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 |
|---|---|---|---|---|---|
| FUT. U.S. T-BONDS JUN26 | 0 | 6,790 | 6,790 | 15.60% | $883.31M |
| BTOPN CITIGROUP TO 01/0 | 0 | 323,100,000 | 323,100,000 | 5.71% | $323.10M |
| Uniform Mortgage-Backed Security, TBA | 0 | 118,200,000 | 118,200,000 | 2.01% | $113.90M |
| EURIBOR 90DAY FUT ERZ6 12-14-26 | 0 | 400 | 400 | 1.98% | $112.33M |
| Uniform Mortgage-Backed Security, TBA | 0 | 90,683,297 | 90,683,297 | 1.58% | $89.33M |
| U.S. Treasury Bills | 0 | 87,300,000 | 87,300,000 | 1.54% | $87.12M |
| FNCL 6.5 6/24 | 0 | 82,208,964 | 82,208,964 | 1.50% | $84.98M |
| US TREASURY N/B | 0 | 76,601,000 | 76,601,000 | 1.30% | $73.85M |
| Three Month SONIA Index Futures | 0 | 221 | 221 | 1.24% | $69.94M |
| Uniform Mortgage-Backed Security, TBA | 0 | 68,170,000 | 68,170,000 | 1.21% | $68.33M |
| FNCL 5 6/24 | 0 | 65,650,703 | 65,650,703 | 1.14% | $64.62M |
| Three Month SONIA Index Futures | 0 | 197 | 197 | 1.10% | $62.35M |
| EURO-SCHATZ FUT JUN26 DUM6 | 0 | 459 | 459 | 0.99% | $56.10M |
| 10 YEAR US TREASURY NOTE | 0 | 232 | 232 | 0.99% | $55.96M |
| Uniform Mortgage-Backed Security, TBA | 0 | 34,600,000 | 34,600,000 | 0.62% | $35.23M |
| Uniform Mortgage-Backed Security, TBA | 0 | 30,330,000 | 30,330,000 | 0.51% | $28.60M |
| Uniform Mortgage-Backed Security, TBA | 0 | 33,160,000 | 33,160,000 | 0.49% | $27.87M |
| FNCL 2.5 4/26 | 0 | 31,000,000 | 31,000,000 | 0.46% | $26.07M |
| G2SF 6 4/25 | 0 | 25,000,000 | 25,000,000 | 0.45% | $25.42M |
| FNCL 4 6/24 | 0 | 26,000,000 | 26,000,000 | 0.43% | $24.48M |
| FNCL 5.5 4/26 | 0 | 21,000,000 | 21,000,000 | 0.37% | $21.10M |
| LETRA TESOURO NACIONAL /BRL/ REGD ZCP SER LTN 0.00000000 | 0 | 104,400,000 | 104,400,000 | 0.34% | $19.49M |
| FNCL 2 4/26 | 0 | 24,000,000 | 24,000,000 | 0.34% | $19.34M |
| Government National Mortgage Association, TBA | 0 | 19,240,000 | 19,240,000 | 0.34% | $18.99M |
| FNCL 3.5 4/26 | 0 | 17,000,000 | 17,000,000 | 0.28% | $15.59M |
| FNCL 3 5/26 | 0 | 17,755,000 | 17,755,000 | 0.28% | $15.58M |
| FNCI 4.5 4/25 | 0 | 15,000,000 | 15,000,000 | 0.26% | $14.89M |
| G2SF 5.5 4/25 | 0 | 14,000,000 | 14,000,000 | 0.25% | $14.09M |
| Uniform Mortgage-Backed Security, TBA | 0 | 13,100,000 | 13,100,000 | 0.23% | $13.14M |
| LETRA TESOURO NACIONAL /BRL/ REGD ZCP SER LTN 0.00000000 | 0 | 52,500,000 | 52,500,000 | 0.17% | $9.48M |
| US TREASURY N/B | 0 | 9,000,000 | 9,000,000 | 0.16% | $8.88M |
| Uniform Mortgage-Backed Security, TBA | 0 | 8,857,618 | 8,857,618 | 0.16% | $8.79M |
| FNCL 3 4/26 | 0 | 10,000,000 | 10,000,000 | 0.16% | $8.78M |
| AUSTRALIAN GOVERNMENT /AUD/ REGD REG S SER 172 4.25000000 | 0 | 13,480,000 | 13,480,000 | 0.16% | $8.78M |
| SALESFORCE INC | 0 | 7,805,000 | 7,805,000 | 0.14% | $7.78M |
| G2SF 2.5 4/24 | 0 | 9,000,000 | 9,000,000 | 0.14% | $7.74M |
| G2SF 4.5 4/26 | 0 | 8,000,000 | 8,000,000 | 0.14% | $7.73M |
| Ford Motor Credit Co LLC | 0 | 7,315,000 | 7,315,000 | 0.13% | $7.19M |
| FNCL 6.5 4/26 | 0 | 6,000,000 | 6,000,000 | 0.11% | $6.21M |
| US TREASURY N/B | 0 | 6,355,000 | 6,355,000 | 0.11% | $6.20M |
| U.S. Treasury Inflation-Indexed Notes | 0 | 5,980,000 | 5,980,000 | 0.10% | $5.92M |
| Regatta 30 Funding Ltd., Series 2024-4A, Class A1 | 0 | 5,825,000 | 5,825,000 | 0.10% | $5.83M |
| U.S. Treasury Bills | 0 | 5,794,000 | 5,794,000 | 0.10% | $5.74M |
| FNCL 4 4/26 | 0 | 6,000,000 | 6,000,000 | 0.10% | $5.66M |
| FR RQ0095 | 0 | 5,510,520 | 5,510,520 | 0.10% | $5.54M |
| Pikes Peak CLO 19 2025 | 0 | 5,400,000 | 5,400,000 | 0.10% | $5.41M |
| Sixth Street CLO XVI Ltd., Series 2020-16A, Class A1R2 | 0 | 5,400,000 | 5,400,000 | 0.10% | $5.39M |
| Government National Mortgage Association, TBA | 0 | 5,000,000 | 5,000,000 | 0.09% | $5.18M |
| SALESFORCE INC | 0 | 5,040,000 | 5,040,000 | 0.09% | $5.03M |
| G2SF 2 4/26 | 0 | 6,000,000 | 6,000,000 | 0.09% | $4.96M |
| U.S. Treasury Bills | 0 | 4,993,000 | 4,993,000 | 0.09% | $4.93M |
| OIS_CCP JPY RCV TONAR1D PAY 1.25% 17-JUN-2031 | 0 | 29,611,000,000 | 29,611,000,000 | 0.09% | $4.93M |
| Barings CLO Ltd 2024-I | 0 | 4,825,000 | 4,825,000 | 0.09% | $4.82M |
| ROYAL CARIBBEAN | 0 | 4,585,000 | 4,585,000 | 0.08% | $4.43M |
| B 0 09/17/26 | 0 | 4,424,000 | 4,424,000 | 0.08% | $4.35M |
| BANK OF AMER CRP | 0 | 4,320,000 | 4,320,000 | 0.08% | $4.26M |
| JPMORGAN CHASE | 0 | 4,325,000 | 4,325,000 | 0.07% | $4.23M |
| CGMS 2021-8A A1R | 0 | 4,225,000 | 4,225,000 | 0.07% | $4.23M |
| Long Gilt | 0 | 36 | 36 | 0.07% | $4.18M |
| DEWOLF PK CLO LTD AR2 TSFR3M+121 01/22/2039 144A | 0 | 4,130,000 | 4,130,000 | 0.07% | $4.13M |
| Takeoff Merger Sub Inc | 0 | 4,143,000 | 4,143,000 | 0.07% | $4.09M |
| WYZE 2023-2A A1R | 0 | 4,060,000 | 4,060,000 | 0.07% | $4.05M |
| KLLM 2025-22A A | 0 | 3,750,000 | 3,750,000 | 0.07% | $3.75M |
| FUT. ME 10Y CDN BND JUN26 | 0 | 43 | 43 | 0.07% | $3.71M |
| NLT 2026-NQM1 TRUST CMO 2071-02-25 USD | 0 | 3,683,476 | 3,683,476 | 0.07% | $3.68M |
| JPMMT 2026-VIS1 A1A | 0 | 3,525,100 | 3,525,100 | 0.06% | $3.50M |
| BCC 2019-1A CR3 | 0 | 3,425,000 | 3,425,000 | 0.06% | $3.42M |
| GOLDMAN SACHS GP | 0 | 3,512,000 | 3,512,000 | 0.06% | $3.39M |
| COLT Mortgage Loan Trust, Series 2025-8, Class A1 | 0 | 3,359,622 | 3,359,622 | 0.06% | $3.37M |
| UBS AG/Stamford CT | 0 | 3,300,000 | 3,300,000 | 0.06% | $3.29M |
| GOLDMAN SACHS GP | 0 | 3,300,000 | 3,300,000 | 0.06% | $3.25M |
| Fair Isaac Corp | 0 | 3,255,000 | 3,255,000 | 0.06% | $3.20M |
| COLT Mortgage Loan Trust, Series 2025-7, Class A1 | 0 | 3,146,932 | 3,146,932 | 0.06% | $3.16M |
| U.S. Treasury Bills | 0 | 3,182,000 | 3,182,000 | 0.06% | $3.15M |
| ABS FLOAT SER.2024-1A CL.A1R | 0 | 3,110,000 | 3,110,000 | 0.05% | $3.11M |
| MEX BONOS DESARR FIX RT /MXN/ REGD SER M 8.00000000 | 0 | 63,955,500 | 63,955,500 | 0.05% | $2.96M |
| FEDEX FREIGHT HO | 0 | 3,000,000 | 3,000,000 | 0.05% | $2.95M |
| ROYAL CARIBBEAN | 0 | 3,091,000 | 3,091,000 | 0.05% | $2.94M |
| EFMT 2026-NQM1 A1A | 0 | 2,961,576 | 2,961,576 | 0.05% | $2.94M |
| Rad CLO 27 Ltd., Series 2024-27A, Class A1 | 0 | 2,800,000 | 2,800,000 | 0.05% | $2.80M |
| NELNET STUDENT LOAN TRUST 2026-A SER 2026-A CL A1A REGD 144A P/P 4.61000000 | 0 | 2,781,290 | 2,781,290 | 0.05% | $2.75M |
| ELEVANCE HEALTH | 0 | 2,735,000 | 2,735,000 | 0.05% | $2.69M |
| OBX Trust, Series 2025-NQM15, Class A1A | 0 | 2,681,070 | 2,681,070 | 0.05% | $2.68M |
| JPMORGAN CHASE | 0 | 2,715,000 | 2,715,000 | 0.05% | $2.68M |
| FNCL 2 5/26 | 0 | 3,240,000 | 3,240,000 | 0.05% | $2.61M |
| EFMT 2026-NQM4 A1A | 0 | 2,600,000 | 2,600,000 | 0.05% | $2.60M |
| OBX Trust, Series 2025-NQM11, Class A1A | 0 | 2,567,065 | 2,567,065 | 0.05% | $2.58M |
| BANK OF AMER CRP | 0 | 2,500,000 | 2,500,000 | 0.04% | $2.47M |
| COLT Mortgage Loan Trust, Series 2021-4, Class A1 | 0 | 2,841,738 | 2,841,738 | 0.04% | $2.43M |
| U.S. Treasury Bills | 0 | 2,383,000 | 2,383,000 | 0.04% | $2.35M |
| VERTIV HLDNG CO | 0 | 2,373,000 | 2,373,000 | 0.04% | $2.31M |
| AMMC 2024-30A A1R | 0 | 2,300,000 | 2,300,000 | 0.04% | $2.30M |
| JAPAN (20 YEAR ISSUE) /JPY/ REGD SER 189 1.90000000 | 0 | 440,000,000 | 440,000,000 | 0.04% | $2.29M |
| ORACLE CORP | 0 | 2,457,000 | 2,457,000 | 0.04% | $2.28M |
| UBS Group AG | 0 | 2,300,000 | 2,300,000 | 0.04% | $2.25M |
| U.S. Treasury Bonds Principal STRIPS | 0 | 9,455,000 | 9,455,000 | 0.04% | $2.25M |
| Uniform Mortgage-Backed Security, TBA | 0 | 2,252,382 | 2,252,382 | 0.04% | $2.23M |
| Morgan Stanley | 0 | 2,200,000 | 2,200,000 | 0.04% | $2.19M |
| CRBG 4.55 01/09/31 144A | 0 | 2,200,000 | 2,200,000 | 0.04% | $2.17M |
| FIDELITY NATL IN | 0 | 2,160,000 | 2,160,000 | 0.04% | $2.14M |
| JBS 5.625 3/10/2037 | 0 | 1,984,000 | 1,984,000 | 0.04% | $1.99M |
| TURKIYE GOVERNMENT BOND 36.780000% 10/13/2027 | 0 | 89,760,000 | 89,760,000 | 0.03% | $1.96M |
| LBTY 2026-225L A | 0 | 1,950,000 | 1,950,000 | 0.03% | $1.93M |
| LEIDOS INC | 0 | 1,952,000 | 1,952,000 | 0.03% | $1.89M |
| CAVU 2021-2A D1R | 0 | 1,950,000 | 1,950,000 | 0.03% | $1.89M |
| BIOMARIN PHARMACEUTICAL I | 0 | 1,885,000 | 1,885,000 | 0.03% | $1.88M |
| ORACLE CORP | 0 | 1,929,000 | 1,929,000 | 0.03% | $1.86M |
| Canadian Government Bond | 0 | 2,598,000 | 2,598,000 | 0.03% | $1.85M |
| OR 2026-24A B | 0 | 1,850,000 | 1,850,000 | 0.03% | $1.85M |
| Ares LXV CLO, Ltd. | 0 | 1,850,000 | 1,850,000 | 0.03% | $1.76M |
| PROVIDENT FNDG. MTGE. VAR | 0 | 1,770,442 | 1,770,442 | 0.03% | $1.76M |
| NYC COMMERCIAL MORTGAGE TRUST NYC_25-11X | 0 | 1,750,000 | 1,750,000 | 0.03% | $1.75M |
| COLT Mortgage Loan Trust, Series 2021-5, Class A1 | 0 | 1,904,456 | 1,904,456 | 0.03% | $1.73M |
| SYNCHRONY FINANC | 0 | 1,782,000 | 1,782,000 | 0.03% | $1.73M |
| NUTRES 9 05/12/35 REGS | 0 | 1,540,000 | 1,540,000 | 0.03% | $1.72M |
| REPUBLIC OF GUATEMALA REGD REG S 6.25000000 | 0 | 1,670,000 | 1,670,000 | 0.03% | $1.70M |
| Mutual of Omaha Cos. Global Funding | 0 | 1,700,000 | 1,700,000 | 0.03% | $1.68M |
| MAST LLC, Series 2026-1A, Class A | 0 | 1,704,792 | 1,704,792 | 0.03% | $1.68M |
| BPCE SA 144A LIFE SR NON PREF 4.76% 01-13-32/31 | 0 | 1,700,000 | 1,700,000 | 0.03% | $1.68M |
| CAPITAL ONE FINL | 0 | 1,700,000 | 1,700,000 | 0.03% | $1.67M |
| PACIFIC GAS&ELEC | 0 | 1,600,000 | 1,600,000 | 0.03% | $1.66M |
| BARCLAYS PLC | 0 | 1,675,000 | 1,675,000 | 0.03% | $1.64M |
| AIRBNB INC | 0 | 1,605,000 | 1,605,000 | 0.03% | $1.61M |
| CBAMR 2019-9 LTD CBAMR 2019 9A DR 144A | 0 | 1,600,000 | 1,600,000 | 0.03% | $1.60M |
| ORACLE CORP | 0 | 1,645,000 | 1,645,000 | 0.03% | $1.60M |
| JGB 2.8 06/20/55 87 | 0 | 300,000,000 | 300,000,000 | 0.03% | $1.60M |
| GFL ENVIRONMENTAL HOLDINGS US INC 5.5% 02/01/2034 144A | 0 | 1,619,000 | 1,619,000 | 0.03% | $1.59M |
| COMPOSECURE HOLDINGS LLC SR SECURED 144A 02/33 5.625 | 0 | 1,625,000 | 1,625,000 | 0.03% | $1.59M |
| LPATH 2026-1A A2 | 0 | 1,550,000 | 1,550,000 | 0.03% | $1.55M |
| MAPSL 2026-1A A | 0 | 1,580,605 | 1,580,605 | 0.03% | $1.55M |
| Wells Fargo & Co. | 0 | 1,500,000 | 1,500,000 | 0.03% | $1.51M |
| PLACEHOLDER BLACKSTONE ST | 0 | 1,500,000 | 1,500,000 | 0.03% | $1.50M |
| JPMORGAN CHASE | 0 | 1,490,000 | 1,490,000 | 0.03% | $1.46M |
| UNITED MEXICAN | 0 | 1,435,000 | 1,435,000 | 0.02% | $1.40M |
| ESTC 4.125 07/15/29 144A | 0 | 1,475,000 | 1,475,000 | 0.02% | $1.38M |
| MORGAN STANLEY | 0 | 1,400,000 | 1,400,000 | 0.02% | $1.38M |
| Advanced Drainage Systems Inc | 0 | 1,395,000 | 1,395,000 | 0.02% | $1.36M |
| INSTALLED BUILDING PRODUCTS IN COMPANY GUAR 144A 02/34 5.625 | 0 | 1,380,000 | 1,380,000 | 0.02% | $1.35M |
| ALPHABET INC | 0 | 1,310,000 | 1,310,000 | 0.02% | $1.30M |
| PLACEHOLD FNMA MF 17/10 | 0 | 1,270,000 | 1,270,000 | 0.02% | $1.30M |
| FN BZ6400 | 0 | 1,268,720 | 1,268,720 | 0.02% | $1.29M |
| SEB Funding LLC, Series 2026-1A, Class A2 | 0 | 1,275,000 | 1,275,000 | 0.02% | $1.27M |
| IRS_CCP EUR RCV EURIB6M PAY 2.75% 17-JUN-2036 | 0 | 36,850,000 | 36,850,000 | 0.02% | $1.25M |
| VERUS 2026-3 A3 | 0 | 1,250,000 | 1,250,000 | 0.02% | $1.25M |
| Freddie Mac REMICS | 0 | 1,228,800 | 1,228,800 | 0.02% | $1.23M |
| Vistra Operations Company, LLC | 0 | 1,243,000 | 1,243,000 | 0.02% | $1.22M |
| GOLDMAN SACHS GP | 0 | 1,246,000 | 1,246,000 | 0.02% | $1.22M |
| SV RNO Property Owner 1 LLC | 0 | 1,220,000 | 1,220,000 | 0.02% | $1.21M |
| PLACEHOLDER ATLAS SP AIRC | 0 | 1,200,000 | 1,200,000 | 0.02% | $1.20M |
| EGYPT 9.45 02/04/33 REGS | 0 | 1,130,000 | 1,130,000 | 0.02% | $1.19M |
| VBTEL 2026-1A C2 | 0 | 1,200,000 | 1,200,000 | 0.02% | $1.18M |
| EQUINIX EU 2 FIN | 0 | 1,200,000 | 1,200,000 | 0.02% | $1.17M |
| AMAZON.COM INC | 0 | 1,177,000 | 1,177,000 | 0.02% | $1.17M |
| INDON 4.1 03/04/34 | 0 | 1,040,000 | 1,040,000 | 0.02% | $1.16M |
| Towd Point Mortgage Trust 2026-CES1 | 0 | 1,150,000 | 1,150,000 | 0.02% | $1.14M |
| REPUBLIC OF NIGERIA SR UNSECURED REGS 02/32 7.875 | 0 | 1,120,000 | 1,120,000 | 0.02% | $1.14M |
| Esab Corp | 0 | 1,123,000 | 1,123,000 | 0.02% | $1.13M |
| CASTLELAKE AIRCRAFT STRUCTURED TRUST 2026-1A A 5.073% 03/15/2051 144A | 0 | 1,150,000 | 1,150,000 | 0.02% | $1.13M |
| Synchrony Financial | 0 | 1,138,000 | 1,138,000 | 0.02% | $1.12M |
| MARRIOTT INTL | 0 | 1,164,000 | 1,164,000 | 0.02% | $1.11M |
| BSPRT 2026-FL13 B | 0 | 1,100,000 | 1,100,000 | 0.02% | $1.10M |
| TURKIYE REP OF | 0 | 1,160,000 | 1,160,000 | 0.02% | $1.10M |
| South Africa Government International Bond | 0 | 1,220,000 | 1,220,000 | 0.02% | $1.09M |
| ITT HOLDINGS LLC 2026 TERM LOAN B | 0 | 1,086,250 | 1,086,250 | 0.02% | $1.08M |
| SOUTHERN CAL ED | 0 | 1,050,000 | 1,050,000 | 0.02% | $1.07M |
| BXMT 2026-FL6 B | 0 | 1,050,000 | 1,050,000 | 0.02% | $1.04M |
| Crown Americas LLC | 0 | 1,035,000 | 1,035,000 | 0.02% | $1.04M |
| MARRIOTT INTL | 0 | 1,050,000 | 1,050,000 | 0.02% | $1.01M |
| SOUTHERN CO | 0 | 1,000,000 | 1,000,000 | 0.02% | $1.01M |
| JBS/FOODS/FOOD | 0 | 1,000,000 | 1,000,000 | 0.02% | $1.00M |
| BANCO BILBAO VIZ | 0 | 1,000,000 | 1,000,000 | 0.02% | $988.59K |
| SPRITE 2026-1 LTD SPRTE 2026 1 A 144A | 0 | 995,000 | 995,000 | 0.02% | $974.90K |
| FHR 5609 FC | 0 | 974,492 | 974,492 | 0.02% | $974.41K |
| ORACLE CORP | 0 | 1,044,000 | 1,044,000 | 0.02% | $960.72K |
| UNITED AIRLINES HOLDINGS INC SR UNSEC 5.375% 03-01-31 | 0 | 961,000 | 961,000 | 0.02% | $942.32K |
| CNX Resources Corp | 0 | 965,000 | 965,000 | 0.02% | $940.48K |
| JBS/FOODS/FOOD | 0 | 905,000 | 905,000 | 0.02% | $940.35K |
| REPUBLIC OF COLOMBIA SR UNSECURED 02/44 5.625 | 0 | 1,184,000 | 1,184,000 | 0.02% | $938.15K |
| ARINI EURP. CLO IX DA FRN | 0 | 800,000 | 800,000 | 0.02% | $924.68K |
| Freddie Mac REMICS | 0 | 909,468 | 909,468 | 0.02% | $913.49K |
| OIS_CCP USD RCV SOFR1D PAY 3.407111% 31-JAN-2033 | 0 | 53,780,000 | 53,780,000 | 0.02% | $908.28K |
| EVERGY INC | 0 | 900,000 | 900,000 | 0.02% | $893.36K |
| APOLLO GLOBAL | 0 | 850,000 | 850,000 | 0.02% | $851.20K |
| SIERRA PAC POWER | 0 | 850,000 | 850,000 | 0.01% | $843.31K |
| VB-S1 Issuer LLC | 0 | 850,000 | 850,000 | 0.01% | $837.23K |
| JACOBS SOLUTIONS | 0 | 822,000 | 822,000 | 0.01% | $802.19K |
| EURO-BOBL FUTURE JUN26 | 0 | 6 | 6 | 0.01% | $800.52K |
| Republic of Colombia | 0 | 800,000 | 800,000 | 0.01% | $793.60K |
| XYZ 6.5 05/15/32 | 0 | 770,000 | 770,000 | 0.01% | $777.51K |
| Republic of Cote d'Ivoire | 0 | 880,000 | 880,000 | 0.01% | $774.95K |
| ELECTRONIC ARTS INC USD TERM LOAN B | 0 | 773,000 | 773,000 | 0.01% | $769.14K |
| HV EIGHT LLC TL | 0 | 663,214 | 663,214 | 0.01% | $764.66K |
| OIS_CCP USD RCV SOFR1D PAY 3% 17-JUN-2028 | 0 | 67,060,000 | 67,060,000 | 0.01% | $764.36K |
| O'REILLY AUTOMOT | 0 | 770,000 | 770,000 | 0.01% | $760.21K |
| Rogers Communications Inc | 0 | 750,000 | 750,000 | 0.01% | $753.09K |
| MORGAN STANLEY | 0 | 778,000 | 778,000 | 0.01% | $751.40K |
| ELECTRONIC ARTS | 0 | 914,000 | 914,000 | 0.01% | $736.00K |
| BK V5.625 PERP M | 0 | 750,000 | 750,000 | 0.01% | $735.01K |
| WELLS FARGO CO | 0 | 740,000 | 740,000 | 0.01% | $721.14K |
| Corporacion Nacional del Cobre de Chile | 0 | 725,000 | 725,000 | 0.01% | $712.54K |
| OIS_CCP USD RCV SOFR1D PAY 3.297856% 31-AUG-2030 | 0 | 63,360,000 | 63,360,000 | 0.01% | $710.59K |
| BIP PipeCo Holdings LLC Term Loan B | 0 | 700,000 | 700,000 | 0.01% | $701.90K |
| MERLIN BUYER INC TL | 0 | 700,000 | 700,000 | 0.01% | $701.75K |
| WESCO Distribution, Inc. | 0 | 710,000 | 710,000 | 0.01% | $701.02K |
| TransMontaigne Partners LLC, Term Loan B | 0 | 700,000 | 700,000 | 0.01% | $700.18K |
| UNITK 2026-1A A2 | 0 | 700,000 | 700,000 | 0.01% | $699.71K |
| REPUBLIC OF COLOMBIA SR UNSECURED 01/41 6.125 | 0 | 801,000 | 801,000 | 0.01% | $698.30K |
| CHENIERE ENERGY | 0 | 700,000 | 700,000 | 0.01% | $698.00K |
| LHOME Mortgage Trust, Series 2026-RTL1, Class A1 | 0 | 700,000 | 700,000 | 0.01% | $697.84K |
| ARWLN F 12/15/29 REGS | 0 | 600,000 | 600,000 | 0.01% | $674.69K |
| Avolon Holdings Funding Ltd | 0 | 656,000 | 656,000 | 0.01% | $628.75K |
| VST 5.35 01/31/36 144A | 0 | 628,000 | 628,000 | 0.01% | $614.73K |
| PacifiCorp | 0 | 600,000 | 600,000 | 0.01% | $602.13K |
| HSBC Holdings PLC | 0 | 600,000 | 600,000 | 0.01% | $595.67K |
| Citadel Finance LLC | 0 | 600,000 | 600,000 | 0.01% | $588.31K |
| PHNTOM 2026-1 A | 0 | 597,678 | 597,678 | 0.01% | $587.46K |
| NLT 2026-NQM1 TRUST CMO 2071-02-25 USD | 0 | 580,266 | 580,266 | 0.01% | $580.26K |
| Grand River Funding Trust II | 0 | 550,000 | 550,000 | 0.01% | $575.96K |
| OIS_CCP USD RCV SOFR1D PAY 3.175038% 15-MAR-2028 | 0 | 81,180,000 | 81,180,000 | 0.01% | $566.04K |
| OAK-Eagle Acquireco Inc | 0 | 540,000 | 540,000 | 0.01% | $559.84K |
| CREATIVE PLANNING TERM B 1LN 5/17/2031 | 0 | 544,244 | 544,244 | 0.01% | $541.34K |
| TPG OPERATING GR | 0 | 550,000 | 550,000 | 0.01% | $539.70K |
| TransDigm Term Loan N 250 2033-02-07 | 0 | 535,000 | 535,000 | 0.01% | $535.87K |
| VMED O2 UK FINC. I 4.75% | 0 | 600,000 | 600,000 | 0.01% | $516.86K |
| WR GRACE HOLDINGS LLC SR SECURED 144A 08/33 7 | 0 | 530,000 | 530,000 | 0.01% | $515.18K |
| TRINITY RAIL LEASING L P | 0 | 536,363 | 536,363 | 0.01% | $507.49K |
| Emera US Finance LLC | 0 | 500,000 | 500,000 | 0.01% | $499.50K |
| WESCO Distribution Inc | 0 | 500,000 | 500,000 | 0.01% | $498.27K |
| TransDigm Inc | 0 | 500,000 | 500,000 | 0.01% | $492.40K |
| Republic of Colombia | 0 | 500,000 | 500,000 | 0.01% | $490.25K |
| US TREASURY N/B | 0 | 500,000 | 500,000 | 0.01% | $487.73K |
| PACIFIC GAS&ELEC | 0 | 500,000 | 500,000 | 0.01% | $487.50K |
| GNR 2025-170 FC | 0 | 485,516 | 485,516 | 0.01% | $487.35K |
| DUBAEE 4.95 01/15/33 144A | 0 | 480,000 | 480,000 | 0.01% | $456.05K |
| LEIDOS INC REGD 5.40000000 | 0 | 446,000 | 446,000 | 0.01% | $455.29K |
| Avant Loans Funding Trust 2026-REV1 | 0 | 455,000 | 455,000 | 0.01% | $451.80K |
| SVC ABS LLC | 0 | 450,000 | 450,000 | 0.01% | $448.06K |
| NextEra Energy Capital Holdings, Inc. Series Z | 0 | 17,750 | 17,750 | 0.01% | $443.04K |
| AVNT 2026-REV1 B | 0 | 445,000 | 445,000 | 0.01% | $441.25K |
| AT&T INC | 0 | 440,000 | 440,000 | 0.01% | $434.89K |
| LOEWS CORP | 0 | 440,000 | 440,000 | 0.01% | $430.88K |
| RHP Hotel Properties LP / RHP Finance Corp | 0 | 435,000 | 435,000 | 0.01% | $429.63K |
| Prologis Targeted US Logistics Fund LP | 0 | 425,000 | 425,000 | 0.01% | $413.48K |
| RLI Corp | 0 | 425,000 | 425,000 | 0.01% | $409.36K |
| PLACEHOLDER DRI HEALTH | 0 | 400,000 | 400,000 | 0.01% | $400.00K |
| Moog Inc | 0 | 395,000 | 395,000 | 0.01% | $397.23K |
| WSP Global Inc | 0 | 400,000 | 400,000 | 0.01% | $396.83K |
| ORACLE CORP | 0 | 400,000 | 400,000 | 0.01% | $395.02K |
| Freddie Mac REMICS | 0 | 391,179 | 391,179 | 0.01% | $392.52K |
| FIGRE 2026-HE2 B | 0 | 393,119 | 393,119 | 0.01% | $389.29K |
| AERCAP IRELAND | 0 | 400,000 | 400,000 | 0.01% | $388.93K |
| NLT 2026-NQM1 TRUST CMO 2071-02-25 USD | 0 | 386,889 | 386,889 | 0.01% | $386.89K |
| Anglo American Capital PLC | 0 | 386,000 | 386,000 | 0.01% | $377.59K |
| Republic of Ecuador | 0 | 380,000 | 380,000 | 0.01% | $373.35K |
| OneMain Financial Issuance Trust, Series 2020-2A, Class D | 0 | 370,000 | 370,000 | 0.01% | $357.59K |
| FNR 2024-46 CF | 0 | 352,847 | 352,847 | 0.01% | $355.40K |
| Grand River Funding Trust I | 0 | 350,000 | 350,000 | 0.01% | $353.33K |
| CVR ENERGY INC SR UNSECURED 144A 02/31 7.5 | 0 | 350,000 | 350,000 | 0.01% | $352.91K |
| PetSmart Term Loan B 400 2032-08-02 | 0 | 348,982 | 348,982 | 0.01% | $347.32K |
| WSP Global Inc | 0 | 350,000 | 350,000 | 0.01% | $347.16K |
| HONEYWELL AEROSP | 0 | 350,000 | 350,000 | 0.01% | $345.12K |
| BAKER HUGHES | 0 | 350,000 | 350,000 | 0.01% | $342.73K |
| HONEYWELL AEROSP | 0 | 338,000 | 338,000 | 0.01% | $335.50K |
| GLOBAL PAY INC | 0 | 320,000 | 320,000 | 0.01% | $312.49K |
| CHENIERE ENERGYP | 0 | 300,000 | 300,000 | 0.01% | $305.63K |
| Lightpath Fiber Issuer LLC | 0 | 300,000 | 300,000 | 0.01% | $300.41K |
| AMYNTA TERM B 1LN 12/29/2031 | 0 | 304,000 | 304,000 | 0.01% | $300.04K |
| PLACEHOLDER PILATUS 1 CFO | 0 | 300,000 | 300,000 | 0.01% | $300.00K |
| U.S. Treasury Bills | 0 | 300,000 | 300,000 | 0.01% | $299.18K |
| DRVPNK 2026-1A D | 0 | 300,000 | 300,000 | 0.01% | $298.36K |
| METLIFE INC | 0 | 300,000 | 300,000 | 0.01% | $294.60K |
| SYSCO CORP | 0 | 300,000 | 300,000 | 0.01% | $291.03K |
| VERTIV HLDNG CO | 0 | 300,000 | 300,000 | 0.01% | $288.60K |
| MOLINA HEALTHCARE INC SR UNSECURED 144A 11/30 3.875 | 0 | 317,000 | 317,000 | 0.01% | $283.63K |
| EURO-OAT FUTURE JUN26 | 0 | 2 | 2 | 0.00% | $274.38K |
| IRS_CCP SEK RCV STBOR3M PAY 2.75% 17-JUN-2036 | 0 | 82,810,000 | 82,810,000 | 0.00% | $270.43K |
| Targa Resources Corp | 0 | 275,000 | 275,000 | 0.00% | $266.10K |
| CALIFORNIA PUBLIC FIN AUTH REVENUE | 0 | 250,000 | 250,000 | 0.00% | $255.34K |
| ICON Investments Six DAC | 0 | 250,000 | 250,000 | 0.00% | $254.95K |
| Citadel Securities Global Holdings LLC | 0 | 250,000 | 250,000 | 0.00% | $246.82K |
| Fidelis Insurance Holdings Ltd | 0 | 250,000 | 250,000 | 0.00% | $244.55K |
| NLT 2026-NQM1 TRUST CMO 2071-02-25 USD | 0 | 238,535 | 238,535 | 0.00% | $238.53K |
| SYSCO CORP | 0 | 250,000 | 250,000 | 0.00% | $238.43K |
| IRS_CCP EUR RCV EURIB6M PAY 2.25% 17-JUN-2028 | 0 | 16,670,000 | 16,670,000 | 0.00% | $238.03K |
| BAUSCH LOMB CORP TL | 0 | 235,000 | 235,000 | 0.00% | $235.81K |
| American Express Co | 0 | 230,000 | 230,000 | 0.00% | $228.47K |
| OIS_CCP USD RCV SOFR1D PAY 3.5595% 03-MAR-2036 | 0 | 8,750,000 | 8,750,000 | 0.00% | $214.80K |
| Citigroup, Inc., Series II | 0 | 8,600 | 8,600 | 0.00% | $211.99K |
| VIACOM INC | 0 | 200,000 | 200,000 | 0.00% | $208.87K |
| VIACOMCBS INC | 0 | 225,000 | 225,000 | 0.00% | $208.51K |
| CDS_IX_CCP CDX.NA.IG.46 1% 20310620 | 0 | 11,605,000 | 11,605,000 | 0.00% | $200.63K |
| REPUBLIC OF COLOMBIA SR UNSECURED 09/37 7.375 | 0 | 200,000 | 200,000 | 0.00% | $199.73K |
| Extended Stay America Trust 2026-ESH2 | 0 | 198,136 | 198,136 | 0.00% | $198.78K |
| Extended Stay America Trust, Series 2026-ESH2, Class B | 0 | 198,136 | 198,136 | 0.00% | $198.61K |
| Extended Stay America Trust, Series 2026-ESH2, Class A | 0 | 198,136 | 198,136 | 0.00% | $198.39K |
| EVERSOURCE ENERG | 0 | 200,000 | 200,000 | 0.00% | $197.61K |
| EVERSOURCE ENERG | 0 | 200,000 | 200,000 | 0.00% | $197.42K |
| Republic of Ecuador | 0 | 200,000 | 200,000 | 0.00% | $196.50K |
| REINSURANCE GRP | 0 | 200,000 | 200,000 | 0.00% | $193.40K |
| NLT 2026-NQM1 TRUST CMO 2071-02-25 USD | 0 | 5,300,000 | 5,300,000 | 0.00% | $182.95K |
Top 300 of 400, by weight.
| Security | Shares Dec 2025 | Shares Mar 2026 | Δ shares | End % | Δ value |
|---|---|---|---|---|---|
| WHEAT SEP 26 | 5,815 | 0 | -5,815 | 0.00% | -$730.69M |
| BTOPN DBSI/FIXE TO 05/0 | 372,000,000 | 0 | -372,000,000 | 0.00% | -$372.00M |
| U.S. Treasury Bills | 111,800,000 | 0 | -111,800,000 | 0.00% | -$110.92M |
| Uniform Mortgage-Backed Security, TBA | 102,699,000 | 0 | -102,699,000 | 0.00% | -$102.44M |
| FNCL 6.5 1/26 | 88,208,964 | 0 | -88,208,964 | 0.00% | -$91.69M |
| ZCS BRL 14.0087 05/12/25-01/04/27 CME | 348 | 0 | -348 | 0.00% | -$83.95M |
| SONIA 90DAY FUT SFIZ5 03-17-26 | 234 | 0 | -234 | 0.00% | -$75.91M |
| Uniform Mortgage-Backed Security, TBA | 75,000,000 | 0 | -75,000,000 | 0.00% | -$73.25M |
| Uniform Mortgage-Backed Security, TBA | 68,170,000 | 0 | -68,170,000 | 0.00% | -$69.11M |
| FNCL 4.5 1/26 | 63,200,000 | 0 | -63,200,000 | 0.00% | -$61.78M |
| Uniform Mortgage-Backed Security, TBA | 56,330,000 | 0 | -56,330,000 | 0.00% | -$53.48M |
| FNCL 5.5 1/26 | 44,000,000 | 0 | -44,000,000 | 0.00% | -$44.65M |
| U.S. Treasury Bills | 44,600,000 | 0 | -44,600,000 | 0.00% | -$44.40M |
| Three Month SONIA Index Futures | 136 | 0 | -136 | 0.00% | -$44.19M |
| FNCL 6 3/24 | 34,600,000 | 0 | -34,600,000 | 0.00% | -$35.52M |
| FNCL 5 1/26 | 32,700,000 | 0 | -32,700,000 | 0.00% | -$32.65M |
| FNCL 3 2/26 | 34,330,000 | 0 | -34,330,000 | 0.00% | -$30.41M |
| Uniform Mortgage-Backed Security, TBA | 33,160,000 | 0 | -33,160,000 | 0.00% | -$28.10M |
| FUT. 3MO EURO E ICF SEP26 | 96 | 0 | -96 | 0.00% | -$27.62M |
| LETRA TESOURO NACIONAL /BRL/ REGD ZCP SER LTN 0.00000000 | 150,500,000 | 0 | -150,500,000 | 0.00% | -$26.57M |
| FNCL 2.5 1/26 | 31,000,000 | 0 | -31,000,000 | 0.00% | -$26.27M |
| UKG 10YR FUT G H6 03-27-26 | 212 | 0 | -212 | 0.00% | -$26.11M |
| G2SF 6 1/25 | 25,000,000 | 0 | -25,000,000 | 0.00% | -$25.49M |
| FUT. SFE SPI MAR26 | 341 | 0 | -341 | 0.00% | -$23.89M |
| G2SF 4.5 1/26 | 18,000,000 | 0 | -18,000,000 | 0.00% | -$17.56M |
| FNCL 3.5 2/26 | 16,900,000 | 0 | -16,900,000 | 0.00% | -$15.60M |
| G2SF 5.5 1/25 | 14,000,000 | 0 | -14,000,000 | 0.00% | -$14.14M |
| Government National Mortgage Association, TBA | 13,640,000 | 0 | -13,640,000 | 0.00% | -$13.60M |
| FNCL 2 1/26 | 11,000,000 | 0 | -11,000,000 | 0.00% | -$8.91M |
| FNCL 3 1/26 | 10,000,000 | 0 | -10,000,000 | 0.00% | -$8.87M |
| Government National Mortgage Association, TBA | 9,000,000 | 0 | -9,000,000 | 0.00% | -$7.78M |
| Uniform Mortgage-Backed Security, TBA | 7,489,849 | 0 | -7,489,849 | 0.00% | -$7.50M |
| US TREASURY N/B | 7,470,000 | 0 | -7,470,000 | 0.00% | -$7.38M |
| Uniform Mortgage-Backed Security, TBA | 7,105,000 | 0 | -7,105,000 | 0.00% | -$7.29M |
| U.S. Treasury Notes | 6,600,000 | 0 | -6,600,000 | 0.00% | -$7.10M |
| FNCL 4 1/26 | 6,000,000 | 0 | -6,000,000 | 0.00% | -$5.70M |
| TBA GNMA 30 YR 5.50000000 | 5,530,000 | 0 | -5,530,000 | 0.00% | -$5.58M |
| CANADIAN GOVERNMENT /CAD/ REGD 3.00000000 | 7,800,000 | 0 | -7,800,000 | 0.00% | -$5.55M |
| U.S. Treasury Inflation-Protected Indexed Notes | 5,250,000 | 0 | -5,250,000 | 0.00% | -$5.49M |
| G2SF 6.5 1/24 | 5,000,000 | 0 | -5,000,000 | 0.00% | -$5.17M |
| G2SF 2 1/26 | 6,000,000 | 0 | -6,000,000 | 0.00% | -$4.98M |
| FUT. EURO BUXL BND MAR26 | 34 | 0 | -34 | 0.00% | -$4.40M |
| U.S. Treasury Bills | 4,293,000 | 0 | -4,293,000 | 0.00% | -$4.22M |
| VERUS SECURITIZATION TRUST VERUS 2025 6 A1 144A | 4,177,119 | 0 | -4,177,119 | 0.00% | -$4.22M |
| UMBS, 30 Year | 3,985,761 | 0 | -3,985,761 | 0.00% | -$4.10M |
| FNCI 4.5 1/25 | 3,620,151 | 0 | -3,620,151 | 0.00% | -$3.63M |
| IRS_CCP EUR RCV EURIB6M PAY 2.61% 19-MAR-2056 | 23,570,000 | 0 | -23,570,000 | 0.00% | -$3.51M |
| AMERICAN TOWER | 3,235,000 | 0 | -3,235,000 | 0.00% | -$3.46M |
| OIS_CCP JPY RCV TONAR1D PAY 1.25% 18-MAR-2036 | 8,359,000,000 | 0 | -8,359,000,000 | 0.00% | -$3.26M |
| U.S. TREASURY INFLATION-PROTECTED SECURITIES 1.250 04/15/2028 | 2,930,000 | 0 | -2,930,000 | 0.00% | -$3.17M |
| RTX CORP | 2,745,000 | 0 | -2,745,000 | 0.00% | -$3.01M |
| MEX BONOS DESARR FIX RT /MXN/ REGD SER M 8.50000000 | 54,472,400 | 0 | -54,472,400 | 0.00% | -$2.84M |
| PACIFIC GAS&ELEC | 2,545,000 | 0 | -2,545,000 | 0.00% | -$2.65M |
| Uniform Mortgage-Backed Security, TBA | 3,240,000 | 0 | -3,240,000 | 0.00% | -$2.62M |
| FORD MOTOR CRED | 2,500,000 | 0 | -2,500,000 | 0.00% | -$2.51M |
| CRSNT TRUST CRSNT 2021 MOON A 144A | 2,500,000 | 0 | -2,500,000 | 0.00% | -$2.48M |
| JGB 1.8 09/20/44 190 | 440,000,000 | 0 | -440,000,000 | 0.00% | -$2.37M |
| FIDELITY NATIONA | 2,200,000 | 0 | -2,200,000 | 0.00% | -$2.19M |
| BERRY GLOBAL INC | 2,100,000 | 0 | -2,100,000 | 0.00% | -$2.10M |
| FN CB6179 | 2,031,469 | 0 | -2,031,469 | 0.00% | -$2.05M |
| TURKIYE GOVERNMENT BOND /TRY/ REGD SER 2Y 37.00000000 | 86,225,000 | 0 | -86,225,000 | 0.00% | -$2.02M |
| BBCMS Mortgage Trust, Series 2025-5C36, Class A3 | 1,900,000 | 0 | -1,900,000 | 0.00% | -$1.99M |
| BANK 2022-BNK39 BANK 2022 BNK39 A4 | 2,025,000 | 0 | -2,025,000 | 0.00% | -$1.85M |
| EQUIFAX INC | 1,800,000 | 0 | -1,800,000 | 0.00% | -$1.84M |
| BMO 2025-5C11 MORTGAGE TRUST SER 2025-5C11 CL A3 REGD 5.66890000 | 1,700,000 | 0 | -1,700,000 | 0.00% | -$1.78M |
| BANK5 2025-5YR15 A3 | 1,700,000 | 0 | -1,700,000 | 0.00% | -$1.77M |
| Dryden 97 CLO Ltd | 1,730,000 | 0 | -1,730,000 | 0.00% | -$1.73M |
| JGB 2.4 03/20/55 86 | 320,000,000 | 0 | -320,000,000 | 0.00% | -$1.68M |
| ROMANIA REGD 6.62500000 | 1,580,000 | 0 | -1,580,000 | 0.00% | -$1.65M |
| MICRON TECH | 1,515,000 | 0 | -1,515,000 | 0.00% | -$1.61M |
| PROVINCE OF ONTARIO CANADA | 2,200,000 | 0 | -2,200,000 | 0.00% | -$1.61M |
| PSTAT 2022-3A A1BR | 1,600,000 | 0 | -1,600,000 | 0.00% | -$1.60M |
| INTNED 4.625 01/06/26 144A | 1,600,000 | 0 | -1,600,000 | 0.00% | -$1.60M |
| BANK5, Series 2024-5YR11, Class A3 | 1,450,000 | 0 | -1,450,000 | 0.00% | -$1.53M |
| State of Kuwait | 1,512,000 | 0 | -1,512,000 | 0.00% | -$1.51M |
| Dryden XXVI Senior Loan Fund, Series 2013-26A, Class CR | 1,500,000 | 0 | -1,500,000 | 0.00% | -$1.50M |
| IRS_CCP EUR RCV EURIB6M PAY 2.8% 13-AUG-2055 | 25,540,000 | 0 | -25,540,000 | 0.00% | -$1.41M |
| SEB Funding LLC, Series 2021-1A, Class A2 | 1,406,475 | 0 | -1,406,475 | 0.00% | -$1.41M |
| FYBR 2023-1 A2 144A 6.6% 08-20-53 | 1,380,000 | 0 | -1,380,000 | 0.00% | -$1.39M |
| CENTENE CORP | 1,606,000 | 0 | -1,606,000 | 0.00% | -$1.39M |
| Barings CLO Ltd 2024-I | 1,325,000 | 0 | -1,325,000 | 0.00% | -$1.35M |
| U.S. Treasury Bills | 1,365,000 | 0 | -1,365,000 | 0.00% | -$1.34M |
| REGENERON PHARM | 1,500,000 | 0 | -1,500,000 | 0.00% | -$1.34M |
| PACIFIC GAS&ELEC | 1,300,000 | 0 | -1,300,000 | 0.00% | -$1.30M |
| FN CB6311 | 1,274,044 | 0 | -1,274,044 | 0.00% | -$1.28M |
| US TREASURY N/B | 1,220,000 | 0 | -1,220,000 | 0.00% | -$1.27M |
| FN FS4273 | 1,226,182 | 0 | -1,226,182 | 0.00% | -$1.23M |
| PRET LLC, Series 2024-NPL7, Class A1 | 1,211,051 | 0 | -1,211,051 | 0.00% | -$1.21M |
| OIS_CCP JPY RCV TONAR1D PAY 1.295% 02-AUG-2034 | 5,408,086,834 | 0 | -5,408,086,834 | 0.00% | -$1.20M |
| State of Kuwait | 1,200,000 | 0 | -1,200,000 | 0.00% | -$1.20M |
| Cifc Funding 2023-III Ltd | 1,200,000 | 0 | -1,200,000 | 0.00% | -$1.20M |
| DCENT 2023-A1 A | 1,200,000 | 0 | -1,200,000 | 0.00% | -$1.20M |
| Wheels Fleet Lease Funding LLC, Series 2024-3A, Class A1 | 1,187,376 | 0 | -1,187,376 | 0.00% | -$1.20M |
| UMBS Freddie Mac Pool RJ1514 | 1,174,804 | 0 | -1,174,804 | 0.00% | -$1.18M |
| Houston Galleria Mall Trust, Series 2025-HGLR, Class A | 1,100,000 | 0 | -1,100,000 | 0.00% | -$1.14M |
| IRS_CCP EUR RCV EURIB6M PAY 2.5% 18-MAR-2056 | 6,550,000 | 0 | -6,550,000 | 0.00% | -$1.14M |
| HILLENBRAND INC REGD 6.25000000 | 1,085,000 | 0 | -1,085,000 | 0.00% | -$1.11M |
| OIS_CCP JPY RCV TONAR1D PAY 1% 18-MAR-2031 | 6,470,000,000 | 0 | -6,470,000,000 | 0.00% | -$1.10M |
| ITT Holdings LLC (IMTT), Term Loan | 1,088,979 | 0 | -1,088,979 | 0.00% | -$1.10M |
| HUNGARY GOVERNMENT BOND /HUF/ REGD SER 26/D 2.75000000 | 363,540,000 | 0 | -363,540,000 | 0.00% | -$1.08M |
| OIS_CCP GBP RCV 3.75% PAY SONIA1D 18-MAR-2028 | 146,780,000 | 0 | -146,780,000 | 0.00% | -$1.06M |
| CROWN Americas LLC | 1,035,000 | 0 | -1,035,000 | 0.00% | -$1.06M |
| Wells Fargo & Co., Series BB | 1,050,000 | 0 | -1,050,000 | 0.00% | -$1.05M |
| TURKIYE REP OF | 1,015,000 | 0 | -1,015,000 | 0.00% | -$1.05M |
| OIS_CCP GBP RCV SONIA1D PAY 3.5% 27-OCT-2030 | 135,530,000 | 0 | -135,530,000 | 0.00% | -$1.04M |
| ALBERTSONS COS/SAFEWAY SR UNSECURED 144A 03/34 5.75 | 1,020,000 | 0 | -1,020,000 | 0.00% | -$1.03M |
| JBS HLD/FOOD/GRP | 1,000,000 | 0 | -1,000,000 | 0.00% | -$1.02M |
| AMMC CLO 30 LTD FRN | 1,000,000 | 0 | -1,000,000 | 0.00% | -$1.00M |
| STACK INFRASTRUCTURE ISSUER LLC SER 2023-1A CL A2 REGD 144A P/P 5.90000000 | 1,000,000 | 0 | -1,000,000 | 0.00% | -$1.00M |
| BANK OF AMER CRP | 1,000,000 | 0 | -1,000,000 | 0.00% | -$1.00M |
| AVOLON HOLDINGS FUNDING LTD 2.125% 02/21/2026 144A | 1,001,000 | 0 | -1,001,000 | 0.00% | -$997.76K |
| JBS USA/FOOD/GRP | 905,000 | 0 | -905,000 | 0.00% | -$953.81K |
| HUNGARY GOVERNMENT BOND /HUF/ REGD SER 26/H 9.50000000 | 303,150,000 | 0 | -303,150,000 | 0.00% | -$950.59K |
| REZI TL B 1L USD | 945,000 | 0 | -945,000 | 0.00% | -$948.54K |
| TARGA RES PRTNRS | 924,000 | 0 | -924,000 | 0.00% | -$935.03K |
| FR RQ0057 | 909,416 | 0 | -909,416 | 0.00% | -$934.82K |
| OIS_CCP USD RCV SOFR1D PAY 3.848264% 17-JUL-2055 | 75,250,000 | 0 | -75,250,000 | 0.00% | -$897.81K |
| UZBEKISTAN INTL BOND /EUR/ REGD 144A P/P 5.37500000 | 735,000 | 0 | -735,000 | 0.00% | -$884.84K |
| FN FS4828 | 878,086 | 0 | -878,086 | 0.00% | -$878.19K |
| FN MA5880 | 836,973 | 0 | -836,973 | 0.00% | -$861.01K |
| FN FS4940 | 841,264 | 0 | -841,264 | 0.00% | -$848.43K |
| FGBM Mar 2026 | 6 | 0 | -6 | 0.00% | -$819.07K |
| FNMA POOL CB6862 FN 08/53 FIXED 5 | 812,611 | 0 | -812,611 | 0.00% | -$815.14K |
| PCG 2.95 03/01/26 | 800,000 | 0 | -800,000 | 0.00% | -$798.03K |
| Citco Group Term Loan B 275 2028-04-01 | 784,060 | 0 | -784,060 | 0.00% | -$790.17K |
| ALBERTSONS COS/SAFEWAY REGD 144A P/P 5.50000000 | 780,000 | 0 | -780,000 | 0.00% | -$789.65K |
| WorldPay Term Loan B 200 2031-01-01 | 744,384 | 0 | -744,384 | 0.00% | -$746.48K |
| FR RA8764 | 701,426 | 0 | -701,426 | 0.00% | -$702.82K |
| KDAC AVIATION FINANCE LTD SER 2017-1A CL A REGD 144A P/P 4.21200000 | 696,400 | 0 | -696,400 | 0.00% | -$695.95K |
| CDS_IX_CCP CDX.NA.IG.42 1% 20290620 | 31,949,097 | 0 | -31,949,097 | 0.00% | -$683.38K |
| IQVIA (Quintiles IMS) Term Loan B 175 2031-01-01 | 665,149 | 0 | -665,149 | 0.00% | -$670.45K |
| 3650R 2021-PF1 Commercial Mortgage Trust | 750,000 | 0 | -750,000 | 0.00% | -$655.17K |
| AMERICAN CREDIT ACCEPTANCE RECEIVABLES TRUST 2022-4 SER 2022-4 CL D REGD 144A P/P 8.00000000 | 648,746 | 0 | -648,746 | 0.00% | -$654.20K |
| AFRMT 2025-1A A | 635,000 | 0 | -635,000 | 0.00% | -$641.63K |
| OIS_CCP USD RCV SOFR1D PAY 3.827939% 30-JAN-2056 | 10,960,000 | 0 | -10,960,000 | 0.00% | -$639.23K |
| REP OF POLAND | 594,000 | 0 | -594,000 | 0.00% | -$618.04K |
| UBS V4.988 08/05/33 144A | 600,000 | 0 | -600,000 | 0.00% | -$610.11K |
| HOWMID 6 5/8 01/15/34 | 590,000 | 0 | -590,000 | 0.00% | -$606.40K |
| Boeing Co. (The), Conv. Pfd. | 8,657 | 0 | -8,657 | 0.00% | -$597.85K |
| UZBEK 5.1 02/25/29 144A | 480,000 | 0 | -480,000 | 0.00% | -$584.48K |
| USA PART/USA FIN | 550,000 | 0 | -550,000 | 0.00% | -$556.98K |
| CPI HOLDCO TL | 545,622 | 0 | -545,622 | 0.00% | -$547.40K |
| KODIAK GAS SERVS. L 6.50% | 535,000 | 0 | -535,000 | 0.00% | -$546.99K |
| CAFL Issuer LLC, Series 2023-RTL1, Class A1 | 545,000 | 0 | -545,000 | 0.00% | -$545.00K |
| Boost Newco Borrower, LLC | 500,000 | 0 | -500,000 | 0.00% | -$531.66K |
| FMCN 9.375 03/01/29 144A | 504,000 | 0 | -504,000 | 0.00% | -$531.35K |
| IRS_CCP EUR RCV EURIB6M PAY 2.5% 18-MAR-2036 | 10,900,000 | 0 | -10,900,000 | 0.00% | -$513.95K |
| MNET 2025-2A A2 | 500,000 | 0 | -500,000 | 0.00% | -$507.90K |
| VMWARE LLC | 500,000 | 0 | -500,000 | 0.00% | -$500.50K |
| KSTRL 2018-1A A | 418,765 | 0 | -418,765 | 0.00% | -$419.02K |
| HILLENBRAND INC REGD 3.75000000 | 416,000 | 0 | -416,000 | 0.00% | -$417.58K |
| OIS_CCP USD RCV SOFR1D PAY 4.21304% 21-MAY-2055 | 13,850,000 | 0 | -13,850,000 | 0.00% | -$397.16K |
| U.S. Treasury Bills | 395,000 | 0 | -395,000 | 0.00% | -$391.61K |
| OIS_CCP USD RCV SOFR1D PAY 3.576848% 10-OCT-2032 | 52,770,000 | 0 | -52,770,000 | 0.00% | -$391.51K |
| KODIAK GAS SERVS. L 6.75% | 315,000 | 0 | -315,000 | 0.00% | -$323.95K |
| CHENIERE ENERGYP | 300,000 | 0 | -300,000 | 0.00% | -$307.67K |
| FN CB6475 | 287,310 | 0 | -287,310 | 0.00% | -$287.80K |
| ROMANIA REGD REG S 7.12500000 | 260,000 | 0 | -260,000 | 0.00% | -$282.99K |
| OIS_CCP USD RCV SOFR1D PAY 4% 27-NOV-2035 | 38,641,145 | 0 | -38,641,145 | 0.00% | -$282.89K |
| OBX Trust, Series 2023-NQM1, Class A3 | 279,178 | 0 | -279,178 | 0.00% | -$278.42K |
| Herc Holdings Term Loan B 175 2032-06-01 | 255,000 | 0 | -255,000 | 0.00% | -$256.65K |
| HERC HLDGS INC TLB | 255,000 | 0 | -255,000 | 0.00% | -$256.65K |
| Ready Capital Mortgage Financing LLC, Series 2021-FL7, Class A | 251,319 | 0 | -251,319 | 0.00% | -$251.42K |
| UZBEKISTAN INTL BOND /EUR/ REGD REG S 5.10000000 | 195,000 | 0 | -195,000 | 0.00% | -$237.44K |
| IRS_CCP AUD RCV BBSW6M PAY 4.25% 18-MAR-2036 | 7,960,000 | 0 | -7,960,000 | 0.00% | -$235.88K |
| LLOYDS BK GR PLC | 200,000 | 0 | -200,000 | 0.00% | -$209.88K |
| OTIS WORLDWIDE | 205,000 | 0 | -205,000 | 0.00% | -$209.48K |
| OIS_CCP USD RCV 3.367623% PAY SOFR1D 23-JUN-2028 | 239,270,000 | 0 | -239,270,000 | 0.00% | -$204.31K |
| BANK OF AMER CRP | 195,000 | 0 | -195,000 | 0.00% | -$200.18K |
| MORGAN STANLEY | 200,000 | 0 | -200,000 | 0.00% | -$200.14K |
| ET 5.625 05/01/27 144A | 200,000 | 0 | -200,000 | 0.00% | -$200.02K |
| OIS_CCP USD RCV 3.845191% PAY SOFR1D 21-MAY-2032 | 20,380,000 | 0 | -20,380,000 | 0.00% | -$194.03K |
| CHILE | 210,000 | 0 | -210,000 | 0.00% | -$187.42K |
| WESTERN DIGITAL | 179,000 | 0 | -179,000 | 0.00% | -$179.74K |
| FN BH3407 | 179,290 | 0 | -179,290 | 0.00% | -$177.49K |
| IRS_CCP AUD RCV BBSW3M PAY 3.5% 18-MAR-2028 | 23,960,000 | 0 | -23,960,000 | 0.00% | -$176.13K |
| OIS_CCP CHF RCV SARON1D PAY 0% 18-MAR-2028 | 90,640,000 | 0 | -90,640,000 | 0.00% | -$160.01K |
| OIS_CCP GBP RCV 4.5% PAY SONIA1D 28-OCT-2035 | 26,900,000 | 0 | -26,900,000 | 0.00% | -$154.14K |
| FNMA Connecticut Avenue Securities Trust, Series 2024-R05, Class 2M1 | 151,863 | 0 | -151,863 | 0.00% | -$151.79K |
| OIS_CCP COP RCV COOVI1D PAY 9.25% 18-MAR-2036 | 5,593,090,000 | 0 | -5,593,090,000 | 0.00% | -$149.22K |
| GPMT Ltd., Series 2021-FL3, Class A | 138,028 | 0 | -138,028 | 0.00% | -$138.28K |
| IRS_CCP EUR RCV EURIB6M PAY 3.1% 15-AUG-2056 | 3,740,000 | 0 | -3,740,000 | 0.00% | -$136.12K |
| VENTURE GLOBAL CALCASIEU SR SECURED 144A 08/31 4.125 | 137,000 | 0 | -137,000 | 0.00% | -$124.60K |
| IRS_CCP EUR RCV EURIB6M PAY 2.6% 16-AUG-2075 | 10,350,000 | 0 | -10,350,000 | 0.00% | -$123.85K |
| OIS_CCP GBP RCV 4% PAY SONIA1D 18-MAR-2028 | 9,020,000 | 0 | -9,020,000 | 0.00% | -$122.89K |
| CDS_IX_CCP CDX.NA.IG.41 1% 20281220 | 5,960,000 | 0 | -5,960,000 | 0.00% | -$120.20K |
| EXETER AUTO RECEIVBLES 2012-2 4.7% 09/15/2027 | 119,361 | 0 | -119,361 | 0.00% | -$119.38K |
| OIS_CCP COP RCV COOVI1D PAY 8.5% 18-MAR-2028 | 9,743,080,000 | 0 | -9,743,080,000 | 0.00% | -$117.22K |
| OIS_CCP GBP RCV 3.75% PAY SONIA1D 18-MAR-2031 | 21,720,000 | 0 | -21,720,000 | 0.00% | -$112.86K |
| IRS_CCP EUR RCV EURIB6M PAY 3% 18-MAR-2076 | 2,650,000 | 0 | -2,650,000 | 0.00% | -$111.78K |
| IRS_CCP NOK RCV NIBOR6M PAY 4% 18-MAR-2036 | 97,290,000 | 0 | -97,290,000 | 0.00% | -$110.47K |
| SDART 2025-4 D 4.95% 01-15-32 | 100,000 | 0 | -100,000 | 0.00% | -$100.54K |
| Santander Drive Auto Receivables Trust 2025-1 | 86,534 | 0 | -86,534 | 0.00% | -$86.55K |
| IRS_CCP ZAR RCV 6.75% PAY JIBAR3M 18-MAR-2028 | 165,540,000 | 0 | -165,540,000 | 0.00% | -$82.74K |
| OIS_CCP GBP RCV 3.75% PAY SONIA1D 17-SEP-2030 | 14,200,000 | 0 | -14,200,000 | 0.00% | -$78.54K |
| WESTERN GAS PART | 75,000 | 0 | -75,000 | 0.00% | -$68.67K |
| OIS_CCP USD RCV SOFR1D PAY 3.135572% 15-DEC-2027 | 35,870,000 | 0 | -35,870,000 | 0.00% | -$68.02K |
| AFFRM 2024-X2 A 144A 5.22% 12-17-29 | 60,655 | 0 | -60,655 | 0.00% | -$60.67K |
| IRS_CCP EUR RCV EURIB6M PAY 2% 18-MAR-2028 | 7,720,000 | 0 | -7,720,000 | 0.00% | -$53.40K |
| OIS_CCP CHF RCV SARON1D PAY 0.5% 18-MAR-2036 | 2,280,000 | 0 | -2,280,000 | 0.00% | -$52.65K |
| ROMANI 3.375 01/28/50 144A | 60,000 | 0 | -60,000 | 0.00% | -$45.46K |
| IRS_CCP PLN RCV 3.75% PAY WIBOR6M 18-MAR-2028 | 26,660,000 | 0 | -26,660,000 | 0.00% | -$34.28K |
| BANK OF AMER CRP | 25,000 | 0 | -25,000 | 0.00% | -$26.11K |
| IRS_CCP PLN RCV 4.5% PAY WIBOR6M 18-MAR-2036 | 3,840,000 | 0 | -3,840,000 | 0.00% | -$25.65K |
| IRS_CCP SEK RCV 3% PAY STBOR3M 18-MAR-2036 | 61,550,000 | 0 | -61,550,000 | 0.00% | -$25.30K |
| OIS_CCP BRL RCV BZDIO1D PAY 13.75% 04-JAN-2027 | 22,555,520 | 0 | -22,555,520 | 0.00% | -$25.16K |
| IRS_CCP CZK RCV 3.75% PAY PRBOR6M 18-MAR-2028 | 152,740,000 | 0 | -152,740,000 | 0.00% | -$24.18K |
| IRS_CCP KRW RCV KWCDC3M PAY 2.25% 18-MAR-2028 | 1,930,030,000 | 0 | -1,930,030,000 | 0.00% | -$18.61K |
| IRS_CCP ZAR RCV 7.25% PAY JIBAR3M 18-MAR-2031 | 12,060,000 | 0 | -12,060,000 | 0.00% | -$18.58K |
| FN AT1751 | 17,776 | 0 | -17,776 | 0.00% | -$16.48K |
| OIS_CCP INR RCV MIBOR1D PAY 5.5% 18-MAR-2028 | 807,640,000 | 0 | -807,640,000 | 0.00% | -$15.19K |
| IRS_CCP EUR RCV EURIB6M PAY 2.25% 18-MAR-2028 | 12,130,000 | 0 | -12,130,000 | 0.00% | -$14.85K |
| OIS_CCP BRL RCV BZDIO1D PAY 13.25% 02-JAN-2030 | 7,573,915 | 0 | -7,573,915 | 0.00% | -$13.84K |
| CURRENCY CONTRACT - ZAR | -1,100,918 | 0 | 1,100,918 | 0.00% | -$12.02K |
| FXO USDKRW PUT 1419 12022 | 1,600,000 | 0 | -1,600,000 | 0.00% | -$9.75K |
| FN AT8407 | 9,870 | 0 | -9,870 | 0.00% | -$9.15K |
| IRS_CCP HUF RCV 6% PAY BUBOR6M 18-MAR-2028 | 938,730,000 | 0 | -938,730,000 | 0.00% | -$9.00K |
| OIS_CCP CAD RCV CORRA1D PAY 2.5% 18-MAR-2028 | 11,770,000 | 0 | -11,770,000 | 0.00% | -$6.87K |
| FN AT9647 | 7,281 | 0 | -7,281 | 0.00% | -$6.72K |
| FN AT0750 | 6,230 | 0 | -6,230 | 0.00% | -$5.77K |
| FN AQ7310 | 5,529 | 0 | -5,529 | 0.00% | -$5.12K |
| FN AQ8656 | 4,979 | 0 | -4,979 | 0.00% | -$4.64K |
| OIS_CCP CAD RCV 2.75% PAY CORRA1D 18-MAR-2028 | 1,080,000 | 0 | -1,080,000 | 0.00% | -$3.18K |
| FXO USDKRW PUT 1423 12022 | 400,000 | 0 | -400,000 | 0.00% | -$2.77K |
| IRS_CCP CZK RCV PRBOR6M PAY 4% 18-MAR-2036 | 1,240,000 | 0 | -1,240,000 | 0.00% | -$710 |
| IRS_CCP CNY RCV 1.5% PAY CNRR07D 18-MAR-2028 | 23,400,000 | 0 | -23,400,000 | 0.00% | -$652 |
| FXO EURUSD PUT 1.12 16012 | 8,053,000 | 0 | -8,053,000 | 0.00% | -$80 |
| FXO EURUSD PUT 1.12 14012 | 8,672,000 | 0 | -8,672,000 | 0.00% | -$49 |
| FXO EURUSD PUT 1.12 13012 | 4,955,000 | 0 | -4,955,000 | 0.00% | -$18 |
| SWO EUR RCV 1.75 PAY EURI | 36,960,000 | 0 | -36,960,000 | 0.00% | -$9 |
| IRS_CCP HUF RCV 6.5% PAY BUBOR6M 18-MAR-2036 | 7,630,000 | 0 | -7,630,000 | 0.00% | $28 |
| OIS_CCP THB RCV THBRO1D PAY 1.25% 18-MAR-2031 | 19,520,000 | 0 | -19,520,000 | 0.00% | $266 |
| FXO USDKRW PUT 1385 12022 | -400,000 | 0 | 400,000 | 0.00% | $755 |
| SWO USD RCV 3.8475 PAY SO | -3,600,000 | 0 | 3,600,000 | 0.00% | $1.15K |
| SWO USD RCV 3.929 PAY SOF | -6,325,000 | 0 | 6,325,000 | 0.00% | $1.19K |
| SWO USD RCV 3.86 PAY SOFR | -6,325,000 | 0 | 6,325,000 | 0.00% | $1.48K |
| SWO USD RCV 3.853 PAY SOF | -6,325,000 | 0 | 6,325,000 | 0.00% | $1.57K |
| SWO USD RCV 3.852 PAY SOF | -6,325,000 | 0 | 6,325,000 | 0.00% | $1.59K |
| SWO USD RCV 3.89 PAY SOFR | -6,325,000 | 0 | 6,325,000 | 0.00% | $1.72K |
| SWO USD RCV 3.919 PAY SOF | -2,600,000 | 0 | 2,600,000 | 0.00% | $1.93K |
| SWO USD RCV 3.94 PAY SOFR | -12,650,000 | 0 | 12,650,000 | 0.00% | $2.03K |
| OIS_CCP CLP RCV CAMAR1D PAY 4.5% 18-MAR-2028 | 2,056,030,000 | 0 | -2,056,030,000 | 0.00% | $2.22K |
| FXO USDKRW PUT 1383 12022 | -1,600,000 | 0 | 1,600,000 | 0.00% | $2.81K |
| SWO USD RCV 3.925 PAY SOF | -13,325,000 | 0 | 13,325,000 | 0.00% | $3.54K |
| SWO USD RCV 3.8775 PAY SO | -2,600,000 | 0 | 2,600,000 | 0.00% | $3.72K |
| SWO USD RCV 3.882 PAY SOF | -1,200,000 | 0 | 1,200,000 | 0.00% | $3.91K |
| OIS_CCP THB RCV 1% PAY THBRO1D 18-MAR-2028 | 130,180,000 | 0 | -130,180,000 | 0.00% | $4.32K |
| SWO USD RCV 3.9275 PAY SO | -5,000,000 | 0 | 5,000,000 | 0.00% | $4.62K |
| OIS_CCP MXN RCV 7.25% PAY MXIBTIEF1D 15-MAR-2028 | 203,246,591 | 0 | -203,246,591 | 0.00% | $4.93K |
| SWO USD RCV 3.831 PAY SOF | -5,600,000 | 0 | 5,600,000 | 0.00% | $7.79K |
| CALL FEB 26 T-NOTECALL FE | -74 | 0 | 74 | 0.00% | $8.09K |
| IRS_CCP EUR RCV 2.5% PAY EURIB6M 18-MAR-2031 | 1,910,000 | 0 | -1,910,000 | 0.00% | $11.34K |
| PUT FEB 26 T-NOTE PUT FEB | -74 | 0 | 74 | 0.00% | $11.92K |
| OIS_CCP MXN RCV 8% PAY MXIBTIEF1D 05-MAR-2036 | 15,340,000 | 0 | -15,340,000 | 0.00% | $13.56K |
| OIS_CCP USD RCV SOFR1D PAY 3.52786% 15-JUL-2030 | 16,550,000 | 0 | -16,550,000 | 0.00% | $19.25K |
| OIS_CCP MXN RCV 7.5% PAY MXIBTIEF1D 12-MAR-2031 | 35,300,000 | 0 | -35,300,000 | 0.00% | $22.51K |
| OIS_CCP COP RCV 8.75% PAY COOVI1D 18-MAR-2031 | 1,741,790,000 | 0 | -1,741,790,000 | 0.00% | $36.53K |
| OIS_CCP USD RCV 3.465% PAY SOFR1D 23-SEP-2031 | 14,705,000 | 0 | -14,705,000 | 0.00% | $38.13K |
| CURRENCY CONTRACT - NZD | -3,957,265 | 0 | 3,957,265 | 0.00% | $43.11K |
| OIS_CCP CAD RCV 3% PAY CORRA1D 18-MAR-2036 | 5,810,000 | 0 | -5,810,000 | 0.00% | $72.86K |
| OIS_CCP USD RCV 4.098119% PAY SOFR1D 24-JUN-2035 | 61,290,000 | 0 | -61,290,000 | 0.00% | $79.68K |
| OIS_CCP USD RCV SOFR1D PAY 3.599954% 23-JUN-2030 | 251,870,000 | 0 | -251,870,000 | 0.00% | $101.85K |
| OIS_CCP USD RCV 3.201206% PAY SOFR1D 07-OCT-2028 | 76,760,000 | 0 | -76,760,000 | 0.00% | $101.97K |
| OIS_CCP USD RCV SOFR1D PAY 4% 18-MAR-2036 | 6,860,000 | 0 | -6,860,000 | 0.00% | $104.63K |
| OIS_CCP EUR RCV 2.5% PAY ESTR1D 15-FEB-2035 | 9,020,000 | 0 | -9,020,000 | 0.00% | $124.06K |
| IRS_CCP NZD RCV 4% PAY BBR3M 18-MAR-2036 | 21,660,000 | 0 | -21,660,000 | 0.00% | $148.01K |
| OIS_CCP GBP RCV 3.5% PAY SONIA1D 27-OCT-2028 | 145,530,000 | 0 | -145,530,000 | 0.00% | $151.79K |
| OIS_CCP GBP RCV SONIA1D PAY 4.25% 31-JAN-2039 | 18,870,000 | 0 | -18,870,000 | 0.00% | $170.78K |
| IRS_CCP ZAR RCV JIBAR3M PAY 8.5% 18-MAR-2036 | 37,900,000 | 0 | -37,900,000 | 0.00% | $172.08K |
| OIS_CCP GBP RCV SONIA1D PAY 4.25% 18-MAR-2036 | 6,850,000 | 0 | -6,850,000 | 0.00% | $176.03K |
| IRS_CCP NZD RCV 3.5% PAY BBR3M 18-MAR-2031 | 49,760,000 | 0 | -49,760,000 | 0.00% | $182.06K |
| IRS_CCP AUD RCV 5% PAY BBSW6M 27-NOV-2035 | 64,185,000 | 0 | -64,185,000 | 0.00% | $208.13K |
| IRS_CCP EUR RCV 2.9% PAY EURIB6M 15-AUG-2055 | 14,840,000 | 0 | -14,840,000 | 0.00% | $312.96K |
| IRS_CCP EUR RCV 2.4% PAY EURIB6M 11-AUG-2029 | 63,157,738 | 0 | -63,157,738 | 0.00% | $321.64K |
| OIS_CCP USD RCV 4.438143% PAY SOFR1D 09-OCT-2040 | 35,470,000 | 0 | -35,470,000 | 0.00% | $327.10K |
| OIS_CCP USD RCV 3.264771% PAY SOFR1D 30-JAN-2031 | 39,110,000 | 0 | -39,110,000 | 0.00% | $362.52K |
| IRS_CCP EUR RCV 2.75% PAY EURIB6M 18-MAR-2036 | 16,900,000 | 0 | -16,900,000 | 0.00% | $364.94K |
| IRS_CCP EUR RCV 2.75% PAY EURIB6M 18-MAR-2046 | 4,730,000 | 0 | -4,730,000 | 0.00% | $422.46K |
| OIS_CCP USD RCV 4.57424% PAY SOFR1D 16-JUL-2040 | 92,950,000 | 0 | -92,950,000 | 0.00% | $436.86K |
| OIS_CCP EUR RCV 1.75% PAY ESTR1D 18-MAR-2028 | 66,780,000 | 0 | -66,780,000 | 0.00% | $454.11K |
| IRS_CCP NOK RCV 4% PAY NIBOR6M 18-MAR-2028 | 2,429,340,000 | 0 | -2,429,340,000 | 0.00% | $463.74K |
| OIS_CCP JPY RCV 2.25% PAY TONAR1D 18-MAR-2056 | 766,000,000 | 0 | -766,000,000 | 0.00% | $631.05K |
| OIS_CCP USD RCV SOFR1D PAY 3.5% 18-MAR-2028 | 184,560,000 | 0 | -184,560,000 | 0.00% | $809.74K |
| IRS_CCP EUR RCV 2.25% PAY EURIB6M 18-MAR-2031 | 42,670,000 | 0 | -42,670,000 | 0.00% | $837.52K |
| IRS_CCP AUD RCV 3.75% PAY BBSW6M 18-MAR-2031 | 40,150,000 | 0 | -40,150,000 | 0.00% | $913.39K |
| SWO JPY RCV 3.336 PAY TON | -2,633,080,000 | 0 | 2,633,080,000 | 0.00% | $916.62K |
| G2SF 4 1/26 | -1,000,000 | 0 | 1,000,000 | 0.00% | $945.08K |
| FNCL 6 1/26 | -1,000,000 | 0 | 1,000,000 | 0.00% | $1.03M |
| S&P/TSX 60 IX Index Futures Contracts | -19 | 0 | 19 | 0.00% | $1.67M |
| G2SF 3 1/26 | -2,000,000 | 0 | 2,000,000 | 0.00% | $1.80M |
| G2SF 3.5 1/26 | -2,000,000 | 0 | 2,000,000 | 0.00% | $1.82M |
| OIS_CCP EUR RCV 2.53% PAY ESTR1D 19-MAR-2056 | 23,570,000 | 0 | -23,570,000 | 0.00% | $2.95M |
| FUT. OSE TOPIX MAR26 | -12 | 0 | 12 | 0.00% | $10.14M |
| FUT. EURO-BUND EUX MAR26 | -243 | 0 | 243 | 0.00% | $36.43M |
| Security | Shares Dec 2025 | Shares Mar 2026 | Δ shares | End % | Δ value |
|---|---|---|---|---|---|
| US TREASURY N/B | 4,239,000 | 27,082,000 | 22,843,000 | 0.46% | $21.97M |
| US TREASURY N/B | 14,800,000 | 34,800,000 | 20,000,000 | 0.41% | $13.25M |
| RPLDCI 6.581 05/30/49 144A | 13,498,000 | 15,130,000 | 1,632,000 | 0.28% | $1.25M |
| US TREASURY N/B | 2,700,000 | 14,480,000 | 11,780,000 | 0.25% | $11.70M |
| U.S. TREASURY INFLATION-PROTECTED SECURITIES 1.50% 2/15/2053 | 12,204,000 | 13,974,000 | 1,770,000 | 0.21% | $1.27M |
| U.S. Treasury Inflation-Protected Indexed Notes | 7,800,000 | 10,600,000 | 2,800,000 | 0.20% | $2.90M |
| VIPER ENERGY PAR | 4,960,000 | 5,065,000 | 105,000 | 0.09% | $42.67K |
| NOTA DO TESOURO NACIONAL /BRL/ REGD SER NTNF 10.00000000 | 8,619,000 | 25,890,000 | 17,271,000 | 0.08% | $2.98M |
| BOEING CO | 3,560,000 | 4,379,000 | 819,000 | 0.07% | $713.66K |
| BOEING CO/THE | 1,985,000 | 3,292,000 | 1,307,000 | 0.06% | $1.39M |
| CDS_IX_CCP CDX.NA.IG.45 1% 20301220 | 46,750,000 | 192,028,199 | 145,278,199 | 0.06% | $2.98M |
| STEWART INFO SRV | 3,360,000 | 3,760,000 | 400,000 | 0.06% | $346.71K |
| Hlend CLO 2025-3 LLC | 2,550,000 | 3,050,000 | 500,000 | 0.05% | $485.65K |
| BFLD Commercial Mortgage Trust, Series 2025-660F, Class A | 405,000 | 2,605,000 | 2,200,000 | 0.05% | $2.20M |
| Ellington Financial Mortgage Trust, Series 2021-2, Class A1 | 1,911,083 | 3,012,134 | 1,101,051 | 0.05% | $939.02K |
| Verus Securitization Trust, Series 2021-7, Class A1 | 1,542,557 | 2,628,974 | 1,086,417 | 0.04% | $992.67K |
| CHILE | 1,750,000 | 3,135,000 | 1,385,000 | 0.03% | $861.87K |
| CACI International Inc. | 495,000 | 1,900,000 | 1,405,000 | 0.03% | $1.42M |
| ARTHUR J GALLAGH | 1,610,000 | 1,792,000 | 182,000 | 0.03% | $146.79K |
| US TREASURY N/B | 2,100,000 | 3,200,000 | 1,100,000 | 0.03% | $591.61K |
| META PLATFORMS | 950,000 | 1,679,000 | 729,000 | 0.03% | $660.68K |
| Fair Isaac Corp. | 1,095,000 | 1,483,000 | 388,000 | 0.03% | $327.72K |
| LB 6.25 12/01/30 144A | 785,000 | 1,360,000 | 575,000 | 0.02% | $574.40K |
| SOLSTICE ADVANCED MATERI SR UNSECURED 144A 09/33 5.625 | 260,000 | 1,385,000 | 1,125,000 | 0.02% | $1.10M |
| AMKR 5.875 10/01/33 144A | 492,000 | 1,362,000 | 870,000 | 0.02% | $855.37K |
| ORACLE CORP | 1,518,000 | 1,607,000 | 89,000 | 0.02% | $1.28K |
| REPUBLIC OF NIGERIA SR UNSECURED REGS 11/27 6.5 | 602,000 | 1,342,000 | 740,000 | 0.02% | $736.06K |
| PKSTAN 6.875 12/05/27 REGS | 645,000 | 1,358,000 | 713,000 | 0.02% | $692.18K |
| CHILE | 1,125,000 | 2,127,000 | 1,002,000 | 0.02% | $615.99K |
| VENTURE GLOBAL PLAQUE SR SECURED 144A 12/30 6.125 | 966,000 | 1,196,000 | 230,000 | 0.02% | $246.06K |
| OneMain Financial Issuance Trust, Series 2019-2A, Class D | 100,000 | 1,210,000 | 1,110,000 | 0.02% | $1.07M |
| Zayo Issuer LLC | 900,000 | 1,150,000 | 250,000 | 0.02% | $252.85K |
| LEIDOS INC | 750,000 | 997,000 | 247,000 | 0.02% | $237.74K |
| NAVTR 2024-1 A | 950,000 | 1,019,940 | 69,941 | 0.02% | $59.23K |
| ALVGR V6.55 PERP 144a | 800,000 | 1,000,000 | 200,000 | 0.02% | $168.57K |
| VENTURE GLOBAL PLAQUE SR SECURED 144A 06/34 6.5 | 718,000 | 953,000 | 235,000 | 0.02% | $258.21K |
| PMH NEWCO LP TL. | 906,940 | 915,597 | 8,657 | 0.02% | -$1.85K |
| ARDONAGH FINCO LTD REGD 144A P/P 7.75000000 | 200,000 | 890,000 | 690,000 | 0.02% | $691.27K |
| SHENTL 2025-1A A2 | 725,000 | 860,000 | 135,000 | 0.02% | $133.69K |
| URUGUAY GOVERNMENT INTERNATION SR UNSECURED 10/35 8 | 28,378,000 | 32,385,000 | 4,007,000 | 0.01% | $60.06K |
| Venture Global Plaquemines LNG, LLC | 552,000 | 670,000 | 118,000 | 0.01% | $133.20K |
| ROYAL CARIBBEAN | 325,000 | 650,000 | 325,000 | 0.01% | $311.54K |
| Maple Grove Funding Trust I | 495,000 | 775,000 | 280,000 | 0.01% | $211.57K |
| Freddie Mac Multifamily Structured Pass Through Certificates | 527,373 | 527,373 | 0 | 0.01% | -$1.15K |
| TENN VALLEY AUTH | 50,000 | 500,000 | 450,000 | 0.01% | $396.30K |
| SPIRE INC | 250,000 | 425,000 | 175,000 | 0.01% | $172.14K |
| TELUS CORP REGD V/R SER . 6.37500000 | 280,000 | 405,000 | 125,000 | 0.01% | $120.36K |
| TELUS CORP REGD V/R SER ... 6.62500000 | 280,000 | 405,000 | 125,000 | 0.01% | $114.97K |
| Nassau Cos of New York/The 7.88 07/15/2030 | 345,000 | 382,000 | 37,000 | 0.01% | $19.61K |
| Refuel Term Loan B 475 2028-10-12 | 273,201 | 302,923 | 29,723 | 0.01% | $26.20K |
| OIS_CCP JPY RCV TONAR1D PAY 1.25% 15-DEC-2027 | 12,901,980,000 | 19,525,980,000 | 6,624,000,000 | 0.01% | $192.52K |
| WAVE USA WAAV 2019 1 A 144A | 110,983 | 255,300 | 144,316 | 0.00% | $141.51K |
| TRICGR L 06/29/26 1 | 58,922 | 60,078 | 1,156 | 0.00% | $3.01K |
| CURRENCY CONTRACT - NOK | -9,249,342 | -5,215,989 | 4,033,353 | 0.00% | $2.95K |
| First Brands (Trico Group) Term Loan B (Add-on) 500 2027-03-01 | 186,481 | 187,408 | 927 | 0.00% | -$458 |
| First Brands (Trico Group) Term Loan B (add-on) 500 2027-03-01 | 125,000 | 128,593 | 3,593 | 0.00% | -$298 |
| SWO EUR RCV EURIB 6M PAY | -75,940,000 | -1,010,000 | 74,930,000 | 0.00% | $4.18K |
| CURRENCY CONTRACT - CNH | -2,425,446 | -1,006,065 | 1,419,381 | 0.00% | -$21.81K |
| SWO GBP RCV SONIA 1D PAY | -7,380,000 | -3,690,000 | 3,690,000 | 0.00% | $81.73K |
| CURRENCY CONTRACT - KRW | -1,813,548 | -414,056 | 1,399,492 | 0.00% | -$32.05K |
| CURRENCY CONTRACT - TWD | -4,589,022 | -2,176,455 | 2,412,567 | 0.00% | $7.95K |
| CURRENCY CONTRACT - ILS | -663,700 | -600,356 | 63,344 | 0.00% | -$9.30K |
| CURRENCY CONTRACT - CHF | -10,039,339 | -588,853 | 9,450,487 | 0.00% | -$82.10K |
| CURRENCY CONTRACT - SEK | -33,188,000 | -653,124 | 32,534,876 | 0.00% | -$23.33K |
| CURRENCY CONTRACT - EUR | -44,599,539 | -12,982,049 | 31,617,490 | 0.00% | -$42.21K |
| SWO USD RCV 3.71 PAY SOFR | -12,650,000 | -6,325,000 | 6,325,000 | 0.00% | -$7.68K |
| OIS_CCP BRL RCV 11.5661% PAY BZDIO1D 04-JAN-2027 | 2,651,794 | 2,651,794 | 0 | 0.00% | -$4.73K |
| SWO USD RCV 3.64 PAY SOFR | -17,710,000 | -8,855,000 | 8,855,000 | 0.00% | -$10.81K |
| SWO USD RCV 3.685 PAY SOF | -20,240,000 | -10,120,000 | 10,120,000 | 0.00% | -$12.47K |
| SWO USD RCV SOFR 1D PAY 2 | -141,050,000 | -45,225,000 | 95,825,000 | 0.00% | $137.35K |
| OIS_CCP BRL RCV 13.25% PAY BZDIO1D 02-JAN-2029 | 10,857,720 | 17,253,949 | 6,396,229 | 0.00% | -$80.19K |
| CURRENCY CONTRACT - CAD | -20,352,668 | -14,529,935 | 5,822,733 | -0.01% | -$443.26K |
| OIS_CCP BRL RCV 11.49576% PAY BZDIO1D 04-JAN-2027 | 100,993,978 | 100,993,978 | 0 | -0.02% | -$183.15K |
| Security | Shares Dec 2025 | Shares Mar 2026 | Δ shares | End % | Δ value |
|---|---|---|---|---|---|
| Guidestone Funds MONEY MKT INSTL | 164,299,586 | 104,194,629 | -60,104,957 | 1.84% | -$60.10M |
| Northern Institutional Liquid Asset Portfolio | 59,529,068 | 35,976,217 | -23,552,851 | 0.64% | -$23.55M |
| US TREASURY N/B | 28,560,000 | 22,870,000 | -5,690,000 | 0.40% | -$6.05M |
| FN MA5191 | 17,992,555 | 16,470,654 | -1,521,901 | 0.30% | -$1.64M |
| FN CC1438 | 14,916,759 | 14,811,755 | -105,004 | 0.27% | -$208.91K |
| US TREASURY N/B | 46,310,000 | 11,609,000 | -34,701,000 | 0.20% | -$34.85M |
| FR QH0231 | 10,857,349 | 9,832,121 | -1,025,228 | 0.17% | -$1.14M |
| UMBS | 10,982,158 | 10,746,606 | -235,552 | 0.16% | -$272.16K |
| US TREASURY N/B | 15,900,000 | 9,130,000 | -6,770,000 | 0.16% | -$7.06M |
| FNMA POOL CA0694 FN 11/47 FIXED 3.5 | 9,946,932 | 9,722,058 | -224,874 | 0.16% | -$317.20K |
| FN MA4579 | 10,076,251 | 9,878,643 | -197,608 | 0.15% | -$260.14K |
| FNMA POOL CA0860 FN 12/47 FIXED 3.5 | 9,588,254 | 9,390,091 | -198,163 | 0.15% | -$284.35K |
| U.S. Treasury Bonds Principal STRIPS | 40,250,000 | 31,750,000 | -8,500,000 | 0.15% | -$2.35M |
| US TREASURY N/B | 13,031,000 | 9,153,000 | -3,878,000 | 0.14% | -$3.64M |
| FR QG9525 | 7,371,318 | 7,063,705 | -307,613 | 0.13% | -$389.52K |
| FNMA POOL CA0541 FN 10/47 FIXED 3.5 | 7,574,152 | 7,498,703 | -75,449 | 0.12% | -$150.73K |
| U.S. Treasury Inflation-Protected Indexed Notes | 12,460,000 | 6,230,000 | -6,230,000 | 0.12% | -$6.57M |
| UMBS | 6,440,259 | 6,068,245 | -372,014 | 0.11% | -$417.05K |
| FN MA5009 | 6,565,849 | 6,393,257 | -172,592 | 0.11% | -$254.21K |
| UMBS | 7,708,432 | 7,591,827 | -116,606 | 0.11% | -$117.30K |
| FNMA POOL CA0384 FN 09/47 FIXED 3.5 | 6,564,649 | 6,492,827 | -71,822 | 0.11% | -$139.50K |
| FR SD0294 | 6,166,162 | 6,008,214 | -157,949 | 0.10% | -$227.39K |
| FN CC0431 | 5,994,617 | 5,760,009 | -234,608 | 0.10% | -$294.70K |
| G2 MA6541 | 5,760,849 | 5,634,023 | -126,826 | 0.09% | -$154.82K |
| NLT 2025-NQM1 Trust | 4,841,071 | 4,509,801 | -331,270 | 0.08% | -$393.84K |
| FN MA4182 | 5,833,931 | 5,741,448 | -92,483 | 0.08% | -$91.77K |
| FR SD3745 | 4,778,406 | 4,478,131 | -300,274 | 0.08% | -$330.97K |
| FR SD7563 | 4,753,776 | 4,640,616 | -113,160 | 0.08% | -$165.45K |
| FN CB9974 | 4,456,100 | 4,367,771 | -88,329 | 0.08% | -$119.21K |
| FR SD8146 | 5,365,501 | 5,282,437 | -83,064 | 0.08% | -$89.35K |
| FN MA4158 | 5,001,604 | 4,925,200 | -76,405 | 0.07% | -$78.92K |
| Uniform Mortgage-Backed Securities | 4,871,117 | 4,788,272 | -82,845 | 0.07% | -$84.77K |
| FN CC0243 | 3,841,826 | 3,730,444 | -111,382 | 0.07% | -$138.66K |
| FN MA4325 | 4,208,815 | 4,146,749 | -62,066 | 0.06% | -$64.90K |
| FR RA5276 | 3,716,041 | 3,653,364 | -62,678 | 0.06% | -$76.55K |
| NRG TERM B 1LN 04/16/2031 | 3,102,127 | 3,094,253 | -7,873 | 0.05% | -$10.92K |
| MSRM 2025-DSC3 A1A | 3,168,605 | 3,089,964 | -78,641 | 0.05% | -$90.13K |
| CSMC 2021-NQM7 CSMC 2021-NQM7 A1 | 3,465,983 | 3,392,877 | -73,106 | 0.05% | -$109.17K |
| J.P. Morgan Mortgage Trust, Series 2025-NQM5, Class A1A | 3,100,000 | 2,965,144 | -134,856 | 0.05% | -$160.10K |
| FN MA4599 | 3,380,061 | 3,325,055 | -55,006 | 0.05% | -$74.88K |
| G2 MA8268 | 3,012,417 | 2,942,453 | -69,964 | 0.05% | -$95.46K |
| JP Morgan Mortgage Trust Series 2025-NQM4 | 3,027,978 | 2,875,226 | -152,753 | 0.05% | -$167.64K |
| OBX Trust, Series 2025-NQM21, Class A1A | 2,975,000 | 2,822,710 | -152,290 | 0.05% | -$171.41K |
| FG V83093 | 2,979,796 | 2,949,755 | -30,041 | 0.05% | -$61.36K |
| UMBS | 2,647,515 | 2,512,908 | -134,607 | 0.05% | -$153.60K |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNR 2021-135 A | 3,190,808 | 3,126,446 | -64,362 | 0.05% | -$94.58K |
| Uniform Mortgage-Backed Securities | 2,713,021 | 2,658,531 | -54,491 | 0.04% | -$94.40K |
| FR SD7540 | 3,002,783 | 2,945,033 | -57,750 | 0.04% | -$70.03K |
| Verus Securitization Trust 2025-1 | 2,665,083 | 2,487,414 | -177,668 | 0.04% | -$190.07K |
| PRKCM Trust, Series 2021-AFC2, Class A1 | 2,858,394 | 2,802,726 | -55,668 | 0.04% | -$79.06K |
| Slam Ltd. | 2,653,788 | 2,375,485 | -278,303 | 0.04% | -$321.47K |
| FN CB9155 | 2,404,387 | 2,287,416 | -116,971 | 0.04% | -$131.14K |
| FR SD8213 | 2,699,834 | 2,655,793 | -44,041 | 0.04% | -$63.52K |
| Jane Street Group / JSG Finance Inc. | 2,445,000 | 2,120,000 | -325,000 | 0.04% | -$401.31K |
| CSMC Trust, Series 2021-RPL4, Class A1 | 2,220,629 | 2,155,566 | -65,064 | 0.04% | -$64.11K |
| MFIT 2021-AA A | 2,200,000 | 2,155,752 | -44,248 | 0.04% | -$35.19K |
| ARBYS FUNDING LLC ARBYS 2020 1A A2 144A | 2,084,500 | 2,079,000 | -5,500 | 0.04% | -$2.41K |
| TPMT 2024-5 A1A | 2,124,720 | 2,037,521 | -87,199 | 0.04% | -$114.45K |
| UWM Mortgage Trust 2021-INV3 | 2,421,762 | 2,387,488 | -34,274 | 0.04% | -$42.46K |
| META PLATFORMS | 2,705,000 | 2,000,000 | -705,000 | 0.03% | -$744.09K |
| UMBS | 2,496,419 | 1,894,970 | -601,449 | 0.03% | -$634.94K |
| FN CC0102 | 1,965,711 | 1,913,084 | -52,627 | 0.03% | -$66.56K |
| FREDDIE MAC FHR 5549 BF | 2,177,126 | 1,903,501 | -273,625 | 0.03% | -$264.76K |
| KRE Commercial Mortgage Trust, Series 2025-AIP4, Class A | 2,050,000 | 1,915,469 | -134,531 | 0.03% | -$139.35K |
| Asplundh Tree Expert Term Loan B (Incremental) 175 2031-04-23 | 1,905,172 | 1,900,344 | -4,828 | 0.03% | -$8.72K |
| DaVita Term Loan B 175 2031-05-01 | 1,900,293 | 1,895,531 | -4,763 | 0.03% | -$7.74K |
| Novelis Term Loan B 200 2032-02-09 | 1,900,226 | 1,895,451 | -4,774 | 0.03% | -$11.51K |
| TransUnion Term Loan B-8 175 2031-05-29 | 1,905,177 | 1,900,354 | -4,823 | 0.03% | -$18.11K |
| FREDDIE MAC REMICS SER 5564 CL FB V/R 5.07419000 | 1,929,327 | 1,870,426 | -58,901 | 0.03% | -$49.22K |
| Ginnie Mae II Pool | 1,888,674 | 1,865,895 | -22,778 | 0.03% | -$37.97K |
| FN BJ7021 | 2,020,857 | 2,001,945 | -18,912 | 0.03% | -$37.39K |
| FN CA6988 | 2,183,997 | 2,126,791 | -57,206 | 0.03% | -$65.00K |
| FNR 2025-11 FB | 1,906,422 | 1,816,879 | -89,544 | 0.03% | -$89.33K |
| FR SD7531 | 2,045,623 | 2,003,975 | -41,648 | 0.03% | -$52.99K |
| US TREASURY N/B | 19,490,000 | 1,790,000 | -17,700,000 | 0.03% | -$17.78M |
| GCAT 2022-NQM3 Trust | 1,898,714 | 1,875,711 | -23,003 | 0.03% | -$38.83K |
| TRP 2021 LLC | 1,861,727 | 1,829,668 | -32,058 | 0.03% | -$27.12K |
| GS Mortgage-Backed Securities Trust 2022-GR2 | 2,041,030 | 2,007,248 | -33,782 | 0.03% | -$44.29K |
| SAGB 9 01/31/40 2040 | 113,355,000 | 31,277,000 | -82,078,000 | 0.03% | -$5.13M |
| Priority Waste Holdings LLC/Revolver 8/23 | 1,898,488 | 1,748,485 | -150,003 | 0.03% | -$187.53K |
| CHASE MORTGAGE FINANCE CORPORA CHASE 2024 RPL3 A1A 144A | 1,962,386 | 1,918,557 | -43,829 | 0.03% | -$52.67K |
| ATLX TRUST ATLX 2024 RPL2 A1 144A | 1,770,768 | 1,737,682 | -33,087 | 0.03% | -$43.23K |
| BCAP LLC Trust, Series 2006-AA2, Class A1 | 1,865,424 | 1,784,494 | -80,930 | 0.03% | -$77.15K |
| AM AIRLN 21-1A | 1,930,000 | 1,868,333 | -61,667 | 0.03% | -$95.74K |
| SLAM 2021-1 LTD / SLAM 2021-1 LLC 2.434% 06/15/2046 144A | 1,802,500 | 1,760,500 | -42,000 | 0.03% | -$52.10K |
| SORT 2022-1A A2 144A 6.11% 08-15-62 | 1,689,801 | 1,677,471 | -12,331 | 0.03% | $12.70K |
| Carnival Corp. | 2,595,000 | 1,615,000 | -980,000 | 0.03% | -$1.05M |
| SUNRUN DEMETER ISSUER LLC SUNRN 2021 2A A 144A | 1,818,880 | 1,787,359 | -31,521 | 0.03% | -$36.72K |
| OBX 2025-NQM13 Trust | 1,802,840 | 1,615,982 | -186,858 | 0.03% | -$197.88K |
| UWM Mortgage Trust, Series 2021-INV3, Class A9 | 1,740,641 | 1,716,007 | -24,634 | 0.03% | -$19.03K |
| SANTANDER MTGE. AS 5.545% | 1,732,700 | 1,602,763 | -129,937 | 0.03% | -$137.57K |
| UWM Mortgage Trust, Series 2021-INV2, Class A9 | 1,711,902 | 1,684,676 | -27,226 | 0.03% | -$10.34K |
| ONYP 2020-1NYP A | 1,725,000 | 1,628,242 | -96,758 | 0.03% | -$119.50K |
| JP MORGAN MORTGAGE TRUST JPMMT 2021 14 A11 144A | 1,678,299 | 1,647,048 | -31,251 | 0.03% | -$23.24K |
| JP Morgan Mortgage Trust 2025-VIS1 | 1,606,876 | 1,533,864 | -73,012 | 0.03% | -$81.22K |
| CHASE MORTGAGE FINANCE CORPORA CHASE 2024 RPL2 A1A 144A | 1,783,713 | 1,723,635 | -60,078 | 0.03% | -$63.20K |
| BRAVO Residential Funding Trust, Series 2025-NQM4, Class A1 | 1,662,777 | 1,494,403 | -168,374 | 0.03% | -$179.09K |
| SPRO 2025-1A A2 | 1,500,000 | 1,496,250 | -3,750 | 0.03% | -$15.39K |
| FN CB6080 | 1,484,184 | 1,459,355 | -24,829 | 0.03% | -$39.57K |
| Subway Funding LLC, Series 2024-1A, Class A2I | 1,475,100 | 1,471,375 | -3,725 | 0.03% | -$14.83K |
| JP MORGAN MORTGAGE TRUST JPMMT 2022 INV1 A3 144A | 1,716,045 | 1,683,689 | -32,356 | 0.03% | -$39.43K |
| MSIX 2006-2 A3 | 4,528,861 | 4,496,081 | -32,779 | 0.03% | -$26.46K |
| CMLTI 2024-1 A11 | 1,613,606 | 1,455,867 | -157,739 | 0.03% | -$158.77K |
| FNR 2025-69 DA | 1,573,783 | 1,460,504 | -113,278 | 0.03% | -$118.26K |
| REP OF POLAND | 2,401,000 | 1,565,000 | -836,000 | 0.03% | -$856.78K |
| FN CB4693 | 1,473,441 | 1,418,912 | -54,529 | 0.03% | -$67.95K |
| EFMT 2021-2 A2 | 1,726,882 | 1,685,896 | -40,986 | 0.03% | -$35.41K |
| PMTLT 2025-INV8 A7 | 1,609,814 | 1,430,483 | -179,331 | 0.03% | -$194.97K |
| JP MORGAN MORTGAGE TRUST JPMMT 2022 LTV2 A3 144A | 1,610,978 | 1,586,704 | -24,274 | 0.03% | -$45.54K |
| STELLANTIS FINANCIAL UNDERWRITTEN ENHANCED LEASE T SFUEL 2025-AA A2 | 1,711,135 | 1,432,168 | -278,966 | 0.03% | -$282.54K |
| BRAVO Residential Funding Trust 2025-NQM7 | 1,532,364 | 1,427,622 | -104,742 | 0.03% | -$112.42K |
| UMBS | 1,680,673 | 1,667,378 | -13,295 | 0.02% | -$21.69K |
| GNMA II POOL MA8644 G2 02/53 FIXED 3.5 | 1,551,961 | 1,518,758 | -33,204 | 0.02% | -$19.34K |
| SBA SENIOR FINANCE II LLC 2024 TERM LOAN B | 1,388,187 | 1,384,663 | -3,523 | 0.02% | -$3.94K |
| CHASE MORTGAGE FINANCE CORPORA CHASE 2024 7 A11 144A | 1,517,524 | 1,377,245 | -140,279 | 0.02% | -$136.77K |
| UWM Mortgage Trust 2021-INV4 | 1,673,807 | 1,648,848 | -24,959 | 0.02% | -$30.39K |
| HAROT 2023-4 A3 | 1,736,295 | 1,356,718 | -379,578 | 0.02% | -$386.85K |
| SDART 2025-1 A3 | 1,675,000 | 1,362,265 | -312,735 | 0.02% | -$314.07K |
| WAX 2022-1A A2 | 1,375,125 | 1,371,562 | -3,562 | 0.02% | $1.52K |
| ALTDE Trust, Series 2025-1A, Class A | 1,371,241 | 1,342,238 | -29,003 | 0.02% | -$52.03K |
| Subway Funding LLC, Series 2024-3A, Class A2I | 1,371,150 | 1,367,688 | -3,462 | 0.02% | -$17.02K |
| BBCMS MORTGAGE TRUST 2020-C6 SER 2020-C6 CL ASB REGD 2.59500000 | 1,481,189 | 1,389,553 | -91,636 | 0.02% | -$96.41K |
| VMED O2 UK FINANCING I SR SECURED 144A 04/32 7.75 | 2,000,000 | 1,400,000 | -600,000 | 0.02% | -$743.16K |
| VERUS SECURITIZATION TRUST VERUS 2024 5 A1 144A | 1,479,274 | 1,326,473 | -152,801 | 0.02% | -$159.36K |
| OBX Trust, Series 2022-NQM7, Class A3 | 1,374,310 | 1,333,948 | -40,362 | 0.02% | -$40.98K |
| NYMT Loan Trust, Series 2025-CP1, Class A1 | 1,428,994 | 1,375,501 | -53,492 | 0.02% | -$56.19K |
| CSMC 2010-16 B9 | 1,579,678 | 1,540,343 | -39,335 | 0.02% | -$45.29K |
| FR QE5484 | 1,508,873 | 1,494,543 | -14,330 | 0.02% | -$23.97K |
| Stream Innovations Issuer Trust, Series 2024-2A, Class A | 1,361,823 | 1,295,749 | -66,073 | 0.02% | -$73.94K |
| Concentra Term Loan B 200 2031-07-01 | 1,290,266 | 1,287,024 | -3,242 | 0.02% | -$8.10K |
| Securitized Asset Backed Receivables LLC Trust 2007-BR2 | 1,502,816 | 1,458,579 | -44,237 | 0.02% | -$33.81K |
| CITSEC TL B 1L USD | 1,288,709 | 1,285,463 | -3,246 | 0.02% | -$8.52K |
| Peer Holding III BV, First Lien, Term Loan, B5B | 1,290,250 | 1,287,000 | -3,250 | 0.02% | -$11.38K |
| G2 MA5711 | 1,333,397 | 1,302,712 | -30,685 | 0.02% | -$40.88K |
| UGI Energy Services Term Loan B 250 2030-02-01 | 1,280,253 | 1,276,962 | -3,291 | 0.02% | -$5.54K |
| GoodLeap Sustainable Home Solutions Trust, Series 2022-2CS, Class A | 1,515,544 | 1,480,475 | -35,069 | 0.02% | -$75.84K |
| HELMERICH & PAYN | 2,515,000 | 1,294,000 | -1,221,000 | 0.02% | -$1.21M |
| Avis Budget Rental Car Funding AESOP LLC, Series 2024-1A, Class A | 1,880,000 | 1,230,000 | -650,000 | 0.02% | -$683.49K |
| COLT Mortgage Loan Trust, Series 2024-3, Class A1 | 1,368,474 | 1,244,357 | -124,117 | 0.02% | -$130.66K |
| Clearwater Analytics Term Loan B 225 2032-02-02 | 1,250,000 | 1,246,875 | -3,125 | 0.02% | -$5.08K |
| ARMK TL B10 1L USD | 1,245,698 | 1,239,124 | -6,574 | 0.02% | -$8.80K |
| FNMA POOL FM2971 FN 08/45 FIXED VAR | 1,314,333 | 1,276,242 | -38,092 | 0.02% | -$48.37K |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 1,262,128 | 1,221,721 | -40,407 | 0.02% | -$50.77K |
| FR RA1411 | 1,379,659 | 1,355,632 | -24,027 | 0.02% | -$34.38K |
| TRIPADVISOR TL | 1,287,000 | 1,283,750 | -3,250 | 0.02% | -$24.28K |
| Verus Securitization Trust, Series 2025-INV1, Class A1 | 1,234,445 | 1,193,026 | -41,419 | 0.02% | -$49.30K |
| J.P. Morgan Mortgage Trust, Series 2024-VIS2, Class A1 | 1,254,726 | 1,191,328 | -63,398 | 0.02% | -$71.64K |
| JP Morgan Mortgage Trust 2021-12 | 1,323,806 | 1,272,252 | -51,554 | 0.02% | -$59.62K |
| GoodLeap Home Improvement Solutions Trust, Series 2024-1A, Class A | 1,252,267 | 1,182,596 | -69,671 | 0.02% | -$77.05K |
| FIGRE Trust, Series 2025-PF1, Class A | 1,268,217 | 1,185,648 | -82,569 | 0.02% | -$97.83K |
| MOTOROLA SOLUTIO | 1,900,000 | 1,158,000 | -742,000 | 0.02% | -$795.56K |
| FR RA5801 | 1,390,410 | 1,364,816 | -25,594 | 0.02% | -$28.24K |
| FIGRE Trust, Series 2024-HE2, Class A | 1,231,826 | 1,133,798 | -98,027 | 0.02% | -$108.30K |
| Freddie Mac REMICS | 1,242,784 | 1,143,667 | -99,118 | 0.02% | -$99.55K |
| TIF 2024-2A A | 1,155,592 | 1,131,758 | -23,833 | 0.02% | -$26.52K |
| MSAIC 2022-1A A | 1,329,892 | 1,296,467 | -33,425 | 0.02% | -$22.77K |
| CAUTO 2024-3A A2 | 1,181,250 | 1,177,500 | -3,750 | 0.02% | $1.24K |
| FIGRE Trust 2024-HE5 | 1,199,282 | 1,124,900 | -74,382 | 0.02% | -$85.44K |
| GoodLeap Sustainable Home Solutions Trust, Series 2021-3CS, Class A | 1,484,559 | 1,451,979 | -32,579 | 0.02% | -$84.29K |
| STRUCTURED ASSET SECURITIES CO SASC 2007 BC4 A1 | 1,255,581 | 1,147,783 | -107,798 | 0.02% | -$102.98K |
| ONSLOW BAY FINANCIAL LLC OBX 2024 NQM8 A1 144A | 1,235,001 | 1,106,958 | -128,043 | 0.02% | -$133.47K |
| VERUS SECURITIZATION TRUST VERUS 2024 4 A1 144A | 1,220,321 | 1,106,169 | -114,153 | 0.02% | -$121.05K |
| FNR 2025-54 FM | 1,185,846 | 1,105,213 | -80,633 | 0.02% | -$78.63K |
| BLUE OWL FIN LLC | 1,285,000 | 1,155,000 | -130,000 | 0.02% | -$216.69K |
| FNR 2025-65 BA | 1,269,831 | 1,107,272 | -162,559 | 0.02% | -$163.02K |
| FNR 2025-52 GA | 1,234,654 | 1,100,348 | -134,306 | 0.02% | -$141.37K |
| DRMT 2021-4 A2 | 1,284,111 | 1,212,112 | -71,999 | 0.02% | -$68.39K |
| SMBC AVIATION CAPITAL FI REGD 144A P/P 5.30000000 | 1,275,000 | 1,052,000 | -223,000 | 0.02% | -$244.62K |
| CLAST 2025-3A A 144A 5.087% 11-15-50 | 1,092,737 | 1,071,075 | -21,663 | 0.02% | -$39.25K |
| NRZT 2025-NQM1 A1 | 1,106,720 | 1,038,731 | -67,989 | 0.02% | -$72.36K |
| PRPM LLC, Series 2024-RCF1, Class A1 | 1,111,293 | 1,047,817 | -63,477 | 0.02% | -$64.74K |
| COMMERCIAL METALS CO SR UNSECURED 144A 11/33 5.75 | 1,255,000 | 1,035,000 | -220,000 | 0.02% | -$258.92K |
| MSRM 2025-NQM9 A2 | 1,078,608 | 1,025,727 | -52,881 | 0.02% | -$60.28K |
| FNMA POOL MA5167 FN 10/53 FIXED 6.5 | 1,130,896 | 983,586 | -147,310 | 0.02% | -$157.21K |
| CIM Trust 2025-I1 | 1,099,026 | 1,005,506 | -93,520 | 0.02% | -$101.84K |
| GUYS 2023-1A A2 | 990,000 | 987,500 | -2,500 | 0.02% | -$12.71K |
| PRET Trust, Series 2025-RPL5, Class A1 | 1,054,492 | 1,033,730 | -20,762 | 0.02% | -$33.90K |
| CLAST 2025-2A A | 1,022,733 | 1,002,282 | -20,451 | 0.02% | -$33.36K |
| OBX Trust, Series 2024-NQM10, Class A2 | 1,112,680 | 991,718 | -120,963 | 0.02% | -$123.44K |
| Fort Moore Family Communities LLC | 1,115,985 | 1,106,616 | -9,368 | 0.02% | -$20.43K |
| Tricon Residential 2025-SFR2 Trust | 999,478 | 999,006 | -472 | 0.02% | -$21.77K |
| ONSLOW BAY FINANCIAL LLC OBX 2024 NQM2 A1 144A | 1,128,922 | 983,011 | -145,911 | 0.02% | -$150.20K |
| T/L HIGHTOWER HOLDING LLC REGD 0.00000000 | 995,613 | 993,117 | -2,495 | 0.02% | -$14.30K |
| EMRLD Borrower LP Term Loan B | 982,538 | 980,075 | -2,462 | 0.02% | -$6.27K |
| ALK 4.8 08/15/27 144A | 1,033,700 | 967,070 | -66,630 | 0.02% | -$72.62K |
| AASET Trust | 957,284 | 938,490 | -18,794 | 0.02% | -$26.10K |
| SATS 3.875 11/30/30 | 297,704 | 260,704 | -37,000 | 0.02% | -$63.16K |
| CURRENCY CONTRACT - BRL | -14,976,085 | -63,030,886 | -48,054,801 | 0.02% | $1.04M |
| APOLLO AVIATION SECURITIZATION EQUITY TRUST | 937,791 | 919,096 | -18,695 | 0.02% | -$31.28K |
| Freddie Mac REMICS | 1,074,896 | 921,141 | -153,756 | 0.02% | -$152.85K |
| SVHE 2007-OPT1 2A4 | 1,383,312 | 1,359,255 | -24,058 | 0.02% | -$16.50K |
| Aaset Trust, Series 2024-1A, Class A1 | 916,928 | 902,624 | -14,304 | 0.02% | -$27.74K |
| PRPM LLC, Series 2024-7, Class A1 | 1,097,902 | 914,118 | -183,784 | 0.02% | -$184.15K |
| CLAST 2025-1A A 144A 5.783% 02-15-50 | 934,639 | 907,087 | -27,552 | 0.02% | -$36.47K |
| SMB Private Education Loan Trust, Series 2021-D, Class A1A | 1,057,425 | 963,834 | -93,591 | 0.02% | -$88.88K |
| Verus Securitization Trust 2025-7 | 965,638 | 912,530 | -53,108 | 0.02% | -$58.91K |
| Signature Aviation Term Loan B (Add-on) 275 2028-06-01 | 910,992 | 908,691 | -2,300 | 0.02% | -$5.34K |
| G2 MA6089 | 1,034,696 | 1,011,157 | -23,539 | 0.02% | -$28.95K |
| FN MA5192 | 1,008,324 | 875,576 | -132,748 | 0.02% | -$142.60K |
| FN BM5538 | 915,419 | 892,368 | -23,051 | 0.02% | -$34.23K |
| GCAT GCAT 2024 NQM2 A1 144A | 998,619 | 885,836 | -112,783 | 0.02% | -$117.24K |
| PK ALIFT LOAN FUNDING PKAIR 2025 1 A 144A | 938,607 | 884,845 | -53,763 | 0.02% | -$54.66K |
| G2 MA5399 | 916,789 | 897,031 | -19,758 | 0.02% | -$27.92K |
| NSTR 2007-C 1AV1 | 923,098 | 881,360 | -41,739 | 0.02% | -$40.07K |
| MSAC 2007-NC3 A2C | 1,161,290 | 1,134,446 | -26,844 | 0.02% | -$41.78K |
| Quikrete Term Loan B-3 (Incremental) 225 2032-01-23 | 865,650 | 863,475 | -2,175 | 0.02% | -$6.36K |
| NAVTR 2021-1 A 144A 2.771% 11-15-46 | 970,223 | 903,824 | -66,400 | 0.02% | -$69.70K |
| ACE Securities Corp. Home Equity Loan Trust, Series 2007-ASAP1 | 2,095,569 | 2,087,495 | -8,074 | 0.02% | -$7.98K |
| STWD 5.25 10/15/28 144A | 1,195,000 | 860,000 | -335,000 | 0.02% | -$357.65K |
| SOLRR 2021-1 A 144A 2.636% 10-15-46 | 916,834 | 893,565 | -23,269 | 0.02% | -$26.34K |
| BRAVO Residential Funding Trust Series 2025-NQM8 | 919,307 | 846,435 | -72,872 | 0.01% | -$77.75K |
| ATLX TRUST ATLX 2024 RPL1 A1 144A | 884,883 | 867,219 | -17,664 | 0.01% | -$21.91K |
| COLT Mortgage Loan Trust, Series 2023-3, Class A1 | 918,066 | 837,408 | -80,658 | 0.01% | -$86.05K |
| Cerberus Loan Funding XXXII LP | 911,833 | 840,999 | -70,835 | 0.01% | -$70.13K |
| CHASE HOME LENDING MORTGAGE TRUST 2025-5 CHASE 2025-5 A4A | 1,010,770 | 841,115 | -169,655 | 0.01% | -$177.08K |
| OSAT 2021-RPL1 Trust | 846,476 | 830,424 | -16,052 | 0.01% | -$14.96K |
| GGAMMT 2025-1A A 144A 5.923% 09-30-60 | 915,000 | 830,119 | -84,881 | 0.01% | -$94.52K |
| EFMT 2025-CES4 A1 | 898,777 | 825,712 | -73,065 | 0.01% | -$79.42K |
| LMAT 2021-GS4 A1 | 842,150 | 822,509 | -19,641 | 0.01% | -$19.79K |
| CMLTI 2006-WF1 A1 | 1,758,965 | 1,735,955 | -23,010 | 0.01% | -$27.71K |
| RCKT Mortgage Trust, Series 2025-CES7, Class A1B | 919,819 | 807,368 | -112,451 | 0.01% | -$120.97K |
| BAE SYSTEMS PLC | 1,795,000 | 787,000 | -1,008,000 | 0.01% | -$1.06M |
| UMBS, 30 Year | 863,651 | 846,565 | -17,086 | 0.01% | -$24.67K |
| OBX 2025-NQM10 Trust | 861,079 | 793,937 | -67,142 | 0.01% | -$70.06K |
| TIF FUNDING II LLC TIF 2021 1A A 144A | 903,125 | 871,250 | -31,875 | 0.01% | -$33.37K |
| GS MORTGAGE-BACKED SECURITIES TRUST 2025-NQM3 GSMBS 2025-NQM3 A3 | 849,746 | 795,397 | -54,349 | 0.01% | -$60.29K |
| Subway Funding LLC, Series 2024-1A, Class A23 | 792,000 | 790,000 | -2,000 | 0.01% | -$28.26K |
| UMBS | 779,923 | 762,251 | -17,671 | 0.01% | -$22.95K |
| Carrington Mortgage Loan Trust Series 2006-NC5 | 890,010 | 865,917 | -24,093 | 0.01% | -$20.41K |
| FR SD8315 | 817,873 | 796,257 | -21,616 | 0.01% | -$27.73K |
| GLS AUTO RECEIVABLES TRUST GCAR 2025 2A A2 144A | 1,311,806 | 787,297 | -524,509 | 0.01% | -$526.00K |
| OPTION ONE MORTGAGE LOAN TRUST OOMLT 2007 5 2A4 | 1,446,754 | 1,436,903 | -9,851 | 0.01% | -$8.42K |
| Freddie Mac REMICS | 843,230 | 771,471 | -71,759 | 0.01% | -$74.04K |
| Verus Securitization Trust 2025-2 | 857,641 | 771,532 | -86,109 | 0.01% | -$89.67K |
| Uniform Mortgage-Backed Securities | 965,241 | 949,991 | -15,250 | 0.01% | -$15.66K |
| GCAT 2025-NQM4 Trust | 835,148 | 769,430 | -65,718 | 0.01% | -$72.95K |
| FN CB6076 | 782,879 | 755,845 | -27,034 | 0.01% | -$34.46K |
| TRITON CONTAINER FINANCE VIII TCF 2021 1A A 144A | 858,600 | 828,000 | -30,600 | 0.01% | -$33.47K |
| PRPM LLC, Series 2025-6, Class A1 | 785,567 | 763,086 | -22,482 | 0.01% | -$25.40K |
| OIS_CCP JPY RCV TONAR1D PAY 1% 18-MAR-2028 | 37,254,000,000 | 18,040,000,000 | -19,214,000,000 | 0.01% | -$371.07K |
| FNCL UMBS 4.0 BW6230 09-01-52 | 817,346 | 802,622 | -14,724 | 0.01% | -$20.39K |
| CIM TRUST CIM 2025 R1 A1 144A | 785,053 | 766,816 | -18,237 | 0.01% | -$23.87K |
| FN BZ4468 | 748,092 | 746,675 | -1,417 | 0.01% | $1.33K |
| Cross 2025-H2 Mortgage Trust | 833,105 | 754,907 | -78,198 | 0.01% | -$83.32K |
| OBX 2024-NQM9 Trust | 821,803 | 743,968 | -77,835 | 0.01% | -$80.96K |
| OBX 2024-NQM9 Trust | 821,803 | 743,968 | -77,835 | 0.01% | -$80.92K |
| AASET 2024-1 US LTD / AASET 2024-1 INTL LTD 6.261% 05/16/2049 144A | 733,543 | 722,099 | -11,443 | 0.01% | -$21.93K |
| UNTD AIR 20-1 A | 748,128 | 716,334 | -31,795 | 0.01% | -$38.91K |
| Cross 2025-H1 Mortgage Trust | 834,285 | 720,490 | -113,795 | 0.01% | -$119.84K |
| UMBS | 726,075 | 675,497 | -50,578 | 0.01% | -$54.54K |
| BLKFPL TL B 1L USD | 700,000 | 698,250 | -1,750 | 0.01% | $755 |
| UMBS | 700,339 | 673,409 | -26,930 | 0.01% | -$32.47K |
| VSTA 2025-CES1 A1 | 748,285 | 692,850 | -55,435 | 0.01% | -$57.87K |
| UMBS | 716,971 | 668,255 | -48,716 | 0.01% | -$54.77K |
| FNMA POOL BV2452 FN 06/52 FIXED 3 | 793,631 | 788,354 | -5,278 | 0.01% | -$10.85K |
| WAY TL B 1L USD | 700,512 | 688,769 | -11,743 | 0.01% | -$17.86K |
| UMBS | 810,570 | 795,922 | -14,648 | 0.01% | -$18.37K |
| FNR 2025-65 CA | 756,667 | 684,507 | -72,161 | 0.01% | -$77.84K |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 686,957 | 670,761 | -16,196 | 0.01% | -$21.79K |
| Government National Mortgage Association | 726,851 | 710,545 | -16,307 | 0.01% | -$21.33K |
| Subway Funding LLC, Series 2024-3A, Class A23 | 693,000 | 691,250 | -1,750 | 0.01% | -$15.05K |
| AOMT 2024-2 A3 | 707,126 | 671,452 | -35,674 | 0.01% | -$38.30K |
| FR SD8129 | 802,687 | 789,125 | -13,562 | 0.01% | -$16.51K |
| FN BT8106 | 767,592 | 757,700 | -9,892 | 0.01% | -$14.50K |
| AOMT 2025-12 A3 | 694,161 | 672,202 | -21,958 | 0.01% | -$27.32K |
| UMBS | 686,785 | 646,528 | -40,257 | 0.01% | -$45.66K |
| Saluda Grade Alternative Mortgage Trust, Series 2025-LOC4, Class A1A | 710,118 | 664,490 | -45,627 | 0.01% | -$44.49K |
| FOCUS BRANDS FUNDING SER 2023-2 CL A2 REGD 144A P/P 8.24100000 | 637,000 | 635,375 | -1,625 | 0.01% | -$10.61K |
| J.P. Morgan Mortgage Trust, Series 2021-LTV2, Class A1 | 779,382 | 765,959 | -13,423 | 0.01% | -$16.02K |
| SPRO 2024-1A A2 | 638,625 | 637,000 | -1,625 | 0.01% | -$7.34K |
| BX Commercial Mortgage Trust, Series 2024-AIRC, Class A | 702,146 | 650,438 | -51,708 | 0.01% | -$52.52K |
| FN MA4597 | 815,076 | 804,140 | -10,937 | 0.01% | -$11.40K |
| JP MORGAN MORTGAGE TRUST 2025-1 JPMMT 2025-1 A4 | 726,874 | 646,519 | -80,356 | 0.01% | -$87.50K |
| STRUCTURED ASSET INVESTMENT LO SAIL 2005 1 M3 144A | 694,691 | 655,391 | -39,301 | 0.01% | -$42.77K |
| FIGRE Trust, Series 2024-HE3, Class A | 693,584 | 640,180 | -53,404 | 0.01% | -$57.28K |
| Sequoia Mortgage Trust 2025-8 5.50 | 764,543 | 648,283 | -116,260 | 0.01% | -$118.53K |
| FN FS5749 | 701,921 | 625,061 | -76,860 | 0.01% | -$82.13K |
| Cross 2025-H6 Mortgage Trust | 711,236 | 642,499 | -68,737 | 0.01% | -$74.10K |
| SVC ABS LLC, Series 2023-1A, Class A | 640,792 | 639,979 | -812 | 0.01% | $3.66K |
| CLI Funding VIII LLC, Series 2021-1A, Class A | 727,442 | 685,476 | -41,966 | 0.01% | -$41.95K |
| GCAT 2025-INV3 Trust | 681,671 | 624,837 | -56,834 | 0.01% | -$63.94K |
| FNR 2025-68 CA | 722,741 | 634,140 | -88,600 | 0.01% | -$92.14K |
| MCAIRH 5.2 03/27/28 144A | 865,000 | 627,000 | -238,000 | 0.01% | -$249.07K |
| URUGUA 8.5 03/15/28 REGS | 31,840,000 | 24,764,000 | -7,076,000 | 0.01% | -$206.97K |
| Uniform Mortgage-Backed Securities | 703,816 | 688,459 | -15,356 | 0.01% | -$19.66K |
| Gilead Aviation LLC, Series 2025-1A, Class A | 625,772 | 617,441 | -8,331 | 0.01% | -$13.70K |
| CITZN 2023-1 A3 | 1,034,745 | 620,461 | -414,284 | 0.01% | -$418.09K |
| GNMA | 745,801 | 727,185 | -18,616 | 0.01% | -$18.96K |
| MC 2021-1 Ltd | 690,883 | 657,976 | -32,907 | 0.01% | -$36.01K |
| VSTA 2024-CES1 A1 | 684,825 | 611,884 | -72,942 | 0.01% | -$75.00K |
| GNMA | 739,504 | 722,144 | -17,360 | 0.01% | -$17.87K |
| STONEPEAK SALTT 2021 1A AA 144A | 658,770 | 629,559 | -29,211 | 0.01% | -$26.92K |
| SMB Private Education Loan Trust (Private Loans) 5.50 06/17/2052 | 638,488 | 602,796 | -35,692 | 0.01% | -$41.17K |
| G2 MA5467 | 633,923 | 620,103 | -13,821 | 0.01% | -$19.01K |
| Sonic Capital LLC, Series 2020-1A, Class A2I | 615,333 | 613,708 | -1,625 | 0.01% | -$1.40K |
| Apollo aviation securitization | 648,568 | 634,727 | -13,841 | 0.01% | -$15.57K |
| STOLTHAVEN HSTN 5.98% | 588,000 | 582,000 | -6,000 | 0.01% | -$1.53K |
| TPMT 2024-4 A1A | 639,103 | 598,828 | -40,275 | 0.01% | -$42.40K |
| FR SL1136 | 607,222 | 593,595 | -13,627 | 0.01% | -$19.70K |
| G2 MA7768 | 681,632 | 667,394 | -14,238 | 0.01% | -$18.15K |
Top 300 of 710, by weight.
| Security | Shares Dec 2025 | Shares Mar 2026 | Δ shares | End % | Δ value |
|---|---|---|---|---|---|
| US TREASURY N/B | 37,760,000 | 37,760,000 | 0 | 0.58% | -$90.71K |
| US TREASURY N/B | 31,740,000 | 31,740,000 | 0 | 0.39% | -$269.67K |
| US TREASURY N/B | 32,300,000 | 32,300,000 | 0 | 0.37% | -$244.14K |
| U.S. TREASURY INFLATION-PROTECTED SECURITIES 0-5/8% 07/15/2032 | 18,400,000 | 18,400,000 | 0 | 0.34% | $64.49K |
| US TREASURY N/B | 19,910,000 | 19,910,000 | 0 | 0.33% | -$26.83K |
| US TREASURY N/B | 17,280,000 | 17,280,000 | 0 | 0.31% | -$190.69K |
| U.S. TREASURY INFLATION-PROTECTED SECURITIES 1.125% 01/15/2033 | 13,700,000 | 13,700,000 | 0 | 0.25% | $19.86K |
| US TREASURY N/B | 14,760,000 | 14,760,000 | 0 | 0.25% | -$229.76K |
| U.S. Treasury Notes | 13,775,000 | 13,775,000 | 0 | 0.25% | -$66.73K |
| US TREASURY N/B | 13,520,000 | 13,520,000 | 0 | 0.24% | -$131.50K |
| PLACEHOLD PROJECT CASHMER | 16,900,000 | 16,900,000 | 0 | 0.21% | $381.94K |
| US TREASURY N/B | 11,110,000 | 11,110,000 | 0 | 0.19% | -$133.67K |
| US TREASURY N/B | 10,500,000 | 10,500,000 | 0 | 0.18% | -$121.82K |
| US TREASURY N/B | 9,990,000 | 9,990,000 | 0 | 0.18% | -$96.58K |
| US TREASURY N/B | 10,535,000 | 10,535,000 | 0 | 0.17% | -$147.12K |
| GLENCORE FDG LLC | 8,410,000 | 8,410,000 | 0 | 0.16% | -$203.17K |
| US TREASURY N/B | 13,140,000 | 13,140,000 | 0 | 0.16% | -$119.59K |
| US TREASURY N/B | 8,662,000 | 8,662,000 | 0 | 0.15% | -$85.44K |
| US TREASURY N/B | 8,697,000 | 8,697,000 | 0 | 0.15% | -$81.19K |
| US TREASURY N/B | 11,300,000 | 11,300,000 | 0 | 0.15% | -$109.47K |
| PKBLU 2025-9A A1 | 8,050,000 | 8,050,000 | 0 | 0.14% | -$16.98K |
| US TREASURY N/B | 10,430,000 | 10,430,000 | 0 | 0.14% | -$105.52K |
| MORGAN STANLEY | 7,485,000 | 7,485,000 | 0 | 0.14% | -$197.12K |
| US TREASURY N/B | 7,640,000 | 7,640,000 | 0 | 0.14% | -$51.03K |
| U.S. Treasury Inflation-Protected Notes 1.75%, Due 01/15/2034 | 7,300,000 | 7,300,000 | 0 | 0.14% | -$7.55K |
| US TREASURY N/B | 7,550,000 | 7,550,000 | 0 | 0.14% | -$130.95K |
| BROADCOM INC | 8,445,000 | 8,445,000 | 0 | 0.13% | -$111.76K |
| EU 2.875 10/05/29 UFA | 6,300,000 | 6,300,000 | 0 | 0.13% | -$225.93K |
| FREDDIE MAC NOTES 10/26 0.8 | 7,200,000 | 7,200,000 | 0 | 0.13% | $44.87K |
| US TREASURY N/B | 9,580,000 | 9,580,000 | 0 | 0.12% | -$92.43K |
| U.S. Treasury STRIPS Coupon | 7,660,800 | 7,660,800 | 0 | 0.12% | $15.01K |
| CONTINENTAL RESOURCES REGD 144A P/P 5.75000000 | 6,495,000 | 6,495,000 | 0 | 0.12% | -$47.57K |
| US TREASURY N/B | 6,500,000 | 6,500,000 | 0 | 0.12% | -$67.29K |
| Eagle Funding LuxCo S.a.r.l. | 6,410,000 | 6,410,000 | 0 | 0.11% | -$84.04K |
| HCA INC | 6,206,000 | 6,206,000 | 0 | 0.11% | -$121.45K |
| US TREASURY N/B | 6,300,000 | 6,300,000 | 0 | 0.11% | -$80.84K |
| US TREASURY N/B | 5,960,000 | 5,960,000 | 0 | 0.10% | -$93.82K |
| BOEING CO/THE | 5,221,000 | 5,221,000 | 0 | 0.10% | -$100.74K |
| US TREASURY N/B | 6,900,000 | 6,900,000 | 0 | 0.10% | -$90.29K |
| QUEBEC PROVINCE CDA 4.45% 09/01/2034 | 7,500,000 | 7,500,000 | 0 | 0.10% | -$109.45K |
| APPLOVIN CORP | 5,432,000 | 5,432,000 | 0 | 0.10% | -$203.76K |
| GOLDMAN SACHS GP | 5,200,000 | 5,200,000 | 0 | 0.09% | -$71.36K |
| US TREASURY N/B | 7,050,000 | 7,050,000 | 0 | 0.09% | -$75.73K |
| UBS V5.699 02/08/35 144A | 5,220,000 | 5,220,000 | 0 | 0.09% | -$149.81K |
| T-MOBILE USA INC | 5,075,000 | 5,075,000 | 0 | 0.09% | -$78.55K |
| ORACLE CORP | 5,391,000 | 5,391,000 | 0 | 0.09% | -$119.67K |
| BANK OF AMER CRP | 4,985,000 | 4,985,000 | 0 | 0.09% | -$54.44K |
| US TREASURY N/B | 5,700,000 | 5,700,000 | 0 | 0.09% | -$69.91K |
| US TREASURY N/B | 9,200,000 | 9,200,000 | 0 | 0.08% | -$54.98K |
| Government of Canada | 6,700,000 | 6,700,000 | 0 | 0.08% | -$78.46K |
| CDEP 5.875 04/30/29 144A | 4,400,000 | 4,400,000 | 0 | 0.08% | -$50.40K |
| TENN VALLEY AUTH | 5,400,000 | 5,400,000 | 0 | 0.08% | -$31.25K |
| ROCKET MTGE. LLC / 4.00% | 4,950,000 | 4,950,000 | 0 | 0.08% | -$161.81K |
| TRNTS 2025-34A A | 4,375,000 | 4,375,000 | 0 | 0.08% | -$15.02K |
| MORGAN STANLEY | 3,901,000 | 3,901,000 | 0 | 0.08% | -$125.73K |
| U.S. Treasury STRIPS Coupon | 5,260,000 | 5,260,000 | 0 | 0.07% | $12.13K |
| US TREASURY N/B | 4,300,000 | 4,300,000 | 0 | 0.07% | -$51.40K |
| CGMS 2025-3A A | 4,050,000 | 4,050,000 | 0 | 0.07% | -$12.82K |
| AERCAP IRELAND | 4,460,000 | 4,460,000 | 0 | 0.07% | -$72.95K |
| T-MOBILE USA INC | 3,810,000 | 3,810,000 | 0 | 0.07% | -$74.93K |
| Royal Caribbean Cruises Ltd. | 3,910,000 | 3,910,000 | 0 | 0.07% | -$73.14K |
| DOLP Trust, Series 2021-NYC, Class A | 4,350,000 | 4,350,000 | 0 | 0.07% | -$9.94K |
| US TREASURY N/B | 4,800,000 | 4,800,000 | 0 | 0.07% | -$51.19K |
| JEFFERIES GROUP | 3,490,000 | 3,490,000 | 0 | 0.06% | -$130.97K |
| BX Commercial Mortgage Trust, Series 2025-BCAT, Class B | 3,545,654 | 3,545,654 | 0 | 0.06% | -$8.92K |
| FORDR 2025-2 A | 3,500,000 | 3,500,000 | 0 | 0.06% | -$41.19K |
| TARGA RESOURCES | 3,150,000 | 3,150,000 | 0 | 0.06% | -$38.25K |
| CDW LLC/CDW FIN | 3,715,000 | 3,715,000 | 0 | 0.06% | -$68.95K |
| HCA INC | 3,320,000 | 3,320,000 | 0 | 0.06% | -$83.58K |
| EchoStar Corp | 3,136,816 | 3,136,816 | 0 | 0.06% | -$80.66K |
| TEXTRON INC | 3,210,000 | 3,210,000 | 0 | 0.06% | -$81.24K |
| AT&T INC | 3,994,000 | 3,994,000 | 0 | 0.06% | -$34.49K |
| JPMORGAN CHASE | 3,650,000 | 3,650,000 | 0 | 0.06% | -$30.11K |
| ADC 2021-1A A2 | 3,400,000 | 3,400,000 | 0 | 0.06% | $25.83K |
| ADVENT HEALTH SY | 3,360,000 | 3,360,000 | 0 | 0.06% | -$47.14K |
| JPMORGAN CHASE | 3,210,000 | 3,210,000 | 0 | 0.06% | -$64.98K |
| CHENIERE ENERGYP | 3,070,000 | 3,070,000 | 0 | 0.06% | -$42.14K |
| GOLDMAN SACHS GP | 3,200,000 | 3,200,000 | 0 | 0.06% | -$27.83K |
| QTS THUNDER 5.42% | 3,150,000 | 3,150,000 | 0 | 0.06% | -$914 |
| WELLS FARGO CO | 3,100,000 | 3,100,000 | 0 | 0.06% | -$46.47K |
| PILGRIM'S PRIDE | 3,430,000 | 3,430,000 | 0 | 0.06% | -$60.35K |
| MS F 04/13/28 MTN | 3,100,000 | 3,100,000 | 0 | 0.05% | -$1.91K |
| US TREASURY N/B | 5,000,000 | 5,000,000 | 0 | 0.05% | -$40.43K |
| ENERGY TRANS | 3,020,000 | 3,020,000 | 0 | 0.05% | -$30.52K |
| UBER TECHNOLOGIES INC REGD 144A P/P 4.50000000 | 3,115,000 | 3,115,000 | 0 | 0.05% | -$30.95K |
| CEMEX SAB DE CV REGD 144A P/P 3.87500000 | 3,305,000 | 3,305,000 | 0 | 0.05% | -$79.78K |
| U.S. Treasury STRIPS Coupon | 3,810,000 | 3,810,000 | 0 | 0.05% | $8.44K |
| JPMORGAN CHASE | 2,970,000 | 2,970,000 | 0 | 0.05% | -$63.67K |
| BFLD Commercial Mortgage Trust 2025-5MW | 3,050,000 | 3,050,000 | 0 | 0.05% | -$26.87K |
| FHMS K547 A2 | 3,000,000 | 3,000,000 | 0 | 0.05% | -$25.00K |
| ONEOK INC | 3,100,000 | 3,100,000 | 0 | 0.05% | -$64.11K |
| BFLD Commercial Mortgage Trust, Series 2025-660F, Class C | 3,000,000 | 3,000,000 | 0 | 0.05% | -$22.24K |
| FFCB 1.7 04/23/35 | 3,800,000 | 3,800,000 | 0 | 0.05% | -$22.07K |
| OMW 2020-1MW A 144A 2.13% 09-10-39 | 3,075,000 | 3,075,000 | 0 | 0.05% | $3.98K |
| AP GRANGE HLDGS USD 6.50% | 2,799,415 | 2,799,415 | 0 | 0.05% | -$14.00K |
| SOUTHERN CO | 2,835,000 | 2,835,000 | 0 | 0.05% | -$53.23K |
| NATWEST GROUP | 2,900,000 | 2,900,000 | 0 | 0.05% | -$34.14K |
| US TREASURY N/B | 3,580,000 | 3,580,000 | 0 | 0.05% | -$41.67K |
| US TREASURY N/B | 4,000,000 | 4,000,000 | 0 | 0.05% | -$38.13K |
| LAZARD GROUP LLC | 2,875,000 | 2,875,000 | 0 | 0.05% | -$83.71K |
| SAGB 8.875 02/28/35 2035 | 49,000,000 | 49,000,000 | 0 | 0.05% | -$235.51K |
| IRV Trust, Series 2025-200P, Class A | 2,800,000 | 2,800,000 | 0 | 0.05% | -$56.19K |
| ANTHOL 3.75 07/15/27 | 2,895,000 | 2,895,000 | 0 | 0.05% | -$18.31K |
| NYC Commercial Mortgage Trust, Series 2025-11X, Class A | 2,800,000 | 2,800,000 | 0 | 0.05% | -$7.93K |
| TOYOTA AUTO LOAN EXTENDED NOTE TRUST 2025-1 TALNT 2025-1A A | 2,775,000 | 2,775,000 | 0 | 0.05% | -$36.20K |
| BANK OF AMER CRP | 2,700,000 | 2,700,000 | 0 | 0.05% | -$51.39K |
| ENTG 4.75 04/15/29 144A | 2,755,000 | 2,755,000 | 0 | 0.05% | -$41.76K |
| Invesco US CLO Ltd., Series 2024-4A, Class A1 | 2,720,000 | 2,720,000 | 0 | 0.05% | -$8.26K |
| CIFC Funding Ltd., Series 2018-1A, Class A1R | 2,720,000 | 2,720,000 | 0 | 0.05% | -$8.42K |
| ROCK Trust, Series 2024-CNTR, Class A | 2,650,000 | 2,650,000 | 0 | 0.05% | -$30.34K |
| JPMorgan Chase & Co., Series OO | 2,625,000 | 2,625,000 | 0 | 0.05% | -$33.29K |
| BGC GROUP INC | 2,645,000 | 2,645,000 | 0 | 0.05% | -$52.65K |
| BX Trust 2025-VLT6 | 2,695,000 | 2,695,000 | 0 | 0.05% | -$15.05K |
| FIDELITY NATL FI | 2,675,000 | 2,675,000 | 0 | 0.05% | -$26.13K |
| SANTAN 5.565 01/17/30 | 2,600,000 | 2,600,000 | 0 | 0.05% | -$46.17K |
| LEIDOS INC | 2,615,000 | 2,615,000 | 0 | 0.05% | -$62.08K |
| ING GROEP NV | 2,600,000 | 2,600,000 | 0 | 0.05% | -$68.34K |
| CITIGROUP INC | 2,600,000 | 2,600,000 | 0 | 0.05% | -$30.54K |
| AMXCA 2025-3 A | 2,600,000 | 2,600,000 | 0 | 0.05% | -$33.05K |
| US TREASURY N/B | 3,200,000 | 3,200,000 | 0 | 0.05% | -$35.75K |
| BANK5, Series 2025-5YR16, Class AS | 2,550,000 | 2,550,000 | 0 | 0.05% | -$30.05K |
| WFC F 04/22/28 MTN | 2,600,000 | 2,600,000 | 0 | 0.05% | -$5.24K |
| FFCB 2.85 03/28/34 | 2,880,000 | 2,880,000 | 0 | 0.05% | $2.47K |
| Station Place Securitization Trust Series 2025-SP2 | 2,600,000 | 2,600,000 | 0 | 0.05% | $0 |
| UBS GROUP | 2,650,000 | 2,650,000 | 0 | 0.05% | -$34.88K |
| U.S. Treasury STRIPS Coupon | 3,306,100 | 3,306,100 | 0 | 0.05% | $10.95K |
| PROGRESS RESIDENTIAL 2022-SFR5 TRUST SER 2022-SFR5 CL C REGD 144A P/P 5.19200000 | 2,580,000 | 2,580,000 | 0 | 0.05% | -$10.53K |
| CBRE SERVICES IN | 2,500,000 | 2,500,000 | 0 | 0.04% | -$60.74K |
| US TREASURY N/B | 3,220,000 | 3,220,000 | 0 | 0.04% | -$34.97K |
| U.S. Treasury Inflation-Protected Indexed Bonds | 2,630,000 | 2,630,000 | 0 | 0.04% | -$60.53K |
| US TREASURY N/B | 3,340,000 | 3,340,000 | 0 | 0.04% | -$33.79K |
| EXPEDIA GRP INC | 2,530,000 | 2,530,000 | 0 | 0.04% | -$90.03K |
| ALA Trust 2025-OANA | 2,500,000 | 2,500,000 | 0 | 0.04% | -$3.26K |
| US BANCORP | 2,535,000 | 2,535,000 | 0 | 0.04% | -$49.85K |
| HSBC HOLDINGS | 2,255,000 | 2,255,000 | 0 | 0.04% | -$86.00K |
| ENI SPA SR UNSECURED 144A 05/35 5.75 | 2,400,000 | 2,400,000 | 0 | 0.04% | -$31.26K |
| US BANCORP | 2,350,000 | 2,350,000 | 0 | 0.04% | -$48.60K |
| HSBC HOLDINGS | 2,400,000 | 2,400,000 | 0 | 0.04% | -$30.28K |
| FFCB 2.9 04/12/32 | 2,640,000 | 2,640,000 | 0 | 0.04% | -$23.16K |
| BANK OF AMER CRP | 2,500,000 | 2,500,000 | 0 | 0.04% | -$22.69K |
| ADNOC MURBAN RSC LTD SR UNSECURED 144A 09/29 4.25 | 2,500,000 | 2,500,000 | 0 | 0.04% | -$54.73K |
| US TREASURY N/B | 3,200,000 | 3,200,000 | 0 | 0.04% | -$36.00K |
| MORGAN STANLEY | 2,430,000 | 2,430,000 | 0 | 0.04% | -$27.99K |
| MORGAN STANLEY | 2,400,000 | 2,400,000 | 0 | 0.04% | -$23.61K |
| US TREASURY N/B | 3,800,000 | 3,800,000 | 0 | 0.04% | -$31.02K |
| ATLASSIAN CORP | 2,454,000 | 2,454,000 | 0 | 0.04% | -$141.10K |
| DROCK 2023-1 A | 2,400,000 | 2,400,000 | 0 | 0.04% | -$5.28K |
| US TREASURY N/B | 4,900,000 | 4,900,000 | 0 | 0.04% | -$26.03K |
| BROADCOM INC | 2,470,000 | 2,470,000 | 0 | 0.04% | -$31.92K |
| INGERSOLL RAND | 2,290,000 | 2,290,000 | 0 | 0.04% | -$51.27K |
| Carnival Corp. | 2,375,000 | 2,375,000 | 0 | 0.04% | -$63.71K |
| PHYSICIANS REALT | 2,400,000 | 2,400,000 | 0 | 0.04% | -$14.40K |
| MARS INC | 2,350,000 | 2,350,000 | 0 | 0.04% | -$28.37K |
| ABNANV V2.47 12/13/29 144A | 2,500,000 | 2,500,000 | 0 | 0.04% | -$19.46K |
| OWENS CORNING | 2,285,000 | 2,285,000 | 0 | 0.04% | -$46.20K |
| IPALCO ENTPRS IN | 2,450,000 | 2,450,000 | 0 | 0.04% | -$37.71K |
| VERALTO CORP | 2,285,000 | 2,285,000 | 0 | 0.04% | -$55.46K |
| PENSKE TRUCK LE | 2,293,000 | 2,293,000 | 0 | 0.04% | -$33.56K |
| TD SYNNEX CORP SR UNSECURED 04/34 6.1 | 2,255,000 | 2,255,000 | 0 | 0.04% | -$60.75K |
| CSMC Trust, Series 2021-ADV, Class A | 2,600,000 | 2,600,000 | 0 | 0.04% | -$18.84K |
| NYO Commercial Mortgage Trust, Series 2021-1290, Class A | 2,300,000 | 2,300,000 | 0 | 0.04% | -$1.81K |
| NYC Trust, Series 2025-77C, Class A | 2,300,000 | 2,300,000 | 0 | 0.04% | -$30.34K |
| TURKIYE GOVERNMENT BOND /TRY/ REGD SER 2Y 36.00000000 | 102,820,000 | 102,820,000 | 0 | 0.04% | -$140.09K |
| SANTANDER UK GRP | 2,300,000 | 2,300,000 | 0 | 0.04% | -$14.53K |
| HYUNDAI CAP AMER | 2,300,000 | 2,300,000 | 0 | 0.04% | $7.55K |
| CGI INC | 2,300,000 | 2,300,000 | 0 | 0.04% | $6.49K |
| CAPITAL ONE FINL | 2,225,000 | 2,225,000 | 0 | 0.04% | -$64.98K |
| BWAY Mortgage Trust, Series 2021-1450, Class A | 2,300,000 | 2,300,000 | 0 | 0.04% | $16.40K |
| RABOBK V5.447 03/05/30 144A | 2,200,000 | 2,200,000 | 0 | 0.04% | -$25.37K |
| CHARTER COMM OPT | 3,820,000 | 3,820,000 | 0 | 0.04% | -$60.71K |
| HSBC HOLDINGS | 2,490,000 | 2,490,000 | 0 | 0.04% | -$41.17K |
| BMO 2023-C7 A5 | 2,100,000 | 2,100,000 | 0 | 0.04% | -$31.18K |
| REPUBLIC OF PERU SR UNSECURED 144A 08/32 6.15 | 7,400,000 | 7,400,000 | 0 | 0.04% | -$153.13K |
| SBA TOWER TRUST ASSET BACKED 144A 07/52 2.328 | 2,300,000 | 2,300,000 | 0 | 0.04% | $6.63K |
| COMM 2024-277P MORTGAGE TRUST SER 2024-277P CL A REGD 144A P/P 6.33800000 | 2,125,000 | 2,125,000 | 0 | 0.04% | -$24.87K |
| BANC OF AMERICA MERRILL LYNCH BAMLL 2021 JACX A 144A | 2,300,000 | 2,300,000 | 0 | 0.04% | -$4.00K |
| UNITED MEXICAN | 2,300,000 | 2,300,000 | 0 | 0.04% | -$31.97K |
| US TREASURY N/B | 2,200,000 | 2,200,000 | 0 | 0.04% | -$21.87K |
| META PLATFORMS | 2,225,000 | 2,225,000 | 0 | 0.04% | -$29.28K |
| JGB 2.2 03/20/64 17 | 508,000,000 | 508,000,000 | 0 | 0.04% | -$157.35K |
| LLOYDS BK GR PLC | 2,200,000 | 2,200,000 | 0 | 0.04% | -$18.17K |
| Owl Rock CLO XVII LLC | 2,200,000 | 2,200,000 | 0 | 0.04% | -$8.83K |
| ROMANIA /EUR/ REGD EMTN 2.00000000 | 2,400,000 | 2,400,000 | 0 | 0.04% | -$110.25K |
| SKYWORKS SOLUT | 2,200,000 | 2,200,000 | 0 | 0.04% | $13.47K |
| UZBEKISTAN INTL BOND REGD 144A P/P 6.90000000 | 2,090,000 | 2,090,000 | 0 | 0.04% | -$67.64K |
| AMGEN INC | 2,123,000 | 2,123,000 | 0 | 0.04% | -$26.22K |
| ALCSW 3 09/23/29 144A | 2,285,000 | 2,285,000 | 0 | 0.04% | -$20.71K |
| SUMITOMO MITSUI | 2,300,000 | 2,300,000 | 0 | 0.04% | -$13.50K |
| DANSKE BANK A/S | 2,100,000 | 2,100,000 | 0 | 0.04% | -$23.79K |
| ROMANIA UNSECURED 144A 02/27 3 | 2,200,000 | 2,200,000 | 0 | 0.04% | -$8.49K |
| LFT 2021-1A A | 2,200,000 | 2,200,000 | 0 | 0.04% | $10.02K |
| DUKE ENERGY PROG | 2,300,000 | 2,300,000 | 0 | 0.04% | -$28.15K |
| HSBC V5.546 03/04/30 | 2,100,000 | 2,100,000 | 0 | 0.04% | -$27.19K |
| Polen Capital CLO 2025-1 Ltd | 2,150,000 | 2,150,000 | 0 | 0.04% | -$6.70K |
| CHARTER COMM OPT | 2,300,000 | 2,300,000 | 0 | 0.04% | -$5.24K |
| DUKE ENERGY FLA | 2,000,000 | 2,000,000 | 0 | 0.04% | -$42.65K |
| PACIFIC GAS&ELEC | 2,000,000 | 2,000,000 | 0 | 0.04% | -$41.17K |
| DURST 2025-151 A | 2,100,000 | 2,100,000 | 0 | 0.04% | -$24.56K |
| US TREASURY N/B | 2,124,000 | 2,124,000 | 0 | 0.04% | -$35.68K |
| CHI COMMERCIAL MORTGAGE TRUST 2025-SFT SER 2025-SFT CL A V/R REGD 144A P/P 5.48216000 | 2,085,000 | 2,085,000 | 0 | 0.04% | -$25.44K |
| WLAKE 2024-3A D 144A 5.21% 04-15-30 | 2,090,000 | 2,090,000 | 0 | 0.04% | -$15.07K |
| MARS INC | 2,075,000 | 2,075,000 | 0 | 0.04% | -$42.42K |
| DIN 2025-1A A2 | 2,095,000 | 2,095,000 | 0 | 0.04% | -$16.20K |
| EPR PROPERTIES | 2,300,000 | 2,300,000 | 0 | 0.04% | -$49.54K |
| MASCO CORP | 2,200,000 | 2,200,000 | 0 | 0.04% | -$1.38K |
| EQUINIX INC | 2,200,000 | 2,200,000 | 0 | 0.04% | -$5.01K |
| CRHID 3.4 05/09/27 144A | 2,100,000 | 2,100,000 | 0 | 0.04% | -$4.25K |
| HCA INC | 2,100,000 | 2,100,000 | 0 | 0.04% | -$5.48K |
| SOUTHERN CAL GAS | 2,100,000 | 2,100,000 | 0 | 0.04% | -$5.86K |
| BANK OF AMER CRP | 2,025,000 | 2,025,000 | 0 | 0.04% | -$52.66K |
| NSANY 2.75 03/09/28 144A | 2,200,000 | 2,200,000 | 0 | 0.04% | -$33.72K |
| SDART 2024-2 D | 2,000,000 | 2,000,000 | 0 | 0.04% | -$7.91K |
| SUMITOMO MITSUI | 1,965,000 | 1,965,000 | 0 | 0.04% | -$53.22K |
| OWL ROCK CAPITAL | 2,200,000 | 2,200,000 | 0 | 0.04% | -$32.69K |
| US TREASURY N/B | 2,800,000 | 2,800,000 | 0 | 0.04% | -$28.49K |
| T-MOBILE USA INC | 2,050,000 | 2,050,000 | 0 | 0.04% | -$6.75K |
| JPMORGAN CHASE | 2,000,000 | 2,000,000 | 0 | 0.04% | -$24.88K |
| STATE OF ISRAEL | 2,000,000 | 2,000,000 | 0 | 0.04% | -$29.55K |
| WELLS FARGO CO | 2,000,000 | 2,000,000 | 0 | 0.04% | -$53.59K |
| DOMINION ENERGY | 2,300,000 | 2,300,000 | 0 | 0.04% | -$21.73K |
| MIZUHO V3.261 05/22/30 | 2,100,000 | 2,100,000 | 0 | 0.04% | -$13.29K |
| PSA 0.5 09/09/30 | 2,000,000 | 2,000,000 | 0 | 0.04% | -$64.87K |
| BFLD Commercial Mortgage Trust, Series 2024-UNIV, Class A | 2,000,000 | 2,000,000 | 0 | 0.04% | -$778 |
| APPALACHIAN PWR | 2,200,000 | 2,200,000 | 0 | 0.04% | -$17.19K |
| NIAGARA MOHAWK | 2,000,000 | 2,000,000 | 0 | 0.04% | -$16.21K |
| MET LIFE GLOB | 2,000,000 | 2,000,000 | 0 | 0.04% | -$4.97K |
| BANK OF AMER CRP | 2,000,000 | 2,000,000 | 0 | 0.04% | -$6.79K |
| ORACLE CORP | 2,080,000 | 2,080,000 | 0 | 0.04% | -$37.13K |
| GOODMAN US FIN FIVE LLC COMPANY GUAR 144A 05/32 4.625 | 2,000,000 | 2,000,000 | 0 | 0.03% | -$10.55K |
| ATH F 02/23/27 EMTN | 1,700,000 | 1,700,000 | 0 | 0.03% | -$40.42K |
| HARVT 37A B | 1,700,000 | 1,700,000 | 0 | 0.03% | -$34.89K |
| ASHTEAD CAPITAL | 1,900,000 | 1,900,000 | 0 | 0.03% | -$55.18K |
| ARINI 7A B | 1,700,000 | 1,700,000 | 0 | 0.03% | -$41.44K |
| TCO Commercial Mortgage Trust, Series 2024-DPM, Class A | 1,955,000 | 1,955,000 | 0 | 0.03% | -$7.26K |
| BANK, Series 2022-BNK40, Class A4 | 2,100,000 | 2,100,000 | 0 | 0.03% | -$17.84K |
| SCOTT Trust, Series 2023-SFS, Class A | 1,905,000 | 1,905,000 | 0 | 0.03% | -$16.11K |
| U.S. Treasury STRIPS Coupon | 2,900,000 | 2,900,000 | 0 | 0.03% | $7.18K |
| BCC 2017-2A BR3 | 1,925,000 | 1,925,000 | 0 | 0.03% | -$5.17K |
| WELLS FARGO CO | 1,900,000 | 1,900,000 | 0 | 0.03% | -$15.18K |
| JPMORGAN CHASE | 1,900,000 | 1,900,000 | 0 | 0.03% | -$14.96K |
| BARCLAYS PLC | 1,900,000 | 1,900,000 | 0 | 0.03% | -$14.65K |
| T/L HILTON WORLDWIDE FINANCE REGD ZCP TERM LOAN 0.00000000 | 1,905,000 | 1,905,000 | 0 | 0.03% | -$8.46K |
| US TREASURY N/B | 2,000,000 | 2,000,000 | 0 | 0.03% | -$20.78K |
| WB Commercial Mortgage Trust 2024-HQ | 1,900,000 | 1,900,000 | 0 | 0.03% | -$6.84K |
| HOST HOTELS | 1,915,000 | 1,915,000 | 0 | 0.03% | -$41.71K |
| COMM Mortgage Trust, Series 2024-CBM, Class A2 | 1,890,000 | 1,890,000 | 0 | 0.03% | -$29.70K |
| GRAHAM HOLDINGS CO REGD 144A P/P 5.62500000 | 1,930,000 | 1,930,000 | 0 | 0.03% | -$57.78K |
| MQGAU V5.642 08/13/36 144A | 1,900,000 | 1,900,000 | 0 | 0.03% | -$39.02K |
| BCC 2025-5A D1 | 1,890,000 | 1,890,000 | 0 | 0.03% | -$9.81K |
| CANADIAN NATL RE | 1,855,000 | 1,855,000 | 0 | 0.03% | -$13.67K |
| STWD 7.25 04/01/29 144A | 1,820,000 | 1,820,000 | 0 | 0.03% | -$48.18K |
| CCCIT 2025-A2 A | 1,850,000 | 1,850,000 | 0 | 0.03% | -$18.73K |
| EQUINIX INC | 2,080,000 | 2,080,000 | 0 | 0.03% | -$20.04K |
| WESTERN MIDSTRM | 1,875,000 | 1,875,000 | 0 | 0.03% | -$34.67K |
| STRYKER CORP | 1,900,000 | 1,900,000 | 0 | 0.03% | -$37.08K |
| ACLO 8A CR | 1,600,000 | 1,600,000 | 0 | 0.03% | -$24.65K |
| STIFEL FINANCIAL | 1,900,000 | 1,900,000 | 0 | 0.03% | -$16.72K |
| Mizuho Financial Group, Inc. | 1,800,000 | 1,800,000 | 0 | 0.03% | -$45.76K |
| CITIGROUP INC | 1,804,000 | 1,804,000 | 0 | 0.03% | -$51.03K |
| AVIATION CAPITAL GROUP SR UNSECURED 144A 07/30 6.375 | 1,745,000 | 1,745,000 | 0 | 0.03% | -$28.73K |
| CORDA 3A B1R3 | 1,600,000 | 1,600,000 | 0 | 0.03% | -$27.77K |
| BEACON TRUST | 1,850,000 | 1,850,000 | 0 | 0.03% | -$56.75K |
| C V6.625 PERP | 1,815,000 | 1,815,000 | 0 | 0.03% | -$25.37K |
| BROADCOM INC | 2,000,000 | 2,000,000 | 0 | 0.03% | -$14.92K |
| FEDERAL REALTY I | 1,900,000 | 1,900,000 | 0 | 0.03% | -$24.23K |
| KREST Commercial Mortgage Securities Trust, Series 2021-CHIP, Class A | 2,300,000 | 2,300,000 | 0 | 0.03% | -$14.50K |
| MERITAGE HOMES | 1,815,000 | 1,815,000 | 0 | 0.03% | -$45.02K |
| GS F 10/28/27 GMTN | 1,800,000 | 1,800,000 | 0 | 0.03% | -$9.20K |
| GLOBAL PAY INC | 1,880,000 | 1,880,000 | 0 | 0.03% | -$60.83K |
| WELLS FARGO CO | 1,800,000 | 1,800,000 | 0 | 0.03% | -$12.73K |
| TRMB 6.1 03/15/33 | 1,725,000 | 1,725,000 | 0 | 0.03% | -$55.54K |
| Easy Street Mortgage Loan Trust, Series 2025-RTL2, Class A1 | 1,800,000 | 1,800,000 | 0 | 0.03% | -$16.90K |
| CENOVUS ENERGY | 1,807,000 | 1,807,000 | 0 | 0.03% | -$10.35K |
| UBS GROUP | 1,800,000 | 1,800,000 | 0 | 0.03% | -$9.23K |
| Societe Generale S.A. 5.439%, Fixed until 10/03/2035 | 1,830,000 | 1,830,000 | 0 | 0.03% | -$47.83K |
| JP MORGAN CHASE COMMERCIAL MOR JPMCC 2021 410T A 144A | 1,900,000 | 1,900,000 | 0 | 0.03% | -$3.04K |
| US TREASURY N/B | 1,730,000 | 1,730,000 | 0 | 0.03% | -$21.35K |
| ITC HOLDINGS CORP SR UNSECURED 144A 05/30 2.95 | 1,900,000 | 1,900,000 | 0 | 0.03% | -$18.28K |
| PACIFIC GAS&ELEC | 1,800,000 | 1,800,000 | 0 | 0.03% | -$18.22K |
| MARRIOTT INTL | 1,770,000 | 1,770,000 | 0 | 0.03% | -$53.49K |
| BMARK 2019-B9 A5 | 1,800,000 | 1,800,000 | 0 | 0.03% | -$12.28K |
| WFCM 2024-1CHI A | 1,750,000 | 1,750,000 | 0 | 0.03% | -$7.95K |
| JP Morgan Chase Commercial Mortgage Securities Trust 2025-NSLB | 1,700,000 | 1,700,000 | 0 | 0.03% | -$22.41K |
| Cerberus Loan Funding XLIV LLC, Series 2023-5A, Class A | 1,750,000 | 1,750,000 | 0 | 0.03% | -$2.49K |
| MUZ88 2024-4A D | 1,750,000 | 1,750,000 | 0 | 0.03% | -$4.85K |
| STARBUCKS CORP | 1,900,000 | 1,900,000 | 0 | 0.03% | -$20.33K |
| NEXTERA ENERGY | 1,900,000 | 1,900,000 | 0 | 0.03% | -$17.61K |
| BNP V1.904 09/30/28 144A | 1,800,000 | 1,800,000 | 0 | 0.03% | -$2.77K |
| FORDR 2024-1 A 144A FRN 08-15-36 | 1,700,000 | 1,700,000 | 0 | 0.03% | -$19.60K |
| MIZUHO V5.414 09/13/28 | 1,700,000 | 1,700,000 | 0 | 0.03% | -$18.21K |
| BCC 2024-6A B | 1,715,000 | 1,715,000 | 0 | 0.03% | -$4.92K |
| KILROY REALTY LP | 1,728,000 | 1,728,000 | 0 | 0.03% | -$21.73K |
| SUMITR 5.2 03/07/27 144A | 1,700,000 | 1,700,000 | 0 | 0.03% | -$9.37K |
| POST HOLDINGS INC REGD 144A P/P 6.50000000 | 1,750,000 | 1,750,000 | 0 | 0.03% | -$38.45K |
| JPMORGAN CHASE JPM Float 04/22/28 | 1,700,000 | 1,700,000 | 0 | 0.03% | -$2.75K |
| TPMT 2025-HE1 A2 | 1,700,000 | 1,700,000 | 0 | 0.03% | $2.99K |
| COOPERATIEVE RAB | 1,700,000 | 1,700,000 | 0 | 0.03% | -$14.84K |
| COMMONSPIRIT | 1,745,000 | 1,745,000 | 0 | 0.03% | -$25.47K |
| ONEOK INC | 1,600,000 | 1,600,000 | 0 | 0.03% | -$19.30K |
| GATX CORP | 1,550,000 | 1,550,000 | 0 | 0.03% | -$44.21K |
Top 300 of 1452, by weight.
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