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 |
|---|---|---|---|---|---|
| FNCL 5.5 4/26 | 0 | 1,434,000,000 | 1,434,000,000 | 389.31% | $1.44B |
| Uniform Mortgage-Backed Security, TBA | 0 | 407,000,000 | 407,000,000 | 108.33% | $400.70M |
| BARCLAYS BANK PLC MTN ZERO COUPON 12/29/2026 | 0 | 138,383,017 | 138,383,017 | 43.12% | $159.48M |
| BARCLAYS BANK PLC MTN ZERO COUPON 12/29/2026 | 0 | 30,000,000 | 30,000,000 | 10.15% | $37.55M |
| BARCLAYS BANK PLC MTN ZERO COUPON 12/29/2026 | 0 | 39,149,194 | 39,149,194 | 9.25% | $34.21M |
| U.S. Treasury Bills | 0 | 25,000,000 | 25,000,000 | 6.72% | $24.84M |
| 5-Year T-Note Futures, Jun-2026,ETH | 0 | 211 | 211 | 6.17% | $22.83M |
| U.S. Treasury Bills | 0 | 20,000,000 | 20,000,000 | 5.39% | $19.93M |
| U.S. Treasury Bills | 0 | 15,000,000 | 15,000,000 | 4.02% | $14.88M |
| ADMT 2026-NQM1 A1 | 0 | 6,913,242 | 6,913,242 | 1.85% | $6.85M |
| MICROCHIP TECHNOLOGY INC SER A 7.5% PC 03/15/2028 | 0 | 118,906 | 118,906 | 1.83% | $6.77M |
| CMS ENERGY CORP SR UNSECURED 144A 05/31 3.125 | 0 | 6,496,000 | 6,496,000 | 1.80% | $6.66M |
| FS AI Factor Short TRS | 0 | 91,672,599 | 91,672,599 | 1.37% | $5.07M |
| JP Morgan Mortgage Trust Series 2026-NQX1 | 0 | 5,000,000 | 5,000,000 | 1.35% | $5.01M |
| Switch ABS Issuer LLC, Series 2025-1A, Class B | 0 | 5,000,000 | 5,000,000 | 1.32% | $4.90M |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNR 2025-189 SA | 0 | 354,848,431 | 354,848,431 | 1.23% | $4.56M |
| NLSN 9.29% Secured Nts due 2029 144A | 0 | 4,517,000 | 4,517,000 | 1.22% | $4.53M |
| FANNIE MAE REMICS FNR 2024-88 SD | 0 | 86,660,925 | 86,660,925 | 1.19% | $4.40M |
| MIDCAP FINL ISSR | 0 | 4,546,000 | 4,546,000 | 1.15% | $4.24M |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNR 2024-58 SB | 0 | 99,203,172 | 99,203,172 | 1.14% | $4.22M |
| SUPER MICRO COMPUTER INC SR UNSECURED 144A 06/30 0.0000 | 0 | 5,691,000 | 5,691,000 | 1.13% | $4.17M |
| EG GLOBAL FINANCE PLC SR SECURED 144A 11/28 12 | 0 | 3,701,000 | 3,701,000 | 1.07% | $3.96M |
| SWCH COMMERCIAL MORTGAGE TRUST SWCH 2025 DATA A 144A | 0 | 4,000,000 | 4,000,000 | 1.07% | $3.95M |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNR 2024-108 SB | 0 | 55,760,626 | 55,760,626 | 1.02% | $3.77M |
| UNITK 2026-1A A2 | 0 | 3,500,000 | 3,500,000 | 0.95% | $3.53M |
| NextEra Energy Inc | 0 | 69,849 | 69,849 | 0.95% | $3.51M |
| SPX-SOFR BINARY CALL OPTION 12/19/25 LONG | 0 | 200,000,000 | 200,000,000 | 0.91% | $3.38M |
| EXETER AUTOMOBILE RECEIVABLES TRUST 2026-2 EART 2026-2A E | 0 | 3,370,000 | 3,370,000 | 0.91% | $3.36M |
| DB Equity Factor Rotation TRS | 0 | 16,554 | 16,554 | 0.91% | $3.35M |
| WELLS FARGO COMMERCIAL MORTGAGE TRUST 2026-1250B WFCM 2026-1250B E | 0 | 3,320,000 | 3,320,000 | 0.89% | $3.30M |
| GOLAR LNG LTD CONV 2.75% 12/15/2030 144A | 0 | 2,745,000 | 2,745,000 | 0.88% | $3.26M |
| Freedom Mortgage Holdings LLC | 0 | 3,200,000 | 3,200,000 | 0.88% | $3.25M |
| CRSNT Trust 2026-MOON | 0 | 3,164,000 | 3,164,000 | 0.85% | $3.16M |
| Oracle Corp., Series D | 0 | 68,235 | 68,235 | 0.83% | $3.07M |
| S&P Regional Banks Index TRS | 0 | 142,988,252 | 142,988,252 | 0.79% | $2.91M |
| BURLN 6.25 04/15/28 144A | 0 | 3,096,000 | 3,096,000 | 0.79% | $2.91M |
| Exeter Automobile Receivables Trust 2026-1 | 0 | 3,000,000 | 3,000,000 | 0.78% | $2.90M |
| SAIF 2026-CES1 B1 | 0 | 2,880,000 | 2,880,000 | 0.78% | $2.88M |
| TKC Holdings Inc | 0 | 2,838,000 | 2,838,000 | 0.77% | $2.86M |
| ALTICE SA SR SECURED 144A 11/29 9.5 | 0 | 2,824,000 | 2,824,000 | 0.77% | $2.85M |
| EXELON CORP SR UNSECURED 144A 03/29 3.25 | 0 | 2,444,000 | 2,444,000 | 0.68% | $2.53M |
| SWCH COMMERCIAL MORTGAGE TRUST 2025-DATA SWCH 2025-DATA B | 0 | 2,500,000 | 2,500,000 | 0.67% | $2.46M |
| EJF Financials Services TRS | 0 | 1,077,735 | 1,077,735 | 0.59% | $2.18M |
| CLEAR CHANNEL OUTDOOR HO REGD 144A P/P 7.75000000 | 0 | 2,135,000 | 2,135,000 | 0.58% | $2.15M |
| KSS 10 06/01/30 144A | 0 | 1,960,000 | 1,960,000 | 0.56% | $2.07M |
| Golub Capital Partners CLO 53B Ltd., Series 2021-53A, Class ER | 0 | 2,185,000 | 2,185,000 | 0.54% | $1.99M |
| CMO | 0 | 2,000,000 | 2,000,000 | 0.54% | $1.98M |
| Aligned Data Centers Issuer LLC, Series 2021-1A, Class B | 0 | 2,000,000 | 2,000,000 | 0.53% | $1.98M |
| GLS Auto Receivables Issuer Trust 2026-1 | 0 | 2,000,000 | 2,000,000 | 0.53% | $1.96M |
| Nexstar Media Inc | 0 | 1,851,000 | 1,851,000 | 0.50% | $1.86M |
| US 10YR FUT OPTN May26C 110 LONG | 0 | 1,312 | 1,312 | 0.50% | $1.84M |
| ARCHES BUYER INC SR UNSECURED 144A 12/28 6.125 | 0 | 1,921,000 | 1,921,000 | 0.50% | $1.84M |
| Regatta XX Funding Ltd | 0 | 2,000,000 | 2,000,000 | 0.50% | $1.84M |
| US 10YR FUT OPTN May26C 110.5 LONG | 0 | 1,693 | 1,693 | 0.48% | $1.77M |
| NEBIUS GROUP NV CONV 2.75% 09/15/2032 144A | 0 | 1,662,000 | 1,662,000 | 0.47% | $1.74M |
| ARBOR REALTY TRUST INC SR UNSECURED 144A 03/27 4.5 | 0 | 1,757,000 | 1,757,000 | 0.45% | $1.67M |
| UBS Value & Delta Quality, Momentum, Value TRS | 0 | 45,356 | 45,356 | 0.45% | $1.66M |
| Federal Realty OP, LP, Convertible | 0 | 1,615,000 | 1,615,000 | 0.45% | $1.65M |
| AESOP 2026-2A D 144A 7.04% 08-20-32 | 0 | 1,640,000 | 1,640,000 | 0.44% | $1.63M |
| NAVCOR 8.5 03/15/30 144A | 0 | 1,492,000 | 1,492,000 | 0.41% | $1.52M |
| CSWHOL 5 12/15/28 144A | 0 | 1,629,000 | 1,629,000 | 0.41% | $1.51M |
| A&D Mortgage Trust, Series 2026-NQM1, Class B1 | 0 | 1,520,000 | 1,520,000 | 0.40% | $1.49M |
| BURLN 8.5 01/15/34 144A | 0 | 1,671,000 | 1,671,000 | 0.39% | $1.43M |
| ANGEL OAK MORTGAGE TRUST 2025-R1 AOMT 2025-R1 B1 | 0 | 1,303,000 | 1,303,000 | 0.35% | $1.29M |
| NAVIENT CORP SR UNSECURED 03/31 11.5 | 0 | 1,170,000 | 1,170,000 | 0.32% | $1.19M |
| Home Re Ltd., Series 2026-1, Class M2 | 0 | 1,150,000 | 1,150,000 | 0.31% | $1.16M |
| FORTRESS CREDIT BSL VII LTD FCBSL 2019-1A DR | 0 | 1,090,000 | 1,090,000 | 0.29% | $1.08M |
| Starz Capital Holdings 1, Inc. | 0 | 1,164,000 | 1,164,000 | 0.29% | $1.07M |
| Fortress Credit BSL XX, Ltd., Series 2026-3A, Class DR | 0 | 1,080,000 | 1,080,000 | 0.29% | $1.06M |
| Gee Automotive Holdings LLC | 0 | 1,006,000 | 1,006,000 | 0.27% | $1.01M |
| Home Re Ltd., Series 2026-1, Class M1C | 0 | 1,000,000 | 1,000,000 | 0.27% | $1.00M |
| ACORE 2026-FL1 ISSUER LLC ACORE 2026-FL1 E | 0 | 1,000,000 | 1,000,000 | 0.27% | $999.99K |
| Switch ABS Issuer LLC, Series 2026-1A, Class A21 | 0 | 1,000,000 | 1,000,000 | 0.27% | $999.76K |
| CPS 2026-A E 144A 6.66% 08-15-33 | 0 | 1,000,000 | 1,000,000 | 0.26% | $973.91K |
| Fiesta Purchaser Inc | 0 | 935,000 | 935,000 | 0.26% | $951.89K |
| Nomura Interest Rate 5Y10Y USD TRS | 0 | 205,000 | 205,000 | 0.26% | $948.54K |
| Liberty Energy Inc | 0 | 892,000 | 892,000 | 0.24% | $905.36K |
| MUZ88 2024-5A D1 | 0 | 850,000 | 850,000 | 0.23% | $849.25K |
| US 10YR FUT OPTN May26P 110.5 LONG | 0 | 1,693 | 1,693 | 0.23% | $846.50K |
| PPL Capital Funding, Inc., Convertible | 0 | 808,000 | 808,000 | 0.23% | $843.55K |
| ACRISURE LLC / FIN INC SR UNSECURED 144A 02/29 8.25 | 0 | 845,000 | 845,000 | 0.23% | $835.36K |
| ARES STRATEGIC I | 0 | 805,000 | 805,000 | 0.21% | $771.17K |
| BSPDF 2026 FL3 ISSUER LLC | 0 | 750,000 | 750,000 | 0.20% | $746.29K |
| SSP 9.875 08/15/30 144A | 0 | 767,000 | 767,000 | 0.20% | $744.58K |
| PRIMBP 8 3/4 12/31/30 | 0 | 796,000 | 796,000 | 0.20% | $733.14K |
| Arbor Realty Multifamily - ARCREN 2025-FL1 LLC D | 0 | 700,000 | 700,000 | 0.19% | $699.45K |
| US 10YR FUT OPTN May26P 112 LONG | 0 | 539 | 539 | 0.19% | $690.59K |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNR 2023-23 SB | 0 | 31,285,538 | 31,285,538 | 0.16% | $583.63K |
| COMMON STOCK | 0 | 15,644,966 | 15,644,966 | 0.14% | $515.73K |
| AST SpaceMobile Inc | 0 | 525,000 | 525,000 | 0.14% | $505.05K |
| US 10YR FUT OPTN May26P 110 LONG | 0 | 1,312 | 1,312 | 0.13% | $471.50K |
| AB BSL CLO 5 Ltd | 0 | 440,000 | 440,000 | 0.12% | $434.83K |
| ASURION LLC/CO | 0 | 390,000 | 390,000 | 0.10% | $378.64K |
| JPM Chase | 0 | 81,102,255 | 81,102,255 | 0.08% | $306.43K |
| USD-SOFR 3.65% 03/16/2028 EXPIRATION: 03/16/2028 | 0 | 0 | 0 | 0.08% | $283.92K |
| FX Forward Contract: MYR/USD SETTLE 2025-09-17 | 0 | 584,094 | 584,094 | 0.07% | $254.04K |
| CLVTSC 3.875 07/01/28 144A | 0 | 266,000 | 266,000 | 0.07% | $251.03K |
| SG Swap Spread Index TRS | 0 | 50,416 | 50,416 | 0.06% | $216.54K |
| Barclays US Balance Sheet Efficiency Pair TRS | 0 | 189,500 | 189,500 | 0.05% | $199.56K |
| US 10YR FUT OPTN May26C 112 LONG | 0 | 539 | 539 | 0.05% | $176.86K |
| NLSN 9.5 02/15/33 144A | 0 | 168,000 | 168,000 | 0.04% | $163.00K |
| Neuberger Berman Loan Advisers CLO 45 Ltd | 0 | 150,000 | 150,000 | 0.04% | $137.52K |
| USD-SOFR 4.7475 01/16/2035 EXPIRATION: 01/16/2035 | 0 | 0 | 0 | 0.03% | $126.49K |
| GS Mortgage-Backed Securities Trust, Series 2026-NQM1, Class B2 | 0 | 120,000 | 120,000 | 0.03% | $118.42K |
| EFMT 2025-NQM4 EFMT 2025-NQM4 B2 | 0 | 110,000 | 110,000 | 0.03% | $107.97K |
| US HALO Too Far TRS | 0 | 14,834,592 | 14,834,592 | 0.03% | $96.67K |
| WF-IRS 4YR PAY FIXED 3.514000 | 0 | 23,124,340 | 23,124,340 | 0.02% | $61.74K |
| TRS on MARKIT IBOXX HY JUN26 TRS | 0 | 7,200,000 | 7,200,000 | 0.01% | $49.65K |
| WF-IRS 4YR PAY FIXED 3.514000 | 0 | 12,476,079 | 12,476,079 | 0.01% | $33.31K |
| USD-SOFR 4.1475% 03/23/2029 EXPIRATION: 03/23/2029 | 0 | -10,000,000 | -10,000,000 | 0.01% | $27.27K |
| WF-IRS 3YR PAY FIXED 3.464000 | 0 | 7,186,769 | 7,186,769 | 0.01% | $25.82K |
| Nomura Interest Rate 10Y5Y USD TRS | 0 | 205,000 | 205,000 | 0.01% | $21.32K |
| TRS on MARKIT IBOXX HY SEP26 TRS | 0 | 7,199,999 | 7,199,999 | 0.01% | $20.53K |
| WINTRUST FINANCIAL CORP CFD | 0 | 64,378 | 64,378 | 0.01% | $20.22K |
| US DOLLARS | 0 | 3 | 3 | 0.01% | $19.44K |
| WF-IRS 3YR PAY FIXED 3.464000 | 0 | 5,122,462 | 5,122,462 | 0.00% | $18.41K |
| Intuit, Inc. | 0 | 3,951,481 | 3,951,481 | 0.00% | $10.76K |
| SWO NA P 04/06/2026 04/08/2026 04/08/2036 4.1 CASH EXPIRATION: 04/06/2026 | 0 | 45,000,000 | 45,000,000 | 0.00% | $3.03K |
| WF-IRS 25YR PAY FIXED 4.209000 | 0 | 362,685 | 362,685 | 0.00% | -$3.77K |
| TRS on MARKIT IBOXX IG JUN26 TRS | 0 | 7,400,000 | 7,400,000 | 0.00% | -$10.20K |
| Nomura Interest Rate 5Y10Y USD TRS | 0 | 206,639,385 | 206,639,385 | 0.00% | -$14.35K |
| TRS on MARKIT IBOXX HY SEP26 TRS | 0 | 13,491,999 | 13,491,999 | -0.01% | -$25.17K |
| Long Gilt | 0 | 289,714 | 289,714 | -0.03% | -$98.50K |
| NOMURA CALL OPT 02/16/26 | 0 | 309,402 | 309,402 | -0.03% | -$111.51K |
| GS Carbon Allowance TRS | 0 | 51,341 | 51,341 | -0.03% | -$114.58K |
| GS Carbon Allowance TRS | 0 | 51,842 | 51,842 | -0.03% | -$115.70K |
| JPM Pure Momentum TRS | 0 | 14,996,979 | 14,996,979 | -0.04% | -$150.62K |
| Qualys, Inc. | 0 | 41,913 | 41,913 | -0.04% | -$156.44K |
| USD-SOFR 3.4975% 09/26/2030 EXPIRATION: 03/16/2028 | 0 | -100,000,000 | -100,000,000 | -0.05% | -$178.13K |
| USD-SOFR 2.4975% 03/16/2028 EXPIRATION: 03/16/2028 | 0 | 400,000,000 | 400,000,000 | -0.06% | -$226.08K |
| AST SPACEMOBILE INC | 0 | -3,969 | -3,969 | -0.09% | -$328.91K |
| PPL CORPORATION | 0 | -10,035 | -10,035 | -0.10% | -$383.34K |
| LIBERTY ENERGY INC CL A | 0 | -15,487 | -15,487 | -0.12% | -$446.03K |
| FED REALTY INVS | 0 | -5,249 | -5,249 | -0.15% | -$557.50K |
| HUDSON PACIFIC | 0 | -617,000 | -617,000 | -0.16% | -$585.14K |
| MS Long REIT Basket TRS | 0 | 247,234 | 247,234 | -0.20% | -$743.19K |
| EXELON CORP | 0 | -15,405 | -15,405 | -0.20% | -$755.15K |
| Nomura Interest Rate 10Y5Y USD TRS | 0 | 210,927,780 | 210,927,780 | -0.22% | -$818.16K |
| Yandex NV | 0 | -9,450 | -9,450 | -0.27% | -$980.53K |
| COMMVAULT SYSTEMS INC CFD | 0 | 160,000 | 160,000 | -0.27% | -$1.01M |
| Brent Crude Future | 0 | 170,315 | 170,315 | -0.27% | -$1.01M |
| ZOOMINFO TECHS. LL 3.875% | 0 | -1,283,000 | -1,283,000 | -0.29% | -$1.07M |
| PLATIN 9.375 10/03/31 144A | 0 | -1,131,000 | -1,131,000 | -0.30% | -$1.12M |
| Credit Default Swap | 0 | 33,660,000 | 33,660,000 | -0.48% | -$1.77M |
| GOLAR LNG LTD COMMON STOCK USD1.0 | 0 | -36,710 | -36,710 | -0.54% | -$1.99M |
| ORACLE CORP | 0 | -14,061 | -14,061 | -0.56% | -$2.07M |
| INEOS FINANCE PLC SR SECURED 144A 04/29 7.5 | 0 | -2,309,000 | -2,309,000 | -0.61% | -$2.24M |
| INEOS FINANCE PLC SR SECURED 144A 05/28 6.75 | 0 | -2,492,000 | -2,492,000 | -0.65% | -$2.41M |
| Credit Default Swap | 0 | -4,850,530 | -4,850,530 | -0.69% | -$2.55M |
| FS AI Factor Long TRS | 0 | 829,775 | 829,775 | -1.05% | -$3.87M |
| ULTRA LONG TERM US TREASURY BOND FUTURE MAR25 | 0 | -47 | -47 | -1.48% | -$5.48M |
| MICROCHIP TECHNOLOGY | 0 | -88,500 | -88,500 | -1.55% | -$5.72M |
| 10-Year T-Note Futures, Jun-2026,ETH | 0 | -7,673 | -7,673 | -230.36% | -$852.06M |
| Security | Shares Dec 2025 | Shares Mar 2026 | Δ shares | End % | Δ value |
|---|---|---|---|---|---|
| US ULTRA BOND CBT MAR26 FINANCIAL COMMODITY FUTURE. | -4,665 | 0 | 4,665 | 0.00% | $525.45M |
| EJF Financials Services | 1,077,333 | 0 | -1,077,333 | 0.00% | $6.05M |
| AKAMAI TECHNOLOGIES INC | -55,356 | 0 | 55,356 | 0.00% | $4.83M |
| SHIFT4 PAYMENTS INC | -72,392 | 0 | 72,392 | 0.00% | $4.56M |
| ZSCALER INC CFD | 425,059,900 | 0 | -425,059,900 | 0.00% | $4.03M |
| WAYFAIR INC- A | -33,287 | 0 | 33,287 | 0.00% | $3.34M |
| Credit Default Swap | 17,030,000 | 0 | -17,030,000 | 0.00% | $2.92M |
| EURIBOR 1.968% 09/07/2026 EXPIRATION: 09/07/2026 | -925,000,000 | 0 | 925,000,000 | 0.00% | $1.93M |
| CENTERPOINT ENERGY INC | -47,446 | 0 | 47,446 | 0.00% | $1.82M |
| BXP INC | -26,775 | 0 | 26,775 | 0.00% | $1.81M |
| Credit Default Swap | 9,750,000 | 0 | -9,750,000 | 0.00% | $1.67M |
| Specialty Building Products Holdings LLC / SBP Finance Corp | -1,631,000 | 0 | 1,631,000 | 0.00% | $1.59M |
| ZAR/USD FWD 20260116 BOFAUS6N | 620,733 | 0 | -620,733 | 0.00% | $1.43M |
| ZSCALER INC | -5,944 | 0 | 5,944 | 0.00% | $1.34M |
| AVNET INC COMMON STOCK | -25,226 | 0 | 25,226 | 0.00% | $1.21M |
| RIVIAN AUTOMOTIVE INC | -56,758 | 0 | 56,758 | 0.00% | $1.12M |
| SOUTHERN CO | -12,440 | 0 | 12,440 | 0.00% | $1.08M |
| MARRIOTT OWNERSHIP RESORTS INC COMPANY GUAR 144A 10/33 6.5 | -927,000 | 0 | 927,000 | 0.00% | $889.28K |
| B&G Foods Inc | -834,000 | 0 | 834,000 | 0.00% | $820.55K |
| USD-SOFR 3.3325% 09/08/2026 EXPIRATION: 09/08/2026 | -500,000,000 | 0 | 500,000,000 | 0.00% | $811.05K |
| 22V Long Earnings Turbulence TRS | 254,649 | 0 | -254,649 | 0.00% | $602.75K |
| NORTHERN OIL AND GAS INC | -24,591 | 0 | 24,591 | 0.00% | $527.97K |
| HIMS & HERS HEAL | -15,985 | 0 | 15,985 | 0.00% | $519.03K |
| UBS Value & Fundamental Growth TRS | 49,790 | 0 | -49,790 | 0.00% | $474.30K |
| Oddity Tech Ltd. SHS CL A | -11,789 | 0 | 11,789 | 0.00% | $473.68K |
| EOS ENERGY ENTERPRISES INC | -38,663 | 0 | 38,663 | 0.00% | $443.08K |
| Credit Default Swap | 2,620,000 | 0 | -2,620,000 | 0.00% | $401.64K |
| CHEESECAKE FACTORY INC | -7,775 | 0 | 7,775 | 0.00% | $392.48K |
| TRS on MARKIT IBOXX HY MAR26 TRS | 21,656,001 | 0 | -21,656,001 | 0.00% | $344.44K |
| 22V Short Low Vol TRS | 25,072,761 | 0 | -25,072,761 | 0.00% | $260.09K |
| Credit Default Swap | 2,620,000 | 0 | -2,620,000 | 0.00% | $248.31K |
| Credit Default Swap | 1,500,000 | 0 | -1,500,000 | 0.00% | $229.95K |
| FS AI Factor Long TRS | 577,626 | 0 | -577,626 | 0.00% | $176.00K |
| MS Long REIT Basket TRS | 261,588 | 0 | -261,588 | 0.00% | $160.07K |
| BLOOM ENERGY CORP- A COMMON STOCK | -1,754 | 0 | 1,754 | 0.00% | $152.41K |
| Credit Default Swap | 1,500,000 | 0 | -1,500,000 | 0.00% | $142.16K |
| GS Domestic Sales TRS | 28,145,971 | 0 | -28,145,971 | 0.00% | $141.19K |
| UNITED STATES DOLLAR | 3 | 0 | -3 | 0.00% | $76.64K |
| TRS on MARKIT IBOXX IG MAR26 TRS | 7,999,999 | 0 | -7,999,999 | 0.00% | $21.21K |
| WF-IRS 15YR PAY FIXED 3.801000 | 140,000 | 0 | -140,000 | 0.00% | -$3.93K |
| WF-IRS 20YR PAY FIXED 3.901000 | 262,000 | 0 | -262,000 | 0.00% | -$9.66K |
| WF-IRS 10YR PAY FIXED 3.586000 | 569,000 | 0 | -569,000 | 0.00% | -$9.97K |
| WF-IRS 2YR PAY FIXED 3.281000 | 9,500,000 | 0 | -9,500,000 | 0.00% | -$18.29K |
| WF-IRS 2YR PAY FIXED 3.281000 | 11,516,000 | 0 | -11,516,000 | 0.00% | -$22.17K |
| WF-IRS 25YR PAY FIXED 3.907000 | 767,000 | 0 | -767,000 | 0.00% | -$34.31K |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNR 2025-120 CI | 250,728 | 0 | -250,728 | 0.00% | -$43.72K |
| LYV 2.875 10/15/31 | 61,000 | 0 | -61,000 | 0.00% | -$59.93K |
| S&P 500 ex Mag 7 TRS | 29,493,752 | 0 | -29,493,752 | 0.00% | -$63.75K |
| CoreVest American Finance Limited Series 2021-RTL1, Class A2 | 87,887 | 0 | -87,887 | 0.00% | -$83.36K |
| JP MORGAN MORTGAGE TRUST SERIES 2024-VIS2 JPMMT 2024-VIS2 B2 | 100,000 | 0 | -100,000 | 0.00% | -$100.19K |
| BRAVO RESIDENTIAL FUNDING TRUST 2024-NQM1 BRAVO 2024-NQM1 B2 | 100,000 | 0 | -100,000 | 0.00% | -$100.71K |
| CLO Secured Note - Class E-RR | 110,000 | 0 | -110,000 | 0.00% | -$109.28K |
| VERUS SECURITIZATION TRUST 2024-3 VERUS 2024-3 B2 | 120,000 | 0 | -120,000 | 0.00% | -$121.15K |
| Morgan Stanley Bank of America Merrill Lynch Trust, Series 2015-C24, Class E | 170,000 | 0 | -170,000 | 0.00% | -$164.60K |
| FREDDIE MAC MSCR TRUST MN7 MSCR 2023-MN7 B1 | 160,000 | 0 | -160,000 | 0.00% | -$181.99K |
| NYMT LOAN TRUST 2025-INV1 NYMT 2025-INV1 B1 | 220,000 | 0 | -220,000 | 0.00% | -$220.47K |
| FREDDIE MAC MSCR TRUST MN1 MSCR 2021-MN1 B1 | 210,000 | 0 | -210,000 | 0.00% | -$230.69K |
| Nomura Interest Rate Volatility Risk Premium USD 3M10Y Index TRS | 308,757 | 0 | -308,757 | 0.00% | -$236.03K |
| Hertz Vehicle Financing LLC, Series 2023-2A, Class D | 250,000 | 0 | -250,000 | 0.00% | -$261.44K |
| London Cards No. 2 plc, Series 2, Class E | 200,000 | 0 | -200,000 | 0.00% | -$275.59K |
| JP MORGAN MORTGAGE TRUST SERIES 2024-VIS1 VAR 07/25/2064 144A | 280,000 | 0 | -280,000 | 0.00% | -$281.91K |
| DWOLF 2017-1A E | 300,000 | 0 | -300,000 | 0.00% | -$299.92K |
| SCULPTOR CLO XXVII LTD SCUL 27A ER | 340,000 | 0 | -340,000 | 0.00% | -$331.75K |
| Bread Financial Payments, Inc. | 347,000 | 0 | -347,000 | 0.00% | -$359.25K |
| BLOOM ENERGY CORP CONV 0% 11/15/2030 144A | 450,000 | 0 | -450,000 | 0.00% | -$391.50K |
| VERUS SECURITIZATION TRUST VERUS 2024 5 B2 144A | 400,000 | 0 | -400,000 | 0.00% | -$403.48K |
| FS AI Factor Short TRS | 61,832,497 | 0 | -61,832,497 | 0.00% | -$423.82K |
| PURCHASING POWER FUNDING 2024-A LLC PPWR 2024-A D | 450,000 | 0 | -450,000 | 0.00% | -$450.46K |
| CSMC 2021-GATE CSMC 2021-GATE D | 480,000 | 0 | -480,000 | 0.00% | -$450.67K |
| HERTZ VEHICLE FINANCING III LLC SER 2023-1A CL 1D REGD 144A P/P 9.13000000 | 470,000 | 0 | -470,000 | 0.00% | -$473.53K |
| BREX COMMERCIAL CHARGE CARD MASTER TRUST BREX 2024-1 B | 500,000 | 0 | -500,000 | 0.00% | -$501.04K |
| TIAA CLO I LTD TIA 2016-1A DR | 500,000 | 0 | -500,000 | 0.00% | -$502.36K |
| GS Accelerated Bonus Depreciation TRS | 269,739 | 0 | -269,739 | 0.00% | -$547.57K |
| HERTZ VEHICLE FINANCING III LL HERTZ 2025 1A D 144A | 580,000 | 0 | -580,000 | 0.00% | -$587.63K |
| KOHL'S CORP | 836,000 | 0 | -836,000 | 0.00% | -$592.11K |
| WF-IRS 6YR PAY FIXED 3.365000 | 131,899,000 | 0 | -131,899,000 | 0.00% | -$654.46K |
| CORNERSTONE BUILDING REGD 144A P/P 9.50000000 | 961,000 | 0 | -961,000 | 0.00% | -$711.14K |
| US 10YR FUT OPTN Feb26C 112.5 LONG | 1,690 | 0 | -1,690 | 0.00% | -$712.97K |
| EOS ENERGY ENTERPRISES INC CONV 1.75% 12/01/2031 144A | 750,000 | 0 | -750,000 | 0.00% | -$725.62K |
| EURIBOR 2.068% 09/07/2026 EXPIRATION: 09/07/2026 | -75,000,000 | 0 | 75,000,000 | 0.00% | -$740.74K |
| goeasy Ltd. | 801,000 | 0 | -801,000 | 0.00% | -$749.25K |
| CORNERSTONE BUILDING REGD 144A P/P 6.12500000 | 1,500,000 | 0 | -1,500,000 | 0.00% | -$751.36K |
| US 10YR FUT OPTN Feb26P 112.5 LONG | 1,690 | 0 | -1,690 | 0.00% | -$818.59K |
| GMABDC 6.25 12/15/32 144A | 810,000 | 0 | -810,000 | 0.00% | -$830.13K |
| Osaic Holdings, Inc. | 881,000 | 0 | -881,000 | 0.00% | -$884.99K |
| CHEESECAKE FACTORY INC/THE SR UNSECURED 144A 03/30 2 | 1,000,000 | 0 | -1,000,000 | 0.00% | -$979.50K |
| BLUE OWL TECHNOL | 959,000 | 0 | -959,000 | 0.00% | -$980.85K |
| ACREC 2021-FL1 LTD ACREC 2021-FL1 E | 1,030,000 | 0 | -1,030,000 | 0.00% | -$1.02M |
| BARINGS EURO CLO 2024-1 DAC BABSE 2024-1A D | 875,000 | 0 | -875,000 | 0.00% | -$1.03M |
| FYBR 2023-1 C | 1,000,000 | 0 | -1,000,000 | 0.00% | -$1.03M |
| LNDPT 6.125 04/01/28 144A | 1,125,000 | 0 | -1,125,000 | 0.00% | -$1.05M |
| TKC HOLDINGS INC REGD 144A P/P 6.87500000 | 1,046,000 | 0 | -1,046,000 | 0.00% | -$1.06M |
| ZSCALER INC | 18,976,419 | 0 | -18,976,419 | 0.00% | -$1.06M |
| ARCOSA INC REGD 144A P/P 6.87500000 | 1,010,000 | 0 | -1,010,000 | 0.00% | -$1.06M |
| FREMOR 9.25 02/01/29 144A | 1,110,000 | 0 | -1,110,000 | 0.00% | -$1.16M |
| FRTITA 6.75 01/15/30 144A | 1,257,000 | 0 | -1,257,000 | 0.00% | -$1.20M |
| TRS 4 1/8 04/15/29 | 1,300,000 | 0 | -1,300,000 | 0.00% | -$1.26M |
| WR GRACE HOLDINGS LLC SR SECURED 144A 08/32 6.625 | 1,275,000 | 0 | -1,275,000 | 0.00% | -$1.29M |
| Affirm Asset Securitization Trust, Series 2024-A, Class D | 1,300,000 | 0 | -1,300,000 | 0.00% | -$1.30M |
| Hertz Vehicle Financing LLC, Series 2022-5A, Class D | 1,370,000 | 0 | -1,370,000 | 0.00% | -$1.37M |
| SURGERY CENTER HOLDINGS REGD 144A P/P 7.25000000 | 1,354,000 | 0 | -1,354,000 | 0.00% | -$1.37M |
| AVNT 6.25 11/01/31 144A | 1,335,000 | 0 | -1,335,000 | 0.00% | -$1.37M |
| USD-SOFR 2.9325% 09/08/2026 EXPIRATION: 09/08/2026 | 1,000,000,000 | 0 | -1,000,000,000 | 0.00% | -$1.37M |
| HIMS & HERS HEALTH INC 144A ZERO COUPON 05/15/2030 | 1,605,000 | 0 | -1,605,000 | 0.00% | -$1.38M |
| NEXTERA ENERGY INC PREFFERD STOCK | 27,003 | 0 | -27,003 | 0.00% | -$1.40M |
| ANCHORAGE CAPITAL CLO 28 LTD ANCHC 2024-28A E | 1,420,000 | 0 | -1,420,000 | 0.00% | -$1.42M |
| OCP CLO 2024-31 LTD OCP 2024-31A E | 1,440,000 | 0 | -1,440,000 | 0.00% | -$1.45M |
| TRIVIUM PACK FIN | 1,376,000 | 0 | -1,376,000 | 0.00% | -$1.48M |
| ODDITY FINANCE LLC CONV 0% 06/15/2030 144A | 1,750,000 | 0 | -1,750,000 | 0.00% | -$1.51M |
| FREDDIE MAC REMICS FHR 5163 NI | 7,394,894 | 0 | -7,394,894 | 0.00% | -$1.53M |
| UPGRADE RECEIVABLES TRUST 2024-1 UPGR 2024-1A D | 1,500,000 | 0 | -1,500,000 | 0.00% | -$1.54M |
| BLCOCN 8 3/8 10/01/28 | 1,506,000 | 0 | -1,506,000 | 0.00% | -$1.57M |
| CABO 0 03/15/26 | 1,610,000 | 0 | -1,610,000 | 0.00% | -$1.59M |
| Cornerstone Building Brands, Inc. | 2,095,000 | 0 | -2,095,000 | 0.00% | -$1.62M |
| NORTHERN OIL & GAS INC 3.625000% 04/15/2029 | 1,722,000 | 0 | -1,722,000 | 0.00% | -$1.66M |
| SUNOCO LP / SUNOCO FIN CORP 6% 04/15/2027 | 1,726,000 | 0 | -1,726,000 | 0.00% | -$1.73M |
| Iron Mountain Inc. | 1,767,000 | 0 | -1,767,000 | 0.00% | -$1.78M |
| TICP CLO VII LTD TICP 2017-7A ER | 1,830,000 | 0 | -1,830,000 | 0.00% | -$1.82M |
| CLEAR CHANNEL OUTDOOR HO SR SECURED 144A 04/30 7.875 | 1,747,000 | 0 | -1,747,000 | 0.00% | -$1.84M |
| RIVN 3.625 10/15/30 | 1,668,000 | 0 | -1,668,000 | 0.00% | -$1.87M |
| FREDDIE MAC REMICS FHR 5412 MI | 12,809,510 | 0 | -12,809,510 | 0.00% | -$1.94M |
| ADMT 2024-NQM6 B1A | 1,918,000 | 0 | -1,918,000 | 0.00% | -$1.96M |
| COLOGIX DATA CENTERS US ISSUER LLC CLGIX 2021-1A C | 2,000,000 | 0 | -2,000,000 | 0.00% | -$1.97M |
| STWD 6 04/15/30 144A | 1,922,000 | 0 | -1,922,000 | 0.00% | -$1.97M |
| NYMT LOAN TRUST 2025-INV2 NYMT 2025-INV2 B1 | 2,000,000 | 0 | -2,000,000 | 0.00% | -$2.01M |
| SVC 8 3/8 06/15/29 | 2,045,000 | 0 | -2,045,000 | 0.00% | -$2.06M |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNR 2021-158 JI | 9,008,110 | 0 | -9,008,110 | 0.00% | -$2.13M |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNR 2022-188 IE | 11,731,262 | 0 | -11,731,262 | 0.00% | -$2.15M |
| FREDDIE MAC REMICS FHR 5036 IB | 9,922,849 | 0 | -9,922,849 | 0.00% | -$2.22M |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNR 2025-120 SD | 20,042,136 | 0 | -20,042,136 | 0.00% | -$2.23M |
| AdaptHealth LLC | 2,310,000 | 0 | -2,310,000 | 0.00% | -$2.33M |
| J.P. Morgan Chase Commercial Mortgage Securities Trust, Series 2022-NLP, Class B | 2,376,366 | 0 | -2,376,366 | 0.00% | -$2.34M |
| Lumen Technologies, Inc. | 2,334,000 | 0 | -2,334,000 | 0.00% | -$2.35M |
| GRMPAC 7 1/8 08/15/28 | 2,370,000 | 0 | -2,370,000 | 0.00% | -$2.37M |
| FREDDIE MAC STRIPS FHS 357 IO | 11,287,341 | 0 | -11,287,341 | 0.00% | -$2.44M |
| GGAM FIN. LTD 5.875% | 2,606,000 | 0 | -2,606,000 | 0.00% | -$2.64M |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNR 2020-4 IO | 14,075,090 | 0 | -14,075,090 | 0.00% | -$2.77M |
| FREDDIE MAC REMICS FHR 5104 GI | 15,173,754 | 0 | -15,173,754 | 0.00% | -$2.77M |
| TOTAL RETURN SWAP - INDEX | 16,554 | 0 | -16,554 | 0.00% | -$3.04M |
| DELEK LOG PT/FIN | 3,223,000 | 0 | -3,223,000 | 0.00% | -$3.24M |
| SUPER MICRO COMPUTER INC CONV 3.5% 03/01/2029 | 3,675,000 | 0 | -3,675,000 | 0.00% | -$3.27M |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNR 2022-5 NI | 22,036,018 | 0 | -22,036,018 | 0.00% | -$3.40M |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNR 2022-30 IG | 22,457,764 | 0 | -22,457,764 | 0.00% | -$3.61M |
| GOLDENTREE LOAN MANAGEMENT US CLO 6 LTD GLM 2019-6A ER2 | 3,800,000 | 0 | -3,800,000 | 0.00% | -$3.71M |
| WAYFAIR INC CONV 3.5% 11/15/2028 | 1,651,000 | 0 | -1,651,000 | 0.00% | -$3.78M |
| FANNIE MAE REMICS FNR 2022-90 CI | 18,872,924 | 0 | -18,872,924 | 0.00% | -$3.83M |
| FREDDIE MAC REMICS FHR 5134 BI | 17,597,857 | 0 | -17,597,857 | 0.00% | -$3.86M |
| ABS | 4,000,000 | 0 | -4,000,000 | 0.00% | -$3.99M |
| A&D MTG TR ADMT_24-NQM1 | 4,000,000 | 0 | -4,000,000 | 0.00% | -$4.06M |
| AVT 1.75 09/01/30 | 4,665,000 | 0 | -4,665,000 | 0.00% | -$4.60M |
| BXP 2 10/01/30 | 4,950,000 | 0 | -4,950,000 | 0.00% | -$4.78M |
| Cologix Data Centers US Issuer LLC, Series 2021-1A, Class A2 | 5,000,000 | 0 | -5,000,000 | 0.00% | -$4.91M |
| ACREC LLC ACREC 2025 FL3 A 144A | 5,000,000 | 0 | -5,000,000 | 0.00% | -$5.00M |
| PEAC Solutions Receivables LLC, Series 2024-2A, Class A3 | 5,000,000 | 0 | -5,000,000 | 0.00% | -$5.03M |
| HUSKY INJECTION / TITAN SR SECURED 144A 02/29 9 | 5,748,000 | 0 | -5,748,000 | 0.00% | -$6.03M |
| SHIFT4 PMTS INC 6% MANDAT | 78,746 | 0 | -78,746 | 0.00% | -$6.30M |
| ZSCALER INC SR UNSECURED 144A 07/28 0.0000 | 7,061,000 | 0 | -7,061,000 | 0.00% | -$6.61M |
| CMS Energy Corporation, Convertible | 6,447,000 | 0 | -6,447,000 | 0.00% | -$6.90M |
| CNP 3 08/01/28 | 6,913,000 | 0 | -6,913,000 | 0.00% | -$7.00M |
| SOUTHERN CO/THE SR UNSECURED 144A 06/28 3.25 | 7,062,000 | 0 | -7,062,000 | 0.00% | -$7.05M |
| SPX FLOW INC REGD 144A P/P 8.75000000 | 6,876,000 | 0 | -6,876,000 | 0.00% | -$7.09M |
| Akamai Technologies, Inc., Convertible | 6,958,000 | 0 | -6,958,000 | 0.00% | -$7.69M |
| ODEON FINCO PLC SR SECURED 144A 11/27 12.75 | 7,496,000 | 0 | -7,496,000 | 0.00% | -$7.73M |
| BDS LLC, Series 2024-FL13, Class A | 8,000,000 | 0 | -8,000,000 | 0.00% | -$8.02M |
| WIB 0 03/19/26 | 10,000,000 | 0 | -10,000,000 | 0.00% | -$9.93M |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNR 2025-120 IA | 55,685,553 | 0 | -55,685,553 | 0.00% | -$10.45M |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNR 2025-120 IB | 62,889,292 | 0 | -62,889,292 | 0.00% | -$12.45M |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNR 2025-120 IC | 67,097,388 | 0 | -67,097,388 | 0.00% | -$14.44M |
| U.S. Treasury Bills | 20,000,000 | 0 | -20,000,000 | 0.00% | -$19.96M |
| WI TREASURY SEC. 0.000000% 02/19/2026 | 25,000,000 | 0 | -25,000,000 | 0.00% | -$24.88M |
| BARCLAYS BANK PLC MTN ZERO COUPON 12/29/2026 | 30,000,000 | 0 | -30,000,000 | 0.00% | -$33.41M |
| BARCLAYS BANK PLC MTN ZERO COUPON 12/29/2026 | 39,149,194 | 0 | -39,149,194 | 0.00% | -$35.31M |
| BARCLAYS BANK PLC MTN ZERO COUPON 12/29/2026 | 153,220,861 | 0 | -153,220,861 | 0.00% | -$176.06M |
| FNCL 5 1/26 | 740,000,000 | 0 | -740,000,000 | 0.00% | -$738.15M |
| FNCL 5.5 1/26 | 1,125,000,000 | 0 | -1,125,000,000 | 0.00% | -$1.14B |
| Security | Shares Dec 2025 | Shares Mar 2026 | Δ shares | End % | Δ value |
|---|---|---|---|---|---|
| SHS BEN INT | 460,979 | 534,150 | 73,171 | 5.55% | -$2.37M |
| SWITCH Data Centers - SWCH 2025-DATA E | 5,240,000 | 10,490,000 | 5,250,000 | 2.79% | $5.10M |
| PG&E Corporation, Convertible | 5,388,000 | 7,160,000 | 1,772,000 | 2.00% | $1.88M |
| Carvana Co | 5,536,000 | 6,845,000 | 1,309,000 | 1.93% | $1.32M |
| GME 0 04/01/30 | 5,606,000 | 6,134,000 | 528,000 | 1.71% | $768.67K |
| QTS Data Centers - BX 2025-VLT7 D | 5,000,000 | 6,000,000 | 1,000,000 | 1.61% | $939.43K |
| HPE 7 5/8 | 44,154 | 89,990 | 45,836 | 1.57% | $2.86M |
| Coinbase Global, Inc., Convertible | 5,301,000 | 6,529,000 | 1,228,000 | 1.55% | $797.87K |
| RR DONNELLEY + SONS CO SR SECURED 144A 08/29 9.5 | 3,582,000 | 4,266,000 | 684,000 | 1.17% | $626.81K |
| RITM 8 04/01/29 144A | 2,698,000 | 4,384,000 | 1,686,000 | 1.16% | $1.54M |
| Novanta Inc PREFERRED STOCK | 15,380 | 78,440 | 63,060 | 1.14% | $3.36M |
| KEHEFO 9 02/15/29 144A | 3,509,000 | 3,851,000 | 342,000 | 1.08% | $325.69K |
| Flexential Issuer, LLC | 3,119,086 | 3,347,657 | 228,571 | 0.90% | $271.79K |
| Arbor Realty SR Inc | 3,001,000 | 3,508,000 | 507,000 | 0.88% | $376.54K |
| IREN LTD SR UNSECURED 144A 07/31 0.0000 | 897,000 | 4,151,000 | 3,254,000 | 0.82% | $2.36M |
| LD HOLDINGS GROUP LLC REGD 144A P/P 8.75000000 | 1,480,000 | 3,110,000 | 1,630,000 | 0.79% | $1.47M |
| RCM 6.875 11/15/31 144A | 1,191,000 | 2,789,000 | 1,598,000 | 0.73% | $1.46M |
| ARBOR REALTY SR INC REGD 144A P/P 8.50000000 | 2,407,000 | 2,534,000 | 127,000 | 0.67% | $92.99K |
| MOHEGN 11.875 04/15/31 144A | 889,000 | 2,148,000 | 1,259,000 | 0.60% | $1.30M |
| VIKING BAKED GOODS ACQUISITION SR SECURED 144A 11/31 8.625 | 1,148,000 | 2,199,000 | 1,051,000 | 0.59% | $1.02M |
| ARDONAGH FINCO LTD REGD 144A P/P 7.75000000 | 1,451,000 | 1,896,000 | 445,000 | 0.52% | $397.05K |
| BELLEMEADE RE 2025-1 LTD BMIR 2025 1 M1C 144A | 750,000 | 1,750,000 | 1,000,000 | 0.48% | $1.01M |
| PLNFIN 10.5 12/15/29 144A | 1,003,000 | 1,625,000 | 622,000 | 0.42% | $508.09K |
| VT TOPCO INC SR SECURED 144A 08/30 8.5 | 891,000 | 1,456,000 | 565,000 | 0.40% | $549.53K |
| 1261229 BC Ltd | 955,000 | 1,127,000 | 172,000 | 0.31% | $160.66K |
| NLSN 10.375 05/15/31 144A | 176,000 | 994,000 | 818,000 | 0.27% | $822.49K |
| FLAGSTAR BANCORP INC VARIABLE RATE 11/01/2030 | 454,000 | 973,000 | 519,000 | 0.25% | $488.48K |
| PRA GRP. INC 8.875% | 400,000 | 721,000 | 321,000 | 0.20% | $312.98K |
| MARATHON DIGITAL HOLDINGS INC | -70,909 | -7,557 | 63,352 | -0.02% | $575.10K |
| MakeMyTrip Ltd. USD0.0005 | -19,244 | -2,407 | 16,837 | -0.02% | $1.49M |
| REXFORD INDUSTRIAL REALTY INC | -11,687 | -7,352 | 4,335 | -0.07% | $211.89K |
| ARES MANAGEMENT CORP CL A | -15,057 | -7,022 | 8,035 | -0.21% | $1.67M |
| NORWEGIAN CRUISE | -117,580 | -42,473 | 75,107 | -0.21% | $1.83M |
| UPSTART HOLDINGS INC | -42,294 | -35,164 | 7,130 | -0.24% | $947.56K |
| PKOH 8.5 08/01/30 144A | -1,771,000 | -1,052,000 | 719,000 | -0.29% | $740.39K |
| ALBEMARLE CORP COMMON STOCK | -8,181 | -8,051 | 130 | -0.39% | -$288.28K |
| APOLLO GLOBAL MANAGEMENT INC | -17,808 | -16,293 | 1,515 | -0.49% | $762.52K |
| JD.COM INC SPON ADR | -66,424 | -62,150 | 4,274 | -0.50% | $68.59K |
| TRIP.COM GROUP LTD ADR | -75,030 | -45,371 | 29,659 | -0.61% | $3.14M |
| ALIBABA GROUP HOLDING LTD SPON ADR | -20,557 | -18,966 | 1,591 | -0.64% | $633.77K |
| CMS ENERGY CORP | -41,836 | -32,977 | 8,859 | -0.69% | $367.24K |
| FIRSTENERGY CORP | -73,800 | -55,479 | 18,321 | -0.76% | $493.46K |
| Security | Shares Dec 2025 | Shares Mar 2026 | Δ shares | End % | Δ value |
|---|---|---|---|---|---|
| FIP MASTER FUNDING LLC FI 2024-1A A1 | 7,975,926 | 7,968,519 | -7,407 | 2.14% | -$112.37K |
| Renew, Series 2024-2A, Class A | 8,038,764 | 7,867,134 | -171,630 | 2.03% | -$124.69K |
| KSL Commercial Mortgage Trust, Series 2024-HT2, Class A | 7,767,258 | 7,129,677 | -637,581 | 1.92% | -$648.52K |
| ACHM TRUST 2024-HE2 ACHM 2024-HE2 A | 7,483,417 | 7,025,995 | -457,421 | 1.90% | -$477.25K |
| Maxim Crane Works Holdings Capital LLC | 7,157,000 | 6,373,000 | -784,000 | 1.80% | -$972.46K |
| VINE 2023-SFR1 TRUST VINEB 2023-SFR1 A | 7,037,815 | 6,483,414 | -554,402 | 1.73% | -$620.29K |
| TRIP.COM GROUP LTD SR UNSECURED 06/29 0.75 | 6,798,000 | 5,884,000 | -914,000 | 1.65% | -$2.27M |
| AQUA FINANCE TRUST 2024-A SER 2024-A CL A REGD 144A P/P 4.81000000 | 6,187,703 | 5,815,731 | -371,972 | 1.58% | -$417.97K |
| ROCSOF 9 11/28/28 144A | 8,889,000 | 5,750,000 | -3,139,000 | 1.55% | -$3.42M |
| FIRSTENERGY CORP SR UNSECURED 144A 01/31 3.875 | 7,053,000 | 4,356,000 | -2,697,000 | 1.36% | -$2.57M |
| Credit Acceptance Corp | 4,942,000 | 4,512,000 | -430,000 | 1.26% | -$489.91K |
| Park River Holdings Inc | 5,749,000 | 4,687,000 | -1,062,000 | 1.26% | -$1.26M |
| Icahn Enterprises LP / Icahn Enterprises Finance Corp | 5,491,000 | 4,719,000 | -772,000 | 1.26% | -$838.21K |
| FREDDIE MAC REMICS FHR 5420 SG | 160,614,127 | 137,933,910 | -22,680,217 | 1.25% | -$374.27K |
| FREDDIE MAC STRIPS FHS 406 S44 | 59,803,157 | 54,263,218 | -5,539,939 | 1.21% | -$58.61K |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNR 2025-120 LS | 62,597,578 | 59,570,667 | -3,026,912 | 1.17% | $19.84K |
| FANNIE MAE REMICS FNR 2021-87 GI | 23,321,868 | 22,806,596 | -515,272 | 1.17% | -$67.45K |
| SVC 0 09/30/27 | 5,191,000 | 4,740,000 | -451,000 | 1.17% | -$378.45K |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNR 2025-120 NS | 77,040,762 | 70,312,662 | -6,728,099 | 1.11% | -$97.44K |
| FANNIE MAE REMICS FNR 2025-4 SB | 103,741,337 | 87,528,902 | -16,212,435 | 1.10% | -$341.30K |
| FREDDIE MAC REMICS FHR 5332 SA | 67,958,068 | 63,708,941 | -4,249,127 | 1.10% | $29.49K |
| FANNIE MAE REMICS FNR 2023-11 HS | 92,046,021 | 84,960,972 | -7,085,049 | 1.09% | -$93.11K |
| EchoStar Corp | 5,002,000 | 3,567,000 | -1,435,000 | 1.04% | -$1.68M |
| ACRISURE LLC / FIN INC SR UNSECURED 144A 06/29 8.5 | 4,173,000 | 3,810,000 | -363,000 | 1.02% | -$592.93K |
| MF1 MULTIFAMILY HOUSING MORTGA MF1 2022 FL8 A 144A | 6,493,136 | 3,748,947 | -2,744,189 | 1.01% | -$2.74M |
| VSTA 2024-CES3 A1 | 4,012,254 | 3,642,679 | -369,575 | 0.99% | -$378.05K |
| NEW ENT. STONE & LI 9.75% | 3,952,000 | 3,608,000 | -344,000 | 0.97% | -$377.29K |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNR 2021-216 IC | 25,272,778 | 24,419,187 | -853,591 | 0.96% | -$97.14K |
| FANNIE MAE REMICS FNR 2024-90 SB | 74,062,390 | 67,089,591 | -6,972,800 | 0.94% | -$59.82K |
| FANNIE MAE REMICS FNR 2024-84 HS | 43,967,690 | 39,207,281 | -4,760,408 | 0.91% | -$17.08K |
| HOMES 2024-AFC1 TRUST HOMES 2024-AFC1 A1 | 3,671,180 | 3,355,838 | -315,342 | 0.91% | -$324.10K |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNR 2025-120 CS | 56,792,997 | 51,874,759 | -4,918,238 | 0.86% | $71.89K |
| MIDCAP FINL. ISSUER 6.50% | 3,572,000 | 3,261,000 | -311,000 | 0.86% | -$401.32K |
| FREDDIE MAC REMICS FHR 5296 ST | 39,461,205 | 37,955,557 | -1,505,649 | 0.83% | $41.13K |
| WOODWARD CAPITAL MANAGEMENT RCKT 2024 CES7 A1A 144A | 3,403,763 | 3,059,137 | -344,626 | 0.83% | -$359.18K |
| FANNIE MAE INTEREST STRIP FNS 431 C35 | 50,841,049 | 48,639,213 | -2,201,836 | 0.82% | -$176.49K |
| FANNIE MAE REMICS FNR 2024-88 SC | 101,222,829 | 90,139,008 | -11,083,821 | 0.80% | -$303.05K |
| FREDDIE MAC REMICS FHR 5290 TS | 40,028,848 | 38,652,032 | -1,376,816 | 0.79% | -$3.32K |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNR 2024-65 SV | 62,687,116 | 56,970,539 | -5,716,576 | 0.78% | -$134.98K |
| POWSOL 6.75 09/15/32 144A | 6,002,000 | 2,831,000 | -3,171,000 | 0.77% | -$3.37M |
| FANNIE MAE REMICS FNR 2023-11 SA | 44,390,921 | 40,974,023 | -3,416,898 | 0.77% | -$61.63K |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNR 2022-137 JS | 40,774,201 | 38,960,439 | -1,813,762 | 0.77% | -$316.55K |
| ACHM TRUST 2025-HE1 ACHM 2025-HE1 A | 2,960,234 | 2,793,358 | -166,875 | 0.76% | -$173.38K |
| ITPCN 10 12/15/28 | 3,659,000 | 3,341,000 | -318,000 | 0.75% | -$543.92K |
| FANNIE MAE REMICS FNR 2024-22 SA | 53,571,246 | 47,705,236 | -5,866,010 | 0.74% | -$127.90K |
| Forward Air Corporation | 2,993,000 | 2,793,000 | -200,000 | 0.73% | -$465.32K |
| FREDDIE MAC REMICS FHR 5416 SC | 34,324,852 | 30,576,378 | -3,748,473 | 0.72% | -$527.96K |
| FANNIE MAE REMICS FNR 2022-4 WI | 27,332,864 | 26,381,991 | -950,873 | 0.72% | -$136.31K |
| MFRA 2024-NQM2 A1 144A 5.272% 08-25-69 | 3,189,892 | 2,619,539 | -570,353 | 0.71% | -$577.36K |
| NCLH 0.75 09/15/30 | 6,962,000 | 2,805,000 | -4,157,000 | 0.70% | -$4.11M |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNR 2025-120 MS | 45,720,934 | 41,814,100 | -3,906,834 | 0.70% | -$73.87K |
| UPSTART HOLDINGS INC CONV 0% 02/15/2032 144A | 4,564,000 | 4,029,000 | -535,000 | 0.70% | -$1.19M |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNR 2025-120 BS | 43,552,885 | 38,984,344 | -4,568,541 | 0.68% | -$51.96K |
| FREDDIE MAC STRIPS FHS 406 S4 | 45,884,775 | 41,634,182 | -4,250,593 | 0.68% | -$99.91K |
| FREDDIE MAC STRIPS FHS 406 S43 | 30,589,850 | 27,756,122 | -2,833,728 | 0.66% | -$18.83K |
| PMT 8.5 06/01/29 | 3,060,000 | 2,295,000 | -765,000 | 0.64% | -$855.07K |
| UPGRADE RECEIVABLES TRUST 2024-1 UPGR 2024-1A E | 3,040,000 | 2,251,000 | -789,000 | 0.64% | -$734.83K |
| FANNIE MAE REMICS FNR 2024-68 SA | 44,274,487 | 40,279,164 | -3,995,323 | 0.63% | -$42.56K |
| REXR 4.125 03/15/29 | 2,971,000 | 2,339,000 | -632,000 | 0.62% | -$667.81K |
| FANNIE MAE REMICS FNR 2020-76 MI | 10,018,083 | 9,875,874 | -142,208 | 0.62% | -$124.40K |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNR 2025-120 SB | 54,709,617 | 50,198,835 | -4,510,783 | 0.62% | -$84.51K |
| FREDDIE MAC REMICS FHR 5250 SA | 36,959,262 | 35,797,136 | -1,162,127 | 0.61% | -$247.64K |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNR 2022-148 SJ | 30,673,566 | 29,306,107 | -1,367,460 | 0.61% | $107.53K |
| US ACUTE CARE SOLUTIONS SR SECURED 144A 05/29 9.75 | 2,550,000 | 2,328,000 | -222,000 | 0.61% | -$319.95K |
| FREDDIE MAC REMICS FHR 5481 SA | 93,646,929 | 77,882,620 | -15,764,309 | 0.59% | -$295.69K |
| FANNIE MAE REMICS FNR 2024-92 SB | 67,358,570 | 61,430,115 | -5,928,455 | 0.59% | -$782.58K |
| FANNIE MAE REMICS FNR 2022-58 S | 46,636,802 | 44,510,556 | -2,126,246 | 0.58% | -$46.17K |
| FANNIE MAE REMICS FNR 2022-16 QI | 21,567,457 | 20,701,589 | -865,868 | 0.58% | -$91.69K |
| WELLS FARGO COMMERCIAL MORTGAGE TRUST 2025-AURA WFCM 2025-AURA E | 3,400,000 | 2,112,000 | -1,288,000 | 0.57% | -$1.27M |
| FREDDIE MAC REMICS FHR 5339 AS | 35,942,688 | 34,521,787 | -1,420,900 | 0.57% | -$125.64K |
| Equify ABS LLC, Series 2024-1A, Class A | 2,581,849 | 2,075,860 | -505,989 | 0.56% | -$504.76K |
| DEATIR 8 02/01/28 144A | 4,652,000 | 2,092,000 | -2,560,000 | 0.55% | -$2.62M |
| FREDDIE MAC REMICS FHR 5344 SA | 45,988,873 | 41,922,666 | -4,066,207 | 0.55% | -$83.26K |
| FANNIE MAE REMICS FNR 2024-24 SB | 32,665,394 | 29,088,558 | -3,576,836 | 0.55% | -$76.09K |
| FREDDIE MAC REMICS FHR 5336 SA | 45,353,494 | 39,927,087 | -5,426,408 | 0.54% | -$101.77K |
| CONVEXITY MSCBXAW7 10/07/2027 LONG | 100,000,000 | 77,400,000 | -22,600,000 | 0.54% | -$1.25M |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNR 2025-24 SV | 151,884,051 | 136,735,742 | -15,148,309 | 0.53% | -$239.13K |
| FANNIE MAE REMICS FNR 2022-74 US | 53,006,487 | 50,404,326 | -2,602,161 | 0.53% | -$37.17K |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNR 2022-159 JS | 36,553,888 | 35,487,700 | -1,066,188 | 0.52% | -$79.57K |
| VSTA 2024-CES2 A1 | 2,124,851 | 1,929,813 | -195,038 | 0.52% | -$198.37K |
| FREDDIE MAC REMICS FHR 5255 SA | 36,387,108 | 35,164,390 | -1,222,718 | 0.51% | -$258.68K |
| FREDDIE MAC STRIPS FHS 356 S5 | 17,828,187 | 17,400,908 | -427,278 | 0.50% | -$150.70K |
| FANNIE MAE REMICS FNR 2024-89 SD | 56,910,927 | 51,547,645 | -5,363,281 | 0.49% | -$69.56K |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNR 2022-23 WI | 8,260,787 | 8,155,832 | -104,955 | 0.48% | -$103.47K |
| FANNIE MAE REMICS FNR 2018-73 SC | 16,974,371 | 16,540,925 | -433,446 | 0.48% | -$152.71K |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNR 2021-139 WI | 11,217,980 | 10,931,621 | -286,359 | 0.48% | -$22.98K |
| FANNIE MAE REMICS FNR 2020-41 IP | 10,185,069 | 9,865,728 | -319,341 | 0.48% | -$79.25K |
| ILFC E-CAPITAL TRUST I 144A VARIABLE RATE 12/21/2065 | 2,730,000 | 2,030,000 | -700,000 | 0.47% | -$559.26K |
| FREDDIE MAC REMICS FHR 5354 SL | 26,787,980 | 23,081,401 | -3,706,580 | 0.46% | -$64.88K |
| ATLC 9 3/4 09/01/30 | 1,899,000 | 1,817,000 | -82,000 | 0.44% | -$267.92K |
| LFS TOPCO LLC SR UNSECURED 144A 07/30 8.75 | 4,215,000 | 1,700,000 | -2,515,000 | 0.44% | -$2.62M |
| FANNIE MAE REMICS FNR 2022-74 SA | 45,486,335 | 44,266,146 | -1,220,189 | 0.44% | $11.94K |
| FANNIE MAE REMICS FNR 2024-12 DS | 31,824,277 | 28,339,543 | -3,484,734 | 0.42% | -$107.75K |
| FANNIE MAE REMICS FNR 2024-11 IK | 9,295,544 | 8,274,156 | -1,021,388 | 0.41% | -$124.03K |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNR 2018-89 LS | 15,075,030 | 14,778,371 | -296,659 | 0.39% | -$84.37K |
| RADPAR 8.5 07/15/32 144A | 1,773,000 | 1,427,000 | -346,000 | 0.39% | -$405.35K |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNR 2025-120 IS | 49,685,949 | 44,742,726 | -4,943,222 | 0.39% | -$11.09K |
| FANNIE MAE REMICS FNR 2024-97 MS | 27,133,226 | 24,576,193 | -2,557,033 | 0.38% | -$15.21K |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNR 2025-120 GS | 35,135,926 | 31,808,986 | -3,326,940 | 0.36% | -$3.26K |
| SERVICE PROPERTIES TRUST SR UNSECURED 01/28 3.95 | 3,820,000 | 1,370,000 | -2,450,000 | 0.35% | -$2.30M |
| FREDDIE MAC REMICS FHR 5252 SP | 27,011,128 | 25,595,954 | -1,415,174 | 0.35% | -$188.57K |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNR 2022-193 SA | 52,437,207 | 48,238,031 | -4,199,176 | 0.35% | -$83.19K |
| FREDDIE MAC STRIPS FHS 406 S16 | 30,589,850 | 27,756,122 | -2,833,728 | 0.34% | -$51.13K |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNR 2023-53 SB | 31,183,673 | 28,205,603 | -2,978,070 | 0.33% | -$76.41K |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNR 2016-77 SC | 11,474,770 | 11,244,420 | -230,350 | 0.33% | -$79.88K |
| FANNIE MAE REMICS FNR 2023-19 SB | 14,212,449 | 13,443,629 | -768,819 | 0.32% | $10.88K |
| NATL MENTOR HLDG | 1,869,000 | 1,132,000 | -737,000 | 0.32% | -$710.48K |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNR 2025-120 DS | 22,618,653 | 20,447,648 | -2,171,005 | 0.30% | -$9.89K |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNR 2018-91 SJ | 9,460,580 | 9,398,863 | -61,716 | 0.28% | -$42.31K |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNR 2024-H20 KI | 13,941,303 | 13,762,220 | -179,083 | 0.28% | -$84.30K |
| BEAMOB 7.25 08/01/30 144A | 1,602,000 | 957,000 | -645,000 | 0.27% | -$686.94K |
| GMABDC 7.25 12/15/33 144A | 1,213,000 | 938,000 | -275,000 | 0.27% | -$292.32K |
| HRI 7 06/15/30 144A | 1,606,000 | 953,000 | -653,000 | 0.26% | -$713.02K |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNR 2018-100 S | 9,131,959 | 8,812,080 | -319,879 | 0.26% | -$55.94K |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNR 2018-91 SH | 8,742,872 | 8,590,411 | -152,460 | 0.25% | -$46.54K |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNR 2025-26 SG | 67,729,443 | 59,660,647 | -8,068,796 | 0.25% | -$132.57K |
| FANNIE MAE REMICS FNR 2022-40 PS | 16,903,484 | 16,171,388 | -732,097 | 0.25% | -$114.02K |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNR 2025-120 ES | 22,715,731 | 20,537,449 | -2,178,282 | 0.25% | -$33.82K |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNR 2025-120 SC | 25,077,462 | 22,844,907 | -2,232,555 | 0.25% | -$41.61K |
| Ares Management Corp., Series B, Conv. Pfd. | 63,113 | 25,260 | -37,853 | 0.25% | -$2.27M |
| GOODLEAP HOME IMPROVEMENT SOLUTIONS TRUST 2024-1 GDLP 2024-1A C | 841,147 | 794,349 | -46,798 | 0.22% | -$51.99K |
| FANNIE MAE REMICS FNR 2024-35 BS | 24,348,265 | 21,276,619 | -3,071,646 | 0.22% | -$268.93K |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNR 2015-123 SE | 8,527,862 | 8,326,964 | -200,897 | 0.22% | -$57.99K |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNR 2023-21 SE | 25,354,674 | 23,208,447 | -2,146,228 | 0.21% | -$44.99K |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNR 2023-56 SE | 27,357,953 | 25,202,137 | -2,155,816 | 0.21% | -$45.53K |
| MOHEGN 8.25 04/15/30 144A | 1,831,000 | 735,000 | -1,096,000 | 0.20% | -$1.16M |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNR 2021-215 SB | 12,956,952 | 12,789,040 | -167,912 | 0.20% | -$123.20K |
| QUIKRETE HOLDINGS INC SR SECURED 144A 03/32 6.375 | 1,092,000 | 741,000 | -351,000 | 0.20% | -$385.26K |
| LINDBLAD EXPEDITIONS LLC SR SECURED 144A 09/30 7 | 1,778,000 | 735,000 | -1,043,000 | 0.20% | -$1.10M |
| MMYT 0 07/01/30 | 4,102,000 | 889,000 | -3,213,000 | 0.20% | -$3.27M |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNR 2010-35 AS | 9,175,645 | 8,920,232 | -255,413 | 0.20% | -$74.94K |
| GSYCN 9.25 12/01/28 144A | 1,000,000 | 773,000 | -227,000 | 0.19% | -$309.26K |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNR 2011-70 WI | 14,557,757 | 14,157,317 | -400,440 | 0.19% | -$79.72K |
| FANNIE MAE REMICS FNR 2012-75 DS | 7,785,654 | 7,662,550 | -123,103 | 0.19% | -$64.15K |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNR 2025-120 HS | 21,057,083 | 18,880,690 | -2,176,394 | 0.18% | -$23.76K |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNR 2023-82 US | 12,869,459 | 10,873,916 | -1,995,543 | 0.17% | -$119.83K |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNR 2025-120 AI | 4,012,792 | 3,602,418 | -410,374 | 0.17% | $16.63K |
| Radnor RE Ltd., Series 2021-1, Class M2 | 973,059 | 610,583 | -362,476 | 0.17% | -$367.00K |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNR 2025-120 AS | 8,936,339 | 7,924,960 | -1,011,379 | 0.16% | -$12.85K |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNR 2010-37 SG | 7,175,802 | 6,979,832 | -195,970 | 0.15% | -$53.90K |
| PennyMac Mortgage Investment Trust PREFERRED STOCK | 42,524 | 20,247 | -22,277 | 0.14% | -$584.28K |
| COMM 2014-UBS6 MORTGAGE TRUST COMM 2014-UBS6 D | 1,780,000 | 518,687 | -1,261,313 | 0.14% | -$1.16M |
| NATIXIS COMMERCIAL MORTGAGE SE NCMS 2022 RRI E 144A | 1,125,000 | 466,448 | -658,552 | 0.13% | -$650.36K |
| MARA HOLDINGS INC ZERO COUPON 03/01/2030 | 3,675,000 | 458,000 | -3,217,000 | 0.11% | -$2.48M |
| STWD 7.25 04/01/29 144A | 754,000 | 368,000 | -386,000 | 0.10% | -$417.40K |
| Brookfield Property Preferred LP PREFERRED STOCK | 20,460 | 19,585 | -875 | 0.09% | $23.65K |
| SEQUOIA MORTGAGE TRUST 2024-9 SEMT 2024-9 B4 | 363,675 | 362,258 | -1,417 | 0.09% | -$816 |
| ILFC E-Capital Trust II | 2,579,000 | 379,000 | -2,200,000 | 0.09% | -$1.89M |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNR 2025-120 BI | 2,251,812 | 2,076,353 | -175,459 | 0.09% | $10.78K |
| TRAILR 7 5/8 02/15/30 | 971,000 | 332,000 | -639,000 | 0.08% | -$596.01K |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNR 2024-H21 IB | 3,729,523 | 3,695,774 | -33,748 | 0.08% | $40.60K |
| Ally Bank Auto Credit-Linked Notes, Series 2024-A, Class G | 287,777 | 253,155 | -34,622 | 0.07% | -$37.61K |
| Provident Funding Associates L.P./ PFG Finance Corp. | 1,258,000 | 250,000 | -1,008,000 | 0.07% | -$1.07M |
| J.P. MORGAN MORTGAGE TRUST 2023-4 JPMMT 2023-4 B4 | 250,511 | 249,382 | -1,129 | 0.06% | $3.11K |
| ACHV ABS Trust Series 2023-4CP, Class E | 360,883 | 203,062 | -157,821 | 0.06% | -$160.79K |
| PAGAYA AI DEBT GRANTOR TRUST 2025-3 PAID 2025-3 D | 199,960 | 199,959 | -0 | 0.05% | -$1.65K |
| Westgate Resorts LLC, Series 2023-1A, Class D | 214,022 | 196,163 | -17,859 | 0.05% | -$18.92K |
| BNP Paribas FX Mean Reversion G10 Selection USD Index TRS | 227,561 | 227,073 | -488 | 0.05% | $358.77K |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNR 2025-H19 IA | 2,229,673 | 2,218,710 | -10,963 | 0.04% | $5.62K |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNR 2024-H14 AI | 2,394,255 | 2,371,318 | -22,937 | 0.04% | $2.34K |
| USCLN 2023-1 D | 159,671 | 116,905 | -42,767 | 0.03% | -$44.22K |
| WELLS FARGO MORTGAGE BACKED SECURITIES 2021-RR1 TR WFMBS 2021-RR1 AIO1 | 3,556,990 | 3,502,189 | -54,801 | 0.03% | -$2.76K |
| IWM US 05/15/26 P200 | 485 | 203 | -282 | 0.03% | -$26.31K |
| MORGAN STANLEY RESIDENTIAL MORTGAGE LOAN TRUST 202 MSRM 2024-INV2 B5 | 98,213 | 97,897 | -316 | 0.03% | -$226 |
| RMF Proprietary Issuance Trust Series 2021-2, Class A | 77,647 | 75,924 | -1,723 | 0.02% | -$1.38K |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNR 2024-H11 EI | 906,515 | 904,519 | -1,996 | 0.02% | $1.84K |
| MORGAN STANLEY CAP I TR 2024-BPR2 X VAR 05/05/2029 144A | 2,241,436 | 2,236,412 | -5,025 | 0.01% | -$4.63K |
| AFFIRM ASSET SECURITIZATION TRUST 2023-X1 AFFRM 2023-X1 D | 93,141 | 51,548 | -41,592 | 0.01% | -$41.86K |
| OBX 2021-INV2 TRUST OBX 2021-INV2 AIO1 | 3,584,304 | 3,518,941 | -65,363 | 0.01% | -$305 |
| CHASE HOME LENDING MORTGAGE TRUST SERIES 2024-5 CHASE 2024-5 AX1 | 11,292,755 | 10,569,149 | -723,606 | 0.01% | -$2.23K |
| RATE MORTGAGE TRUST 2021-J3 RATE 2021-J3 AX1 | 1,918,449 | 1,870,010 | -48,439 | 0.01% | -$474 |
| CHASE HOME LENDING MORTGAGE TRUST SERIES 2024-4 CHASE 2024-4 AX1 | 8,018,956 | 7,585,438 | -433,518 | 0.00% | $493 |
| TRS on MARKIT IBOXX HY JUN26 TRS | 19,949,999 | 13,986,003 | -5,963,996 | 0.00% | $93.36K |
| CELANESE US HOLDINGS LLC SR UNSEC 6.5% 04-15-30 | -1,073,000 | -1,217,000 | -144,000 | -0.34% | -$163.57K |
| IREN Ltd. ORDINARY SHARES | -8,275 | -37,551 | -29,276 | -0.35% | -$974.70K |
| COINBASE GLOBAL INC | -7,932 | -8,659 | -727 | -0.41% | $281.79K |
| SUPER MICRO COMPUTER INC | -27,747 | -73,261 | -45,514 | -0.45% | -$856.00K |
| PG&E CORP | -64,108 | -111,893 | -47,785 | -0.53% | -$935.74K |
| ALLIANT ENERGY CORP COMMON STOCK | -21,297 | -27,801 | -6,504 | -0.54% | -$610.48K |
| NEXTERA ENERGY INC | -11,951 | -26,422 | -14,471 | -0.66% | -$1.49M |
| GAMESTOP CORP CL A | -124,855 | -131,502 | -6,647 | -0.82% | -$578.84K |
| NOVANTA INC | -5,383 | -26,326 | -20,943 | -0.84% | -$2.47M |
| HEWLETT PACKARD ENTERPRISE CO | -103,706 | -208,805 | -105,099 | -1.34% | -$2.48M |
| US TREASURY N/B | -19,000,000 | -34,000,000 | -15,000,000 | -9.28% | -$15.02M |
| US ULTRA BOND CBT Sep25 | 239,245,003 | -663,667 | -239,908,670 | -503.14% | $1.35B |
| Security | Shares Dec 2025 | Shares Mar 2026 | Δ shares | End % | Δ value |
|---|---|---|---|---|---|
| NEUBERGER BERMAN LOAN ADVISERS CLO 29 LTD NEUB 2018-29A A2R | 11,700,000 | 11,700,000 | 0 | 3.15% | -$39.51K |
| ELMWOOD CLO II LTD ELMW2 2019-2A A2RR | 11,000,000 | 11,000,000 | 0 | 2.97% | -$54.55K |
| WOODS 2018-12BA BR CLO 144A FRN 06-15-31 | 10,500,000 | 10,500,000 | 0 | 2.84% | -$15.42K |
| USD-SOFR 4.40 01/16/2035 EXPIRATION: 01/16/2035 | 300,000,000 | 300,000,000 | 0 | 2.77% | -$424.73K |
| WFCM 2025-DWHP A | 10,000,000 | 10,000,000 | 0 | 2.72% | -$2.49K |
| BSPRT Issuer LLC, Series 2024-FL11, Class A | 10,000,000 | 10,000,000 | 0 | 2.71% | $16.30K |
| KENNEDY LEWIS CLO 6 LTD KLLM 6A AR2 | 10,000,000 | 10,000,000 | 0 | 2.70% | -$7.37K |
| STAR 2024-SFR4 TRUST STAR 2024-SFR4 A | 9,977,929 | 9,977,929 | 0 | 2.70% | -$37.29K |
| QTS Data Centers - BX 2025-VLT7 E | 7,500,000 | 7,500,000 | 0 | 2.01% | -$56.12K |
| JD.COM INC SR UNSECURED 06/29 0.25 | 7,260,000 | 7,260,000 | 0 | 1.95% | -$36.30K |
| RADNOR RE 2022-1 LTD RMIR 2022-1 M2 | 6,500,000 | 6,500,000 | 0 | 1.95% | -$37.76K |
| FLEXENTIAL ISSUER LLC SER 2025-1A CL A2 REGD 144A P/P 6.03000000 | 6,500,000 | 6,500,000 | 0 | 1.75% | -$10.87K |
| HERA FINANCING 2024-1 DAC HRFIN 2024-1A A | 4,821,701 | 4,821,701 | 0 | 1.73% | -$99.36K |
| RADNOR RE 2021-2 LTD RMIR 2021-2 M2 | 6,000,000 | 6,000,000 | 0 | 1.68% | -$33.29K |
| CONSOLIDATED COMMUNICATIONS LLC / FIDIUM FIBER FIN HOLDCO LLC 9.408% 05/20/2055 144A | 5,000,000 | 5,000,000 | 0 | 1.41% | -$21.52K |
| CARVANA AUTO RECEIVABLES TRUST 2025-N1 CRVNA 2025-N1 E | 5,058,000 | 5,058,000 | 0 | 1.38% | $30.62K |
| AFFIRM MASTER TRUST AFRMT 2025-1A E | 5,000,000 | 5,000,000 | 0 | 1.36% | -$4.23K |
| FLEXENTIAL ISSUER LLC FLX 2025-1A C | 5,000,000 | 5,000,000 | 0 | 1.35% | -$8.03K |
| WELLS FARGO COMMERCIAL MORTGAG WFCM 2025 AURA A 144A | 5,000,000 | 5,000,000 | 0 | 1.35% | -$18.74K |
| BXMT Ltd., Series 2025-FL5, Class A | 5,000,000 | 5,000,000 | 0 | 1.35% | $1.94K |
| FLX 2021-1A C | 5,000,000 | 5,000,000 | 0 | 1.34% | $2.59K |
| LMRE 2025 SFR1 Trust, Series 2025-SFR1, Class A | 5,000,000 | 5,000,000 | 0 | 1.32% | -$26.14K |
| LNT 3 1/4 05/30/28 | 4,489,000 | 4,489,000 | 0 | 1.29% | $175.40K |
| Exeter Automobile Receivables Trust, Series 2025-3A, Class E | 4,590,000 | 4,590,000 | 0 | 1.25% | -$91.68K |
| SWTCH 2024-2A C | 4,500,000 | 4,500,000 | 0 | 1.24% | -$33.57K |
| CONE TRUST 2024-DFW1 CONE 2024-DFW1 C | 4,500,000 | 4,500,000 | 0 | 1.21% | -$40.25K |
| GLS Auto Receivables Issuer Trust, Series 2025-1A, Class E | 4,250,000 | 4,250,000 | 0 | 1.17% | -$3.81K |
| QTS Data Centers - BX 2025-VLT6 E | 4,300,000 | 4,300,000 | 0 | 1.15% | -$21.55K |
| CROSS 2024-H5 MORTGAGE TRUST CROSS 2024-H5 B1B | 4,180,000 | 4,180,000 | 0 | 1.14% | -$22.90K |
| RWT 7.75 06/15/27 | 4,116,000 | 4,116,000 | 0 | 1.12% | $61.74K |
| SWCH COMMERCIAL MORTGAGE TRUST 2025-DATA SWCH 2025-DATA D | 4,150,000 | 4,150,000 | 0 | 1.10% | -$27.23K |
| RITM 8 07/15/30 144A | 4,040,000 | 4,040,000 | 0 | 1.05% | -$232.23K |
| Fontainebleau Miami Beach Mortgage Trust, Series 2024-FBLU, Class F | 3,790,000 | 3,790,000 | 0 | 1.03% | -$9.29K |
| CROSS 2023-H2 MORTGAGE TRUST CROSS 2023-H2 B1 | 3,760,000 | 3,760,000 | 0 | 1.02% | -$16.89K |
| BX Trust, Series 2024-VLT4, Class F | 3,750,000 | 3,750,000 | 0 | 1.00% | -$43.26K |
| WFCM 2025-B33RP E TSFR3M+375 08/15/2042 144A | 3,630,000 | 3,630,000 | 0 | 0.98% | $5.03K |
| BABA 0.5 06/01/31 | 2,474,000 | 2,474,000 | 0 | 0.93% | -$410.68K |
| Verus Securitization Trust, Series 2023-5, Class B2 | 3,431,000 | 3,431,000 | 0 | 0.93% | -$16.20K |
| Arbor Realty Commercial Real Estate Notes 2025-FL1 LLC | 3,420,000 | 3,420,000 | 0 | 0.92% | -$858 |
| Exeter Automobile Receivables Trust, Series 2025-5A, Class E | 3,460,000 | 3,460,000 | 0 | 0.92% | -$55.77K |
| BLP Commercial Mortgage Trust, Series 2025-IND2, Class E | 3,380,000 | 3,380,000 | 0 | 0.91% | -$5.28K |
| SCG 2024-MSP MORTGAGE TRUST SCG 2024-MSP E | 3,320,000 | 3,320,000 | 0 | 0.89% | -$22.49K |
| GLOBAL ATLANTIC FIN CO REGD V/R 144A P/P 7.25000000 | 3,490,000 | 3,490,000 | 0 | 0.89% | -$216.82K |
| MAGNETITE XXXI LTD MAGNE 2021-31A ER | 3,500,000 | 3,500,000 | 0 | 0.88% | -$246.11K |
| HAYFIN EMERALD CLO V DAC HAYEM 5A ER | 2,760,000 | 2,760,000 | 0 | 0.86% | -$54.44K |
| PRA GROUP INC REGD 144A P/P 5.00000000 | 3,343,000 | 3,343,000 | 0 | 0.83% | -$57.61K |
| UNITI FIBER ABS ISSUER LLC UNIT 2025-1A C | 3,000,000 | 3,000,000 | 0 | 0.83% | -$83.18K |
| TOWD POINT ASSET TRUST 2021-SL1 TPAT 2021-SL1 D | 3,130,000 | 3,130,000 | 0 | 0.83% | $2.25K |
| Nassau Cos of New York/The 7.88 07/15/2030 | 3,345,000 | 3,345,000 | 0 | 0.83% | -$137.27K |
| WELLS FARGO COMMERCIAL MORTGAGE TRUST 2025-AGLN WFCM 2025-AGLN E | 3,070,000 | 3,070,000 | 0 | 0.82% | -$24.80K |
| HARBOR PARK CLO LTD HARB 2018-1A ER2 | 3,170,000 | 3,170,000 | 0 | 0.78% | -$247.48K |
| GSMS TRUST 2024-FAIR GSMS 2024-FAIR D | 2,750,000 | 2,750,000 | 0 | 0.75% | -$35.18K |
| MF1 Ltd., Series 2022-FL8, Class E | 2,810,000 | 2,810,000 | 0 | 0.75% | -$6.41K |
| CONSUMER PORTFOLIO SERVICES AUTO TRUST 2025-B CPS 2025-B E | 2,620,000 | 2,620,000 | 0 | 0.73% | -$27.56K |
| UPSTART SECURITIZATION TRUST 2025-2 UPST 2025-2 D | 2,580,000 | 2,580,000 | 0 | 0.72% | $34.95K |
| TRIVIUM PACK FIN | 2,458,000 | 2,458,000 | 0 | 0.72% | -$5.72K |
| CROSS 2025-H5 MORTGAGE TRUST CROSS 2025-H5 B1B | 2,585,000 | 2,585,000 | 0 | 0.70% | $5.23K |
| JUNIPER VALLEY PARK CLO LTD JNPPK 2023-1A ERR | 2,770,000 | 2,770,000 | 0 | 0.69% | -$181.53K |
| Regional Management Issuance Trust, Series 2024-1, Class D | 2,500,000 | 2,500,000 | 0 | 0.69% | -$25.04K |
| Consolidated Communications LLC, Series 2025-4A, Class C | 2,500,000 | 2,500,000 | 0 | 0.69% | -$4.73K |
| CROSS 2023-H1 MORTGAGE TRUST CROSS 2023-H1 B1 | 2,500,000 | 2,500,000 | 0 | 0.68% | -$17.35K |
| LUMMUS 9 07/01/28 144A | 2,500,000 | 2,500,000 | 0 | 0.68% | -$1.36K |
| SWITCH ABS ISSUER LLC SWTCH 2025-2A B | 2,500,000 | 2,500,000 | 0 | 0.66% | -$61.13K |
| MUVICO LLC SR SECURED 144A 02/29 15 | 2,548,515 | 2,548,515 | 0 | 0.65% | -$348.19K |
| WELLS FARGO COMMERCIAL MORTGAGE TRUST 2025-DWHP WFCM 2025-DWHP E | 2,320,000 | 2,320,000 | 0 | 0.63% | -$14.85K |
| BLUE OWL CREDIT | 2,401,000 | 2,401,000 | 0 | 0.63% | -$82.90K |
| New Residential Mortgage Loan Trust, Series 2025-NQM5, Class B2 | 2,300,000 | 2,300,000 | 0 | 0.61% | -$19.07K |
| PRKAV 2017-245P E | 2,310,000 | 2,310,000 | 0 | 0.60% | $19.86K |
| APOLLO GLOBAL MANAGEMENT PFD | 37,500 | 37,500 | 0 | 0.59% | -$639.75K |
| CRVNA 2024-N3 E | 2,120,000 | 2,120,000 | 0 | 0.58% | $16.57K |
| COLONY MORTGAGE CAPITAL LTD CLNY 2019 IKPR C 144A | 2,122,000 | 2,122,000 | 0 | 0.55% | $10.52K |
| APIDOS CLO XXIII APID 2015-23A ERR | 2,155,000 | 2,155,000 | 0 | 0.55% | -$100.09K |
| AFFIRM ASSET SECURITIZATION TRUST 2024-B AFFRM 2024-B E | 2,000,000 | 2,000,000 | 0 | 0.54% | -$9.55K |
| FLATIRON CLO 23 LLC FLAT 2023-1A ER | 2,100,000 | 2,100,000 | 0 | 0.54% | -$94.33K |
| PRA GRP. INC 8.375% | 1,975,000 | 1,975,000 | 0 | 0.54% | -$29.43K |
| BRSP LTD | 2,000,000 | 2,000,000 | 0 | 0.54% | $694 |
| COMM 2024-CBM MORTGAGE TRUST COMM 2024-CBM F | 2,020,000 | 2,020,000 | 0 | 0.53% | -$11.60K |
| SYNRGY 7.875 12/01/30 144a | 1,895,000 | 1,895,000 | 0 | 0.52% | -$32.97K |
| OHA CREDIT PARTNERS VII LTD OAKC 2012-7A D2R4 | 2,000,000 | 2,000,000 | 0 | 0.50% | -$113.55K |
| HRT DNT/HRT FIN | 1,809,000 | 1,809,000 | 0 | 0.50% | -$38.01K |
| ARKO CORP REGD 144A P/P 5.12500000 | 2,090,000 | 2,090,000 | 0 | 0.50% | $64.08K |
| OHA CREDIT PARTNERS VII LTD OAKC 2012-7A ER4 | 2,000,000 | 2,000,000 | 0 | 0.50% | -$143.06K |
| A&D MORTGAGE TRUST 2024-NQM2 ADMT 2024-NQM2 B1 | 1,807,000 | 1,807,000 | 0 | 0.50% | -$3.35K |
| FREMOR 6 5/8 01/15/27 | 1,787,000 | 1,787,000 | 0 | 0.48% | -$9.09K |
| A&D MORTGAGE TRUST 2025-NQM5 ADMT 2025-NQM5 B1 | 1,797,000 | 1,797,000 | 0 | 0.48% | -$3.41K |
| GLS Auto Receivables Issuer Trust, Series 2025-2A, Class E | 1,720,000 | 1,720,000 | 0 | 0.48% | -$5.28K |
| HOMES 2025-AFC1 TRUST HOMES 2025-AFC1 B1 | 1,755,000 | 1,755,000 | 0 | 0.47% | -$11.39K |
| Advance Auto Parts, Inc. | 1,726,000 | 1,726,000 | 0 | 0.47% | $13.38K |
| Credit Acceptance Corp | 1,780,000 | 1,780,000 | 0 | 0.47% | -$45.07K |
| FPH 8 10/01/30 144A | 1,728,000 | 1,728,000 | 0 | 0.47% | -$81.45K |
| MFT 2023-2A D | 1,670,000 | 1,670,000 | 0 | 0.46% | -$5.30K |
| VISTA POINT SECURITIZATION TRUST VSTA_24-CES3 | 1,644,000 | 1,644,000 | 0 | 0.45% | $2.12K |
| NEUBERGER BERMAN LOAN ADVISERS CLO 38 LTD NEUB 2020-38A ER2 | 1,795,000 | 1,795,000 | 0 | 0.45% | -$103.71K |
| SG RESIDENTIAL MORTGAGE TRUST 2025-1 SGR 2025-1 B1 | 1,660,000 | 1,660,000 | 0 | 0.44% | $3.43K |
| Albemarle Corp PREFERRED STOCK | 22,725 | 22,725 | 0 | 0.44% | $283.15K |
| LADDER CAP FINAN | 1,627,000 | 1,627,000 | 0 | 0.44% | -$34.52K |
| ENT AUTO RECEIVABLES TRUST 2023-1 ENT 2023-1A D | 1,560,000 | 1,560,000 | 0 | 0.44% | -$10.64K |
| SIX FLAGS ENTERTAINMENT CORP / COMPANY GUAR 10/28 6.5 | 1,619,000 | 1,619,000 | 0 | 0.44% | $29.62K |
| GTN 10.5 07/15/29 144A | 1,491,000 | 1,491,000 | 0 | 0.43% | -$18.92K |
| LNW 6.25 10/01/33 144A | 1,617,000 | 1,617,000 | 0 | 0.43% | -$52.89K |
| Arbor Realty Commercial Real Estate Notes Ltd., Series 2022-FL1, Class D | 1,580,000 | 1,580,000 | 0 | 0.43% | -$908 |
| Reach ABS Trust, Series 2025-2A, Class D | 1,530,000 | 1,530,000 | 0 | 0.43% | $28.99K |
| SIXTH STREET LEN | 1,601,000 | 1,601,000 | 0 | 0.43% | -$45.40K |
| ARES CAPITAL COR | 1,565,000 | 1,565,000 | 0 | 0.43% | -$29.33K |
| UPSTART SECURITIZATION TRUST 2025-4 UPST 2025-4 D | 1,515,000 | 1,515,000 | 0 | 0.42% | $33.16K |
| METRONET INFRASTRUCTURE ISSUER MNET 2025 2A C 144A | 1,500,000 | 1,500,000 | 0 | 0.41% | -$19.10K |
| THPT 2023-THL MORTGAGE TRUST THPT 2023-THL E | 1,500,000 | 1,500,000 | 0 | 0.41% | -$10.79K |
| FLEXENTIAL ISSUER 2021-1 FLX 2021-1A B | 1,500,000 | 1,500,000 | 0 | 0.40% | $12.01K |
| GSYCN 7.625 07/01/29 144A | 1,695,000 | 1,695,000 | 0 | 0.40% | -$188.56K |
| QTS Data Centers - BX 2025-VLT6 D | 1,500,000 | 1,500,000 | 0 | 0.40% | -$12.68K |
| NWHM 9.25 10/01/29 144A | 1,388,000 | 1,388,000 | 0 | 0.38% | -$46.52K |
| CIFC FUNDING 2021-VII LTD CIFC 2021-7A ER | 1,500,000 | 1,500,000 | 0 | 0.38% | -$88.58K |
| OCTAGON INVESTMENT PARTNERS 29 LTD OCT29 2016-1A ER2 | 1,500,000 | 1,500,000 | 0 | 0.38% | -$60.22K |
| MEACHAM PARK CLO LTD MCHPK 2024-1A E | 1,500,000 | 1,500,000 | 0 | 0.37% | -$122.41K |
| DRYDEN 55 CLO LTD DRSLF 2018-55A E | 1,450,000 | 1,450,000 | 0 | 0.37% | -$62.99K |
| Jane Street Group / JSG Finance Inc. | 1,341,000 | 1,341,000 | 0 | 0.36% | -$38.45K |
| EnPro Inc. | 1,306,000 | 1,306,000 | 0 | 0.36% | -$26.68K |
| QUIKRETE HOLDINGS INC SR UNSECURED 144A 03/33 6.75 | 1,282,000 | 1,282,000 | 0 | 0.35% | -$36.73K |
| OLYMPIC TOWER 2017-OT MORTGAGE TRUST OT 2017-OT C | 1,390,000 | 1,390,000 | 0 | 0.35% | $696 |
| ONDK 2024-2A C 144A 7.03% 10-17-31 | 1,300,000 | 1,300,000 | 0 | 0.35% | -$19.26K |
| Hertz Vehicle Financing LLC, Series 2025-2A, Class D | 1,280,000 | 1,280,000 | 0 | 0.35% | -$10.10K |
| The New Home Company Inc. | 1,288,000 | 1,288,000 | 0 | 0.34% | -$67.02K |
| Bellemeade Re Ltd., Series 2025-1, Class M1B | 1,250,000 | 1,250,000 | 0 | 0.34% | -$1.37K |
| EAGLE RE 2023-1 LTD EMIR 2023-1 M2 | 1,150,000 | 1,150,000 | 0 | 0.33% | -$3.21K |
| CENTURY COMMUNITIES REGD 144A P/P 3.87500000 | 1,276,000 | 1,276,000 | 0 | 0.32% | -$15.76K |
| ANGEL OAK MORTGAGE TRUST 2025-8 AOMT 2025-8 B1 | 1,205,000 | 1,205,000 | 0 | 0.32% | -$8.11K |
| UPSTART SECURITIZATION TRUST 2023-2 UPST 2023-2 C | 1,134,000 | 1,134,000 | 0 | 0.32% | -$10.20K |
| DOTMER 7.625 06/15/32 144A | 1,263,000 | 1,263,000 | 0 | 0.31% | $26.80K |
| BW REAL ESTATE INC SR UNSECURED 144A 12/99 VAR | 1,136,000 | 1,136,000 | 0 | 0.31% | -$25.52K |
| DEEPHAVEN RESIDENTIAL MORTGAGE TRUST 2025-INV1 DRMT 2025-INV1 B2 | 1,152,000 | 1,152,000 | 0 | 0.30% | -$17.51K |
| VERUS SECURITIZATION TRUST 2023-6 VERUS 2023-6 B2 | 1,080,000 | 1,080,000 | 0 | 0.29% | -$5.11K |
| LAQ 2023-LAQ MORTGAGE TRUST LAQ 2023-LAQ F | 1,125,000 | 1,125,000 | 0 | 0.29% | -$6.43K |
| NEWDAY FUNDING MASTER ISSUER PLC - SERIES 2024-3 NDFT 2024-3A E | 780,000 | 780,000 | 0 | 0.28% | -$18.02K |
| GNW V0 11/15/36 | 1,256,000 | 1,256,000 | 0 | 0.28% | -$33.16K |
| UPSTART SECURITIZATION TRUST UPST 2025 3 D 144A | 1,000,000 | 1,000,000 | 0 | 0.27% | $24.17K |
| BLUE STREAM ISSUER LLC BSTRM 2023 1A C 144A | 1,000,000 | 1,000,000 | 0 | 0.27% | -$6.30K |
| BLUEPEAK ABS ISSUER LLC BPEAK 2025-1A B | 1,000,000 | 1,000,000 | 0 | 0.27% | $2.36K |
| PRPM Trust, Series 2025-NQM1, Class B1 | 1,000,000 | 1,000,000 | 0 | 0.27% | -$7.76K |
| SAIF SECURITIZATION TRUST 2025-CES1 SAIF 2025-CES1 B1 | 1,000,000 | 1,000,000 | 0 | 0.27% | $8.30K |
| A10 Securitization Series 2025-FL6, Class E | 1,000,000 | 1,000,000 | 0 | 0.27% | -$1.13K |
| COMM Mortgage Trust, Series 2024-WCL1, Class D | 1,000,000 | 1,000,000 | 0 | 0.27% | -$672 |
| FORTRESS CREDIT BSL III LTD FCBSL 2015-1A ER | 1,000,000 | 1,000,000 | 0 | 0.27% | $4.50K |
| WCORE COMMERCIAL MORTGAGE TRUST 2024-CORE WCORE 2024-CORE E | 1,000,000 | 1,000,000 | 0 | 0.27% | -$7.54K |
| GS MORTGAGE-BACKED SECURITIES TRUST 2025-HE2 GSMBS 2025-HE2 B1 | 950,000 | 950,000 | 0 | 0.26% | $14.85K |
| RATE MORTGAGE TRUST 2024-J4 RATE 2024-J4 B4 | 1,191,000 | 1,191,000 | 0 | 0.26% | $7.17K |
| GEO GRP. INC/THE 10.25% | 899,000 | 899,000 | 0 | 0.26% | -$25.08K |
| OCTAGON INVESTMENT PARTNERS 48 LTD OCT48 2020-3A ER2 | 1,000,000 | 1,000,000 | 0 | 0.25% | -$48.98K |
| KKR CLO 23 LTD KKR 23 E | 1,000,000 | 1,000,000 | 0 | 0.25% | -$38.56K |
| COLT 2025-4 MORTGAGE LOAN TRUST COLT 2025-4 B1 | 920,000 | 920,000 | 0 | 0.25% | -$8.81K |
| FORTRESS CREDIT BSL VIII LTD FCBSL 2019-2A E | 1,000,000 | 1,000,000 | 0 | 0.25% | -$63.29K |
| MORGAN STANLEY BANK OF AMERICA MSBAM 2013 C9 E 144A | 1,030,000 | 1,030,000 | 0 | 0.25% | -$9.16K |
| HOMES 2025-NQM5 TRUST HOMES 2025-NQM5 B2 | 930,000 | 930,000 | 0 | 0.25% | -$5.67K |
| TMS International Corp/DE | 945,000 | 945,000 | 0 | 0.25% | -$1.31K |
| SABLE INTL FIN LTD 7.125% 10/15/2032 144A | 901,000 | 901,000 | 0 | 0.24% | -$21.75K |
| SSP 3.875% 1st lien Nts due 2029 144A | 961,000 | 961,000 | 0 | 0.24% | $4.62K |
| Senior Secured Note | 34,100 | 34,100 | 0 | 0.22% | $37.51K |
| HOME RE 2023-1 LTD HMIR 2023-1 M2 | 720,000 | 720,000 | 0 | 0.21% | $1.31K |
| AVANT LOANS FUNDING TRUST 2025-REV1 AVNT 2025-REV1 D | 725,000 | 725,000 | 0 | 0.20% | -$4.77K |
| Rfna LP | 742,000 | 742,000 | 0 | 0.19% | -$45.53K |
| Amneal Pharmaceuticals LLC | 686,000 | 686,000 | 0 | 0.19% | -$18.43K |
| CIFC Funding Ltd., Series 2017-4A, Class D | 700,000 | 700,000 | 0 | 0.19% | -$2.08K |
| CIFC FUNDING 2022-IV LTD CIFC 2022-4A ER | 750,000 | 750,000 | 0 | 0.19% | -$45.89K |
| PRPM Trust, Series 2025-NQM3, Class B1 | 650,000 | 650,000 | 0 | 0.18% | -$2.08K |
| PROGRESS RESIDENTIAL 2024-SFR2 TRUST PROG 2024-SFR2 F | 690,000 | 690,000 | 0 | 0.17% | $4.21K |
| COMM 2024-CBM MORTGAGE TRUST COMM 2024 CBM E 144A | 610,000 | 610,000 | 0 | 0.17% | -$4.89K |
| NEW RESIDENTIAL MORTGAGE LOAN TRUST 2025-NQM2 NRZT 2025-NQM2 B1 | 590,000 | 590,000 | 0 | 0.16% | $5.38K |
| EMPOWER CLO 2022-1 LTD EMPWR 2022-1A ER | 660,000 | 660,000 | 0 | 0.16% | -$46.35K |
| VERDANT RECEIVABLES 2024-1 LLC VERD 2024-1A D | 570,000 | 570,000 | 0 | 0.16% | -$4.81K |
| MFIT 2024-AA D | 570,000 | 570,000 | 0 | 0.16% | -$4.58K |
| VERUS SECURITIZATION TRUST 2025-1 VERUS 2025-1 B2 | 570,000 | 570,000 | 0 | 0.15% | -$3.55K |
| KAPITUS ASSET SECURITIZATION V LLC KAPT 2025-1A D | 550,000 | 550,000 | 0 | 0.15% | -$2.86K |
| JP MORGAN MORTGAGE TRUST SERIES 2025-CCM2 JPMMT 2025-CCM2 B4 | 620,000 | 620,000 | 0 | 0.15% | $48.93K |
| ELMWOOD CLO 30 LTD ELM30 2024-6A E | 500,000 | 500,000 | 0 | 0.13% | -$19.36K |
| CARVAL CLO III LTD CARVL 2019-2A ER2 | 490,000 | 490,000 | 0 | 0.12% | -$22.17K |
| NEW RESIDENTIAL MORTGAGE LOAN TRUST 2024-NQM3 NRZT 2024-NQM3 B2 | 460,000 | 460,000 | 0 | 0.12% | -$2.55K |
| Western Alliance Bancorp PREFERRED STOCK | 19,200 | 19,200 | 0 | 0.12% | $4.61K |
| COLONY MORTGAGE CAPITAL LTD CLNY 2019 IKPR D 144A | 450,000 | 450,000 | 0 | 0.12% | $6.73K |
| ANCHORAGE CAPITAL CLO 21 LTD ANCHC 2021-21A ER | 470,000 | 470,000 | 0 | 0.12% | -$25.93K |
| FORTRESS CREDIT BSL XVIII LTD FCBSL 2023-1A D1R | 430,000 | 430,000 | 0 | 0.11% | -$4.36K |
| ADMT 2024-NQM6 ADMT 2024-NQM6 B2 | 410,000 | 410,000 | 0 | 0.11% | $14.39K |
| ADMT 2024-NQM6 ADMT 2024-NQM6 B1B | 400,000 | 400,000 | 0 | 0.11% | $357 |
| LAQ 2023-LAQ MORTGAGE TRUST LAQ 2023-LAQ G | 405,000 | 405,000 | 0 | 0.10% | -$2.26K |
| JACKSON PARK TRUST 2019-LIC JAX 2019-LIC E | 420,000 | 420,000 | 0 | 0.10% | $1.22K |
| ISLAND FINANCE TRUST 2025-1 ISLN 2025-1A C | 350,000 | 350,000 | 0 | 0.10% | -$1.43K |
| ISLAND FINANCE TRUST 2025-1 ISLN 2025-1A B | 300,000 | 300,000 | 0 | 0.08% | $749 |
| Hertz Vehicle Financing LLC, Series 2023-4A, Class D | 290,000 | 290,000 | 0 | 0.08% | -$2.96K |
| COLT 2025-1 MORTGAGE LOAN TRUST COLT 2025-1 B2 | 300,000 | 300,000 | 0 | 0.08% | $1.41K |
| DRYDEN 60 CLO LTD DRSLF 2018-60A D | 300,000 | 300,000 | 0 | 0.08% | -$17 |
| PRPM LLC, Series 2024-RCF3, Class M2 | 310,000 | 310,000 | 0 | 0.08% | -$841 |
| REACH FINANCIAL LLC REACH 2025 1A D 144A | 260,000 | 260,000 | 0 | 0.07% | $3.99K |
| AREIT Trust, Series 2022-CRE6, Class D | 270,000 | 270,000 | 0 | 0.07% | $1 |
| BLUE OWL CAPITAL | 265,000 | 265,000 | 0 | 0.07% | -$7.16K |
| SYMPHONY CLO XX LTD SYMP 2018-20A E | 250,000 | 250,000 | 0 | 0.06% | -$10.04K |
| NEUBERGER BERMAN LOAN ADVISERS CLO 46 LTD NEUB 2021-46A ER | 250,000 | 250,000 | 0 | 0.06% | -$14.53K |
| Oaktree CLO Ltd., Series 2019-4A, Class ERR | 250,000 | 250,000 | 0 | 0.06% | -$17.15K |
| Verus Securitization Trust, Series 2025-INV1, Class B2 | 230,000 | 230,000 | 0 | 0.06% | -$811 |
| HOMES TRUST HOMES_25-NQM2 | 230,000 | 230,000 | 0 | 0.06% | -$1.24K |
| TRTX 6 1/4 PERP | 12,403 | 12,403 | 0 | 0.06% | -$3.97K |
| MADISON PARK FUNDING XXVII LTD MDPK 2018-27A ER | 250,000 | 250,000 | 0 | 0.06% | -$25.52K |
| UPGRADE AUTO RECEIVABLES TRUST 2025-1 UPGA 2025-1A E | 210,000 | 210,000 | 0 | 0.06% | $1.29K |
| FIGRE TRUST 2025-HE8 FIGRE 2025-HE8 E | 200,000 | 200,000 | 0 | 0.05% | $4.56K |
| VERUS SECURITIZATION TRUST 2024-6 VERUS 2024-6 B2 | 200,000 | 200,000 | 0 | 0.05% | -$1.13K |
| CASCADE FUNDING MORTGAGE TRUST 2021-FRR1 CFMT 2021-FRR1 CK98 | 260,000 | 260,000 | 0 | 0.05% | $2.83K |
| ELLINGTON FINANCIAL MORTGAGE TRUST 2022-3 EFMT 2022-3 M1 | 200,000 | 200,000 | 0 | 0.05% | -$2.07K |
| SG V-Step TRS | 56,314 | 56,314 | 0 | 0.05% | -$6.59K |
| EURIBOR SWAP RATE OPTION 7-17-28 LONG | 1,000,000,000 | 1,000,000,000 | 0 | 0.05% | $47.16K |
| VERUS SECURITIZATION TRUST 2024-9 VERUS 2024-9 B2 | 150,000 | 150,000 | 0 | 0.04% | -$840 |
| MORGAN STANLEY RESIDENTIAL MORTGAGE LOAN TRUST 202 MSRM 2024-NQM3 B1B | 150,000 | 150,000 | 0 | 0.04% | -$1.18K |
| Hotwire Funding LLC, Series 2024-1A, Class C | 140,000 | 140,000 | 0 | 0.04% | -$126 |
| PRPM 2025-RCF6 LLC PRPM 2025-RCF6 M2 | 150,000 | 150,000 | 0 | 0.04% | -$457 |
| ONDK 2024-2A D | 140,000 | 140,000 | 0 | 0.04% | -$75 |
| NEUBERGER BERMAN LOAN ADVISERS CLO 47 LTD NEUB 2022-47A ER | 150,000 | 150,000 | 0 | 0.04% | -$8.74K |
| OLYMPIC TOWER 2017-OT MORTGAGE TRUST OT 2017-OT D | 150,000 | 150,000 | 0 | 0.04% | $630 |
| CROSS 2024-H1 MORTGAGE TRUST CROSS 2024-H1 B1 | 100,000 | 100,000 | 0 | 0.03% | -$242 |
| ONDK 2025-1A D | 100,000 | 100,000 | 0 | 0.03% | $582 |
| NEW RESIDENTIAL MORTGAGE LOAN TRUST 2025-NQM2 NRZT 2025-NQM2 B2 | 100,000 | 100,000 | 0 | 0.03% | -$78 |
| EFMT 2025-INV1 EFMT 2025-INV1 B2 | 100,000 | 100,000 | 0 | 0.03% | -$564 |
| BNP FX STEER TRS | 250,333 | 250,333 | 0 | 0.03% | -$35.47K |
| MORGAN STANLEY RESIDENTIAL MORTGAGE LOAN TRUST 202 MSRM 2024-4 B4 | 100,000 | 100,000 | 0 | 0.02% | -$195 |
| SG V-Step TRS | 19,425 | 19,425 | 0 | 0.02% | -$2.27K |
| GS Carry + Tail Reversion TRS | 115,941 | 115,941 | 0 | -0.01% | -$150.72K |
| USD-SOFR 4.48% 09/26/2035 EXPIRATION: 09/26/2035 | -128,000,000 | -128,000,000 | 0 | -0.02% | -$250.67K |
| USD-SOFR 4.22% 09/26/2030 EXPIRATION: 09/26/2030 | 81,000,000 | 81,000,000 | 0 | -0.05% | $3.09K |
| QSP Convexity TRS | 654,991 | 654,991 | 0 | -0.10% | -$104.80K |
| USD-SOFR 4.27 01/16/2035 EXPIRATION: 01/16/2035 | 0 | 0 | 0 | -0.29% | $495.50K |
| MIWIDO 6.75 04/01/32 144A | -1,585,000 | -1,585,000 | 0 | -0.41% | $106.89K |
| Private Credit BDCs TRS | 300,589 | 300,589 | 0 | -0.97% | -$3.53M |
| USD-SOFR 6.40 01/16/2035 EXPIRATION: 01/16/2035 | -350,000,000 | -350,000,000 | 0 | -2.47% | $57.22K |
| SX5E DIVIDEND FUT DEC26 PHYSICAL INDEX FUTURE. | -3,000 | -3,000 | 0 | -15.82% | -$537.05K |
Machine-readable: JSON · Markdown. Programmatic access via the agent surface.