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 |
|---|---|---|---|---|---|
| Uniform Mortgage-Backed Security, TBA | 0 | 495,160,000 | 495,160,000 | 5.61% | $477.14M |
| Uniform Mortgage-Backed Security, TBA | 0 | 336,300,000 | 336,300,000 | 3.90% | $331.28M |
| FNCL 3 6/24 | 0 | 216,065,910 | 216,065,910 | 2.23% | $189.49M |
| US TREASURY N/B | 0 | 182,300,000 | 182,300,000 | 2.07% | $175.86M |
| FNCL 6.5 6/24 | 0 | 99,000,000 | 99,000,000 | 1.20% | $102.33M |
| Government National Mortgage Association, TBA | 0 | 100,000,000 | 100,000,000 | 1.19% | $101.58M |
| Government National Mortgage Association, TBA | 0 | 95,000,000 | 95,000,000 | 0.96% | $81.69M |
| G2 MB0868 | 0 | 82,999,918 | 82,999,918 | 0.90% | $76.19M |
| G2 MB0420 | 0 | 72,919,440 | 72,919,440 | 0.79% | $66.95M |
| G2 MB0933 | 0 | 64,999,957 | 64,999,957 | 0.70% | $59.66M |
| FED HM LN PC POOL RJ6220 FR 03/56 FIXED 5 | 0 | 58,378,829 | 58,378,829 | 0.68% | $58.08M |
| FREDDIE MAC POOL UMBS P#SL4165 5.50000000 | 0 | 45,629,925 | 45,629,925 | 0.55% | $46.48M |
| Uniform Mortgage-Backed Security, TBA | 0 | 46,000,000 | 46,000,000 | 0.51% | $43.38M |
| Uniform Mortgage-Backed Security, TBA | 0 | 40,040,000 | 40,040,000 | 0.45% | $38.61M |
| FNCL 4 6/24 | 0 | 39,000,000 | 39,000,000 | 0.43% | $36.73M |
| G2SF 4.5 4/26 | 0 | 32,600,000 | 32,600,000 | 0.37% | $31.50M |
| FNMA POOL FA5022 FN 02/56 FIXED VAR | 0 | 30,740,399 | 30,740,399 | 0.37% | $31.40M |
| VALERIE ASSET LTD 09/50 1 | 0 | 30,827,000 | 30,827,000 | 0.35% | $30.17M |
| Uniform Mortgage-Backed Security, TBA | 0 | 28,300,000 | 28,300,000 | 0.34% | $29.26M |
| FNMA POOL FA4874 FN 02/56 FIXED VAR | 0 | 27,086,557 | 27,086,557 | 0.33% | $27.69M |
| G2 MB0022 | 0 | 29,180,543 | 29,180,543 | 0.32% | $26.79M |
| US TREASURY N/B | 0 | 23,000,000 | 23,000,000 | 0.27% | $22.64M |
| NSCALE DELAYED DRAW TERM LOAN | 0 | 20,000,000 | 20,000,000 | 0.24% | $20.00M |
| FED HM LN PC POOL SL4389 FR 03/56 FIXED 5 | 0 | 19,697,341 | 19,697,341 | 0.23% | $19.64M |
| G2SF 3 4/26 | 0 | 20,000,000 | 20,000,000 | 0.21% | $17.86M |
| Madison Park Funding XXXIV Ltd | 0 | 15,000,000 | 15,000,000 | 0.18% | $15.01M |
| OCTAGON INVESTMENT PARTNERS 41 LTD SER 2019-2A CL A1R2 V/R REGD 144A P/P 4.99454000 | 0 | 15,000,000 | 15,000,000 | 0.18% | $15.01M |
| ECOPETROL SA 2022 TERM LOAN | 0 | 10,000,000 | 10,000,000 | 0.12% | $9.90M |
| ACORE 2026-FL1 ISSUER LLC SER 2026-FL1 CL A V/R REGD 144A P/P 5.15000000 | 0 | 9,900,000 | 9,900,000 | 0.12% | $9.89M |
| 86333 AA1 | 0 | 10,000,000 | 10,000,000 | 0.12% | $9.85M |
| AMERICAN NATIONAL GLOBAL FUNDI SR SECURED 144A 01/31 4.875 | 0 | 10,000,000 | 10,000,000 | 0.12% | $9.80M |
| 86333 AB9 | 0 | 10,000,000 | 10,000,000 | 0.11% | $9.77M |
| PacifiCorp | 0 | 10,000,000 | 10,000,000 | 0.11% | $9.45M |
| Anchorage Credit Funding 20 Ltd | 0 | 8,400,000 | 8,400,000 | 0.10% | $8.40M |
| US TREASURY N/B | 0 | 7,800,000 | 7,800,000 | 0.09% | $7.61M |
| FS Rialto Issuer LLC, Series 2026-FL11, Class A | 0 | 7,500,000 | 7,500,000 | 0.09% | $7.50M |
| SALESFORCE INC | 0 | 6,500,000 | 6,500,000 | 0.08% | $6.50M |
| NELNET STUDENT LOAN TRUST 2026-A SER 2026-A CL A1B V/R REGD 144A P/P 0.00000000 | 0 | 6,329,832 | 6,329,832 | 0.07% | $6.36M |
| CORPIJ944 | 0 | 6,000,000 | 6,000,000 | 0.07% | $5.89M |
| Capital Four US CLO I Ltd | 0 | 5,500,000 | 5,500,000 | 0.06% | $5.49M |
| JPMMT 2026-VIS1 A1 | 0 | 5,461,425 | 5,461,425 | 0.06% | $5.42M |
| UNITY-PEACE PARK CLO LTD 22-1A A1R TSFR3M+106 04/20/2035 144A | 0 | 5,300,000 | 5,300,000 | 0.06% | $5.30M |
| BRSP 2026-FL3 LTD SER 2026-FL3 CL A V/R REGD 144A P/P 5.15000000 | 0 | 5,100,000 | 5,100,000 | 0.06% | $5.09M |
| MARBLE POINT CLO XXIV LTD A1R TSFR3M+109 04/20/2035 144A | 0 | 5,000,000 | 5,000,000 | 0.06% | $5.00M |
| Takeoff Merger Sub Inc | 0 | 5,000,000 | 5,000,000 | 0.06% | $4.94M |
| Fidelity National Information Services Inc | 0 | 4,900,000 | 4,900,000 | 0.06% | $4.88M |
| EFMT 2025-NQM6 | 0 | 4,818,772 | 4,818,772 | 0.06% | $4.81M |
| Post CLO Ltd. | 0 | 4,800,000 | 4,800,000 | 0.06% | $4.80M |
| Trimaran Cavu 2021-2 Ltd | 0 | 4,800,000 | 4,800,000 | 0.06% | $4.80M |
| RCKT Mortgage Trust 2026-CES1 | 0 | 4,485,347 | 4,485,347 | 0.05% | $4.45M |
| GOLDMAN SACHS GP | 0 | 4,300,000 | 4,300,000 | 0.05% | $4.17M |
| VBTEL 2026-1A C2 | 0 | 4,200,000 | 4,200,000 | 0.05% | $4.13M |
| PFP Ltd., Series 2026-13, Class A | 0 | 4,100,000 | 4,100,000 | 0.05% | $4.10M |
| OAK HILL EUROPEAN CREDIT PARTN OHECP 2016 5A ARR 144A | 0 | 3,525,000 | 3,525,000 | 0.05% | $4.07M |
| Avolon Holdings Funding Ltd | 0 | 4,000,000 | 4,000,000 | 0.05% | $3.93M |
| MORGAN STANLEY RESIDENTIAL MOR MSRM 2026 RPL1 A1 144A | 0 | 3,983,299 | 3,983,299 | 0.05% | $3.85M |
| Takeoff Merger Sub Inc | 0 | 3,800,000 | 3,800,000 | 0.04% | $3.78M |
| TURKIYE CENTR BANK BILL BILLS 04/26 0.00000 | 0 | 169,000,000 | 169,000,000 | 0.04% | $3.77M |
| ACRES Commercial Realty Issuer LLC, Series 2026-FL4, Class A | 0 | 3,750,000 | 3,750,000 | 0.04% | $3.75M |
| VALERIE ASSET LTD 09/50 1 | 0 | 4,188,000 | 4,188,000 | 0.04% | $3.75M |
| PALMER SQUARE LOAN FUNDING 2024-3 LTD PSTAT 2024-3A A1R | 0 | 3,600,000 | 3,600,000 | 0.04% | $3.60M |
| Citadel Finance LLC | 0 | 3,600,000 | 3,600,000 | 0.04% | $3.53M |
| Anchorage Capital Clo 28 Ltd | 0 | 3,500,000 | 3,500,000 | 0.04% | $3.49M |
| ENERGY TRANS | 0 | 3,700,000 | 3,700,000 | 0.04% | $3.47M |
| PALMER SQUARE EUROPEAN LOAN FU PSTET 2026 1A A 144A | 0 | 3,000,000 | 3,000,000 | 0.04% | $3.47M |
| PRET 2026-RPL1 A1 | 0 | 3,570,705 | 3,570,705 | 0.04% | $3.46M |
| CENTENE CORP | 0 | 4,100,000 | 4,100,000 | 0.04% | $3.44M |
| SEMT 2026-HYB1 A1A | 0 | 3,464,000 | 3,464,000 | 0.04% | $3.39M |
| Store Capital LLC | 0 | 3,200,000 | 3,200,000 | 0.04% | $3.17M |
| Sculptor CLO XXVII Ltd | 0 | 3,100,000 | 3,100,000 | 0.04% | $3.10M |
| MORGAN STANLEY RESIDENTIAL MTG LN TR 2024-NQM3 A1 VAR 07/25/2069 144A | 0 | 3,041,081 | 3,041,081 | 0.04% | $3.03M |
| PRPM 2026-RCF1 A1 | 0 | 3,043,884 | 3,043,884 | 0.04% | $3.03M |
| INVESCO EURO CLO XII DAC INVSC 12A A1R 144A | 0 | 2,600,000 | 2,600,000 | 0.04% | $3.00M |
| BBCMS 2026-5C40 A3 | 0 | 2,900,000 | 2,900,000 | 0.03% | $2.96M |
| ARBOUR CLO ARBR 13A AR 144A | 0 | 2,500,000 | 2,500,000 | 0.03% | $2.88M |
| BARCLAYS PLC | 0 | 2,800,000 | 2,800,000 | 0.03% | $2.83M |
| SMB Private Education Loan Trust (Private Loans) 5.13 04/15/2054 | 0 | 2,762,851 | 2,762,851 | 0.03% | $2.79M |
| COSTA RICA GOVERNMENT BONDS 144A 01/36 6.001 | 0 | 2,250,000 | 2,250,000 | 0.03% | $2.68M |
| Harvest US CLO 2023-1 Ltd | 0 | 2,600,000 | 2,600,000 | 0.03% | $2.60M |
| RFR USD SOFR/3.40694 07/06/26-4Y* LCH | 0 | 6 | 6 | 0.03% | $2.55M |
| BOSPHORUS CLO BOPHO 9A AR 144A | 0 | 2,200,000 | 2,200,000 | 0.03% | $2.54M |
| Towd Point Mortgage Trust 2026-CES1 | 0 | 2,442,592 | 2,442,592 | 0.03% | $2.43M |
| TORO EUROPEAN CLO TCLO 2A ARRE 144A | 0 | 2,100,000 | 2,100,000 | 0.03% | $2.43M |
| VERUS 2026-R1 A1 | 0 | 2,351,775 | 2,351,775 | 0.03% | $2.33M |
| ACREC LLC, Series 2026-FL4, Class A | 0 | 2,300,000 | 2,300,000 | 0.03% | $2.30M |
| Lineage OP LP | 0 | 2,200,000 | 2,200,000 | 0.03% | $2.20M |
| PROVIDUS CLO PRVD 7A ARR 144A | 0 | 1,900,000 | 1,900,000 | 0.03% | $2.19M |
| JPM V6.254 10/23/34 | 0 | 2,000,000 | 2,000,000 | 0.03% | $2.15M |
| SANTANDER UK GRP | 0 | 2,200,000 | 2,200,000 | 0.02% | $2.13M |
| CAPITAL FOUR CLO CFOUR 4A ARR 144A | 0 | 1,800,000 | 1,800,000 | 0.02% | $2.07M |
| WELLS FARGO CO | 0 | 2,000,000 | 2,000,000 | 0.02% | $1.95M |
| MADISON PARK EURO FUNDING MDPKE 14A A1R 144A | 0 | 1,682,968 | 1,682,968 | 0.02% | $1.94M |
| TOWD POINT MORTGAGE TRUST | 0 | 1,956,940 | 1,956,940 | 0.02% | $1.93M |
| Sanders Re III Ltd., Series A | 0 | 1,750,000 | 1,750,000 | 0.02% | $1.77M |
| MARGAY CLO MARGA 2A AR 144A | 0 | 1,400,000 | 1,400,000 | 0.02% | $1.61M |
| PFP 2025-12 LTD SER 2025-12 CL A V/R REGD 144A P/P 5.22367000 | 0 | 1,500,000 | 1,500,000 | 0.02% | $1.50M |
| SOUTHERN CAL ED | 0 | 1,400,000 | 1,400,000 | 0.02% | $1.33M |
| VIRGIN MEDIA INV HLDGS LTD 2025 GBP TERM LOAN | 0 | 1,000,000 | 1,000,000 | 0.01% | $1.27M |
| WOODSIDE FINANCE | 0 | 1,200,000 | 1,200,000 | 0.01% | $1.18M |
| CENTENE CORP | 0 | 1,400,000 | 1,400,000 | 0.01% | $1.17M |
| ENBRIDGE ENERGY | 0 | 1,000,000 | 1,000,000 | 0.01% | $1.16M |
| ENERGY TRANSFER | 0 | 1,200,000 | 1,200,000 | 0.01% | $1.16M |
| TORO EUROPEAN CLO TCLO 3A ARRE 144A | 0 | 1,000,000 | 1,000,000 | 0.01% | $1.16M |
| ICG EURO CLO ICGE 2023 2A A1R 144A | 0 | 1,000,000 | 1,000,000 | 0.01% | $1.16M |
| FAIR OAKS LOAN FUNDING FOAKS 5A AR 144A | 0 | 1,000,000 | 1,000,000 | 0.01% | $1.16M |
| CVS HEALTH CORP | 0 | 1,200,000 | 1,200,000 | 0.01% | $1.16M |
| RRE LOAN MANAGEMENT RRME 3A A1R 144A | 0 | 1,000,000 | 1,000,000 | 0.01% | $1.15M |
| ROCKFORD TOWER EUROPE CLO RFTE 2021 2A A 144A | 0 | 1,000,000 | 1,000,000 | 0.01% | $1.15M |
| VERIZON COMM INC | 0 | 1,100,000 | 1,100,000 | 0.01% | $1.08M |
| GLP CAP/FIN II | 0 | 1,000,000 | 1,000,000 | 0.01% | $968.80K |
| BROWN & BROWN | 0 | 1,000,000 | 1,000,000 | 0.01% | $944.69K |
| FANNIE MAE POOL UMBS P#FA3564 5.50000000 | 0 | 867,847 | 867,847 | 0.01% | $885.21K |
| BARCLAYS PLC | 0 | 800,000 | 800,000 | 0.01% | $795.76K |
| PACIFIC GAS&ELEC | 0 | 1,200,000 | 1,200,000 | 0.01% | $794.09K |
| DRYDEN LEVERAGED LOAN CDO DRYD 2015 39A ARR 144A | 0 | 650,000 | 650,000 | 0.01% | $749.48K |
| Vitality Re XVII Ltd., Series A | 0 | 700,000 | 700,000 | 0.01% | $700.04K |
| CVS HEALTH CORP | 0 | 700,000 | 700,000 | 0.01% | $693.95K |
| FANNIE MAE POOL UMBS P#CC1216 5.50000000 | 0 | 666,056 | 666,056 | 0.01% | $678.94K |
| FREDDIE MAC POOL UMBS P#SL3299 5.50000000 | 0 | 641,646 | 641,646 | 0.01% | $656.35K |
| ENERGY TRANS | 0 | 600,000 | 600,000 | 0.01% | $611.72K |
| PURPLE RE LTD | 0 | 600,000 | 600,000 | 0.01% | $609.90K |
| ENERGY TRANSFER | 0 | 600,000 | 600,000 | 0.01% | $536.93K |
| Toronto-Dominion Bank (The) | 0 | 500,000 | 500,000 | 0.01% | $505.73K |
| Mayflower Re Ltd., Series A | 0 | 500,000 | 500,000 | 0.01% | $504.85K |
| ESSEX PORTFOLIO | 0 | 500,000 | 500,000 | 0.01% | $504.38K |
| COMMONWEALTH RE LTD | 0 | 500,000 | 500,000 | 0.01% | $503.30K |
| GOLDEN BEAR RE LTD SERIES 2026 1 | 0 | 500,000 | 500,000 | 0.01% | $500.00K |
| FEDEX FREIGHT HO | 0 | 500,000 | 500,000 | 0.01% | $487.83K |
| CVS HEALTH CORP | 0 | 500,000 | 500,000 | 0.01% | $429.28K |
| BANK OF AMER CRP | 0 | 415,000 | 415,000 | 0.00% | $423.43K |
| Nature Coast Re Ltd | 0 | 400,000 | 400,000 | 0.00% | $398.88K |
| FANNIE MAE POOL UMBS P#FA1361 5.50000000 | 0 | 383,608 | 383,608 | 0.00% | $392.32K |
| FREDDIE MAC POOL UMBS P#RJ3965 5.50000000 | 0 | 371,424 | 371,424 | 0.00% | $378.79K |
| FREDDIE MAC POOL UMBS P#SL3298 5.50000000 | 0 | 369,493 | 369,493 | 0.00% | $376.74K |
| RFR USD SOFR/4.08316 06/30/26-27Y* LCH | 0 | 5 | 5 | 0.00% | $349.12K |
| PACIFIC GAS&ELEC | 0 | 301,000 | 301,000 | 0.00% | $312.64K |
| Veraison Re Ltd. | 0 | 300,000 | 300,000 | 0.00% | $300.12K |
| Vitality Re XVII 2026 Class B | 0 | 300,000 | 300,000 | 0.00% | $300.02K |
| CAPE LOOKOUT RE LTD | 0 | 300,000 | 300,000 | 0.00% | $300.00K |
| Cape Lookout Re Ltd. | 0 | 300,000 | 300,000 | 0.00% | $300.00K |
| Integrity Re Ltd. | 0 | 250,000 | 250,000 | 0.00% | $254.12K |
| Alamo Re Ltd., Series A | 0 | 250,000 | 250,000 | 0.00% | $253.38K |
| Mayflower Re Ltd., Series B | 0 | 250,000 | 250,000 | 0.00% | $253.25K |
| Herbie Re Ltd., Series A | 0 | 250,000 | 250,000 | 0.00% | $250.38K |
| VERAISON RE LTD | 0 | 250,000 | 250,000 | 0.00% | $250.16K |
| Vitality Re XVII 2026 Class C | 0 | 250,000 | 250,000 | 0.00% | $250.01K |
| Citrus Re Ltd., Series A | 0 | 250,000 | 250,000 | 0.00% | $250.00K |
| GATEWAY RE LTD UNSECURED 144A 07/29 VAR | 0 | 250,000 | 250,000 | 0.00% | $250.00K |
| CITRUS RE LTD | 0 | 250,000 | 250,000 | 0.00% | $250.00K |
| GATEWAY RE LTD UNSECURED 144A 07/29 VAR | 0 | 250,000 | 250,000 | 0.00% | $250.00K |
| Locke Tavern Re Ltd., Series A | 0 | 250,000 | 250,000 | 0.00% | $250.00K |
| PURPLE RE LTD | 0 | 250,000 | 250,000 | 0.00% | $250.00K |
| Integrity RE III Ltd | 0 | 250,000 | 250,000 | 0.00% | $250.00K |
| LOCKE TAVERN RE LTD UNSECURED 144A 04/33 VAR | 0 | 250,000 | 250,000 | 0.00% | $250.00K |
| GATEWAY RE LTD UNSECURED 144A 07/29 VAR | 0 | 250,000 | 250,000 | 0.00% | $250.00K |
| INTEGRITY RE III UNSECURED 144A 06/29 VAR | 0 | 250,000 | 250,000 | 0.00% | $250.00K |
| TREMONT RE LTD UNSECURED 144A 03/33 VAR | 0 | 250,000 | 250,000 | 0.00% | $250.00K |
| Windrose Re 2026-1 Class A | 0 | 250,000 | 250,000 | 0.00% | $249.28K |
| RFR USD SOFR/3.7547* 03/13/26-10Y* LCH | 0 | 2 | 2 | 0.00% | $235.69K |
| MITSUB UFJ FIN | 0 | 200,000 | 200,000 | 0.00% | $204.52K |
| DEUTSCHE BANK NY | 0 | 200,000 | 200,000 | 0.00% | $188.09K |
| AIR LEASE CORP | 0 | 210,000 | 210,000 | 0.00% | $186.21K |
| FANNIE MAE POOL UMBS P#FA3207 5.50000000 | 0 | 148,306 | 148,306 | 0.00% | $151.25K |
| NATWEST GROUP PLC SNR SE ICE | 0 | 1 | 1 | 0.00% | $117.05K |
| FREDDIE MAC POOL UMBS P#SL3519 5.50000000 | 0 | 113,917 | 113,917 | 0.00% | $116.21K |
| FED HM LN PC POOL SL1583 FR 06/55 FIXED 5.5 | 0 | 97,283 | 97,283 | 0.00% | $98.98K |
| RFR USD SOFR/4.0658* 03/13/26-20Y* LCH | 0 | 2 | 2 | 0.00% | $91.91K |
| FREDDIE MAC POOL UMBS P#SL2468 5.50000000 | 0 | 81,653 | 81,653 | 0.00% | $83.52K |
| RFR USD SOFR/3.71199 06/30/26-9Y* LCH | 0 | 1 | 1 | 0.00% | $81.21K |
| AT&T INC SNR S* ICE | 0 | 1 | 1 | 0.00% | $79.85K |
| FREDDIE MAC POOL UMBS P#SD7204 5.50000000 | 0 | 59,142 | 59,142 | 0.00% | $60.52K |
| FREDDIE MAC POOL UMBS P#SL2469 5.50000000 | 0 | 58,382 | 58,382 | 0.00% | $59.54K |
| RFR USD SOFR/3.56436 06/30/26-7Y* LCH | 0 | 1 | 1 | 0.00% | $51.25K |
| RFR USD SOFR/4.0520* 03/16/26-30Y* LCH | 0 | 1 | 1 | 0.00% | $48.27K |
| RFR USD SOFR/4.0593* 03/13/26-30Y* LCH | 0 | 1 | 1 | 0.00% | $46.52K |
| FREDDIE MAC POOL UMBS P#SL0324 5.50000000 | 0 | 35,755 | 35,755 | 0.00% | $36.49K |
| FNMA POOL FA3387 FN 11/55 FIXED VAR | 0 | 27,184 | 27,184 | 0.00% | $27.70K |
| FNMA POOL FA2921 FN 09/55 FIXED VAR | 0 | 14,688 | 14,688 | 0.00% | $14.97K |
| FNMA POOL FA3385 FN 07/55 FIXED VAR | 0 | 9,081 | 9,081 | 0.00% | $9.30K |
| UMBS Pool, 30 Year | 0 | 7,614 | 7,614 | 0.00% | $7.76K |
| PANAMA LA SP CBK | 0 | 1 | 1 | 0.00% | $2.12K |
| Long Gilt | 0 | 903 | 903 | -0.04% | -$3.38M |
| Uniform Mortgage-Backed Security, TBA | 0 | -9,900,000 | -9,900,000 | -0.12% | -$10.42M |
| FNCL 5.5 4/26 | 0 | -126,000,000 | -126,000,000 | -1.49% | -$126.60M |
| Uniform Mortgage-Backed Security, TBA | 0 | -144,200,000 | -144,200,000 | -1.70% | -$144.68M |
| FNCL 6 6/24 | 0 | -566,300,000 | -566,300,000 | -6.78% | -$576.43M |
| Security | Shares Dec 2025 | Shares Mar 2026 | Δ shares | End % | Δ value |
|---|---|---|---|---|---|
| Uniform Mortgage-Backed Security, TBA | 449,590,500 | 0 | -449,590,500 | 0.00% | -$438.55M |
| Government National Mortgage Association, TBA | 250,100,000 | 0 | -250,100,000 | 0.00% | -$227.61M |
| FNCL 3 2/26 | 216,065,910 | 0 | -216,065,910 | 0.00% | -$190.99M |
| Uniform Mortgage-Backed Security, TBA | 169,200,000 | 0 | -169,200,000 | 0.00% | -$168.59M |
| Government National Mortgage Association, TBA | 95,104,500 | 0 | -95,104,500 | 0.00% | -$96.86M |
| FNCL 6.5 1/26 | 79,900,000 | 0 | -79,900,000 | 0.00% | -$83.05M |
| Government National Mortgage Association | 95,000,000 | 0 | -95,000,000 | 0.00% | -$81.94M |
| Uniform Mortgage-Backed Security, TBA | 85,000,000 | 0 | -85,000,000 | 0.00% | -$80.58M |
| Uniform Mortgage-Backed Security, TBA | 31,100,000 | 0 | -31,100,000 | 0.00% | -$32.36M |
| Government National Mortgage Association, TBA | 32,600,000 | 0 | -32,600,000 | 0.00% | -$31.74M |
| FNCL 4.5 1/26 | 26,609,500 | 0 | -26,609,500 | 0.00% | -$25.98M |
| G2SF 3 1/26 | 20,000,000 | 0 | -20,000,000 | 0.00% | -$17.97M |
| Uniform Mortgage-Backed Security, TBA | 16,300,000 | 0 | -16,300,000 | 0.00% | -$16.94M |
| NATWEST GROUP | 8,900,000 | 0 | -8,900,000 | 0.00% | -$9.42M |
| ANCHORAGE CAPITAL CLO LTD ANCHC 2024 28A A 144A | 9,100,000 | 0 | -9,100,000 | 0.00% | -$9.15M |
| ATHENE GLOBAL FUNDING SECURED 144A 02/26 5.684 | 7,800,000 | 0 | -7,800,000 | 0.00% | -$7.82M |
| ANCHORAGE CREDIT FUNDING LTD. ANCHF 2015 1A ARV 144A | 7,533,764 | 0 | -7,533,764 | 0.00% | -$7.48M |
| BCC 2021-4A A1R | 7,440,000 | 0 | -7,440,000 | 0.00% | -$7.45M |
| Sandstone Peak Ltd., Series 2021-1A, Class A1R | 6,300,000 | 0 | -6,300,000 | 0.00% | -$6.31M |
| Nordea Bank Abp (pfd) 6.63% 09/26/2174 Perpetual | 5,600,000 | 0 | -5,600,000 | 0.00% | -$5.67M |
| LEXINGTON REALTY | 5,800,000 | 0 | -5,800,000 | 0.00% | -$5.08M |
| G2SF 6 1/25 | 4,895,500 | 0 | -4,895,500 | 0.00% | -$4.99M |
| NORDEA BANK ABP JR SUBORDINA 144A 12/99 VAR | 5,000,000 | 0 | -5,000,000 | 0.00% | -$4.76M |
| PARALLEL LTD PARL 2021 1A AR 144A | 4,100,000 | 0 | -4,100,000 | 0.00% | -$4.09M |
| ONSLOW BAY FINANCIAL LLC OBX 2023 NQM1 A1 144A | 4,031,895 | 0 | -4,031,895 | 0.00% | -$4.02M |
| BPCE SA REGD V/R 144A P/P MTN 5.97500000 | 4,000,000 | 0 | -4,000,000 | 0.00% | -$4.00M |
| AG TRUST AG 2024 NLP A 144A | 3,278,643 | 0 | -3,278,643 | 0.00% | -$3.30M |
| CSMC Trust, Series 2021-RPL7, Class A1 | 2,385,778 | 0 | -2,385,778 | 0.00% | -$2.38M |
| FLEX INTERMEDIATE HOLDCO SR SECURED 144A 12/39 4.317 | 2,700,000 | 0 | -2,700,000 | 0.00% | -$2.28M |
| LINEAGE OP LP REGD 144A P/P 5.25000000 | 2,200,000 | 0 | -2,200,000 | 0.00% | -$2.22M |
| FS KKR CAPITAL | 1,900,000 | 0 | -1,900,000 | 0.00% | -$1.90M |
| BNP Paribas SA | 2,000,000 | 0 | -2,000,000 | 0.00% | -$1.85M |
| FORD MOTOR CRED | 1,500,000 | 0 | -1,500,000 | 0.00% | -$1.50M |
| BAIN CAPITAL CREDIT CLO, LIMIT BCC 2021 2A BR 144A | 1,500,000 | 0 | -1,500,000 | 0.00% | -$1.50M |
| ANCHORAGE CREDIT FUNDING LTD. ANCHF 2019 7A A 144A | 1,432,815 | 0 | -1,432,815 | 0.00% | -$1.43M |
| CSMC 2021-RPL9 TR VAR 02/25/2061 144A | 1,369,477 | 0 | -1,369,477 | 0.00% | -$1.37M |
| KDAC AVIATION FINANCE LTD SER 2017-1A CL A REGD 144A P/P 4.21200000 | 1,103,804 | 0 | -1,103,804 | 0.00% | -$1.10M |
| BAIN CAPITAL CREDIT CLO, LIMIT BCC 2021 2A A2R 144A | 1,000,000 | 0 | -1,000,000 | 0.00% | -$1.00M |
| Ares XLIV CLO Ltd | 1,000,000 | 0 | -1,000,000 | 0.00% | -$1.00M |
| CANADIAN GOVERNMENT /CAD/ REGD 3.00000000 | 1,300,000 | 0 | -1,300,000 | 0.00% | -$925.77K |
| ANCHORAGE CREDIT FUNDING LTD. ANCHF 2015 1A ARE 144A | 918,752 | 0 | -918,752 | 0.00% | -$911.96K |
| Saranac CLO VI Ltd., Series 2018-6A, Class A1R | 889,608 | 0 | -889,608 | 0.00% | -$890.11K |
| U.S. Treasury Bills | 679,000 | 0 | -679,000 | 0.00% | -$673.19K |
| OCTAGON INVESTMENT PARTNERS 39 OCT39 2018 3A AR 144A | 524,977 | 0 | -524,977 | 0.00% | -$525.61K |
| U.S. Treasury Bills | 466,000 | 0 | -466,000 | 0.00% | -$461.04K |
| U.S. Treasury Bills | 415,000 | 0 | -415,000 | 0.00% | -$411.16K |
| ACRES Commercial Realty 2021-FL1 Issuer, Ltd. | 366,591 | 0 | -366,591 | 0.00% | -$366.17K |
| Venture XXIX CLO Ltd | 311,906 | 0 | -311,906 | 0.00% | -$312.07K |
| UKG 10YR FUT G H6 03-27-26 | 262 | 0 | -262 | 0.00% | -$240.37K |
| Atlas Senior Loan Fund XII Ltd | 224,482 | 0 | -224,482 | 0.00% | -$224.60K |
| Research-Drive Pagaya Motor Asset Trust I Series 2024-1A, Class A | 194,119 | 0 | -194,119 | 0.00% | -$195.13K |
| VOYA CLO LTD INGIM 2012 4A A1R3 144A | 193,541 | 0 | -193,541 | 0.00% | -$193.78K |
| RFR USD SOFR/3.37500 03/31/26-4Y* LCH | 1 | 0 | -1 | 0.00% | -$121.27K |
| Pagaya AI Debt Trust, Series 2024-1, Class A | 96,263 | 0 | -96,263 | 0.00% | -$96.51K |
| Venture XXVII CLO Ltd. | 83,354 | 0 | -83,354 | 0.00% | -$83.46K |
| Oportun Issuance Trust, Series 2024-2, Class A | 45,793 | 0 | -45,793 | 0.00% | -$45.80K |
| Lehman XS Trust Series 2005-5N | 959 | 0 | -959 | 0.00% | -$956 |
| FNCL 5 1/26 | 0 | 0 | 0 | 0.00% | $0 |
| FNCL 5.5 1/26 | -2,000,000 | 0 | 2,000,000 | 0.00% | $2.03M |
| FNCL 7 1/24 | -9,900,000 | 0 | 9,900,000 | 0.00% | $10.42M |
| FNCL 6 1/26 | -24,300,000 | 0 | 24,300,000 | 0.00% | $24.95M |
| Uniform Mortgage-Backed Security, TBA | -227,200,000 | 0 | 227,200,000 | 0.00% | $230.18M |
| Uniform Mortgage-Backed Security, TBA | -542,000,000 | 0 | 542,000,000 | 0.00% | $556.25M |
| Security | Shares Dec 2025 | Shares Mar 2026 | Δ shares | End % | Δ value |
|---|---|---|---|---|---|
| PIMCO MORTGAGE BACKED SECURITI PIMCO MBS ACTIVE ETF | 4,632,686 | 5,444,451 | 811,765 | 3.18% | $39.82M |
| US ULTRA BOND CBT Sep25 | -31,834,606 | 71,787,788 | 103,622,394 | 0.55% | $88.43M |
| WELLS FARGO CO | 21,250,000 | 22,450,000 | 1,200,000 | 0.26% | $758.12K |
| JPMORGAN CHASE | 15,500,000 | 20,600,000 | 5,100,000 | 0.25% | $4.97M |
| BANK OF AMER CRP | 18,550,000 | 20,150,000 | 1,600,000 | 0.25% | $1.30M |
| SMBC AVIATION CAPITAL FINANCE DAC 144A 5.250000% 11/26/2035 | 16,000,000 | 21,100,000 | 5,100,000 | 0.24% | $4.60M |
| STLA 6.45 03/18/35 144A | 11,100,000 | 20,300,000 | 9,200,000 | 0.24% | $8.46M |
| WELLS FARGO CO | 17,450,000 | 18,550,000 | 1,100,000 | 0.22% | $712.58K |
| GOLDMAN SACHS GP | 14,350,000 | 18,650,000 | 4,300,000 | 0.22% | $4.06M |
| JPMORGAN CHASE | 17,950,000 | 18,550,000 | 600,000 | 0.22% | $279.09K |
| MORGAN STANLEY | 16,160,000 | 17,860,000 | 1,700,000 | 0.22% | $1.33M |
| UBS GROUP | 15,700,000 | 15,900,000 | 200,000 | 0.20% | -$237.56K |
| GA GLOBAL FNDING | 10,450,000 | 15,250,000 | 4,800,000 | 0.18% | $4.42M |
| SAMMONS FINL. GRP. 6.875% | 10,240,000 | 14,140,000 | 3,900,000 | 0.18% | $3.76M |
| WELLS FARGO CO | 8,950,000 | 14,450,000 | 5,500,000 | 0.17% | $5.41M |
| STOAU 5.75 11/13/35 144A | 8,150,000 | 12,350,000 | 4,200,000 | 0.15% | $4.28M |
| ENERGY TRANS | 11,500,000 | 11,700,000 | 200,000 | 0.14% | $117.49K |
| JPMORGAN CHASE | 9,950,000 | 11,250,000 | 1,300,000 | 0.14% | $1.11M |
| AMERICAN ASTS LP | 6,550,000 | 11,350,000 | 4,800,000 | 0.13% | $4.60M |
| HSBC HOLDINGS | 10,000,000 | 10,600,000 | 600,000 | 0.13% | $352.16K |
| PROTECTIVE LIFE CORP SR UNSECURED 144A 01/31 4.7 | 10,950,000 | 11,150,000 | 200,000 | 0.13% | $52.01K |
| COBANK ACB JR SUBORDINA 12/99 VAR | 10,000,000 | 10,503,000 | 503,000 | 0.13% | $427.98K |
| BANK OF AMER CRP | 9,850,000 | 10,550,000 | 700,000 | 0.13% | $538.14K |
| CAIXABANK SA SR UNSECURED 144A 06/35 VAR | 3,050,000 | 10,250,000 | 7,200,000 | 0.13% | $7.43M |
| BROOKFIELD FIN | 8,300,000 | 9,900,000 | 1,600,000 | 0.12% | $1.47M |
| HOST HOTELS | 5,150,000 | 10,350,000 | 5,200,000 | 0.12% | $5.06M |
| UNUM GROUP | 5,150,000 | 10,450,000 | 5,300,000 | 0.12% | $5.12M |
| ENERGY TRANSFER | 6,500,000 | 10,590,000 | 4,090,000 | 0.12% | $3.86M |
| RGA GLOBAL FUNDING SECURED 144A 11/30 4.6 | 9,900,000 | 10,100,000 | 200,000 | 0.12% | $86.68K |
| WESTERN SOUTHERN GLOBAL SECURED 144A 12/32 4.7 | 10,000,000 | 10,200,000 | 200,000 | 0.12% | $144 |
| GOLDMAN SACHS GP | 10,250,000 | 10,450,000 | 200,000 | 0.11% | -$4.38K |
| LLOYDS BK GR PLC | 8,500,000 | 8,700,000 | 200,000 | 0.10% | $18.16K |
| HSBC HOLDINGS | 7,400,000 | 8,300,000 | 900,000 | 0.10% | $714.46K |
| FAIRFAX FINL HLD | 7,750,000 | 8,150,000 | 400,000 | 0.10% | $292.79K |
| BARCLAYS PLC | 5,200,000 | 7,400,000 | 2,200,000 | 0.10% | $2.33M |
| BANK OF AMER CRP | 3,900,000 | 8,100,000 | 4,200,000 | 0.10% | $4.19M |
| KBC GROUP NV | 5,200,000 | 7,200,000 | 2,000,000 | 0.09% | $2.03M |
| CRED AGRICOLE SA | 5,000,000 | 7,200,000 | 2,200,000 | 0.09% | $2.14M |
| CAPITAL ONE FINL | 2,200,000 | 6,400,000 | 4,200,000 | 0.09% | $4.75M |
| LAZARD GROUP LLC | 6,300,000 | 6,950,000 | 650,000 | 0.08% | $543.00K |
| GOLDMAN SACHS GP | 4,350,000 | 6,950,000 | 2,600,000 | 0.08% | $2.59M |
| PACIFIC GAS&ELEC | 7,000,000 | 8,700,000 | 1,700,000 | 0.08% | $1.29M |
| BGC GROUP INC | 5,987,000 | 6,987,000 | 1,000,000 | 0.08% | $902.21K |
| GOLDMAN SACHS GP | 5,350,000 | 6,550,000 | 1,200,000 | 0.08% | $1.08M |
| AVOLON HOLDINGS FUNDING LTD 4.95% 10/15/2032 144A | 5,100,000 | 6,700,000 | 1,600,000 | 0.08% | $1.47M |
| ALLY FINL INC 6.184%/VAR 07/26/2035 | 2,250,000 | 6,250,000 | 4,000,000 | 0.07% | $3.94M |
| GLOBAL PAY INC | 3,550,000 | 6,450,000 | 2,900,000 | 0.07% | $2.69M |
| CITADL 5.9 02/10/30 144A | 5,500,000 | 5,900,000 | 400,000 | 0.07% | $314.29K |
| PCG 6 08/15/35 | 3,800,000 | 5,700,000 | 1,900,000 | 0.07% | $1.90M |
| Vistra Operations Co. LLC | 5,000,000 | 5,400,000 | 400,000 | 0.07% | $292.71K |
| NISOURCE INC | 6,100,000 | 6,700,000 | 600,000 | 0.07% | $468.56K |
| Citadel L.P. | 4,000,000 | 5,600,000 | 1,600,000 | 0.07% | $1.56M |
| CDW LLC/CDW FIN | 2,600,000 | 5,700,000 | 3,100,000 | 0.07% | $2.95M |
| LAZARD GROUP LLC | 4,400,000 | 5,600,000 | 1,200,000 | 0.07% | $1.08M |
| VERIZON COMM INC | 5,200,000 | 5,700,000 | 500,000 | 0.06% | $397.33K |
| LPL HOLDINGS INC | 5,000,000 | 5,250,000 | 250,000 | 0.06% | $165.49K |
| GLOBAL PAY INC | 5,100,000 | 5,300,000 | 200,000 | 0.06% | $69.62K |
| CAIXABANK SA SR UNSECURED 144A 03/30 VAR | 4,800,000 | 5,000,000 | 200,000 | 0.06% | $150.90K |
| EVERSOURCE ENERG | 4,650,000 | 4,850,000 | 200,000 | 0.06% | $163.08K |
| SOUTHERN CAL ED | 4,000,000 | 4,800,000 | 800,000 | 0.06% | $801.87K |
| SELECTIVE INS GP | 4,400,000 | 4,800,000 | 400,000 | 0.06% | $328.47K |
| NMI HOLDINGS | 4,500,000 | 4,700,000 | 200,000 | 0.06% | $145.26K |
| CENTENE CORP | 1,500,000 | 5,400,000 | 3,900,000 | 0.06% | $3.39M |
| FIRST AMERICAN | 2,200,000 | 4,700,000 | 2,500,000 | 0.05% | $2.41M |
| GBLATL 4.5 09/18/30 144A | 4,550,000 | 4,750,000 | 200,000 | 0.05% | $72.09K |
| HSBC HOLDINGS | 4,200,000 | 4,400,000 | 200,000 | 0.05% | $117.18K |
| GLP CAP/FIN II | 3,300,000 | 4,100,000 | 800,000 | 0.05% | $720.10K |
| PACIFIC GAS&ELEC | 4,000,000 | 4,200,000 | 200,000 | 0.05% | $148.43K |
| BOOZ ALLEN HAMILTON INC REGD 5.95000000 | 2,600,000 | 4,100,000 | 1,500,000 | 0.05% | $1.44M |
| CHOICE HOTELS | 3,500,000 | 3,900,000 | 400,000 | 0.05% | $369.43K |
| HCA INC | 3,250,000 | 4,067,000 | 817,000 | 0.04% | $707.11K |
| PACIFIC GAS&ELEC | 2,800,000 | 3,600,000 | 800,000 | 0.04% | $771.21K |
| MARS INC | 2,750,000 | 3,550,000 | 800,000 | 0.04% | $757.55K |
| HANOVER INSURANC | 2,300,000 | 3,600,000 | 1,300,000 | 0.04% | $1.24M |
| PACIFIC GAS&ELEC | 2,650,000 | 3,950,000 | 1,300,000 | 0.04% | $1.15M |
| SANTANDER UK GRP | 3,700,000 | 3,900,000 | 200,000 | 0.04% | $139.05K |
| VMED O2 UK FINANCING I SR SECURED 144A 04/32 7.75 | 3,400,000 | 3,600,000 | 200,000 | 0.04% | -$92.12K |
| ENI SPA SR UNSECURED 144A 05/35 5.75 | 3,100,000 | 3,300,000 | 200,000 | 0.04% | $175.32K |
| BANCO SANTANDER | 2,200,000 | 3,200,000 | 1,000,000 | 0.04% | $989.39K |
| Global Atlantic (Fin) Co. | 3,000,000 | 3,400,000 | 400,000 | 0.04% | $334.55K |
| PACIFIC GAS&ELEC | 2,400,000 | 3,000,000 | 600,000 | 0.04% | $616.03K |
| SOUTHERN CAL ED | 2,950,000 | 4,350,000 | 1,400,000 | 0.04% | $1.02M |
| VICI PROPERTIE | 2,600,000 | 2,800,000 | 200,000 | 0.03% | $142.41K |
| PROTECTIVE LIFE CORP SR UNSECURED 144A 12/35 5.35 | 1,750,000 | 2,750,000 | 1,000,000 | 0.03% | $933.79K |
| COREBRIDGE FIN | 2,200,000 | 2,600,000 | 400,000 | 0.03% | $362.96K |
| BAYNGR 6.875 11/21/53 144A | 1,900,000 | 2,500,000 | 600,000 | 0.03% | $577.27K |
| GLP CAP/FIN II | 2,300,000 | 2,500,000 | 200,000 | 0.03% | $142.64K |
| GLP CAP/FIN II | 2,000,000 | 2,400,000 | 400,000 | 0.03% | $340.33K |
| GLP CAP/FIN II | 1,800,000 | 2,200,000 | 400,000 | 0.03% | $340.03K |
| VMWARE LLC | 2,250,000 | 2,450,000 | 200,000 | 0.03% | $151.09K |
| CLECO POWER LLC SR UNSECURED 144A 01/36 5.3 | 1,500,000 | 1,900,000 | 400,000 | 0.02% | $370.87K |
| EL PASO NATURAL GAS COMPANY GUAR 144A 02/32 3.5 | 1,700,000 | 1,900,000 | 200,000 | 0.02% | $167.39K |
| FIRST AMERICAN | 1,800,000 | 2,000,000 | 200,000 | 0.02% | $150.60K |
| LSEG US FIN CORP | 1,500,000 | 1,700,000 | 200,000 | 0.02% | $162.28K |
| ENERGY TRANS | 1,300,000 | 1,500,000 | 200,000 | 0.02% | $194.76K |
| Invitation Homes Operating Partnership L.P. | 1,300,000 | 1,500,000 | 200,000 | 0.02% | $144.89K |
| SOUTHERN CAL ED | 350,000 | 1,250,000 | 900,000 | 0.01% | $751.00K |
| SPIRIT AIR 2015- | 606,661 | 653,327 | 46,666 | 0.01% | $59.27K |
| MSCI INC REGD 144A P/P 3.87500000 | 100,000 | 300,000 | 200,000 | 0.00% | $187.66K |
| FANNIE MAE FNR 2007 93 ZB | 118,019 | 119,352 | 1,333 | 0.00% | -$16 |
| GOVERNMENT NATIONAL MORTGAGE A GNR 2005 3 LZ | 53,910 | 54,553 | 643 | 0.00% | $407 |
| Security | Shares Dec 2025 | Shares Mar 2026 | Δ shares | End % | Δ value |
|---|---|---|---|---|---|
| UMBS | 163,225,315 | 156,927,497 | -6,297,818 | 1.92% | -$7.61M |
| U.S. Treasury Inflation-Protected Notes 1.75%, Due 01/15/2034 | 160,158,600 | 159,966,576 | -192,024 | 1.87% | $40.56K |
| UMBS Pool, 30 Year | 156,721,034 | 152,430,328 | -4,290,705 | 1.78% | -$5.89M |
| FR SD8470 | 135,474,779 | 119,847,054 | -15,627,725 | 1.44% | -$16.93M |
| FN MA5388 | 112,342,483 | 104,869,974 | -7,472,509 | 1.24% | -$8.55M |
| FN MA5614 | 93,840,365 | 86,743,532 | -7,096,833 | 1.03% | -$8.00M |
| U.S. Treasury Inflation-Protected Indexed Notes | 83,983,636 | 83,882,700 | -100,936 | 1.00% | -$169.39K |
| FR SD8431 | 87,160,720 | 81,455,576 | -5,705,145 | 0.96% | -$6.55M |
| Fannie Mae Pool | 68,225,923 | 66,137,237 | -2,088,686 | 0.77% | -$2.83M |
| FR SD8367 | 67,599,441 | 63,742,226 | -3,857,215 | 0.76% | -$4.46M |
| FED HM LN PC POOL RA9853 FR 09/53 FIXED 6 | 64,347,618 | 61,667,316 | -2,680,301 | 0.75% | -$3.09M |
| FN MA4732 | 64,083,504 | 62,911,329 | -1,172,175 | 0.70% | -$1.43M |
| FREDDIE MAC FHR 5508 FH | 69,136,538 | 59,115,213 | -10,021,325 | 0.70% | -$9.95M |
| FR SD8342 | 55,322,915 | 52,858,037 | -2,464,878 | 0.63% | -$2.97M |
| FNMA POOL CB7270 FN 10/53 FIXED 6 | 51,183,794 | 48,654,626 | -2,529,168 | 0.59% | -$2.87M |
| GOVERNMENT NATIONAL MORTGAGE A GNR 2025 98 FX | 48,863,030 | 46,906,380 | -1,956,649 | 0.56% | -$1.71M |
| FANNIE MAE FNR 2025 69 FD | 48,386,306 | 45,987,943 | -2,398,364 | 0.55% | -$2.16M |
| FN MA5471 | 50,008,255 | 44,139,483 | -5,868,772 | 0.53% | -$6.34M |
| FN MA5353 | 46,190,493 | 43,511,629 | -2,678,865 | 0.51% | -$3.12M |
| FNMA POOL FA1633 FN 12/54 FIXED VAR | 39,322,528 | 37,627,928 | -1,694,601 | 0.45% | -$2.07M |
| FR SD8349 | 38,489,191 | 36,570,800 | -1,918,391 | 0.43% | -$2.29M |
| FR SD8476 | 39,357,970 | 35,396,536 | -3,961,434 | 0.42% | -$4.32M |
| FR SD8420 | 38,213,201 | 35,705,496 | -2,507,705 | 0.42% | -$2.88M |
| FN MA5531 | 35,470,016 | 33,526,019 | -1,943,997 | 0.40% | -$2.28M |
| Uniform Mortgage-Backed Securities | 34,215,026 | 33,254,332 | -960,693 | 0.39% | -$1.32M |
| FN MA5272 | 32,974,097 | 28,917,080 | -4,057,017 | 0.35% | -$4.36M |
| Uniform Mortgage-Backed Securities | 32,004,740 | 28,173,541 | -3,831,198 | 0.34% | -$4.13M |
| FNMA POOL FA2784 FN 04/55 FIXED VAR | 28,741,715 | 27,439,804 | -1,301,911 | 0.34% | -$1.54M |
| BANC OF AMERICA MERRILL LYNCH BAMLL 2025 HMST A 144A | 28,408,545 | 28,244,908 | -163,637 | 0.32% | -$208.43K |
| FR SD8362 | 28,539,827 | 27,234,663 | -1,305,163 | 0.32% | -$1.57M |
| Uniform Mortgage-Backed Securities | 28,748,792 | 26,918,427 | -1,830,366 | 0.32% | -$2.10M |
| FNMA POOL DA1559 FN 10/53 FIXED 6.5 | 27,161,737 | 22,986,034 | -4,175,704 | 0.28% | -$4.46M |
| FANNIE MAE FNR 2025 66 FL | 24,548,278 | 23,552,143 | -996,135 | 0.28% | -$875.50K |
| FANNIE MAE FNR 2025 69 FB | 24,139,338 | 23,436,220 | -703,118 | 0.28% | -$581.48K |
| FREDDIE MAC FHR 5565 FC | 24,065,003 | 23,239,620 | -825,383 | 0.28% | -$705.31K |
| FREDDIE MAC FHR 5568 FE | 23,894,845 | 22,839,464 | -1,055,382 | 0.27% | -$959.35K |
| FN MA5191 | 24,398,887 | 22,335,106 | -2,063,781 | 0.27% | -$2.22M |
| FNMA POOL AY5622 FN 06/45 FIXED 3.5 | 21,760,216 | 21,079,556 | -680,659 | 0.23% | -$876.97K |
| FR SD8463 | 21,587,604 | 18,984,973 | -2,602,630 | 0.23% | -$2.80M |
| FED HM LN PC POOL QF0220 FR 09/52 FIXED 5 | 19,684,769 | 19,152,088 | -532,681 | 0.22% | -$763.67K |
| FN MA5498 | 20,805,044 | 18,737,310 | -2,067,734 | 0.22% | -$2.26M |
| FNMA POOL FA3329 FN 08/55 FIXED VAR | 18,125,923 | 17,852,929 | -272,994 | 0.22% | -$403.11K |
| FNMA POOL FA1193 FN 03/55 FIXED VAR | 18,199,363 | 17,576,726 | -622,637 | 0.21% | -$766.40K |
| FED HM LN PC POOL SD5631 FR 06/54 FIXED 6 | 18,264,054 | 17,221,088 | -1,042,966 | 0.21% | -$1.19M |
| FNMA POOL CB9151 FN 09/54 FIXED 6 | 17,453,462 | 16,948,107 | -505,355 | 0.21% | -$631.00K |
| FR SD8329 | 18,104,031 | 17,592,065 | -511,966 | 0.21% | -$689.25K |
| FNMA POOL FA0938 FN 03/55 FIXED VAR | 16,623,368 | 16,168,742 | -454,626 | 0.20% | -$572.96K |
| UPGRADE AUTO RECEIVABLES TRUST UPGA 2025 1A A2 144A | 17,300,000 | 16,240,227 | -1,059,773 | 0.19% | -$1.07M |
| NSLT 2025-BA A1A | 17,210,525 | 16,205,862 | -1,004,663 | 0.19% | -$1.14M |
| FNMA POOL CC0257 FN 04/55 FIXED 6 | 15,065,626 | 14,620,220 | -445,407 | 0.18% | -$561.51K |
| FNMA POOL CB6515 FN 06/53 FIXED 5 | 15,564,451 | 15,095,393 | -469,058 | 0.18% | -$637.15K |
| MSRM 2025-DSC1 A1 | 11,449,638 | 10,971,538 | -478,100 | 0.13% | -$573.81K |
| CITIGROUP MORTGAGE LOAN TRUST CMLTI 2025 RP4 A1 144A | 11,866,929 | 11,639,507 | -227,422 | 0.13% | -$517.86K |
| CLAST 2025-3A A 144A 5.087% 11-15-50 | 10,927,374 | 10,710,746 | -216,627 | 0.12% | -$386.45K |
| FREDDIE MAC REMICS SER 5560 CL FB V/R 4.87419000 | 11,505,200 | 10,363,771 | -1,141,429 | 0.12% | -$1.12M |
| CIM TRUST CIM 2023 R2 A1 144A | 9,950,702 | 9,579,836 | -370,866 | 0.11% | -$458.00K |
| FREDDIE MAC REMICS SER 5564 CL FB V/R 5.07419000 | 9,550,166 | 9,258,608 | -291,559 | 0.11% | -$243.62K |
| NSLT 2025-DA A1A 8/54 | 10,000,000 | 9,373,413 | -626,587 | 0.11% | -$708.19K |
| ANGEL OAK MORTGAGE TRUST AOMT 2025 R1 A1 144A | 9,528,266 | 9,115,015 | -413,251 | 0.11% | -$489.30K |
| FREDDIE MAC POOL UMBS P#SL0874 6.00000000 | 8,896,148 | 8,632,143 | -264,005 | 0.11% | -$328.17K |
| FR SD8447 | 9,445,093 | 8,247,865 | -1,197,228 | 0.10% | -$1.29M |
| NAVRL 2025-C A | 8,920,122 | 8,162,581 | -757,542 | 0.10% | -$819.33K |
| NSLT 2025-CA A1B | 8,505,311 | 7,981,461 | -523,851 | 0.09% | -$528.07K |
| FNMA POOL DA1084 FN 11/53 FIXED 6.5 | 7,941,321 | 6,761,689 | -1,179,632 | 0.08% | -$1.26M |
| APOLLO AVIATION SECURITIZATION AASET 2025 2A A 144A | 7,035,131 | 6,908,404 | -126,727 | 0.08% | -$185.84K |
| FNMA POOL DF3717 FN 11/55 FIXED 5.5 | 6,807,542 | 6,377,548 | -429,994 | 0.08% | -$487.12K |
| PAGAYA AI DEBT SELECTION TRUST PAID 2025 1 B 144A | 6,899,411 | 6,392,994 | -506,417 | 0.08% | -$552.74K |
| FNMA POOL DA1045 FN 10/53 FIXED 6.5 | 6,627,082 | 5,971,963 | -655,119 | 0.07% | -$710.89K |
| FNMA POOL CB8026 FN 02/54 FIXED 6.5 | 7,042,304 | 5,911,221 | -1,131,083 | 0.07% | -$1.22M |
| Freddie Mac REMICS | 6,083,823 | 5,988,466 | -95,358 | 0.07% | -$63.41K |
| MORGAN STANLEY CAPITAL INC MSAC 2006 HE5 A2D | 12,253,473 | 12,133,472 | -120,000 | 0.07% | -$147.30K |
| UPG HI ISSUER TRUST UPGHI 2025 2 A 144A | 6,900,000 | 5,999,433 | -900,567 | 0.07% | -$933.32K |
| FR SD8384 | 6,409,326 | 5,719,196 | -690,129 | 0.07% | -$749.94K |
| PAGAYA AI DEBT SELECTION TRUST PAID 2025 1 C 144A | 6,899,411 | 5,826,039 | -1,073,372 | 0.07% | -$1.10M |
| CWABS Asset-Backed Certificates Trust 2007-8 | 6,530,164 | 6,428,191 | -101,973 | 0.07% | -$82.92K |
| Slam Ltd. | 5,693,582 | 5,606,145 | -87,437 | 0.07% | -$168.18K |
| GNMA II POOL 784295 G2 03/47 FIXED 3.5 | 6,197,129 | 6,018,806 | -178,323 | 0.07% | -$121.32K |
| ONYP 2020-1NYP A | 6,100,000 | 5,757,842 | -342,158 | 0.07% | -$422.57K |
| CWABS ASSET-BACKED CERTIFICATES TRUST 2006-2 SER 2006-20 CL 2A4 V/R REGD 4.30621000 | 5,869,724 | 5,804,520 | -65,204 | 0.06% | -$52.54K |
| Subway Funding LLC, Series 2024-1A, Class A2I | 5,148,000 | 5,135,000 | -13,000 | 0.06% | -$51.32K |
| FNMA POOL CB7998 FN 02/54 FIXED 6 | 5,258,221 | 4,929,210 | -329,011 | 0.06% | -$366.81K |
| NEW RESIDENTIAL MORTGAGE LOAN TRUST 2023-NQM1 SER 2023-NQM1 CL A1A V/R REGD 144A P/P 6.86400000 | 5,368,760 | 4,876,030 | -492,730 | 0.06% | -$516.94K |
| FN MA5445 | 5,484,605 | 4,798,497 | -686,108 | 0.06% | -$736.80K |
| MSRM 2025-NQM8 A1 | 5,229,754 | 4,841,457 | -388,296 | 0.06% | -$401.47K |
| MINNESOTA ST HSG FIN AGY MNSHSG 01/29 FIXED 5.301 | 5,515,000 | 4,745,000 | -770,000 | 0.06% | -$800.24K |
| PK ALIFT LOAN FUNDING PKAIR 2025 1 A 144A | 4,974,619 | 4,689,677 | -284,942 | 0.06% | -$288.20K |
| WASHINGTON MUTUAL MORTGAGE PAS WMALT 2005 AR1 A1A | 5,599,833 | 5,311,234 | -288,600 | 0.06% | -$348.78K |
| CAUTO 2023-1A A1 | 4,681,250 | 4,675,000 | -6,250 | 0.06% | -$21.37K |
| ONSLOW BAY FINANCIAL LLC OBX 2024 NQM16 A1 144A | 5,317,212 | 4,661,886 | -655,326 | 0.06% | -$677.55K |
| FNMA POOL DA1101 FN 12/53 FIXED 6.5 | 5,511,473 | 4,464,796 | -1,046,678 | 0.05% | -$1.12M |
| BANC OF AMERICA FUNDING CORPOR BAFC 2015 R2 1A2 144A | 5,023,304 | 4,596,479 | -426,825 | 0.05% | -$399.56K |
| MF1 MULTIFAMILY HOUSING MORTGA MF1 2022 FL8 A 144A | 7,532,037 | 4,348,778 | -3,183,260 | 0.05% | -$3.18M |
| FREDDIE MAC POOL UMBS P#SL0873 6.00000000 | 4,315,446 | 4,152,498 | -162,948 | 0.05% | -$197.70K |
| CHASE MORTGAGE FINANCE CORPORA CHASE 2025 RPL1 A1A 144A | 4,902,341 | 4,792,475 | -109,867 | 0.05% | -$131.48K |
| FREMONT HOME LOAN TRUST FHLT 2004 D M1 | 4,718,215 | 4,640,448 | -77,768 | 0.05% | -$51.50K |
| GNMA II POOL 784067 G2 10/45 FIXED 4 | 4,510,085 | 4,398,931 | -111,154 | 0.05% | -$141.10K |
| J.P. Morgan Mortgage Trust, Series 2023-DSC1, Class A1 | 4,443,331 | 4,261,305 | -182,026 | 0.05% | -$246.33K |
| ARGENT SECURITIES INC. ARSI 2005 W5 A2C | 4,273,638 | 4,216,745 | -56,893 | 0.05% | -$46.14K |
| ONSLOW BAY FINANCIAL LLC OBX 2025 R1 A1 144A | 4,126,547 | 4,031,027 | -95,520 | 0.05% | -$116.38K |
| ONSLOW BAY FINANCIAL LLC OBX 2024 NQM3 A1 144A | 4,288,104 | 3,982,501 | -305,603 | 0.05% | -$327.76K |
| TPMT 2024-5 A1A | 4,085,999 | 3,918,310 | -167,690 | 0.05% | -$216.05K |
| WOODWARD CAPITAL MANAGEMENT RCKT 2025 CES11 A1A 144A | 3,965,037 | 3,789,166 | -175,871 | 0.04% | -$204.39K |
| SPECIALTY UNDERWRITING + RESID SURF 2006 AB3 A2B | 5,397,637 | 5,330,074 | -67,563 | 0.04% | -$64.66K |
| NOMURA ASSET ACCEPTANCE CORPOR NAA 2007 2 A3 | 4,473,297 | 4,426,485 | -46,812 | 0.04% | -$54.64K |
| CASTLELAKE LP FIRST LIEN TERM LOAN | 4,102,909 | 3,930,449 | -172,461 | 0.04% | -$237.70K |
| LAD AUTO RECEIVABLES TRUST LADAR 2023 4A A4 144A | 5,000,000 | 3,627,772 | -1,372,228 | 0.04% | -$1.40M |
| MORGAN STANLEY CAPITAL INC MSAC 2005 HE7 M2 | 3,775,417 | 3,682,435 | -92,982 | 0.04% | -$95.18K |
| VERUS SECURITIZATION TRUST VERUS 2025 12 A1FC 144A | 3,600,000 | 3,518,148 | -81,852 | 0.04% | -$99.02K |
| GNMA POOL BA5051 GN 06/47 FIXED 4 | 3,833,723 | 3,619,073 | -214,651 | 0.04% | -$238.06K |
| VERUS SECURITIZATION TRUST VERUS 2023 6 A1 144A | 3,826,263 | 3,289,585 | -536,678 | 0.04% | -$555.39K |
| SMB Private Education Loan Trust, Series 2024-A, Class A1B | 3,374,545 | 3,190,407 | -184,138 | 0.04% | -$188.83K |
| TOWD POINT MORTGAGE TRUST TPMT 2025 CES2 A1 144A | 3,494,043 | 3,208,322 | -285,721 | 0.04% | -$307.89K |
| FED HM LN PC POOL QH6111 FR 12/53 FIXED 6.5 | 3,756,402 | 3,077,850 | -678,552 | 0.04% | -$720.72K |
| RESIDENTIAL ASSET SECURITIES C RASC 2007 KS2 AI4 | 3,313,404 | 3,240,253 | -73,151 | 0.04% | -$71.47K |
| Carrington Mortgage Loan Trust Series 2007-FRE1 | 3,315,036 | 3,191,007 | -124,029 | 0.04% | -$148.43K |
| IFC EMERGING MARKETS SECURITIZ IFCEMS 2025 1A A 144A | 3,500,000 | 3,075,153 | -424,847 | 0.04% | -$420.98K |
| CHASE MORTGAGE FINANCE CORPORA CHASE 2023 RPL2 A1 144A | 3,475,056 | 3,413,920 | -61,136 | 0.04% | -$78.62K |
| CIT Mortgage Loan Trust, Series 2007-1, Class 1M1 | 3,189,533 | 3,009,159 | -180,374 | 0.04% | -$188.50K |
| LONG BEACH MORTGAGE LOAN TRUST LBMLT 2005 WL1 M4 | 3,085,009 | 2,980,490 | -104,518 | 0.03% | -$105.28K |
| CHASE MORTGAGE FINANCE CORPORA CHASE 2024 7 A11 144A | 3,203,662 | 2,907,516 | -296,145 | 0.03% | -$288.73K |
| CROSS MORTGAGE TRUST CROSS 2025 H9 A1 144A | 2,984,708 | 2,913,830 | -70,877 | 0.03% | -$90.99K |
| INDYMAC RESIDENTIAL ASSET BACK INABS 2007 B 1A2 | 7,277,298 | 7,255,542 | -21,756 | 0.03% | -$19.07K |
| Deutsche Alt-A Securities Mortgage Loan Trust Series 2007-AR1 | 3,189,505 | 3,137,084 | -52,421 | 0.03% | -$33.26K |
| ASSET BACKED FUNDING CERTIFICA ABFC 2006 OPT1 A3D | 3,217,231 | 2,861,148 | -356,083 | 0.03% | -$348.18K |
| PRPM 2025-RPL5 LLC | 3,000,000 | 2,863,208 | -136,792 | 0.03% | -$152.44K |
| ARGENT SECURITIES INC. ARSI 2006 W1 A2C | 3,052,847 | 2,974,363 | -78,484 | 0.03% | -$69.78K |
| PRETIUM MORTGAGE CREDIT PARTNE PRET 2025 RPL4 A1 144A | 2,936,159 | 2,863,126 | -73,034 | 0.03% | -$110.05K |
| MFRA TRUST MFRA 2025 NQM2 A1 144A | 2,942,806 | 2,739,052 | -203,754 | 0.03% | -$216.25K |
| GREYWOLF CLO LTD GWOLF 2020 3RA A1R2 144A | 3,572,415 | 2,688,170 | -884,245 | 0.03% | -$884.04K |
| PFP Ltd., Series 2024-11, Class A | 3,240,853 | 2,656,987 | -583,866 | 0.03% | -$588.29K |
| PK ALIFT LOAN FUNDING PKAIR 2025 2 A 144A | 2,735,000 | 2,641,751 | -93,248 | 0.03% | -$111.95K |
| WOODWARD CAPITAL MANAGEMENT RCKT 2024 CES4 A1A 144A | 2,935,586 | 2,602,892 | -332,694 | 0.03% | -$350.10K |
| GS Mortgage-Backed Securities Trust, Series 2025-NQM5, Class A1 | 2,822,695 | 2,632,362 | -190,332 | 0.03% | -$207.36K |
| SLAM LTD SLAM 2024 1A A 144A | 2,667,177 | 2,618,056 | -49,121 | 0.03% | -$93.55K |
| TRTX Issuer Ltd., Series 2022-FL5, Class A | 2,961,285 | 2,547,971 | -413,314 | 0.03% | -$401.61K |
| AMERIQUEST MORTGAGE SECURITIES AMSI 2003 AR3 M4 | 2,881,100 | 2,564,828 | -316,273 | 0.03% | -$293.59K |
| WOODWARD CAPITAL MANAGEMENT RCKT 2024 CES9 A1A 144A | 2,757,376 | 2,509,439 | -247,937 | 0.03% | -$266.41K |
| GLS AUTO RECEIVABLES TRUST GCAR 2024 2A B 144A | 3,000,000 | 2,499,677 | -500,323 | 0.03% | -$509.85K |
| VERUS 2025-R2 A1 | 2,600,000 | 2,506,094 | -93,906 | 0.03% | -$108.44K |
| Soundview Home Loan Trust 2007-OPT2 | 3,021,770 | 2,912,504 | -109,266 | 0.03% | -$97.92K |
| STRUCTURED ASSET INVESTMENT LO SAIL 2006 4 A1 | 4,255,526 | 4,223,960 | -31,565 | 0.03% | -$23.67K |
| VERUS SECURITIZATION TRUST VERUS 2023 INV2 A1 144A | 2,643,465 | 2,457,522 | -185,943 | 0.03% | -$196.75K |
| ANCHORAGE CREDIT FUNDING LTD. ANCHF 2019 8A A 144A | 3,018,667 | 2,470,825 | -547,842 | 0.03% | -$565.28K |
| T/L AADVANTAGE LOYALTY IP LTD. REGD 0.00000000 | 2,392,975 | 2,386,962 | -6,012 | 0.03% | -$32.59K |
| WASHINGTON MUTUAL MORTGAGE PAS WMALT 2006 8 A6 | 6,866,577 | 6,801,330 | -65,246 | 0.03% | $114.88K |
| CARRINGTON MORTGAGE LOAN TRUST CARR 2005 OPT2 M5 | 2,676,593 | 2,390,732 | -285,862 | 0.03% | -$272.98K |
| NMLT TRUST NLT 2023 1 A1 144A | 2,595,759 | 2,511,812 | -83,947 | 0.03% | -$76.50K |
| COUNTRYWIDE ALTERNATIVE LOAN T CWALT 2005 58 A1 | 2,498,626 | 2,393,226 | -105,399 | 0.03% | -$95.88K |
| FANNIE MAE FNR 2012 102 HS | 16,794,906 | 16,447,154 | -347,753 | 0.03% | -$262.76K |
| UNTD AIR 16-1 A | 2,427,076 | 2,316,268 | -110,808 | 0.03% | -$116.29K |
| Chesapeake Funding II LLC, Series 2024-1A, Class A2 | 2,569,988 | 2,245,479 | -324,509 | 0.03% | -$324.37K |
| CHASE MORTGAGE FINANCE CORPORA CHASE 2023 RPL3 A1 144A | 2,526,737 | 2,492,744 | -33,994 | 0.03% | -$47.70K |
| MASTR ADJUSTABLE RATE MORTGAGE MARM 2005 8 3A1 | 2,385,040 | 2,225,058 | -159,982 | 0.03% | -$159.02K |
| American Home Mortgage Investment Trust, Series 2006-3, Class 11A1 | 2,587,744 | 2,573,411 | -14,333 | 0.03% | -$3.84K |
| ECMC Group Student Loan Trust, Series 2020-3A, Class A1B | 2,302,737 | 2,208,319 | -94,417 | 0.03% | -$95.17K |
| SLM STUDENT LOAN TRUST SLMA 2010 C A5 144A | 2,185,080 | 2,103,147 | -81,933 | 0.03% | -$91.23K |
| COUNTRYWIDE ASSET BACKED CERTI CWL 2006 22 1A | 2,382,309 | 2,330,239 | -52,070 | 0.03% | -$44.54K |
| NELNET STUDENT LOAN TRUST NSLT 2023 AA AFX 144A | 2,272,946 | 2,076,122 | -196,824 | 0.03% | -$220.31K |
| SMB Private Education Loan Trust, Series 2024-A, Class A1A | 2,228,769 | 2,107,152 | -121,617 | 0.03% | -$142.21K |
| ASSET BACKED SECURITIES CORP H ABSHE 2004 HE3 M1 | 2,023,186 | 2,003,486 | -19,700 | 0.02% | -$8.75K |
| Trinitas CLO XIX Ltd., Series 2022-19A, Class A1R | 2,478,070 | 2,100,965 | -377,104 | 0.02% | -$379.94K |
| HARBORVIEW MORTGAGE LOAN TRUST HVMLT 2006 12 2A2A | 2,356,258 | 2,304,449 | -51,809 | 0.02% | -$43.51K |
| GREENSKY HOME IMPROVEMENT TRUST 2024-1 5.87% 06/25/2059 144A | 2,232,990 | 2,015,275 | -217,716 | 0.02% | -$241.77K |
| PAGAYA AI DEBT SELECTION TRUST PAID 2025 R2 A 144A | 2,631,078 | 2,028,578 | -602,500 | 0.02% | -$609.65K |
| WAVE USA WAAV 2019 1 A 144A | 2,219,665 | 2,010,233 | -209,432 | 0.02% | -$208.30K |
| ONSLOW BAY FINANCIAL LLC OBX 2023 NQM9 A1 144A | 2,085,530 | 1,945,989 | -139,542 | 0.02% | -$150.92K |
| CWL 2006-23 1A | 2,124,933 | 2,040,189 | -84,744 | 0.02% | -$80.35K |
| Lehman XS Trust Series 2006-16N | 2,202,138 | 2,163,449 | -38,689 | 0.02% | -$34.22K |
| ONSLOW BAY FINANCIAL LLC OBX 2023 NQM5 A1A 144A | 2,143,255 | 1,931,223 | -212,032 | 0.02% | -$222.44K |
| DRMT 2025-INV1 VAR 11/25/2060 144A | 1,971,130 | 1,927,651 | -43,479 | 0.02% | -$53.11K |
| VERUS SECURITIZATION TRUST VERUS 2021 8 A1 144A | 2,138,680 | 2,096,421 | -42,259 | 0.02% | -$64.42K |
| COUNTRYWIDE ALTERNATIVE LOAN T CWALT 2007 4CB 1A35 | 2,338,649 | 2,280,846 | -57,804 | 0.02% | -$30.53K |
| UNTD AIR 24-1 AA | 1,931,043 | 1,879,491 | -51,552 | 0.02% | -$70.46K |
| ANCHORAGE CREDIT FUNDING LTD. ANCHF 2020 10A AV 144A | 2,085,059 | 1,938,385 | -146,673 | 0.02% | -$158.64K |
| FIRST FRANKLIN MTG LOAN ASSET FFML 2006 FF13 A2C | 2,858,744 | 2,816,362 | -42,382 | 0.02% | -$44.32K |
| J.P. Morgan Mortgage Trust, Series 2025-NQM4, Class A1 | 1,953,535 | 1,854,984 | -98,550 | 0.02% | -$107.81K |
| ANCHORAGE CREDIT FUNDING LTD. ANCHF 2020 12A A1 144A | 2,000,000 | 1,902,835 | -97,165 | 0.02% | -$116.55K |
| PRPM 2025-RCF6 LLC SER 2025-RCF6 CL A1 V/R REGD 144A P/P 4.99000000 | 2,000,000 | 1,853,163 | -146,837 | 0.02% | -$161.87K |
| DELTA/SKYMILES | 2,000,000 | 1,833,333 | -166,667 | 0.02% | -$181.14K |
| Apollo aviation securitization | 1,945,704 | 1,904,180 | -41,524 | 0.02% | -$46.21K |
| AQUA FINANCE TRUST AQFIT 2025 B A 144A | 1,946,770 | 1,784,680 | -162,090 | 0.02% | -$167.89K |
| VERUS SECURITIZATION TRUST VERUS 2023 INV3 A1 144A | 1,910,483 | 1,775,472 | -135,012 | 0.02% | -$148.10K |
| CITIGROUP MORTGAGE LOAN TRUST CMLTI 2006 WFH1 M6 | 1,780,000 | 1,713,446 | -66,554 | 0.02% | -$66.89K |
| COUNTRYWIDE HOME LOANS CWHL 2007 HY7 A1 | 1,801,436 | 1,785,648 | -15,787 | 0.02% | $1.59K |
| MBS | 1,828,784 | 1,676,783 | -152,002 | 0.02% | -$161.81K |
| Carrington Mortgage Loan Trust Series 2006-FRE2 | 2,096,252 | 2,050,203 | -46,049 | 0.02% | $33.20K |
| NAVIENT STUDENT LOAN TRUST NAVSL 2020 IA A1A 144A | 1,945,936 | 1,819,916 | -126,021 | 0.02% | -$152.05K |
| WAMU MORTGAGE PASS THROUGH CER WAMU 2006 AR18 1A1 | 1,927,543 | 1,885,388 | -42,155 | 0.02% | -$21.35K |
| HarborView Mortgage Loan Trust, Series 2006-12, Class 1A1A | 1,981,335 | 1,955,561 | -25,775 | 0.02% | $28.72K |
| BEAR STEARNS ASSET BACKED SECU BSABS 2004 HE2 M1 | 1,542,712 | 1,523,422 | -19,291 | 0.02% | -$15.97K |
| MSRM 2025-NQM3 VAR 05/25/2070 144A | 1,722,783 | 1,621,712 | -101,072 | 0.02% | -$108.83K |
| WAMU MORTGAGE PASS THROUGH CER WAMU 2007 HY7 3A2 | 1,739,644 | 1,724,484 | -15,160 | 0.02% | $1.51K |
| SECURITIZED ASSET BACKED RECEI SABR 2004 NC1 M1 | 1,579,743 | 1,508,491 | -71,252 | 0.02% | -$68.52K |
| CSMC Trust, Series 2021-RPL4, Class A1 | 1,651,237 | 1,602,856 | -48,381 | 0.02% | -$47.67K |
| United Airlines Pass-Through Trust, Series A | 1,716,363 | 1,654,074 | -62,289 | 0.02% | -$75.30K |
| Lehman XS Trust Series 2006-18N | 1,625,192 | 1,567,029 | -58,164 | 0.02% | -$42.53K |
| ACE SECURITIES CORP. ACE 2006 HE4 A2D | 4,143,879 | 4,073,711 | -70,168 | 0.02% | -$55.14K |
| MORGAN STANLEY MORTGAGE LOAN T MSM 2006 8AR 5A3 | 1,728,507 | 1,604,358 | -124,149 | 0.02% | -$117.93K |
| GNMA POOL BA5040 GN 06/47 FIXED 4 | 1,659,870 | 1,647,232 | -12,637 | 0.02% | -$26.87K |
| FIRST FRANKLIN MTG LOAN ASSET FFML 2006 FF18 A1 | 1,643,551 | 1,599,202 | -44,350 | 0.02% | -$43.11K |
| SEQUOIA MORTGAGE TRUST SEMT 2025 HYB1 A1A 144A | 1,790,804 | 1,516,781 | -274,024 | 0.02% | -$280.35K |
| SLM STUDENT LOAN TRUST SLMA 2008 7 A4 | 1,606,511 | 1,514,182 | -92,330 | 0.02% | -$98.64K |
| LMAT 2021-GS5 A1 144A 6.25% 07-25-67 | 1,529,873 | 1,495,151 | -34,722 | 0.02% | -$34.91K |
| CSMC Mortgage-Backed Trust, Series 2007-6, Class A1 | 2,669,809 | 2,647,142 | -22,667 | 0.02% | -$40.50K |
| Home Partners of America Trust Series 2021-3, Class A | 1,615,711 | 1,580,046 | -35,665 | 0.02% | -$38.38K |
| STRUCTURED ASSET INVESTMENT LO SAIL 2004 10 A11 | 1,443,242 | 1,241,206 | -202,035 | 0.02% | -$210.51K |
| WAMU ASSET BACKED CERTIFICATES WMHE 2007 HE3 1A | 1,568,892 | 1,521,300 | -47,592 | 0.02% | -$43.29K |
| FED HM LN PC POOL Q35222 FG 08/45 FIXED 4 | 1,517,322 | 1,495,948 | -21,374 | 0.02% | -$33.31K |
| PREFERRED TERM XXIV SR SECURED 144A 03/37 VAR | 1,465,495 | 1,460,522 | -4,974 | 0.02% | $6.23K |
| Morgan Stanley Residential Mortgage Loan Trust, Series 2025-NQM9, Class A1 | 1,470,829 | 1,398,719 | -72,110 | 0.02% | -$77.70K |
| RESIDENTIAL ACCREDIT LOANS, IN RALI 2007 QS9 A33 | 1,722,150 | 1,694,093 | -28,057 | 0.02% | -$32.61K |
| FNMA POOL AB3272 FN 07/41 FIXED 4.5 | 1,429,803 | 1,386,479 | -43,324 | 0.02% | -$66.09K |
| FNMA POOL BE7182 FN 03/47 FIXED 3.5 | 1,555,622 | 1,452,820 | -102,803 | 0.02% | -$110.48K |
| FR SD8385 | 1,537,985 | 1,315,055 | -222,931 | 0.02% | -$238.49K |
| SKYMILES TL 10/20/2028 10/20/2028 | 1,352,218 | 1,348,837 | -3,381 | 0.02% | -$8.50K |
| CITIGROUP MORTGAGE LOAN TRUST CMLTI 2006 WF2 A2D | 3,910,626 | 3,876,030 | -34,596 | 0.02% | -$34.92K |
| UMBS | 1,399,681 | 1,393,897 | -5,784 | 0.02% | -$20.92K |
| STRUCTURED ASSET INVESTMENT LO SAIL 2004 2 A4 | 1,307,164 | 1,247,798 | -59,366 | 0.02% | -$54.82K |
| FR ZT2086 | 1,460,133 | 1,430,009 | -30,124 | 0.02% | -$39.04K |
| SLM STUDENT LOAN TRUST SLMA 2006 B A5 | 1,418,679 | 1,333,945 | -84,734 | 0.02% | -$77.84K |
| CHASE MORTGAGE FINANCE CORPORA CHASE 2006 S1 A4 | 3,372,377 | 3,365,747 | -6,630 | 0.02% | -$39.13K |
| GSR MORTGAGE LOAN TRUST GSR 2006 3F 3A1 | 4,022,140 | 4,013,721 | -8,419 | 0.02% | -$5.00K |
| LEHMAN XS TRUST LXS 2005 6 3A3A | 2,865,677 | 2,843,714 | -21,963 | 0.02% | -$25.12K |
| FR ZT1776 | 1,374,513 | 1,348,905 | -25,609 | 0.01% | -$34.21K |
| Avolon TLB Borrower 1 (US) LLC, Term Loan B6 | 1,251,615 | 1,245,310 | -6,305 | 0.01% | -$11.26K |
| SMB Private Education Loan Trust 2020-PTB | 1,358,198 | 1,250,683 | -107,515 | 0.01% | -$106.74K |
| Bear Stearns Asset Backed Securities I Trust 2006-HE1 | 1,298,749 | 1,235,775 | -62,975 | 0.01% | -$95.15K |
| LMAT 2021-GS1 A1 144A 5.892% 10-25-66 | 1,258,192 | 1,238,818 | -19,374 | 0.01% | -$19.20K |
| ChaseFlex Trust Series 2007-1 | 3,778,710 | 3,749,211 | -29,500 | 0.01% | -$29.58K |
| STRUCTURED ASSET INVESTMENT LO SAIL 2005 9 M1 | 1,301,695 | 1,237,622 | -64,073 | 0.01% | -$62.48K |
| MORGAN STANLEY CAPITAL INC MSAC 2007 NC1 A2D | 2,578,044 | 2,562,488 | -15,557 | 0.01% | -$17.25K |
| Merrill Lynch Mortgage Investors Trust, Series 2006-RM1, Class A2B | 11,786,792 | 11,774,740 | -12,052 | 0.01% | -$45.60K |
| GSMPS Mortgage Loan Trust, Series 2006-RP1, Class 1AF1 | 1,538,303 | 1,495,372 | -42,931 | 0.01% | -$42.77K |
| FNMA POOL AZ9228 FN 10/45 FIXED 4 | 1,258,692 | 1,245,434 | -13,258 | 0.01% | -$23.97K |
| Lehman XS Trust, Series 2006-8, Class 3A4 | 1,358,252 | 1,220,137 | -138,115 | 0.01% | -$150.97K |
| CWABS Asset-Backed Certificates Trust 2007-6 | 1,128,327 | 1,086,400 | -41,928 | 0.01% | -$29.56K |
| FNMA POOL BE7191 FN 03/47 FIXED 4 | 1,199,106 | 1,186,518 | -12,587 | 0.01% | -$23.13K |
| RPTOR 2019-1 A | 1,473,412 | 1,186,980 | -286,431 | 0.01% | -$231.67K |
| HORZN 2019-1 A | 1,338,806 | 1,135,224 | -203,582 | 0.01% | -$189.57K |
| FORD AUTO SECURITIZATION TRUST FASTR 2024 AA A2 144A | 1,988,250 | 1,526,356 | -461,894 | 0.01% | -$359.53K |
| FN MA3443 | 1,158,558 | 1,134,199 | -24,359 | 0.01% | -$33.16K |
| UMBS | 1,100,332 | 1,034,611 | -65,720 | 0.01% | -$73.52K |
| BCAP LLC TRUST BCAP 2007 AA3 2A1B | 1,281,066 | 1,159,359 | -121,707 | 0.01% | -$124.55K |
| OPTION ONE MORTGAGE LOAN TRUST OOMLT 2006 2 2A3 | 1,784,943 | 1,762,879 | -22,064 | 0.01% | -$18.19K |
| STWD Ltd., Series 2021-FL2, Class A | 4,231,682 | 1,047,035 | -3,184,647 | 0.01% | -$3.19M |
| FN MA3467 | 1,113,405 | 1,087,847 | -25,557 | 0.01% | -$33.62K |
| SECURITIZED ASSET BACKED RECEI SABR 2006 WM1 A2C | 1,065,885 | 1,040,671 | -25,214 | 0.01% | -$24.31K |
| OPTION ONE MORTGAGE LOAN TRUST OOMLT 2007 3 2A2 | 2,055,404 | 2,012,443 | -42,961 | 0.01% | -$20.87K |
| FNMA POOL AZ5730 FN 09/45 FIXED 3.5 | 1,146,034 | 1,065,996 | -80,038 | 0.01% | -$86.70K |
| Quikrete Term Loan B-3 (Incremental) 225 2032-01-23 | 992,500 | 990,000 | -2,500 | 0.01% | -$7.30K |
| FN MA3638 | 1,045,119 | 1,024,720 | -20,400 | 0.01% | -$27.38K |
| RESIDENTIAL ASSET SECURITIZATI RAST 2004 A4 A11 | 1,010,120 | 997,768 | -12,352 | 0.01% | -$16.50K |
| ELLINGTON FINANCIAL MORTGAGE T EFMT 2025 INV4 A1 144A | 981,209 | 960,679 | -20,530 | 0.01% | -$27.37K |
| TPMT 2018-5 A1A 144A FRN 07-25-58 | 1,224,230 | 957,097 | -267,133 | 0.01% | -$264.04K |
| JP MORGAN MORTGAGE ACQUISITION JPMAC 2006 CH1 M4 | 1,100,000 | 957,319 | -142,681 | 0.01% | -$141.20K |
| NRZT, Series 2025-NQM6, Class A1 | 981,201 | 944,498 | -36,703 | 0.01% | -$42.13K |
| SMB PRIVATE EDUCATION LOAN TRU SMB 2024 E A1B 144A | 984,824 | 930,017 | -54,807 | 0.01% | -$48.65K |
| CROSS MORTGAGE TRUST CROSS 2025 H8 A1 144A | 965,160 | 940,210 | -24,950 | 0.01% | -$31.57K |
| ASSET BACKED SECURITIES CORP H ABSHE 2005 HE8 M3 | 980,281 | 911,716 | -68,565 | 0.01% | -$66.92K |
| LMAT 2021-GS3 A1 144A 4.75% 07-25-61 | 957,913 | 929,806 | -28,107 | 0.01% | -$27.89K |
| UNTD AIR 20-1 A | 952,163 | 911,698 | -40,466 | 0.01% | -$49.46K |
| Lunar Aircraft Ltd., Series 2020-1A, Class A | 1,210,921 | 944,147 | -266,775 | 0.01% | -$264.40K |
| MILL CITY MORTGAGE TRUST MCMLT 2019 GS1 A1 144A | 1,122,883 | 931,679 | -191,204 | 0.01% | -$187.80K |
| FIRST FRANKLIN MTG LOAN ASSET FFML 2004 FF3 M1 | 1,001,401 | 928,260 | -73,141 | 0.01% | -$64.68K |
| FORTRESS CREDIT BSL VII LTD A1R TSFR3M+109 07/23/2032 144A | 1,466,650 | 912,563 | -554,087 | 0.01% | -$554.83K |
| RBSGC MORTGAGE PASS THROUGH CE RBSGC 2005 RP1 1F 144A | 1,026,040 | 993,056 | -32,984 | 0.01% | -$32.19K |
| ASSET BACKED FUNDING CERTIFICA ABFC 2006 HE1 A2C | 1,637,242 | 1,624,849 | -12,393 | 0.01% | -$13.55K |
| FN MA3692 | 998,810 | 974,976 | -23,834 | 0.01% | -$32.61K |
| GSKY 2025-2A A4 | 1,105,672 | 892,843 | -212,829 | 0.01% | -$222.32K |
| MFRA TRUST MFRA 2023 INV2 A1 144A | 912,633 | 882,398 | -30,235 | 0.01% | -$34.06K |
| FNMA POOL CB6676 FN 07/53 FIXED 6 | 885,285 | 853,999 | -31,286 | 0.01% | -$36.88K |
| MFRA TRUST MFRA 2020 NQM2 A1 144A | 1,022,058 | 896,883 | -125,175 | 0.01% | -$121.98K |
| COUNTRYWIDE ALTERNATIVE LOAN T CWALT 2005 85CB 2A1 | 1,145,832 | 1,121,085 | -24,747 | 0.01% | -$30.58K |
| Bluemountain CLO XXX Ltd | 1,373,399 | 873,820 | -499,579 | 0.01% | -$500.34K |
| GSAA HOME EQUITY TRUST GSAA 2007 3 A4A | 2,639,795 | 2,614,224 | -25,571 | 0.01% | -$18.63K |
| WELLS FARGO MORTGAGE BACKED SE WFMBS 2007 AR9 A1 | 1,005,865 | 946,473 | -59,393 | 0.01% | -$55.16K |
| ASSET BACKED FUNDING CERTIFICA ABFC 2006 OPT2 A2 | 909,133 | 887,437 | -21,696 | 0.01% | -$19.14K |
| IndyMac INDX Mortgage Loan Trust 2006-AR25 | 1,338,996 | 1,327,679 | -11,317 | 0.01% | -$9.72K |
| FNMA POOL BH0452 FN 05/47 FIXED 4 | 876,179 | 869,960 | -6,219 | 0.01% | -$9.67K |
| RESIDENTIAL ACCREDIT LOANS, IN RALI 2006 QS6 1A8 | 1,031,519 | 1,010,258 | -21,261 | 0.01% | -$20.09K |
| Deutsche Alt-B Securities Mortgage Loan Trust Series 2006-AB1 | 933,675 | 905,514 | -28,161 | 0.01% | -$29.16K |
| CITIGROUP MORTGAGE LOAN TRUST CMLTI 2004 NCM2 2CB1 | 835,159 | 814,784 | -20,375 | 0.01% | -$24.57K |
| MORGAN STANLEY MORTGAGE LOAN T MSM 2007 1XS 1A1 | 2,559,122 | 2,551,585 | -7,537 | 0.01% | -$5.20K |
| FHLG 30YR 4.5% 01/01/2049#ZN2806 | 882,747 | 832,067 | -50,681 | 0.01% | -$59.33K |
| FED HM LN PC POOL RA9796 FR 09/53 FIXED 4.5 | 845,979 | 839,597 | -6,382 | 0.01% | -$15.23K |
| WAMU MORTGAGE PASS THROUGH CER WAMU 2006 AR13 2A | 830,746 | 814,818 | -15,928 | 0.01% | -$13.52K |
| RESIDENTIAL ASSET MORTGAGE PRO RAMP 2006 NC3 M1 | 833,462 | 790,110 | -43,352 | 0.01% | -$42.87K |
| UPX HIL Issuer Trust, Series 2025-1, Class A | 868,057 | 780,204 | -87,853 | 0.01% | -$97.88K |
| TURKISH AIRLN 15 1 A PTT PASS THRU CE 144A 09/28 4.2 | 1,137,482 | 785,641 | -351,840 | 0.01% | -$348.90K |
| FNMA POOL BE8245 FN 03/47 FIXED 4 | 800,210 | 791,837 | -8,374 | 0.01% | -$15.00K |
| UNTD AIR 16-1 AA | 809,022 | 772,086 | -36,936 | 0.01% | -$36.52K |
| FNMA POOL BC5341 FN 02/46 FIXED 3.5 | 796,624 | 790,029 | -6,595 | 0.01% | -$13.69K |
| CITIGROUP MORTGAGE LOAN TRUST CMLTI 2006 NC2 A2B | 965,092 | 952,317 | -12,774 | 0.01% | -$14.41K |
| MFRA TRUST MFRA 2020 NQM3 A1 144A | 864,141 | 756,933 | -107,208 | 0.01% | -$99.36K |
| MORGAN STANLEY CAPITAL INC MSAC 2007 HE2 A2C | 1,590,931 | 1,577,670 | -13,261 | 0.01% | -$11.54K |
| NOMURA RESECURITIZATION TRUST NMRR 2010 5RA 1A7 144A | 1,799,208 | 1,799,201 | -6 | 0.01% | -$7.89K |
| Freddie Mac Gold Pool | 763,875 | 743,256 | -20,619 | 0.01% | -$25.26K |
| RESIDENTIAL ACCREDIT LOANS, IN RALI 2006 QS17 A4 | 841,842 | 830,011 | -11,831 | 0.01% | -$13.93K |
| WELLS FARGO HOME EQUITY TRUST WFHET 2005 4 M3 | 906,688 | 692,383 | -214,305 | 0.01% | -$214.04K |
| FR ZA6388 | 719,064 | 703,530 | -15,535 | 0.01% | -$22.49K |
Top 300 of 671, by weight.
| Security | Shares Dec 2025 | Shares Mar 2026 | Δ shares | End % | Δ value |
|---|---|---|---|---|---|
| US TREASURY N/B | 318,300,000 | 318,300,000 | 0 | 3.33% | -$3.52M |
| US TREASURY N/B | 206,100,000 | 206,100,000 | 0 | 1.90% | -$1.55M |
| US TREASURY N/B | 150,000,000 | 150,000,000 | 0 | 1.29% | -$1.10M |
| RPLDCI 6.581 05/30/49 144A | 82,100,000 | 82,100,000 | 0 | 0.99% | -$2.34M |
| PROJECT CASHMERE CLASS A1 144A | 89,000,000 | 89,000,000 | 0 | 0.72% | $2.01M |
| REPUBLIC OF SOUTH AFRICA BONDS 02/35 8.875 | 697,212,000 | 697,212,000 | 0 | 0.48% | -$3.44M |
| US TREASURY N/B | 32,300,000 | 32,300,000 | 0 | 0.37% | -$286.41K |
| CQS US CLO LTD CQS 2025 5A A1 144A | 26,300,000 | 26,300,000 | 0 | 0.31% | -$88.84K |
| Domino's Pizza Master Issuer LLC, Series 2025-1A, Class A2I | 22,500,000 | 22,500,000 | 0 | 0.26% | -$210.23K |
| BONOS DE TESORERIA SR UNSECURED 144A REGS 08/33 7 | 68,300,000 | 68,300,000 | 0 | 0.25% | -$1.68M |
| COMPEER FINANCIAL ACA REGD V/R /PERP/ 144A P/P SER QIB 7.87500000 | 20,950,000 | 20,950,000 | 0 | 0.25% | -$135.13K |
| PIMCO PREFERRED AND CAPITAL SE PIMCO PREF AND CAP SEC ACT | 413,237 | 413,237 | 0 | 0.25% | -$347.12K |
| MORGAN STANLEY | 19,500,000 | 19,500,000 | 0 | 0.24% | -$249.69K |
| PIMCO-SEN LN ACT | 314,081 | 314,081 | 0 | 0.18% | -$282.86K |
| BAYER US FIN II LLC 4.375% 12/15/2028 144A | 15,402,000 | 15,402,000 | 0 | 0.18% | -$171.47K |
| JACKSON NATL LIFE GLOBAL SECURED 144A 09/28 VAR | 15,000,000 | 15,000,000 | 0 | 0.18% | -$57.07K |
| JAPAN (30 YEAR ISSUE) BONDS 09/55 3.2 | 2,540,000,000 | 2,540,000,000 | 0 | 0.17% | -$1.01M |
| BONOS DE TESORERIA SR UNSECURED 144A REGS 08/35 6 | 48,900,000 | 48,900,000 | 0 | 0.17% | -$1.34M |
| TITULOS DE TESORERIA BONDS 11/40 12.75 | 53,831,000,000 | 53,831,000,000 | 0 | 0.17% | $291.66K |
| BMO MORTGAGE TRUST BMO 2024 5C5 A3 | 13,100,000 | 13,100,000 | 0 | 0.16% | -$158.15K |
| TITULOS DE TESORERIA BONDS 08/29 11 | 53,381,000,000 | 53,381,000,000 | 0 | 0.16% | $99.11K |
| TITULOS DE TESORERIA BONDS 01/35 11.75 | 50,793,000,000 | 50,793,000,000 | 0 | 0.15% | $69.62K |
| TITULOS DE TESORERIA BONDS 02/33 13.25 | 46,597,400,000 | 46,597,400,000 | 0 | 0.15% | -$8.69K |
| SWTCH 2025-2A A21 | 12,500,000 | 12,500,000 | 0 | 0.14% | -$271.60K |
| ONCOR ELECTRIC SERIES H 5.15 | 12,000,000 | 12,000,000 | 0 | 0.14% | -$145.34K |
| Eagle Funding LuxCo S.a.r.l. | 12,000,000 | 12,000,000 | 0 | 0.14% | -$160.08K |
| JPMORGAN CHASE | 12,050,000 | 12,050,000 | 0 | 0.14% | -$129.29K |
| ROYAL BK SCOTLAND INTL LTD USD SR NT SER E | 12,000,000 | 12,000,000 | 0 | 0.14% | -$143.46K |
| ONEMAIN FINANCIAL ISSUANCE TRUST 2023-2 SER 2023-2A CL A1 REGD 144A P/P 5.84000000 | 10,200,000 | 10,200,000 | 0 | 0.12% | -$60.76K |
| ING GROEP NV | 10,000,000 | 10,000,000 | 0 | 0.12% | -$104.15K |
| GOLDMAN SACHS GP | 10,000,000 | 10,000,000 | 0 | 0.12% | -$69.66K |
| PLNT 2025-1A A2II | 10,000,000 | 10,000,000 | 0 | 0.12% | -$137.30K |
| TENN VALLEY AUTH | 10,000,000 | 10,000,000 | 0 | 0.12% | -$48.93K |
| BROADCOM INC | 10,250,000 | 10,250,000 | 0 | 0.11% | -$68.79K |
| KEY COMMERCIAL MORTGAGE TRUST KCM 2020 S3 A3 144A | 10,000,000 | 10,000,000 | 0 | 0.11% | -$45.63K |
| BANC OF AMERICA MERRILL LYNCH BAMLL 2025 HMST B 144A | 10,000,000 | 10,000,000 | 0 | 0.11% | -$19.76K |
| DIAMETER CAPITAL CLO DCLO 2024 6A A1 144A | 8,900,000 | 8,900,000 | 0 | 0.10% | -$19.18K |
| UPGRADE AUTO RECEIVABLES TRUST UPGA 2025 1A A3 144A | 8,600,000 | 8,600,000 | 0 | 0.10% | -$38.11K |
| BANK OF AMER CRP | 8,400,000 | 8,400,000 | 0 | 0.10% | -$95.67K |
| FED REPUBLIC OF BRAZIL SR UNSECURED 03/34 6.125 | 8,500,000 | 8,500,000 | 0 | 0.10% | -$99.42K |
| Cedar Funding VI CLO Ltd., Series 2016-6A, Class AR3 | 8,400,000 | 8,400,000 | 0 | 0.10% | $3.56K |
| Birch Grove CLO Ltd., Series 19A, Class A1RR | 8,300,000 | 8,300,000 | 0 | 0.10% | -$13.46K |
| CROWN CASTLE INC | 8,100,000 | 8,100,000 | 0 | 0.10% | -$196.79K |
| SANTANDER UK GRP | 8,000,000 | 8,000,000 | 0 | 0.10% | -$104.07K |
| BANK5 BANK5 2025 5YR19 A2 | 8,100,000 | 8,100,000 | 0 | 0.10% | -$73.78K |
| AES CORP/THE | 8,000,000 | 8,000,000 | 0 | 0.09% | -$160.04K |
| Bain Capital Credit CLO Ltd., Series 2019-4A, Class A1RR | 8,000,000 | 8,000,000 | 0 | 0.09% | $4.86K |
| INDIANA ST FIN AUTH UNIV HSG R INSHSG 07/53 FIXED 5.928 | 8,000,000 | 8,000,000 | 0 | 0.09% | $36.29K |
| ACRES PLC ACRES 2025 FL3 A 144A | 7,900,000 | 7,900,000 | 0 | 0.09% | $12.14K |
| BBCMS 2025-C39 A5 | 7,800,000 | 7,800,000 | 0 | 0.09% | -$133.80K |
| AERCAP IRELAND | 7,934,000 | 7,934,000 | 0 | 0.09% | $19.53K |
| Avis Budget Rental Car Funding AESOP LLC | 7,500,000 | 7,500,000 | 0 | 0.09% | -$83.50K |
| BAMLL COML MTG SECS TR 2024 04/42 1 | 9,200,000 | 9,200,000 | 0 | 0.09% | -$42.52K |
| BARCLAYS PLC | 7,500,000 | 7,500,000 | 0 | 0.09% | -$98.11K |
| CNO GLOBAL FUNDING SECURED 144A 12/30 4.7 | 7,800,000 | 7,800,000 | 0 | 0.09% | -$112.25K |
| DOCTORS CO INTERINSURANC SUBORDINATED 144A 01/32 4.5 | 8,450,000 | 8,450,000 | 0 | 0.09% | $96.18K |
| STWD 2025-FL4 LLC | 7,700,000 | 7,700,000 | 0 | 0.09% | -$13.37K |
| RFR USD SOFR/3.00000 02/12/25-30Y LCH | 1 | 1 | 0 | 0.09% | -$614.84K |
| FORD MOTOR CRED | 7,300,000 | 7,300,000 | 0 | 0.09% | -$102.40K |
| CAPST 2024-1 A | 7,500,000 | 7,500,000 | 0 | 0.09% | $3.11K |
| CITIGROUP INC | 7,000,000 | 7,000,000 | 0 | 0.09% | -$140.26K |
| TEXAS NEW MEXICO PR 1ST MTGE | 7,500,000 | 7,500,000 | 0 | 0.09% | -$100.02K |
| SCE REC FUND | 7,500,000 | 7,500,000 | 0 | 0.09% | -$65.74K |
| SCE RECOVERY FUNDING LLC SR SECURED 03/36 4.453 | 7,500,000 | 7,500,000 | 0 | 0.09% | -$97.52K |
| BNP PARIBAS | 7,500,000 | 7,500,000 | 0 | 0.09% | $85 |
| Greystone CRE Notes LLC, Series 2025-FL4, Class A | 7,350,000 | 7,350,000 | 0 | 0.09% | -$15.14K |
| BARCLAYS PLC | 7,000,000 | 7,000,000 | 0 | 0.09% | -$108.44K |
| VERIZON MASTER TRUST VZMT 2023 6 A 144A | 7,000,000 | 7,000,000 | 0 | 0.08% | -$58.79K |
| CI FINANCIAL CORP COMPANY GUAR 144A 12/31 4.625 | 6,200,000 | 6,200,000 | 0 | 0.08% | -$165.83K |
| WPT 2017-WWP A | 8,900,000 | 8,900,000 | 0 | 0.08% | -$43.68K |
| SMITH & NEPHEW | 7,000,000 | 7,000,000 | 0 | 0.08% | -$142.11K |
| BNP PARIBAS | 6,800,000 | 6,800,000 | 0 | 0.08% | -$113.24K |
| BMARK, Series 2023-V4, Class A3 | 6,700,000 | 6,700,000 | 0 | 0.08% | -$88.81K |
| BARCLAYS COMMERCIAL MORTGAGE S BBCMS 2025 5C37 A2 | 7,000,000 | 7,000,000 | 0 | 0.08% | -$70.53K |
| GOLDEN ST TOBACCO-A1 | 8,610,000 | 8,610,000 | 0 | 0.08% | $127.47K |
| UNITED MEXICAN | 6,500,000 | 6,500,000 | 0 | 0.08% | -$126.75K |
| CANTOR FITZGERALD LP SR UNSECURED 144A 12/28 7.2 | 6,500,000 | 6,500,000 | 0 | 0.08% | -$156.60K |
| MORGAN STANLEY SR UNSECURED REGS 04/32 VAR | 9,000,000 | 9,000,000 | 0 | 0.08% | $104.89K |
| Guggenheim CLO Ltd., Series 2022-2A, Class A1R | 6,700,000 | 6,700,000 | 0 | 0.08% | $10.67K |
| COREBRIDGE GLOB FUNDING SECURED 144A 12/28 VAR | 6,700,000 | 6,700,000 | 0 | 0.08% | -$24.18K |
| PACLIF 9 1/4 06/15/39 | 5,000,000 | 5,000,000 | 0 | 0.08% | -$123.42K |
| Benchmark Mortgage Trust, Series 2025-V19, Class A3 | 6,500,000 | 6,500,000 | 0 | 0.08% | -$84.27K |
| CRBG V6.875 PERP | 6,500,000 | 6,500,000 | 0 | 0.08% | -$74.16K |
| Bain Capital Credit CLO Ltd., Series 2019-3A, Class ARR | 6,550,000 | 6,550,000 | 0 | 0.08% | $3.68K |
| BENCHMARK MORTGAGE TRUST BMARK 2025 V19 A2 | 6,500,000 | 6,500,000 | 0 | 0.08% | -$73.93K |
| PIKES PEAK CLO PIPK 2018 2A ARR 144A | 6,500,000 | 6,500,000 | 0 | 0.08% | $1.52K |
| LMNT CRE 2025-FL3 LLC SER 2025-FL3 CL A V/R REGD 144A P/P 0.00000000 | 6,500,000 | 6,500,000 | 0 | 0.08% | -$7.37K |
| NEUBERGER BERMAN LOAN ADVISERS NEUBL 2023 1A A1R 144A | 6,500,000 | 6,500,000 | 0 | 0.08% | -$7.08K |
| LRECS 2025 CRE1 LLC LRECS 2025 CRE1 A 144A | 6,500,000 | 6,500,000 | 0 | 0.08% | -$23.58K |
| VENTURE GLOBAL CALCASIEU SR SECURED 144A 08/31 4.125 | 6,900,000 | 6,900,000 | 0 | 0.08% | $120.29K |
| DEUTSCHE BANK NY | 6,500,000 | 6,500,000 | 0 | 0.08% | $5.56K |
| AM AIRLN 15-1 A | 6,423,863 | 6,423,863 | 0 | 0.07% | $1.02K |
| ONEOK INC | 6,000,000 | 6,000,000 | 0 | 0.07% | -$102.24K |
| ARES MGT. CORP 6.375% | 6,000,000 | 6,000,000 | 0 | 0.07% | -$112.91K |
| DRYDEN SENIOR LOAN FUND DRSLF 2021 95A AR 144A | 6,200,000 | 6,200,000 | 0 | 0.07% | $3.46K |
| BBVASM 5.381 03/13/29 | 6,000,000 | 6,000,000 | 0 | 0.07% | -$64.29K |
| Freedom Mortgage Holdings LLC | 6,100,000 | 6,100,000 | 0 | 0.07% | -$419.13K |
| FORD MOTOR CRED | 6,000,000 | 6,000,000 | 0 | 0.07% | -$25.59K |
| BAYFRONT IABS VII PTE. LTD. BAYFRT 7A A 144A | 6,000,000 | 6,000,000 | 0 | 0.07% | -$212 |
| GOLUB CAPITAL | 6,000,000 | 6,000,000 | 0 | 0.07% | -$153.83K |
| CA PUB WKS-G2-BABS | 5,000,000 | 5,000,000 | 0 | 0.07% | -$20.75K |
| RENAISSANCE HOME EQUITY LOAN T RAMC 2006 1 AF3 | 13,819,589 | 13,819,589 | 0 | 0.07% | $7.57K |
| ANTARES HOLDINGS SR UNSECURED 144A 10/29 6.35 | 5,900,000 | 5,900,000 | 0 | 0.07% | -$182.36K |
| ATLANTIC AVENUE LTD MCCP 2024 3A A 144A | 5,800,000 | 5,800,000 | 0 | 0.07% | -$2.50K |
| MORGAN STANLEY CAPITAL INC MSAC 2007 HE7 A2C | 6,420,000 | 6,420,000 | 0 | 0.07% | -$7.48K |
| Venture Global LNG Inc | 5,600,000 | 5,600,000 | 0 | 0.07% | $327.12K |
| Sound Point CLO XXIII, Series 2019-2A, Class AR | 5,700,000 | 5,700,000 | 0 | 0.07% | -$10.23K |
| FLNG LIQUEFACTION 3 LLC 5.58 | 5,800,000 | 5,800,000 | 0 | 0.07% | -$101.97K |
| KKR FINANCIAL HOLDINGS SR UNSECURED 144A 05/33 5.4 | 6,000,000 | 6,000,000 | 0 | 0.07% | -$178.92K |
| Madison Park Funding XLVI Ltd., Series 2020-46A, Class ARR | 5,650,000 | 5,650,000 | 0 | 0.07% | $170 |
| AMERICOLD REALT | 5,900,000 | 5,900,000 | 0 | 0.07% | -$137.53K |
| TCW CLO 2019 1 AMR, LTD. TCW 2019 1A ASNR 144A | 5,600,000 | 5,600,000 | 0 | 0.07% | $2.80K |
| CARLYLE GLOBAL MARKET STRATEGIES CLO SER 2016-3A CL ARRR V/R REGD 144A P/P 4.97444000 | 5,600,000 | 5,600,000 | 0 | 0.07% | $542 |
| Aviation Capital Group LLC | 5,200,000 | 5,200,000 | 0 | 0.06% | -$76.59K |
| GOLDEN ST TOBACCO-A1 | 7,050,000 | 7,050,000 | 0 | 0.06% | $184.33K |
| VDC 2025-1A A2 | 5,400,000 | 5,400,000 | 0 | 0.06% | -$54.26K |
| PACIFICORP | 5,500,000 | 5,500,000 | 0 | 0.06% | -$350.20K |
| UPGRADE AUTO RECEIVABLES TRUST UPGA 2025 1A A4 144A | 5,300,000 | 5,300,000 | 0 | 0.06% | -$10.87K |
| State of Illinois, Series 5 | 4,857,143 | 4,857,143 | 0 | 0.06% | -$67.38K |
| COMM MORTGAGE TRUST COMM 2021 2400 A 144A | 5,261,298 | 5,261,298 | 0 | 0.06% | $14.16K |
| OCTR 2021-11A AR 7/34 | 5,200,000 | 5,200,000 | 0 | 0.06% | $13.85K |
| MINNESOTA ST HSG FIN AGY MNSHSG 01/34 FIXED 5.532 | 5,000,000 | 5,000,000 | 0 | 0.06% | -$10.38K |
| Aircastle Ltd | 5,000,000 | 5,000,000 | 0 | 0.06% | -$71.78K |
| INDYMAC RESIDENTIAL ASSET BACK INABS 2006 D 2A4 | 6,128,775 | 6,128,775 | 0 | 0.06% | -$34.84K |
| BPCE SA REGD V/R 144A P/P 5.71600000 | 5,000,000 | 5,000,000 | 0 | 0.06% | -$51.40K |
| LLOYDS BK GR PLC | 5,000,000 | 5,000,000 | 0 | 0.06% | -$60.79K |
| INVITATION HOMES | 5,000,000 | 5,000,000 | 0 | 0.06% | -$125.93K |
| AM AIRAN 25-1A | 5,200,000 | 5,200,000 | 0 | 0.06% | -$99.11K |
| MSBAM 2025-5C2 A3 5.072% 11/15/2030 | 5,000,000 | 5,000,000 | 0 | 0.06% | -$58.45K |
| AMERICAN NATL GF | 5,100,000 | 5,100,000 | 0 | 0.06% | -$60.73K |
| SAMMONS FIN GLO | 5,100,000 | 5,100,000 | 0 | 0.06% | -$53.53K |
| FORD MOTOR CRED | 5,000,000 | 5,000,000 | 0 | 0.06% | -$96.84K |
| GARTNER GROUP | 5,170,000 | 5,170,000 | 0 | 0.06% | -$159.17K |
| Avis Budget Rental Car Funding AESOP LLC, Series 2023-3A, Class A | 5,000,000 | 5,000,000 | 0 | 0.06% | -$24.76K |
| SEMPRA | 5,000,000 | 5,000,000 | 0 | 0.06% | -$88.06K |
| WISE CLO LTD WYZE 2025 2A B 144A | 5,000,000 | 5,000,000 | 0 | 0.06% | -$24.03K |
| MOUNTAIN VIEW CLO XIV LTD A1R TSFR3M+115.9 10/15/2034 144A | 5,000,000 | 5,000,000 | 0 | 0.06% | $4.43K |
| TEXAS NEW MEXICO PR 1ST MTGE | 5,000,000 | 5,000,000 | 0 | 0.06% | -$78.06K |
| BANK BANK 2025 BNK51 A4 | 5,000,000 | 5,000,000 | 0 | 0.06% | -$81.39K |
| ANCHORAGE CREDIT FUNDING LTD. ANCHF 2025 19A B 144A | 5,000,000 | 5,000,000 | 0 | 0.06% | -$42.61K |
| BWAY Mortgage Trust, Series 2021-1450, Class A | 5,000,000 | 5,000,000 | 0 | 0.06% | $35.66K |
| Apex Credit CLO Ltd., Series 2024-1A, Class A1 | 4,900,000 | 4,900,000 | 0 | 0.06% | -$18.85K |
| WOODSIDE FINANCE | 4,700,000 | 4,700,000 | 0 | 0.06% | -$17.86K |
| ARES STRATEGIC I | 5,000,000 | 5,000,000 | 0 | 0.06% | -$159.57K |
| HYPER 2025-1A A2 | 5,000,000 | 5,000,000 | 0 | 0.06% | -$74.81K |
| NORTHWOODS CAPITAL LTD WOODS 2021 25A AR 144A | 4,800,000 | 4,800,000 | 0 | 0.06% | $11.71K |
| RFR USD SOFR/3.30000 12/02/24-7Y* CME | 2 | 2 | 0 | 0.06% | $1.47M |
| HPS CORPORATE LE | 4,800,000 | 4,800,000 | 0 | 0.06% | -$97.45K |
| MKT Mortgage Trust, Series 2020-525M, Class A | 5,000,000 | 5,000,000 | 0 | 0.05% | -$13.03K |
| PETROLEOS MEXICANOS SR UNSEC SF 6.7% 02-16-32 | 4,600,000 | 4,600,000 | 0 | 0.05% | -$84.85K |
| DELL INT / EMC | 4,400,000 | 4,400,000 | 0 | 0.05% | -$51.13K |
| PROLOGIS TARGETED US LOGISTICS FUND LP 144A 5.250000% 04/01/2029 | 4,400,000 | 4,400,000 | 0 | 0.05% | -$49.77K |
| FORD MOTOR CRED | 4,400,000 | 4,400,000 | 0 | 0.05% | -$46.53K |
| CITIGROUP INC | 4,700,000 | 4,700,000 | 0 | 0.05% | -$38.59K |
| DEUTSCHE BANK NY | 4,500,000 | 4,500,000 | 0 | 0.05% | $10.96K |
| BANK5 BANK5 2024 5YR7 A2 | 4,300,000 | 4,300,000 | 0 | 0.05% | -$53.08K |
| NSANY 1.85 09/16/26 | 4,500,000 | 4,500,000 | 0 | 0.05% | $20.78K |
| LPL Holdings, Inc. | 4,400,000 | 4,400,000 | 0 | 0.05% | -$65.35K |
| UNITED MEXICAN | 4,200,000 | 4,200,000 | 0 | 0.05% | -$112.14K |
| ROMARK CREDIT FUNDING I, LTD. RCF 2024 3A A 144A | 4,400,000 | 4,400,000 | 0 | 0.05% | -$9.50K |
| Ares LXII CLO Ltd | 4,400,000 | 4,400,000 | 0 | 0.05% | $1.37K |
| MF1 MULTIFAMILY HOUSING MORTGA MF1 2025 FL17 A 144A | 4,400,000 | 4,400,000 | 0 | 0.05% | -$5.65K |
| QUEBEC PROVINCE CDA 4.45% 09/01/2034 | 5,800,000 | 5,800,000 | 0 | 0.05% | -$83.68K |
| NEW YORK NY NYC 02/45 FIXED 6.291 | 4,180,000 | 4,180,000 | 0 | 0.05% | -$42.34K |
| Madison Park Funding XLIX Ltd., Series 2021-49A, Class AR | 4,300,000 | 4,300,000 | 0 | 0.05% | $1.81K |
| VERIZON COMM INC | 4,500,000 | 4,500,000 | 0 | 0.05% | -$58.18K |
| GSAMP TRUST GSAMP 2004 AR2 M5 | 4,885,393 | 4,885,393 | 0 | 0.05% | -$2.26K |
| PACIFIC NATIONAL FINANCE COMPANY GUAR REGS 03/28 4.75 | 4,300,000 | 4,300,000 | 0 | 0.05% | -$12.99K |
| Romark CLO V Ltd | 4,250,000 | 4,250,000 | 0 | 0.05% | -$34.76K |
| CITIGROUP INC | 4,500,000 | 4,500,000 | 0 | 0.05% | -$74.31K |
| Ares XXVII CLO Ltd., Series 2013-2A, Class AR3 | 4,200,000 | 4,200,000 | 0 | 0.05% | $3.75K |
| ELECTRICITE DE FRANCE SA SR UNSECURED 144A 04/34 5.95 | 4,000,000 | 4,000,000 | 0 | 0.05% | -$81.25K |
| WINSTON RE LTD UNSECURED 144A 02/31 VAR | 4,000,000 | 4,000,000 | 0 | 0.05% | -$64.00K |
| BENCHMARK MORTGAGE TRUST BMARK 2018 B5 A2 | 4,175,463 | 4,175,463 | 0 | 0.05% | $9.94K |
| HSBC V5.546 03/04/30 | 4,000,000 | 4,000,000 | 0 | 0.05% | -$48.73K |
| SUMITOMO MITSUI | 4,000,000 | 4,000,000 | 0 | 0.05% | -$39.43K |
| F+G GLOBAL FUNDING SECURED 144A 01/30 5.875 | 4,000,000 | 4,000,000 | 0 | 0.05% | -$101.03K |
| VALE OVERSEAS | 4,000,000 | 4,000,000 | 0 | 0.05% | -$31.20K |
| MAREX GROUP | 4,000,000 | 4,000,000 | 0 | 0.05% | -$24.45K |
| BARINGS EURO CLO BABSE 2020 1A ARR 144A | 3,500,000 | 3,500,000 | 0 | 0.05% | -$65.86K |
| BANK OF AMER CRP | 4,000,000 | 4,000,000 | 0 | 0.05% | -$31.71K |
| American AgCredit Corp | 4,000,000 | 4,000,000 | 0 | 0.05% | $90.40K |
| KKR FINANCIAL CLO LTD KKR 33A AR 144A | 4,000,000 | 4,000,000 | 0 | 0.05% | $3.13K |
| WIND RIVER CLO LTD WINDR 2021 2A A1R 144A | 4,000,000 | 4,000,000 | 0 | 0.05% | $1.52K |
| Atlas Senior Loan Fund XVI Ltd., Series 2021-16A, Class AR | 4,000,000 | 4,000,000 | 0 | 0.05% | $2.59K |
| Maple Grove Funding Trust I | 5,500,000 | 5,500,000 | 0 | 0.05% | $107.25K |
| BLUE CRO AND BLU SHIE OF MI SR UNSEC 4A2 | 4,000,000 | 4,000,000 | 0 | 0.05% | -$79.03K |
| CORNLU 4.169 06/15/30 2025 | 4,000,000 | 4,000,000 | 0 | 0.05% | -$47.29K |
| Golub Capital Private Credit Fund | 4,000,000 | 4,000,000 | 0 | 0.05% | -$83.15K |
| LIBMUT V4.125 12/15/51 144A | 4,000,000 | 4,000,000 | 0 | 0.05% | -$36.60K |
| BLUEMOUNTAIN CLO XXXIV LTD SER 2022-34A CL AR V/R REGD 144A P/P 5.03444000 | 3,900,000 | 3,900,000 | 0 | 0.05% | -$1.02K |
| Renaissance Home Equity Loan Trust 2006-3 | 12,194,900 | 12,194,900 | 0 | 0.05% | -$67.46K |
| QTS Issuer ABS II LLC, Series 2025-1A, Class A2 | 3,900,000 | 3,900,000 | 0 | 0.05% | -$45.47K |
| ELECTRICITE DE FRANCE SA SR UNSECURED 144A 04/64 6 | 4,000,000 | 4,000,000 | 0 | 0.04% | -$130.43K |
| BOSTON PROP LP | 4,700,000 | 4,700,000 | 0 | 0.04% | -$84.66K |
| JONES LANG LASAL | 3,600,000 | 3,600,000 | 0 | 0.04% | -$52.41K |
| BOSTON PROP LP | 4,400,000 | 4,400,000 | 0 | 0.04% | -$64.48K |
| SBL HOLDINGS INC SR UNSECURED 144A 09/28 5.9 | 4,000,000 | 4,000,000 | 0 | 0.04% | -$206.30K |
| BLUE OWL FIN LLC | 3,900,000 | 3,900,000 | 0 | 0.04% | -$271.75K |
| BLUE CROSS BLU SHIELD FL SR UNSEC 4A2 | 3,800,000 | 3,800,000 | 0 | 0.04% | -$60.18K |
| FS KKR CAPITAL | 3,800,000 | 3,800,000 | 0 | 0.04% | -$95.71K |
| EQUS Mortgage Trust, Series 2021-EQAZ, Class A | 3,735,731 | 3,735,731 | 0 | 0.04% | -$1.37K |
| GMREV 2023-2 A | 3,600,000 | 3,600,000 | 0 | 0.04% | -$54.31K |
| CNO GLOBAL FUNDING SECURED 144A 09/29 4.95 | 3,700,000 | 3,700,000 | 0 | 0.04% | -$39.90K |
| SOUTH BOW USA | 3,700,000 | 3,700,000 | 0 | 0.04% | -$61.87K |
| JPMCC 2016-JP4 A4 | 3,700,000 | 3,700,000 | 0 | 0.04% | $923 |
| HCA INC | 3,550,000 | 3,550,000 | 0 | 0.04% | -$60.37K |
| AMERICAN NATL GR | 3,600,000 | 3,600,000 | 0 | 0.04% | -$87.59K |
| SILVER ROCK CLO LTD SLVRK 2021 2A AR 144A | 3,600,000 | 3,600,000 | 0 | 0.04% | $1.22K |
| ANTHOL 3.75 07/15/27 | 3,700,000 | 3,700,000 | 0 | 0.04% | -$22.93K |
| FS KKR CAPITAL CORP SR UNSECURED 01/29 7.875 | 3,500,000 | 3,500,000 | 0 | 0.04% | -$83.96K |
| WSTN TRUST WSTN 2023 MAUI A 144A | 3,500,000 | 3,500,000 | 0 | 0.04% | -$27.82K |
| UBS AG STAMFORD | 3,500,000 | 3,500,000 | 0 | 0.04% | -$38.42K |
| Elevation CLO Ltd., Series 2022-16A, Class A1AR | 3,500,000 | 3,500,000 | 0 | 0.04% | $6.43K |
| BMO 2024-5C8 A3 | 3,400,000 | 3,400,000 | 0 | 0.04% | -$41.14K |
| GLOBAL PAY INC | 3,600,000 | 3,600,000 | 0 | 0.04% | -$107.67K |
| NATIONAL FOOTBALL LEAGUE 5YR OCT SR SEC | 3,500,000 | 3,500,000 | 0 | 0.04% | -$76.50K |
| Aspen Insurance Holdings Ltd 5.75 07/01/2030 | 3,300,000 | 3,300,000 | 0 | 0.04% | -$36.85K |
| Societe Generale SA | 3,300,000 | 3,300,000 | 0 | 0.04% | -$35.57K |
| WABTEC | 3,380,000 | 3,380,000 | 0 | 0.04% | -$32.97K |
| INVESCO EURO CLO XI DAC INVSC 11A A1R 144A | 2,900,000 | 2,900,000 | 0 | 0.04% | -$61.05K |
| OMEGA HEALTHCARE | 3,350,000 | 3,350,000 | 0 | 0.04% | -$30.07K |
| MORGAN STANLEY | 3,250,000 | 3,250,000 | 0 | 0.04% | -$42.08K |
| CFCFCS V5 PERP 1 | 3,300,000 | 3,300,000 | 0 | 0.04% | -$11.75K |
| PACIFIC GAS&ELEC | 3,200,000 | 3,200,000 | 0 | 0.04% | -$29.39K |
| DELTA AIR LINES | 3,400,000 | 3,400,000 | 0 | 0.04% | -$55.88K |
| TOBACCO SETTLEMENT FIN AUTH WV TOBGEN 06/49 FIXED 4.875 | 3,305,000 | 3,305,000 | 0 | 0.04% | $106.35K |
| COUSINS LP | 3,200,000 | 3,200,000 | 0 | 0.04% | -$43.34K |
| GROSVENOR PLACE CLO BV GROSV 2025 4A A 144A | 2,800,000 | 2,800,000 | 0 | 0.04% | -$54.26K |
| ALLY V6.848 01/03/30 | 3,100,000 | 3,100,000 | 0 | 0.04% | -$54.70K |
| LUX Trust, Series 2023-LION, Class A | 3,200,000 | 3,200,000 | 0 | 0.04% | -$18.07K |
| SUNBT 2025-1 A | 3,200,000 | 3,200,000 | 0 | 0.04% | -$18.14K |
| REPUBLIC OF SOUTH AFRICA BONDS 01/40 9 | 57,545,000 | 57,545,000 | 0 | 0.04% | -$287.97K |
| NOMURA HOLDINGS | 3,100,000 | 3,100,000 | 0 | 0.04% | -$36.15K |
| WELLS FARGO COMMERCIAL MORTGAG WFCM 2025 AURA A 144A | 3,200,000 | 3,200,000 | 0 | 0.04% | -$12.01K |
| MAIN STREET CAPI | 3,100,000 | 3,100,000 | 0 | 0.04% | -$47.16K |
| BDS LTD BDS 2025 FL14 A 144A | 3,200,000 | 3,200,000 | 0 | 0.04% | -$7.09K |
| TARGA RESOURCES | 3,000,000 | 3,000,000 | 0 | 0.04% | -$39.28K |
| Enel SPA 7.50 10/14/2032 | 2,800,000 | 2,800,000 | 0 | 0.04% | -$75.90K |
| CONSTELLATION GLO FNDG SR SECURED 144A 10/30 4.85 | 3,200,000 | 3,200,000 | 0 | 0.04% | -$37.59K |
| SUMITOMO MITSUI | 3,000,000 | 3,000,000 | 0 | 0.04% | -$76.39K |
| QUANTA SERVICES | 3,100,000 | 3,100,000 | 0 | 0.04% | -$59.67K |
| CAIRN CLO BV CRNCL 2019 11A AR 144A | 2,700,000 | 2,700,000 | 0 | 0.04% | -$57.21K |
| MORGAN STANLEY | 3,250,000 | 3,250,000 | 0 | 0.04% | -$41.51K |
| TRUST 2401 SR UNSECURED 144A 01/30 4.869 | 3,232,000 | 3,232,000 | 0 | 0.04% | -$71.60K |
| SANTANDER HOLDINGS USA SR UNSECURED 06/29 VAR | 3,000,000 | 3,000,000 | 0 | 0.04% | -$33.08K |
| REPUBLIC OF SOUTH AFRICA BONDS 01/44 8.75 | 57,786,000 | 57,786,000 | 0 | 0.04% | -$257.15K |
| SYMPHONY CLO XXV LTD SER 2021-25A CL AR V/R REGD 144A P/P 0.00000000 | 3,100,000 | 3,100,000 | 0 | 0.04% | $1.85K |
| NCMS 2017-75B A | 3,260,000 | 3,260,000 | 0 | 0.04% | $197.48K |
| JACKSON NATL LIFE GLOBAL SECURED 144A 01/28 VAR | 3,100,000 | 3,100,000 | 0 | 0.04% | -$13.67K |
| CHENIERE ENERGY | 3,000,000 | 3,000,000 | 0 | 0.04% | -$24.01K |
| Avolon Holdings Funding Ltd. | 3,000,000 | 3,000,000 | 0 | 0.04% | -$37.07K |
| Imperial Brands PLC 6.125 07/27/2027 | 3,000,000 | 3,000,000 | 0 | 0.04% | -$28.45K |
| ASHTEAD CAPITAL | 3,000,000 | 3,000,000 | 0 | 0.04% | -$87.43K |
| Renaissance Home Equity Loan Trust 2006-2 | 8,664,451 | 8,664,451 | 0 | 0.04% | -$69.42K |
| Bear Stearns Asset Backed Securities I Trust 2006-HE9 | 3,200,000 | 3,200,000 | 0 | 0.04% | $6.05K |
| GA GLOBAL FNDING | 3,000,000 | 3,000,000 | 0 | 0.04% | -$47.70K |
| GOLDMAN SACHS GROUP INC (THE) FRN SOFR+185 03/15/2028 | 3,000,000 | 3,000,000 | 0 | 0.04% | -$7.98K |
| ARES CAPITAL COR | 3,000,000 | 3,000,000 | 0 | 0.04% | -$56.51K |
| SAMMONS FINANCIAL GROUP GLOBAL FUNDING FRN SOFR+85 09/02/2027 144A | 3,000,000 | 3,000,000 | 0 | 0.04% | $446 |
| LIBMUT 4.3 02/01/61 144A | 4,800,000 | 4,800,000 | 0 | 0.04% | -$197.51K |
| STRUCTURED ASSET SECURITIES CO SASC 2005 WF3 M5 | 2,915,423 | 2,915,423 | 0 | 0.04% | $1.32K |
| OFSI FUND LTD OFSBS 2021 10A AR 144A | 3,000,000 | 3,000,000 | 0 | 0.04% | -$263 |
| ROMARK CLO LTD RMRK 2021 4A A1R 144A | 3,000,000 | 3,000,000 | 0 | 0.04% | $1.87K |
| TRINITAS CLO VI LTD / TRINITAS CLO VI LLC 2017-6A AR4 TSFR3M+111 01/25/2034 144A | 3,000,000 | 3,000,000 | 0 | 0.04% | $941 |
| CAPST 2025-1 A | 3,000,000 | 3,000,000 | 0 | 0.04% | $494 |
| NATIONAL FOOTBALL LEAGUE 9YR JUL SR SEC | 3,000,000 | 3,000,000 | 0 | 0.04% | -$67.70K |
| BMO MORTGAGE TRUST BMO 2025 C13 A4 | 3,000,000 | 3,000,000 | 0 | 0.04% | -$48.88K |
| AMERICAN TOWER | 3,000,000 | 3,000,000 | 0 | 0.04% | -$9.26K |
| CITIGROUP INC | 3,000,000 | 3,000,000 | 0 | 0.04% | -$20.12K |
| NOMURA HOLDINGS | 3,000,000 | 3,000,000 | 0 | 0.04% | $14.95K |
| SIXTH STREET LEN | 3,000,000 | 3,000,000 | 0 | 0.03% | -$85.01K |
| BAYER US FIN LLC 6.5% 11/21/2033 144A | 2,750,000 | 2,750,000 | 0 | 0.03% | -$52.52K |
| Atlas Senior Loan Fund XVIII Ltd., Series 2021-18A, Class A1R | 2,900,000 | 2,900,000 | 0 | 0.03% | -$3.48K |
| BGC GRP. INC 6.60% | 2,800,000 | 2,800,000 | 0 | 0.03% | -$34.18K |
| CORDATUS CLO PLC CORDA 12A ARR 144A | 2,500,000 | 2,500,000 | 0 | 0.03% | -$52.24K |
| BARINGS EURO CLO DAC BABSE 2025 1A A 144A | 2,500,000 | 2,500,000 | 0 | 0.03% | -$53.91K |
| PRUDENTIAL FIN | 2,800,000 | 2,800,000 | 0 | 0.03% | -$91.59K |
| PUGET ENERGY INC SR SECURED 03/32 4.224 | 3,000,000 | 3,000,000 | 0 | 0.03% | -$19.38K |
| BOEING CO | 3,000,000 | 3,000,000 | 0 | 0.03% | -$28.90K |
| SANUSA 5.353 09/06/30 | 2,800,000 | 2,800,000 | 0 | 0.03% | -$33.67K |
| GOLDEN ST TOBACCO-A1 | 3,300,000 | 3,300,000 | 0 | 0.03% | $25.65K |
| PACIFIC GAS&ELEC | 2,700,000 | 2,700,000 | 0 | 0.03% | -$42.39K |
| Vibrant CLO XII Ltd | 2,800,000 | 2,800,000 | 0 | 0.03% | $2.84K |
| UBS GROUP | 2,300,000 | 2,300,000 | 0 | 0.03% | -$69.14K |
| WELLS FARGO COMMERCIAL MORTGAG WFCM 2025 AGLN A 144A | 2,800,000 | 2,800,000 | 0 | 0.03% | -$10.51K |
| AMERICAN ASTS LP | 3,100,000 | 3,100,000 | 0 | 0.03% | -$31.23K |
| TRALEE CLO V LTD SER 2018-5A CL A1RR V/R REGD 144A P/P 4.96444000 | 2,800,000 | 2,800,000 | 0 | 0.03% | -$3.56K |
| MARS INC | 2,750,000 | 2,750,000 | 0 | 0.03% | -$52.19K |
| TOLEDO EDISON CO/THE 144A 2.650000% 05/01/2028 | 2,918,000 | 2,918,000 | 0 | 0.03% | -$5.95K |
| DIAMONDBACK ENER | 2,700,000 | 2,700,000 | 0 | 0.03% | -$19.86K |
| AerCap Ireland Capital Designated Activity Company | 2,700,000 | 2,700,000 | 0 | 0.03% | -$25.27K |
| NSANY 4.345 09/17/27 144A | 2,800,000 | 2,800,000 | 0 | 0.03% | -$38.20K |
| VOYA CLO LTD VOYA 2017 3A A1RR 144A | 2,700,000 | 2,700,000 | 0 | 0.03% | $2.30K |
| SYMPHONY CLO LTD SYMP 2025 52A AR 144A | 2,700,000 | 2,700,000 | 0 | 0.03% | -$204 |
| RFR USD SOFR/3.30000 12/02/24-4Y* CME | 3 | 3 | 0 | 0.03% | -$709.60K |
| CGMS 2020-2A A1R2 1/35 | 2,700,000 | 2,700,000 | 0 | 0.03% | -$5.32K |
| STLA 4.95 09/15/28 144A | 2,700,000 | 2,700,000 | 0 | 0.03% | -$51.94K |
| JPMORGAN CHASE | 2,950,000 | 2,950,000 | 0 | 0.03% | -$30.81K |
| MV CREDIT EURO CLO MVCLO 3A AR 144A | 2,300,000 | 2,300,000 | 0 | 0.03% | -$44.55K |
Top 300 of 605, by weight.
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