Portfolio moves
Net position changes between two of this fund's N-PORT snapshots. These are differences between point-in-time reports — not a trade log — and share counts can be affected by splits and other corporate actions.
Dec 31, 2025 → Mar 31, 2026
Expand a category to see the positions behind it, ranked by weight.
| Security | Shares Dec 2025 | Shares Mar 2026 | Δ shares | End % | Δ value |
|---|---|---|---|---|---|
| FNCL 4 6/24 | 0 | 135,000,000 | 135,000,000 | 1.83% | $127.13M |
| FNCL 4 4/26 | 0 | 74,370,000 | 74,370,000 | 1.01% | $70.19M |
| LETRA TESOURO NACIONAL BILLS 10/26 0.00000 | 0 | 380,000,000 | 380,000,000 | 0.99% | $68.73M |
| SILVER CMX WR FAC 8001 ASAHI MSC | 0 | 712,500 | 712,500 | 0.76% | $53.07M |
| LETRA TESOURO NACIONAL BILLS 07/26 0.00000 | 0 | 235,200,000 | 235,200,000 | 0.63% | $43.97M |
| U.S. Treasury Bills | 0 | 39,700,000 | 39,700,000 | 0.57% | $39.36M |
| Crown Castle, Inc. | 0 | 38,300,000 | 38,300,000 | 0.55% | $38.23M |
| Uniform Mortgage-Backed Security, TBA | 0 | 33,330,000 | 33,330,000 | 0.45% | $31.43M |
| HCA INC CP 0% 05/11/2026 | 0 | 30,800,000 | 30,800,000 | 0.44% | $30.65M |
| Phillips 66 0% CP 08/04/2026 | 0 | 27,800,000 | 27,800,000 | 0.40% | $27.78M |
| CBRE SVCS INC DISC COML PAPER | 0 | 25,300,000 | 25,300,000 | 0.36% | $25.28M |
| Crown Castle Inc | 0 | 24,100,000 | 24,100,000 | 0.35% | $24.06M |
| GLENCORE FUNDING LLC | 0 | 22,600,000 | 22,600,000 | 0.32% | $22.51M |
| Global Payments, Inc. | 0 | 21,500,000 | 21,500,000 | 0.31% | $21.49M |
| U.S. Treasury Bills | 0 | 19,737,000 | 19,737,000 | 0.28% | $19.56M |
| HCA INC CP 0% 05/13/2026 | 0 | 17,900,000 | 17,900,000 | 0.26% | $17.81M |
| PHILLIPS 66 GTD DISC 4/02/2026 0.00000000 | 0 | 17,300,000 | 17,300,000 | 0.25% | $17.30M |
| Edison International | 0 | 17,200,000 | 17,200,000 | 0.25% | $17.15M |
| JABIL INC | 0 | 17,000,000 | 17,000,000 | 0.24% | $17.00M |
| KEURIG DR PEPPER | 0 | 17,000,000 | 17,000,000 | 0.24% | $16.92M |
| Air Lease Corp. | 0 | 15,650,000 | 15,650,000 | 0.23% | $15.62M |
| U.S. Treasury Bills | 0 | 15,500,000 | 15,500,000 | 0.22% | $15.45M |
| CBRE SVCS INC DISC COML PAPER 06/26 ZCP | 0 | 15,100,000 | 15,100,000 | 0.22% | $14.97M |
| JABIL INC | 0 | 14,400,000 | 14,400,000 | 0.21% | $14.32M |
| HCA INC | 0 | 13,900,000 | 13,900,000 | 0.20% | $13.87M |
| Constellation Energy Generation LLC | 0 | 13,700,000 | 13,700,000 | 0.20% | $13.70M |
| LEIDOS INC | 0 | 12,400,000 | 12,400,000 | 0.18% | $12.36M |
| Jones Lang LaSalle Finance BV | 0 | 12,300,000 | 12,300,000 | 0.18% | $12.29M |
| KEURIG DR PEPPER | 0 | 11,900,000 | 11,900,000 | 0.17% | $11.86M |
| Constellation Energy Generation LLC | 0 | 11,400,000 | 11,400,000 | 0.16% | $11.40M |
| Keurig Dr Pepper Inc | 0 | 10,900,000 | 10,900,000 | 0.16% | $10.86M |
| GLOBAL PMTS INC | 0 | 10,400,000 | 10,400,000 | 0.15% | $10.40M |
| CROWN CASTLE | 0 | 10,300,000 | 10,300,000 | 0.15% | $10.27M |
| Keurig Dr Pepper Inc 0% CP 07/05/2026 | 0 | 10,050,000 | 10,050,000 | 0.14% | $10.01M |
| United States Treasury Bill | 0 | 9,377,000 | 9,377,000 | 0.13% | $9.31M |
| Keurig Dr Pepper Inc 0% CP 09/04/2026 | 0 | 9,000,000 | 9,000,000 | 0.13% | $8.99M |
| Air Lease Corp. | 0 | 8,900,000 | 8,900,000 | 0.13% | $8.88M |
| Elevance Health Inc | 0 | 8,600,000 | 8,600,000 | 0.12% | $8.59M |
| ERAC USA FINANCE LLC | 0 | 8,200,000 | 8,200,000 | 0.12% | $8.18M |
| Phillips 66 | 0 | 7,900,000 | 7,900,000 | 0.11% | $7.88M |
| Rogers Communications Inc/Ontario | 0 | 7,700,000 | 7,700,000 | 0.11% | $7.69M |
| AMETEK INC DISC COML | 0 | 7,600,000 | 7,600,000 | 0.11% | $7.59M |
| ERAC USA Finance LLC | 0 | 7,600,000 | 7,600,000 | 0.11% | $7.59M |
| JTI Financial Services North America LLC | 0 | 7,500,000 | 7,500,000 | 0.11% | $7.47M |
| HCA INC DISC COML PAPER | 0 | 7,400,000 | 7,400,000 | 0.11% | $7.39M |
| Phillips 66 | 0 | 7,300,000 | 7,300,000 | 0.10% | $7.27M |
| PHILLIPS 66 | 0 | 7,200,000 | 7,200,000 | 0.10% | $7.18M |
| Alimentation Couche-Tard Inc. 0% CP 10/04/2026 | 0 | 7,100,000 | 7,100,000 | 0.10% | $7.09M |
| PHILLIPS 66 | 0 | 7,100,000 | 7,100,000 | 0.10% | $7.05M |
| CONSTELLATION ENERGY 04/26 ZCP | 0 | 7,000,000 | 7,000,000 | 0.10% | $6.99M |
| Constellation Energy Generation LLC | 0 | 7,000,000 | 7,000,000 | 0.10% | $6.98M |
| GLENCORE FUNDING LLC | 0 | 6,700,000 | 6,700,000 | 0.10% | $6.68M |
| BECTON DICKINSON+CO. | 0 | 6,600,000 | 6,600,000 | 0.10% | $6.60M |
| Keurig Dr Pepper Inc 0% CP 08/04/2026 | 0 | 6,500,000 | 6,500,000 | 0.09% | $6.49M |
| ERAC USA Finance LLC 0% CP 20/04/2026 | 0 | 6,500,000 | 6,500,000 | 0.09% | $6.49M |
| Alimentation Couche-Tard Inc | 0 | 6,200,000 | 6,200,000 | 0.09% | $6.19M |
| Elevance Health Inc | 0 | 6,000,000 | 6,000,000 | 0.09% | $6.00M |
| Electricite de France SA | 0 | 5,900,000 | 5,900,000 | 0.09% | $5.90M |
| LEIDOS INC | 0 | 5,800,000 | 5,800,000 | 0.08% | $5.78M |
| Phillips 66 | 0 | 5,300,000 | 5,300,000 | 0.08% | $5.30M |
| ERAC USA Finance LLC 0% CP 17/04/2026 | 0 | 5,100,000 | 5,100,000 | 0.07% | $5.09M |
| NextEra Energy Capital Holdings Inc | 0 | 4,900,000 | 4,900,000 | 0.07% | $4.89M |
| THE AES CORPORATION | 0 | 4,800,000 | 4,800,000 | 0.07% | $4.79M |
| Global Payments, Inc. | 0 | 4,700,000 | 4,700,000 | 0.07% | $4.70M |
| Keurig Dr Pepper Inc 0% CP 13/04/2026 | 0 | 4,700,000 | 4,700,000 | 0.07% | $4.69M |
| ERAC USA Finance LLC 0% CP 10/04/2026 | 0 | 4,600,000 | 4,600,000 | 0.07% | $4.59M |
| PHILLIPS 66 GTD DISC 04/20/26 0.00000000 | 0 | 4,600,000 | 4,600,000 | 0.07% | $4.59M |
| U.S. Treasury Bills | 0 | 4,500,000 | 4,500,000 | 0.06% | $4.49M |
| S+P GLOBAL INC | 0 | 4,200,000 | 4,200,000 | 0.06% | $4.20M |
| HCA INC DISC COML PAPER | 0 | 4,000,000 | 4,000,000 | 0.06% | $3.99M |
| U.S. Treasury Bills | 0 | 4,000,000 | 4,000,000 | 0.06% | $3.97M |
| ALIMENTATION COUCHE TARD INC | 0 | 3,500,000 | 3,500,000 | 0.05% | $3.50M |
| ONEOK INC | 0 | 3,300,000 | 3,300,000 | 0.05% | $3.30M |
| HCA, Inc. | 0 | 3,300,000 | 3,300,000 | 0.05% | $3.29M |
| UNITY-PEACE PARK CLO LTD 22-1A A1R TSFR3M+106 04/20/2035 144A | 0 | 3,250,000 | 3,250,000 | 0.05% | $3.25M |
| WELLS FARGO CO | 0 | 3,200,000 | 3,200,000 | 0.05% | $3.17M |
| Keurig Dr Pepper Inc | 0 | 2,900,000 | 2,900,000 | 0.04% | $2.90M |
| Palmer Square Loan Funding Ltd., Series 2024-2A, Class A1R | 0 | 2,900,000 | 2,900,000 | 0.04% | $2.90M |
| KEURIG DR PEPPER | 0 | 2,900,000 | 2,900,000 | 0.04% | $2.89M |
| HARLEY DAVIDSON FND CP | 0 | 2,800,000 | 2,800,000 | 0.04% | $2.80M |
| TARGA RES CORP DISC 05/04/26 0.00000000 | 0 | 2,700,000 | 2,700,000 | 0.04% | $2.69M |
| PALMER SQUARE EUROPEAN LOAN FU PSTET 2026 1A A 144A | 0 | 2,100,000 | 2,100,000 | 0.03% | $2.43M |
| Trimaran Cavu 2021-2 Ltd | 0 | 2,400,000 | 2,400,000 | 0.03% | $2.40M |
| U.S. Treasury Bills | 0 | 2,409,000 | 2,409,000 | 0.03% | $2.40M |
| HCA INC CP 0% 04/22/2026 | 0 | 2,400,000 | 2,400,000 | 0.03% | $2.39M |
| U.S. Treasury Bills | 0 | 2,400,000 | 2,400,000 | 0.03% | $2.38M |
| BOSPHORUS CLO BOPHO 9A AR 144A | 0 | 2,000,000 | 2,000,000 | 0.03% | $2.31M |
| TORO EUROPEAN CLO TCLO 3A ARRE 144A | 0 | 2,000,000 | 2,000,000 | 0.03% | $2.31M |
| TORO EUROPEAN CLO TCLO 2A ARRE 144A | 0 | 2,000,000 | 2,000,000 | 0.03% | $2.31M |
| ICG EURO CLO ICGE 2023 2A A1R 144A | 0 | 2,000,000 | 2,000,000 | 0.03% | $2.31M |
| INVESCO EURO CLO XII DAC INVSC 12A A1R 144A | 0 | 2,000,000 | 2,000,000 | 0.03% | $2.31M |
| ARBOUR CLO ARBR 13A AR 144A | 0 | 2,000,000 | 2,000,000 | 0.03% | $2.30M |
| HARLEY DAVIDSON FND CP | 0 | 2,300,000 | 2,300,000 | 0.03% | $2.30M |
| U.S. Treasury Bills | 0 | 2,200,000 | 2,200,000 | 0.03% | $2.19M |
| MARBLE POINT CLO XXIV LTD A1R TSFR3M+109 04/20/2035 144A | 0 | 2,100,000 | 2,100,000 | 0.03% | $2.10M |
| TARGA RES CORP CP 0% 05/01/2026 | 0 | 2,100,000 | 2,100,000 | 0.03% | $2.09M |
| LCM 39 LTD A1R2 TSFR3M+104 10/15/2034 144A | 0 | 2,000,000 | 2,000,000 | 0.03% | $2.00M |
| Palmer Square Loan Funding 2024-1 Ltd | 0 | 2,000,000 | 2,000,000 | 0.03% | $2.00M |
| PALMER SQUARE LOAN FUNDING 2024-3 LTD PSTAT 2024-3A A1R | 0 | 2,000,000 | 2,000,000 | 0.03% | $2.00M |
| THE AES CORPORATION | 0 | 2,000,000 | 2,000,000 | 0.03% | $2.00M |
| Crown Castle Inc | 0 | 2,000,000 | 2,000,000 | 0.03% | $2.00M |
| NextEra Energy Capital Holdings Inc | 0 | 1,800,000 | 1,800,000 | 0.03% | $1.80M |
| PROVIDUS CLO PRVD 7A ARR 144A | 0 | 1,500,000 | 1,500,000 | 0.02% | $1.73M |
| MADISON PARK EURO FUNDING MDPKE 14A A1R 144A | 0 | 1,484,972 | 1,484,972 | 0.02% | $1.71M |
| ACRES Commercial Realty Issuer LLC, Series 2026-FL4, Class A | 0 | 1,700,000 | 1,700,000 | 0.02% | $1.70M |
| Keurig Dr Pepper Inc | 0 | 1,700,000 | 1,700,000 | 0.02% | $1.70M |
| AMETEK INC DISC COML | 0 | 1,600,000 | 1,600,000 | 0.02% | $1.60M |
| Keurig Dr. Pepper, Inc. | 0 | 1,600,000 | 1,600,000 | 0.02% | $1.59M |
| GALXY 2016-22A AR4 | 0 | 1,500,000 | 1,500,000 | 0.02% | $1.50M |
| ROGERS COMMUNICATIONS | 0 | 1,500,000 | 1,500,000 | 0.02% | $1.50M |
| Post CLO Ltd. | 0 | 1,400,000 | 1,400,000 | 0.02% | $1.40M |
| Keurig Dr Pepper Inc | 0 | 1,400,000 | 1,400,000 | 0.02% | $1.40M |
| Jabil Inc | 0 | 1,400,000 | 1,400,000 | 0.02% | $1.40M |
| Keurig Dr Pepper Inc | 0 | 1,400,000 | 1,400,000 | 0.02% | $1.39M |
| Societe Generale SA | 0 | 1,300,000 | 1,300,000 | 0.02% | $1.28M |
| CROWN CASTLE | 0 | 1,200,000 | 1,200,000 | 0.02% | $1.20M |
| AES CORP DISC 04/13/26 0.00000000 | 0 | 1,200,000 | 1,200,000 | 0.02% | $1.20M |
| U.S. Treasury Bills | 0 | 1,200,000 | 1,200,000 | 0.02% | $1.20M |
| Keurig Dr Pepper Inc 0% CP 23/04/2026 | 0 | 1,200,000 | 1,200,000 | 0.02% | $1.20M |
| HCA Inc | 0 | 1,200,000 | 1,200,000 | 0.02% | $1.19M |
| LOW SU GASOIL G SEP26 IFEU 20260910 | 0 | 43 | 43 | 0.02% | $1.17M |
| U.S. Treasury Bills | 0 | 1,100,000 | 1,100,000 | 0.02% | $1.09M |
| PacifiCorp | 0 | 1,000,000 | 1,000,000 | 0.01% | $988.96K |
| AerCap Ireland Capital Designated Activity Company | 0 | 950,000 | 950,000 | 0.01% | $968.11K |
| U.S. Treasury Bill | 0 | 941,000 | 941,000 | 0.01% | $930.57K |
| SGX IODEX Iron Ore | 0 | 1,380 | 1,380 | 0.01% | $917.63K |
| Oncor Electric Delivery Co. LLC | 0 | 900,000 | 900,000 | 0.01% | $900.34K |
| FORD MOTOR CRED | 0 | 900,000 | 900,000 | 0.01% | $896.09K |
| GOLD CMX WR FAC 2001 JPM MSC | 0 | 184 | 184 | 0.01% | $852.73K |
| U.S. Treasury Bills | 0 | 800,000 | 800,000 | 0.01% | $794.87K |
| LME Lead Future | 0 | -54 | -54 | 0.01% | $786.60K |
| UNICREDIT SPA REGS 06/27 VAR | 0 | 600,000 | 600,000 | 0.01% | $597.24K |
| U.S. Treasury Bills | 0 | 600,000 | 600,000 | 0.01% | $596.98K |
| BRENT CRUDE FUTR DEC29 IFEU 20291031 | 0 | -141 | -141 | 0.01% | $484.75K |
| DIAMONDBACK ENER | 0 | 400,000 | 400,000 | 0.01% | $403.24K |
| BECTON DICKINSON+CO. | 0 | 400,000 | 400,000 | 0.01% | $399.24K |
| JPMORGAN CHASE | 0 | 407,000 | 407,000 | 0.01% | $397.03K |
| U.S. Treasury Bills | 0 | 399,000 | 399,000 | 0.01% | $396.78K |
| UST BILLS 0% 05/14/2026 | 0 | 353,000 | 353,000 | 0.01% | $351.47K |
| ICE RTD MONTH COA Sep26 | 0 | 13 | 13 | 0.01% | $348.16K |
| SNG KEROS V SNG GASEP26 IFEU 20260930 | 0 | -46 | -46 | 0.00% | $342.98K |
| SNG KEROS V SNG GAAUG26 IFEU 20260831 | 0 | -46 | -46 | 0.00% | $338.38K |
| SNG KEROS V SNG GAJUL26 IFEU 20260731 | 0 | -46 | -46 | 0.00% | $331.48K |
| ICE RTD MONTH COA Aug26 | 0 | 13 | 13 | 0.00% | $329.31K |
| JPMORGAN CHASE | 0 | 300,000 | 300,000 | 0.00% | $305.64K |
| ICE RTD MONTH COA Jul26 | 0 | 13 | 13 | 0.00% | $305.26K |
| FIDELITY NATL INFORMATION SVCS | 0 | 300,000 | 300,000 | 0.00% | $299.20K |
| UNICREDIT SPA | 0 | 300,000 | 300,000 | 0.00% | $298.62K |
| GOLD CMX WR FAC 4001(BRNIKS) MSC | 0 | 58 | 58 | 0.00% | $268.80K |
| BRT/DUBAI 1ST LN MAY26 IFEU 20260529 | 0 | -136 | -136 | 0.00% | $230.69K |
| JPMORGAN CHASE | 0 | 200,000 | 200,000 | 0.00% | $190.33K |
| GOLD CMX WR FAC 5001 HSBC MSC | 0 | 41 | 41 | 0.00% | $190.01K |
| Lead | 0 | -211 | -211 | 0.00% | $142.54K |
| GOLD CMX WR FAC 3002 SCOTIA MSC | 0 | 29 | 29 | 0.00% | $134.40K |
| LME PRI ALUM FUTR MAY26 XLME 20260518 | 0 | 0 | 0 | 0.00% | $98.82K |
| GOLD CMX WR FAC 4002(BRNIKS 2) MSC | 0 | 17 | 17 | 0.00% | $78.79K |
| GOLD CMX WR FAC 4003 (BRINKS 3 MSC | 0 | 8 | 8 | 0.00% | $37.08K |
| CRUDE OIL OPT IPE JUN26P 60 EXP 04/27/2026 | 0 | 202 | 202 | 0.00% | $20.20K |
| Zinc | 0 | 41 | 41 | 0.00% | $19.82K |
| UK Natural Gas FutMay26 | 0 | 6 | 6 | 0.00% | $1.41K |
| UK NATURAL GAS FUTJUN26 IFEU 20260528 | 0 | 11 | 11 | 0.00% | $917 |
| Long Gilt | 0 | 1 | 1 | 0.00% | -$6.76K |
| LME PRI ALUM FUTR JUL26 XLME 20260713 | 0 | -2 | -2 | 0.00% | -$9.55K |
| BRT/DUBAI 1ST LN JUL26 IFEU 20260731 | 0 | 74 | 74 | 0.00% | -$22.05K |
| BRT/DUBAI 1ST LN SEP26 IFEU 20260930 | 0 | 74 | 74 | 0.00% | -$22.05K |
| BRT/DUBAI 1ST LN AUG26 IFEU 20260831 | 0 | 74 | 74 | 0.00% | -$22.05K |
| IODEX IO FUT JUL26 XSIM 20260731 | 0 | 1,046 | 1,046 | 0.00% | -$38.64K |
| BRT/DUBAI 1ST LN JUN26 IFEU 20260630 | 0 | 86 | 86 | 0.00% | -$50.40K |
| Nickel | 0 | 56 | 56 | 0.00% | -$69.10K |
| LME ZINC FUTURE MAY26 XLME 20260518 | 0 | 11 | 11 | 0.00% | -$113.00K |
| WTI CRUDE FUTURE SEP26 IFEU 20260819 | 0 | -22 | -22 | 0.00% | -$231.72K |
| LME NICKEL FUTURE MAY26 XLME 20260518 | 0 | 15 | 15 | -0.01% | -$367.29K |
| CRUDE OIL OPT IPE JUL26C 100 EXP 05/26/2026 | 0 | -110 | -110 | -0.02% | -$1.24M |
| CRUDE OIL OPT IPE JUN26C 98 EXP 04/27/2026 | 0 | -100 | -100 | -0.02% | -$1.36M |
| BRENT CRUDE FUTR MAY27 IFEU 20270331 | 0 | -210 | -210 | -0.03% | -$2.23M |
| BRENT CRUDE FUTR APR27 IFEU 20270226 | 0 | -296 | -296 | -0.05% | -$3.20M |
| BRENT CRUDE FUTR MAR27 IFEU 20270129 | 0 | -510 | -510 | -0.06% | -$4.46M |
| CRUDE OIL OPT IPE JUN26C 79 EXP 04/27/2026 | 0 | -202 | -202 | -0.08% | -$5.30M |
| Uniform Mortgage-Backed Security, TBA | 0 | -14,500,000 | -14,500,000 | -0.19% | -$13.26M |
| Uniform Mortgage-Backed Security, TBA | 0 | -116,900,000 | -116,900,000 | -1.69% | -$117.29M |
| Security | Shares Dec 2025 | Shares Mar 2026 | Δ shares | End % | Δ value |
|---|---|---|---|---|---|
| Uniform Mortgage-Backed Security, TBA | 242,700,000 | 0 | -242,700,000 | 0.00% | -$230.09M |
| GOLD CMX WR FAC 2001 JPM BOS | 40,009 | 0 | -40,009 | 0.00% | -$172.57M |
| GOLD CMX WR FAC 4001 BRINKS BOS | 33,945 | 0 | -33,945 | 0.00% | -$146.41M |
| GOLD CMX WR FAC 5001 HSBC BOS | 26,608 | 0 | -26,608 | 0.00% | -$114.77M |
| LETRA TESOURO NACIONAL BILLS 04/26 0.00000 | 584,200,000 | 0 | -584,200,000 | 0.00% | -$103.13M |
| SILVER CMX WR FAC 8001 ASAHI BOS | 1,371,800 | 0 | -1,371,800 | 0.00% | -$95.93M |
| GOLD CMX WR FAC 6010 DELAWARE BOS | 20,830 | 0 | -20,830 | 0.00% | -$89.84M |
| GOLD CMX WR FAC 3002 SCOTIA BOS | 16,797 | 0 | -16,797 | 0.00% | -$72.45M |
| GOLD CMX WR FAC 6012 MALCA BOS | 15,045 | 0 | -15,045 | 0.00% | -$64.89M |
| CROWN CASTLE INTL CORP 4(2) 144A DISC NT 1/20/2026 | 57,400,000 | 0 | -57,400,000 | 0.00% | -$57.27M |
| U.S. Treasury Notes | 40,865,409 | 0 | -40,865,409 | 0.00% | -$40.77M |
| HCA INC DISC COML PAPER 01/26 ZCP | 36,000,000 | 0 | -36,000,000 | 0.00% | -$35.97M |
| GOLD CMX WR FAC 7002 MTB BOS | 6,086 | 0 | -6,086 | 0.00% | -$26.25M |
| GOLDMAN SACHS BK | 24,000,000 | 0 | -24,000,000 | 0.00% | -$24.06M |
| AMETEK INC NEW CP 0% 01/12/2026 | 19,600,000 | 0 | -19,600,000 | 0.00% | -$19.58M |
| GOLD CMX WR FAC 4002 BRINKS2 BOS | 4,419 | 0 | -4,419 | 0.00% | -$19.06M |
| SILVER CMX WR FAC 2025 CNT BOS | 257,000 | 0 | -257,000 | 0.00% | -$17.97M |
| GOLD CMX WR FAC 4003 BRINKS3 BOS | 3,561 | 0 | -3,561 | 0.00% | -$15.36M |
| OCCIDENTAL PETROLEUM COR SR UNSECURED 08/27 5 | 13,400,000 | 0 | -13,400,000 | 0.00% | -$13.66M |
| SOUTHERN CALIFORNIA EDISON CO CP 0% 01/05/2026 | 12,700,000 | 0 | -12,700,000 | 0.00% | -$12.69M |
| CITIBANK NA | 12,600,000 | 0 | -12,600,000 | 0.00% | -$12.65M |
| VOYA EURO CLO VOYE 3A A 144A | 9,352,269 | 0 | -9,352,269 | 0.00% | -$11.00M |
| HCA INC DISC COML PAPER 01/26 ZCP | 10,500,000 | 0 | -10,500,000 | 0.00% | -$10.48M |
| JABIL INC DISC 01/14/26 0.00000000 | 9,600,000 | 0 | -9,600,000 | 0.00% | -$9.58M |
| ORACLE CORPORATION 01/26 ZCP | 9,410,000 | 0 | -9,410,000 | 0.00% | -$9.39M |
| EDISON INTERNATIONAL 01/26 ZCP | 9,000,000 | 0 | -9,000,000 | 0.00% | -$8.99M |
| ERAC USA FIN LLC DISC 01/12/26 0.00000000 | 9,000,000 | 0 | -9,000,000 | 0.00% | -$8.99M |
| Air Lease Corporation 0% CP 02/01/2026 | 8,200,000 | 0 | -8,200,000 | 0.00% | -$8.20M |
| KEURIG DR PEPPER INC | 8,200,000 | 0 | -8,200,000 | 0.00% | -$8.19M |
| HCA INC DISC COML PAPER 01/26 ZCP | 6,900,000 | 0 | -6,900,000 | 0.00% | -$6.89M |
| CROWN CASTLE INTL 0.0 22JAN26 144A | 6,700,000 | 0 | -6,700,000 | 0.00% | -$6.68M |
| JABIL INC DISC 01/07/26 0.00000000 | 6,100,000 | 0 | -6,100,000 | 0.00% | -$6.09M |
| AMETEK INC DISC COML 01/26 ZCP | 5,800,000 | 0 | -5,800,000 | 0.00% | -$5.80M |
| ENBRIDGE U S INC DISC 01/07/26 0.00000000 | 5,800,000 | 0 | -5,800,000 | 0.00% | -$5.80M |
| HCA INC DISC COML PAPER 02/26 ZCP | 5,700,000 | 0 | -5,700,000 | 0.00% | -$5.67M |
| MORGAN STANLEY SR UNSECURED 03/27 VAR | 4,000,000 | 0 | -4,000,000 | 0.00% | -$4.71M |
| HCA INC DISC COML PAPER 01/26 ZCP | 4,600,000 | 0 | -4,600,000 | 0.00% | -$4.59M |
| AIR LEASE CORP DISC COML 01/26 ZCP | 4,400,000 | 0 | -4,400,000 | 0.00% | -$4.39M |
| ALIMENTATION COUCHETARD INC | 4,300,000 | 0 | -4,300,000 | 0.00% | -$4.30M |
| JABIL INC DISC 01/12/2026 0.00000000 | 4,300,000 | 0 | -4,300,000 | 0.00% | -$4.29M |
| GOLD CMX WR FAC 4204 LOOMIS BOS | 964 | 0 | -964 | 0.00% | -$4.16M |
| Keurig Dr Pepper Inc | 4,100,000 | 0 | -4,100,000 | 0.00% | -$4.10M |
| AIR LEASE CORP DISC COML 01/26 ZCP | 4,100,000 | 0 | -4,100,000 | 0.00% | -$4.10M |
| Sandstone Peak Ltd., Series 2021-1A, Class A1R | 4,000,000 | 0 | -4,000,000 | 0.00% | -$4.01M |
| BAIN CAPITAL CREDIT CLO, LIMIT BCC 2021 2A A1R 144A | 4,000,000 | 0 | -4,000,000 | 0.00% | -$4.00M |
| BAIN CAPITAL CREDIT CLO, LIMIT BCC 2020 3A A1RR 144A | 4,000,000 | 0 | -4,000,000 | 0.00% | -$4.00M |
| Keurig Dr Pepper Inc | 3,900,000 | 0 | -3,900,000 | 0.00% | -$3.89M |
| EQUIFAX INC DISC 01/09/26 0.00000000 | 3,600,000 | 0 | -3,600,000 | 0.00% | -$3.60M |
| AIR LEASE CORP DISCOUNT_______ COMMERCIAL PAPER 0.00000000 | 3,500,000 | 0 | -3,500,000 | 0.00% | -$3.50M |
| AIR LEASE CORP DISCOUNT_______ COMMERCIAL PAPER 0.00000000 | 3,200,000 | 0 | -3,200,000 | 0.00% | -$3.20M |
| AIR LEASE CORP DISC COML 01/26 ZCP | 3,200,000 | 0 | -3,200,000 | 0.00% | -$3.20M |
| EDISON INTERNATIONAL 01/26 ZCP | 2,900,000 | 0 | -2,900,000 | 0.00% | -$2.90M |
| ENBRIDGE (US) INC | 2,800,000 | 0 | -2,800,000 | 0.00% | -$2.80M |
| HA SUSTAINABLE INFRASTRUCTURE 01/26 ZCP | 2,800,000 | 0 | -2,800,000 | 0.00% | -$2.80M |
| CONAGRA FOODS IN DISC 01/13/26 0.00000000 | 2,800,000 | 0 | -2,800,000 | 0.00% | -$2.80M |
| EDISON INTERNATIONAL 01/26 ZCP | 2,700,000 | 0 | -2,700,000 | 0.00% | -$2.70M |
| Bain Capital Credit CLO Ltd., Series 2020-2A, Class ARR | 2,600,000 | 0 | -2,600,000 | 0.00% | -$2.60M |
| Air Lease Corporation 0% CP 14/01/2026 | 2,600,000 | 0 | -2,600,000 | 0.00% | -$2.60M |
| FIDELITY NATL INFORMATION SVCS 01/26 ZCP | 2,600,000 | 0 | -2,600,000 | 0.00% | -$2.59M |
| HCA INC DISC COML PAPER 01/26 ZCP | 2,500,000 | 0 | -2,500,000 | 0.00% | -$2.49M |
| Keurig Dr Pepper Inc | 2,000,000 | 0 | -2,000,000 | 0.00% | -$2.00M |
| AIR LEASE CORP DISC COML 01/26 ZCP | 2,000,000 | 0 | -2,000,000 | 0.00% | -$2.00M |
| EDISON INTL DISCOUNT__________ COMMERCIAL PAPER 0.00000000 | 1,900,000 | 0 | -1,900,000 | 0.00% | -$1.90M |
| JABIL INC DISC 01/13/26 0.00000000 | 1,900,000 | 0 | -1,900,000 | 0.00% | -$1.90M |
| HCA INC DISC COML PAPER 02/26 ZCP | 1,900,000 | 0 | -1,900,000 | 0.00% | -$1.89M |
| Low Sulphur Gasoil | -749 | 0 | 749 | 0.00% | -$1.87M |
| CONAGRA FOODS INC. | 1,800,000 | 0 | -1,800,000 | 0.00% | -$1.80M |
| ALIMENTATION COUCHE-TARD INC YCP 0% 01/01/2026 | 1,750,000 | 0 | -1,750,000 | 0.00% | -$1.75M |
| U.S. Treasury Bills | 1,547,000 | 0 | -1,547,000 | 0.00% | -$1.54M |
| U.S. Treasury Bills | 1,539,000 | 0 | -1,539,000 | 0.00% | -$1.53M |
| Ares XLIV CLO Ltd | 1,500,000 | 0 | -1,500,000 | 0.00% | -$1.50M |
| Southern California Edison Company | 1,500,000 | 0 | -1,500,000 | 0.00% | -$1.50M |
| SO. CALIF EDISON | 1,500,000 | 0 | -1,500,000 | 0.00% | -$1.50M |
| HA SUSTAINABLE INFRASTRUCTURE 01/26 ZCP | 1,500,000 | 0 | -1,500,000 | 0.00% | -$1.50M |
| U.S. Treasury Bills | 1,442,000 | 0 | -1,442,000 | 0.00% | -$1.44M |
| HGI CRE CLO LTD HGI 2022 FL3 A 144A | 1,317,911 | 0 | -1,317,911 | 0.00% | -$1.32M |
| SO. CALIF EDISON | 1,300,000 | 0 | -1,300,000 | 0.00% | -$1.30M |
| GOLD CMX WR FAC 6001 DELAWARE BOS | 300 | 0 | -300 | 0.00% | -$1.29M |
| SGX IRON ORE 62% FUT MAR26 SCOH6 | 2,519 | 0 | -2,519 | 0.00% | -$1.24M |
| U.S. Treasury Bills | 1,249,000 | 0 | -1,249,000 | 0.00% | -$1.24M |
| CONAGRA FOODS IN DISC 01/05/26 0.00000000 | 1,200,000 | 0 | -1,200,000 | 0.00% | -$1.20M |
| BACARDI MARTINI BV YCP 0% 02/05/2026 | 1,200,000 | 0 | -1,200,000 | 0.00% | -$1.19M |
| BDS LTD BDS 2022 FL11 ATS 144A | 1,185,073 | 0 | -1,185,073 | 0.00% | -$1.19M |
| SOUTHERN CAL ED | 1,120,000 | 0 | -1,120,000 | 0.00% | -$1.12M |
| CONAGRA FOODS IN DISC 01/07/26 0.00000000 | 1,100,000 | 0 | -1,100,000 | 0.00% | -$1.10M |
| SILVER CMX WR FAC 4001 BRINKS BOS | 15,050 | 0 | -15,050 | 0.00% | -$1.05M |
| ICE Brent Crude Oil Future | -364 | 0 | 364 | 0.00% | -$1.05M |
| U.S. Treasury Bills | 1,026,000 | 0 | -1,026,000 | 0.00% | -$1.02M |
| Oportun Issuance Trust, Series 2025-A, Class A | 1,000,000 | 0 | -1,000,000 | 0.00% | -$1.00M |
| ONCOR ELECTRIC D | 900,000 | 0 | -900,000 | 0.00% | -$907.92K |
| INTERNAL FLV&FGR INC | 900,000 | 0 | -900,000 | 0.00% | -$897.10K |
| AVOCA STATIC CLO AVOST 1A AR 144A | 722,605 | 0 | -722,605 | 0.00% | -$849.09K |
| UBS GROUP | 850,000 | 0 | -850,000 | 0.00% | -$847.63K |
| BACARDI MARTINI DISC 01/29/26 0.00000000 | 800,000 | 0 | -800,000 | 0.00% | -$797.32K |
| TIAA CLO LTD TIA 2018 1A A1AR 144A | 672,296 | 0 | -672,296 | 0.00% | -$672.62K |
| LME NICKEL FUTURE MAR26 XLME 20260316 | 61 | 0 | -61 | 0.00% | -$501.03K |
| LME ZINC FUTURE JAN26 XLME 20260119 | 0 | 0 | 0 | 0.00% | -$421.06K |
| Brent Crude Future | -370 | 0 | 370 | 0.00% | -$409.50K |
| Cedar Funding V CLO Ltd., Series 2016-5A, Class A1R | 407,466 | 0 | -407,466 | 0.00% | -$407.68K |
| BOEING CO | 400,000 | 0 | -400,000 | 0.00% | -$399.25K |
| U.S. Treasury Bills | 396,000 | 0 | -396,000 | 0.00% | -$394.48K |
| VOLKSWAGEN AUTO LEASE TRUST VWALT 2024 A A2A | 334,691 | 0 | -334,691 | 0.00% | -$335.03K |
| SGX IODEX Iron Ore | 1,122 | 0 | -1,122 | 0.00% | -$307.85K |
| U.S. Treasury Bills | 300,000 | 0 | -300,000 | 0.00% | -$299.62K |
| U.S. Treasury Bills | 284,000 | 0 | -284,000 | 0.00% | -$282.53K |
| LME ZINC FUTURE MAR26 XLME 20260316 | 121 | 0 | -121 | 0.00% | -$233.62K |
| LendingPoint Pass-Through Trust Series 2022-ST3 | 232,425 | 0 | -232,425 | 0.00% | -$231.68K |
| U.S. Treasury Bills | 226,000 | 0 | -226,000 | 0.00% | -$225.45K |
| WTI CRUDE FUTURE JUN26 IFEU 20260518 | -288 | 0 | 288 | 0.00% | -$208.30K |
| U.S. Treasury Bills | 203,000 | 0 | -203,000 | 0.00% | -$202.88K |
| Research-Drive Pagaya Motor Asset Trust I Series 2024-1A, Class A | 194,119 | 0 | -194,119 | 0.00% | -$195.13K |
| U.S. Treasury Bills | 195,000 | 0 | -195,000 | 0.00% | -$194.93K |
| CARVANA AUTO RECEIVABLES TRUST CRVNA 2024 N3 A2 144A | 188,417 | 0 | -188,417 | 0.00% | -$188.48K |
| RESEARCH-DRIVEN PAGAYA MOTOR ASSET TRUST 2023-3 7.13% 01/26/2032 144A | 157,230 | 0 | -157,230 | 0.00% | -$157.49K |
| GPMT Ltd., Series 2021-FL3, Class A | 152,488 | 0 | -152,488 | 0.00% | -$152.48K |
| GLS AUTO RECEIVABLES TRUST GCAR 2024 4A A2 144A | 144,807 | 0 | -144,807 | 0.00% | -$144.87K |
| Chase Auto Owner Trust 2024-4 | 113,596 | 0 | -113,596 | 0.00% | -$113.73K |
| Ready Capital Mortgage Financing LLC, Series 2021-FL7, Class A | 109,269 | 0 | -109,269 | 0.00% | -$109.26K |
| WLAKE 2024-1A A3 144A 5.44% 05-17-27 | 108,542 | 0 | -108,542 | 0.00% | -$108.61K |
| Pagaya AI Debt Trust, Series 2024-1, Class A | 97,297 | 0 | -97,297 | 0.00% | -$97.55K |
| AMERICAN CREDIT ACCEPTANCE RECEIVABLES TRUST 2024-4 SER 2024-4 CL A REGD 144A P/P 4.81000000 | 88,316 | 0 | -88,316 | 0.00% | -$88.34K |
| SPACE COAST CREDIT UNION SCCU 2024 1A A2 144A | 84,470 | 0 | -84,470 | 0.00% | -$84.54K |
| Drive Auto Receivables Trust 2024-2 | 83,128 | 0 | -83,128 | 0.00% | -$83.16K |
| BridgeCrest Lending Auto Securitization Trust 2024-4 | 65,340 | 0 | -65,340 | 0.00% | -$65.35K |
| AFFRM 2024-X2 A 144A 5.22% 12-17-29 | 54,892 | 0 | -54,892 | 0.00% | -$54.91K |
| LME LEAD FUTURE MAR26 XLME 20260316 | -200 | 0 | 200 | 0.00% | -$48.35K |
| LCM XVII LP | 45,295 | 0 | -45,295 | 0.00% | -$45.35K |
| Atlas Senior Loan Fund XIII | 40,197 | 0 | -40,197 | 0.00% | -$40.25K |
| CPS AUTO TRUST CPS 2024 C A 144A | 38,190 | 0 | -38,190 | 0.00% | -$38.24K |
| NAVIENT STUDENT LOAN TRUST NAVSL 2015 AA A3 144A | 36,281 | 0 | -36,281 | 0.00% | -$36.29K |
| WTI Crude Oil | -62 | 0 | 62 | 0.00% | -$32.76K |
| Oportun Issuance Trust, Series 2024-2, Class A | 32,709 | 0 | -32,709 | 0.00% | -$32.71K |
| FCCU AUTO RECEIVABLES TRUST FCCU 2024 1A A2 144A | 29,641 | 0 | -29,641 | 0.00% | -$29.66K |
| ICE Brent Crude Oil Future | -34 | 0 | 34 | 0.00% | -$25.95K |
| ICE RTD MONTH COA MAR26 IFEU 20260327 | -5 | 0 | 5 | 0.00% | -$12.66K |
| ICE RTD MONTH COA FEB26 IFEU 20260227 | -5 | 0 | 5 | 0.00% | -$9.41K |
| UKG 10YR FUT G H6 03-27-26 | 1 | 0 | -1 | 0.00% | -$686 |
| TTF NAT GAS F APR26 NDEX 20260330 | 9 | 0 | -9 | 0.00% | -$608 |
| TTF NAT GAS F FUT FEB26 TZTG6 | 1 | 0 | -1 | 0.00% | -$479 |
| DUTCH TTF OPT FSM FEB26C 45 EXP 01/27/2026 | -36 | 0 | 36 | 0.00% | $1.45K |
| ICE RTD MONTH COA JAN26 IFEU 20260130 | -5 | 0 | 5 | 0.00% | $3.34K |
| CRUDE OIL OPT IPE MAR26C 71 EXP 01/27/2026 | -30 | 0 | 30 | 0.00% | $3.60K |
| DUTCH TTF OPT FSM MAR26C 45 EXP 02/24/2026 | -35 | 0 | 35 | 0.00% | $4.16K |
| CRUDE OIL OPT IPE MAR26C 69 EXP 01/27/2026 | -40 | 0 | 40 | 0.00% | $6.80K |
| CRUDE OIL OPT IPE MAR26C 68 EXP 01/27/2026 | -41 | 0 | 41 | 0.00% | $8.61K |
| CRUDE OIL OPT IPE MAR26C 67 EXP 01/27/2026 | -39 | 0 | 39 | 0.00% | $10.53K |
| CRUDE OIL OPT IPE MAR26C 70 EXP 01/27/2026 | -100 | 0 | 100 | 0.00% | $14.00K |
| CRUDE OIL OPT IPE MAR26C 66 EXP 01/27/2026 | -45 | 0 | 45 | 0.00% | $15.75K |
| SNG KEROS V SNG GADEC25 IFEU 20251231 | 56 | 0 | -56 | 0.00% | $17.26K |
| ICE RTD MONTH COA JUN26 IFEU 20260626 | 8 | 0 | -8 | 0.00% | $26.29K |
| ICE RTD MONTH COA MAY26 IFEU 20260529 | 8 | 0 | -8 | 0.00% | $28.69K |
| ICE RTD MONTH COA APR26 IFEU 20260424 | 8 | 0 | -8 | 0.00% | $30.29K |
| CRUDE OIL OPT IPE APR26C 67 EXP 02/24/2026 | -46 | 0 | 46 | 0.00% | $32.20K |
| CRUDE OIL OPT IPE APR26C 70 EXP 02/24/2026 | -90 | 0 | 90 | 0.00% | $37.80K |
| CRUDE OIL OPT IPE APR26C 66 EXP 02/24/2026 | -49 | 0 | 49 | 0.00% | $41.16K |
| SNG KEROS V SNG GAFEB26 IFEU 20260227 | 30 | 0 | -30 | 0.00% | $41.38K |
| SNG KEROS V SNG GAJAN26 IFEU 20260130 | 136 | 0 | -136 | 0.00% | $49.56K |
| CRUDE OIL OPT IPE APR26C 68 EXP 02/24/2026 | -129 | 0 | 129 | 0.00% | $76.11K |
| UK NATURAL GAS FUTMAR26 IFEU 20260226 | -255 | 0 | 255 | 0.00% | $78.41K |
| ARGEURBOBRTBVSBR1LDEC25 IFEU 20251231 | -51 | 0 | 51 | 0.00% | $89.70K |
| LME LEAD FUTURE JAN26 XLME 20260119 | 0 | 0 | 0 | 0.00% | $156.75K |
| LME NICKEL FUTURE JAN26 XLME 20260119 | 0 | 0 | 0 | 0.00% | $165.36K |
| TTF NAT GAS F MAR26 NDEX 20260226 | -407 | 0 | 407 | 0.00% | $338.42K |
| LOW SU GASOIL G JUN26 IFEU 20260611 | -410 | 0 | 410 | 0.00% | $361.70K |
| LME PRI ALUM FUTR JAN26 XLME 20260119 | 0 | 0 | 0 | 0.00% | $368.97K |
| LME PRIMARY ALUMINUM FUTURE 0326 | -127 | 0 | 127 | 0.00% | $752.22K |
| FNCL 3.5 2/26 | -14,500,000 | 0 | 14,500,000 | 0.00% | $13.36M |
| Uniform Mortgage-Backed Security, TBA | -116,900,000 | 0 | 116,900,000 | 0.00% | $118.43M |
| Security | Shares Dec 2025 | Shares Mar 2026 | Δ shares | End % | Δ value |
|---|---|---|---|---|---|
| US ULTRA BOND CBT Sep25 | 1,805,765,111 | 3,903,503,506 | 2,097,738,395 | 55.10% | $2.14B |
| PIMCO PRV SHORT TERM FLT III MUTUAL FUND | 8,505,508 | 54,724,015 | 46,218,507 | 7.68% | $450.11M |
| PIMCO SHORT ASSET PORTFOLIO MUTUAL FUND | 9,444,449 | 9,546,171 | 101,721 | 1.35% | $979.51K |
| BRENT CRUDE FUTR NOV26 IFEU 20260930 | -429 | 778 | 1,207 | 0.18% | $11.38M |
| BRENT CRUDE FUTR JAN27 IFEU 20261130 | -370 | 420 | 790 | 0.08% | $4.74M |
| U.S. Treasury Bills | 3,516,000 | 4,805,000 | 1,289,000 | 0.07% | $1.32M |
| BRENT CRUDE FUTR DEC27 IFEU 20271029 | -165 | 1,612 | 1,777 | 0.06% | $4.22M |
| FORD MOTOR CRED | 2,800,000 | 3,800,000 | 1,000,000 | 0.06% | $985.82K |
| BRENT CRUDE FUTR FEB27 IFEU 20261230 | -406 | 122 | 528 | 0.02% | $840.79K |
| COUNTRYWIDE ALTERNATIVE LOAN T CWALT 2007 22 2A16 | 1,324,516 | 1,325,210 | 695 | 0.01% | $23.74K |
| WTI CRUDE FUTURE DEC26 IFEU 20261119 | -66 | -11 | 55 | 0.00% | -$212.23K |
| SNG KEROS V SNG GAMAR26 IFEU 20260331 | 80 | 251 | 171 | 0.00% | -$162.26K |
| BRENT CRUDE FUTR DEC28 IFEU 20281031 | -162 | 141 | 303 | -0.01% | -$1.10M |
| Security | Shares Dec 2025 | Shares Mar 2026 | Δ shares | End % | Δ value |
|---|---|---|---|---|---|
| FR SD8475 | 78,797,169 | 74,198,040 | -4,599,129 | 1.08% | -$5.34M |
| U.S. TREASURY INFLATION-PROTECTED SECURITIES 2-1/2% 01/15/29 | 39,961,356 | 39,913,399 | -47,957 | 0.60% | $156.55K |
| HAYFIN EMERALD CLO HAYEM 2A AR 144A | 28,265,830 | 26,672,998 | -1,592,832 | 0.44% | -$2.34M |
| FREDDIE MAC REMICS SER 5513 CL MF V/R 5.01180000 | 34,064,852 | 30,328,746 | -3,736,107 | 0.44% | -$3.68M |
| FR SD8494 | 17,483,677 | 16,283,867 | -1,199,810 | 0.24% | -$1.37M |
| AVON FINANCE AVON 4A A 144A | 10,663,673 | 10,118,009 | -545,664 | 0.19% | -$990.55K |
| Freddie Mac REMICS | 14,517,045 | 13,173,064 | -1,343,981 | 0.19% | -$1.33M |
| U.S. TREASURY INFLATION-PROTECTED SECURITIES 1-3/8% 02/15/2044 | 14,804,963 | 14,787,160 | -17,803 | 0.18% | -$179.13K |
| CHASE AUTO OWNER TRUST CHAOT 2024 4A A3 144A | 10,000,000 | 8,932,502 | -1,067,498 | 0.13% | -$1.11M |
| SMB Private Education Loan Trust 2021-C | 9,519,630 | 9,014,079 | -505,551 | 0.13% | -$499.77K |
| ST PAULS CLO SPAUL 12A A 144A | 7,968,780 | 7,594,401 | -374,379 | 0.13% | -$591.12K |
| FREDDIE MAC REMICS SER 5517 CL FE V/R 4.82419000 | 9,134,329 | 8,570,221 | -564,107 | 0.12% | -$541.40K |
| FREDDIE MAC MULTIFAMILY STRUCTURED PASS THROUGH CERTIFI SER Q034 CL APT2 V/R 2.90299700 | 9,192,969 | 8,760,372 | -432,596 | 0.12% | -$437.82K |
| U.S. TREASURY INFLATION-PROTECTED SECURITIES 0-1/2% 01/15/2028 | 8,045,522 | 8,035,892 | -9,630 | 0.11% | $70.18K |
| BNPP AM EURO CLO BNPAM 2019 1A AR 144A | 6,388,512 | 6,271,146 | -117,366 | 0.10% | -$251.29K |
| FG G18666 | 6,444,398 | 6,077,244 | -367,154 | 0.09% | -$393.71K |
| BROADCOM INC | 14,700,000 | 5,798,000 | -8,902,000 | 0.08% | -$9.11M |
| U.S. TREASURY INFLATION-PROTECTED SECURITIES 0-1/8% 07/15/2026 | 5,599,201 | 5,592,482 | -6,719 | 0.08% | $106.68K |
| FNR 2025-18 FM | 6,305,687 | 5,565,677 | -740,011 | 0.08% | -$739.67K |
| BRENT CRUDE FUTR OCT26 IFEU 20260828 | 400 | 284 | -116 | 0.08% | $5.22M |
| HarborView Mortgage Loan Trust, Series 2006-12, Class 1A1A | 6,055,851 | 5,977,072 | -78,780 | 0.07% | $87.80K |
| FREDDIE MAC REMICS SER 5565 CL FA V/R 5.02419000 | 5,294,244 | 4,876,555 | -417,689 | 0.07% | -$403.36K |
| U.S. Treasury Bills | 71,291,000 | 4,906,000 | -66,385,000 | 0.07% | -$65.68M |
| FREDDIE MAC REMICS SER 5500 CL GF V/R 5.02180000 | 5,122,512 | 4,531,603 | -590,909 | 0.07% | -$582.69K |
| Government National Mortgage Association Guaranteed Remic Pass-Through Securities, The | 4,772,867 | 4,467,926 | -304,941 | 0.06% | -$286.71K |
| FREDDIE MAC FHR 5549 BF | 5,024,136 | 4,392,694 | -631,442 | 0.06% | -$610.98K |
| NAVSL 2021-BA A 144A 0.94% 07-15-69 | 5,125,927 | 4,820,956 | -304,971 | 0.06% | -$298.69K |
| Hertz Vehicle Financing LLC, Series 2023-1A, Class A | 8,290,000 | 4,145,000 | -4,145,000 | 0.06% | -$4.16M |
| Freddie Mac REMICS | 4,092,667 | 3,911,023 | -181,644 | 0.06% | -$174.08K |
| Government National Mortgage Association Guaranteed Remic Pass-Through Securities, The | 4,335,239 | 3,859,338 | -475,901 | 0.06% | -$458.62K |
| HARVEST CLO HARVT 22A AR 144A | 4,009,151 | 3,292,279 | -716,872 | 0.05% | -$910.55K |
| FR SD8453 | 4,051,635 | 3,761,134 | -290,501 | 0.05% | -$329.75K |
| BEAR STEARNS ASSET BACKED SECU BSABS 2006 EC2 M3 | 3,989,620 | 3,806,046 | -183,574 | 0.05% | -$182.25K |
| DLLAA LLC, Series 2025-1A, Class A2 | 4,944,419 | 3,585,407 | -1,359,011 | 0.05% | -$1.37M |
| GOVERNMENT NATIONAL MORTGAGE A GNR 2019 H20 F | 3,728,937 | 3,351,982 | -376,955 | 0.05% | -$374.22K |
| FREDDIE MAC FHR 5410 FB | 3,522,463 | 3,328,507 | -193,956 | 0.05% | -$180.23K |
| FANNIE MAE REMICS SER 2025-18 CL FA V/R 4.82419000 | 3,597,319 | 3,327,361 | -269,958 | 0.05% | -$265.76K |
| FNR 2025-54 FM | 3,375,100 | 3,145,607 | -229,493 | 0.05% | -$223.79K |
| TOWD POINT MORTGAGE FUNDING TPMF 2024 GR6A A1 144A | 2,554,069 | 2,372,538 | -181,532 | 0.05% | -$303.74K |
| GLS Auto Select Receivables Trust, Series 2023-1A, Class A3 | 4,197,475 | 3,108,184 | -1,089,291 | 0.05% | -$1.10M |
| U.S. TREASURY INFLATION-PROTECTED SECURITIES 3-7/8% 04/15/29 | 2,790,722 | 2,787,368 | -3,353 | 0.04% | $780 |
| PALMER SQUARE EUROPEAN LOAN FU PSTET 2025 1A A 144A | 2,708,707 | 2,503,466 | -205,242 | 0.04% | -$294.31K |
| SFS AUTO RECEIVABLES SECURITIZ SFAST 2025 2A A2 144A | 4,058,963 | 2,883,760 | -1,175,203 | 0.04% | -$1.18M |
| FANNIE MAE REMICS SER 2024-104 CL FA V/R 4.92419000 | 3,107,504 | 2,829,440 | -278,064 | 0.04% | -$273.51K |
| Symphony CLO XXII Ltd., Series 2020-22A, Class A1AR | 3,352,287 | 2,829,472 | -522,815 | 0.04% | -$522.18K |
| FNMA, Series 2025-12, Class FG | 3,172,906 | 2,754,351 | -418,555 | 0.04% | -$414.66K |
| MERRION SQUARE RESIDENTIAL MERRI 2024 1A A 144A | 2,303,996 | 2,221,234 | -82,762 | 0.04% | -$136.84K |
| NAVSL 2019-BA A2B | 2,877,014 | 2,563,451 | -313,563 | 0.04% | -$310.93K |
| MORGAN STANLEY CAPITAL INC MSAC 2005 HE3 M5 | 2,703,466 | 2,514,568 | -188,898 | 0.04% | -$189.19K |
| FNMA, Series 2024-77, Class DF | 2,678,139 | 2,416,169 | -261,970 | 0.04% | -$255.31K |
| COLONY MORTGAGE CAPITAL LTD CLNY 2019 IKPR A 144A | 2,704,189 | 2,444,093 | -260,096 | 0.03% | -$246.12K |
| FREDDIE MAC REMICS SER 5508 CL QF V/R 5.02180000 | 2,596,307 | 2,402,681 | -193,625 | 0.03% | -$190.69K |
| FREDDIE MAC REMICS SER 5564 CL FB V/R 5.07419000 | 2,411,658 | 2,338,032 | -73,626 | 0.03% | -$61.52K |
| Asset Backed Securities Corp Home Equity Loan Trust Series MO 2006-HE6 | 2,473,337 | 2,391,552 | -81,785 | 0.03% | -$80.62K |
| MFRA TRUST MFRA 2022 NQM1 A1 144A | 2,516,144 | 2,373,219 | -142,925 | 0.03% | -$156.84K |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION SER 2018-H15 CL FG V/R 4.92655000 | 2,212,844 | 2,168,446 | -44,397 | 0.03% | -$42.63K |
| Opteum Mortgage Acceptance Corp. Asset-Backed Pass-Through Certificates, Series 2005-5, Class 1A1D | 2,278,473 | 2,182,679 | -95,794 | 0.03% | -$92.67K |
| COUNTRYWIDE ASSET BACKED CERTI CWL 2005 8 M6 | 2,176,846 | 2,084,789 | -92,057 | 0.03% | -$90.35K |
| RESIDENTIAL ASSET SECURITIZATI RAST 2006 A10 A5 | 7,173,189 | 7,009,816 | -163,373 | 0.03% | -$74.14K |
| FNR 2024-38 FA | 2,060,768 | 1,972,988 | -87,780 | 0.03% | -$83.35K |
| FREMONT HOME LOAN TRUST FHLT 2006 C 2A3 | 5,023,066 | 4,966,129 | -56,937 | 0.03% | -$54.10K |
| CRVNA 2024-P4 A3 | 1,950,000 | 1,947,988 | -2,012 | 0.03% | -$8.28K |
| SNG KEROS V SNG GAMAY26 IFEU 20260529 | 31 | -61 | -92 | 0.03% | $1.91M |
| U.S. TREASURY INFLATION-PROTECTED SECURITIES 0-3/4% 02/15/2042 | 2,477,045 | 2,474,071 | -2,974 | 0.03% | -$22.50K |
| AREIT LLC, Series 2022-CRE7, Class A | 2,184,790 | 1,903,552 | -281,238 | 0.03% | -$280.85K |
| FREDDIE MAC FHR 5426 AF | 1,916,661 | 1,829,291 | -87,370 | 0.03% | -$86.35K |
| FR SD8462 | 1,964,718 | 1,825,063 | -139,655 | 0.03% | -$158.44K |
| FREDDIE MAC REMICS SER 5383 CL AF V/R 5.20854000 | 1,917,509 | 1,817,012 | -100,497 | 0.03% | -$99.80K |
| KINBANE DAC KINBN 2024 RPL2A A 144A | 1,641,093 | 1,583,862 | -57,231 | 0.03% | -$100.65K |
| Exeter Select Automobile Receivables Trust 2025-2 | 2,187,871 | 1,719,603 | -468,268 | 0.02% | -$474.30K |
| BANK OF AMREICA AUTO TR 2023-1A A3 5.53% 02/15/2028 144A | 2,337,502 | 1,680,601 | -656,900 | 0.02% | -$665.04K |
| FREDDIE MAC FHR 5500 UF | 1,863,495 | 1,655,964 | -207,530 | 0.02% | -$206.29K |
| FREDDIE MAC REMICS SER 5495 CL AF V/R 5.22180000 | 1,802,644 | 1,646,398 | -156,246 | 0.02% | -$149.61K |
| COUNTRYWIDE ALTERNATIVE LOAN T CWALT 2007 1T1 1A1 | 5,240,579 | 5,229,151 | -11,427 | 0.02% | -$88.29K |
| ATRIUM HOTEL PORTFOLIO TRUST AHPT 2017 ATRM A 144A | 1,784,927 | 1,672,116 | -112,811 | 0.02% | -$111.44K |
| TRTX Issuer Ltd., Series 2022-FL5, Class A | 1,895,223 | 1,630,701 | -264,521 | 0.02% | -$257.03K |
| CITZN 2023-1 A3 | 2,682,673 | 1,608,602 | -1,074,071 | 0.02% | -$1.08M |
| FEDERAL NAT MTG ASN GTD REM PA SOFR30A+90 12/25/2050 | 1,689,593 | 1,614,294 | -75,299 | 0.02% | -$80.47K |
| U.S. TREASURY INFLATION-PROTECTED SECURITIES 0-7/8% 02/15/2047 | 2,244,503 | 2,241,807 | -2,696 | 0.02% | -$28.50K |
| Freddie Mac REMICS | 1,784,482 | 1,575,640 | -208,842 | 0.02% | -$201.04K |
| CARS ALLIANCE CAR 2024 G1V A REGS | 1,488,076 | 1,350,532 | -137,544 | 0.02% | -$187.55K |
| U.S. TREASURY INFLATION-PROTECTED SECURITIES 2 1/8% 02/15/40 | 1,568,214 | 1,566,341 | -1,874 | 0.02% | -$19.42K |
| MF1 MULTIFAMILY HOUSING MORTGA MF1 2022 FL9 A 144A | 2,068,340 | 1,512,576 | -555,764 | 0.02% | -$556.40K |
| U.S. TREASURY INFLATION-PROTECTED SECURITIES 3-3/8% 04/15/32 | 1,333,602 | 1,332,002 | -1,599 | 0.02% | -$2.53K |
| GOVERNMENT NATIONAL MORTGAGE A GNR 2019 H15 DF | 1,441,131 | 1,436,044 | -5,087 | 0.02% | -$5.84K |
| HART 2024-A A3 | 1,695,602 | 1,391,814 | -303,787 | 0.02% | -$310.33K |
| Government National Mortgage Association REMICS | 1,483,263 | 1,428,384 | -54,879 | 0.02% | -$55.85K |
| TRINITY SQUARE TRINI 2021 1A AR 144A | 1,092,541 | 1,026,625 | -65,916 | 0.02% | -$114.06K |
| CRVNA 2024-N3 A3 144A 4.53% 01-10-29 | 1,500,000 | 1,329,499 | -170,501 | 0.02% | -$172.37K |
| SoFi Consumer Loan Program Trust, Series 2025-2, Class A | 1,699,507 | 1,288,963 | -410,544 | 0.02% | -$416.31K |
| U.S. TREASURY INFLATION-PROTECTED SECURITIES .25% 07/15/29 | 1,271,647 | 1,270,119 | -1,528 | 0.02% | $10.12K |
| SMB Private Education Loan Trust, Series 2021-A, Class A2A1 | 1,295,803 | 1,223,169 | -72,634 | 0.02% | -$71.77K |
| Verdelite Static CLO Ltd., Series 2024-1A, Class A | 1,390,405 | 1,202,550 | -187,855 | 0.02% | -$187.00K |
| FREDDIE MAC REMICS SER 5499 CL FH V/R 5.07419000 | 1,351,784 | 1,155,843 | -195,941 | 0.02% | -$191.20K |
| ALBACORE EURO CLO ALBAC 4A AR 144A | 999,913 | 999,835 | -78 | 0.02% | -$19.08K |
| PALMER SQUARE EUROPEAN LOAN FU PSTET 2024 2A A 144A | 1,146,072 | 996,527 | -149,545 | 0.02% | -$192.41K |
| SDART 2024-4 A3 | 1,757,926 | 1,140,951 | -616,974 | 0.02% | -$619.59K |
| FNMA POOL AL5548 FN 05/38 FLOATING VAR | 1,135,502 | 1,079,062 | -56,439 | 0.02% | -$62.65K |
| SPACE COAST CREDIT UNION SCCU 2025 1A A2 144A | 1,455,494 | 1,108,327 | -347,167 | 0.02% | -$349.33K |
| SLM STUDENT LOAN TRUST SLMA 2010 C A5 144A | 1,092,540 | 1,051,574 | -40,967 | 0.02% | -$45.62K |
| Fortress Credit Bsl X Ltd | 1,500,000 | 1,066,784 | -433,216 | 0.02% | -$434.32K |
| GSKY 2025-2A A4 | 1,275,775 | 1,030,204 | -245,572 | 0.01% | -$256.52K |
| Santander Drive Auto Receivables Trust 2025-3 | 1,468,598 | 1,022,883 | -445,715 | 0.01% | -$448.60K |
| FREDDIE MAC REMICS SER 5426 CL BF V/R 5.10854000 | 1,057,204 | 1,000,488 | -56,716 | 0.01% | -$56.25K |
| BRENT CRUDE FUTR DEC26 IFEU 20261030 | 1,634 | 297 | -1,337 | 0.01% | $5.89M |
| Freddie Mac REMICS | 1,042,678 | 975,629 | -67,049 | 0.01% | -$69.56K |
| Freddie Mac Multifamily Structured Pass Through Certificates | 2,797,465 | 949,514 | -1,847,951 | 0.01% | -$1.85M |
| COLLEGE AVE STUDENT LOANS CASL 2023 A A1 144A | 962,906 | 919,579 | -43,326 | 0.01% | -$44.60K |
| OPTION ONE MORTGAGE LOAN TRUST OOMLT 2007 1 1A1 | 1,431,896 | 1,417,887 | -14,009 | 0.01% | -$11.61K |
| UPSTART SECURITIZATION TRUST UPST 2025 2 A2 144A | 1,320,520 | 920,426 | -400,094 | 0.01% | -$404.23K |
| FNMA GTD MTG PASS THRU CTF SOFR30A+120 02/25/2055 | 1,060,892 | 901,292 | -159,600 | 0.01% | -$156.18K |
| PAGAYA AI DEBT SELECTION TRUST PAID 2025 6 A1 144A | 2,176,179 | 899,883 | -1,276,297 | 0.01% | -$1.28M |
| GNMA II POOL DJ9049 G2 06/55 FIXED 7 | 2,937,634 | 881,938 | -2,055,696 | 0.01% | -$2.09M |
| GSAR 2025-3A A2 144A 4.46% 10-15-30 | 976,324 | 861,502 | -114,822 | 0.01% | -$120.21K |
| PREF 2025-1A A2 144A 4.9% 05-15-31 | 921,282 | 817,806 | -103,476 | 0.01% | -$105.47K |
| PEAC Solutions Receivables LLC, Series 2025-1A, Class A2 | 1,000,000 | 816,951 | -183,049 | 0.01% | -$185.61K |
| BHG SECURITIZATION TRUST 2025-1CON SER 2025-1CON CL B REGD 144A P/P 5.26000000 | 898,060 | 809,280 | -88,780 | 0.01% | -$93.61K |
| Thornburg Mortgage Securities Trust, Series 2007-1, Class A2B | 1,138,248 | 1,131,466 | -6,781 | 0.01% | -$4.71K |
| Northwoods Capital XII-B Ltd., Series 2018-12BA, Class AR | 1,356,717 | 799,940 | -556,777 | 0.01% | -$557.62K |
| GLS AUTO RECEIVABLES TRUST GCAR 2024 4A A3 144A | 1,000,000 | 798,771 | -201,229 | 0.01% | -$203.19K |
| WOODWARD CAPITAL MANAGEMENT RCKT 2024 CES9 A1A 144A | 866,604 | 788,681 | -77,923 | 0.01% | -$83.73K |
| BHG Securitization Trust, Series 2025-2CON, Class A | 895,177 | 788,551 | -106,626 | 0.01% | -$113.85K |
| SMB Private Education Loan Trust (Private Loans) 5.09 10/16/2056 | 820,687 | 775,014 | -45,672 | 0.01% | -$52.97K |
| U.S. Treasury Bills | 13,242,000 | 775,000 | -12,467,000 | 0.01% | -$12.34M |
| U.S. Treasury Inflation Linked Bonds | 1,083,036 | 1,081,739 | -1,297 | 0.01% | -$13.40K |
| GOVERNMENT NATIONAL MORTGAGE A GNR 2024 H08 FC | 854,185 | 761,389 | -92,795 | 0.01% | -$91.87K |
| CRVNA 2024-P2 A3 5.33% 07-10-29 | 897,828 | 733,700 | -164,128 | 0.01% | -$166.11K |
| OPTION ONE MORTGAGE LOAN TRUST OOMLT 2007 2 1A1 | 1,114,929 | 1,093,028 | -21,901 | 0.01% | -$17.41K |
| Enterprise Fleet Financing LLC, Series 2025-1, Class A2 | 888,504 | 720,044 | -168,460 | 0.01% | -$170.27K |
| NAVIENT STUDENT LOAN TRUST NAVSL 2020 CA A2B 144A | 772,582 | 704,976 | -67,606 | 0.01% | -$67.11K |
| BRIDGECREST LENDING AUTO SECURITIZATION TRUST 2024 BLAST 2024-4 A3 | 1,000,000 | 704,209 | -295,791 | 0.01% | -$296.90K |
| CHASE MORTGAGE FINANCE CORPORA CHASE 2024 6 A11 144A | 798,434 | 697,191 | -101,242 | 0.01% | -$101.55K |
| FORTRESS CREDIT BSL VII LTD A1R TSFR3M+109 07/23/2032 144A | 1,115,929 | 694,342 | -421,588 | 0.01% | -$422.16K |
| FREMONT HOME LOAN TRUST FHLT 2006 E 1A1 | 1,342,648 | 1,332,127 | -10,521 | 0.01% | -$8.06K |
| NAVSL 2015-BA A3 | 819,366 | 681,043 | -138,322 | 0.01% | -$138.76K |
| CARMX 2023-4 A3 | 844,376 | 667,094 | -177,281 | 0.01% | -$181.56K |
| SMB Private Education Loan Trust 2018-A | 879,346 | 657,415 | -221,931 | 0.01% | -$221.87K |
| PK ALIFT LOAN FUNDING PKAIR 2024 2 A 144A | 699,032 | 653,932 | -45,100 | 0.01% | -$46.05K |
| Lendbuzz Securitization Trust, Series 2025-1A, Class A2 | 772,029 | 643,807 | -128,222 | 0.01% | -$126.83K |
| FCCU AUTO RECEIVABLES TRUST FCCU 2025 1A A2 144A | 842,472 | 618,461 | -224,011 | 0.01% | -$225.36K |
| WORLD OMNI AUTO RECEIVABLES TR WOART 2022 D A3 | 1,049,280 | 608,841 | -440,439 | 0.01% | -$443.37K |
| WOODWARD CAPITAL MANAGEMENT RCKT 2024 CES7 A1A 144A | 673,264 | 605,097 | -68,167 | 0.01% | -$71.10K |
| SDART 2024-5 A3 4.62% 11-15-28 | 968,309 | 603,990 | -364,319 | 0.01% | -$365.33K |
| DRIVE 2024-2 A3 | 1,000,000 | 596,589 | -403,411 | 0.01% | -$404.49K |
| ARES EURO CLO ARESE 14A AR 144A | 700,458 | 510,577 | -189,881 | 0.01% | -$233.49K |
| JPMorgan Alternative Loan Trust, Series 2006-S3, Class A4 | 609,124 | 578,441 | -30,683 | 0.01% | -$29.84K |
| BHG SECURITIZATION TRUST 2025-1CON SER 2025-1CON CL A REGD 144A P/P 4.82000000 | 664,315 | 567,009 | -97,306 | 0.01% | -$102.76K |
| FREDDIE MAC FHR 3096 FX | 581,727 | 547,575 | -34,153 | 0.01% | -$33.81K |
| GMCAR 2023-2 A3 | 794,165 | 543,194 | -250,971 | 0.01% | -$251.94K |
| INDYMAC INDX MORTGAGE LOAN TRU INDX 2006 AR15 A2 | 548,349 | 539,548 | -8,800 | 0.01% | -$6.26K |
| GSAR 2024-4A A2 144A 4.43% 12-17-29 | 625,888 | 528,907 | -96,982 | 0.01% | -$98.23K |
| COUNTRYWIDE HOME LOANS CWHL 2005 HYB4 2A1 | 577,649 | 556,252 | -21,397 | 0.01% | -$16.97K |
| NISSAN AUTO LEASE TRUST NALT 2024 B A2B | 783,636 | 516,853 | -266,782 | 0.01% | -$267.06K |
| Soundview Home Loan Trust, Series 2007-OPT5, Class 2A2 | 641,466 | 632,243 | -9,223 | 0.01% | -$7.14K |
| SPACE COAST CREDIT UNION SCCU 2024 1A A3 144A | 500,000 | 443,825 | -56,175 | 0.01% | -$57.54K |
| WOSAT 2024-A A3 4.98% 02-15-30 | 500,000 | 432,507 | -67,493 | 0.01% | -$68.70K |
| KREF Ltd., Series 2022-FL3, Class A | 480,117 | 405,218 | -74,899 | 0.01% | -$75.38K |
| HarborView Mortgage Loan Trust, Series 2007-1, Class 2A1A | 440,572 | 431,888 | -8,683 | 0.01% | -$9.49K |
| GLS AUTO RECEIVABLES TRUST GCAR 2024 3A A3 144A | 962,884 | 390,012 | -572,872 | 0.01% | -$574.21K |
| FG J17508 | 562,965 | 380,358 | -182,607 | 0.01% | -$181.25K |
| MF1 MULTIFAMILY HOUSING MORTGA MF1 2022 FL8 A 144A | 649,314 | 374,895 | -274,419 | 0.01% | -$274.17K |
| FN MA3210 | 386,451 | 378,244 | -8,208 | 0.01% | -$11.00K |
| ACHV ABS TRUST ACHV 2024 3AL A 144A | 402,963 | 344,549 | -58,415 | 0.00% | -$60.40K |
| Sounds Point CLO IV-R Ltd., Series 2013-3RA, Class A | 433,545 | 341,961 | -91,584 | 0.00% | -$91.48K |
| MTLRF 2024-1A A2 | 517,968 | 334,768 | -183,200 | 0.00% | -$184.24K |
| STRUCTURED ADJUSTABLE RATE MOR SARM 2004 17 A2 | 350,407 | 345,124 | -5,284 | 0.00% | -$2.22K |
| REACH FINANCIAL LLC REACH 2025 1A A 144A | 436,094 | 327,595 | -108,500 | 0.00% | -$109.30K |
| ASCNT 2024-A A | 336,378 | 311,414 | -24,964 | 0.00% | -$27.94K |
| GNMA II POOL 787993 G2 06/55 FIXED 7 | 1,362,193 | 311,853 | -1,050,340 | 0.00% | -$1.07M |
| FNMA POOL BK3180 FN 03/48 FIXED 3.5 | 343,007 | 340,016 | -2,992 | 0.00% | -$5.60K |
| TAOT 2023-A A3 | 479,397 | 305,643 | -173,754 | 0.00% | -$174.45K |
| Flagship Credit Auto Trust, Series 2024-3, Class A | 412,400 | 296,364 | -116,036 | 0.00% | -$115.52K |
| REACH FINANCIAL LLC REACH 2025 2A A 144A | 370,452 | 294,727 | -75,724 | 0.00% | -$76.05K |
| GSAMP TRUST GSAMP 2006 FM3 A2C | 640,303 | 630,037 | -10,265 | 0.00% | -$9.20K |
| Saxon Asset Securities Trust, Series 2007-3, Class 1A | 320,790 | 298,702 | -22,088 | 0.00% | -$20.92K |
| FORDO 2023-A A3 | 386,681 | 260,136 | -126,546 | 0.00% | -$127.15K |
| SDART 2024-3 A3 | 440,851 | 258,836 | -182,016 | 0.00% | -$183.11K |
| ACE Securities Corp Home Equity Loan Trust Series 2004-HE4 | 307,345 | 277,533 | -29,812 | 0.00% | -$27.00K |
| FREDDIE MAC FHR 3381 FA | 251,153 | 247,365 | -3,788 | 0.00% | -$3.81K |
| DRYDEN SENIOR LOAN FUND DRSLF 2018 60A A 144A | 392,573 | 241,183 | -151,390 | 0.00% | -$151.32K |
| GSAR 2024-3A A2 | 276,845 | 231,459 | -45,386 | 0.00% | -$46.40K |
| Fannie Mae REMICS | 246,967 | 234,035 | -12,932 | 0.00% | -$12.68K |
| EUROSAIL PLC ESAIL 2007 3X A3A REGS | 195,969 | 171,368 | -24,601 | 0.00% | -$37.36K |
| BEAR STEARNS ALT A TRUST BALTA 2005 5 25A1 | 380,704 | 373,238 | -7,465 | 0.00% | -$5.54K |
| WESTLAKE AUTOMOBILE RECEIVABLE WLAKE 2024 3A A2B 144A | 795,870 | 219,304 | -576,566 | 0.00% | -$576.93K |
| CARMX 2023-1 A3 | 403,548 | 218,989 | -184,559 | 0.00% | -$185.22K |
| Bluemountain CLO XXX Ltd | 343,350 | 218,455 | -124,895 | 0.00% | -$125.09K |
| VEROS AUTO RECEIVABLES TRUST VEROS 2025 1 A 144A | 282,891 | 215,281 | -67,610 | 0.00% | -$67.90K |
| RESIDENTIAL ACCREDIT LOANS, IN RALI 2006 QS13 1A6 | 270,674 | 265,920 | -4,754 | 0.00% | -$5.04K |
| HVMLT 2005-9 2A1A TSFR1M+79.448 6/35 | 224,618 | 220,455 | -4,163 | 0.00% | -$3.63K |
| OCEANVIEW MORTGAGE TRUST BVINV 2025 1 AF1 144A | 288,601 | 202,911 | -85,691 | 0.00% | -$85.92K |
| U.S. Treasury Inflation-Protected Security 0.375%, due 01/15/27 | 202,190 | 201,946 | -243 | 0.00% | $2.65K |
| FIRST HELP FINANCIAL LLC FHF 2024 2A A2 144A | 242,691 | 196,738 | -45,954 | 0.00% | -$46.13K |
| SNG KEROS V SNG GADEC26 IFEU 20261231 | 27 | 8 | -19 | 0.00% | $183.05K |
| SNG KEROS V SNG GANOV26 IFEU 20261130 | 27 | 8 | -19 | 0.00% | $179.27K |
| SNG KEROS V SNG GAOCT26 IFEU 20261030 | 27 | 8 | -19 | 0.00% | $175.49K |
| NAVIENT STUDENT LOAN TRUST NAVSL 2020 GA A 144A | 204,015 | 187,752 | -16,263 | 0.00% | -$16.50K |
| BEAR STEARNS ASSET BACKED SECU BSABS 2007 SD2 2A2 | 193,605 | 187,415 | -6,190 | 0.00% | -$5.36K |
| WLAKE 2024-3A A2A 144A 4.82% 09-15-27 | 572,031 | 157,624 | -414,407 | 0.00% | -$415.09K |
| PAGAYA AI DEBT SELECTION TRUST PAID 2025 5 A1 144A | 725,532 | 154,034 | -571,498 | 0.00% | -$572.14K |
| LCM LTD PARTNERSHIP LCM 30A AR 144A | 225,041 | 152,086 | -72,955 | 0.00% | -$72.94K |
| PAGAYA AI DEBT SELECTION TRUST PAID 2024 11 A 144A | 183,831 | 151,616 | -32,215 | 0.00% | -$32.57K |
| FN MA3182 | 158,236 | 155,015 | -3,220 | 0.00% | -$4.37K |
| BOF URSA FUNDING BVABS 2024 SN1 A3 144A | 288,647 | 136,840 | -151,807 | 0.00% | -$152.57K |
| U.S. Treasury Inflation-Protected Indexed Bonds | 139,763 | 139,595 | -168 | 0.00% | -$1.76K |
| SMB Private Education Loan Trust 2020-PT-A | 146,654 | 135,025 | -11,629 | 0.00% | -$11.57K |
| BANC OF AMERICA FUNDING CORPOR BAFC 2007 C 4A3 | 152,536 | 150,340 | -2,196 | 0.00% | -$877 |
| PAGAYA AI DEBT SELECTION TRUST PAID 2024 10 A 144A | 162,175 | 131,487 | -30,688 | 0.00% | -$31.10K |
| ARCLO 2022-FL1 A SOFR30A+145 01/15/2037 144A | 161,578 | 128,913 | -32,665 | 0.00% | -$33.38K |
| Massachusetts Educational Financing Authority, Series 2008-1, Class A1 | 138,086 | 129,044 | -9,042 | 0.00% | -$9.42K |
| Oportun Funding Trust, Series 2025-1, Class A | 292,663 | 128,867 | -163,796 | 0.00% | -$164.14K |
| TTF NAT GAS F DEC26 NDEX 20261127 | 9 | 7 | -2 | 0.00% | $153.83K |
| TTF NAT GAS F OCT26 NDEX 20260929 | 9 | 7 | -2 | 0.00% | $156.72K |
| ASHFORD HOSPITALITY TRUST AHT1 2018 ASHF A 144A | 146,381 | 119,026 | -27,354 | 0.00% | -$27.20K |
| TTF NAT GAS F NOV26 NDEX 20261029 | 9 | 7 | -2 | 0.00% | $149.73K |
| PAGAYA AI DEBT SELECTION TRUST PAID 2024 6 A 144A | 142,986 | 115,298 | -27,688 | 0.00% | -$28.23K |
| WAMU MORTGAGE PASS THROUGH CER WAMU 2005 AR1 A2A3 | 121,366 | 116,537 | -4,829 | 0.00% | -$4.88K |
| PAGAYA AI DEBT SELECTION TRUST PAID 2024 7 A 144A | 140,041 | 112,675 | -27,366 | 0.00% | -$27.92K |
| CMLTI 2024-1 A11 | 119,526 | 107,842 | -11,684 | 0.00% | -$11.76K |
| HARBORVIEW MORTGAGE LOAN TRUST HVMLT 2005 10 2A1A | 174,892 | 169,511 | -5,382 | 0.00% | -$5.37K |
| WAMU MTG PASS THROUGH CTFS STEP 01/25/2045 | 113,721 | 104,279 | -9,442 | 0.00% | -$9.28K |
| PAGAYA AI DEBT SELECTION TRUST PAID 2024 9 A 144A | 130,093 | 101,304 | -28,789 | 0.00% | -$28.97K |
| CARMAX AUTO OWNER TRUST CARMX 2022 4 A3 | 240,041 | 99,898 | -140,143 | 0.00% | -$140.73K |
| PAGAYA AI DEBT SELECTION TRUST PAID 2024 5 A 144A | 122,537 | 96,735 | -25,802 | 0.00% | -$26.35K |
| ACHV ABS TRUST, Series 2024-2PL, Class A | 130,472 | 92,859 | -37,613 | 0.00% | -$38.05K |
| PAGAYA AI DEBT SELECTION TRUST PAID 2024 8 A 144A | 119,961 | 92,715 | -27,246 | 0.00% | -$27.46K |
| Pagaya AI Debt Trust, Series 2024-3, Class A | 116,419 | 91,433 | -24,986 | 0.00% | -$25.33K |
| FN MA3120 | 96,856 | 94,667 | -2,188 | 0.00% | -$2.89K |
| BlueMountain CLO XXII Ltd., Series 2018-22A, Class A1 | 148,386 | 87,677 | -60,710 | 0.00% | -$60.69K |
| FREDDIE MAC FHR 3179 FP | 90,120 | 85,096 | -5,023 | 0.00% | -$4.96K |
| First Horizon Alternative Mortgage Securities Trust 2005-AA2 | 85,251 | 83,441 | -1,810 | 0.00% | -$1.32K |
| WAMU MORTGAGE PASS THROUGH CER WAMU 2004 AR13 A2A | 86,939 | 83,412 | -3,527 | 0.00% | -$3.34K |
| RESIDENTIAL ACCREDIT LOANS, IN RALI 2006 QS13 1A5 | 103,607 | 101,788 | -1,820 | 0.00% | -$1.93K |
| BRENT CRUDE FUTR SEP26 IFEU 20260731 | 732 | -158 | -890 | 0.00% | $989.01K |
| FR SD8469 | 86,496 | 80,910 | -5,586 | 0.00% | -$6.41K |
| Freddie Mac REMICS | 80,758 | 78,964 | -1,793 | 0.00% | -$1.80K |
| Eurosail-UK plc, Series 2007-3A, Class A3C | 78,022 | 58,442 | -19,580 | 0.00% | -$27.84K |
| WFMBS 2006-AR4 2A4 4/36 | 82,907 | 77,243 | -5,664 | 0.00% | -$5.14K |
| INDYMAC INDA MORTGAGE LOAN TRU INDA 2005 AR1 3A1 | 100,011 | 99,689 | -322 | 0.00% | $243 |
| FLAGSHIP CREDIT AUTO TRUST FCAT 2024 1 A2 144A | 273,555 | 70,961 | -202,594 | 0.00% | -$203.07K |
| BMW CANADA AUTO TRUST BMWC 2024 1A A2 144A | 197,405 | 88,270 | -109,135 | 0.00% | -$80.95K |
| CPS Auto Trust Series 2024-D, Class A | 216,110 | 62,638 | -153,472 | 0.00% | -$153.71K |
| UPSTART STRUCTURED PASS THROUG USPTT 2022 2A A 144A | 90,296 | 60,652 | -29,644 | 0.00% | -$29.57K |
| GREENSKY HOME IMPROVEMENT TRUST 2024-2 5.25% 10/27/2059 144A | 138,132 | 60,128 | -78,004 | 0.00% | -$78.31K |
| COUNTRYWIDE HOME LOANS CWHL 2004 HYB7 1A2 | 77,183 | 62,173 | -15,010 | 0.00% | -$13.88K |
| GOVERNMENT NATIONAL MORTGAGE A GNR 2013 H25 SA | 67,163 | 58,195 | -8,969 | 0.00% | -$9.02K |
| Merrill Lynch Mortgage Investors Trust, Series 2005-A5, Class A9 | 59,330 | 58,007 | -1,323 | 0.00% | -$921 |
| REACH FINANCIAL LLC REACH 2024 2A A 144A | 103,840 | 55,502 | -48,337 | 0.00% | -$48.66K |
| BEAR STEARNS ADJUSTABLE RATE M BSARM 2004 10 11A1 | 48,085 | 47,016 | -1,069 | 0.00% | -$843 |
| LoanCore Issuer Ltd., Series 2021-CRE6, Class A | 101,705 | 47,020 | -54,685 | 0.00% | -$55.17K |
| MASTR Adjustable Rate Mortgages Trust, Series 2004-13, Class 3A7 | 48,201 | 46,551 | -1,650 | 0.00% | -$1.46K |
| Chase Mortgage Finance Trust Series 2007-A1 | 50,356 | 46,597 | -3,759 | 0.00% | -$3.59K |
| BLAST 2024-3 A3 | 217,296 | 38,910 | -178,386 | 0.00% | -$178.71K |
| FN AJ7717 | 57,805 | 38,859 | -18,946 | 0.00% | -$18.79K |
| ACHV ABS TRUST, Series 2024-1PL, Class A | 58,170 | 36,042 | -22,128 | 0.00% | -$22.31K |
| Structured Asset Mortgage Investments II Trust, Series 2006-AR5, Class 1A1 | 45,439 | 44,456 | -983 | 0.00% | -$826 |
| CHASEFLEX TRUST CFLX 2006 1 A4 | 37,058 | 36,296 | -762 | 0.00% | -$1.71K |
| GreenSky Home Improvement Trust, Series 2024-1, Class A2 | 57,254 | 28,146 | -29,108 | 0.00% | -$29.29K |
| FNMA POOL CA1535 FN 02/48 FIXED 3.5 | 30,619 | 29,676 | -943 | 0.00% | -$1.13K |
| GSR MORTGAGE LOAN TRUST GSR 2005 AR7 2A1 | 29,134 | 26,836 | -2,298 | 0.00% | -$2.09K |
| FN AS4380 | 27,788 | 27,344 | -444 | 0.00% | -$718 |
| BSSP 2007-R6 V/R 1/26/36 5.66300000 | 31,213 | 30,694 | -519 | 0.00% | -$85 |
| FED HM LN PC POOL J16732 FG 10/26 FIXED 3 | 34,269 | 21,802 | -12,466 | 0.00% | -$12.37K |
| VEROS AUTO RECEIVABLES TRUST VEROS 2024 1 A 144A | 63,858 | 20,132 | -43,726 | 0.00% | -$43.87K |
| MLCC MORTGAGE INVESTORS INC MLCC 2004 1 2A2 | 20,743 | 20,339 | -404 | 0.00% | -$292 |
| CHASE MORTGAGE FINANCE CORPORA CHASE 2007 A1 1A1 | 20,762 | 18,147 | -2,615 | 0.00% | -$2.59K |
| WAMU MORTGAGE PASS THROUGH CER WAMU 2004 AR14 A1 | 18,944 | 18,455 | -488 | 0.00% | -$384 |
| STRUCTURED ASSET MORTGAGE INVE SAMI 2004 AR8 A1 | 17,986 | 17,637 | -349 | 0.00% | -$337 |
| WAMU MORTGAGE PASS THROUGH CER WAMU 2004 AR3 A1 | 15,645 | 15,371 | -275 | 0.00% | -$248 |
| Citigroup Mortgage Loan Trust, Series 2005-11, Class A3 | 17,647 | 14,657 | -2,990 | 0.00% | -$2.95K |
| FN BM2000 | 15,410 | 15,082 | -328 | 0.00% | -$451 |
| WAMU MTG PASS THROUGH CTFS VAR 10/25/2034 | 12,867 | 11,525 | -1,342 | 0.00% | -$1.76K |
| FNR 2006-98 FA | 7,708 | 7,270 | -438 | 0.00% | -$433 |
| U.S. Treasury Bills | 44,971,000 | 7,000 | -44,964,000 | 0.00% | -$44.45M |
| Freddie Mac Strips | 6,920 | 6,781 | -139 | 0.00% | -$142 |
| United States Small Business Administration, Series 2008-20B, Class 1 | 6,372 | 4,841 | -1,531 | 0.00% | -$1.56K |
| United States Small Business Administration, Series 2008-20G, Class 1 | 4,184 | 3,458 | -727 | 0.00% | -$722 |
| GSR Mortgage Loan Trust, Series 2005-AR6, Class 2A1 | 2,981 | 2,925 | -56 | 0.00% | -$37 |
| United States Small Business Administration, Series 2008-20H, Class 1 | 2,482 | 1,933 | -549 | 0.00% | -$575 |
| SNG KEROS V SNG GAAPR26 IFEU 20260430 | 31 | 6 | -25 | 0.00% | -$5.42K |
| MRFC Mortgage Pass-Through Trust, Series 2000-TBC2, Class A1 | 1,408 | 1,326 | -82 | 0.00% | -$79 |
| CHEVY CHASE MORTGAGE FUNDING C CCMFC 2004 1A A1 144A | 636 | 577 | -59 | 0.00% | -$58 |
| MLCC MORTGAGE INVESTORS INC MLCC 2006 2 4A | 229 | 169 | -60 | 0.00% | -$59 |
| GOVERNMENT NATIONAL MORTGAGE A GNR 2012 22 IO | 569,381 | 564,964 | -4,417 | 0.00% | -$0 |
| TTF NAT GAS F MAY26 NDEX 20260429 | 9 | -4 | -13 | 0.00% | $22.22K |
| TTF NAT GAS F JUN26 NDEX 20260528 | 9 | -25 | -34 | 0.00% | $1.25K |
| BRENT CRUDE FUTR JUN26 IFEU 20260430 | 876 | 222 | -654 | 0.00% | $12.19K |
| ECX EMISSION FUT DEC26 MOZ26 | 238 | 51 | -187 | -0.01% | -$1.75M |
| BRENT CRUDE FUTR AUG26 IFEU 20260630 | 860 | -526 | -1,386 | -0.08% | -$3.12M |
| Brent Crude Future | 858 | -240 | -1,098 | -0.09% | -$4.30M |
| BRENT CRUDE FUTR JUN27 IFEU 20270430 | -636 | -761 | -125 | -0.12% | -$10.05M |
| Security | Shares Dec 2025 | Shares Mar 2026 | Δ shares | End % | Δ value |
|---|---|---|---|---|---|
| Carmax Auto Owner Trust, Series 2025-4, Class A2A | 28,800,000 | 28,800,000 | 0 | 0.41% | -$75.23K |
| WELLS FARGO BANK | 28,200,000 | 28,200,000 | 0 | 0.41% | -$136.48K |
| US TREASURY N/B | 25,577,000 | 25,577,000 | 0 | 0.37% | $110.27K |
| AMERICAN EXPRESS | 24,900,000 | 24,900,000 | 0 | 0.36% | -$96.14K |
| SFS AUTO RECEIVABLES SECURITIZ SFAST 2025 2A A3 144A | 24,200,000 | 24,200,000 | 0 | 0.35% | -$146.81K |
| International Business Machines Corporation | 23,400,000 | 23,400,000 | 0 | 0.34% | -$198.91K |
| SYNIT 2024-A2 A | 22,900,000 | 22,900,000 | 0 | 0.33% | -$139.63K |
| SAUDI INTERNATIONAL BOND SR UNSECURED 144A 01/28 5.125 | 21,900,000 | 21,900,000 | 0 | 0.32% | -$247.55K |
| FNMA POOL BL6406 FN 05/27 FIXED 1.63 | 21,800,000 | 21,800,000 | 0 | 0.31% | $64.31K |
| MTBAT 2025-1A A3 | 19,300,000 | 19,300,000 | 0 | 0.28% | -$118.91K |
| SFS AUTO RECEIVABLES SECURITIZ SFAST 2025 1A A3 144A | 19,050,000 | 19,050,000 | 0 | 0.28% | -$80.50K |
| SDART 2025-3 A3 | 16,900,000 | 16,900,000 | 0 | 0.24% | -$57.69K |
| PNC V4.429 07/21/28 | 16,600,000 | 16,600,000 | 0 | 0.24% | -$114.47K |
| ROYAL BK CANADA | 16,000,000 | 16,000,000 | 0 | 0.23% | -$59.01K |
| BANK NOVA SCOTIA | 15,700,000 | 15,700,000 | 0 | 0.23% | -$136.42K |
| EQUITABLE FINANCIAL LIFE SR SECURED 144A 04/27 4.6 | 15,800,000 | 15,800,000 | 0 | 0.23% | -$92.63K |
| LAD Auto Receivables Trust, Series 2025-1A, Class A3 | 15,200,000 | 15,200,000 | 0 | 0.22% | -$70.73K |
| BANK OF AMER CRP | 13,900,000 | 13,900,000 | 0 | 0.20% | -$148.84K |
| BLACKROCK EUROPEAN CLO DAC BECLO 11A A 144A | 11,304,000 | 11,304,000 | 0 | 0.19% | -$231.91K |
| ATHENE GLOBAL FUNDING SR SECURED 144A 05/26 5.62 | 12,900,000 | 12,900,000 | 0 | 0.19% | -$52.14K |
| Hyundai Auto Lease Securitization Trust, Series 2025-A, Class A3 | 12,100,000 | 12,100,000 | 0 | 0.18% | -$52.76K |
| PROTECTIVE LIFE GLOBAL SECURED 144A 07/26 VAR | 11,900,000 | 11,900,000 | 0 | 0.17% | -$15.87K |
| HPS CORPORATE LE | 11,900,000 | 11,900,000 | 0 | 0.17% | -$219.26K |
| CITIBANK NA | 11,700,000 | 11,700,000 | 0 | 0.17% | -$33.34K |
| NEXTERA ENERGY | 11,600,000 | 11,600,000 | 0 | 0.17% | -$111.66K |
| NYSEG STORM FUNDING LLC SR SECURED 05/29 4.713 | 10,913,445 | 10,913,445 | 0 | 0.16% | -$53.59K |
| TORONTO DOM BANK | 10,800,000 | 10,800,000 | 0 | 0.16% | -$90.36K |
| CARMX 2025-3 A3 | 10,700,000 | 10,700,000 | 0 | 0.15% | -$68.87K |
| SDART 2025-2 A3 | 10,500,000 | 10,500,000 | 0 | 0.15% | -$23.72K |
| JP MORGAN CHASE | 9,400,000 | 9,400,000 | 0 | 0.14% | -$49.24K |
| INTERMEDIATE CAPITAL MANAGERS ICGE 2021 1A A 144A | 8,000,000 | 8,000,000 | 0 | 0.13% | -$163.79K |
| Elevation CLO Ltd., Series 2018-3A, Class A1R2 | 8,600,000 | 8,600,000 | 0 | 0.12% | -$7.24K |
| ATH F 07/16/26 144A | 8,000,000 | 8,000,000 | 0 | 0.12% | -$7.83K |
| First Investors Auto Owner Trust 2025-1 | 7,400,000 | 7,400,000 | 0 | 0.11% | -$31.57K |
| PROVIDUS CLO PRVD 5A AR 144A | 6,000,000 | 6,000,000 | 0 | 0.10% | -$126.15K |
| GOLDEN CREDIT CARD TRUST SER 2022-1A CL A REGD 144A P/P 1.97000000 | 7,000,000 | 7,000,000 | 0 | 0.10% | $17.89K |
| MRCD MORTGAGE TRUST MRCD 2019 PARK A 144A | 7,500,000 | 7,500,000 | 0 | 0.10% | $356.25K |
| ROYAL BK CANADA | 6,600,000 | 6,600,000 | 0 | 0.10% | -$61.75K |
| MORGAN STANLEY B | 6,500,000 | 6,500,000 | 0 | 0.09% | -$58.41K |
| CITIBANK NA | 6,100,000 | 6,100,000 | 0 | 0.09% | -$32.87K |
| BANK OF AMER CRP | 5,400,000 | 5,400,000 | 0 | 0.08% | -$32.96K |
| BAIN CAPITAL EURO CLO BCCE 2021 2A A 144A | 3,900,000 | 3,900,000 | 0 | 0.06% | -$82.05K |
| GOLDEN CREDIT CARD TRUST SER 2021-1A CL A REGD 144A P/P 1.14000000 | 4,500,000 | 4,500,000 | 0 | 0.06% | $27.12K |
| Madison Park Funding XLVI Ltd., Series 2020-46A, Class ARR | 4,350,000 | 4,350,000 | 0 | 0.06% | $130 |
| BBCMS Trust, Series 2018-CBM, Class A | 4,300,000 | 4,300,000 | 0 | 0.06% | -$18.43K |
| OFSI FUND LTD OFSBS 2021 10A AR 144A | 4,000,000 | 4,000,000 | 0 | 0.06% | -$350 |
| ICG US CLO LTD ICG 2021 3A AR 144A | 4,000,000 | 4,000,000 | 0 | 0.06% | $2.88K |
| BANK OF MONTREAL SR UNSECURED 09/27 VAR | 4,000,000 | 4,000,000 | 0 | 0.06% | -$8.62K |
| Bain Capital Credit CLO Ltd., Series 2021-6A, Class A1R | 4,000,000 | 4,000,000 | 0 | 0.06% | $2.05K |
| WIND RIVER CLO LTD WINDR 2016 1KRA A1R3 144A | 3,978,531 | 3,978,531 | 0 | 0.06% | $11.69K |
| MARS INC SR UNSECURED 144A 03/28 4.6 | 3,900,000 | 3,900,000 | 0 | 0.06% | -$29.25K |
| Carvana Auto Receivables Trust, Series 2025-P4, Class A2 | 3,834,000 | 3,834,000 | 0 | 0.06% | -$8.86K |
| MORGAN STANLEY B | 3,700,000 | 3,700,000 | 0 | 0.05% | -$21.68K |
| WELLS FARGO CO | 3,700,000 | 3,700,000 | 0 | 0.05% | -$17.96K |
| 37 CAPITAL CLO LTD PUTNM 2021 1A AR 144A | 3,500,000 | 3,500,000 | 0 | 0.05% | -$1.46K |
| Jamestown CLO XVIII Ltd., Series 2022-18A, Class A1R | 3,500,000 | 3,500,000 | 0 | 0.05% | -$565 |
| SPACE COAST CREDIT UNION SCCU 2025 1A A3 144A | 3,400,000 | 3,400,000 | 0 | 0.05% | -$20.74K |
| POST CLO LTD POST 2021 1A AR 144A | 3,200,000 | 3,200,000 | 0 | 0.05% | $2.97K |
| APIDOS CLO APID 2012 11A AR4 144A | 3,000,000 | 3,000,000 | 0 | 0.04% | $292 |
| Ocean Trails Clo X | 3,000,000 | 3,000,000 | 0 | 0.04% | -$2.40K |
| LCM Ltd., Series 36A, Class A1R | 3,000,000 | 3,000,000 | 0 | 0.04% | $4.90K |
| Atlas Senior Loan Fund XVII Ltd., Series 2021-17A, Class AR | 3,000,000 | 3,000,000 | 0 | 0.04% | $6.34K |
| Trinitas CLO XX Ltd., Series 2022-20A, Class A1R | 2,900,000 | 2,900,000 | 0 | 0.04% | $7.10K |
| WIND RIVER CLO LTD WINDR 2017 3A AR2 144A | 2,650,000 | 2,650,000 | 0 | 0.04% | $1.24K |
| MORGAN STANLEY B | 2,650,000 | 2,650,000 | 0 | 0.04% | -$8.97K |
| BARCLAYS PLC | 2,600,000 | 2,600,000 | 0 | 0.04% | -$21.85K |
| GROSVENOR PLACE CLO BV GROSV 2024 2A A 144A | 2,000,000 | 2,000,000 | 0 | 0.03% | -$39.59K |
| ARBOUR CLO ARBR 6A AR 144A | 2,000,000 | 2,000,000 | 0 | 0.03% | -$42.83K |
| GROSVENOR PLACE CLO BV GROSV 2025 4A A 144A | 2,000,000 | 2,000,000 | 0 | 0.03% | -$38.76K |
| TIKEHAU TIKEH 5A AR 144A | 2,000,000 | 2,000,000 | 0 | 0.03% | -$41.12K |
| INDIGO CREDIT MANAGEMENT INDI 1A AR 144A | 2,000,000 | 2,000,000 | 0 | 0.03% | -$39.61K |
| CAIRN CLO BV CRNCL 2019 11A AR 144A | 2,000,000 | 2,000,000 | 0 | 0.03% | -$42.38K |
| INVESCO EURO CLO XI DAC INVSC 11A A1R 144A | 2,000,000 | 2,000,000 | 0 | 0.03% | -$42.10K |
| CORDATUS CLO PLC CORDA 12A ARR 144A | 2,000,000 | 2,000,000 | 0 | 0.03% | -$41.79K |
| BARINGS EURO CLO DAC BABSE 2025 1A A 144A | 2,000,000 | 2,000,000 | 0 | 0.03% | -$43.13K |
| CWABS ASSET-BACKED CERTIFICATES TRUST 2004-7 SER 2004-7 CL MV5 V/R REGD 5.79376000 | 2,519,032 | 2,519,032 | 0 | 0.03% | -$21.23K |
| Romark CLO V Ltd., Series 2021-5A, Class AR | 2,300,000 | 2,300,000 | 0 | 0.03% | -$3.15K |
| RGA GLOBAL | 2,100,000 | 2,100,000 | 0 | 0.03% | -$35.28K |
| MORGAN STANLEY B | 2,100,000 | 2,100,000 | 0 | 0.03% | -$11.39K |
| HYUNDAI CAPITAL AMERICA SR UNSECURED 144A 06/26 5.45 | 2,100,000 | 2,100,000 | 0 | 0.03% | -$8.95K |
| ORACLE CORP | 2,100,000 | 2,100,000 | 0 | 0.03% | -$9.62K |
| SYMPHONY CLO LTD SYMP 2025 52A AR 144A | 2,050,000 | 2,050,000 | 0 | 0.03% | -$155 |
| WHETSTONE PARK CLO LTD WHTPK 2021 1A A1R 144A | 2,050,000 | 2,050,000 | 0 | 0.03% | -$1.03K |
| SUMITOMO MITSUI TST 4.45% | 2,000,000 | 2,000,000 | 0 | 0.03% | -$12.97K |
| FORD MOTOR CRED | 2,000,000 | 2,000,000 | 0 | 0.03% | -$6.94K |
| LCM LTD PARTNERSHIP LCM 31A AR 144A | 2,000,000 | 2,000,000 | 0 | 0.03% | -$635 |
| Hyundai Auto Receivables Trust, Series 2024-C, Class A3 | 1,800,000 | 1,800,000 | 0 | 0.03% | -$7.85K |
| Atlas Senior Loan Fund XVI Ltd., Series 2021-16A, Class AR | 1,750,000 | 1,750,000 | 0 | 0.03% | $1.13K |
| PALMER SQUARE EUROPEAN LOAN FU PSTET 2025 3A A 144A | 1,500,000 | 1,500,000 | 0 | 0.02% | -$29.05K |
| New Orleans Hotel Trust, Series 2019-HNLA, Class A | 1,674,000 | 1,674,000 | 0 | 0.02% | -$6.37K |
| Bain Capital Credit CLO Ltd., Series 2022-3A, Class A1R | 1,650,000 | 1,650,000 | 0 | 0.02% | -$313 |
| BMW US CAPITAL LLC COMPANY GUAR 144A 03/28 4.75 | 1,600,000 | 1,600,000 | 0 | 0.02% | -$14.22K |
| GWOLF 2019-1A A1R2 | 1,600,000 | 1,600,000 | 0 | 0.02% | $152 |
| Riserva CLO Ltd., Series 2016-3A, Class AR3 | 1,550,000 | 1,550,000 | 0 | 0.02% | $934 |
| US TREASURY N/B | 2,010,000 | 2,010,000 | 0 | 0.02% | -$17.27K |
| GSKY 2025-2A A3 | 1,500,000 | 1,500,000 | 0 | 0.02% | -$5.68K |
| SPACE COAST CREDIT UNION SCCU 2025 1A A4 144A | 1,500,000 | 1,500,000 | 0 | 0.02% | -$16.43K |
| ROMARK CLO LTD RMRK 2021 4A A1R 144A | 1,500,000 | 1,500,000 | 0 | 0.02% | $933 |
| DRYDEN SENIOR LOAN FUND DRSLF 2020 86A A1R2 144A | 1,500,000 | 1,500,000 | 0 | 0.02% | $1.28K |
| CAPST 2024-1 A | 1,500,000 | 1,500,000 | 0 | 0.02% | $622 |
| BLUEMOUNTAIN CLO XXXIV LTD SER 2022-34A CL AR V/R REGD 144A P/P 5.03444000 | 1,500,000 | 1,500,000 | 0 | 0.02% | -$391 |
| NAVESINK CLO, LIMITED NAVS 2024 2A A1R 144A | 1,450,000 | 1,450,000 | 0 | 0.02% | $67 |
| DELL INT / EMC | 1,400,000 | 1,400,000 | 0 | 0.02% | -$9.80K |
| RIO TINTO FIN PL | 1,400,000 | 1,400,000 | 0 | 0.02% | -$10.49K |
| JXN 4.9 01/13/27 144A | 1,400,000 | 1,400,000 | 0 | 0.02% | -$6.58K |
| GOLDMAN SACHS BK | 1,400,000 | 1,400,000 | 0 | 0.02% | -$5.72K |
| Southern California Edison Co., Series D | 1,400,000 | 1,400,000 | 0 | 0.02% | -$10.34K |
| SOUTHERN CAL ED | 1,327,000 | 1,327,000 | 0 | 0.02% | -$12.64K |
| PPM CLO 3 LTD. PPMC 2019 3A A1R2 144A | 1,350,000 | 1,350,000 | 0 | 0.02% | $1.08K |
| JACKSON NATL LIFE GLOBAL SECURED 144A 01/28 VAR | 1,300,000 | 1,300,000 | 0 | 0.02% | -$5.73K |
| AFRMT 2025-2A A 144A 4.67% 07-15-33 | 1,200,000 | 1,200,000 | 0 | 0.02% | -$4.67K |
| ONEMAIN FINANCIAL ISSUANCE TRUST 2021-1 SER 2021-1A CL A2 V/R REGD 144A P/P 4.74385000 | 1,200,000 | 1,200,000 | 0 | 0.02% | -$1.16K |
| GOLUB CAPITAL PARTNERS CLO, LT GCBSL 2020 50A A1R2 144A | 1,200,000 | 1,200,000 | 0 | 0.02% | $403 |
| PROVIDUS CLO PRVD 2A ARR 144A | 1,000,000 | 1,000,000 | 0 | 0.02% | -$21.25K |
| TIKEHAU CLO IX DAC TIKEH 9A AR 144A | 1,000,000 | 1,000,000 | 0 | 0.02% | -$20.35K |
| CONTEGO CLO DAC CONTE 3A ARR 144A | 1,000,000 | 1,000,000 | 0 | 0.02% | -$21.03K |
| PENTA CLO S.A. PENTA 2021 9A A 144A | 1,000,000 | 1,000,000 | 0 | 0.02% | -$22.26K |
| JPM V6.07 10/22/27 | 1,100,000 | 1,100,000 | 0 | 0.02% | -$7.01K |
| NWG 4.789 03/21/28 144A | 1,100,000 | 1,100,000 | 0 | 0.02% | -$11.14K |
| GM FINL. CONSUMER A 4.40% | 1,100,000 | 1,100,000 | 0 | 0.02% | -$5.71K |
| AMMC CLO 27 Ltd., Series 2022-27A, Class A1R | 1,100,000 | 1,100,000 | 0 | 0.02% | $442 |
| THAYER PARK CLO, LTD. THAYR 2017 1A A1RR 144A | 1,050,000 | 1,050,000 | 0 | 0.02% | $12 |
| GREENSKY HOME IMPROVEMENT TRUST 2024-2 A3 5.15% 10/27/2059 144A | 1,000,000 | 1,000,000 | 0 | 0.01% | -$8.19K |
| Enterprise Fleet Financing LLC, Series 2025-1, Class A3 | 1,000,000 | 1,000,000 | 0 | 0.01% | -$8.35K |
| COREBRIDGE GLOB FUNDING SECURED 144A 01/28 4.9 | 1,000,000 | 1,000,000 | 0 | 0.01% | -$10.45K |
| KKR FINANCIAL CLO LTD KKR 27A A1R2 144A | 1,000,000 | 1,000,000 | 0 | 0.01% | $272 |
| MORGAN STANLEY | 1,000,000 | 1,000,000 | 0 | 0.01% | -$6.75K |
| GSAR 2024-4A B 144A 4.5% 11-15-30 | 1,000,000 | 1,000,000 | 0 | 0.01% | -$6.59K |
| SHACKLETON CLO LTD SHACK 2019 14A A1RR 144A | 850,000 | 850,000 | 0 | 0.01% | $392 |
| KKR FINANCIAL CLO LTD KKR 33A AR 144A | 850,000 | 850,000 | 0 | 0.01% | $665 |
| JACKSON NATL LIFE GLOBAL SR SECURED 144A 04/26 5.6 | 850,000 | 850,000 | 0 | 0.01% | -$3.30K |
| MORGAN STANLEY | 800,000 | 800,000 | 0 | 0.01% | -$6.28K |
| JPMORGAN CHASE | 800,000 | 800,000 | 0 | 0.01% | -$6.86K |
| NEXTERA ENERGY | 800,000 | 800,000 | 0 | 0.01% | -$5.83K |
| ROCKFORD TOWER CLO LTD ROCKT 2022 1A A1R 144A | 700,000 | 700,000 | 0 | 0.01% | -$301 |
| SOUTHERN CAL GAS | 700,000 | 700,000 | 0 | 0.01% | $1.67K |
| PAGAYA AI DEBT SELECTION TRUST PAID 2025 1 A2 144A | 672,843 | 672,843 | 0 | 0.01% | -$4.76K |
| BANCA MONTE DEI PASCHI S SUBORDINATED REGS 01/28 VAR | 500,000 | 500,000 | 0 | 0.01% | -$24.44K |
| NTT FINANCE | 600,000 | 600,000 | 0 | 0.01% | -$5.70K |
| CARMX 2024-3 A3 | 500,000 | 500,000 | 0 | 0.01% | -$2.78K |
| DTE ENERGY CO | 500,000 | 500,000 | 0 | 0.01% | -$3.45K |
| ATHENE GLOBAL FUNDING SECURED 144A 01/27 4.95 | 500,000 | 500,000 | 0 | 0.01% | -$2.24K |
| SOUTHERN CAL ED | 500,000 | 500,000 | 0 | 0.01% | -$2.08K |
| SOUTHERN CAL ED | 500,000 | 500,000 | 0 | 0.01% | -$2.20K |
| SOUTHERN CAL ED | 400,000 | 400,000 | 0 | 0.01% | -$2.68K |
| BANCA MONTE DEI PASCHI SIENA COMMON STOCK | 46,500 | 46,500 | 0 | 0.01% | -$89.36K |
| WELLS FARGO CO | 400,000 | 400,000 | 0 | 0.01% | -$3.13K |
| GOLDMAN SACHS GP | 400,000 | 400,000 | 0 | 0.01% | -$5.05K |
| BARCLAYS PLC | 400,000 | 400,000 | 0 | 0.01% | -$3.42K |
| HYATT HOTELS | 400,000 | 400,000 | 0 | 0.01% | -$4.01K |
| PINNACLE WEST CAPITAL SR UNSECURED 06/26 VAR | 400,000 | 400,000 | 0 | 0.01% | -$424 |
| VICI PROPERTIES LP SR UNSECURED 04/28 4.75 | 350,000 | 350,000 | 0 | 0.01% | -$3.35K |
| VERIZON COMM INC | 379,000 | 379,000 | 0 | 0.00% | -$3.16K |
| MORGAN STANLEY B | 300,000 | 300,000 | 0 | 0.00% | -$2.42K |
| SOUTHERN CAL ED | 200,000 | 200,000 | 0 | 0.00% | -$2.18K |
| BANK OF AMER CRP | 200,000 | 200,000 | 0 | 0.00% | -$2.28K |
| SOUTHERN CAL ED | 200,000 | 200,000 | 0 | 0.00% | -$410 |
| TTF NAT GAS F JUL26 NDEX 20260629 | 9 | 9 | 0 | 0.00% | $176.55K |
| TTF NAT GAS F AUG26 NDEX 20260730 | 9 | 9 | 0 | 0.00% | $182.80K |
| CWABS INC ASSET-BACKED CERTIFICATES TRUST 2004-6 SER 2004-6 CL 2A5 V/R REGD 4.62621000 | 150,434 | 150,434 | 0 | 0.00% | $19 |
| MORGAN STANLEY | 148,000 | 148,000 | 0 | 0.00% | $75 |
| TTF NAT GAS F SEP26 NDEX 20260827 | 9 | 9 | 0 | 0.00% | $169.33K |
| RFRF USD SF+26.161/1.7* 12/21/16-10Y LCH | 1 | 1 | 0 | 0.00% | -$64.50K |
| INDYMAC HOME EQUITY LOAN ASSET INHEL 2004 B M1 | 104,785 | 104,785 | 0 | 0.00% | -$51 |
| MORGAN STANLEY | 100,000 | 100,000 | 0 | 0.00% | -$965 |
| AVOLON HDGS | 89,000 | 89,000 | 0 | 0.00% | -$344 |
| RFRF USD SF+26.161/1.7* 9/21/23-3Y* CME | 1 | 1 | 0 | 0.00% | -$50.57K |
| BANK OF AMERICA CORPORATION SNR S* ICE | 1 | 1 | 0 | 0.00% | -$7.55K |
| RESIDENTIAL ACCREDIT LOANS, IN RALI 2006 QO6 A1 | 99,030 | 99,030 | 0 | 0.00% | -$307 |
| SMALL BUSINESS ADMINISTRATION SBAP 2008 20K 1 | 9,994 | 9,994 | 0 | 0.00% | -$67 |
| United States Small Business Administration, Series 2007-20E, Class 1 | 7,423 | 7,423 | 0 | 0.00% | -$8 |
| MELLON RESIDENTIAL FUNDING COR MRFC 2002 TBC1 A | 8,181 | 8,181 | 0 | 0.00% | -$508 |
| United States Small Business Administration | 4,592 | 4,592 | 0 | 0.00% | -$17 |
| RFR JPY MUTK/0.4000 12/15/21-24Y LCH | 1 | 1 | 0 | 0.00% | $135 |
| UNITED STATES SMALL BUSINESS ADMINISTRATION SBAP 2006-20F 1 | 2,052 | 2,052 | 0 | 0.00% | -$6 |
| SNG KEROS V SNG GAJUN26 IFEU 20260630 | 31 | 31 | 0 | 0.00% | -$22.32K |
Machine-readable: JSON · Markdown. Programmatic access via the agent surface.