FSMTX
Fidelity SAI Total Bond Fund
Fidelity Salem Street Trust

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.

Nov 30, 2025 → Feb 28, 2026

Expand a category to see the positions behind it, ranked by weight.

Security Shares Nov 2025 Shares Feb 2026 Δ shares End % Δ value
US TREASURY N/B 0 409,400,000 409,400,000 1.73% $410.87M
US TREASURY N/B 0 356,000,000 356,000,000 1.51% $357.64M
US TREASURY N/B 0 240,800,000 240,800,000 1.02% $243.17M
G2SF 5.5 4/25 0 222,000,000 222,000,000 0.95% $224.62M
US TREASURY N/B 0 161,486,000 161,486,000 0.68% $162.55M
US TREASURY N/B 0 145,513,000 145,513,000 0.62% $148.01M
FNCL 6 3/24 0 111,200,000 111,200,000 0.48% $114.06M
FNCL 6 4/26 0 102,275,000 102,275,000 0.44% $104.90M
FNCI 5 4/21 0 88,950,000 88,950,000 0.38% $90.25M
G2SF 2 4/26 0 105,950,000 105,950,000 0.38% $89.76M
G2SF 6 4/25 0 81,750,000 81,750,000 0.35% $83.35M
Fannie Mae or Freddie Mac 0 58,025,000 58,025,000 0.25% $58.91M
US TREASURY N/B 0 55,860,000 55,860,000 0.23% $55.76M
GNMA TBA 0 61,775,000 61,775,000 0.22% $52.33M
GNII II 5.5% 03/01/2056 #TBA 0 36,125,000 36,125,000 0.15% $36.59M
FNCL 2 4/26 0 43,700,000 43,700,000 0.15% $36.19M
G2SF 5 4/26 0 35,450,000 35,450,000 0.15% $35.53M
US TREASURY N/B 0 32,120,000 32,120,000 0.14% $32.22M
G2SF 6.5 4/25 0 28,800,000 28,800,000 0.13% $29.89M
Government National Mortgage Association, TBA 0 28,350,000 28,350,000 0.12% $28.93M
PLYM Commercial Mortgage Trust 2026-IND 0 27,489,000 27,489,000 0.12% $27.49M
Government National Mortgage Association, TBA 0 28,575,000 28,575,000 0.11% $25.21M
Extended Stay America Trust, Series 2026-ESH2, Class A 0 22,246,000 22,246,000 0.09% $22.25M
BX COMMERCIAL MORTGAGE TRUST 2026-XL6 TSFR1M+130 03/15/2043 144A 0 20,359,000 20,359,000 0.09% $20.37M
G2SF 2.5 4/24 0 21,075,000 21,075,000 0.08% $18.59M
Uniform Mortgage-Backed Security, TBA 0 20,500,000 20,500,000 0.07% $16.98M
CSC SERVICEWORKS TERM Exchange FLSO TL 1LN 09/04/2030 0 18,350,923 18,350,923 0.06% $14.18M
Barings 2026-SBP Issuer LLC 0 14,126,000 14,126,000 0.06% $14.15M
Freddie Mac Multifamily Structured Pass Through Certificates 0 13,896,862 13,896,862 0.06% $13.90M
RR 44 LTD A1A TSFR3M+ 04/15/2041 144A 0 13,618,000 13,618,000 0.06% $13.62M
FHMS K555 SOFR30A+50 11/25/2030 0 13,300,000 13,300,000 0.06% $13.30M
FLATIRON CLO 31 LTD A1 TSFR3M+120 01/18/2039 144A 0 12,078,000 12,078,000 0.05% $12.10M
Ares LXX CLO Ltd., Series 2023-70A, Class A1R 0 12,063,000 12,063,000 0.05% $12.07M
BENEFIT STR PARTNERS CLO XXXIII LTD / BENEFIT STR PARTNERS CLO XXXIII LLC AR TSFR3M+119 01/25/2039 144A 0 11,974,000 11,974,000 0.05% $12.00M
SIXTH STREET LEN 0 10,728,000 10,728,000 0.05% $10.86M
NLSN TL B 1L USD 0 11,330,000 11,330,000 0.04% $10.65M
ASURION LLC/CO 0 10,605,000 10,605,000 0.04% $10.55M
PALMER SQUARE CLO 2026-1 LTD A TSFR3M+119 04/20/2039 144A 0 10,461,000 10,461,000 0.04% $10.47M
DNKN 2019-1A A23 0 9,350,000 9,350,000 0.04% $9.34M
PHNTOM 2026-1 A 0 9,000,000 9,000,000 0.04% $9.16M
RR LTD 2023-25A A1A2 TSFR3M+118 04/15/2041 144A 0 9,024,000 9,024,000 0.04% $9.02M
PLNT 2025-1A A2I 0 8,340,000 8,340,000 0.04% $8.47M
WILLIS ENGINE STRUCTURED TRUST WESTF 2025 B A 144A 0 8,339,249 8,339,249 0.04% $8.43M
MFF 2025-1A A 0 6,800,000 6,800,000 0.03% $6.86M
EG GROUP TERM B 1LN 02/10/2031 0 6,630,000 6,630,000 0.03% $6.62M
FEDERAL HOME LN MTG MLT CTF GT SOFR30A+52 11/25/2030 0 6,499,382 6,499,382 0.03% $6.50M
G2 MA7368 0 6,931,287 6,931,287 0.03% $6.36M
Culligan Holding 07/31/28 0 6,237,213 6,237,213 0.03% $6.20M
US TREASURY N/B 0 6,060,000 6,060,000 0.03% $6.18M
DPABS 2018-1A A2II 0 6,002,412 6,002,412 0.03% $6.00M
FEDERAL HOME LN MTG MLT CTF GT SOFR30A+54 10/25/2030 0 5,972,425 5,972,425 0.03% $5.97M
FHMS K763 A2 0 5,800,000 5,800,000 0.02% $5.85M
Targa Resources Corp 0 5,572,000 5,572,000 0.02% $5.57M
BRADYPLUS TERM B 1LN 12/29/2032 0 5,590,000 5,590,000 0.02% $5.54M
DPABS 2021-1A A2I 0 5,501,432 5,501,432 0.02% $5.28M
Phillips Edison Grocery Center Operating Partnership I LP 0 5,184,000 5,184,000 0.02% $5.19M
ORACLE CORP 0 6,696,000 6,696,000 0.02% $5.06M
Ensemble RCM LLC 0 5,015,000 5,015,000 0.02% $4.82M
HOLOGIC TERM B 1LN 01/14/2033 0 4,820,000 4,820,000 0.02% $4.76M
FNMA 30YR 6% 01/01/2056#FA4441 0 4,499,663 4,499,663 0.02% $4.71M
DPABS 2017-1A A23 0 4,700,000 4,700,000 0.02% $4.69M
CHARTER COMM OPT 0 5,239,000 5,239,000 0.02% $4.56M
CQP HOLDCO TERM B 1LN 12/31/2032 0 4,441,847 4,441,847 0.02% $4.42M
PROOFPOINT TERM 1LN 08/31/2028 0 4,567,683 4,567,683 0.02% $4.37M
PRXL TL B 1L USD 0 4,388,348 4,388,348 0.02% $4.33M
OPTN 2026-A A 0% 01/09/2034 144A 0 4,295,000 4,295,000 0.02% $4.31M
Crown Subsea Communications Holding, Inc., First Lien, 2026 CME Term Loan 0 4,298,645 4,298,645 0.02% $4.30M
BMARK 2026-V20 A3 0 4,100,000 4,100,000 0.02% $4.28M
WESTINGHOUSE TERM B 1LN 01/27/2031 0 4,256,768 4,256,768 0.02% $4.24M
PLYM COMMERCIAL MORTGAGE TRUST 2026-IND TSFR1M+185 03/15/2043 144A 0 3,904,000 3,904,000 0.02% $3.91M
FORD MOTOR CRED 0 3,700,000 3,700,000 0.02% $3.72M
PLYM COMMERCIAL MORTGAGE TRUST 2026-IND TSFR1M+155 03/15/2043 144A 0 3,517,000 3,517,000 0.01% $3.52M
Ellucian Holdings, Inc., First Lien Term Loan B1 0 3,563,777 3,563,777 0.01% $3.44M
Asurion First-lien Term Loan B-14 375 2033-02-09 0 3,495,000 3,495,000 0.01% $3.43M
CORPBOND 0 3,245,000 3,245,000 0.01% $3.41M
FEDERAL HOME LN MTG MLT CTF GT SOFR30A+50 12/25/2030 0 3,400,000 3,400,000 0.01% $3.40M
Onity Loan Investment Trust 2025-HB2 0 3,431,852 3,431,852 0.01% $3.33M
SEDGWICK TERM B 1LN 07/31/2031 0 3,338,063 3,338,063 0.01% $3.23M
CSC SERVICEWORKS TERM Initial FL1O 1LN 09/04/2030 0 3,136,634 3,136,634 0.01% $3.20M
RIOT PLATFORMS INC CONV 0.75% 01/15/2030 0 2,305,000 2,305,000 0.01% $3.13M
LVLT 8.5 01/15/36 144A 0 2,985,000 2,985,000 0.01% $3.11M
Belron Finance 2019 LLC, First Lien, CME Term Loan, B 0 3,038,886 3,038,886 0.01% $3.04M
T/L FOCUS FINANCIAL PARTNERS LLC REGD 0.00000000 0 3,000,584 3,000,584 0.01% $2.82M
ANTISS TL B 1L USD 0 2,791,953 2,791,953 0.01% $2.79M
BMO MORTGAGE TRUST 5C13 A2 4.8342% 12/15/2058 0 2,700,000 2,700,000 0.01% $2.76M
Freddie Mac Multifamily Structured Pass Through Certificates 0 2,700,000 2,700,000 0.01% $2.75M
SEVITA TERM 1LN 12/12/2030 0 2,789,500 2,789,500 0.01% $2.74M
Alera Group, Inc., Term Loan B 0 2,877,788 2,877,788 0.01% $2.73M
BBCMS 2024-C26 A5 0 2,500,000 2,500,000 0.01% $2.71M
CELANESE US HOLDINGS LLC SR UNSEC 7.375% 02-15-34 0 2,635,000 2,635,000 0.01% $2.71M
BX COMMERCIAL MORTGAGE TRUST 2026-XL6 B VAR 03/15/2043 144A 0 2,689,000 2,689,000 0.01% $2.69M
ASSETMARK FINANCIAL HOLDINGS TERM B 1LN 09/05/2031 0 2,735,205 2,735,205 0.01% $2.68M
Bausch & Lomb Corporation, Repriced Term Loan 0 2,677,475 2,677,475 0.01% $2.68M
FHMS K551 A2 0 2,500,000 2,500,000 0.01% $2.54M
G2 MA7535 0 2,762,634 2,762,634 0.01% $2.53M
VERISK ANALYTICS 0 2,518,000 2,518,000 0.01% $2.53M
NOURISH BUYER I INC 2026 REPRICED TERM LOAN B 0 2,489,400 2,489,400 0.01% $2.50M
SPLAT SUPER HOLDCO LLC 7/2/2032 0 2,659,609 2,659,609 0.01% $2.41M
RVR DEALERSHIP HOLDINGS LLC 2026 TERM LOAN B 0 2,425,000 2,425,000 0.01% $2.39M
BANK 2024-BNK47 A5 0 2,200,000 2,200,000 0.01% $2.37M
COLUMBUS MCKINNON TERM B 1LN 01/21/2033 0 2,370,000 2,370,000 0.01% $2.36M
NYC Trust 2025-77C 0 2,300,000 2,300,000 0.01% $2.33M
COMPOS TL B 1L USD 0 2,335,000 2,335,000 0.01% $2.32M
FLASH COMPUTE LLC SR SECURED 144A 12/30 7.25 0 2,255,000 2,255,000 0.01% $2.31M
Extended Stay America Trust, Series 2026-ESH2, Class B 0 2,283,000 2,283,000 0.01% $2.29M
AMWINS TERM B 1LN 01/30/2032 0 2,284,700 2,284,700 0.01% $2.26M
AROC 6 02/01/34 0 2,230,000 2,230,000 0.01% $2.26M
MYEYEDR TERM B 1LN 04/15/2031 0 2,257,183 2,257,183 0.01% $2.25M
ANTERO MIDSTREAM PARTNERS LP / COMPANY GUAR 144A 07/34 5.75 0 2,210,000 2,210,000 0.01% $2.24M
TEAM Services Holding Inc 0 2,285,000 2,285,000 0.01% $2.24M
COMPOSECURE HOLDINGS LLC SR SECURED 144A 02/33 5.625 0 2,235,000 2,235,000 0.01% $2.22M
CROSS 2026-NQM2 A1A MTG TR VAR 03/25/2061 144A 0 2,200,000 2,200,000 0.01% $2.20M
TKC Holdings Inc 0 2,150,000 2,150,000 0.01% $2.20M
G2 MA7473 0 2,327,861 2,327,861 0.01% $2.14M
Nissan Auto Lease Trust 2026-A 0 2,130,000 2,130,000 0.01% $2.13M
Dext ABS 2025-2, LLC 0 2,100,000 2,100,000 0.01% $2.11M
LNW TL B 1L USD 0 2,100,382 2,100,382 0.01% $2.10M
ALPHA GENERATION LLC 0 2,076,182 2,076,182 0.01% $2.07M
Oracle Corp., Series D 0 44,949 44,949 0.01% $2.06M
Northumbrian Water Finance PLC 0 1,440,000 1,440,000 0.01% $1.98M
PLYM COMMERCIAL MORTGAGE TRUST 2026-IND D TSFR1M+215 03/15/2043 144A 0 1,970,000 1,970,000 0.01% $1.97M
Mitchell International, Inc., Term Loan 0 2,072,762 2,072,762 0.01% $1.91M
SAUDI ARAB OIL 0 1,790,000 1,790,000 0.01% $1.89M
Cooper-Standard Automotive Inc 0 1,810,000 1,810,000 0.01% $1.82M
UNITED AIRLINES TERM B 1LN 02/24/2031 0 1,789,187 1,789,187 0.01% $1.79M
PROAMPAC TERM B 1LN 02/18/2033 0 1,795,000 1,795,000 0.01% $1.77M
CSTL Commercial Mortgage Trust, Series 2025-GATE2, Class E 0 1,740,000 1,740,000 0.01% $1.76M
PG&E Corp 0 1,762,000 1,762,000 0.01% $1.76M
OneSky Flight (fka FlexJet) Term Loan B 275 2033-01-24 0 1,725,000 1,725,000 0.01% $1.72M
SWEETWATER BORROWER LLC 2026 TERM LOAN B 0 1,714,883 1,714,883 0.01% $1.72M
WESCO Distribution, Inc. 0 1,700,000 1,700,000 0.01% $1.71M
C V6.625 PERP 0 1,655,000 1,655,000 0.01% $1.71M
TRANSALTA CORP SR UNSECURED 02/34 5.875 0 1,695,000 1,695,000 0.01% $1.71M
SFS AUTO RECEIVABLES SECURITIZATION TRUST 2026-1A A3 4.13% 07/21/2031 144A 0 1,700,000 1,700,000 0.01% $1.71M
CELANESE US HOLDINGS LLC SR UNSEC 7.0% 02-15-31 0 1,655,000 1,655,000 0.01% $1.70M
SUN 5.375 07/15/31 144A 0 1,700,000 1,700,000 0.01% $1.70M
TKC Holdings Inc 0 1,620,000 1,620,000 0.01% $1.70M
UAL 4.875 03/01/29 0 1,690,000 1,690,000 0.01% $1.70M
SUN 5.625 07/15/34 144A 0 1,700,000 1,700,000 0.01% $1.70M
EXTENDED STAY AMER TR 2026-ESH2 7.67% 02/15/2043 144A 0 1,680,000 1,680,000 0.01% $1.69M
G2 MA7419 0 1,836,363 1,836,363 0.01% $1.69M
NORD ANGLIA EDUCATION TERM B 1LN 01/09/2032 0 1,698,112 1,698,112 0.01% $1.68M
Indicor LLC, First Lien, Dollar CME Term Loan, E 0 1,672,583 1,672,583 0.01% $1.67M
PRM 6.25 01/15/34 144A 0 1,660,000 1,660,000 0.01% $1.67M
Michaels Cos Inc/The 0 1,700,000 1,700,000 0.01% $1.65M
NATL MENTOR HLDG 0 1,655,000 1,655,000 0.01% $1.65M
Whirlpool Corp 0 33,484 33,484 0.01% $1.64M
SCIH Salt Holdings Inc. (Kissner Group), Term Loan 0 1,638,134 1,638,134 0.01% $1.63M
AMNEAL PHARMACEUTICALS LLC 2026 REPRICED TERM LOAN 0 1,610,962 1,610,962 0.01% $1.61M
Michaels Cos Inc/The 0 1,700,000 1,700,000 0.01% $1.59M
CREATIVE PLANNING TERM B 1LN 5/17/2031 0 1,577,771 1,577,771 0.01% $1.56M
RESPAR TL B 1L USD 0 1,560,000 1,560,000 0.01% $1.56M
Extended Stay America Trust 2026-ESH2 0 1,550,000 1,550,000 0.01% $1.55M
NATIONAL AUSTRALIA BANK LTD 3.612%/VAR 01/22/2036 REGS 0 1,300,000 1,300,000 0.01% $1.54M
TransDigm Inc 0 1,510,000 1,510,000 0.01% $1.53M
CSTL COMMERCIAL MORTGAGE TRUST 2026-GATE3 4.7579% 02/10/2043 144A 0 1,500,000 1,500,000 0.01% $1.52M
PANAMA 0 1,505,000 1,505,000 0.01% $1.51M
Jupiter Buyer, Inc., 1st Lien Term Loan 0 1,504,167 1,504,167 0.01% $1.51M
SFS AUTO RECEIVABLES SECURITIZATION TRUST 2026-1 4.05% 08/20/2029 144A 0 1,500,000 1,500,000 0.01% $1.50M
Romania Government Bond 0 1,270,000 1,270,000 0.01% $1.50M
GRAN TIERRA ENERGY INC 9.75% 04/15/2031 144A 0 1,849,000 1,849,000 0.01% $1.49M
Johnstone Supply Term Loan B 225 2031-06-01 0 1,450,638 1,450,638 0.01% $1.44M
MHP 2025-MHIL2 TSFR1M+425 09/15/2040 144A 0 1,430,000 1,430,000 0.01% $1.44M
AMYNTA TERM B 1LN 12/29/2031 0 1,455,684 1,455,684 0.01% $1.41M
Chemours Co/The 0 1,395,000 1,395,000 0.01% $1.39M
MIK 7.875 05/01/29 144A 0 1,375,000 1,375,000 0.01% $1.38M
Azorra Term Loan B 250 2029-10-01 0 1,376,426 1,376,426 0.01% $1.38M
Commercial Mortgage Trust, Series 2025-180W, Class E 0 1,311,000 1,311,000 0.01% $1.36M
Par Petroleum/Par Pacific 12/25 Cov-Lite TLB 0 1,342,808 1,342,808 0.01% $1.34M
BX TRUST BX 2021 IRON E 144A 0 1,327,925 1,327,925 0.01% $1.33M
BMRN 7/30/2033 0 1,325,000 1,325,000 0.01% $1.32M
VENTURE GLOBAL PLAQUE SR SECURED 144A 12/30 6.125 0 1,265,000 1,265,000 0.01% $1.31M
HARBOURVEST TERM B 1LN 04/19/2030 0 1,315,000 1,315,000 0.01% $1.31M
Performance Food Group Inc 0 1,305,000 1,305,000 0.01% $1.31M
INFINEON TECHNOLOGIES AG 3.5% 02/16/2034 REGS 0 1,100,000 1,100,000 0.01% $1.31M
Black Pearl Compute LLC 0 1,274,000 1,274,000 0.01% $1.30M
WESCO Distribution Inc 0 1,305,000 1,305,000 0.01% $1.30M
Fannie Mae Pool 0 1,548,221 1,548,221 0.01% $1.29M
GRAHAM PKG CO IN 0 1,260,000 1,260,000 0.01% $1.26M
Golden State Foods LLC, First Lien, Initial CME Term Loan 0 1,256,128 1,256,128 0.01% $1.26M
ASPIRE BAKERIES TERM B 1LN 12/23/2030 0 1,249,330 1,249,330 0.01% $1.25M
TKC HOLDINGS TERM 1LN 08/19/2030 0 1,250,000 1,250,000 0.01% $1.25M
UNITI GROUP LP / UNITI GROUP FINANCE INC / CSL CAPITAL LLC 8.625% 06/15/2032 144A 0 1,215,000 1,215,000 0.01% $1.23M
BANK5 2025-5YR19 0 1,417,000 1,417,000 0.01% $1.23M
Sinclair Television Group, Inc., First Lien Term Loan B7 0 1,442,802 1,442,802 0.01% $1.21M
CNX Resources Corp 0 1,200,000 1,200,000 0.01% $1.20M
AOMT 2026-2 4.684% 02/25/2071 144A 0 1,200,000 1,200,000 0.01% $1.20M
SONARSOURCE TERM 1LN 12/19/2030 0 1,280,000 1,280,000 0.01% $1.19M
SEVITA TERM DD 1LN 12/12/2030 0 1,195,500 1,195,500 0.00% $1.17M
Columbus McKinnon Corporation/NY 0 1,135,000 1,135,000 0.00% $1.17M
Advanced Drainage Systems Inc 0 1,155,000 1,155,000 0.00% $1.16M
WHITE CAP BUYER LLC 2026 INCREMENTAL TERM LOAN B 0 1,170,000 1,170,000 0.00% $1.16M
CZR TL B1 1L USD 0 1,166,300 1,166,300 0.00% $1.15M
UNITED AIRLINES HOLDINGS INC SR UNSEC 5.375% 03-01-31 0 1,125,000 1,125,000 0.00% $1.15M
TRANSALTA CORP SR UNSECURED 03/40 6.5 0 1,130,000 1,130,000 0.00% $1.14M
ROYAL CARIBBEAN 0 1,130,000 1,130,000 0.00% $1.14M
ADVANCE AUTO PARTS REGD 144A P/P 7.37500000 0 1,110,000 1,110,000 0.00% $1.14M
BMRN 5 1/2 02/15/34 0 1,125,000 1,125,000 0.00% $1.13M
CWENA 5.75 01/15/34 144A 0 1,120,000 1,120,000 0.00% $1.13M
ExamWorks Term Loan B 250 2033-01-24 0 1,135,000 1,135,000 0.00% $1.13M
EDISON INTL 0 1,133,000 1,133,000 0.00% $1.13M
ROYAL CARIBBEAN 0 1,130,000 1,130,000 0.00% $1.13M
ALBERTSONS COS INC SR UNSECURED 144A 03/32 5.625 0 1,125,000 1,125,000 0.00% $1.13M
HA SUST INF CAP 0 1,132,000 1,132,000 0.00% $1.13M
FHMS K549 A2 0 1,100,000 1,100,000 0.00% $1.12M
CVR ENERGY INC SR UNSECURED 144A 02/31 7.5 0 1,125,000 1,125,000 0.00% $1.12M
NLSN 9.5 02/15/33 144A 0 1,145,000 1,145,000 0.00% $1.12M
EXTENDED STAY AMER TR 2026-ESH2 TSFR1M+315 02/15/2043 144A 0 1,110,000 1,110,000 0.00% $1.12M
PYE-BARKER TERM 1LN 12/16/2032 0 1,109,250 1,109,250 0.00% $1.11M
STANDARD BUILDING SOLUTI REGD 144A P/P 5.87500000 0 1,105,000 1,105,000 0.00% $1.10M
DY TL B 1L USD 0 1,090,000 1,090,000 0.00% $1.09M
MARKS and SPENCER PLC 5.125% 08/18/2032 REGS 0 800,000 800,000 0.00% $1.09M
KLOECKNER EXIT LOAN TERM EXIT LOAN 1LN 01/30/2031 0 1,235,441 1,235,441 0.00% $1.09M
First Quantum Minerals Ltd 0 1,080,000 1,080,000 0.00% $1.08M
CALUMET SPEC PROD PRT/FIN CORP 9.75% 02/15/2031 144A 0 1,015,000 1,015,000 0.00% $1.08M
JONES DSLRRS INSRNC MANAG INC 2025 REPRICED TERM LOAN B 0 1,124,412 1,124,412 0.00% $1.08M
TransDigm Term Loan N 250 2033-02-07 0 1,075,000 1,075,000 0.00% $1.08M
ORANGE SA SR UNSECURED 144A 01/33 4.75 0 1,055,000 1,055,000 0.00% $1.07M
ZF EUROPE FINANCE BV 5.5% 02/17/2032 REGS 0 900,000 900,000 0.00% $1.06M
ORANGE SA 144A LIFE SR UNSEC 5.0% 01-13-36 0 1,050,000 1,050,000 0.00% $1.05M
GOAT HOLDCO LLC 0 1,057,022 1,057,022 0.00% $1.05M
WH BORROWER LLC 02/17/32 0 1,045,000 1,045,000 0.00% $1.04M
COLONIAL FIRST TERM B 1LN 12/01/2028 0 1,017,714 1,017,714 0.00% $1.01M
RHP Hotel Properties LP / RHP Finance Corp 0 1,000,000 1,000,000 0.00% $1.01M
EMG UTICA MIDSTREAM TERM B 1LN 04/01/2030 0 997,440 997,440 0.00% $1.00M
Romania Government Bond 0 1,005,000 1,005,000 0.00% $1.00M
Kosmos Energy Ltd. 0 1,495,000 1,495,000 0.00% $999.41K
FHLG 30YR 2% 01/01/2051#BQ9683 0 1,188,185 1,188,185 0.00% $994.31K
COOPER TERM B 1LN 8/30/2032 0 957,600 957,600 0.00% $960.60K
TEAM SERVICES GROUP 2026 TERM LOAN B 0 1,025,000 1,025,000 0.00% $959.23K
LA FITNESS TERM B 1LN 02/12/2029 0 933,375 933,375 0.00% $935.42K
ARES COMMERCIAL MORTGAGE TRUST TSFR1M+235 02/15/2043 144A 0 930,000 930,000 0.00% $934.06K
PANAMA 0 930,000 930,000 0.00% $929.43K
HLT 5.5 03/31/34 144A 0 910,000 910,000 0.00% $919.71K
AZUL SECURED FINANCE LLP 9.875% 02/15/2031 144A 0 900,000 900,000 0.00% $904.15K
Beacon Mobility Term Loan B 275 2030-08-01 0 886,301 886,301 0.00% $887.97K
ROMANIAN GOVERNMENT INTERNATIONAL BOND REG S 6.375% 01-30-34 0 840,000 840,000 0.00% $887.16K
AZUL SA SPON RESTRICTED ADR 0 52,934 52,934 0.00% $886.64K
MKSI TL B 1L USD 0 885,000 885,000 0.00% $886.33K
BX TRUST BX 2021 IRON D 144A 0 875,124 875,124 0.00% $873.44K
QUIDELORTHO TERM A 1LN 08/21/2030 0 909,879 909,879 0.00% $865.52K
YORKSHIRE WATER 0 655,000 655,000 0.00% $864.24K
TURKIYE REP OF 0 860,000 860,000 0.00% $856.56K
STATE OF ISRAEL 0 860,000 860,000 0.00% $854.41K
Turkiye Ihracat Kredi Bankasi AS 0 845,000 845,000 0.00% $846.69K
STATE OF ISRAEL 0 845,000 845,000 0.00% $841.78K
Republic of Ecuador 0 815,000 815,000 0.00% $822.34K
BANK, Series 2025-BNK51, Class C 0 810,000 810,000 0.00% $820.74K
FNMA 30YR 2% 11/01/2051#FM9500 0 973,892 973,892 0.00% $818.33K
ANGLIAN WATER (OSPREY) FINANCING PLC 6.375% 08/18/2033 REGS 0 600,000 600,000 0.00% $815.96K
FHLG 30YR 2% 07/01/2051#QC4827 0 969,556 969,556 0.00% $809.84K
SQM V5.625 04/22/56 144A 0 800,000 800,000 0.00% $809.80K
VB-S1 ISSUER LLC - VBTEL VBTEL 2022 1A F 144A 0 810,000 810,000 0.00% $805.02K
JPMORGAN CHASE 0 777,000 777,000 0.00% $781.65K
FEDERAL NATIONAL MORTGAGE ASSOCIATION 0 928,776 928,776 0.00% $776.65K
ORACLE CORP 0 792,000 792,000 0.00% $771.77K
WR GRACE HOLDINGS LLC SR SECURED 144A 08/33 7 0 755,000 755,000 0.00% $768.70K
PRAIRIE ECI ACQUIROR LP 2026 REPRICED TERM LOAN B 0 761,515 761,515 0.00% $761.71K
Karman Holdings Term Loan B (Add-on) 275 2032-04-01 0 760,000 760,000 0.00% $760.95K
REPHUN 6.75 09/23/55 144A 0 705,000 705,000 0.00% $754.35K
ALKERMES TERM B 1LN 01/28/2031 0 750,000 750,000 0.00% $748.12K
HRI 5.75 03/15/31 144A 0 735,000 735,000 0.00% $745.08K
VENTURE GLOBAL PLAQUE SR SECURED 144A 06/34 6.5 0 705,000 705,000 0.00% $740.22K
FN BQ3004 0 868,134 868,134 0.00% $726.75K
Mitchell International, Inc. 0 775,000 775,000 0.00% $712.52K
UNITED MEXICAN 0 705,000 705,000 0.00% $712.33K
BANK, Series 2017-BNK4, Class C 0 800,000 800,000 0.00% $712.09K
BETCLIC TERM B 1LN 12/10/2031 0 710,000 710,000 0.00% $710.30K
ELECTRICITE DE FRANCE SA 0 500,000 500,000 0.00% $708.60K
US Fertility Term Loan B 350 2032-11-29 0 694,737 694,737 0.00% $695.43K
Republic of Colombia 0 695,000 695,000 0.00% $693.61K
MERCADOLIBRE INC 0 695,000 695,000 0.00% $692.22K
Presidencia da Republica 0 680,000 680,000 0.00% $690.88K
Kreditanstalt fuer Wiederaufbau 0 580,000 580,000 0.00% $688.17K
HRI 6 03/15/34 144A 0 675,000 675,000 0.00% $678.60K
BHRAIN 7.1 02/03/38 144A 0 670,000 670,000 0.00% $672.68K
Federative Republic of Brazil 0 665,000 665,000 0.00% $671.32K
METRONET INFRASTRUCTURE ISSUER MNET 2025 4A C 144A 0 655,000 655,000 0.00% $668.57K
National Mentor Holdings, Inc., Term Loan B 0 680,000 680,000 0.00% $667.04K
VB-S1 ISSUER LLC 1A-F 0% 03/15/2056 144A 0 650,000 650,000 0.00% $665.67K
SAKS GLOBAL ENTERPRISES LLC DIP 1st OUT SUBSEQUENT Delayed Draw Term Loan 0 718,913 718,913 0.00% $661.40K
PERATON TERM 2LN 02/01/2029 0 875,000 875,000 0.00% $647.50K
BX COMMERCIAL MORTGAGE TRUST 2026-XL6 E TSFR1M+325 03/15/2043 144A 0 610,000 610,000 0.00% $611.91K
Republic of Cote d'Ivoire 0 640,000 640,000 0.00% $610.56K
ALPHABET INC 0 600,000 600,000 0.00% $609.86K
Valeo SE 0 500,000 500,000 0.00% $600.84K
BMO Mortgage Trust, Series 2026-C14, Class C 0 585,000 585,000 0.00% $597.12K
UNITED MEXICAN 0 585,000 585,000 0.00% $592.87K
MODIVCARE INC 0 399,308 399,308 0.00% $583.10K
CHTR 7 02/01/33 144A 0 560,000 560,000 0.00% $572.57K
Genesis Energy LP / Genesis Energy Finance Corp 0 565,000 565,000 0.00% $571.52K
ALLIANT INSURANCE 7/25 COV-LITE TLB 9/19/2031 0 585,000 585,000 0.00% $570.78K
C V6.5 PERP JJ 0 560,000 560,000 0.00% $568.41K
HWM 4.75 04/15/36 0 566,000 566,000 0.00% $567.77K
Howmet Aerospace Inc 0 566,000 566,000 0.00% $566.56K
Howmet Aerospace Inc 0 566,000 566,000 0.00% $565.35K
WALT DISNEY CO 0 564,000 564,000 0.00% $565.17K
ALPHABET INC 0 560,000 560,000 0.00% $564.94K
HASI V7.125 11/15/56 0 565,000 565,000 0.00% $564.84K
WALT DISNEY CO 0 564,000 564,000 0.00% $564.26K

Top 300 of 416, by weight.

Security Shares Nov 2025 Shares Feb 2026 Δ shares End % Δ value
FNCL 6 1/26 232,175,000 0 -232,175,000 0.00% -$237.70M
US TREASURY N/B 218,350,000 0 -218,350,000 0.00% -$155.48M
US TREASURY N/B 125,000,000 0 -125,000,000 0.00% -$126.45M
G2SF 5.5 1/25 94,625,000 0 -94,625,000 0.00% -$95.50M
GNMA II, Single-family, 30 Year 106,250,000 0 -106,250,000 0.00% -$88.54M
G2 MA7880 98,301,203 0 -98,301,203 0.00% -$81.98M
G2SF 5 1/26 74,650,000 0 -74,650,000 0.00% -$74.49M
G2SF 6 1/25 68,150,000 0 -68,150,000 0.00% -$69.47M
FNCL 5.5 1/26 68,625,000 0 -68,625,000 0.00% -$69.44M
Government National Mortgage Association, TBA 67,200,000 0 -67,200,000 0.00% -$68.45M
Uniform Mortgage-Backed Security, TBA 41,325,000 0 -41,325,000 0.00% -$41.80M
FNCL 4.5 1/26 39,075,000 0 -39,075,000 0.00% -$38.22M
ISPIM 5.71 01/15/26 32,489,000 0 -32,489,000 0.00% -$32.53M
Government National Mortgage Association, TBA 36,525,000 0 -36,525,000 0.00% -$31.70M
FNCL 2 1/26 38,050,000 0 -38,050,000 0.00% -$30.99M
G2 MA7471 36,923,394 0 -36,923,394 0.00% -$30.78M
G2 MB0368 28,800,318 0 -28,800,318 0.00% -$29.69M
JBS USA/FOOD/FIN 27,395,000 0 -27,395,000 0.00% -$25.67M
FNCL 3 12/22 26,975,000 0 -26,975,000 0.00% -$23.96M
FN MA5614 22,081,684 0 -22,081,684 0.00% -$22.37M
FNCL 6.5 1/26 21,500,000 0 -21,500,000 0.00% -$22.28M
FNCL 6 12/24 21,175,000 0 -21,175,000 0.00% -$21.68M
G2 MA7534 24,590,778 0 -24,590,778 0.00% -$21.36M
G2 MA7935 24,758,215 0 -24,758,215 0.00% -$20.65M
Uniform Mortgage-Backed Securities 20,766,697 0 -20,766,697 0.00% -$20.07M
G2 MA8149 21,500,908 0 -21,500,908 0.00% -$19.97M
FHLG 15YR 2% 06/01/2035#QN2486 21,003,549 0 -21,003,549 0.00% -$19.61M
BARINGS CLO LTD 2023-IV A TSFR3M+175 01/20/2037 144A 19,096,000 0 -19,096,000 0.00% -$19.13M
Societe Generale SA 18,670,000 0 -18,670,000 0.00% -$18.65M
FNMA 30YR 4.5% 08/01/2053#FA1108 18,099,745 0 -18,099,745 0.00% -$17.91M
MDPK 2021-50A A CLO 144A FRN 04-19-34 16,420,000 0 -16,420,000 0.00% -$16.43M
CEDAR FUNDING XV CLO LTD 16,187,000 0 -16,187,000 0.00% -$16.17M
SYMPHONY CLO XXVI LTD / SYMPHONY CLO XXVI LLC AR TSFR3M+134.161 04/20/2033 144A 15,808,978 0 -15,808,978 0.00% -$15.81M
VOYA CLO 2023-1 LTD A1 TSFR3M+180 01/20/2037 144A 14,644,000 0 -14,644,000 0.00% -$14.67M
SPIN HOLDCO INC. TL 18,013,078 0 -18,013,078 0.00% -$14.66M
US TREASURY N/B 14,270,000 0 -14,270,000 0.00% -$14.36M
Barings CLO Ltd. 2021-I 14,004,000 0 -14,004,000 0.00% -$14.03M
FN MA5646 12,692,680 0 -12,692,680 0.00% -$12.86M
FNMA 15YR 2.5% 01/01/2037#FS1654 13,341,469 0 -13,341,469 0.00% -$12.69M
FNCL 5 12/22 12,000,000 0 -12,000,000 0.00% -$11.98M
SIXTH STREET LEN 10,728,000 0 -10,728,000 0.00% -$11.02M
MAGNETITE XXIII LTD AR TSFR3M+139.161 01/25/2035 144A 10,754,000 0 -10,754,000 0.00% -$10.76M
FNCL 2.5 1/26 12,625,000 0 -12,625,000 0.00% -$10.75M
CAPITAL ONE FINL 10,388,000 0 -10,388,000 0.00% -$10.33M
PLANET FITNESS MASTER ISSUER LLC 18-1A 3.251% 12/05/2051 144A 10,184,610 0 -10,184,610 0.00% -$10.02M
VERISK ANALYTICS 9,850,000 0 -9,850,000 0.00% -$9.99M
VORTEX OPCO LLC PIK TL 10,035,000 0 -10,035,000 0.00% -$9.59M
G2 MA7986 11,251,137 0 -11,251,137 0.00% -$9.38M
DISCOVER FIN SVS 9,265,000 0 -9,265,000 0.00% -$9.26M
FNMA 30YR 4% 04/01/2052#CB3313 9,501,681 0 -9,501,681 0.00% -$9.13M
US TREASURY N/B 8,700,000 0 -8,700,000 0.00% -$8.90M
FN CB2842 10,647,952 0 -10,647,952 0.00% -$8.77M
Freddie Mac Pool 8,247,246 0 -8,247,246 0.00% -$7.93M
T/L LUMEN TECHNOLOGIES INC REGD ZCP TERM LOAN 0.00000000 7,389,465 0 -7,389,465 0.00% -$7.34M
AVOLON HOLDINGS FUNDING LTD 5.5% 01/15/2026 144A 7,243,000 0 -7,243,000 0.00% -$7.25M
FNMA 15YR 5% 11/01/2040#MA5886 6,955,826 0 -6,955,826 0.00% -$7.04M
Madison Park Funding XIX Ltd., Series 2015-19A, Class AR3 6,847,000 0 -6,847,000 0.00% -$6.85M
T/L NEPTUNE BIDCO US INC REGD 0.00000000 6,879,719 0 -6,879,719 0.00% -$6.71M
WorldPay Term Loan B 200 2031-01-01 6,600,208 0 -6,600,208 0.00% -$6.61M
COMMSCOPE TERM 1LN 12/17/2029 6,570,000 0 -6,570,000 0.00% -$6.60M
FNCL 5.5 12/24 6,325,000 0 -6,325,000 0.00% -$6.41M
AERCAP IRELAND 6,213,000 0 -6,213,000 0.00% -$6.22M
Uniform Mortgage-Backed Securities 6,282,984 0 -6,282,984 0.00% -$6.07M
SAPPHIRE AVIATION FINANCE 3.228% 03/15/2040 144A 6,046,808 0 -6,046,808 0.00% -$5.86M
SEMPRA ENERGY 5,447,000 0 -5,447,000 0.00% -$5.75M
G2 MA7589 6,589,408 0 -6,589,408 0.00% -$5.72M
Uniform Mortgage-Backed Securities 6,872,052 0 -6,872,052 0.00% -$5.64M
WSFIN 4.9 05/01/30 144A 4,981,000 0 -4,981,000 0.00% -$5.12M
SBA TOWER TRUST 4,985,000 0 -4,985,000 0.00% -$4.97M
FNMA 30YR 4.5% 12/01/2048#BM5106 4,924,045 0 -4,924,045 0.00% -$4.92M
CQP HOLDCO TERM B 1LN 12/31/2030 4,708,678 0 -4,708,678 0.00% -$4.72M
Uniform Mortgage-Backed Security, TBA 5,750,000 0 -5,750,000 0.00% -$4.68M
FHLM 30YR 5% 08/01/2053#RA9615 4,400,883 0 -4,400,883 0.00% -$4.43M
VERISK ANALYTICS 4,382,000 0 -4,382,000 0.00% -$4.42M
OPEN TR 2023-AIR TSFR1M+383.799 10/15/2028 144A 4,326,026 0 -4,326,026 0.00% -$4.33M
T/L CROWN SUBSEA COMMUNICATIONS HOLDING INC 0.00000000 4,298,645 0 -4,298,645 0.00% -$4.33M
SPGN 2022 TFLM MORTGAGE TRUST 4,281,000 0 -4,281,000 0.00% -$4.28M
WESTINGHOUSE TERM B 1LN 1/27/2031 4,267,572 0 -4,267,572 0.00% -$4.27M
Proofpoint Term Loan B 300 2028-08-01 4,042,944 0 -4,042,944 0.00% -$4.06M
NLSN TL A 1L USD 4,106,713 0 -4,106,713 0.00% -$4.00M
EG GROUP TERM B 1LN 02/07/2028 3,950,858 0 -3,950,858 0.00% -$3.96M
T/L ENSEMBLE RCM LLC REGD ZCP TERM LOAN 0.00000000 3,847,159 0 -3,847,159 0.00% -$3.86M
Wells Fargo Commercial Mortgage Trust 2024-MGP 3,833,388 0 -3,833,388 0.00% -$3.83M
Nourish Buyer I, Inc., First Lien, Initial CME Term Loan 3,790,000 0 -3,790,000 0.00% -$3.80M
FNMA 30YR 2% 01/01/2052#FS0288 4,498,202 0 -4,498,202 0.00% -$3.71M
ELLUCIAN TERM B 1LN 10/9/2029 3,572,754 0 -3,572,754 0.00% -$3.58M
BX Commercial Mortgage Trust 2021-VOLT 3,543,004 0 -3,543,004 0.00% -$3.54M
T/L LUMEN TECHNOLOGIES INC REGD ZCP TERM LOAN 0.00000000 3,559,429 0 -3,559,429 0.00% -$3.54M
T/L AI AQUA MERGER SUB INC 0.00000000 3,400,757 0 -3,400,757 0.00% -$3.41M
FNMA 30YR 5% 02/01/2049#BM5577 3,312,955 0 -3,312,955 0.00% -$3.38M
SEDGWICK TERM B 1LN 07/31/2031 3,346,450 0 -3,346,450 0.00% -$3.35M
GMAC LLC 2,941,000 0 -2,941,000 0.00% -$3.35M
VTR Finance NV 3,341,000 0 -3,341,000 0.00% -$3.28M
CAPITAL ONE FINL 3,086,000 0 -3,086,000 0.00% -$3.25M
FRONTIER TERM B 1LN 07/01/2031 3,241,546 0 -3,241,546 0.00% -$3.24M
FNMA 30YR 5% 04/01/2053#FS4829 3,158,394 0 -3,158,394 0.00% -$3.22M
US TREASURY N/B 3,090,000 0 -3,090,000 0.00% -$3.20M
AFFRM 2024-A 1A 144A 5.61% 02-15-29 3,100,000 0 -3,100,000 0.00% -$3.11M
Phoenix Newco, Inc., First Lien Sixth Amendment Term Loan 3,093,348 0 -3,093,348 0.00% -$3.10M
DEUTSCHE BANK AG SR NON PREF 4.1% 01-13-26 3,085,000 0 -3,085,000 0.00% -$3.08M
ANTICIMEX TERM B1 1LN 11/16/2028 3,052,253 0 -3,052,253 0.00% -$3.06M
BELRON TL B 1L USD 3,046,522 0 -3,046,522 0.00% -$3.06M
T/L AMWINS GROUP INC REGD ZCP TERM LOAN 0.00000000 3,007,275 0 -3,007,275 0.00% -$3.01M
GRAHAM PACKAGING TERM B 1LN 08/04/2027 2,997,588 0 -2,997,588 0.00% -$3.00M
DEUTSCHE BANK AG MTN 6.125000% 12/12/2030 2,100,000 0 -2,100,000 0.00% -$2.92M
ALERGR TL B 1L USD 2,885,000 0 -2,885,000 0.00% -$2.90M
GTCR Everest Borrower LLC, First Lien, 2025 Term Loan 2,742,078 0 -2,742,078 0.00% -$2.75M
FN MA4205 2,875,981 0 -2,875,981 0.00% -$2.61M
LEVEL 3 FINANCING INC SECURED 144A 04/30 4.5 2,820,000 0 -2,820,000 0.00% -$2.60M
FOCUS FINANCIAL TERM B8 1LN 09/15/2031 2,577,059 0 -2,577,059 0.00% -$2.58M
Boost Newco Borrower, LLC 2,425,000 0 -2,425,000 0.00% -$2.58M
BX Commercial Mortgage Trust 2021-VOLT 2,567,395 0 -2,567,395 0.00% -$2.57M
FNMA 15YR 1.5% 11/01/2035#BQ6318 2,810,334 0 -2,810,334 0.00% -$2.55M
NLSN 10.375 05/15/31 144A 2,515,000 0 -2,515,000 0.00% -$2.54M
Bausch & Lomb TE 12/18/30 2,498,738 0 -2,498,738 0.00% -$2.51M
WELLS FARGO COML MORTAGE TR 2024-MGP TSFR1M+199.073 08/15/2041 144A 2,521,660 0 -2,521,660 0.00% -$2.51M
FHLG 30YR 5% 06/01/2053#SD3196 2,429,329 0 -2,429,329 0.00% -$2.48M
FNMA 15YR 1.5% 11/01/2035#BQ5806 2,677,485 0 -2,677,485 0.00% -$2.43M
FMCN 9.375 03/01/29 144A 2,242,000 0 -2,242,000 0.00% -$2.37M
NLSN 9.29% Secured Nts due 2029 144A 2,355,000 0 -2,355,000 0.00% -$2.34M
FEDERAL HOME LN MTG MLT CTF GT 5210 AB 3% 01/25/2042 2,470,426 0 -2,470,426 0.00% -$2.34M
MyEyeDr Term Loan B 350 2031-04-01 2,257,183 0 -2,257,183 0.00% -$2.27M
RVRETL TL B 1L USD 2,351,440 0 -2,351,440 0.00% -$2.26M
SPGN 2022-TFLM MORTGAGE TRUST SER 2022-TFLM CL C V/R REGD 144A P/P 6.33019000 2,226,000 0 -2,226,000 0.00% -$2.23M
IMPERIAL BRAN NE 1,765,000 0 -1,765,000 0.00% -$2.22M
BX, Series 2021-MFM1, Class F 2,209,900 0 -2,209,900 0.00% -$2.21M
CREATIVE PLANNING TERM B 1LN 5/17/2031 2,186,765 0 -2,186,765 0.00% -$2.19M
ION PLAT US/SARL 2,305,000 0 -2,305,000 0.00% -$2.15M
RIOT PLATFORMS INC CONV 0.75% 01/15/2030 144A 1,609,000 0 -1,609,000 0.00% -$2.14M
FHLG 30YR 2.5% 10/01/2051#QC9148 2,461,960 0 -2,461,960 0.00% -$2.13M
Safeway Inc. 2,135,000 0 -2,135,000 0.00% -$2.12M
LNW TL B 1L USD 2,105,700 0 -2,105,700 0.00% -$2.11M
MKS INSTRUMENTS TERM B 1LN 08/17/2029 2,089,709 0 -2,089,709 0.00% -$2.09M
T/L ALPHA GENERATION LLC REGD ZCP TERM LOAN 0.00000000 2,081,438 0 -2,081,438 0.00% -$2.08M
MITCHE TL B 1L USD 2,078,010 0 -2,078,010 0.00% -$2.08M
VENTAS REALTY LP 2,017,000 0 -2,017,000 0.00% -$2.02M
Fair Isaac Corp. 1,960,000 0 -1,960,000 0.00% -$2.01M
SIZZLING PLATTER TERM 1LN 07/02/2032 2,112,765 0 -2,112,765 0.00% -$2.01M
FNMA 30YR 4% 6/1/52#CB3785 2,065,338 0 -2,065,338 0.00% -$1.98M
CCL 5.75 03/15/30 144A 1,880,000 0 -1,880,000 0.00% -$1.93M
FNMA 30YR 4% 6/1/52#CB3766 1,977,865 0 -1,977,865 0.00% -$1.90M
FNMA 30YR 4.5% 12/01/2052#CB5259 1,919,882 0 -1,919,882 0.00% -$1.90M
UWM HOLDINGS LLC REGD 144A P/P 6.62500000 1,845,000 0 -1,845,000 0.00% -$1.87M
OPEN TR 2023-AIR TSFR1M+668.387 10/15/2028 144A 1,866,400 0 -1,866,400 0.00% -$1.87M
TKC Midco 1 LLC First Lien Term Loan 1,858,566 0 -1,858,566 0.00% -$1.86M
TKC HOLDINGS INC REGD 144A P/P 6.87500000 1,819,000 0 -1,819,000 0.00% -$1.83M
OTEXCN 4.125 12/01/31 144A 1,955,000 0 -1,955,000 0.00% -$1.82M
United Airlines Term Loan B 200 2031-02-01 1,793,739 0 -1,793,739 0.00% -$1.80M
GTE 9 1/2 10/15/29 2,420,000 0 -2,420,000 0.00% -$1.79M
FR RB5145 2,025,205 0 -2,025,205 0.00% -$1.77M
AMERICAN HONDA FINANCE CORP 5.05% 08/20/2031 1,300,000 0 -1,300,000 0.00% -$1.74M
Rocket Cos., Inc. 1,655,000 0 -1,655,000 0.00% -$1.72M
ARCHKEY HOLDINGS TERM B-DD 1LN 11/01/2031 1,682,814 0 -1,682,814 0.00% -$1.70M
Republic of Indonesia, The Government of, The 1,660,000 0 -1,660,000 0.00% -$1.65M
FNMA 15YR 3.5% 08/01/2034#CA4090 1,674,076 0 -1,674,076 0.00% -$1.65M
SCIH Salt Holdings, Inc. (Kissner Group), First Lien Incremental Term Loan B-1 1,638,134 0 -1,638,134 0.00% -$1.64M
SCIENCE APPLICATIONS INT REGD 144A P/P 5.87500000 1,645,000 0 -1,645,000 0.00% -$1.64M
TKC HOLDINGS INC REGD 144A P/P 10.50000000 1,594,000 0 -1,594,000 0.00% -$1.63M
AMNPHA TL B 1L USD 1,615,000 0 -1,615,000 0.00% -$1.63M
Flutter Treasury DAC 1,600,000 0 -1,600,000 0.00% -$1.62M
VONOVIA SE 3.5% 11/12/2032 REGS 1,400,000 0 -1,400,000 0.00% -$1.62M
Federal National Mortgage Association, Inc. 1,857,524 0 -1,857,524 0.00% -$1.60M
Freddie Mac Pool 1,836,987 0 -1,836,987 0.00% -$1.58M
FN FA2096 1,548,278 0 -1,548,278 0.00% -$1.57M
AMYNTA TERM B 1LN 12/29/2031 1,554,570 0 -1,554,570 0.00% -$1.56M
SAUDI ARAB OIL 1,455,000 0 -1,455,000 0.00% -$1.55M
ONEMAIN FINANCE CORP SR UNSEC 3.875% 09-15-28 1,595,000 0 -1,595,000 0.00% -$1.55M
Roper Technologies/Indicor 12/24 (USD) Cov-Lite TL 1,531,441 0 -1,531,441 0.00% -$1.54M
NATIONAL MENTOR TERM B 1LN 03/02/2028 1,535,173 0 -1,535,173 0.00% -$1.51M
JOHNSTONE SUPPLY TERM B 1LN 06/09/2031 1,454,310 0 -1,454,310 0.00% -$1.46M
SWEETWATER BORROWER TERM B 1LN 8/7/2028 1,429,518 0 -1,429,518 0.00% -$1.43M
FIDELIDADE CO DE SEGUROS SAPORTUGAL 4.25%/VAR 09/04/2031 REGS 1,200,000 0 -1,200,000 0.00% -$1.40M
NORD ANGLIA EDUCATION TERM B 1LN 01/09/2032 1,380,829 0 -1,380,829 0.00% -$1.38M
Safeway Inc. 1,435,000 0 -1,435,000 0.00% -$1.38M
AMNTEC 7.25 08/01/32 144A 1,295,000 0 -1,295,000 0.00% -$1.36M
NBR 7.5 01/15/28 144A 1,330,000 0 -1,330,000 0.00% -$1.33M
PRIME HEALTHCARE SERVICE SR SECURED 144A 09/29 9.375 1,245,000 0 -1,245,000 0.00% -$1.32M
EPIC CRUDE TERM B 1LN 10/15/2031 1,313,836 0 -1,313,836 0.00% -$1.32M
FNMA 15YR 1.5% 11/01/2035#CA7953 1,442,517 0 -1,442,517 0.00% -$1.31M
DHL GROUP 3.75% 11/25/2037 REGS 1,120,000 0 -1,120,000 0.00% -$1.30M
GOLDEN ST FOOD 10/07/31 1,259,308 0 -1,259,308 0.00% -$1.26M
CAESARS ENTERTAINMENT TERM B1 1LN 02/06/2031 1,274,268 0 -1,274,268 0.00% -$1.26M
ASPIRE BAKERIES TERM B 1LN 12/23/2030 1,252,470 0 -1,252,470 0.00% -$1.26M
OTEXCN 4.125 02/15/30 144A 1,310,000 0 -1,310,000 0.00% -$1.25M
LUMEN TECH TL 1,186,440 0 -1,186,440 0.00% -$1.20M
ULTI 6.875 02/01/31 144A 1,155,000 0 -1,155,000 0.00% -$1.19M
ION PLAT US/SARL 1,260,000 0 -1,260,000 0.00% -$1.18M
UWM HOLDINGS LLC REGD 144A P/P 6.25000000 1,175,000 0 -1,175,000 0.00% -$1.18M
CVR ENERGY INC REGD 144A P/P 8.50000000 1,140,000 0 -1,140,000 0.00% -$1.17M
AZORRA TERM B 1LN 10/18/2029 1,159,781 0 -1,159,781 0.00% -$1.17M
GOAT Holdco LLC, First Lien Term Loan B 1,159,175 0 -1,159,175 0.00% -$1.16M
PIKE CORP REGD 144A P/P 8.62500000 1,090,000 0 -1,090,000 0.00% -$1.15M
EIX 5 PERP 1,155,000 0 -1,155,000 0.00% -$1.15M
GMABDC 7.25 12/15/33 144A 1,095,000 0 -1,095,000 0.00% -$1.15M
PFSI 6.875 02/15/33 144A 1,100,000 0 -1,100,000 0.00% -$1.14M
FNMA 15YR 3.5% 02/01/2035#CA5291 1,159,642 0 -1,159,642 0.00% -$1.14M
POWER STOP TERM 1LN 01/26/2029 1,371,606 0 -1,371,606 0.00% -$1.13M
BAYTEX ENERGY CORP REGD 144A P/P 7.37500000 1,110,000 0 -1,110,000 0.00% -$1.13M
GMABDC 6.25 12/15/32 144A 1,095,000 0 -1,095,000 0.00% -$1.13M
MHC TR 2021-MHC2 TSFR1M+251.448 05/15/2023 144A 1,115,200 0 -1,115,200 0.00% -$1.12M
CROSSCOUNTRY INTER SR UNSECURED 144A 10/30 6.5 1,100,000 0 -1,100,000 0.00% -$1.11M
ADNT 7.5 02/15/33 144A 1,070,000 0 -1,070,000 0.00% -$1.11M
Par Petroleum LLC and Par Petroleum Finance Corp. (Par Pacific), Term Loan B 1,105,636 0 -1,105,636 0.00% -$1.11M
PANAMA 1,455,000 0 -1,455,000 0.00% -$1.11M
ATP Tower Holdings / Andean Telecom Partners Chile SpA / Andean Tower Partners Colombia SAS 1,075,000 0 -1,075,000 0.00% -$1.11M
Caesars Entertainment Inc 1,085,000 0 -1,085,000 0.00% -$1.10M
CORPBOND 1,060,000 0 -1,060,000 0.00% -$1.10M
GO DADDY OP/FIN 1,100,000 0 -1,100,000 0.00% -$1.10M
TRINET GROUP INC REGD 144A P/P 3.50000000 1,165,000 0 -1,165,000 0.00% -$1.10M
BELRON UK FINANCE PLC SR SECURED 144A 10/29 5.75 1,080,000 0 -1,080,000 0.00% -$1.10M
FORD MOTOR CRED 1,074,000 0 -1,074,000 0.00% -$1.09M
SHIFT4 PAYMENTS LLC / SHIFT4 P COMPANY GUAR 144A 08/32 6.75 1,050,000 0 -1,050,000 0.00% -$1.09M
KOSMOS ENERGY LTD 7.125% 04/04/2026 144A 1,105,000 0 -1,105,000 0.00% -$1.09M
PIKE CORP 5.5% 09/01/2028 144A 1,091,000 0 -1,091,000 0.00% -$1.09M
PFSI 6.875 05/15/32 144A 1,040,000 0 -1,040,000 0.00% -$1.09M
Kronos Acquisition Holdings Inc 1,627,000 0 -1,627,000 0.00% -$1.08M
VTR COMUNICACIONES SPA 5.125% 01/15/2028 144A 1,108,000 0 -1,108,000 0.00% -$1.07M
PFSI 6.75 02/15/34 144A 1,040,000 0 -1,040,000 0.00% -$1.07M
WFCM 2020-C58 A4 1,162,000 0 -1,162,000 0.00% -$1.05M
SGUS LLC 1,286,008 0 -1,286,008 0.00% -$1.04M
Superannuation & Investments US LLC 1,020,271 0 -1,020,271 0.00% -$1.02M
NAVACORD TERM B 1LN 03/15/2030 1,011,961 0 -1,011,961 0.00% -$1.01M
EMG UTICA MIDSTREAM TERM B 1LN 04/01/2030 999,964 0 -999,964 0.00% -$1.00M
BOMBARDIER INC SR UNSECURED 144A 11/30 8.75 930,000 0 -930,000 0.00% -$1.00M
NSIT 6.625 05/15/32 144A 980,000 0 -980,000 0.00% -$1.00M
INTESA SANPAOLO SPA 6.625% 06/20/2033 144A 905,000 0 -905,000 0.00% -$1.00M
ELECTRICITE DE FRANCE SA 800,000 0 -800,000 0.00% -$998.80K
CSC HOLDINGS LLC REGD 144A P/P 5.37500000 1,375,000 0 -1,375,000 0.00% -$996.63K
ASURION TERM B9 1LN 07/31/2027 983,238 0 -983,238 0.00% -$981.64K
NRG ENERGY INC REGD 144A P/P 3.37500000 1,020,000 0 -1,020,000 0.00% -$977.22K
US TREASURY N/B 940,000 0 -940,000 0.00% -$967.58K
COOPER TERM B 1LN 8/30/2032 960,000 0 -960,000 0.00% -$964.80K
CALUMET SPEC PROD PRT/FIN CORP 8.125% 01/15/2027 144A 960,000 0 -960,000 0.00% -$957.05K
LA FITNESS TERM B 1LN 02/12/2029 935,750 0 -935,750 0.00% -$937.62K
RTE Reseau de Transport d'Electricite SADIR 800,000 0 -800,000 0.00% -$930.92K
ION PLATFORM FIN. U 8.75% 930,000 0 -930,000 0.00% -$920.82K
Post Holdings Inc 914,000 0 -914,000 0.00% -$914.16K
HILCRP TL B 1L USD 894,475 0 -894,475 0.00% -$894.48K
GRUMA SAB DE CV SR UNSECURED 144A 12/54 5.761 880,000 0 -880,000 0.00% -$885.50K
LBA TR 2024-BOLT TSFR1M+448.48 06/15/2026 144A 885,000 0 -885,000 0.00% -$884.80K
KLOECKNER PENTAPLAST TERM B 1LN 2/12/2026 1,900,446 0 -1,900,446 0.00% -$868.50K
FEDERAL HOME LN MTG MLT CTF GT 3% 10/25/2040 933,650 0 -933,650 0.00% -$857.63K
US TREASURY N/B 825,000 0 -825,000 0.00% -$843.50K
IEP 6 1/4 05/15/26 842,000 0 -842,000 0.00% -$841.19K
ANGLIAN WATER (OSPREY) FINANCING PLC 2% 07/31/2028 REGS 695,000 0 -695,000 0.00% -$837.42K
VAN POOL TRANSPORTATION LLC 2025 TERM LOAN 817,952 0 -817,952 0.00% -$821.87K
Rand Parent LLC, Term Loan B 803,266 0 -803,266 0.00% -$803.60K
FR SD8506 783,228 0 -783,228 0.00% -$793.41K
US FERTILITY ENTERPRISES TERM B 1LN 10/11/2031 792,705 0 -792,705 0.00% -$792.71K
OPEN TR 2023-AIR TSFR1M+942.948 10/15/2028 144A 792,000 0 -792,000 0.00% -$791.20K
TGE TL B 1L USD 763,428 0 -763,428 0.00% -$767.73K
CSMC Trust, Series 2021-BRIT, Class A 757,923 0 -757,923 0.00% -$754.58K
ALERA TERM 2LN 05/31/2033 735,000 0 -735,000 0.00% -$753.07K
BMARK 2020-B21 A5 849,000 0 -849,000 0.00% -$752.10K
Turkiye Government International Bond 750,000 0 -750,000 0.00% -$750.38K
Open Text Corp 770,000 0 -770,000 0.00% -$730.21K
COMMERZBANK AG 4.875%/VAR 10/16/2034 REGS 600,000 0 -600,000 0.00% -$729.14K
SEVERN TRENT WATER UTIL FIN 4.625% 11/30/2034 REGS 575,000 0 -575,000 0.00% -$725.97K
TRAVIS PERKINS PLC 3.75% 02/17/2026 REGS 552,000 0 -552,000 0.00% -$719.27K
UNITED UTILITIES WATER FINANCE PLC 3.5% 02/27/2033 REGS 610,000 0 -610,000 0.00% -$705.81K
CAMPOSOL SA COMPANY GUAR 144A 02/27 6 715,000 0 -715,000 0.00% -$703.60K
AASET 2019 2 TRUST 704,681 0 -704,681 0.00% -$702.57K
TURKIYE IHRACAT KREDI BANKASI AS MTN 6.875000% 07/03/2028 680,000 0 -680,000 0.00% -$698.70K
TENCENT HOLDINGS LTD 144A LIFE SR UNSEC 2.39% 06-03-30 745,000 0 -745,000 0.00% -$696.48K
CPN 4.625 02/01/29 144A 700,000 0 -700,000 0.00% -$694.85K
PANAMA 1,055,000 0 -1,055,000 0.00% -$694.19K
CVR ENERGY TERM B 1LN 12/30/2027 686,954 0 -686,954 0.00% -$687.81K
FINASTRA USA INC TL-B PP (TSFR3M+725)(FLR 1.0) FRN 09-13-29 678,797 0 -678,797 0.00% -$678.80K
Ontario Gaming GTA LP Term Loan B 726,658 0 -726,658 0.00% -$676.92K
LINDBLAD EXPEDITIONS LLC SR SECURED 144A 09/30 7 660,000 0 -660,000 0.00% -$676.88K
BROCK TERM B 1LN 05/02/2030 668,250 0 -668,250 0.00% -$667.41K
FN MA4302 732,436 0 -732,436 0.00% -$663.91K
INEOS US Petrochem LLC 884,638 0 -884,638 0.00% -$660.16K
JD.COM INC 675,000 0 -675,000 0.00% -$657.02K
ZF North America Capital, Inc. 630,000 0 -630,000 0.00% -$642.99K
FNMA 15YR 3% 12/34#FM0045 659,534 0 -659,534 0.00% -$641.93K
The Ministry of Finance of Georgia 650,000 0 -650,000 0.00% -$639.84K
T/L MILANO ACQUISITION CORP REGD 0.00000000 642,101 0 -642,101 0.00% -$634.88K
ZIGGO BV SR SECURED 144A 01/30 4.875 660,000 0 -660,000 0.00% -$625.30K
US RADIOLOGY SPECIALISTS TERM 1LN 12/15/2027 603,900 0 -603,900 0.00% -$605.54K
LVLT 4.875 06/15/29 144A 625,000 0 -625,000 0.00% -$595.31K
OPEN Trust 2023-AIR 594,400 0 -594,400 0.00% -$594.77K
COSAN LUXEMBOURG SA 7.25% 06/27/2031 144A 570,000 0 -570,000 0.00% -$588.88K
TTM TECHS. INC 4.00% 605,000 0 -605,000 0.00% -$585.98K
GRAY TELEVISION TERM D 1LN 12/01/2028 580,238 0 -580,238 0.00% -$580.07K
ANTICIMEX TERM B6 1LN 11/16/2028 577,710 0 -577,710 0.00% -$579.37K
NFICN 9.25 07/01/30 144A 540,000 0 -540,000 0.00% -$578.35K
Ardagh Metal Packaging Finance USA LLC / Ardagh Metal Packaging Finance PLC 575,000 0 -575,000 0.00% -$575.00K
Acrisure LLC / Acrisure Finance Inc. 550,000 0 -550,000 0.00% -$571.11K
ALBERTSONS COS/SAFEWAY REGD 144A P/P 5.50000000 550,000 0 -550,000 0.00% -$557.52K
CROSSCOUNTRY INTER REGD 144A P/P 6.75000000 545,000 0 -545,000 0.00% -$551.08K
WHTCAP 7.375 11/15/30 144A 540,000 0 -540,000 0.00% -$550.76K
Sapphire Aviation Finance II Ltd., Series 2020-1A, Class B 564,251 0 -564,251 0.00% -$550.46K
STONEX ESCROW ISSUER LLC SECURED 144A 07/32 6.875 530,000 0 -530,000 0.00% -$548.61K
CZR 6 10/15/32 144A 575,000 0 -575,000 0.00% -$548.57K
Kronos Acquisition Holdings Inc., Term Loan 836,550 0 -836,550 0.00% -$543.76K
HAH GRP. HLDG. CO L 9.75% 575,000 0 -575,000 0.00% -$542.36K
Hilton Domestic Operating Co. Inc. 525,000 0 -525,000 0.00% -$537.69K
LEVEL 3 FINANCING INC 3.875% 10/15/2030 144A 600,000 0 -600,000 0.00% -$536.86K
ALLIANT HOLDINGS INTERMEDIATE SR UNSECURED 144A 10/32 7.375 505,000 0 -505,000 0.00% -$522.08K

Top 300 of 435, by weight.

Security Shares Nov 2025 Shares Feb 2026 Δ shares End % Δ value
US TREASURY N/B 49,302,000 56,410,000 7,108,000 0.24% $7.46M
Fidelity Securities Lending Cash Central Fund 32,259,162 48,234,434 15,975,272 0.20% $15.98M
BX Trust, Series 2025-ROIC, Class A 34,089,048 35,060,434 971,387 0.15% $991.48K
Taco Bell Funding, LLC, Series 2025-1A, Class A2I 17,815,000 27,745,462 9,930,462 0.12% $10.22M
G2 MA7881 11,234,215 28,275,068 17,040,853 0.11% $15.20M
JMIKE 2024-1A A2 10,029,212 19,408,950 9,379,738 0.08% $9.71M
ATHENE GLOBAL FU 12,707,000 16,286,000 3,579,000 0.07% $3.58M
TCO Commercial Mortgage Trust, Series 2024-DPM, Class A 14,168,000 15,882,000 1,714,000 0.07% $1.73M
BAUSCH HEALTH TERM B 1LN 10/08/2030 10,898,800 13,209,079 2,310,279 0.05% $2.10M
MSCI INC 10,839,000 12,768,000 1,929,000 0.05% $1.82M
BX Trust, Series 2025-DIME, Class A 11,348,000 12,748,000 1,400,000 0.05% $1.40M
NEW FORTRESS ENERGY TERM B 1LN 10/30/2028 15,755,821 18,785,821 3,030,000 0.04% $1.89M
CHARTER COMM OPT 5,988,000 8,107,000 2,119,000 0.04% $2.31M
FHMS K548 A2 2,300,000 7,400,000 5,100,000 0.03% $5.22M
ENVU TERM B 1LN 10/04/2029 4,416,093 7,665,053 3,248,960 0.03% $3.22M
X Corp., Term Loan B 6,887,836 7,269,397 381,561 0.03% $582.65K
US TREASURY N/B 4,181,000 6,628,000 2,447,000 0.03% $2.49M
LONZA SPECIALTY INGREDIENTS TERM B 1LN 07/03/2028 5,857,124 7,415,481 1,558,357 0.03% $1.41M
MPW 5 10/15/27 5,877,000 6,682,000 805,000 0.03% $868.57K
BX TRUST 2022-IND TSFR1M+184.8 04/15/2024 144A 6,310,500 6,310,500 0 0.03% -$1.96K
T/L DAYFORCE INC REGD 0.00000000 6,110,000 6,260,000 150,000 0.02% -$336.49K
1261229 BC Ltd 3,745,000 5,265,000 1,520,000 0.02% $1.57M
POWBUY 8.5 02/15/31 144A 6,204,000 6,484,000 280,000 0.02% $57.39K
APLD COMPUTECO LLC SR SECURED 144A 12/30 9.25 4,000,000 5,030,000 1,030,000 0.02% $1.42M
T/L JANE STREET GROUP LLC REGD ZCP TERM LOAN 0.00000000 4,487,710 5,283,806 796,095 0.02% $669.28K
T/L CITY FOOTBALL GROUP LIMITED 0.00000000 4,742,367 5,110,361 367,994 0.02% $343.34K
SAMMIN 9.5 06/30/31 144A 4,924,432 4,958,544 34,112 0.02% $51.22K
LIQUID TELECOMMUNICATIONS FINANCING PLC 5.5% 09/04/2026 144A 4,830,000 5,150,000 320,000 0.02% $553.54K
Ply Gem Indust 04/01/2028 4,391,044 6,773,450 2,382,406 0.02% $1.46M
KASEYA TL B 1L USD 5,050,286 5,456,541 406,256 0.02% -$132.62K
PLAINS ALL AMERN PIPELINE LP TSFR3M+437.161 PERP 4,745,000 4,870,000 125,000 0.02% $123.49K
DEL MONTE FOODS CORP II INC TERM TLB DIP ROLLUP 03/30/2026 6,528,359 6,724,677 196,318 0.02% -$905.21K
REDFIN CORP SR UNSECURED 04/27 0.5 4,047,000 4,862,000 815,000 0.02% $867.36K
X.AI TERM B 1LN 06/28/2030 3,288,150 4,379,909 1,091,759 0.02% $1.36M
Whirlpool Corp. 3,515,000 4,425,000 910,000 0.02% $922.92K
Consolidated Energy Finance SA 2,850,000 4,400,000 1,550,000 0.02% $1.67M
SOTHEBY'S SR SECURED 144A 10/27 7.375 3,530,000 4,300,000 770,000 0.02% $759.36K
NORTONLIFELOCK TERM B 1LN 09/12/2029 3,766,741 4,327,008 560,267 0.02% $443.87K
THE TRAVEL CORP TERM B 1LN 10/31/2031 4,021,002 4,310,072 289,070 0.02% $362.26K
CoreWeave, Inc. 3,150,000 4,355,000 1,205,000 0.02% $1.35M
IMPERIAL BRANDS FINANCE PLC 3.875% 02/12/2034 REGS 1,525,000 3,525,000 2,000,000 0.02% $2.42M
SUNSOURCE TERM 1LN 03/25/2031 3,323,075 4,164,640 841,566 0.02% $840.49K
FHMS K543 A2 2,400,000 4,000,000 1,600,000 0.02% $1.65M
LGI HOMES INC REGD 144A P/P 7.00000000 3,410,000 4,100,000 690,000 0.02% $678.71K
Novolex Term Loan B (Incremental) 325 2032-03-15 4,006,874 4,053,081 46,206 0.02% $29.87K
HERENS HOLDCO S LNZING 4 3/4 05/15/28 2,405,000 4,494,000 2,089,000 0.02% $1.86M
BX COMMERCIAL MORTGAGE TRUST 2024-KING BX 2024-KING E 3,422,938 3,807,870 384,932 0.02% $383.77K
Icahn Enterprises LP / Icahn Enterprises Finance Corp 2,951,000 3,856,000 905,000 0.02% $884.97K
FRTITA 6.75 01/15/30 144A 3,760,000 3,930,000 170,000 0.02% $199.71K
RENAISSANCE LEARNING TERM B 1LN 4/5/2030 4,637,813 4,756,012 118,199 0.01% -$454.33K
MOLINA HEALTHCARE INC SR UNSECURED 144A 01/33 6.25 3,343,000 3,563,000 220,000 0.01% $154.40K
SMRT SMRT 2022 MINI E 144A 2,479,000 3,466,000 987,000 0.01% $999.63K
BX TRUST 2025-SPOT E TSFR1M+344.054 04/15/2040 144A 2,993,732 3,433,454 439,721 0.01% $441.93K
CHEMOURS CO/THE TERM 1LN B3 10/15/2032 3,190,000 3,415,000 225,000 0.01% $324.70K
Aruba Investments Holdings LLC, First Lien Initial Dollar Term Loan 3,175,718 3,549,448 373,730 0.01% $419.77K
DISH DBS CORP REGD SER WI 7.75000000 2,775,000 3,440,000 665,000 0.01% $680.63K
Freddie Mac Multifamily Structured Pass Through Certificates 2,200,000 3,300,000 1,100,000 0.01% $1.14M
VBTEL 2024-1A F 2,913,000 3,258,000 345,000 0.01% $340.36K
AL V4.125 PERP C 3,167,000 3,372,000 205,000 0.01% $276.80K
ACRISU TL B 1L USD 1,296,750 3,388,500 2,091,750 0.01% $1.99M
FLYNN RESTAURANT TERM B 1LN 01/28/2032 2,621,412 3,294,825 673,414 0.01% $608.78K
STAPLES INC SR SECURED 144A 09/29 10.75 2,515,000 3,525,000 1,010,000 0.01% $762.57K
Citigroup Commercial Mortgage Trust 2023-SMRT 1,566,000 3,221,000 1,655,000 0.01% $1.68M
VARSITY BRANDS TERM B 1LN 08/26/2031 2,663,325 3,151,650 488,325 0.01% $471.83K
VSNT TL B 1L USD 1,530,000 3,135,000 1,605,000 0.01% $1.61M
MRP Buyer LLC Term Loan 856,048 3,075,836 2,219,788 0.01% $2.23M
Cogent Communications Group LLC / Cogent Finance Inc 2,675,000 3,105,000 430,000 0.01% $402.40K
WHOLESALE GROCERS TERM 2,745,000 3,017,975 272,975 0.01% $257.22K
STONEMOR INC SR SECURED 144A 05/29 8.5 2,690,000 2,990,000 300,000 0.01% $273.63K
J&J Ventures Gaming, LLC, Term Loan 2,193,975 2,893,462 699,488 0.01% $673.71K
US ACUTE CARE SOLUTIONS SR SECURED 144A 05/29 9.75 2,710,000 2,810,000 100,000 0.01% $57.85K
Power Home Remodeling Term Loan B 400 2032-02-04 2,239,388 2,842,246 602,859 0.01% $605.14K
NFE FINC. LLC 12.00% 6,477,551 7,687,551 1,210,000 0.01% $1.14M
Powerteam Services 2/24 TLC 3,184,808 3,366,598 181,790 0.01% $75.68K
LUXCO 3 148,968 151,318 2,350 0.01% $477.87K
KNOWBE4 TERM 1LN 07/26/2032 1,285,000 3,135,000 1,850,000 0.01% $1.41M
BANCO BILBAO VIZ 1,600,000 2,400,000 800,000 0.01% $852.12K
FLUXYS SA 4% 11/28/2030 REGS 1,700,000 2,100,000 400,000 0.01% $530.62K
Jane Street Group / JSG Finance Inc. 2,360,000 2,470,000 110,000 0.01% $66.40K
TULLOW OIL PLC 10.25% 05/15/2026 144A 2,829,000 2,839,000 10,000 0.01% $473.44K
Venture Global Plaquemines LNG, LLC 1,585,000 2,360,000 775,000 0.01% $852.59K
XPLR Infrastructure Operating Partners, L.P. 7.75%, Due 04/15/2034 1,595,000 2,360,000 765,000 0.01% $825.31K
AVENTIV TERM 1LN FLSO 03/25/2026 4,130,045 4,219,443 89,399 0.01% -$326.72K
QTS Data Centers - BX 2025-VLT6 E 1,621,000 2,381,000 760,000 0.01% $758.75K
SKX 10 07/15/33 144a 2,030,000 2,139,718 109,718 0.01% $167.64K
KOSMOS ENERGY LTD COMPANY GUAR 144A 10/31 8.75 2,915,000 3,130,000 215,000 0.01% $656.80K
CANACOL ENERGY LTD 5.75% 11/24/2028 144A 6,505,000 7,785,000 1,280,000 0.01% $1.11M
FN MA4158 2,496,269 2,724,265 227,995 0.01% $229.85K
ORGANON / ORGANON 5.125% 1,945,000 2,515,000 570,000 0.01% $605.99K
SHEARER'S FOODS TERM B 1LN 02/12/2031 2,221,317 2,291,176 69,859 0.01% $5.57K
BWAY TRUST 2025-1535 B VAR 05/05/2030 144A 1,080,000 2,100,000 1,020,000 0.01% $1.08M
HISFOO TL B 1L USD 2,576,080 2,769,441 193,361 0.01% $279.12K
ELP Commercial Mortgage Trust, Series 2025-ELP, Class E 650,000 2,090,000 1,440,000 0.01% $1.50M
WULF 0 05/01/32 873,000 1,916,000 1,043,000 0.01% $1.21M
BX Trust 2022-LBA6 1,175,000 2,075,000 900,000 0.01% $901.55K
GODADDY TERM B8 1LN 11/9/2029 1,216,234 2,138,162 921,929 0.01% $852.33K
SUN V7.875 PERP 144A 1,750,000 1,965,000 215,000 0.01% $250.69K
Vista Management Holding, Inc. First Lien Term Loan 1,296,900 2,011,900 715,000 0.01% $707.44K
BX Trust 2025-VLT6 1,716,000 2,016,000 300,000 0.01% $321.60K
MAJORDRIVE HOLDINGS IV, LLC TLB 1,635,816 2,135,684 499,867 0.01% $521.02K
ARES Trust 2025-IND3 880,000 1,975,000 1,095,000 0.01% $1.09M
T/L DAVE & BUSTER'S INC REGD 0.00000000 1,928,510 2,177,996 249,486 0.01% $242.43K
KASEYA TERM 2LN 3/20/2033 2,000,000 2,385,000 385,000 0.01% -$38.59K
BX Trust, Series 2025-VOLT, Class D 1,240,000 1,905,000 665,000 0.01% $667.01K
PG&E Corporation, Convertible 1,715,000 1,770,000 55,000 0.01% $133.04K
STRATEGY INC CL A PFD FRN PRP 17,000 18,100 1,100 0.01% $164.91K
EMERGENT BIOSOLUTIONS REGD 144A P/P 3.87500000 1,880,000 2,070,000 190,000 0.01% $132.15K
Chariot Buyer LLC/Term Loan B 07/25 1,380,784 1,812,324 431,539 0.01% $421.53K
CRASHC 8 3/4 02/15/29 1,350,000 1,879,000 529,000 0.01% $435.76K
WAYFAIR LLC SR SECURED 144A 11/32 6.75 1,090,000 1,745,000 655,000 0.01% $666.31K
ORGANON / ORGANON 4.125% 1,570,000 1,770,000 200,000 0.01% $207.48K
IHS HOLDING LTD 5.625% 11/29/2026 144A 1,394,000 1,744,000 350,000 0.01% $351.58K
Rivian Holdings LLC/Rivian LLC/Rivian Automotive LLC 10.00 01/15/2031 1,000,000 1,800,000 800,000 0.01% $744.45K
Tronox Term Loan B 250 2031-09-10 250,000 2,146,108 1,896,108 0.01% $1.48M
JEFFIN 5 08/15/28 1,405,000 1,740,000 335,000 0.01% $319.86K
XPLR Infrastructure Operating Partners LP 8.63 03/15/2033 955,000 1,480,000 525,000 0.01% $568.04K
BFLD 2024-WRHS Mortgage Trust 1,045,653 1,555,501 509,848 0.01% $513.70K
BFLD Commercial Mortgage Trust, Series 2024-UNIV, Class E 1,354,000 1,544,000 190,000 0.01% $193.39K
JOHN LEWIS PLC 4.25% 12/18/2034 REGS 1,200,000 1,325,000 125,000 0.01% $206.87K
CHEMOURS CO/THE COMPANY GUAR 144A 11/28 5.75 1,170,000 1,510,000 340,000 0.01% $383.24K
REPUBLIC OF BENIN 7.96% 02/13/2038 144A 1,200,000 1,400,000 200,000 0.01% $248.58K
BRES Commercial Mortgage Trust 2025-ATCAP CMBS 865,000 1,453,000 588,000 0.01% $593.26K
ASTON MARTIN CAPITAL HOL SR SECURED 144A 03/29 10 1,730,000 1,800,000 70,000 0.01% -$76.53K
Cemex SAB de CV 865,000 1,350,000 485,000 0.01% $524.38K
CONGRUEX GROUP TERM B 1LN 05/03/2029 2,014,800 2,040,265 25,465 0.01% -$222.30K
GOLAR LNG LTD CONV 2.75% 12/15/2030 144A 1,129,000 1,320,000 191,000 0.01% $304.61K
CPM Holdings Term Loan B 450 2028-09-13 842,498 1,413,421 570,923 0.01% $546.73K
ENTAIN TERM B5 1LN 07/31/2032 907,928 1,359,521 451,593 0.01% $450.69K
CSC HOLDINGS LLC REGD 144A P/P 4.12500000 1,825,000 2,190,000 365,000 0.01% $295.15K
OWENS & MINOR INC REGD 144A P/P 6.62500000 1,340,000 2,775,000 1,435,000 0.01% $475.81K
EUROPEAN INVESTMENT BANK 2.875% 06/18/2035 REGS 685,000 1,120,000 435,000 0.01% $539.77K
MATV 8 10/01/29 144A 1,205,000 1,340,000 135,000 0.01% $115.31K
SMRT SMRT 2022 MINI F 144A 447,000 1,322,000 875,000 0.01% $877.85K
MAJORDRIVE HOLDINGS IV L SR UNSECURED 144A 06/29 6.375 1,605,000 1,680,000 75,000 0.01% $153.00K
ENDEAVOUR MINING PLC REGD 144A P/P 7.00000000 845,000 1,185,000 340,000 0.01% $353.14K
WELLS FARGO COMMERCIAL MORTGAGE TRUST 2025-C65 6.014% 10/15/2058 1,095,000 1,205,000 110,000 0.01% $118.89K
Prima Capital CRE Securitization Ltd., Series 2019-RK1, Class BT 1,125,000 1,245,000 120,000 0.01% $123.84K
Cogent Communications Group LLC / Cogent Finance Inc 7.00 06/15/2027 855,000 1,185,000 330,000 0.00% $316.48K
CABLEVISION LIGHTPATH SR UNSECURED 144A 09/28 5.625 295,000 1,155,000 860,000 0.00% $864.96K
MH SUB I LLC 2021 2ND LIEN TERM LOAN 1,430,000 1,605,000 175,000 0.00% $41.10K
Acadia Healthcare Co Inc 900,000 1,100,000 200,000 0.00% $218.42K
CSWHOL 5 12/15/28 144A 1,180,000 1,195,000 15,000 0.00% $33.72K
REPUBLIC OF ARGENTINA SR UNSECURED 07/29 1 1,121,538 1,275,345 153,808 0.00% $147.12K
DUCK CREEK TERM B 1LN 8/6/2032 625,000 1,143,438 518,438 0.00% $484.65K
SURGERY CENTER HOLDINGS REGD 144A P/P 7.25000000 600,000 1,085,000 485,000 0.00% $467.95K
The New Home Company Inc. 525,000 1,010,000 485,000 0.00% $510.97K
CSC HOLDINGS LLC REGD 144A P/P 4.50000000 1,150,000 1,705,000 555,000 0.00% $373.06K
INVESTMENT ENERGY RESOURCES LTD 6.25% 04/26/2029 144A 705,000 1,000,000 295,000 0.00% $301.96K
AIR CANADA TERM B 1LN 03/21/2031 876,650 999,425 122,775 0.00% $119.43K
ACOSTA TERM B 1LN 08/21/2031 654,095 1,011,541 357,446 0.00% $340.14K
UNITED PLANET FITNESS TERM B 1LN 12/30/2026 759,208 992,210 233,002 0.00% $227.33K
DISH DBS Corp 240,000 930,000 690,000 0.00% $668.87K
ACCENTRO REAL ESTATE AG 10% 12/30/2027 700,000 711,603 11,603 0.00% $32.43K
TURKIYE IHRACAT KREDI BANKASI SR UNSECURED 144A 10/30 6.375 575,000 895,000 320,000 0.00% $325.02K
LASERSHIP PIK TERM B 1LN 08/10/2029 1,165,911 1,177,829 11,918 0.00% $29.10K
CSN Islands XII Corp 985,000 1,035,000 50,000 0.00% $10.60K
AMBIPAR LUX SARL COMPANY GUAR 144A 02/31 9.875 4,215,000 4,715,000 500,000 0.00% -$59.30K
LD Celulose International GmbH 7.95%, Due 01/26/2032 610,000 830,000 220,000 0.00% $238.54K
TEVA PHARM. FIN. NE 3.15% 563,000 858,000 295,000 0.00% $296.17K
ACCENTRO REAL ESTATE AG STEP 02/13/2026 REGS 2,371,500 2,605,233 233,733 0.00% $4.25K
CORPORACION NACIONAL DEL COBRE DE CHILE 6.3% 09/08/2053 144A 545,000 745,000 200,000 0.00% $223.88K
ALBERTSONS COS/SAFEWAY SR UNSECURED 144A 03/34 5.75 550,000 775,000 225,000 0.00% $216.71K
ALTICE FING SA 9.625% 07/15/2027 144A 640,000 1,020,000 380,000 0.00% $251.83K
CANO HEALTH TERM Initial Exchange Term Loans 1LN 06/28/2029 878,473 909,906 31,433 0.00% $24.52K
NORD SECURITY TERM B 1LN 10/8/2032 475,000 700,000 225,000 0.00% $211.58K
HEXION TERM 2LN 03/15/2030 726,471 728,235 1,765 0.00% -$24.53K
Energy Transfer LP 115,000 675,000 560,000 0.00% $568.67K
WOLFSPEED INC SR SECURED 144A 06/30 VAR 569,152 574,527 5,375 0.00% -$9.17K
Aruba Investments, Inc./USD 2nd Lien Term Loan 10/20 485,000 685,000 200,000 0.00% $176.58K
MSC 2016-BNK2 C CSTR 11/49 343,000 683,000 340,000 0.00% $284.21K
Consolidated Energy Finance SA 435,000 700,000 265,000 0.00% $286.11K
VOYG 5/07/2026 JPM 0bps + OBFR ETRS 8,200,009 21,000,007 12,799,998 0.00% $2.15M
BBCMS MTG TR 2020-C7 CSTR 04/15/2053 462,500 651,500 189,000 0.00% $169.91K
GPD COS INC PIK 12.5% 12/31/2029 144A 1,057,047 1,070,505 13,458 0.00% -$10.37K
FNR 2010-135 ZA 4.5% 12/40 565,126 571,507 6,382 0.00% $8.79K
SBLOFI SWAP CZ030008 12/17/57 B 21,389,771 30,875,744 9,485,973 0.00% -$267.05K
FN MA4100 56,560 535,606 479,046 0.00% $402.19K
TNT CRANE and RIGGING TERM 2LN 12/03/2026 668,500 697,853 29,353 0.00% -$77.25K
MRP Buyer LLC, First Lien, Delayed Draw Term Loan 108,952 391,860 282,908 0.00% $283.81K
GTT Communications Inc 2025 Fixed Holdco Term Loan 456,902 473,025 16,123 0.00% $13.22K
FNR 2011-4 PZ 5% 2/41 337,409 341,644 4,235 0.00% $4.94K
MINERVA LUXMBOURG SA 4.375% 03/18/2031 144A 100,000 345,000 245,000 0.00% $228.54K
BYJU'S TERM B 1LN 11/24/2026 2,221,191 2,224,346 3,156 0.00% $3.00K
WHEAT MAY 26 2,650,000 2,870,000 220,000 0.00% -$195.46K
Connect Holding II LLC 323,582 331,796 8,214 0.00% $24.11K
WHR 5.75 03/01/34 125,000 240,000 115,000 0.00% $107.73K
RADIOLOGY PARTNERS INC SECURED 144A 02/30 9.781 137,525 144,250 6,725 0.00% $1.82K
AVENTIV TERM FLSO 1LN 03/25/2026 109,521 112,567 3,046 0.00% $3.05K
TROPICANA TERM EXCH FLTO FL30 PIK 01/24/2030 524,320 531,019 6,700 0.00% -$82.52K
SPI 200 FUTURES MAR26 XPH6 27 31 4 0.00% $46.30K
Securus Technologies Holdings, Inc. 3,302,497 3,414,855 112,359 0.00% -$28.62K
GOVERNMENT NAT MTG ASSN HECM 2016-H21 DF TSFR1M+76.448 05/20/2061 370 374 4 0.00% $6
SWP: IFS 3.185000 15-NOV-2027 UKR -775,530,000 -764,295,000 11,235,000 -0.01% -$5.69M
Security Shares Nov 2025 Shares Feb 2026 Δ shares End % Δ value
Fidelity Cash Central Fund 787,104,743 740,470,240 -46,634,503 3.12% -$46.64M
US TREASURY N/B 349,960,000 345,010,000 -4,950,000 1.46% -$3.14M
US TREASURY N/B 66,830,000 52,790,000 -14,040,000 0.22% -$13.57M
G2 MA7988 60,753,885 45,474,373 -15,279,512 0.18% -$13.12M
Uniform Mortgage-Backed Securities 47,810,264 47,013,839 -796,425 0.17% $49.05K
FR SD8090 40,619,888 40,257,760 -362,128 0.14% $318.28K
FNMA 30YR 3.5% 10/01/2048#FS9071 33,381,738 32,460,810 -920,928 0.13% -$364.65K
T/L GREAT OUTDOORS GROUP LLC REGD 0.00000000 31,083,175 31,004,879 -78,295 0.13% -$217.97K
GGAMMT 2025-1A A 144A 5.923% 09-30-60 29,010,000 26,423,137 -2,586,863 0.11% -$2.33M
BX Commercial Mortgage Trust, Series 2024-XL5, Class A 28,097,829 24,474,047 -3,623,783 0.10% -$3.62M
FHLG 30YR 6.5% 09/01/2054#SD6617 23,923,820 22,772,880 -1,150,940 0.10% -$1.10M
FN MA4077 28,993,855 28,538,610 -455,245 0.10% $62.34K
Subway Funding LLC, Series 2024-1A, Class A2I 23,199,660 23,141,075 -58,585 0.10% -$62.04K
Freddie Mac Multifamily Structured Pass Through Certificates 23,300,000 23,296,237 -3,763 0.10% -$13.47K
Aaset LLC, Series 2022-1A, Class A 23,314,322 22,639,213 -675,109 0.10% -$545.08K
JPMORGAN CHASE 22,300,000 21,523,000 -777,000 0.10% -$1.00M
FR SD7509 24,653,899 24,111,707 -542,192 0.09% -$123.80K
FR SD7540 25,069,193 24,556,729 -512,464 0.09% -$87.07K
Government National Mortgage Association 24,830,962 24,320,172 -510,790 0.09% -$24.02K
FNMA 30YR 6% 07/01/2055#CC0730 20,475,591 20,204,524 -271,067 0.09% -$244.13K
Subway Funding LLC, Series 2024-3A, Class A2I 19,913,850 19,863,562 -50,288 0.08% -$23.69K
NAVTR 2025-1 A 18,911,283 18,624,620 -286,663 0.08% $20.42K
BX Trust, Series 2024-CNYN, Class A 18,406,746 18,196,208 -210,538 0.08% -$204.85K
FR SD8146 20,860,597 20,534,249 -326,348 0.07% $59.40K
FR SD8134 20,803,285 20,480,243 -323,042 0.07% $48.25K
Gilead Aviation LLC, Series 2025-1A, Class A 16,392,778 16,176,619 -216,159 0.07% -$95.11K
FNMA 15YR 6% 07/01/2039#FS8581 17,782,725 16,027,034 -1,755,691 0.07% -$1.84M
FNMA 30YR 2.5% 05/01/2051#CB0404 19,017,453 18,738,235 -279,218 0.07% $6.85K
BX TRUST 19,188,984 16,524,709 -2,664,274 0.07% -$2.67M
FNMA 30YR 6% 02/01/2055#CB9989 16,039,672 15,280,493 -759,178 0.07% -$713.70K
FNMA 30YR 5.5% 10/01/2053#CB7299 15,807,844 15,326,416 -481,428 0.07% -$389.20K
Uniform Mortgage-Backed Securities 18,951,929 18,599,987 -351,942 0.07% -$66.44K
GOLDEN NUGGET TERM B 1LN 01/29/2029 15,716,786 15,676,069 -40,717 0.07% -$122.02K
FNMA 20YR 2% 08/01/2040#MA4093 17,097,026 16,655,471 -441,555 0.06% -$139.73K
FR SD7527 18,102,336 17,736,292 -366,043 0.06% -$88.93K
Subway Funding LLC, Series 2024-3A, Class A23 15,020,280 14,982,350 -37,930 0.06% $11.22K
FNMA 30YR 3.5% 06/01/2051#CB0867 16,176,656 15,814,723 -361,934 0.06% -$110.06K
FEDERAL NAT MTG ASN GTD REM PA 2% 10/25/2047 16,706,507 16,180,044 -526,464 0.06% -$318.61K
FNMA 30YR 2.5% 05/01/2051#CB0454 16,848,442 16,463,090 -385,352 0.06% -$118.80K
BX TRUST BX 2024 MDHS A 144A 15,916,598 14,393,126 -1,523,472 0.06% -$1.52M
US TREASURY N/B 34,220,000 14,020,000 -20,200,000 0.06% -$20.39M
SORT 2021-1A A1 17,687,366 17,557,567 -129,799 0.06% -$79.17K
Apollo aviation securitization 15,275,961 14,952,254 -323,707 0.06% -$131.51K
FNMA 20YR 2% 05/01/2042#FS4603 16,223,983 15,843,097 -380,885 0.06% -$94.35K
FHLMC REMI 30YR 6% 04/01/2055#RJ4028 13,966,041 13,603,320 -362,721 0.06% -$301.02K
FN MA4176 15,730,971 15,366,554 -364,417 0.06% -$88.72K
SANCHEZ TERM 1LN DIP 12/31/2055 6,410,785 4,751,701 -1,659,084 0.06% $74.97K
T/L ACRISURE LLC REGD 0.00000000 13,970,065 13,934,876 -35,189 0.06% -$477.57K
G2 MA7472 15,137,736 14,833,191 -304,544 0.06% -$52.34K
FNMA 30YR 6% 08/01/2054#CB9061 13,525,985 12,705,178 -820,807 0.06% -$818.01K
Freddie Mac Pool 13,957,321 13,685,418 -271,903 0.06% -$36.94K
FNMA 30YR 2.5% 10/01/2050#CA7229 15,048,618 14,702,688 -345,930 0.05% -$72.94K
Subway Funding LLC, Series 2024-1A, Class A2I 12,390,840 12,359,550 -31,290 0.05% -$5.30K
G2 MA8346 13,338,066 13,017,876 -320,190 0.05% -$148.94K
FNMA 30YR 6.5% 10/01/2053#CB7348 12,968,552 11,930,281 -1,038,270 0.05% -$1.02M
FHLG 30YR 5.5% 03/01/2053#SD7559 12,340,176 11,966,170 -374,006 0.05% -$310.83K
FR RA6820 14,643,595 14,437,643 -205,952 0.05% $42.29K
WHEAT SEP 26 18,109 18,032 -77 0.05% $6.49M
CHARTER COMM OPT 14,572,000 12,445,000 -2,127,000 0.05% -$1.89M
G2 MA8199 12,735,995 12,493,760 -242,235 0.05% $14.30K
G2 MA7051 14,180,724 13,901,404 -279,320 0.05% -$44.16K
FHLM 30YR 5.5% 08/01/2053#RA9619 11,692,699 11,386,072 -306,627 0.05% -$240.40K
U.S. Treasury Inflation-Protected Indexed Bonds 15,180,000 11,440,000 -3,740,000 0.05% -$3.68M
G2 MA6994 13,906,417 13,638,723 -267,694 0.05% -$44.61K
FEDERAL NAT MTG ASN GTD REM PA 22-67 FA SOFR30A+80 10/25/2052 11,861,242 11,442,496 -418,746 0.05% -$361.73K
SFR TERM B14 1LN 5/31/2031 11,667,587 11,262,868 -404,719 0.05% -$417.33K
FHLM 30YR 5.5% 07/01/2053#RA9373 11,241,699 10,881,627 -360,072 0.05% -$298.14K
Subway Funding LLC, Series 2024-1A, Class A23 10,867,230 10,839,788 -27,442 0.05% -$30.76K
FNMA 30YR 5.5% 06/01/2053#CB6527 10,957,089 10,815,350 -141,739 0.05% -$78.03K
FNMA 30YR 6% 04/01/2054# 11,483,829 10,806,162 -677,667 0.05% -$674.94K
FNMA 30YR 3% 12/01/2050#MA4211 12,565,044 12,168,966 -396,078 0.05% -$177.49K
FNMA 30YR 6% 09/01/2054#CB9216 11,342,257 10,636,773 -705,484 0.05% -$703.65K
PSTAT 2025-2A A1 12,221,000 10,897,352 -1,323,648 0.05% -$1.32M
Palmer Square Loan Funding Ltd., Series 2025-1A, Class A1 11,828,213 10,668,660 -1,159,553 0.04% -$1.13M
FNMA 30YR 2.5% 06/01/2051#FM7507 12,289,055 12,051,841 -237,214 0.04% -$30.33K
Federal Home Loan Mortgage Corporation 11,706,557 11,436,057 -270,500 0.04% -$62.23K
Blackbird Capital II Aircraft Lease Ltd., Series 2021-1A, Class A 11,191,654 10,899,581 -292,072 0.04% -$152.57K
MFRA TRUST MFRA 2022 RPL1 A1 144A 11,202,182 10,797,823 -404,360 0.04% -$312.93K
DNKN 2025-1A A2I 10,235,000 10,209,412 -25,588 0.04% $7.15K
FR SD8128 12,461,985 12,268,556 -193,428 0.04% $36.64K
Solera Term Loan B 400 2028-05-15 13,021,156 11,887,758 -1,133,398 0.04% -$2.16M
WILLIS ENGINE STRUCTURED TRUST WESTF 2025 A A 144A 9,876,781 9,787,688 -89,093 0.04% -$23.21K
FNMA UMBS, 30 Year 10,009,851 9,444,770 -565,080 0.04% -$539.81K
FEDERAL NAT MTG ASN GTD REM PA 22-56 FJ SOFR30A+80 09/25/2052 10,177,395 9,831,420 -345,975 0.04% -$297.17K
DNKN 2017-1A A2II 4.03% 11/20/2047 144A 9,851,378 9,824,680 -26,698 0.04% $45.20K
FEDERAL NAT MTG ASN GTD REM PA SOFR30A+120 12/25/2054 10,579,381 9,668,237 -911,144 0.04% -$873.75K
FNMA 30YR 6% 06/01/2054#CB8711 10,293,514 9,414,654 -878,860 0.04% -$884.55K
FNMA 30YR 6% 05/01/2054# 10,056,684 9,404,229 -652,456 0.04% -$651.83K
ALTDE Trust, Series 2025-1A, Class A 9,617,565 9,418,740 -198,825 0.04% -$175.40K
FN MA3744 10,789,629 10,562,712 -226,917 0.04% -$67.02K
AUTHENTIC BRANDS TERM B1 1LN 12/21/2028 9,726,914 9,702,351 -24,563 0.04% -$73.69K
PRET Trust, Series 2025-RPL2, Class A1 9,976,872 9,759,922 -216,950 0.04% -$134.25K
GOVERNMENT NATIONAL MORTGAGE CORPORATION 11,104,132 10,882,122 -222,010 0.04% $1.83K
UNITED PLANET FITNESS TERM 1LN 12/30/2026 9,948,773 9,922,456 -26,317 0.04% -$23.60K
Ultimate Software Group, Inc., First Lien Term Loan 10,105,525 10,080,261 -25,264 0.04% -$576.13K
Fannie Mae Pool Pool # FA0543 11,005,019 10,772,271 -232,748 0.04% -$45.09K
CIM TRUST CIM 2025 R1 A1 144A 9,685,719 9,458,182 -227,537 0.04% -$207.44K
FNMA 30YR 2.5% 08/01/2051#CB1281 10,914,555 10,729,543 -185,012 0.04% $20.58K
EUROPEAN UNION MTN 3.375000% 12/12/2035 8,295,000 7,470,000 -825,000 0.04% -$736.62K
FANNIEMAE 30YR 3% 12/01/2051#FA0145 10,108,334 9,961,209 -147,126 0.04% $16.57K
BCSTAT 2025-1A AR 12,147,000 8,999,427 -3,147,573 0.04% -$3.11M
PLNT 2019-1A A2 9,220,478 9,196,020 -24,458 0.04% $59.75K
FNMA 30YR 6% 07/01/2054#CB8850 8,770,855 8,508,686 -262,169 0.04% -$230.46K
Federal National Mortgage Association, Inc. 10,798,679 10,566,546 -232,133 0.04% -$18.94K
Aaset Trust, Series 2024-1A, Class A1 8,704,502 8,569,412 -135,090 0.04% -$127.10K
FR SD8127 11,207,655 11,044,661 -162,994 0.04% $72.31K
UMBS 8,762,447 8,258,841 -503,606 0.04% -$495.26K
FN MA4236 11,135,082 10,971,438 -163,644 0.04% $87.63K
FNMA 30YR 2.5% 05/01/2051#CB0447 10,191,284 9,926,499 -264,785 0.04% -$87.00K
PLNT 2022-1A A2II 9,100,915 9,077,338 -23,578 0.04% $155.13K
FR SD8120 11,020,718 10,852,035 -168,683 0.04% $81.38K
FNMA POOL FM9501 FN 11/51 FIXED VAR 10,009,145 9,781,684 -227,460 0.04% -$57.49K
FHLG 20YR 2% 07/01/2041#SC0162 9,763,014 9,464,882 -298,132 0.04% -$116.94K
SATS 3.875 11/30/30 4,169,498 2,391,498 -1,778,000 0.04% -$1.39M
DNKN 2025-1A A2II 8,300,000 8,279,250 -20,750 0.04% $38.33K
FNMA, Series 2023-54, Class FD 8,991,278 8,280,736 -710,541 0.04% -$699.92K
UNSEAM TL B 1L USD 8,400,000 8,379,000 -21,000 0.04% -$56.69K
Slam Ltd. 8,215,964 8,090,177 -125,786 0.04% -$100.11K
FEDERAL NAT MTG ASN GTD REM PA SOFR30A+155 11/25/2053 9,603,615 8,200,882 -1,402,733 0.03% -$1.40M
FEDERAL NAT MTG ASN GTD REM PA 1.5% 11/25/2050 9,765,590 9,661,647 -103,943 0.03% $202.43K
SANTANDER MTG ASSET RECEIVABLES TR 2025-NQM3 A1 5.816% 05/25/2065 144A 8,660,235 8,181,613 -478,622 0.03% -$451.96K
BX Trust, Series 2022-IND, Class A 9,546,599 8,256,797 -1,289,802 0.03% -$1.29M
FNMA 30YR 2.5% 05/01/2052#FA1273 9,507,216 9,336,331 -170,885 0.03% -$12.21K
FHLG 30YR 6.5% 01/01/2054#RJ0706 8,410,265 7,771,430 -638,835 0.03% -$621.26K
Morgan Stanley Residential Mortgage Loan Trust, Series 2025-NQM4, Class A1 8,600,201 8,057,231 -542,970 0.03% -$517.02K
FANNIEMAE 30YR 2% 03/01/2052# 9,869,606 9,741,389 -128,217 0.03% $50.00K
FR SB1215 8,855,520 7,853,480 -1,002,040 0.03% -$1.05M
TOWD PT MTG TR 2022 3.75% 07/25/2062 144A 8,649,304 8,327,991 -321,313 0.03% -$246.30K
ELDORADO RESORTS TERM B 1LN 2/6/2030 8,708,110 8,111,398 -596,712 0.03% -$568.27K
AASET 2024-1 US LTD / AASET 2024-1 INTL LTD 6.261% 05/16/2049 144A 7,902,626 7,779,981 -122,645 0.03% -$115.39K
HUNTER DOUGLAS TERM B 1LN 1/17/2032 8,809,847 8,014,608 -795,239 0.03% -$821.19K
Jersey Mike's Funding, Series 2025-1A, Class A2 7,685,738 7,666,475 -19,262 0.03% $103.61K
FHLG 30YR 5% 11/01/2052#SD1863 8,031,674 7,786,994 -244,680 0.03% -$190.21K
FNMA 30YR 2.5% 05/01/2051#CB0506 9,083,981 8,922,502 -161,479 0.03% -$10.18K
FNMA 30YR 6% 11/01/2053#FS6498 7,848,846 7,449,217 -399,629 0.03% -$380.50K
US TREASURY N/B 13,250,000 7,882,000 -5,368,000 0.03% -$5.15M
Federal Home Loan Mortgage Corporation 8,740,587 8,502,751 -237,836 0.03% -$121.57K
PERCOR TL B 1L USD 8,959,435 8,935,463 -23,972 0.03% -$218.46K
Freddie Mac Multifamily Structured Pass Through Certificates 7,581,655 7,577,234 -4,421 0.03% -$3.50K
FNMA 30YR 2.5% 08/01/2051#CB1331 8,795,609 8,589,151 -206,458 0.03% -$33.74K
WHP TERM B 1LN 02/20/2032 8,942,588 7,432,650 -1,509,938 0.03% -$1.54M
ASURION TERM LOAN B11 1LN 08/19/2028 7,422,144 7,403,113 -19,031 0.03% -$8.47K
ATHENA TL B 1L USD 7,614,876 7,595,743 -19,133 0.03% -$212.18K
Subway Funding LLC, Series 2024-3A, Class A2I 7,407,180 7,388,475 -18,705 0.03% $16.04K
FNMA POOL CB1280 FN 08/51 FIXED 2.5 8,425,258 8,295,482 -129,775 0.03% $27.32K
JBS HLD/FD/LUX 18,025,000 7,990,000 -10,035,000 0.03% -$9.03M
FNMA 30YR 5.5% 10/01/2052#CB4909 7,270,002 7,047,970 -222,031 0.03% -$183.83K
FNMA 20YR 2% 10/01/2041#FM9396 8,387,802 8,141,981 -245,822 0.03% -$95.90K
FHLG 30YR 5% 01/01/2053#SD2186 7,265,639 7,041,057 -224,582 0.03% -$169.45K
APOLLO AVIATION SECURITIZATION EQUITY TRUST 6,979,895 6,842,545 -137,350 0.03% -$76.48K
FN MA4254 8,977,946 8,858,004 -119,942 0.03% $66.37K
BRANDSAFWAY TERM B 1LN 08/01/2030 8,214,575 8,193,726 -20,849 0.03% -$351.86K
FR SD8133 8,905,267 8,778,027 -127,240 0.03% $59.26K
Freddie Mac REMICS 7,795,195 6,894,471 -900,723 0.03% -$865.97K
FNMA 30YR 3% 11/01/2051#CB2164 7,688,907 7,576,391 -112,515 0.03% $14.14K
FNMA 30YR 3% 10/01/2049#CA4406 7,693,469 7,502,883 -190,586 0.03% -$58.35K
FHLG 30YR 5.5% 11/01/2052#SD3410 6,890,331 6,655,065 -235,266 0.03% -$204.90K
BX TRUST 2025-ROIC C TSFR1M+169 03/15/2030 144A 7,031,576 6,889,695 -141,881 0.03% -$141.51K
FEDERAL NAT MTG ASN GTD REM PA 56 FC SOFR30A+150 11/25/2053 7,936,351 6,777,144 -1,159,208 0.03% -$1.16M
FNMA 30YR 2% 11/01/2051#FM9568 8,256,346 8,123,665 -132,681 0.03% -$1.11K
FNMA 30YR 2.5% 05/01/2051#CB0443 7,819,541 7,726,611 -92,930 0.03% $31.90K
G2 MA8266 7,320,230 7,172,135 -148,095 0.03% -$183
GNII II 5.5% 12/20/2054#787741 6,756,405 6,561,092 -195,313 0.03% -$165.85K
FHLG 30YR 5% 12/01/2052#SD1924 6,805,532 6,637,084 -168,448 0.03% -$121.58K
FEDERAL NAT MTG ASN GTD REM PA 1.5% 07/25/2040 7,878,053 7,687,318 -190,735 0.03% -$82.17K
FR SD8115 7,516,286 7,355,756 -160,530 0.03% -$41.19K
FNMA 30YR 2.5% 04/01/2052#FA0903 7,659,346 7,499,665 -159,681 0.03% -$30.44K
FNMA 30YR 4% 04/01/2045#FM2986 6,865,811 6,721,556 -144,256 0.03% -$50.54K
FR SD7532 7,961,656 7,797,487 -164,169 0.03% -$41.80K
Hexion Term Loan B 400 2029-03-01 6,785,452 6,705,168 -80,284 0.03% -$26.14K
FHLG 30YR 2% 10/01/2051#RA6076 7,897,714 7,814,173 -83,541 0.03% $30.93K
GNMA II 5.5% 03/20/2054#787292 6,589,287 6,362,201 -227,086 0.03% -$203.26K
T/L CMG MEDIA CORPORATION REGD 0.00000000 6,960,711 6,943,098 -17,613 0.03% $202.64K
FHLMC REMI 30YR 6% 03/01/2055#RJ3645 6,433,132 6,213,660 -219,472 0.03% -$197.39K
FN MA4473 7,738,537 7,566,530 -172,006 0.03% -$73.27K
REPUBLIC OF ARGENTINA SR UNSECURED 07/30 VAR 8,220,540 7,657,686 -562,854 0.03% -$315.82K
WFLF 2024-2A A1 7,159,832 6,349,853 -809,979 0.03% -$802.91K
BX COMMERCIAL MORTGAGE TRUST 2024 XL5 6,373,015 6,356,700 -16,315 0.03% -$20.29K
FNMA 30YR 3% 02/01/2052#CB2886 7,105,902 6,925,556 -180,346 0.03% -$52.08K
N A 6,906,514 6,235,598 -670,917 0.03% -$670.92K
STAPLES TERM B 1LN 9/4/2029 7,325,982 6,970,929 -355,053 0.03% -$644.28K
FNMA 30YR 6% 09/01/2052#CB4643 5,994,063 5,968,074 -25,988 0.03% -$461
CIM Trust, Series 2025-NR1, Class A1 6,718,226 6,288,400 -429,826 0.03% -$402.31K
CITSEC TL B 1L USD 6,156,020 6,140,513 -15,506 0.03% -$56.27K
FNMA 30YR 3% 01/01/2051#MA4239 6,865,681 6,698,477 -167,204 0.03% -$52.09K
FNMA 30YR 6% 05/01/2055#CC0404 5,969,688 5,838,903 -130,785 0.03% -$105.25K
SLVRR 2019-1 A 6,315,691 6,073,127 -242,564 0.03% -$147.90K
FHLG 30YR 2.5% 05/01/2052#SL0225 7,002,869 6,858,385 -144,483 0.03% -$31.70K
FEDERAL NAT MTG ASN GTD REM PA 2.5% 06/25/2049 6,779,552 6,614,807 -164,745 0.03% -$51.05K
FNMA 30YR 2.5% 07/01/2050#FM3742 6,954,829 6,791,191 -163,637 0.03% -$37.04K
PEAC Solutions Receivables LLC, Series 2025-1A, Class A2 6,775,000 5,976,126 -798,874 0.03% -$804.51K
FREDDIE MAC POOL UMBS P#SD7570 6.00000000 5,949,531 5,733,420 -216,111 0.03% -$196.75K
FHLG 30YR 2% 11/01/2051#RA6241 7,172,315 7,052,114 -120,202 0.02% -$9.16K
FNMA 30YR 3% 03/01/2052#CB3114 6,550,046 6,407,402 -142,644 0.02% -$29.06K
FEDERAL NAT MTG ASN GTD REM PA 2.5% 11/25/2047 6,454,725 6,268,953 -185,773 0.02% -$90.92K
HUB INTL LTD 5,915,297 5,897,878 -17,420 0.02% -$109.01K
FHLM 30YR 6% 06/01/2054#RJ1709 5,790,259 5,546,845 -243,413 0.02% -$221.31K
FEDERAL NAT MTG ASN GTD REM PA 2% 02/25/2048 6,542,769 6,300,005 -242,763 0.02% -$137.40K
Government National Mortgage Association 6,710,702 6,574,569 -136,134 0.02% $3.45K
T/L CROWN FINANCE US INC 0.00000000 5,975,883 5,960,906 -14,977 0.02% -$184.54K
FNMA 30YR 6% 02/01/2055#CB9985 5,646,714 5,461,654 -185,060 0.02% -$169.73K
FNMA 30YR 2.5% 12/01/2051#CB2289 6,640,524 6,529,278 -111,246 0.02% -$11.12K
FNMA 30YR 6% 07/01/2054#CB8857 5,890,197 5,540,359 -349,839 0.02% -$350.24K
FNMA 30YR 6.5% 05/01/2053#FS4662 5,824,236 5,389,848 -434,387 0.02% -$430.88K
CARMX 2025-2 A2A 7,337,755 5,607,449 -1,730,305 0.02% -$1.73M
FHLG 15YR 6% 09/01/2039#SB1334 5,824,498 5,373,598 -450,900 0.02% -$470.57K
SATS 6.75 11/30/30 5,825,776 5,525,776 -300,000 0.02% -$454.05K
Triton Water Holdings, Inc., Term Loan B 5,601,810 5,587,699 -14,110 0.02% -$29.50K
FNMA 30YR 3% 11/01/2051#FS9709 6,186,927 6,059,363 -127,564 0.02% -$25.09K
Government National Mortgage Association 6,466,484 6,345,921 -120,563 0.02% $8.74K
Government National Mortgage Association 6,451,834 6,326,771 -125,063 0.02% $4.44K
GNII II 5.5% 01/20/2055#787767 5,640,741 5,394,816 -245,925 0.02% -$226.99K
FREDDIE MAC POOL FR 03/52 FIXED 3.5 5,942,354 5,812,103 -130,252 0.02% -$27.05K
BANK OF AMERICA MERRIL LYNCH LARGE LOAN INC 5,845,171 5,700,792 -144,380 0.02% -$45.78K
FR SD7569 5,490,970 5,271,314 -219,656 0.02% -$200.76K
UMBS 6,346,579 6,268,632 -77,947 0.02% $27.87K
CELANESE US HLDS 8,341,000 5,198,000 -3,143,000 0.02% -$3.15M
FNMA 30YR 2.5% 11/01/2051#FM9517 6,306,966 6,210,578 -96,388 0.02% -$2.44K
FNMA 30YR 5% 10/01/2052#FS3047 5,414,386 5,329,440 -84,946 0.02% -$41.69K
FNMA 30YR 5.5% 09/01/2052#FS2960 5,466,075 5,238,618 -227,457 0.02% -$200.68K
Thunderbolt III Aircraft Lease Ltd., Series 2019-1, Class A 6,176,243 5,446,321 -729,922 0.02% -$652.95K
MICRO HOLDN CORP TL 1S 52 6,649,559 6,632,553 -17,007 0.02% -$628.31K
FNMA 30YR 3.5% 07/01/2052#FS5486 5,783,049 5,626,057 -156,992 0.02% -$48.30K
FNMA 30YR 6% 06/01/2053#CB6538 5,441,531 5,129,004 -312,527 0.02% -$298.86K
UPG HI ISSUER TRUST UPGHI 2025 2 A 144A 5,600,000 5,315,296 -284,704 0.02% -$256.17K
FNMA GTD MTG PASS THRU CTF SOFR30A+120 02/25/2055 5,685,910 5,296,020 -389,891 0.02% -$364.00K
M2S GROUP TERM B 1LN 8/25/2031 5,533,776 5,384,398 -149,378 0.02% -$143.83K
Government National Mortgage Association 5,345,782 5,227,246 -118,536 0.02% -$84.68K
FANNIEMAE 30YR 5.5% 02/01/2055#FA0629 5,229,446 5,111,093 -118,353 0.02% -$83.72K
FN MA4228 5,932,636 5,726,655 -205,981 0.02% -$139.19K
FREDDIE MAC POOL FR 02/52 FIXED 2 6,371,152 6,235,097 -136,056 0.02% -$32.66K
MFF 2024-1A A 144A 5.82% 04-20-37 5,841,444 5,159,333 -682,111 0.02% -$691.60K
FR SD7535 5,976,844 5,849,400 -127,444 0.02% -$27.39K
FHLG 30YR 3% 04/01/2050#SD0516 5,724,610 5,614,721 -109,889 0.02% -$23.87K
FHLG 30YR 3% 03/01/2050#SD0517 5,718,057 5,575,721 -142,335 0.02% -$53.61K
FEDERAL NAT MTG ASN GTD REM PA 4% 03/25/2047 5,216,504 5,076,770 -139,734 0.02% -$78.24K
PSTAT 2024-2A A1N CLO 144A FRN 01-15-33 5,429,346 5,031,056 -398,290 0.02% -$400.03K
FR SD8106 6,089,888 6,000,708 -89,179 0.02% $20.45K
FNMA 30YR 3% 04/01/2052#CB3239 5,586,013 5,456,994 -129,019 0.02% -$31.79K
FNMA 20YR 2% 12/01/2040#CA8323 5,648,590 5,515,451 -133,140 0.02% -$33.52K
Uniform Mortgage-Backed Securities 5,061,328 4,807,902 -253,426 0.02% -$222.07K
FNMA POOL FM1842 FN 06/34 FIXED VAR 5,318,984 4,995,985 -322,999 0.02% -$287.49K
Imperial Dade Term Loan B 325 2030-12-01 4,940,383 4,927,939 -12,444 0.02% -$31.05K
BX Trust, Series 2025-ROIC, Class B 4,991,532 4,890,814 -100,718 0.02% -$100.48K
MODENA BUYER LLC TL 1L 7/1/2031 5,560,840 5,546,797 -14,043 0.02% -$572.31K
Federal National Mortgage Association, Inc. 5,187,508 5,023,001 -164,507 0.02% -$111.95K
FEDERAL NAT MTG ASN GTD REM PA 2.25% 11/25/2047 5,403,862 5,254,728 -149,134 0.02% -$65.80K
PRPM 2024-RPL2, LLC 5,158,676 4,935,907 -222,768 0.02% -$211.05K
FNMA 30YR 2% 10/01/2051#CB1799 5,891,754 5,708,647 -183,107 0.02% -$82.79K
FNMA 30YR 5% 11/01/2052#CB5128 4,780,687 4,687,527 -93,160 0.02% -$58.57K
BX COMMERCIAL MORTGAGE TRUST 2024 XL5 4,800,289 4,788,000 -12,289 0.02% -$13.78K
FNMA 30YR 3.5% 09/45#AS5764 5,112,986 4,961,878 -151,108 0.02% -$59.26K
ASURION TERM B12 1LN 09/19/2030 4,767,719 4,755,680 -12,040 0.02% $55.41K
T/L ASCEND LEARNING LLC REGD 0.00000000 4,971,657 4,959,166 -12,492 0.02% -$259.31K
DNKN 2021-1A A2I 4,766,400 4,753,988 -12,412 0.02% $20.30K
FNMA 30YR 5.5% 07/01/2054#FS8456 4,596,142 4,518,406 -77,736 0.02% -$48.99K
FNMA 30YR 6.5% 09/01/2053#CB7134 4,565,319 4,399,122 -166,197 0.02% -$147.60K
FHLG 30YR 6% 10/01/2054#RJ2642 4,599,246 4,443,320 -155,927 0.02% -$141.77K
FEDERAL NAT MTG ASN GTD REM PA 22-53 FG SOFR30A+80 08/25/2052 4,781,179 4,618,645 -162,533 0.02% -$139.60K
VERDANT RECEIVABLES LLC VERD 2025 1A A2 144A 5,350,000 4,583,230 -766,770 0.02% -$768.88K
FNMA 15YR 2.5% 12/01/2033#FM4036 5,014,888 4,715,210 -299,678 0.02% -$267.27K
FNMA 30YR 3% 11/01/2051#FM9633 5,130,473 4,976,087 -154,386 0.02% -$63.05K
FHLG 30YR 2% 12/01/2051#RA6510 5,486,926 5,414,966 -71,960 0.02% $4.60K
FNMA 30YR 3% 07/01/2050#CA6312 5,058,976 4,945,333 -113,643 0.02% -$27.39K
Federal Home Loan Mortgage Corporation 4,816,370 4,492,008 -324,362 0.02% -$297.81K
BX TRUST 8,237,681 4,521,505 -3,716,176 0.02% -$3.72M
FNMA 30YR 3% 08/01/2050#FM4050 4,949,256 4,912,748 -36,508 0.02% $40.38K
FNMA 30YR 6% 11/01/2054#CB9502 4,412,407 4,285,883 -126,524 0.02% -$111.71K
FNMA 30YR 2.5% 06/01/2050#CA5966 5,192,610 5,056,749 -135,861 0.02% -$44.64K
FANNIEMAE 30YR 3% 06/01/2052#FA0115 5,013,398 4,859,168 -154,230 0.02% -$60.77K
FNMA 30YR 2% 03/01/2052#FA0995 5,400,757 5,290,647 -110,110 0.02% -$21.75K
FNMA GTD MTG PASS THRU CTF SOFR30A+120 06/25/2054 5,062,416 4,402,767 -659,649 0.02% -$646.41K
APOLLO AVIATION SECURITIZATION EQUITY TRUST 5,546,025 4,542,191 -1,003,834 0.02% -$909.06K
FNMA 30YR 5.5% 07/01/2053#CB6673 4,385,590 4,260,978 -124,612 0.02% -$99.94K
FHLG 30YR 2.5% 12/01/2051#RA6434 5,101,657 5,014,767 -86,890 0.02% -$9.79K
Freddie Mac Pool 5,273,518 5,161,760 -111,758 0.02% -$38.13K
FHLG 30YR 3% 04/01/2052#SD1215 4,811,363 4,685,240 -126,123 0.02% -$35.36K
FNMA 30YR 3% 11/01/2051#FM9632 4,797,814 4,707,476 -90,339 0.02% -$9.62K
FNMA 30YR 5.5% 06/01/2053#CB6636 4,258,659 4,178,904 -79,755 0.02% -$55.79K
FANNIEMAE 30YR 2.5% 05/01/2052#FA0880 4,998,501 4,915,812 -82,689 0.02% -$7.45K
PRETIUM MORTGAGE CREDIT PARTNE PRET 2024 RPL1 A1 144A 4,560,050 4,420,687 -139,364 0.02% -$102.75K
FNMA 30YR 2% 11/01/2051#FM9539 5,224,245 5,110,060 -114,184 0.02% -$34.02K
FNMA 30YR 5% 11/01/2052#FS3248 4,337,483 4,208,954 -128,529 0.02% -$97.77K
FEDERAL HOME LN MTG MLT CTF GT 3% 05/25/2048 4,584,191 4,483,889 -100,303 0.02% -$52.13K
G2 MA4126 4,684,235 4,576,696 -107,540 0.02% -$39.51K
Quikrete Term Loan B-3 (Incremental) 225 2032-01-23 4,258,600 4,247,900 -10,700 0.02% -$18.87K
G2 MA7418 4,881,763 4,786,469 -95,294 0.02% -$14.30K
UNIVISION TERM B 1LN 01/31/2029 4,252,467 4,241,450 -11,017 0.02% $7.64K
FNMA 30YR 3% 02/01/2052#FS0631 4,650,934 4,566,056 -84,877 0.02% -$3.77K
REACH FINANCIAL LLC REACH 2025 2A A 144A 5,127,269 4,139,551 -987,718 0.02% -$988.26K
FEDERAL HOME LN MTG MLT CTF GT 3% 05/25/2048 4,460,835 4,340,197 -120,638 0.02% -$54.47K
FHLG 30YR 4% 10/01/2052#SD1772 4,275,073 4,193,142 -81,932 0.02% -$5.27K
FNMA 30YR 6% 03/01/2055#CC0116 4,060,017 3,939,330 -120,687 0.02% -$108.59K
FNMA 30YR 2.5% 11/01/2051#FM9505 4,819,327 4,699,814 -119,513 0.02% -$42.05K
G2 MA7767 4,752,629 4,659,127 -93,502 0.02% -$15.31K
PRMI Securitization Trust, Series 2024-CMG1, Class A1 4,314,016 4,099,784 -214,231 0.02% -$229.79K
Federal Home Loan Mortgage Corporation 4,315,822 4,049,194 -266,628 0.02% -$238.00K
FNMA 30YR 3.5% 07/01/2047#FS1789 4,298,426 4,201,699 -96,728 0.02% -$30.90K
Freddie Mac Gold Pool 4,185,704 4,080,265 -105,438 0.02% -$50.66K
Promontory Interfinancial/IntraFi Network 1/25 TLB 4,350,284 4,339,354 -10,930 0.02% -$232.44K

Top 300 of 3376, by weight.

Security Shares Nov 2025 Shares Feb 2026 Δ shares End % Δ value
US TREASURY N/B 575,000,000 575,000,000 0 2.44% $2.72M
US TREASURY N/B 572,000,000 572,000,000 0 2.35% $3.51M
US TREASURY N/B 486,541,000 486,541,000 0 1.94% $3.31M
US TREASURY N/B 418,365,000 418,365,000 0 1.81% $2.11M
US TREASURY N/B 393,800,000 393,800,000 0 1.62% $2.25M
US TREASURY N/B 282,056,000 282,056,000 0 1.21% $1.60M
US TREASURY N/B 279,400,000 279,400,000 0 1.18% $1.17M
US TREASURY N/B 250,000,000 250,000,000 0 1.09% $1.10M
US TREASURY N/B 257,500,000 257,500,000 0 1.09% $1.03M
US TREASURY N/B 245,745,000 245,745,000 0 1.05% $1.10M
US TREASURY N/B 258,048,000 258,048,000 0 1.00% $1.41M
US TREASURY N/B 209,752,000 209,752,000 0 0.93% $958.69K
US TREASURY N/B 207,000,000 207,000,000 0 0.89% $654.96K
US TREASURY N/B 201,800,000 201,800,000 0 0.87% $1.10M
US TREASURY N/B 200,600,000 200,600,000 0 0.85% $1.08M
US TREASURY N/B 339,566,000 339,566,000 0 0.83% $1.86M
US TREASURY N/B 245,214,000 245,214,000 0 0.81% $2.15M
US TREASURY N/B 187,000,000 187,000,000 0 0.80% $613.59K
US TREASURY N/B 190,000,000 190,000,000 0 0.75% $1.05M
US TREASURY N/B 163,000,000 163,000,000 0 0.69% $834.10K
US TREASURY N/B 165,526,000 165,526,000 0 0.67% $1.05M
US TREASURY N/B 154,000,000 154,000,000 0 0.67% $763.98K
US TREASURY N/B 155,000,000 155,000,000 0 0.66% $896.09K
US TREASURY N/B 146,900,000 146,900,000 0 0.63% $723.02K
US TREASURY N/B 130,189,000 130,189,000 0 0.57% $1.16M
BANK OF AMER CRP 121,493,000 121,493,000 0 0.53% $59.90K
US TREASURY N/B 111,000,000 111,000,000 0 0.47% $615.85K
US TREASURY N/B 105,000,000 105,000,000 0 0.44% $574.22K
US TREASURY N/B 100,000,000 100,000,000 0 0.43% $472.66K
US TREASURY N/B 113,402,000 113,402,000 0 0.41% $1.09M
US TREASURY N/B 95,345,000 95,345,000 0 0.40% $513.97K
US TREASURY N/B 90,100,000 90,100,000 0 0.38% $369.55K
US TREASURY N/B 83,500,000 83,500,000 0 0.37% $156.56K
US TREASURY N/B 141,158,000 141,158,000 0 0.36% $799.53K
US TREASURY N/B 106,426,000 106,426,000 0 0.33% $631.90K
US TREASURY N/B 75,000,000 75,000,000 0 0.32% $196.29K
JPMORGAN CHASE 73,217,000 73,217,000 0 0.31% $20.86K
GOLDMAN SACHS GP 72,922,000 72,922,000 0 0.31% $152.66K
US TREASURY N/B 64,000,000 64,000,000 0 0.28% $290.00K
US TREASURY N/B 64,000,000 64,000,000 0 0.27% $330.00K
CITIGROUP INC 54,777,000 54,777,000 0 0.24% $119.93K
US TREASURY N/B 54,222,000 54,222,000 0 0.23% $239.34K
JPMORGAN CHASE 53,314,000 53,314,000 0 0.23% -$77.28K
US TREASURY N/B 50,000,000 50,000,000 0 0.21% $203.12K
US TREASURY N/B 55,995,000 55,995,000 0 0.20% $290.91K
VERIZON COMM INC 51,205,000 51,205,000 0 0.19% $468.73K
MORGAN STANLEY 44,206,000 44,206,000 0 0.19% -$162.42K
PETROLEOS MEXICANOS SR UNSEC 5.95% 01-28-31 44,525,000 44,525,000 0 0.18% $665.20K
US TREASURY N/B 42,000,000 42,000,000 0 0.18% $147.66K
BROADCOM INC 45,257,000 45,257,000 0 0.18% $231.04K
US TREASURY N/B 38,969,000 38,969,000 0 0.17% $172.51K
PETROLEOS MEXICANOS SR UNSEC SF 6.7% 02-16-32 39,724,000 39,724,000 0 0.17% $478.67K
AES CORP/THE SR UNSECURED 144A 07/30 3.95 37,328,000 37,328,000 0 0.15% $276.44K
GOLDMAN SACHS GP 39,245,000 39,245,000 0 0.15% $90.91K
WILLIAMS COS INC 34,934,000 34,934,000 0 0.15% $211.60K
US TREASURY N/B 36,176,000 36,176,000 0 0.14% $204.90K
HPS CORPORATE LE 31,655,000 31,655,000 0 0.13% -$116.47K
MORGAN STANLEY 30,000,000 30,000,000 0 0.13% -$89.56K
WELLS FARGO CO 30,867,000 30,867,000 0 0.13% -$17.62K
WELLS FARGO CO 30,571,000 30,571,000 0 0.13% -$96.18K
CAPITAL ONE FINL 29,451,000 29,451,000 0 0.12% $58.61K
US TREASURY N/B 29,000,000 29,000,000 0 0.12% $121.21K
US TREASURY N/B 30,958,000 30,958,000 0 0.12% $175.35K
ATHENE GLOBAL FUNDING SECURED 144A 01/27 5.339 28,368,000 28,368,000 0 0.12% -$73.14K
DEUTSCHE BANK NY 29,675,000 29,675,000 0 0.12% $72.51K
VERIZON COMM INC 30,387,000 30,387,000 0 0.12% $312.85K
CAPITAL ONE FINL 27,617,000 27,617,000 0 0.12% -$17.71K
AerCap Ireland Capital Designated Activity Company 26,721,000 26,721,000 0 0.12% -$91.54K
Ares XLI CLO Ltd., Series 2016-41A, Class AR2 27,261,000 27,261,000 0 0.11% $8.42K
LOWE'S COS INC 27,423,000 27,423,000 0 0.11% $211.75K
LIFE MORTGAGE TRUST US 26,961,000 26,961,000 0 0.11% $62.43K
PETROLEOS MEXICANOS SR UNSEC 6.35% 02-12-48 31,726,000 31,726,000 0 0.11% $664.66K
ALLY FINANCIAL 25,000,000 25,000,000 0 0.11% $63.25K
Extended Stay America Trust, Series 2025-ESH, Class A 25,115,000 25,115,000 0 0.11% -$7.80K
BROADCOM INC 27,706,000 27,706,000 0 0.10% $32.87K
BARCLAYS PLC 23,950,000 23,950,000 0 0.10% -$85.91K
CENTENE CORP 25,480,000 25,480,000 0 0.10% $261.87K
BX TRUST 23,880,953 23,880,953 0 0.10% $29.86K
AIMCO CLO Ltd., Series 2024-22A, Class A 23,693,000 23,693,000 0 0.10% -$16.21K
Flatiron CLO 20 Ltd., Series 2020-1A, Class A1R2 23,424,000 23,424,000 0 0.10% $15.88K
PUGET ENERGY INC SR SECURED 03/32 4.224 23,786,000 23,786,000 0 0.10% $410.47K
CHARTER COMM OPT 27,821,000 27,821,000 0 0.10% -$148.02K
COF V5.247 07/26/30 22,350,000 22,350,000 0 0.10% $62.56K
FIVE CORNERS II 24,197,000 24,197,000 0 0.10% $139.72K
ALLY FINANCIAL 21,840,000 21,840,000 0 0.10% $21.72K
T-MOBILE USA INC 23,000,000 23,000,000 0 0.10% $167.33K
CIFC FUNDING 2021-III LTD A1R TSFR3M+ 10/15/2038 144A 22,431,000 22,431,000 0 0.09% $40.38K
Petroleos Mexicanos 24,683,000 24,683,000 0 0.09% $407.27K
SABRA HEALTH CAR 24,037,000 24,037,000 0 0.09% $241.05K
MORGAN STANLEY 21,945,000 21,945,000 0 0.09% $15.04K
MORGAN STANLEY 21,940,000 21,940,000 0 0.09% $44.46K
DELL INT / EMC 21,790,000 21,790,000 0 0.09% $109.48K
WELLS FARGO CO 21,000,000 21,000,000 0 0.09% -$38.97K
BLACKSTONE PRIVA 20,400,000 20,400,000 0 0.09% -$355.49K
AVOLON HOLDINGS FUNDING LTD 4.375% 05/01/2026 144A 21,312,000 21,312,000 0 0.09% $16.49K
VICI PROPERTIE 20,675,000 20,675,000 0 0.09% $94.81K
JPMORGAN CHASE 20,700,000 20,700,000 0 0.09% -$9.63K
MORGAN STANLEY 21,065,000 21,065,000 0 0.09% $57.92K
Jackson Financial Inc. 19,681,000 19,681,000 0 0.08% -$278.17K
OHA Credit Funding 13 Ltd 20,095,000 20,095,000 0 0.08% -$8.64K
BANK OF AMER CRP 20,000,000 20,000,000 0 0.08% $19.57K
MORGAN STANLEY 20,000,000 20,000,000 0 0.08% $7.71K
BX Mortgage Trust, Series 2021-PAC, Class A 19,900,000 19,900,000 0 0.08% -$338
HCA INC 20,318,000 20,318,000 0 0.08% $125.97K
WELLS FARGO CO 19,749,000 19,749,000 0 0.08% $41.22K
INDONESIA (REP) 24,000,000 24,000,000 0 0.08% -$330.00K
BARCLAYS PLC 18,477,000 18,477,000 0 0.08% -$44.63K
Aimco CLO 14 Ltd., Series 2021-14A, Class A1R 19,226,000 19,226,000 0 0.08% $40.97K
OMEGA HEALTHCARE 20,688,000 20,688,000 0 0.08% $235.14K
ARES XXXIV CLO LTD ARES 2015-2A A1R4 18,547,000 18,547,000 0 0.08% -$42.90K
OMEGA HEALTHCARE 18,502,000 18,502,000 0 0.08% -$34.29K
Allegro CLO XII Ltd., Series 2020-1A, Class A1R 18,441,000 18,441,000 0 0.08% $9.50K
DELL INT / EMC 17,706,000 17,706,000 0 0.07% $84.38K
WELLS FARGO CO 17,154,000 17,154,000 0 0.07% -$7.02K
AERCAP IRELAND 18,966,000 18,966,000 0 0.07% $154.86K
Avolon Holdings Funding Ltd. 16,975,000 16,975,000 0 0.07% -$8.41K
OHA Credit Funding 18 Ltd 17,577,000 17,577,000 0 0.07% -$15.94K
RR 7 LTD A1AB TSFR3M+134 01/15/2037 144A 17,526,000 17,526,000 0 0.07% $5.42K
TIME WARNER CABL 17,014,000 17,014,000 0 0.07% $121.48K
BNP PARIBAS 16,502,000 16,502,000 0 0.07% $71.27K
ARES STRATEGIC I 17,019,000 17,019,000 0 0.07% -$87.29K
GOLDMAN SACHS GP 18,352,000 18,352,000 0 0.07% $50.21K
CHARTER COMM OPT 20,184,000 20,184,000 0 0.07% -$133.16K
Carlyle US CLO Ltd., Series 2021-11A, Class A1R 16,076,000 16,076,000 0 0.07% -$27.09K
Blueberry Park CLO Ltd., Series 2024-1A, Class A 15,994,000 15,994,000 0 0.07% -$2.54K
JPMORGAN CHASE 15,800,000 15,800,000 0 0.07% $8.57K
NXP BV/NXP FDG 15,607,000 15,607,000 0 0.07% $70.71K
WELLS FARGO CO 15,150,000 15,150,000 0 0.07% -$134.49K
DRYDEN SENIOR LOAN FUND 15,917,000 15,917,000 0 0.07% -$24.61K
JPMORGAN CHASE 15,063,000 15,063,000 0 0.07% -$72.51K
TARGA RESOURCES 15,234,000 15,234,000 0 0.07% $97.59K
Ares LIX CLO Ltd., Series 2021-59A, Class A 15,787,000 15,787,000 0 0.07% $5.07K
PETROLEOS MEXICANOS SR UNSEC 6.75% 09-21-47 18,878,000 18,878,000 0 0.07% $329.80K
MADISON PK FDG LXVII LTD / MADISON PK FDG LXVII LLC A1 TSFR3M+151 04/25/2037 144A 15,620,000 15,620,000 0 0.07% $9.70K
BARCLAYS PLC 15,000,000 15,000,000 0 0.07% $11.91K
AIMCO CLO Series 2018-B 15,363,000 15,363,000 0 0.06% -$27.58K
KINDER MORGAN EN 15,589,000 15,589,000 0 0.06% $95.18K
MAGNETITE XXVIII LTD A1RR TSFR3M+124 01/15/2038 144A 15,208,000 15,208,000 0 0.06% $21.49K
SREIT Trust 2021-MFP 15,232,523 15,232,523 0 0.06% $9.47K
TIME WARNER CABL 14,056,000 14,056,000 0 0.06% $248.11K
COREBRIDGE FIN 15,270,000 15,270,000 0 0.06% $37.70K
Magnetite XXX, Limited 15,155,000 15,155,000 0 0.06% -$6.70K
ARES LIV CLO LTD 15,100,000 15,100,000 0 0.06% $42.67K
LIFE MORTGAGE TRUST US 16,119,000 16,119,000 0 0.06% $676.44K
Eaton Vance CLO Ltd., Series 2020-2A, Class AR2 15,072,000 15,072,000 0 0.06% -$1.37K
BARCLAYS PLC 14,797,000 14,797,000 0 0.06% $28.83K
US TREASURY N/B 13,500,000 13,500,000 0 0.06% -$23.20K
MPLX LP 14,675,000 14,675,000 0 0.06% $147.82K
BARCLAYS PLC 13,560,000 13,560,000 0 0.06% $4.77K
BAT CAPITAL CORP 13,161,000 13,161,000 0 0.06% $59.35K
EATON VANCE CLO 2020-1 LTD ARR TSFR3M+139 10/15/2037 144A 14,518,000 14,518,000 0 0.06% $19.50K
BARINGS CLO LTD 2020-IV AR TSFR3M+137 10/20/2037 144A 14,512,000 14,512,000 0 0.06% -$18.18K
MAGNETITE XXIX LTD / MAGNETITE XXIX LLC AR TSFR3M+135 07/15/2037 144A 14,497,000 14,497,000 0 0.06% -$10.21K
MORGAN STANLEY EATON VANCE CLO 2025-21 LTD / LLC A1 TSFR3M+117 04/15/2038 144A 14,355,000 14,355,000 0 0.06% $37.31K
FLATIRON CLO LT A1R TSFR3M+136 10/19/2037 144A 14,290,000 14,290,000 0 0.06% -$1.37K
Bain Capital Credit CLO Ltd., Series 2023-4A, Class A1R 14,158,000 14,158,000 0 0.06% $56.73K
OCCIDENTAL PETE 12,314,000 12,314,000 0 0.06% $132.47K
OHA CR FDG 4 LTD / OHA CR FDG 4 LLC AR2 TSFR3M+129 01/22/2038 144A 13,866,000 13,866,000 0 0.06% $12.44K
Bain Capital Credit CLO Ltd., Series 2023-2A, Class A1R 13,825,000 13,825,000 0 0.06% $16.05K
VICI PROPERTIE 13,710,000 13,710,000 0 0.06% -$3.27K
HUDSON PACIFIC 15,534,000 15,534,000 0 0.06% -$473.79K
AIMCO CLO 17 Ltd., Series 2022-17A, Class A1R 13,747,664 13,747,664 0 0.06% -$23.37K
Carlyle US CLO Ltd., Series 2025-6A, Class A1 13,715,000 13,715,000 0 0.06% $28.88K
CLOVER CLO 2019-1 LTD 19-1A ARR TSFR3M+100 04/18/2035 144A 13,651,000 13,651,000 0 0.06% -$997
Ares Loan Funding V Ltd., Series 2024-ALF5A, Class A1 13,598,000 13,598,000 0 0.06% -$19.76K
PETROLEOS MEXICANOS SR UNSEC 6.95% 01-28-60 16,303,000 16,303,000 0 0.06% $251.47K
PALMER SQUARE CLO LTD 13,365,000 13,365,000 0 0.06% $13.23K
DRYDEN 83 CLO LTD AR TSFR3M+153 04/18/2037 144A 13,262,000 13,262,000 0 0.06% -$19.16K
NISOURCE INC 13,668,000 13,668,000 0 0.06% $89.52K
FLATIRON CLO 26 LTD / FLATIRON CLO 26 LLC A TSFR3M+133 01/15/2038 144A 13,131,000 13,131,000 0 0.06% $14.80K
JPMORGAN CHASE 12,681,000 12,681,000 0 0.06% -$269
SYNCHRONY BANK 12,818,000 12,818,000 0 0.05% -$18.50K
REYNOLDS AMERICA 12,953,000 12,953,000 0 0.05% $98.16K
OCP CLO Ltd., Series 2025-44A, Class A 12,973,000 12,973,000 0 0.05% $15.33K
BSP 2025-43A A 12,943,000 12,943,000 0 0.05% $2.99K
T-MOBILE USA INC 12,950,000 12,950,000 0 0.05% $38.56K
HAMLIN PK CLO LTD / HAMLIN PK CLO LLC 2024-1A A TSFR3M+134 10/20/2037 144A 12,846,000 12,846,000 0 0.05% -$347
ALABAMA POWER CO 13,712,000 13,712,000 0 0.05% $117.39K
CENTENE CORP 13,170,000 13,170,000 0 0.05% $119.20K
Eaton Vance CLO Ltd., Series 2019-1A, Class AR2 12,756,000 12,756,000 0 0.05% -$2.47K
CAPITAL ONE FINL 12,815,000 12,815,000 0 0.05% $56.73K
Peace Park CLO Ltd., Series 2021-1A, Class AR 12,426,000 12,426,000 0 0.05% -$34.54K
PUGET ENERGY 12,516,000 12,516,000 0 0.05% $96.25K
Sixth Street CLO XVIII Ltd., Series 2021-18A, Class A1R 12,284,000 12,284,000 0 0.05% $27.42K
CIFC Funding Ltd., Series 2019-5A, Class A1R2 12,247,000 12,247,000 0 0.05% -$6.64K
AIMCO CLO 11 Ltd., Series 2020-11A, Class A1R2 12,215,000 12,215,000 0 0.05% $122
OCP CLO Ltd., Series 2020-8RA, Class AR2 12,210,000 12,210,000 0 0.05% $2.66K
MARS INC 11,876,000 11,876,000 0 0.05% $42.91K
FLATIRON CLO 32 LTD 32A A1 TSFR3M+129 10/22/2038 144A 12,140,000 12,140,000 0 0.05% -$910
Magnetite XXXVI Ltd 12,120,000 12,120,000 0 0.05% $20.26K
Neuberger Berman Loan Advisers CLO 25 Ltd., Series 2017-25A, Class AR2 12,152,000 12,152,000 0 0.05% -$19.49K
BENEFIT STREET PARTNERS CLO LT BSP 2025 44A A1 144A 12,121,000 12,121,000 0 0.05% $23.71K
BXP 6.75 12/01/27 11,623,000 11,623,000 0 0.05% -$39.88K
INVESCO US CLO 2024-1 LTD AR TSFR3M+155 04/15/2037 144A 12,096,000 12,096,000 0 0.05% -$24.47K
ARES LVIII CLO LTD / ARES LVIII CLO LLC A1R2 TSFR3M+124 04/15/2038 144A 12,057,000 12,057,000 0 0.05% -$27.00K
Flatiron RR CLO 30 Ltd 12,030,000 12,030,000 0 0.05% $19.13K
DELL INT / EMC 11,804,000 11,804,000 0 0.05% $78.89K
MORGAN STANLEY 11,495,000 11,495,000 0 0.05% $10.50K
BANK OF AMER CRP 11,813,000 11,813,000 0 0.05% $23.20K
ALLEGRO CLO XV LTD / ALLEGRO CLO VX LLC A1R TSFR3M+118 04/20/2038 144A 11,745,000 11,745,000 0 0.05% $57.54K
Cedar Funding XVII CLO, Ltd. 11,696,000 11,696,000 0 0.05% $10.35K
GOLDMAN SACHS GP 11,810,000 11,810,000 0 0.05% $40.13K
CHARTER COMM OPT 12,226,000 12,226,000 0 0.05% -$105.14K
OMEGA HEALTHCARE 11,904,000 11,904,000 0 0.05% $114.66K
Green Lakes Park CLO LLC, Series 2025-1A, Class ARR 11,583,000 11,583,000 0 0.05% -$5.69K
SOCIETE GENERALE SA 11,268,000 11,268,000 0 0.05% $22.03K
BX Mortgage Trust 11,589,000 11,589,000 0 0.05% $14.41K
Brandywine Operating Partnership, L.P. 10,931,000 10,931,000 0 0.05% $9.12K
VENTAS REALTY LP 11,238,000 11,238,000 0 0.05% $60.12K
SYNCHRONY FINANC 11,478,000 11,478,000 0 0.05% $42.15K
UBS GROUP 11,454,000 11,454,000 0 0.05% $85.50K
MAGNETITE XXI LTD 2019-21A A AR TSFR3M+128.161 04/20/2034 144A 11,245,000 11,245,000 0 0.05% $4.04K
VLS Commercial Mortgage Trust, Series 2020-LAB, Class A 12,891,000 12,891,000 0 0.05% $107.39K
Magnetite XXVI Ltd., Series 2020-26A, Class AR2 11,119,000 11,119,000 0 0.05% $20.78K
FORDF 2023-1 A1 144A 4.92% 05-15-28 11,100,000 11,100,000 0 0.05% -$16.69K
OCCIDENTAL PETE 10,444,000 10,444,000 0 0.05% $223.97K
Cedar Funding X CLO Ltd 10,997,000 10,997,000 0 0.05% $19.10K
SREIT Trust, Series 2021-MFP, Class B 11,006,439 11,006,439 0 0.05% $6.84K
OCP AEGIS CLO 2025-47 LTD A1 TSFR3M+111 01/21/2038 144A 10,956,000 10,956,000 0 0.05% $12.65K
Cedar Funding XII CLO Ltd., Series 2020-12A, Class ARR 10,975,000 10,975,000 0 0.05% -$10.58K
ORACLE CORP 11,220,000 11,220,000 0 0.05% -$67.08K
OHA CR FDG 6 LTD / OHA CR FDG 6 LLC AR2 TSFR3M+133 10/20/2037 144A 10,862,000 10,862,000 0 0.05% $31.18K
MORGAN STANLEY 10,520,000 10,520,000 0 0.05% -$24.22K
HCA INC 10,497,000 10,497,000 0 0.05% -$8.57K
OMEGA HEALTHCARE 10,700,000 10,700,000 0 0.05% $11.13K
OHA Credit Partners VII Ltd., Series 2012-7A, Class AR4 10,810,000 10,810,000 0 0.05% $24.57K
SYMPHONY CLO LTD SYMP 2024 43A A1 144A 10,786,000 10,786,000 0 0.05% -$12.99K
PINE STR TR II 5.568% 02/15/2049 144A 11,300,000 11,300,000 0 0.05% $21.12K
CENT 2025-CITY A 10,445,000 10,445,000 0 0.05% $78.46K
CITIGROUP INC 10,486,000 10,486,000 0 0.04% $11.88K
DEUTSCHE BANK NY 10,050,000 10,050,000 0 0.04% -$25.26K
Invesco US CLO Ltd., Series 2024-3A, Class A 10,479,000 10,479,000 0 0.04% -$8.90K
X Corp., Term Loan B 10,019,000 10,019,000 0 0.04% $581.90K
BRIXMOR OPERATIN 10,374,000 10,374,000 0 0.04% $68.63K
AERCAP IRELAND 10,000,000 10,000,000 0 0.04% -$11.38K
BRIXMOR OPERATIN 10,439,000 10,439,000 0 0.04% $42.87K
Bethpage Park CLO Ltd., Series 2021-1A, Class A 10,268,000 10,268,000 0 0.04% $3.18K
ARES STRATEGIC I 10,286,000 10,286,000 0 0.04% -$50.43K
VOYA CLO LTD VOYA 2024 1A A1 144A 10,244,000 10,244,000 0 0.04% -$3.58K
CELANESE US HLDS 9,531,000 9,531,000 0 0.04% $281.99K
HCA INC 9,711,000 9,711,000 0 0.04% $3.98K
FORD MOTOR CRED 10,000,000 10,000,000 0 0.04% $46.83K
CVS HEALTH CORP 10,528,000 10,528,000 0 0.04% $52.29K
BANK OF AMER CRP 10,000,000 10,000,000 0 0.04% -$675
ALA Trust 2025-OANA 9,990,000 9,990,000 0 0.04% $12.70K
SIXTH STREET CLO XX LTD 2021-20A A1R TSFR3M+132 07/17/2038 144A 9,996,000 9,996,000 0 0.04% $12.65K
ORACLE CORP 10,214,000 10,214,000 0 0.04% -$138.27K
REGIONS BK ALAB 8,935,000 8,935,000 0 0.04% $33.59K
GMF FLOORPLAN OWNER REVOLVING TRUST SER 2024-4A CL A1 REGD 144A P/P 4.73000000 9,570,000 9,570,000 0 0.04% $16.24K
NATWEST GROUP 9,805,000 9,805,000 0 0.04% $40.55K
MORGAN STANLEY 9,117,000 9,117,000 0 0.04% -$43.69K
OCCIDENTAL PETE 8,786,000 8,786,000 0 0.04% $188.71K
ENERGY TRANSFER 9,728,000 9,728,000 0 0.04% $78.99K
CHARTER COMM OPT 11,822,000 11,822,000 0 0.04% -$46.04K
WFCM 2025-VTT A 9,402,000 9,402,000 0 0.04% $40.05K
Allegro CLO XIII Ltd., Series 2021-1A, Class A1R 9,447,000 9,447,000 0 0.04% $6.92K
NOVOLEX TERM 1LN 04/13/2029 9,537,084 9,537,084 0 0.04% -$45.11K
BROOKFIELD 2024-MF23 A TSFR1M+149.177 06/15/2041 144A 9,351,000 9,351,000 0 0.04% $2.93K
Carlyle US CLO Ltd., Series 2021-10A, Class A1R 9,291,000 9,291,000 0 0.04% $2.64K
ALTRIA GROUP INC 10,924,000 10,924,000 0 0.04% -$4.94K
MARS INC 8,916,000 8,916,000 0 0.04% $21.38K
ROYAL BK SCOTLND 9,111,000 9,111,000 0 0.04% -$14.23K
CHARTER COMM OPT 8,676,000 8,676,000 0 0.04% $46.44K
CENOVUS ENERGY 12,540,000 12,540,000 0 0.04% $175.72K
Dryden 98 CLO Ltd., Series 2022-98A, Class A 9,084,000 9,084,000 0 0.04% -$6.00K
T-MOBILE USA INC 10,000,000 10,000,000 0 0.04% $93.08K
JPMORGAN CHASE 9,435,000 9,435,000 0 0.04% $70.21K
DELL INT / EMC 8,943,000 8,943,000 0 0.04% $44.14K
WELLS FARGO COMMERCIAL MORTGAGE TRUST 2021-FCMT A TSFR1M+131.448 12/31/2049 144A 8,949,000 8,949,000 0 0.04% $13.41K
HESS CORP 8,479,000 8,479,000 0 0.04% $46.47K
ONEOK INC 8,707,000 8,707,000 0 0.04% $84.58K
UBER TECHNOLOGIE 8,848,000 8,848,000 0 0.04% $4.11K
MORGAN STANLEY 8,668,000 8,668,000 0 0.04% $16.08K
LAKESIDE PK CLO LTD / LLC A TSFR3M+115 04/15/2038 144A 8,699,000 8,699,000 0 0.04% $4.71K
UNUM GROUP 8,796,000 8,796,000 0 0.04% -$133.72K
MADISON PK FDG XLV LTD / MADISON PK FDG XLV LLC ARR TSFR3M+108 07/15/2034 144A 8,675,000 8,675,000 0 0.04% $1.70K
Ares LV CLO Ltd., Series 2020-55A, Class A1R2 8,652,000 8,652,000 0 0.04% -$19.29K
BX TRUST 8,572,301 8,572,301 0 0.04% $8.04K
WELLS FARGO CO 8,163,000 8,163,000 0 0.04% -$32.79K
BRIXMOR OPERATIN 8,538,000 8,538,000 0 0.04% $3.84K
OCP CLO Ltd., Series 2025-46A, Class A 8,515,000 8,515,000 0 0.04% $12.26K
CENTENE CORP 8,475,000 8,475,000 0 0.04% $52.79K
Magnetite Xlv Ltd., Series 2025-45A, Class A1 8,410,000 8,410,000 0 0.04% $2.30K
BRANDYWINE OPER PARTNERS REGD 4.55000000 8,895,000 8,895,000 0 0.04% -$159.26K
BANK OF AMER CRP 8,456,000 8,456,000 0 0.04% $17.24K
ELP Commercial Mortgage Trust, Series 2025-ELP, Class A 8,295,000 8,295,000 0 0.04% $28.69K
Barings CLO Ltd., Series 2020-1A, Class A1R2 8,291,000 8,291,000 0 0.04% $20.95K
ARES STRATEGIC I 8,322,000 8,322,000 0 0.03% -$145.80K
TIME WARNER CABL 10,467,000 10,467,000 0 0.03% $89.53K
LIFE MORTGAGE TRUST US 9,032,000 9,032,000 0 0.03% $134.10K
CIFC FUNDING 2025-VI LTD A1 TSFR3M+125 10/23/2038 144A 8,201,000 8,201,000 0 0.03% $6.55K
AERCAP IRELAND 8,382,000 8,382,000 0 0.03% $39.68K
OCP CLO Ltd., Series 2018-15A, Class AR 8,071,000 8,071,000 0 0.03% $25.97K
BRANDYWINE OPER 8,220,000 8,220,000 0 0.03% -$61.87K
SIXTH STREET CLO XIX LTD A1R TSFR3M+128 07/17/2038 144A 7,970,000 7,970,000 0 0.03% $10.30K
BOEING CO 7,640,000 7,640,000 0 0.03% $100.05K
DUQUESNE LIGHT HOLDINGS INC 8,750,000 8,750,000 0 0.03% $119.28K
OHA HILL CREDIT 7,918,000 7,918,000 0 0.03% $10.09K
AERCAP IRELAND 8,002,000 8,002,000 0 0.03% $42.99K
BOEING CO 7,640,000 7,640,000 0 0.03% $38.65K

Top 300 of 2127, by weight.

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