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 |
|---|---|---|---|---|---|
| Uniform Mortgage-Backed Security, TBA | 0 | 1,968,015,128 | 1,968,015,128 | 6.73% | $1.94B |
| FNCL 6.5 6/24 | 0 | 1,589,344,947 | 1,589,344,947 | 5.71% | $1.64B |
| FNCL 6 6/24 | 0 | 1,278,735,005 | 1,278,735,005 | 4.52% | $1.30B |
| FNCL 6 7/25 | 0 | 845,000,000 | 845,000,000 | 2.99% | $859.78M |
| FNCL 4 6/24 | 0 | 524,000,000 | 524,000,000 | 1.71% | $493.44M |
| Uniform Mortgage-Backed Security, TBA | 0 | 463,632,104 | 463,632,104 | 1.62% | $465.17M |
| FNCL 5 6/24 | 0 | 423,000,000 | 423,000,000 | 1.45% | $416.35M |
| Uniform Mortgage-Backed Security, TBA | 0 | 400,000,000 | 400,000,000 | 1.31% | $377.18M |
| Government National Mortgage Association, TBA | 0 | 318,100,000 | 318,100,000 | 1.14% | $329.67M |
| Government National Mortgage Association, TBA | 0 | 318,000,000 | 318,000,000 | 1.12% | $323.01M |
| Uniform Mortgage-Backed Security, TBA | 0 | 283,000,000 | 283,000,000 | 0.99% | $283.65M |
| Uniform Mortgage-Backed Security, TBA | 0 | 254,180,000 | 254,180,000 | 0.85% | $244.93M |
| Government National Mortgage Association, TBA | 0 | 197,900,000 | 197,900,000 | 0.66% | $190.97M |
| FNCL 3 6/24 | 0 | 204,081,997 | 204,081,997 | 0.62% | $178.98M |
| LETRA TESOURO NACIONAL BILLS 10/26 0.00000 | 0 | 976,800,000 | 976,800,000 | 0.61% | $176.66M |
| Uniform Mortgage-Backed Security, TBA | 0 | 149,704,995 | 149,704,995 | 0.53% | $152.43M |
| Uniform Mortgage-Backed Security, TBA | 0 | 160,900,000 | 160,900,000 | 0.51% | $147.19M |
| TITULOS DE TESORERIA BONDS 01/35 11.75 | 0 | 492,737,800,000 | 492,737,800,000 | 0.42% | $122.17M |
| GS MORTGAGE BACKED SECURITIES GSMBS 2022 RPL1 A5 144A | 0 | 127,355,879 | 127,355,879 | 0.42% | $121.22M |
| UPCT 2026 2P CERT | 0 | 100,000,000 | 100,000,000 | 0.35% | $100.15M |
| Uniform Mortgage-Backed Security, TBA | 0 | 99,000,000 | 99,000,000 | 0.33% | $95.45M |
| Uniform Mortgage-Backed Security, TBA | 0 | 82,405,053 | 82,405,053 | 0.30% | $85.19M |
| SMB Private Education Loan Trust 2026-B | 0 | 82,600,000 | 82,600,000 | 0.29% | $82.70M |
| US TREASURY N/B | 0 | 83,900,000 | 83,900,000 | 0.28% | $81.84M |
| FNCL 5 4/26 | 0 | 79,214,872 | 79,214,872 | 0.27% | $78.13M |
| VALERIE ASSET LTD 09/50 1 | 0 | 74,737,000 | 74,737,000 | 0.25% | $73.15M |
| G2SF 5 5/26 | 0 | 69,000,000 | 69,000,000 | 0.24% | $68.20M |
| 83208D9A7 SMB 2026 B A1A 144A | 0 | 68,597,000 | 68,597,000 | 0.24% | $68.18M |
| FNCL 4 4/26 | 0 | 68,636,024 | 68,636,024 | 0.22% | $64.78M |
| NELNET STUDENT LOAN TRUST 2026-A SER 2026-A CL A1A REGD 144A P/P 4.61000000 | 0 | 65,120,541 | 65,120,541 | 0.22% | $64.33M |
| FINANCE OF AMERICA STRUCTURED SECURITIES TRUST SER | 0 | 65,800,000 | 65,800,000 | 0.22% | $63.59M |
| WESTLAKE AUTOMOBILE RECEIVABLES TRUST 2026-1 SER 2026-1A CL A1 REGD 144A P/P 4.15200000 | 0 | 62,439,204 | 62,439,204 | 0.22% | $62.43M |
| EGYPT GOVERNMENT BOND BONDS 10/30 19.698 | 0 | 2,820,400,000 | 2,820,400,000 | 0.18% | $50.80M |
| Republic of Colombia | 0 | 49,300,000 | 49,300,000 | 0.17% | $48.91M |
| TITULOS DE TESORERIA | 0 | 183,502,000,000 | 183,502,000,000 | 0.16% | $45.50M |
| G2SF 4 4/23 | 0 | 46,144,000 | 46,144,000 | 0.15% | $43.23M |
| Santander Drive Auto Receivables Trust, Series 2026-1, Class A2 | 0 | 39,700,000 | 39,700,000 | 0.14% | $39.69M |
| FINANCE OF AMERICA HECM BUYOUT 2026 HB1 | 0 | 37,900,000 | 37,900,000 | 0.13% | $37.35M |
| MORGAN STANLEY RESIDENTIAL MOR MSRM 2026 RPL1 A1 144A | 0 | 37,841,344 | 37,841,344 | 0.13% | $36.59M |
| US TREASURY N/B | 0 | 35,900,000 | 35,900,000 | 0.12% | $35.34M |
| Enterprise Fleet Financing LLC, Series 2026-1, Class A2 | 0 | 34,800,000 | 34,800,000 | 0.12% | $34.73M |
| Exeter Automobile Receivables Trust 2026-2 | 0 | 34,200,000 | 34,200,000 | 0.12% | $34.22M |
| GSG BIDCO LTD SR SECURED 144A 06/31 4.7 | 0 | 27,500,000 | 27,500,000 | 0.11% | $31.53M |
| FNCL 4.5 4/26 | 0 | 32,390,000 | 32,390,000 | 0.11% | $31.26M |
| US TREASURY N/B | 0 | 31,552,000 | 31,552,000 | 0.11% | $30.44M |
| G2 MB0868 | 0 | 33,000,000 | 33,000,000 | 0.11% | $30.29M |
| BANK5 2026-5YR20 | 0 | 27,300,000 | 27,300,000 | 0.09% | $27.19M |
| WATR 2026 1 A 144A | 0 | 25,994,000 | 25,994,000 | 0.09% | $26.03M |
| Crown Castle, Inc. | 0 | 25,300,000 | 25,300,000 | 0.09% | $25.25M |
| G2 MA7988 | 0 | 27,854,042 | 27,854,042 | 0.09% | $24.90M |
| JAPAN (30 YEAR ISSUE) BONDS 12/55 3.4 | 0 | 4,048,400,000 | 4,048,400,000 | 0.08% | $24.37M |
| Government National Mortgage Association, TBA | 0 | 24,250,000 | 24,250,000 | 0.08% | $24.36M |
| G2SF 3 4/26 | 0 | 25,768,380 | 25,768,380 | 0.08% | $23.01M |
| SOUTH AFRICAN T BILLS BILLS 01/27 0.00000 | 0 | 409,250,000 | 409,250,000 | 0.08% | $22.92M |
| GLENCORE FUNDING LLC | 0 | 21,600,000 | 21,600,000 | 0.07% | $21.53M |
| SAUDI ARABIAN OIL CO 144A LIFE SR UNSEC 4.0% 02-02-29 | 0 | 21,600,000 | 21,600,000 | 0.07% | $21.17M |
| Crown Castle Inc | 0 | 21,100,000 | 21,100,000 | 0.07% | $21.07M |
| Databricks Inc 2025 1st Amendment Term Loan | 0 | 20,878,821 | 20,878,821 | 0.07% | $20.77M |
| Global Payments, Inc. | 0 | 20,250,000 | 20,250,000 | 0.07% | $20.24M |
| ENTERPRISE FLEET FINANCING 2026-1 LLC EFF 2026-1 A1 | 0 | 20,235,856 | 20,235,856 | 0.07% | $20.23M |
| NSCALE DELAYED DRAW TERM LOAN | 0 | 20,000,000 | 20,000,000 | 0.07% | $20.00M |
| FORD MOTOR CRED | 0 | 20,020,000 | 20,020,000 | 0.07% | $19.78M |
| Nissan Auto Lease Trust 2026-A | 0 | 19,500,000 | 19,500,000 | 0.07% | $19.46M |
| CROWN CASTLE | 0 | 19,500,000 | 19,500,000 | 0.07% | $19.45M |
| FED HM LN PC POOL SL1583 FR 06/55 FIXED 5.5 | 0 | 18,967,168 | 18,967,168 | 0.07% | $19.30M |
| UBS Group AG | 0 | 19,500,000 | 19,500,000 | 0.07% | $19.26M |
| Phillips 66 0% CP 08/04/2026 | 0 | 18,800,000 | 18,800,000 | 0.07% | $18.78M |
| CarMax Select Receivables Trust 2026-A | 0 | 17,800,000 | 17,800,000 | 0.06% | $17.79M |
| NatWest Markets PLC | 0 | 17,600,000 | 17,600,000 | 0.06% | $17.65M |
| GOLDMAN SACHS GP | 0 | 17,300,000 | 17,300,000 | 0.06% | $17.20M |
| G2 MB0682 | 0 | 18,427,294 | 18,427,294 | 0.06% | $16.91M |
| CBRE SVCS INC DISC COML PAPER | 0 | 16,800,000 | 16,800,000 | 0.06% | $16.79M |
| Government National Mortgage Association, TBA | 0 | 18,900,000 | 18,900,000 | 0.06% | $16.25M |
| PHILLIPS 66 | 0 | 16,200,000 | 16,200,000 | 0.06% | $16.09M |
| EXETER AUTOMOBILE RECEIVABLES EART 2026 2A A1 | 0 | 15,900,000 | 15,900,000 | 0.06% | $15.90M |
| Lseg US Fin Corp. | 0 | 15,900,000 | 15,900,000 | 0.05% | $15.79M |
| ERAC USA FINANCE LLC | 0 | 15,500,000 | 15,500,000 | 0.05% | $15.46M |
| GLENCORE FUNDING LLC | 0 | 15,500,000 | 15,500,000 | 0.05% | $15.44M |
| GNMA II TBA 30 YR 3.5 JUMBOS | 0 | 16,800,000 | 16,800,000 | 0.05% | $15.42M |
| US TREASURY N/B | 0 | 15,300,000 | 15,300,000 | 0.05% | $14.75M |
| ABU DHABI GOVT INT L SR UNSECURED REGS 05/26 3.125 | 0 | 14,600,000 | 14,600,000 | 0.05% | $14.59M |
| SAUDI INT BOND | 0 | 14,700,000 | 14,700,000 | 0.05% | $14.51M |
| MERCEDES-BENZ AUTO RECEIVABLES TRUST 2022-1 MBART 2022-1 A4 | 0 | 14,172,000 | 14,172,000 | 0.05% | $14.26M |
| SBA COMMUNICATIONS CORP SR UNSECURED 02/27 3.875 | 0 | 13,875,000 | 13,875,000 | 0.05% | $13.74M |
| Verus Securitization Trust 2026-R2 | 0 | 13,700,000 | 13,700,000 | 0.05% | $13.71M |
| S+P GLOBAL INC | 0 | 13,700,000 | 13,700,000 | 0.05% | $13.69M |
| Morgan Stanley Residential Mortgage Loan Trust, Series 2024-NQM5, Class A1 | 0 | 13,352,313 | 13,352,313 | 0.05% | $13.43M |
| BARCLAYS PLC | 0 | 13,600,000 | 13,600,000 | 0.05% | $13.39M |
| Phillips 66 | 0 | 13,050,000 | 13,050,000 | 0.05% | $13.00M |
| BANK5 2026-5YR20 A3 5.244% 02/15/2057 | 0 | 12,600,000 | 12,600,000 | 0.04% | $12.79M |
| BANK OF AMER CRP | 0 | 12,701,000 | 12,701,000 | 0.04% | $12.48M |
| LAD Auto Receivables Trust, Series 2024-3A, Class A3 | 0 | 12,186,649 | 12,186,649 | 0.04% | $12.21M |
| Air Lease Corp. | 0 | 11,715,000 | 11,715,000 | 0.04% | $11.70M |
| PRET 2026-RPL1 A1 | 0 | 12,001,535 | 12,001,535 | 0.04% | $11.64M |
| Westlake Automobile Receivables Trust 2026-1 | 0 | 11,500,000 | 11,500,000 | 0.04% | $11.49M |
| UBISOFT ENTERTAINMENT SA SR UNSECURED REGS 11/28 2.375 | 0 | 10,400,000 | 10,400,000 | 0.04% | $11.48M |
| Air Lease Corporation 0% CP 02/04/2026 | 0 | 11,350,000 | 11,350,000 | 0.04% | $11.35M |
| JABIL INC | 0 | 11,300,000 | 11,300,000 | 0.04% | $11.30M |
| KEURIG DR PEPPER | 0 | 11,300,000 | 11,300,000 | 0.04% | $11.25M |
| Edison International | 0 | 11,200,000 | 11,200,000 | 0.04% | $11.16M |
| S+P GLOBAL INC | 0 | 11,100,000 | 11,100,000 | 0.04% | $11.10M |
| Edison International | 0 | 11,100,000 | 11,100,000 | 0.04% | $11.08M |
| VW CR INC | 0 | 10,900,000 | 10,900,000 | 0.04% | $10.85M |
| Jones Lang LaSalle Finance BV | 0 | 10,850,000 | 10,850,000 | 0.04% | $10.84M |
| SFS AUTO RECEIVABLES SECURITIZATION TRUST 2026-1 4.05% 08/20/2029 144A | 0 | 10,700,000 | 10,700,000 | 0.04% | $10.68M |
| AMETEK INC DISC COML 04/26 ZCP | 0 | 10,300,000 | 10,300,000 | 0.04% | $10.28M |
| JABIL INC | 0 | 10,200,000 | 10,200,000 | 0.04% | $10.14M |
| ERAC USA Finance LLC 0% CP 20/04/2026 | 0 | 10,150,000 | 10,150,000 | 0.04% | $10.13M |
| BANCO BILBAO VIZ | 0 | 10,200,000 | 10,200,000 | 0.04% | $10.08M |
| JTI Financial Services North America LLC | 0 | 10,100,000 | 10,100,000 | 0.03% | $10.06M |
| LLOYDS BK GR PLC | 0 | 10,100,000 | 10,100,000 | 0.03% | $9.99M |
| VIRGIN MEDIA INV HLDGS LTD 2025 GBP TERM LOAN | 0 | 7,800,000 | 7,800,000 | 0.03% | $9.91M |
| JPMORGAN CHASE | 0 | 10,400,000 | 10,400,000 | 0.03% | $9.90M |
| BMARK 2024-V7 A3 FRN 05-15-56 | 0 | 9,472,000 | 9,472,000 | 0.03% | $9.88M |
| CBRE SVCS INC DISC COML PAPER 06/26 ZCP | 0 | 9,950,000 | 9,950,000 | 0.03% | $9.87M |
| Keurig Dr Pepper Inc 0% CP 07/05/2026 | 0 | 9,900,000 | 9,900,000 | 0.03% | $9.86M |
| EFMT 2025-NQM6 | 0 | 9,637,544 | 9,637,544 | 0.03% | $9.63M |
| LAD AUTO RECEIVABLES TRUST 2026-1 4.16% 05/15/2029 144A | 0 | 9,600,000 | 9,600,000 | 0.03% | $9.57M |
| HCA Inc | 0 | 9,500,000 | 9,500,000 | 0.03% | $9.44M |
| T/L JANE STREET GROUP LLC REGD ZCP TERM LOAN 0.00000000 | 0 | 9,574,737 | 9,574,737 | 0.03% | $9.41M |
| HCA INC | 0 | 9,400,000 | 9,400,000 | 0.03% | $9.38M |
| 83208D9E9 SMB 2026 B A1B SOFR30A+120BP | 0 | 9,354,000 | 9,354,000 | 0.03% | $9.35M |
| G2SF 5 4/26 | 0 | 9,400,000 | 9,400,000 | 0.03% | $9.31M |
| VALERIE ASSET LTD 09/50 1 | 0 | 10,153,000 | 10,153,000 | 0.03% | $9.08M |
| American Express Co | 0 | 9,100,000 | 9,100,000 | 0.03% | $9.04M |
| JTI Financial Services North America LLC | 0 | 9,000,000 | 9,000,000 | 0.03% | $8.95M |
| VCAT ASSET SECURITIZATION LLC STEP 02/25/2056 144A | 0 | 8,947,057 | 8,947,057 | 0.03% | $8.91M |
| LEIDOS INC | 0 | 8,705,000 | 8,705,000 | 0.03% | $8.68M |
| Keurig Dr Pepper Inc | 0 | 8,600,000 | 8,600,000 | 0.03% | $8.57M |
| JONES LANG LASALLE FIN BV | 0 | 8,500,000 | 8,500,000 | 0.03% | $8.49M |
| VERUS 2026-R1 A1 | 0 | 8,427,193 | 8,427,193 | 0.03% | $8.36M |
| Keurig Dr Pepper Inc 0% CP 08/04/2026 | 0 | 8,337,000 | 8,337,000 | 0.03% | $8.33M |
| JAPAN (20 YEAR ISSUE) BONDS 09/45 2.7 | 0 | 1,428,550,000 | 1,428,550,000 | 0.03% | $8.29M |
| Alimentation Couche-Tard Inc | 0 | 8,300,000 | 8,300,000 | 0.03% | $8.28M |
| Alimentation Couche-Tard Inc. 0% CP 10/04/2026 | 0 | 8,250,000 | 8,250,000 | 0.03% | $8.24M |
| Keurig Dr. Pepper, Inc. | 0 | 8,200,000 | 8,200,000 | 0.03% | $8.17M |
| G2 MB0742 | 0 | 8,799,996 | 8,799,996 | 0.03% | $8.08M |
| MS V4.213 02/08/30 . | 0 | 8,100,000 | 8,100,000 | 0.03% | $8.02M |
| WATR 2026 1 R 144A | 0 | 7,955,000 | 7,955,000 | 0.03% | $7.97M |
| GLOBAL PMTS INC | 0 | 7,900,000 | 7,900,000 | 0.03% | $7.90M |
| KEURIG DR PEPPER | 0 | 7,900,000 | 7,900,000 | 0.03% | $7.87M |
| NOVARTIS CAPITAL | 0 | 7,800,000 | 7,800,000 | 0.03% | $7.79M |
| FED HM LN PC POOL SL3937 FR 01/56 FIXED 5.5 | 0 | 7,576,901 | 7,576,901 | 0.03% | $7.76M |
| HCA INC DISC COML PAPER | 0 | 7,550,000 | 7,550,000 | 0.03% | $7.53M |
| AMETEK INC DISC COML 04/26 ZCP | 0 | 7,500,000 | 7,500,000 | 0.03% | $7.48M |
| Constellation Energy Generation LLC | 0 | 7,450,000 | 7,450,000 | 0.03% | $7.43M |
| PRPM 2026-RCF2 LLC | 0 | 7,300,000 | 7,300,000 | 0.03% | $7.34M |
| CONSTELLATION ENERGY 04/26 ZCP | 0 | 7,300,000 | 7,300,000 | 0.03% | $7.29M |
| BECTON DICKINSON+CO. | 0 | 7,300,000 | 7,300,000 | 0.03% | $7.29M |
| AMETEK INC DISC COML | 0 | 7,000,000 | 7,000,000 | 0.02% | $6.99M |
| ORACLE CORP | 0 | 7,000,000 | 7,000,000 | 0.02% | $6.91M |
| Electricite de France SA | 0 | 6,900,000 | 6,900,000 | 0.02% | $6.90M |
| EURO-BUND FUTURE JUN26 | 0 | -1,776 | -1,776 | 0.02% | $6.88M |
| WATR 2026 1 B 144A | 0 | 6,818,000 | 6,818,000 | 0.02% | $6.83M |
| TOWD POINT MORTGAGE TRUST | 0 | 6,849,289 | 6,849,289 | 0.02% | $6.76M |
| Santander Mortgage Asset Receivable Trust 2026-NQM3 | 0 | 6,700,000 | 6,700,000 | 0.02% | $6.69M |
| FIDELITY NATL INFORMATION SVCS | 0 | 6,700,000 | 6,700,000 | 0.02% | $6.69M |
| 83208D990 SMB 2026 B D 144A | 0 | 6,599,000 | 6,599,000 | 0.02% | $6.54M |
| HCA, Inc. | 0 | 6,550,000 | 6,550,000 | 0.02% | $6.53M |
| Air Lease Corp. | 0 | 6,385,000 | 6,385,000 | 0.02% | $6.37M |
| Keurig Dr Pepper Inc 0% CP 09/04/2026 | 0 | 6,100,000 | 6,100,000 | 0.02% | $6.09M |
| FORDO 2023-A A4 | 0 | 5,900,000 | 5,900,000 | 0.02% | $5.92M |
| CENTENE CORP | 0 | 6,300,000 | 6,300,000 | 0.02% | $5.87M |
| Keurig Dr Pepper Inc | 0 | 5,800,000 | 5,800,000 | 0.02% | $5.79M |
| PRPM 2026-RCF1 A1 | 0 | 5,802,404 | 5,802,404 | 0.02% | $5.77M |
| ENBRIDGE U S INC DISC COML PAP COMMERCIAL PAPER (ISITC) | 0 | 5,700,000 | 5,700,000 | 0.02% | $5.69M |
| TITULOS DE TESORERIA BONDS 11/40 12.75 | 0 | 21,312,300,000 | 21,312,300,000 | 0.02% | $5.65M |
| Elevance Health Inc | 0 | 5,635,000 | 5,635,000 | 0.02% | $5.63M |
| TURKIYE CENTR BANK BILL BILLS 04/26 0.00000 | 0 | 249,000,000 | 249,000,000 | 0.02% | $5.56M |
| JTI FINL SVCS NORTH AMER LLC 05/26 ZCP | 0 | 5,500,000 | 5,500,000 | 0.02% | $5.47M |
| HCA INC | 0 | 5,450,000 | 5,450,000 | 0.02% | $5.42M |
| FNMA POOL FA3387 FN 11/55 FIXED VAR | 0 | 5,299,965 | 5,299,965 | 0.02% | $5.40M |
| CONSTELLATION ENERGY | 0 | 5,400,000 | 5,400,000 | 0.02% | $5.38M |
| TOWD POINT MORTGAGE TRUST 2026-CES2 4.72% 02/25/2066 144A | 0 | 5,429,160 | 5,429,160 | 0.02% | $5.36M |
| Phillips 66 | 0 | 5,350,000 | 5,350,000 | 0.02% | $5.34M |
| PacifiCorp | 0 | 5,300,000 | 5,300,000 | 0.02% | $5.30M |
| FEDEX FREIGHT HO | 0 | 5,200,000 | 5,200,000 | 0.02% | $5.14M |
| ERAC USA Finance LLC | 0 | 5,100,000 | 5,100,000 | 0.02% | $5.09M |
| Rogers Communications Inc/Ontario | 0 | 5,061,000 | 5,061,000 | 0.02% | $5.05M |
| TELEFONICA EMIS | 0 | 5,000,000 | 5,000,000 | 0.02% | $4.98M |
| HCA INC DISC COML PAPER | 0 | 4,950,000 | 4,950,000 | 0.02% | $4.94M |
| LLOYDS BK GR PLC | 0 | 4,800,000 | 4,800,000 | 0.02% | $4.77M |
| PHILLIPS 66 | 0 | 4,750,000 | 4,750,000 | 0.02% | $4.74M |
| BECTON DICKINSON+CO. | 0 | 4,700,000 | 4,700,000 | 0.02% | $4.70M |
| WATR 2026 1 D 144A | 0 | 4,688,000 | 4,688,000 | 0.02% | $4.69M |
| DATABRICKS INC 2025 DELAYED DRAW TERM LOAN | 0 | 4,621,179 | 4,621,179 | 0.02% | $4.60M |
| WATR 2026 1 C 144A | 0 | 4,545,000 | 4,545,000 | 0.02% | $4.55M |
| PacifiCorp | 0 | 4,400,000 | 4,400,000 | 0.02% | $4.35M |
| TOYOTA AUTO RECEIVABLES 2022-D TAOT 2022 D A4 | 0 | 4,100,000 | 4,100,000 | 0.01% | $4.14M |
| Alimentation Couche-Tard Inc | 0 | 4,150,000 | 4,150,000 | 0.01% | $4.14M |
| FIDELITY NATL INFORMATION SVCS | 0 | 4,150,000 | 4,150,000 | 0.01% | $4.14M |
| HUMANA INC. | 0 | 4,100,000 | 4,100,000 | 0.01% | $4.09M |
| 83208D9F6 SMB 2026 B B 144A | 0 | 4,124,000 | 4,124,000 | 0.01% | $4.09M |
| FIDELITY NATL INFORMATION SVCS | 0 | 3,950,000 | 3,950,000 | 0.01% | $3.94M |
| LEIDOS INC | 0 | 3,895,000 | 3,895,000 | 0.01% | $3.88M |
| Elevance Health Inc | 0 | 3,850,000 | 3,850,000 | 0.01% | $3.85M |
| Phillips 66 | 0 | 3,800,000 | 3,800,000 | 0.01% | $3.80M |
| PT. Perusahaan Listrik Negara | 0 | 3,700,000 | 3,700,000 | 0.01% | $3.68M |
| THE AES CORPORATION | 0 | 3,400,000 | 3,400,000 | 0.01% | $3.39M |
| PHILLIPS 66 GTD DISC 04/20/26 0.00000000 | 0 | 3,400,000 | 3,400,000 | 0.01% | $3.39M |
| ERAC USA Finance LLC 0% CP 17/04/2026 | 0 | 3,350,000 | 3,350,000 | 0.01% | $3.34M |
| JPMORGAN CHASE | 0 | 3,400,000 | 3,400,000 | 0.01% | $3.32M |
| NextEra Energy Capital Holdings Inc | 0 | 3,300,000 | 3,300,000 | 0.01% | $3.29M |
| Global Payments, Inc. | 0 | 3,200,000 | 3,200,000 | 0.01% | $3.20M |
| ERAC USA Finance LLC 0% CP 10/04/2026 | 0 | 3,200,000 | 3,200,000 | 0.01% | $3.20M |
| KEURIG DR PEPPER | 0 | 3,200,000 | 3,200,000 | 0.01% | $3.19M |
| BANK NOVA SCOTIA | 0 | 3,200,000 | 3,200,000 | 0.01% | $3.17M |
| EXTRA SPACE STORAGE LP | 0 | 3,150,000 | 3,150,000 | 0.01% | $3.14M |
| BOSTON PPTYS LTD PARTNERSHIP D | 0 | 3,150,000 | 3,150,000 | 0.01% | $3.14M |
| FNMA POOL FA2921 FN 09/55 FIXED VAR | 0 | 2,863,630 | 2,863,630 | 0.01% | $2.92M |
| WOART 2022-D A4 | 0 | 2,820,000 | 2,820,000 | 0.01% | $2.85M |
| FED HM LN PC POOL SL2247 FR 01/55 FIXED 5.5 | 0 | 2,774,591 | 2,774,591 | 0.01% | $2.84M |
| RFR USD SOFR/3.40694 07/06/26-4Y* LCH | 0 | 6 | 6 | 0.01% | $2.82M |
| JPMORGAN CHASE | 0 | 2,700,000 | 2,700,000 | 0.01% | $2.75M |
| TEXTRON INC | 0 | 2,700,000 | 2,700,000 | 0.01% | $2.68M |
| Crown Castle Inc | 0 | 2,600,000 | 2,600,000 | 0.01% | $2.60M |
| HCA, Inc. | 0 | 2,600,000 | 2,600,000 | 0.01% | $2.59M |
| MARRIOTT INTL | 0 | 2,600,000 | 2,600,000 | 0.01% | $2.51M |
| Keurig Dr Pepper Inc 0% CP 23/04/2026 | 0 | 2,500,000 | 2,500,000 | 0.01% | $2.49M |
| XCEL ENERGY INC | 0 | 2,500,000 | 2,500,000 | 0.01% | $2.44M |
| KEURIG DR PEPPER | 0 | 2,400,000 | 2,400,000 | 0.01% | $2.41M |
| Vitality Re XVII Ltd., Series A | 0 | 2,400,000 | 2,400,000 | 0.01% | $2.40M |
| ALIMENTATION COUCHE TARD INC | 0 | 2,300,000 | 2,300,000 | 0.01% | $2.30M |
| ERAC USA Finance LLC | 0 | 2,300,000 | 2,300,000 | 0.01% | $2.30M |
| GEN MOTORS FIN | 0 | 2,300,000 | 2,300,000 | 0.01% | $2.26M |
| ONEOK INC | 0 | 2,200,000 | 2,200,000 | 0.01% | $2.20M |
| PHILLIPS 66 | 0 | 2,200,000 | 2,200,000 | 0.01% | $2.20M |
| FIDELITY NATL INFORMATION SVCS | 0 | 2,200,000 | 2,200,000 | 0.01% | $2.19M |
| IRS EUR 3.00000 09/16/26-30Y LCH | 0 | 1 | 1 | 0.01% | $2.05M |
| JAPAN (30 YEAR ISSUE) BONDS 03/54 1.8 | 0 | 474,000,000 | 474,000,000 | 0.01% | $2.02M |
| BECTON DICKINSON+CO. | 0 | 2,000,000 | 2,000,000 | 0.01% | $2.00M |
| GOLDEN BEAR RE LTD SERIES 2026 1 | 0 | 1,850,000 | 1,850,000 | 0.01% | $1.85M |
| FNMA POOL FA3385 FN 07/55 FIXED VAR | 0 | 1,770,330 | 1,770,330 | 0.01% | $1.81M |
| HARLEY DAVIDSON FND CP | 0 | 1,800,000 | 1,800,000 | 0.01% | $1.80M |
| Keurig Dr Pepper Inc | 0 | 1,800,000 | 1,800,000 | 0.01% | $1.79M |
| GENUINE PTS CO DISC COML PAPER | 0 | 1,700,000 | 1,700,000 | 0.01% | $1.70M |
| Fidelity National Information Services Inc | 0 | 1,600,000 | 1,600,000 | 0.01% | $1.60M |
| FNMA POOL BV6439 FN 11/55 FIXED 5.5 | 0 | 1,554,734 | 1,554,734 | 0.01% | $1.60M |
| Societe Generale SA | 0 | 1,600,000 | 1,600,000 | 0.01% | $1.58M |
| Nature Coast Re Ltd | 0 | 1,550,000 | 1,550,000 | 0.01% | $1.55M |
| UMBS Pool, 30 Year | 0 | 1,484,553 | 1,484,553 | 0.01% | $1.51M |
| Keurig Dr Pepper Inc | 0 | 1,500,000 | 1,500,000 | 0.01% | $1.50M |
| HARLEY DAVIDSON FND CP | 0 | 1,500,000 | 1,500,000 | 0.01% | $1.50M |
| United States Treasury Bill | 0 | 1,412,000 | 1,412,000 | 0.00% | $1.40M |
| THE AES CORPORATION | 0 | 1,400,000 | 1,400,000 | 0.00% | $1.40M |
| JABIL INC | 0 | 1,400,000 | 1,400,000 | 0.00% | $1.40M |
| NISSAN MOTOR ACCEPTANCE SR UNSECURED 144A 09/27 VAR | 0 | 1,400,000 | 1,400,000 | 0.00% | $1.39M |
| AVOLON HOLDINGS FUNDING LTD 3.25% 02/15/2027 144A | 0 | 1,400,000 | 1,400,000 | 0.00% | $1.38M |
| EURO-BOBL FUTURE JUN26 | 0 | -547 | -547 | 0.00% | $1.37M |
| Government National Mortgage Association, TBA | 0 | 1,456,000 | 1,456,000 | 0.00% | $1.36M |
| CAPE LOOKOUT RE LTD | 0 | 1,350,000 | 1,350,000 | 0.00% | $1.35M |
| Cape Lookout Re Ltd. | 0 | 1,350,000 | 1,350,000 | 0.00% | $1.35M |
| OCS GROUP HOLDINGS LTD 2026 GBP TERM LOAN B5 | 0 | 1,000,000 | 1,000,000 | 0.00% | $1.32M |
| NextEra Energy Capital Holdings Inc | 0 | 1,300,000 | 1,300,000 | 0.00% | $1.30M |
| Veraison Re Ltd. | 0 | 1,250,000 | 1,250,000 | 0.00% | $1.25M |
| U.S. Treasury Bills | 0 | 1,248,000 | 1,248,000 | 0.00% | $1.24M |
| GENUINE PTS CO DISC COML PAPER | 0 | 1,200,000 | 1,200,000 | 0.00% | $1.20M |
| RFR USD SOFR/3.50000 06/17/26-7Y LCH | 0 | 1 | 1 | 0.00% | $1.16M |
| CDX IG46 5Y ICE | 0 | 1 | 1 | 0.00% | $1.11M |
| PURPLE RE LTD | 0 | 1,100,000 | 1,100,000 | 0.00% | $1.10M |
| AMETEK INC DISC COML | 0 | 1,100,000 | 1,100,000 | 0.00% | $1.10M |
| GENUINE PARTS CO | 0 | 1,100,000 | 1,100,000 | 0.00% | $1.10M |
| Jabil Inc | 0 | 1,100,000 | 1,100,000 | 0.00% | $1.10M |
| JONES LANG LASALLE FIN BV | 0 | 1,100,000 | 1,100,000 | 0.00% | $1.10M |
| FED HM LN PC POOL SL1081 FR 04/55 FIXED 6 | 0 | 979,264 | 979,264 | 0.00% | $1.02M |
| SMITH & NEPHEW | 0 | 1,000,000 | 1,000,000 | 0.00% | $1.01M |
| PFP Ltd., Series 2026-13, Class A | 0 | 1,000,000 | 1,000,000 | 0.00% | $1.00M |
| Vitality Re XVII 2026 Class B | 0 | 1,000,000 | 1,000,000 | 0.00% | $1.00M |
| VICI PROPERTIES / NOTE REGD 144A P/P 4.25000000 | 0 | 1,000,000 | 1,000,000 | 0.00% | $997.44K |
| JAPAN (30 YEAR ISSUE) BONDS 06/54 2.2 | 0 | 210,000,000 | 210,000,000 | 0.00% | $985.26K |
| ROMARK CREDIT FUNDING, LTD. RCF 2021 2A A 144A | 0 | 1,000,000 | 1,000,000 | 0.00% | $952.09K |
| 83208D9Y5 SMB 2026 B C 144A | 0 | 825,000 | 825,000 | 0.00% | $817.63K |
| RFR GBP SONIO/4.75000 03/18/26-30Y LCH | 0 | 1 | 1 | 0.00% | $808.87K |
| DIAMONDBACK ENER | 0 | 800,000 | 800,000 | 0.00% | $806.48K |
| Locke Tavern Re Ltd., Series A | 0 | 800,000 | 800,000 | 0.00% | $800.00K |
| ROGERS COMMUNICATIONS | 0 | 800,000 | 800,000 | 0.00% | $799.20K |
| HNDA F 12/11/26 MTN | 0 | 800,000 | 800,000 | 0.00% | $798.83K |
| NextEra Energy Capital Holdings Inc | 0 | 800,000 | 800,000 | 0.00% | $797.84K |
| Keurig Dr Pepper Inc | 0 | 800,000 | 800,000 | 0.00% | $797.13K |
| EGYPT TREASURY BILL BILLS 10/26 0.00000 | 0 | 46,200,000 | 46,200,000 | 0.00% | $742.87K |
| LOCKE TAVERN RE LTD UNSECURED 144A 04/33 VAR | 0 | 700,000 | 700,000 | 0.00% | $700.00K |
| Keurig Dr Pepper Inc 0% CP 13/04/2026 | 0 | 663,000 | 663,000 | 0.00% | $662.00K |
| 83208D909 SMB 2026 B R 144A | 0 | 4,000 | 4,000 | 0.00% | $655.33K |
| AerCap Ireland Capital Designated Activity Company | 0 | 600,000 | 600,000 | 0.00% | $611.44K |
| GATEWAY RE LTD UNSECURED 144A 07/29 VAR | 0 | 600,000 | 600,000 | 0.00% | $600.00K |
| GENUINE PTS CO DISC COML PAPER | 0 | 600,000 | 600,000 | 0.00% | $599.93K |
| CROWN CASTLE | 0 | 600,000 | 600,000 | 0.00% | $599.51K |
| ERAC USA Finance LLC 0% CP 23/04/2026 | 0 | 600,000 | 600,000 | 0.00% | $598.42K |
| HYUNDAI CAPITAL AMERICA SR UNSECURED 144A 01/28 VAR | 0 | 600,000 | 600,000 | 0.00% | $596.78K |
| ROGERS COMMUNIC | 0 | 600,000 | 600,000 | 0.00% | $592.72K |
| STANLN V6.75 02/08/28 REGS | 0 | 500,000 | 500,000 | 0.00% | $508.93K |
| AMERICAN HONDA F | 0 | 500,000 | 500,000 | 0.00% | $501.85K |
| AMERICAN HONDA F | 0 | 500,000 | 500,000 | 0.00% | $501.00K |
| Citrus Re Ltd., Series A | 0 | 500,000 | 500,000 | 0.00% | $500.00K |
| CITRUS RE LTD | 0 | 500,000 | 500,000 | 0.00% | $500.00K |
| BLACK HILLS CORP COMMERCIAL PAPER (ISITC) | 0 | 500,000 | 500,000 | 0.00% | $499.28K |
| AES CORP DISC 04/13/26 0.00000000 | 0 | 500,000 | 500,000 | 0.00% | $499.26K |
| MPLX LP | 0 | 500,000 | 500,000 | 0.00% | $498.86K |
| EQUINIX INC | 0 | 500,000 | 500,000 | 0.00% | $498.50K |
| AMERICAN HONDA FIN. C FRN | 0 | 500,000 | 500,000 | 0.00% | $497.95K |
Top 300 of 383, by weight.
| Security | Shares Dec 2025 | Shares Mar 2026 | Δ shares | End % | Δ value |
|---|---|---|---|---|---|
| FNCL 6 3/24 | 1,652,000,000 | 0 | -1,652,000,000 | 0.00% | -$1.70B |
| Uniform Mortgage-Backed Security, TBA | 1,398,600,000 | 0 | -1,398,600,000 | 0.00% | -$1.39B |
| Uniform Mortgage-Backed Security, TBA | 1,215,900,000 | 0 | -1,215,900,000 | 0.00% | -$1.26B |
| Uniform Mortgage-Backed Security, TBA | 1,035,040,000 | 0 | -1,035,040,000 | 0.00% | -$1.06B |
| Uniform Mortgage-Backed Security, TBA | 798,632,104 | 0 | -798,632,104 | 0.00% | -$809.11M |
| Uniform Mortgage-Backed Security, TBA | 640,950,000 | 0 | -640,950,000 | 0.00% | -$666.85M |
| Uniform Mortgage-Backed Security, TBA | 613,236,024 | 0 | -613,236,024 | 0.00% | -$581.37M |
| Government National Mortgage Association, TBA | 318,000,000 | 0 | -318,000,000 | 0.00% | -$323.88M |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 296,200,000 | 0 | -296,200,000 | 0.00% | -$305.88M |
| Uniform Mortgage-Backed Security, TBA | 273,000,000 | 0 | -273,000,000 | 0.00% | -$266.29M |
| Government National Mortgage Association, TBA | 197,900,000 | 0 | -197,900,000 | 0.00% | -$192.65M |
| FNCL 5 1/26 | 191,200,000 | 0 | -191,200,000 | 0.00% | -$190.71M |
| FNCL 3 2/26 | 195,681,997 | 0 | -195,681,997 | 0.00% | -$172.97M |
| FNCL 3.5 2/26 | 160,900,000 | 0 | -160,900,000 | 0.00% | -$148.26M |
| GS MORTGAGE BACKED SECURITIES GSMBS 2022 RPL1 A1 144A | 104,461,737 | 0 | -104,461,737 | 0.00% | -$100.61M |
| Government National Mortgage Association, TBA | 78,400,000 | 0 | -78,400,000 | 0.00% | -$78.14M |
| CROWN CASTLE INTL CORP 4(2) 144A DISC NT 1/20/2026 | 47,300,000 | 0 | -47,300,000 | 0.00% | -$47.19M |
| FNCL 6 1/26 | 39,100,000 | 0 | -39,100,000 | 0.00% | -$40.15M |
| G2SF 3 1/26 | 40,231,620 | 0 | -40,231,620 | 0.00% | -$36.16M |
| G2SF 4 1/26 | 36,306,000 | 0 | -36,306,000 | 0.00% | -$34.30M |
| BANCA MONTE DEI PASCHI S REGS 01/26 1.875 | 26,441,000 | 0 | -26,441,000 | 0.00% | -$31.07M |
| Societe Generale SA | 29,000,000 | 0 | -29,000,000 | 0.00% | -$29.02M |
| FNCL 4 1/26 | 28,200,000 | 0 | -28,200,000 | 0.00% | -$26.75M |
| PACIFIC GAS&ELEC | 25,470,000 | 0 | -25,470,000 | 0.00% | -$25.47M |
| FNCL 4.5 1/26 | 25,900,000 | 0 | -25,900,000 | 0.00% | -$25.29M |
| G2SF 5.5 1/25 | 24,250,000 | 0 | -24,250,000 | 0.00% | -$24.49M |
| DATABRICKS INC LAST OUT TERM LOAN | 20,878,821 | 0 | -20,878,821 | 0.00% | -$21.24M |
| G2SF 6.5 1/24 | 19,600,000 | 0 | -19,600,000 | 0.00% | -$20.26M |
| CSMC Trust, Series 2021-RPL7, Class A1 | 20,259,157 | 0 | -20,259,157 | 0.00% | -$20.19M |
| LIBERTY STREET TRUST LBTY 2016 225L E 144A | 20,350,000 | 0 | -20,350,000 | 0.00% | -$18.81M |
| OCCIDENTAL PETE | 17,800,000 | 0 | -17,800,000 | 0.00% | -$18.25M |
| GAZPROM (GAZ CAPITAL SA) SR UNSECURED REGS 03/26 2.5 | 16,200,000 | 0 | -16,200,000 | 0.00% | -$17.90M |
| HCA INC DISC COML PAPER 01/26 ZCP | 17,800,000 | 0 | -17,800,000 | 0.00% | -$17.79M |
| GNMA II POOL MB0481 G2 07/55 FIXED 3.5 | 17,995,176 | 0 | -17,995,176 | 0.00% | -$16.39M |
| CRSNT TRUST CRSNT 2021 MOON B 144A | 16,000,000 | 0 | -16,000,000 | 0.00% | -$15.83M |
| Government National Mortgage Association, TBA | 17,300,000 | 0 | -17,300,000 | 0.00% | -$15.74M |
| G2 MB0088 | 15,770,449 | 0 | -15,770,449 | 0.00% | -$14.37M |
| LIBERTY STREET TRUST LBTY 2016 225L C 144A | 12,990,000 | 0 | -12,990,000 | 0.00% | -$12.58M |
| HENLEY FUNDING LTD. HNLY 7A AR 144A | 10,518,598 | 0 | -10,518,598 | 0.00% | -$12.37M |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 30YR TBA FEB | 13,768,380 | 0 | -13,768,380 | 0.00% | -$12.36M |
| MFRA TRUST MFRA 2022 NQM3 A1 144A | 12,345,779 | 0 | -12,345,779 | 0.00% | -$12.31M |
| Government National Mortgage Association | 14,000,000 | 0 | -14,000,000 | 0.00% | -$12.08M |
| GS MORTGAGE BACKED SECURITIES GSMBS 2022 RPL1 A2 144A | 12,636,000 | 0 | -12,636,000 | 0.00% | -$11.72M |
| G2 MB0420 | 12,040,963 | 0 | -12,040,963 | 0.00% | -$10.97M |
| HCA INC DISC COML PAPER 01/26 ZCP | 10,700,000 | 0 | -10,700,000 | 0.00% | -$10.68M |
| Government National Mortgage Association, TBA | 11,294,000 | 0 | -11,294,000 | 0.00% | -$10.67M |
| CROWN CASTLE INTL CORP | 9,700,000 | 0 | -9,700,000 | 0.00% | -$9.68M |
| LIBERTY STREET TRUST LBTY 2016 225L D 144A | 10,000,000 | 0 | -10,000,000 | 0.00% | -$9.54M |
| TOWER BRIDGE FUNDING TWRBG 2024 1A A 144A | 7,051,111 | 0 | -7,051,111 | 0.00% | -$9.52M |
| CRSNT TRUST CRSNT 2021 MOON C 144A | 9,000,000 | 0 | -9,000,000 | 0.00% | -$8.88M |
| GS MORTGAGE BACKED SECURITIES GSMBS 2022 RPL1 M1 144A | 8,832,000 | 0 | -8,832,000 | 0.00% | -$8.12M |
| NISSAN MOTOR CO SR UNSECURED REGS 09/28 3.201 | 7,000,000 | 0 | -7,000,000 | 0.00% | -$8.10M |
| BOEING CO | 7,600,000 | 0 | -7,600,000 | 0.00% | -$7.59M |
| WESTLAKE AUTOMOBILE RECEIVABLE WLAKE 2025 2A A1 144A | 7,193,374 | 0 | -7,193,374 | 0.00% | -$7.20M |
| FORD CREDIT CANADA CO/CA COMPANY GUAR 02/26 7 | 9,800,000 | 0 | -9,800,000 | 0.00% | -$7.17M |
| Venture Global LNG Inc | 7,000,000 | 0 | -7,000,000 | 0.00% | -$6.97M |
| GS MORTGAGE BACKED SECURITIES GSMBS 2022 RPL1 M2 144A | 7,473,000 | 0 | -7,473,000 | 0.00% | -$6.94M |
| ROMANIA SR UNSECURED 144A 02/34 3.75 | 6,330,000 | 0 | -6,330,000 | 0.00% | -$6.71M |
| FNMA POOL BV2452 FN 06/52 FIXED 3 | 7,042,093 | 0 | -7,042,093 | 0.00% | -$6.24M |
| BMW US CAP. LLC FRN | 5,600,000 | 0 | -5,600,000 | 0.00% | -$5.62M |
| DATABRICKS INC DELAYED DRAW TERM LOAN | 4,621,179 | 0 | -4,621,179 | 0.00% | -$4.70M |
| HARLEY-DAVIDSON MOTORCYCLE TRUST 2024-B SER 2024-B CL A2 REGD 4.62000000 | 4,651,535 | 0 | -4,651,535 | 0.00% | -$4.65M |
| DATABRICKS INC USD DELAYED DRAW TERM LOAN | 4,621,179 | 0 | -4,621,179 | 0.00% | -$4.63M |
| RFR USD SOFR/1.60000 01/16/24-2Y LCH | 1 | 0 | -1 | 0.00% | -$4.63M |
| IRS EUR 3.00000 03/18/26-30Y LCH | 1 | 0 | -1 | 0.00% | -$4.34M |
| Oportun Issuance Trust, Series 2025-A, Class A | 4,300,000 | 0 | -4,300,000 | 0.00% | -$4.30M |
| Government National Mortgage Association, TBA | 4,900,000 | 0 | -4,900,000 | 0.00% | -$4.23M |
| PANTHEON SNR DBT SCNDRS IIIUSD TERM LOAN | 3,800,000 | 0 | -3,800,000 | 0.00% | -$3.80M |
| OCS GROUP HOLDINGS LTD GBP TERM LOAN B | 2,700,000 | 0 | -2,700,000 | 0.00% | -$3.65M |
| FUT. EURO-BUND EUX MAR26 | -1,717 | 0 | 1,717 | 0.00% | -$3.43M |
| EAST LANE RE VII LTD UNSECURED 144A 03/26 VAR | 2,800,000 | 0 | -2,800,000 | 0.00% | -$2.85M |
| UKG 10YR FUT G H6 03-27-26 | 3,119 | 0 | -3,119 | 0.00% | -$2.82M |
| PRJCT ALFA INVSTINDUSTRAL VIII 2025 EUR TERM LOAN 2 | 2,173,500 | 0 | -2,173,500 | 0.00% | -$2.55M |
| Pagaya AI Debt Trust 2025-4 | 2,480,924 | 0 | -2,480,924 | 0.00% | -$2.48M |
| RFR USD SOFR/2.30000 01/17/24-2Y LCH | 1 | 0 | -1 | 0.00% | -$2.48M |
| MF1 MULTIFAMILY HOUSING MORTGA MF1 2022 FL10 A 144A | 2,344,741 | 0 | -2,344,741 | 0.00% | -$2.35M |
| STARWOOD COMMERCIAL MORTGAGE T STWD 2021 HTS D 144A | 2,213,277 | 0 | -2,213,277 | 0.00% | -$2.21M |
| TIAA CLO LTD TIA 2018 1A A1AR 144A | 2,181,192 | 0 | -2,181,192 | 0.00% | -$2.18M |
| Government National Mortgage Association | 2,378,658 | 0 | -2,378,658 | 0.00% | -$2.17M |
| Carlyle Global Market Strategies CLO Ltd., Series 2015-1A, Class AR3 | 2,055,196 | 0 | -2,055,196 | 0.00% | -$2.06M |
| NSANY 2 03/09/26 | 2,000,000 | 0 | -2,000,000 | 0.00% | -$1.99M |
| SOUTHERN GAS CORRIDOR REGD REG S 6.87500000 | 1,900,000 | 0 | -1,900,000 | 0.00% | -$1.92M |
| RFR GBP SONIO/3.75000 09/17/25-5Y LCH | 1 | 0 | -1 | 0.00% | -$1.86M |
| Hyundai Auto Lease Securitization Trust, Series 2023-C, Class A3 | 1,796,967 | 0 | -1,796,967 | 0.00% | -$1.80M |
| WESTLAKE AUTOMOBILE RECEIVABLE WLAKE 2024 2A A2A 144A | 1,749,117 | 0 | -1,749,117 | 0.00% | -$1.75M |
| LINEAGE OP LP REGD 144A P/P 5.25000000 | 1,600,000 | 0 | -1,600,000 | 0.00% | -$1.62M |
| SPACE COAST CREDIT UNION SCCU 2024 1A A2 144A | 1,586,155 | 0 | -1,586,155 | 0.00% | -$1.59M |
| Exeter Automobile Receivables Trust 2025-2 | 1,506,535 | 0 | -1,506,535 | 0.00% | -$1.51M |
| LCM LOAN INCOME FUND LTD LCMLF 1A A 144A | 1,392,647 | 0 | -1,392,647 | 0.00% | -$1.39M |
| Porsche Innovative Lease Owner Trust 2024-1 | 1,271,287 | 0 | -1,271,287 | 0.00% | -$1.27M |
| DEUTSCHE BANK NY | 1,332,000 | 0 | -1,332,000 | 0.00% | -$1.27M |
| Chase Auto Owner Trust 2024-4 | 1,264,707 | 0 | -1,264,707 | 0.00% | -$1.27M |
| Exeter Automobile Receivables Trust, Series 2024-4A, Class A3 | 1,195,244 | 0 | -1,195,244 | 0.00% | -$1.20M |
| SFRFP 6.875 07/15/32 144A | 1,189,170 | 0 | -1,189,170 | 0.00% | -$1.14M |
| PENFED AUTO RECEIVABLES OWNER PNFED 2024 A A2 144A | 1,111,805 | 0 | -1,111,805 | 0.00% | -$1.11M |
| XIB 0 03/03/26 | 1,064,000 | 0 | -1,064,000 | 0.00% | -$1.06M |
| ROLLS ROYCE PLC COMPANY GUAR REGS 02/26 4.625 | 889,000 | 0 | -889,000 | 0.00% | -$1.05M |
| OCTAGON INVESTMENT PARTNERS LT OCT18 2018 18A A1A 144A | 1,026,718 | 0 | -1,026,718 | 0.00% | -$1.03M |
| CPS AUTO TRUST CPS 2024 C A 144A | 954,752 | 0 | -954,752 | 0.00% | -$955.89K |
| U.S. Treasury Bills | 830,000 | 0 | -830,000 | 0.00% | -$822.89K |
| UMBS | 810,657 | 0 | -810,657 | 0.00% | -$718.64K |
| GNMA II POOL MB0304 G2 04/55 FIXED 3.5 | 780,134 | 0 | -780,134 | 0.00% | -$710.74K |
| FINASTRA USA INC 2023 TERM LOAN | 668,884 | 0 | -668,884 | 0.00% | -$673.90K |
| WLAKE 2024-1A A3 144A 5.44% 05-17-27 | 672,963 | 0 | -672,963 | 0.00% | -$673.36K |
| FGBM Mar 2026 | -577 | 0 | 577 | 0.00% | -$583.72K |
| UMBS | 620,602 | 0 | -620,602 | 0.00% | -$550.32K |
| Carvana Auto Receivables Trust, Series 2023-P1, Class A3 | 541,476 | 0 | -541,476 | 0.00% | -$542.44K |
| WOSAT 2024-A A2A 5.37% 02-15-28 | 530,330 | 0 | -530,330 | 0.00% | -$530.67K |
| FORD MOTOR CRED | 500,000 | 0 | -500,000 | 0.00% | -$501.15K |
| FCCU AUTO RECEIVABLES TRUST FCCU 2024 1A A2 144A | 480,178 | 0 | -480,178 | 0.00% | -$480.55K |
| CHASE AUTO OWNER TRUST CHAOT 2024 3A A2 144A | 440,812 | 0 | -440,812 | 0.00% | -$441.23K |
| Newark BSL CLO Ltd., Series 2017-1A, Class A1R | 362,388 | 0 | -362,388 | 0.00% | -$362.56K |
| GRNST 2024-1A A2 | 359,113 | 0 | -359,113 | 0.00% | -$359.29K |
| ALTICE FRANCE SA SR SECURED 144A 10/30 4.75 | 308,040 | 0 | -308,040 | 0.00% | -$341.30K |
| U.S. Treasury Bills | 304,000 | 0 | -304,000 | 0.00% | -$302.04K |
| SFRFP 6.5 10/15/31 144A | 308,040 | 0 | -308,040 | 0.00% | -$292.76K |
| ALTICE FRANCE SA SR SECURED 144A 11/29 7.25 | 231,030 | 0 | -231,030 | 0.00% | -$270.58K |
| SDART 2024-1 A3 | 269,592 | 0 | -269,592 | 0.00% | -$269.77K |
| BONANZA RE LTD UNSECURED 144A 01/26 VAR | 250,000 | 0 | -250,000 | 0.00% | -$249.58K |
| RFR USD SOFR/3.37500 03/31/26-4Y* LCH | 1 | 0 | -1 | 0.00% | -$167.04K |
| COUNTRY GARDEN HLDGS SR SECURED REGS 07/26 2.7 | 1,400,000 | 0 | -1,400,000 | 0.00% | -$133.53K |
| COUNTRY GARDEN HLDGS SR SECURED REGS 10/30 3.875 | 700,000 | 0 | -700,000 | 0.00% | -$70.00K |
| CIFI HOLDINGS GROUP COMPANY GUAR REGS 11/24 6.45 | 600,000 | 0 | -600,000 | 0.00% | -$56.00K |
| G2 MB0143 | 59,743 | 0 | -59,743 | 0.00% | -$54.46K |
| CIFI HOLDINGS GROUP COMPANY GUAR REGS 04/27 4.375 | 300,000 | 0 | -300,000 | 0.00% | -$28.50K |
| CIFI HOLDINGS GROUP COMPANY GUAR REGS 07/25 6 | 200,000 | 0 | -200,000 | 0.00% | -$20.50K |
| CIFI HOLDINGS GROUP COMPANY GUAR REGS 10/25 5.95 | 200,000 | 0 | -200,000 | 0.00% | -$20.14K |
| CIFI HOLDINGS GROUP COMPANY GUAR REGS 08/26 4.45 | 200,000 | 0 | -200,000 | 0.00% | -$18.75K |
| U.S. Treasury Bills | 17,000 | 0 | -17,000 | 0.00% | -$16.96K |
| State of Illinois, Series 5 | 14,286 | 0 | -14,286 | 0.00% | -$15.56K |
| GSAA Home Equity Trust, Series 2007-8, Class A3 | 8,767 | 0 | -8,767 | 0.00% | -$8.72K |
| FUT. EURO BUXL BND MAR26 | -4 | 0 | 4 | 0.00% | -$8.22K |
| U.S. Treasury Bills | 3,000 | 0 | -3,000 | 0.00% | -$2.98K |
| FUT. EURX E-SCHATZ MAR26 | -4 | 0 | 4 | 0.00% | -$689 |
| FNMA POOL 335339 FN 02/26 FIXED 6.5 | 19 | 0 | -19 | 0.00% | -$19 |
| FNMA POOL 562567 FN 02/31 FIXED 6.5 | 15 | 0 | -15 | 0.00% | -$16 |
| RFR GBP SONIO/4.00000 09/17/25-10Y LCH | 1 | 0 | -1 | 0.00% | $6.58K |
| RFR GBP SONIO/4.50000 09/17/25-30Y LCH | 1 | 0 | -1 | 0.00% | $141.31K |
| IRS EUR 2.75000 03/18/26-10Y LCH | 1 | 0 | -1 | 0.00% | $361.47K |
| ZCS BRL 9.93932 08/07/23-01/02/26 CME | 1 | 0 | -1 | 0.00% | $472.05K |
| ZCS BRL 9.89906 08/03/23-01/02/26 CME | 2 | 0 | -2 | 0.00% | $955.30K |
| FNCL 2 1/26 | -1,200,000 | 0 | 1,200,000 | 0.00% | $970.31K |
| ZCS BRL 10.10457 07/28/23-01/02/26 CME | 1 | 0 | -1 | 0.00% | $1.11M |
| ZCS BRL 10.08501 08/01/23-01/02/26 CME | 1 | 0 | -1 | 0.00% | $1.13M |
| ZCS BRL 10.05205 08/02/23-01/02/26 CME | 1 | 0 | -1 | 0.00% | $1.15M |
| Uniform Mortgage-Backed Security, TBA | -3,650,000 | 0 | 3,650,000 | 0.00% | $2.82M |
| IRS EUR 2.50000 03/18/26-5Y LCH | 1 | 0 | -1 | 0.00% | $4.33M |
| FNCI 2 1/26 | -17,200,000 | 0 | 17,200,000 | 0.00% | $15.93M |
| FNCL 2.5 1/26 | -34,320,000 | 0 | 34,320,000 | 0.00% | $29.02M |
| Uniform Mortgage-Backed Security, TBA | -358,680,000 | 0 | 358,680,000 | 0.00% | $303.22M |
| Security | Shares Dec 2025 | Shares Mar 2026 | Δ shares | End % | Δ value |
|---|---|---|---|---|---|
| PIMCO PRV SHORT TERM FLT III MUTUAL FUND | 379,742,534 | 384,935,632 | 5,193,097 | 13.02% | $49.82M |
| LETRA TESOURO NACIONAL BILLS 07/26 0.00000 | 1,285,300,000 | 2,070,500,000 | 785,200,000 | 1.34% | $167.40M |
| JAPAN (30 YEAR ISSUE) BONDS 09/55 3.2 | 4,692,800,000 | 9,571,750,000 | 4,878,950,000 | 0.19% | $26.38M |
| REPUBLIC OF SOUTH AFRICA BONDS 02/35 8.875 | 686,600,000 | 800,500,000 | 113,900,000 | 0.16% | $3.22M |
| ENVISION HEALTHCARE CORPORTION 2023 LAST OUT TERM LOAN | 37,020,586 | 37,628,992 | 608,407 | 0.13% | $626.66K |
| SAGB 7 02/28/31 R213 | 572,900,000 | 581,600,000 | 8,700,000 | 0.11% | -$1.63M |
| FORD MOTOR CRED | 22,200,000 | 23,700,000 | 1,500,000 | 0.08% | $1.35M |
| ALTICE FRANCE SA 2025 EXT TERM LOAN B14 | 17,576,822 | 23,138,642 | 5,561,820 | 0.08% | $5.64M |
| ANCHORAGE CREDIT FUNDING LTD. ANCHF 2025 19A A 144A | 12,500,000 | 22,500,000 | 10,000,000 | 0.08% | $9.80M |
| REPUBLIC OF SOUTH AFRICA BONDS 01/37 8.5 | 246,200,000 | 369,200,000 | 123,000,000 | 0.07% | $5.61M |
| BARCLAYS PLC | 18,300,000 | 18,600,000 | 300,000 | 0.07% | $162.61K |
| WELLS FARGO CO | 300,000 | 13,000,000 | 12,700,000 | 0.04% | $12.60M |
| JAPAN (30 YEAR ISSUE) BONDS 03/55 2.4 | 317,000,000 | 2,043,300,000 | 1,726,300,000 | 0.03% | $8.33M |
| ENVISION HEALTHCARE CORPORTION 2023 1ST LIEN FIRST OUT TL | 9,594,506 | 9,752,185 | 157,679 | 0.03% | $157.68K |
| FORD MOTOR CRED | 7,400,000 | 7,900,000 | 500,000 | 0.03% | $475.44K |
| Asset Backed Securities Corp Home Equity Loan Trust Series AEG 2006-HE1 | 8,121,485 | 8,168,260 | 46,775 | 0.03% | $18.45K |
| RFR USD SOFR/2.18000 07/23/32-30Y LCH | 0 | 39,800,000 | 39,800,000 | 0.03% | $7.38M |
| JAPAN (30 YEAR ISSUE) BONDS 09/54 2.1 | 760,900,000 | 1,577,450,000 | 816,550,000 | 0.03% | $3.48M |
| JAPAN (30 YEAR ISSUE) BONDS 12/54 2.3 | 868,000,000 | 1,427,950,000 | 559,950,000 | 0.02% | $2.38M |
| SOFI CONSUMER LOAN PROGRAM TRU SCLP 2025 C R | 4,363,964 | 5,091,146 | 727,182 | 0.02% | $536.07K |
| SPECIALTY UNDERWRITING + RESID SURF 2006 AB1 M1 | 5,794,917 | 5,795,318 | 401 | 0.02% | $54.03K |
| REPUBLIC OF SOUTH AFRICA BONDS 01/40 9 | 55,000,000 | 94,800,000 | 39,800,000 | 0.02% | $1.94M |
| VICI PROPERTIES / NOTE REGD 144A P/P 4.50000000 | 4,600,000 | 5,200,000 | 600,000 | 0.02% | $589.21K |
| RFR USD SOFR/2.11000 07/28/32-30Y LCH | 0 | 25,800,000 | 25,800,000 | 0.02% | $4.70M |
| RFR USD SOFR/2.17000 07/21/32-30Y LCH | 0 | 26,000,000 | 26,000,000 | 0.01% | $4.20M |
| RFR USD SOFR/2.40000 07/22/27-30Y LCH | 0 | 26,000,000 | 26,000,000 | 0.01% | $4.02M |
| PACIFIC GAS&ELEC | 1,510,000 | 3,910,000 | 2,400,000 | 0.01% | $2.37M |
| SOUTH AFRICAN T BILLS BILLS 10/26 0.00000 | 25,300,000 | 58,880,000 | 33,580,000 | 0.01% | $1.90M |
| COUNTRYWIDE ALTERNATIVE LOAN T CWALT 2007 9T1 2A3 | 7,989,749 | 7,989,753 | 4 | 0.01% | -$45.28K |
| HSI ASSET SECURITIZATION CORPO HASC 2005 NC1 M4 | 3,228,184 | 3,234,983 | 6,799 | 0.01% | $16.56K |
| BARCLAYS PLC | 1,900,000 | 2,700,000 | 800,000 | 0.01% | $791.41K |
| SANUK V2.469 01/11/28 | 2,200,000 | 2,500,000 | 300,000 | 0.01% | $296.00K |
| RFR USD SOFR/3.59204 03/31/26-7Y* LCH | 5 | 7 | 2 | 0.01% | $1.69M |
| BCAP LLC TRUST BCAP 2009 RR4 1A2 144A | 7,421,898 | 7,421,922 | 24 | 0.01% | -$9.23K |
| COUNTRYWIDE ALTERNATIVE LOAN T CWALT 2006 OA12 A1C | 924,649 | 925,818 | 1,169 | 0.00% | $3.67K |
| RFR USD SOFR/4.16066 03/31/26-28Y* LCH | 5 | 10 | 5 | 0.00% | -$1.08M |
| T/L LEALAND FINANCE COMPANY B V REGD 0.00000000 | 678,977 | 684,082 | 5,105 | 0.00% | $41.33K |
| MEXICAN UDIBONOS BONDS 11/28 4 | 8,406,299 | 8,521,752 | 115,452 | 0.00% | $7.02K |
| COUNTRYWIDE ALTERNATIVE LOAN T CWALT 2006 2CB A9 | 368,344 | 368,680 | 336 | 0.00% | -$2.76K |
| DSLA MORTGAGE LOAN TRUST DSLA 2006 AR2 2AB3 | 256,845 | 256,942 | 97 | 0.00% | $576 |
| MEXICAN UDIBONOS BONDS 12/26 3 | 2,166,572 | 2,196,328 | 29,756 | 0.00% | $2.56K |
| MEXICAN UDIBONOS BONDS 08/34 4 | 329,319 | 333,842 | 4,523 | 0.00% | -$98 |
| COUNTRYWIDE ALTERNATIVE LOAN T CWALT 2006 2CB A14 | 38,043 | 38,077 | 35 | 0.00% | -$262 |
| RFR USD SOFR/3.75000 03/18/26-7Y LCH | 1 | 2 | 1 | 0.00% | -$890.33K |
| Security | Shares Dec 2025 | Shares Mar 2026 | Δ shares | End % | Δ value |
|---|---|---|---|---|---|
| US ULTRA BOND CBT Sep25 | 2,075,788,721 | 1,311,394,989 | -764,393,732 | 4.97% | -$428.19M |
| CITIGROUP MORTGAGE LOAN TRUST CMLTI 2022 RP1 PT 144A | 272,561,273 | 265,481,385 | -7,079,888 | 0.81% | -$8.91M |
| U.S. Treasury Inflation-Protected Indexed Notes | 203,487,087 | 203,243,923 | -243,164 | 0.71% | -$55.43K |
| GS MORTGAGE BACKED SECURITIES GSMBS 2022 RPL4 PT 144A | 211,149,113 | 207,274,943 | -3,874,170 | 0.62% | -$5.49M |
| FED HM LN PC POOL RA4240 FR 01/51 FIXED 2.5 | 166,466,878 | 164,109,059 | -2,357,819 | 0.48% | -$2.71M |
| JP MORGAN MORTGAGE TRUST JPMMT 2025 CES3 PT 144A | 123,297,452 | 117,572,765 | -5,724,687 | 0.44% | -$8.15M |
| FINANCE OF AMERICA STRUCTURED SECURITIES TRUST SER | 110,433,828 | 109,773,136 | -660,692 | 0.37% | -$833.74K |
| U.S. TREASURY INFLATION-PROTECTED SECURITIES 1.375 07/15/33 | 94,130,380 | 94,017,118 | -113,262 | 0.32% | $152.08K |
| U.S. TREASURY INFLATION-PROTECTED SECURITIES 0-5/8% 07/15/2032 | 95,815,575 | 95,701,005 | -114,570 | 0.31% | $403.99K |
| FN MA5217 | 100,094,739 | 84,452,186 | -15,642,554 | 0.30% | -$16.68M |
| U.S. TREASURY INFLATION-PROTECTED SECURITIES 0-1/8% 07/15/2031 | 76,462,659 | 76,370,767 | -91,892 | 0.25% | $509.26K |
| FINANCE OF AMERICA STRUCTURED FASST 2025 S2 A1 144A | 70,819,275 | 70,526,822 | -292,453 | 0.24% | -$374.95K |
| Uniform Mortgage-Backed Securities | 77,631,468 | 65,221,420 | -12,410,048 | 0.23% | -$13.22M |
| U.S. TREASURY INFLATION-PROTECTED SECURITIES .25% 07/15/29 | 68,098,674 | 68,016,822 | -81,852 | 0.23% | $542.14K |
| TOWD POINT MTGE. TS 3.75% | 70,746,267 | 68,753,173 | -1,993,094 | 0.23% | -$2.75M |
| FNMA POOL MA5703 FN 05/55 FIXED 7 | 71,978,662 | 60,610,710 | -11,367,953 | 0.22% | -$12.00M |
| TRANSDIGM TERM J 1LN 02/28/2031 | 60,741,611 | 60,587,445 | -154,167 | 0.21% | -$374.55K |
| U.S. TREASURY INFLATION-PROTECTED SECURITIES 0-1/8% 07/15/2026 | 57,459,051 | 57,390,102 | -68,949 | 0.20% | $1.09M |
| State of Kuwait | 75,200,000 | 58,700,000 | -16,500,000 | 0.20% | -$17.49M |
| SOFI CONSUMER LOAN PROGRAM TRU SCLP 2025 B A | 68,894,571 | 53,964,955 | -14,929,616 | 0.19% | -$15.10M |
| SMB PRIVATE EDUCATION LOAN TRUST 2025-C SER 2025-C CL A1A REGD 144A P/P 4.96000000 | 53,185,096 | 51,314,666 | -1,870,431 | 0.18% | -$1.90M |
| FNMA POOL MA5011 FN 05/53 FIXED 6 | 51,895,778 | 47,908,995 | -3,986,783 | 0.17% | -$4.51M |
| U.S. Treasury Notes | 40,300,290 | 40,252,222 | -48,068 | 0.14% | $154.66K |
| U.S. TREASURY INFLATION-PROTECTED SECURITIES 0-1/8% 10/15/2026 | 39,678,948 | 39,631,329 | -47,619 | 0.14% | $661.37K |
| U.S. TREASURY INFLATION-PROTECTED SECURITIES .875% 01/15/2029 | 39,888,413 | 39,840,467 | -47,946 | 0.14% | $276.57K |
| NSLT 2025-CA A1A | 42,335,428 | 39,727,945 | -2,607,483 | 0.14% | -$2.89M |
| CIM TRUST CIM 2022 R3 A1 144A | 41,488,575 | 40,059,935 | -1,428,640 | 0.14% | -$1.92M |
| SFS AUTO RECEIVABLES SECURITIZ SFAST 2025 2A A2 144A | 52,527,755 | 37,319,251 | -15,208,504 | 0.13% | -$15.26M |
| FNMA POOL MA4129 FN 09/40 FIXED 2.5 | 40,597,934 | 39,645,039 | -952,894 | 0.13% | -$951.25K |
| NSLT 2025-BA A1A | 37,428,424 | 35,243,544 | -2,184,881 | 0.12% | -$2.47M |
| WOODWARD CAPITAL MANAGEMENT RCKT 2025 CES10 A1A 144A | 33,975,708 | 31,961,608 | -2,014,099 | 0.11% | -$2.26M |
| MORGAN STANLEY CAPITAL INC MSAC 2007 HE7 A1 | 33,975,642 | 32,662,797 | -1,312,845 | 0.11% | -$1.31M |
| HITR 2019-2A A1 144A 3MLIB+176BP | 31,877,152 | 31,007,301 | -869,851 | 0.11% | -$864.92K |
| NSANY 4.345 09/17/27 144A | 32,870,000 | 31,470,000 | -1,400,000 | 0.11% | -$1.81M |
| PROJECT FLASH TERM LOAN 1 | 32,708,274 | 29,926,791 | -2,781,483 | 0.10% | -$2.78M |
| U.S. Treasury Inflation-Protected Notes 1.75%, Due 01/15/2034 | 29,870,850 | 29,835,036 | -35,814 | 0.10% | $7.56K |
| PROJECT FLASH DELAYED DRAW TERM LOAN 2 | 32,350,786 | 29,707,865 | -2,642,922 | 0.10% | -$2.64M |
| FR SD8527 | 33,318,291 | 27,859,766 | -5,458,525 | 0.10% | -$5.77M |
| PROJECT FLASH TERM LOAN | 31,940,940 | 29,158,671 | -2,782,269 | 0.10% | -$2.78M |
| SLM STUDENT LOAN TRUST SLMA 2012 5 A3 | 29,759,945 | 28,699,658 | -1,060,287 | 0.10% | -$1.22M |
| TOWD POINT MORTGAGE FUNDING TPMF 2024 GR6A A1 144A | 23,121,050 | 21,477,709 | -1,643,341 | 0.10% | -$2.75M |
| TPMT 2024-5 A1A | 29,746,075 | 28,525,295 | -1,220,780 | 0.10% | -$1.57M |
| FR SD8431 | 29,985,841 | 28,023,104 | -1,962,737 | 0.10% | -$2.25M |
| FNMA POOL FM5035 FN 07/50 FIXED VAR | 29,054,525 | 28,365,863 | -688,662 | 0.09% | -$898.55K |
| PRPM 2025-RPL5 LLC | 28,600,000 | 27,295,920 | -1,304,080 | 0.09% | -$1.45M |
| BEAR STEARNS ASSET BACKED SECU BSABS 2007 HE7 1A2 | 26,453,371 | 25,307,455 | -1,145,916 | 0.09% | -$1.07M |
| Soundview Home Loan Trust, Series 2007-OPT1, Class 1A1 | 37,466,684 | 36,815,092 | -651,591 | 0.09% | -$521.03K |
| SOFI CONSUMER LOAN PROGRAM TRU SCLP 2025 C A | 31,235,183 | 24,633,696 | -6,601,487 | 0.09% | -$6.67M |
| FR SD8331 | 25,592,646 | 24,311,880 | -1,280,766 | 0.09% | -$1.51M |
| CIT Mortgage Loan Trust, Series 2007-1, Class 1M1 | 25,553,262 | 24,108,179 | -1,445,083 | 0.08% | -$1.51M |
| VENTURE GLOBAL LNG INC SR SECURED 144A 06/28 8.125 | 23,500,000 | 23,300,000 | -200,000 | 0.08% | $25.01K |
| FN MA5273 | 26,917,354 | 22,496,364 | -4,420,989 | 0.08% | -$4.69M |
| WATR ISSUER TRUST WATR 2025 2 A 144A | 26,184,854 | 23,236,400 | -2,948,454 | 0.08% | -$3.22M |
| SBNA Auto Lease Trust, Series 2024-C, Class A3 | 29,211,958 | 22,507,409 | -6,704,549 | 0.08% | -$6.75M |
| SOFTBANK VISION FUND II TRANCHE B1 TERM LOAN | 21,778,891 | 21,038,160 | -740,731 | 0.07% | -$486.88K |
| WATR ISSUER TRUST WATR 2025 1 A 144A | 22,731,793 | 20,575,232 | -2,156,561 | 0.07% | -$2.43M |
| FNMA POOL CA8139 FN 12/50 FIXED 2.5 | 24,447,383 | 24,184,288 | -263,095 | 0.07% | -$331.95K |
| Drive Auto Receivables Trust 2025-2 | 29,700,000 | 20,317,821 | -9,382,179 | 0.07% | -$9.40M |
| SMB Private Education Loan Trust, Series 2024-D, Class A1B | 21,357,455 | 20,259,376 | -1,098,079 | 0.07% | -$967.74K |
| FN MA5421 | 22,523,000 | 19,751,152 | -2,771,848 | 0.07% | -$3.00M |
| WLAKE 2025-2A A2A 144A 4.66% 09-15-28 | 24,200,000 | 20,003,638 | -4,196,362 | 0.07% | -$4.24M |
| SoFi Consumer Loan Program Trust, Series 2025-2, Class A | 26,220,963 | 19,886,861 | -6,334,102 | 0.07% | -$6.42M |
| FR SD8447 | 22,012,544 | 19,222,308 | -2,790,236 | 0.07% | -$3.00M |
| Carvana Co. | 19,452,957 | 17,852,957 | -1,600,000 | 0.07% | -$2.65M |
| Uniform Mortgage-Backed Securities | 23,100,040 | 22,692,288 | -407,752 | 0.07% | -$448.18K |
| PRETIUM MORTGAGE CREDIT PARTNE PRET 2025 RPL4 A1 144A | 20,259,498 | 19,755,566 | -503,932 | 0.07% | -$759.32K |
| Freddie Mac Pool | 22,058,384 | 21,622,406 | -435,978 | 0.06% | -$485.21K |
| GMCAR 2024-3 A3 | 20,400,000 | 17,912,078 | -2,487,922 | 0.06% | -$2.58M |
| U.S. TREASURY INFLATION-PROTECTED SECURITIES 1.50% 2/15/2053 | 22,783,696 | 22,756,448 | -27,248 | 0.06% | -$321.53K |
| CITIGROUP MORTGAGE LOAN TRUST CMLTI 2025 RP4 A1 144A | 19,124,389 | 18,757,883 | -366,506 | 0.06% | -$834.57K |
| U.S. Treasury Inflation Linked Bonds | 24,339,200 | 24,310,044 | -29,156 | 0.06% | -$301.22K |
| SMB Private Education Loan Trust (Private Loans) 5.02 03/17/2053 | 17,202,580 | 16,488,625 | -713,955 | 0.06% | -$845.39K |
| FNMA POOL CA8513 FN 01/51 FIXED 2.5 | 19,231,806 | 18,925,220 | -306,585 | 0.06% | -$345.01K |
| CWABS INC ASSET-BACKED CERTIFICATES SERIES 2007-12 SER 2007-12 CL 1A1 V/R REGD 4.80876000 | 17,496,877 | 16,213,341 | -1,283,536 | 0.06% | -$1.36M |
| SOFI CONSUMER LOAN PROGRAM TRU SCLP 2025 A A 144A | 20,780,002 | 15,894,221 | -4,885,781 | 0.06% | -$4.94M |
| SOFI CONSUMER LOAN PROGRAM TRU SCLP 2025 B R | 13,551,738 | 13,019,077 | -532,661 | 0.05% | -$1.06M |
| Bear Stearns Asset Backed Securities I Trust 2005-HE8 | 15,607,894 | 15,198,807 | -409,087 | 0.05% | -$348.80K |
| CSMC Mortgage-Backed Trust, Series 2007-6, Class A1 | 27,970,468 | 27,732,993 | -237,476 | 0.05% | -$424.32K |
| J.P. Morgan Mortgage Trust, Series 2025-NQM4, Class A1 | 16,214,336 | 15,396,370 | -817,966 | 0.05% | -$894.79K |
| NOMURA RESECURITIZATION TRUST NMRR 2018 1R 2A1 144A | 16,483,697 | 15,745,495 | -738,202 | 0.05% | -$710.27K |
| HDMOT 2024-B A3 | 15,700,000 | 14,961,724 | -738,276 | 0.05% | -$779.72K |
| UMBS | 16,899,670 | 14,372,808 | -2,526,862 | 0.05% | -$2.70M |
| ENVALIOR FINANCE GMBH USD TERM LOAN B1 | 16,246,448 | 16,205,832 | -40,616 | 0.05% | -$917.60K |
| TOWD POINT MORTGAGE TRUST TPMT 2025 CES3 A1A 144A | 15,342,732 | 14,237,347 | -1,105,385 | 0.05% | -$1.19M |
| FHLMC Pool, 30 Year | 14,703,606 | 14,365,954 | -337,652 | 0.05% | -$493.63K |
| ONSLOW BAY FINANCIAL LLC OBX 2025 R1 A1 144A | 14,541,164 | 14,204,571 | -336,593 | 0.05% | -$410.10K |
| UMBS | 14,157,090 | 13,900,723 | -256,367 | 0.05% | -$400.46K |
| MF1 MULTIFAMILY HOUSING MORTGA MF1 2022 FL9 A 144A | 18,284,124 | 13,371,171 | -4,912,954 | 0.05% | -$4.92M |
| Park Place Securities Inc Series 2005-WCW1 | 14,159,148 | 13,421,595 | -737,553 | 0.05% | -$720.71K |
| UMBS | 15,276,722 | 15,042,889 | -233,833 | 0.05% | -$296.26K |
| UNITI GRP. LP / UNI 6.50% | 14,653,000 | 13,553,000 | -1,100,000 | 0.05% | -$911.99K |
| Carvana Auto Receivables Trust, Series 2025-P2, Class A2 | 19,079,153 | 13,119,809 | -5,959,344 | 0.05% | -$5.98M |
| CHASE AUTO OWNER TRUST CHAOT 2024 2A A3 144A | 15,558,022 | 12,943,090 | -2,614,931 | 0.05% | -$2.70M |
| UNTD AIR 20-1 A | 13,364,292 | 12,796,326 | -567,967 | 0.05% | -$694.14K |
| Venture Global LNG, Inc. | 21,800,000 | 11,700,000 | -10,100,000 | 0.04% | -$9.96M |
| FNMA POOL CA8140 FN 12/50 FIXED 2.5 | 15,121,352 | 14,756,319 | -365,033 | 0.04% | -$376.33K |
| J.P. Morgan Mortgage Trust, Series 2022-DSC1, Class A1 | 13,125,038 | 12,669,881 | -455,156 | 0.04% | -$496.60K |
| FNMA POOL FA0032 FN 12/54 FIXED VAR | 12,713,431 | 12,504,493 | -208,938 | 0.04% | -$345.53K |
| WOODWARD CAPITAL MANAGEMENT RCKT 2025 CES11 A1A 144A | 13,084,621 | 12,504,247 | -580,375 | 0.04% | -$674.48K |
| FNMA POOL BQ2373 FN 09/50 FIXED 2.5 | 14,575,550 | 14,468,370 | -107,180 | 0.04% | -$154.85K |
| CFMT 2024-RM5 A 144A FRN 10-25-54 | 12,718,478 | 12,562,388 | -156,091 | 0.04% | -$207.72K |
| U.S. TREASURY INFLATION-PROTECTED SECURITIES 0-3/4% 07/15/2028 | 12,264,459 | 12,249,803 | -14,655 | 0.04% | $97.27K |
| FN MA5248 | 14,064,542 | 11,776,649 | -2,287,894 | 0.04% | -$2.44M |
| VERUS SECURITIZATION TRUST VERUS 2025 12 A1FC 144A | 12,500,000 | 12,215,790 | -284,210 | 0.04% | -$343.82K |
| ROMANIA ROMANIA | 10,700,000 | 10,600,000 | -100,000 | 0.04% | -$761.93K |
| FINANCE OF AMERICA HECM BUYOUT FAHB 2025 HB1 A 144A | 13,287,315 | 12,091,354 | -1,195,961 | 0.04% | -$1.27M |
| SMB PRIVATE EDUCATION LOAN TRUST 2022-B SER 2022-B CL A1B V/R REGD 144A P/P 5.59202000 | 12,509,335 | 11,848,895 | -660,440 | 0.04% | -$668.77K |
| USB AUTO OWNER TRUST USCAR 2025 1A A2 144A | 17,100,050 | 11,935,189 | -5,164,861 | 0.04% | -$5.19M |
| GS Mortgage-Backed Securities Trust, Series 2025-RPL3, Class A1 | 12,513,856 | 12,209,274 | -304,582 | 0.04% | -$382.25K |
| CARRINGTON MORTGAGE LOAN TRUST CARR 2005 NC3 M4 | 13,141,581 | 11,754,961 | -1,386,620 | 0.04% | -$1.37M |
| FN MA5140 | 12,772,293 | 11,382,625 | -1,389,668 | 0.04% | -$1.50M |
| SMB PRIVATE EDUCATION LOAN TRUST 2022-B SER 2022-B CL A1A REGD 144A P/P 3.94000000 | 12,509,335 | 11,848,895 | -660,440 | 0.04% | -$767.79K |
| Chase Auto Owner Trust, Series 2024-3A, Class A3 | 13,000,000 | 11,182,578 | -1,817,422 | 0.04% | -$1.88M |
| SMB Private Education Loan Trust (Private Loans) 5.50 06/17/2052 | 11,492,784 | 10,850,334 | -642,450 | 0.04% | -$733.69K |
| DEUTSCHE ALT A SECURITIES INC DBALT 2007 OA4 A4 | 11,568,797 | 11,428,904 | -139,894 | 0.04% | -$121.90K |
| FINANCE OF AMERICA STRUCTURED SECURITIES RMF TRUST | 11,360,951 | 10,929,788 | -431,163 | 0.04% | -$313.61K |
| Santander Drive Auto Receivables Trust 2025-3 | 15,722,638 | 10,950,864 | -4,771,774 | 0.04% | -$4.80M |
| COUNTRYWIDE ASSET BACKED CERTI CWL 2006 23 2A4 | 12,620,608 | 11,187,860 | -1,432,748 | 0.04% | -$1.37M |
| Saudi Arabian Oil Co. | 13,000,000 | 10,900,000 | -2,100,000 | 0.04% | -$2.37M |
| GLS AUTO RECEIVABLES TRUST GCAR 2025 3A A2 144A | 14,700,000 | 10,609,056 | -4,090,944 | 0.04% | -$4.11M |
| COUNTRYWIDE HOME LOANS CWHL 2007 HY6 4A1 | 11,557,293 | 11,436,890 | -120,404 | 0.04% | -$6.60K |
| FNMA POOL CA8607 FN 01/51 FIXED 2.5 | 12,548,410 | 12,359,851 | -188,559 | 0.04% | -$215.68K |
| CROSS MORTGAGE TRUST CROSS 2025 H9 A1 144A | 10,744,947 | 10,489,790 | -255,157 | 0.04% | -$327.58K |
| SDART 2025-4 A2 4.28% 01-15-29 | 11,000,000 | 10,307,345 | -692,655 | 0.04% | -$713.97K |
| STRUCTURED ASSET INVESTMENT LO SAIL 2004 7 A8 | 10,053,328 | 9,440,209 | -613,119 | 0.04% | -$526.74K |
| LONG BEACH MORTGAGE LOAN TRUST LBMLT 2006 9 2A4 | 33,272,393 | 33,139,042 | -133,350 | 0.04% | -$273.64K |
| FED HM LN PC POOL SC0084 FR 10/40 FIXED 2.5 | 11,315,104 | 11,101,840 | -213,263 | 0.03% | -$167.63K |
| SMB Private Education Loan Trust, Series 2024-A, Class A1A | 10,461,089 | 9,890,261 | -570,828 | 0.03% | -$667.47K |
| GS MORTGAGE BACKED SECURITIES GSMBS 2022 RPL1 X 144A | 163,506,453 | 158,613,608 | -4,892,845 | 0.03% | $498.00K |
| SDART 2024-4 A3 | 15,286,312 | 9,921,317 | -5,364,995 | 0.03% | -$5.39M |
| VERUS 2025-R2 A1 | 10,200,000 | 9,831,599 | -368,401 | 0.03% | -$425.42K |
| FREDDIE MAC POOL FR 01/55 FIXED 5 | 9,887,950 | 9,812,286 | -75,664 | 0.03% | -$182.15K |
| NYMT Loan Trust, Series 2025-CP1, Class A1 | 10,479,288 | 10,087,010 | -392,278 | 0.03% | -$408.92K |
| GS MORTGAGE BACKED SECURITIES GSMBS 2021 RPL1 A1 144A | 10,924,866 | 10,284,035 | -640,830 | 0.03% | -$606.45K |
| BANCO SANTANDER | 16,000,000 | 9,500,000 | -6,500,000 | 0.03% | -$6.69M |
| GNMA II POOL MA9902 G2 09/54 FIXED 3.5 | 10,669,024 | 10,287,758 | -381,267 | 0.03% | -$265.61K |
| CHASE MORTGAGE FINANCE CORPORA CHASE 2024 RPL1 A1A 144A | 10,926,631 | 10,749,251 | -177,380 | 0.03% | -$288.56K |
| GoodLeap Home Improvement Solutions Trust, Series 2025-2A, Class A | 10,561,203 | 9,424,880 | -1,136,323 | 0.03% | -$1.20M |
| SBNA Auto Lease Trust, Series 2024-B, Class A3 | 13,032,085 | 9,427,302 | -3,604,784 | 0.03% | -$3.65M |
| REACH FINANCIAL LLC REACH 2025 2A A 144A | 11,780,365 | 9,372,328 | -2,408,037 | 0.03% | -$2.42M |
| Carvana Auto Receivables Trust, Series 2024-P3, Class A3 | 10,464,014 | 9,331,067 | -1,132,947 | 0.03% | -$1.16M |
| INDYMAC RESIDENTIAL ASSET BACK INABS 2007 A 2A2 | 13,915,646 | 13,620,461 | -295,185 | 0.03% | -$253.30K |
| CARVANA AUTO RECEIVABLES TRUST CRVNA 2025 P3 A2 | 11,000,000 | 9,250,412 | -1,749,588 | 0.03% | -$1.76M |
| VCAT LLC, Series 2025-NPL3, Class A1 | 10,058,579 | 9,215,255 | -843,324 | 0.03% | -$855.88K |
| FNMA POOL FM3241 FN 03/50 FIXED VAR | 10,542,772 | 10,317,345 | -225,427 | 0.03% | -$261.71K |
| STRUCTURED ASSET SECURITIES CO SASC 2006 RF2 A 144A | 11,513,137 | 11,337,119 | -176,019 | 0.03% | -$221.60K |
| JPSMT 2025-1 A4 | 9,933,108 | 9,776,110 | -156,998 | 0.03% | -$227.18K |
| FREDDIE MAC POOL UMBS P#SD8437 5.00000000 | 9,430,707 | 9,235,186 | -195,521 | 0.03% | -$295.70K |
| STRUCTURED ASSET SECURITIES CO SASC 2005 RF4 A 144A | 10,359,074 | 9,936,305 | -422,770 | 0.03% | -$899.75K |
| JOHN DEERE OWNER TS 4.36% | 18,708,225 | 8,819,772 | -9,888,453 | 0.03% | -$9.90M |
| FNMA POOL BU4708 FN 07/54 FIXED 5 | 8,977,788 | 8,907,114 | -70,674 | 0.03% | -$164.39K |
| FN MA3305 | 9,585,279 | 9,418,427 | -166,852 | 0.03% | -$254.70K |
| MTBAT 2024-1A A3 | 10,117,092 | 8,608,182 | -1,508,911 | 0.03% | -$1.54M |
| PAGAYA AI DEBT SELECTION TRUST PAID 2025 R2 A 144A | 11,154,546 | 8,600,228 | -2,554,319 | 0.03% | -$2.58M |
| FED HM LN PC POOL QF8301 FR 03/53 FIXED 5.5 | 8,798,561 | 8,376,108 | -422,453 | 0.03% | -$508.32K |
| Morgan Stanley Residential Mortgage Loan Trust 2025-NQM10 | 9,200,000 | 8,448,634 | -751,366 | 0.03% | -$797.88K |
| Porsche Innovative Lease Owner Trust, Series 2024-1A, Class A3 | 9,200,000 | 8,373,294 | -826,706 | 0.03% | -$848.58K |
| GREENSKY HOME IMPROVEMENT ISSU GSKY 2025 3A A3 144A | 9,500,000 | 8,338,030 | -1,161,970 | 0.03% | -$1.20M |
| Santander Drive Auto Receivables Trust 2025-2 | 16,051,502 | 8,295,482 | -7,756,020 | 0.03% | -$7.78M |
| TEVT 2023-1 A3 | 10,159,320 | 8,151,344 | -2,007,976 | 0.03% | -$2.03M |
| G2 MA7937 | 9,387,513 | 9,181,419 | -206,094 | 0.03% | -$243.40K |
| RESIDENTIAL ACCREDIT LOANS, IN RALI 2006 QO10 A1 | 9,236,434 | 8,949,137 | -287,297 | 0.03% | -$257.81K |
| OWNIT MORTGAGE LOAN ASSET BACK OWNIT 2006 7 A2C | 7,753,792 | 7,606,017 | -147,775 | 0.03% | -$133.42K |
| Sandor-Palota | 12,000,000 | 8,000,000 | -4,000,000 | 0.03% | -$4.27M |
| G2 MB0022 | 8,915,674 | 8,772,701 | -142,972 | 0.03% | -$73.88K |
| FHLMC MULTIFAMILY STRUCTURED P FHMS Q039 A | 8,200,000 | 8,174,918 | -25,082 | 0.03% | -$30.77K |
| FR SD8397 | 9,242,391 | 7,686,548 | -1,555,843 | 0.03% | -$1.66M |
| ROYAL BK CANADA | 9,700,000 | 7,900,000 | -1,800,000 | 0.03% | -$1.83M |
| ROMANIA SR UNSECURED 144A 03/31 5.375 | 8,760,000 | 6,760,000 | -2,000,000 | 0.03% | -$2.84M |
| WELLS FARGO MORTGAGE BACKED SE WFMBS 2007 AR5 A1 | 9,416,478 | 9,047,381 | -369,096 | 0.03% | -$259.32K |
| FNMA POOL BR1270 FN 01/51 FIXED 2.5 | 9,338,043 | 9,266,441 | -71,602 | 0.03% | -$99.55K |
| CHASE MORTGAGE FINANCE CORPORA CHASE 2024 RPL3 A1A 144A | 8,919,937 | 8,720,716 | -199,221 | 0.03% | -$228.09K |
| COUNTRYWIDE ASSET BACKED CERTI CWL 2006 17 2A3 | 8,319,621 | 8,027,157 | -292,464 | 0.03% | -$282.06K |
| COMMONSPIRIT | 8,800,000 | 7,700,000 | -1,100,000 | 0.03% | -$1.18M |
| FED HM LN PC POOL QB3907 FR 10/50 FIXED 2.5 | 8,957,585 | 8,885,805 | -71,780 | 0.03% | -$99.82K |
| AQUA FINANCE TRUST AQFIT 2025 B A 144A | 8,125,649 | 7,449,100 | -676,549 | 0.03% | -$700.77K |
| GLS AUTO RECEIVABLES TRUST GCAR 2023 2A C 144A | 11,167,575 | 7,462,486 | -3,705,089 | 0.03% | -$3.73M |
| HOME EQUITY LOAN TRUST HELT 2007 FRE1 1AV1 | 8,150,597 | 7,825,634 | -324,963 | 0.03% | -$329.31K |
| BINOM SECURITIZATION TRUST BINOM 2022 INV1 A1 144A | 8,007,766 | 7,600,074 | -407,693 | 0.03% | -$451.08K |
| FNMA POOL BQ2387 FN 09/50 FIXED 2.5 | 8,729,409 | 8,663,186 | -66,224 | 0.03% | -$95.39K |
| WATR ISSUER TRUST WATR 2025 2 R 144A | 4,148,007 | 4,080,129 | -67,878 | 0.03% | -$359.57K |
| Venture Global Plaquemines LNG, LLC | 9,030,000 | 6,890,000 | -2,140,000 | 0.02% | -$2.07M |
| Morgan Stanley Residential Mortgage Loan Trust, Series 2025-NQM9, Class A1 | 7,550,254 | 7,180,090 | -370,165 | 0.02% | -$398.86K |
| PRPM 2025-RCF6 LLC SER 2025-RCF6 CL A1 V/R REGD 144A P/P 4.99000000 | 7,800,000 | 7,227,335 | -572,665 | 0.02% | -$631.28K |
| FIRST NLC TRUST FNLC 2005 1 A | 8,026,198 | 7,833,271 | -192,928 | 0.02% | -$151.02K |
| BMW US CAPITAL LLC REGD V/R 144A P/P 5.03519200 | 14,800,000 | 7,100,000 | -7,700,000 | 0.02% | -$7.75M |
| ONSLOW BAY FINANCIAL LLC OBX 2023 NQM9 A1 144A | 7,518,886 | 7,015,801 | -503,085 | 0.02% | -$544.11K |
| JP MORGAN MORTGAGE TRUST JPMMT 2025 3 A1D 144A | 8,349,297 | 7,042,823 | -1,306,474 | 0.02% | -$1.35M |
| FED HM LN PC POOL SD2325 FR 03/53 FIXED 5.5 | 7,207,369 | 6,901,548 | -305,821 | 0.02% | -$374.37K |
| PRPM LLC, Series 2025-6, Class A1 | 7,116,317 | 6,912,658 | -203,659 | 0.02% | -$230.13K |
| NOVASTAR HOME EQUITY LOAN NHEL 2005 2 M4 | 7,218,460 | 7,021,714 | -196,747 | 0.02% | -$197.67K |
| FED HM LN PC POOL QF8180 FR 02/53 FIXED 5.5 | 6,938,999 | 6,767,984 | -171,016 | 0.02% | -$237.30K |
| BSABS 2004-HE7 M1 | 7,106,371 | 6,910,931 | -195,440 | 0.02% | -$191.66K |
| BLUEMOUNTAIN EUR CLO BLUME 5A A 144A | 8,201,501 | 5,881,733 | -2,319,768 | 0.02% | -$2.84M |
| WOSAT 2025-A A2A 4.14% 05-15-30 | 7,200,000 | 6,760,547 | -439,453 | 0.02% | -$452.92K |
| Deutsche Mortgage Securities, Inc. Re-REMIC Trust Ctfs., Series 2007-WM1, Class A1 | 7,616,285 | 7,489,568 | -126,717 | 0.02% | -$55.44K |
| CHASE MORTGAGE FINANCE CORPORA CHASE 2025 RPL1 A1A 144A | 7,593,823 | 7,423,638 | -170,185 | 0.02% | -$203.66K |
| G2 MA8149 | 7,350,994 | 7,204,123 | -146,871 | 0.02% | -$97.71K |
| FIRST HELP FINANCIAL LLC FHF 2025 1A A2 144A | 7,758,495 | 6,561,210 | -1,197,285 | 0.02% | -$1.18M |
| PRPM Trust, Series 2025-NQM1, Class A1 | 6,976,631 | 6,509,975 | -466,656 | 0.02% | -$490.70K |
| VERUS SECURITIZATION TRUST VERUS 2025 R1 A1 144A | 6,824,501 | 6,526,629 | -297,872 | 0.02% | -$329.60K |
| PRET, LLC 2025-NPL6 | 6,655,296 | 6,473,023 | -182,274 | 0.02% | -$198.26K |
| NAVIENT EDUCATION LOAN TRUST NAVEL 2025 A A 144A | 7,052,522 | 6,430,099 | -622,423 | 0.02% | -$687.91K |
| Bear Stearns Mortgage Funding Trust 2007-AR1 | 7,172,717 | 7,123,551 | -49,166 | 0.02% | -$18.76K |
| TAOT 2024-B A3 | 7,455,076 | 6,205,569 | -1,249,507 | 0.02% | -$1.27M |
| JP MORGAN MORTGAGE ACQUISITION JPMAC 2006 HE1 M1 | 6,171,658 | 6,042,677 | -128,981 | 0.02% | -$121.88K |
| FNMA POOL FS0115 FN 07/36 FIXED VAR | 6,682,159 | 6,391,005 | -291,154 | 0.02% | -$324.47K |
| G2 MA8044 | 6,759,439 | 6,614,914 | -144,525 | 0.02% | -$108.01K |
| Ellington Loan Acquisition Trust, Series 2007-1, Class A1 | 6,970,008 | 6,222,525 | -747,483 | 0.02% | -$735.69K |
| LONG BEACH MORTGAGE LOAN TRUST LBMLT 2006 8 1A | 9,626,088 | 9,426,405 | -199,683 | 0.02% | -$166.29K |
| T/L SYNIVERSE HOLDINGS INC REGD 0.00000000 | 6,588,733 | 6,571,708 | -17,025 | 0.02% | -$294.04K |
| WATR ISSUER TRUST WATR 2025 1 R 144A | 3,616,665 | 3,515,972 | -100,693 | 0.02% | -$385.83K |
| Exeter Automobile Receivables Trust 2025-4 | 10,223,286 | 6,062,272 | -4,161,014 | 0.02% | -$4.17M |
| PRPM 2024-NQM3 SER 2024-NQM3 CL A1 V/R REGD 144A P/P 5.22800000 | 6,749,380 | 6,063,485 | -685,895 | 0.02% | -$699.16K |
| IndyMac INDX Mortgage Loan Trust 2007-AR5 | 7,465,663 | 7,418,469 | -47,194 | 0.02% | $15.15K |
| J.P. MORGAN ALTERNATIVE LOAN T JPALT 2006 A5 2A6 | 6,709,637 | 6,659,275 | -50,362 | 0.02% | -$58.07K |
| INDYMAC INDX MORTGAGE LOAN TRU INDX 2006 AR35 1A1A | 6,677,669 | 6,544,017 | -133,652 | 0.02% | -$102.18K |
| TOWD PT MTG TR 2022 3.75% 07/25/2062 144A | 6,403,660 | 6,213,457 | -190,203 | 0.02% | -$263.09K |
| PenFed Auto Receivables Owner Trust, Series 2024-A, Class A3 | 6,700,000 | 5,864,937 | -835,063 | 0.02% | -$848.99K |
| CWABS Asset-Backed Certificates Trust, Series 2006-24, Class 1A | 6,434,299 | 6,280,353 | -153,946 | 0.02% | -$125.55K |
| NSANY 7.75 07/17/32 144A | 10,675,000 | 5,675,000 | -5,000,000 | 0.02% | -$5.60M |
| FR SD8322 | 6,012,115 | 5,882,085 | -130,030 | 0.02% | -$195.56K |
| SMB PRIVATE EDUCATION LOAN TRUST 2025-C SOFR30A+ 03/15/2055 144A | 5,888,005 | 5,680,934 | -207,071 | 0.02% | -$207.45K |
| Long Beach Mortgage Loan Trust, Series 2006-1, Class 2A4 | 6,349,990 | 6,304,959 | -45,031 | 0.02% | -$20.12K |
| GLOBAL PAY INC | 8,200,000 | 5,700,000 | -2,500,000 | 0.02% | -$2.57M |
| SMB PRIVATE EDUCATION LOAN TRU SMB 2022 B B 144A | 6,065,564 | 5,745,328 | -320,236 | 0.02% | -$357.52K |
| NAVSL 2023-BA A1B | 6,325,937 | 5,513,215 | -812,723 | 0.02% | -$840.66K |
| QUEST TRUST QUEST 2006 X2 A2 144A | 5,923,100 | 5,737,301 | -185,799 | 0.02% | -$210.95K |
| POPULAR ABS MORTGAGE PASS THRO POPLR 2006 D M1 | 6,333,716 | 6,135,476 | -198,240 | 0.02% | -$164.30K |
| ONSLOW BAY FINANCIAL LLC OBX 2023 NQM10 A1 144A | 5,821,732 | 5,483,817 | -337,916 | 0.02% | -$357.68K |
| U.S. TREASURY INFLATION-PROTECTED SECURITIES 1% 02/15/48 | 7,658,262 | 7,649,098 | -9,164 | 0.02% | -$100.75K |
| VERUS SECURITIZATION TRUST VERUS 2024 5 A1 144A | 6,051,575 | 5,426,481 | -625,095 | 0.02% | -$651.72K |
| British Airways Pass-Through Trust | 6,069,798 | 5,944,122 | -125,676 | 0.02% | -$96.83K |
| VALET 2023-2 A3 | 6,585,575 | 5,408,043 | -1,177,532 | 0.02% | -$1.21M |
| ELLINGTON FINANCIAL MORTGAGE T EFMT 2025 INV4 A1 144A | 5,592,891 | 5,475,869 | -117,022 | 0.02% | -$156.02K |
| BEAR STEARNS ALT A TRUST II BSAAT 2007 1 3A1 | 10,881,582 | 10,567,974 | -313,608 | 0.02% | -$348.37K |
| BCAP LLC TRUST BCAP 2007 AA1 2A1 | 5,918,934 | 5,792,324 | -126,611 | 0.02% | -$5.26K |
| WARWICK FINANCE RESIDENTIAL MO WARW 3A A 144A | 4,519,747 | 4,062,006 | -457,741 | 0.02% | -$718.28K |
| FNMA POOL FS2661 FN 07/52 FIXED VAR | 5,639,141 | 5,496,338 | -142,803 | 0.02% | -$227.78K |
| NovaStar Mortgage Funding Trust Series 2006-5 | 17,598,040 | 17,515,621 | -82,419 | 0.02% | -$56.22K |
| UPSTART SECURITIZATION TRUST UPST 2025 3 A2 144A | 6,000,000 | 5,289,746 | -710,254 | 0.02% | -$724.06K |
| FNMA POOL CB7761 FN 01/54 FIXED 5 | 5,573,177 | 5,343,538 | -229,640 | 0.02% | -$285.38K |
| GS Mortgage-Backed Securities Trust, Series 2025-NQM5, Class A1 | 5,551,300 | 5,176,979 | -374,320 | 0.02% | -$407.81K |
| SoFi Consumer Loan Program Trust, Series 2025-3, Class A | 6,909,973 | 5,146,068 | -1,763,905 | 0.02% | -$1.78M |
| STRUCTURED ASSET SECURITIES CO SASC 2005 RF6 A 144A | 5,630,186 | 5,461,444 | -168,741 | 0.02% | -$191.53K |
| Volkswagen Group of America Finance, LLC | 14,100,000 | 5,000,000 | -9,100,000 | 0.02% | -$9.36M |
| WAMU MORTGAGE PASS THROUGH CER WAMU 2005 AR15 A1A2 | 5,442,561 | 5,346,535 | -96,026 | 0.02% | -$86.46K |
| WOSAT 2024-A A3 4.98% 02-15-30 | 5,800,000 | 5,017,083 | -782,917 | 0.02% | -$796.95K |
| PRPM 2024-RPL3 LLC | 5,245,639 | 5,129,140 | -116,499 | 0.02% | -$138.59K |
| SMB PRIVATE EDUCATION LOAN TRUST 2024-D SER 2024-D CL A1A REGD 144A P/P 5.38000000 | 5,195,057 | 4,927,956 | -267,100 | 0.02% | -$303.78K |
| FNMA POOL FS0129 FN 11/34 FIXED VAR | 5,964,499 | 4,980,534 | -983,965 | 0.02% | -$979.30K |
| WAMU COMMERCIAL MORTGAGE SECUR WMCMS 2007 SL3 H 144A | 5,877,822 | 4,966,926 | -910,896 | 0.02% | -$891.26K |
| PRPM LLC, Series 2024-7, Class A1 | 5,812,422 | 4,839,446 | -972,976 | 0.02% | -$974.94K |
| WOART 2024-B A3 | 5,741,985 | 4,776,648 | -965,337 | 0.02% | -$981.29K |
| FR SD8448 | 5,428,124 | 4,616,354 | -811,770 | 0.02% | -$864.00K |
| FNMA POOL CB7970 FN 02/54 FIXED 5 | 4,886,787 | 4,787,606 | -99,182 | 0.02% | -$149.20K |
| SOUNDVIEW HOME EQUITY LOAN TRU SVHE 2006 EQ2 A2 | 6,648,565 | 6,491,056 | -157,509 | 0.02% | -$139.05K |
| COLT Mortgage Loan Trust, Series 2024-3, Class A1 | 5,131,777 | 4,666,340 | -465,437 | 0.02% | -$489.83K |
| Pagaya AI Debt Trust 2025-4 | 5,499,805 | 4,673,109 | -826,696 | 0.02% | -$854.03K |
| RIO OIL FINANCE TRUST SR SECURED REGS 04/28 8.2 | 4,973,725 | 4,549,650 | -424,076 | 0.02% | -$461.74K |
| REPUBLIC OF ARGENTINA SR UNSECURED 07/30 VAR | 6,206,396 | 5,585,756 | -620,640 | 0.02% | -$612.03K |
| U.S. TREASURY INFLATION-PROTECTED SECURITIES 0-7/8% 02/15/2047 | 6,609,414 | 6,601,476 | -7,938 | 0.02% | -$83.92K |
| MORGAN STANLEY RESIDENTIAL MTG LN TR 2024-RPL1 A1 4% 06/25/2064 | 5,001,923 | 4,774,031 | -227,892 | 0.02% | -$258.16K |
| Ellington Financial Mortgage Trust, Series 2025-CES2, Class A1A | 4,790,198 | 4,546,861 | -243,337 | 0.02% | -$276.96K |
| SOFI CONSUMER LOAN PROGRAM TRU SCLP 2025 A R 144A | 4,823,583 | 4,633,190 | -190,393 | 0.02% | -$1.76M |
| MSRM 2025-NQM8 A1 | 4,939,212 | 4,572,487 | -366,724 | 0.02% | -$379.17K |
| FN CA1377 | 4,936,013 | 4,873,713 | -62,301 | 0.02% | -$99.81K |
| BANC OF AMERICA FUNDING CORPOR BAFC 2006 H 6A1 | 5,838,161 | 5,727,619 | -110,541 | 0.02% | -$69.38K |
| OWNIT MORTGAGE LOAN ASSET BACK OWNIT 2006 7 A2D | 4,226,104 | 4,145,561 | -80,543 | 0.02% | -$74.39K |
| STRUCTURED ASSET SECURITIES CO SASC 2005 2XS M1 | 4,740,471 | 4,664,929 | -75,542 | 0.02% | -$88.00K |
| Lehman XS Trust Series 2006-18N | 4,562,467 | 4,399,182 | -163,285 | 0.02% | -$119.39K |
| NOMURA HOME EQUITY LOAN INC NHELI 2006 HE3 2A3 | 4,857,174 | 4,624,666 | -232,508 | 0.02% | -$213.13K |
| CarMax Select Receivables Trust 2025-A | 6,207,381 | 4,414,765 | -1,792,615 | 0.02% | -$1.80M |
| GREENE KING FINANCE PLC SR SECURED 03/34 5.106 | 3,512,391 | 3,424,106 | -88,285 | 0.02% | -$297.89K |
| FED HM LN PC POOL SC0086 FR 10/40 FIXED 2.5 | 5,005,299 | 4,873,225 | -132,074 | 0.02% | -$131.56K |
| ARGENT SECURITIES INC. ARSI 2006 W1 A2C | 4,783,232 | 4,660,263 | -122,969 | 0.02% | -$109.33K |
| FED HM LN PC POOL QH7841 FR 01/54 FIXED 6.5 | 4,430,082 | 4,225,654 | -204,428 | 0.02% | -$236.70K |
| RESIDENTIAL ACCREDIT LOANS, IN RALI 2006 QO7 2A1 | 4,607,978 | 4,585,962 | -22,015 | 0.02% | $85.48K |
| U.S. TREASURY INFLATION-PROTECTED SECURITIES 0-3/4% 02/15/2045 | 5,945,696 | 5,938,558 | -7,138 | 0.01% | -$69.10K |
| BOEING CO/THE | 4,400,000 | 4,000,000 | -400,000 | 0.01% | -$509.88K |
| SAXON ASSET SECURITIES TRUST SAST 2007 1 A2D | 4,474,445 | 4,405,409 | -69,036 | 0.01% | -$64.87K |
| LMAT 2021-GS1 A1 144A 5.892% 10-25-66 | 4,313,800 | 4,247,375 | -66,425 | 0.01% | -$65.84K |
| FNMA POOL BX6752 FN 03/53 FIXED 5 | 4,406,483 | 4,289,064 | -117,419 | 0.01% | -$162.09K |
| MBS | 4,571,961 | 4,191,957 | -380,004 | 0.01% | -$404.53K |
| NEW CENTURY HOME EQUITY LOAN T NCHET 2005 C M1 | 4,537,757 | 4,298,052 | -239,705 | 0.01% | -$228.65K |
| ONSLOW BAY FINANCIAL LLC OBX 2024 NQM9 A1 144A | 4,535,955 | 4,106,336 | -429,619 | 0.01% | -$459.50K |
| COUNTRYWIDE ASSET-BACKED CERTIFICATES SER 2006-8 CL 2A4 V/R REGD 4.34621000 | 4,493,070 | 4,322,049 | -171,021 | 0.01% | -$162.74K |
| FED HM LN PC POOL QB8042 FR 02/51 FIXED 2.5 | 4,899,012 | 4,864,311 | -34,701 | 0.01% | -$50.35K |
| VOLVO FINANCIAL EQUIPMENT LLC VFET 2024 1A A2 144A | 8,126,838 | 4,100,714 | -4,026,124 | 0.01% | -$4.04M |
| CHASE MORTGAGE FINANCE CORPORA CHASE 2006 S1 A4 | 10,582,675 | 10,561,870 | -20,805 | 0.01% | -$122.79K |
| FORDO 2024-A A3 | 4,886,098 | 4,026,149 | -859,949 | 0.01% | -$874.21K |
| CENTEX HOME EQUITY CXHE 2004 C AF5 | 4,277,760 | 4,150,337 | -127,423 | 0.01% | -$147.04K |
| GSKY 2025-2A A4 | 5,018,050 | 4,052,135 | -965,915 | 0.01% | -$1.01M |
| PRPM LLC, Series 2025-RPL2, Class A1 | 4,225,470 | 4,096,684 | -128,786 | 0.01% | -$142.20K |
| Nissan Motor Co., Ltd. | 5,600,000 | 4,300,000 | -1,300,000 | 0.01% | -$1.37M |
| CREDIT SUISSE MORTGAGE TRUST CSMC 2018 SP2 PT 144A | 4,074,050 | 3,888,094 | -185,955 | 0.01% | -$186.15K |
| HARBORVIEW MORTGAGE LOAN TRUST SER 2006-SB1 CL A1A V/R REGD 4.92810000 | 4,131,803 | 4,086,738 | -45,065 | 0.01% | -$20.88K |
| LLOYDS V5.462 01/05/28 | 11,000,000 | 3,800,000 | -7,200,000 | 0.01% | -$7.32M |
| FR QI5343 | 3,821,123 | 3,804,787 | -16,336 | 0.01% | -$57.75K |
| CWABS Asset-Backed Certificates Trust 2005-AB4 | 4,140,721 | 4,092,430 | -48,291 | 0.01% | -$44.74K |
Top 300 of 1011, by weight.
| Security | Shares Dec 2025 | Shares Mar 2026 | Δ shares | End % | Δ value |
|---|---|---|---|---|---|
| RPLDCI 6.581 05/30/49 144A | 223,920,000 | 223,920,000 | 0 | 0.80% | -$6.38M |
| US TREASURY N/B | 149,800,000 | 149,800,000 | 0 | 0.50% | -$1.44M |
| US TREASURY N/B | 136,200,000 | 136,200,000 | 0 | 0.47% | -$1.40M |
| RFR USD SOFR/1.75000 06/15/22-30Y LCH | 2 | 2 | 0 | 0.41% | -$166.22K |
| RFRF USD SF+26.161/1.70 8/01/23-29Y* CME | 1 | 1 | 0 | 0.28% | -$351.80K |
| Eagle Funding LuxCo S.a.r.l. | 75,700,000 | 75,700,000 | 0 | 0.26% | -$1.01M |
| PROJECT CASHMERE CLASS A1 144A | 109,100,000 | 109,100,000 | 0 | 0.26% | $2.47M |
| RFRF USD SF+26.161/1.90 05/18/22-10Y LCH | 1 | 1 | 0 | 0.24% | -$1.92M |
| STATE OF ISRAEL | 57,300,000 | 57,300,000 | 0 | 0.20% | -$1.12M |
| CENTENE CORP | 51,471,000 | 51,471,000 | 0 | 0.17% | -$1.07M |
| BONOS DE TESORERIA SR UNSECURED 144A REGS 08/33 7 | 134,100,000 | 134,100,000 | 0 | 0.15% | -$3.30M |
| MORGAN STANLEY BK NA SALT LAKE FRN SOFR+94 07/14/2028 | 41,400,000 | 41,400,000 | 0 | 0.14% | -$182.56K |
| REPUBLIC OF PERU SR UNSECURED 144A 08/32 6.15 | 125,800,000 | 125,800,000 | 0 | 0.13% | -$2.58M |
| ROMANIA SR UNSECURED 144A 03/30 5.25 | 31,300,000 | 31,300,000 | 0 | 0.13% | -$1.77M |
| IRS EUR 0.83000 12/09/42-10Y LCH | 1 | 1 | 0 | 0.13% | -$8.38M |
| MEX BONOS DESARR FIX RT BONDS 03/29 8.5 | 617,200,000 | 617,200,000 | 0 | 0.12% | -$76.85K |
| RFRF USD SF+26.161/1.3* 05/18/22-5Y LCH | 1 | 1 | 0 | 0.12% | -$6.56M |
| REPUBLIC OF PANAMA EUR TERM LOAN 2 | 27,900,000 | 27,900,000 | 0 | 0.11% | -$611.19K |
| PACIFIC GAS&ELEC | 30,454,000 | 30,454,000 | 0 | 0.11% | -$216.54K |
| NSANY 5.625 09/29/28 144A | 31,300,000 | 31,300,000 | 0 | 0.11% | -$669.50K |
| ROMANIA SR UNSECURED 144A 07/32 5.875 | 25,900,000 | 25,900,000 | 0 | 0.11% | -$1.40M |
| ALIGNED DATA CENTERS INTER LP 2024 TERM LOAN | 28,800,000 | 28,800,000 | 0 | 0.10% | -$21.37K |
| PACIFIC GAS&ELEC | 29,695,000 | 29,695,000 | 0 | 0.10% | -$15.40K |
| UNITED MEXICAN STATES SR UNSECURED 09/29 3.5 | 25,300,000 | 25,300,000 | 0 | 0.10% | -$900.17K |
| BOEING CO/THE | 27,300,000 | 27,300,000 | 0 | 0.10% | -$243.35K |
| ARGENTINA | 38,296,945 | 38,296,945 | 0 | 0.10% | -$804.24K |
| RFR USD SOFR/2.00000 12/21/22-10Y CME | 1 | 1 | 0 | 0.09% | $1.82M |
| PACIFIC GAS&ELEC | 27,000,000 | 27,000,000 | 0 | 0.09% | -$249.09K |
| PACIFIC GAS&ELEC | 28,900,000 | 28,900,000 | 0 | 0.09% | -$268.95K |
| BPCE SA REGD V/R 144A P/P 6.61200000 | 26,300,000 | 26,300,000 | 0 | 0.09% | -$209.41K |
| EGYPT GOVERNMENT BOND BONDS 03/28 21.954 | 1,479,900,000 | 1,479,900,000 | 0 | 0.09% | -$4.56M |
| BCC 2022-2A A1R | 24,800,000 | 24,800,000 | 0 | 0.09% | -$10.33K |
| PETROLEOS MEXICANOS SR UNSEC SF 6.7% 02-16-32 | 25,103,000 | 25,103,000 | 0 | 0.09% | -$463.02K |
| BEAR STEARNS ASSET BACKED SECU BSABS 2007 HE5 M1 | 25,753,000 | 25,753,000 | 0 | 0.09% | -$49.56K |
| SFO COMMERICAL MORTGAGE TRUST SFO 2021 555 D 144A | 23,560,000 | 23,560,000 | 0 | 0.08% | -$63.63K |
| REPUBLIC OF PERU SR UNSECURED REGS 08/31 6.95 | 74,194,000 | 74,194,000 | 0 | 0.08% | -$1.42M |
| Ashford Hospitality Trust, Series 2018-ASHF, Class D | 23,253,000 | 23,253,000 | 0 | 0.08% | -$141.10K |
| ROMARK CREDIT FUNDING LTD SER 2025-4A CL A REGD 144A P/P 5.42300000 | 22,000,000 | 22,000,000 | 0 | 0.08% | -$19.25K |
| SOUTH AFRICA TREASURY BILL SOUTH AFRICAN T BILLS 7.775 2 | 365,700,000 | 365,700,000 | 0 | 0.07% | -$115.72K |
| DISH DBS Corp | 21,040,000 | 21,040,000 | 0 | 0.07% | $452.28K |
| MORGAN STANLEY CAPITAL I TRUST MSC 2017 ASHF D 144A | 20,993,000 | 20,993,000 | 0 | 0.07% | $356.24K |
| MEX BONOS DESARR FIX RT BONDS 05/31 7.75 | 382,500,000 | 382,500,000 | 0 | 0.07% | -$128.98K |
| VB DPR FINANCE COMPANY VAKIFBANK DPR 2025 E 4A2 SR SE | 20,000,000 | 20,000,000 | 0 | 0.07% | -$1.27M |
| SRT ISSUER SRTI 2025 1 A2C 144A | 20,000,000 | 20,000,000 | 0 | 0.07% | $0 |
| Warnermedia Holdings Inc | 20,277,000 | 20,277,000 | 0 | 0.07% | -$138.13K |
| AFRMT 2025-1A A | 19,900,000 | 19,900,000 | 0 | 0.07% | -$79.20K |
| SRT ISSUER SRTI 2025 2 A2B | 20,000,000 | 20,000,000 | 0 | 0.07% | $0 |
| RFRF USD SF+26.161/1.4* 04/07/21-30Y LCH | 1 | 1 | 0 | 0.07% | -$452.92K |
| PACIFIC GAS&ELEC | 20,076,000 | 20,076,000 | 0 | 0.07% | -$113.92K |
| DBGS MORTGAGE TRUST DBGS 2021 W52 D 144A | 19,392,500 | 19,392,500 | 0 | 0.07% | $1.22M |
| REPUBLIC OF COLOMBIA SR UNSECURED 09/28 3.75 | 16,500,000 | 16,500,000 | 0 | 0.06% | -$546.57K |
| SOUTH AFRICAN T BILLS SOUTH AFRICAN T BILLS | 329,800,000 | 329,800,000 | 0 | 0.06% | -$195.54K |
| Nationwide Building Society | 17,800,000 | 17,800,000 | 0 | 0.06% | -$136.56K |
| RESIDENTIAL ASSET MORTGAGE PRO RAMP 2006 RS2 M1 | 18,400,000 | 18,400,000 | 0 | 0.06% | -$19.43K |
| TURKIYE GOVERNMENT BOND BONDS 05/28 VAR | 778,800,000 | 778,800,000 | 0 | 0.06% | -$665.56K |
| ARCANO EURO CLO ARCAN 2A A 144A | 15,100,000 | 15,100,000 | 0 | 0.06% | -$305.29K |
| OCP EURO CLO OCPE 2022 6A ARR 144A | 14,700,000 | 14,700,000 | 0 | 0.06% | -$310.91K |
| ANCHORAGE CAPITAL CLO LTD ANCHC 2021 21A AR 144A | 16,600,000 | 16,600,000 | 0 | 0.06% | $19.19K |
| WOART 2024-C A3 | 16,400,000 | 16,400,000 | 0 | 0.06% | -$56.72K |
| SOUTH AFRICAN T BILLS BILLS 04/26 0.00000 | 278,100,000 | 278,100,000 | 0 | 0.06% | -$91.90K |
| NATWEST GROUP PLC SR UNSECURED 11/28 VAR | 16,100,000 | 16,100,000 | 0 | 0.06% | -$32.67K |
| COSTA RICA GOVERNMENT BONDS 144A 11/30 5.4995 | 13,250,000 | 13,250,000 | 0 | 0.05% | -$289.24K |
| BANC OF AMERICA MERRILL LYNCH BAMLL 2021 JACX D 144A | 16,700,000 | 16,700,000 | 0 | 0.05% | $141.29K |
| DROP MORTGAGE TRUST 2021 FILE DROP 2021 FILE C 144A | 15,648,000 | 15,648,000 | 0 | 0.05% | $1.65M |
| RFR JPY MUT+5.89/0.00000 03/15/21-8Y LCH | 1 | 1 | 0 | 0.05% | $37.05K |
| SOUTH AFRICA TREASURY BILL SA TREASURY BILL 0 08/26 | 259,770,000 | 259,770,000 | 0 | 0.05% | -$86.05K |
| TIKEHAU TIKEH 5A AR 144A | 13,000,000 | 13,000,000 | 0 | 0.05% | -$267.27K |
| CDW LLC/CDW FIN | 15,100,000 | 15,100,000 | 0 | 0.05% | $22.11K |
| CDW LLC/CDW FIN | 15,000,000 | 15,000,000 | 0 | 0.05% | -$148.99K |
| RFR USD SOFR/3.25000 03/19/25-30Y LCH | 1 | 1 | 0 | 0.05% | -$1.22M |
| FORD MOTOR CRED | 14,070,000 | 14,070,000 | 0 | 0.05% | -$169.74K |
| ROLLS-ROYCE PLC REGD 144A P/P 5.75000000 | 14,288,000 | 14,288,000 | 0 | 0.05% | -$139.35K |
| NIGERIA OMO BILL OMO260629 | 20,787,099,000 | 20,787,099,000 | 0 | 0.05% | $1.27M |
| CAPST 2024-1 A | 14,300,000 | 14,300,000 | 0 | 0.05% | $5.93K |
| AMSURG EQUITY EQTYAS910 | 317,945 | 317,945 | 0 | 0.05% | -$298.48K |
| DISH DBS CORP SR SECURED 144A 12/28 5.75 | 14,310,000 | 14,310,000 | 0 | 0.05% | -$208.64K |
| HSBC HOLDINGS | 13,700,000 | 13,700,000 | 0 | 0.05% | -$79.17K |
| CARRINGTON MORTGAGE LOAN TRUST CARR 2005 OPT2 M6 | 15,328,300 | 15,328,300 | 0 | 0.05% | $81.58K |
| INVESCO EURO CLO INVSC 3A AR | 11,800,000 | 11,800,000 | 0 | 0.05% | -$240.16K |
| AM AIRLN 15-1 A | 13,753,230 | 13,753,230 | 0 | 0.05% | $2.18K |
| CDX ITRAXX XOV44 5Y 35-100% SP MYC | 4 | 4 | 0 | 0.05% | -$2.40M |
| RFR USD SOFR/1.75000 06/15/22-7Y LCH | 3 | 3 | 0 | 0.05% | $1.06M |
| BONOS DE TESORERIA SR UNSECURED 144A REGS 08/39 7 | 44,900,000 | 44,900,000 | 0 | 0.05% | -$1.22M |
| Carvana Co | 12,843,980 | 12,843,980 | 0 | 0.05% | -$108.30K |
| ROMANIA SR UNSECURED 144A 06/33 5.375 | 11,800,000 | 11,800,000 | 0 | 0.05% | -$724.40K |
| NIGERIA OMO BILL OMO260626 | 18,565,943,000 | 18,565,943,000 | 0 | 0.04% | $1.14M |
| MEX BONOS DESARR FIX RT SR UNSECURED 11/34 7.75 | 249,500,000 | 249,500,000 | 0 | 0.04% | -$124.47K |
| SANTAN 5.565 01/17/30 | 12,400,000 | 12,400,000 | 0 | 0.04% | -$211.55K |
| CAIXABANK SA REGD V/R 144A P/P 6.68400000 | 12,400,000 | 12,400,000 | 0 | 0.04% | -$101.73K |
| PRIME PROPERTY 5YR | 12,400,000 | 12,400,000 | 0 | 0.04% | -$36.21K |
| NATWEST MARKETS PLC SR UNSECURED 144A 03/28 VAR | 12,300,000 | 12,300,000 | 0 | 0.04% | -$24.75K |
| NATWEST GROUP | 12,200,000 | 12,200,000 | 0 | 0.04% | -$98.33K |
| FORD MOTOR CRED | 12,400,000 | 12,400,000 | 0 | 0.04% | $26.91K |
| SOUTHERN CALIFORNIA EDISON CO SR SEC 1ST LIEN 5.25% 03-15-30 | 12,100,000 | 12,100,000 | 0 | 0.04% | -$124.57K |
| NEW ORLEANS HOTEL TRUST NOHT 2019 HNLA C 144A | 12,440,000 | 12,440,000 | 0 | 0.04% | -$53.32K |
| RFR USD SOFR/3.25830 03/31/23-7Y* CME | 1 | 1 | 0 | 0.04% | $6.48M |
| FORD MOTOR CRED | 12,205,000 | 12,205,000 | 0 | 0.04% | -$52.06K |
| Guggenheim CLO Ltd., Series 2022-2A, Class A1R | 12,200,000 | 12,200,000 | 0 | 0.04% | $19.43K |
| Drive Auto Receivables Trust, Series 2025-2, Class A3 | 12,200,000 | 12,200,000 | 0 | 0.04% | -$40.73K |
| TURKIYE REP OF | 12,600,000 | 12,600,000 | 0 | 0.04% | -$494.33K |
| Carmax Select Receivables Trust, Series 2025-B, Class A2 | 11,900,000 | 11,900,000 | 0 | 0.04% | -$15.55K |
| UBS V6.327 12/22/27 144A | 11,500,000 | 11,500,000 | 0 | 0.04% | -$88.38K |
| NATIXIS COMMERCIAL MORTGAGE SE NCMS 2017 75B C 144A | 14,580,000 | 14,580,000 | 0 | 0.04% | $790.70K |
| OMEGA HEALTHCARE | 11,300,000 | 11,300,000 | 0 | 0.04% | -$153.44K |
| SANTANDER UK GRP | 11,300,000 | 11,300,000 | 0 | 0.04% | -$116.20K |
| NATIXIS COMMERCIAL MORTGAGE SE NCMS 2018 SOX E 144A | 11,705,500 | 11,705,500 | 0 | 0.04% | -$75.60K |
| Venture Global LNG, Inc. | 10,300,000 | 10,300,000 | 0 | 0.04% | $460.38K |
| PACIFIC GAS&ELEC | 11,197,000 | 11,197,000 | 0 | 0.04% | -$104.38K |
| FORD MOTOR CREDIT CO LLC SR UNSECURED 11/26 VAR | 11,000,000 | 11,000,000 | 0 | 0.04% | -$25.74K |
| SOUTH AFRICA TREASURY BILL SOUTH AFRICAN T BILLS 0 19/08 | 189,400,000 | 189,400,000 | 0 | 0.04% | -$67.11K |
| SBA TOWER TRUST REGD 144A P/P 4.83100000 | 10,700,000 | 10,700,000 | 0 | 0.04% | -$22.15K |
| LPL HOLDINGS INC | 10,400,000 | 10,400,000 | 0 | 0.04% | -$166.35K |
| VASA TRUST VASA 2021 VASA B 144A | 10,800,000 | 10,800,000 | 0 | 0.04% | -$51.44K |
| PROJECT CASHMERE CLASS A2 144A | 15,100,000 | 15,100,000 | 0 | 0.04% | $341.26K |
| FIRST FRANKLIN MTG LOAN ASSET FFML 2006 FF9 2A4 | 11,075,000 | 11,075,000 | 0 | 0.04% | -$5.96K |
| AFRMT 2025-2A A 144A 4.67% 07-15-33 | 10,300,000 | 10,300,000 | 0 | 0.04% | -$40.13K |
| PROJECT PANAMA SPV LLC 2024-1 | 10,236,000 | 10,236,000 | 0 | 0.04% | -$5.35K |
| REPSOL E+P CAP MARKETS COMPANY GUAR 144A 09/30 5.204 | 10,000,000 | 10,000,000 | 0 | 0.04% | -$58.02K |
| EQUITABLE FINANC | 10,000,000 | 10,000,000 | 0 | 0.03% | -$103.73K |
| ASHFORD HOSPITALITY TRUST AHT1 2018 ASHF B 144A | 10,000,000 | 10,000,000 | 0 | 0.03% | -$60.83K |
| IRS EUR 0.25000 03/18/20-30Y LCH | 1 | 1 | 0 | 0.03% | -$664.44K |
| PARK PLACE SECURITIES INC PPSI 2005 WHQ3 M6 | 10,980,000 | 10,980,000 | 0 | 0.03% | $68.44K |
| SOFI CONSUMER LOAN PROGRAM TRU SCLP 2025 B B | 9,700,000 | 9,700,000 | 0 | 0.03% | -$27.69K |
| SOUTH AFRICAN T BILLS BILLS 05/26 0.00000 | 165,460,000 | 165,460,000 | 0 | 0.03% | -$54.85K |
| GSAMP TRUST GSAMP 2007 HE1 A1 | 10,639,348 | 10,639,348 | 0 | 0.03% | -$105.83K |
| MRCD MORTGAGE TRUST MRCD 2019 PARK C 144A | 12,050,000 | 12,050,000 | 0 | 0.03% | $114.48K |
| US TREASURY N/B | 9,635,000 | 9,635,000 | 0 | 0.03% | -$105.38K |
| NWG 4.789 03/21/28 144A | 9,400,000 | 9,400,000 | 0 | 0.03% | -$95.22K |
| T/L ENVALIOR FINANCE GMBH REGD /EUR/ 0.00000000 | 9,100,000 | 9,100,000 | 0 | 0.03% | -$1.01M |
| NATIONAL FOOTBALL LEAGUE 5YR OCT SR SEC | 9,500,000 | 9,500,000 | 0 | 0.03% | -$207.63K |
| VASA TRUST VASA 2021 VASA C 144A | 10,000,000 | 10,000,000 | 0 | 0.03% | -$47.63K |
| NATIONAL FOOTBAL LEAGUE 4.5YR | 9,300,000 | 9,300,000 | 0 | 0.03% | -$119.21K |
| NATIONAL FOOTBAL LEAGUE 4.5YR | 9,300,000 | 9,300,000 | 0 | 0.03% | -$116.00K |
| RFR USD SOFR/2.00000 12/21/22-7Y CME | 1 | 1 | 0 | 0.03% | $1.15M |
| BANCO SANTANDER | 9,200,000 | 9,200,000 | 0 | 0.03% | -$77.40K |
| REPUBLIC OF PERU SR UNSECURED 144A 08/37 6.9 | 32,325,000 | 32,325,000 | 0 | 0.03% | -$829.86K |
| CREDIT SUISSE MORTGAGE TRUST CSMC 2007 C2 C 144A | 15,000,000 | 15,000,000 | 0 | 0.03% | -$150 |
| TURKIYE VAKIFLAR BANKASI TAO I 2024 EUR DDTL | 8,000,000 | 8,000,000 | 0 | 0.03% | -$244.23K |
| MEX BONOS DESARR FIX RT SR UNSECURED 05/29 8.5 | 163,300,000 | 163,300,000 | 0 | 0.03% | -$43.03K |
| SERIES 2024 1 CLN 2031 SERIES 2024 1 CLN 2031 | 9,000,000 | 9,000,000 | 0 | 0.03% | -$3.32K |
| NIGERIA OMO BILL OMO110626 | 12,986,800,000 | 12,986,800,000 | 0 | 0.03% | $799.16K |
| MPLX L.P. | 9,000,000 | 9,000,000 | 0 | 0.03% | -$83.77K |
| NIGERIA OMO BILL OMO120626 | 12,974,300,000 | 12,974,300,000 | 0 | 0.03% | $798.11K |
| RFR USD SOFR/3.50000 06/20/24-30Y LCH | 1 | 1 | 0 | 0.03% | -$269.01K |
| SDART 2024-4 B 4.93% 09-17-29 | 8,900,000 | 8,900,000 | 0 | 0.03% | -$15.93K |
| SUBCALIDORA 2 2024 EUR TERM LOAN | 7,900,000 | 7,900,000 | 0 | 0.03% | -$405.37K |
| JACKSON NAT LIFE | 8,800,000 | 8,800,000 | 0 | 0.03% | -$104.42K |
| Capital Four US CLO II Ltd., Series 2022-1A, Class AR | 8,700,000 | 8,700,000 | 0 | 0.03% | -$35.48K |
| BARCLAYS PLC | 8,600,000 | 8,600,000 | 0 | 0.03% | -$94.24K |
| SOUTH AFRICA TREASURY BILL 7.99 06.05.2026 | 145,040,000 | 145,040,000 | 0 | 0.03% | -$48.84K |
| NOMURA HOLDINGS INC SR UNSECURED 07/27 VAR | 8,400,000 | 8,400,000 | 0 | 0.03% | -$15.55K |
| SBA TOWER TRUST | 8,500,000 | 8,500,000 | 0 | 0.03% | $60.21K |
| ATRIUM HOTEL PORTFOLIO TRUST AHPT 2017 ATRM C 144A | 8,450,000 | 8,450,000 | 0 | 0.03% | $0 |
| SAXON ASSET SECURITIES TRUST SAST 2006 3 A4 | 9,050,000 | 9,050,000 | 0 | 0.03% | $19.33K |
| ARGENTINA | 10,711,449 | 10,711,449 | 0 | 0.03% | -$246.36K |
| WBD 3.95 03/20/28 * | 8,200,000 | 8,200,000 | 0 | 0.03% | -$22.55K |
| TURKIYE REP OF | 7,700,000 | 7,700,000 | 0 | 0.03% | -$333.42K |
| VICI PROPERTIES | 8,000,000 | 8,000,000 | 0 | 0.03% | -$9.90K |
| VW 5.05 03/27/28 144A | 7,800,000 | 7,800,000 | 0 | 0.03% | -$71.05K |
| SBNA Auto Lease Trust, Series 2025-A, Class A3 | 7,800,000 | 7,800,000 | 0 | 0.03% | -$25.69K |
| COLONY MORTGAGE CAPITAL LTD CLNY 2019 IKPR B 144A | 7,850,000 | 7,850,000 | 0 | 0.03% | $95.34K |
| FLORA FOOD MANAGEMENT BV SR SECURED 144A 07/29 6.875 | 7,100,000 | 7,100,000 | 0 | 0.03% | -$591.42K |
| STLA 4.95 09/15/28 144A | 7,700,000 | 7,700,000 | 0 | 0.03% | -$148.13K |
| SOFI CONSUMER LOAN PROGRAM TRU SCLP 2025 B C | 7,600,000 | 7,600,000 | 0 | 0.03% | -$17.52K |
| SANUSA V5.473 03/20/29 | 7,500,000 | 7,500,000 | 0 | 0.03% | -$59.62K |
| BANCO SANTANDER | 7,200,000 | 7,200,000 | 0 | 0.03% | -$119.93K |
| COLONY MORTGAGE CAPITAL LTD CLNY 2019 IKPR E 144A | 8,000,000 | 8,000,000 | 0 | 0.03% | $453.92K |
| BWAY MORTGAGE TRUST BWAY 2021 1450 D 144A | 8,195,000 | 8,195,000 | 0 | 0.03% | $303.34K |
| BBCCRE TRUST BBCCR 2015 GTP D 144A | 8,800,000 | 8,800,000 | 0 | 0.03% | $309.85K |
| NATWEST GROUP | 7,400,000 | 7,400,000 | 0 | 0.03% | -$74.55K |
| WATR ISSUER TRUST WATR 2025 2 B 144A | 7,399,000 | 7,399,000 | 0 | 0.03% | -$88.08K |
| Elmwood CLO 15 Ltd., Series 2022-2A, Class A1R | 7,300,000 | 7,300,000 | 0 | 0.03% | $594 |
| FIRST FRANKLIN MTG LOAN ASSET FFML 2006 FF5 2A4 | 7,800,000 | 7,800,000 | 0 | 0.03% | $14.41K |
| VICI PROPERTIES VICI NOTE | 7,500,000 | 7,500,000 | 0 | 0.02% | -$91.51K |
| HOMEBANC MORTGAGE TRUST HMBT 2005 4 M3 | 7,183,900 | 7,183,900 | 0 | 0.02% | $20.73K |
| NATWEST GROUP PLC SR UNSECURED 03/28 VAR | 7,000,000 | 7,000,000 | 0 | 0.02% | -$17.35K |
| SANTANDER HOLDINGS USA SR UNSECURED 03/29 VAR | 6,900,000 | 6,900,000 | 0 | 0.02% | -$14.10K |
| Atrium Hotel Portfolio Trust, Series 2017-ATRM, Class D | 7,242,028 | 7,242,028 | 0 | 0.02% | $35.30K |
| PROJECT DORCHESTER EUR TERM LOAN | 6,000,000 | 6,000,000 | 0 | 0.02% | -$116.10K |
| JP MORGAN CHASE COMMERCIAL MOR JPMCC 2019 BKWD D 144A | 8,698,000 | 8,698,000 | 0 | 0.02% | -$7.74K |
| JP MORGAN MORTGAGE ACQUISITION JPMAC 2005 WMC1 M4 | 7,419,200 | 7,419,200 | 0 | 0.02% | $8.27K |
| BEAR STEARNS STRUCTURED PRODUC BSSP 2007 EMX1 M2 144A | 7,000,000 | 7,000,000 | 0 | 0.02% | $965 |
| JAPAN (20 YEAR ISSUE) BONDS 03/45 2.4 | 1,222,000,000 | 1,222,000,000 | 0 | 0.02% | -$418.06K |
| NAVSL 2023-BA B | 6,300,000 | 6,300,000 | 0 | 0.02% | -$32.26K |
| ROMARK CREDIT FUNDING I, LTD. RCF 2024 3A A 144A | 6,750,000 | 6,750,000 | 0 | 0.02% | -$14.57K |
| BOEING CO | 6,700,000 | 6,700,000 | 0 | 0.02% | -$32.64K |
| JP MORGAN MORTGAGE ACQUISITION JPMAC 2005 OPT1 M5 | 7,474,304 | 7,474,304 | 0 | 0.02% | -$32.61K |
| BWAY MORTGAGE TRUST BWAY 2021 1450 C 144A | 7,124,000 | 7,124,000 | 0 | 0.02% | $249.74K |
| JP Morgan Chase Commercial Mortgage Securities Trust 2019-BKWD | 7,700,000 | 7,700,000 | 0 | 0.02% | -$6.86K |
| ARGENTINA | 9,847,245 | 9,847,245 | 0 | 0.02% | -$226.49K |
| PROJECT CASHMERE CLASS B 144A | 9,500,000 | 9,500,000 | 0 | 0.02% | $214.70K |
| PROJECT FLASH DELAYED DRAW TERM LOAN | 6,589,999 | 6,589,999 | 0 | 0.02% | $4.41K |
| PARK PLACE SECURITIES INC PPSI 2005 WHQ2 M5 | 7,804,000 | 7,804,000 | 0 | 0.02% | $14.55K |
| NATWEST GROUP | 6,400,000 | 6,400,000 | 0 | 0.02% | -$71.63K |
| RFR USD SOFR/3.50000 09/17/25-30Y LCH | 1 | 1 | 0 | 0.02% | -$230.02K |
| CONSUMER LOAN FINANCE ISSUER T CLFT 2024 A A2 144A | 6,275,000 | 6,275,000 | 0 | 0.02% | -$32.78K |
| FORD MOTOR CRED | 6,404,000 | 6,404,000 | 0 | 0.02% | -$31.53K |
| CREDIT AGRICOLE SA REGD V/R 144A P/P MTN 4.98407100 | 6,200,000 | 6,200,000 | 0 | 0.02% | -$5.80K |
| Carvana Auto Receivables Trust, Series 2024-P3, Class A4 | 6,225,000 | 6,225,000 | 0 | 0.02% | -$51.45K |
| US TREASURY N/B | 6,161,000 | 6,161,000 | 0 | 0.02% | -$80.38K |
| Equitable Financial Life Global Funding | 6,100,000 | 6,100,000 | 0 | 0.02% | -$74.98K |
| HART 2024-B A3 | 6,000,000 | 6,000,000 | 0 | 0.02% | -$32.07K |
| WATR ISSUER TRUST WATR 2025 1 D 144A | 5,800,000 | 5,800,000 | 0 | 0.02% | -$77.38K |
| BAMLL COML MTG SECS TR 2024 04/42 1 | 6,900,000 | 6,900,000 | 0 | 0.02% | -$31.89K |
| CSGP 2.8 07/15/30 144A | 6,420,000 | 6,420,000 | 0 | 0.02% | -$79.67K |
| IMPERIAL BRANDS | 5,800,000 | 5,800,000 | 0 | 0.02% | -$42.98K |
| Carvana Auto Receivables Trust, Series 2024-P1, Class A4 | 5,691,000 | 5,691,000 | 0 | 0.02% | -$17.40K |
| LPL HOLDINGS INC | 5,700,000 | 5,700,000 | 0 | 0.02% | -$64.68K |
| BANC OF AMERICA MERRILL LYNCH BAMLL 2021 JACX C 144A | 6,000,000 | 6,000,000 | 0 | 0.02% | $9.05K |
| JP Morgan Chase Commercial Mortgage Securities Trust 2023-CCDC | 5,500,000 | 5,500,000 | 0 | 0.02% | -$104.90K |
| SOFI CONSUMER LOAN PROGRAM TRU SCLP 2025 B D | 5,600,000 | 5,600,000 | 0 | 0.02% | -$3.29K |
| POSEIDON BIDCO SASU 2023 EUR TERM LOAN B | 16,300,000 | 16,300,000 | 0 | 0.02% | -$1.27M |
| SES, SA CVR RT | 372,608 | 372,608 | 0 | 0.02% | -$201.77K |
| Avis Budget Rental Car Funding AESOP LLC, Series 2024-2A, Class A | 5,500,000 | 5,500,000 | 0 | 0.02% | -$36.72K |
| PACIFIC GAS&ELEC | 5,599,000 | 5,599,000 | 0 | 0.02% | -$29.51K |
| Carvana Auto Receivables Trust, Series 2023-P4, Class A4 | 5,319,000 | 5,319,000 | 0 | 0.02% | -$42.99K |
| CSMC 2018-RPL9 TRUST | 5,700,000 | 5,700,000 | 0 | 0.02% | -$18.65K |
| PROSUS NV SR UNSECURED 144A 07/29 1.288 | 5,000,000 | 5,000,000 | 0 | 0.02% | -$155.48K |
| BARCLAYS PLC | 5,300,000 | 5,300,000 | 0 | 0.02% | -$44.55K |
| WATR ISSUER TRUST WATR 2025 1 B 144A | 5,300,000 | 5,300,000 | 0 | 0.02% | -$70.57K |
| AFRMT 2025-3A A 144A 4.45% 10-16-34 | 5,300,000 | 5,300,000 | 0 | 0.02% | -$40.07K |
| MFT Trust, Series 2020-ABC, Class B | 6,815,000 | 6,815,000 | 0 | 0.02% | $153.01K |
| RFR JPY MUTK/0.5000 03/15/22-20Y LCH | 1 | 1 | 0 | 0.02% | $418.53K |
| NATIXIS COMMERCIAL MORTGAGE SE NCMS 2017 75B D 144A | 7,419,000 | 7,419,000 | 0 | 0.02% | $141.60K |
| MRCD MORTGAGE TRUST MRCD 2019 PARK E 144A | 7,480,000 | 7,480,000 | 0 | 0.02% | -$187.00K |
| IMPERIAL BRANDS FIN NETH COMPANY GUAR REGS 02/31 5.25 | 4,165,000 | 4,165,000 | 0 | 0.02% | -$202.96K |
| POLESTAR RE LTD UNSECURED 144A 01/27 VAR | 4,900,000 | 4,900,000 | 0 | 0.02% | -$46.06K |
| REPUBLIC OF PERU SR UNSECURED 144A 08/31 6.95 | 16,208,000 | 16,208,000 | 0 | 0.02% | -$309.66K |
| WATR ISSUER TRUST WATR 2025 2 D 144A | 5,100,000 | 5,100,000 | 0 | 0.02% | -$59.90K |
| RFR USD SOFR/4.00000 03/21/24-8Y LCH | 1 | 1 | 0 | 0.02% | -$1.47M |
| SMB PRIVATE EDUCATION LOAN TRUST 2025-C SER 2025-C CL D REGD 144A P/P 5.26000000 | 5,200,000 | 5,200,000 | 0 | 0.02% | -$19.00K |
| BARCLAYS COMMERCIAL MORTGAGE S BBCMS 2018 CBM D 144A | 5,575,500 | 5,575,500 | 0 | 0.02% | $101.50K |
| PROJECT HUDSON II FIXED TERM LOAN | 5,000,000 | 5,000,000 | 0 | 0.02% | -$27.81K |
| F+G GLOBAL FUNDING SECURED 144A 06/27 5.875 | 4,900,000 | 4,900,000 | 0 | 0.02% | -$47.19K |
| SFO COMMERICAL MORTGAGE TRUST SFO 2021 555 E 144A | 5,000,000 | 5,000,000 | 0 | 0.02% | -$19.84K |
| SYNCHRONY FINANC | 5,000,000 | 5,000,000 | 0 | 0.02% | -$40.19K |
| TOWD POINT MORTGAGE TRUST TPMT 2019 MH1 B2 144A | 5,000,000 | 5,000,000 | 0 | 0.02% | -$11.94K |
| UBS GROUP | 4,800,000 | 4,800,000 | 0 | 0.02% | -$61.33K |
| CLEAR CHANNEL OUTDOOR HOLDINGS INC | 2,065,869 | 2,065,869 | 0 | 0.02% | $330.54K |
| LPL HOLDINGS INC REGD 144A P/P 4.00000000 | 5,000,000 | 5,000,000 | 0 | 0.02% | -$60.10K |
| WATR ISSUER TRUST WATR 2025 2 C 144A | 4,900,000 | 4,900,000 | 0 | 0.02% | -$58.67K |
| Imperial Brands PLC 3.50 07/26/2026 | 4,747,000 | 4,747,000 | 0 | 0.02% | $6.16K |
| REPUBLIC OF SOUTH AFRICA BONDS 01/30 8 | 80,800,000 | 80,800,000 | 0 | 0.02% | -$266.16K |
| URSA RE LTD UNSECURED 144A 12/26 VAR | 4,600,000 | 4,600,000 | 0 | 0.02% | -$56.81K |
| INTESA SANPAOLO SPA REGD 144A P/P 7.20000000 | 4,200,000 | 4,200,000 | 0 | 0.02% | -$89.82K |
| RFR JPY MUT+5.89/-0.0200 3/20/21-8Y* LCH | 1 | 1 | 0 | 0.02% | -$120.34K |
| JP MORGAN MORTGAGE ACQUISITION JPMAC 2006 NC2 M2 | 5,000,000 | 5,000,000 | 0 | 0.02% | -$9.98K |
| DANSKE BANK AS (UNGTD) 5.427%/VAR 03/01/2028 144A | 4,500,000 | 4,500,000 | 0 | 0.02% | -$27.43K |
| BARCLAYS PLC SR UNSECURED 03/28 VAR | 4,500,000 | 4,500,000 | 0 | 0.02% | -$15.29K |
| OneMain Financial Issuance Trust, Series 2023-2A, Class A2 | 4,400,000 | 4,400,000 | 0 | 0.02% | -$10.82K |
| RFR USD SOFR/3.00000 06/21/23-7Y LCH | 1 | 1 | 0 | 0.02% | $1.02M |
| PROJECT CASHMERE CLASS C 144A | 6,400,000 | 6,400,000 | 0 | 0.02% | $144.64K |
| DC Commercial Mortgage Trust, Series 2023-DC, Class A | 4,300,000 | 4,300,000 | 0 | 0.02% | -$44.70K |
| AmeriCredit Automobile Receivables Trust, Series 2025-1, Class A2A | 4,300,000 | 4,300,000 | 0 | 0.01% | -$4.31K |
| RFR USD SOFR/3.50000 06/21/23-10Y LCH | 2 | 2 | 0 | 0.01% | $531.44K |
| MFT TRUST MOFT 2020 ABC A 144A | 5,000,000 | 5,000,000 | 0 | 0.01% | $181.92K |
| GREENSKY HOME IMPROVEMENT ISSU GSKY 2025 3A A2 144A | 4,200,000 | 4,200,000 | 0 | 0.01% | -$27.12K |
| COUNTRYWIDE ASSET BACKED CERTI CWL 2004 13 MF4 | 4,460,012 | 4,460,012 | 0 | 0.01% | -$24.63K |
| Bank of Nova Scotia/The | 4,100,000 | 4,100,000 | 0 | 0.01% | -$5.30K |
| RFR USD SOFR/3.50000 05/22/23-10Y LCH | 1 | 1 | 0 | 0.01% | $1.42M |
| RFRF USD SF+26.161/1.10 8/01/23-6Y* CME | 1 | 1 | 0 | 0.01% | $132.63K |
| Enterprise Fleet Financing LLC, Series 2025-1, Class A3 | 3,900,000 | 3,900,000 | 0 | 0.01% | -$32.58K |
| RFR JPY MUTK/1.00000 09/18/24-10Y LCH | 1 | 1 | 0 | 0.01% | $799.94K |
| CS AT1 CLAIMS US22546DAB29 CREDIT SUISSE GROUP AG | 11,100,000 | 11,100,000 | 0 | 0.01% | $610.50K |
| NATIONWIDE BUILDING SOCIETY | 3,900,000 | 3,900,000 | 0 | 0.01% | -$32.28K |
| CAPE LOOKOUT RE LTD UNSECURED 144A 03/32 VAR | 3,700,000 | 3,700,000 | 0 | 0.01% | -$59.20K |
| SOUTH AFRICA TREASURY BILL 7.93 13.05.2026 | 65,600,000 | 65,600,000 | 0 | 0.01% | -$21.94K |
| GS MORTGAGE BACKED SECURITIES GSMBS 2022 RPL1 B1 144A | 4,076,000 | 4,076,000 | 0 | 0.01% | $28.57K |
| SOFI CONSUMER LOAN PROGRAM TRU SCLP 2025 A B 144A | 3,796,000 | 3,796,000 | 0 | 0.01% | -$14.96K |
| SOFI CONSUMER LOAN PROGRAM TRU SCLP 2025 C B | 3,787,000 | 3,787,000 | 0 | 0.01% | -$10.77K |
| UBS V5.959 01/12/34 144A | 3,605,000 | 3,605,000 | 0 | 0.01% | -$79.85K |
| BOEING CO/THE | 3,570,000 | 3,570,000 | 0 | 0.01% | -$41.69K |
| SAMMONS FIN GLO | 3,700,000 | 3,700,000 | 0 | 0.01% | -$27.42K |
| URSA RE LTD UNSECURED 144A 12/26 VAR | 3,600,000 | 3,600,000 | 0 | 0.01% | -$50.58K |
| VICI PROPERTIES / NOTE REGD 144A P/P 3.87500000 | 3,700,000 | 3,700,000 | 0 | 0.01% | -$36.25K |
| PROJECT CASHMERE CLASS D 144A | 5,200,000 | 5,200,000 | 0 | 0.01% | $117.52K |
| Citadel Securities Global Holdings LLC | 3,500,000 | 3,500,000 | 0 | 0.01% | -$37.01K |
| RFRF USD SF+26.161/1.7* 8/12/23-28Y CME | 1 | 1 | 0 | 0.01% | -$12.95K |
| TEVT 2023-1 A4 | 3,500,000 | 3,500,000 | 0 | 0.01% | -$15.84K |
| DEUTSCHE BANK NY | 3,500,000 | 3,500,000 | 0 | 0.01% | -$30.22K |
| ROMANIA UNSECURED 144A 04/33 2 | 3,800,000 | 3,800,000 | 0 | 0.01% | -$183.79K |
| GOLDEN BEAR RE LTD UNSECURED 144A 01/29 VAR | 3,350,000 | 3,350,000 | 0 | 0.01% | $58.09K |
| GS MORTGAGE BACKED SECURITIES GSMBS 2022 RPL1 B2 144A | 3,533,000 | 3,533,000 | 0 | 0.01% | $24.42K |
| VW 4 3/4 11/13/28 | 3,400,000 | 3,400,000 | 0 | 0.01% | -$36.30K |
| VENZ 11.95 08/05/31 | 6,600,000 | 6,600,000 | 0 | 0.01% | $1.23M |
| RFR JPY MUTK/0.4000 06/15/22-10Y LCH | 1 | 1 | 0 | 0.01% | $404.19K |
| Enterprise Fleet Financing LLC, Series 2024-3, Class A3 | 3,300,000 | 3,300,000 | 0 | 0.01% | -$19.49K |
| WATR ISSUER TRUST WATR 2025 1 C 144A | 3,300,000 | 3,300,000 | 0 | 0.01% | -$44.51K |
| Norinchukin Bank/The | 3,240,000 | 3,240,000 | 0 | 0.01% | -$27.34K |
| New Orleans Hotel Trust, Series 2019-HNLA, Class A | 3,300,000 | 3,300,000 | 0 | 0.01% | -$12.56K |
| ALAMO RE LTD UNSECURED 144A 06/26 VAR | 3,200,000 | 3,200,000 | 0 | 0.01% | -$80.00K |
| UROPA SECURITIES PLC UROPA 2007 1 M1A REGS | 2,540,526 | 2,540,526 | 0 | 0.01% | -$44.14K |
| VICI PROPERTIES / NOTE REGD 144A P/P 4.50000000 | 3,219,000 | 3,219,000 | 0 | 0.01% | -$26.90K |
| CRED AGRICOLE SA | 3,200,000 | 3,200,000 | 0 | 0.01% | -$25.84K |
| CONSUMER LOAN FINANCE ISSUER T CLFT 2024 BA A2 144A | 3,143,000 | 3,143,000 | 0 | 0.01% | -$20.33K |
| CREDIT SUISSE MORTGAGE TRUST CSMC 2021 ADV B 144A | 4,460,000 | 4,460,000 | 0 | 0.01% | -$287.81K |
| CARVANA AUTO RECEIVABLES TRUST CRVNA 2025 N1 A3 144A | 3,100,000 | 3,100,000 | 0 | 0.01% | -$6.85K |
| REPSOL E&P CAP MARKETS REGD 144A P/P 4.80500000 | 3,100,000 | 3,100,000 | 0 | 0.01% | -$16.11K |
| EIX 6.25 03/15/30 | 3,000,000 | 3,000,000 | 0 | 0.01% | -$28.62K |
| ALAMO RE LTD UNSECURED 144A 06/27 VAR | 3,000,000 | 3,000,000 | 0 | 0.01% | -$83.70K |
Top 300 of 814, by weight.
Machine-readable: JSON · Markdown. Programmatic access via the agent surface.