Portfolio moves
Net position changes between two of this fund's N-PORT snapshots. These are differences between point-in-time reports — not a trade log — and share counts can be affected by splits and other corporate actions.
Nov 30, 2025 → Feb 28, 2026
Expand a category to see the positions behind it, ranked by weight.
| Security | Shares Nov 2025 | Shares Feb 2026 | Δ shares | End % | Δ value |
|---|---|---|---|---|---|
| US TREASURY N/B | 0 | 564,435,000 | 564,435,000 | 8.29% | $566.15M |
| FHLMC UMBS, 30 Year | 0 | 49,726,142 | 49,726,142 | 0.75% | $51.31M |
| US TREASURY N/B | 0 | 27,494,000 | 27,494,000 | 0.40% | $27.58M |
| CAN IMPERIAL BK | 0 | 23,875,000 | 23,875,000 | 0.35% | $24.04M |
| CRBG 4.55 01/09/31 144A | 0 | 23,514,000 | 23,514,000 | 0.35% | $23.59M |
| FNCL 6 3/24 | 0 | 22,540,000 | 22,540,000 | 0.34% | $23.12M |
| ORACLE CORP | 0 | 22,750,000 | 22,750,000 | 0.33% | $22.70M |
| RCKT MORTGAGE TRUST 2026-CES2 4.762% 02/01/2056 144A | 0 | 20,367,009 | 20,367,009 | 0.30% | $20.39M |
| FHLMC UMBS, 30 Year | 0 | 19,547,443 | 19,547,443 | 0.29% | $19.89M |
| MS V4.213 02/08/30 . | 0 | 16,845,000 | 16,845,000 | 0.25% | $16.93M |
| FHLMC UMBS, 30 Year | 0 | 15,181,774 | 15,181,774 | 0.23% | $15.68M |
| Mercury Financial Credit Card Master Trust, Series 2026-1A, Class A | 0 | 15,090,000 | 15,090,000 | 0.22% | $15.15M |
| GOLDMAN SACHS GP | 0 | 14,910,000 | 14,910,000 | 0.22% | $15.00M |
| FNMA UMBS, 30 Year | 0 | 14,340,026 | 14,340,026 | 0.21% | $14.63M |
| CNO GLOBAL FUNDING SECURED 144A 12/30 4.7 | 0 | 13,300,000 | 13,300,000 | 0.20% | $13.33M |
| FHLMC UMBS, 30 Year | 0 | 12,498,250 | 12,498,250 | 0.19% | $12.75M |
| Vistra Operations Company, LLC | 0 | 12,475,000 | 12,475,000 | 0.18% | $12.55M |
| CAPITAL ONE FINL | 0 | 11,540,000 | 11,540,000 | 0.17% | $11.62M |
| U.S. Treasury Bills | 0 | 11,232,000 | 11,232,000 | 0.16% | $11.10M |
| FHLMC UMBS, 30 Year | 0 | 10,684,132 | 10,684,132 | 0.16% | $11.01M |
| FHLMC UMBS, 30 Year | 0 | 10,514,612 | 10,514,612 | 0.16% | $10.71M |
| BANQ FED CRD MUT | 0 | 10,000,000 | 10,000,000 | 0.15% | $10.47M |
| FHLMC UMBS, 30 Year | 0 | 9,968,840 | 9,968,840 | 0.15% | $10.17M |
| BANCO SANTANDER | 0 | 10,000,000 | 10,000,000 | 0.15% | $10.08M |
| Societe Generale SA 4.45 04/12/2030 | 0 | 10,000,000 | 10,000,000 | 0.15% | $10.05M |
| FHLMC UMBS, 30 Year | 0 | 9,740,472 | 9,740,472 | 0.15% | $10.01M |
| CARLYLE GLOBAL MARKET STRATEGIES A1R TSFR3M+98 04/15/2035 144A | 0 | 10,000,000 | 10,000,000 | 0.15% | $10.00M |
| FHLMC UMBS, 30 Year | 0 | 9,563,600 | 9,563,600 | 0.14% | $9.76M |
| FNCL 5.5 3/25 | 0 | 9,520,000 | 9,520,000 | 0.14% | $9.67M |
| FNMA UMBS, 30 Year | 0 | 9,047,644 | 9,047,644 | 0.14% | $9.29M |
| LHOME Mortgage Trust, Series 2026-RTL1, Class A1 | 0 | 9,070,000 | 9,070,000 | 0.13% | $9.11M |
| American Credit Acceptance Receivables Trust, Series 2025-1, Class E | 0 | 8,360,000 | 8,360,000 | 0.13% | $8.67M |
| FHLMC UMBS, 30 Year | 0 | 8,395,318 | 8,395,318 | 0.13% | $8.60M |
| FNCL UMBS 6.0 QJ7053 10-01-54 | 0 | 8,375,506 | 8,375,506 | 0.13% | $8.60M |
| FirstKey Homes Trust, Series 2022-SFR3, Class E2 | 0 | 8,500,000 | 8,500,000 | 0.12% | $8.43M |
| Bridgecrest Lending Auto Securitization Trust, Series 2025-4, Class E | 0 | 8,000,000 | 8,000,000 | 0.12% | $8.23M |
| FNMA UMBS, 30 Year | 0 | 7,927,021 | 7,927,021 | 0.12% | $8.09M |
| FHLMC UMBS, 30 Year | 0 | 7,912,534 | 7,912,534 | 0.12% | $8.09M |
| FNMA UMBS, 30 Year | 0 | 7,881,085 | 7,881,085 | 0.12% | $8.06M |
| FREMF Mortgage Trust, Series 2020-K740, Class D | 0 | 9,000,000 | 9,000,000 | 0.12% | $7.96M |
| American Credit Acceptance Receivables Trust, Series 2026-1, Class D | 0 | 7,434,000 | 7,434,000 | 0.11% | $7.51M |
| FHLMC UMBS, 30 Year | 0 | 7,335,505 | 7,335,505 | 0.11% | $7.49M |
| RCKT MORTGAGE TRUST 2025-CES12 RCKT 2025-CES12 A1A | 0 | 6,739,340 | 6,739,340 | 0.10% | $6.78M |
| FHLMC UMBS, 30 Year | 0 | 6,463,269 | 6,463,269 | 0.10% | $6.60M |
| FHLMC UMBS, 30 Year | 0 | 6,463,705 | 6,463,705 | 0.10% | $6.59M |
| FHLMC UMBS, 30 Year | 0 | 6,391,128 | 6,391,128 | 0.10% | $6.52M |
| BARCLAYS PLC | 0 | 6,340,000 | 6,340,000 | 0.09% | $6.35M |
| FHLMC UMBS, 30 Year | 0 | 5,904,043 | 5,904,043 | 0.09% | $6.11M |
| Republic of Ecuador | 0 | 5,902,000 | 5,902,000 | 0.09% | $6.00M |
| FNMA UMBS, 30 Year | 0 | 5,828,501 | 5,828,501 | 0.09% | $5.95M |
| FNMA UMBS, 30 Year | 0 | 5,777,435 | 5,777,435 | 0.09% | $5.92M |
| Hilton Grand Vacations Trust, Series 2025-3EXT, Class A | 0 | 5,732,291 | 5,732,291 | 0.08% | $5.78M |
| FHLMC UMBS, 30 Year | 0 | 5,405,905 | 5,405,905 | 0.08% | $5.51M |
| FNMA UMBS, 30 Year | 0 | 5,118,519 | 5,118,519 | 0.08% | $5.26M |
| Progress Residential Trust, Series 2025-SFR2, Class C | 0 | 5,475,056 | 5,475,056 | 0.08% | $5.22M |
| CSTL COMMERCIAL MORTGAGE TRUST 2026- SER 2026-GATE3 CL B V/R REGD 144A P/P 4.93754000 | 0 | 5,100,000 | 5,100,000 | 0.08% | $5.16M |
| FNMA UMBS, 30 Year | 0 | 4,995,661 | 4,995,661 | 0.07% | $5.09M |
| Gemini Corp. | 0 | 5,000,000 | 5,000,000 | 0.07% | $5.00M |
| BAML RCAP Frn | 0 | 5,000,000 | 5,000,000 | 0.07% | $5.00M |
| DEUTSCHE BANK NY | 0 | 4,940,000 | 4,940,000 | 0.07% | $4.98M |
| FHLMC UMBS, 30 Year | 0 | 4,584,521 | 4,584,521 | 0.07% | $4.75M |
| FIGRE Trust, Series 2025-HE6, Class A | 0 | 4,701,349 | 4,701,349 | 0.07% | $4.73M |
| Reach Abs Trust, Series 2026-1A, Class C | 0 | 4,600,000 | 4,600,000 | 0.07% | $4.62M |
| FNMA UMBS, 30 Year | 0 | 4,513,849 | 4,513,849 | 0.07% | $4.60M |
| Bridgecrest Lending Auto Securitization Trust, Series 2026-1, Class C | 0 | 4,553,000 | 4,553,000 | 0.07% | $4.58M |
| FNMA UMBS, 30 Year | 0 | 4,484,796 | 4,484,796 | 0.07% | $4.56M |
| FNMA UMBS, 30 Year | 0 | 4,378,633 | 4,378,633 | 0.07% | $4.53M |
| FNMA UMBS, 30 Year | 0 | 4,321,290 | 4,321,290 | 0.06% | $4.43M |
| DEUTSCHE BANK NY | 0 | 4,350,000 | 4,350,000 | 0.06% | $4.37M |
| TVC Mortgage Trust, Series 2026-RRTL1, Class A1 | 0 | 4,296,000 | 4,296,000 | 0.06% | $4.31M |
| Bridgecrest Lending Auto Securitization Trust, Series 2026-1, Class D | 0 | 4,136,000 | 4,136,000 | 0.06% | $4.18M |
| Exeter Automobile Receivables Trust, Series 2026-1A, Class D | 0 | 4,112,000 | 4,112,000 | 0.06% | $4.16M |
| FHLMC UMBS, 30 Year | 0 | 4,037,366 | 4,037,366 | 0.06% | $4.12M |
| FHLMC UMBS, 30 Year | 0 | 4,006,447 | 4,006,447 | 0.06% | $4.09M |
| FHLMC UMBS, 30 Year | 0 | 4,000,000 | 4,000,000 | 0.06% | $4.08M |
| IDENTITY DIGITAL CAP LLC 144A 6.79300000 | 0 | 4,000,000 | 4,000,000 | 0.06% | $4.06M |
| REP OF PAKISTAN | 0 | 3,900,000 | 3,900,000 | 0.06% | $3.85M |
| Towd Point Mortgage Trust 2026-CES1 | 0 | 3,810,218 | 3,810,218 | 0.06% | $3.83M |
| Oportun Issuance Trust, Series 2026-A, Class C | 0 | 3,732,000 | 3,732,000 | 0.06% | $3.76M |
| FNMA UMBS, 30 Year | 0 | 3,643,517 | 3,643,517 | 0.05% | $3.75M |
| FNMA UMBS, 30 Year | 0 | 3,666,621 | 3,666,621 | 0.05% | $3.74M |
| Purchasing Power Funding 2026-A LLC | 0 | 3,480,000 | 3,480,000 | 0.05% | $3.49M |
| Exeter Automobile Receivables Trust, Series 2026-1A, Class C | 0 | 3,456,000 | 3,456,000 | 0.05% | $3.48M |
| FHLMC UMBS, 30 Year | 0 | 3,316,559 | 3,316,559 | 0.05% | $3.43M |
| Santander Drive Auto Receivables Trust 2026-1 | 0 | 3,344,000 | 3,344,000 | 0.05% | $3.36M |
| Ygrene Frn | 0 | 3,313,051 | 3,313,051 | 0.05% | $3.33M |
| Towd Point Mortgage Trust 2026-FIX1 | 0 | 3,290,367 | 3,290,367 | 0.05% | $3.31M |
| Ellington Financial Mortgage Trust | 0 | 3,249,367 | 3,249,367 | 0.05% | $3.29M |
| FHLMC UMBS, 30 Year | 0 | 3,053,068 | 3,053,068 | 0.05% | $3.13M |
| GS Mortgage-Backed Securities Trust, Series 2026-CES1, Class A1 | 0 | 3,061,214 | 3,061,214 | 0.05% | $3.08M |
| OPTN 2026-A A 0% 01/09/2034 144A | 0 | 3,032,000 | 3,032,000 | 0.04% | $3.04M |
| FNMA UMBS, 30 Year | 0 | 2,913,639 | 2,913,639 | 0.04% | $3.02M |
| American Credit Acceptance Receivables Trust, Series 2026-1, Class C | 0 | 2,993,000 | 2,993,000 | 0.04% | $3.01M |
| Brean Asset Backed Securities Trust 2026-RM14 | 0 | 3,033,000 | 3,033,000 | 0.04% | $2.96M |
| GS MORTGAGE BACKED SECURITIES TRUST 2025 CES1 GSMBS 2025-CES1 A1A | 0 | 2,845,111 | 2,845,111 | 0.04% | $2.87M |
| FNMA UMBS, 30 Year | 0 | 2,365,435 | 2,365,435 | 0.04% | $2.41M |
| FNMA UMBS, 30 Year | 0 | 2,275,144 | 2,275,144 | 0.03% | $2.35M |
| FHLMC UMBS, 30 Year | 0 | 2,254,843 | 2,254,843 | 0.03% | $2.31M |
| FNMA UMBS, 30 Year | 0 | 2,098,977 | 2,098,977 | 0.03% | $2.16M |
| PROGRESS RESIDENTIAL 2026-SFR1 PROG 2026 SFR1 D 144A | 0 | 2,250,000 | 2,250,000 | 0.03% | $2.14M |
| FHLMC UMBS, 30 Year | 0 | 2,084,913 | 2,084,913 | 0.03% | $2.14M |
| BAML Funding Ltd. | 0 | 2,000,000 | 2,000,000 | 0.03% | $2.00M |
| VIKING CRUISES LTD SR UNSECURED 144A 10/33 5.875 | 0 | 1,920,000 | 1,920,000 | 0.03% | $1.96M |
| FNMA UMBS, 30 Year | 0 | 1,907,092 | 1,907,092 | 0.03% | $1.95M |
| Hilton Grand Vacations Trust, Series 2025-3EXT, Class C | 0 | 1,896,023 | 1,896,023 | 0.03% | $1.92M |
| Republic of Cote d'Ivoire | 0 | 1,982,000 | 1,982,000 | 0.03% | $1.89M |
| CELANESE US HOLDINGS LLC SR UNSEC 7.375% 02-15-34 | 0 | 1,720,000 | 1,720,000 | 0.03% | $1.77M |
| FNMA UMBS, 30 Year | 0 | 1,730,154 | 1,730,154 | 0.03% | $1.76M |
| CSTL Commercial Mortgage Trust, Series 2026-GATE3, Class C | 0 | 1,700,000 | 1,700,000 | 0.03% | $1.72M |
| ARGENTINA | 0 | 2,400,000 | 2,400,000 | 0.02% | $1.68M |
| Republic of Cote d'Ivoire | 0 | 1,600,000 | 1,600,000 | 0.02% | $1.58M |
| FHLMC UMBS, 30 Year | 0 | 1,466,883 | 1,466,883 | 0.02% | $1.52M |
| SOUTH AFRICA REPUBLIC OF 6.125% 12/11/2037 144A | 0 | 1,515,000 | 1,515,000 | 0.02% | $1.49M |
| ALBERTSONS COS/SAFEWAY SR UNSECURED 144A 03/34 5.75 | 0 | 1,480,000 | 1,480,000 | 0.02% | $1.47M |
| FNMA UMBS, 30 Year | 0 | 1,423,786 | 1,423,786 | 0.02% | $1.45M |
| FHLMC UMBS, 30 Year | 0 | 1,375,330 | 1,375,330 | 0.02% | $1.41M |
| Ecopetrol SA | 0 | 1,300,000 | 1,300,000 | 0.02% | $1.38M |
| FNMA UMBS, 30 Year | 0 | 1,326,967 | 1,326,967 | 0.02% | $1.36M |
| FNMA UMBS, 30 Year | 0 | 1,297,521 | 1,297,521 | 0.02% | $1.32M |
| Republic of Kenya Government International Bonds | 0 | 1,200,000 | 1,200,000 | 0.02% | $1.31M |
| EGYPT GOVERNMENT INTERNATIONAL SR UNSECURED 144A 02/33 9.45 | 0 | 1,100,000 | 1,100,000 | 0.02% | $1.23M |
| FHLMC UMBS, 30 Year | 0 | 1,195,053 | 1,195,053 | 0.02% | $1.23M |
| FNMA UMBS, 30 Year | 0 | 1,149,385 | 1,149,385 | 0.02% | $1.18M |
| FNMA UMBS, 30 Year | 0 | 1,154,036 | 1,154,036 | 0.02% | $1.17M |
| FNMA UMBS, 30 Year | 0 | 1,057,039 | 1,057,039 | 0.02% | $1.08M |
| REP OF NIGERIA | 0 | 1,000,000 | 1,000,000 | 0.02% | $1.08M |
| CELANESE US HOLDINGS LLC SR UNSEC 7.0% 02-15-31 | 0 | 1,035,000 | 1,035,000 | 0.02% | $1.07M |
| Sonangol Finance Ltd. | 0 | 1,070,000 | 1,070,000 | 0.02% | $1.06M |
| FHLMC UMBS, 30 Year | 0 | 1,005,490 | 1,005,490 | 0.02% | $1.03M |
| URI 5.375 11/15/33 144A | 0 | 940,000 | 940,000 | 0.01% | $947.66K |
| FNMA UMBS, 30 Year | 0 | 880,613 | 880,613 | 0.01% | $908.27K |
| CRESCENT ENRGY | 0 | 880,000 | 880,000 | 0.01% | $884.40K |
| NRG ENERGY INC REGD 144A P/P 3.37500000 | 0 | 915,000 | 915,000 | 0.01% | $881.87K |
| CHURCHILL DOWNS INC REGD 144A P/P 6.75000000 | 0 | 855,000 | 855,000 | 0.01% | $880.74K |
| CSTL Commercial Mortgage Trust 2026-GATE3 | 0 | 833,000 | 833,000 | 0.01% | $842.40K |
| 1261229 BC Ltd | 0 | 782,000 | 782,000 | 0.01% | $808.69K |
| Egypt Government International Bonds | 0 | 800,000 | 800,000 | 0.01% | $802.80K |
| Republic of Angola | 0 | 800,000 | 800,000 | 0.01% | $796.00K |
| SUNOCO LP REGD 144A P/P 5.62500000 | 0 | 740,000 | 740,000 | 0.01% | $746.36K |
| Clear Channel Outdoor Holdings, Inc. | 0 | 690,000 | 690,000 | 0.01% | $744.87K |
| SPRINGLEAF FINANCE CORP | 0 | 750,000 | 750,000 | 0.01% | $741.49K |
| Republic of Ecuador | 0 | 715,000 | 715,000 | 0.01% | $721.44K |
| PANAMA | 0 | 717,000 | 717,000 | 0.01% | $720.07K |
| LAMR 5 3/8 11/01/33 | 0 | 705,000 | 705,000 | 0.01% | $706.84K |
| Block, Inc. | 0 | 655,000 | 655,000 | 0.01% | $665.60K |
| Cooper-Standard Automotive Inc | 0 | 645,000 | 645,000 | 0.01% | $646.82K |
| HRI 7.25 06/15/33 144A | 0 | 600,000 | 600,000 | 0.01% | $634.24K |
| Republic of Colombia | 0 | 633,000 | 633,000 | 0.01% | $631.42K |
| Comision Federal de Electricidad | 0 | 602,000 | 602,000 | 0.01% | $609.07K |
| ANTERO MIDSTREAM PARTNERS LP / SR UNSECURED 144A 10/33 5.75 | 0 | 500,000 | 500,000 | 0.01% | $507.58K |
| Hertz Vehicle Financing LLC, Series 2022-2A, Class D | 0 | 500,000 | 500,000 | 0.01% | $493.77K |
| ECUADOR REPUBLIC OF STEP 07/31/2040 144A | 0 | 589,960 | 589,960 | 0.01% | $481.41K |
| VTLE 7.875 04/15/32 144A | 0 | 380,000 | 380,000 | 0.01% | $387.12K |
| ALBERTSONS COS INC SR UNSECURED 144A 03/32 5.625 | 0 | 310,000 | 310,000 | 0.00% | $311.22K |
| AXALTA COATING SYSTEMS DUTCH HOLDING B BV 7.25% 02/15/2031 144A | 0 | 150,000 | 150,000 | 0.00% | $157.69K |
| WR GRACE HOLDINGS LLC SR SECURED 144A 08/33 7 | 0 | 140,000 | 140,000 | 0.00% | $142.54K |
| FREMF Mortgage Trust, Series 2020-K740, Class X2A | 0 | 93,297,510 | 93,297,510 | 0.00% | $111.17K |
| FREMF Mortgage Trust, Series 2020-K740, Class X2B | 0 | 22,000,000 | 22,000,000 | 0.00% | $29.05K |
| Security | Shares Nov 2025 | Shares Feb 2026 | Δ shares | End % | Δ value |
|---|---|---|---|---|---|
| Freddie Mac Pool | 34,107,994 | 0 | -34,107,994 | 0.00% | -$35.78M |
| Freddie Mac REMICS | 22,768,769 | 0 | -22,768,769 | 0.00% | -$22.91M |
| Freddie Mac REMICS | 20,386,311 | 0 | -20,386,311 | 0.00% | -$20.45M |
| GNMA, Series 2025-65, Class FP | 15,228,649 | 0 | -15,228,649 | 0.00% | -$15.23M |
| CAN IMPERIAL BK | 12,645,000 | 0 | -12,645,000 | 0.00% | -$13.12M |
| BANK OF AMER CRP | 11,420,000 | 0 | -11,420,000 | 0.00% | -$11.43M |
| U.S. Treasury Bills | 10,808,000 | 0 | -10,808,000 | 0.00% | -$10.76M |
| CIFC Funding Ltd., Series 2016-1A, Class BR3 | 10,435,000 | 0 | -10,435,000 | 0.00% | -$10.41M |
| Oportun Issuance Trust, Series 2025-A, Class B | 9,700,000 | 0 | -9,700,000 | 0.00% | -$9.70M |
| FHLMC UMBS, 30 Year | 9,431,905 | 0 | -9,431,905 | 0.00% | -$9.56M |
| RR Ltd., Series 2020-12A, Class ABR3 | 9,345,000 | 0 | -9,345,000 | 0.00% | -$9.33M |
| CITIGROUP INC SR UNSECURED 01/27 VAR | 8,730,000 | 0 | -8,730,000 | 0.00% | -$8.69M |
| Palmer Square Loan Funding Ltd., Series 2024-3A, Class A2 | 8,560,754 | 0 | -8,560,754 | 0.00% | -$8.57M |
| Voya CLO Ltd., Series 2018-1A, Class A2 | 8,000,000 | 0 | -8,000,000 | 0.00% | -$8.01M |
| MORGAN STANLEY | 7,750,000 | 0 | -7,750,000 | 0.00% | -$7.74M |
| ATHENE GLOBAL FUNDING SR SECURED 144A 01/26 1.45 | 6,929,000 | 0 | -6,929,000 | 0.00% | -$6.91M |
| DT Auto Owner Trust, Series 2021-3A, Class D | 6,622,581 | 0 | -6,622,581 | 0.00% | -$6.58M |
| FNMA UMBS, 30 Year | 6,185,621 | 0 | -6,185,621 | 0.00% | -$6.27M |
| FirstKey Homes Trust, Series 2022-SFR2, Class F1 | 6,000,000 | 0 | -6,000,000 | 0.00% | -$5.83M |
| MQGAU V1.34 01/12/27 144A | 5,680,000 | 0 | -5,680,000 | 0.00% | -$5.66M |
| FNR 2024-67 FA 9/54 | 5,040,628 | 0 | -5,040,628 | 0.00% | -$5.05M |
| AVOLON HOLDINGS FUNDING LTD 5.5% 01/15/2026 144A | 5,000,000 | 0 | -5,000,000 | 0.00% | -$5.00M |
| BNP PARIBAS | 4,862,000 | 0 | -4,862,000 | 0.00% | -$4.84M |
| Identity Digital Ltd. | 4,000,000 | 0 | -4,000,000 | 0.00% | -$4.06M |
| VOLT CV LLC, Series 2021-CF2, Class A1 | 3,966,467 | 0 | -3,966,467 | 0.00% | -$3.97M |
| BANCO CONTINENTAL S.A.E. REGD 144A P/P 2.75000000 | 3,600,000 | 0 | -3,600,000 | 0.00% | -$3.59M |
| Oportun Issuance Trust, Series 2025-A, Class C | 3,500,000 | 0 | -3,500,000 | 0.00% | -$3.50M |
| Morgan Stanley Bank of America Merrill Lynch Trust, Series 2015-C24, Class D | 3,150,000 | 0 | -3,150,000 | 0.00% | -$3.09M |
| BPCE SA REGD V/R 144A P/P MTN 5.97500000 | 3,080,000 | 0 | -3,080,000 | 0.00% | -$3.09M |
| REP OF PAKISTAN | 3,000,000 | 0 | -3,000,000 | 0.00% | -$3.00M |
| Albertsons Cos Inc / Safeway Inc / New Albertsons LP / Albertsons LLC | 2,956,000 | 0 | -2,956,000 | 0.00% | -$2.95M |
| FirstKey Homes Trust, Series 2022-SFR2, Class F2 | 3,000,000 | 0 | -3,000,000 | 0.00% | -$2.91M |
| UBS GRP. F2V | 2,865,000 | 0 | -2,865,000 | 0.00% | -$2.85M |
| PRET LLC, Series 2021-RN4, Class A1 | 2,758,411 | 0 | -2,758,411 | 0.00% | -$2.76M |
| Purchasing Power Funding Series 2024-A, Class C | 2,700,000 | 0 | -2,700,000 | 0.00% | -$2.71M |
| MHC Commercial Mortgage Trust, Series 2021-MHC, Class D | 1,800,000 | 0 | -1,800,000 | 0.00% | -$1.80M |
| BX, Series 2021-MFM1, Class E | 1,781,850 | 0 | -1,781,850 | 0.00% | -$1.78M |
| Republic of Cote d'Ivoire | 1,551,000 | 0 | -1,551,000 | 0.00% | -$1.57M |
| VOLT CIII LLC, Series 2021-CF1, Class A1 | 1,521,197 | 0 | -1,521,197 | 0.00% | -$1.52M |
| GREENKO DUTCH BV REGD 144A P/P 3.85000000 | 1,461,850 | 0 | -1,461,850 | 0.00% | -$1.45M |
| BX, Series 2021-MFM1, Class D | 1,400,000 | 0 | -1,400,000 | 0.00% | -$1.40M |
| CPS Auto Receivables Trust, Series 2021-D, Class D | 1,192,216 | 0 | -1,192,216 | 0.00% | -$1.19M |
| MEG Energy Corp 5.88 02/01/2029 | 1,130,000 | 0 | -1,130,000 | 0.00% | -$1.15M |
| HILLENBRAND INC REGD 6.25000000 | 1,035,000 | 0 | -1,035,000 | 0.00% | -$1.06M |
| Boost Newco Borrower, LLC | 980,000 | 0 | -980,000 | 0.00% | -$1.04M |
| Phoenix Newco, Inc., First Lien Sixth Amendment Term Loan | 1,029,364 | 0 | -1,029,364 | 0.00% | -$1.03M |
| GRAHAM PACKAGING TERM B 1LN 08/04/2027 | 1,021,271 | 0 | -1,021,271 | 0.00% | -$1.02M |
| COMMSCOPE LLC REGD 144A P/P 8.25000000 | 905,000 | 0 | -905,000 | 0.00% | -$906.98K |
| Morgan Stanley Bank of America Merrill Lynch Trust, Series 2015-C24, Class C | 901,597 | 0 | -901,597 | 0.00% | -$893.93K |
| ECOPETROL SA SR UNSEC 8.625% 01-19-29 | 820,000 | 0 | -820,000 | 0.00% | -$881.37K |
| Republic Finance Issuance Trust, Series 2021-A, Class B | 877,194 | 0 | -877,194 | 0.00% | -$872.45K |
| HERC HOLDINGS INC REGD 144A P/P 5.50000000 | 870,000 | 0 | -870,000 | 0.00% | -$869.89K |
| VITAL ENERGY INC REGD 144A P/P 7.75000000 | 880,000 | 0 | -880,000 | 0.00% | -$867.96K |
| PFGC 5.5 10/15/27 144A | 830,000 | 0 | -830,000 | 0.00% | -$829.95K |
| MAGNETITE XXV LTD SER 2020-25A CL A V/R REGD 144A P/P 5.31959000 | 823,417 | 0 | -823,417 | 0.00% | -$823.74K |
| United Airlines Pass Through Certificates, Series 2015-1 | 776,000 | 0 | -776,000 | 0.00% | -$775.02K |
| Purchasing Power Funding LLC, Series 2024-A, Class B | 750,000 | 0 | -750,000 | 0.00% | -$753.45K |
| AR 7.625 02/01/29 144A | 675,000 | 0 | -675,000 | 0.00% | -$685.80K |
| LUMN 4.125 04/15/29 144A | 689,818 | 0 | -689,818 | 0.00% | -$682.06K |
| LUMEN TECHNOLOGIES INC 144A 4.125000% 04/15/2030 | 684,275 | 0 | -684,275 | 0.00% | -$678.42K |
| FREMF Mortgage Trust, Series 2019-KF60, Class B | 630,575 | 0 | -630,575 | 0.00% | -$627.72K |
| WR Grace Holdings LLC 4.88 06/15/2027 | 596,000 | 0 | -596,000 | 0.00% | -$590.54K |
| FRONTIER COMMUNICATIONS SR SECURED 144A 10/27 5.875 | 584,000 | 0 | -584,000 | 0.00% | -$584.79K |
| CPN 4.5 02/15/28 144A | 580,000 | 0 | -580,000 | 0.00% | -$578.83K |
| LUMN 4.125 04/15/30 144A | 549,990 | 0 | -549,990 | 0.00% | -$545.29K |
| BAYTEX ENERGY CORP REGD 144A P/P 8.50000000 | 490,000 | 0 | -490,000 | 0.00% | -$516.82K |
| ALBERTSONS COS/SAFEWAY REGD 144A P/P 5.87500000 | 505,000 | 0 | -505,000 | 0.00% | -$505.79K |
| DANA INC REGD 5.62500000 | 425,000 | 0 | -425,000 | 0.00% | -$425.20K |
| COMMSCOPE LLC SR SECURED 144A 09/29 4.75 | 386,000 | 0 | -386,000 | 0.00% | -$385.33K |
| SPIRIT AEROSYSTEMS INC REGD 144A P/P 9.37500000 | 359,000 | 0 | -359,000 | 0.00% | -$377.01K |
| FREMF Mortgage Trust, Series 2018-KF53, Class B | 368,817 | 0 | -368,817 | 0.00% | -$368.47K |
| OCP S.A. | 340,000 | 0 | -340,000 | 0.00% | -$362.61K |
| SPRINGLEAF FIN | 285,000 | 0 | -285,000 | 0.00% | -$286.82K |
| Lendbuzz Securitization Trust, Series 2022-1A, Class A | 240,725 | 0 | -240,725 | 0.00% | -$240.62K |
| Atlas Senior Loan Fund XIII | 223,094 | 0 | -223,094 | 0.00% | -$223.05K |
| SRFC 2021-2A A | 162,131 | 0 | -162,131 | 0.00% | -$160.99K |
| Sierra Timeshare Receivables Funding LLC, Series 2021-1A, Class B | 160,448 | 0 | -160,448 | 0.00% | -$160.08K |
| VFI ABS LLC, Series 2023-1A, Class A | 142,583 | 0 | -142,583 | 0.00% | -$142.98K |
| SRFC 2021-1A C | 142,610 | 0 | -142,610 | 0.00% | -$142.29K |
| VOLT CI LLC, Series 2021-NP10, Class A1 | 113,522 | 0 | -113,522 | 0.00% | -$113.48K |
| WFRBS Commercial Mortgage Trust, Series 2013-C11, Class B | 28,604 | 0 | -28,604 | 0.00% | -$28.46K |
| Rite Aid Corp. | 1,022,000 | 0 | -1,022,000 | 0.00% | -$0 |
| RITE AID CORP 144A 11.316780% 08/30/2031 | 106,773 | 0 | -106,773 | 0.00% | $0 |
| Rite Aid Corp., Series B | 145,585 | 0 | -145,585 | 0.00% | $0 |
| Rite Aid Corp., Series A | 309,148 | 0 | -309,148 | 0.00% | $0 |
| Rite Aid Corp., Escrow | 287,344 | 0 | -287,344 | 0.00% | $0 |
| Rite Aid | 1,007 | 0 | -1,007 | 0.00% | $0 |
| Security | Shares Nov 2025 | Shares Feb 2026 | Δ shares | End % | Δ value |
|---|---|---|---|---|---|
| BPCE SA REGD V/R 144A P/P 5.71600000 | 13,505,000 | 23,505,000 | 10,000,000 | 0.36% | $10.40M |
| Credit Agricole S.A. | 10,520,000 | 20,520,000 | 10,000,000 | 0.31% | $10.37M |
| Equitable America Global Funding | 10,105,000 | 20,105,000 | 10,000,000 | 0.30% | $10.23M |
| CNO GLOBAL FUNDING SECURED 144A 09/29 4.95 | 8,500,000 | 18,500,000 | 10,000,000 | 0.28% | $10.17M |
| CFIN 2022-RTL1 Issuer LLC, Class B | 8,782,047 | 12,851,354 | 4,069,307 | 0.19% | $4.05M |
| Brean Asset-Backed Securities Trust, Series 2025-RM12, Class A1 | 9,235,000 | 9,255,058 | 20,058 | 0.13% | $125.15K |
| MULTIFAMILY CONNECTICUT AVENUE SECUR SER 2020-01 CL M10 V/R REGD 144A P/P 7.93628000 | 3,461,946 | 7,410,563 | 3,948,617 | 0.11% | $4.00M |
| PETROLEOS MEXICANOS SR UNSEC SF 6.7% 02-16-32 | 6,050,000 | 7,350,000 | 1,300,000 | 0.11% | $1.38M |
| CHTR 4.25 02/01/31 144A | 6,421,000 | 7,821,000 | 1,400,000 | 0.11% | $1.37M |
| CHTR 4.75 03/01/30 144A | 5,310,000 | 6,480,000 | 1,170,000 | 0.09% | $1.21M |
| SIRIUS XM RADIO LLC REGD 144A P/P 4.00000000 | 4,000,000 | 4,865,000 | 865,000 | 0.07% | $850.09K |
| ARGENTINA | 5,185,000 | 6,085,000 | 900,000 | 0.07% | $889.50K |
| Carnival Corp. | 2,230,000 | 3,700,000 | 1,470,000 | 0.06% | $1.53M |
| Hertz Vehicle Financing LLC, Series 2025-1A, Class C | 2,000,000 | 3,649,000 | 1,649,000 | 0.05% | $1.69M |
| American Airlines Inc/AAdvantage Loyalty IP Ltd | 2,564,875 | 3,119,875 | 555,000 | 0.05% | $560.09K |
| Republic of Angola | 2,500,000 | 2,900,000 | 400,000 | 0.04% | $436.19K |
| PKSTAN 7 3/8 04/08/31 | 800,000 | 2,800,000 | 2,000,000 | 0.04% | $1.98M |
| QUIKRETE HOLDINGS INC SR SECURED 144A 03/32 6.375 | 2,075,000 | 2,530,000 | 455,000 | 0.04% | $474.75K |
| Tenet Healthcare Corp. | 863,000 | 2,613,000 | 1,750,000 | 0.04% | $1.73M |
| IQVIA INC REGD 144A P/P 6.25000000 | 2,020,000 | 2,465,000 | 445,000 | 0.04% | $422.84K |
| BUILDERS FIRSTSOURCE INC REGD 144A P/P 4.25000000 | 2,105,000 | 2,565,000 | 460,000 | 0.04% | $445.58K |
| EMRLD Borrower L.P./ Emerald Co-Issuer Inc. | 1,900,000 | 2,315,000 | 415,000 | 0.04% | $426.94K |
| Republic of Honduras | 1,000,000 | 2,000,000 | 1,000,000 | 0.03% | $1.23M |
| STReAM 2008 BV | 1,803,628 | 2,162,261 | 358,633 | 0.03% | $412.69K |
| Street Capital Group, Inc. | 1,803,546 | 2,203,173 | 399,627 | 0.03% | $399.63K |
| LYV 4.75 10/15/27 144A | 1,960,000 | 2,160,000 | 200,000 | 0.03% | $201.95K |
| MGM RESORTS INTL REGD 6.12500000 | 1,720,000 | 2,100,000 | 380,000 | 0.03% | $400.05K |
| SCOTTS MIRACLE GRO CO (THE) 4.5% 10/15/2029 | 1,691,000 | 2,061,000 | 370,000 | 0.03% | $382.76K |
| ENTG 5.95 06/15/30 144A | 1,630,000 | 1,985,000 | 355,000 | 0.03% | $355.52K |
| SS&C Technologies, Inc. | 1,620,000 | 1,970,000 | 350,000 | 0.03% | $322.01K |
| REPUBLIC OF BENIN 7.96% 02/13/2038 144A | 1,420,000 | 1,878,000 | 458,000 | 0.03% | $526.22K |
| FRSTST TL B 1L USD | 1,751,564 | 1,934,576 | 183,012 | 0.03% | $176.77K |
| RHP HOTEL PROPS. LP 6.50% | 1,480,000 | 1,865,000 | 385,000 | 0.03% | $395.98K |
| Hilton Domestic Operating Co. Inc. | 1,520,000 | 1,855,000 | 335,000 | 0.03% | $341.89K |
| Caesars Entertainment Inc | 1,595,000 | 1,945,000 | 350,000 | 0.03% | $393.28K |
| UVN 7 3/8 06/30/30 | 1,495,000 | 1,820,000 | 325,000 | 0.03% | $303.45K |
| NXST 4.75 11/01/28 144A | 1,495,000 | 1,825,000 | 330,000 | 0.03% | $333.47K |
| ANTERO MIDSTREAM PARTNERS LP / COMPANY GUAR 144A 06/29 5.375 | 1,602,000 | 1,772,000 | 170,000 | 0.03% | $165.07K |
| Vistra Operations Co. LLC | 1,355,000 | 1,655,000 | 300,000 | 0.03% | $309.67K |
| TransDigm, Inc. | 1,389,000 | 1,699,000 | 310,000 | 0.03% | $314.56K |
| Madison IAQ LLC | 1,439,000 | 1,749,000 | 310,000 | 0.03% | $314.39K |
| STATION CASINOS LLC SR UNSECURED 144A 02/28 4.5 | 1,415,000 | 1,725,000 | 310,000 | 0.03% | $318.41K |
| TEP 6 12/31/30 144A | 1,385,000 | 1,685,000 | 300,000 | 0.03% | $327.20K |
| WYNN RESORTS FIN LLC / CAP CORP 6.25% 03/15/2033 144A | 920,000 | 1,660,000 | 740,000 | 0.02% | $754.51K |
| WYNN RESORTS FIN LLC / CAP CORP 5.125% 10/01/2029 144A | 1,380,000 | 1,680,000 | 300,000 | 0.02% | $302.66K |
| IHRT 9.125 05/01/29 144A | 1,544,250 | 1,889,250 | 345,000 | 0.02% | $249.62K |
| NWL 6.625 05/15/32 | 1,355,000 | 1,655,000 | 300,000 | 0.02% | $379.00K |
| WRANGLER HOLDCO CORP REGD 144A P/P 6.62500000 | 1,295,000 | 1,585,000 | 290,000 | 0.02% | $291.96K |
| URI 6.125 03/15/34 144A | 1,290,000 | 1,575,000 | 285,000 | 0.02% | $302.67K |
| SUNOCO LP / SUNOCO FIN CORP 4.5% 05/15/2029 | 1,369,000 | 1,669,000 | 300,000 | 0.02% | $302.71K |
| OneMain Finance Corp. | 1,310,000 | 1,600,000 | 290,000 | 0.02% | $277.85K |
| DVA 4.625 06/01/30 144A | 1,360,000 | 1,660,000 | 300,000 | 0.02% | $305.90K |
| WESCO DISTRIBUTION INC REGD 144A P/P 6.37500000 | 1,250,000 | 1,530,000 | 280,000 | 0.02% | $287.88K |
| The Goodyear Tire & Rubber Company | 1,500,000 | 1,655,000 | 155,000 | 0.02% | $161.85K |
| HLT 4 05/01/31 144A | 1,346,000 | 1,636,000 | 290,000 | 0.02% | $285.35K |
| STWD 7.25 04/01/29 144A | 1,205,000 | 1,475,000 | 270,000 | 0.02% | $268.54K |
| MAUSER PACKAGING SOLUT SR SECURED 144A 04/30 7.875 | 1,235,000 | 1,505,000 | 270,000 | 0.02% | $349.99K |
| VENTURE GLOBAL CALCASIEU SR SECURED 144A 08/29 3.875 | 1,310,000 | 1,600,000 | 290,000 | 0.02% | $301.13K |
| STGW 5.625 08/15/29 144A | 1,358,000 | 1,658,000 | 300,000 | 0.02% | $208.62K |
| Venture Global Plaquemines LNG, LLC | 1,165,000 | 1,415,000 | 250,000 | 0.02% | $284.21K |
| Tenet Healthcare Corp | 1,325,000 | 1,460,000 | 135,000 | 0.02% | $134.78K |
| TEMPUR SEALY INTERNATIONAL INC | 1,252,000 | 1,527,000 | 275,000 | 0.02% | $264.91K |
| Icahn Enterprises LP / Icahn Enterprises Finance Corp | 1,230,000 | 1,500,000 | 270,000 | 0.02% | $263.23K |
| UZBEKNEFTEGAZ JSC 4.750000% 11/16/2028 | 1,000,000 | 1,500,000 | 500,000 | 0.02% | $521.96K |
| EPC 5.5 06/01/28 144A | 1,187,000 | 1,447,000 | 260,000 | 0.02% | $261.15K |
| ENCOMPASS HEALTH CORP SR UNSEC 4.75% 02-01-30 | 1,185,000 | 1,440,000 | 255,000 | 0.02% | $251.79K |
| XYZ 6.5 05/15/32 | 1,240,000 | 1,370,000 | 130,000 | 0.02% | $113.51K |
| STANDRD INDS NY | 1,148,000 | 1,398,000 | 250,000 | 0.02% | $248.80K |
| OUTFRONT MEDIA CAP LLC / OUTFRONT MEDIA CAP CORP 4.25% 01/15/2029 144A | 1,160,000 | 1,410,000 | 250,000 | 0.02% | $256.44K |
| KNTK 5.875 06/15/30 144A | 1,120,000 | 1,365,000 | 245,000 | 0.02% | $251.44K |
| WULF COMPUTE LLC SR SECURED 144A 10/30 7.75 | 610,000 | 1,295,000 | 685,000 | 0.02% | $740.73K |
| HESS MIDSTREAM PARTNERS LP 5.875% 03/01/2028 144A | 1,080,000 | 1,320,000 | 240,000 | 0.02% | $243.72K |
| QNTELE 5.75 08/15/32 144A | 1,070,000 | 1,310,000 | 240,000 | 0.02% | $242.18K |
| NOVA CHEMS. CORP 5.25% | 1,093,000 | 1,333,000 | 240,000 | 0.02% | $243.09K |
| HLT 3.75 05/01/29 144A | 1,130,000 | 1,375,000 | 245,000 | 0.02% | $242.41K |
| Vistra Operations Co. LLC | 1,200,000 | 1,325,000 | 125,000 | 0.02% | $123.09K |
| ST 6.625 07/15/32 144A | 1,060,000 | 1,260,000 | 200,000 | 0.02% | $210.85K |
| INEOS FINANCE PLC SR SECURED 144A 04/29 7.5 | 1,275,000 | 1,475,000 | 200,000 | 0.02% | $172.62K |
| SONIC AUTOMOTIVE INC REGD 144A P/P 4.62500000 | 1,095,000 | 1,335,000 | 240,000 | 0.02% | $242.07K |
| MIWIDO 6.75 04/01/32 144A | 1,060,000 | 1,295,000 | 235,000 | 0.02% | $222.90K |
| NOVELIS CORP REGD 144A P/P 4.75000000 | 1,105,000 | 1,350,000 | 245,000 | 0.02% | $242.03K |
| PR 5.875 07/01/29 144A | 1,060,000 | 1,290,000 | 230,000 | 0.02% | $230.96K |
| GAP INC/THE REGD 144A P/P 3.62500000 | 1,110,000 | 1,355,000 | 245,000 | 0.02% | $236.02K |
| AVTR 4.625 07/15/28 144A | 1,070,000 | 1,300,000 | 230,000 | 0.02% | $228.26K |
| RHP Hotel Properties, LP/RHP Finance Corporation | 1,044,000 | 1,274,000 | 230,000 | 0.02% | $232.12K |
| URI 3.75 01/15/32 | 1,095,000 | 1,330,000 | 235,000 | 0.02% | $226.47K |
| HUB International Ltd. | 1,000,000 | 1,215,000 | 215,000 | 0.02% | $205.43K |
| BUCKEYE PARTNERS MLP 6.875% 07/01/2029 144A | 990,000 | 1,205,000 | 215,000 | 0.02% | $218.98K |
| NUSTAR LOGISTICS LP SR UNSEC 5.625% 04-28-27 | 1,110,000 | 1,230,000 | 120,000 | 0.02% | $120.43K |
| TGNA 5 09/15/29 | 1,011,000 | 1,236,000 | 225,000 | 0.02% | $233.17K |
| ADNT 7.5 02/15/33 144A | 945,000 | 1,155,000 | 210,000 | 0.02% | $233.84K |
| Kioxia Holdings Corp. | 500,000 | 1,150,000 | 650,000 | 0.02% | $679.54K |
| STANDARD INDUSTR INC/NJ SR UNSECURED 144A 08/32 6.5 | 950,000 | 1,160,000 | 210,000 | 0.02% | $213.97K |
| Wayfair LLC | 945,000 | 1,155,000 | 210,000 | 0.02% | $210.59K |
| HILCRP 5.75 02/01/29 144A | 975,000 | 1,190,000 | 215,000 | 0.02% | $235.26K |
| REALOGY GROUP LLC / REALOGY CO-ISSUER CORP 5.75% 01/15/2029 144A | 990,000 | 1,205,000 | 215,000 | 0.02% | $235.73K |
| POST HOLDINGS INC REGD 144A P/P 4.62500000 | 1,094,000 | 1,209,000 | 115,000 | 0.02% | $117.86K |
| Six Flags Operations Inc. | 950,000 | 1,160,000 | 210,000 | 0.02% | $231.68K |
| Comstock Resources, Inc. | 961,000 | 1,176,000 | 215,000 | 0.02% | $207.54K |
| CHS/Community Health Systems, Inc. | 1,040,000 | 1,270,000 | 230,000 | 0.02% | $234.79K |
| MTDR 6.5 04/15/32 144A | 930,000 | 1,135,000 | 205,000 | 0.02% | $214.65K |
| JETBLUE AIRW/LOY | 925,000 | 1,130,000 | 205,000 | 0.02% | $234.69K |
| Medline Borrower, L.P. | 937,000 | 1,142,000 | 205,000 | 0.02% | $202.72K |
| ALLIANT HOLDINGS INTERMEDIATE SR SECURED 144A 04/28 6.75 | 920,000 | 1,125,000 | 205,000 | 0.02% | $201.15K |
| IMOLA MERGER CORP SR SECURED 144A 05/29 4.75 | 945,000 | 1,150,000 | 205,000 | 0.02% | $197.09K |
| Clear Channel Outdoor Holdings, Inc. | 870,000 | 1,065,000 | 195,000 | 0.02% | $220.21K |
| WESCO DISTRIBUTION INC REGD 144A P/P 6.62500000 | 885,000 | 1,080,000 | 195,000 | 0.02% | $195.22K |
| L BRANDS INC | 895,000 | 1,090,000 | 195,000 | 0.02% | $199.99K |
| WLSC 6.625 06/15/29 144A | 880,000 | 1,075,000 | 195,000 | 0.02% | $202.46K |
| CORPBOND | 910,000 | 1,110,000 | 200,000 | 0.02% | $199.76K |
| Six Flags Entertainment Corporation/Canada's Wonderland Company/Magnum Management Corporation | 920,000 | 1,120,000 | 200,000 | 0.02% | $223.78K |
| GFL Environmental Inc. | 977,000 | 1,082,000 | 105,000 | 0.02% | $107.38K |
| NCR Atleos Corp | 888,000 | 978,000 | 90,000 | 0.02% | $90.51K |
| ALSN 5 7/8 06/01/29 | 940,000 | 1,035,000 | 95,000 | 0.02% | $91.82K |
| ENERGIZER HOLDINGS INC REGD 144A P/P 4.75000000 | 945,000 | 1,040,000 | 95,000 | 0.02% | $96.81K |
| SHIFT4 PAYMENTS LLC / SHIFT4 P COMPANY GUAR 144A 08/32 6.75 | 950,000 | 1,050,000 | 100,000 | 0.02% | $40.30K |
| GTN 5.375 11/15/31 144A | 1,068,000 | 1,303,000 | 235,000 | 0.02% | $222.64K |
| Level 3 Financing, Inc. | 765,000 | 990,000 | 225,000 | 0.02% | $246.25K |
| NRG ENERGY INC REGD 144A P/P 6.00000000 | 800,000 | 975,000 | 175,000 | 0.01% | $181.65K |
| LAMAR MEDIA CORP SR UNSEC 4.0% 02-15-30 | 845,000 | 1,030,000 | 185,000 | 0.01% | $180.07K |
| IRON MOUNTAIN INC REGD 144A P/P 5.00000000 | 810,000 | 985,000 | 175,000 | 0.01% | $177.22K |
| CZR 7 02/15/30 144A | 780,000 | 955,000 | 175,000 | 0.01% | $171.64K |
| CORPBOND | 780,000 | 950,000 | 170,000 | 0.01% | $173.62K |
| BLURAC 7 07/15/29 144A | 745,000 | 910,000 | 165,000 | 0.01% | $171.13K |
| SM ENERGY CO 144A LIFE SR UNSEC 8.625% 11-01-30 | 730,000 | 895,000 | 165,000 | 0.01% | $182.50K |
| Cinemark USA Inc | 780,000 | 945,000 | 165,000 | 0.01% | $167.20K |
| Cleveland-Cliffs Inc. | 750,000 | 915,000 | 165,000 | 0.01% | $170.82K |
| NXST 5.625 07/15/27 144A | 845,000 | 935,000 | 90,000 | 0.01% | $89.43K |
| PG+E CORP SR SECURED 07/28 5 | 759,000 | 924,000 | 165,000 | 0.01% | $168.09K |
| VSTJET 9.5% Sr Unsecured Nts due 2028 144A | 720,000 | 875,000 | 155,000 | 0.01% | $156.81K |
| VAIL RESORTS INC REGD 144A P/P 6.50000000 | 715,000 | 870,000 | 155,000 | 0.01% | $157.80K |
| RRC 4.75 02/15/30 144A | 745,000 | 910,000 | 165,000 | 0.01% | $165.83K |
| XPO INC REGD 144A P/P 7.12500000 | 690,000 | 845,000 | 155,000 | 0.01% | $156.24K |
| FAIR ISAAC CORP SR UNSECURED 144A 06/28 4 | 700,000 | 855,000 | 155,000 | 0.01% | $147.05K |
| AMKR 5.875 10/01/33 144A | 305,000 | 805,000 | 500,000 | 0.01% | $510.96K |
| Smyrna Ready Mix Concrete LLC | 675,000 | 820,000 | 145,000 | 0.01% | $144.58K |
| Service Corporation International/US | 705,000 | 860,000 | 155,000 | 0.01% | $147.64K |
| BALL CORP SR UNSEC 6.0% 06-15-29 | 700,000 | 775,000 | 75,000 | 0.01% | $78.61K |
| Rocket Cos., Inc. | 635,000 | 775,000 | 140,000 | 0.01% | $135.94K |
| SUNOCO LP REGD 144A P/P 7.25000000 | 615,000 | 750,000 | 135,000 | 0.01% | $143.39K |
| NCR VOYIX CORP REGD 144A P/P 5.00000000 | 655,000 | 800,000 | 145,000 | 0.01% | $135.90K |
| WAND NEWCO 3 INC SR SECURED 144A 01/32 7.625 | 615,000 | 750,000 | 135,000 | 0.01% | $134.55K |
| HARVEST MIDSTREAM I LP REGD 144A P/P 7.50000000 | 610,000 | 745,000 | 135,000 | 0.01% | $139.43K |
| PRGO 6 1/8 09/30/32 | 640,000 | 785,000 | 145,000 | 0.01% | $143.28K |
| ROCKETMTGE CO-ISSUER INC REGD 144A P/P 3.62500000 | 651,000 | 796,000 | 145,000 | 0.01% | $138.13K |
| Caesars Entertainment Inc | 616,000 | 751,000 | 135,000 | 0.01% | $136.60K |
| CCO Holdings, LLC/CCO Holdings Capital Corp. | 675,000 | 820,000 | 145,000 | 0.01% | $142.33K |
| COINBASE GLOBAL INC REGD 144A P/P 3.37500000 | 650,000 | 795,000 | 145,000 | 0.01% | $143.61K |
| Graphic Packaging International, LLC | 610,000 | 745,000 | 135,000 | 0.01% | $134.36K |
| SMYRNA READY MIX CONCRET REGD 144A P/P 8.87500000 | 585,000 | 710,000 | 125,000 | 0.01% | $133.40K |
| ROCKIES EXPRESS PIPELINE SR UNSECURED 144A 07/29 4.95 | 600,000 | 730,000 | 130,000 | 0.01% | $129.86K |
| Bath & Body Works, Inc. | 570,000 | 695,000 | 125,000 | 0.01% | $132.63K |
| TGNA 4.625 03/15/28 | 577,000 | 702,000 | 125,000 | 0.01% | $129.98K |
| CLVTSC 3.875 07/01/28 144A | 670,000 | 740,000 | 70,000 | 0.01% | $43.31K |
| CAR 8.25 01/15/30 144A | 560,000 | 685,000 | 125,000 | 0.01% | $114.28K |
| CORPBOND | 660,000 | 730,000 | 70,000 | 0.01% | $71.82K |
| URI 5.25 01/15/30 | 550,000 | 670,000 | 120,000 | 0.01% | $120.11K |
| CCO Holdings, LLC/CCO Holdings Capital Corp. | 609,000 | 744,000 | 135,000 | 0.01% | $129.47K |
| Newell Brands Inc. | 530,000 | 645,000 | 115,000 | 0.01% | $124.47K |
| ARCHES BUYER INC REGD 144A P/P 4.25000000 | 555,000 | 675,000 | 120,000 | 0.01% | $106.82K |
| Group 1 Automotive, Inc. | 546,000 | 666,000 | 120,000 | 0.01% | $118.81K |
| NOBLE FIN. II LLC 8.00% | 510,000 | 625,000 | 115,000 | 0.01% | $120.68K |
| ENTG 4.375 04/15/28 144A | 540,000 | 655,000 | 115,000 | 0.01% | $114.64K |
| LITHIA MOTORS INC SR UNSECURED 144A 06/29 3.875 | 550,000 | 670,000 | 120,000 | 0.01% | $117.76K |
| TEP 5.5 01/15/28 144A | 580,000 | 640,000 | 60,000 | 0.01% | $59.71K |
| REZI 6.5 07/15/32 144A | 575,000 | 625,000 | 50,000 | 0.01% | $49.42K |
| ASBURY AUTOMOTIVE GROUP REGD SER WI 4.50000000 | 525,000 | 640,000 | 115,000 | 0.01% | $113.84K |
| VYX 5 1/8 04/15/29 | 527,000 | 642,000 | 115,000 | 0.01% | $107.82K |
| HOWMID 7 3/8 07/15/32 | 490,000 | 595,000 | 105,000 | 0.01% | $110.72K |
| ST 4.375 02/15/30 144A | 510,000 | 625,000 | 115,000 | 0.01% | $116.27K |
| QXO BUILDING PRODUCTS SR SECURED 144A 04/32 6.75 | 485,000 | 590,000 | 105,000 | 0.01% | $104.58K |
| THC 4.625 06/15/28 | 500,000 | 610,000 | 110,000 | 0.01% | $108.95K |
| SNAP INC REGD 144A P/P 6.87500000 | 495,000 | 605,000 | 110,000 | 0.01% | $92.68K |
| MGM RESORTS INTL REGD 6.50000000 | 480,000 | 585,000 | 105,000 | 0.01% | $107.78K |
| ARGID 9.5% Secured Nts due 2030 144A | 522,000 | 546,000 | 24,000 | 0.01% | $28.63K |
| Sinclair Television Group, Inc. | 460,000 | 565,000 | 105,000 | 0.01% | $109.09K |
| NRG ENERGY INC REGD 144A P/P 5.25000000 | 475,000 | 580,000 | 105,000 | 0.01% | $105.02K |
| NOVA CHEMS. CORP 9.00% | 445,000 | 545,000 | 100,000 | 0.01% | $102.86K |
| WR GRACE HOLDINGS LLC SR UNSECURED 144A 08/29 5.625 | 547,000 | 602,000 | 55,000 | 0.01% | $61.74K |
| RHP Hotel Properties LP / RHP Finance Corp 7.25 07/15/2028 | 475,000 | 525,000 | 50,000 | 0.01% | $49.06K |
| The Goodyear Tire & Rubber Company | 495,000 | 545,000 | 50,000 | 0.01% | $53.32K |
| POWSOL 6.75 09/15/32 144A | 415,000 | 510,000 | 95,000 | 0.01% | $102.53K |
| Bath & Body Works Inc | 430,000 | 525,000 | 95,000 | 0.01% | $96.51K |
| GTN 7.25 08/15/33 144A | 400,000 | 490,000 | 90,000 | 0.01% | $105.28K |
| SS&C Technologies, Inc. | 415,000 | 505,000 | 90,000 | 0.01% | $89.31K |
| SM Energy Company | 383,000 | 468,000 | 85,000 | 0.01% | $92.51K |
| TEX 6.25 10/15/32 144A | 385,000 | 470,000 | 85,000 | 0.01% | $90.97K |
| CHRD 6.75 03/15/33 144A | 370,000 | 450,000 | 80,000 | 0.01% | $85.43K |
| TRANSDIGM INC SR SECURED 144A 03/32 6.625 | 348,000 | 423,000 | 75,000 | 0.01% | $76.52K |
| CLEAR CHANNEL OUTDOOR HO REGD 144A P/P 7.75000000 | 352,000 | 432,000 | 80,000 | 0.01% | $83.33K |
| STX 8.25 12/15/29 144a | 334,000 | 409,000 | 75,000 | 0.01% | $76.74K |
| ENR 4.375 03/31/29 144A | 324,000 | 439,000 | 115,000 | 0.01% | $118.20K |
| POST HOLDINGS INC SR SECURED 144A 02/32 6.25 | 330,000 | 405,000 | 75,000 | 0.01% | $75.88K |
| CENTRAL GARDEN & PET CO REGD 144A P/P 4.12500000 | 355,000 | 435,000 | 80,000 | 0.01% | $80.10K |
| NORDSTROM INC SR SECURED 04/30 4.375 | 350,000 | 425,000 | 75,000 | 0.01% | $80.21K |
| SERVICE CORP INTL REGD 5.12500000 | 325,000 | 395,000 | 70,000 | 0.01% | $70.34K |
| CIPHER COMPUTE LLC SR SECURED 144A 11/30 7.125 | 305,000 | 370,000 | 65,000 | 0.01% | $75.81K |
| SOLSTICE ADVANCED MATERI SR UNSECURED 144A 09/33 5.625 | 305,000 | 370,000 | 65,000 | 0.01% | $67.33K |
| ARCHROCK PARTNERS LP/FIN REGD 144A P/P 6.62500000 | 290,000 | 355,000 | 65,000 | 0.01% | $70.81K |
| Lithia Motors, Inc. | 299,000 | 364,000 | 65,000 | 0.01% | $64.50K |
| MTDR 6.875 04/15/28 144A | 320,000 | 355,000 | 35,000 | 0.01% | $34.47K |
| GTN 10.5 07/15/29 144A | 305,000 | 335,000 | 30,000 | 0.01% | $30.44K |
| NGL Energy Operating LLC / NGL Energy Finance Corp. | 277,000 | 337,000 | 60,000 | 0.01% | $66.31K |
| NGL Energy Operating LLC / NGL Energy Finance Corp | 277,000 | 337,000 | 60,000 | 0.01% | $64.30K |
| ASCRES 6.625 10/15/32 144A | 260,000 | 320,000 | 60,000 | 0.00% | $66.50K |
| BOMBARDIER INC SR UNSECURED 144A 11/30 8.75 | 270,000 | 300,000 | 30,000 | 0.00% | $29.91K |
| HRI 7 06/15/30 144A | 220,000 | 270,000 | 50,000 | 0.00% | $52.00K |
| PFGC 6.125 09/15/32 144A | 220,000 | 270,000 | 50,000 | 0.00% | $50.82K |
| ATI INC SR UNSEC 7.25% 08-15-30 | 215,000 | 235,000 | 20,000 | 0.00% | $19.16K |
| NUSTAR LOGISTICS LP REGD 6.37500000 | 187,000 | 227,000 | 40,000 | 0.00% | $43.10K |
| Block, Inc. | 210,000 | 235,000 | 25,000 | 0.00% | $24.10K |
| Transocean Inc. | 139,500 | 140,700 | 1,200 | 0.00% | $1.76K |
| ICITII | 290,452 | 294,809 | 4,357 | 0.00% | -$4.17K |
| CAR 5 3/8 03/01/29 | 110,000 | 130,000 | 20,000 | 0.00% | $17.83K |
| SM Energy Company | 85,000 | 105,000 | 20,000 | 0.00% | $24.43K |
| SEAGATE DATA STOR REGD 144A P/P 8.50000000 | 81,000 | 101,000 | 20,000 | 0.00% | $19.96K |
| IHRT 7.75 08/15/30 144A | 52,700 | 62,700 | 10,000 | 0.00% | $4.87K |
| FX Spot Contract: EUR/USD SETTLE 2026-01-05 | 717 | 728 | 11 | 0.00% | $28 |
| US ULTRA BOND CBT Sep25 | 58,518,663 | 58,519,521 | 858 | -0.01% | $667.12K |
| Security | Shares Nov 2025 | Shares Feb 2026 | Δ shares | End % | Δ value |
|---|---|---|---|---|---|
| US TREASURY N/B | 215,760,000 | 201,760,000 | -14,000,000 | 2.99% | -$13.84M |
| US TREASURY N/B | 171,070,000 | 163,070,000 | -8,000,000 | 2.39% | -$7.55M |
| US TREASURY N/B | 99,790,000 | 84,790,000 | -15,000,000 | 1.24% | -$14.72M |
| JPMorgan Prime Money Market Fund, IM Shares | 181,107,269 | 66,724,198 | -114,383,072 | 0.98% | -$114.43M |
| Freddie Mac REMICS | 61,204,765 | 58,820,026 | -2,384,739 | 0.86% | -$2.43M |
| FHLMC UMBS, 30 Year | 50,582,372 | 47,965,831 | -2,616,541 | 0.73% | -$2.40M |
| FNMA, REMIC, Series 2025-51, Class A | 45,994,069 | 42,823,040 | -3,171,029 | 0.64% | -$3.22M |
| FNMA, REMIC, Series 2022-42, Class EA | 45,624,755 | 43,226,298 | -2,398,458 | 0.62% | -$2.01M |
| FR SD8343 | 37,148,860 | 34,686,788 | -2,462,072 | 0.52% | -$2.32M |
| FHLMC, REMIC, Series 5551, Class BA | 35,691,733 | 34,817,886 | -873,848 | 0.51% | -$886.10K |
| Government National Mortgage Association REMICS | 29,068,877 | 28,267,028 | -801,849 | 0.40% | -$602.87K |
| GNMA, Series 2024-151, Class HB | 31,264,152 | 27,741,738 | -3,522,414 | 0.40% | -$3.42M |
| FR SD8342 | 25,575,684 | 24,582,816 | -992,868 | 0.37% | -$906.42K |
| FNMA, REMIC, Series 2025-62, Class CA | 26,057,249 | 24,400,897 | -1,656,352 | 0.36% | -$1.68M |
| Freddie Mac Pool | 25,201,450 | 23,948,852 | -1,252,598 | 0.36% | -$1.25M |
| FN MA5216 | 26,510,178 | 23,778,384 | -2,731,794 | 0.36% | -$2.74M |
| GNMA, Series 2024-110, Class LC | 25,571,320 | 24,673,235 | -898,085 | 0.36% | -$705.00K |
| FNMA, REMIC, Series 2025-22, Class BA | 25,255,223 | 22,885,528 | -2,369,695 | 0.34% | -$2.43M |
| Government National Mortgage Association | 21,404,020 | 20,657,889 | -746,131 | 0.31% | -$616.99K |
| FNMA, REMIC, Series 2024-20, Class MA | 21,805,909 | 20,043,386 | -1,762,523 | 0.29% | -$1.79M |
| FNMA, REMIC, Series 2025-66, Class LA | 20,163,246 | 19,298,703 | -864,543 | 0.28% | -$895.10K |
| Uniform Mortgage-Backed Securities | 20,895,952 | 18,601,555 | -2,294,397 | 0.28% | -$2.31M |
| FNMA UMBS, 20 Year | 19,177,803 | 18,661,018 | -516,785 | 0.27% | -$350.33K |
| FHLMC, REMIC, Series 5531, Class DA | 19,200,525 | 17,275,442 | -1,925,083 | 0.25% | -$1.99M |
| The Huntington National Bank Series 2025-2, Class B1 | 18,382,881 | 16,533,678 | -1,849,203 | 0.24% | -$1.83M |
| FHLMC, REMIC, Series 5530, Class V | 15,536,096 | 15,249,540 | -286,556 | 0.23% | -$273.04K |
| FN MA5191 | 16,790,298 | 15,378,850 | -1,411,448 | 0.23% | -$1.46M |
| Freddie Mac Pool | 15,674,638 | 15,226,931 | -447,707 | 0.23% | -$382.89K |
| FNMA UMBS, 20 Year | 16,180,813 | 15,587,714 | -593,099 | 0.22% | -$456.31K |
| GNMA, Series 2024-1, Class KB | 15,764,163 | 15,292,636 | -471,527 | 0.21% | -$325.19K |
| FHLMC, REMIC, Series 5558, Class DA | 15,308,464 | 14,554,663 | -753,801 | 0.21% | -$777.64K |
| FNMA, REMIC, Series 2025-27, Class BV | 14,009,317 | 13,750,922 | -258,395 | 0.21% | -$252.41K |
| GNMA, Series 2025-4, Class LA | 16,048,943 | 14,689,854 | -1,359,089 | 0.21% | -$1.17M |
| FNMA UMBS, 15 Year | 14,435,710 | 13,569,549 | -866,161 | 0.20% | -$821.60K |
| FNMA, REMIC, Series 2025-58, Class MA | 13,887,893 | 13,585,068 | -302,825 | 0.20% | -$325.88K |
| FHLMC | 13,754,135 | 13,058,281 | -695,855 | 0.20% | -$635.58K |
| FHLMC, REMIC, Series 5510, Class GV | 13,383,573 | 13,131,276 | -252,298 | 0.20% | -$270.70K |
| FHLMC UMBS, 30 Year | 12,868,170 | 12,829,406 | -38,764 | 0.19% | $18.95K |
| UMBS | 12,608,372 | 12,024,909 | -583,463 | 0.18% | -$539.33K |
| FNMA, REMIC, Series 2025-56, Class BV | 12,025,869 | 11,813,881 | -211,989 | 0.18% | -$201.45K |
| FNMA, REMIC, Series 2025-29, Class CV | 11,788,985 | 11,573,846 | -215,140 | 0.18% | -$216.72K |
| Multifamily Structured Credit Risk Series 25-MN12 Class M1 | 10,500,000 | 10,486,810 | -13,190 | 0.15% | -$12.39K |
| APARK 2025-A A2 144A 4.43% 04-20-35 | 10,523,000 | 9,965,511 | -557,489 | 0.15% | -$529.34K |
| FNMA UMBS, 20 Year | 11,136,353 | 10,704,305 | -432,047 | 0.14% | -$301.32K |
| FHLMC, REMIC, Series 5577, Class A | 10,287,576 | 9,589,125 | -698,452 | 0.14% | -$720.46K |
| GoodLeap Home Improvement Solutions Trust, Series 2025-3A, Class A | 10,500,000 | 9,308,003 | -1,191,997 | 0.14% | -$1.14M |
| FHLMC, REMIC, Series 5516, Class DV | 9,189,539 | 9,021,023 | -168,516 | 0.14% | -$232.74K |
| GS Mortgage-Backed Securities Trust, Series 2025-RPL3, Class A1 | 8,308,674 | 8,113,155 | -195,519 | 0.12% | -$135.65K |
| FNMA UMBS, 15 Year | 7,994,971 | 7,610,352 | -384,619 | 0.11% | -$335.21K |
| FNMA, REMIC, Series 2022-43, Class P | 7,828,712 | 7,515,483 | -313,229 | 0.11% | -$266.41K |
| GS Mortgage-Backed Securities Trust, Series 2025-SL1, Class A1 | 7,836,448 | 7,332,482 | -503,965 | 0.11% | -$474.05K |
| FR SB8184 | 7,669,614 | 7,328,942 | -340,672 | 0.11% | -$288.18K |
| REACH FINANCIAL LLC REACH 2025 2A A 144A | 8,950,634 | 7,226,383 | -1,724,251 | 0.11% | -$1.73M |
| FNMA, REMIC, Series 2025-58, Class CA | 7,428,265 | 7,110,494 | -317,772 | 0.10% | -$331.16K |
| MVW LLC, Series 2025-2A, Class C | 7,100,000 | 6,768,210 | -331,790 | 0.10% | -$312.27K |
| Onity Loan Investment Trust, Series 2025-HB1, Class A | 8,349,777 | 6,906,043 | -1,443,734 | 0.10% | -$1.37M |
| FHLMC UMBS, 30 Year | 6,578,330 | 6,560,202 | -18,128 | 0.10% | $14.31K |
| US TREASURY N/B | 10,560,000 | 6,560,000 | -4,000,000 | 0.10% | -$3.98M |
| FHLMC, REMIC, Series 3878, Class PL | 6,975,898 | 6,470,763 | -505,135 | 0.10% | -$518.45K |
| AQUA FINANCE TRUST | 6,816,120 | 6,384,459 | -431,661 | 0.10% | -$414.97K |
| FN MA4842 | 6,577,926 | 6,367,160 | -210,766 | 0.10% | -$195.43K |
| Bridge Trust, Series 2025-SFR1, Class C | 6,635,000 | 6,624,760 | -10,240 | 0.09% | $64.16K |
| FR SD8233 | 6,244,118 | 6,091,731 | -152,387 | 0.09% | -$110.72K |
| FNMA UMBS, 20 Year | 6,156,714 | 5,925,608 | -231,106 | 0.09% | -$187.76K |
| FHLMC, REMIC, Series 5394, Class AV | 5,871,211 | 5,746,181 | -125,030 | 0.09% | -$137.68K |
| GNMA, Series 2024-184, Class BG | 6,079,877 | 5,761,554 | -318,322 | 0.08% | -$256.95K |
| Home Partners of America Trust, Series 2021-3, Class D | 5,840,211 | 5,837,231 | -2,979 | 0.08% | $34.20K |
| UPX HIL Issuer Trust, Series 2025-1, Class A | 6,073,237 | 5,466,460 | -606,776 | 0.08% | -$597.84K |
| Federal National Mortgage Association Connecticut Avenue Securities Trust | 6,283,805 | 5,398,375 | -885,430 | 0.08% | -$865.46K |
| FHLMC, REMIC, Series 4634, Class MD | 5,817,534 | 5,352,617 | -464,916 | 0.08% | -$470.59K |
| NZES 2025-FHT1 A 144A 6.545% 03-25-32 | 5,253,107 | 5,031,318 | -221,788 | 0.08% | -$189.21K |
| Lending Funding Trust, Series 2020-2A, Class A | 7,416,297 | 5,168,599 | -2,247,698 | 0.07% | -$2.16M |
| SBCLN 2024-A D | 5,753,286 | 5,018,843 | -734,443 | 0.07% | -$741.31K |
| FNMA, REMIC, Series 2025-4, Class PV | 4,940,023 | 4,847,013 | -93,010 | 0.07% | -$89.27K |
| FNMA, REMIC, Series 2024-101, Class DV | 4,683,439 | 4,594,305 | -89,134 | 0.07% | -$75.04K |
| Driven Brands Funding LLC, Series 2021-1A, Class A2 | 4,950,558 | 4,937,344 | -13,214 | 0.07% | $19.46K |
| NMNL 2025-1A A | 4,586,000 | 4,583,134 | -2,866 | 0.07% | -$13.46K |
| FHLMC, REMIC, Series 4630, Class MA | 4,859,276 | 4,571,658 | -287,617 | 0.07% | -$275.01K |
| American Credit Acceptance Receivables Trust, Series 2024-2, Class C | 5,091,000 | 4,409,262 | -681,738 | 0.06% | -$697.02K |
| Foundation Finance Trust, Series 2025-2A, Class A | 4,985,007 | 4,355,172 | -629,835 | 0.06% | -$614.67K |
| Foundation Finance Trust, Series 2025-3A, Class A | 4,820,000 | 4,347,389 | -472,611 | 0.06% | -$453.24K |
| VFI ABS, LLC Series 2025-1A, Class A | 4,739,439 | 4,223,698 | -515,741 | 0.06% | -$510.69K |
| Hilton Grand Vacations Trust, Series 2024-2A, Class C | 4,525,241 | 4,148,733 | -376,508 | 0.06% | -$375.04K |
| MFRA 2024-NPL1 A1 | 4,194,036 | 4,059,377 | -134,658 | 0.06% | -$133.77K |
| Purewest ABS Issuer LLC, Series 2025-1, Class A2 | 3,970,800 | 3,960,930 | -9,870 | 0.06% | $11.72K |
| UPG HI ISSUER TRUST UPGHI 2025 2 A 144A | 4,400,000 | 3,986,801 | -413,199 | 0.06% | -$392.63K |
| Venture CLO Ltd., Series 2019-36A, Class A1AR | 5,422,375 | 4,002,747 | -1,419,629 | 0.06% | -$1.42M |
| FHLMC UMBS, 30 Year | 4,224,076 | 3,890,598 | -333,478 | 0.06% | -$336.45K |
| Foundation Finance Trust, Series 2021-1A, Class A | 4,517,279 | 4,156,454 | -360,825 | 0.06% | -$325.48K |
| SBCLN 2024-A C | 4,415,044 | 3,851,436 | -563,608 | 0.06% | -$569.17K |
| FHLMC, REMIC, Series 4632, Class MA | 4,107,519 | 3,871,090 | -236,429 | 0.06% | -$214.17K |
| FHLMC | 3,951,611 | 3,660,321 | -291,290 | 0.06% | -$274.19K |
| FNMA UMBS, 30 Year | 3,992,760 | 3,617,825 | -374,935 | 0.05% | -$372.97K |
| SBCLN 2023-B C | 4,181,527 | 3,606,464 | -575,063 | 0.05% | -$581.16K |
| Hilton Grand Vacations Trust, Series 2025-1A, Class C | 3,947,639 | 3,543,481 | -404,158 | 0.05% | -$403.33K |
| CPS Auto Receivables Trust, Series 2022-A, Class D | 5,695,897 | 3,619,898 | -2,075,998 | 0.05% | -$2.06M |
| NZES 2024-FNT1 A | 3,701,092 | 3,496,516 | -204,576 | 0.05% | -$193.50K |
| VERDANT RECEIVABLES LLC VERD 2024 1A A2 144A | 3,827,747 | 3,421,420 | -406,327 | 0.05% | -$413.17K |
| FNMA UMBS, 15 Year | 3,791,416 | 3,505,084 | -286,331 | 0.05% | -$263.87K |
| FHLMC, REMIC, Series 5021, Class MI | 19,956,205 | 19,591,234 | -364,971 | 0.05% | -$79.43K |
| MULTIFAMILY CONNECTICUT AVENUE SECUR SER 2019-01 CL M10 V/R REGD 144A P/P 7.43628000 | 3,317,292 | 3,215,755 | -101,537 | 0.05% | -$100.96K |
| FNMA UMBS, 20 Year | 3,409,891 | 3,264,408 | -145,483 | 0.05% | -$123.43K |
| SBCLN 2024-B C | 3,460,202 | 3,065,998 | -394,204 | 0.05% | -$387.27K |
| DT Auto Owner Trust, Series 2021-4A, Class D | 4,401,716 | 3,055,400 | -1,346,316 | 0.04% | -$1.32M |
| Progress Residential Trust, Series 2025-SFR5, Class D | 3,150,000 | 3,148,174 | -1,826 | 0.04% | $19.88K |
| FIRST HELP FINANCIAL LLC FHF 2024 3A A2 144A | 3,414,542 | 2,900,580 | -513,961 | 0.04% | -$497.79K |
| Hilton Grand Vacations Trust, Series 2025-2A, Class B | 3,225,427 | 2,850,620 | -374,807 | 0.04% | -$369.90K |
| MSCI TR 2015-MS1 B CSTR 05/15/2048 | 5,334,136 | 2,974,949 | -2,359,187 | 0.04% | -$2.27M |
| G2 MA8201 | 2,911,187 | 2,839,834 | -71,353 | 0.04% | -$40.12K |
| Progress Residential Trust, Series 2025-SFR2, Class D | 2,991,633 | 2,986,394 | -5,239 | 0.04% | $15.55K |
| FHLMC, REMIC, Series 5537, Class CA | 2,833,684 | 2,665,055 | -168,628 | 0.04% | -$176.13K |
| FNMA ACES, Series 2020-M10, Class X1 | 46,250,913 | 46,200,769 | -50,143 | 0.04% | -$164.64K |
| Stream Innovations Issuer Trust, Series 2024-1A, Class A | 2,539,945 | 2,423,855 | -116,090 | 0.04% | -$109.66K |
| FNMA, REMIC, Series 2024-27, Class CA | 2,663,584 | 2,520,751 | -142,833 | 0.04% | -$148.22K |
| Sierra Timeshare Receivables Funding LLC, Series 2025-1A, Class A | 2,816,448 | 2,463,466 | -352,982 | 0.04% | -$349.71K |
| SBCLN 2024-B D | 2,768,162 | 2,452,799 | -315,363 | 0.04% | -$306.18K |
| Exeter Automobile Receivables Trust, Series 2021-4A, Class D | 4,789,599 | 2,482,281 | -2,307,318 | 0.04% | -$2.29M |
| Exter Automobile Rec 04/15/2027 1.400% | 3,765,265 | 2,467,855 | -1,297,410 | 0.04% | -$1.27M |
| Business Jet Securities LLC, Series 2024-1A, Class B | 3,165,669 | 2,334,808 | -830,861 | 0.04% | -$832.46K |
| FN MA5445 | 2,656,438 | 2,357,789 | -298,649 | 0.04% | -$300.21K |
| Cascade MH Asset Trust, Series 2019-MH1, Class A | 2,482,320 | 2,428,210 | -54,110 | 0.03% | -$35.06K |
| Business Jet Securities LLC, Series 2024-2A, Class B | 2,360,180 | 2,260,618 | -99,562 | 0.03% | -$88.69K |
| Foundation Finance Trust, Series 2024-2A, Class A | 2,252,004 | 2,112,939 | -139,065 | 0.03% | -$133.35K |
| Westgate Resorts LLC, Series 2024-1A, Class B | 2,249,353 | 2,056,893 | -192,460 | 0.03% | -$195.12K |
| Sierra Timeshare Receivables Funding LLC, Series 2025-2A, Class A | 2,391,983 | 2,057,036 | -334,947 | 0.03% | -$326.58K |
| FNMA ACES, Series 2020-M37, Class X | 63,608,537 | 63,121,935 | -486,602 | 0.03% | -$122.50K |
| CALIFORNIA HSG FIN AGY MUNI CTFS | 51,059,655 | 50,820,891 | -238,764 | 0.03% | -$67.40K |
| BHG Securitization Trust, Series 2021-B, Class B | 3,098,659 | 2,046,060 | -1,052,599 | 0.03% | -$1.03M |
| Hilton Grand Vacations Trust, Series 2024-3A, Class C | 2,225,600 | 1,966,112 | -259,488 | 0.03% | -$259.27K |
| VOLT CVI LLC, Series 2021-NP12, Class A1 | 2,074,042 | 1,998,188 | -75,854 | 0.03% | -$76.29K |
| Huntington Bank Auto Credit-Linked Notes, Series 2024-2, Class B2 | 2,115,835 | 1,971,076 | -144,759 | 0.03% | -$144.34K |
| Aqua Finance Trust, Series 2021-A, Class B | 2,187,000 | 2,091,722 | -95,278 | 0.03% | -$70.48K |
| Progress Residential Trust, Series 2025-SFR5, Class C | 2,000,000 | 1,998,840 | -1,160 | 0.03% | $9.68K |
| COMM Mortgage Trust, Series 2015-CR26, Class B | 1,988,112 | 1,953,513 | -34,599 | 0.03% | -$34.57K |
| Triton Water Holdings, Inc., Term Loan B | 1,895,987 | 1,891,212 | -4,776 | 0.03% | -$9.98K |
| WESTR 2024-1A C | 2,014,778 | 1,842,389 | -172,389 | 0.03% | -$174.94K |
| Purewest ABS Issuer LLC, Series 2025-1, Class B | 1,901,828 | 1,856,413 | -45,414 | 0.03% | -$43.00K |
| VStrong Auto Receivables Trust, Series 2023-A, Class B | 2,190,536 | 1,809,800 | -380,736 | 0.03% | -$384.45K |
| American Credit Acceptance Receivables Trust, Series 2023-1, Class D | 2,000,000 | 1,759,883 | -240,117 | 0.03% | -$241.94K |
| Goldman Home Improvement Trust Issuer Trust, Series 2021-GRN2, Class A | 2,078,304 | 1,804,602 | -273,702 | 0.03% | -$260.58K |
| NZES 2021-GNT1 A | 1,886,383 | 1,799,459 | -86,924 | 0.03% | -$76.43K |
| Commercial Mortgage Trust, Series 2014-UBS3, Class B | 1,938,213 | 1,815,197 | -123,016 | 0.03% | -$90.64K |
| Hilton Grand Vacations Trust, Series 2024-3A, Class B | 1,844,069 | 1,629,064 | -215,005 | 0.02% | -$213.12K |
| Sierra Timeshare Receivables Funding LLC, Series 2025-2A, Class D | 1,791,002 | 1,540,210 | -250,792 | 0.02% | -$232.66K |
| Accelerated LLC, Series 2021-1H, Class B | 1,801,232 | 1,645,986 | -155,246 | 0.02% | -$138.51K |
| Freddie Mac REMICS | 10,552,835 | 10,357,158 | -195,677 | 0.02% | -$35.41K |
| Stream Innovations Issuer Trust, Series 2024-2A, Class A | 1,590,409 | 1,516,302 | -74,107 | 0.02% | -$68.54K |
| COMM 2014-CR14 B | 1,536,345 | 1,533,528 | -2,818 | 0.02% | $16.35K |
| STONEPEAK SALTT_21-1 | 1,586,175 | 1,526,470 | -59,705 | 0.02% | -$50.39K |
| MMP Capital Series 2025-A, Class A | 1,751,361 | 1,478,771 | -272,590 | 0.02% | -$272.56K |
| FHLMC MULTIFAMILY STRUCTURED P FHMS Q012 X | 10,420,666 | 10,101,280 | -319,386 | 0.02% | -$83.92K |
| Hilton Grand Vacations Trust, Series 2025-2A, Class C | 1,642,806 | 1,451,906 | -190,900 | 0.02% | -$188.20K |
| FNMA UMBS, 15 Year | 1,584,580 | 1,422,623 | -161,957 | 0.02% | -$157.27K |
| Sierra Timeshare Receivables Funding LLC, Series 2025-2A, Class C | 1,592,002 | 1,369,076 | -222,926 | 0.02% | -$218.30K |
| FHLMC UMBS, 15 Year | 1,420,168 | 1,361,765 | -58,403 | 0.02% | -$53.01K |
| Wells Fargo Commercial Mortgage Trust, Series 2015-C27, Class C | 1,661,266 | 1,507,427 | -153,839 | 0.02% | -$135.62K |
| WESTINGHOUSE TERM B 1LN 01/27/2031 | 1,333,125 | 1,329,750 | -3,375 | 0.02% | -$8.94K |
| GLS Auto Receivables Trust 07/15/2027 1.480% 144A | 2,818,591 | 1,310,265 | -1,508,326 | 0.02% | -$1.49M |
| REPUBLIC OF ECUADOR REGD S/UP 144A P/P 6.90000000 | 1,500,000 | 1,421,456 | -78,544 | 0.02% | $8.75K |
| OPTN 2021-C A | 1,683,641 | 1,264,896 | -418,745 | 0.02% | -$408.19K |
| BXMT Series 21-FL4 Class A | 1,793,075 | 1,247,284 | -545,791 | 0.02% | -$544.68K |
| Freddie Mac Multifamily Structured Pass Through Certificates | 24,528,353 | 24,441,525 | -86,828 | 0.02% | -$70.92K |
| REPUBLIC OF IRAQ 01/15/2028 5.8% | 1,542,500 | 1,234,000 | -308,500 | 0.02% | -$309.37K |
| Freddie Mac Multifamily Structured Pass Through Certificates | 222,602,985 | 221,259,923 | -1,343,062 | 0.02% | -$100.82K |
| SRFC 2025-3A A | 1,368,880 | 1,180,614 | -188,266 | 0.02% | -$185.45K |
| MFF 2023-1A A 144A 7.21% 05-20-36 | 1,564,935 | 1,157,927 | -407,009 | 0.02% | -$411.02K |
| Morgan Stanley Capital I Trust, Series 2020-HR8, Class XA | 18,659,409 | 18,633,960 | -25,449 | 0.02% | -$66.60K |
| MVW LLC, Series 2024-1A, Class B | 1,167,865 | 1,051,031 | -116,834 | 0.02% | -$112.50K |
| YPANBR 8.947 07/31/42 144A | 981,090 | 971,460 | -9,630 | 0.02% | $2.07K |
| EMRLD Borrower LP Term Loan B | 1,070,966 | 1,068,282 | -2,684 | 0.02% | -$7.60K |
| YPMQBR 8.498 01/31/45 144A | 1,000,000 | 986,700 | -13,300 | 0.02% | $3.23K |
| VRT TL B 1L USD | 1,045,874 | 1,043,253 | -2,621 | 0.02% | -$5.83K |
| WHTCAP TL B 1L USD | 1,051,191 | 1,048,537 | -2,655 | 0.02% | -$18.65K |
| Elara HGV Timeshare Issuer LLC, Series 2021-A, Class B | 1,191,252 | 1,075,288 | -115,963 | 0.02% | -$105.56K |
| Sierra Timeshare Receivables Funding LLC, Series 2024-1A, Class B | 1,130,739 | 1,009,066 | -121,674 | 0.01% | -$124.11K |
| VOLT C LLC, Series 2021-NPL9, Class A1 | 1,171,604 | 1,006,597 | -165,007 | 0.01% | -$164.56K |
| Genesee & Wyoming Term Loan B 200 2031-03-25 | 992,481 | 989,975 | -2,506 | 0.01% | -$2.42K |
| Sierra Timeshare Receivables Funding LLC, Series 2025-2A, Class B | 1,126,342 | 968,621 | -157,720 | 0.01% | -$151.44K |
| MICRO HOLDN CORP TL 1S 52 | 1,176,885 | 1,173,875 | -3,010 | 0.01% | -$111.20K |
| PWRP 2024-1A A | 973,244 | 905,041 | -68,203 | 0.01% | -$67.23K |
| Ultimate Software Group, Inc., First Lien Term Loan | 985,050 | 982,587 | -2,463 | 0.01% | -$56.16K |
| FHLMC Gold Pools, 15 Year | 1,088,874 | 930,624 | -158,250 | 0.01% | -$155.02K |
| Morgan Stanley Bank of America Merrill Lynch Trust, Series 2015-C23, Class D | 2,000,000 | 915,848 | -1,084,152 | 0.01% | -$1.05M |
| REPUBLIC OF ECUADOR 6.900000% 07/31/2030 | 3,400,000 | 900,000 | -2,500,000 | 0.01% | -$2.42M |
| SFRFP 6.875 07/15/32 144A | 921,809 | 912,348 | -9,461 | 0.01% | -$22.64K |
| SRFC 2025-3A C | 931,845 | 803,685 | -128,159 | 0.01% | -$126.06K |
| FNR 2017-31 SG | 6,497,718 | 6,370,065 | -127,653 | 0.01% | -$712 |
| OPTN 2021-B A 144A 1.47% 05-08-31 | 1,125,167 | 798,881 | -326,286 | 0.01% | -$317.32K |
| GNMA, Series 2018-139, Class SB | 4,752,011 | 4,616,737 | -135,274 | 0.01% | -$6.19K |
| MVW LLC, Series 2024-1A, Class C | 834,189 | 750,736 | -83,453 | 0.01% | -$79.57K |
| JPMorgan Chase Commercial Mortgage Securities Trust, Series 2013-C16, Class D | 833,639 | 766,251 | -67,389 | 0.01% | -$44.97K |
| FHLMC, REMIC, Series 4954, Class SB | 5,974,438 | 5,828,234 | -146,203 | 0.01% | $1.42K |
| HTZ 4 5/8 12/01/26 | 1,945,000 | 779,000 | -1,166,000 | 0.01% | -$1.18M |
| Freddie Mac Multifamily Structured Pass Through Certificates | 59,699,240 | 59,505,956 | -193,284 | 0.01% | -$162.76K |
| Adient US LLC, Term Loan B2 | 694,425 | 692,662 | -1,762 | 0.01% | -$4.88K |
| T/L AADVANTAGE LOYALTY IP LTD. REGD 0.00000000 | 684,794 | 683,074 | -1,721 | 0.01% | -$2.59K |
| CSFB Mortgage-Backed Pass-Through Certificates, Series 2005-9, Class 1A2 | 677,278 | 674,576 | -2,702 | 0.01% | $2.39K |
| HINNT LLC, Series 2025-A, Class D | 705,646 | 606,326 | -99,320 | 0.01% | -$93.40K |
| FHLMC, REMIC, Series 4925, Class SH | 5,687,515 | 5,494,359 | -193,156 | 0.01% | -$4.36K |
| Bioceanico Sovereign Certificate Ltd. | 739,930 | 689,097 | -50,834 | 0.01% | -$32.95K |
| Structured Asset Mortgage Investments II Trust, Series 2006-AR6, Class 2A1 | 803,651 | 781,779 | -21,872 | 0.01% | -$13.17K |
| REPUBLIC OF ARGENTINA SR UNSECURED 07/29 1 | 708,000 | 619,500 | -88,500 | 0.01% | -$70.86K |
| Transocean Titan Financing Ltd. | 586,905 | 534,548 | -52,357 | 0.01% | -$56.60K |
| Upstart Securitization Trust, Series 2025-1, Class A | 656,682 | 536,150 | -120,532 | 0.01% | -$119.95K |
| FHLMC, REMIC, Series 4012, Class GS | 3,464,646 | 3,342,523 | -122,123 | 0.01% | -$7.47K |
| MH Sub I LLC, First Lien, 2024 December New Term Loan | 796,566 | 794,560 | -2,006 | 0.01% | -$109.23K |
| AS 6.75 02/16/31 144A | 545,000 | 491,000 | -54,000 | 0.01% | -$55.84K |
| BOMBARDIER INC SR UNSECURED 144A 02/28 6 | 1,390,000 | 464,000 | -926,000 | 0.01% | -$930.59K |
| Velocity Commercial Capital Loan Trust, Series 2018-2, Class A | 492,190 | 464,138 | -28,052 | 0.01% | -$26.84K |
| DEUTSCHE ALT-A SECURITIES MORTGAGE LOAN TRUST SERIES SER 2007-3 CL 2A1 V/R REGD 5.56876000 | 556,586 | 547,032 | -9,554 | 0.01% | -$4.48K |
| T/L CENTRAL PARENT LLC REGD ZCP TERM LOAN 0.00000000 | 693,000 | 691,250 | -1,750 | 0.01% | -$142.51K |
| Home Partners of America Trust, Series 2021-3, Class E1 | 449,247 | 449,018 | -229 | 0.01% | $2.71K |
| OPTN 2021-B B 144A 1.96% 05-08-31 | 584,061 | 414,690 | -169,371 | 0.01% | -$165.10K |
| FNMA, REMIC, Series 2019-31, Class S | 3,139,122 | 3,065,043 | -74,079 | 0.01% | $106 |
| FHLMC, REMIC, Series 4477, Class SA | 3,109,869 | 3,025,944 | -83,926 | 0.01% | -$3.37K |
| VOLT XCV LLC STEP 03/27/2051 144A | 600,253 | 375,770 | -224,483 | 0.01% | -$224.32K |
| FREMF Mortgage Trust, Series 2021-K126, Class X2A | 97,877,912 | 97,640,876 | -237,036 | 0.01% | -$16.76K |
| BOF Funding Trust, Series 2023-CAR3, Class C | 430,941 | 363,506 | -67,435 | 0.01% | -$66.24K |
| INSTRUCTURE/ICON PARENT 8/25 COV-LITE 11/13/2031 | 536,991 | 353,979 | -183,012 | 0.01% | -$184.48K |
| BHCCN 4.875 06/01/28 144A | 1,273,000 | 377,000 | -896,000 | 0.01% | -$801.21K |
| FHLMC, REMIC, Series 4338, Class SA | 3,107,844 | 3,006,573 | -101,271 | 0.01% | -$24.98K |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNR 2015-123 SE | 3,290,775 | 3,210,134 | -80,641 | 0.01% | $437 |
| COMM Mortgage Trust, Series 2014-CR20, Class C | 408,832 | 333,522 | -75,310 | 0.00% | -$71.86K |
| FHLMC, REMIC, Series 4505, Class SA | 2,647,485 | 2,568,512 | -78,973 | 0.00% | -$2.74K |
| Aqua Finance Trust, Series 2020-AA, Class A | 331,010 | 308,449 | -22,561 | 0.00% | -$20.29K |
| CHL Mortgage Pass-Through Trust, Series 2005-J2, Class 3A8 | 465,100 | 461,164 | -3,935 | 0.00% | -$3.41K |
| FREMF Mortgage Trust, Series 2020-K118, Class X2A | 81,611,705 | 81,306,846 | -304,859 | 0.00% | -$14.67K |
| Freddie Mac Strips | 2,673,857 | 2,592,855 | -81,002 | 0.00% | -$1.62K |
| FREMF Mortgage Trust, Series 2020-K115, Class X2A | 80,470,209 | 80,217,661 | -252,547 | 0.00% | -$15.36K |
| CHTR 5 1/8 05/01/27 | 825,000 | 255,000 | -570,000 | 0.00% | -$568.89K |
| GULFPORT ENERGY CORP | 1,217 | 1,207 | -10 | 0.00% | -$18.92K |
| FNMA, REMIC, Series 2015-85, Class SA | 2,591,546 | 2,525,806 | -65,740 | 0.00% | -$359 |
| AMERICAN AIRLINES INC / AADVANTAGE LOYALTY IP LTD 5.5% 04/20/2026 144A | 487,500 | 243,750 | -243,750 | 0.00% | -$244.27K |
| FREMF Mortgage Trust, Series 2020-KSG1, Class X2A | 67,681,974 | 67,454,774 | -227,200 | 0.00% | -$12.61K |
| Republic of Cote d'Ivoire | 208,723 | 194,713 | -14,010 | 0.00% | -$12.78K |
| FREMF Mortgage Trust, Series 2018-K82, Class X2A | 96,728,345 | 96,327,074 | -401,272 | 0.00% | -$21.29K |
| Freddie Mac Multifamily Structured Pass Through Certificates | 24,530,618 | 20,395,418 | -4,135,200 | 0.00% | -$70.09K |
| FNMA, REMIC, Series 2016-74, Class GS | 1,295,779 | 1,277,521 | -18,257 | 0.00% | -$23.74K |
| FREDDIE MAC MSCR TRUST MN1 MSCR 2021-MN1 M1 | 178,287 | 149,096 | -29,191 | 0.00% | -$29.07K |
| Freddie Mac REMICS | 137,295 | 130,828 | -6,467 | 0.00% | -$7.16K |
| DANA INC REGD 4.50000000 | 265,000 | 143,000 | -122,000 | 0.00% | -$123.73K |
| FHLMC, STRIPS, Series 342, Class S7 | 1,112,899 | 1,086,533 | -26,366 | 0.00% | -$1.22K |
| FHLMC Gold Pools, 30 Year | 129,772 | 124,332 | -5,440 | 0.00% | -$4.34K |
| FHLMC, Multi-Family Structured Pass-Through Certificates, Series K078, Class X1 | 47,596,606 | 47,423,462 | -173,143 | 0.00% | -$8.81K |
| VEROS AUTO RECEIVABLES TRUST VEROS 2024 1 A 144A | 277,218 | 121,422 | -155,796 | 0.00% | -$156.37K |
| FNMA UMBS, 15 Year | 129,012 | 120,615 | -8,397 | 0.00% | -$8.01K |
| Prime Security Services Borrower LLC/ Prime Finance, Inc. | 431,000 | 109,000 | -322,000 | 0.00% | -$322.98K |
| Angel Oak Mortgage Trust, Series 2019-5, Class A3 | 140,311 | 106,331 | -33,980 | 0.00% | -$33.57K |
| COUNTRYWIDE ALTERNATIVE LOAN T CWALT 2004 25CB A1 | 108,125 | 105,792 | -2,334 | 0.00% | -$1.91K |
| Government National Mortgage Association | 580,944 | 565,052 | -15,892 | 0.00% | -$732 |
| FNMA UMBS, 20 Year | 93,955 | 88,931 | -5,024 | 0.00% | -$4.51K |
| ARRW 2019-2 A3 144A FRN 04-25-49 | 103,696 | 89,059 | -14,637 | 0.00% | -$13.85K |
| FREMF Mortgage Trust, Series 2020-K739, Class X2A | 67,662,964 | 67,443,896 | -219,068 | 0.00% | -$16.01K |
| FHLMC, Multi-Family Structured Pass-Through Certificates, Series K734, Class X3 | 35,700,000 | 17,141,679 | -18,558,321 | 0.00% | -$159.07K |
| Freddie Mac REMICS | 61,756 | 59,017 | -2,739 | 0.00% | -$3.01K |
| COUNTRYWIDE HOME LOANS CWHL 2006 HYB2 2A1B | 63,569 | 61,547 | -2,022 | 0.00% | -$1.58K |
| FN MA1527 | 60,583 | 57,359 | -3,224 | 0.00% | -$2.80K |
| FREMF Mortgage Trust, Series 2017-KF38, Class B | 56,873 | 55,996 | -877 | 0.00% | -$825 |
| CIM Trust, Series 2019-INV2, Class A11 | 55,926 | 54,030 | -1,896 | 0.00% | -$1.74K |
| FNMA UMBS, 15 Year | 50,917 | 47,482 | -3,436 | 0.00% | -$3.24K |
| FNMA, REMIC, Series 2013-55, Class AI | 606,056 | 577,564 | -28,492 | 0.00% | -$3.65K |
| WAMU MORTGAGE PASS THROUGH CER WAMU 2005 AR5 A6 | 40,498 | 39,923 | -576 | 0.00% | -$453 |
| Morgan Stanley ABS Capital I, Inc. Trust, Series 2004-SD1, Class A | 58,779 | 37,724 | -21,055 | 0.00% | -$21.02K |
| ARRW 2019-1 A1 144A FRN 01-25-49 | 42,853 | 38,217 | -4,635 | 0.00% | -$4.35K |
| GNMA, Series 2012-39, Class MI | 209,870 | 201,894 | -7,975 | 0.00% | -$1.86K |
| FHLMC, REMIC, Series 4681, Class SD | 242,842 | 236,818 | -6,024 | 0.00% | -$71 |
| Freddie Mac Gold Pool | 19,670 | 18,610 | -1,060 | 0.00% | -$929 |
| FREMF, Series 2018-KF46, Class B | 10,631 | 10,248 | -382 | 0.00% | -$336 |
| Security | Shares Nov 2025 | Shares Feb 2026 | Δ shares | End % | Δ value |
|---|---|---|---|---|---|
| US TREASURY N/B | 84,040,000 | 84,040,000 | 0 | 1.24% | $190.40K |
| US TREASURY N/B | 61,554,000 | 61,554,000 | 0 | 0.90% | $62.52K |
| US TREASURY N/B | 46,915,000 | 46,915,000 | 0 | 0.69% | $64.14K |
| US TREASURY N/B | 46,550,000 | 46,550,000 | 0 | 0.69% | -$69.10K |
| US TREASURY N/B | 42,315,000 | 42,315,000 | 0 | 0.62% | $31.41K |
| GOLDMAN SACHS GP | 29,050,000 | 29,050,000 | 0 | 0.42% | $124.37K |
| LLOYDS BK GR PLC | 20,510,000 | 20,510,000 | 0 | 0.31% | -$28.89K |
| CAPITAL ONE FINL | 19,895,000 | 19,895,000 | 0 | 0.30% | -$22.10K |
| Freddie Mac Pool | 20,000,000 | 20,000,000 | 0 | 0.30% | $152.81K |
| BARCLAYS PLC | 20,445,000 | 20,445,000 | 0 | 0.30% | $106.87K |
| US TREASURY N/B | 19,470,000 | 19,470,000 | 0 | 0.29% | -$15.21K |
| CITIGROUP INC | 19,165,000 | 19,165,000 | 0 | 0.28% | $51.26K |
| Lendmark Funding Trust, Series 2025-2A, Class A | 19,125,000 | 19,125,000 | 0 | 0.28% | $61.76K |
| BANQ FED CRD MUT | 18,860,000 | 18,860,000 | 0 | 0.28% | $31.74K |
| MPLX L.P. | 18,640,000 | 18,640,000 | 0 | 0.28% | $150.50K |
| BANK OF IRELAND GROUP SR UNSECURED 144A 09/27 VAR | 18,735,000 | 18,735,000 | 0 | 0.27% | $107.13K |
| GLOBAL PAY INC | 18,345,000 | 18,345,000 | 0 | 0.27% | -$64.53K |
| MORGAN STANLEY | 18,405,000 | 18,405,000 | 0 | 0.27% | $134.80K |
| ATHENE GLOBAL FU | 17,650,000 | 17,650,000 | 0 | 0.26% | -$110.26K |
| AIB V6.608 09/13/29 144A | 16,690,000 | 16,690,000 | 0 | 0.26% | -$89.22K |
| NOMURA HOLDINGS | 17,065,000 | 17,065,000 | 0 | 0.25% | $118.23K |
| BANK OF AMER CRP | 16,635,000 | 16,635,000 | 0 | 0.25% | $9.12K |
| LHOME Mortgage Trust, Series 2025-RTL3, Class A1 | 16,725,000 | 16,725,000 | 0 | 0.25% | $74.33K |
| SOCIETE GENERALE SA 144A 5.512000% 05/22/2031 | 16,115,000 | 16,115,000 | 0 | 0.25% | $85.35K |
| CAIXABANK SA REGD V/R 144A P/P 6.68400000 | 15,990,000 | 15,990,000 | 0 | 0.24% | -$77.27K |
| SANTAN V1.722 09/14/27 | 16,000,000 | 16,000,000 | 0 | 0.23% | $115.00K |
| BANCO SANTANDER | 15,200,000 | 15,200,000 | 0 | 0.23% | -$12.62K |
| MARVELL TECH INC | 15,315,000 | 15,315,000 | 0 | 0.23% | $70.86K |
| SOCIETE GENERALE SA MTN 1.792000% 06/09/2027 | 15,685,000 | 15,685,000 | 0 | 0.23% | $117.72K |
| Dryden CLO Ltd., Series 2020-86A, Class BR2 | 15,000,000 | 15,000,000 | 0 | 0.22% | $17.80K |
| MORGAN STANLEY | 14,930,000 | 14,930,000 | 0 | 0.22% | $10.24K |
| Wind River CLO Ltd., Series 2021-4A, Class AR | 15,000,000 | 15,000,000 | 0 | 0.22% | $25.72K |
| TCI-Flatiron CLO Ltd., Series 2018-1A, Class BR2 | 15,000,000 | 15,000,000 | 0 | 0.22% | $11.74K |
| WELLS FARGO CO | 14,415,000 | 14,415,000 | 0 | 0.22% | -$26.75K |
| KBC GROUP NV SR UNSECURED 144A 09/31 VAR | 14,715,000 | 14,715,000 | 0 | 0.22% | $123.81K |
| BUNGE LTD FIN CORP 2% 04/21/2026 | 14,555,000 | 14,555,000 | 0 | 0.21% | $83.58K |
| CPS AUTO TRUST CPS 2025 C C 144A | 14,220,000 | 14,220,000 | 0 | 0.21% | $69.43K |
| KBC GROUP NV | 13,760,000 | 13,760,000 | 0 | 0.21% | -$2.86K |
| MIZUHO FINANCIAL | 14,165,000 | 14,165,000 | 0 | 0.21% | $110.13K |
| Nationwide Building Society | 13,625,000 | 13,625,000 | 0 | 0.20% | -$50.59K |
| Bank of ,NV Scotia | 13,760,000 | 13,760,000 | 0 | 0.20% | $67.53K |
| DANSKE BANK A/S REGD V/R 144A P/P 4.42000000 | 13,600,000 | 13,600,000 | 0 | 0.20% | $76.39K |
| FELLS POINT FUNDING TRUST 3.046% 01/31/2027 144A | 13,680,000 | 13,680,000 | 0 | 0.20% | $64.59K |
| MIZUHO FINANCIAL | 13,295,000 | 13,295,000 | 0 | 0.20% | $63.37K |
| AMERICAN EXPRESS | 13,375,000 | 13,375,000 | 0 | 0.20% | $16.51K |
| CITIGROUP INC | 13,060,000 | 13,060,000 | 0 | 0.20% | $8.80K |
| SUMITOMO MITSUI FINL GRP SR UNSECURED 07/31 VAR | 12,930,000 | 12,930,000 | 0 | 0.19% | $30.20K |
| Carlyle US CLO Ltd., Series 2021-9A, Class BR | 13,000,000 | 13,000,000 | 0 | 0.19% | $15.77K |
| Symphony CLO Ltd., Series 2019-21A, Class BR2 | 13,000,000 | 13,000,000 | 0 | 0.19% | $31.43K |
| WLAKE 2025-3A C 144A 4.68% 07-15-31 | 12,800,000 | 12,800,000 | 0 | 0.19% | $106.10K |
| BROADCOM INC | 12,635,000 | 12,635,000 | 0 | 0.19% | $42.86K |
| WELLS FARGO CO | 12,760,000 | 12,760,000 | 0 | 0.19% | $26.63K |
| GOLDMAN SACHS GP | 12,799,000 | 12,799,000 | 0 | 0.18% | $79.26K |
| DEUTSCHE BANK NY | 12,190,000 | 12,190,000 | 0 | 0.18% | $60.49K |
| Upstart Securitization Trust, Series 2025-4, Class A2 | 12,511,000 | 12,511,000 | 0 | 0.18% | $22.49K |
| SUMITOMO MITSUI | 12,115,000 | 12,115,000 | 0 | 0.18% | -$10.42K |
| Progress Residential Trust, Series 2025-SFR3, Class C | 13,085,000 | 13,085,000 | 0 | 0.18% | $139.87K |
| Mitsubishi Ufj Financial Group, Inc. | 11,835,000 | 11,835,000 | 0 | 0.18% | $15.48K |
| WELLS FARGO CO | 11,815,000 | 11,815,000 | 0 | 0.18% | -$4.84K |
| ROYAL BK CANADA | 12,050,000 | 12,050,000 | 0 | 0.18% | $18.26K |
| Avolon Holdings Funding Ltd. | 11,575,000 | 11,575,000 | 0 | 0.18% | $62.16K |
| DNB BANK ASA REGD V/R 144A P/P MTN 4.38400000 | 11,980,000 | 11,980,000 | 0 | 0.18% | $70.48K |
| MITSUB UFJ FIN | 11,845,000 | 11,845,000 | 0 | 0.17% | $86.33K |
| BANK OF AMER CRP | 11,829,000 | 11,829,000 | 0 | 0.17% | $77.87K |
| Exeter Automobile Receivables Trust, Series 2025-3A, Class D | 11,250,000 | 11,250,000 | 0 | 0.17% | $71.29K |
| AIB Group PLC | 11,010,000 | 11,010,000 | 0 | 0.17% | $53.64K |
| MITSUB UFJ FIN | 11,000,000 | 11,000,000 | 0 | 0.16% | -$20.08K |
| CPS AUTO TRUST CPS 2025 B C 144A | 11,060,000 | 11,060,000 | 0 | 0.16% | $64.29K |
| Consumer Portfolio Services Auto Trust, Series 2025-A, Class C | 11,000,000 | 11,000,000 | 0 | 0.16% | $36.89K |
| CAFL Issuer LP, Series 2025-RRTL1, Class A1 | 11,000,000 | 11,000,000 | 0 | 0.16% | $26.57K |
| HCA INC | 10,840,000 | 10,840,000 | 0 | 0.16% | -$4.40K |
| SDART 2025-3 C | 10,890,000 | 10,890,000 | 0 | 0.16% | $58.70K |
| HSBC HOLDINGS | 10,640,000 | 10,640,000 | 0 | 0.16% | $21.25K |
| Exeter Automobile Receivables Trust, Series 2025-4A, Class D | 10,770,000 | 10,770,000 | 0 | 0.16% | $125.97K |
| AerCap Ireland Capital Designated Activity Company | 10,625,000 | 10,625,000 | 0 | 0.16% | -$36.40K |
| Progress Residential Trust, Series 2025-SFR6, Class B | 11,050,000 | 11,050,000 | 0 | 0.16% | $38.19K |
| COOPERATIEVE RAB | 10,450,000 | 10,450,000 | 0 | 0.15% | $2.91K |
| BNP PARIBAS SA 144A LIFE SR NON PREF 5.283% 11-19-30/29 | 10,065,000 | 10,065,000 | 0 | 0.15% | $58.67K |
| SVENSKA HANDELSBANKEN AB REGD 144A P/P 5.50000000 | 10,000,000 | 10,000,000 | 0 | 0.15% | -$10.68K |
| TORONTO DOM BANK | 9,975,000 | 9,975,000 | 0 | 0.15% | -$10.56K |
| ENEL FIN INTL NV | 10,245,000 | 10,245,000 | 0 | 0.15% | $66.31K |
| Bain Capital Credit CLO, Series 2019-2A, Class BR3 | 10,250,000 | 10,250,000 | 0 | 0.15% | $8.39K |
| SDART 2025-2 D | 10,000,000 | 10,000,000 | 0 | 0.15% | $108.30K |
| Neuberger Berman Loan Advisers CLO Ltd., Series 2021-42A, Class BR | 10,250,000 | 10,250,000 | 0 | 0.15% | $11.12K |
| AVOLON HOLDINGS FUNDING LTD 4.9% 10/10/2030 144A | 10,110,000 | 10,110,000 | 0 | 0.15% | $80.43K |
| Hyundai Capital America | 9,850,000 | 9,850,000 | 0 | 0.15% | $87.76K |
| Palmer Square Loan Funding Ltd., Series 2025-1A, Class A2 | 10,250,000 | 10,250,000 | 0 | 0.15% | $31.36K |
| MACQUARIE GROUP LTD MTN 1.629000% 09/23/2027 | 10,310,000 | 10,310,000 | 0 | 0.15% | $74.62K |
| BANK OF AMER CRP | 9,680,000 | 9,680,000 | 0 | 0.15% | -$23.55K |
| Dryden Senior Loan Fund, Series 2016-43A, Class B1R3 | 10,000,000 | 10,000,000 | 0 | 0.15% | $11.55K |
| MIZUHO FINANCIAL | 9,660,000 | 9,660,000 | 0 | 0.15% | $47.14K |
| HSBC V5.546 03/04/30 | 9,570,000 | 9,570,000 | 0 | 0.15% | $14.15K |
| MORGAN STANLEY | 9,600,000 | 9,600,000 | 0 | 0.15% | -$32.64K |
| BANK OF AMER CRP | 9,600,000 | 9,600,000 | 0 | 0.15% | -$42.01K |
| F+G GLOBAL FUNDING SECURED 144A 06/27 5.875 | 9,710,000 | 9,710,000 | 0 | 0.14% | -$54.19K |
| NATWEST GROUP | 9,818,000 | 9,818,000 | 0 | 0.14% | $67.45K |
| NATL BANK CANADA | 9,500,000 | 9,500,000 | 0 | 0.14% | $30.20K |
| CREDIT AGRICOLE SA REGD V/R 144A P/P 5.23000000 | 9,310,000 | 9,310,000 | 0 | 0.14% | $4.70K |
| FNMA Connecticut Avenue Securities Trust, Series 2021-R03, Class 1M2 | 9,450,000 | 9,450,000 | 0 | 0.14% | $3.94K |
| HPA 2021-2 E1 | 9,594,957 | 9,594,957 | 0 | 0.14% | $88.58K |
| Symphony CLO XX Ltd | 9,350,000 | 9,350,000 | 0 | 0.14% | $5.12K |
| CONSTELLATION BR | 9,105,000 | 9,105,000 | 0 | 0.14% | $66.18K |
| Carvana Auto Receivables Trust, Series 2024-P4, Class B | 8,900,000 | 8,900,000 | 0 | 0.13% | $44.45K |
| Wells Fargo Commercial Mortgage Trust, Series 2015-LC22, Class D | 10,105,912 | 10,105,912 | 0 | 0.13% | $65.69K |
| SDART 2023-4 C | 8,700,000 | 8,700,000 | 0 | 0.13% | $20.77K |
| DEUTSCHE BANK NY | 8,360,000 | 8,360,000 | 0 | 0.13% | -$30.27K |
| Neuberger Berman Loan Advisers CLO Ltd., Series 2021-41A, Class BR | 8,860,000 | 8,860,000 | 0 | 0.13% | $14.81K |
| MORGAN STANLEY | 8,665,000 | 8,665,000 | 0 | 0.13% | -$5.29K |
| ZIMMER BIOMET | 8,500,000 | 8,500,000 | 0 | 0.13% | $29.38K |
| BANK NOVA SCOTIA | 8,645,000 | 8,645,000 | 0 | 0.13% | $10.47K |
| American Credit Acceptance Receivables Trust, Series 2025-3, Class D | 8,537,000 | 8,537,000 | 0 | 0.13% | $110.82K |
| FIRSTENERGY TRAN | 8,530,000 | 8,530,000 | 0 | 0.13% | $19.12K |
| FREMF Mortgage Trust, Series 2019-K93, Class C | 8,652,000 | 8,652,000 | 0 | 0.13% | $37.97K |
| Bridgecrest Lending Auto Securitization Trust, Series 2025-3, Class C | 8,400,000 | 8,400,000 | 0 | 0.12% | $33.96K |
| CAN IMPERIAL BK | 8,280,000 | 8,280,000 | 0 | 0.12% | $49.03K |
| Federation des Caisses Desjardins du Quebec | 8,075,000 | 8,075,000 | 0 | 0.12% | -$21.22K |
| CAISS DESJARDINS | 8,235,000 | 8,235,000 | 0 | 0.12% | $23.70K |
| Credit Acceptance Auto Loan Trust, Series 2025-1A, Class C | 8,142,000 | 8,142,000 | 0 | 0.12% | -$18.43K |
| Oportun Issuance Trust, Series 2025-C, Class B | 8,250,000 | 8,250,000 | 0 | 0.12% | $32.32K |
| LENNAR CORP | 7,985,000 | 7,985,000 | 0 | 0.12% | $24.37K |
| Barings CLO Ltd., Series 2021-2A, Class BR | 8,250,000 | 8,250,000 | 0 | 0.12% | $9.56K |
| NATWEST GROUP | 8,025,000 | 8,025,000 | 0 | 0.12% | $16.93K |
| Western Funding Auto Loan Trust, Series 2025-1, Class C | 8,000,000 | 8,000,000 | 0 | 0.12% | $45.21K |
| AMCOR FLEXIBLES | 7,850,000 | 7,850,000 | 0 | 0.12% | $68.52K |
| American Homes 4 Rent LP | 7,910,000 | 7,910,000 | 0 | 0.12% | -$8.15K |
| Dext ABS LLC, Series 2025-1, Class B | 7,920,000 | 7,920,000 | 0 | 0.12% | $32.70K |
| CITIGROUP INC | 7,775,000 | 7,775,000 | 0 | 0.12% | $12.95K |
| BNP PARIBAS | 7,750,000 | 7,750,000 | 0 | 0.12% | $37.70K |
| NATIONWIDE BUILDING SOC(UNGTD) 5.127% 07/29/2029 144A | 7,650,000 | 7,650,000 | 0 | 0.12% | $11.36K |
| FREMF Mortgage Trust, Series 2018-K82, Class D | 9,392,906 | 9,392,906 | 0 | 0.11% | $246.50K |
| MFCC 2024-2A A 144A 6.56% 07-20-29 | 7,731,000 | 7,731,000 | 0 | 0.11% | -$23.06K |
| BIOGEN INC REGD 5.05000000 | 7,425,000 | 7,425,000 | 0 | 0.11% | $23.06K |
| ENEL FINANCE INTL NV COMPANY GUAR 144A 06/29 5.125 | 7,480,000 | 7,480,000 | 0 | 0.11% | $16.31K |
| American Credit Acceptance Receivables Trust, Series 2025-1, Class C | 7,500,000 | 7,500,000 | 0 | 0.11% | $15.93K |
| UBS GROUP AG SR UNSECURED 144A 08/27 4.703 | 7,500,000 | 7,500,000 | 0 | 0.11% | -$4.06K |
| AMERICAN EXPRESS | 7,270,000 | 7,270,000 | 0 | 0.11% | -$1.52K |
| FREMF Mortgage Trust, Series 2019-KC06, Class B | 7,600,000 | 7,600,000 | 0 | 0.11% | $54.03K |
| Homeward Opportunities Fund Trust, Series 2025-RRTL2, Class A1 | 7,440,000 | 7,440,000 | 0 | 0.11% | $8.58K |
| COOPERATIEVE RABOBANK UA 5.564%/VAR 02/28/2029 144A | 7,230,000 | 7,230,000 | 0 | 0.11% | -$8.26K |
| NATWEST MARKETS PLC REGD 144A P/P 5.41000000 | 7,125,000 | 7,125,000 | 0 | 0.11% | -$419 |
| Progress Residential Trust, Series 2025-SFR6, Class D | 7,812,000 | 7,812,000 | 0 | 0.11% | $30.43K |
| Avis Budget Rental Car Funding AESOP LLC, Series 2022-4A, Class B | 7,250,000 | 7,250,000 | 0 | 0.11% | $13.10K |
| Veros Auto Receivables Trust, Series 2023-1, Class C | 7,250,000 | 7,250,000 | 0 | 0.11% | -$22.44K |
| NATIONWIDE BLDG | 7,285,000 | 7,285,000 | 0 | 0.11% | $11.09K |
| WFRBS Commercial Mortgage Trust, Series 2014-C22, Class C | 8,583,000 | 8,583,000 | 0 | 0.11% | $22.74K |
| BANK OF AMER CRP | 7,000,000 | 7,000,000 | 0 | 0.11% | $4.70K |
| CENCORA INC | 7,050,000 | 7,050,000 | 0 | 0.11% | $24.45K |
| Credit Acceptance Auto Loan Trust, Series 2025-2A, Class B | 7,085,000 | 7,085,000 | 0 | 0.11% | $42.09K |
| WLAKE 2024-1A D 144A 6.02% 10-15-29 | 7,000,000 | 7,000,000 | 0 | 0.11% | $58.10K |
| BMW US CAP LLC | 7,035,000 | 7,035,000 | 0 | 0.10% | $17.19K |
| SWEDBANK AB 144A 5.083000% 05/21/2030 | 6,900,000 | 6,900,000 | 0 | 0.10% | $26.46K |
| FREMF Mortgage Trust, Series 2017-K68, Class D | 8,000,000 | 8,000,000 | 0 | 0.10% | $192.07K |
| Santander Drive Auto Receivables Trust, Series 2022-6, Class D | 7,000,000 | 7,000,000 | 0 | 0.10% | $29.55K |
| KKR Static CLO Ltd., Series 2022-1A, Class BR2 | 7,098,437 | 7,098,437 | 0 | 0.10% | $7.26K |
| PRM7 Trust, Series 2025-PRM7, Class B | 7,067,000 | 7,067,000 | 0 | 0.10% | $55.98K |
| LLOYDS BK GR PLC | 7,025,000 | 7,025,000 | 0 | 0.10% | $19.66K |
| PRM7 Trust, Series 2025-PRM7, Class A | 7,069,000 | 7,069,000 | 0 | 0.10% | $56.91K |
| PETROLEOS MEXICANOS SR UNSEC 10.0% 02-07-33 | 6,000,000 | 6,000,000 | 0 | 0.10% | $104.13K |
| MDPK 2021-49A B1R | 7,000,000 | 7,000,000 | 0 | 0.10% | $22.64K |
| Credit Acceptance Auto Loan Trust, Series 2025-2A, Class C | 6,765,000 | 6,765,000 | 0 | 0.10% | $57.87K |
| MFIT 2021-AA A | 6,885,000 | 6,885,000 | 0 | 0.10% | $40.59K |
| HCA INC | 6,535,000 | 6,535,000 | 0 | 0.10% | $15.63K |
| CONSTL ENRGY GEN | 6,570,000 | 6,570,000 | 0 | 0.10% | -$14.51K |
| FRTKL, Series 2021-SFR1, Class D | 6,762,000 | 6,762,000 | 0 | 0.10% | $47.35K |
| Credit Acceptance Auto Loan Trust, Series 2023-1A, Class C | 6,500,000 | 6,500,000 | 0 | 0.10% | -$23.57K |
| Credit Acceptance Auto Loan Trust, Series 2024-1A, Class C | 6,450,000 | 6,450,000 | 0 | 0.10% | $13.51K |
| FREMF Mortgage Trust, Series 2021-K126, Class D | 9,500,000 | 9,500,000 | 0 | 0.10% | $283.80K |
| SCF Equipment Leasing LLC, Series 2025-2A, Class A3 | 6,475,000 | 6,475,000 | 0 | 0.10% | $59.79K |
| GOLDMAN SACHS GP | 6,375,000 | 6,375,000 | 0 | 0.10% | -$8.99K |
| GLS Auto Rec Trust 05/15/2029 5.64% 144A | 6,500,000 | 6,500,000 | 0 | 0.10% | -$26.86K |
| FOUNDRY JV HOLDC | 6,175,000 | 6,175,000 | 0 | 0.10% | $23.47K |
| Bridgecrest Lending Auto Securitization Trust, Series 2025-1, Class D | 6,375,000 | 6,375,000 | 0 | 0.10% | $61.07K |
| ASSET BASED LENDING LLC ABL_25-RTL1 | 6,385,000 | 6,385,000 | 0 | 0.09% | $38.19K |
| FREMF Mortgage Trust, Series 2020-K113, Class D | 9,000,000 | 9,000,000 | 0 | 0.09% | $264.58K |
| Progress Residential Trust, Series 2021-SFR8, Class E1 | 6,500,000 | 6,500,000 | 0 | 0.09% | $34.48K |
| CARDINAL HEALTH | 6,295,000 | 6,295,000 | 0 | 0.09% | $25.99K |
| ING GROEP NV | 6,355,000 | 6,355,000 | 0 | 0.09% | $39.92K |
| BPCE | 6,125,000 | 6,125,000 | 0 | 0.09% | $23.04K |
| HSBC HOLDINGS | 6,255,000 | 6,255,000 | 0 | 0.09% | $30.98K |
| JPMBB Commercial Mortgage Securities Trust, Series 2015-C30, Class C | 7,732,000 | 7,732,000 | 0 | 0.09% | $164.46K |
| GLS Auto Receivables Issuer Trust, Series 2025-4A, Class C | 6,215,000 | 6,215,000 | 0 | 0.09% | $58.45K |
| FREMF Mortgage Trust, Series 2020-K107, Class D | 7,500,000 | 7,500,000 | 0 | 0.09% | $88.49K |
| CarVal CLO Ltd., Series 2019-1A, Class BR2 | 6,222,000 | 6,222,000 | 0 | 0.09% | $4.63K |
| MRCD MORTGAGE TRUST MRCD 2019 PARK A 144A | 6,960,000 | 6,960,000 | 0 | 0.09% | $87.63K |
| Progress Residential Trust, Series 2021-SFR6, Class C | 6,250,000 | 6,250,000 | 0 | 0.09% | $40.68K |
| HSBC HOLDINGS | 5,895,000 | 5,895,000 | 0 | 0.09% | $13.35K |
| SDART 2025-3 D | 6,000,000 | 6,000,000 | 0 | 0.09% | $77.50K |
| GLS Auto Receivables Issuer Trust, Series 2025-3A, Class D | 6,000,000 | 6,000,000 | 0 | 0.09% | $103.98K |
| AMSR Trust, Series 2022-SFR3, Class F | 6,300,000 | 6,300,000 | 0 | 0.09% | $41.02K |
| Credit Acceptance Auto Loan Trust, Series 2024-3A, Class C | 6,000,000 | 6,000,000 | 0 | 0.09% | $16.21K |
| ANCHR 2025-RTL1 A1 | 6,000,000 | 6,000,000 | 0 | 0.09% | $14.38K |
| FREMF Mortgage Trust, Series 2020-K739, Class D | 7,000,000 | 7,000,000 | 0 | 0.09% | $125.54K |
| ELP Commercial Mortgage Trust, Series 2025-ELP, Class A | 5,960,000 | 5,960,000 | 0 | 0.09% | $19.31K |
| Ista Jet Seri | 6,000,000 | 6,000,000 | 0 | 0.09% | $0 |
| MORGAN STANLEY | 5,825,000 | 5,825,000 | 0 | 0.09% | $5.53K |
| VOYA GLOBAL FUNDING REGD 144A P/P MTN 4.60000000 | 5,880,000 | 5,880,000 | 0 | 0.09% | $41.52K |
| FREMF Mortgage Trust, Series 2019-K89, Class C | 6,000,000 | 6,000,000 | 0 | 0.09% | $23.20K |
| CAIXABANK SA SR UNSECURED 144A 03/30 VAR | 5,719,000 | 5,719,000 | 0 | 0.09% | $8.74K |
| WELLS FARGO CO | 5,640,000 | 5,640,000 | 0 | 0.09% | -$24.06K |
| Hertz Vehicle Financing LP, Series 2021-2A, Class D | 6,000,000 | 6,000,000 | 0 | 0.09% | $49.18K |
| GLS Auto Receivables Issuer Trust, Series 2025-2A, Class D | 5,750,000 | 5,750,000 | 0 | 0.09% | $84.17K |
| FirstKey Homes Trust, Series 2021-SFR3, Class E1 | 6,000,000 | 6,000,000 | 0 | 0.09% | $32.58K |
| MORGAN STANLEY | 5,730,000 | 5,730,000 | 0 | 0.09% | -$9.94K |
| Symphony CLO Ltd., Series 2015-16A, Class B1RR | 5,822,000 | 5,822,000 | 0 | 0.09% | $1.31K |
| SBNA Auto Receivables Trust, Series 2024-A, Class D | 5,525,000 | 5,525,000 | 0 | 0.08% | $10.75K |
| MRCD MORTGAGE TRUST MRCD 2019 PARK E 144A | 7,500,000 | 7,500,000 | 0 | 0.08% | $527.55K |
| Republic Finance Issuance Trust, Series 2024-B, Class A | 5,530,000 | 5,530,000 | 0 | 0.08% | $8.13K |
| TRK 2025-RRTL1 A1 | 5,600,000 | 5,600,000 | 0 | 0.08% | -$497 |
| American Credit Acceptance Receivables Trust, Series 2025-2, Class D | 5,500,000 | 5,500,000 | 0 | 0.08% | $57.72K |
| STANDARD CHART | 5,470,000 | 5,470,000 | 0 | 0.08% | $4.59K |
| FREMF Mortgage Trust, Series 2020-K115, Class D | 7,500,000 | 7,500,000 | 0 | 0.08% | $216.74K |
| FREMF Mortgage Trust, Series 2018-K83, Class D | 6,900,000 | 6,900,000 | 0 | 0.08% | $186.47K |
| LHOME Mortgage Trust, Series 2024-RTL5, Class A1 | 5,444,000 | 5,444,000 | 0 | 0.08% | $4.75K |
| American Credit Acceptance Receivables Trust, Series 2024-4, Class D | 5,345,000 | 5,345,000 | 0 | 0.08% | $56.71K |
| Cherry Securitization Trust, Series 2024-1A, Class A | 5,384,000 | 5,384,000 | 0 | 0.08% | $626 |
| FREMF Mortgage Trust, Series 2020-K118, Class D | 7,500,000 | 7,500,000 | 0 | 0.08% | $220.08K |
| AMSR Trust, Series 2021-SFR3, Class E2 | 5,500,000 | 5,500,000 | 0 | 0.08% | $52.18K |
| MORGAN STANLEY | 5,145,000 | 5,145,000 | 0 | 0.08% | $4.70K |
| Exeter Select Automobile Receivables Trust, Series 2025-3, Class C | 5,226,000 | 5,226,000 | 0 | 0.08% | $38.60K |
| DailyPay Securitization Trust, Series 2025-1A, Class A | 5,285,000 | 5,285,000 | 0 | 0.08% | -$2.56K |
| NRMLT 2024-RTL2 A1 | 5,250,000 | 5,250,000 | 0 | 0.08% | $23.11K |
| Merchants Fleet Funding LLC, Series 2024-1A, Class B | 5,250,000 | 5,250,000 | 0 | 0.08% | -$122 |
| NATWEST GROUP | 5,135,000 | 5,135,000 | 0 | 0.08% | $9.93K |
| Avis Budget Rental Car Funding AESOP LLC, Series 2024-1A, Class C | 5,000,000 | 5,000,000 | 0 | 0.08% | $19.80K |
| DT Auto Owner Trust, Series 2022-1A, Class E | 5,200,000 | 5,200,000 | 0 | 0.08% | $5.48K |
| SDART 2024-2 D | 5,000,000 | 5,000,000 | 0 | 0.08% | $46.07K |
| AVOLON HOLDINGS FUNDING LTD 5.375% 05/30/2030 144A | 5,000,000 | 5,000,000 | 0 | 0.08% | $34.52K |
| MRCD MARK Mortgage Trust, Series 2019-PARK, Class B | 6,000,000 | 6,000,000 | 0 | 0.08% | $179.94K |
| Carvana Auto Receivables Trust, Series 2023-P2, Class C | 4,982,000 | 4,982,000 | 0 | 0.08% | $24.01K |
| Hertz Vehicle Financing LLC, Series 2025-3A, Class C | 5,000,000 | 5,000,000 | 0 | 0.08% | $50.60K |
| Bridgecrest Lending Auto Securitization Trust, Series 2025-2, Class D | 5,000,000 | 5,000,000 | 0 | 0.07% | $68.09K |
| MFIT 2025-AA A | 5,000,000 | 5,000,000 | 0 | 0.07% | $20.23K |
| STANDARD CHART | 4,950,000 | 4,950,000 | 0 | 0.07% | $6.95K |
| American Credit Acceptance Receivables Trust, Series 2025-3, Class C | 4,999,000 | 4,999,000 | 0 | 0.07% | $36.15K |
| LOANDEPOT GMSR Master Trust, Series 2025-GT2, Class A | 5,000,000 | 5,000,000 | 0 | 0.07% | $7.15K |
| WHARF COMMERCIAL MORTGAGE TRUS WHARF 2025 DC A 144A | 4,845,000 | 4,845,000 | 0 | 0.07% | $14.03K |
| Oportun Issuance Trust, Series 2025-C, Class C | 5,000,000 | 5,000,000 | 0 | 0.07% | $27.24K |
| Arbor Realty SR, Inc., Series QIB | 5,000,000 | 5,000,000 | 0 | 0.07% | -$107.71K |
| AMSR Trust, Series 2025-SFR2, Class B | 5,000,000 | 5,000,000 | 0 | 0.07% | $24.97K |
| BANCO SANTANDER | 4,600,000 | 4,600,000 | 0 | 0.07% | -$7.67K |
| Drive Auto Receivables Trust, Series 2024-2, Class C | 4,775,000 | 4,775,000 | 0 | 0.07% | $16.04K |
| PRM7 Trust, Series 2025-PRM7, Class D | 4,766,000 | 4,766,000 | 0 | 0.07% | $39.18K |
| CSTL Commercial Mortgage Trust, Series 2025-GATE2, Class E | 4,725,000 | 4,725,000 | 0 | 0.07% | $62.95K |
| Egypt Government International Bonds | 4,550,000 | 4,550,000 | 0 | 0.07% | -$4.37K |
| Bridgecrest Lending Auto Securitization Trust, Series 2024-4, Class E | 4,600,000 | 4,600,000 | 0 | 0.07% | $52.28K |
| LHOME Mortgage Trust, Series 2025-RTL1, Class A1 | 4,673,000 | 4,673,000 | 0 | 0.07% | $9.78K |
| Bridgecrest Lending Auto Securitization Trust, Series 2024-2, Class E | 4,500,000 | 4,500,000 | 0 | 0.07% | $73.32K |
| Santander Drive Auto Receivables Trust 2025-2 | 4,665,000 | 4,665,000 | 0 | 0.07% | $28.88K |
| Hertz Vehicle Financing III LLC, Series 2025-4A, Class C | 4,500,000 | 4,500,000 | 0 | 0.07% | $77.09K |
| FirstKey Homes Trust, Series 2022-SFR1, Class F1 | 5,000,000 | 5,000,000 | 0 | 0.07% | $82.02K |
| Danske Bank A/S | 4,615,000 | 4,615,000 | 0 | 0.07% | $17.72K |
| DARDEN RESTAURAN | 4,550,000 | 4,550,000 | 0 | 0.07% | $25.01K |
| PETROLEOS MEXICANOS SR UNSEC 6.84% 01-23-30 | 4,485,000 | 4,485,000 | 0 | 0.07% | $56.29K |
| Credit Acceptance Auto Loan Trust, Series 2024-3A, Class B | 4,550,000 | 4,550,000 | 0 | 0.07% | $17.05K |
| SDART 2025-4 B 4.27% 01-15-32 | 4,535,000 | 4,535,000 | 0 | 0.07% | $27.29K |
| HYUNDAI CAPITAL AMERICA REGD 144A P/P 3.00000000 | 4,606,000 | 4,606,000 | 0 | 0.07% | $23.83K |
| CRVNA 2024-N3 C 144A 4.9% 12-10-30 | 4,500,000 | 4,500,000 | 0 | 0.07% | $14.27K |
| BMD2 Re-REMIC Trust, Series 2019-FRR1, Class 5B13 | 5,000,000 | 5,000,000 | 0 | 0.07% | $84.84K |
| SDART 2024-4 D 5.32% 12-15-31 | 4,387,000 | 4,387,000 | 0 | 0.07% | $47.17K |
| Drive Auto Receivables Trust, Series 2025-2, Class D | 4,365,000 | 4,365,000 | 0 | 0.06% | $65.49K |
| CPS 2025-D C 144A 4.85% 02-17-32 | 4,333,000 | 4,333,000 | 0 | 0.06% | $43.34K |
| Oportun Issuance Trust, Series 2025-D, Class C | 4,347,000 | 4,347,000 | 0 | 0.06% | $36.96K |
| DLIC Re-REMIC Trust, Series 2025-FRR1, Class CK57 | 4,500,000 | 4,500,000 | 0 | 0.06% | $57.64K |
| PUGET ENERGY INC SR SECURED 06/28 2.379 | 4,515,000 | 4,515,000 | 0 | 0.06% | $37.90K |
| SCFET 2025-2A C 144A 4.82% 06-20-36 | 4,250,000 | 4,250,000 | 0 | 0.06% | $67.56K |
| JPMBB Commercial Mortgage Securities Trust, Series 2016-C1, Class D1 | 4,600,000 | 4,600,000 | 0 | 0.06% | $276.39K |
| Lendmark Funding Trust, Series 2021-2A, Class A | 4,444,000 | 4,444,000 | 0 | 0.06% | $14.64K |
| Exeter Automobile Receivables Trust, Series 2025-5A, Class D | 4,200,000 | 4,200,000 | 0 | 0.06% | $44.09K |
| LFT 2025-3A A | 4,195,000 | 4,195,000 | 0 | 0.06% | $28.43K |
| ENERGY TRANS | 4,040,000 | 4,040,000 | 0 | 0.06% | $19.60K |
| JPMBB Commercial Mortgage Securities Trust, Series 2015-C31, Class B | 4,410,000 | 4,410,000 | 0 | 0.06% | -$44 |
| American Credit Acceptance Receivables Trust, Series 2024-2, Class E | 4,000,000 | 4,000,000 | 0 | 0.06% | $36.80K |
| American Credit Acceptance Receivables Trust, Series 2023-2, Class E | 4,000,000 | 4,000,000 | 0 | 0.06% | -$1.33K |
| SDART 2024-3 D | 4,000,000 | 4,000,000 | 0 | 0.06% | $40.09K |
| Foundation Finance Trust, Series 2025-2A, Class B | 4,080,000 | 4,080,000 | 0 | 0.06% | $18.05K |
| Drive Auto Receivables Trust, Series 2025-1, Class D | 4,000,000 | 4,000,000 | 0 | 0.06% | $18.09K |
| GOLDMAN SACHS GP | 4,000,000 | 4,000,000 | 0 | 0.06% | -$477 |
| Stellantis Financial Underwritten Enhanced Lease Trust, Series 2025-AA, Class C | 4,000,000 | 4,000,000 | 0 | 0.06% | -$1.79K |
| Bridgecrest Lending Auto Securitization Trust, Series 2024-1, Class C | 4,000,000 | 4,000,000 | 0 | 0.06% | $3.18K |
| FREMF Mortgage Trust, Series 2019-KC07, Class C | 4,700,000 | 4,700,000 | 0 | 0.06% | $48.62K |
| GAM Re-REMIC Trust, Series 2022-FRR3, Class BK61 | 4,200,000 | 4,200,000 | 0 | 0.06% | $64.81K |
| Senior Secured Note | 4,000,000 | 4,000,000 | 0 | 0.06% | -$89.26K |
| FKH 2021-SFR1 F1 3.452% 08/17/2038 144A | 4,000,000 | 4,000,000 | 0 | 0.06% | $18.98K |
| Brean Asset-Backed Securities Trust, Series 2025-RM11, Class A1 | 3,940,671 | 3,940,671 | 0 | 0.06% | $37.90K |
| BUNGE LTD FIN CORP 4.9% 04/21/2027 | 3,820,000 | 3,820,000 | 0 | 0.06% | -$937 |
| Mariner Finance Issuance Trust, Series 2025-BA, Class C | 3,750,000 | 3,750,000 | 0 | 0.06% | $35.23K |
| OnDeck Asset Securitization Trust LLC, Series 2023-1A, Class A | 3,744,000 | 3,744,000 | 0 | 0.06% | -$12.25K |
| HSBC HOLDINGS | 3,655,000 | 3,655,000 | 0 | 0.06% | $15.24K |
| Tricon Residential Trust, Series 2021-SFR1, Class E1 | 3,760,000 | 3,760,000 | 0 | 0.05% | $20.94K |
| FRTKL, Series 2021-SFR1, Class E1 | 3,750,000 | 3,750,000 | 0 | 0.05% | $27.55K |
| MFA Trust, Series 2024-RTL3, Class A1 | 3,650,000 | 3,650,000 | 0 | 0.05% | -$17.47K |
| US TREASURY N/B | 3,625,000 | 3,625,000 | 0 | 0.05% | $1.56K |
| REP OF NIGERIA | 3,600,000 | 3,600,000 | 0 | 0.05% | $32.62K |
| CPS Auto Receivables Trust, Series 2024-C, Class C | 3,584,000 | 3,584,000 | 0 | 0.05% | $1.99K |
| STWD Mortgage Trust, Series 2021-LIH, Class B | 3,600,000 | 3,600,000 | 0 | 0.05% | -$2.25K |
| Bridgecrest Lending Auto Securitization Trust, Series 2024-1, Class D | 3,500,000 | 3,500,000 | 0 | 0.05% | $24.05K |
| Hyundai Capital America | 3,440,000 | 3,440,000 | 0 | 0.05% | $18.18K |
| REACH FINANCIAL LLC REACH 2025 2A B 144A | 3,500,000 | 3,500,000 | 0 | 0.05% | $5.22K |
| FREMF Trust, Series 2018-KW04, Class C | 5,000,000 | 5,000,000 | 0 | 0.05% | $145.53K |
| Avis Budget Rental Car Funding AESOP LLC, Series 2023-6A, Class C | 3,350,000 | 3,350,000 | 0 | 0.05% | $2.43K |
Top 300 of 573, by weight.
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