Portfolio moves
Net position changes between two of this fund's N-PORT snapshots. These are differences between point-in-time reports — not a trade log — and share counts can be affected by splits and other corporate actions.
Dec 31, 2025 → Mar 31, 2026
Expand a category to see the positions behind it, ranked by weight.
| Security | Shares Dec 2025 | Shares Mar 2026 | Δ shares | End % | Δ value |
|---|---|---|---|---|---|
| Government National Mortgage Association, TBA | 0 | 350,900,000 | 350,900,000 | 10.95% | $301.75M |
| Uniform Mortgage-Backed Security, TBA | 0 | 188,000,000 | 188,000,000 | 6.72% | $185.19M |
| Uniform Mortgage-Backed Security, TBA | 0 | 99,000,000 | 99,000,000 | 3.46% | $95.45M |
| FNCL 6.5 6/24 | 0 | 86,900,000 | 86,900,000 | 3.26% | $89.83M |
| US TREASURY N/B | 0 | 48,000,000 | 48,000,000 | 1.68% | $46.28M |
| Uniform Mortgage-Backed Security, TBA | 0 | 41,000,000 | 41,000,000 | 1.43% | $39.51M |
| Uniform Mortgage-Backed Security, TBA | 0 | 38,400,000 | 38,400,000 | 1.40% | $38.49M |
| FNCL 6 6/24 | 0 | 24,200,000 | 24,200,000 | 0.89% | $24.63M |
| Anchorage Credit Funding 20 Ltd | 0 | 8,900,000 | 8,900,000 | 0.32% | $8.90M |
| Salesforce Inc | 0 | 7,200,000 | 7,200,000 | 0.26% | $7.22M |
| NELNET STUDENT LOAN TRUST 2026-A SER 2026-A CL A1A REGD 144A P/P 4.61000000 | 0 | 7,097,084 | 7,097,084 | 0.25% | $7.01M |
| FS Rialto Issuer LLC, Series 2026-FL11, Class A | 0 | 6,900,000 | 6,900,000 | 0.25% | $6.90M |
| Takeoff Merger Sub, Inc. | 0 | 5,900,000 | 5,900,000 | 0.21% | $5.86M |
| ACRES Commercial Realty Issuer LLC, Series 2026-FL4, Class A | 0 | 5,000,000 | 5,000,000 | 0.18% | $5.00M |
| EFMT 2025-NQM6 | 0 | 4,818,772 | 4,818,772 | 0.17% | $4.81M |
| OAK HILL EUROPEAN CREDIT PARTN OHECP 2016 5A ARR 144A | 0 | 4,000,000 | 4,000,000 | 0.17% | $4.62M |
| MORGAN STANLEY RESIDENTIAL MOR MSRM 2026 RPL1 A1 144A | 0 | 4,135,661 | 4,135,661 | 0.15% | $4.00M |
| PRET 2026-RPL1 A1 | 0 | 3,669,891 | 3,669,891 | 0.13% | $3.56M |
| Citadel Finance LLC | 0 | 3,600,000 | 3,600,000 | 0.13% | $3.53M |
| MARBLE POINT CLO XXIV LTD A1R TSFR3M+109 04/20/2035 144A | 0 | 3,100,000 | 3,100,000 | 0.11% | $3.10M |
| Sculptor CLO XXVII Ltd | 0 | 3,100,000 | 3,100,000 | 0.11% | $3.10M |
| RNL PH Owner LLC | 0 | 2,900,000 | 2,900,000 | 0.10% | $2.86M |
| RFR USD SOFR/3.40694 07/06/26-4Y* LCH | 0 | 2 | 2 | 0.10% | $2.73M |
| COSTA RICA GOVERNMENT BONDS 144A 01/36 6.001 | 0 | 2,250,000 | 2,250,000 | 0.10% | $2.68M |
| Towd Point Mortgage Trust 2026-CES1 | 0 | 2,540,295 | 2,540,295 | 0.09% | $2.53M |
| VERUS 2026-R1 A1 | 0 | 2,449,766 | 2,449,766 | 0.09% | $2.43M |
| FREDDIE MAC POOL UMBS P#RJ5158 5.50000000 | 0 | 2,047,702 | 2,047,702 | 0.08% | $2.09M |
| FN CB9152 | 0 | 1,922,038 | 1,922,038 | 0.07% | $1.99M |
| ICG EURO CLO ICGE 2023 2A A1R 144A | 0 | 1,500,000 | 1,500,000 | 0.06% | $1.73M |
| FREDDIE MAC POOL UMBS P#RJ5228 5.50000000 | 0 | 1,498,562 | 1,498,562 | 0.06% | $1.53M |
| FANNIE MAE POOL UMBS P#CB9007 6.00000000 | 0 | 1,132,482 | 1,132,482 | 0.04% | $1.17M |
| FREDDIE MAC POOL UMBS P#SL2984 5.50000000 | 0 | 1,101,596 | 1,101,596 | 0.04% | $1.12M |
| FANNIE MAE POOL UMBS P#FA3012 5.50000000 | 0 | 885,297 | 885,297 | 0.03% | $905.85K |
| FREDDIE MAC POOL UMBS P#RJ4830 5.50000000 | 0 | 867,678 | 867,678 | 0.03% | $887.58K |
| FREDDIE MAC POOL UMBS P#SL2432 5.50000000 | 0 | 573,100 | 573,100 | 0.02% | $585.91K |
| FREDDIE MAC POOL UMBS P#SL2806 5.50000000 | 0 | 450,290 | 450,290 | 0.02% | $460.77K |
| U.S. Treasury Bills | 0 | 200,000 | 200,000 | 0.01% | $198.35K |
| FREDDIE MAC POOL UMBS P#SL2834 5.50000000 | 0 | 118,800 | 118,800 | 0.00% | $120.91K |
| FREDDIE MAC POOL UMBS P#SL2049 5.50000000 | 0 | 113,517 | 113,517 | 0.00% | $115.58K |
| FREDDIE MAC POOL UMBS P#SL2838 5.50000000 | 0 | 102,778 | 102,778 | 0.00% | $105.10K |
| U.S. Treasury Bills | 0 | 100,000 | 100,000 | 0.00% | $99.85K |
| U.S. Treasury Bills | 0 | 100,000 | 100,000 | 0.00% | $99.73K |
| U.S. Treasury Bills | 0 | 100,000 | 100,000 | 0.00% | $99.71K |
| U.S. Treasury Bills | 0 | 100,000 | 100,000 | 0.00% | $99.50K |
| U.S. Treasury Bills | 0 | 100,000 | 100,000 | 0.00% | $99.36K |
| AT&T INC SNR S* ICE | 0 | 1 | 1 | 0.00% | $84.22K |
| FREDDIE MAC POOL UMBS P#SL3380 5.50000000 | 0 | 42,059 | 42,059 | 0.00% | $42.82K |
| FREDDIE MAC POOL UMBS P#SL0788 6.00000000 | 0 | 40,306 | 40,306 | 0.00% | $41.63K |
| FREDDIE MAC POOL UMBS P#SL1190 5.50000000 | 0 | 13,307 | 13,307 | 0.00% | $13.61K |
| Long Gilt | 0 | 545 | 545 | -0.05% | -$1.47M |
| Security | Shares Dec 2025 | Shares Mar 2026 | Δ shares | End % | Δ value |
|---|---|---|---|---|---|
| Government National Mortgage Association | 326,900,000 | 0 | -326,900,000 | 0.00% | -$281.96M |
| Uniform Mortgage-Backed Security, TBA | 188,000,000 | 0 | -188,000,000 | 0.00% | -$187.32M |
| Uniform Mortgage-Backed Security, TBA | 111,050,000 | 0 | -111,050,000 | 0.00% | -$108.32M |
| Uniform Mortgage-Backed Security, TBA | 50,400,000 | 0 | -50,400,000 | 0.00% | -$52.44M |
| Uniform Mortgage-Backed Security, TBA | 48,100,000 | 0 | -48,100,000 | 0.00% | -$48.73M |
| Uniform Mortgage-Backed Security, TBA | 36,500,000 | 0 | -36,500,000 | 0.00% | -$37.94M |
| FNCL 6 1/26 | 28,200,000 | 0 | -28,200,000 | 0.00% | -$28.96M |
| FNCL 4.5 1/26 | 28,950,000 | 0 | -28,950,000 | 0.00% | -$28.27M |
| Government National Mortgage Association, TBA | 24,000,000 | 0 | -24,000,000 | 0.00% | -$20.71M |
| BCC 2021-4A A1R | 7,500,000 | 0 | -7,500,000 | 0.00% | -$7.51M |
| Sandstone Peak Ltd., Series 2021-1A, Class A1R | 7,000,000 | 0 | -7,000,000 | 0.00% | -$7.01M |
| NAVESINK CLO, LIMITED NAVS 2024 2A A1 144A | 6,000,000 | 0 | -6,000,000 | 0.00% | -$6.00M |
| PARALLEL LTD PARL 2021 1A AR 144A | 6,000,000 | 0 | -6,000,000 | 0.00% | -$5.99M |
| AG TRUST AG 2024 NLP A 144A | 5,749,505 | 0 | -5,749,505 | 0.00% | -$5.79M |
| AMRIZE FINANCE | 5,400,000 | 0 | -5,400,000 | 0.00% | -$5.57M |
| FORD MOTOR CRED | 4,500,000 | 0 | -4,500,000 | 0.00% | -$4.51M |
| ONSLOW BAY FINANCIAL LLC OBX 2023 NQM1 A1 144A | 2,171,020 | 0 | -2,171,020 | 0.00% | -$2.17M |
| HBRLN 6.327 04/01/35 144A | 2,000,000 | 0 | -2,000,000 | 0.00% | -$2.03M |
| COMM MORTGAGE TRUST COMM 2016 787S A 144A | 1,667,000 | 0 | -1,667,000 | 0.00% | -$1.66M |
| AURIUM CLO ACLO 3A AR 144A | 1,074,988 | 0 | -1,074,988 | 0.00% | -$1.26M |
| DEUTSCHE BANK AG SUBORDINATED REGS 05/31 VAR | 900,000 | 0 | -900,000 | 0.00% | -$1.06M |
| U.S. Treasury Bills | 614,000 | 0 | -614,000 | 0.00% | -$607.46K |
| U.S. Treasury Bills | 288,000 | 0 | -288,000 | 0.00% | -$285.53K |
| U.S. Treasury Bills | 284,000 | 0 | -284,000 | 0.00% | -$281.17K |
| RFR USD SOFR/3.37500 03/31/26-4Y* LCH | 1 | 0 | -1 | 0.00% | -$152.51K |
| U.S. Treasury Bills | 35,000 | 0 | -35,000 | 0.00% | -$34.91K |
| CWL 2005-IM3 A3 | 18,757 | 0 | -18,757 | 0.00% | -$31.14K |
| AEGIS ASSET BACKED SECURITIES AABST 2005 1 M4 | 15,501 | 0 | -15,501 | 0.00% | -$15.39K |
| STRUCTURED ASSET INVESTMENT LO SAIL 2006 BNC1 A4 | 14,879 | 0 | -14,879 | 0.00% | -$14.85K |
| CWABS, Inc. Asset-Backed Certificates Trust, Series 2004-4, Class M1 | 1,306 | 0 | -1,306 | 0.00% | -$1.49K |
| RESIDENTIAL ASSET MORTGAGE PRO RAMP 2005 EFC5 M3 | 1,025 | 0 | -1,025 | 0.00% | -$1.02K |
| BEAR STEARNS ASSET BACKED SECU BSABS 2006 3 M1 | 465 | 0 | -465 | 0.00% | -$466 |
| FED HM LN PC POOL 847040 FH 02/29 FLOATING VAR | 4 | 0 | -4 | 0.00% | -$4 |
| GNMA II POOL 008781 G2 01/26 FLOATING VAR | 2 | 0 | -2 | 0.00% | -$2 |
| Security | Shares Dec 2025 | Shares Mar 2026 | Δ shares | End % | Δ value |
|---|---|---|---|---|---|
| PIMCO PRV SHORT TERM FLT III MUTUAL FUND | 2,657,472 | 16,195,934 | 13,538,462 | 5.72% | $131.85M |
| COUNTRYWIDE ALTERNATIVE LOAN T CWALT 2006 11CB 3A1 | 1,231,306 | 1,231,323 | 16 | 0.02% | -$7.20K |
| COUNTRYWIDE HOME LOANS CWHL 2006 16 2A1 | 523,816 | 526,121 | 2,305 | 0.00% | -$5.94K |
| COUNTRYWIDE ALTERNATIVE LOAN T CWALT 2006 2CB A7 | 141,444 | 141,573 | 129 | 0.00% | -$1.06K |
| RESIDENTIAL ASSET SECURITIZATI RAST 2006 A5CB A6 | 167,139 | 167,439 | 300 | 0.00% | -$551 |
| COUNTRYWIDE HOME LOANS CWHL 2007 J3 A9 | 112,814 | 113,669 | 856 | 0.00% | -$1.43K |
| COUNTRYWIDE HOME LOANS CWHL 2007 J3 A10 | 49,467 | 49,842 | 375 | 0.00% | -$628 |
| CWALT 2008-2R 2A1 | 45,935 | 45,990 | 55 | 0.00% | -$410 |
| ARMT 2005-10 3A11 | 3,749 | 3,794 | 45 | 0.00% | $169 |
| Security | Shares Dec 2025 | Shares Mar 2026 | Δ shares | End % | Δ value |
|---|---|---|---|---|---|
| U.S. TREASURY INFLATION-PROTECTED SECURITIES 1.250 04/15/2028 | 54,276,500 | 54,211,500 | -65,000 | 1.97% | $370.77K |
| U.S. Treasury Inflation-Protected Notes 1.75%, Due 01/15/2034 | 33,684,150 | 33,643,764 | -40,386 | 1.22% | $8.53K |
| GSAMP TRUST GSAMP 2007 FM2 A1 | 33,933,787 | 33,256,846 | -676,942 | 0.75% | -$548.48K |
| FR SD8341 | 20,857,511 | 20,341,257 | -516,254 | 0.73% | -$740.89K |
| CIM TRUST CIM 2023 R2 A1 144A | 13,613,114 | 13,105,748 | -507,365 | 0.48% | -$626.56K |
| BEAR STEARNS ASSET BACKED SECU BSABS 2007 HE2 2A4 | 9,893,150 | 9,756,733 | -136,417 | 0.35% | -$126.79K |
| FED HM LN PC POOL SL2526 FR 09/55 FIXED 6 | 9,302,462 | 8,954,632 | -347,830 | 0.34% | -$442.26K |
| FED HM LN PC POOL SL0421 FR 02/55 FIXED 6 | 9,424,034 | 8,912,961 | -511,072 | 0.34% | -$611.86K |
| CWABS Asset-Backed Certificates Trust 2007-8 | 10,156,028 | 9,997,435 | -158,593 | 0.33% | -$128.96K |
| CMLTI 2007-AHL3 A1 | 9,730,539 | 9,528,545 | -201,994 | 0.31% | -$154.76K |
| MORGAN STANLEY CAPITAL INC MSAC 2006 NC1 M2 | 9,289,876 | 8,944,678 | -345,198 | 0.31% | -$348.95K |
| NSLT 2025-CA A1A | 8,553,094 | 8,026,300 | -526,794 | 0.29% | -$584.58K |
| NEW RESIDENTIAL MORTGAGE LOAN TRUST 2023-NQM1 SER 2023-NQM1 CL A1A V/R REGD 144A P/P 6.86400000 | 7,814,528 | 7,097,332 | -717,196 | 0.26% | -$752.44K |
| UPG HI ISSUER TRUST UPGHI 2025 2 A 144A | 8,100,000 | 7,042,813 | -1,057,187 | 0.25% | -$1.10M |
| JP MORGAN MORTGAGE TRUST JPMMT 2021 INV6 A2 144A | 8,123,334 | 7,986,947 | -136,387 | 0.25% | -$192.94K |
| MADISON PARK EURO FUNDING MDPKE 14A A1R 144A | 5,643,918 | 5,642,893 | -1,025 | 0.24% | -$124.51K |
| CarVal CLO Ltd., Series 2019-2A, Class AR2 | 6,825,424 | 6,204,794 | -620,630 | 0.22% | -$629.25K |
| Washington Mutual Mortgage Pass-Through Certificates Trust, Series 2007-OA6, Class 1A | 7,390,503 | 7,155,118 | -235,385 | 0.22% | -$231.62K |
| Lehman XS Trust Series 2006-16N | 6,755,609 | 6,636,921 | -118,688 | 0.22% | -$104.97K |
| CASTLELAKE LP FIRST LIEN TERM LOAN | 6,271,590 | 6,007,971 | -263,619 | 0.20% | -$363.34K |
| SG MORTGAGE SECURITIES TRUST SGMS 2006 FRE2 A2C | 27,015,414 | 26,983,611 | -31,803 | 0.20% | -$49.00K |
| BCAP LLC TRUST BCAP 2008 IND1 A1 | 7,530,453 | 7,390,349 | -140,104 | 0.20% | -$120.43K |
| CSMC 2021-NQM7 CSMC 2021-NQM7 A1 | 6,395,147 | 6,260,258 | -134,889 | 0.20% | -$197.93K |
| ONSLOW BAY FINANCIAL LLC OBX 2024 NQM16 A1 144A | 6,145,868 | 5,388,414 | -757,454 | 0.20% | -$783.15K |
| COUNTRYWIDE ASSET BACKED CERTI CWL 2006 22 1A | 5,715,404 | 5,590,484 | -124,921 | 0.19% | -$106.85K |
| LONG BEACH MORTGAGE LOAN TRUST LBMLT 2005 1 M4 | 5,325,687 | 5,089,366 | -236,321 | 0.18% | -$234.82K |
| CHASE MORTGAGE FINANCE CORPORA CHASE 2023 RPL2 A1 144A | 5,551,613 | 5,453,945 | -97,668 | 0.18% | -$125.60K |
| SPECIALTY UNDERWRITING + RESID SURF 2006 AB3 A2B | 6,684,324 | 6,600,655 | -83,669 | 0.17% | -$80.07K |
| OPTION ONE MORTGAGE LOAN TRUST OOMLT 2007 5 2A2 | 8,522,346 | 8,464,318 | -58,029 | 0.17% | -$49.58K |
| Verdelite Static CLO Ltd., Series 2024-1A, Class A | 5,283,539 | 4,569,689 | -713,851 | 0.17% | -$710.59K |
| COUNTRYWIDE ALTERNATIVE LOAN T CWALT 2007 4CB 1A35 | 5,464,644 | 5,329,576 | -135,068 | 0.16% | -$71.34K |
| ASSET BACKED FUNDING CERTIFICA ABFC 2006 OPT3 A1 | 7,214,071 | 7,080,510 | -133,561 | 0.16% | -$128.35K |
| WAMU ASSET BACKED CERTIFICATES WMHE 2007 HE3 1A | 4,681,969 | 4,539,942 | -142,027 | 0.16% | -$129.18K |
| APOLLO AVIATION SECURITIZATION AASET 2025 2A A 144A | 4,336,725 | 4,258,605 | -78,120 | 0.15% | -$114.56K |
| DRYDEN LEVERAGED LOAN CDO DRYD 2017 27A AR 144A | 5,540,934 | 3,588,671 | -1,952,263 | 0.15% | -$2.36M |
| TPMT 2024-5 A1A | 4,331,159 | 4,153,408 | -177,751 | 0.15% | -$229.02K |
| BANC OF AMERICA FUNDING CORPOR BAFC 2015 R2 1A2 144A | 4,525,257 | 4,140,750 | -384,507 | 0.15% | -$359.94K |
| TOWD POINT MORTGAGE TRUST TPMT 2019 3 A1 144A | 4,278,554 | 4,063,429 | -215,125 | 0.14% | -$229.19K |
| Atlas Senior Loan Fund XV Ltd., Series 2019-15A, Class A1R | 5,378,370 | 3,888,403 | -1,489,967 | 0.14% | -$1.49M |
| IFC EMERGING MARKETS SECURITIZ IFCEMS 2025 1A A 144A | 4,400,000 | 3,865,907 | -534,093 | 0.14% | -$529.23K |
| AM AIRLN 19-1AA | 4,209,406 | 4,046,544 | -162,861 | 0.14% | -$210.78K |
| WOODWARD CAPITAL MANAGEMENT RCKT 2025 CES11 A1A 144A | 3,965,037 | 3,789,166 | -175,871 | 0.14% | -$204.39K |
| PRETIUM MORTGAGE CREDIT PARTNE PRET 2025 RPL4 A1 144A | 3,914,879 | 3,817,501 | -97,378 | 0.13% | -$146.73K |
| CIT Mortgage Loan Trust, Series 2007-1, Class 1M1 | 3,827,440 | 3,610,991 | -216,449 | 0.13% | -$226.20K |
| HarborView Mortgage Loan Trust, Series 2006-12, Class 1A1A | 4,407,753 | 4,350,414 | -57,340 | 0.13% | $63.90K |
| SLAM LTD SLAM 2024 1A A 144A | 3,724,850 | 3,656,250 | -68,600 | 0.13% | -$130.65K |
| Bear Stearns Asset Backed Securities I Trust 2007-HE6 | 3,948,164 | 3,904,778 | -43,386 | 0.13% | -$51.22K |
| CVS PASS-THROUGH TRUST REGD 144A P/P 7.50700000 | 3,483,212 | 3,363,760 | -119,452 | 0.13% | -$145.18K |
| Mastr Asset Backed Securities Trust 2005-NC2 | 6,373,402 | 6,325,868 | -47,534 | 0.13% | -$105.76K |
| ECMC GROUP STUDENT LOAN TRUST ECMC 2018 1A A 144A | 3,689,997 | 3,518,271 | -171,726 | 0.13% | -$170.98K |
| CROSS MORTGAGE TRUST CROSS 2025 H9 A1 144A | 3,581,649 | 3,496,597 | -85,052 | 0.13% | -$109.19K |
| COUNTRYWIDE ALTERNATIVE LOAN T CWALT 2005 51 3A2A | 3,579,742 | 3,500,888 | -78,854 | 0.12% | -$88.97K |
| GSAMP TRUST GSAMP 2007 FM1 A1 | 5,963,734 | 5,903,604 | -60,130 | 0.11% | -$59.79K |
| CITIMORTGAGE ALTERNATIVE LOAN CMALT 2007 A6 1A7 | 3,500,906 | 3,416,479 | -84,427 | 0.11% | -$91.99K |
| MFRA TRUST MFRA 2025 NQM2 A1 144A | 3,289,018 | 3,061,293 | -227,725 | 0.11% | -$241.69K |
| Lehman XS Trust Series 2005-9N | 3,231,126 | 3,151,188 | -79,939 | 0.11% | -$58.99K |
| CHASE MORTGAGE FINANCE CORPORA CHASE 2023 RPL3 A1 144A | 3,368,983 | 3,323,658 | -45,325 | 0.11% | -$63.60K |
| VERUS 2025-R2 A1 | 3,100,000 | 2,988,035 | -111,965 | 0.11% | -$129.30K |
| CWABS Asset-Backed Certificates Trust 2006-14 | 3,066,577 | 2,995,855 | -70,722 | 0.10% | -$63.75K |
| ONSLOW BAY FINANCIAL LLC OBX 2023 NQM9 A1 144A | 2,963,649 | 2,765,352 | -198,296 | 0.10% | -$214.47K |
| CWABS Asset-Backed Certificates Trust 2006-15 | 3,112,487 | 2,666,851 | -445,636 | 0.10% | -$436.40K |
| MORGAN STANLEY REREMIC TRUST MSRR 2009 R3 1B 144A | 4,536,812 | 4,441,721 | -95,091 | 0.10% | -$112.91K |
| Carrington Mortgage Loan Trust Series 2007-FRE1 | 2,841,460 | 2,735,149 | -106,310 | 0.10% | -$127.23K |
| NMLT TRUST NLT 2021 INV2 A1 144A | 2,964,312 | 2,886,618 | -77,694 | 0.09% | -$78.03K |
| COUNTRYWIDE ASSET-BACKED CERTIFICATES SER 2006-8 CL 2A4 V/R REGD 4.34621000 | 2,751,407 | 2,646,680 | -104,727 | 0.09% | -$99.66K |
| COUNTRYWIDE ALTERNATIVE LOAN T CWALT 2006 OC8 1A1 | 2,690,493 | 2,621,590 | -68,903 | 0.09% | -$58.74K |
| PARK PLACE SECURITIES INC PPSI 2004 WWF1 M5 | 2,647,218 | 2,472,974 | -174,244 | 0.09% | -$175.21K |
| CSMC Trust, Series 2021-RPL4, Class A1 | 2,562,265 | 2,487,191 | -75,074 | 0.09% | -$73.98K |
| VERUS SECURITIZATION TRUST VERUS 2021 8 A1 144A | 2,741,898 | 2,687,719 | -54,178 | 0.09% | -$82.60K |
| COUNTRYWIDE ASSET BACKED CERTI CWL 2006 7 1A | 2,575,353 | 2,516,719 | -58,634 | 0.09% | -$44.54K |
| GALLATIN LOAN MANAGEMENT, LLC GALL 2017 1A A1R 144A | 2,826,290 | 2,336,446 | -489,844 | 0.08% | -$488.94K |
| ARSI TSFR1M+75.448 01/25/2036 | 2,476,628 | 2,443,658 | -32,970 | 0.08% | -$25.44K |
| Nelnet Student Loan Trust, Series 2023-AA, Class AFL | 2,458,492 | 2,245,601 | -212,891 | 0.08% | -$218.74K |
| FREMONT HOME LOAN TRUST FHLT 2006 1 2A4 | 2,566,098 | 2,481,905 | -84,193 | 0.08% | -$68.03K |
| IndyMac INDX Mortgage Loan Trust, Series 2006-AR9, Class 2A1 | 3,218,255 | 3,166,373 | -51,883 | 0.08% | $1.20K |
| HARBORVIEW MORTGAGE LOAN TRUST HVMLT 2006 12 2A13 | 2,266,128 | 2,218,502 | -47,627 | 0.08% | -$17.02K |
| Trinitas CLO XIX Ltd., Series 2022-19A, Class A1R | 2,478,070 | 2,100,965 | -377,104 | 0.08% | -$379.94K |
| J.P. Morgan Alternative Loan Trust 2006-A6 | 2,237,768 | 2,174,672 | -63,095 | 0.07% | -$40.51K |
| DEEPHAVEN RESIDENTIAL MORTGAGE TRUST 2 SER 2021-2 CL A1 V/R REGD 144A P/P 0.89900000 | 2,316,090 | 2,280,802 | -35,288 | 0.07% | -$42.88K |
| ALK 4.8 08/15/27 144A | 2,128,205 | 1,991,026 | -137,179 | 0.07% | -$149.39K |
| CitiMortgage Alternative Loan Trust Series 2007-A6 | 2,186,001 | 2,133,284 | -52,717 | 0.07% | -$57.44K |
| SECURITIZED ASSET BACKED RECEI SABR 2006 FR3 A2 | 3,656,063 | 3,608,652 | -47,411 | 0.07% | -$37.67K |
| CWABS Asset-Backed Certificates Trust, Series 2007-6, Class 1A | 2,069,819 | 2,040,817 | -29,002 | 0.07% | -$25.71K |
| MASTR ASSET BACKED SECURITIES MABS 2006 HE5 A4 | 3,258,356 | 3,180,625 | -77,731 | 0.07% | -$69.85K |
| UNTD AIR 24-1 AA | 1,834,491 | 1,785,516 | -48,974 | 0.07% | -$66.94K |
| NOMURA RESECURITIZATION TRUST NMRR 2010 5RA 1A7 144A | 4,377,569 | 4,377,554 | -15 | 0.06% | -$19.18K |
| ARRW 2022-2 A1 | 1,833,303 | 1,737,929 | -95,374 | 0.06% | -$92.88K |
| RESIDENTIAL ACCREDIT LOANS, IN RALI 2006 QS6 1A7 | 2,050,038 | 2,007,783 | -42,255 | 0.06% | -$39.67K |
| HSI Asset Securitization Corp Trust 2005-I1 | 1,949,219 | 1,662,086 | -287,133 | 0.06% | -$266.19K |
| WOODWARD CAPITAL MANAGEMENT RCKT 2024 CES9 A1A 144A | 1,575,643 | 1,433,965 | -141,678 | 0.05% | -$152.24K |
| BEAR STEARNS ASSET BACKED SECU BSABS 2004 HE2 M1 | 1,341,489 | 1,324,715 | -16,774 | 0.05% | -$13.89K |
| LMAT 2021-GS3 A1 144A 4.75% 07-25-61 | 1,436,869 | 1,394,708 | -42,161 | 0.05% | -$41.84K |
| BEAR STEARNS ALT A TRUST BALTA 2005 10 23A1 | 1,531,273 | 1,469,562 | -61,710 | 0.05% | -$47.05K |
| GreenPoint Mortgage Funding Trust Series 2007-AR2 | 1,368,386 | 1,346,872 | -21,514 | 0.05% | -$16.27K |
| SLM STUDENT LOAN TRUST SLMA 2010 C A5 144A | 1,307,927 | 1,258,884 | -49,043 | 0.05% | -$54.61K |
| COUNTRYWIDE HOME LOANS CWHL 2004 12 3A1 | 1,344,597 | 1,314,180 | -30,417 | 0.05% | -$22.38K |
| ONSLOW BAY FINANCIAL LLC OBX 2023 NQM8 A1 144A | 1,329,014 | 1,241,712 | -87,302 | 0.05% | -$93.83K |
| ACE Securities Corp Home Equity Loan Trust Series 2006-NC1 | 1,311,944 | 1,253,407 | -58,537 | 0.04% | -$55.35K |
| GSAMP TRUST GSAMP 2007 FM2 A2B | 1,876,749 | 1,839,310 | -37,439 | 0.04% | -$30.25K |
| Structured Asset Mortgage Investments II Trust, Series 2006-AR4, Class 2A1 | 1,148,820 | 1,121,686 | -27,134 | 0.04% | -$39.46K |
| FED HM LN PC POOL RJ0138 FR 12/53 FIXED 5.5 | 1,180,807 | 1,061,505 | -119,302 | 0.04% | -$130.82K |
| OPTION ONE MORTGAGE LOAN TRUST OOMLT 2005 4 M2 | 1,150,600 | 1,073,977 | -76,623 | 0.04% | -$74.00K |
| Soundview Home Loan Trust, Series 2007-OPT2, Class 2A3 | 1,143,533 | 1,102,184 | -41,350 | 0.04% | -$38.07K |
| FORTRESS CREDIT BSL VII LTD A1R TSFR3M+109 07/23/2032 144A | 1,594,185 | 991,916 | -602,268 | 0.04% | -$603.08K |
| WAVE USA WAAV 2019 1 A 144A | 1,109,833 | 1,005,117 | -104,716 | 0.04% | -$104.15K |
| CROSS MORTGAGE TRUST CROSS 2025 H8 A1 144A | 965,160 | 940,210 | -24,950 | 0.03% | -$31.57K |
| HarborView Mortgage Loan Trust, Series 2005-2, Class 2A1A | 969,236 | 960,912 | -8,324 | 0.03% | -$10.12K |
| STRUCTURED ADJUSTABLE RATE MOR SARM 2006 8 1A2 | 1,398,535 | 1,389,869 | -8,666 | 0.03% | -$2.42K |
| INDYMAC INDA MORTGAGE LOAN TRU INDA 2006 AR1 A3 | 1,191,346 | 1,189,813 | -1,533 | 0.03% | $5.76K |
| STRUCTURED ASSET SECURITIES CO SASC 2007 MN1A A1 144A | 1,606,126 | 1,583,001 | -23,125 | 0.03% | -$17.61K |
| CITIGROUP MORTGAGE LOAN TRUST CMLTI 2007 AR1 A3 | 1,060,029 | 1,015,004 | -45,025 | 0.03% | -$39.21K |
| Washington Mutual Mortgage Pass-Through Certificates Trust, Series 2007-OA1, Class A1A | 984,593 | 959,293 | -25,300 | 0.03% | -$21.86K |
| GSAMP TRUST GSAMP 2006 FM2 A2C | 2,578,251 | 2,557,150 | -21,101 | 0.03% | -$16.66K |
| COUNTRYWIDE ALTERNATIVE LOAN T CWALT 2007 OA11 A1A | 975,645 | 968,711 | -6,934 | 0.03% | -$4.06K |
| MF1 MULTIFAMILY HOUSING MORTGA MF1 2022 FL8 A 144A | 1,493,421 | 862,258 | -631,164 | 0.03% | -$630.59K |
| MORGAN STANLEY MORTGAGE LOAN T MSM 2005 3AR 2A1 | 946,231 | 940,479 | -5,752 | 0.03% | $845 |
| MORGAN STANLEY CAPITAL INC MSAC 2006 HE8 A2C | 1,958,960 | 1,943,552 | -15,408 | 0.03% | -$15.66K |
| TURKISH AIRLN 15 1 A PTT PASS THRU CE 144A 09/28 4.2 | 1,240,889 | 857,063 | -383,826 | 0.03% | -$380.62K |
| PARK PLACE SECURITIES INC PPSI 2005 WCW2 M3 | 885,709 | 852,071 | -33,638 | 0.03% | -$32.14K |
| WAMU ASSET BACKED CERTIFICATES WMHE 2007 HE3 2A3 | 897,020 | 884,493 | -12,527 | 0.03% | -$8.83K |
| TESCO PROPERTY FIN 4 PLC SR SECURED REGS 10/40 5.8006 | 609,620 | 605,553 | -4,066 | 0.03% | -$45.96K |
| COUNTRYWIDE ALTERNATIVE LOAN T CWALT 2005 9CB 1A5 | 918,659 | 863,972 | -54,687 | 0.03% | -$50.90K |
| RESIDENTIAL ASSET SECURITIES C RASC 2007 KS3 AI4 | 824,378 | 776,926 | -47,452 | 0.03% | -$51.71K |
| CRVNA 2024-P2 A3 5.33% 07-10-29 | 897,828 | 733,700 | -164,128 | 0.03% | -$166.11K |
| TBW Mortgage-Backed Trust 2007-2 | 2,596,563 | 2,576,679 | -19,884 | 0.03% | -$16.86K |
| GSAMP TRUST GSAMP 2007 FM1 A2B | 1,392,452 | 1,378,413 | -14,040 | 0.02% | -$10.19K |
| J.P. MORGAN ALTERNATIVE LOAN T JPALT 2008 R4 2A1 144A | 1,182,974 | 1,165,411 | -17,563 | 0.02% | -$30.86K |
| Lehman XS Trust, Series 2007-2N | 741,828 | 734,654 | -7,174 | 0.02% | -$7.83K |
| BEAR STEARNS ALT A TRUST BALTA 2004 5 M | 661,113 | 640,196 | -20,917 | 0.02% | -$14.93K |
| SPECIALTY UNDERWRITING + RESID SURF 2006 AB1 A4 | 633,317 | 578,272 | -55,045 | 0.02% | -$53.27K |
| New Century Home Equity Loan Trust Series 2003-B | 585,844 | 552,308 | -33,536 | 0.02% | -$33.29K |
| IndyMac INDX Mortgage Loan Trust 2006-AR9 | 636,408 | 622,049 | -14,360 | 0.02% | -$9.34K |
| COUNTRYWIDE ALTERNATIVE LOAN T CWALT 2006 OA19 A1 | 660,604 | 640,069 | -20,536 | 0.02% | -$19.01K |
| STARWOOD MTG RESIDENTIAL TR 2021-2 0.943% 05/25/2065 144A | 629,741 | 543,858 | -85,883 | 0.02% | -$80.57K |
| Accredited Mortgage Loan Trust, Series 2006-2, Class A4 | 680,303 | 502,488 | -177,814 | 0.02% | -$176.90K |
| WAMU MORTGAGE PASS THROUGH CER WAMU 2007 HY2 1A1 | 551,955 | 539,761 | -12,194 | 0.02% | -$24.11K |
| TSCOPR 5.744 04/13/40 | 385,255 | 382,597 | -2,658 | 0.02% | -$26.27K |
| Structured Asset Mortgage Investments II Trust, Series 2007-AR3, Class 1A3 | 551,806 | 535,231 | -16,575 | 0.02% | -$2.61K |
| FIRST NLC TRUST FNLC 2005 1 A | 552,164 | 538,891 | -13,272 | 0.02% | -$10.39K |
| MORGAN STANLEY CAPITAL INC MSAC 2007 HE1 A2C | 833,918 | 823,693 | -10,225 | 0.02% | -$9.21K |
| MORGAN STANLEY CAPITAL INC MSAC 2007 NC1 A2D | 1,014,313 | 1,008,192 | -6,121 | 0.02% | -$6.79K |
| CITZN 2023-1 A3 | 795,221 | 476,836 | -318,385 | 0.02% | -$321.31K |
| ADVENT HEALTH SY | 1,300,000 | 480,000 | -820,000 | 0.02% | -$829.87K |
| CWALT 2005-56 1A1 TSFR1M+146 11/35 | 514,346 | 495,344 | -19,001 | 0.02% | -$17.00K |
| COUNTRYWIDE ALTERNATIVE LOAN T CWALT 2007 OA7 A1A | 504,646 | 500,845 | -3,801 | 0.02% | -$1.86K |
| COUNTRYWIDE ALTERNATIVE LOAN T CWALT 2005 14 4A1 | 556,168 | 485,357 | -70,810 | 0.02% | -$69.72K |
| RESIDENTIAL ASSET MORTGAGE PRO RAMP 2006 RS3 A4 | 526,276 | 508,880 | -17,396 | 0.02% | -$15.26K |
| INVESCO EURO CLO INVSC 1A A1R 144A | 518,415 | 375,189 | -143,225 | 0.02% | -$175.35K |
| Washington Mutual Mortgage Pass-Through Certificates, Series 2006-AR9 Trust | 449,841 | 446,536 | -3,305 | 0.02% | $3.88K |
| RESIDENTIAL FUNDING MTG SEC I RFMSI 2005 SA1 1A2 | 672,896 | 665,359 | -7,537 | 0.02% | -$4.16K |
| Soundview Home Loan Trust 2006-OPT3 | 958,825 | 414,884 | -543,941 | 0.02% | -$541.17K |
| Structured Adjustable Rate Mortgage Loan Trust Series 2005-19XS | 429,610 | 420,555 | -9,055 | 0.01% | -$8.20K |
| Merrill Lynch Mortgage Investors Trust Series 2007-SD1 | 710,932 | 700,942 | -9,990 | 0.01% | -$7.46K |
| Securitized Asset Backed Receivables LLC Trust 2006-FR3 | 759,793 | 749,940 | -9,853 | 0.01% | -$7.83K |
| FNMA POOL CB7220 FN 09/53 FIXED 5.5 | 407,351 | 396,780 | -10,570 | 0.01% | -$14.53K |
| Bear Stearns Asset Backed Securities Trust 2003-3 | 409,307 | 393,826 | -15,482 | 0.01% | -$15.06K |
| CHEVY CHASE MORTGAGE FUNDING C CCMFC 2004 4A A1 144A | 419,549 | 402,158 | -17,391 | 0.01% | -$14.02K |
| RESIDENTIAL ACCREDIT LOANS, IN RALI 2005 QS14 3A1 | 445,478 | 432,701 | -12,777 | 0.01% | -$8.99K |
| Chase Mortgage Finance Trust Series 2006-A1 | 458,377 | 447,636 | -10,741 | 0.01% | -$7.07K |
| MASTR REPERFORMING LOAN TRUST MARP 2006 1 1A4 144A | 573,014 | 564,830 | -8,184 | 0.01% | -$11.40K |
| RAAC SERIES RAAC 2007 SP3 A2 | 390,206 | 372,282 | -17,924 | 0.01% | -$16.30K |
| American Airlines Pass-Through Trust, Series 2019-1, Class A | 420,941 | 404,654 | -16,286 | 0.01% | -$15.43K |
| MASTR REPERFORMING LOAN TRUST MARP 2005 2 1A2 144A | 585,279 | 582,294 | -2,985 | 0.01% | -$5.86K |
| COUNTRYWIDE ASSET BACKED CERTI CWL 2007 5 2A3 | 381,604 | 356,162 | -25,442 | 0.01% | -$21.41K |
| MAACH 2019-1 A | 391,874 | 365,723 | -26,151 | 0.01% | -$25.88K |
| EUROSAIL PLC ESAIL 2007 3X A3A REGS | 302,200 | 264,263 | -37,937 | 0.01% | -$57.61K |
| COUNTRYWIDE ALTERNATIVE LOAN T CWALT 2005 61 1A1 | 411,256 | 364,084 | -47,172 | 0.01% | -$41.84K |
| IndyMac INDX Mortgage Loan Trust 2005-AR19 | 417,034 | 406,618 | -10,417 | 0.01% | -$7.74K |
| COUNTRYWIDE ALTERNATIVE LOAN T CWALT 2007 OA11 A1B | 351,232 | 348,736 | -2,496 | 0.01% | -$1.46K |
| SPECIALTY UNDERWRITING + RESID SURF 2006 BC5 A2D | 573,574 | 562,694 | -10,881 | 0.01% | -$10.55K |
| INDYMAC INDX MORTGAGE LOAN TRU INDX 2005 AR11 A4 | 421,915 | 414,145 | -7,770 | 0.01% | -$6.91K |
| WAMU MORTGAGE PASS THROUGH CER WAMU 2004 AR12 A2A | 320,731 | 308,604 | -12,127 | 0.01% | -$10.97K |
| MERRILL LYNCH MORTGAGE INVESTO MLMI 2006 HE5 A2D | 618,148 | 613,688 | -4,459 | 0.01% | -$4.75K |
| MSAC 2006-HE1 A4 V/R 01/25/36 4.42621000 | 326,295 | 304,386 | -21,909 | 0.01% | -$20.89K |
| Structured Asset Mortgage Investments II Trust 2006-AR3 | 369,410 | 354,972 | -14,438 | 0.01% | -$12.29K |
| RAAC SERIES RAAC 2006 SP1 M1 | 309,139 | 296,500 | -12,640 | 0.01% | -$12.49K |
| RESIDENTIAL ASSET MORTGAGE PRO RAMP 2006 RS1 AI3 | 314,514 | 307,144 | -7,369 | 0.01% | -$7.05K |
| NEWCASTLE MTG SECS TR 2007 1 STEP 04/25/2037 | 366,784 | 286,630 | -80,154 | 0.01% | -$79.52K |
| MORGAN STANLEY CAPITAL INC MSAC 2006 NC5 A2B | 533,687 | 529,968 | -3,719 | 0.01% | -$3.88K |
| LUMINENT MORTGAGE TRUST LUM 2006 7 2A1 | 311,086 | 308,183 | -2,903 | 0.01% | -$1.67K |
| Home Equity Loan Trust, Series 2007-FRE1, Class 2AV3 | 300,303 | 275,220 | -25,083 | 0.01% | -$25.32K |
| STRUCTURED ASSET MORTGAGE INVESTMENTS II TRUST 200 SAMI 2007-AR3 2A1 | 291,002 | 286,740 | -4,262 | 0.01% | -$2.94K |
| MORGAN STANLEY CAPITAL INC MSAC 2006 NC4 A2C | 306,228 | 299,458 | -6,771 | 0.01% | -$4.86K |
| BANC OF AMERICA FUNDING CORPOR BAFC 2007 3 TA1B | 320,342 | 308,946 | -11,396 | 0.01% | -$13.28K |
| CMLTI 2007-AR8 2A1A | 298,323 | 295,737 | -2,586 | 0.01% | -$463 |
| OCTANE RECEIVABLES TRUST OCTL 2023 3A A2 144A | 583,369 | 256,327 | -327,041 | 0.01% | -$329.39K |
| American Home Mortgage Assets Trust, Series 2006-2, Class 2A1 | 271,035 | 259,946 | -11,089 | 0.01% | -$10.01K |
| COUNTRYWIDE ALTERNATIVE LOAN T CWALT 2007 HY7C A1 | 269,533 | 262,716 | -6,817 | 0.01% | -$6.50K |
| ACE SECURITIES CORP. ACE 2004 FM2 M1 | 265,124 | 259,117 | -6,007 | 0.01% | -$5.76K |
| COUNTRYWIDE HOME LOANS CWHL 2004 7 2A1 | 273,324 | 267,448 | -5,876 | 0.01% | -$3.72K |
| RAAC Trust | 251,630 | 250,472 | -1,158 | 0.01% | -$513 |
| Option One Mortgage Loan Trust, Series 2006-1, Class M1 | 256,687 | 243,987 | -12,700 | 0.01% | -$11.75K |
| WASHINGTON MUTUAL MORTGAGE PAS WMALT 2007 OA3 4A1 | 275,909 | 273,000 | -2,909 | 0.01% | -$2.06K |
| LONG BEACH MORTGAGE LOAN TRUST LBMLT 2005 WL1 M4 | 241,016 | 232,851 | -8,165 | 0.01% | -$8.23K |
| ARSI 2006-M2 A2C | 708,454 | 706,377 | -2,077 | 0.01% | -$1.73K |
| PAGAYA AI DEBT SELECTION TRUST PAID 2024 7 A 144A | 280,082 | 225,351 | -54,731 | 0.01% | -$55.84K |
| COUNTRYWIDE ALTERNATIVE LOAN T CWALT 2006 19CB A16 | 416,319 | 411,284 | -5,035 | 0.01% | -$6.80K |
| STRUCTURED ASSET SECURITIES CO SASC 2005 AR1 M2 | 241,819 | 229,180 | -12,639 | 0.01% | -$12.08K |
| TESCO PROPERTY FIN 3 PLC SR SECURED REGS 04/40 5.744 | 171,224 | 170,043 | -1,181 | 0.01% | -$11.68K |
| Structured Asset Mortgage Investments II Trust 2006-AR5 | 673,064 | 672,852 | -211 | 0.01% | -$25.71K |
| MORGAN STANLEY HOME EQUITY LOA MSHEL 2007 2 A2 | 410,700 | 406,372 | -4,328 | 0.01% | -$4.44K |
| GSAMP TRUST GSAMP 2007 NC1 A2C | 412,934 | 408,585 | -4,349 | 0.01% | -$3.70K |
| Bear Stearns ARM Trust 2007-2 | 249,414 | 239,642 | -9,772 | 0.01% | -$11.01K |
| NOMURA ASSET ACCEPTANCE CORPOR NAA 2004 R1 A2 144A | 218,734 | 213,068 | -5,666 | 0.01% | -$5.96K |
| Eurosail-UK plc, Series 2007-3A, Class A3C | 195,253 | 146,253 | -49,000 | 0.01% | -$69.68K |
| Fremont Home Loan Trust, Series 2006-3, Class 2A3 | 654,388 | 650,659 | -3,730 | 0.01% | -$4.91K |
| SECURITIZED ASSET BACKED RECEI SABR 2006 HE1 A2D | 600,760 | 598,651 | -2,110 | 0.01% | -$3.69K |
| SG MORTGAGE SECURITIES TRUST SGMS 2005 OPT1 M2 | 229,144 | 191,441 | -37,703 | 0.01% | -$36.92K |
| HSI Asset Securitization Corp Trust 2006-HE2 | 842,332 | 835,150 | -7,182 | 0.01% | -$6.58K |
| RESIDENTIAL ASSET SECURITIES C RASC 2006 EMX9 1A3 | 203,333 | 199,307 | -4,026 | 0.01% | -$3.59K |
| COUNTRYWIDE ALTERNATIVE LOAN T CWALT 2005 76 2A1 | 203,232 | 200,217 | -3,016 | 0.01% | -$2.17K |
| OPTION ONE MORTGAGE LOAN TRUST OOMLT 2005 3 M3 | 191,636 | 182,615 | -9,021 | 0.01% | -$8.74K |
| FIRST FRANKLIN MTG LOAN ASSET FFML 2004 FF8 M3 | 185,882 | 177,856 | -8,025 | 0.01% | -$8.60K |
| Structured Asset Mortgage Investments II Trust, Series 2006-AR6, Class 2A1 | 259,101 | 251,670 | -7,431 | 0.01% | -$5.26K |
| INDYMAC RESIDENTIAL ASSET BACK INABS 2006 D 1A | 189,838 | 186,168 | -3,670 | 0.01% | -$3.31K |
| RESIDENTIAL ASSET SECURITIES C RASC 2006 EMX9 2A | 186,648 | 184,864 | -1,783 | 0.01% | -$1.48K |
| BSSP 2007-R6 V/R 1/26/36 5.66300000 | 237,216 | 233,272 | -3,944 | 0.01% | -$646 |
| CWABS Asset-Backed Certificates Trust 2007-6 | 159,561 | 153,632 | -5,929 | 0.01% | -$4.18K |
| MERRILL LYNCH ALTERNATIVE NOTE MANA 2007 A2 A3C | 712,101 | 706,546 | -5,555 | 0.01% | -$3.83K |
| GSAMP TRUST GSAMP 2006 FM3 A2C | 357,517 | 351,785 | -5,732 | 0.01% | -$5.14K |
| BEAR STEARNS ALT A TRUST BALTA 2005 5 25A1 | 268,919 | 263,645 | -5,273 | 0.01% | -$3.92K |
| WASHINGTON MUTUAL MORTGAGE PAS WMALT 2007 OA3 4A2 | 188,770 | 186,780 | -1,990 | 0.01% | -$1.40K |
| ASSET BACKED FUNDING CERTIFICA ABFC 2006 HE1 A2B | 282,208 | 280,072 | -2,136 | 0.01% | -$2.29K |
| MASTR Asset Backed Securities Trust 2006-AM1 | 160,070 | 157,006 | -3,063 | 0.01% | -$2.47K |
| CMLTI 2007-10 22AA 9/37 | 164,714 | 163,110 | -1,604 | 0.01% | $66 |
| GREENPOINT MORTGAGE FUNDING TR GPMF 2006 AR7 1A32 | 154,307 | 151,513 | -2,794 | 0.01% | -$1.11K |
| Structured Asset Mortgage Investments II Trust 2005-AR8 | 181,515 | 176,257 | -5,258 | 0.01% | -$4.51K |
| BCAP LLC TRUST BCAP 2010 RR11 5A3 144A | 175,646 | 173,871 | -1,775 | 0.01% | -$173 |
| Carvana Auto Receivables Trust, Series 2022-P3, Class A3 | 411,424 | 149,625 | -261,798 | 0.01% | -$262.19K |
| BANC OF AMERICA MORTGAGE SECUR BOAMS 2005 D 2A7 | 172,076 | 166,768 | -5,308 | 0.01% | -$4.04K |
| WAMU MORTGAGE PASS THROUGH CER WAMU 2004 AR13 A1B2 | 158,275 | 151,854 | -6,421 | 0.01% | -$6.15K |
| COUNTRYWIDE ALTERNATIVE LOAN T CWALT 2007 19 1A2 | 326,168 | 326,116 | -52 | 0.01% | -$2.79K |
| Argent Securities Trust, Series 2006-W2, Class A2B | 260,440 | 259,370 | -1,070 | 0.01% | -$1.02K |
| Soundview Home Loan Trust, Series 2007-OPT5, Class 2A2 | 186,861 | 184,174 | -2,687 | 0.01% | -$2.08K |
| STRUCTURED ASSET INVESTMENT LO SAIL 2005 4 M4 | 164,930 | 146,281 | -18,649 | 0.01% | -$18.34K |
| STRUCTURED ASSET SECURITIES CO SASC 2007 WF1 A6 | 153,590 | 146,274 | -7,316 | 0.01% | -$7.07K |
| MORGAN STANLEY DEAN WITTER CAP MSDWC 2003 NC2 M1 | 144,288 | 131,509 | -12,779 | 0.01% | -$12.18K |
| CWALT 2006-OA11 A1B | 146,898 | 143,318 | -3,580 | 0.01% | -$3.23K |
| COUNTRYWIDE HOME LOANS CWHL 2004 25 2A3 | 149,564 | 146,322 | -3,242 | 0.01% | -$2.66K |
| INDYMAC RESIDENTIAL ASSET BACK INABS 2006 D 2A3 | 152,023 | 148,710 | -3,313 | 0.01% | -$3.52K |
| WASHINGTON MUTUAL MORTGAGE PAS WMALT 2005 3 1CB3 | 168,047 | 163,981 | -4,066 | 0.01% | -$3.72K |
| ACE SECURITIES CORP. ACE 2006 OP2 A1 | 150,608 | 140,968 | -9,640 | 0.01% | -$9.26K |
| CARRINGTON MORTGAGE LOAN TRUST CARR 2005 OPT2 M5 | 157,447 | 140,631 | -16,815 | 0.00% | -$16.06K |
| INDYMAC RESIDENTIAL ASSET BACK INABS 2007 A 2A4A | 157,549 | 151,556 | -5,994 | 0.00% | -$5.15K |
| GSAMP TRUST GSAMP 2006 FM1 A2D | 209,989 | 206,841 | -3,149 | 0.00% | -$7.93K |
| DEUTSCHE ALT A SECURITIES INC DBALT 2007 OA4 1A1A | 144,001 | 142,260 | -1,741 | 0.00% | -$1.24K |
| Structured Adjustable Rate Mortgage Loan Trust | 173,799 | 167,956 | -5,843 | 0.00% | -$3.43K |
| GT 1999-3 A8 | 155,575 | 144,112 | -11,463 | 0.00% | -$11.24K |
| CWABS Asset-Backed Certificates Trust 2005-14 | 185,669 | 131,748 | -53,922 | 0.00% | -$53.51K |
| BEAR STEARNS ALT A TRUST BALTA 2006 R1 2E21 | 198,061 | 195,685 | -2,376 | 0.00% | -$1.59K |
| HSI ASSET SECURITIZATION CORPO HASC 2006 HE2 2A4 | 561,555 | 556,767 | -4,788 | 0.00% | -$4.37K |
| EUROSAIL PLC ESAIL 2007 3X A3C REGS | 109,224 | 95,512 | -13,712 | 0.00% | -$20.84K |
| RESIDENTIAL ACCREDIT LOANS, IN RALI 2006 QA11 A1 | 138,710 | 132,363 | -6,348 | 0.00% | -$2.97K |
| BCAP LLC TRUST BCAP 2007 AA3 2A1A | 148,664 | 134,541 | -14,124 | 0.00% | -$14.94K |
| Suntrust Alternative Loan Trust, Series 2005-1F, Class 2A8 | 133,933 | 129,995 | -3,938 | 0.00% | -$4.19K |
| RESIDENTIAL ACCREDIT LOANS, IN RALI 2005 QA2 NB2 | 136,006 | 134,555 | -1,451 | 0.00% | $245 |
| MORGAN STANLEY CAPITAL INC MSAC 2007 HE5 A2B | 295,456 | 292,706 | -2,750 | 0.00% | -$7.98K |
| MORGAN STANLEY CAPITAL INC MSAC 2007 HE5 A2C | 295,456 | 292,706 | -2,750 | 0.00% | -$8.03K |
| COUNTRYWIDE HOME LOANS CWHL 2004 25 2A2 | 126,749 | 124,001 | -2,747 | 0.00% | -$2.34K |
| Aegis Asset Backed Securities Trust 2005-5 | 129,510 | 123,244 | -6,266 | 0.00% | -$5.69K |
| MSAC 2005-WMC4 M6 | 126,933 | 122,197 | -4,736 | 0.00% | -$4.43K |
| TESCO PROPERTY FIN 5 PLC SR SECURED REGS 10/41 5.6611 | 89,941 | 89,404 | -538 | 0.00% | -$6.16K |
| WAMU MORTGAGE PASS THROUGH CER WAMU 2006 AR15 2A | 135,891 | 135,626 | -265 | 0.00% | -$9.62K |
| Deutsche Alt-B Securities Mortgage Loan Trust Series 2007-AB1 | 159,480 | 158,131 | -1,349 | 0.00% | -$1.35K |
| STRUCTURED ADJUSTABLE RATE MOR SARM 2004 7 A3 | 116,524 | 112,162 | -4,362 | 0.00% | -$4.06K |
| American Home Mortgage Assets Trust, Series 2006-5, Class A1 | 471,482 | 470,390 | -1,092 | 0.00% | -$4.10K |
| COUNTRYWIDE ASSET BACKED CERTI CWL 2007 10 2A4 | 112,492 | 109,984 | -2,507 | 0.00% | -$2.47K |
| ASSET BACKED FUNDING CERTIFICA ABFC 2007 WMC1 A2B | 124,744 | 123,897 | -848 | 0.00% | -$435 |
| IndyMac IMSC Mortgage Loan Trust, Series 2007-HOA1, Class A11 | 160,109 | 156,427 | -3,682 | 0.00% | -$3.65K |
| MORGAN STANLEY CAPITAL INC MSAC 2006 HE6 A2C | 308,809 | 307,124 | -1,685 | 0.00% | -$1.54K |
| BEAR STEARNS ALT A TRUST BALTA 2006 1 21A2 | 150,321 | 148,662 | -1,659 | 0.00% | -$1.62K |
| Bear Stearns ARM Trust, Series 2005-9, Class A1 | 109,159 | 105,928 | -3,231 | 0.00% | -$3.14K |
| COUNTRYWIDE HOME LOANS CWHL 2005 7 2A1 | 114,529 | 109,633 | -4,896 | 0.00% | -$2.53K |
| Structured Adjustable Rate Mortgage Loan Trust Series 2006-1 | 133,217 | 132,051 | -1,167 | 0.00% | $35 |
| OPTION ONE MORTGAGE LOAN TRUST OOMLT 2007 1 2A4 | 174,275 | 172,304 | -1,971 | 0.00% | -$2.43K |
| Park Place Securities Inc Series 2005-WCW1 | 105,720 | 100,213 | -5,507 | 0.00% | -$5.38K |
| ASSET BACKED FUNDING CERTIFICA ABFC 2006 HE1 A2C | 177,961 | 176,614 | -1,347 | 0.00% | -$1.47K |
| Credit-Based Asset Servicing & Securitization LLC, Series 2007-CB6, Class A3 | 150,009 | 147,593 | -2,417 | 0.00% | -$2.08K |
| Mastr Asset Backed Securities Trust 2006-WMC1 | 273,678 | 271,103 | -2,576 | 0.00% | -$2.61K |
| SOUNDVIEW HOME EQUITY LOAN TRU SVHE 2007 WMC1 3A2 | 364,334 | 363,302 | -1,032 | 0.00% | -$940 |
| COUNTRYWIDE ALTERNATIVE LOAN T CWALT 2005 36 3A1 | 100,100 | 98,809 | -1,291 | 0.00% | -$269 |
| CHASEFLEX TRUST CFLX 2007 3 2A1 | 106,805 | 106,034 | -771 | 0.00% | -$1.02K |
| Park Place Securities, Inc., Series 2004-WCW2, Class M3 | 113,409 | 94,316 | -19,093 | 0.00% | -$18.88K |
| OWNIT MORTGAGE LOAN ASSET BACK OWNIT 2005 5 M1 | 96,403 | 92,683 | -3,720 | 0.00% | -$4.28K |
| GSAMP TRUST GSAMP 2006 NC2 A2D | 169,941 | 167,474 | -2,467 | 0.00% | -$2.82K |
| Lehman ABS Mortgage Loan Trust, Series 2007-1, Class 2A1 | 139,532 | 137,508 | -2,024 | 0.00% | -$2.16K |
| FREMONT HOME LOAN TRUST FHLT 2006 E 2A3 | 193,306 | 192,157 | -1,149 | 0.00% | -$1.15K |
| COUNTRYWIDE HOME LOANS CWHL 2007 10 A2 | 225,507 | 224,135 | -1,371 | 0.00% | -$3.99K |
| WFMBS 2006-AR14 2A1 | 100,656 | 92,479 | -8,176 | 0.00% | -$7.02K |
| MORGAN STANLEY MORTGAGE LOAN T MSM 2007 1XS 1A1 | 267,371 | 266,584 | -787 | 0.00% | -$544 |
| LAVENDER TRUST LTS 2010 RR2A A4 144A | 201,935 | 201,585 | -350 | 0.00% | -$2.05K |
| BANC OF AMERICA MORTGAGE SECUR BOAMS 2005 8 A10 | 98,569 | 97,209 | -1,359 | 0.00% | -$1.55K |
| CSMC 2011-6R 4A2 | 96,334 | 88,698 | -7,637 | 0.00% | -$5.68K |
| MERRILL LYNCH ALTERNATIVE NOTE MANA 2007 AF1 1AF8 | 115,231 | 114,424 | -807 | 0.00% | -$2.53K |
| AMERIQUEST MORTGAGE SECURITIES AMSI 2005 R1 M4 | 91,972 | 84,705 | -7,267 | 0.00% | -$7.27K |
| RESIDENTIAL ACCREDIT LOANS, IN RALI 2007 QH7 1A1 | 100,719 | 85,389 | -15,331 | 0.00% | -$14.91K |
| COUNTRYWIDE ALTERNATIVE LOAN T CWALT 2005 10CB 1A1 | 117,213 | 113,437 | -3,776 | 0.00% | -$3.88K |
| COUNTRYWIDE HOME LOANS CWHL 2005 HY10 4A1 | 89,718 | 88,488 | -1,229 | 0.00% | -$346 |
| PARK PLACE SECURITIES INC PPSI 2005 WHQ4 M2 | 99,755 | 82,429 | -17,327 | 0.00% | -$16.96K |
| MORGAN STANLEY CAPITAL INC MSAC 2006 NC5 A2C | 156,344 | 155,254 | -1,090 | 0.00% | -$1.14K |
Top 300 of 619, by weight.
| Security | Shares Dec 2025 | Shares Mar 2026 | Δ shares | End % | Δ value |
|---|---|---|---|---|---|
| EUROPEAN UNION SR UNSECURED REGS 10/29 2.875 | 77,600,000 | 77,600,000 | 0 | 3.25% | -$2.78M |
| RPLDCI 6.581 05/30/49 144A | 71,150,000 | 71,150,000 | 0 | 2.66% | -$2.03M |
| US TREASURY N/B | 61,000,000 | 61,000,000 | 0 | 2.16% | -$533.75K |
| PROJECT CASHMERE CLASS A1 144A | 54,300,000 | 54,300,000 | 0 | 1.36% | $1.23M |
| REPUBLIC OF SOUTH AFRICA BONDS 02/35 8.875 | 444,988,000 | 444,988,000 | 0 | 0.94% | -$2.20M |
| MORGAN STANLEY | 20,000,000 | 20,000,000 | 0 | 0.73% | -$527.85K |
| JAPAN (30 YEAR ISSUE) BONDS 09/55 3.2 | 3,010,000,000 | 3,010,000,000 | 0 | 0.63% | -$1.20M |
| BANK OF AMER CRP | 15,000,000 | 15,000,000 | 0 | 0.55% | -$259.85K |
| Cedar Funding VI CLO Ltd., Series 2016-6A, Class AR3 | 15,100,000 | 15,100,000 | 0 | 0.55% | $6.39K |
| US TREASURY N/B | 15,300,000 | 15,300,000 | 0 | 0.50% | -$131.19K |
| CITIGROUP INC | 12,000,000 | 12,000,000 | 0 | 0.44% | -$261.02K |
| LCM LTD PARTNERSHIP LCM 35A A1R 144A | 11,900,000 | 11,900,000 | 0 | 0.43% | -$16.35K |
| FED REPUBLIC OF BRAZIL SR UNSECURED 03/34 6.125 | 11,500,000 | 11,500,000 | 0 | 0.42% | -$134.51K |
| MOUNTAIN VIEW CLO XIV LTD A1R TSFR3M+115.9 10/15/2034 144A | 11,200,000 | 11,200,000 | 0 | 0.41% | $9.92K |
| Domino's Pizza Master Issuer LLC, Series 2025-1A, Class A2I | 10,600,000 | 10,600,000 | 0 | 0.38% | -$99.04K |
| SAMMONS FIN GLO | 10,250,000 | 10,250,000 | 0 | 0.37% | -$107.57K |
| ACRES PLC ACRES 2025 FL3 A 144A | 9,900,000 | 9,900,000 | 0 | 0.36% | $15.21K |
| RFR USD SOFR/3.00000 02/12/25-30Y LCH | 1 | 1 | 0 | 0.34% | -$767.77K |
| UBS V5.699 02/08/35 144A | 9,000,000 | 9,000,000 | 0 | 0.33% | -$238.99K |
| COMPEER FINANCIAL ACA REGD V/R /PERP/ 144A P/P SER QIB 7.87500000 | 9,000,000 | 9,000,000 | 0 | 0.33% | -$58.05K |
| OWL ROCK CAPITAL | 9,700,000 | 9,700,000 | 0 | 0.33% | -$146.55K |
| STWD 2025-FL4 LLC | 9,000,000 | 9,000,000 | 0 | 0.33% | -$15.63K |
| FS KKR CAPITAL | 9,000,000 | 9,000,000 | 0 | 0.32% | -$19.29K |
| FORD MOTOR CRED | 8,000,000 | 8,000,000 | 0 | 0.30% | -$107.38K |
| PIKES PEAK CLO PIPK 2018 2A ARR 144A | 8,200,000 | 8,200,000 | 0 | 0.30% | $1.92K |
| BPCE | 7,500,000 | 7,500,000 | 0 | 0.30% | -$154.81K |
| BPCE | 7,500,000 | 7,500,000 | 0 | 0.28% | -$113.16K |
| ANTHOL 7.95 08/11/28 | 7,550,000 | 7,550,000 | 0 | 0.28% | -$160.75K |
| LMNT CRE 2025-FL3 LLC SER 2025-FL3 CL A V/R REGD 144A P/P 0.00000000 | 7,700,000 | 7,700,000 | 0 | 0.28% | -$8.73K |
| CITIGROUP INC | 7,000,000 | 7,000,000 | 0 | 0.27% | -$140.26K |
| EPH FIN INTERNATIONAL AS COMPANY GUAR REGS 11/28 6.651 | 6,000,000 | 6,000,000 | 0 | 0.27% | -$276.36K |
| TCW CLO 2019 1 AMR, LTD. TCW 2019 1A ASNR 144A | 7,100,000 | 7,100,000 | 0 | 0.26% | $3.55K |
| VOYA CLO LTD VOYA 2017 3A A1RR 144A | 7,100,000 | 7,100,000 | 0 | 0.26% | $6.06K |
| Elevation CLO Ltd., Series 2022-16A, Class A1AR | 7,000,000 | 7,000,000 | 0 | 0.25% | $12.87K |
| Greystone CRE Notes LLC, Series 2025-FL4, Class A | 7,000,000 | 7,000,000 | 0 | 0.25% | -$14.42K |
| Domino's Pizza Master Issuer LLC, Series 2025-1A, Class A2II | 6,700,000 | 6,700,000 | 0 | 0.24% | -$85.07K |
| LIBMUT V4.125 12/15/51 144A | 6,700,000 | 6,700,000 | 0 | 0.24% | -$61.30K |
| ATLANTIC AVENUE LTD MCCP 2024 3A A 144A | 6,200,000 | 6,200,000 | 0 | 0.23% | -$2.67K |
| ENERGY TRANS | 6,000,000 | 6,000,000 | 0 | 0.22% | -$60.65K |
| GOLDEN ST TOBACCO SEC | 6,605,000 | 6,605,000 | 0 | 0.22% | -$1.30K |
| American AgCredit Corp | 6,000,000 | 6,000,000 | 0 | 0.22% | $135.60K |
| CARLYLE GLOBAL MARKET STRATEGIES CLO SER 2016-3A CL ARRR V/R REGD 144A P/P 4.97444000 | 6,000,000 | 6,000,000 | 0 | 0.22% | $581 |
| MORGAN STANLEY SR UNSECURED REGS 04/32 VAR | 8,000,000 | 8,000,000 | 0 | 0.22% | $93.24K |
| ROYAL BK SCOTLAND INTL LTD USD SR NT SER E | 6,000,000 | 6,000,000 | 0 | 0.21% | -$71.73K |
| ASSET BACKED SECURITIES CORP H ABSHE 2007 HE1 A5 | 6,300,000 | 6,300,000 | 0 | 0.21% | $2.92K |
| ELECTRICITE DE FRANCE SA SR UNSECURED 144A 04/34 5.95 | 5,500,000 | 5,500,000 | 0 | 0.21% | -$111.72K |
| LCM LTD PARTNERSHIP LCM 31A AR 144A | 5,600,000 | 5,600,000 | 0 | 0.20% | -$1.78K |
| Romark CLO V Ltd., Series 2021-5A, Class AR | 5,600,000 | 5,600,000 | 0 | 0.20% | -$7.66K |
| COMMONSPIRIT | 5,800,000 | 5,800,000 | 0 | 0.20% | -$19.75K |
| Government of Canada | 7,800,000 | 7,800,000 | 0 | 0.20% | -$91.36K |
| CAPITAL ONE FINL | 5,000,000 | 5,000,000 | 0 | 0.20% | -$128.37K |
| Aviation Capital Group LLC | 5,250,000 | 5,250,000 | 0 | 0.20% | -$77.32K |
| MF1 MULTIFAMILY HOUSING MORTGA MF1 2025 FL17 A 144A | 5,500,000 | 5,500,000 | 0 | 0.20% | -$7.06K |
| GOLDMAN SACHS GP | 5,000,000 | 5,000,000 | 0 | 0.20% | -$136.63K |
| Madison Park Funding XLIX Ltd., Series 2021-49A, Class AR | 5,300,000 | 5,300,000 | 0 | 0.19% | $2.23K |
| STLA 6.45 03/18/35 144A | 5,300,000 | 5,300,000 | 0 | 0.19% | -$288.32K |
| BANCO BILBAO VIZ | 5,000,000 | 5,000,000 | 0 | 0.19% | -$118.01K |
| FORD MOTOR CRED | 5,000,000 | 5,000,000 | 0 | 0.19% | -$60.32K |
| SMITH & NEPHEW | 5,000,000 | 5,000,000 | 0 | 0.18% | -$101.51K |
| ESSEX PORTFOLIO | 5,000,000 | 5,000,000 | 0 | 0.18% | -$120.28K |
| TRUSTAGE FINANCIAL GROUP SR UNSECURED 144A 04/32 4.625 | 5,300,000 | 5,300,000 | 0 | 0.18% | -$51.57K |
| AES CORP/THE | 5,000,000 | 5,000,000 | 0 | 0.18% | -$100.03K |
| ATHENE GLOBAL FUNDING SECURED 144A 07/31 5.526 | 5,000,000 | 5,000,000 | 0 | 0.18% | -$123.70K |
| SCE REC FUND | 5,000,000 | 5,000,000 | 0 | 0.18% | -$43.83K |
| Madison Park Funding XLVI Ltd., Series 2020-46A, Class ARR | 4,900,000 | 4,900,000 | 0 | 0.18% | $147 |
| PACIFIC GAS&ELEC | 4,700,000 | 4,700,000 | 0 | 0.18% | -$96.82K |
| GARTNER GROUP | 5,100,000 | 5,100,000 | 0 | 0.18% | -$248.36K |
| GBLATL 4.5 09/18/30 144A | 5,000,000 | 5,000,000 | 0 | 0.17% | -$132.54K |
| VICI PROPERTIE | 4,800,000 | 4,800,000 | 0 | 0.17% | -$124.23K |
| GS Mortgage Securities Trust, Series 2016-GS3, Class WMB | 5,000,000 | 5,000,000 | 0 | 0.17% | $165.20K |
| BLUE CROSS BLU SHIELD FL SR UNSEC 4A2 | 4,700,000 | 4,700,000 | 0 | 0.17% | -$74.43K |
| Ares XXVII CLO Ltd., Series 2013-2A, Class AR3 | 4,600,000 | 4,600,000 | 0 | 0.17% | $4.11K |
| Golub Capital Private Credit Fund | 4,600,000 | 4,600,000 | 0 | 0.16% | -$95.63K |
| BGC GROUP INC | 4,300,000 | 4,300,000 | 0 | 0.16% | -$62.17K |
| SABRA HEALTH CAR | 4,600,000 | 4,600,000 | 0 | 0.16% | -$47.18K |
| MSC 2020-CNP A | 5,000,000 | 5,000,000 | 0 | 0.16% | -$7.24K |
| BMARK 2019-B13 A4 | 4,565,217 | 4,565,217 | 0 | 0.16% | -$30.47K |
| ANCHORAGE CAPITAL CLO LTD ANCHC 2021 21A AR 144A | 4,300,000 | 4,300,000 | 0 | 0.16% | $4.97K |
| ANTARES HOLDINGS SR UNSECURED 144A 10/29 6.35 | 4,300,000 | 4,300,000 | 0 | 0.15% | -$132.91K |
| BLACK HILLS CORP | 4,100,000 | 4,100,000 | 0 | 0.15% | -$119.48K |
| CITADL 5.9 02/10/30 144A | 4,100,000 | 4,100,000 | 0 | 0.15% | -$65.49K |
| NEWCASTLE MORTGAGE SECURITIES NCMT 2007 1 2A4 | 4,292,000 | 4,292,000 | 0 | 0.15% | $4.42K |
| BGC GROUP INC | 4,000,000 | 4,000,000 | 0 | 0.15% | -$77.12K |
| RENAISSANCE HOME EQUITY LOAN T RAMC 2006 1 AF3 | 9,549,602 | 9,549,602 | 0 | 0.15% | $5.23K |
| MAREX GROUP | 4,000,000 | 4,000,000 | 0 | 0.15% | -$24.45K |
| FAIRFAX FINL HLD | 4,000,000 | 4,000,000 | 0 | 0.15% | -$39.11K |
| MASS MUTUAL LIFE INS CO SUBORDINATED 144A 02/69 VAR | 4,500,000 | 4,500,000 | 0 | 0.15% | $3.81K |
| LPL HOLDINGS INC | 4,000,000 | 4,000,000 | 0 | 0.14% | -$133.69K |
| FORD MOTOR CRED | 4,000,000 | 4,000,000 | 0 | 0.14% | -$102.69K |
| D.R. HORTON | 4,000,000 | 4,000,000 | 0 | 0.14% | -$98.10K |
| KRAFT HEINZ FOOD | 5,000,000 | 5,000,000 | 0 | 0.14% | -$221.46K |
| BANCO SANTANDER | 3,800,000 | 3,800,000 | 0 | 0.14% | -$41.91K |
| ENERGY TRANS | 4,000,000 | 4,000,000 | 0 | 0.14% | -$38.45K |
| GLP CAP/FIN II | 4,000,000 | 4,000,000 | 0 | 0.14% | -$117.79K |
| COUSINS LP | 3,800,000 | 3,800,000 | 0 | 0.14% | -$51.46K |
| NEWPORT BEACH CA COPS NPBCTF 07/40 FIXED 7.168 | 3,400,000 | 3,400,000 | 0 | 0.14% | -$30.95K |
| ALLY V6.848 01/03/30 | 3,600,000 | 3,600,000 | 0 | 0.14% | -$63.52K |
| OFSI FUND LTD OFSBS 2021 10A AR 144A | 3,700,000 | 3,700,000 | 0 | 0.13% | -$324 |
| Bain Capital Credit CLO Ltd., Series 2019-4A, Class A1RR | 3,700,000 | 3,700,000 | 0 | 0.13% | $2.25K |
| MONDELEZ INTL INC 4.625% 07/03/2031 | 5,000,000 | 5,000,000 | 0 | 0.13% | -$76.98K |
| AM AIRLN 15-1 A | 3,745,278 | 3,745,278 | 0 | 0.13% | $593 |
| WELLS FARGO CO | 4,000,000 | 4,000,000 | 0 | 0.13% | -$60.67K |
| BMO 2024-5C8 A3 | 3,500,000 | 3,500,000 | 0 | 0.13% | -$42.35K |
| DRYDEN SENIOR LOAN FUND DRSLF 2021 95A AR 144A | 3,600,000 | 3,600,000 | 0 | 0.13% | $2.01K |
| TENNESSEE GAS PIPELINE REGD 144A P/P 2.90000000 | 3,800,000 | 3,800,000 | 0 | 0.13% | -$25.47K |
| WOODSIDE FINANCE | 3,350,000 | 3,350,000 | 0 | 0.13% | $1.99K |
| RFR USD SOFR/3.30000 12/02/24-4Y* CME | 3 | 3 | 0 | 0.12% | -$886.13K |
| BANCO SANTANDER | 3,200,000 | 3,200,000 | 0 | 0.12% | -$82.04K |
| CI FINANCIAL CO | 5,000,000 | 5,000,000 | 0 | 0.12% | -$110.44K |
| JP Morgan Chase Commercial Mortgage Securities Trust 2023-CCDC | 3,200,000 | 3,200,000 | 0 | 0.12% | -$61.03K |
| Renaissance Home Equity Loan Trust 2006-2 | 9,184,318 | 9,184,318 | 0 | 0.12% | -$75.27K |
| BENCHMARK MORTGAGE TRUST BMARK 2018 B5 A2 | 3,262,080 | 3,262,080 | 0 | 0.12% | $7.77K |
| HA SUST INF CAP | 3,200,000 | 3,200,000 | 0 | 0.12% | -$38.00K |
| KBC GROUP NV | 3,000,000 | 3,000,000 | 0 | 0.12% | -$62.22K |
| Bain Capital Credit CLO Ltd., Series 2019-3A, Class ARR | 3,200,000 | 3,200,000 | 0 | 0.12% | $1.80K |
| FS KKR CAPITAL | 3,200,000 | 3,200,000 | 0 | 0.11% | -$80.60K |
| DVREIN 5.95 04/15/35 144A | 3,150,000 | 3,150,000 | 0 | 0.11% | -$103.25K |
| CRED AGRICOLE SA | 3,000,000 | 3,000,000 | 0 | 0.11% | -$74.73K |
| VALE OVERSEAS | 3,000,000 | 3,000,000 | 0 | 0.11% | -$23.40K |
| GA GLOBAL FNDING | 3,000,000 | 3,000,000 | 0 | 0.11% | -$47.70K |
| PUGET ENERGY | 3,000,000 | 3,000,000 | 0 | 0.11% | -$62.14K |
| ATHENE GLOBAL FU | 3,000,000 | 3,000,000 | 0 | 0.11% | -$64.76K |
| BAYFRONT IABS VII PTE. LTD. BAYFRT 7A A 144A | 3,000,000 | 3,000,000 | 0 | 0.11% | -$106 |
| CROWN CASTLE INC | 3,000,000 | 3,000,000 | 0 | 0.11% | -$64.48K |
| AMERICAN HOMES 4 | 3,000,000 | 3,000,000 | 0 | 0.11% | -$92.77K |
| Freedom Mortgage Holdings LLC | 3,000,000 | 3,000,000 | 0 | 0.11% | -$206.13K |
| MSC 2014-150E A | 3,180,000 | 3,180,000 | 0 | 0.11% | $71.90K |
| PPL CAPITAL FDG | 2,900,000 | 2,900,000 | 0 | 0.11% | -$50.14K |
| HYPER 2025-1A A2 | 3,000,000 | 3,000,000 | 0 | 0.11% | -$44.89K |
| SYMPHONY CLO XXV LTD SER 2021-25A CL AR V/R REGD 144A P/P 0.00000000 | 2,900,000 | 2,900,000 | 0 | 0.11% | $1.73K |
| PROLOGIS LP SR UNSECURED 02/33 4.2 | 4,000,000 | 4,000,000 | 0 | 0.10% | -$68.63K |
| Broadstone Net Lease LLC | 2,900,000 | 2,900,000 | 0 | 0.10% | -$57.92K |
| NOMURA HOLDINGS | 2,750,000 | 2,750,000 | 0 | 0.10% | -$81.93K |
| Nissan Motor Co., Ltd. | 3,100,000 | 3,100,000 | 0 | 0.10% | -$106.84K |
| Citadel L.P. | 2,700,000 | 2,700,000 | 0 | 0.10% | -$67.14K |
| J.P. Morgan Chase Commercial Mortgage Securities Trust 2021-2NU | 2,940,000 | 2,940,000 | 0 | 0.10% | $7.89K |
| QUANTA SERVICES | 2,700,000 | 2,700,000 | 0 | 0.10% | -$51.97K |
| ROMARK CREDIT FUNDING LTD SER 2025-4A CL A REGD 144A P/P 5.42300000 | 2,700,000 | 2,700,000 | 0 | 0.10% | -$2.36K |
| PALMER SQUARE EUROPEAN LOAN FU PSTET 2025 3A A 144A | 2,300,000 | 2,300,000 | 0 | 0.10% | -$44.55K |
| DIAMONDBACK ENER | 2,600,000 | 2,600,000 | 0 | 0.10% | -$19.12K |
| FARM CREDIT BK OF TEXAS JR SUBORDINA 12/99 VAR | 2,500,000 | 2,500,000 | 0 | 0.09% | -$9.70K |
| F&G ANNUITIES | 2,600,000 | 2,600,000 | 0 | 0.09% | -$99.96K |
| HCA INC | 2,500,000 | 2,500,000 | 0 | 0.09% | -$54.10K |
| FLEX INTERMEDIATE HOLDCO SR SECURED 144A 06/31 3.363 | 2,800,000 | 2,800,000 | 0 | 0.09% | -$30.03K |
| SAMMONS FIN GLO | 2,500,000 | 2,500,000 | 0 | 0.09% | -$37.20K |
| PACIFIC GAS&ELEC | 3,000,000 | 3,000,000 | 0 | 0.09% | -$34.54K |
| IPALCO ENTPRS IN | 2,600,000 | 2,600,000 | 0 | 0.09% | -$37.96K |
| LIBMUT 4.3 02/01/61 144A | 4,000,000 | 4,000,000 | 0 | 0.09% | -$164.59K |
| PROJECT CASHMERE CLASS A2 144A | 3,600,000 | 3,600,000 | 0 | 0.09% | $81.36K |
| QTS Issuer ABS II LLC, Series 2025-1A, Class A2 | 2,500,000 | 2,500,000 | 0 | 0.09% | -$29.15K |
| PALMER SQUARE EUROPEAN LOAN FU PSTET 2025 2A B 144A | 2,100,000 | 2,100,000 | 0 | 0.09% | -$45.77K |
| JPMORGAN CHASE | 2,400,000 | 2,400,000 | 0 | 0.09% | -$46.36K |
| TRINITAS EURO CLO TRNTE 1A AR 144A | 2,100,000 | 2,100,000 | 0 | 0.09% | -$43.18K |
| BAYNGR 6.875 11/21/53 144A | 2,300,000 | 2,300,000 | 0 | 0.09% | -$67.09K |
| SOUTH BOW USA | 2,400,000 | 2,400,000 | 0 | 0.09% | -$19.24K |
| COUSINS LP | 2,400,000 | 2,400,000 | 0 | 0.09% | -$58.05K |
| NAVSL 2023-BA B | 2,200,000 | 2,200,000 | 0 | 0.09% | -$11.27K |
| FLEX INTERMEDIATE HOLDCO SR SECURED 144A 12/39 4.317 | 2,800,000 | 2,800,000 | 0 | 0.09% | -$2.78K |
| BAYER US FIN LLC 6.5% 11/21/2033 144A | 2,200,000 | 2,200,000 | 0 | 0.08% | -$42.01K |
| VENTURE GLOBAL CALCASIEU SR SECURED 144A 08/31 4.125 | 2,500,000 | 2,500,000 | 0 | 0.08% | $43.58K |
| PPM CLO, LTD. PPMC 2021 5A AR 144A | 2,300,000 | 2,300,000 | 0 | 0.08% | $2.67K |
| Renaissance Home Equity Loan Trust 2006-4 | 7,350,427 | 7,350,427 | 0 | 0.08% | -$49.00K |
| WEIR GROUP PLC THE | 2,200,000 | 2,200,000 | 0 | 0.08% | -$30.84K |
| BARCLAYS PLC | 2,000,000 | 2,000,000 | 0 | 0.08% | -$50.93K |
| Atlas Senior Loan Fund XVIII Ltd., Series 2021-18A, Class A1R | 2,100,000 | 2,100,000 | 0 | 0.08% | -$2.52K |
| PCG 6 08/15/35 | 2,000,000 | 2,000,000 | 0 | 0.07% | -$36.08K |
| CHENIERE ENERGY | 2,000,000 | 2,000,000 | 0 | 0.07% | -$16.01K |
| Jane Street Group / JSG Finance Inc. | 2,000,000 | 2,000,000 | 0 | 0.07% | -$45.57K |
| HSBC HOLDINGS | 2,000,000 | 2,000,000 | 0 | 0.07% | -$56.62K |
| REPUBLIC OF SOUTH AFRICA BONDS 01/40 9 | 36,655,000 | 36,655,000 | 0 | 0.07% | -$183.43K |
| BOOZ ALLEN HAMILTON INC REGD 5.95000000 | 2,000,000 | 2,000,000 | 0 | 0.07% | -$55.87K |
| SOUTH BOW USA | 2,000,000 | 2,000,000 | 0 | 0.07% | -$10.58K |
| Bain Capital Credit CLO Ltd., Series 2021-3A, Class AR | 2,000,000 | 2,000,000 | 0 | 0.07% | $4.49K |
| LCM Ltd., Series 36A, Class A1R | 2,000,000 | 2,000,000 | 0 | 0.07% | $3.27K |
| GA GLOBAL FNDING | 2,000,000 | 2,000,000 | 0 | 0.07% | -$65.59K |
| REPUBLIC OF SOUTH AFRICA BONDS 01/44 8.75 | 36,814,000 | 36,814,000 | 0 | 0.07% | -$163.82K |
| STLA 5.4 09/15/30 144A | 2,000,000 | 2,000,000 | 0 | 0.07% | -$67.19K |
| GOLUB CAP | 2,000,000 | 2,000,000 | 0 | 0.07% | -$64.50K |
| APPALACHIAN PWR | 1,900,000 | 1,900,000 | 0 | 0.07% | -$35.32K |
| SYSTEMS ENERGY RESOURCE INC 6% 04/15/2028 | 1,900,000 | 1,900,000 | 0 | 0.07% | -$20.34K |
| CITIGROUP INC | 2,000,000 | 2,000,000 | 0 | 0.07% | -$33.03K |
| ENI SPA SR UNSECURED 144A 05/35 5.75 | 1,800,000 | 1,800,000 | 0 | 0.07% | -$18.70K |
| DOCTORS CO INTERINSURANC SUBORDINATED 144A 01/32 4.5 | 2,000,000 | 2,000,000 | 0 | 0.07% | $22.76K |
| EDISON INTL | 1,800,000 | 1,800,000 | 0 | 0.07% | -$18.98K |
| DELOITTE LLP SR UNSEC B | 1,800,000 | 1,800,000 | 0 | 0.07% | -$35.00K |
| FORD AUTO SECURITIZATION TRUST FASTR 2024 AA A3 144A | 2,400,000 | 2,400,000 | 0 | 0.06% | -$43.73K |
| PROJECT CASHMERE CLASS B 144A | 2,500,000 | 2,500,000 | 0 | 0.06% | $56.50K |
| NATIONAL FUEL GA | 1,650,000 | 1,650,000 | 0 | 0.06% | -$21.32K |
| METAL LLC, Series 2017-1, Class A | 2,415,724 | 2,415,724 | 0 | 0.06% | $0 |
| UNITED MEXICAN | 1,600,000 | 1,600,000 | 0 | 0.06% | -$24.80K |
| ROCKFORD TOWER EUROPE CLO RFTE 2018 1A A1RR 144A | 1,400,000 | 1,400,000 | 0 | 0.06% | -$29.36K |
| DIAGEO INV CORP | 1,500,000 | 1,500,000 | 0 | 0.06% | -$33.72K |
| RFR EUR ESTRON/2.06280 11/14/24-5Y* LCH | 3 | 3 | 0 | 0.06% | $1.07M |
| OAKTREE STRATEG | 1,500,000 | 1,500,000 | 0 | 0.05% | -$41.56K |
| LADDER CAP FINAN | 1,500,000 | 1,500,000 | 0 | 0.05% | -$32.22K |
| SIXTH STREET LEN | 1,500,000 | 1,500,000 | 0 | 0.05% | -$48.03K |
| HSBC HOLDINGS | 1,600,000 | 1,600,000 | 0 | 0.05% | -$17.18K |
| GLP CAP/FIN II | 1,500,000 | 1,500,000 | 0 | 0.05% | -$45.08K |
| REPUBLIC OF SOUTH AFRICA BONDS 03/36 6.25 | 30,174,000 | 30,174,000 | 0 | 0.05% | -$124.54K |
| BARCLAYS PLC | 1,200,000 | 1,200,000 | 0 | 0.05% | -$30.30K |
| VB-S1 ISSUER LLC - VBTEL VBTEL 2022 1A C2II 144A | 1,400,000 | 1,400,000 | 0 | 0.05% | $2.21K |
| PACIFIC GAS&ELEC | 1,300,000 | 1,300,000 | 0 | 0.05% | -$12.12K |
| PACIFIC GAS&ELEC | 1,500,000 | 1,500,000 | 0 | 0.05% | -$27.32K |
| SAGB 8.75 02/28/48 2048 | 22,640,000 | 22,640,000 | 0 | 0.04% | -$108.72K |
| NYO Commercial Mortgage Trust, Series 2021-1290, Class A | 1,200,000 | 1,200,000 | 0 | 0.04% | -$943 |
| HPS CORPORATE LE | 1,200,000 | 1,200,000 | 0 | 0.04% | -$24.36K |
| HAYFIN EMERALD CLO HAYEM 10A ARR 144A | 1,000,000 | 1,000,000 | 0 | 0.04% | -$21.10K |
| AMERICAN TOWER | 1,100,000 | 1,100,000 | 0 | 0.04% | -$21.58K |
| STRUCTURED ASSET INVESTMENT LO SAIL 2004 BNC2 M1 | 1,138,113 | 1,138,113 | 0 | 0.04% | $1.60K |
| DELOITTE LLP SR UNSEC | 1,100,000 | 1,100,000 | 0 | 0.04% | -$24.75K |
| INVITATION HOMES | 1,101,000 | 1,101,000 | 0 | 0.04% | -$34.93K |
| CREDIT SUISSE MORTGAGE TRUST CSMC 2017 CALI A 144A | 1,200,000 | 1,200,000 | 0 | 0.04% | $50.66K |
| FORD MOTOR CRED | 1,000,000 | 1,000,000 | 0 | 0.04% | -$7.12K |
| BACARDI LTD REGD 144A P/P 4.70000000 | 1,000,000 | 1,000,000 | 0 | 0.04% | -$8.56K |
| DBGS MORTGAGE TRUST DBGS 2021 W52 A 144A | 1,000,000 | 1,000,000 | 0 | 0.04% | -$1.85K |
| VASA TRUST VASA 2021 VASA A 144A | 1,000,000 | 1,000,000 | 0 | 0.04% | -$4.85K |
| Invitation Homes Operating Partnership L.P. | 1,000,000 | 1,000,000 | 0 | 0.03% | -$35.43K |
| CARRINGTON MORTGAGE LOAN TRUST CARR 2006 NC5 A4 | 1,200,000 | 1,200,000 | 0 | 0.03% | -$1.11K |
| FIRST FRANKLIN MTG LOAN ASSET FFML 2005 FF1 M3 | 886,340 | 886,340 | 0 | 0.03% | $66 |
| PROJECT CASHMERE CLASS C 144A | 1,300,000 | 1,300,000 | 0 | 0.03% | $29.38K |
| CITIGROUP MORTGAGE LOAN TRUST CMLTI 2005 OPT4 M7 | 1,000,000 | 1,000,000 | 0 | 0.03% | $1.51K |
| DELOITTE LLP SR UNSEC F | 900,000 | 900,000 | 0 | 0.03% | -$25.71K |
| PROJECT CASHMERE CLASS D 144A | 1,000,000 | 1,000,000 | 0 | 0.03% | $22.60K |
| PENNSYLVANIA ST ECON DEV FING PASDEV 06/39 FIXED 6.532 | 600,000 | 600,000 | 0 | 0.02% | -$5.36K |
| AIR CANADA SR SECURED 144A 08/29 4.625 | 900,000 | 900,000 | 0 | 0.02% | -$16.02K |
| BEAR STEARNS ASSET BACKED SECU BSABS 2006 SD2 M3 | 600,000 | 600,000 | 0 | 0.02% | -$11.95K |
| EDISON INTL | 600,000 | 600,000 | 0 | 0.02% | -$5.43K |
| PACIFIC GAS&ELEC | 700,000 | 700,000 | 0 | 0.02% | -$12.16K |
| CS AT1 CLAIMS XS0989394589 CREDIT SUISSE GROUP AG | 1,600,000 | 1,600,000 | 0 | 0.02% | $88.00K |
| CS AT1 CLAIMS US225436AA21 CREDIT SUISSE GROUP AG | 1,500,000 | 1,500,000 | 0 | 0.02% | $82.50K |
| RFR USD SOFR/3.24800 09/18/24-10Y LCH | 2 | 2 | 0 | 0.02% | $68.27K |
| SMB Private Education Loan Trust, Series 2017-B, Class B | 500,000 | 500,000 | 0 | 0.02% | -$1.87K |
| CS AT1 CLAIMS US22546DAB29 CREDIT SUISSE GROUP AG | 1,400,000 | 1,400,000 | 0 | 0.02% | $77.00K |
| ING GROEP NV SR UNSECURED REGS 05/29 VAR | 400,000 | 400,000 | 0 | 0.02% | -$15.33K |
| HOME EQUITY LOAN TRUST HELT 2007 FRE1 2AV4 | 500,000 | 500,000 | 0 | 0.02% | -$2.60K |
| FIRST FRANKLIN MTG LOAN ASSET FFML 2006 FF5 2A4 | 400,000 | 400,000 | 0 | 0.01% | $739 |
| Global Atlantic (Fin) Co. | 400,000 | 400,000 | 0 | 0.01% | -$36.01K |
| MORGAN STANLEY CAPITAL INC MSAC 2007 HE7 A2C | 400,000 | 400,000 | 0 | 0.01% | -$466 |
| BAYER US FIN II LLC 4.375% 12/15/2028 144A | 358,000 | 358,000 | 0 | 0.01% | -$3.99K |
| CS AT1 CLAIMS USH3698DBW32 CREDIT SUISSE GROUP AG | 1,000,000 | 1,000,000 | 0 | 0.01% | $55.00K |
| SOUTHERN CAL ED | 400,000 | 400,000 | 0 | 0.01% | -$1.84K |
| Merrill Lynch Mortgage Investors Trust, Series 2006-AF2, Class AF2 | 978,483 | 978,483 | 0 | 0.01% | -$4.12K |
| NISSAN MOTOR ACCEPTANCE SR UNSECURED 144A 09/27 VAR | 308,000 | 308,000 | 0 | 0.01% | -$623 |
| RESIDENTIAL ASSET SECURITIZATI RAST 2007 A2 2A2 | 1,137,525 | 1,137,525 | 0 | 0.01% | -$2.44K |
| FREMONT HOME LOAN TRUST FHLT 2006 2 2A4 | 300,000 | 300,000 | 0 | 0.01% | $464 |
| OneMain Finance Corp | 205,000 | 205,000 | 0 | 0.01% | -$4.52K |
| RFR USD SOFR/3.41000 09/05/24-10Y LCH | 1 | 1 | 0 | 0.01% | $34.41K |
| REPUBLIC OF PERU SR UNSECURED REGS 08/34 5.4 | 600,000 | 600,000 | 0 | 0.01% | -$14.32K |
| Renaissance Home Equity Loan Trust 2006-3 | 512,510 | 512,510 | 0 | 0.01% | -$2.84K |
| American Home Mortgage Assets Trust, Series 2006-4, Class 1A12 | 309,908 | 309,908 | 0 | 0.01% | $718 |
| COUNTRYWIDE ALTERNATIVE LOAN T CWALT 2007 19 2A1 | 338,012 | 338,012 | 0 | 0.01% | -$362 |
| Bear Stearns ALT-A Trust, Series 2006-3, Class 35A1 | 293,438 | 293,438 | 0 | 0.01% | $287 |
| COUNTRYWIDE ALTERNATIVE LOAN T CWALT 2006 J8 A4 | 370,530 | 370,530 | 0 | 0.00% | -$784 |
| ROLLS ROYCE PLC COMPANY GUAR 06/26 3.375 | 100,000 | 100,000 | 0 | 0.00% | -$2.42K |
| RFR USD SOFR/3.64300 08/28/24-10Y LCH | 1 | 1 | 0 | 0.00% | $51.83K |
| RFR USD SOFR/3.52500 09/04/24-10Y LCH | 1 | 1 | 0 | 0.00% | $30.12K |
| ROLLS ROYCE PLC COMPANY GUAR REGS 05/28 1.625 | 100,000 | 100,000 | 0 | 0.00% | -$3.89K |
| ZF EUROPE FINANCE BV SNR SE ICE | 1 | 1 | 0 | 0.00% | -$25.77K |
| RFR USD SOFR/3.55800 08/21/24-10Y LCH | 1 | 1 | 0 | 0.00% | $33.82K |
| AVOLON HDGS | 107,000 | 107,000 | 0 | 0.00% | -$414 |
| RFR USD SOFR/3.59500 08/19/24-10Y LCH | 1 | 1 | 0 | 0.00% | $34.37K |
| COUNTRYWIDE ALTERNATIVE LOAN T CWALT 2007 9T1 2A2 | 215,200 | 215,200 | 0 | 0.00% | -$1.22K |
| STRUCTURED ASSET INVESTMENT LO SAIL 2004 8 M2 | 91,462 | 91,462 | 0 | 0.00% | $14 |
| RFR USD SOFR/3.71500 08/07/24-10Y LCH | 1 | 1 | 0 | 0.00% | $35.09K |
| CSMC Series 2010-18R | 68,797 | 68,797 | 0 | 0.00% | -$13 |
| INDYMAC INDB MORTGAGE LOAN TRU INDB 2005 1 A1 | 110,658 | 110,658 | 0 | 0.00% | -$346 |
| Citigroup Mortgage Loan Trust, Series 2009-7, Class 5A2 | 106,671 | 106,671 | 0 | 0.00% | -$760 |
| US TREASURY N/B | 50,000 | 50,000 | 0 | 0.00% | -$652 |
| HARBORVIEW MORTGAGE LOAN TRUST HVMLT 2006 3 1A1A | 113,844 | 113,844 | 0 | 0.00% | $203 |
| BEAR STEARNS ASSET BACKED SECU BSABS 2006 AC2 22A2 | 180,405 | 180,405 | 0 | 0.00% | -$2.18K |
| GSR MORTGAGE LOAN TRUST GSR 2005 AR7 1A1 | 83,645 | 83,645 | 0 | 0.00% | -$376 |
| CITIGROUP MORTGAGE LOAN TRUST CMLTI 2010 4 3A6 144A | 92,997 | 92,997 | 0 | 0.00% | -$720 |
| Morgan Stanley Mortgage Loan Trust 2007-13 | 66,609 | 66,609 | 0 | 0.00% | -$752 |
| FORESEA HOLDING SA C REG S (NON-VOTING) (NOT LISTED OR TRADING) | 1,418 | 1,418 | 0 | 0.00% | $620 |
| BEAR STEARNS ALT A TRUST BALTA 2006 6 2A1 | 64,491 | 64,491 | 0 | 0.00% | -$100 |
| CWMBS, Inc. | 56,292 | 56,292 | 0 | 0.00% | -$395 |
| LEHMAN MORTGAGE TRUST LMT 2005 2 4A1 | 171,650 | 171,650 | 0 | 0.00% | -$213 |
| Structured Asset Mortgage Investments II Trust 2007-AR2 | 62,558 | 62,558 | 0 | 0.00% | $433 |
| ChaseFlex Trust Series 2007-3 | 68,446 | 68,446 | 0 | 0.00% | -$616 |
| FORESEA HOLDING SA SR SECURED REGS 06/30 7.5 | 16,277 | 16,277 | 0 | 0.00% | -$73 |
| Bear Stearns Asset Backed Securities Trust 2007-SD1 | 30,299 | 30,299 | 0 | 0.00% | -$124 |
| DRILLCO HLDG LUX S A COMMON STOCK | 561 | 561 | 0 | 0.00% | $245 |
| GSAMP TRUST GSAMP 2004 WF M2 | 12,172 | 12,172 | 0 | 0.00% | -$11 |
| FORSEA 7 1/2 06/15/30 | 11,137 | 11,137 | 0 | 0.00% | -$50 |
| FORESEA HOLDING SA B REG S (NOT LISTED OR TRADING) | 157 | 157 | 0 | 0.00% | $69 |
| FREMONT HOME LOAN OWNER TRUST FREHE 1999 3 A2 | 3,523 | 3,523 | 0 | 0.00% | $3 |
| FORESEA HLDG S A COMMON STOCK | 62 | 62 | 0 | 0.00% | $27 |
| CPLT 1987-A A5 | 520 | 520 | 0 | 0.00% | -$0 |
| NOMURA ASSET ACCEPTANCE CORPOR NAA 2006 AR1 4A | 20,610 | 20,610 | 0 | 0.00% | $0 |
| FNMA POOL 755123 FN 11/33 FIXED 5 | 1 | 1 | 0 | 0.00% | $0 |
| SOFTBANK GROUP CORP SNR JP SP GST | 1 | 1 | 0 | 0.00% | $3.70K |
| PETROLEOS MEXICANOS (PEMEX) LA SP BRC | 1 | 1 | 0 | 0.00% | -$64 |
| RFR USD SOFR/3.85000 08/05/24-10Y LCH | 1 | 1 | 0 | 0.00% | $34.84K |
| RFR USD SOFR/3.62000 02/14/25-5Y LCH | 1 | 1 | 0 | -0.01% | $134.94K |
| ZCS BRL 13.3525 06/17/25-01/02/29 CME | 1 | 1 | 0 | -0.05% | -$1.29M |
| IRS AUD 4.75000 12/20/28-5Y LCH | 1 | 1 | 0 | -0.06% | -$795.20K |
| OIS CAD CAONREPO/3.5000 03/28/24-8Y* LCH | 1 | 1 | 0 | -0.06% | $106.36K |
| IRS AUD 4.50000 02/15/29-5Y LCH | 1 | 1 | 0 | -0.07% | -$511.91K |
Machine-readable: JSON · Markdown. Programmatic access via the agent surface.