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 | 685,295,000 | 685,295,000 | 4.37% | $660.35M |
| Uniform Mortgage-Backed Security, TBA | 0 | 484,699,620 | 484,699,620 | 3.16% | $477.46M |
| FNCL 5 6/24 | 0 | 184,000,000 | 184,000,000 | 1.20% | $181.11M |
| Uniform Mortgage-Backed Security, TBA | 0 | 138,200,000 | 138,200,000 | 0.88% | $133.25M |
| FNCL 5 4/26 | 0 | 116,900,000 | 116,900,000 | 0.76% | $115.31M |
| US TREASURY N/B | 0 | 131,635,000 | 131,635,000 | 0.73% | $110.00M |
| US TREASURY N/B | 0 | 137,298,000 | 137,298,000 | 0.66% | $100.11M |
| Government National Mortgage Association, TBA | 0 | 93,600,000 | 93,600,000 | 0.58% | $87.63M |
| G2SF 5 5/26 | 0 | 56,000,000 | 56,000,000 | 0.37% | $55.35M |
| G2SF 4.5 4/26 | 0 | 55,900,000 | 55,900,000 | 0.36% | $54.01M |
| US TREASURY N/B | 0 | 76,400,000 | 76,400,000 | 0.34% | $51.10M |
| 83208D9A7 SMB 2026 B A1A 144A | 0 | 49,206,000 | 49,206,000 | 0.32% | $48.91M |
| US TREASURY N/B | 0 | 46,600,000 | 46,600,000 | 0.29% | $44.53M |
| SAUDI INT BOND | 0 | 45,000,000 | 45,000,000 | 0.29% | $44.42M |
| CDX IG46 5Y ICE | 0 | 1 | 1 | 0.22% | $32.93M |
| FORD MOTOR CRED | 0 | 30,000,000 | 30,000,000 | 0.20% | $29.64M |
| American Express Co | 0 | 28,900,000 | 28,900,000 | 0.19% | $28.72M |
| SUMITOMO MITSU | 0 | 24,400,000 | 24,400,000 | 0.16% | $24.04M |
| GS MORTGAGE BACKED SECURITIES GSMBS 2026 2 PT 144A | 0 | 23,400,000 | 23,400,000 | 0.16% | $23.80M |
| Government National Mortgage Association, TBA | 0 | 22,700,000 | 22,700,000 | 0.15% | $23.06M |
| US TREASURY N/B | 0 | 23,360,000 | 23,360,000 | 0.15% | $23.00M |
| NSCALE DELAYED DRAW TERM LOAN | 0 | 20,000,000 | 20,000,000 | 0.13% | $20.00M |
| HSBC Holdings PLC | 0 | 20,100,000 | 20,100,000 | 0.13% | $19.95M |
| UBS Group AG | 0 | 20,000,000 | 20,000,000 | 0.13% | $19.75M |
| AT&T INC | 0 | 19,200,000 | 19,200,000 | 0.13% | $19.01M |
| PacifiCorp | 0 | 18,000,000 | 18,000,000 | 0.12% | $17.80M |
| BMW US Capital LLC | 0 | 17,800,000 | 17,800,000 | 0.12% | $17.79M |
| BARCLAYS PLC | 0 | 17,300,000 | 17,300,000 | 0.11% | $16.93M |
| GS MORTGAGE BACKED SECURITIES GSMBS 2026 3 PT 144A | 0 | 15,900,000 | 15,900,000 | 0.11% | $15.94M |
| Takeoff Merger Sub Inc | 0 | 16,000,000 | 16,000,000 | 0.11% | $15.92M |
| GS MORTGAGE BACKED SECURITIES GSMBS 2026 1 PT 144A | 0 | 15,500,000 | 15,500,000 | 0.10% | $15.40M |
| TREASURY CORP VICTORIA LOCAL GOVT G 11/37 2 | 0 | 30,600,000 | 30,600,000 | 0.09% | $14.27M |
| GSG BIDCO LTD SR SECURED 144A 06/36 5.375 | 0 | 12,300,000 | 12,300,000 | 0.09% | $14.12M |
| ENTERGY ARKANSAS | 0 | 14,000,000 | 14,000,000 | 0.09% | $13.74M |
| Fidelity National Information Services Inc | 0 | 13,500,000 | 13,500,000 | 0.09% | $13.44M |
| BANK OF NY MELLO | 0 | 13,529,000 | 13,529,000 | 0.09% | $13.40M |
| Goldman Sachs Private Credit Corp | 0 | 13,500,000 | 13,500,000 | 0.09% | $13.30M |
| Sumitomo Mitsui Financial Group, Inc. | 0 | 13,200,000 | 13,200,000 | 0.09% | $13.09M |
| GSG BIDCO LTD SR SECURED 144A 06/31 4.7 | 0 | 11,400,000 | 11,400,000 | 0.09% | $13.07M |
| BUONI POLIENNALI DEL TES SR UNSECURED REGS 02/31 2.85 | 0 | 11,500,000 | 11,500,000 | 0.09% | $13.05M |
| 86333 AA1 | 0 | 13,000,000 | 13,000,000 | 0.08% | $12.80M |
| US TREASURY N/B | 0 | 18,400,000 | 18,400,000 | 0.08% | $12.73M |
| 86333 AB9 | 0 | 13,000,000 | 13,000,000 | 0.08% | $12.70M |
| ING GROEP NV | 0 | 10,500,000 | 10,500,000 | 0.07% | $10.44M |
| MITSUB UFJ FIN | 0 | 10,500,000 | 10,500,000 | 0.07% | $10.35M |
| Citadel Finance LLC | 0 | 10,500,000 | 10,500,000 | 0.07% | $10.30M |
| NEXTERA ENERGY | 0 | 10,000,000 | 10,000,000 | 0.07% | $9.91M |
| ENERGY TRANS | 0 | 10,000,000 | 10,000,000 | 0.07% | $9.91M |
| ECOPETROL SA 2022 TERM LOAN | 0 | 10,000,000 | 10,000,000 | 0.07% | $9.90M |
| AERCAP IRELAND | 0 | 10,000,000 | 10,000,000 | 0.07% | $9.87M |
| CAPITAL ONE FINL | 0 | 10,000,000 | 10,000,000 | 0.07% | $9.85M |
| Ford Motor Credit Co LLC | 0 | 10,000,000 | 10,000,000 | 0.06% | $9.82M |
| CONSTL ENRGY GEN | 0 | 9,800,000 | 9,800,000 | 0.06% | $9.73M |
| Fidelity National Information Services, Inc. | 0 | 9,700,000 | 9,700,000 | 0.06% | $9.68M |
| FS Rialto Issuer LLC, Series 2026-FL11, Class A | 0 | 9,600,000 | 9,600,000 | 0.06% | $9.60M |
| HYUNDAI CAPITAL AMERICA 144A LIFE SR UNSEC 4.25% 01-08-29 | 0 | 9,300,000 | 9,300,000 | 0.06% | $9.20M |
| US TREASURY N/B | 0 | 15,500,000 | 15,500,000 | 0.06% | $9.03M |
| Morgan Stanley | 0 | 8,900,000 | 8,900,000 | 0.06% | $8.84M |
| UBS AG STAMFORD | 0 | 8,800,000 | 8,800,000 | 0.06% | $8.79M |
| UNITED STATES TREASURY INFLATION INDEXED BONDS I/L 2.375% 02-15-56 | 0 | 9,131,577 | 9,131,577 | 0.06% | $8.49M |
| Danske Bank A/S | 0 | 8,400,000 | 8,400,000 | 0.06% | $8.42M |
| BRSP 2026-FL3 LTD SER 2026-FL3 CL A V/R REGD 144A P/P 5.15000000 | 0 | 8,300,000 | 8,300,000 | 0.05% | $8.28M |
| BAKER HUGHES LLC/CO OBL COMPANY GUAR 03/30 3.226 | 0 | 7,000,000 | 7,000,000 | 0.05% | $8.02M |
| US TREASURY N/B | 0 | 8,075,000 | 8,075,000 | 0.05% | $7.88M |
| ACRES Commercial Realty Issuer LLC, Series 2026-FL4, Class A | 0 | 7,700,000 | 7,700,000 | 0.05% | $7.70M |
| Republic of Colombia | 0 | 7,600,000 | 7,600,000 | 0.05% | $7.54M |
| HP ENTERPRISE | 0 | 7,350,000 | 7,350,000 | 0.05% | $7.35M |
| HP ENTERPRISE | 0 | 7,350,000 | 7,350,000 | 0.05% | $7.34M |
| RFR GBP SONIO/4.00000 09/16/26-10Y LCH | 0 | 1 | 1 | 0.05% | $7.33M |
| MCCORMICK | 0 | 7,400,000 | 7,400,000 | 0.05% | $7.33M |
| CRED AGRICOLE SA | 0 | 7,200,000 | 7,200,000 | 0.05% | $7.10M |
| Depository Trust Co. (The) | 0 | 6,900,000 | 6,900,000 | 0.05% | $6.91M |
| 83208D9E9 SMB 2026 B A1B SOFR30A+120BP | 0 | 6,710,000 | 6,710,000 | 0.04% | $6.71M |
| ReNew Treasury IFSC Pvt. Ltd. | 0 | 6,900,000 | 6,900,000 | 0.04% | $6.71M |
| NEW S WALES TREASURY CRP LOCAL GOVT G REGS 11/37 3.5 | 0 | 11,900,000 | 11,900,000 | 0.04% | $6.64M |
| REPUBLIC OF INDONESIA SR UNSECURED 03/34 4.1 | 0 | 5,900,000 | 5,900,000 | 0.04% | $6.57M |
| REALTY INCOME | 0 | 6,400,000 | 6,400,000 | 0.04% | $6.32M |
| APPALACHIAN PWR | 0 | 6,895,000 | 6,895,000 | 0.04% | $6.27M |
| Takeoff Merger Sub, Inc. | 0 | 6,000,000 | 6,000,000 | 0.04% | $5.96M |
| MORGAN STANLEY SR UNSECURED 01/32 VAR | 0 | 5,200,000 | 5,200,000 | 0.04% | $5.90M |
| CASTLELAKE AIRCRAFT STRUCTURED TRUST 2026-1A A 5.073% 03/15/2051 144A | 0 | 6,000,000 | 6,000,000 | 0.04% | $5.90M |
| MAST LLC, Series 2026-1A, Class A | 0 | 5,964,286 | 5,964,286 | 0.04% | $5.88M |
| AT&T INC | 0 | 5,900,000 | 5,900,000 | 0.04% | $5.85M |
| BUONI POLIENNALI DEL TES SR UNSECURED 144A REGS 09/32 1 | 0 | 4,982,640 | 4,982,640 | 0.04% | $5.84M |
| WELLS FARGO CO | 0 | 5,700,000 | 5,700,000 | 0.04% | $5.65M |
| BUONI POLIENNALI DEL TES SR UNSECURED REGS 08/31 1.1 | 0 | 4,803,120 | 4,803,120 | 0.04% | $5.62M |
| Databricks Inc 2025 1st Amendment Term Loan | 0 | 5,499,787 | 5,499,787 | 0.04% | $5.47M |
| STORE CAPITA | 0 | 5,300,000 | 5,300,000 | 0.04% | $5.33M |
| LETRA TESOURO NACIONAL BILLS 10/26 0.00000 | 0 | 28,400,000 | 28,400,000 | 0.03% | $5.14M |
| CHENIERE ENERGYP | 0 | 5,000,000 | 5,000,000 | 0.03% | $5.09M |
| LLOYDS BK GR PLC | 0 | 5,100,000 | 5,100,000 | 0.03% | $5.07M |
| CONSTL ENRGY GEN | 0 | 5,100,000 | 5,100,000 | 0.03% | $5.04M |
| Orange SA | 0 | 5,000,000 | 5,000,000 | 0.03% | $4.95M |
| Vistra Operations Company, LLC | 0 | 5,000,000 | 5,000,000 | 0.03% | $4.92M |
| EQUINIX ASIA FIN | 0 | 5,000,000 | 5,000,000 | 0.03% | $4.90M |
| RFR USD SOFR/3.40694 07/06/26-4Y* LCH | 0 | 6 | 6 | 0.03% | $4.90M |
| TELEFONICA EMIS | 0 | 4,800,000 | 4,800,000 | 0.03% | $4.78M |
| 83208D990 SMB 2026 B D 144A | 0 | 4,733,000 | 4,733,000 | 0.03% | $4.69M |
| CGI INC | 0 | 4,450,000 | 4,450,000 | 0.03% | $4.47M |
| AEP TEXAS | 0 | 4,500,000 | 4,500,000 | 0.03% | $4.43M |
| WILLIAMS COS INC | 0 | 4,200,000 | 4,200,000 | 0.03% | $4.34M |
| MAPLE PARENT | 0 | 4,200,000 | 4,200,000 | 0.03% | $4.20M |
| JPMORGAN CHASE | 0 | 4,400,000 | 4,400,000 | 0.03% | $4.19M |
| SAN DIEGO G & E | 0 | 4,599,000 | 4,599,000 | 0.03% | $4.19M |
| Credit Agricole SA | 0 | 4,200,000 | 4,200,000 | 0.03% | $4.11M |
| Depository Trust Co/The | 0 | 4,000,000 | 4,000,000 | 0.03% | $4.01M |
| INTERSTATE P&L | 0 | 3,900,000 | 3,900,000 | 0.03% | $4.00M |
| UNITED MEXICAN | 0 | 4,000,000 | 4,000,000 | 0.03% | $3.92M |
| Lseg US Fin Corp. | 0 | 3,800,000 | 3,800,000 | 0.02% | $3.77M |
| ENTERGY LA LLC | 0 | 4,000,000 | 4,000,000 | 0.02% | $3.73M |
| US TREASURY N/B | 0 | 4,200,000 | 4,200,000 | 0.02% | $3.46M |
| NEW S WALES TREASURY CRP LOCAL GOVT G REGS 03/34 1.75 | 0 | 6,300,000 | 6,300,000 | 0.02% | $3.32M |
| LETRA TESOURO NACIONAL BILLS 07/26 0.00000 | 0 | 17,500,000 | 17,500,000 | 0.02% | $3.27M |
| G2SF 5 4/26 | 0 | 3,300,000 | 3,300,000 | 0.02% | $3.27M |
| MORGAN STANLEY | 0 | 3,200,000 | 3,200,000 | 0.02% | $3.17M |
| 83208D9F6 SMB 2026 B B 144A | 0 | 2,959,000 | 2,959,000 | 0.02% | $2.94M |
| FHR 5609 FC | 0 | 2,923,475 | 2,923,475 | 0.02% | $2.92M |
| US TREASURY N/B | 0 | 3,000,000 | 3,000,000 | 0.02% | $2.89M |
| GLOBAL PAY INC | 0 | 2,900,000 | 2,900,000 | 0.02% | $2.89M |
| REPUBLIC OF SOUTH AFRICA BONDS 01/37 8.5 | 0 | 51,200,000 | 51,200,000 | 0.02% | $2.83M |
| IRS EUR 3.00000 09/16/26-30Y LCH | 0 | 1 | 1 | 0.02% | $2.82M |
| TEXTRON INC | 0 | 2,500,000 | 2,500,000 | 0.02% | $2.48M |
| JPMORGAN CHASE | 0 | 2,300,000 | 2,300,000 | 0.02% | $2.34M |
| KEURIG DR PEPPER | 0 | 2,200,000 | 2,200,000 | 0.01% | $2.21M |
| PACIFIC GAS&ELEC | 0 | 2,229,000 | 2,229,000 | 0.01% | $2.20M |
| GEN MOTORS FIN | 0 | 2,144,000 | 2,144,000 | 0.01% | $2.10M |
| RFR USD SOFR/4.00000 06/17/26-30Y LCH | 0 | 1 | 1 | 0.01% | $2.05M |
| PIEDMONT NAT GAS | 0 | 2,100,000 | 2,100,000 | 0.01% | $2.04M |
| FEDEX FREIGHT HO | 0 | 2,000,000 | 2,000,000 | 0.01% | $1.97M |
| NEW S WALES TREASURY CRP LOCAL GOVT G REGS 02/37 4.75 | 0 | 3,000,000 | 3,000,000 | 0.01% | $1.92M |
| PACIFIC GAS&ELEC | 0 | 1,856,000 | 1,856,000 | 0.01% | $1.88M |
| XCEL ENERGY INC | 0 | 1,800,000 | 1,800,000 | 0.01% | $1.76M |
| META PLATFORMS | 0 | 1,769,000 | 1,769,000 | 0.01% | $1.75M |
| META PLATFORMS | 0 | 1,788,000 | 1,788,000 | 0.01% | $1.71M |
| JAPAN (30 YEAR ISSUE) BONDS 09/54 2.1 | 0 | 364,700,000 | 364,700,000 | 0.01% | $1.67M |
| JAPAN (20 YEAR ISSUE) BONDS 09/45 2.7 | 0 | 286,550,000 | 286,550,000 | 0.01% | $1.66M |
| EBAY INC | 0 | 1,640,000 | 1,640,000 | 0.01% | $1.63M |
| BARCLAYS PLC | 0 | 1,600,000 | 1,600,000 | 0.01% | $1.62M |
| ENBRIDGE INC | 0 | 1,622,000 | 1,622,000 | 0.01% | $1.55M |
| HSBC HOLDINGS | 0 | 1,500,000 | 1,500,000 | 0.01% | $1.54M |
| CAMDEN PROP TRST | 0 | 1,600,000 | 1,600,000 | 0.01% | $1.54M |
| NEW S WALES TREASURY CRP LOCAL GOVT G 03/33 2 | 0 | 2,700,000 | 2,700,000 | 0.01% | $1.51M |
| VIRGIN MEDIA INV HLDGS LTD 2025 GBP TERM LOAN | 0 | 1,000,000 | 1,000,000 | 0.01% | $1.27M |
| MARRIOTT INTL | 0 | 1,239,000 | 1,239,000 | 0.01% | $1.24M |
| DATABRICKS INC 2025 DELAYED DRAW TERM LOAN | 0 | 1,217,286 | 1,217,286 | 0.01% | $1.21M |
| ENBRIDGE INC | 0 | 1,199,000 | 1,199,000 | 0.01% | $1.20M |
| ROYALTY PHARMA | 0 | 1,150,000 | 1,150,000 | 0.01% | $1.04M |
| SMITH & NEPHEW | 0 | 1,000,000 | 1,000,000 | 0.01% | $1.01M |
| AMERICAN HONDA F | 0 | 1,000,000 | 1,000,000 | 0.01% | $1.00M |
| AMERICAN HONDA F | 0 | 1,000,000 | 1,000,000 | 0.01% | $1.00M |
| MPLX LP | 0 | 1,000,000 | 1,000,000 | 0.01% | $997.71K |
| SMITHFIELD FOODS INC 144A 4.250000% 02/01/2027 | 0 | 1,000,000 | 1,000,000 | 0.01% | $995.42K |
| HYUNDAI CAPITAL AMERICA SR UNSECURED 144A 01/28 VAR | 0 | 1,000,000 | 1,000,000 | 0.01% | $994.63K |
| CITIZENS BANK NA | 0 | 1,000,000 | 1,000,000 | 0.01% | $994.03K |
| ROGERS COMMUNIC | 0 | 1,000,000 | 1,000,000 | 0.01% | $987.87K |
| NOMURA HOLDINGS | 0 | 1,000,000 | 1,000,000 | 0.01% | $983.47K |
| PACIFIC GAS&ELEC | 0 | 869,000 | 869,000 | 0.01% | $909.14K |
| THAMES WATER SUPER SENIOR ISSU 10/27 9.75 | 0 | 598,679 | 598,679 | 0.01% | $872.49K |
| BROADCOM INC | 0 | 800,000 | 800,000 | 0.01% | $815.60K |
| Vitality Re XVII Ltd., Series A | 0 | 800,000 | 800,000 | 0.01% | $800.04K |
| DIAMONDBACK ENER | 0 | 800,000 | 800,000 | 0.01% | $757.64K |
| DEUTSCHE BANK NY | 0 | 800,000 | 800,000 | 0.00% | $752.34K |
| JAPAN (30 YEAR ISSUE) BONDS 12/54 2.3 | 0 | 156,300,000 | 156,300,000 | 0.00% | $747.58K |
| RFR GBP SONIO/4.75000 03/18/26-30Y LCH | 0 | 1 | 1 | 0.00% | $737.73K |
| PHILLIPS 66 | 0 | 841,000 | 841,000 | 0.00% | $711.23K |
| SAN DIEGO G & E | 0 | 1,128,000 | 1,128,000 | 0.00% | $708.99K |
| HCA INC | 0 | 700,000 | 700,000 | 0.00% | $688.67K |
| META PLATFORMS | 0 | 720,000 | 720,000 | 0.00% | $681.81K |
| REPUBLIC OF SOUTH AFRICA BONDS 01/40 9 | 0 | 12,200,000 | 12,200,000 | 0.00% | $678.54K |
| Pennsylvania-American Water Co | 0 | 600,000 | 600,000 | 0.00% | $608.07K |
| AMEREN CORP | 0 | 600,000 | 600,000 | 0.00% | $604.42K |
| SOCIETE GENERALE SA MTN 5.250000% 02/19/2027 | 0 | 600,000 | 600,000 | 0.00% | $603.83K |
| ONEOK INC | 0 | 600,000 | 600,000 | 0.00% | $603.57K |
| COOPERATIEVE RAB | 0 | 600,000 | 600,000 | 0.00% | $601.34K |
| RY Float 07/23/27 | 0 | 600,000 | 600,000 | 0.00% | $600.59K |
| GOLDEN BEAR RE LTD SERIES 2026 1 | 0 | 600,000 | 600,000 | 0.00% | $600.00K |
| SANUK V2.469 01/11/28 | 0 | 600,000 | 600,000 | 0.00% | $590.19K |
| 83208D9Y5 SMB 2026 B C 144A | 0 | 592,000 | 592,000 | 0.00% | $586.71K |
| AES CORPORATION SNR S* ICE | 0 | 1 | 1 | 0.00% | $571.11K |
| UBISOFT ENTERTAINMENT SA SR UNSECURED REGS 11/27 0.878 | 0 | 600,000 | 600,000 | 0.00% | $560.24K |
| WESTERN MIDSTRM | 0 | 500,000 | 500,000 | 0.00% | $522.12K |
| Nature Coast Re Ltd | 0 | 500,000 | 500,000 | 0.00% | $498.60K |
| AMERICAN HONDA FIN. C FRN | 0 | 500,000 | 500,000 | 0.00% | $497.95K |
| ROCHE HOLDINGS INC REGD 144A P/P 4.07500000 | 0 | 500,000 | 500,000 | 0.00% | $493.97K |
| 83208D909 SMB 2026 B R 144A | 0 | 3,000 | 3,000 | 0.00% | $491.50K |
| RFR USD SOFR/3.50000 03/18/26-5Y LCH | 0 | 2 | 2 | 0.00% | $465.20K |
| SOUTHERN CAL ED | 0 | 435,000 | 435,000 | 0.00% | $445.15K |
| U.S. Treasury Bills | 0 | 419,000 | 419,000 | 0.00% | $416.67K |
| PLAINS ALL AMER | 0 | 400,000 | 400,000 | 0.00% | $409.11K |
| Veraison Re Ltd. | 0 | 400,000 | 400,000 | 0.00% | $400.16K |
| CAPE LOOKOUT RE LTD | 0 | 400,000 | 400,000 | 0.00% | $400.00K |
| Cape Lookout Re Ltd. | 0 | 400,000 | 400,000 | 0.00% | $400.00K |
| RFR USD SOFR/4.08316 06/30/26-27Y* LCH | 0 | 4 | 4 | 0.00% | $375.91K |
| VERIZON COMM INC | 0 | 400,000 | 400,000 | 0.00% | $350.81K |
| AT&T INC | 0 | 409,000 | 409,000 | 0.00% | $346.28K |
| ENERGY TRANS | 0 | 300,000 | 300,000 | 0.00% | $305.87K |
| Vitality Re XVII 2026 Class B | 0 | 300,000 | 300,000 | 0.00% | $300.02K |
| Locke Tavern Re Ltd., Series A | 0 | 300,000 | 300,000 | 0.00% | $300.00K |
| PURPLE RE LTD | 0 | 300,000 | 300,000 | 0.00% | $300.00K |
| NXP BV/NXP FDG | 0 | 300,000 | 300,000 | 0.00% | $298.67K |
| RELX CAPITAL INC | 0 | 300,000 | 300,000 | 0.00% | $297.09K |
| RFR USD SOFR/3.74800 03/03/26-10Y LCH | 0 | 2 | 2 | 0.00% | $291.34K |
| REPUBLIC SVCS | 0 | 275,000 | 275,000 | 0.00% | $277.97K |
| MOTOROLA SOLUTIO | 0 | 300,000 | 300,000 | 0.00% | $270.62K |
| XYLEM INC | 0 | 300,000 | 300,000 | 0.00% | $270.19K |
| Herbie Re Ltd., Series A | 0 | 250,000 | 250,000 | 0.00% | $250.38K |
| VERAISON RE LTD | 0 | 250,000 | 250,000 | 0.00% | $250.16K |
| Vitality Re XVII 2026 Class C | 0 | 250,000 | 250,000 | 0.00% | $250.01K |
| Citrus Re Ltd., Series A | 0 | 250,000 | 250,000 | 0.00% | $250.00K |
| GATEWAY RE LTD UNSECURED 144A 07/29 VAR | 0 | 250,000 | 250,000 | 0.00% | $250.00K |
| CITRUS RE LTD | 0 | 250,000 | 250,000 | 0.00% | $250.00K |
| GATEWAY RE LTD UNSECURED 144A 07/29 VAR | 0 | 250,000 | 250,000 | 0.00% | $250.00K |
| Integrity RE III Ltd | 0 | 250,000 | 250,000 | 0.00% | $250.00K |
| LOCKE TAVERN RE LTD UNSECURED 144A 04/33 VAR | 0 | 250,000 | 250,000 | 0.00% | $250.00K |
| GATEWAY RE LTD UNSECURED 144A 07/29 VAR | 0 | 250,000 | 250,000 | 0.00% | $250.00K |
| INTEGRITY RE III UNSECURED 144A 06/29 VAR | 0 | 250,000 | 250,000 | 0.00% | $250.00K |
| TREMONT RE LTD UNSECURED 144A 03/33 VAR | 0 | 250,000 | 250,000 | 0.00% | $250.00K |
| Windrose Re 2026-1 Class A | 0 | 250,000 | 250,000 | 0.00% | $249.28K |
| AT&T INC | 0 | 300,000 | 300,000 | 0.00% | $242.58K |
| RFR USD SOFR/3.7547* 03/13/26-10Y* LCH | 0 | 2 | 2 | 0.00% | $240.41K |
| U.S. Treasury Bills | 0 | 200,000 | 200,000 | 0.00% | $199.60K |
| U.S. Treasury Bills | 0 | 100,000 | 100,000 | 0.00% | $99.73K |
| FNCL 4 6/24 | 0 | 90,000 | 90,000 | 0.00% | $84.75K |
| RFR USD SOFR/3.71199 06/30/26-9Y* LCH | 0 | 1 | 1 | 0.00% | $69.30K |
| RFR USD SOFR/4.0520* 03/16/26-30Y* LCH | 0 | 1 | 1 | 0.00% | $51.11K |
| RFR USD SOFR/4.0593* 03/13/26-30Y* LCH | 0 | 1 | 1 | 0.00% | $46.52K |
| RFR USD SOFR/3.56436 06/30/26-7Y* LCH | 0 | 1 | 1 | 0.00% | $45.37K |
| RFR USD SOFR/4.0658* 03/13/26-20Y* LCH | 0 | 1 | 1 | 0.00% | $36.78K |
| ZCS BRL 13.681 03/18/26-01/02/31 CME | 0 | 3 | 3 | 0.00% | $33.13K |
| U.S. Treasury Bills | 0 | 33,000 | 33,000 | 0.00% | $32.89K |
| GS MORTGAGE BACKED SECURITIES GSMBS 2026 3 SA 144A | 0 | 12,000 | 12,000 | 0.00% | $11.48K |
| GS MORTGAGE BACKED SECURITIES GSMBS 2026 2 SA 144A | 0 | 2,000 | 2,000 | 0.00% | $2.00K |
| GS MORTGAGE BACKED SECURITIES GSMBS 2026 1 SA 144A | 0 | 1,500 | 1,500 | 0.00% | $1.50K |
| 317UC50A6 PIMCO SWAPTION 2.54 CALL EUR 2026041 | 0 | -6,400,000 | -6,400,000 | 0.00% | -$982 |
| ZCS BRL 13.657 03/13/26-01/02/31 CME | 0 | 1 | 1 | 0.00% | -$5.86K |
| Options on Euro(OGBL) Bund Futures | 0 | -80 | -80 | 0.00% | -$10.17K |
| 317UC6EA9 PIMCO SWAPTION 3.62 CALL USD 2026042 | 0 | -8,400,000 | -8,400,000 | 0.00% | -$10.50K |
| 317UC4YA2 PIMCO SWAPTION 3.6 CALL USD 20260416 | 0 | -15,700,000 | -15,700,000 | 0.00% | -$14.01K |
| 31750SCK9 PIMCO FXVAN PUT USD KRW 1350.0000000 | 0 | -19,031,859 | -19,031,859 | 0.00% | -$16.81K |
| 31750SOL4 PIMCO CDSOPT PUT EUR 1.05 20260520 | 0 | -17,500,000 | -17,500,000 | 0.00% | -$20.47K |
| 31750SC03 PIMCO FXVAN PUT USD KRW 1350.0000000 | 0 | -27,565,500 | -27,565,500 | 0.00% | -$22.60K |
| 317UC4ZA1 PIMCO SWAPTION 2.92 PUT EUR 20260416 | 0 | -6,400,000 | -6,400,000 | 0.00% | -$23.74K |
| 31750S7L3 PIMCO CDSOPT PUT USD 0.65 20260520 | 0 | -36,800,000 | -36,800,000 | 0.00% | -$29.91K |
| 31750SBB0 PIMCO FXVAN PUT USD KRW 1350.0000000 | 0 | -38,337,141 | -38,337,141 | 0.00% | -$30.63K |
| 317UC8QA2 PIMCO SWAPTION 4.055 PUT USD 2026042 | 0 | -16,100,000 | -16,100,000 | 0.00% | -$44.81K |
| 317UC8RA1 PIMCO SWAPTION 3.695 CALL USD 202604 | 0 | -16,100,000 | -16,100,000 | 0.00% | -$46.29K |
| 317UC6DA0 PIMCO SWAPTION 3.9 PUT USD 20260420 | 0 | -8,400,000 | -8,400,000 | 0.00% | -$47.58K |
| 317UC4XA3 PIMCO SWAPTION 3.9 PUT USD 20260416 | 0 | -15,700,000 | -15,700,000 | 0.00% | -$82.01K |
| Options on Euro(OGBL) Bund Futures | 0 | -80 | -80 | 0.00% | -$84.15K |
| 317UCACA2 PIMCO SWAPTION 3.669 CALL USD 202604 | 0 | -29,700,000 | -29,700,000 | 0.00% | -$85.29K |
| 31750SIK3 PIMCO CDSOPT PUT USD 0.8 20260617 | 0 | -62,600,000 | -62,600,000 | 0.00% | -$85.31K |
| 317UCABA3 PIMCO SWAPTION 4.069 PUT USD 2026043 | 0 | -29,700,000 | -29,700,000 | 0.00% | -$89.48K |
| 31750SOZ3 PIMCO CDSOPT CALL USD 97.37500000 20 | 0 | -20,800,000 | -20,800,000 | 0.00% | -$89.58K |
| EURO-BOBL FUTURE JUN26 | 0 | 63 | 63 | 0.00% | -$132.60K |
| RFR USD SOFR/4.00000 03/18/26-10Y LCH | 0 | 1 | 1 | 0.00% | -$250.16K |
| EURO-BUND FUTURE JUN26 | 0 | 228 | 228 | -0.01% | -$825.68K |
| IRS EUR 2.75000 09/16/26-10Y LCH | 0 | 1 | 1 | -0.01% | -$1.86M |
| RFR GBP SONIO/3.75000 03/18/26-5Y LCH | 0 | 1 | 1 | -0.02% | -$3.09M |
| IRS EUR 2.50000 09/16/26-5Y LCH | 0 | 1 | 1 | -0.03% | -$4.02M |
| Long Gilt | 0 | 1,668 | 1,668 | -0.06% | -$9.66M |
| Security | Shares Dec 2025 | Shares Mar 2026 | Δ shares | End % | Δ value |
|---|---|---|---|---|---|
| Uniform Mortgage-Backed Security, TBA | 509,299,620 | 0 | -509,299,620 | 0.00% | -$507.45M |
| Uniform Mortgage-Backed Security, TBA | 420,295,000 | 0 | -420,295,000 | 0.00% | -$409.97M |
| US TREASURY N/B | 344,593,000 | 0 | -344,593,000 | 0.00% | -$347.12M |
| Government National Mortgage Association, TBA | 93,600,000 | 0 | -93,600,000 | 0.00% | -$88.40M |
| Government National Mortgage Association, TBA | 59,300,000 | 0 | -59,300,000 | 0.00% | -$59.10M |
| Government National Mortgage Association, TBA | 55,900,000 | 0 | -55,900,000 | 0.00% | -$54.42M |
| GSMBS 2026 1 PT 144A | 47,900,000 | 0 | -47,900,000 | 0.00% | -$48.27M |
| BARCLAYS PLC | 25,977,000 | 0 | -25,977,000 | 0.00% | -$25.98M |
| Government National Mortgage Association, TBA | 22,169,000 | 0 | -22,169,000 | 0.00% | -$22.58M |
| SBA TOWER TRUST | 21,000,000 | 0 | -21,000,000 | 0.00% | -$20.98M |
| BOEING CO | 20,368,000 | 0 | -20,368,000 | 0.00% | -$20.33M |
| DAE SUKUK DIFC LTD SR UNSECURED 144A 02/26 3.75 | 19,100,000 | 0 | -19,100,000 | 0.00% | -$19.07M |
| GSMBS 2026 2 PT 144A GSMBS 2026 2 PT 144A | 18,600,000 | 0 | -18,600,000 | 0.00% | -$18.82M |
| WELLTOWER INC | 74,398 | 0 | -74,398 | 0.00% | -$13.81M |
| BECTON DICKINSON | 13,267,000 | 0 | -13,267,000 | 0.00% | -$13.63M |
| The Goldman Sachs Group, Inc. | 12,700,000 | 0 | -12,700,000 | 0.00% | -$12.94M |
| KOREA DEVELOPMENT BANK SR UNSECURED 01/26 3 | 12,700,000 | 0 | -12,700,000 | 0.00% | -$12.70M |
| CROWN CASTLE INT | 11,372,000 | 0 | -11,372,000 | 0.00% | -$11.37M |
| NOMURA HOLDINGS INC SR UNSECURED 01/26 5.709 | 11,200,000 | 0 | -11,200,000 | 0.00% | -$11.20M |
| PACIFIC GAS&ELEC | 10,801,000 | 0 | -10,801,000 | 0.00% | -$10.80M |
| Regatta XVI Funding Ltd., Series 2019-2A, Class A1R | 10,466,188 | 0 | -10,466,188 | 0.00% | -$10.47M |
| Goldman Sachs Group, Inc. (The), Series W | 9,300,000 | 0 | -9,300,000 | 0.00% | -$9.87M |
| Goldman Sachs Group, Inc. (The), Series X | 9,000,000 | 0 | -9,000,000 | 0.00% | -$9.53M |
| Sandstone Peak Ltd., Series 2021-1A, Class A1R | 9,000,000 | 0 | -9,000,000 | 0.00% | -$9.02M |
| VMWARE LLC | 9,000,000 | 0 | -9,000,000 | 0.00% | -$9.01M |
| TCW CLO 2019 1 AMR, LTD. TCW 2019 1A ASNR 144A | 9,000,000 | 0 | -9,000,000 | 0.00% | -$9.01M |
| GATWICK FUNDING LIMITED SR SECURED REGS 03/28 6.125 | 6,200,000 | 0 | -6,200,000 | 0.00% | -$8.38M |
| CORPORATE OFFICE | 7,833,000 | 0 | -7,833,000 | 0.00% | -$7.80M |
| LETRA TESOURO NACIONAL BILLS 04/26 0.00000 | 43,800,000 | 0 | -43,800,000 | 0.00% | -$7.73M |
| WEYERHAEUSER CO SR UNSECURED 02/26 7.7 | 7,658,000 | 0 | -7,658,000 | 0.00% | -$7.69M |
| ONP 2021-PARK A | 7,700,000 | 0 | -7,700,000 | 0.00% | -$7.68M |
| BERRY GLOBAL INC | 7,400,000 | 0 | -7,400,000 | 0.00% | -$7.39M |
| SOUTHERN CAL ED | 7,200,000 | 0 | -7,200,000 | 0.00% | -$7.17M |
| DEUTSCHE BANK AG SUBORDINATED REGS 05/31 VAR | 5,500,000 | 0 | -5,500,000 | 0.00% | -$6.49M |
| SUMITOMO MITSUI | 6,372,000 | 0 | -6,372,000 | 0.00% | -$6.37M |
| META PLATFORMS | 6,500,000 | 0 | -6,500,000 | 0.00% | -$6.23M |
| LCM LTD PARTNERSHIP LCM 31A AR 144A | 6,000,000 | 0 | -6,000,000 | 0.00% | -$6.01M |
| 7 ELEVEN INC SR UNSECURED 144A 02/26 0.95 | 6,010,000 | 0 | -6,010,000 | 0.00% | -$5.99M |
| Banco BTG Pactual SA | 5,900,000 | 0 | -5,900,000 | 0.00% | -$5.89M |
| EAST LANE RE VII LTD UNSECURED 144A 03/26 VAR | 5,700,000 | 0 | -5,700,000 | 0.00% | -$5.81M |
| Bain Capital Credit CLO Ltd., Series 2020-2A, Class ARR | 5,800,000 | 0 | -5,800,000 | 0.00% | -$5.80M |
| VOYA CLO LTD VOYA 2017 3A A1RR 144A | 5,800,000 | 0 | -5,800,000 | 0.00% | -$5.80M |
| CIGNA GROUP/THE | 6,278,000 | 0 | -6,278,000 | 0.00% | -$5.69M |
| DATABRICKS INC LAST OUT TERM LOAN | 5,499,787 | 0 | -5,499,787 | 0.00% | -$5.60M |
| STORE CAPITA | 5,300,000 | 0 | -5,300,000 | 0.00% | -$5.41M |
| METLIFE INC | 4,000,000 | 0 | -4,000,000 | 0.00% | -$5.35M |
| IRS EUR 3.00000 03/18/26-30Y LCH | 1 | 0 | -1 | 0.00% | -$5.27M |
| CHENIERE ENERGYP | 5,000,000 | 0 | -5,000,000 | 0.00% | -$5.11M |
| BAIN CAPITAL CREDIT CLO, LIMIT BCC 2021 2A A1R 144A | 5,000,000 | 0 | -5,000,000 | 0.00% | -$5.01M |
| UNITEDHEALTH GRP | 5,000,000 | 0 | -5,000,000 | 0.00% | -$4.91M |
| UNITEDHEALTH GRP | 5,000,000 | 0 | -5,000,000 | 0.00% | -$4.89M |
| Ares Finance Company III, LLC 4.125%, Fixed until 06/30/2026 | 4,900,000 | 0 | -4,900,000 | 0.00% | -$4.84M |
| NXP BV/NXP FUNDI | 4,800,000 | 0 | -4,800,000 | 0.00% | -$4.80M |
| MICRON TECH | 4,600,000 | 0 | -4,600,000 | 0.00% | -$4.74M |
| ENERGY TRANS | 4,800,000 | 0 | -4,800,000 | 0.00% | -$4.71M |
| WOODSIDE FINANCE | 5,000,000 | 0 | -5,000,000 | 0.00% | -$4.71M |
| Atlas Senior Loan Fund XV Ltd., Series 2019-15A, Class A1R | 4,647,974 | 0 | -4,647,974 | 0.00% | -$4.65M |
| T-MOBILE USA INC | 4,800,000 | 0 | -4,800,000 | 0.00% | -$4.65M |
| RTX CORP | 4,200,000 | 0 | -4,200,000 | 0.00% | -$4.63M |
| CGI INC | 4,450,000 | 0 | -4,450,000 | 0.00% | -$4.51M |
| MARSH & MCLENNAN | 4,300,000 | 0 | -4,300,000 | 0.00% | -$4.34M |
| Wells Fargo & Co., Series BB | 4,300,000 | 0 | -4,300,000 | 0.00% | -$4.29M |
| CARLYLE GLOBAL MARKET STRATEGIES CLO SER 2016-3A CL ARRR V/R REGD 144A P/P 4.97444000 | 4,200,000 | 0 | -4,200,000 | 0.00% | -$4.20M |
| PANTHEON SNR DBT SCNDRS IIIUSD TERM LOAN | 4,200,000 | 0 | -4,200,000 | 0.00% | -$4.20M |
| SOUTHWESTERN PUB | 4,000,000 | 0 | -4,000,000 | 0.00% | -$4.10M |
| ABBVIE INC | 4,200,000 | 0 | -4,200,000 | 0.00% | -$4.09M |
| SEMPRA ENERGY | 4,100,000 | 0 | -4,100,000 | 0.00% | -$4.03M |
| 37 CAPITAL CLO LTD PUTNM 2022 1A A1R 144A | 4,000,000 | 0 | -4,000,000 | 0.00% | -$4.01M |
| BCC 2021-4A A1R | 4,000,000 | 0 | -4,000,000 | 0.00% | -$4.00M |
| MIDAMERICAN ENER | 3,800,000 | 0 | -3,800,000 | 0.00% | -$3.62M |
| AMERICAN TOWER | 3,581,000 | 0 | -3,581,000 | 0.00% | -$3.58M |
| ATHENE GLOBAL FUNDING SECURED 144A 02/26 5.684 | 3,559,000 | 0 | -3,559,000 | 0.00% | -$3.57M |
| CVS HEALTH CORP | 3,500,000 | 0 | -3,500,000 | 0.00% | -$3.53M |
| ASSURED GUARANTY | 4,800,000 | 0 | -4,800,000 | 0.00% | -$3.39M |
| ELEVANCE HEALTH | 3,300,000 | 0 | -3,300,000 | 0.00% | -$3.23M |
| Apple Inc. | 4,100,000 | 0 | -4,100,000 | 0.00% | -$3.23M |
| T-MOBILE USA INC | 4,600,000 | 0 | -4,600,000 | 0.00% | -$3.10M |
| Madison Park Funding XLIX Ltd., Series 2021-49A, Class AR | 3,000,000 | 0 | -3,000,000 | 0.00% | -$3.00M |
| PRJCT ALFA INVSTINDUSTRAL VIII 2025 EUR TERM LOAN 2 | 2,551,500 | 0 | -2,551,500 | 0.00% | -$3.00M |
| Neuberger Berman Loan Advisers CLO Ltd., Series 2021-45A, Class AR | 2,900,000 | 0 | -2,900,000 | 0.00% | -$2.90M |
| FORD MOTOR CRED | 2,887,000 | 0 | -2,887,000 | 0.00% | -$2.89M |
| ENTERPRISE PRODU | 2,800,000 | 0 | -2,800,000 | 0.00% | -$2.84M |
| BRSP Ltd., Series 2021-FL1, Class A | 2,737,420 | 0 | -2,737,420 | 0.00% | -$2.74M |
| NEW YORK LIFE | 3,500,000 | 0 | -3,500,000 | 0.00% | -$2.74M |
| ENTERGY TEXAS | 2,775,000 | 0 | -2,775,000 | 0.00% | -$2.70M |
| MF1 MULTIFAMILY HOUSING MORTGA MF1 2022 FL10 A 144A | 2,564,560 | 0 | -2,564,560 | 0.00% | -$2.57M |
| FIDELITY NATL FI | 3,975,000 | 0 | -3,975,000 | 0.00% | -$2.53M |
| UNITEDHEALTH GRP | 2,500,000 | 0 | -2,500,000 | 0.00% | -$2.53M |
| BAIN CAPITAL CREDIT CLO, LIMIT BCC 2020 3A A1RR 144A | 2,500,000 | 0 | -2,500,000 | 0.00% | -$2.50M |
| Madison Park Funding XLVI Ltd., Series 2020-46A, Class ARR | 2,500,000 | 0 | -2,500,000 | 0.00% | -$2.50M |
| HAT HOLDINGS I LLC/HAT REGD 144A P/P 8.00000000 | 2,321,000 | 0 | -2,321,000 | 0.00% | -$2.41M |
| CVS HEALTH CORP | 2,544,000 | 0 | -2,544,000 | 0.00% | -$2.39M |
| T-MOBILE USA INC | 2,400,000 | 0 | -2,400,000 | 0.00% | -$2.37M |
| METLIFE CAPITAL TRUST IV PFD 144A LIFE JR SUB (H) 7.875% 12-15-67/37 | 2,000,000 | 0 | -2,000,000 | 0.00% | -$2.22M |
| AVOLON HOLDINGS FUNDING LTD 2.125% 02/21/2026 144A | 2,210,000 | 0 | -2,210,000 | 0.00% | -$2.20M |
| ISPIM 5.71 01/15/26 | 2,200,000 | 0 | -2,200,000 | 0.00% | -$2.20M |
| LLOYDS BK GR PLC | 2,200,000 | 0 | -2,200,000 | 0.00% | -$2.18M |
| WIND RIVER CLO LTD WINDR 2016 1KRA A1R3 144A | 1,989,265 | 0 | -1,989,265 | 0.00% | -$1.98M |
| HCA INC | 2,400,000 | 0 | -2,400,000 | 0.00% | -$1.96M |
| AMGEN INC | 2,500,000 | 0 | -2,500,000 | 0.00% | -$1.96M |
| ARES MGMT CORP | 2,000,000 | 0 | -2,000,000 | 0.00% | -$1.90M |
| UNUM GROUP | 1,900,000 | 0 | -1,900,000 | 0.00% | -$1.89M |
| MASSMUTUAL GLOBAL FUNDIN SR SECURED 144A 03/26 3.4 | 1,600,000 | 0 | -1,600,000 | 0.00% | -$1.60M |
| SUNAC CHINA HOLDINGS LTD SR SECURED 144A 06/26 0.00000 | 9,512,541 | 0 | -9,512,541 | 0.00% | -$1.52M |
| MARS INC | 1,500,000 | 0 | -1,500,000 | 0.00% | -$1.50M |
| FAIRFAX FINL HLD | 1,400,000 | 0 | -1,400,000 | 0.00% | -$1.46M |
| ENBRIDGE INC | 1,264,000 | 0 | -1,264,000 | 0.00% | -$1.39M |
| APPLE INC | 1,450,000 | 0 | -1,450,000 | 0.00% | -$1.32M |
| BROWN & BROWN | 1,500,000 | 0 | -1,500,000 | 0.00% | -$1.31M |
| Sculptor CLO XXVII Ltd., Series 27A, Class A1R | 1,300,000 | 0 | -1,300,000 | 0.00% | -$1.30M |
| CVS HEALTH CORP | 1,256,000 | 0 | -1,256,000 | 0.00% | -$1.28M |
| DATABRICKS INC DELAYED DRAW TERM LOAN | 1,217,286 | 0 | -1,217,286 | 0.00% | -$1.24M |
| DATABRICKS INC USD DELAYED DRAW TERM LOAN | 1,217,286 | 0 | -1,217,286 | 0.00% | -$1.22M |
| SABINE PASS LIQU | 1,201,000 | 0 | -1,201,000 | 0.00% | -$1.20M |
| FORD MOTOR CREDIT CO LLC SR UNSECURED 01/26 4.389 | 1,200,000 | 0 | -1,200,000 | 0.00% | -$1.20M |
| DELL INT / EMC | 1,188,000 | 0 | -1,188,000 | 0.00% | -$1.19M |
| KDAC AVIATION FINANCE LTD SER 2017-1A CL A REGD 144A P/P 4.21200000 | 1,043,596 | 0 | -1,043,596 | 0.00% | -$1.04M |
| Banc of America Merrill Lynch Commercial Mortgage Series 2020-BOC, Class A | 1,150,000 | 0 | -1,150,000 | 0.00% | -$1.02M |
| AMERICAN HOMES 4 | 1,000,000 | 0 | -1,000,000 | 0.00% | -$1.02M |
| COREBRIDGE FIN | 1,000,000 | 0 | -1,000,000 | 0.00% | -$1.01M |
| NAVESINK CLO, LIMITED NAVS 2024 2A A1 144A | 1,000,000 | 0 | -1,000,000 | 0.00% | -$1.00M |
| Dryden Senior Loan Fund, Series 2016-43A, Class AR3 | 1,000,000 | 0 | -1,000,000 | 0.00% | -$999.96K |
| CANYON CLO 2020-1 LTD SER 2020-1A CL AR2 V/R REGD 144A P/P 4.98454000 | 1,000,000 | 0 | -1,000,000 | 0.00% | -$999.20K |
| MICRON TECH | 950,000 | 0 | -950,000 | 0.00% | -$961.30K |
| ISPIM 7.8 11/28/53 144A | 700,000 | 0 | -700,000 | 0.00% | -$856.02K |
| RFR GBP SONIO/3.75000 09/17/25-5Y LCH | 1 | 0 | -1 | 0.00% | -$829.97K |
| TIAA CLO LTD TIA 2018 1A A1AR 144A | 821,695 | 0 | -821,695 | 0.00% | -$822.10K |
| U.S. Treasury Bills | 646,000 | 0 | -646,000 | 0.00% | -$639.56K |
| Blackbird Capital Aircraft Lease Securitization Ltd., Series 2016-1A, Class A | 601,071 | 0 | -601,071 | 0.00% | -$602.58K |
| TCI COMMUN INC | 600,000 | 0 | -600,000 | 0.00% | -$602.49K |
| SABRA HEALTH CAR | 650,000 | 0 | -650,000 | 0.00% | -$595.69K |
| Invitation Homes Operating Partnership L.P. | 600,000 | 0 | -600,000 | 0.00% | -$594.11K |
| G2SF 6 1/25 | 531,000 | 0 | -531,000 | 0.00% | -$541.18K |
| 31750S121 PIMCO FXVAN PUT USD KRW 1375.0000000 | 0 | 0 | 0 | 0.00% | -$515.37K |
| U.S. Treasury Bills | 515,000 | 0 | -515,000 | 0.00% | -$510.59K |
| POST CLO LTD POST 2021 1A AR 144A | 500,000 | 0 | -500,000 | 0.00% | -$500.04K |
| UKG 10YR FUT G H6 03-27-26 | 486 | 0 | -486 | 0.00% | -$464.59K |
| GSYCN 9.25 12/01/28 144A | 400,000 | 0 | -400,000 | 0.00% | -$411.60K |
| ILLUMINA INC | 395,000 | 0 | -395,000 | 0.00% | -$407.14K |
| NARRAGANSETT ELECTRIC SR UNSECURED 144A 05/34 5.35 | 300,000 | 0 | -300,000 | 0.00% | -$309.84K |
| REVVITY INC | 300,000 | 0 | -300,000 | 0.00% | -$289.16K |
| RFR USD SOFR/3.37500 03/31/26-4Y* LCH | 1 | 0 | -1 | 0.00% | -$253.79K |
| SUNAC CHINA HOLDINGS LTD SR SECURED 144A 06/28 0.00000 | 1,130,678 | 0 | -1,130,678 | 0.00% | -$243.10K |
| VOYA CLO LTD INGIM 2012 4A A1R3 144A | 238,701 | 0 | -238,701 | 0.00% | -$239.00K |
| U.S. Treasury Bills | 225,000 | 0 | -225,000 | 0.00% | -$223.22K |
| VULCAN MATERIALS | 105,000 | 0 | -105,000 | 0.00% | -$107.91K |
| NORTHROP GRUMMAN CORP SR UNSECURED 03/26 7.75 | 102,000 | 0 | -102,000 | 0.00% | -$102.64K |
| RELX CAPITAL INC | 100,000 | 0 | -100,000 | 0.00% | -$102.07K |
| MARVELL TECH INC | 100,000 | 0 | -100,000 | 0.00% | -$101.78K |
| 31750S170 PIMCO FXVAN PUT USD KRW 1375.0000000 | 0 | 0 | 0 | 0.00% | -$94.78K |
| Uniform Mortgage-Backed Security, TBA | 90,000 | 0 | -90,000 | 0.00% | -$85.32K |
| 31750S1B1 PIMCO FXVAN PUT USD KRW 1372.0000000 | 0 | 0 | 0 | 0.00% | -$66.36K |
| U.S. Treasury Bills | 24,000 | 0 | -24,000 | 0.00% | -$23.88K |
| U.S. Treasury Bills | 13,000 | 0 | -13,000 | 0.00% | -$12.97K |
| GSMBS 2026 1 SA 144A GSMBS 2026 1 SA 144A | 10,000 | 0 | -10,000 | 0.00% | -$10.02K |
| GSMBS 2026 2 SA 144A GSMBS 2026 2 SA 144A | 10,000 | 0 | -10,000 | 0.00% | -$10.02K |
| CVS PASS THROUGH TRUST PASS THRU CE 144A 01/26 5.789 | 906 | 0 | -906 | 0.00% | -$906 |
| RFR USD SOFR/3.91900 01/14/26-10Y LCH | 0 | 0 | 0 | 0.00% | $0 |
| RFR USD SOFR/3.92750 01/20/26-10Y LCH | 0 | 0 | 0 | 0.00% | $0 |
| RFR USD SOFR/3.92500 01/12/26-10Y LCH | 0 | 0 | 0 | 0.00% | $0 |
| USD - KRW | 0 | 0 | 0 | 0.00% | $0 |
| RFR USD SOFR/2.50000 05/01/26-2Y LCH | 0 | 0 | 0 | 0.00% | $0 |
| USD - KRW | 0 | 0 | 0 | 0.00% | $0 |
| USD - KRW | 0 | 0 | 0 | 0.00% | $0 |
| RFR USD SOFR/3.86000 01/07/26-10Y LCH | 0 | 0 | 0 | 0.00% | $0 |
| RFR USD SOFR/3.88200 02/02/26-10Y LCH | 0 | 0 | 0 | 0.00% | $0 |
| RFR USD SOFR/3.84750 01/06/26-10Y LCH | 0 | 0 | 0 | 0.00% | $0 |
| 317UB7ZA5 PIMCO SWAPTION 3.5475 CALL USD 20260 | -16,100,000 | 0 | 16,100,000 | 0.00% | $2 |
| 317UB9VA5 PIMCO SWAPTION 3.58 CALL USD 2026010 | -56,700,000 | 0 | 56,700,000 | 0.00% | $7 |
| 317UB7YA6 PIMCO SWAPTION 3.8475 PUT USD 202601 | -16,100,000 | 0 | 16,100,000 | 0.00% | $1.42K |
| IRS EUR 2.75000 03/18/26-10Y LCH | 1 | 0 | -1 | 0.00% | $2.11K |
| 317UBA6A0 PIMCO SWAPTION 3.625 CALL USD 202601 | -26,200,000 | 0 | 26,200,000 | 0.00% | $2.37K |
| EURO-BUND OPTION FEB26C 130.5 EXP 01/23/2026 | -81 | 0 | 81 | 0.00% | $3.81K |
| 317UBA5A1 PIMCO SWAPTION 3.925 PUT USD 2026010 | -26,200,000 | 0 | 26,200,000 | 0.00% | $5.20K |
| 317UBCLA9 PIMCO SWAPTION 3.6475 CALL USD 20260 | -16,500,000 | 0 | 16,500,000 | 0.00% | $11.40K |
| 317UBCKA0 PIMCO SWAPTION 3.9275 PUT USD 202601 | -16,500,000 | 0 | 16,500,000 | 0.00% | $13.22K |
| 317UBC4A8 PIMCO SWAPTION 3.639 CALL USD 202601 | -56,800,000 | 0 | 56,800,000 | 0.00% | $14.44K |
| 317UBEXA2 PIMCO SWAPTION 3.622 CALL USD 202601 | -16,900,000 | 0 | 16,900,000 | 0.00% | $23.08K |
| 317UBC3A9 PIMCO SWAPTION 3.919 PUT USD 2026011 | -56,800,000 | 0 | 56,800,000 | 0.00% | $36.13K |
| 317UB9UA6 PIMCO SWAPTION 3.86 PUT USD 20260105 | -56,700,000 | 0 | 56,700,000 | 0.00% | $45.47K |
| 317UBEWA3 PIMCO SWAPTION 3.882 PUT USD 2026012 | -16,900,000 | 0 | 16,900,000 | 0.00% | $49.98K |
| EURO-BUND OPTION FEB26P 127.5 EXP 01/23/2026 | -81 | 0 | 81 | 0.00% | $57.11K |
| FGBM Mar 2026 | 66 | 0 | -66 | 0.00% | $64.45K |
| RFR GBP SONIO/4.50000 09/17/25-30Y LCH | 1 | 0 | -1 | 0.00% | $128.84K |
| FUT. EURO-BUND EUX MAR26 | 221 | 0 | -221 | 0.00% | $459.34K |
| IRS EUR 2.50000 03/18/26-5Y LCH | 1 | 0 | -1 | 0.00% | $1.04M |
| Security | Shares Dec 2025 | Shares Mar 2026 | Δ shares | End % | Δ value |
|---|---|---|---|---|---|
| US TREASURY N/B | 19,500,000 | 137,351,000 | 117,851,000 | 0.86% | $111.05M |
| REPUBLIC OF SOUTH AFRICA BONDS 02/35 8.875 | 1,827,410,000 | 1,974,210,000 | 146,800,000 | 0.76% | -$498.42K |
| JAPAN (30 YEAR ISSUE) BONDS 09/55 3.2 | 3,120,000,000 | 8,260,000,000 | 5,140,000,000 | 0.32% | $28.52M |
| UNITED KINGDOM GILT BONDS REGS 07/54 4.375 | 17,778,000 | 38,978,000 | 21,200,000 | 0.28% | $21.92M |
| WELLS FARGO CO | 30,750,000 | 31,810,000 | 1,060,000 | 0.21% | $998.94K |
| CDX ITRAXX XOV44 5Y 35-100% SP MYC | 4 | 5 | 1 | 0.19% | $9.17M |
| WELLS FARGO CO | 15,000,000 | 23,300,000 | 8,300,000 | 0.15% | $8.21M |
| U.S. Treasury Inflation-Protected Indexed Bonds | 19,595,211 | 24,312,562 | 4,717,350 | 0.15% | $4.01M |
| SANTOS FINANCE LTD REGD 144A P/P 3.64900000 | 20,600,000 | 23,300,000 | 2,700,000 | 0.14% | $2.50M |
| AT&T INC | 31,550,000 | 33,150,000 | 1,600,000 | 0.14% | $674.90K |
| ENERGY TRANS | 18,700,000 | 19,625,000 | 925,000 | 0.12% | $700.19K |
| EXPAND ENRGY | 16,800,000 | 16,900,000 | 100,000 | 0.11% | -$221.68K |
| GBLATL 4.5 09/18/30 144A | 10,000,000 | 16,712,000 | 6,712,000 | 0.11% | $6.20M |
| WELLS FARGO CO | 9,800,000 | 14,400,000 | 4,600,000 | 0.10% | $4.53M |
| PACIFIC GAS&ELEC | 7,500,000 | 15,600,000 | 8,100,000 | 0.09% | $7.23M |
| CENTENE CORP | 12,416,000 | 13,602,000 | 1,186,000 | 0.09% | $869.54K |
| CENTENE CORP | 13,535,000 | 13,801,000 | 266,000 | 0.08% | -$106.79K |
| NOTA DO TESOURO NACIONAL NOTES 08/60 6 | 62,263,670 | 63,235,770 | 972,101 | 0.07% | $481.31K |
| ENERGY TRANS | 7,500,000 | 10,298,000 | 2,798,000 | 0.07% | $2.78M |
| HCA INC | 7,700,000 | 9,912,000 | 2,212,000 | 0.07% | $2.17M |
| AVOLON HOLDINGS FUNDING LTD 3.25% 02/15/2027 144A | 8,600,000 | 10,000,000 | 1,400,000 | 0.07% | $1.38M |
| BARCLAYS PLC | 8,862,000 | 9,462,000 | 600,000 | 0.06% | $537.17K |
| ENTERGY LA LLC | 9,000,000 | 9,100,000 | 100,000 | 0.06% | -$33.93K |
| FORD MOTOR CRED | 5,800,000 | 7,800,000 | 2,000,000 | 0.05% | $1.97M |
| RGA GLOBAL | 6,000,000 | 6,100,000 | 100,000 | 0.04% | $29.27K |
| JAPAN (30 YEAR ISSUE) BONDS 03/55 2.4 | 400,000,000 | 1,103,000,000 | 703,000,000 | 0.04% | $3.29M |
| ENELIM 2.5 07/12/31 144A | 5,600,000 | 5,922,000 | 322,000 | 0.03% | $221.42K |
| PLAINS ALL AMER | 4,100,000 | 4,200,000 | 100,000 | 0.03% | $66.48K |
| BOEING CO | 3,500,000 | 4,000,000 | 500,000 | 0.03% | $442.01K |
| EQUINIX INC | 2,200,000 | 4,000,000 | 1,800,000 | 0.02% | $1.60M |
| OCCIDENTAL PETE | 3,260,000 | 3,460,000 | 200,000 | 0.02% | $210.77K |
| FORD MOTOR CRED | 3,000,000 | 3,500,000 | 500,000 | 0.02% | $490.71K |
| HCA INC | 1,300,000 | 2,925,000 | 1,625,000 | 0.02% | $1.64M |
| PACIFIC GAS&ELEC | 2,700,000 | 3,424,000 | 724,000 | 0.02% | $512.05K |
| MORGAN STANLEY | 1,500,000 | 2,500,000 | 1,000,000 | 0.02% | $980.72K |
| PHILIP MORRIS IN | 860,000 | 1,860,000 | 1,000,000 | 0.01% | $984.97K |
| PACIFIC GAS&ELEC | 1,087,000 | 1,883,000 | 796,000 | 0.01% | $709.25K |
| CVS HEALTH CORP SR UNSECURED 06/44 6 | 1,600,000 | 1,724,000 | 124,000 | 0.01% | $89.21K |
| Goodman US Finance Six, LLC | 1,300,000 | 1,400,000 | 100,000 | 0.01% | $86.02K |
| TRUST 2401 SR UNSECURED 144A 01/30 4.869 | 1,107,000 | 1,407,000 | 300,000 | 0.01% | $264.53K |
| COUNTRYWIDE ALTERNATIVE LOAN T CWALT 2007 12T1 A5 | 1,389,667 | 1,390,877 | 1,210 | 0.00% | -$1.26K |
| COUNTRYWIDE ALTERNATIVE LOAN T CWALT 2006 2CB A7 | 760,264 | 760,956 | 692 | 0.00% | -$5.70K |
| CORESTATE CAPITAL HOLD SR UNSECURED REGS 12/26 8 | 224,696 | 229,190 | 4,494 | 0.00% | -$3.52K |
| KAISA GROUP HOLDINGS LTD SR SECURED 144A 12/31 VAR | 3,631,476 | 4,125,760 | 494,284 | 0.00% | $29.28K |
| KAISA GROUP HOLDINGS LTD SR SECURED 144A 12/32 VAR | 3,399,910 | 3,879,628 | 479,718 | 0.00% | $8.78K |
| KAISA GROUP HOLDINGS LTD SR SECURED 144A 12/30 VAR | 2,420,983 | 2,738,434 | 317,451 | 0.00% | $14.82K |
| KAISA GROUP HOLDINGS LTD SR SECURED 144A 12/29 VAR | 2,017,486 | 2,271,969 | 254,483 | 0.00% | $6.07K |
| KAISA GROUP HOLDINGS LTD SR SECURED 144A 12/28 VAR | 1,210,491 | 1,357,145 | 146,654 | 0.00% | $8.51K |
| KAISA GROUP HOLDINGS LTD SR SECURED 144A 12/27 VAR | 806,993 | 928,350 | 121,357 | 0.00% | $3.03K |
| US ULTRA BOND CBT Sep25 | -100,295,570 | -94,911,309 | 5,384,261 | -0.83% | -$33.70M |
| Security | Shares Dec 2025 | Shares Mar 2026 | Δ shares | End % | Δ value |
|---|---|---|---|---|---|
| BAYER US FIN II LLC 4.375% 12/15/2028 144A | 55,000,000 | 54,800,000 | -200,000 | 0.36% | -$810.34K |
| SMB PRIVATE EDUCATION LOAN TRUST 2025-C SER 2025-C CL A1A REGD 144A P/P 4.96000000 | 48,165,813 | 46,471,902 | -1,693,911 | 0.31% | -$1.72M |
| CHENIERE CORP CH | 47,274,000 | 47,030,000 | -244,000 | 0.30% | -$488.75K |
| BOEING CO | 46,400,000 | 41,001,000 | -5,399,000 | 0.26% | -$6.05M |
| BANC OF AMERICA MERRILL LYNCH BAMLL 2025 HMST A 144A | 28,408,545 | 28,244,908 | -163,637 | 0.18% | -$208.43K |
| BOEING CO | 30,000,000 | 25,000,000 | -5,000,000 | 0.16% | -$5.44M |
| US TREASURY N/B | 77,453,000 | 23,700,000 | -53,753,000 | 0.16% | -$54.47M |
| GSAMP TRUST GSAMP 2006 FM2 A1 | 65,850,967 | 65,312,027 | -538,939 | 0.15% | -$412.94K |
| U.S. Treasury Inflation-Protected Notes 2.125%, Due 02/15/2054 | 24,868,199 | 24,838,430 | -29,769 | 0.14% | -$444.47K |
| AMGEN INC | 25,100,000 | 20,100,000 | -5,000,000 | 0.13% | -$5.16M |
| STRYKER CORP | 21,199,000 | 21,099,000 | -100,000 | 0.13% | -$209.69K |
| T-MOBILE USA INC | 28,342,000 | 18,637,000 | -9,705,000 | 0.12% | -$9.72M |
| EL PASO CORP | 16,050,000 | 14,439,000 | -1,611,000 | 0.11% | -$2.08M |
| CASTLELAKE LP FIRST LIEN TERM LOAN | 18,228,640 | 17,462,422 | -766,218 | 0.11% | -$1.06M |
| BOEING CO | 19,500,000 | 16,085,000 | -3,415,000 | 0.11% | -$3.81M |
| AM AIRLN 19-1AA | 17,310,480 | 16,640,740 | -669,741 | 0.10% | -$866.81K |
| NRZT 2019-RPL3 A1 144A FRN 07-25-59 | 16,997,280 | 15,879,076 | -1,118,204 | 0.10% | -$1.09M |
| FR SD8494 | 16,309,400 | 15,190,174 | -1,119,225 | 0.10% | -$1.27M |
| AMERICAN TOWER | 15,000,000 | 14,538,000 | -462,000 | 0.10% | -$798.32K |
| UNITEDHEALTH GRP | 15,200,000 | 14,700,000 | -500,000 | 0.10% | -$742.91K |
| LEIDOS INC | 16,750,000 | 16,623,000 | -127,000 | 0.10% | -$292.23K |
| Global Atlantic (Fin) Co. | 15,800,000 | 15,170,000 | -630,000 | 0.10% | -$886.56K |
| DUQUESNE LIGHT HOLDINGS SR UNSECURED 144A 08/27 3.616 | 15,400,000 | 14,700,000 | -700,000 | 0.10% | -$671.15K |
| CROWN CASTLE INT | 15,524,000 | 14,727,000 | -797,000 | 0.10% | -$885.28K |
| AT&T INC | 25,700,000 | 20,800,000 | -4,900,000 | 0.09% | -$3.79M |
| AT&T INC | 25,750,000 | 20,750,000 | -5,000,000 | 0.09% | -$3.78M |
| CENTENE CORP | 17,620,000 | 16,653,000 | -967,000 | 0.09% | -$1.23M |
| FNMA POOL CA2633 FN 11/48 FIXED 4.5 | 13,488,038 | 13,162,880 | -325,158 | 0.09% | -$473.69K |
| STATE OF ISRAEL | 13,000,000 | 12,600,000 | -400,000 | 0.08% | -$660.50K |
| C V6.875 PERP GG | 13,900,000 | 11,950,000 | -1,950,000 | 0.08% | -$2.19M |
| NRZT 2020-RPL1 A1 144A FRN 11-25-59 | 11,717,374 | 11,077,296 | -640,077 | 0.07% | -$682.78K |
| UNTD AIR 20-1 A | 10,915,872 | 10,451,961 | -463,912 | 0.07% | -$566.97K |
| AMERICAN TOWER | 16,999,000 | 16,401,000 | -598,000 | 0.07% | -$737.50K |
| AKER BP ASA REGD 144A P/P 3.10000000 | 12,898,000 | 10,893,000 | -2,005,000 | 0.07% | -$1.90M |
| UNTD AIR 24-1 AA | 9,848,319 | 9,585,404 | -262,915 | 0.06% | -$359.34K |
| UMBS | 9,919,014 | 9,756,899 | -162,115 | 0.06% | -$265.86K |
| ENI SPA | 14,200,000 | 9,200,000 | -5,000,000 | 0.06% | -$4.93M |
| NYKREDIT REALKREDIT A/S COVERED REGS 10/53 1.5 | 73,180,112 | 72,596,319 | -583,793 | 0.06% | -$321.74K |
| STRYKER CORP | 10,000,000 | 8,500,000 | -1,500,000 | 0.06% | -$1.65M |
| GLOBAL PAY INC | 9,500,000 | 8,500,000 | -1,000,000 | 0.06% | -$1.16M |
| SOUTHERN GAS | 9,700,000 | 9,423,000 | -277,000 | 0.05% | -$317.63K |
| PROJECT FLASH DELAYED DRAW TERM LOAN 2 | 9,000,000 | 8,264,738 | -735,262 | 0.05% | -$735.24K |
| PROJECT FLASH TERM LOAN 1 | 9,000,000 | 8,234,648 | -765,352 | 0.05% | -$765.35K |
| PROJECT FLASH TERM LOAN | 9,000,000 | 8,216,040 | -783,960 | 0.05% | -$783.96K |
| AMT 5.8 11/15/28 | 8,000,000 | 7,893,000 | -107,000 | 0.05% | -$212.96K |
| TARGA RESOURCES | 8,300,000 | 7,704,000 | -596,000 | 0.05% | -$712.69K |
| WEYERHAEUSER CO | 8,363,000 | 8,056,000 | -307,000 | 0.05% | -$409.39K |
| RTX CORP | 13,300,000 | 8,300,000 | -5,000,000 | 0.05% | -$5.05M |
| EQUITABLE HLDGS | 12,600,000 | 7,600,000 | -5,000,000 | 0.05% | -$5.49M |
| OCCIDENTAL PETE | 10,000,000 | 7,111,000 | -2,889,000 | 0.05% | -$3.12M |
| DIAMONDBACK ENER | 7,900,000 | 7,412,000 | -488,000 | 0.05% | -$564.42K |
| AES V7.6 01/15/55 | 12,550,000 | 7,550,000 | -5,000,000 | 0.05% | -$5.30M |
| LOCKHEED MARTIN | 14,400,000 | 9,400,000 | -5,000,000 | 0.05% | -$4.04M |
| UNTD AIR 19-1 AA | 7,613,510 | 7,336,014 | -277,497 | 0.05% | -$301.64K |
| TESCO PROPERTY FIN 4 PLC SR SECURED REGS 10/40 5.8006 | 5,573,664 | 5,536,487 | -37,177 | 0.05% | -$420.18K |
| NYKREDIT REALKREDIT A/S COVERED REGS 10/50 1 | 59,137,031 | 58,579,079 | -557,953 | 0.05% | -$245.73K |
| MORGAN STANLEY | 7,900,000 | 6,758,000 | -1,142,000 | 0.05% | -$1.37M |
| British Airways PLC | 7,392,357 | 7,228,177 | -164,180 | 0.05% | -$144.83K |
| KINDER MORGAN | 6,900,000 | 6,706,000 | -194,000 | 0.05% | -$282.39K |
| SAN DIEGO G & E | 7,800,000 | 7,689,000 | -111,000 | 0.04% | -$162.53K |
| DIAMONDBACK ENER | 8,300,000 | 7,077,000 | -1,223,000 | 0.04% | -$1.15M |
| SIXTH STREET LEN | 9,600,000 | 6,600,000 | -3,000,000 | 0.04% | -$3.29M |
| ESSENT GROUP LTD | 6,600,000 | 6,282,000 | -318,000 | 0.04% | -$391.56K |
| ALK 4.8 08/15/27 144A | 6,810,256 | 6,371,282 | -438,974 | 0.04% | -$478.04K |
| KILROY REALTY LP | 6,796,000 | 6,595,000 | -201,000 | 0.04% | -$313.63K |
| PROTECTIVE LIFE CORP SR UNSECURED 144A 01/30 3.4 | 7,000,000 | 6,088,000 | -912,000 | 0.04% | -$945.06K |
| MASTR Asset Backed Securities Trust 2006-AM1 | 6,108,781 | 5,982,242 | -126,539 | 0.04% | -$78.27K |
| Verdelite Static CLO Ltd., Series 2024-1A, Class A | 6,256,823 | 5,411,473 | -845,350 | 0.04% | -$841.49K |
| U.S. TREASURY INFLATION-PROTECTED SECURITIES 1% 02/15/46 | 7,214,445 | 7,205,782 | -8,662 | 0.04% | -$95.30K |
| GS Mortgage Securities Corp. | 5,966,796 | 5,785,397 | -181,399 | 0.03% | -$141.05K |
| RESIDENTIAL ASSET MORTGAGE PRO RAMP 2005 EFC7 A2 | 6,274,580 | 6,144,261 | -130,319 | 0.03% | -$168.59K |
| SMB PRIVATE EDUCATION LOAN TRUST 2025-C SOFR30A+ 03/15/2055 144A | 5,308,857 | 5,122,154 | -186,704 | 0.03% | -$187.05K |
| INVITATION HOMES | 5,200,000 | 5,048,000 | -152,000 | 0.03% | -$285.42K |
| SOUTH BOW USA | 6,517,000 | 5,057,000 | -1,460,000 | 0.03% | -$1.56M |
| MARRIOTT INTL | 6,100,000 | 4,984,000 | -1,116,000 | 0.03% | -$1.21M |
| CANADIAN PACIFIC | 10,400,000 | 5,562,000 | -4,838,000 | 0.03% | -$4.42M |
| FOX CORP | 5,000,000 | 4,895,000 | -105,000 | 0.03% | -$156.82K |
| GOLDMAN SACHS GP | 10,000,000 | 5,000,000 | -5,000,000 | 0.03% | -$5.23M |
| MF1 MULTIFAMILY HOUSING MORTGA MF1 2022 FL8 A 144A | 8,441,076 | 4,873,630 | -3,567,446 | 0.03% | -$3.56M |
| CONSTELLATION PHARMACEUTICAL 4 | 4,894,980 | 4,762,046 | -132,934 | 0.03% | -$208.23K |
| ABBVIE INC | 6,000,000 | 4,757,000 | -1,243,000 | 0.03% | -$1.37M |
| BNP PARIBAS SA 144A 08/28 4.4 | 4,900,000 | 4,800,000 | -100,000 | 0.03% | -$130.27K |
| T-MOBILE USA INC | 10,000,000 | 5,000,000 | -5,000,000 | 0.03% | -$5.00M |
| BEAR STEARNS ALT A TRUST BALTA 2005 2 2A3 | 5,325,216 | 5,038,782 | -286,434 | 0.03% | -$241.05K |
| NRZT 2018-3A A1 144A FRN 05-25-58 | 4,656,847 | 4,475,373 | -181,473 | 0.03% | -$202.38K |
| IndyMac MBS, Inc. | 4,786,214 | 4,559,995 | -226,219 | 0.03% | -$207.48K |
| T/L LIVE NATION ENTERTAINMENT INC. 0.00000000 | 4,200,000 | 4,189,500 | -10,500 | 0.03% | -$14.02K |
| MERRILL LYNCH MORTGAGE INVESTO MLMI 2007 MLN1 A2C | 4,526,192 | 4,374,440 | -151,751 | 0.03% | -$145.31K |
| TESCO PROPERTY FIN 5 PLC SR SECURED REGS 10/41 5.6611 | 3,058,011 | 3,039,734 | -18,277 | 0.03% | -$209.54K |
| INTESA SANPAOLO SPA REGD 144A P/P 7.20000000 | 8,869,000 | 3,469,000 | -5,400,000 | 0.03% | -$6.24M |
| NATIONWIDE FIN | 5,300,000 | 5,200,000 | -100,000 | 0.03% | -$154.54K |
| Renaissance Home Equity Loan Trust 2007-3 | 10,140,612 | 10,100,054 | -40,558 | 0.03% | -$80.90K |
| PACIFICORP | 9,000,000 | 4,000,000 | -5,000,000 | 0.03% | -$5.35M |
| RGA GLOBAL FUNDING SECURED 144A 11/28 6 | 4,100,000 | 3,696,000 | -404,000 | 0.03% | -$481.36K |
| HIGHWOODS REALTY | 4,000,000 | 3,868,000 | -132,000 | 0.02% | -$182.45K |
| MARSH & MCLENNAN | 9,000,000 | 4,000,000 | -5,000,000 | 0.02% | -$4.92M |
| GREYWOLF CLO LTD GWOLF 2020 3RA A1R2 144A | 4,966,528 | 3,737,212 | -1,229,316 | 0.02% | -$1.23M |
| PIMCO PRV SHORT TERM FLT III MUTUAL FUND | 15,251,433 | 379,986 | -14,871,448 | 0.02% | -$144.86M |
| BANC OF AMERICA FUNDING CORPOR BAFC 2007 1 TA2 | 4,293,637 | 4,162,574 | -131,063 | 0.02% | -$133.96K |
| Uniform Mortgage-Backed Securities | 3,758,811 | 3,707,948 | -50,863 | 0.02% | -$90.11K |
| CREDIT SUISSE FIRST BOSTON MOR CSFB 2005 8 1A1 | 4,755,928 | 4,690,603 | -65,326 | 0.02% | -$78.76K |
| FR SD8453 | 3,779,510 | 3,508,521 | -270,990 | 0.02% | -$307.60K |
| NYKREDIT REALKREDIT A/S COVERED REGS 10/52 1.5 | 28,997,428 | 28,970,982 | -26,446 | 0.02% | -$96.37K |
| CITIGROUP MORTGAGE LOAN TRUST CMLTI 2007 OPX1 A2 | 8,320,672 | 8,219,831 | -100,841 | 0.02% | -$126.46K |
| LAFL 2016-1A A1 | 4,525,938 | 3,262,195 | -1,263,742 | 0.02% | -$1.18M |
| MORGAN STANLEY CAPITAL INC MSAC 2007 HE4 A2B | 10,643,589 | 10,573,256 | -70,333 | 0.02% | -$87.91K |
| New Century Home Equity Loan Trust 2006-2 | 3,498,161 | 3,284,988 | -213,174 | 0.02% | -$236.49K |
| SUNNOVA SOL IV ISSUER LLC SNVA 2022-A A | 3,927,064 | 3,873,628 | -53,436 | 0.02% | -$63.85K |
| LEIDOS INC | 4,100,000 | 3,295,000 | -805,000 | 0.02% | -$853.60K |
| Long Beach Mortgage Loan Trust, Series 2006-2, Class 1A | 3,680,240 | 3,628,837 | -51,403 | 0.02% | -$53.57K |
| AIR CDA PASS THRU TR 2017-1 3.3% 07/15/2031 144A | 3,464,640 | 3,326,400 | -138,240 | 0.02% | -$130.71K |
| Sound Point CLO XXVIII Ltd., Series 2020-3A, Class A1R | 3,752,142 | 3,165,749 | -586,394 | 0.02% | -$590.36K |
| MARATHON PETRO | 3,550,000 | 3,100,000 | -450,000 | 0.02% | -$492.29K |
| META PLATFORMS | 8,500,000 | 3,500,000 | -5,000,000 | 0.02% | -$4.74M |
| GSAMP TRUST GSAMP 2006 HE8 A2C | 3,523,256 | 3,158,046 | -365,210 | 0.02% | -$355.51K |
| CVS HEALTH CORP | 8,200,000 | 3,200,000 | -5,000,000 | 0.02% | -$5.05M |
| LONG BEACH MORTGAGE LOAN TRUST LBMLT 2006 8 2A3 | 12,462,722 | 12,410,021 | -52,701 | 0.02% | -$53.25K |
| NIPPON LIFE INSURANCE SUBORDINATED 144A 09/53 VAR | 8,000,000 | 3,000,000 | -5,000,000 | 0.02% | -$5.42M |
| FED HM LN PC POOL RJ0136 FR 12/53 FIXED 4.5 | 3,155,683 | 3,142,491 | -13,192 | 0.02% | -$47.30K |
| FL ST BRD ADMIN FIN-A | 5,000,000 | 2,891,000 | -2,109,000 | 0.02% | -$2.23M |
| HOST HOTELS | 6,300,000 | 3,150,000 | -3,150,000 | 0.02% | -$3.06M |
| Symphony CLO XXII Ltd., Series 2020-22A, Class A1AR | 3,436,094 | 2,900,208 | -535,885 | 0.02% | -$535.23K |
| HCA INC | 8,000,000 | 3,000,000 | -5,000,000 | 0.02% | -$5.03M |
| AM AIRLN 17-1 AA | 3,015,375 | 2,894,250 | -121,125 | 0.02% | -$147.55K |
| DTE ENERGY CO | 3,100,000 | 2,599,000 | -501,000 | 0.02% | -$534.54K |
| MORGAN STANLEY CAPITAL INC MSAC 2006 HE5 A2D | 5,345,136 | 5,292,790 | -52,346 | 0.02% | -$64.26K |
| CUBESMART LP | 3,200,000 | 2,700,000 | -500,000 | 0.02% | -$487.79K |
| TARGA RESOURCES | 8,000,000 | 3,000,000 | -5,000,000 | 0.02% | -$4.33M |
| RESIDENTIAL ACCREDIT LOANS, IN RALI 2007 QH8 A | 3,102,914 | 3,093,486 | -9,428 | 0.02% | -$1.52K |
| CHOICE HOTELS | 2,787,000 | 2,537,000 | -250,000 | 0.02% | -$278.60K |
| Merrill Lynch Mortgage Investors Trust Series 2007-SD1 | 4,188,181 | 4,129,329 | -58,853 | 0.02% | -$43.92K |
| COREBRIDGE GLOB FUNDING SECURED 144A 01/28 4.9 | 2,700,000 | 2,305,000 | -395,000 | 0.02% | -$425.89K |
| Air Canada Pass-Through Trust, Series 2015-1, Class A | 2,464,320 | 2,351,297 | -113,023 | 0.02% | -$118.05K |
| ASSET BACKED FUNDING CERTIFICA ABFC 2006 HE1 A1 | 3,239,693 | 3,199,675 | -40,017 | 0.02% | -$65.94K |
| FOX CORP | 6,600,000 | 2,145,000 | -4,455,000 | 0.02% | -$4.99M |
| UNTD AIR 16-1 A | 2,427,076 | 2,316,268 | -110,808 | 0.01% | -$116.29K |
| United Airlines Pass-Through Trust, Series 2018-1, Class A | 2,407,205 | 2,297,338 | -109,866 | 0.01% | -$90.89K |
| ONYP 2020-1NYP A | 2,400,000 | 2,265,380 | -134,620 | 0.01% | -$166.26K |
| CIT Mortgage Loan Trust, Series 2007-1, Class 1M1 | 2,232,673 | 2,106,411 | -126,262 | 0.01% | -$131.95K |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION SER 2024-H07 CL FC V/R 4.56765000 | 2,380,570 | 2,110,019 | -270,551 | 0.01% | -$267.99K |
| JPMorgan Chase & Co., Series NN | 14,300,000 | 2,000,000 | -12,300,000 | 0.01% | -$13.02M |
| RIO OIL FINANCE TRUST SR SECURED 144A 01/27 9.75 | 2,453,324 | 2,012,984 | -440,340 | 0.01% | -$472.37K |
| FREDDIE MAC MILITARY HOUSING B FMMHR 2015 R1 D1 144A | 3,129,790 | 3,120,059 | -9,732 | 0.01% | -$10.63K |
| ESSEX PORTFOLIO | 2,500,000 | 2,282,000 | -218,000 | 0.01% | -$223.10K |
| NEWCASTLE COAL INFRASTRU SR SECURED 144A 09/27 4.4 | 2,030,614 | 2,021,750 | -8,865 | 0.01% | -$19.72K |
| MORTGAGEIT TRUST MHL 2006 1 1A2 | 2,760,258 | 2,725,632 | -34,626 | 0.01% | -$16.62K |
| AM AIRLN 16-1 AA | 2,099,001 | 2,011,894 | -87,107 | 0.01% | -$93.25K |
| OPTION ONE MORTGAGE LOAN TRUST OOMLT 2007 1 2A3 | 3,354,789 | 3,316,856 | -37,933 | 0.01% | -$46.73K |
| AMGEN INC | 7,254,000 | 2,254,000 | -5,000,000 | 0.01% | -$4.32M |
| MORGAN STANLEY | 2,000,000 | 1,900,000 | -100,000 | 0.01% | -$97.43K |
| Ellington Loan Acquisition Trust, Series 2007-1, Class A1 | 2,111,674 | 1,885,212 | -226,462 | 0.01% | -$222.89K |
| APPLE INC | 7,000,000 | 2,000,000 | -5,000,000 | 0.01% | -$4.78M |
| ARGENT SECURITIES INC. ARSI 2006 W3 A2D | 6,061,076 | 6,039,261 | -21,815 | 0.01% | -$21.58K |
| CVS Pass-Through Trust | 1,918,037 | 1,765,848 | -152,189 | 0.01% | -$154.92K |
| HarborView Mortgage Loan Trust, Series 2006-12, Class 1A1A | 2,110,553 | 2,083,097 | -27,456 | 0.01% | $30.60K |
| CWABS Asset-Backed Certificates Trust, Series 2006-21, Class 2A4 | 1,890,758 | 1,853,148 | -37,611 | 0.01% | -$31.96K |
| PPSI 2005-WCW3 M2 | 1,886,727 | 1,711,787 | -174,940 | 0.01% | -$168.50K |
| FR SD8462 | 1,832,759 | 1,702,484 | -130,275 | 0.01% | -$147.80K |
| ECAF LTD ECAF 2015 1A A2 144A | 1,889,604 | 1,798,371 | -91,233 | 0.01% | -$78.44K |
| CSMC Trust 2013-2R | 2,592,200 | 2,533,349 | -58,851 | 0.01% | -$51.38K |
| Northwoods Capital XII-B Ltd., Series 2018-12BA, Class AR | 2,803,881 | 1,653,210 | -1,150,671 | 0.01% | -$1.15M |
| Banc of America Funding Trust, Series 2007-1, Class 1A6 | 1,942,777 | 1,923,233 | -19,544 | 0.01% | -$22.23K |
| BANC OF AMERICA FUNDING CORPOR BAFC 2007 D 2A1 | 1,827,200 | 1,801,769 | -25,431 | 0.01% | -$9.53K |
| HOST HOTELS | 2,000,000 | 1,750,000 | -250,000 | 0.01% | -$256.40K |
| Argent Securities Inc Asset-Backed Pass-Through Certificates Series 2005-W4 | 1,884,321 | 1,860,152 | -24,168 | 0.01% | -$27.34K |
| GSAMP TRUST GSAMP 2007 FM2 A2C | 2,475,280 | 2,425,901 | -49,379 | 0.01% | -$39.90K |
| MORGAN STANLEY CAPITAL INC MSAC 2007 NC2 A2FP | 3,380,032 | 3,342,840 | -37,192 | 0.01% | -$38.92K |
| ONEOK INC | 2,125,000 | 1,414,000 | -711,000 | 0.01% | -$775.36K |
| Carrington Mortgage Loan Trust Series 2006-FRE2 | 1,814,937 | 1,775,068 | -39,869 | 0.01% | $30.01K |
| ASHTEAD CAPITAL | 2,396,000 | 1,383,000 | -1,013,000 | 0.01% | -$1.10M |
| CWABS INC ASSET-BACKED CERTIFICATES SERIES 2007-12 SER 2007-12 CL 1A1 V/R REGD 4.80876000 | 1,524,552 | 1,412,714 | -111,838 | 0.01% | -$118.39K |
| TPMT 2017-4 A1 144A FRN 06-25-57 | 1,599,578 | 1,401,060 | -198,517 | 0.01% | -$194.05K |
| LABORATORY CORP | 1,500,000 | 1,389,000 | -111,000 | 0.01% | -$125.53K |
| VERIZON COMM INC | 6,400,000 | 1,400,000 | -5,000,000 | 0.01% | -$4.97M |
| BOSTON PROP LP | 3,500,000 | 1,364,000 | -2,136,000 | 0.01% | -$2.24M |
| FNMA POOL CB6417 FN 05/53 FIXED 4.5 | 1,409,436 | 1,387,081 | -22,355 | 0.01% | -$37.11K |
| Venture CLO Ltd., Series 2019-36A, Class A1AR | 1,817,150 | 1,341,403 | -475,747 | 0.01% | -$475.36K |
| NOVASTAR HOME EQUITY LOAN NHEL 2006 6 A2D | 4,013,856 | 3,985,787 | -28,069 | 0.01% | -$24.41K |
| Fortress Credit Bsl X Ltd | 1,800,000 | 1,280,140 | -519,860 | 0.01% | -$521.19K |
| FNMA POOL BD0214 FN 07/46 FIXED 3.5 | 1,379,235 | 1,367,399 | -11,835 | 0.01% | -$24.03K |
| GLP CAP/FIN II | 6,300,000 | 1,300,000 | -5,000,000 | 0.01% | -$5.01M |
| MORGAN STANLEY CAPITAL INC MSAC 2007 HE4 A2C | 4,055,836 | 4,029,036 | -26,801 | 0.01% | -$33.55K |
| EQT CORP SR UNSECURED 01/29 4.5 | 3,235,000 | 1,239,000 | -1,996,000 | 0.01% | -$2.01M |
| BSARM 2007-4 22A1 | 1,366,518 | 1,352,403 | -14,114 | 0.01% | -$749 |
| FNMA POOL FA0032 FN 12/54 FIXED VAR | 1,225,939 | 1,205,791 | -20,148 | 0.01% | -$33.32K |
| FED HM LN PC POOL RJ1729 FR 06/54 FIXED 6.5 | 1,185,107 | 1,161,619 | -23,488 | 0.01% | -$30.43K |
| MMC 5.35 11/15/44 | 1,900,000 | 1,263,000 | -637,000 | 0.01% | -$668.76K |
| ACE SECURITIES CORP. ACE 2006 NC3 A2D | 4,796,573 | 4,769,597 | -26,975 | 0.01% | -$23.87K |
| AMER ELEC PWR | 6,200,000 | 1,200,000 | -5,000,000 | 0.01% | -$4.92M |
| UMBS | 1,227,351 | 1,212,752 | -14,598 | 0.01% | -$27.26K |
| MASTR Asset-Backed Securities Trust, Series 2006-FRE2, Class A5 | 1,974,455 | 1,962,845 | -11,610 | 0.01% | -$13.51K |
| BENCHMARK MORTGAGE TRUST BMARK 2020 IG3 ASB 144A | 1,453,306 | 1,167,462 | -285,844 | 0.01% | -$281.30K |
| TBW MORTGAGE BACKED PASS THROU TBW 2006 6 A6B | 6,583,201 | 6,514,068 | -69,132 | 0.01% | -$8.24K |
| DCAL AVIATION FINANCE LIMITED DCAL 2015 1A A1 144A | 1,205,179 | 1,164,281 | -40,898 | 0.01% | -$40.50K |
| SEMPRA | 6,100,000 | 1,100,000 | -5,000,000 | 0.01% | -$5.18M |
| RADIAN GROUP INC | 1,600,000 | 1,055,000 | -545,000 | 0.01% | -$587.41K |
| STARR 2019-1 A | 1,293,065 | 1,075,567 | -217,497 | 0.01% | -$213.70K |
| COUNTRYWIDE ALTERNATIVE LOAN T CWALT 2006 OA12 A2 | 1,131,391 | 1,085,735 | -45,656 | 0.01% | -$49.01K |
| Merrill Lynch Mortgage Investors Trust, Series 2006-RM1, Class A2B | 10,186,145 | 10,175,730 | -10,415 | 0.01% | -$39.41K |
| Chase Mortgage Finance Trust | 2,833,423 | 2,826,077 | -7,346 | 0.01% | -$32.00K |
| BANC OF AMERICA FUNDING CORPOR BAFC 2007 5 7A2 | 700,231 | 697,271 | -2,960 | 0.01% | -$35.00K |
| United Airlines Pass-Through Trust, Series AA | 1,099,507 | 1,049,325 | -50,182 | 0.01% | -$43.00K |
| CHTR TL B5 1L USD | 992,481 | 989,975 | -2,506 | 0.01% | -$3.31K |
| CWALT 2005-27 2A1 | 1,138,734 | 1,127,787 | -10,947 | 0.01% | -$10.22K |
| LONG BEACH MORTGAGE LOAN TRUST LBMLT 2006 8 2A4 | 3,942,156 | 3,925,486 | -16,670 | 0.01% | -$17.13K |
| HARBORVIEW MORTGAGE LOAN TRUST HVMLT 2005 16 3A1A | 1,527,698 | 1,522,860 | -4,838 | 0.01% | -$12.34K |
| CWALT 2006-OA11 A1B | 987,886 | 963,814 | -24,072 | 0.01% | -$21.75K |
| FREDDIE MAC POOL FR 01/55 FIXED 5 | 953,482 | 946,185 | -7,296 | 0.01% | -$17.56K |
| BROOKFIELD FIN | 6,400,000 | 1,400,000 | -5,000,000 | 0.01% | -$3.52M |
| American Home Mortgage Assets Trust, Series 2006-3, Class 2A11 | 1,380,061 | 1,359,971 | -20,091 | 0.01% | -$12.34K |
| MOTOROLA SOLUTIO | 1,750,000 | 888,000 | -862,000 | 0.01% | -$882.06K |
| INDYMAC RESIDENTIAL ASSET BACK INABS 2005 C M2 | 1,090,438 | 863,567 | -226,870 | 0.01% | -$225.68K |
| MASTR Asset Backed Securities Trust 2006-AM1 | 880,383 | 863,534 | -16,849 | 0.01% | -$13.56K |
| FNMA POOL CB5401 FN 12/52 FIXED 4.5 | 892,543 | 875,892 | -16,650 | 0.01% | -$25.93K |
| FED HM LN PC POOL RA8572 FR 06/53 FIXED 4.5 | 884,071 | 869,199 | -14,871 | 0.01% | -$24.19K |
| ALTICE FRANCE SA 2025 EUR EXT TERM LOAN B14 | 723,972 | 714,162 | -9,810 | 0.01% | -$23.80K |
| FNMA POOL CB9966 FN 02/55 FIXED 5 | 811,978 | 807,346 | -4,632 | 0.01% | -$13.38K |
| FNMA POOL CB7970 FN 02/54 FIXED 5 | 814,464 | 797,934 | -16,530 | 0.01% | -$24.87K |
| UNTD AIR 16-1 AA | 840,805 | 802,418 | -38,387 | 0.01% | -$37.96K |
| ASSURED GUARANTY | 1,290,000 | 833,000 | -457,000 | 0.01% | -$446.16K |
| CREDIT BASED ASSET SERVICING A CBASS 2006 CB3 AV4 | 856,974 | 834,756 | -22,218 | 0.01% | -$22.79K |
| CWABS, Inc. | 840,085 | 821,759 | -18,326 | 0.01% | -$17.53K |
| PMT Loan Trust, Series 2025-J2, Class A11 | 897,232 | 749,008 | -148,224 | 0.00% | -$145.90K |
| MORGAN STANLEY CAPITAL INC MSAC 2007 HE1 A2C | 1,250,877 | 1,235,540 | -15,337 | 0.00% | -$13.81K |
| FNMA POOL FS9372 FN 10/54 FIXED VAR | 854,163 | 685,014 | -169,149 | 0.00% | -$179.33K |
| CSMC Series 2010-17R | 875,738 | 718,825 | -156,913 | 0.00% | -$155.72K |
| COUNTRYWIDE ALTERNATIVE LOAN T CWALT 2007 OH1 A1D | 797,638 | 782,745 | -14,893 | 0.00% | -$14.49K |
| Securitized Asset Backed Receivables LLC Trust 2006-FR2 | 1,107,109 | 1,092,086 | -15,022 | 0.00% | -$8.76K |
| BANC OF AMERICA FUNDING CORPOR BAFC 2006 H 6A1 | 887,721 | 870,912 | -16,808 | 0.00% | -$10.55K |
| Spirit Airlines Pass-Through Trust, Series 2017-1A, Class A | 780,395 | 748,979 | -31,416 | 0.00% | -$32.93K |
| JP Morgan Mortgage Acquisition Trust 2006-CW2 | 1,191,569 | 1,172,795 | -18,773 | 0.00% | -$16.57K |
| WASHINGTON MUTUAL MORTGAGE PAS WMALT 2006 AR9 2A | 751,875 | 739,182 | -12,693 | 0.00% | -$9.05K |
| TURKISH AIRLN 15 1 A PTT PASS THRU CE 144A 09/28 4.2 | 930,667 | 642,798 | -287,869 | 0.00% | -$285.46K |
| TRUST FIBRAUNO SR UNSECURED 144A 01/30 4.869 | 943,000 | 643,000 | -300,000 | 0.00% | -$306.18K |
| ROGERS COMMUNIC | 750,000 | 605,000 | -145,000 | 0.00% | -$153.19K |
| WESTMORELAND COAL CO PIK TERM LOAN | 1,444,668 | 1,372,479 | -72,190 | 0.00% | -$16.96K |
| Merrill Lynch Mortgage Investors Trust Series 2005-WMC1 | 639,368 | 603,311 | -36,056 | 0.00% | -$35.19K |
| FREMONT HOME LOAN TRUST FHLT 2006 E 2A3 | 1,294,453 | 1,286,761 | -7,692 | 0.00% | -$7.70K |
| RESIDENTIAL ACCREDIT LOANS, IN RALI 2006 QA1 A21 | 897,877 | 872,952 | -24,926 | 0.00% | -$13.81K |
| YELLOWSTONE ENERGY LP SR SECURED 12/26 5.75 | 959,450 | 586,150 | -373,301 | 0.00% | -$368.57K |
| RESIDENTIAL ACCREDIT LOANS, IN RALI 2006 QA4 A | 644,349 | 622,987 | -21,363 | 0.00% | -$20.40K |
| COUNTRYWIDE ALTERNATIVE LOAN T CWALT 2005 20CB 1A2 | 731,799 | 721,624 | -10,175 | 0.00% | -$14.32K |
| SPECIALTY UNDERWRITING + RESID SURF 2007 BC2 A2C | 695,964 | 679,867 | -16,097 | 0.00% | -$12.73K |
| COREBRIDGE FIN | 5,500,000 | 500,000 | -5,000,000 | 0.00% | -$5.13M |
| ARGENT SECURITIES INC. ARSI 2006 M2 A2B | 1,549,076 | 1,544,536 | -4,541 | 0.00% | -$3.78K |
| CSMC 2011-6R 4A2 | 565,964 | 521,098 | -44,866 | 0.00% | -$33.36K |
| FNMA POOL DB5118 FN 07/54 FIXED 6.5 | 480,720 | 476,858 | -3,861 | 0.00% | -$6.33K |
| Fremont Home Loan Trust, Series 2006-3, Class 2A3 | 1,661,140 | 1,651,672 | -9,468 | 0.00% | -$12.46K |
| ICG US CLO LTD ICG 2015 2RA A1R 144A | 707,627 | 489,615 | -218,012 | 0.00% | -$218.32K |
| CREDIT BASED ASSET SERVICING A CBASS 2006 CB9 A3 | 1,018,811 | 1,008,838 | -9,973 | 0.00% | $1.37K |
| NOVASTAR HOME EQUITY LOAN NHEL 2006 3 A2D | 1,016,750 | 1,010,724 | -6,026 | 0.00% | -$8.05K |
| MORGAN STANLEY HOME EQUITY LOA MSHEL 2007 2 A4 | 912,666 | 903,049 | -9,617 | 0.00% | -$9.77K |
| T-MOBILE USA INC | 5,700,000 | 700,000 | -5,000,000 | 0.00% | -$3.34M |
| PUB SVC OKLAHOMA | 1,500,000 | 701,000 | -799,000 | 0.00% | -$542.02K |
| BANC OF AMERICA FUNDING CORPOR BAFC 2007 D 1A5 | 550,201 | 527,987 | -22,214 | 0.00% | -$17.90K |
| COUNTRYWIDE ALTERNATIVE LOAN T CWALT 2005 65CB 1A4 | 695,668 | 682,553 | -13,115 | 0.00% | -$17.53K |
| J.P. Morgan Alternative Loan Trust, Series 2007-A2, Class 2A1 | 493,107 | 482,514 | -10,592 | 0.00% | -$9.93K |
| MORGAN STANLEY CAPITAL INC MSAC 2006 HE8 A2D | 979,480 | 971,776 | -7,704 | 0.00% | -$7.82K |
| Structured Adjustable Rate Mortgage Loan Trust Series 2006-4 | 778,183 | 767,448 | -10,735 | 0.00% | -$13.12K |
| SPECIALTY UNDERWRITING + RESID SURF 2006 BC2 A2D | 1,327,017 | 1,318,759 | -8,258 | 0.00% | -$6.94K |
| JPMorgan Alternative Loan Trust, Series 2006-S3, Class A4 | 446,463 | 423,974 | -22,489 | 0.00% | -$21.87K |
| TPMT 2019-HY2 A1 144A FRN 05-25-58 | 453,099 | 409,743 | -43,357 | 0.00% | -$44.47K |
| MITCHELLS + BUTLERS FINA SR SECURED REGS 12/30 VAR | 334,290 | 308,010 | -26,280 | 0.00% | -$42.18K |
| GSAA HOME EQUITY TRUST GSAA 2006 4 3A1 | 1,027,214 | 1,025,667 | -1,547 | 0.00% | -$1.81K |
| CSMC 2018-RPL9 TRUST SER 2018-RPL9 CL A V/R REGD 144A P/P 3.85000000 | 418,663 | 405,558 | -13,105 | 0.00% | -$15.76K |
| MORGAN STANLEY CAPITAL INC MSAC 2006 HE8 A2C | 896,224 | 889,175 | -7,049 | 0.00% | -$7.16K |
| ONEOK PARTNERS | 1,700,000 | 373,000 | -1,327,000 | 0.00% | -$1.37M |
| STRUCTURED ADJUSTABLE RATE MOR SARM 2006 7 3AF | 474,826 | 461,542 | -13,284 | 0.00% | -$12.48K |
| RESIDENTIAL ACCREDIT LOANS, IN RALI 2006 QA7 1A1 | 395,482 | 353,355 | -42,128 | 0.00% | -$39.63K |
| COUNTRYWIDE ALTERNATIVE LOAN T CWALT 2008 2R 5A1 | 746,627 | 742,849 | -3,779 | 0.00% | -$12.26K |
| COUNTRYWIDE ALTERNATIVE LOAN T CWALT 2006 OA12 A1B | 415,660 | 342,984 | -72,676 | 0.00% | -$73.09K |
| ENCINA PRIVATE CREDIT LLC NOTE | 4,647,892 | 424,583 | -4,223,309 | 0.00% | -$4.16M |
| BANC OF AMERICA FUNDING CORPOR BAFC 2007 2 1A31 | 455,500 | 451,021 | -4,479 | 0.00% | -$4.68K |
| BCAP LLC TRUST BCAP 2007 AA3 2A1A | 410,109 | 371,147 | -38,962 | 0.00% | -$41.20K |
| ACE SECURITIES CORP. ACE 2006 FM2 A2C | 1,494,927 | 1,491,662 | -3,265 | 0.00% | -$2.27K |
| BANC OF AMERICA FUNDING CORPOR BAFC 2007 2 1A26 | 421,482 | 417,338 | -4,145 | 0.00% | -$4.47K |
| NOVASTAR HOME EQUITY LOAN NHEL 2007 1 A2B | 987,505 | 979,317 | -8,188 | 0.00% | -$6.32K |
| MORGAN STANLEY CAPITAL INC MSAC 2007 HE3 A2C | 606,300 | 602,411 | -3,889 | 0.00% | -$3.10K |
| BEAR STEARNS ALT A TRUST BALTA 2006 4 13A1 | 336,966 | 333,770 | -3,196 | 0.00% | -$2.00K |
| Argent Securities Trust 2006-W4 | 1,231,717 | 1,223,048 | -8,669 | 0.00% | -$6.79K |
| SPECIALTY UNDERWRITING + RESID SURF 2006 BC3 A2C | 464,471 | 462,467 | -2,005 | 0.00% | $3.10K |
| BANC OF AMERICA MORTGAGE SECUR BOAMS 2005 I 3A1 | 335,166 | 331,885 | -3,280 | 0.00% | $238 |
| CVS PASS-THROUGH TRUST REGD 144A P/P 5.92600000 | 260,306 | 253,969 | -6,338 | 0.00% | -$7.77K |
| EVERGY METRO | 400,000 | 280,000 | -120,000 | 0.00% | -$113.01K |
| QATARENERGY LNG S3 SR SECURED 144A 09/27 5.838 | 308,560 | 237,440 | -71,120 | 0.00% | -$76.58K |
| CVS PASS-THROUGH TRUST SERIES 2014 144A 4.163000% 08/11/2036 | 253,979 | 249,223 | -4,755 | 0.00% | -$4.04K |
| CVS PASS THRU TR 2009 PASS THRU CE 144A 07/31 8.353 | 218,848 | 210,880 | -7,967 | 0.00% | -$9.83K |
| Spirit Airlines Pass-Through Trust, Series 2017-1, Class AA | 240,122 | 230,456 | -9,666 | 0.00% | -$10.57K |
| BANC OF AMERICA FUNDING CORPOR BAFC 2007 4 TA4 | 238,276 | 235,206 | -3,071 | 0.00% | -$4.85K |
| WAMU MORTGAGE PASS THROUGH CER WAMU 2007 HY7 4A2 | 235,137 | 233,190 | -1,947 | 0.00% | $160 |
| CHASEFLEX TRUST CFLX 2007 M1 1A3 | 235,633 | 232,817 | -2,816 | 0.00% | -$2.19K |
| NYKREDIT REALKREDIT A/S COVERED REGS 10/53 1 | 1,870,507 | 1,868,475 | -2,033 | 0.00% | -$5.22K |
| SIXTH STREET LEN | 4,300,000 | 200,000 | -4,100,000 | 0.00% | -$4.16M |
| Accredited Mortgage Loan Trust, Series 2006-2, Class A4 | 263,108 | 194,338 | -68,770 | 0.00% | -$68.42K |
| T-MOBILE USA INC | 5,200,000 | 200,000 | -5,000,000 | 0.00% | -$4.91M |
| MORGAN STANLEY CAPITAL INC MSAC 2007 NC2 A2B | 443,150 | 438,274 | -4,876 | 0.00% | -$5.12K |
| CWALT 2007-11T V/R 05/25/37 4.41876000 | 619,657 | 619,638 | -20 | 0.00% | $5.46K |
| HCA INC | 5,200,000 | 200,000 | -5,000,000 | 0.00% | -$4.91M |
| CITIGROUP MORTGAGE LOAN TRUST CMLTI 2007 AR4 2A2A | 193,294 | 191,680 | -1,614 | 0.00% | -$315 |
| COUNTRYWIDE ASSET BACKED CERTI CWL 2007 5 2A3 | 178,877 | 166,951 | -11,926 | 0.00% | -$10.03K |
Top 300 of 328, by weight.
| Security | Shares Dec 2025 | Shares Mar 2026 | Δ shares | End % | Δ value |
|---|---|---|---|---|---|
| US TREASURY N/B | 230,738,000 | 230,738,000 | 0 | 1.47% | -$2.59M |
| US TREASURY N/B | 226,950,000 | 226,950,000 | 0 | 1.46% | -$1.99M |
| US TREASURY N/B | 168,700,000 | 168,700,000 | 0 | 1.00% | -$1.58M |
| PROJECT CASHMERE CLASS A1 144A | 185,600,000 | 185,600,000 | 0 | 0.85% | $4.19M |
| US TREASURY N/B | 153,500,000 | 153,500,000 | 0 | 0.80% | -$1.16M |
| RPLDCI 6.581 05/30/49 144A | 112,737,000 | 112,737,000 | 0 | 0.77% | -$3.21M |
| US TREASURY N/B | 204,438,000 | 204,438,000 | 0 | 0.74% | -$702.76K |
| US TREASURY N/B | 150,000,000 | 150,000,000 | 0 | 0.63% | -$779.30K |
| US TREASURY N/B | 115,600,000 | 115,600,000 | 0 | 0.54% | -$790.23K |
| US TREASURY N/B | 87,293,000 | 87,293,000 | 0 | 0.53% | -$629.12K |
| US TREASURY N/B | 106,300,000 | 106,300,000 | 0 | 0.53% | -$739.12K |
| US TREASURY N/B | 70,000,000 | 70,000,000 | 0 | 0.46% | -$634.38K |
| US TREASURY N/B | 91,308,000 | 91,308,000 | 0 | 0.41% | -$599.21K |
| ONEOK INC | 61,400,000 | 61,400,000 | 0 | 0.39% | -$1.14M |
| LAS VEGAS SAN | 57,275,000 | 57,275,000 | 0 | 0.39% | -$972.34K |
| Bank of America Corp., Series FF | 58,483,000 | 58,483,000 | 0 | 0.39% | -$457.92K |
| US TREASURY N/B | 76,025,000 | 76,025,000 | 0 | 0.35% | -$495.94K |
| SWOP CDX IG45 (V1 ONLY) 5Y SP | 1 | 1 | 0 | 0.32% | -$24.79M |
| JPMORGAN CHASE | 46,600,000 | 46,600,000 | 0 | 0.31% | -$865.46K |
| US TREASURY N/B | 52,941,300 | 52,941,300 | 0 | 0.31% | -$268.84K |
| US TREASURY N/B | 74,500,000 | 74,500,000 | 0 | 0.31% | -$387.05K |
| BANK OF AMER CRP | 45,700,000 | 45,700,000 | 0 | 0.30% | $45.82K |
| NATWEST GROUP PLC JR SUBORDINA 12/99 VAR | 30,060,000 | 30,060,000 | 0 | 0.26% | -$1.11M |
| WELLS FARGO CO | 38,906,000 | 38,906,000 | 0 | 0.25% | -$117.06K |
| SUMITOMO MITSUI FINL GRP SR UNSECURED 01/35 5.632 | 36,000,000 | 36,000,000 | 0 | 0.25% | -$974.30K |
| BROADCOM INC | 37,864,000 | 37,864,000 | 0 | 0.24% | -$638.06K |
| CFCFCS V5 PERP 1 | 35,500,000 | 35,500,000 | 0 | 0.23% | -$126.38K |
| PETROBRAS GLOBAL FINANCE REGD 5.12500000 | 34,400,000 | 34,400,000 | 0 | 0.22% | -$2.77K |
| JPMORGAN CHASE | 33,672,000 | 33,672,000 | 0 | 0.22% | -$605.57K |
| FLEX INTERMEDIATE HOLDCO SR SECURED 144A 06/31 3.363 | 36,900,000 | 36,900,000 | 0 | 0.22% | -$395.70K |
| NVR INC | 35,314,000 | 35,314,000 | 0 | 0.22% | -$184.39K |
| AMGEN INC | 33,650,000 | 33,650,000 | 0 | 0.22% | -$646.30K |
| US BANCORP | 32,650,000 | 32,650,000 | 0 | 0.22% | -$284.85K |
| Eagle Funding LuxCo S.a.r.l. | 32,700,000 | 32,700,000 | 0 | 0.22% | -$436.22K |
| AERCAP IRELAND | 32,616,000 | 32,616,000 | 0 | 0.21% | $80.29K |
| JPMorgan Chase & Co., Series II | 32,000,000 | 32,000,000 | 0 | 0.21% | -$15.68K |
| MORGAN STANLEY | 36,100,000 | 36,100,000 | 0 | 0.21% | -$473.01K |
| LAS VEGAS SAN | 30,485,000 | 30,485,000 | 0 | 0.21% | -$875.28K |
| FISERV INC | 31,000,000 | 31,000,000 | 0 | 0.20% | -$781.13K |
| REPUBLIC OF PERU SR UNSECURED REGS 08/34 5.4 | 110,200,000 | 110,200,000 | 0 | 0.20% | -$2.63M |
| MITSUB UFJ FIN | 29,400,000 | 29,400,000 | 0 | 0.20% | -$509.87K |
| JAPAN (20 YEAR ISSUE) BONDS 12/44 2 | 5,480,000,000 | 5,480,000,000 | 0 | 0.19% | -$1.76M |
| AT&T INC | 36,300,000 | 36,300,000 | 0 | 0.19% | -$405.20K |
| MORGAN STANLEY B | 27,000,000 | 27,000,000 | 0 | 0.18% | -$158.23K |
| GOLDMAN SACHS GP | 27,247,000 | 27,247,000 | 0 | 0.18% | -$230.20K |
| SAUDI INTERNATIONAL BOND SR UNSECURED 144A 01/28 5.125 | 26,600,000 | 26,600,000 | 0 | 0.18% | -$300.67K |
| LLOYDS BANKING GROUP PLC JR SUBORDINA 12/99 VAR | 19,500,000 | 19,500,000 | 0 | 0.18% | -$928.78K |
| T-MOBILE USA INC | 40,000,000 | 40,000,000 | 0 | 0.17% | -$565.06K |
| BOEING CO/THE | 24,823,000 | 24,823,000 | 0 | 0.17% | -$289.85K |
| BNP PARIBAS SA JR SUBORDINA 144A 12/99 VAR | 25,900,000 | 25,900,000 | 0 | 0.17% | -$1.15M |
| REPUBLIC OF PERU SR UNSECURED REGS 08/31 6.95 | 83,280,000 | 83,280,000 | 0 | 0.17% | -$1.59M |
| GOLDMAN SACHS GP | 26,100,000 | 26,100,000 | 0 | 0.17% | -$95.18K |
| REPUBLIC OF PERU SR UNSECURED 144A 08/32 6.15 | 82,504,000 | 82,504,000 | 0 | 0.16% | -$1.69M |
| VMWARE LLC | 24,482,000 | 24,482,000 | 0 | 0.16% | -$241.24K |
| BANK OF AMER CRP | 27,000,000 | 27,000,000 | 0 | 0.16% | -$253.05K |
| Itau Unibanco Holding SA/Cayman Island | 23,700,000 | 23,700,000 | 0 | 0.16% | -$270.65K |
| T-MOBILE USA INC | 32,700,000 | 32,700,000 | 0 | 0.16% | -$456.60K |
| C V6.95 PERP FF | 23,625,000 | 23,625,000 | 0 | 0.16% | -$526.36K |
| BANK OF AMER CRP | 26,300,000 | 26,300,000 | 0 | 0.15% | -$300.31K |
| ORACLE CORP | 24,100,000 | 24,100,000 | 0 | 0.15% | -$609.07K |
| Brookfield Finance Inc. | 23,000,000 | 23,000,000 | 0 | 0.15% | -$513.82K |
| SVELEV 1.8 02/10/31 144A | 26,000,000 | 26,000,000 | 0 | 0.15% | -$277.87K |
| AMGEN INC | 21,900,000 | 21,900,000 | 0 | 0.15% | -$194.65K |
| PACIFIC GAS&ELEC | 22,816,000 | 22,816,000 | 0 | 0.15% | -$129.46K |
| REPUBLIC OF PANAMA EUR TERM LOAN | 19,100,000 | 19,100,000 | 0 | 0.15% | -$392.35K |
| WELLS FARGO CO | 21,809,000 | 21,809,000 | 0 | 0.14% | $29.44K |
| SAUDI INTERNATIONAL BOND SR UNSECURED 144A 01/30 4.75 | 21,700,000 | 21,700,000 | 0 | 0.14% | -$467.69K |
| IRS EUR 0.00000 03/17/23-30Y LCH | 1 | 1 | 0 | 0.14% | -$1.65M |
| MPLX LP | 21,500,000 | 21,500,000 | 0 | 0.14% | -$178.02K |
| STATE OF ISRAEL | 21,100,000 | 21,100,000 | 0 | 0.14% | -$487.00K |
| Pacific Life Global Funding II | 21,000,000 | 21,000,000 | 0 | 0.14% | -$18.69K |
| SOUTHERN CAL ED | 20,900,000 | 20,900,000 | 0 | 0.14% | -$214.02K |
| UNITEDHEALTH GRP | 23,860,000 | 23,860,000 | 0 | 0.14% | -$532.71K |
| BROADCOM INC | 24,922,000 | 24,922,000 | 0 | 0.14% | -$306.95K |
| JPMORGAN CHASE | 21,000,000 | 21,000,000 | 0 | 0.14% | -$146.89K |
| GOODMAN US FIN THREE REGD 144A P/P 3.70000000 | 21,100,000 | 21,100,000 | 0 | 0.14% | -$131.13K |
| JPMORGAN CHASE | 22,000,000 | 22,000,000 | 0 | 0.14% | -$153.23K |
| JPMorgan Chase & Co., Series OO | 20,000,000 | 20,000,000 | 0 | 0.14% | -$236.60K |
| SAMMONS FINL. GRP. 6.875% | 18,968,000 | 18,968,000 | 0 | 0.13% | -$703.91K |
| WILLIAMS COS INC | 19,624,000 | 19,624,000 | 0 | 0.13% | -$392.38K |
| GS V6.85 PERP | 19,600,000 | 19,600,000 | 0 | 0.13% | -$420.22K |
| UBS V4.151 12/23/29 144A | 20,000,000 | 20,000,000 | 0 | 0.13% | -$207.71K |
| ISPIM V8.248 11/21/33 144A | 17,000,000 | 17,000,000 | 0 | 0.13% | -$484.30K |
| SANTOS FINANCE LTD REGD 144A P/P 6.87500000 | 17,900,000 | 17,900,000 | 0 | 0.13% | -$113.34K |
| SCHW V4 PERP H | 21,000,000 | 21,000,000 | 0 | 0.13% | -$178.50K |
| BROADCOM INC | 21,400,000 | 21,400,000 | 0 | 0.13% | -$143.62K |
| OCCIDENTAL PETE | 17,067,000 | 17,067,000 | 0 | 0.13% | -$354.57K |
| BROADCOM INC | 22,839,000 | 22,839,000 | 0 | 0.13% | -$263.12K |
| HCA INC | 19,000,000 | 19,000,000 | 0 | 0.13% | -$394.98K |
| HA SUST INF CAP | 18,800,000 | 18,800,000 | 0 | 0.13% | -$178.79K |
| HSBC HOLDINGS PLC JR SUBORDINA 12/99 VAR | 14,400,000 | 14,400,000 | 0 | 0.13% | -$453.70K |
| ENTERPRISE PRODU | 18,600,000 | 18,600,000 | 0 | 0.12% | -$236.50K |
| CVS HEALTH CORP | 18,400,000 | 18,400,000 | 0 | 0.12% | -$151.63K |
| FAIRFAX FINL HLDGS LTD SR UNSECURED REGS 03/28 2.75 | 16,400,000 | 16,400,000 | 0 | 0.12% | -$564.32K |
| US TREASURY N/B | 20,500,000 | 20,500,000 | 0 | 0.12% | -$240.23K |
| BANK OF AMER CRP | 18,700,000 | 18,700,000 | 0 | 0.12% | -$137.25K |
| ATHENE GLOBAL FUNDING SR SECURED 144A 03/27 5.516 | 18,200,000 | 18,200,000 | 0 | 0.12% | -$137.75K |
| T-MOBILE USA INC | 20,500,000 | 20,500,000 | 0 | 0.12% | -$443.61K |
| VICI PROPERTIES / NOTE REGD 144A P/P 3.87500000 | 18,650,000 | 18,650,000 | 0 | 0.12% | -$182.71K |
| GOLDMAN SACHS GP | 17,900,000 | 17,900,000 | 0 | 0.12% | -$226.12K |
| JETBLUE AIRW/LOY | 19,000,000 | 19,000,000 | 0 | 0.12% | -$1.18M |
| US TREASURY N/B | 18,023,000 | 18,023,000 | 0 | 0.12% | -$235.14K |
| AMERICAN TOWER | 18,100,000 | 18,100,000 | 0 | 0.12% | $5.71K |
| WELLS FARGO CO | 17,400,000 | 17,400,000 | 0 | 0.12% | -$230.72K |
| GOLDMAN SACHS GP | 17,000,000 | 17,000,000 | 0 | 0.12% | -$248.16K |
| GLOBAL PAY INC | 18,300,000 | 18,300,000 | 0 | 0.12% | -$547.30K |
| JPMORGAN CHASE | 18,000,000 | 18,000,000 | 0 | 0.12% | -$600.63K |
| MORGAN STANLEY | 17,400,000 | 17,400,000 | 0 | 0.12% | -$225.30K |
| MORGAN STANLEY | 20,000,000 | 20,000,000 | 0 | 0.12% | -$260.30K |
| GLP CAP/FIN II | 17,292,000 | 17,292,000 | 0 | 0.12% | -$110.45K |
| BANCO SANTANDER SA REGD V/R /PERP/ SER * 9.62500000 | 16,000,000 | 16,000,000 | 0 | 0.11% | -$503.85K |
| RTX CORP | 15,900,000 | 15,900,000 | 0 | 0.11% | -$276.21K |
| PACIFIC GAS & ELECTRIC REGD 4.65000000 | 17,000,000 | 17,000,000 | 0 | 0.11% | -$101.41K |
| BANK OF AMER CRP | 19,100,000 | 19,100,000 | 0 | 0.11% | -$147.47K |
| GOLDMAN SACHS GP | 17,300,000 | 17,300,000 | 0 | 0.11% | -$412.91K |
| MORGAN STANLEY | 17,000,000 | 17,000,000 | 0 | 0.11% | -$108.79K |
| CANTOR FITZGERALD LP SR UNSECURED 144A 12/28 7.2 | 16,300,000 | 16,300,000 | 0 | 0.11% | -$392.72K |
| AXIS SPECLTY FIN | 17,000,000 | 17,000,000 | 0 | 0.11% | -$107.17K |
| HCA INC | 16,406,000 | 16,406,000 | 0 | 0.11% | -$355.06K |
| SPIRIT AEROSYSTE | 16,831,000 | 16,831,000 | 0 | 0.11% | -$15.10K |
| ORACLE CORP | 21,900,000 | 21,900,000 | 0 | 0.11% | -$708.92K |
| VENTURE GLOBAL CALCASIEU SR SECURED 144A 08/29 3.875 | 17,500,000 | 17,500,000 | 0 | 0.11% | $224.05K |
| MARSH & MCLENNAN | 16,600,000 | 16,600,000 | 0 | 0.11% | -$284.09K |
| BANK OF AMER CRP | 16,600,000 | 16,600,000 | 0 | 0.11% | -$247.48K |
| AYR 6.5 07/18/28 144A | 15,709,000 | 15,709,000 | 0 | 0.11% | -$224.75K |
| CVS HEALTH CORP | 18,900,000 | 18,900,000 | 0 | 0.11% | -$444.90K |
| REPUBLIC OF PERU BONDS 144A 08/33 7.3 | 51,600,000 | 51,600,000 | 0 | 0.11% | -$1.32M |
| SW (FINANCE) I PLC SR SECURED REGS 04/40 7 | 12,600,000 | 12,600,000 | 0 | 0.11% | -$888.76K |
| COOPERATIEVE RABOBANK UA JR SUBORDINA REGS 12/49 VAR | 12,627,500 | 12,627,500 | 0 | 0.11% | -$537.42K |
| Aviation Capital Group LLC | 16,454,000 | 16,454,000 | 0 | 0.11% | -$54.22K |
| WABTEC | 15,933,000 | 15,933,000 | 0 | 0.11% | -$155.43K |
| JAPAN (20 YEAR ISSUE) BONDS 03/45 2.4 | 2,867,300,000 | 2,867,300,000 | 0 | 0.11% | -$980.93K |
| CITIGROUP INC | 15,990,000 | 15,990,000 | 0 | 0.11% | $4.16K |
| BANK OF AMER CRP | 17,500,000 | 17,500,000 | 0 | 0.10% | -$198.87K |
| BBVA MEX BANCA GRUPO TX SUBORDINATED REGS 06/38 VAR | 14,600,000 | 14,600,000 | 0 | 0.10% | -$448.11K |
| JPMORGAN CHASE | 16,000,000 | 16,000,000 | 0 | 0.10% | -$156.17K |
| UBS GROUP | 15,100,000 | 15,100,000 | 0 | 0.10% | -$207.81K |
| PETROLEOS MEXICANOS SR UNSEC SF 6.7% 02-16-32 | 15,851,000 | 15,851,000 | 0 | 0.10% | -$292.37K |
| LYV 3.75 01/15/28 144A | 15,841,000 | 15,841,000 | 0 | 0.10% | -$151.15K |
| SANTANDER HOLD | 15,533,000 | 15,533,000 | 0 | 0.10% | $5.80K |
| RFR USD SOFR/3.94474 03/31/25-30Y* LCH | 6 | 6 | 0 | 0.10% | -$2.39M |
| NTT FINANCE | 15,300,000 | 15,300,000 | 0 | 0.10% | -$289.55K |
| JPMORGAN CHASE | 14,800,000 | 14,800,000 | 0 | 0.10% | -$212.34K |
| ROYAL CARIBBEAN CRUISES SR UNSECURED 144A 04/28 5.5 | 15,200,000 | 15,200,000 | 0 | 0.10% | -$103.33K |
| AMERICAN ASTS LP | 17,000,000 | 17,000,000 | 0 | 0.10% | -$171.24K |
| NOMURA HOLDINGS INC SR UNSECURED 01/28 5.842 | 15,000,000 | 15,000,000 | 0 | 0.10% | -$161.35K |
| PHILIP MORRIS IN | 14,714,000 | 14,714,000 | 0 | 0.10% | -$179.49K |
| MIZUHO FINANCIAL | 17,200,000 | 17,200,000 | 0 | 0.10% | -$191.12K |
| T-MOBILE USA INC | 16,800,000 | 16,800,000 | 0 | 0.10% | -$82.14K |
| CHENIERE CORP CH | 15,000,000 | 15,000,000 | 0 | 0.10% | -$69.35K |
| AT&T INC | 23,160,000 | 23,160,000 | 0 | 0.10% | -$359.33K |
| VMED O2 UK FINANCING I SR SECURED 144A 04/32 5.625 | 14,000,000 | 14,000,000 | 0 | 0.10% | -$1.68M |
| MUTUAL OF OMAHA GLOBAL SECURED 144A 04/27 5.35 | 14,709,000 | 14,709,000 | 0 | 0.10% | -$92.29K |
| AT&T INC | 16,200,000 | 16,200,000 | 0 | 0.10% | -$66.59K |
| PACIFIC GAS&ELEC | 15,078,500 | 15,078,500 | 0 | 0.10% | -$79.47K |
| CREDIT AGRICOLE SA JR SUBORDINA REGS 12/99 VAR | 12,100,000 | 12,100,000 | 0 | 0.10% | -$568.91K |
| WELLS FARGO CO | 14,300,000 | 14,300,000 | 0 | 0.10% | -$340.18K |
| KRAFT FOODS GROU | 13,500,000 | 13,500,000 | 0 | 0.10% | -$491.34K |
| MORGAN STANLEY | 14,600,000 | 14,600,000 | 0 | 0.10% | -$183.26K |
| MISS POWER CO | 14,645,000 | 14,645,000 | 0 | 0.10% | -$70.91K |
| WELLS FARGO CO | 14,900,000 | 14,900,000 | 0 | 0.10% | -$356.68K |
| VOYA FINANCIAL INC COMPANY GUAR 09/34 5 | 14,800,000 | 14,800,000 | 0 | 0.10% | -$315.91K |
| KUWAIT INTL BOND SR UNSECURED REGS 03/27 3.5 | 14,500,000 | 14,500,000 | 0 | 0.10% | -$66.73K |
| CVS HEALTH CORP | 15,090,000 | 15,090,000 | 0 | 0.09% | -$361.27K |
| UBS GROUP | 14,600,000 | 14,600,000 | 0 | 0.09% | -$177.34K |
| American AgCredit Corp | 14,000,000 | 14,000,000 | 0 | 0.09% | $316.40K |
| GAZPROM PJSC (GAZ FN) SR UNSECURED REGS 01/29 2.95 | 18,600,000 | 18,600,000 | 0 | 0.09% | $558.00K |
| MORGAN STANLEY | 13,800,000 | 13,800,000 | 0 | 0.09% | -$353.49K |
| FORD MOTOR CRED | 13,513,000 | 13,513,000 | 0 | 0.09% | -$163.02K |
| JPMORGAN CHASE + CO JR SUBORDINA 12/99 VAR | 14,000,000 | 14,000,000 | 0 | 0.09% | $17.50K |
| ANTHOL 3.95 07/15/26 | 13,950,000 | 13,950,000 | 0 | 0.09% | $1.86K |
| NETFLIX INC SR UNSECURED REGS 11/29 3.875 | 11,800,000 | 11,800,000 | 0 | 0.09% | -$465.62K |
| SYNNEX CORP | 14,300,000 | 14,300,000 | 0 | 0.09% | -$44.00K |
| CITADL 5.9 02/10/30 144A | 13,400,000 | 13,400,000 | 0 | 0.09% | -$214.03K |
| XYZ 6.5 05/15/32 | 13,329,000 | 13,329,000 | 0 | 0.09% | -$409.99K |
| AMDOCS LTD | 14,850,000 | 14,850,000 | 0 | 0.09% | -$203.96K |
| CHARTER COMM OPT | 23,000,000 | 23,000,000 | 0 | 0.09% | -$281.30K |
| LLOYDS BK GR PLC | 13,100,000 | 13,100,000 | 0 | 0.09% | -$459.03K |
| UBS GROUP AG SR UNSECURED 144A 09/29 VAR | 12,800,000 | 12,800,000 | 0 | 0.09% | -$172.39K |
| CHARTER COMM OPT | 15,890,000 | 15,890,000 | 0 | 0.09% | -$306.90K |
| CHARTER COMM OPT | 17,200,000 | 17,200,000 | 0 | 0.09% | -$256.56K |
| BPCE SA REGD V/R 144A P/P 6.61200000 | 13,000,000 | 13,000,000 | 0 | 0.09% | -$103.51K |
| SOUTHERN CO | 13,400,000 | 13,400,000 | 0 | 0.09% | -$200.35K |
| ARES FINANCE CO II LLC REGD 144A P/P 3.25000000 | 13,900,000 | 13,900,000 | 0 | 0.09% | -$157.93K |
| BLACKSTONE HOLDINGS FINA COMPANY GUAR 144A 04/29 1.5 | 12,000,000 | 12,000,000 | 0 | 0.09% | -$512.22K |
| BANK OF AMER CRP | 12,800,000 | 12,800,000 | 0 | 0.09% | -$221.74K |
| UNITED MEXICAN | 13,300,000 | 13,300,000 | 0 | 0.09% | -$246.05K |
| BARCLAYS PLC | 12,200,000 | 12,200,000 | 0 | 0.08% | -$310.65K |
| INVITATION HOMES | 15,300,000 | 15,300,000 | 0 | 0.08% | -$300.65K |
| UNICREDIT SPA JR SUBORDINA REGS 12/99 VAR | 11,000,000 | 11,000,000 | 0 | 0.08% | -$404.47K |
| COMCAST CORP | 22,300,000 | 22,300,000 | 0 | 0.08% | -$169.39K |
| PINNACLE WEST CAPITAL SR UNSECURED 06/26 VAR | 12,700,000 | 12,700,000 | 0 | 0.08% | -$13.45K |
| UNTD AIR 16-2 AA | 13,152,349 | 13,152,349 | 0 | 0.08% | $4.65K |
| ENBRIDGE INC | 14,800,000 | 14,800,000 | 0 | 0.08% | -$145.25K |
| NOMURA HOLDINGS INC SR UNSECURED 07/27 VAR | 12,500,000 | 12,500,000 | 0 | 0.08% | -$23.14K |
| NATIONAL FOOTBALL LEAGUE 9YR OCT SR SEC | 12,600,000 | 12,600,000 | 0 | 0.08% | -$286.80K |
| MORGAN STANLEY | 12,000,000 | 12,000,000 | 0 | 0.08% | -$195.16K |
| YORKSHIRE WATER FINANCE SR SECURED REGS 10/32 1.75 | 12,200,000 | 12,200,000 | 0 | 0.08% | -$554.10K |
| NSANY 4.345 09/17/27 144A | 12,810,000 | 12,810,000 | 0 | 0.08% | -$174.78K |
| Wells Fargo & Co. | 12,000,000 | 12,000,000 | 0 | 0.08% | -$117.48K |
| VICI PROPERTIE | 12,600,000 | 12,600,000 | 0 | 0.08% | -$268.55K |
| NLG GLOBAL FUNDING SECURED 144A 01/30 5.4 | 12,100,000 | 12,100,000 | 0 | 0.08% | -$54.55K |
| ORACLE CORP | 13,900,000 | 13,900,000 | 0 | 0.08% | -$146.74K |
| BLACK HILLS CORP | 11,850,000 | 11,850,000 | 0 | 0.08% | -$345.32K |
| MORGAN STANLEY | 12,100,000 | 12,100,000 | 0 | 0.08% | -$195.05K |
| UBS GROUP | 12,000,000 | 12,000,000 | 0 | 0.08% | -$153.33K |
| BLACKSTONE SEC | 12,200,000 | 12,200,000 | 0 | 0.08% | -$219.32K |
| CDEP 5.875 04/30/29 144A | 11,700,000 | 11,700,000 | 0 | 0.08% | -$133.38K |
| CAPE LOOKOUT RE LTD UNSECURED 144A 04/27 VAR | 12,000,000 | 12,000,000 | 0 | 0.08% | -$249.00K |
| PHILIP MORRIS IN | 11,500,000 | 11,500,000 | 0 | 0.08% | -$198.79K |
| CITIGROUP INC | 11,913,000 | 11,913,000 | 0 | 0.08% | -$259.13K |
| Venture Global LNG Inc | 11,825,000 | 11,825,000 | 0 | 0.08% | $690.74K |
| NextEra Energy Capital Holdings Inc | 16,700,000 | 16,700,000 | 0 | 0.08% | -$312.80K |
| VENTURE GLOBAL CALCASIEU SR SECURED 144A 08/31 4.125 | 13,000,000 | 13,000,000 | 0 | 0.08% | $226.62K |
| JPMORGAN CHASE | 11,900,000 | 11,900,000 | 0 | 0.08% | -$229.85K |
| Capital Four US CLO II Ltd., Series 2022-1A, Class AR | 12,000,000 | 12,000,000 | 0 | 0.08% | -$48.94K |
| VICI PROPERTIES VICI NOTE | 12,531,000 | 12,531,000 | 0 | 0.08% | -$152.90K |
| ABU DHABI GOVT INT L SR UNSECURED 144A 04/30 3.125 | 12,600,000 | 12,600,000 | 0 | 0.08% | -$238.81K |
| CCL 4 08/01/28 144A | 12,200,000 | 12,200,000 | 0 | 0.08% | -$108.18K |
| SAUDI INTERNATIONAL BOND SR UNSECURED 144A 02/33 2.25 | 14,100,000 | 14,100,000 | 0 | 0.08% | -$275.12K |
| ASTRAZENECA FIN | 11,600,000 | 11,600,000 | 0 | 0.08% | -$157.68K |
| Crown Communication Inc. | 11,900,000 | 11,900,000 | 0 | 0.08% | -$38.66K |
| MORGAN STANLEY SR UNSECURED REGS 04/32 VAR | 15,800,000 | 15,800,000 | 0 | 0.08% | $184.14K |
| DIGITAL DUTCH FINCO BV COMPANY GUAR REGS 03/30 1.5 | 11,100,000 | 11,100,000 | 0 | 0.08% | -$408.07K |
| MORGAN STANLEY | 11,600,000 | 11,600,000 | 0 | 0.08% | -$111.93K |
| ADNOC MURBAN RSC LTD SR UNSECURED 144A 09/29 4.25 | 11,900,000 | 11,900,000 | 0 | 0.08% | -$257.11K |
| Wells Fargo & Co., Series DD, Pfd. | 678,800 | 678,800 | 0 | 0.08% | -$352.98K |
| SAUDI INT BOND | 13,700,000 | 13,700,000 | 0 | 0.08% | -$606.18K |
| JPMORGAN CHASE | 11,900,000 | 11,900,000 | 0 | 0.08% | -$6.40K |
| DUKE ENERGY CAR | 12,300,000 | 12,300,000 | 0 | 0.08% | -$67.92K |
| PACIFIC GAS&ELEC | 13,600,000 | 13,600,000 | 0 | 0.08% | -$287.32K |
| QUEENSLAND TREASURY CORP LOCAL GOVT G 144A REGS 08/32 1 | 21,000,000 | 21,000,000 | 0 | 0.08% | $256.98K |
| WFC F 04/22/28 MTN | 11,400,000 | 11,400,000 | 0 | 0.08% | -$22.97K |
| HYUNDAI CAPITAL AMERICA SR UNSECURED 144A 06/26 1.5 | 11,500,000 | 11,500,000 | 0 | 0.08% | $62.42K |
| CENTENE CORP | 13,019,000 | 13,019,000 | 0 | 0.08% | -$240.44K |
| FELLS POINT FUNDING TRUST 3.046% 01/31/2027 144A | 11,500,000 | 11,500,000 | 0 | 0.08% | $5.76K |
| FORD MOTOR CRED | 11,214,000 | 11,214,000 | 0 | 0.07% | -$118.60K |
| WOODSIDE FIN LTD 3.7% 09/15/2026 144A | 11,375,000 | 11,375,000 | 0 | 0.07% | -$383 |
| F+G GLOBAL FUNDING SECURED 144A 09/28 VAR | 11,300,000 | 11,300,000 | 0 | 0.07% | -$39.20K |
| CSGP 2.8 07/15/30 144A | 12,400,000 | 12,400,000 | 0 | 0.07% | -$153.88K |
| SOUTHERN CAL ED | 14,900,000 | 14,900,000 | 0 | 0.07% | -$105.53K |
| UBS GROUP | 11,100,000 | 11,100,000 | 0 | 0.07% | $56.02K |
| SANUSA V5.473 03/20/29 | 10,800,000 | 10,800,000 | 0 | 0.07% | -$85.85K |
| AM AIRLN 17-2 AA | 11,228,172 | 11,228,172 | 0 | 0.07% | -$43.91K |
| PROTECTIVE LIFE CORP SR UNSECURED 144A 09/28 4.3 | 10,900,000 | 10,900,000 | 0 | 0.07% | -$100.95K |
| INTERCONTINENT | 12,800,000 | 12,800,000 | 0 | 0.07% | -$109.20K |
| AMERICAN TOWER | 11,030,000 | 11,030,000 | 0 | 0.07% | -$95.83K |
| TOLEDO EDISON CO/THE 144A 2.650000% 05/01/2028 | 11,334,000 | 11,334,000 | 0 | 0.07% | -$23.11K |
| GLP CAP/FIN II | 12,000,000 | 12,000,000 | 0 | 0.07% | -$179.90K |
| SYSTEM ENG RES | 10,700,000 | 10,700,000 | 0 | 0.07% | -$144.10K |
| WELLS FARGO CO | 10,670,000 | 10,670,000 | 0 | 0.07% | $11.46K |
| CONSTL ENRGY GEN | 10,000,000 | 10,000,000 | 0 | 0.07% | -$289.40K |
| BBVASM V8.125 01/08/39 144A | 10,000,000 | 10,000,000 | 0 | 0.07% | -$286.96K |
| ALLY FINANCIAL | 10,100,000 | 10,100,000 | 0 | 0.07% | -$149.71K |
| Jamestown CLO XVIII Ltd., Series 2022-18A, Class A1R | 10,500,000 | 10,500,000 | 0 | 0.07% | -$1.70K |
| ROMANIA ROMANIA | 9,200,000 | 9,200,000 | 0 | 0.07% | -$556.95K |
| NATWEST GROUP PLC JR SUBORDINA REGS 12/99 VAR | 8,000,000 | 8,000,000 | 0 | 0.07% | -$755.55K |
| UNITED MEXICAN | 10,700,000 | 10,700,000 | 0 | 0.07% | -$133.75K |
| JAPAN (40 YEAR ISSUE) BONDS 03/64 2.2 | 2,391,000,000 | 2,391,000,000 | 0 | 0.07% | -$669.78K |
| BLUE OWL FIN LLC | 11,700,000 | 11,700,000 | 0 | 0.07% | -$713.38K |
| UNITEDHEALTH GRP | 10,800,000 | 10,800,000 | 0 | 0.07% | -$297.01K |
| MORGAN STANLEY JR SUBORDINA VAR | 10,280,000 | 10,280,000 | 0 | 0.07% | $74.02K |
| ANGLIAN WATER SERV FIN SR SECURED REGS 06/43 5.75 | 9,000,000 | 9,000,000 | 0 | 0.07% | -$738.96K |
| FORD MOTOR CRED | 10,360,000 | 10,360,000 | 0 | 0.07% | -$44.19K |
| ORACLE CORP | 16,600,000 | 16,600,000 | 0 | 0.07% | -$492.49K |
| UNITEDHEALTH GRP | 10,093,000 | 10,093,000 | 0 | 0.07% | -$140.71K |
| AMGEN INC | 9,929,000 | 9,929,000 | 0 | 0.07% | -$112.60K |
| CANADIAN PACIFIC | 10,000,000 | 10,000,000 | 0 | 0.07% | $130.64K |
| EDISON INTL | 10,020,000 | 10,020,000 | 0 | 0.07% | -$105.63K |
| T-MOBILE USA INC | 10,500,000 | 10,500,000 | 0 | 0.07% | -$8.06K |
| JP MORGAN CHASE | 10,000,000 | 10,000,000 | 0 | 0.07% | -$52.38K |
| BANK OF AMERICA | 10,000,000 | 10,000,000 | 0 | 0.07% | -$48.42K |
| BMW US CAPITAL LLC REGD V/R 144A P/P 5.03519200 | 10,000,000 | 10,000,000 | 0 | 0.07% | -$18.80K |
| SYNOPSYS INC | 10,000,000 | 10,000,000 | 0 | 0.07% | -$144.40K |
| JPMORGAN CHASE | 10,100,000 | 10,100,000 | 0 | 0.07% | -$37.91K |
| AVOLON HOLDINGS FUNDING LTD 4.7% 01/30/2031 144A | 10,200,000 | 10,200,000 | 0 | 0.07% | -$136.96K |
| CDW LLC/CDW FIN | 10,100,000 | 10,100,000 | 0 | 0.07% | $14.79K |
| ENBRIDGE INC | 9,600,000 | 9,600,000 | 0 | 0.07% | -$168.28K |
| WOODSIDE FINANCE | 9,700,000 | 9,700,000 | 0 | 0.07% | -$54.32K |
| SANTANDER UK GRP | 10,000,000 | 10,000,000 | 0 | 0.07% | -$102.83K |
| ROYAL BK SCOTLAND INTL LTD USD SR NT SER E | 10,000,000 | 10,000,000 | 0 | 0.07% | -$119.55K |
| GLP CAP/FIN II | 10,000,000 | 10,000,000 | 0 | 0.07% | -$300.53K |
| SEMPRA | 9,800,000 | 9,800,000 | 0 | 0.07% | -$172.60K |
| FACTSET RESEARCH | 10,000,000 | 10,000,000 | 0 | 0.06% | -$22.44K |
| WESTERN MIDSTRM | 9,900,000 | 9,900,000 | 0 | 0.06% | -$167.03K |
| VENTURE GLOBAL CALCASIEU SR SECURED 144A 11/33 3.875 | 11,000,000 | 11,000,000 | 0 | 0.06% | $314.48K |
| ABBVIE INC | 10,000,000 | 10,000,000 | 0 | 0.06% | -$135.46K |
| BACARDI LTD COMPANY GUAR 144A 05/38 5.15 | 10,500,000 | 10,500,000 | 0 | 0.06% | -$259.11K |
| TX NATURAL GAS SECZ | 9,461,574 | 9,461,574 | 0 | 0.06% | -$20.41K |
| Morgan Stanley, Series P, Pfd. | 389,400 | 389,400 | 0 | 0.06% | -$233.64K |
| SUMITOMO MITSUI | 9,400,000 | 9,400,000 | 0 | 0.06% | -$266.29K |
| CI FINANCIAL CORP COMPANY GUAR 144A 12/31 4.625 | 8,300,000 | 8,300,000 | 0 | 0.06% | -$222.00K |
| GRIFOLS SA SR SECURED REGS 05/30 7.5 | 8,000,000 | 8,000,000 | 0 | 0.06% | -$311.13K |
| MORGAN STANLEY | 9,600,000 | 9,600,000 | 0 | 0.06% | $56.21K |
| CONAGRA BRANDS | 9,545,000 | 9,545,000 | 0 | 0.06% | -$101.76K |
| STIFEL FINANCIAL | 9,800,000 | 9,800,000 | 0 | 0.06% | -$79.35K |
| APOLLO DEBT SOLU | 9,400,000 | 9,400,000 | 0 | 0.06% | -$409.10K |
| MORGAN STANLEY | 9,400,000 | 9,400,000 | 0 | 0.06% | -$129.75K |
| BLACK HILLS CORP SR UNSECURED 06/30 2.5 | 10,400,000 | 10,400,000 | 0 | 0.06% | -$147.96K |
| KKR FINANCIAL HOLDINGS SR UNSECURED 144A 05/33 5.4 | 10,000,000 | 10,000,000 | 0 | 0.06% | -$298.20K |
Top 300 of 1296, by weight.
Machine-readable: JSON · Markdown. Programmatic access via the agent surface.