Portfolio moves
Net position changes between two of this fund's N-PORT snapshots. These are differences between point-in-time reports — not a trade log — and share counts can be affected by splits and other corporate actions.
Dec 31, 2025 → Mar 31, 2026
Expand a category to see the positions behind it, ranked by weight.
| Security | Shares Dec 2025 | Shares Mar 2026 | Δ shares | End % | Δ value |
|---|---|---|---|---|---|
| FNCL 6 6/24 | 0 | 213,190,000 | 213,190,000 | 4.53% | $217.00M |
| Uniform Mortgage-Backed Security, TBA | 0 | 165,090,000 | 165,090,000 | 3.40% | $162.63M |
| FNCL 6 7/25 | 0 | 153,000,000 | 153,000,000 | 3.25% | $155.68M |
| U.S. Treasury Bills | 0 | 101,600,000 | 101,600,000 | 2.11% | $101.02M |
| LETRA TESOURO NACIONAL BILLS 10/26 0.00000 | 0 | 521,500,000 | 521,500,000 | 1.97% | $94.32M |
| U.S. Treasury Bills | 0 | 89,000,000 | 89,000,000 | 1.84% | $88.25M |
| FNCL 5 6/24 | 0 | 75,000,000 | 75,000,000 | 1.54% | $73.82M |
| U.S. Treasury Bills | 0 | 68,900,000 | 68,900,000 | 1.43% | $68.65M |
| U.S. Treasury Bills | 0 | 68,734,000 | 68,734,000 | 1.43% | $68.40M |
| U.S. Treasury Bills | 0 | 63,500,000 | 63,500,000 | 1.32% | $63.05M |
| LETRA TESOURO NACIONAL BILLS 07/26 0.00000 | 0 | 318,200,000 | 318,200,000 | 1.24% | $59.49M |
| U.S. Treasury Bills | 0 | 50,300,000 | 50,300,000 | 1.04% | $50.02M |
| FNCL 4 4/26 | 0 | 50,000,000 | 50,000,000 | 0.99% | $47.19M |
| U.S. Treasury Bill | 0 | 39,100,000 | 39,100,000 | 0.81% | $38.67M |
| FNCL 4 6/24 | 0 | 24,000,000 | 24,000,000 | 0.47% | $22.60M |
| 83208D9A7 SMB 2026 B A1A 144A | 0 | 20,158,000 | 20,158,000 | 0.42% | $20.04M |
| U.S. Treasury Bills | 0 | 16,800,000 | 16,800,000 | 0.35% | $16.67M |
| U.S. Treasury Bills | 0 | 12,400,000 | 12,400,000 | 0.26% | $12.25M |
| CRBG 4.55 01/09/31 144A | 0 | 10,300,000 | 10,300,000 | 0.21% | $10.17M |
| HCA INC CP 0% 05/11/2026 | 0 | 9,950,000 | 9,950,000 | 0.21% | $9.90M |
| UBS Group AG | 0 | 8,600,000 | 8,600,000 | 0.18% | $8.49M |
| U.S. Treasury Bills | 0 | 8,054,000 | 8,054,000 | 0.17% | $8.03M |
| LLOYDS F 02/10/30 | 0 | 7,300,000 | 7,300,000 | 0.15% | $7.27M |
| Constellation Energy Generation LLC | 0 | 6,850,000 | 6,850,000 | 0.14% | $6.85M |
| Danske Bank A/S | 0 | 6,800,000 | 6,800,000 | 0.14% | $6.82M |
| U.S. Treasury Bills | 0 | 6,394,000 | 6,394,000 | 0.13% | $6.35M |
| GOLDMAN SACHS GP | 0 | 6,300,000 | 6,300,000 | 0.13% | $6.26M |
| U.S. Treasury Bills | 0 | 5,800,000 | 5,800,000 | 0.12% | $5.75M |
| Global Payments, Inc. | 0 | 5,650,000 | 5,650,000 | 0.12% | $5.65M |
| Takeoff Merger Sub Inc | 0 | 5,100,000 | 5,100,000 | 0.11% | $5.07M |
| Phillips 66 0% CP 08/04/2026 | 0 | 5,050,000 | 5,050,000 | 0.11% | $5.05M |
| Uniform Mortgage-Backed Security, TBA | 0 | 5,000,000 | 5,000,000 | 0.10% | $5.02M |
| Air Lease Corporation 0% CP 02/04/2026 | 0 | 4,900,000 | 4,900,000 | 0.10% | $4.90M |
| PHILLIPS 66 GTD DISC 4/02/2026 0.00000000 | 0 | 4,450,000 | 4,450,000 | 0.09% | $4.45M |
| Palmer Square Loan Funding Ltd., Series 2024-2A, Class A1R | 0 | 4,300,000 | 4,300,000 | 0.09% | $4.30M |
| JABIL INC | 0 | 4,150,000 | 4,150,000 | 0.09% | $4.13M |
| Constellation Energy Generation LLC | 0 | 4,100,000 | 4,100,000 | 0.09% | $4.10M |
| Air Lease Corp. | 0 | 4,100,000 | 4,100,000 | 0.09% | $4.09M |
| GLENCORE FUNDING LLC | 0 | 4,100,000 | 4,100,000 | 0.09% | $4.08M |
| Keurig Dr Pepper Inc | 0 | 3,850,000 | 3,850,000 | 0.08% | $3.84M |
| Phillips 66 | 0 | 3,850,000 | 3,850,000 | 0.08% | $3.84M |
| Phillips 66 | 0 | 3,700,000 | 3,700,000 | 0.08% | $3.69M |
| HCA Inc | 0 | 3,700,000 | 3,700,000 | 0.08% | $3.68M |
| Oracle Corp | 0 | 3,700,000 | 3,700,000 | 0.08% | $3.67M |
| UBS AG STAMFORD | 0 | 3,650,000 | 3,650,000 | 0.08% | $3.65M |
| HSBC Holdings PLC | 0 | 3,600,000 | 3,600,000 | 0.07% | $3.57M |
| CROWN CASTLE | 0 | 3,550,000 | 3,550,000 | 0.07% | $3.54M |
| JTI Financial Services North America LLC | 0 | 3,350,000 | 3,350,000 | 0.07% | $3.33M |
| HCA, Inc. | 0 | 3,150,000 | 3,150,000 | 0.07% | $3.14M |
| GLOBAL PMTS INC | 0 | 3,100,000 | 3,100,000 | 0.06% | $3.10M |
| CBRE SVCS INC DISC COML PAPER 06/26 ZCP | 0 | 3,100,000 | 3,100,000 | 0.06% | $3.07M |
| Takeoff Merger Sub, Inc. | 0 | 3,000,000 | 3,000,000 | 0.06% | $2.98M |
| Alimentation Couche-Tard Inc | 0 | 2,850,000 | 2,850,000 | 0.06% | $2.84M |
| 83208D9E9 SMB 2026 B A1B SOFR30A+120BP | 0 | 2,749,000 | 2,749,000 | 0.06% | $2.75M |
| BARCLAYS PLC | 0 | 2,600,000 | 2,600,000 | 0.05% | $2.56M |
| Electricite de France SA | 0 | 2,550,000 | 2,550,000 | 0.05% | $2.55M |
| U.S. Treasury Bills | 0 | 2,540,000 | 2,540,000 | 0.05% | $2.53M |
| U.S. Treasury Bills | 0 | 2,500,000 | 2,500,000 | 0.05% | $2.49M |
| U.S. Treasury Bills | 0 | 2,500,000 | 2,500,000 | 0.05% | $2.47M |
| HCA INC DISC COML PAPER | 0 | 2,450,000 | 2,450,000 | 0.05% | $2.44M |
| CONSTELLATION ENERGY GENERATION LLC | 0 | 2,300,000 | 2,300,000 | 0.05% | $2.30M |
| CONSTELLATION ENERGY 04/26 ZCP | 0 | 2,200,000 | 2,200,000 | 0.05% | $2.20M |
| PHILLIPS 66 | 0 | 2,100,000 | 2,100,000 | 0.04% | $2.09M |
| U.S. Treasury Bills | 0 | 2,100,000 | 2,100,000 | 0.04% | $2.08M |
| JONES LANG LASALLE FIN BV | 0 | 2,000,000 | 2,000,000 | 0.04% | $2.00M |
| KEURIG DR PEPPER | 0 | 1,950,000 | 1,950,000 | 0.04% | $1.95M |
| 83208D990 SMB 2026 B D 144A | 0 | 1,939,000 | 1,939,000 | 0.04% | $1.92M |
| S+P GLOBAL INC | 0 | 1,800,000 | 1,800,000 | 0.04% | $1.80M |
| U.S. Treasury Bills | 0 | 1,799,000 | 1,799,000 | 0.04% | $1.80M |
| ERAC USA FINANCE LLC | 0 | 1,750,000 | 1,750,000 | 0.04% | $1.75M |
| PHILLIPS 66 | 0 | 1,750,000 | 1,750,000 | 0.04% | $1.74M |
| Elevance Health Inc | 0 | 1,650,000 | 1,650,000 | 0.03% | $1.65M |
| Keurig Dr Pepper Inc | 0 | 1,650,000 | 1,650,000 | 0.03% | $1.64M |
| BANCO BILBAO VIZ ARGENTARIA SA FRN SOFR+88 03/03/2029 | 0 | 1,600,000 | 1,600,000 | 0.03% | $1.60M |
| Emera US Finance LLC | 0 | 1,600,000 | 1,600,000 | 0.03% | $1.60M |
| VNDO Trust 2016-350P | 0 | 1,500,000 | 1,500,000 | 0.03% | $1.50M |
| Keurig Dr Pepper Inc 0% CP 23/04/2026 | 0 | 1,500,000 | 1,500,000 | 0.03% | $1.50M |
| VNO MORTGAGE TRUST VNDO 2016 350P E 144A | 0 | 1,400,000 | 1,400,000 | 0.03% | $1.40M |
| THE AES CORPORATION | 0 | 1,350,000 | 1,350,000 | 0.03% | $1.35M |
| ERAC USA Finance LLC 0% CP 20/04/2026 | 0 | 1,350,000 | 1,350,000 | 0.03% | $1.35M |
| HCA INC | 0 | 1,250,000 | 1,250,000 | 0.03% | $1.25M |
| THE AES CORPORATION | 0 | 1,250,000 | 1,250,000 | 0.03% | $1.25M |
| 83208D9F6 SMB 2026 B B 144A | 0 | 1,212,000 | 1,212,000 | 0.03% | $1.20M |
| ALIMENTATION COUCHE TARD INC | 0 | 1,200,000 | 1,200,000 | 0.03% | $1.20M |
| PALMER SQUARE EUROPEAN LOAN FU PSTET 2026 1A A 144A | 0 | 1,000,000 | 1,000,000 | 0.02% | $1.16M |
| Global Payments, Inc. | 0 | 1,150,000 | 1,150,000 | 0.02% | $1.15M |
| HCA INC CP 0% 05/13/2026 | 0 | 1,150,000 | 1,150,000 | 0.02% | $1.14M |
| ERAC USA Finance LLC 0% CP 17/04/2026 | 0 | 1,100,000 | 1,100,000 | 0.02% | $1.10M |
| FIDELITY NATL INFORMATION SVCS | 0 | 1,100,000 | 1,100,000 | 0.02% | $1.10M |
| United States Treasury Bill | 0 | 1,072,000 | 1,072,000 | 0.02% | $1.06M |
| ERAC USA Finance LLC 0% CP 10/04/2026 | 0 | 950,000 | 950,000 | 0.02% | $948.93K |
| EXTRA SPACE STORAGE LP | 0 | 950,000 | 950,000 | 0.02% | $947.65K |
| TARGA RES CORP DISC 05/04/26 0.00000000 | 0 | 950,000 | 950,000 | 0.02% | $946.30K |
| CONSTL ENRGY GEN | 0 | 900,000 | 900,000 | 0.02% | $893.19K |
| Jabil Inc | 0 | 800,000 | 800,000 | 0.02% | $798.40K |
| BANCO BILBAO VIZ | 0 | 800,000 | 800,000 | 0.02% | $790.87K |
| Societe Generale SA | 0 | 800,000 | 800,000 | 0.02% | $788.63K |
| Phillips 66 | 0 | 750,000 | 750,000 | 0.02% | $749.92K |
| VNO MORTGAGE TRUST VNDO 2016 350P D 144A | 0 | 720,000 | 720,000 | 0.02% | $718.86K |
| NEXTERA ENERGY DISC 04/07/26 0.00000000 | 0 | 700,000 | 700,000 | 0.01% | $699.46K |
| PHILLIPS 66 GTD DISC 04/20/26 0.00000000 | 0 | 700,000 | 700,000 | 0.01% | $698.43K |
| GENUINE PTS CO DISC COML PAPER | 0 | 700,000 | 700,000 | 0.01% | $698.10K |
| Edison International | 0 | 650,000 | 650,000 | 0.01% | $648.72K |
| FIDELITY NATL INFORMATION SVCS | 0 | 600,000 | 600,000 | 0.01% | $598.47K |
| U.S. Treasury Bills | 0 | 600,000 | 600,000 | 0.01% | $597.95K |
| TORO EUROPEAN CLO TCLO 3A ARRE 144A | 0 | 500,000 | 500,000 | 0.01% | $577.86K |
| RRE LOAN MANAGEMENT RRME 3A A1R 144A | 0 | 500,000 | 500,000 | 0.01% | $576.64K |
| ROCKFORD TOWER EUROPE CLO RFTE 2021 2A A 144A | 0 | 500,000 | 500,000 | 0.01% | $576.22K |
| HARLEY DAVIDSON FND CP | 0 | 550,000 | 550,000 | 0.01% | $549.50K |
| GENUINE PTS CO DISC COML PAPER | 0 | 550,000 | 550,000 | 0.01% | $548.16K |
| JABIL INC | 0 | 500,000 | 500,000 | 0.01% | $499.50K |
| PUBLIC SERV COLO | 0 | 500,000 | 500,000 | 0.01% | $493.48K |
| GENUINE PARTS CO | 0 | 450,000 | 450,000 | 0.01% | $449.69K |
| Alimentation Couche-Tard Inc. 0% CP 10/04/2026 | 0 | 450,000 | 450,000 | 0.01% | $449.49K |
| Air Lease Corp. | 0 | 450,000 | 450,000 | 0.01% | $449.16K |
| PHILLIPS 66 | 0 | 400,000 | 400,000 | 0.01% | $399.37K |
| HARLEY DAVIDSON FND CP | 0 | 350,000 | 350,000 | 0.01% | $349.72K |
| GENUINE PTS CO DISC COML PAPER | 0 | 300,000 | 300,000 | 0.01% | $299.97K |
| AMETEK INC DISC COML | 0 | 300,000 | 300,000 | 0.01% | $299.80K |
| Keurig Dr Pepper Inc | 0 | 300,000 | 300,000 | 0.01% | $299.76K |
| BLACK HILLS CORP COMMERCIAL PAPER (ISITC) | 0 | 300,000 | 300,000 | 0.01% | $299.57K |
| AES CORP DISC 04/13/26 0.00000000 | 0 | 300,000 | 300,000 | 0.01% | $299.55K |
| AMETEK INC DISC COML 04/26 ZCP | 0 | 300,000 | 300,000 | 0.01% | $299.10K |
| Jones Lang LaSalle Finance BV | 0 | 250,000 | 250,000 | 0.01% | $249.75K |
| ERAC USA Finance LLC | 0 | 250,000 | 250,000 | 0.01% | $249.63K |
| FIDELITY NATL INFORMATION SVCS | 0 | 250,000 | 250,000 | 0.01% | $249.53K |
| HCA INC DISC COML PAPER | 0 | 250,000 | 250,000 | 0.01% | $249.50K |
| BOSTON PPTYS LTD PARTNERSHIP D | 0 | 250,000 | 250,000 | 0.01% | $249.24K |
| 83208D9Y5 SMB 2026 B C 144A | 0 | 242,000 | 242,000 | 0.01% | $239.84K |
| U.S. Treasury Bills | 0 | 220,000 | 220,000 | 0.00% | $219.87K |
| 83208D909 SMB 2026 B R 144A | 0 | 1,000 | 1,000 | 0.00% | $163.83K |
| UST BILLS 0% 05/14/2026 | 0 | 100,000 | 100,000 | 0.00% | $99.57K |
| RFR USD SOFR/3.74800 03/03/26-10Y LCH | 0 | 2 | 2 | 0.00% | $68.42K |
| FNCI 4.5 4/25 | 0 | 50,000 | 50,000 | 0.00% | $49.65K |
| CDX IG46 5Y ICE | 0 | 1 | 1 | 0.00% | $35.19K |
| RFR USD SOFR/3.40694 07/06/26-4Y* LCH | 0 | 2 | 2 | 0.00% | $9.57K |
| EURO-BUND FUTURE JUN26 | 0 | -4 | -4 | 0.00% | $3.33K |
| 317UC6EA9 PIMCO SWAPTION 3.62 CALL USD 2026042 | 0 | -1,700,000 | -1,700,000 | 0.00% | -$2.12K |
| 317UC6DA0 PIMCO SWAPTION 3.9 PUT USD 20260420 | 0 | -1,700,000 | -1,700,000 | 0.00% | -$9.63K |
| 317UC8QA2 PIMCO SWAPTION 4.055 PUT USD 2026042 | 0 | -7,300,000 | -7,300,000 | 0.00% | -$20.32K |
| 317UC8RA1 PIMCO SWAPTION 3.695 CALL USD 202604 | 0 | -7,300,000 | -7,300,000 | 0.00% | -$20.99K |
| EURO-BOBL FUTURE JUN26 | 0 | 34 | 34 | 0.00% | -$71.56K |
| 31750SFE0 PIMCO FXVAN CALL USD JPY 157.7000000 | 0 | -13,365,800 | -13,365,800 | 0.00% | -$155.32K |
| EURIBOR 90DAY FUT ERZ6 12-14-26 | 0 | 934 | 934 | -0.02% | -$856.37K |
| RFR GBP SONIO/3.75000 03/18/26-5Y LCH | 0 | 1 | 1 | -0.05% | -$2.60M |
| Uniform Mortgage-Backed Security, TBA | 0 | -22,685,000 | -22,685,000 | -0.45% | -$21.39M |
| Uniform Mortgage-Backed Security, TBA | 0 | -176,500,000 | -176,500,000 | -3.37% | -$161.46M |
| FNCL 3 6/24 | 0 | -265,050,000 | -265,050,000 | -4.85% | -$232.45M |
| Security | Shares Dec 2025 | Shares Mar 2026 | Δ shares | End % | Δ value |
|---|---|---|---|---|---|
| US TREASURY N/B | 590,900,000 | 0 | -590,900,000 | 0.00% | -$591.11M |
| FNCL 6 3/24 | 375,400,000 | 0 | -375,400,000 | 0.00% | -$385.30M |
| Uniform Mortgage-Backed Security, TBA | 320,200,000 | 0 | -320,200,000 | 0.00% | -$319.04M |
| U.S. Treasury Bills | 103,200,000 | 0 | -103,200,000 | 0.00% | -$102.74M |
| Uniform Mortgage-Backed Security, TBA | 99,000,000 | 0 | -99,000,000 | 0.00% | -$101.60M |
| Uniform Mortgage-Backed Security, TBA | 51,315,000 | 0 | -51,315,000 | 0.00% | -$48.65M |
| FNMA POOL CB2894 FN 02/52 FIXED 3 | 51,638,799 | 0 | -51,638,799 | 0.00% | -$45.81M |
| FNMA POOL CB3242 FN 04/52 FIXED 3 | 39,585,482 | 0 | -39,585,482 | 0.00% | -$35.07M |
| CRSNT TRUST CRSNT 2021 MOON A 144A | 25,400,000 | 0 | -25,400,000 | 0.00% | -$25.24M |
| FNMA POOL CB3278 FN 04/52 FIXED 3 | 28,267,620 | 0 | -28,267,620 | 0.00% | -$25.05M |
| AES CORP/THE | 22,500,000 | 0 | -22,500,000 | 0.00% | -$22.47M |
| CITIBANK NA | 14,050,000 | 0 | -14,050,000 | 0.00% | -$14.10M |
| International Business Machines Corporation | 13,300,000 | 0 | -13,300,000 | 0.00% | -$13.50M |
| SUMITOMO MITSUI | 12,600,000 | 0 | -12,600,000 | 0.00% | -$12.61M |
| THE CAMPBELLS CO | 11,300,000 | 0 | -11,300,000 | 0.00% | -$11.33M |
| FNMA POOL BL1942 FN 03/26 FIXED 3.15 | 11,350,000 | 0 | -11,350,000 | 0.00% | -$11.31M |
| CROWN CASTLE INTL CORP 4(2) 144A DISC NT 1/20/2026 | 9,750,000 | 0 | -9,750,000 | 0.00% | -$9.73M |
| FNMA POOL BV5386 FN 04/52 FIXED 3 | 6,838,240 | 0 | -6,838,240 | 0.00% | -$6.06M |
| SOUTHERN CALIFORNIA EDISON CO CP 0% 01/05/2026 | 5,150,000 | 0 | -5,150,000 | 0.00% | -$5.15M |
| Uniform Mortgage-Backed Security, TBA | 5,000,000 | 0 | -5,000,000 | 0.00% | -$5.07M |
| AIR LEASE CORP DISC COML 01/26 ZCP | 5,000,000 | 0 | -5,000,000 | 0.00% | -$4.99M |
| SOUTHERN CAL ED | 4,900,000 | 0 | -4,900,000 | 0.00% | -$4.91M |
| FREDDIE MAC POOL UMBS P#QD9433 3.00000000 | 5,085,585 | 0 | -5,085,585 | 0.00% | -$4.51M |
| FED HM LN PC POOL QD9717 FR 04/52 FIXED 3 | 4,433,962 | 0 | -4,433,962 | 0.00% | -$3.93M |
| Ares XXVII CLO Ltd., Series 2013-2A, Class AR3 | 3,900,000 | 0 | -3,900,000 | 0.00% | -$3.90M |
| JABIL INC DISC 01/14/26 0.00000000 | 3,700,000 | 0 | -3,700,000 | 0.00% | -$3.69M |
| HCA INC DISC COML PAPER 01/26 ZCP | 3,600,000 | 0 | -3,600,000 | 0.00% | -$3.59M |
| RFR USD SOFR/2.00000 12/21/22-10Y CME | 1 | 0 | -1 | 0.00% | -$3.45M |
| ORACLE CORPORATION 01/26 ZCP | 3,400,000 | 0 | -3,400,000 | 0.00% | -$3.39M |
| CROWN CASTLE INTL 0.0 22JAN26 144A | 3,350,000 | 0 | -3,350,000 | 0.00% | -$3.34M |
| AMETEK INC NEW CP 0% 01/12/2026 | 3,300,000 | 0 | -3,300,000 | 0.00% | -$3.30M |
| GLOBAL PAY INC | 3,300,000 | 0 | -3,300,000 | 0.00% | -$3.28M |
| KEURIG DR PEPPER INC | 2,850,000 | 0 | -2,850,000 | 0.00% | -$2.85M |
| CARLYLE GLOBAL MARKET STRATEGIES CLO SER 2016-3A CL ARRR V/R REGD 144A P/P 4.97444000 | 2,800,000 | 0 | -2,800,000 | 0.00% | -$2.80M |
| ONP 2021-PARK A | 2,450,000 | 0 | -2,450,000 | 0.00% | -$2.44M |
| MORGAN STANLEY CAPITAL I TRUST MSC 2017 ASHF A 144A | 2,398,255 | 0 | -2,398,255 | 0.00% | -$2.38M |
| VOYA CLO LTD VOYA 2017 3A A1RR 144A | 2,300,000 | 0 | -2,300,000 | 0.00% | -$2.30M |
| JABIL INC DISC 01/07/26 0.00000000 | 2,300,000 | 0 | -2,300,000 | 0.00% | -$2.30M |
| Bain Capital Credit CLO Ltd., Series 2019-4A, Class A1RR | 2,100,000 | 0 | -2,100,000 | 0.00% | -$2.10M |
| Madison Park Funding XLVI Ltd., Series 2020-46A, Class ARR | 2,100,000 | 0 | -2,100,000 | 0.00% | -$2.10M |
| AIR LEASE CORP DISCOUNT_______ COMMERCIAL PAPER 0.00000000 | 2,100,000 | 0 | -2,100,000 | 0.00% | -$2.10M |
| FED HM LN PC POOL QD9434 FR 03/52 FIXED 3 | 2,308,559 | 0 | -2,308,559 | 0.00% | -$2.05M |
| JABIL INC DISC 01/12/2026 0.00000000 | 2,000,000 | 0 | -2,000,000 | 0.00% | -$2.00M |
| Ares LXII CLO Ltd | 1,900,000 | 0 | -1,900,000 | 0.00% | -$1.90M |
| OCTAGON INVESTMENT PARTNERS 40 OCT40 2019 1A A1RR 144A | 1,700,000 | 0 | -1,700,000 | 0.00% | -$1.70M |
| Neuberger Berman Loan Advisers CLO Ltd., Series 2021-45A, Class AR | 1,700,000 | 0 | -1,700,000 | 0.00% | -$1.70M |
| FREDDIE MAC MULTIFAMILY STRUCTURED PASS THROUGH CERTIFICATES SER KBX1 CL A2 2.92000000 | 1,681,929 | 0 | -1,681,929 | 0.00% | -$1.68M |
| HCA INC DISC COML PAPER 01/26 ZCP | 1,550,000 | 0 | -1,550,000 | 0.00% | -$1.55M |
| HCA INC DISC COML PAPER 02/26 ZCP | 1,550,000 | 0 | -1,550,000 | 0.00% | -$1.54M |
| SPIRE INC SR UNSECURED 03/26 5.3 | 1,500,000 | 0 | -1,500,000 | 0.00% | -$1.50M |
| Romark CLO V Ltd., Series 2021-5A, Class AR | 1,500,000 | 0 | -1,500,000 | 0.00% | -$1.50M |
| ENBRIDGE U S INC DISC 01/07/26 0.00000000 | 1,500,000 | 0 | -1,500,000 | 0.00% | -$1.50M |
| EDISON INTERNATIONAL 01/26 ZCP | 1,450,000 | 0 | -1,450,000 | 0.00% | -$1.45M |
| HA SUSTAINABLE INFRASTRUCTURE 01/26 ZCP | 1,450,000 | 0 | -1,450,000 | 0.00% | -$1.45M |
| GPMT Ltd., Series 2021-FL3, Class A | 1,446,009 | 0 | -1,446,009 | 0.00% | -$1.45M |
| INVESCO CLO 2022 2, LTD. INVCO 2022 2A A1R 144A | 1,400,000 | 0 | -1,400,000 | 0.00% | -$1.40M |
| ENBRIDGE (US) INC | 1,300,000 | 0 | -1,300,000 | 0.00% | -$1.30M |
| ALIMENTATION COUCHETARD INC | 1,300,000 | 0 | -1,300,000 | 0.00% | -$1.30M |
| CROWN CASTLE INTL CORP | 1,250,000 | 0 | -1,250,000 | 0.00% | -$1.25M |
| ROCKFORD TOWER CLO LTD ROCKT 2022 1A A1R 144A | 1,200,000 | 0 | -1,200,000 | 0.00% | -$1.20M |
| PARALLEL LTD PARL 2021 1A AR 144A | 1,200,000 | 0 | -1,200,000 | 0.00% | -$1.20M |
| SO. CALIF EDISON | 1,150,000 | 0 | -1,150,000 | 0.00% | -$1.15M |
| VW CR INC | 1,150,000 | 0 | -1,150,000 | 0.00% | -$1.15M |
| HCA INC DISC COML PAPER 01/26 ZCP | 1,150,000 | 0 | -1,150,000 | 0.00% | -$1.15M |
| EDISON INTERNATIONAL 01/26 ZCP | 1,100,000 | 0 | -1,100,000 | 0.00% | -$1.10M |
| CONAGRA FOODS IN DISC 01/13/26 0.00000000 | 1,050,000 | 0 | -1,050,000 | 0.00% | -$1.05M |
| FNMA POOL BV1252 FN 04/52 FIXED 3 | 1,169,781 | 0 | -1,169,781 | 0.00% | -$1.04M |
| Madison Park Funding XLIX Ltd., Series 2021-49A, Class AR | 1,000,000 | 0 | -1,000,000 | 0.00% | -$1.00M |
| LCM LTD PARTNERSHIP LCM 35A A1R 144A | 1,000,000 | 0 | -1,000,000 | 0.00% | -$999.87K |
| Marriott International Inc/MD | 1,000,000 | 0 | -1,000,000 | 0.00% | -$999.79K |
| BECTON DICKINSON&CO. | 900,000 | 0 | -900,000 | 0.00% | -$898.66K |
| HCA INC DISC COML PAPER 01/26 ZCP | 900,000 | 0 | -900,000 | 0.00% | -$897.89K |
| HCA INC DISC COML PAPER 02/26 ZCP | 900,000 | 0 | -900,000 | 0.00% | -$896.43K |
| HCA INC DISC COML PAPER 02/26 ZCP | 850,000 | 0 | -850,000 | 0.00% | -$845.85K |
| Sculptor CLO XXVII Ltd., Series 27A, Class A1R | 800,000 | 0 | -800,000 | 0.00% | -$799.99K |
| ERAC USA FIN LLC DISC 01/12/26 0.00000000 | 800,000 | 0 | -800,000 | 0.00% | -$798.96K |
| Southern California Edison Company | 750,000 | 0 | -750,000 | 0.00% | -$749.50K |
| Air Lease Corporation 0% CP 14/01/2026 | 750,000 | 0 | -750,000 | 0.00% | -$748.82K |
| FIDELITY NATL INFORMATION SVCS 01/26 ZCP | 750,000 | 0 | -750,000 | 0.00% | -$748.16K |
| PARK AVENUE INSTITUTIONAL ADVISERS CLO LTD 2021-1 PAIA 2021-1A A1AR | 700,000 | 0 | -700,000 | 0.00% | -$700.52K |
| EDISON INTERNATIONAL 01/26 ZCP | 700,000 | 0 | -700,000 | 0.00% | -$699.52K |
| SAN DIEGO GAS + ELEC | 700,000 | 0 | -700,000 | 0.00% | -$698.41K |
| BACARDI MARTINI DISC 01/29/26 0.00000000 | 700,000 | 0 | -700,000 | 0.00% | -$697.65K |
| AMETEK INC DISC COML 01/26 ZCP | 650,000 | 0 | -650,000 | 0.00% | -$649.59K |
| EDISON INTL DISCOUNT__________ COMMERCIAL PAPER 0.00000000 | 650,000 | 0 | -650,000 | 0.00% | -$649.46K |
| JABIL INC DISC 01/13/26 0.00000000 | 650,000 | 0 | -650,000 | 0.00% | -$648.97K |
| HCA INC DISC COML PAPER 01/26 ZCP | 600,000 | 0 | -600,000 | 0.00% | -$599.67K |
| CONAGRA FOODS INC. | 600,000 | 0 | -600,000 | 0.00% | -$599.20K |
| FNMA POOL BU9251 FN 04/52 FIXED 3 | 671,691 | 0 | -671,691 | 0.00% | -$595.32K |
| FNMA POOL BV0592 FN 04/52 FIXED 3 | 612,911 | 0 | -612,911 | 0.00% | -$547.31K |
| Ares LXV CLO Ltd., Series 2022-65A, Class A1R | 500,000 | 0 | -500,000 | 0.00% | -$499.93K |
| RFR GBP SONIO/3.75000 09/17/25-5Y LCH | 1 | 0 | -1 | 0.00% | -$460.21K |
| BACARDI MARTINI BV YCP 0% 02/05/2026 | 450,000 | 0 | -450,000 | 0.00% | -$448.12K |
| FIDELITY NATL INFORMATION SVCS | 350,000 | 0 | -350,000 | 0.00% | -$349.74K |
| EQUIFAX INC DISC 01/09/26 0.00000000 | 350,000 | 0 | -350,000 | 0.00% | -$349.67K |
| SO. CALIF EDISON | 350,000 | 0 | -350,000 | 0.00% | -$349.41K |
| ALIMENTATION COUCHETARD INC 01/26 ZCP | 350,000 | 0 | -350,000 | 0.00% | -$349.20K |
| Keurig Dr Pepper Inc | 300,000 | 0 | -300,000 | 0.00% | -$299.78K |
| FIDELITY NATL INFORMATION SVCS | 300,000 | 0 | -300,000 | 0.00% | -$299.55K |
| HA SUSTAINABLE INFRASTRUCTURE 01/26 ZCP | 300,000 | 0 | -300,000 | 0.00% | -$299.53K |
| INTERNAL FLV&FGR INC | 300,000 | 0 | -300,000 | 0.00% | -$299.03K |
| Ready Capital Mortgage Financing LLC, Series 2021-FL7, Class A | 273,172 | 0 | -273,172 | 0.00% | -$273.14K |
| CONAGRA FOODS IN DISC 01/05/26 0.00000000 | 250,000 | 0 | -250,000 | 0.00% | -$249.86K |
| Venture XXVII CLO Ltd. | 164,514 | 0 | -164,514 | 0.00% | -$164.72K |
| RESEARCH-DRIVEN PAGAYA MOTOR ASSET TRUST 2023-3 7.13% 01/26/2032 144A | 157,230 | 0 | -157,230 | 0.00% | -$157.49K |
| U.S. Treasury Bills | 61,000 | 0 | -61,000 | 0.00% | -$60.85K |
| Pagaya AI Debt Trust, Series 2024-1, Class A | 57,758 | 0 | -57,758 | 0.00% | -$57.91K |
| SWOP CDX IG45 (V1 ONLY) 5Y SP | 1 | 0 | -1 | 0.00% | -$50.49K |
| FNCI 4.5 1/25 | 50,000 | 0 | -50,000 | 0.00% | -$50.03K |
| CARLYLE GLOBAL MARKET STRATEGI CGMSE 2014 2A AR1 144A | 30,716 | 0 | -30,716 | 0.00% | -$36.12K |
| CWABS, Inc. Asset-Backed Certificates Trust, Series 2004-4, Class M1 | 23,074 | 0 | -23,074 | 0.00% | -$26.31K |
| GNMA II POOL 008830 G2 03/26 FLOATING VAR | 213 | 0 | -213 | 0.00% | -$213 |
| GNMA II POOL 008818 G2 02/26 FLOATING VAR | 152 | 0 | -152 | 0.00% | -$152 |
| GNMA II POOL 008814 G2 02/26 FLOATING VAR | 70 | 0 | -70 | 0.00% | -$70 |
| GNMA II POOL 008781 G2 01/26 FLOATING VAR | 10 | 0 | -10 | 0.00% | -$10 |
| 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/3.86000 01/07/26-10Y LCH | 0 | 0 | 0 | 0.00% | $0 |
| RFR USD SOFR/3.92500 01/12/26-10Y LCH | 0 | 0 | 0 | 0.00% | $0 |
| RFR USD SOFR/3.75700 09/22/26-1Y 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 | -2,500,000 | 0 | 2,500,000 | 0.00% | $0 |
| 317UB9VA5 PIMCO SWAPTION 3.58 CALL USD 2026010 | -15,200,000 | 0 | 15,200,000 | 0.00% | $2 |
| 317UB7YA6 PIMCO SWAPTION 3.8475 PUT USD 202601 | -2,500,000 | 0 | 2,500,000 | 0.00% | $220 |
| 317UBA6A0 PIMCO SWAPTION 3.625 CALL USD 202601 | -5,900,000 | 0 | 5,900,000 | 0.00% | $534 |
| EURO-BUND OPTION FEB26C 130.5 EXP 01/23/2026 | -14 | 0 | 14 | 0.00% | $658 |
| 317UBCLA9 PIMCO SWAPTION 3.6475 CALL USD 20260 | -1,300,000 | 0 | 1,300,000 | 0.00% | $899 |
| 317UBCKA0 PIMCO SWAPTION 3.9275 PUT USD 202601 | -1,300,000 | 0 | 1,300,000 | 0.00% | $1.04K |
| 317UBA5A1 PIMCO SWAPTION 3.925 PUT USD 2026010 | -5,900,000 | 0 | 5,900,000 | 0.00% | $1.17K |
| 317UBC4A8 PIMCO SWAPTION 3.639 CALL USD 202601 | -15,500,000 | 0 | 15,500,000 | 0.00% | $4.19K |
| RFR GBP SONIO/3.93000 01/06/25-10Y LCH | 1 | 0 | -1 | 0.00% | $6.48K |
| 317UBC3A9 PIMCO SWAPTION 3.919 PUT USD 2026011 | -15,500,000 | 0 | 15,500,000 | 0.00% | $9.25K |
| EURO-BUND OPTION FEB26P 127.5 EXP 01/23/2026 | -14 | 0 | 14 | 0.00% | $9.87K |
| 317UB9UA6 PIMCO SWAPTION 3.86 PUT USD 20260105 | -15,200,000 | 0 | 15,200,000 | 0.00% | $14.01K |
| FGBM Mar 2026 | 36 | 0 | -36 | 0.00% | $35.15K |
| FUT. EURO-BUND EUX MAR26 | 35 | 0 | -35 | 0.00% | $72.76K |
| FNCL 3.5 2/26 | -176,500,000 | 0 | 176,500,000 | 0.00% | $162.64M |
| FNCL 3 2/26 | -418,700,000 | 0 | 418,700,000 | 0.00% | $370.11M |
| Security | Shares Dec 2025 | Shares Mar 2026 | Δ shares | End % | Δ value |
|---|---|---|---|---|---|
| PIMCO SHORT ASSET PORTFOLIO MUTUAL FUND | 77,048,408 | 77,878,258 | 829,850 | 15.96% | $7.99M |
| GOVERNMENT NATIONAL MORTGAGE A GNR 2022 H24 BF | 85,709,119 | 85,830,530 | 121,411 | 1.83% | $422.46K |
| GS MORTGAGE SECURITIES TRUST GSMS 2018 LUAU A 144A | 2,514,453 | 2,514,453 | 0 | 0.05% | $3.76K |
| Security | Shares Dec 2025 | Shares Mar 2026 | Δ shares | End % | Δ value |
|---|---|---|---|---|---|
| US ULTRA BOND CBT Sep25 | 833,124,576 | 294,422,018 | -538,702,558 | 5.28% | -$576.18M |
| FNMA POOL BV5376 FN 04/52 FIXED 3 | 113,652,698 | 111,940,006 | -1,712,692 | 2.06% | -$2.18M |
| GOVERNMENT NATIONAL MORTGAGE A GNR 2022 H24 FD | 73,302,884 | 72,766,146 | -536,738 | 1.55% | -$295.30K |
| FANNIE MAE FNR 2025 69 FA | 62,381,306 | 60,293,909 | -2,087,397 | 1.27% | -$1.78M |
| FANNIE MAE FNR 2025 66 FL | 49,628,188 | 47,614,345 | -2,013,842 | 1.00% | -$1.77M |
| FNMA POOL CB3004 FN 02/52 FIXED 3 | 54,830,663 | 53,665,972 | -1,164,690 | 0.99% | -$1.35M |
| FN MA4978 | 48,219,549 | 46,781,512 | -1,438,037 | 0.97% | -$1.92M |
| U.S. TREASURY INFLATION-PROTECTED SECURITIES 1.125% 01/15/2033 | 54,545,191 | 47,360,983 | -7,184,208 | 0.95% | -$6.72M |
| FREDDIE MAC FHR 5569 FB | 48,374,347 | 42,663,786 | -5,710,561 | 0.90% | -$5.50M |
| FREDDIE MAC FHR 5563 FV | 46,250,527 | 40,885,518 | -5,365,009 | 0.86% | -$5.30M |
| FNMA POOL FM3004 FN 01/46 FIXED VAR | 39,565,939 | 38,610,088 | -955,850 | 0.78% | -$1.14M |
| FREDDIE MAC FHR 5568 FE | 37,275,958 | 35,629,563 | -1,646,395 | 0.75% | -$1.50M |
| FNMA POOL CA0541 FN 10/47 FIXED 3.5 | 36,363,194 | 36,000,966 | -362,228 | 0.70% | -$658.13K |
| FNMA POOL CA0694 FN 11/47 FIXED 3.5 | 35,132,711 | 34,338,452 | -794,258 | 0.66% | -$1.06M |
| FREDDIE MAC FHR 5478 FB | 32,564,972 | 27,217,394 | -5,347,578 | 0.57% | -$5.38M |
| FNMA POOL CA0860 FN 12/47 FIXED 3.5 | 30,018,008 | 29,397,618 | -620,391 | 0.57% | -$836.13K |
| FREDDIE MAC FHR 5515 F | 26,047,458 | 24,704,845 | -1,342,613 | 0.51% | -$1.30M |
| FR SD8383 | 24,848,714 | 23,594,922 | -1,253,793 | 0.50% | -$1.50M |
| UMBS | 23,787,961 | 22,870,136 | -917,825 | 0.50% | -$1.11M |
| U.S. TREASURY INFLATION-PROTECTED SECURITIES 0-5/8% 07/15/2032 | 24,990,495 | 24,960,613 | -29,882 | 0.49% | $105.37K |
| FNMA POOL CB3277 FN 04/52 FIXED 3 | 25,823,663 | 25,142,908 | -680,755 | 0.46% | -$752.25K |
| FNMA POOL CA0384 FN 09/47 FIXED 3.5 | 23,615,509 | 23,357,138 | -258,371 | 0.45% | -$459.30K |
| GS MORTGAGE BACKED SECURITIES GSMBS 2022 HP1 A2 144A | 20,507,067 | 20,085,580 | -421,488 | 0.36% | -$541.37K |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION SER 2020-H14 CL FH V/R 5.36411000 | 16,833,979 | 16,765,559 | -68,420 | 0.36% | -$58.44K |
| ONSLOW BAY FINANCIAL LLC OBX 2022 INV2 A1 144A | 18,793,594 | 18,486,323 | -307,271 | 0.33% | -$415.91K |
| UNITED WHOLSALE MORTGAGE LLC UWM 2021 INV4 A9 144A | 16,966,317 | 16,713,319 | -252,998 | 0.33% | -$254.81K |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION SER 2025-H22 CL F V/R 4.87888000 | 14,963,048 | 14,869,659 | -93,389 | 0.31% | -$36.09K |
| FREDDIE MAC REMICS SER 5513 CL MF V/R 5.01180000 | 15,450,844 | 13,756,253 | -1,694,591 | 0.29% | -$1.67M |
| MF1 MULTIFAMILY HOUSING MORTGA MF1 2022 FL9 A 144A | 18,615,059 | 13,613,183 | -5,001,876 | 0.28% | -$5.01M |
| CREDIT SUISSE MORTGAGE TRUST CSMC 2018 SP2 PT 144A | 14,101,908 | 13,458,241 | -643,667 | 0.28% | -$644.33K |
| GOVERNMENT NATIONAL MORTGAGE A GNR 2023 H21 FA | 12,885,938 | 12,548,287 | -337,650 | 0.27% | -$282.19K |
| GOVERNMENT NATIONAL MORTGAGE A GNR 2023 H23 FA | 11,993,291 | 11,712,383 | -280,908 | 0.25% | -$234.83K |
| FNR 2025-19 FC | 12,798,957 | 11,716,168 | -1,082,789 | 0.25% | -$1.04M |
| TRTX Issuer Ltd., Series 2022-FL5, Class A | 13,621,912 | 11,720,667 | -1,901,246 | 0.25% | -$1.85M |
| FANNIE MAE REMICS SER 2024-90 CL FA V/R 5.57180000 | 13,907,731 | 11,623,483 | -2,284,249 | 0.24% | -$2.33M |
| GPMT Ltd., Series 2021-FL4, Class A | 12,896,416 | 11,219,121 | -1,677,295 | 0.23% | -$1.71M |
| SMB PRIVATE EDUCATION LOAN TRUST 2022-B SER 2022-B CL A1B V/R REGD 144A P/P 5.59202000 | 10,788,915 | 10,219,305 | -569,609 | 0.22% | -$576.79K |
| FANNIE MAE FNR 2024 90 ED | 11,308,581 | 10,784,156 | -524,424 | 0.21% | -$546.06K |
| SMB PRIVATE EDUCATION LOAN TRUST 2022-B SER 2022-B CL A1A REGD 144A P/P 3.94000000 | 10,788,915 | 10,219,305 | -569,609 | 0.21% | -$662.20K |
| FNR 2025-16 FA | 10,859,017 | 9,548,407 | -1,310,609 | 0.20% | -$1.27M |
| GOVERNMENT NATIONAL MORTGAGE A GNR 2023 H05 JF | 9,408,675 | 9,356,784 | -51,891 | 0.20% | -$30.33K |
| GOVERNMENT NATIONAL MORTGAGE A GNR 2019 H15 LF | 10,618,965 | 9,313,981 | -1,304,984 | 0.19% | -$1.31M |
| Argentina, Republic of | 10,709,955 | 9,313,997 | -1,395,958 | 0.19% | -$1.38M |
| MF1 MULTIFAMILY HOUSING MORTGA MF1 2022 FL8 A 144A | 14,934,212 | 8,622,577 | -6,311,635 | 0.18% | -$6.31M |
| FREDDIE MAC MULTIFAMILY STRUCTURED PASS THROUGH CERTIFI SER Q034 CL APT2 V/R 2.90299700 | 9,192,969 | 8,760,372 | -432,596 | 0.18% | -$437.82K |
| OSCAR US FUNDING XIV LLC | 11,730,230 | 8,518,050 | -3,212,180 | 0.18% | -$3.18M |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION SER 2021-H12 CL DF V/R 5.41765000 | 8,342,177 | 8,171,839 | -170,338 | 0.18% | -$162.39K |
| ATRIUM HOTEL PORTFOLIO TRUST AHPT 2017 ATRM A 144A | 8,765,976 | 8,211,949 | -554,027 | 0.17% | -$547.31K |
| FED HM LN PC POOL QE8941 FR 09/52 FIXED 5 | 7,908,399 | 7,791,359 | -117,040 | 0.16% | -$197.88K |
| SMB Private Education Loan Trust, Series 2023-C, Class A1A | 7,920,343 | 7,318,911 | -601,432 | 0.16% | -$670.36K |
| FANNIE MAE FNR 2025 24 FB | 8,043,305 | 7,353,169 | -690,136 | 0.15% | -$685.93K |
| Venture CLO Ltd., Series 2019-36A, Class A1AR | 9,994,324 | 7,377,717 | -2,616,608 | 0.15% | -$2.61M |
| FREDDIE MAC FHR 5565 FC | 6,926,244 | 6,688,687 | -237,557 | 0.14% | -$203.00K |
| FREDDIE MAC FHR 5442 FB | 7,479,516 | 6,505,541 | -973,975 | 0.14% | -$965.83K |
| FREDDIE MAC REMICS SER 5560 CL FB V/R 4.87419000 | 7,080,123 | 6,377,705 | -702,418 | 0.13% | -$689.31K |
| FN MA3029 | 6,791,930 | 6,365,279 | -426,651 | 0.13% | -$451.72K |
| FNMA POOL BX6179 FN 02/53 FIXED 5 | 6,148,037 | 6,027,399 | -120,638 | 0.12% | -$181.01K |
| FREDDIE MAC POOL UMBS P#QD8810 3.00000000 | 6,847,449 | 6,645,032 | -202,417 | 0.12% | -$218.77K |
| MADISON PARK EURO FUNDING MDPKE 14A A1R 144A | 4,950,805 | 4,949,906 | -899 | 0.12% | -$109.22K |
| Government National Mortgage Association Guaranteed Remic Pass-Through Securities, The | 5,966,084 | 5,584,907 | -381,177 | 0.12% | -$358.39K |
| AOMT 2021-8 A1 | 6,412,625 | 6,263,475 | -149,150 | 0.12% | -$172.21K |
| STELLANTIS FINANCIAL UNDERWRITTEN ENHANCED LEASE T SFUEL 2025-AA A2 | 6,600,090 | 5,524,078 | -1,076,012 | 0.12% | -$1.09M |
| FREDDIE MAC REMICS SER 5511 CL FG V/R 5.22180000 | 6,222,289 | 5,320,369 | -901,919 | 0.11% | -$885.11K |
| FREDDIE MAC FHR 5508 AF | 5,932,290 | 5,165,307 | -766,983 | 0.11% | -$755.40K |
| Freddie Mac Structured Pass-Through Certificates | 4,985,986 | 4,871,433 | -114,553 | 0.11% | -$179.72K |
| FN MA2871 | 5,328,683 | 4,987,632 | -341,051 | 0.10% | -$359.50K |
| BDS Ltd., Series 2021-FL10, Class A | 6,510,744 | 4,798,176 | -1,712,568 | 0.10% | -$1.71M |
| Deutsche Alt-A Securities Mortgage Loan Trust, Series 2007-AR3, Class 2A5 | 5,368,043 | 5,305,266 | -62,778 | 0.10% | -$36.79K |
| FNMA POOL CB7197 FN 07/53 FIXED 5.5 | 4,901,853 | 4,735,339 | -166,514 | 0.10% | -$213.52K |
| ONSLOW BAY FINANCIAL LLC OBX 2021 INV2 A11 144A | 4,913,470 | 4,823,869 | -89,601 | 0.09% | -$87.67K |
| FNMA POOL BK8835 FN 08/48 FIXED 4 | 4,625,144 | 4,589,162 | -35,983 | 0.09% | -$73.76K |
| Government National Mortgage Association | 4,294,216 | 4,242,226 | -51,990 | 0.09% | -$37.12K |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION SER 2023-H19 CL FA V/R 4.99888000 | 4,232,366 | 4,199,551 | -32,815 | 0.09% | -$13.68K |
| FNMA POOL CB5405 FN 10/52 FIXED 4.5 | 4,329,849 | 4,241,700 | -88,149 | 0.09% | -$132.48K |
| COLONY MORTGAGE CAPITAL LTD CLNY 2019 IKPR A 144A | 4,464,058 | 4,034,693 | -429,365 | 0.08% | -$406.29K |
| FNMA POOL BE3614 FN 05/47 FIXED 3.5 | 4,434,317 | 4,165,266 | -269,050 | 0.08% | -$292.75K |
| FREDDIE MAC REMICS SER 5508 CL FC V/R 4.87419000 | 4,122,469 | 3,853,166 | -269,303 | 0.08% | -$258.72K |
| FR SD8347 | 4,067,624 | 3,981,392 | -86,232 | 0.08% | -$127.01K |
| FREDDIEMAC STRIP FHS 332 V1 | 3,852,664 | 3,721,282 | -131,382 | 0.08% | -$220.48K |
| FREDDIE MAC FHR 4061 FA | 3,928,311 | 3,847,767 | -80,545 | 0.08% | -$79.66K |
| FREDDIE MAC REMICS SER 5564 CL FB V/R 5.07419000 | 3,858,653 | 3,740,852 | -117,802 | 0.08% | -$98.43K |
| FREDDIE MAC REMICS SER 5508 CL QF V/R 5.02180000 | 3,894,460 | 3,604,022 | -290,438 | 0.08% | -$286.03K |
| CARLYLE EURO CLO CGMSE 2019 2A A1R 144A | 5,310,510 | 3,115,060 | -2,195,450 | 0.08% | -$2.64M |
| FNMA POOL BY4733 FN 06/53 FIXED 5 | 3,616,232 | 3,563,493 | -52,740 | 0.07% | -$89.45K |
| GOVERNMENT NATIONAL MORTGAGE A GNR 2023 H20 FL | 3,550,341 | 3,434,755 | -115,586 | 0.07% | -$111.21K |
| FREDDIE MAC FHR 5549 BF | 3,935,573 | 3,440,944 | -494,630 | 0.07% | -$478.60K |
| COUNTRYWIDE HOME LOANS CWHL 2005 HYB9 5A1 | 3,411,248 | 3,371,942 | -39,306 | 0.07% | -$27.25K |
| FREDDIE MAC FHR 4224 FB | 3,215,930 | 3,146,520 | -69,410 | 0.06% | -$68.13K |
| FG V83093 | 3,326,926 | 3,293,385 | -33,541 | 0.06% | -$62.51K |
| FANNIE MAE REMICS SER 2024-104 CL FA V/R 4.92419000 | 3,271,057 | 2,978,358 | -292,699 | 0.06% | -$287.91K |
| FREDDIE MAC POOL UMBS P#QD8806 3.00000000 | 3,160,524 | 3,138,938 | -21,587 | 0.06% | -$38.14K |
| FNMA POOL BM1447 FN 07/47 FIXED VAR | 2,988,725 | 2,936,910 | -51,815 | 0.06% | -$76.83K |
| HOME EQUITY ASSET TRUST HEAT 2006 4 2A4 | 2,888,401 | 2,475,929 | -412,472 | 0.05% | -$409.97K |
| FANNIE MAE REMICS SER 2025-18 CL FA V/R 4.82419000 | 2,638,034 | 2,440,065 | -197,970 | 0.05% | -$194.89K |
| GOVERNMENT NATIONAL MORTGAGE A GNR 2016 H27 FG | 2,685,400 | 2,370,968 | -314,432 | 0.05% | -$311.67K |
| MORGAN STANLEY CAPITAL INC MSAC 2007 HE6 A4 | 2,612,840 | 2,553,840 | -59,000 | 0.05% | -$53.43K |
| PALMER SQUARE EUROPEAN LOAN FU PSTET 2025 2A A 144A | 2,082,143 | 1,991,079 | -91,064 | 0.05% | -$144.66K |
| GOVERNMENT NATIONAL MORTGAGE A GNR 2015 H08 FD | 2,471,465 | 2,273,505 | -197,960 | 0.05% | -$199.19K |
| FNMA POOL BK8838 FN 08/48 FIXED 4 | 2,394,427 | 2,321,894 | -72,533 | 0.05% | -$94.15K |
| Bear Stearns ARM Trust 2005-4 | 2,375,058 | 2,305,384 | -69,674 | 0.05% | -$51.70K |
| TPMT 2019-HY2 A1 144A FRN 05-25-58 | 2,157,616 | 1,951,155 | -206,460 | 0.04% | -$211.75K |
| SMB PRIVATE EDUCATION LOAN TRUST 2024-D SER 2024-D CL A1A REGD 144A P/P 5.38000000 | 2,061,530 | 1,955,538 | -105,992 | 0.04% | -$120.55K |
| FREDDIE MAC FHR 4130 AB | 2,557,135 | 2,010,328 | -546,807 | 0.04% | -$535.79K |
| FNMA POOL AN1346 FN 04/26 FIXED 2.77 | 1,976,994 | 1,961,382 | -15,612 | 0.04% | -$10.73K |
| FED HM LN PC POOL QG9295 FR 08/53 FIXED 5.5 | 2,117,924 | 1,934,044 | -183,881 | 0.04% | -$204.93K |
| Government National Mortgage Association | 2,388,673 | 1,850,072 | -538,602 | 0.04% | -$540.27K |
| FREDDIE MAC FHR 4123 AH | 2,391,633 | 1,865,724 | -525,909 | 0.04% | -$513.57K |
| ARCLO 2022-FL1 A SOFR30A+145 01/15/2037 144A | 2,221,693 | 1,772,554 | -449,139 | 0.04% | -$459.02K |
| FANNIE MAE FNR 2016 62 AF | 1,769,435 | 1,699,359 | -70,076 | 0.04% | -$71.79K |
| FNMA POOL BW7013 FN 08/52 FIXED 5 | 1,658,205 | 1,650,320 | -7,885 | 0.03% | -$24.89K |
| FNMA POOL FS8344 FN 06/49 FIXED VAR | 1,687,127 | 1,636,945 | -50,182 | 0.03% | -$63.17K |
| FR SD8362 | 1,605,174 | 1,531,767 | -73,407 | 0.03% | -$88.16K |
| FREDDIE MAC REMICS SER 5565 CL FA V/R 5.02419000 | 1,654,451 | 1,523,923 | -130,528 | 0.03% | -$126.05K |
| FED HM LN PC POOL G61040 FG 06/47 FIXED 3.5 | 1,616,617 | 1,549,790 | -66,827 | 0.03% | -$77.09K |
| TPMT 2019-4 A1 | 1,585,402 | 1,500,818 | -84,584 | 0.03% | -$86.99K |
| FREDDIEMAC STRIP FHS 309 S6 | 14,538,078 | 14,203,565 | -334,513 | 0.03% | -$83.18K |
| STRUCTURED ASSET INVESTMENT LO SAIL 2004 2 A4 | 1,338,662 | 1,277,865 | -60,797 | 0.03% | -$56.14K |
| EUROSAIL PLC ESAIL 2007 4X A3 REGS | 1,214,800 | 1,020,640 | -194,160 | 0.03% | -$288.40K |
| PK ALIFT LOAN FUNDING PKAIR 2025 1 A 144A | 1,407,911 | 1,327,267 | -80,644 | 0.03% | -$81.57K |
| BOAA 2003-8 1CB1 | 1,391,880 | 1,326,719 | -65,161 | 0.03% | -$71.73K |
| FN CB6395 | 1,356,747 | 1,336,342 | -20,405 | 0.03% | -$34.20K |
| New Century Home Equity Loan Trust 2005-1 | 1,482,268 | 1,273,066 | -209,202 | 0.03% | -$208.72K |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION SER 2023-H26 CL DF V/R 4.21765000 | 1,539,238 | 1,286,104 | -253,134 | 0.03% | -$250.99K |
| UMBS | 1,311,475 | 1,280,526 | -30,949 | 0.03% | -$44.72K |
| Freddie Mac Pool | 1,401,876 | 1,300,059 | -101,817 | 0.03% | -$104.97K |
| VENDEE MORTGAGE TRUST VENDE 1999 2 1Z | 1,342,754 | 1,216,717 | -126,037 | 0.03% | -$135.06K |
| Opteum Mortgage Acceptance Corp Asset Backed Pass-Through Certificates 2005-5 | 1,275,060 | 1,221,453 | -53,607 | 0.03% | -$51.98K |
| FNMA POOL BK8702 FN 07/48 FIXED 4 | 1,269,040 | 1,260,387 | -8,653 | 0.03% | -$18.54K |
| FED HM LN PC POOL SD0883 FR 02/52 FIXED 3 | 1,377,293 | 1,368,756 | -8,537 | 0.03% | -$15.67K |
| 317UAHOA6 PIMCO SWAPTION 3.757 PUT USD 2026091 | 711,500,000 | 538,500,000 | -173,000,000 | 0.02% | $825.22K |
| FG G08793 | 1,247,932 | 1,227,962 | -19,970 | 0.02% | -$30.02K |
| FNMA POOL BX8646 FN 04/53 FIXED 5 | 1,312,922 | 1,171,837 | -141,084 | 0.02% | -$153.94K |
| FNMA POOL BX6392 FN 02/53 FIXED 5 | 1,191,632 | 1,173,291 | -18,340 | 0.02% | -$30.45K |
| FNMA POOL BY0234 FN 04/53 FIXED 5 | 1,171,171 | 1,153,544 | -17,627 | 0.02% | -$30.18K |
| FNMA POOL FS4439 FN 04/53 FIXED VAR | 1,170,708 | 1,155,505 | -15,203 | 0.02% | -$27.12K |
| FNMA POOL FS4264 FN 03/53 FIXED VAR | 1,162,926 | 1,142,475 | -20,450 | 0.02% | -$32.24K |
| FED HM LN PC POOL QG0558 FR 04/53 FIXED 5 | 1,410,956 | 1,118,778 | -292,178 | 0.02% | -$305.47K |
| Freddie Mac REMICS | 1,122,736 | 1,089,310 | -33,426 | 0.02% | -$34.00K |
| CHASE AUTO OWNER TRUST CHAOT 2023 AA A3 144A | 1,372,031 | 1,078,684 | -293,347 | 0.02% | -$298.63K |
| FED HM LN PC POOL QF8169 FR 02/53 FIXED 5 | 1,088,056 | 1,081,831 | -6,225 | 0.02% | -$16.16K |
| FR SD8299 | 1,102,566 | 1,074,481 | -28,085 | 0.02% | -$39.19K |
| PALMER SQUARE EUROPEAN LOAN FU PSTET 2025 1A A 144A | 993,193 | 917,937 | -75,255 | 0.02% | -$107.91K |
| UMBS | 1,181,112 | 1,083,178 | -97,934 | 0.02% | -$100.27K |
| FED HM LN PC POOL QF7609 FR 01/53 FIXED 5 | 1,056,598 | 1,052,392 | -4,206 | 0.02% | -$14.86K |
| Freddie Mac Pool | 1,136,904 | 1,014,249 | -122,655 | 0.02% | -$133.24K |
| Uniform Mortgage-Backed Securities | 1,038,758 | 1,005,136 | -33,622 | 0.02% | -$43.98K |
| FED HM LN PC POOL ZM5146 FR 12/47 FIXED 4 | 1,055,689 | 1,033,037 | -22,652 | 0.02% | -$30.95K |
| FED HM LN PC POOL QG0977 FR 04/53 FIXED 5 | 991,055 | 987,158 | -3,897 | 0.02% | -$14.07K |
| FNMA POOL 995938 FN 01/39 FIXED VAR | 939,512 | 906,165 | -33,346 | 0.02% | -$43.09K |
| FED HM LN PC POOL QF7455 FR 02/53 FIXED 5 | 953,520 | 949,952 | -3,568 | 0.02% | -$13.63K |
| GOVERNMENT NATIONAL MORTGAGE A GNR 2024 H20 JF | 936,496 | 923,613 | -12,883 | 0.02% | -$8.39K |
| WAMU MORTGAGE PASS THROUGH CER WAMU 2004 AR13 A2A | 941,732 | 903,527 | -38,205 | 0.02% | -$36.14K |
| Fannie Mae REMICS | 929,967 | 910,099 | -19,868 | 0.02% | -$17.45K |
| FNMA POOL BY4277 FN 06/53 FIXED 4.5 | 910,536 | 905,699 | -4,837 | 0.02% | -$14.41K |
| HVMLT 2005-4 3A1 | 1,181,397 | 1,156,244 | -25,153 | 0.02% | -$9.62K |
| FNMA POOL CB7761 FN 01/54 FIXED 5 | 902,297 | 865,118 | -37,179 | 0.02% | -$46.20K |
| BSSP 2007-R6 V/R 1/26/36 5.66300000 | 1,207,491 | 1,187,414 | -20,077 | 0.02% | -$3.29K |
| Government National Mortgage Association | 944,014 | 847,359 | -96,656 | 0.02% | -$94.92K |
| UMBS | 880,057 | 864,082 | -15,975 | 0.02% | -$24.87K |
| FN MA5443 | 864,373 | 845,985 | -18,388 | 0.02% | -$27.54K |
| FNR 2024-38 FA | 858,653 | 822,078 | -36,575 | 0.02% | -$34.73K |
| Government National Mortgage Association | 929,253 | 815,881 | -113,372 | 0.02% | -$114.45K |
| SFS AUTO RECEIVABLES SECURITIZ SFAST 2023 1A A3 144A | 1,123,687 | 797,212 | -326,475 | 0.02% | -$330.29K |
| FANNIE MAE FNR 2012 114 SB | 7,518,123 | 7,300,856 | -217,268 | 0.02% | -$53.96K |
| LETRA TESOURO NACIONAL BILLS 04/26 0.00000 | 801,500,000 | 4,000,000 | -797,500,000 | 0.02% | -$140.72M |
| Centex Home Equity Loan Trust, Series 2004-D, Class MV1 | 804,006 | 773,851 | -30,155 | 0.02% | -$31.22K |
| FED HM LN PC POOL QF8565 FR 03/53 FIXED 5 | 816,699 | 764,311 | -52,388 | 0.02% | -$60.53K |
| FREDDIE MAC FHR 4116 EA | 1,010,574 | 772,359 | -238,216 | 0.02% | -$232.96K |
| FSPC T-61 1A1 | 785,333 | 756,560 | -28,773 | 0.02% | -$25.97K |
| FNMA POOL AB3968 FN 12/26 FIXED 3 | 1,095,656 | 730,491 | -365,165 | 0.02% | -$362.17K |
| Morgan Stanley Mortgage Loan Trust 2005-7 | 824,480 | 816,644 | -7,837 | 0.01% | -$11.73K |
| AOMT 2024-8 A1 144A 5.338% 05-27-69 | 768,266 | 704,567 | -63,699 | 0.01% | -$66.83K |
| IndyMac INDX Mortgage Loan Trust 2006-AR4 | 758,860 | 743,185 | -15,675 | 0.01% | -$12.79K |
| BANC OF AMERICA MORTGAGE SECUR BOAMS 2005 H 2A5 | 767,097 | 757,743 | -9,354 | 0.01% | -$3.19K |
| BEAR STEARNS ALT A TRUST BALTA 2005 3 4A3 | 702,063 | 690,220 | -11,843 | 0.01% | -$6.83K |
| JP Morgan Mortgage Trust, Series 2005-A6, Class 7A1 | 757,664 | 749,839 | -7,825 | 0.01% | -$2.43K |
| GSAMP TRUST GSAMP 2004 OPT M1 | 727,534 | 678,218 | -49,317 | 0.01% | -$46.00K |
| G2 MA5399 | 666,099 | 651,744 | -14,355 | 0.01% | -$19.33K |
| FED HM LN PC POOL Q46244 FG 02/47 FIXED 3.5 | 657,000 | 651,111 | -5,889 | 0.01% | -$11.67K |
| FLATIRON CLO LTD FLAT 2019 1A AR2 144A | 712,758 | 603,608 | -109,150 | 0.01% | -$109.10K |
| GSAMP Trust, Series 2007-FM1, Class A2A | 1,232,000 | 1,219,578 | -12,422 | 0.01% | -$9.01K |
| FIRST FRANKLIN MTG LOAN ASSET FFML 2004 FF3 M1 | 653,088 | 605,387 | -47,701 | 0.01% | -$42.18K |
| FNMA POOL BK1462 FN 04/48 FIXED 4 | 619,616 | 615,311 | -4,305 | 0.01% | -$9.26K |
| BEAR STEARNS ASSET BACKED SECU BSABS 2003 2 M1 | 613,104 | 594,366 | -18,738 | 0.01% | -$20.14K |
| Government National Mortgage Association | 676,930 | 581,638 | -95,291 | 0.01% | -$95.90K |
| NEWGATE FUNDING PLC NGATE 2007 3X A2B REGS | 522,072 | 505,057 | -17,014 | 0.01% | -$26.20K |
| GLS AUTO RECEIVABLES TRUST GCAR 2025 2A A2 144A | 947,415 | 568,603 | -378,812 | 0.01% | -$379.89K |
| Securitized Asset-Backed Receivables LLC Trust, Series 2007-HE1, Class A2A | 2,724,125 | 2,713,612 | -10,513 | 0.01% | -$8.48K |
| PALMER SQUARE EUROPEAN LOAN FU PSTET 2024 1A AR 144A | 567,553 | 476,777 | -90,776 | 0.01% | -$114.90K |
| CFII 2024-1A A1 | 616,797 | 538,915 | -77,882 | 0.01% | -$79.90K |
| STRUCTURED ASSET MORTGAGE INVESTMENTS II TRUST 2005-AR8 SER 2005-AR8 CL A1A V/R REGD 4.62876000 | 635,425 | 617,018 | -18,407 | 0.01% | -$15.92K |
| UMBS | 534,915 | 525,228 | -9,687 | 0.01% | -$15.13K |
| THORNBURG MORTGAGE SECURITIES TMST 2005 3 A1 | 500,554 | 463,635 | -36,919 | 0.01% | -$31.67K |
| FNMA POOL BH9044 FN 11/47 FIXED 4 | 537,888 | 533,667 | -4,220 | 0.01% | -$8.64K |
| Morgan Stanley Mortgage Loan Trust 2005-2AR | 522,398 | 495,029 | -27,369 | 0.01% | -$27.72K |
| GOVERNMENT NATIONAL MORTGAGE A GNR 2024 H08 KF | 483,247 | 477,594 | -5,652 | 0.01% | -$3.41K |
| FNMA POOL DB8490 FN 07/54 FIXED 5 | 485,431 | 483,177 | -2,254 | 0.01% | -$7.23K |
| FNMA POOL BE2239 FN 02/47 FIXED 3.5 | 490,985 | 484,773 | -6,212 | 0.01% | -$10.50K |
| FNMA POOL 735362 FN 03/35 FLOATING VAR | 454,370 | 443,256 | -11,114 | 0.01% | -$12.06K |
| Massachusetts Educational Financing Authority, Series 2008-1, Class A1 | 473,184 | 442,198 | -30,986 | 0.01% | -$32.28K |
| FN FS6793 | 465,339 | 457,754 | -7,585 | 0.01% | -$10.53K |
| FNMA, REMIC Trust, Whole Loan, Series 2003-W1, Class 1A1 | 448,007 | 425,927 | -22,080 | 0.01% | -$27.79K |
| FED HM LN PC POOL QF0706 FR 09/52 FIXED 5 | 490,447 | 427,442 | -63,006 | 0.01% | -$69.13K |
| Bear Stearns ALT-A Trust, Series 2005-7, Class 22A1 | 819,422 | 793,277 | -26,145 | 0.01% | -$22.22K |
| FNMA POOL DB5440 FN 05/54 FIXED 5 | 418,227 | 416,761 | -1,465 | 0.01% | -$6.00K |
| CMLTI 2006-AR2 1A2 | 427,378 | 416,421 | -10,957 | 0.01% | -$8.15K |
| FANNIE MAE REMICS FNR 2007-64 FA | 420,892 | 406,448 | -14,444 | 0.01% | -$14.12K |
| SLM STUDENT LOAN TR 03 7 SLM STUDENT LOAN TR 03 7 REGS | 373,422 | 359,023 | -14,399 | 0.01% | -$21.34K |
| NOVASTAR HOME EQUITY LOAN NHEL 2006 1 A1A | 460,030 | 382,836 | -77,194 | 0.01% | -$77.12K |
| FNMA POOL BW9008 FN 10/52 FIXED 5 | 387,450 | 378,970 | -8,480 | 0.01% | -$12.39K |
| FR SD8314 | 374,697 | 366,750 | -7,946 | 0.01% | -$12.62K |
| THORNBURG MORTGAGE SECURITIES TMST 2005 4 A1 | 383,429 | 381,691 | -1,738 | 0.01% | -$3.10K |
| FANNIE MAE FNR 2013 84 PS | 6,613,345 | 6,150,053 | -463,292 | 0.01% | -$238.57K |
| BEAR STEARNS ADJUSTABLE RATE M BSARM 2005 6 1A1 | 384,740 | 378,539 | -6,201 | 0.01% | -$3.32K |
| WAMU MORTGAGE PASS THROUGH CER WAMU 2004 CB1 6A | 307,583 | 299,812 | -7,770 | 0.01% | -$9.54K |
| MORGAN STANLEY CAPITAL INC MSAC 2005 HE1 M2 | 311,030 | 303,015 | -8,015 | 0.01% | -$6.62K |
| FNMA POOL 828982 FN 08/35 FLOATING VAR | 383,245 | 295,092 | -88,152 | 0.01% | -$91.88K |
| Fannie Mae REMICS | 308,564 | 303,360 | -5,203 | 0.01% | -$5.20K |
| BNPP IP EURO CLO BNPAM 2018 1A AR 144A | 294,551 | 258,067 | -36,484 | 0.01% | -$47.78K |
| UMBS | 304,407 | 298,470 | -5,937 | 0.01% | -$9.02K |
| ASHFORD HOSPITALITY TRUST AHT1 2018 ASHF A 144A | 349,223 | 283,963 | -65,260 | 0.01% | -$64.90K |
| FED HM LN PC POOL QG2414 FR 04/53 FIXED 4.5 | 300,342 | 289,315 | -11,027 | 0.01% | -$13.96K |
| Soundview Home Loan Trust, Series 2006-NLC1, Class A1 | 1,062,011 | 1,055,659 | -6,352 | 0.01% | -$6.24K |
| FNMA POOL 804850 FN 01/35 FLOATING VAR | 269,926 | 264,215 | -5,711 | 0.01% | -$6.60K |
| Government National Mortgage Association | 281,069 | 259,588 | -21,481 | 0.01% | -$21.66K |
| FANNIE MAE FNR 2007 20 FP | 265,828 | 259,849 | -5,979 | 0.01% | -$6.02K |
| FNMA POOL BD7814 FN 09/46 FIXED 4.5 | 251,719 | 249,927 | -1,792 | 0.01% | -$4.13K |
| FED HM LN PC POOL QE8561 FR 08/52 FIXED 5 | 244,868 | 243,479 | -1,389 | 0.01% | -$4.38K |
| Oscar US Funding XVII LLC, Series 2024-2A, Class A2 | 354,053 | 239,652 | -114,401 | 0.01% | -$114.55K |
| CIFC Funding Ltd., Series 2017-4A, Class A1R | 3,268,247 | 236,803 | -3,031,444 | 0.00% | -$3.04M |
| Securitized Asset-Backed Receivables LLC Trust, Series 2007-BR5, Class A2A | 305,251 | 297,721 | -7,531 | 0.00% | -$6.07K |
| FSPC T-35 A V/R 9/25/31 4.46628000 | 271,362 | 231,101 | -40,261 | 0.00% | -$39.11K |
| GS MORTGAGE SECURITIES TRUST GSMS 2020 DUNE A 144A | 232,222 | 228,337 | -3,885 | 0.00% | -$4.18K |
| SUNTRUST ADJUSTABLE RATE MORTG STARM 2007 S1 1A | 398,663 | 396,035 | -2,628 | 0.00% | -$6.96K |
| FANNIE MAE FNR 2004 65 YA | 235,393 | 212,978 | -22,415 | 0.00% | -$24.47K |
| FNMA POOL BW8088 FN 09/52 FIXED 5 | 221,846 | 216,841 | -5,005 | 0.00% | -$7.24K |
| CITZN 2023-1 A3 | 344,915 | 206,820 | -138,095 | 0.00% | -$139.36K |
| CWL 2004-1 M1 | 216,267 | 189,662 | -26,605 | 0.00% | -$25.93K |
| FSPC T-32 A1 | 213,185 | 194,949 | -18,235 | 0.00% | -$17.24K |
| FN BM2003 | 204,550 | 199,552 | -4,999 | 0.00% | -$6.53K |
| Fannie Mae REMICS | 224,742 | 219,764 | -4,978 | 0.00% | -$6.16K |
| FANNIE MAE FNR 2002 22 ZA | 194,594 | 183,249 | -11,345 | 0.00% | -$13.71K |
| FREDDIE MAC FHR 3200 SB | 1,570,991 | 1,537,398 | -33,593 | 0.00% | -$19.46K |
| GOVERNMENT NATIONAL MORTGAGE A GNR 2015 H16 FM | 186,296 | 163,796 | -22,500 | 0.00% | -$22.59K |
| FREDDIE MAC FHR 2826 YT | 165,118 | 154,905 | -10,212 | 0.00% | -$11.61K |
| FANNIE MAE FNR 2007 21 FC | 158,324 | 155,298 | -3,026 | 0.00% | -$3.04K |
| BANC OF AMERICA FUNDING CORPOR BAFC 2005 5 1A11 | 151,614 | 148,495 | -3,119 | 0.00% | -$3.99K |
| Government National Mortgage Association | 153,414 | 147,478 | -5,936 | 0.00% | -$6.53K |
| CSFB 2002-P1A A | 156,057 | 149,469 | -6,588 | 0.00% | -$6.08K |
| FNMA, Series 2006-118, Class A1 | 158,932 | 146,349 | -12,583 | 0.00% | -$12.32K |
| FED HM LN PC POOL 1G0198 FH 04/35 FLOATING VAR | 143,093 | 139,933 | -3,161 | 0.00% | -$3.87K |
| PAGAYA AI DEBT SELECTION TRUST PAID 2024 9 A 144A | 182,130 | 141,826 | -40,305 | 0.00% | -$40.55K |
| Banc of America Funding Trust, Series 2006-A, Class 1A1 | 151,071 | 147,624 | -3,446 | 0.00% | -$2.50K |
| CITIGROUP MORTGAGE LOAN TRUST CMLTI 2004 HYB2 2A | 147,638 | 144,491 | -3,147 | 0.00% | -$2.21K |
| Government National Mortgage Association | 156,754 | 133,840 | -22,914 | 0.00% | -$22.92K |
| Bear Stearns ARM Trust, Series 2004-10, Class 13A1 | 136,258 | 134,634 | -1,624 | 0.00% | -$592 |
| FNMA POOL AJ8540 FN 01/27 FIXED 3 | 179,007 | 130,868 | -48,139 | 0.00% | -$47.72K |
| COUNTRYWIDE ALTERNATIVE LOAN T CWALT 2006 14CB A2 | 326,936 | 325,725 | -1,211 | 0.00% | -$2.91K |
| FANNIE MAE FNR 2009 111 FC | 125,528 | 122,289 | -3,239 | 0.00% | -$3.26K |
| Morgan Stanley Mortgage Loan Trust 2004-11AR | 132,728 | 127,986 | -4,742 | 0.00% | -$4.40K |
| EQUIFIRST MORTGAGE LOAN TRUST EMLT 2004 1 1A1 | 121,655 | 120,528 | -1,128 | 0.00% | -$1.14K |
| Bear Stearns ALT-A Trust, Series 2005-4, Class 23A1 | 128,320 | 119,693 | -8,627 | 0.00% | -$7.40K |
| FREDDIE MAC FHR 2461 Z | 115,358 | 110,264 | -5,094 | 0.00% | -$6.47K |
| WAMU MORTGAGE PASS THROUGH CER WAMU 2002 AR6 A | 122,698 | 119,891 | -2,806 | 0.00% | -$2.32K |
| Government National Mortgage Association | 167,987 | 112,778 | -55,209 | 0.00% | -$55.24K |
| Fannie Mae REMICS | 118,017 | 108,583 | -9,434 | 0.00% | -$10.51K |
| Government National Mortgage Association | 130,950 | 110,159 | -20,791 | 0.00% | -$20.91K |
| FNMA POOL 834681 FN 10/35 FLOATING VAR | 107,742 | 105,784 | -1,958 | 0.00% | -$2.31K |
| FH 1G1744 | 104,078 | 102,131 | -1,948 | 0.00% | -$2.31K |
| GSR Mortgage Loan Trust, Series 2005-AR6, Class 2A1 | 107,186 | 105,177 | -2,009 | 0.00% | -$1.34K |
| Government National Mortgage Association Floating Rate, Due 05/20/2041 | 115,255 | 102,099 | -13,156 | 0.00% | -$13.56K |
| AMERICAN HOME MORTGAGE ASSETS AHMA 2005 1 3A11 | 183,711 | 99,547 | -84,163 | 0.00% | -$79.59K |
| FANNIE MAE FNR 2010 1 FT | 98,233 | 96,360 | -1,874 | 0.00% | -$1.95K |
| Bear Stearns ARM Trust, Series 2003-1, Class 6A1 | 96,671 | 95,398 | -1,273 | 0.00% | -$838 |
| FANNIE MAE FNR 2012 84 SJ | 723,751 | 680,449 | -43,302 | 0.00% | -$13.59K |
| FNMA POOL 753275 FN 12/33 FIXED 5 | 94,850 | 92,310 | -2,540 | 0.00% | -$3.21K |
| SAXON ASSET SECURITIES TRUST SAST 2004 1 M1 | 127,625 | 107,314 | -20,311 | 0.00% | -$18.61K |
| BEAR STEARNS ASSET BACKED SECU BSABS 2003 1 A1 | 96,570 | 87,363 | -9,206 | 0.00% | -$10.50K |
| FH 1J1219 | 86,533 | 84,462 | -2,070 | 0.00% | -$2.45K |
| FNMA POOL 670337 FN 09/32 FLOATING VAR | 85,437 | 81,131 | -4,306 | 0.00% | -$4.71K |
| Bear Stearns ARM Trust 2003-6 | 85,135 | 82,979 | -2,156 | 0.00% | -$2.07K |
| FNMA POOL 255884 FN 08/35 FLOATING VAR | 80,493 | 78,958 | -1,535 | 0.00% | -$1.83K |
| FREDDIE MAC FHR 4960 PG | 93,685 | 92,004 | -1,680 | 0.00% | -$2.31K |
| FNMA UMBS, 20 Year | 87,381 | 79,945 | -7,436 | 0.00% | -$8.02K |
| FNMA POOL BD2723 FN 08/46 FIXED 4.5 | 81,363 | 80,802 | -561 | 0.00% | -$1.35K |
| FNMA POOL 841772 FN 09/35 FLOATING VAR | 78,296 | 76,860 | -1,436 | 0.00% | -$1.72K |
| FNMA POOL 795297 FN 07/44 FLOATING VAR | 80,866 | 77,444 | -3,423 | 0.00% | -$3.64K |
| BEAR STEARNS ALT A TRUST BALTA 2004 9 6A1 | 77,546 | 76,628 | -918 | 0.00% | -$206 |
| FNMA POOL CB7396 FN 04/53 FIXED 4 | 79,701 | 79,317 | -384 | 0.00% | -$821 |
| First Horizon Alternative Mortgage Securities Trust 2005-AA7 | 86,032 | 83,954 | -2,078 | 0.00% | -$1.22K |
| FNMA POOL 190317 FN 08/31 FIXED VAR | 76,868 | 70,773 | -6,095 | 0.00% | -$7.63K |
| FNMA POOL 817229 FN 06/35 FLOATING VAR | 72,642 | 71,266 | -1,376 | 0.00% | -$1.60K |
| Fremont Home Loan Trust, Series 2006-E, Class 2A1 | 159,319 | 158,372 | -947 | 0.00% | -$947 |
| FNMA POOL 735561 FN 04/34 FLOATING VAR | 71,752 | 70,039 | -1,713 | 0.00% | -$1.95K |
| Prime Mortgage Trust, Series 2004-CL1, Class 1A2 | 77,804 | 74,739 | -3,065 | 0.00% | -$3.17K |
| FANNIE MAE FNR 2007 68 FA | 73,260 | 71,364 | -1,896 | 0.00% | -$1.87K |
| GNMA II POOL 080569 G2 01/32 FLOATING VAR | 72,055 | 69,358 | -2,696 | 0.00% | -$3.00K |
| FREDDIE MAC FHR 2340 PZ | 70,737 | 66,195 | -4,542 | 0.00% | -$5.38K |
| FED HM LN PC POOL 1B2800 FH 03/35 FLOATING VAR | 67,823 | 66,539 | -1,284 | 0.00% | -$1.53K |
| FNMA POOL 783403 FN 11/34 FIXED 6.5 | 64,889 | 63,524 | -1,365 | 0.00% | -$1.67K |
Top 300 of 512, by weight.
| Security | Shares Dec 2025 | Shares Mar 2026 | Δ shares | End % | Δ value |
|---|---|---|---|---|---|
| FREDDIE MAC NOTES 10/26 0.8 | 83,100,000 | 83,100,000 | 0 | 1.71% | $445.50K |
| PROJECT CASHMERE CLASS A1 144A | 88,700,000 | 88,700,000 | 0 | 1.28% | $2.00M |
| US TREASURY N/B | 36,100,000 | 36,100,000 | 0 | 0.75% | -$117.56K |
| US TREASURY N/B | 31,200,000 | 31,200,000 | 0 | 0.66% | -$276.66K |
| VW 5.05 03/27/28 144A | 23,145,000 | 23,145,000 | 0 | 0.49% | -$210.82K |
| DROP Mortgage Trust 2021-FILE | 23,100,000 | 23,100,000 | 0 | 0.48% | $497.05K |
| BPCE SA REGD V/R 144A P/P 6.61200000 | 20,200,000 | 20,200,000 | 0 | 0.43% | -$160.84K |
| SWEDBANK AB REGD 144A P/P 5.33700000 | 20,000,000 | 20,000,000 | 0 | 0.42% | -$179.84K |
| COMM MORTGAGE TRUST COMM 2021 2400 A 144A | 19,378,759 | 19,378,759 | 0 | 0.40% | $52.16K |
| JPMORGAN CHASE + CO SR UNSECURED 09/27 VAR | 19,100,000 | 19,100,000 | 0 | 0.40% | -$39.05K |
| DEUTSCHE BANK NY REGD V/R 5.27513700 | 19,000,000 | 19,000,000 | 0 | 0.40% | -$33.15K |
| ABN AMRO BANK NV 144A 01/27 4.718 | 17,900,000 | 17,900,000 | 0 | 0.38% | -$74.51K |
| SYNIT 2023-A2 A | 17,600,000 | 17,600,000 | 0 | 0.37% | -$100.83K |
| HYUNDAI CAPITAL AMERICA SR UNSECURED 144A 01/27 VAR | 17,300,000 | 17,300,000 | 0 | 0.36% | -$18.78K |
| ATH F 07/16/26 144A | 16,500,000 | 16,500,000 | 0 | 0.34% | -$16.15K |
| WELLS FARGO CO | 16,300,000 | 16,300,000 | 0 | 0.34% | -$162.95K |
| SAUDI INTERNATIONAL BOND SR UNSECURED 144A 01/28 5.125 | 16,100,000 | 16,100,000 | 0 | 0.34% | -$181.99K |
| ABBVIE INC | 16,100,000 | 16,100,000 | 0 | 0.34% | -$88.63K |
| BANK OF AMER CRP | 15,000,000 | 15,000,000 | 0 | 0.31% | -$134.46K |
| WELLS FARGO + COMPANY SR UNSECURED 01/28 VAR | 15,000,000 | 15,000,000 | 0 | 0.31% | -$39.77K |
| PHILIP MORRIS IN | 15,000,000 | 15,000,000 | 0 | 0.31% | -$93.01K |
| GEN MOTORS FIN | 14,700,000 | 14,700,000 | 0 | 0.31% | -$112.91K |
| ADNOC MURBAN RSC LTD SR UNSECURED 144A 09/29 4.25 | 14,700,000 | 14,700,000 | 0 | 0.30% | -$317.61K |
| HNDA Float 08/13/27 | 14,300,000 | 14,300,000 | 0 | 0.30% | -$43.60K |
| CITIBANK NA | 12,900,000 | 12,900,000 | 0 | 0.27% | -$36.76K |
| GOLDMAN SACHS GP | 11,900,000 | 11,900,000 | 0 | 0.25% | -$77.81K |
| MERCEDES-BNZ FIN | 11,850,000 | 11,850,000 | 0 | 0.25% | -$110.39K |
| BMW US CAPITAL LLC COMPANY GUAR 144A 03/28 4.75 | 11,790,000 | 11,790,000 | 0 | 0.25% | -$104.79K |
| CDEP 5.875 04/30/29 144A | 11,300,000 | 11,300,000 | 0 | 0.25% | -$128.82K |
| PENSKE TRUCK LEASING/PTL SR UNSECURED 144A 06/26 1.7 | 11,100,000 | 11,100,000 | 0 | 0.23% | $63.87K |
| PRK 2017-280P A | 10,200,000 | 10,200,000 | 0 | 0.21% | -$17.86K |
| BMW US CAPITAL LLC COMPANY GUAR 144A 08/28 5.05 | 9,996,000 | 9,996,000 | 0 | 0.21% | -$119.95K |
| ATHENE GLOBAL FUNDING SECURED REGS 02/27 VAR | 8,200,000 | 8,200,000 | 0 | 0.20% | -$194.95K |
| MORGAN STANLEY | 9,500,000 | 9,500,000 | 0 | 0.20% | -$60.79K |
| LAS VEGAS SAN | 9,300,000 | 9,300,000 | 0 | 0.20% | -$114.24K |
| RPLDCI 6.581 05/30/49 144A | 9,100,000 | 9,100,000 | 0 | 0.20% | -$259.15K |
| PROTECTIVE LIFE GLOBAL SECURED 144A 07/26 VAR | 9,000,000 | 9,000,000 | 0 | 0.19% | -$12.00K |
| JPM V6.07 10/22/27 | 8,300,000 | 8,300,000 | 0 | 0.18% | -$52.88K |
| DANSKE BANK AS (UNGTD) 5.427%/VAR 03/01/2028 144A | 8,000,000 | 8,000,000 | 0 | 0.17% | -$48.77K |
| MS F 04/13/28 MTN | 7,500,000 | 7,500,000 | 0 | 0.16% | -$4.62K |
| Santander UK Group Holdings PLC | 7,500,000 | 7,500,000 | 0 | 0.16% | $5.43K |
| EXTRA SPACE STOR | 7,000,000 | 7,000,000 | 0 | 0.15% | $4.91K |
| RABOBK Float 08/28/26 | 6,800,000 | 6,800,000 | 0 | 0.14% | -$10.51K |
| 1211 Avenue of the Americas Trust, Series 2015-1211, Class A1A2 | 6,950,000 | 6,950,000 | 0 | 0.14% | -$67.76K |
| CITIBANK NA | 6,550,000 | 6,550,000 | 0 | 0.14% | -$26.36K |
| STATE OF ISRAEL | 6,300,000 | 6,300,000 | 0 | 0.13% | -$123.14K |
| FORD MOTOR CRED | 6,200,000 | 6,200,000 | 0 | 0.13% | -$44.14K |
| ONE MARKET PLAZA TRUST OMPT 2017 1MKT A 144A | 6,281,851 | 6,281,851 | 0 | 0.13% | $47.72K |
| NEXTERA ENERGY CAPITAL HOLDINGS INC VARIABLE RATE 02/04/2028 | 5,750,000 | 5,750,000 | 0 | 0.12% | -$13.07K |
| TIKEHAU CLO IX DAC TIKEH 9A AR 144A | 4,900,000 | 4,900,000 | 0 | 0.12% | -$99.74K |
| Banque Federative du Credit Mutuel SA | 5,150,000 | 5,150,000 | 0 | 0.11% | -$49.41K |
| JPMORGAN CHASE JPM Float 04/22/28 | 5,000,000 | 5,000,000 | 0 | 0.10% | -$8.10K |
| UBS GROUP AG SR UNSECURED 144A 08/27 4.703 | 5,000,000 | 5,000,000 | 0 | 0.10% | -$16.60K |
| VASA TRUST VASA 2021 VASA A 144A | 5,000,000 | 5,000,000 | 0 | 0.10% | -$24.25K |
| TOYOTA MTR CRED | 4,900,000 | 4,900,000 | 0 | 0.10% | -$14.58K |
| ROYAL BANK OF CANADA SR UNSECURED 08/26 VAR | 4,800,000 | 4,800,000 | 0 | 0.10% | -$4.51K |
| NATIXIS COMMERCIAL MORTGAGE SE NCMS 2021 APPL A 144A | 4,826,496 | 4,826,496 | 0 | 0.10% | $49.71K |
| NYO Commercial Mortgage Trust, Series 2021-1290, Class A | 4,700,000 | 4,700,000 | 0 | 0.10% | -$3.69K |
| HYPER 2025-1A A2 | 4,800,000 | 4,800,000 | 0 | 0.10% | -$71.82K |
| ABU DHABI DEVELO | 3,900,000 | 3,900,000 | 0 | 0.08% | -$74.26K |
| BANC OF AMERICA MERRILL LYNCH BAMLL 2021 JACX A 144A | 4,100,000 | 4,100,000 | 0 | 0.08% | -$7.13K |
| FNMA POOL BL3670 FN 10/26 FIXED 2.08 | 3,780,000 | 3,780,000 | 0 | 0.08% | $12.50K |
| The Goldman Sachs Group, Inc. 4.153 10/21/2029 | 3,600,000 | 3,600,000 | 0 | 0.07% | -$32.83K |
| FORD MOTOR CRED | 3,500,000 | 3,500,000 | 0 | 0.07% | -$37.70K |
| MARBLE POINT CLO XXII LTD AR TSFR3M+ 07/25/2034 144A | 3,500,000 | 3,500,000 | 0 | 0.07% | -$5.48K |
| SFO COMMERICAL MORTGAGE TRUST SFO 2021 555 A 144A | 3,500,000 | 3,500,000 | 0 | 0.07% | $1.40K |
| WELLS FARGO CO | 3,400,000 | 3,400,000 | 0 | 0.07% | -$26.64K |
| OCTR 2021-11A AR 7/34 | 3,400,000 | 3,400,000 | 0 | 0.07% | $9.05K |
| MERCEDES BENZ FIN NA COMPANY GUAR 144A 11/27 4.9 | 3,350,000 | 3,350,000 | 0 | 0.07% | -$30.56K |
| ORACLE CORP VARIABLE RATE 08/03/2028 | 3,400,000 | 3,400,000 | 0 | 0.07% | -$5.42K |
| HYUNDAI CAPITAL AMERICA SR UNSECURED 144A 06/28 4.9 | 3,300,000 | 3,300,000 | 0 | 0.07% | -$37.57K |
| Hyundai Capital America | 3,300,000 | 3,300,000 | 0 | 0.07% | -$23.10K |
| Elevation CLO Ltd., Series 2022-16A, Class A1AR | 3,300,000 | 3,300,000 | 0 | 0.07% | $6.07K |
| EMF NL BV EMFNL 2008 APRX A3 REGS | 3,000,000 | 3,000,000 | 0 | 0.07% | -$39.91K |
| COMM MORTGAGE TRUST COMM 2019 521F A 144A | 3,400,000 | 3,400,000 | 0 | 0.07% | -$33.15K |
| BGC GROUP INC | 3,200,000 | 3,200,000 | 0 | 0.07% | -$61.69K |
| JP MORGAN CHASE COMMERCIAL MOR JPMCC 2020 MKST A 144A | 7,000,000 | 7,000,000 | 0 | 0.07% | -$241.64K |
| HSBC HOLDINGS PLC SR UNSECURED 08/27 VAR | 3,200,000 | 3,200,000 | 0 | 0.07% | -$10.95K |
| ENEL FINANCE INTL NV STEP 07/12/2026 144A | 3,200,000 | 3,200,000 | 0 | 0.07% | $15.91K |
| ICG US CLO LTD ICG 2021 3A AR 144A | 3,100,000 | 3,100,000 | 0 | 0.06% | $2.23K |
| SANTANDER HOLD | 3,100,000 | 3,100,000 | 0 | 0.06% | $1.16K |
| TIKEHAU TIKEH 5A AR 144A | 2,500,000 | 2,500,000 | 0 | 0.06% | -$51.40K |
| JPMORGAN CHASE | 2,800,000 | 2,800,000 | 0 | 0.06% | -$21.75K |
| NATWEST GROUP | 2,800,000 | 2,800,000 | 0 | 0.06% | -$22.57K |
| JPMORGAN CHASE | 2,700,000 | 2,700,000 | 0 | 0.06% | $11.97K |
| ARES XLIV CLO Ltd. Floating Rate, Due 04/15/2034 | 2,600,000 | 2,600,000 | 0 | 0.05% | $1.94K |
| NATWEST GROUP PLC SR UNSECURED 03/28 VAR | 2,400,000 | 2,400,000 | 0 | 0.05% | -$5.95K |
| WIND RIVER CLO LTD WINDR 2017 3A AR2 144A | 2,400,000 | 2,400,000 | 0 | 0.05% | $1.12K |
| Symphony CLO XXXII Ltd., Series 2022-32A, Class AR | 2,400,000 | 2,400,000 | 0 | 0.05% | $268 |
| UBS GROUP | 2,100,000 | 2,100,000 | 0 | 0.04% | -$3.65K |
| STLA 5.35 03/17/28 144A | 2,000,000 | 2,000,000 | 0 | 0.04% | -$24.70K |
| FORD MOTOR CRED | 2,000,000 | 2,000,000 | 0 | 0.04% | -$6.94K |
| Trinitas CLO XX Ltd., Series 2022-20A, Class A1R | 2,000,000 | 2,000,000 | 0 | 0.04% | $4.90K |
| Trinitas CLO XVII Ltd., Series 2021-17A, Class AR | 1,900,000 | 1,900,000 | 0 | 0.04% | $1.69K |
| Atlas Senior Loan Fund XVIII Ltd., Series 2021-18A, Class A1R | 1,800,000 | 1,800,000 | 0 | 0.04% | -$2.16K |
| WIND RIVER CLO LTD WINDR 2021 2A A1R 144A | 1,700,000 | 1,700,000 | 0 | 0.04% | $647 |
| Bain Capital Credit CLO Ltd., Series 2022-3A, Class A1R | 1,700,000 | 1,700,000 | 0 | 0.04% | -$322 |
| MORGAN STANLEY B | 1,600,000 | 1,600,000 | 0 | 0.03% | -$12.36K |
| GEN MOTORS FIN | 1,550,000 | 1,550,000 | 0 | 0.03% | -$16.29K |
| RFR JPY MUTK/1.00000 03/18/26-2Y LCH | 1 | 1 | 0 | 0.03% | $876.06K |
| HARDWOOD FUNDING LLC CORP0HRD7 | 1,500,000 | 1,500,000 | 0 | 0.03% | -$14.56K |
| GOLUB CAPITAL PARTNERS CLO, LT GCBSL 2020 50A A1R2 144A | 1,500,000 | 1,500,000 | 0 | 0.03% | $503 |
| RFR USD SOFR/3.25000 06/18/25-10Y LCH | 1 | 1 | 0 | 0.03% | -$1.23M |
| PROJECT NOVA TERM LOAN | 1,400,000 | 1,400,000 | 0 | 0.03% | $0 |
| New Orleans Hotel Trust, Series 2019-HNLA, Class A | 1,400,000 | 1,400,000 | 0 | 0.03% | -$5.33K |
| KKR FINANCIAL CLO LTD KKR 36A AR 144A | 1,300,000 | 1,300,000 | 0 | 0.03% | $1.15K |
| AMMC CLO 24 LTD SER 2021-24A CL AR V/R REGD 144A P/P 5.08444000 | 1,300,000 | 1,300,000 | 0 | 0.03% | $93 |
| SYMPHONY CLO LTD SYMP 2025 52A AR 144A | 1,300,000 | 1,300,000 | 0 | 0.03% | -$98 |
| DBGS MORTGAGE TRUST DBGS 2021 W52 A 144A | 1,220,000 | 1,220,000 | 0 | 0.03% | -$2.26K |
| NATIONAL FOOTBAL LEAGUE 4.5YR | 1,200,000 | 1,200,000 | 0 | 0.03% | -$15.38K |
| NATIONAL FOOTBAL LEAGUE 4.5YR | 1,200,000 | 1,200,000 | 0 | 0.03% | -$14.97K |
| ROMARK CLO LTD RMRK 2021 4A A1R 144A | 1,200,000 | 1,200,000 | 0 | 0.03% | $746 |
| Jamestown CLO XVI Ltd., Series 2021-16A, Class AR | 1,200,000 | 1,200,000 | 0 | 0.03% | $777 |
| SILVER ROCK CLO LTD SLVRK 2021 2A AR 144A | 1,200,000 | 1,200,000 | 0 | 0.03% | $407 |
| Symphony CLO XXIV, Ltd., Series 2020-24A, Class A1R | 1,200,000 | 1,200,000 | 0 | 0.03% | -$1.32K |
| CONTINENTAL RESOURCES REGD 144A P/P 2.26800000 | 1,200,000 | 1,200,000 | 0 | 0.02% | $5.44K |
| INDIGO CREDIT MANAGEMENT INDI 1A AR 144A | 1,000,000 | 1,000,000 | 0 | 0.02% | -$19.80K |
| CAPITAL FOUR CLO CFOUR 10A A 144A | 1,000,000 | 1,000,000 | 0 | 0.02% | -$22.31K |
| NTT FIN. CORP FRN | 1,100,000 | 1,100,000 | 0 | 0.02% | -$2.86K |
| KKR FINANCIAL CLO LTD KKR 42A AR 144A | 1,100,000 | 1,100,000 | 0 | 0.02% | $517 |
| Southern California Edison Co., Series D | 1,100,000 | 1,100,000 | 0 | 0.02% | -$8.12K |
| Atlas Senior Loan Fund XVI Ltd., Series 2021-16A, Class AR | 1,100,000 | 1,100,000 | 0 | 0.02% | $711 |
| ANCHORAGE CAPITAL CLO LTD ANCHC 2021 21A AR 144A | 1,100,000 | 1,100,000 | 0 | 0.02% | $1.27K |
| DRYDEN SENIOR LOAN FUND DRSLF 2021 95A AR 144A | 1,100,000 | 1,100,000 | 0 | 0.02% | $614 |
| HAYFIN EMERALD CLO HAYEM 6A AR 144A | 900,000 | 900,000 | 0 | 0.02% | -$18.93K |
| TRYSAIL CLO LTD TRYSL 2022 1A A 144A | 1,000,000 | 1,000,000 | 0 | 0.02% | $248 |
| APIDOS CLO APID 2012 11A AR4 144A | 1,000,000 | 1,000,000 | 0 | 0.02% | $97 |
| AGL CLO 14 Ltd., Series 2021-14A, Class AR | 1,000,000 | 1,000,000 | 0 | 0.02% | $912 |
| Guggenheim CLO Ltd., Series 2022-2A, Class A1R | 1,000,000 | 1,000,000 | 0 | 0.02% | $1.59K |
| CAPST 2025-1 A | 1,000,000 | 1,000,000 | 0 | 0.02% | $165 |
| Canyon Capital CLO Ltd., Series 2019-2A, Class AR2 | 1,000,000 | 1,000,000 | 0 | 0.02% | -$851 |
| WELLFLEET CLO LTD WELF 2021 2A A1R 144A | 900,000 | 900,000 | 0 | 0.02% | $484 |
| MORGAN STANLEY B | 800,000 | 800,000 | 0 | 0.02% | -$6.45K |
| NORTHWOODS CAPITAL LTD WOODS 2021 25A AR 144A | 800,000 | 800,000 | 0 | 0.02% | $1.95K |
| UBS V6.327 12/22/27 144A | 700,000 | 700,000 | 0 | 0.01% | -$5.38K |
| WELLFLEET CLO LTD WELF 2021 1A A1R 144A | 700,000 | 700,000 | 0 | 0.01% | -$66 |
| NAVESINK CLO, LIMITED NAVS 2024 2A A1R 144A | 700,000 | 700,000 | 0 | 0.01% | $32 |
| PALMER SQUARE EUROPEAN LOAN FU PSTET 2025 3A A 144A | 600,000 | 600,000 | 0 | 0.01% | -$11.62K |
| SOUTHERN CAL ED | 700,000 | 700,000 | 0 | 0.01% | -$3.08K |
| EQUINIX INC SNR S* SP GST | 1 | 1 | 0 | 0.01% | -$96.48K |
| SOUTHERN CAL ED | 600,000 | 600,000 | 0 | 0.01% | -$5.72K |
| BAYER US FINANCE | 600,000 | 600,000 | 0 | 0.01% | -$3.24K |
| NTT FINANCE | 500,000 | 500,000 | 0 | 0.01% | -$4.75K |
| PAID 2025-5 A2 | 499,981 | 499,981 | 0 | 0.01% | -$2.25K |
| GEN MOTORS FIN | 350,000 | 350,000 | 0 | 0.01% | -$1.47K |
| FORD MOTOR CRED | 300,000 | 300,000 | 0 | 0.01% | -$3.62K |
| FIRSTENERGY CORP | 300,000 | 300,000 | 0 | 0.01% | -$1.35K |
| US TREASURY N/B | 261,300 | 261,300 | 0 | 0.01% | -$3.41K |
| GSR MORTGAGE LOAN TRUST GSR 2005 AR4 2A1 | 471,472 | 471,472 | 0 | 0.00% | -$442 |
| SOUTH AFRICA EM SP MYC | 3 | 3 | 0 | 0.00% | -$476.80K |
| RFR USD SOFR/3.75000 12/17/25-20Y LCH | 1 | 1 | 0 | 0.00% | -$377 |
| RFR USD SOFR/3.28000 09/16/24-10Y LCH | 3 | 3 | 0 | 0.00% | $30.18K |
| FORD MOTOR CRED | 200,000 | 200,000 | 0 | 0.00% | -$2.68K |
| HYUNDAI CAPITAL AMERICA SR UNSECURED 144A 01/28 1.8 | 200,000 | 200,000 | 0 | 0.00% | -$404 |
| RFR USD SOFR/3.41000 09/05/24-10Y LCH | 2 | 2 | 0 | 0.00% | $28.37K |
| RFR USD SOFR/3.64300 08/28/24-10Y LCH | 3 | 3 | 0 | 0.00% | $35.54K |
| RFR USD SOFR/3.24800 09/18/24-10Y LCH | 2 | 2 | 0 | 0.00% | $14.44K |
| SOUTHERN CAL ED | 100,000 | 100,000 | 0 | 0.00% | -$1.09K |
| MORGAN STANLEY CAP I TR 2019-NUGS A TSFR1M+106.448 4 12/15/2021 144A | 100,000 | 100,000 | 0 | 0.00% | -$29 |
| IRS EUR 2.36000 10/07/24-5Y LCH | 1 | 1 | 0 | 0.00% | $49.41K |
| RFR USD SOFR/3.52500 09/04/24-10Y LCH | 2 | 2 | 0 | 0.00% | $16.24K |
| RFR USD SOFR/3.75000 12/17/25-10Y LCH | 1 | 1 | 0 | 0.00% | $26.68K |
| IRS EUR 2.40000 02/12/25-10Y LCH | 1 | 1 | 0 | 0.00% | $19.62K |
| RENAISSANCE HOME EQUITY LOAN T RAMC 2002 2 A | 39,700 | 39,700 | 0 | 0.00% | -$26 |
| IRS EUR 2.52000 04/09/25-10Y LCH | 1 | 1 | 0 | 0.00% | $11.89K |
| STRUCTURED ASSET MORTGAGE INVE SAMI 1999 1 2A | 30,702 | 30,702 | 0 | 0.00% | $163 |
| MORGAN STANLEY SNR S* ICE | 1 | 1 | 0 | 0.00% | -$32.53K |
| IRS EUR 2.45000 05/05/25-10Y LCH | 1 | 1 | 0 | 0.00% | $7.35K |
| IRS EUR 2.58000 08/29/24-10Y LCH | 1 | 1 | 0 | 0.00% | -$1.93K |
| RFR USD SOFR/3.55800 08/21/24-10Y LCH | 1 | 1 | 0 | 0.00% | $4.23K |
| RFR USD SOFR/3.23200 09/10/24-10Y LCH | 1 | 1 | 0 | 0.00% | $1.82K |
| Structured Asset Mortgage Investments II Trust 2007-AR2 | 34,123 | 34,123 | 0 | 0.00% | $236 |
| COLOMBIA LA SP JPM | 2 | 2 | 0 | 0.00% | -$155 |
| IRS EUR 2.40000 04/09/25-5Y LCH | 1 | 1 | 0 | 0.00% | $24.21K |
| GOLDMAN SACHS GROUP INC SNR S* ICE | 1 | 1 | 0 | 0.00% | -$4.56K |
| ASSET BACKED SECURITIES CORP H ABSHE 2001 HE2 A1 | 3,828 | 3,828 | 0 | 0.00% | -$15 |
| BSARM 2002-11 1A1 | 1,672 | 1,672 | 0 | 0.00% | -$90 |
| SOFTBANK GROUP CORP SNR JP SP GST | 1 | 1 | 0 | 0.00% | $2.82K |
| COLOMBIA LA SP MYC | 4 | 4 | 0 | 0.00% | $9.71K |
| RFR USD SOFR/3.88000 07/10/24-10Y LCH | 1 | 1 | 0 | 0.00% | $7.03K |
| RFR USD SOFR/4.00000 02/26/25-10Y LCH | 1 | 1 | 0 | 0.00% | $1.61K |
| RFR USD SOFR/3.89000 03/03/25-10Y LCH | 1 | 1 | 0 | 0.00% | $2.79K |
| RFR USD SOFR/3.85000 08/05/24-10Y LCH | 1 | 1 | 0 | 0.00% | $13.21K |
| RFR USD SOFR/3.90500 03/12/25-10Y LCH | 1 | 1 | 0 | 0.00% | $6.34K |
| RFR USD SOFR/3.88400 03/25/25-10Y LCH | 1 | 1 | 0 | 0.00% | $9.43K |
| RFR USD SOFR/3.89900 03/11/25-10Y LCH | 1 | 1 | 0 | 0.00% | $8.60K |
| IRS EUR 2.65000 08/14/24-5Y LCH | 1 | 1 | 0 | 0.00% | $1.08K |
| RFR USD SOFR/3.90750 03/04/25-10Y LCH | 1 | 1 | 0 | 0.00% | $8.99K |
| RFR USD SOFR/3.87400 03/05/25-10Y LCH | 2 | 2 | 0 | 0.00% | $14.53K |
| COLOMBIA LA SP MYC | 3 | 3 | 0 | 0.00% | -$3.89K |
| RFR USD SOFR/3.93000 03/24/25-10Y LCH | 1 | 1 | 0 | 0.00% | $17.00K |
| RFR USD SOFR/3.97500 03/21/25-10Y LCH | 1 | 1 | 0 | 0.00% | $18.29K |
| RFR USD SOFR/3.84200 03/04/25-5Y LCH | 1 | 1 | 0 | 0.00% | $33.71K |
| ORACLE CORPORATION SNR S* ICE | 1 | 1 | 0 | 0.00% | -$43.05K |
| RFR USD SOFR/3.83400 03/01/24-7Y* LCH | 12 | 12 | 0 | -0.01% | $1.23M |
| RFR USD SOFR/3.75000 12/18/24-5Y LCH | 1 | 1 | 0 | -0.01% | $461.73K |
| IRS AUD 4.50000 06/18/25-10Y LCH | 1 | 1 | 0 | -0.07% | -$1.21M |
| RFR USD SOFR/2.15000 06/15/22-5Y LCH | 1 | 1 | 0 | -0.11% | -$772.94K |
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