33K |
| FANNIE MAE POOL UMBS P#BM7753 V/R 5.09000000 | 28,977,368 | 27,904,498 | -1,072,869 | 0.04% | -$1.07M |
| FN MA5421 | 31,400,521 | 27,536,139 | -3,864,382 | 0.04% | -$4.17M |
| FN MA4805 | 29,422,059 | 28,834,971 | -587,089 | 0.04% | -$888.23K |
| UMBS | 28,927,740 | 28,454,949 | -472,791 | 0.04% | -$775.08K |
| CIM TRUST CIM 2022 R3 A1 144A | 28,778,202 | 27,787,238 | -990,964 | 0.04% | -$1.34M |
| CIM TRUST 2021-R3 SER 2021-R3 CL A1 V/R REGD 144A P/P 1.95100000 | 31,340,004 | 29,719,489 | -1,620,515 | 0.04% | -$1.68M |
| FR SD8368 | 29,036,274 | 26,348,110 | -2,688,163 | 0.04% | -$2.89M |
| FREDDIE MAC NON GOLD POOL P#841615 V/R 5.05600000 | 27,197,073 | 26,685,652 | -511,421 | 0.04% | -$610.91K |
| FN MA4978 | 27,928,936 | 27,096,020 | -832,916 | 0.04% | -$1.11M |
| FR SD8244 | 28,791,575 | 28,278,813 | -512,762 | 0.04% | -$675.34K |
| FR SD8257 | 27,998,733 | 27,438,800 | -559,933 | 0.04% | -$846.60K |
| HOST HOTELS | 29,780,000 | 26,580,000 | -3,200,000 | 0.04% | -$3.77M |
| AOMT 2022-2 A1 | 28,040,613 | 27,572,314 | -468,298 | 0.04% | -$488.55K |
| Navient Student Loan Trust 4.79867 07/25/2068 | 27,405,871 | 26,561,943 | -843,927 | 0.04% | -$891.10K |
| UNTD AIR 23-1 A | 26,118,533 | 25,493,045 | -625,488 | 0.04% | -$1.04M |
| WELLS FARGO CO | 26,765,000 | 25,735,000 | -1,030,000 | 0.04% | -$1.48M |
| PRPM LLC, Series 2025-RPL4, Class A1 | 28,553,972 | 27,505,203 | -1,048,769 | 0.04% | -$1.06M |
| NELNET STUDENT LOAN TRUST NSLT 2017 3A A 144A | 26,840,782 | 25,823,927 | -1,016,854 | 0.04% | -$1.14M |
| ROCKT 2021-1A A1 | 25,790,000 | 25,655,000 | -135,000 | 0.04% | -$141.59K |
| FN FA0305 | 27,147,223 | 26,283,915 | -863,308 | 0.04% | -$1.17M |
| FR SD8128 | 31,824,806 | 31,337,415 | -487,391 | 0.04% | -$465.70K |
| FR SD8189 | 30,643,649 | 30,097,078 | -546,571 | 0.04% | -$593.33K |
| FREDDIE MAC STRIPS SER 337 CL 300 3.00000000 | 28,693,947 | 27,707,262 | -986,685 | 0.04% | -$1.11M |
| Ellington Financial Mortgage Trust | 26,674,671 | 25,054,531 | -1,620,140 | 0.04% | -$1.79M |
| FR SD8439 | 27,775,344 | 24,600,766 | -3,174,578 | 0.04% | -$3.42M |
| FR SD8204 | 31,347,291 | 30,912,159 | -435,132 | 0.04% | -$410.51K |
| PRETIUM MORTGAGE CREDIT PARTNE PRET 2025 NPL11 A1 144A | 25,532,519 | 24,838,981 | -693,538 | 0.04% | -$738.23K |
| NRZT 2024-NQM3 A1 | 25,875,133 | 24,253,194 | -1,621,938 | 0.04% | -$1.78M |
| PACIFIC GAS&ELEC | 40,402,000 | 24,632,000 | -15,770,000 | 0.04% | -$15.93M |
| SOFI CONSUMER LOAN PROGRAM TRU SCLP 2025 C A | 30,818,119 | 24,216,632 | -6,601,487 | 0.04% | -$6.67M |
| PRPM LLC, Series 2025-RPL3, Class A1 | 25,651,875 | 24,807,183 | -844,692 | 0.04% | -$851.34K |
| WOODWARD CAPITAL MANAGEMENT RCKT 2024 CES8 A1A 144A | 26,066,382 | 23,631,702 | -2,434,679 | 0.04% | -$2.53M |
| FR SD8201 | 54,776,438 | 26,469,065 | -28,307,373 | 0.04% | -$25.24M |
| WATR ISSUER TRUST WATR 2025 2 A 144A | 26,184,853 | 23,236,400 | -2,948,454 | 0.04% | -$2.95M |
| Homes Trust, Series 2024-NQM2, Class A1 | 24,703,329 | 23,025,141 | -1,678,188 | 0.04% | -$1.78M |
| FREDDIE MAC POOL UMBS P#SD8218 2.00000000 | 28,854,436 | 28,527,797 | -326,639 | 0.04% | -$321.00K |
| NEW RESIDENTIAL MORTGAGE LOAN TRUST 2023-NQM1 SER 2023-NQM1 CL A1A V/R REGD 144A P/P 6.86400000 | 25,173,519 | 22,863,161 | -2,310,358 | 0.04% | -$2.42M |
| SBNA Auto Lease Trust, Series 2024-C, Class A3 | 29,736,723 | 22,911,734 | -6,824,990 | 0.04% | -$6.87M |
| T/L SVF II FINCO (CAYMAN) LP - SOFTBANK VISION FUND II B2 TRANCHE SOFR 0% 0.00000000 | 23,403,097 | 22,452,672 | -950,425 | 0.04% | -$663.96K |
| FIGRE Trust, Series 2025-HE5, Class A | 23,991,971 | 22,747,518 | -1,244,452 | 0.04% | -$1.40M |
| FR SD8206 | 26,183,674 | 25,691,034 | -492,640 | 0.03% | -$588.66K |
| CIM TRUST CIM 2022 R2 A1 144A | 24,420,337 | 23,945,398 | -474,939 | 0.03% | -$724.74K |
| FNMA 30YR 3.5% 06/01/2052#CB3899 | 24,429,502 | 24,198,167 | -231,335 | 0.03% | -$450.33K |
| SMB PRIVATE EDUCATION LOAN TRUST 2024-D SER 2024-D CL A1A REGD 144A P/P 5.38000000 | 23,089,141 | 21,902,028 | -1,187,113 | 0.03% | -$1.35M |
| SAGB 9 01/31/40 2040 | 1,113,810,000 | 398,130,000 | -715,680,000 | 0.03% | -$45.26M |
| UMBS | 27,834,679 | 27,345,621 | -489,058 | 0.03% | -$437.99K |
| UMBS | 25,627,278 | 25,059,966 | -567,312 | 0.03% | -$651.03K |
| FREDDIE MAC REMICS SER 4366 CL BZ 3.50000000 | 23,949,924 | 23,439,749 | -510,176 | 0.03% | -$650.98K |
| CHASE HOME LENDING MORTGAGE TRUST SERIES 2 SER 2025-2 CL A4A V/R REGD 144A P/P 5.50000000 | 23,695,260 | 21,764,850 | -1,930,410 | 0.03% | -$1.95M |
| US TREASURY N/B | 47,650,000 | 34,174,000 | -13,476,000 | 0.03% | -$8.83M |
| BOEING CO | 22,725,000 | 21,125,000 | -1,600,000 | 0.03% | -$1.87M |
| Cross Mortgage Trust, Series 2024-H7, Class A1 | 23,389,474 | 21,361,095 | -2,028,379 | 0.03% | -$2.14M |
| UMBS | 25,415,690 | 25,079,872 | -335,818 | 0.03% | -$394.66K |
| FANNIE MAE POOL UMBS P#FS6499 4.00000000 | 22,600,939 | 22,357,389 | -243,550 | 0.03% | -$375.53K |
| CWABS ASSET-BACKED CERTIFICATES TRUST 2007-2 SER 2007-2 CL 2A4 V/R REGD 4.06621000 | 23,535,722 | 22,910,977 | -624,745 | 0.03% | -$533.69K |
| FNMA 30YR 2.5% 02/01/2051#CA8895 | 25,185,925 | 24,848,185 | -337,740 | 0.03% | -$392.18K |
| FNMA POOL FS8543 FN 07/54 FIXED VAR | 20,612,404 | 19,741,618 | -870,785 | 0.03% | -$955.24K |
| VERUS SECURITIZATION TRUST 2022-2 SER 2022-2 CL A2 V/R REGD 144A P/P 4.26000000 | 22,531,022 | 21,812,212 | -718,810 | 0.03% | -$739.11K |
| FR SD8245 | 21,717,102 | 21,277,327 | -439,775 | 0.03% | -$664.50K |
| FREDDIE MAC POOL UMBS P#SD6653 3.50000000 | 22,865,682 | 22,442,468 | -423,214 | 0.03% | -$592.18K |
| CSMC 2022-RPL1 TRUST SER 2022-RPL1 CL PT V/R REGD 144A P/P 4.56713900 | 23,392,513 | 22,993,539 | -398,974 | 0.03% | -$537.86K |
| WATR ISSUER TRUST WATR 2025 1 A 144A | 22,731,793 | 20,575,232 | -2,156,561 | 0.03% | -$2.16M |
| PRET, LLC 2025-NPL6 | 21,033,510 | 20,457,449 | -576,061 | 0.03% | -$626.15K |
| FANNIE MAE POOL UMBS P#BO2259 3.00000000 | 23,296,800 | 22,725,605 | -571,196 | 0.03% | -$643.47K |
| CWABS ASSET-BACKED CERTIFICATES TRUST 2006-2 SER 2006-2 CL M2 V/R REGD 4.47621000 | 21,998,912 | 20,903,189 | -1,095,722 | 0.03% | -$1.05M |
| FNMA, 30 Year | 22,209,113 | 21,938,256 | -270,858 | 0.03% | -$452.10K |
| HELMERICH & PAYN | 28,303,000 | 20,441,000 | -7,862,000 | 0.03% | -$7.77M |
| FANNIE MAE POOL UMBS P#FA1126 4.50000000 | 20,896,024 | 20,500,064 | -395,961 | 0.03% | -$646.13K |
| US TREASURY N/B | 44,753,000 | 22,100,000 | -22,653,000 | 0.03% | -$20.67M |
| ECMC GROUP STUDENT LOAN TRUST ECMC 2020 2A A 144A | 20,554,140 | 19,587,086 | -967,054 | 0.03% | -$975.80K |
| FR SD8490 | 20,679,973 | 20,330,448 | -349,525 | 0.03% | -$563.85K |
| FNMA POOL CB5778 FN 12/52 FIXED 6 | 20,725,571 | 18,753,806 | -1,971,765 | 0.03% | -$2.12M |
| FREDDIE MAC POOL UMBS P#RJ4594 6.50000000 | 19,280,597 | 18,160,206 | -1,120,391 | 0.03% | -$1.21M |
| Subway Funding LLC, Series 2024-1A, Class A2I | 19,008,000 | 18,960,000 | -48,000 | 0.03% | -$186.87K |
| MOTOROLA SOLUTIO | 30,330,000 | 18,486,000 | -11,844,000 | 0.03% | -$12.62M |
| ROMANIA /EUR/ REGD 144A P/P 6.25000000 | 27,000,000 | 16,100,000 | -10,900,000 | 0.03% | -$14.42M |
| CLIF HOLDINGS LLC SER 2025-1H CL A REGD 144A P/P 6.72000000 | 18,970,000 | 18,969,752 | -248 | 0.03% | -$109.17K |
| FNMA POOL FA2567 FN 08/55 FIXED VAR | 19,507,807 | 17,770,066 | -1,737,741 | 0.03% | -$1.87M |
| FN MA5070 | 19,775,370 | 19,298,036 | -477,334 | 0.03% | -$710.61K |
| NRZT 2024-NQM2 A1 | 20,078,873 | 18,639,783 | -1,439,090 | 0.03% | -$1.56M |
| HarborView Mortgage Loan Trust, Series 2006-12, Class 1A1A | 22,380,763 | 22,089,615 | -291,148 | 0.03% | $325.98K |
| U.S. TREASURY INFLATION-PROTECTED SECURITIES 1.50% 2/15/2053 | 24,207,677 | 24,181,599 | -26,078 | 0.03% | -$338.73K |
| BANK OF AMER CRP | 31,670,000 | 20,000,000 | -11,670,000 | 0.03% | -$11.30M |
| MFRA TRUST MFRA 2022 RPL1 A1 144A | 20,518,154 | 19,838,900 | -679,254 | 0.03% | -$865.81K |
| Towd Point Mortgage Trust, Series 2024-CES4, Class A1 | 20,013,541 | 18,446,181 | -1,567,360 | 0.03% | -$1.63M |
| GCAT 2025-INV2 Trust, Series 2025-INV2, Class A1 | 19,213,664 | 17,899,485 | -1,314,178 | 0.03% | -$1.48M |
| FREDDIE MAC POOL UMBS P#SD0231 3.00000000 | 20,472,897 | 19,997,463 | -475,434 | 0.03% | -$554.42K |
| Woodward Capital Management Series 2024-CES5, Class A1A | 19,868,895 | 17,817,688 | -2,051,207 | 0.03% | -$2.16M |
| FANNIE MAE POOL UMBS P#BM7427 4.50000000 | 18,358,160 | 18,011,242 | -346,918 | 0.03% | -$544.08K |
| JP MORGAN MORTGAGE TRUST SERIES 2025 SER 2025-CES1 CL A1 V/R REGD 144A P/P 5.66600000 | 19,482,632 | 17,644,184 | -1,838,449 | 0.03% | -$1.93M |
| ONYP 2020-1NYP A | 19,192,000 | 18,115,491 | -1,076,509 | 0.03% | -$1.39M |
| FNMA 30YR 4% 07/01/2052#CB4157 | 18,508,969 | 18,365,822 | -143,147 | 0.03% | -$257.64K |
| FN MA5166 | 18,830,190 | 16,988,257 | -1,841,933 | 0.03% | -$2.00M |
| FREDDIE MAC POOL UMBS P#RJ4701 6.50000000 | 16,729,539 | 16,428,522 | -301,017 | 0.03% | -$342.18K |
| SOUNDVIEW HOME LOAN TRUST 2006-OPT5 SER 2006-OPT5 CL 2A4 V/R REGD 4.32621000 | 19,024,267 | 18,464,355 | -559,912 | 0.03% | -$451.18K |
| CENTENE CORP | 32,661,000 | 19,673,000 | -12,988,000 | 0.03% | -$11.98M |
| FN MA4364 | 20,160,874 | 19,722,331 | -438,544 | 0.03% | -$352.16K |
| RTX CORP | 33,790,000 | 16,000,000 | -17,790,000 | 0.03% | -$19.74M |
| MSAIC 2024-2A A | 18,658,246 | 18,159,220 | -499,027 | 0.03% | -$997.10K |
| FN CA6416 | 19,566,638 | 19,163,887 | -402,751 | 0.03% | -$477.89K |
| CSMC 2021-RPL11 TRUST SER 2021-RP11 CL PT V/R REGD 144A P/P 3.72124900 | 22,338,181 | 21,966,805 | -371,376 | 0.03% | -$931.62K |
| FN MA4732 | 18,367,953 | 18,031,978 | -335,975 | 0.03% | -$409.38K |
| Jane Street Group / JSG Finance Inc. | 16,886,000 | 16,786,000 | -100,000 | 0.03% | -$595.01K |
| FREDDIE MAC POOL UMBS P#RA7870 4.00000000 | 18,232,389 | 17,803,807 | -428,582 | 0.03% | -$533.33K |
| SMB PRIVATE EDUCATION LOAN TRUST 2022-B SER 2022-B CL A1A REGD 144A P/P 3.94000000 | 18,239,555 | 17,276,583 | -962,972 | 0.03% | -$1.12M |
| FR SD8231 | 17,400,733 | 17,041,733 | -359,001 | 0.03% | -$536.90K |
| FNCL UMBS 4.0 FS4947 01-01-53 | 17,831,206 | 17,440,225 | -390,981 | 0.03% | -$496.36K |
| ROMANIA /EUR/ REGD 144A P/P 6.75000000 | 17,400,000 | 14,300,000 | -3,100,000 | 0.03% | -$4.87M |
| FNMA POOL FA2566 FN 07/55 FIXED VAR | 15,943,958 | 15,474,156 | -469,802 | 0.03% | -$524.87K |
| CWABS ASSET-BACKED CERTIFICATES TRUST 2006-2 SER 2006-20 CL 2A4 V/R REGD 4.30621000 | 17,901,795 | 17,702,931 | -198,864 | 0.03% | -$159.77K |
| FREDDIE MAC POOL UMBS P#SD4259 6.50000000 | 16,629,137 | 15,355,935 | -1,273,201 | 0.02% | -$1.36M |
| GALLATIN LOAN MANAGEMENT, LLC GALL 2017 1A A1R 144A | 19,441,276 | 16,071,775 | -3,369,501 | 0.02% | -$3.37M |
| META PLATFORMS | 27,420,000 | 16,350,000 | -11,070,000 | 0.02% | -$11.34M |
| BLUE OWL FIN LLC | 18,530,000 | 16,652,000 | -1,878,000 | 0.02% | -$3.10M |
| PRET Trust, Series 2025-RPL5, Class A1 | 16,654,042 | 16,326,141 | -327,901 | 0.02% | -$534.32K |
| FREDDIE MAC POOL UMBS P#RA3078 3.00000000 | 17,961,369 | 17,687,833 | -273,536 | 0.02% | -$352.60K |
| SOFI CONSUMER LOAN PROGRAM TRU SCLP 2025 A A 144A | 20,586,084 | 15,700,303 | -4,885,781 | 0.02% | -$4.94M |
| SMB PRIVATE EDUCATION LOAN TRUST 2022-B SER 2022-B CL A1B V/R REGD 144A P/P 5.59202000 | 16,449,466 | 15,581,004 | -868,463 | 0.02% | -$878.03K |
| CHASE MORTGAGE FINANCE CORPORA CHASE 2023 RPL3 A1 144A | 17,771,386 | 17,532,297 | -239,090 | 0.02% | -$335.49K |
| FNMA POOL CC1054 FN 09/55 FIXED 6.5 | 15,475,170 | 14,856,096 | -619,074 | 0.02% | -$675.17K |
| FIRST FRANKLIN MORTGAGE LOAN TRUST 2006-FF11 SER 2006-FF11 CL 1A2 V/R REGD 4.20621000 | 16,637,890 | 15,983,889 | -654,001 | 0.02% | -$632.85K |
| L3HARRIS TECH IN | 21,125,000 | 15,312,000 | -5,813,000 | 0.02% | -$6.30M |
| RCO Mortgage LLC, Series 2025-2, Class A1 | 16,448,354 | 15,515,874 | -932,479 | 0.02% | -$964.30K |
| RCO IX MORTGAGE LLC 2025-4 SER 2025-4 CL A1 V/R REGD 144A P/P 5.30990000 | 17,211,415 | 15,485,481 | -1,725,934 | 0.02% | -$1.74M |
| CIM TRUST 2021-R4 SER 2021-R4 CL A1A V/R REGD 144A P/P 2.00000000 | 17,761,568 | 16,934,760 | -826,808 | 0.02% | -$1.05M |
| HDMOT 2024-B A3 | 16,100,000 | 15,342,914 | -757,086 | 0.02% | -$798.39K |
| CARMX 2024-2 A3 | 18,000,000 | 15,214,848 | -2,785,152 | 0.02% | -$2.88M |
| VERUS SECURITIZATION TRUST VERUS 2022 3 A1 144A | 16,597,616 | 16,028,336 | -569,280 | 0.02% | -$667.41K |
| FREDDIE MAC POOL UMBS P#QY2312 7.00000000 | 15,306,072 | 14,487,229 | -818,843 | 0.02% | -$862.64K |
| AASET Trust | 15,394,042 | 15,091,812 | -302,231 | 0.02% | -$406.70K |
| JP MORGAN MORTGAGE TRUST JPMMT 2025 LTV3 PT 144A | 16,500,000 | 15,094,346 | -1,405,654 | 0.02% | -$1.67M |
| ONSLOW BAY FINANCIAL LLC OBX 2023 NQM3 A1 144A | 15,870,287 | 15,182,375 | -687,912 | 0.02% | -$734.88K |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 17,131,582 | 16,805,273 | -326,308 | 0.02% | -$403.50K |
| FANNIE MAE POOL UMBS P#CA9090 2.50000000 | 18,186,574 | 17,809,361 | -377,213 | 0.02% | -$392.40K |
| FANNIE MAE REMICS SER 2025-76 CL DT 5.39957000 | 15,673,625 | 15,233,218 | -440,408 | 0.02% | -$595.28K |
| CWABS, Inc. Asset-Backed Certificates Trust, Series 2007-10, Class 1A1 | 15,886,960 | 15,450,880 | -436,081 | 0.02% | -$421.25K |
| Verus Securitization Trust, Series 2021-5, Class A1 | 17,645,978 | 17,140,174 | -505,804 | 0.02% | -$647.34K |
| RESIDENTIAL ASSET SECURITIES C RASC 2007 KS3 AI4 | 16,052,206 | 15,128,223 | -923,983 | 0.02% | -$1.01M |
| FREDDIE MAC POOL UMBS P#RJ1013 6.50000000 | 14,618,243 | 13,969,492 | -648,751 | 0.02% | -$703.83K |
| FREDDIE MAC POOL UMBS P#SD3414 5.50000000 | 15,313,541 | 14,556,998 | -756,543 | 0.02% | -$922.25K |
| FNCL UMBS 2.5 FS2638 04-01-52 | 17,744,307 | 17,289,355 | -454,952 | 0.02% | -$456.82K |
| FNMA POOL FS4835 FN 02/53 FIXED VAR | 14,472,782 | 13,696,656 | -776,126 | 0.02% | -$829.60K |
| PRETIUM MORTGAGE CREDIT PARTNE PRET 2025 NPL8 A1 144A | 14,795,440 | 14,429,229 | -366,211 | 0.02% | -$369.74K |
| BINOM SECURITIZATION TRUST 2022-INV1 SER 2022-INV1 CL A2 V/R REGD 144A P/P 4.44100000 | 15,630,451 | 14,834,672 | -795,780 | 0.02% | -$910.53K |
| WAMU MORTGAGE PASS THROUGH CER WAMU 2006 AR1 2A1A | 15,180,675 | 14,747,380 | -433,295 | 0.02% | -$375.90K |
| FIGRE Trust, Series 2025-HE4, Class A | 15,272,842 | 14,319,464 | -953,378 | 0.02% | -$1.06M |
| NAVIENT STUDENT LOAN TRUST NAVSL 2020 2A A1B 144A | 14,784,016 | 14,344,249 | -439,767 | 0.02% | -$603.32K |
| TPMT 2024-4 A1A | 15,178,694 | 14,222,164 | -956,530 | 0.02% | -$991.57K |
| FANNIE MAE POOL UMBS P#FA2337 4.50000000 | 14,716,366 | 14,487,054 | -229,313 | 0.02% | -$399.96K |
| AOMT 2024-1 A1 | 14,541,855 | 14,091,276 | -450,579 | 0.02% | -$497.00K |
| MSI 5.4 04/15/34 | 21,570,000 | 13,894,000 | -7,676,000 | 0.02% | -$8.21M |
| REP OF POLAND | 21,925,000 | 15,209,000 | -6,716,000 | 0.02% | -$6.92M |
| CIM TRUST 2021-R5 SER 2021-R5 CL A1A V/R REGD 144A P/P 2.00000000 | 16,811,962 | 16,332,974 | -478,988 | 0.02% | -$802.06K |
| BAE SYSTEMS PLC | 26,715,000 | 13,597,000 | -13,118,000 | 0.02% | -$13.74M |
| NMLT TRUST 2021-INV3 PT 2.27689% 11/25/2056 144A | 15,376,619 | 15,108,334 | -268,285 | 0.02% | -$763.07K |
| FREDDIE MAC POOL UMBS P#SD4780 6.50000000 | 14,378,423 | 13,364,355 | -1,014,068 | 0.02% | -$1.08M |
| STACR 2021-DNA6 M2 | 14,679,730 | 13,759,959 | -919,772 | 0.02% | -$948.71K |
| Carvana Co. | 13,830,579 | 12,730,579 | -1,100,000 | 0.02% | -$1.84M |
| SEACO 2025-1H A 144A 6.169% 09-20-45 | 13,863,989 | 13,772,978 | -91,011 | 0.02% | -$163.21K |
| CIM TRUST CIM 2021 R3 A1A 144A | 15,644,982 | 14,685,225 | -959,757 | 0.02% | -$978.66K |
| FR SD8289 | 14,113,383 | 13,512,330 | -601,053 | 0.02% | -$736.65K |
| Harvest CLO XXI Designated Activity Company | 17,318,000 | 11,617,082 | -5,700,918 | 0.02% | -$6.91M |
| FREMONT HOME LOAN TRUST 2004-4 SER 2004-4 CL M1 V/R REGD 4.64121000 | 14,878,694 | 13,942,873 | -935,821 | 0.02% | -$857.47K |
| Lugo Funding Designated Activity Company | 11,962,603 | 11,460,181 | -502,422 | 0.02% | -$767.14K |
| CHASE AUTO OWNER TRUST CHAOT 2024 2A A3 144A | 15,647,436 | 13,017,476 | -2,629,960 | 0.02% | -$2.71M |
| GGAMMT 2025-1A A 144A 5.923% 09-30-60 | 14,495,000 | 13,150,349 | -1,344,651 | 0.02% | -$1.47M |
| COUNTRYWIDE ASSET-BACKED CERTIFICATES SER 2006-8 CL 2A4 V/R REGD 4.34621000 | 14,185,034 | 13,645,106 | -539,928 | 0.02% | -$512.84K |
| FREDDIE MAC REMICS SER 5492 CL FM V/R 4.82419000 | 13,227,444 | 12,807,240 | -420,204 | 0.02% | -$390.56K |
| RESIDENTIAL ASSET MORTGAGE PRO RAMP 2006 RZ5 M1 | 14,719,428 | 14,303,892 | -415,536 | 0.02% | -$345.34K |
| GMALT 2024-3 A3 | 13,200,000 | 12,830,066 | -369,934 | 0.02% | -$385.92K |
| PRPM 2022-NQM1 TRUST SER 2022-NQM1 CL A1 V/R REGD 144A P/P 5.50000000 | 13,484,471 | 12,853,651 | -630,820 | 0.02% | -$626.56K |
| NSANY 2.75 03/09/28 144A | 14,600,000 | 13,700,000 | -900,000 | 0.02% | -$1.06M |
| GITST 2025-NPL2 A1 | 14,390,000 | 12,872,787 | -1,517,213 | 0.02% | -$1.59M |
| FN MA4562 | 15,986,422 | 15,735,087 | -251,335 | 0.02% | -$229.05K |
| AMCAR 2024-1 A3 | 15,966,085 | 12,617,713 | -3,348,373 | 0.02% | -$3.39M |
| FANNIE MAE POOL UMBS P#CC0301 7.00000000 | 12,076,017 | 11,963,647 | -112,370 | 0.02% | -$123.13K |
| SAXON ASSET SECURITIES TRUST 2007-2 SER 2007-2 CL A1 V/R REGD 4.04621000 | 14,059,634 | 13,793,154 | -266,480 | 0.02% | -$231.65K |
| College Ave Student Loans LLC, Series 2024-B, Class A1A | 12,929,542 | 12,202,292 | -727,250 | 0.02% | -$847.57K |
Top 300 of 1441, by weight.
| Security | Shares Dec 2025 | Shares Mar 2026 | Δ shares | End % | Δ value |
|---|---|---|---|---|---|
| US TREASURY N/B | 304,838,000 | 304,838,000 | 0 | 0.47% | -$3.95M |
| US TREASURY N/B | 299,559,000 | 299,559,000 | 0 | 0.45% | -$2.57M |
| US TREASURY N/B | 442,200,000 | 442,200,000 | 0 | 0.45% | -$2.76M |
| US TREASURY N/B | 245,300,000 | 245,300,000 | 0 | 0.38% | -$2.52M |
| US TREASURY N/B | 320,895,000 | 320,895,000 | 0 | 0.34% | -$2.04M |
| US TREASURY N/B | 195,125,000 | 195,125,000 | 0 | 0.25% | -$1.95M |
| HYUNDAI AUTO RECEIVABLES TRUST 2025-C SER 2025-C CL A3 REGD 3.88000000 | 124,334,000 | 124,334,000 | 0 | 0.19% | -$910.63K |
| US TREASURY N/B | 124,800,000 | 124,800,000 | 0 | 0.18% | -$1.12M |
| Nelnet Student Loan Trust 5.11105 11/27/2090 | 109,828,000 | 109,828,000 | 0 | 0.17% | $2.49K |
| T/L ABILENE DC 7 LLC 0.00000000 | 101,200,000 | 101,200,000 | 0 | 0.16% | $0 |
| T-MOBILE USA INC | 74,687,000 | 74,687,000 | 0 | 0.11% | -$709.82K |
| CONTINENTAL RESOURCES REGD 144A P/P 5.75000000 | 71,266,000 | 71,266,000 | 0 | 0.11% | -$443.60K |
| Eagle Funding LuxCo S.a.r.l. | 68,200,000 | 68,200,000 | 0 | 0.11% | -$909.79K |
| PETROLEOS MEXICANOS SR UNSEC 6.75% 09-21-47 | 85,241,000 | 85,241,000 | 0 | 0.11% | -$2.07M |
| US TREASURY N/B | 73,150,000 | 73,150,000 | 0 | 0.10% | -$854.37K |
| BPCE | 56,600,000 | 56,600,000 | 0 | 0.10% | -$1.16M |
| HAROT 2025-4 A3 | 61,315,000 | 61,315,000 | 0 | 0.09% | -$643.26K |
| US TREASURY N/B | 76,710,000 | 76,710,000 | 0 | 0.09% | -$482.43K |
| US TREASURY N/B | 86,470,000 | 86,470,000 | 0 | 0.08% | -$445.86K |
| GLENCORE FDG LLC | 49,030,000 | 49,030,000 | 0 | 0.08% | -$1.10M |
| UBS GROUP | 51,200,000 | 51,200,000 | 0 | 0.08% | -$670.86K |
| FORDO 2025-B A3 | 52,423,000 | 52,423,000 | 0 | 0.08% | -$355.22K |
| NEXTERA ENERGY | 51,371,000 | 51,371,000 | 0 | 0.08% | -$362.61K |
| VZMT 2024-6 A1A | 48,100,000 | 48,100,000 | 0 | 0.07% | -$299.59K |
| AERCAP IRELAND | 46,935,000 | 46,935,000 | 0 | 0.07% | -$324.05K |
| EchoStar Corp | 41,342,402 | 41,342,402 | 0 | 0.07% | -$1.06M |
| NSANY 1.85 09/16/26 | 45,200,000 | 45,200,000 | 0 | 0.07% | $320.63K |
| APPLOVIN CORP | 43,840,000 | 43,840,000 | 0 | 0.07% | -$1.57M |
| HAROT 2025-3 A3 | 42,971,000 | 42,971,000 | 0 | 0.07% | -$366.34K |
| REPUBLIC OF PERU SR UNSECURED 144A 08/32 6.15 | 140,152,000 | 140,152,000 | 0 | 0.07% | -$2.90M |
| Imperial Brands PLC 5.50 02/01/2030 | 40,565,000 | 40,565,000 | 0 | 0.06% | -$416.07K |
| Venture Global LNG, Inc. | 38,200,000 | 38,200,000 | 0 | 0.06% | $1.71M |
| BARCLAYS PLC | 40,000,000 | 40,000,000 | 0 | 0.06% | -$409.46K |
| ROMANIA /EUR/ REGD 144A P/P 5.87500000 | 33,800,000 | 33,800,000 | 0 | 0.06% | -$1.89M |
| UNICREDIT SPA SUBORDINATED 144A 06/35 VAR | 39,280,000 | 39,280,000 | 0 | 0.06% | -$829.44K |
| BANK OF AMER CRP | 39,105,000 | 39,105,000 | 0 | 0.06% | $172.15K |
| MORGAN STANLEY | 35,780,000 | 35,780,000 | 0 | 0.06% | -$1.03M |
| BANK OF AMER CRP | 37,132,000 | 37,132,000 | 0 | 0.06% | -$187.54K |
| Royal Caribbean Cruises Ltd. | 35,895,000 | 35,895,000 | 0 | 0.06% | -$626.56K |
| REPUBLIC OF PERU SR UNSECURED REGS 08/34 5.4 | 131,780,000 | 131,780,000 | 0 | 0.06% | -$3.13M |
| FORD MOTOR CRED | 35,826,000 | 35,826,000 | 0 | 0.06% | -$140.86K |
| PROSUS NV SR UNSECURED 144A 01/30 3.68 | 37,625,000 | 37,625,000 | 0 | 0.06% | -$487.69K |
| BAYER US FIN II LLC 4.375% 12/15/2028 144A | 35,985,000 | 35,985,000 | 0 | 0.06% | -$400.41K |
| JPMORGAN CHASE | 38,025,000 | 38,025,000 | 0 | 0.05% | -$440.73K |
| CONTINENTAL RESOURCES REGD 144A P/P 2.87500000 | 40,207,000 | 40,207,000 | 0 | 0.05% | $129.15K |
| AMMC CLO 24 LTD SER 2021-24A CL AR V/R REGD 144A P/P 5.08444000 | 35,185,000 | 35,185,000 | 0 | 0.05% | -$32.26K |
| CCO Holdings, LLC/CCO Holdings Capital Corp. | 40,142,000 | 40,142,000 | 0 | 0.05% | -$190.07K |
| US TREASURY N/B | 49,400,000 | 49,400,000 | 0 | 0.05% | -$341.55K |
| TEVA PHARMACEUTICALS NE REGD 4.10000000 | 46,555,000 | 46,555,000 | 0 | 0.05% | -$694.76K |
| BX Trust 2025-VLT6 | 34,735,000 | 34,735,000 | 0 | 0.05% | -$195.38K |
| SOUTHERN CO | 36,048,000 | 36,048,000 | 0 | 0.05% | -$31.78K |
| BOSTON PROP LP | 35,606,000 | 35,606,000 | 0 | 0.05% | -$344.66K |
| US TREASURY N/B | 37,895,000 | 37,895,000 | 0 | 0.05% | -$313.82K |
| T/L REPUBLIC OF PANAMA REGD /EUR/ 0.00000000 | 28,600,000 | 28,600,000 | 0 | 0.05% | -$553.41K |
| SPRINT CAP CORP | 27,750,000 | 27,750,000 | 0 | 0.05% | -$562.94K |
| URI 5.375 11/15/33 144A | 33,280,000 | 33,280,000 | 0 | 0.05% | -$895.65K |
| EXPEDIA GRP INC | 32,605,000 | 32,605,000 | 0 | 0.05% | -$1.10M |
| TITULOS DE TESORERIA /COP/ REGD SER B 12.75000000 | 120,709,900,000 | 120,709,900,000 | 0 | 0.05% | $50.95K |
| REPUBLIC OF COLOMBIA SR UNSECURED 04/31 3.125 | 37,225,000 | 37,225,000 | 0 | 0.05% | -$518.92K |
| TRPCN 5 7/8 08/15/76 | 31,662,000 | 31,662,000 | 0 | 0.05% | -$5.26K |
| CWABS ASSET-BACKED CERTIFICATES TRUST 2005-13 SER 2005-13 CL MV3 V/R REGD 4.58121000 | 34,850,000 | 34,850,000 | 0 | 0.05% | -$6.68K |
| OWENS CORNING | 30,495,000 | 30,495,000 | 0 | 0.05% | -$531.46K |
| UBS V5.959 01/12/34 144A | 30,000,000 | 30,000,000 | 0 | 0.05% | -$671.48K |
| LLOYDS BK GR PLC | 31,094,000 | 31,094,000 | 0 | 0.05% | -$321.69K |
| JPMorgan Chase & Co., Series OO | 29,915,000 | 29,915,000 | 0 | 0.05% | -$388.18K |
| SOUTHERN CO | 30,954,000 | 30,954,000 | 0 | 0.05% | $130.26K |
| TITULOS DE TESORERIA /COP/ REGD SER B 11.00000000 | 119,700,800,000 | 119,700,800,000 | 0 | 0.05% | $97.22K |
| Birch Grove CLO 9 Ltd., Series 2024-9A, Class A1 | 29,940,000 | 29,940,000 | 0 | 0.05% | $509 |
| CHARLES SCHWAB | 28,500,000 | 28,500,000 | 0 | 0.05% | -$596.47K |
| PERUGB 7.3 08/12/33 | 94,500,000 | 94,500,000 | 0 | 0.05% | -$2.33M |
| Madison Park Funding XLIX Ltd., Series 2021-49A, Class AR | 29,500,000 | 29,500,000 | 0 | 0.05% | $21.71K |
| Imperial Brands PLC 6.125 07/27/2027 | 28,254,000 | 28,254,000 | 0 | 0.04% | -$255.41K |
| TITULOS DE TESORERIA /COP/ REGD SER B 11.75000000 | 113,898,000,000 | 113,898,000,000 | 0 | 0.04% | $657.34K |
| Societe Generale S.A. 5.439%, Fixed until 10/03/2035 | 29,090,000 | 29,090,000 | 0 | 0.04% | -$691.87K |
| UBS GROUP | 28,864,000 | 28,864,000 | 0 | 0.04% | -$347.97K |
| TITULOS DE TESORERIA /COP/ REGD SER B 13.25000000 | 104,490,700,000 | 104,490,700,000 | 0 | 0.04% | $349.75K |
| GoldenTree Loan Management US CLO 11 Ltd., Series 2021-11A, Class AR | 28,000,000 | 28,000,000 | 0 | 0.04% | $12.04K |
| BX Trust, Series 2025-VLT7, Class A | 28,030,000 | 28,030,000 | 0 | 0.04% | -$166.07K |
| EXPEDIA GRP INC | 30,140,000 | 30,140,000 | 0 | 0.04% | -$409.20K |
| ORACLE CORP | 29,341,000 | 29,341,000 | 0 | 0.04% | -$589.34K |
| CHI COMMERCIAL MORTGAGE TRUST 2025-SFT SER 2025-SFT CL A V/R REGD 144A P/P 5.48216000 | 27,085,000 | 27,085,000 | 0 | 0.04% | -$309.51K |
| DIN 2025-1A A2 | 27,430,000 | 27,430,000 | 0 | 0.04% | -$158.43K |
| ROCKET MTGE. LLC / 3.875% | 29,710,000 | 29,710,000 | 0 | 0.04% | -$796.72K |
| CIFC Funding Ltd., Series 2018-1A, Class A1R | 27,385,000 | 27,385,000 | 0 | 0.04% | -$68.68K |
| MARS INC | 27,000,000 | 27,000,000 | 0 | 0.04% | -$308.84K |
| VIKING CRUISES LTD SR UNSECURED 144A 10/33 5.875 | 27,602,000 | 27,602,000 | 0 | 0.04% | -$777.03K |
| GOLDENTREE LOAN MANAGEMENT US GLM 2020 8A ARR 144A | 27,220,000 | 27,220,000 | 0 | 0.04% | -$15.90K |
| HSBC HOLDINGS | 26,700,000 | 26,700,000 | 0 | 0.04% | -$755.09K |
| TARGA RESOURCES | 24,725,000 | 24,725,000 | 0 | 0.04% | -$257.64K |
| BNP Paribas SA 2.588 08/12/2035 | 29,365,000 | 29,365,000 | 0 | 0.04% | -$290.03K |
| ROCKET MTGE. LLC / 4.00% | 29,285,000 | 29,285,000 | 0 | 0.04% | -$958.47K |
| STRATTON MORTGAGE FUNDING 2024-1 PLC SER 2024-1A CL B V/R REGD 144A P/P /GBP/ 5.47640000 | 19,600,000 | 19,600,000 | 0 | 0.04% | -$452.71K |
| CEMEX SAB DE CV REGD 144A P/P 5.20000000 | 25,900,000 | 25,900,000 | 0 | 0.04% | -$619.65K |
| BAT CAPITAL CORP | 24,000,000 | 24,000,000 | 0 | 0.04% | -$338.15K |
| BAYER US FIN LLC 6.5% 11/21/2033 144A | 23,945,000 | 23,945,000 | 0 | 0.04% | -$457.57K |
| EAGLE MATERIALS | 26,523,000 | 26,523,000 | 0 | 0.04% | -$584.18K |
| MERITAGE HOMES | 25,415,000 | 25,415,000 | 0 | 0.04% | -$578.62K |
| JPMORGAN CHASE | 25,398,000 | 25,398,000 | 0 | 0.04% | $149.57K |
| DOMINION ENERGY | 26,450,000 | 26,450,000 | 0 | 0.04% | -$265.77K |
| VOLKSWAGEN GRP | 25,000,000 | 25,000,000 | 0 | 0.04% | -$100.13K |
| NATWEST GROUP | 24,817,000 | 24,817,000 | 0 | 0.04% | -$244.03K |
| NEUBERGER BERMAN LOAN ADVISERS CLO 4 SER 2021-43A CL AR V/R REGD 144A P/P 4.93163000 | 25,000,000 | 25,000,000 | 0 | 0.04% | $8.28K |
| CVS HEALTH CORP | 28,393,000 | 28,393,000 | 0 | 0.04% | -$668.58K |
| ROYAL CARIBBEAN CRUISES SR UNSECURED 144A 09/31 5.625 | 24,100,000 | 24,100,000 | 0 | 0.04% | -$300.27K |
| ENTG 4.75 04/15/29 144A | 24,450,000 | 24,450,000 | 0 | 0.04% | -$333.76K |
| CVS HEALTH CORP | 25,214,000 | 25,214,000 | 0 | 0.04% | -$178.33K |
| AMMC CLO 28 LTD SER 2024-28A CL A1A V/R REGD 144A P/P 5.43444000 | 24,000,000 | 24,000,000 | 0 | 0.04% | -$19.75K |
| FORD MOTOR CRED | 23,800,000 | 23,800,000 | 0 | 0.04% | -$165.18K |
| CHENIERE ENERGYP | 24,780,000 | 24,780,000 | 0 | 0.04% | -$342.82K |
| CRH AMERICA FIN | 24,025,000 | 24,025,000 | 0 | 0.04% | -$522.17K |
| ROCHE HOLDINGS INC REGD 144A P/P 4.98500000 | 23,205,000 | 23,205,000 | 0 | 0.04% | -$355.00K |
| JPMORGAN CHASE | 23,048,000 | 23,048,000 | 0 | 0.04% | -$330.03K |
| PALMER SQUARE BDC CLO 1 LTD SER 1A CL A V/R REGD 144A P/P 5.50454000 | 23,440,000 | 23,440,000 | 0 | 0.04% | -$31.62K |
| OHA Credit Partners XI Ltd., Series 2015-11A, Class A1R2 | 23,400,000 | 23,400,000 | 0 | 0.04% | -$18.09K |
| Carnival Corp. | 23,345,000 | 23,345,000 | 0 | 0.04% | -$621.12K |
| GOLDMAN SACHS GP | 23,288,000 | 23,288,000 | 0 | 0.04% | $106.22K |
| FREDDIE MAC REMICS SER 4047 CL CX 3.50000000 | 24,215,431 | 24,215,431 | 0 | 0.04% | -$151.82K |
| US TREASURY N/B | 30,000,000 | 30,000,000 | 0 | 0.04% | -$257.81K |
| CITIGROUP INC | 22,750,000 | 22,750,000 | 0 | 0.04% | -$147.04K |
| SYNOPSYS INC | 22,500,000 | 22,500,000 | 0 | 0.04% | -$314.95K |
| BNP PARIBAS | 22,944,000 | 22,944,000 | 0 | 0.03% | $3.90K |
| BNP PARIBAS | 22,353,000 | 22,353,000 | 0 | 0.03% | -$272.49K |
| HSBC HOLDINGS | 24,850,000 | 24,850,000 | 0 | 0.03% | -$187.61K |
| NEXTERA ENERGY | 22,000,000 | 22,000,000 | 0 | 0.03% | -$288.43K |
| AMER ELEC PWR | 21,904,000 | 21,904,000 | 0 | 0.03% | -$222.73K |
| BARCLAYS PLC | 24,000,000 | 24,000,000 | 0 | 0.03% | -$293.59K |
| TEXTRON INC REGD 3.00000000 | 23,695,000 | 23,695,000 | 0 | 0.03% | -$108.09K |
| AT&T INC | 21,855,000 | 21,855,000 | 0 | 0.03% | -$257.08K |
| UNICREDIT SPA SUBORDINATED 144A 04/34 VAR | 20,986,000 | 20,986,000 | 0 | 0.03% | -$417.70K |
| WILLIAMS COS INC | 21,805,000 | 21,805,000 | 0 | 0.03% | -$337.44K |
| INTESA SANPAOLO SPA REGD REG S 6.62500000 | 20,000,000 | 20,000,000 | 0 | 0.03% | -$365.02K |
| CVS Health Corp. | 21,000,000 | 21,000,000 | 0 | 0.03% | -$387.66K |
| SFARM 2025-1A A2 | 21,865,000 | 21,865,000 | 0 | 0.03% | $7.43K |
| QUEENSLAND TREASURY CORP /AUD/ REGD 5.00000000 | 33,080,000 | 33,080,000 | 0 | 0.03% | $393.45K |
| CHARTER COMM OPT | 20,505,000 | 20,505,000 | 0 | 0.03% | -$278.90K |
| GLENCORE FDG LLC | 20,010,000 | 20,010,000 | 0 | 0.03% | -$307.27K |
| PGA Trust, Series 2024-RSR2, Class A | 21,248,000 | 21,248,000 | 0 | 0.03% | -$79.62K |
| JPMORGAN CHASE | 21,175,000 | 21,175,000 | 0 | 0.03% | -$212.01K |
| GAZPROM PJSC (GAZ FN) REGD 144A P/P 2.95000000 | 28,600,000 | 28,600,000 | 0 | 0.03% | $143.00K |
| INGERSOLL RAND | 20,320,000 | 20,320,000 | 0 | 0.03% | -$418.87K |
| NEW S WALES TREASURY CRP /AUD/ REGD REG S 4.75000000 | 33,080,000 | 33,080,000 | 0 | 0.03% | $356.17K |
| ORACLE CORP | 23,000,000 | 23,000,000 | 0 | 0.03% | -$237.63K |
| Dryden CLO Ltd., Series 2019-68A, Class ARR | 21,000,000 | 21,000,000 | 0 | 0.03% | -$12.14K |
| WELLS FARGO CO | 20,250,000 | 20,250,000 | 0 | 0.03% | -$501.88K |
| BOSTON PROP LP | 22,395,000 | 22,395,000 | 0 | 0.03% | -$347.29K |
| TOWD POINT MORTGAGE TRUST 2022-SJ1 SER 2022-SJ1 CL M1 V/R REGD 144A P/P 4.50000000 | 21,089,000 | 21,089,000 | 0 | 0.03% | $149.92K |
| MARSH & MCLENNAN | 20,635,000 | 20,635,000 | 0 | 0.03% | -$354.44K |
| NATWEST GROUP | 19,897,000 | 19,897,000 | 0 | 0.03% | -$253.85K |
| KINDER MORGAN | 20,000,000 | 20,000,000 | 0 | 0.03% | -$217.19K |
| TOWD POINT MORTGAGE TRUST 2025-CES2 SER 2025-CES2 CL A2 V/R REGD 144A P/P 5.57600000 | 20,377,000 | 20,377,000 | 0 | 0.03% | -$111.23K |
| BROADCOM INC | 22,360,000 | 22,360,000 | 0 | 0.03% | -$145.09K |
| FORD MOTOR CRED | 20,325,000 | 20,325,000 | 0 | 0.03% | -$333.45K |
| PIEDMONT NAT GAS | 20,391,000 | 20,391,000 | 0 | 0.03% | -$397.20K |
| PILGRIM'S PRIDE | 22,241,000 | 22,241,000 | 0 | 0.03% | -$356.99K |
| CIFC Funding Ltd., Series 2014-4RA, Class A1A2 | 20,210,000 | 20,210,000 | 0 | 0.03% | -$37.79K |
| WELLS FARGO CO | 20,000,000 | 20,000,000 | 0 | 0.03% | -$140.93K |
| CRVNA 2025-P1 A3 | 20,000,000 | 20,000,000 | 0 | 0.03% | -$51.84K |
| REPUBLIC OF PERU SR UNSECURED REGS 08/31 6.95 | 64,395,000 | 64,395,000 | 0 | 0.03% | -$1.24M |
| NLG GLB FUNDING | 20,365,000 | 20,365,000 | 0 | 0.03% | -$94.95K |
| AMSR 2022-SFR3 TRUST SER 2022-SFR3 CL B REGD 144A P/P 4.00000000 | 20,305,000 | 20,305,000 | 0 | 0.03% | -$79.36K |
| UBS GROUP | 19,700,000 | 19,700,000 | 0 | 0.03% | -$504.50K |
| VERIZON COMM INC | 22,000,000 | 22,000,000 | 0 | 0.03% | -$117.16K |
| HYUNDAI CAPITAL AMERICA SR UNSECURED 144A 09/27 4.3 | 20,000,000 | 20,000,000 | 0 | 0.03% | -$134.56K |
| VDC 2021-1A A2 | 20,075,000 | 20,075,000 | 0 | 0.03% | $67.63K |
| UBS GROUP | 21,500,000 | 21,500,000 | 0 | 0.03% | -$229.97K |
| PINNACLE WEST CAPITAL SR UNSECURED 06/26 VAR | 19,700,000 | 19,700,000 | 0 | 0.03% | -$20.15K |
| ANTHOL 3.75 07/15/27 | 20,265,000 | 20,265,000 | 0 | 0.03% | -$119.81K |
| SOCIETE GENERALE SA | 18,400,000 | 18,400,000 | 0 | 0.03% | -$387.57K |
| AERCAP IRELAND | 21,615,000 | 21,615,000 | 0 | 0.03% | -$326.25K |
| VERALTO CORP | 19,210,000 | 19,210,000 | 0 | 0.03% | -$432.00K |
| LLOYDS BK GR PLC | 17,175,000 | 17,175,000 | 0 | 0.03% | -$414.19K |
| EQUINIX INC | 21,570,000 | 21,570,000 | 0 | 0.03% | -$178.02K |
| GOLDMAN SACHS GP | 19,326,000 | 19,326,000 | 0 | 0.03% | -$135.96K |
| UBER TECHNOLOGIE | 19,675,000 | 19,675,000 | 0 | 0.03% | -$407.32K |
| CCL 5.75 03/15/30 144A | 18,860,000 | 18,860,000 | 0 | 0.03% | -$386.25K |
| ATLANTIC AVENUE LTD MCCP 2024 3A A 144A | 19,000,000 | 19,000,000 | 0 | 0.03% | -$13.93K |
| Invesco US CLO Ltd., Series 2024-4A, Class A1 | 18,945,000 | 18,945,000 | 0 | 0.03% | -$10.91K |
| CCL 4 08/01/28 144A | 19,400,000 | 19,400,000 | 0 | 0.03% | -$170.56K |
| BAT CAPITAL CORP | 20,430,000 | 20,430,000 | 0 | 0.03% | -$154.68K |
| WFC F 04/22/28 MTN | 18,600,000 | 18,600,000 | 0 | 0.03% | -$34.44K |
| T-MOBILE USA INC | 19,250,000 | 19,250,000 | 0 | 0.03% | -$105.85K |
| Cox Enterprises, Inc. 5.45 09/15/2028 | 18,000,000 | 18,000,000 | 0 | 0.03% | -$156.35K |
| SOUTH AFRICAN T-BILLS /ZAR/ REGD ZCP SER 364D 0.00000000 | 317,100,000 | 317,100,000 | 0 | 0.03% | -$90.23K |
| JAPAN TOBACCO INC REGD 144A P/P 4.85000000 | 18,083,000 | 18,083,000 | 0 | 0.03% | -$150.64K |
| DOMINION ENERGY | 18,000,000 | 18,000,000 | 0 | 0.03% | -$252.23K |
| FORD MOTOR CRED | 18,000,000 | 18,000,000 | 0 | 0.03% | -$189.41K |
| NOMURA HOLDINGS | 19,200,000 | 19,200,000 | 0 | 0.03% | -$82.28K |
| PACIFIC GAS&ELEC | 18,443,500 | 18,443,500 | 0 | 0.03% | -$79.40K |
| BOEING CO | 18,979,000 | 18,979,000 | 0 | 0.03% | -$181.64K |
| Hyundai Auto Receivables Trust, Series 2024-C, Class A3 | 17,900,000 | 17,900,000 | 0 | 0.03% | -$76.93K |
| TRFIG 2024-1A A1 | 17,950,000 | 17,950,000 | 0 | 0.03% | $12.17K |
| HCA INC | 17,540,000 | 17,540,000 | 0 | 0.03% | -$358.47K |
| GLENCORE FDG LLC | 17,355,000 | 17,355,000 | 0 | 0.03% | -$387.23K |
| DELL INT / EMC | 17,650,000 | 17,650,000 | 0 | 0.03% | -$224.99K |
| TURKIYE GOVERNMENT BOND /TRY/ REGD V/R SER 4Y 42.56000000 | 798,500,000 | 798,500,000 | 0 | 0.03% | -$751.51K |
| ADC 2021-1A A2 | 17,968,000 | 17,968,000 | 0 | 0.03% | $138.38K |
| ENTERGY CORP | 18,000,000 | 18,000,000 | 0 | 0.03% | -$228.53K |
| MORGAN STANLEY | 20,625,000 | 20,625,000 | 0 | 0.03% | -$390.34K |
| T-MOBILE USA INC | 18,758,000 | 18,758,000 | 0 | 0.03% | -$192.86K |
| NISOURCE INC | 18,000,000 | 18,000,000 | 0 | 0.03% | -$390.44K |
| VMWARE LLC | 17,859,000 | 17,859,000 | 0 | 0.03% | $76.01K |
| ELEVANCE HEALTH | 17,575,000 | 17,575,000 | 0 | 0.03% | -$405.70K |
| RTX CORP | 17,180,000 | 17,180,000 | 0 | 0.03% | -$222.47K |
| Cloud Capital Holdco LP, Series 2024-1A, Class A2 | 17,440,000 | 17,440,000 | 0 | 0.03% | -$125.47K |
| Cox Enterprises, Inc. 3.50 08/15/2027 | 17,619,000 | 17,619,000 | 0 | 0.03% | -$42.77K |
| GLENLN 6.125 10/06/28 144A | 16,775,000 | 16,775,000 | 0 | 0.03% | -$237.14K |
| TRMB 6.1 03/15/33 | 16,585,000 | 16,585,000 | 0 | 0.03% | -$504.88K |
| GAZPROM (GAZ CAPITAL SA) REGD REG S 4.95000000 | 20,900,000 | 20,900,000 | 0 | 0.03% | $104.50K |
| JPMORGAN CHASE | 18,640,000 | 18,640,000 | 0 | 0.03% | -$138.31K |
| IQVIA INC | 16,850,000 | 16,850,000 | 0 | 0.03% | -$209.61K |
| OCP CLO Ltd., Series 2024-38A, Class A | 17,110,000 | 17,110,000 | 0 | 0.03% | -$41.71K |
| Bain Capital Credit CLO Ltd., Series 2021-3A, Class AR | 17,100,000 | 17,100,000 | 0 | 0.03% | -$12.60K |
| LLOYDS BK GR PLC | 17,000,000 | 17,000,000 | 0 | 0.03% | -$10.17K |
| DISH DBS CORP SR SECURED 144A 12/28 5.75 | 17,535,000 | 17,535,000 | 0 | 0.03% | -$255.31K |
| MORGAN STANLEY | 16,265,000 | 16,265,000 | 0 | 0.03% | -$397.98K |
| STEWART INFO SRV | 18,925,000 | 18,925,000 | 0 | 0.03% | -$752 |
| SOUTHERN CO | 16,145,000 | 16,145,000 | 0 | 0.03% | -$267.00K |
| QUEENSLAND TREASURY CORP /AUD/ REGD 5.25000000 | 25,565,000 | 25,565,000 | 0 | 0.03% | $285.76K |
| BX COMMERCIAL MORTGAGE TRUST 2020-VIVA SER 2020-VIVA CL D V/R REGD 144A P/P 3.66704200 | 17,976,173 | 17,976,173 | 0 | 0.03% | -$123.08K |
| CCO Holdings, LLC/CCO Holdings Capital Corp. | 18,555,000 | 18,555,000 | 0 | 0.03% | -$79.17K |
| DISH DBS Corp | 16,695,000 | 16,695,000 | 0 | 0.03% | $361.88K |
| JACKSON NATL LIFE GLOBAL SECURED 144A 10/29 4.6 | 16,700,000 | 16,700,000 | 0 | 0.03% | -$196.87K |
| BNP PARIBAS | 16,000,000 | 16,000,000 | 0 | 0.03% | -$267.40K |
| PACIFIC GAS&ELEC | 17,003,000 | 17,003,000 | 0 | 0.03% | -$4.87K |
| ENEL FIN INTL NV | 16,500,000 | 16,500,000 | 0 | 0.03% | -$318.08K |
| ELEVANCE HEALTH | 18,000,000 | 18,000,000 | 0 | 0.03% | -$126.11K |
| INTERSTATE P&L | 15,985,000 | 15,985,000 | 0 | 0.03% | -$259.16K |
| MSCI INC | 16,715,000 | 16,715,000 | 0 | 0.03% | -$452.00K |
| FIRSTENERGY TRANSMISSION SR UNSECURED 144A 09/28 2.866 | 16,876,000 | 16,876,000 | 0 | 0.03% | -$97.74K |
| STWD Mortgage Trust, Series 2021-LIH, Class C | 16,200,000 | 16,200,000 | 0 | 0.03% | $35.03K |
| URI 6.125 03/15/34 144A | 15,905,000 | 15,905,000 | 0 | 0.02% | -$462.61K |
| Elevation CLO Ltd., Series 2022-16A, Class A1AR | 16,100,000 | 16,100,000 | 0 | 0.02% | $7.60K |
| MARRIOTT INTL | 16,095,000 | 16,095,000 | 0 | 0.02% | -$451.63K |
| TEXTRON INC | 15,175,000 | 15,175,000 | 0 | 0.02% | -$327.11K |
| TAOT 2025-C A4 | 16,000,000 | 16,000,000 | 0 | 0.02% | -$132.90K |
| ENERGY TRANS | 15,463,000 | 15,463,000 | 0 | 0.02% | -$125.19K |
| FHF Issuer Trust, Series 2025-2A, Class A2 | 15,790,000 | 15,790,000 | 0 | 0.02% | $45.25K |
| JACOBS ENGIN GRP | 15,265,000 | 15,265,000 | 0 | 0.02% | -$216.86K |
| UBS V5.699 02/08/35 144A | 15,240,000 | 15,240,000 | 0 | 0.02% | -$401.54K |
| CHARTER COMM OPT | 18,719,000 | 18,719,000 | 0 | 0.02% | -$355.40K |
| GFH 2025-IND MORTGAGE TRUST SER 2025-IND CL A REGD 144A P/P 5.14800000 | 15,565,000 | 15,565,000 | 0 | 0.02% | -$185.72K |
| CAPITAL ONE FINL | 15,000,000 | 15,000,000 | 0 | 0.02% | -$231.55K |
| BANK OF AMER CRP | 16,300,000 | 16,300,000 | 0 | 0.02% | -$40.14K |
| OCP AEGIS CLO 2023-29 LTD SER 2023-29A CL BR V/R REGD 144A P/P 5.43444000 | 15,500,000 | 15,500,000 | 0 | 0.02% | -$28.94K |
| EXPEDIA GRP INC | 16,347,000 | 16,347,000 | 0 | 0.02% | -$231.02K |
| Vodafone Group Public Limited Company | 15,000,000 | 15,000,000 | 0 | 0.02% | -$461.34K |
| WELLS FARGO CO | 16,340,000 | 16,340,000 | 0 | 0.02% | -$127.68K |
| FIDELITY NATL FI | 15,455,000 | 15,455,000 | 0 | 0.02% | -$135.37K |
| SOUTH AFRICAN T-BILLS /ZAR/ REGD ZCP SER 364D 0.00000000 | 272,100,000 | 272,100,000 | 0 | 0.02% | -$93.14K |
| TransDigm, Inc. | 15,000,000 | 15,000,000 | 0 | 0.02% | -$189.09K |
| DELL INT / EMC | 15,610,000 | 15,610,000 | 0 | 0.02% | -$152.34K |
| MF1 2025-FL19 LLC SER 2025-FL19 CL B V/R REGD 144A P/P 6.07586000 | 15,200,000 | 15,200,000 | 0 | 0.02% | -$2.05K |
| OHA CREDIT PARTNERS XV LTD SER 2017-15A CL B1R V/R REGD 144A P/P 5.83444000 | 15,180,000 | 15,180,000 | 0 | 0.02% | -$20.43K |
| CDW LLC/CDW FIN | 15,410,000 | 15,410,000 | 0 | 0.02% | -$557.76K |
| Petroleos Mexicanos | 17,470,000 | 17,470,000 | 0 | 0.02% | -$527.74K |
| BANK OF AMER CRP | 14,900,000 | 14,900,000 | 0 | 0.02% | -$169.40K |
| NATWEST GROUP | 14,560,000 | 14,560,000 | 0 | 0.02% | -$176.03K |
| GE HEALTHCARE | 15,000,000 | 15,000,000 | 0 | 0.02% | -$184.85K |
| UZBEKISTAN INTL BOND REGD 144A P/P 6.90000000 | 14,475,000 | 14,475,000 | 0 | 0.02% | -$474.13K |
| WELLS FARGO CO | 15,000,000 | 15,000,000 | 0 | 0.02% | -$71.87K |
| SANTANDER UK GRP | 14,600,000 | 14,600,000 | 0 | 0.02% | -$205.60K |
| LCM Ltd., Series 34A, Class BR | 15,000,000 | 15,000,000 | 0 | 0.02% | -$24.28K |
| AERCAP IRELAND | 15,355,000 | 15,355,000 | 0 | 0.02% | -$401.07K |
| AVOLON HDGS | 15,433,000 | 15,433,000 | 0 | 0.02% | -$51.84K |
| LLOYDS BK GR PLC | 15,000,000 | 15,000,000 | 0 | 0.02% | -$44.62K |
| RAD CLO 26 Ltd., Series 2024-26A, Class A | 14,850,000 | 14,850,000 | 0 | 0.02% | -$9.86K |
| DUKE ENERGY COR | 14,520,000 | 14,520,000 | 0 | 0.02% | -$278.09K |
| JBS HLD/FD/LUX | 13,488,000 | 13,488,000 | 0 | 0.02% | -$66.78K |
| TD SYNNEX CORP | 15,300,000 | 15,300,000 | 0 | 0.02% | -$327.39K |
| GARNET CLO 3 LTD SER 2025-3A CL A1 V/R REGD 144A P/P 5.19042000 | 14,795,000 | 14,795,000 | 0 | 0.02% | -$20.09K |
| OHA Credit Funding 10-R Ltd., Series 2021-10RA, Class A1 | 14,705,000 | 14,705,000 | 0 | 0.02% | -$27.22K |
| CRVNA 2025-P1 A4 | 14,500,000 | 14,500,000 | 0 | 0.02% | -$50.13K |
| L3HARRIS TECH IN | 14,260,000 | 14,260,000 | 0 | 0.02% | -$221.76K |
| BOEING CO/THE | 14,330,000 | 14,330,000 | 0 | 0.02% | -$125.41K |
| HILTON GRAND VAC LLC/INC SR SECURED 144A 01/32 6.625 | 14,738,000 | 14,738,000 | 0 | 0.02% | -$549.36K |
| FISERV INC | 14,940,000 | 14,940,000 | 0 | 0.02% | -$377.18K |
| WESTERN MIDSTRM | 13,915,000 | 13,915,000 | 0 | 0.02% | -$211.30K |
| Saluda Grade Alternative Mortgage Trust, Series 2025-LOC5, Class A1B | 14,500,000 | 14,500,000 | 0 | 0.02% | $13.98K |
| ARES EUROPEAN CLO XVII DAC SER 17A CL BR V/R REGD 144A P/P /EUR/ 4.01800000 | 12,500,000 | 12,500,000 | 0 | 0.02% | -$232.44K |
| PROSUS NV REGD 144A P/P 4.85000000 | 14,400,000 | 14,400,000 | 0 | 0.02% | -$84.15K |
| JEFFERIES GROUP | 14,090,000 | 14,090,000 | 0 | 0.02% | -$501.38K |
| ANCHORAGE CREDIT FUNDING LTD. ANCHF 2025 18A A 144A | 14,300,000 | 14,300,000 | 0 | 0.02% | -$12.08K |
| BRIDGECREST LENDING AUTO SECURITIZATION TRUST 2023-1 SER 2023-1 CL D REGD 7.84000000 | 13,770,000 | 13,770,000 | 0 | 0.02% | -$58.10K |
| MTN Commercial Mortgage Trust, Series 2022-LPFL, Class A | 14,320,000 | 14,320,000 | 0 | 0.02% | -$37 |
| BMWLT 2024-2 A3 | 14,300,000 | 14,300,000 | 0 | 0.02% | -$35.53K |
| Post CLO Ltd., Series 2023-1A, Class A1R | 14,310,000 | 14,310,000 | 0 | 0.02% | -$22.50K |
| SIXTH STREET CLO VIII LTD SIXST 2017-8A A1R2 | 14,300,000 | 14,300,000 | 0 | 0.02% | -$8.72K |
| SYNCHRONY FINANC | 14,275,000 | 14,275,000 | 0 | 0.02% | -$372.98K |
| SOUTH AFRICAN T-BILLS /ZAR/ REGD ZCP SER 364D 0.00000000 | 241,100,000 | 241,100,000 | 0 | 0.02% | -$71.31K |
| HYPER 2025-1A A2 | 14,625,000 | 14,625,000 | 0 | 0.02% | -$219.77K |
| AVIATION CAPITAL GROUP SR UNSECURED 144A 07/30 6.375 | 13,350,000 | 13,350,000 | 0 | 0.02% | -$210.40K |
| Mexican Bonos | 275,400,000 | 275,400,000 | 0 | 0.02% | -$133.50K |
| ROLLS-ROYCE PLC REGD 144A P/P 5.75000000 | 13,800,000 | 13,800,000 | 0 | 0.02% | -$130.11K |
| HCA INC | 13,700,000 | 13,700,000 | 0 | 0.02% | -$296.98K |
| AMERICAN TOWER | 15,793,000 | 15,793,000 | 0 | 0.02% | -$123.75K |
| PILGRIM'S PRIDE | 13,265,000 | 13,265,000 | 0 | 0.02% | -$289.58K |
| HCA INC | 14,720,000 | 14,720,000 | 0 | 0.02% | -$342.80K |
| BACARDI LTD / MARTINI BV SR UNSECURED 144A 06/33 5.4 | 13,960,000 | 13,960,000 | 0 | 0.02% | -$292.15K |
| CHENIERE ENERGYP | 13,120,000 | 13,120,000 | 0 | 0.02% | -$158.25K |
| VTR COMMERCIAL MORTGAGE TRUST 2025-STEM SER 2025-STEM CL C V/R REGD 144A P/P 5.86130000 | 13,945,000 | 13,945,000 | 0 | 0.02% | -$232.68K |
Top 300 of 1620, by weight.
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