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 6.5 6/24 | 0 | 22,312,860,000 | 22,312,860,000 | 6.87% | $23.06B |
| FNCL 6 6/24 | 0 | 19,144,488,000 | 19,144,488,000 | 5.81% | $19.49B |
| FNCL 6 7/25 | 0 | 10,776,000,000 | 10,776,000,000 | 3.27% | $10.96B |
| Uniform Mortgage-Backed Security, TBA | 0 | 6,953,985,376 | 6,953,985,376 | 2.08% | $6.98B |
| Uniform Mortgage-Backed Security, TBA | 0 | 5,279,473,000 | 5,279,473,000 | 1.63% | $5.46B |
| FNCL 4 6/24 | 0 | 5,436,823,000 | 5,436,823,000 | 1.53% | $5.12B |
| Uniform Mortgage-Backed Security, TBA | 0 | 5,107,350,000 | 5,107,350,000 | 1.50% | $5.03B |
| Uniform Mortgage-Backed Security, TBA | 0 | 4,628,755,000 | 4,628,755,000 | 1.38% | $4.64B |
| US TREASURY N/B | 0 | 3,803,168,800 | 3,803,168,800 | 1.11% | $3.71B |
| Uniform Mortgage-Backed Security, TBA | 0 | 3,249,400,000 | 3,249,400,000 | 0.91% | $3.06B |
| LETRA TESOURO NACIONAL BILLS 10/26 0.00000 | 0 | 16,092,435,000 | 16,092,435,000 | 0.87% | $2.91B |
| Uniform Mortgage-Backed Security, TBA | 0 | 2,793,927,539 | 2,793,927,539 | 0.80% | $2.69B |
| Government National Mortgage Association, TBA | 0 | 2,181,700,000 | 2,181,700,000 | 0.66% | $2.22B |
| Government National Mortgage Association, TBA | 0 | 2,012,145,000 | 2,012,145,000 | 0.62% | $2.09B |
| FR RQ0094 | 0 | 1,777,580,287 | 1,777,580,287 | 0.52% | $1.75B |
| Government National Mortgage Association, TBA | 0 | 1,739,991,000 | 1,739,991,000 | 0.50% | $1.68B |
| FNCL 5.5 4/26 | 0 | 1,084,188,720 | 1,084,188,720 | 0.32% | $1.09B |
| FNCL 5 4/26 | 0 | 1,069,010,000 | 1,069,010,000 | 0.31% | $1.05B |
| Freddie Mac Pool | 0 | 1,026,255,973 | 1,026,255,973 | 0.30% | $1.01B |
| Uniform Mortgage-Backed Security, TBA | 0 | 1,063,865,000 | 1,063,865,000 | 0.29% | $973.19M |
| FN MA5971 | 0 | 984,529,173 | 984,529,173 | 0.29% | $971.67M |
| VALERIE ASSET LTD 09/50 1 | 0 | 927,665,000 | 927,665,000 | 0.27% | $907.93M |
| FNCL 4 4/26 | 0 | 955,980,013 | 955,980,013 | 0.27% | $902.21M |
| FNCL 5 6/24 | 0 | 883,000,000 | 883,000,000 | 0.26% | $869.13M |
| 83208D9A7 SMB 2026 B A1A 144A | 0 | 846,024,000 | 846,024,000 | 0.25% | $840.91M |
| FNCL 4.5 4/26 | 0 | 831,612,461 | 831,612,461 | 0.24% | $802.71M |
| Government National Mortgage Association, TBA | 0 | 835,739,000 | 835,739,000 | 0.23% | $782.47M |
| CITIGROUP MORTGAGE LOAN TRUST CMLTI 2026 RP1 PT 144A | 0 | 797,500,105 | 797,500,105 | 0.23% | $782.27M |
| US TREASURY N/B | 0 | 794,355,500 | 794,355,500 | 0.23% | $766.30M |
| Uniform Mortgage-Backed Security, TBA | 0 | 692,000,000 | 692,000,000 | 0.22% | $728.08M |
| CREDIT SUISSE MORTGAGE TRUST CSMC 2018 RP12 A2 144A | 0 | 735,075,397 | 735,075,397 | 0.20% | $687.02M |
| G2SF 5 5/26 | 0 | 685,875,000 | 685,875,000 | 0.20% | $677.96M |
| GS MORTGAGE BACKED SECURITIES GSMBS 2026 2 PT 144A | 0 | 612,008,047 | 612,008,047 | 0.19% | $622.49M |
| SMB Private Education Loan Trust 2026-B | 0 | 606,660,000 | 606,660,000 | 0.18% | $607.39M |
| G2 MB0682 | 0 | 641,204,535 | 641,204,535 | 0.18% | $588.57M |
| EGYPT GOVERNMENT BOND BONDS 10/30 19.698 | 0 | 30,258,800,000 | 30,258,800,000 | 0.16% | $545.06M |
| Uniform Mortgage-Backed Security, TBA | 0 | 559,880,000 | 559,880,000 | 0.16% | $539.83M |
| TURKIYE GOVERNMENT BOND BONDS 08/26 36 | 0 | 23,947,970,000 | 23,947,970,000 | 0.16% | $530.17M |
| NIGERIA OMO BILL NGOMOB 0 01/07/27 345D | 0 | 836,368,100,000 | 836,368,100,000 | 0.16% | $528.89M |
| JAPAN (30 YEAR ISSUE) BONDS 12/55 3.4 | 0 | 84,684,000,000 | 84,684,000,000 | 0.15% | $509.85M |
| NELNET STUDENT LOAN TRUST 2026-A SER 2026-A CL A1A REGD 144A P/P 4.61000000 | 0 | 512,716,362 | 512,716,362 | 0.15% | $506.50M |
| GNMA II, 30 Year | 0 | 545,012,050 | 545,012,050 | 0.15% | $500.40M |
| FNCI 3 4/24 | 0 | 471,775,000 | 471,775,000 | 0.13% | $450.64M |
| G2SF 4.5 4/26 | 0 | 454,887,000 | 454,887,000 | 0.13% | $439.52M |
| GS MORTGAGE BACKED SECURITIES GSMBS 2026 3 PT 144A | 0 | 414,283,560 | 414,283,560 | 0.12% | $415.41M |
| CREDIT SUISSE MORTGAGE TRUST CSMC 2019 RPL5 A2 144A | 0 | 424,977,706 | 424,977,706 | 0.12% | $406.16M |
| BECKETT MORTGAGES BECKS 2026 1A A 144A | 0 | 349,950,000 | 349,950,000 | 0.12% | $404.54M |
| GS MORTGAGE BACKED SECURITIES GSMBS 2026 1 PT 144A | 0 | 404,732,934 | 404,732,934 | 0.12% | $402.17M |
| ANDRETTI 144A | 0 | 352,716,000 | 352,716,000 | 0.12% | $388.49M |
| LEGACY MORTGAGE ASSET TRUST LMAT 2017 RPL2 A2 144A | 0 | 415,707,776 | 415,707,776 | 0.11% | $385.15M |
| CREDIT SUISSE MORTGAGE TRUST CSMC 2019 RPL7 A2 144A | 0 | 370,137,082 | 370,137,082 | 0.10% | $351.67M |
| Government National Mortgage Association, TBA | 0 | 329,600,000 | 329,600,000 | 0.10% | $331.08M |
| FNCL 3 6/24 | 0 | 363,181,518 | 363,181,518 | 0.09% | $318.51M |
| JP MORGAN MORTGAGE TRUST JPMMT 2026 CES2 PT | 0 | 279,154,322 | 279,154,322 | 0.09% | $300.04M |
| Government National Mortgage Association, TBA | 0 | 334,300,000 | 334,300,000 | 0.09% | $298.24M |
| TURKIYE GOVERNMENT BOND BONDS 07/27 37.84 | 0 | 13,360,000,000 | 13,360,000,000 | 0.09% | $292.68M |
| JP MORGAN MORTGAGE TRUST JPMMT 2026 HYB1 PT 144A | 0 | 287,058,775 | 287,058,775 | 0.09% | $291.22M |
| US TREASURY N/B | 0 | 282,800,000 | 282,800,000 | 0.08% | $278.40M |
| CMLTI 2026 1 PT 144A | 0 | 300,774,168 | 300,774,168 | 0.08% | $277.55M |
| TURKIYE GOVERNMENT BOND BONDS 10/27 36.78 | 0 | 12,750,000,000 | 12,750,000,000 | 0.08% | $277.12M |
| FINANCE OF AMERICA STRUCTURED SECURITIES TRUST SER | 0 | 279,000,000 | 279,000,000 | 0.08% | $269.64M |
| LURA FUNDING DAC LURA 2026 1A A 144A | 0 | 232,144,000 | 232,144,000 | 0.08% | $267.71M |
| TURKIYE GOVERNMENT BOND BONDS 02/27 32.6 | 0 | 11,800,000,000 | 11,800,000,000 | 0.07% | $250.32M |
| TURKIYE GOVERNMENT BOND BONDS 04/26 VAR | 0 | 10,940,000,000 | 10,940,000,000 | 0.07% | $246.14M |
| GNMA | 0 | 266,621,777 | 266,621,777 | 0.07% | $244.74M |
| FLORA FOOD MANAGEMENT BV SR SECURED 144A 10/30 7.5 | 0 | 213,400,000 | 213,400,000 | 0.07% | $244.47M |
| YI4360529 NIGERIA OMO BILL | 0 | 384,634,800,000 | 384,634,800,000 | 0.07% | $241.02M |
| YI4360503 NIGERIA OMO BILL | 0 | 383,322,800,000 | 383,322,800,000 | 0.07% | $240.92M |
| GSMBS 2026 RPL1 PT 144A | 0 | 256,814,851 | 256,814,851 | 0.07% | $238.92M |
| CREDIT SUISSE MORTGAGE TRUST CSMC 2018 RP10 A2 144A | 0 | 233,052,495 | 233,052,495 | 0.07% | $228.99M |
| YI4360438 NIGERIA OMO BILL | 0 | 361,833,300,000 | 361,833,300,000 | 0.07% | $228.11M |
| TITULOS DE TESORERIA BONDS 08/29 11 | 0 | 900,000,000,000 | 900,000,000,000 | 0.07% | $226.92M |
| FNMA POOL FA4197 FN 01/56 FIXED VAR | 0 | 219,073,647 | 219,073,647 | 0.07% | $222.97M |
| Databricks Inc 2025 1st Amendment Term Loan | 0 | 216,975,983 | 216,975,983 | 0.06% | $215.89M |
| TURKIYE GOVERNMENT BOND BONDS 05/27 41 | 0 | 9,370,000,000 | 9,370,000,000 | 0.06% | $211.25M |
| TITULOS DE TESORERIA BONDS 08/29 11 | 0 | 825,000,000,000 | 825,000,000,000 | 0.06% | $208.01M |
| Republic of Colombia | 0 | 202,400,000 | 202,400,000 | 0.06% | $200.78M |
| GNII II 3.5% 12/20/2055#MB0810 | 0 | 217,875,157 | 217,875,157 | 0.06% | $199.99M |
| GSG BIDCO LTD SR SECURED 144A 06/51 6.375 | 0 | 170,400,000 | 170,400,000 | 0.06% | $195.61M |
| TURKIYE GOVERNMENT BOND BONDS 01/27 0.00000 | 0 | 11,250,000,000 | 11,250,000,000 | 0.06% | $192.80M |
| GS MORTGAGE BACKED SECURITIES GSMBS 2021 RPL2 A5 144A | 0 | 204,583,401 | 204,583,401 | 0.06% | $187.01M |
| JAPAN (20 YEAR ISSUE) BONDS 09/45 2.7 | 0 | 29,963,250,000 | 29,963,250,000 | 0.05% | $173.82M |
| NELNET STUDENT LOAN TRUST 2026-A SER 2026-A CL A1B V/R REGD 144A P/P 0.00000000 | 0 | 161,602,520 | 161,602,520 | 0.05% | $162.46M |
| FINANCE OF AMERICA HECM BUYOUT 2026 HB1 | 0 | 161,700,000 | 161,700,000 | 0.05% | $159.34M |
| MORGAN STANLEY RESIDENTIAL MOR MSRM 2026 RPL1 A1 144A | 0 | 161,522,791 | 161,522,791 | 0.05% | $156.17M |
| G2 MB0868 | 0 | 168,341,972 | 168,341,972 | 0.05% | $154.52M |
| FED HM LN PC POOL RJ4365 FR 06/55 FIXED 5.5 | 0 | 149,534,321 | 149,534,321 | 0.05% | $152.30M |
| FNMA POOL FA3632 FN 03/55 FIXED VAR | 0 | 153,702,261 | 153,702,261 | 0.05% | $151.78M |
| UNITY-PEACE PARK CLO LTD 22-1A A1R TSFR3M+106 04/20/2035 144A | 0 | 150,600,000 | 150,600,000 | 0.04% | $150.64M |
| BRSP 2026-FL3 LTD SER 2026-FL3 CL A V/R REGD 144A P/P 5.15000000 | 0 | 150,600,000 | 150,600,000 | 0.04% | $150.32M |
| GSG BIDCO LTD SR SECURED 144A 06/31 4.7 | 0 | 126,300,000 | 126,300,000 | 0.04% | $144.82M |
| Harvest US CLO 2023-1 Ltd | 0 | 142,800,000 | 142,800,000 | 0.04% | $142.69M |
| NAVESINK CLO, LIMITED NAVS 2026 6A A1 144A | 0 | 142,300,000 | 142,300,000 | 0.04% | $142.30M |
| Anchorage Capital Clo 28 Ltd | 0 | 135,200,000 | 135,200,000 | 0.04% | $134.89M |
| TITULOS DE TESORERIA BONDS 11/40 12.75 | 0 | 508,432,300,000 | 508,432,300,000 | 0.04% | $134.76M |
| ACORE 2026-FL1 ISSUER LLC SER 2026-FL1 CL A V/R REGD 144A P/P 5.15000000 | 0 | 133,800,000 | 133,800,000 | 0.04% | $133.72M |
| SANDSTONE PEAK LTD. SAND 2021 1A A1R2 144A | 0 | 127,800,000 | 127,800,000 | 0.04% | $127.49M |
| TITULOS DE TESORERIA BONDS 08/29 11 | 0 | 500,000,000,000 | 500,000,000,000 | 0.04% | $126.07M |
| GSG BIDCO LTD SR SECURED 144A 06/36 5.375 | 0 | 109,800,000 | 109,800,000 | 0.04% | $126.04M |
| Sycamore Tree CLO 2023-2 Ltd | 0 | 125,540,000 | 125,540,000 | 0.04% | $125.45M |
| Anchorage Credit Funding 20 Ltd | 0 | 124,200,000 | 124,200,000 | 0.04% | $124.20M |
| G2 MB0742 | 0 | 134,155,344 | 134,155,344 | 0.04% | $123.14M |
| FED HM LN PC POOL RJ5969 FR 11/55 FIXED 5 | 0 | 124,404,494 | 124,404,494 | 0.04% | $122.82M |
| MARBLE POINT CLO XXIV LTD A1R TSFR3M+109 04/20/2035 144A | 0 | 122,300,000 | 122,300,000 | 0.04% | $122.33M |
| Sculptor CLO XXVII Ltd | 0 | 120,000,000 | 120,000,000 | 0.04% | $119.90M |
| Palmer Square Loan Funding Ltd., Series 2024-2A, Class A1R | 0 | 118,500,000 | 118,500,000 | 0.04% | $118.36M |
| FED HM LN PC POOL SL3937 FR 01/56 FIXED 5.5 | 0 | 114,544,918 | 114,544,918 | 0.03% | $117.28M |
| US TREASURY N/B | 0 | 119,800,000 | 119,800,000 | 0.03% | $115.50M |
| 83208D9E9 SMB 2026 B A1B SOFR30A+120BP | 0 | 115,365,000 | 115,365,000 | 0.03% | $115.36M |
| NSCALE DELAYED DRAW TERM LOAN | 0 | 113,300,000 | 113,300,000 | 0.03% | $113.30M |
| PRET LLC, Series 2026-NPL1, Class A1 | 0 | 113,924,199 | 113,924,199 | 0.03% | $113.09M |
| VALERIE ASSET LTD 09/50 1 | 0 | 126,021,000 | 126,021,000 | 0.03% | $112.71M |
| SOUTH AFRICAN T BILLS BILLS 01/27 0.00000 | 0 | 2,010,300,000 | 2,010,300,000 | 0.03% | $112.58M |
| PRET 2026-NPL4 A1 | 0 | 111,000,000 | 111,000,000 | 0.03% | $111.08M |
| FED HM LN PC POOL SL1605 FR 01/55 FIXED 5.5 | 0 | 107,737,655 | 107,737,655 | 0.03% | $109.69M |
| FANNIE MAE POOL UMBS P#FA3860 5.50000000 | 0 | 106,624,342 | 106,624,342 | 0.03% | $108.84M |
| Boyce Park Clo Ltd | 0 | 104,600,000 | 104,600,000 | 0.03% | $104.63M |
| GSREFT 2026-FL1 A | 0 | 104,185,000 | 104,185,000 | 0.03% | $104.45M |
| GNMA II TBA 30 YR 3.5 JUMBOS | 0 | 112,463,738 | 112,463,738 | 0.03% | $103.21M |
| PALMER SQUARE LOAN FUNDING 2024-3 LTD PSTAT 2024-3A A1R | 0 | 101,448,445 | 101,448,445 | 0.03% | $101.43M |
| Capital Four US CLO I Ltd | 0 | 100,000,000 | 100,000,000 | 0.03% | $99.85M |
| PFP Ltd., Series 2026-13, Class A | 0 | 96,350,000 | 96,350,000 | 0.03% | $96.46M |
| PRPM LLC, Series 2026-1, Class A1 | 0 | 96,185,647 | 96,185,647 | 0.03% | $95.24M |
| Government National Mortgage Association, TBA | 0 | 110,550,000 | 110,550,000 | 0.03% | $95.06M |
| Post CLO Ltd. | 0 | 94,400,000 | 94,400,000 | 0.03% | $94.42M |
| CREDIT SUISSE MORTGAGE TRUST CSMC 2021 RPL5 A1 144A | 0 | 96,800,981 | 96,800,981 | 0.03% | $92.09M |
| Trimaran Cavu 2021-2 Ltd | 0 | 90,600,000 | 90,600,000 | 0.03% | $90.58M |
| WATR 2026 1 A 144A | 0 | 89,421,000 | 89,421,000 | 0.03% | $89.54M |
| PRET 2026-RPL1 A1 | 0 | 90,358,663 | 90,358,663 | 0.03% | $87.64M |
| FS Rialto Issuer LLC, Series 2026-FL11, Class A | 0 | 85,850,000 | 85,850,000 | 0.03% | $85.87M |
| FANNIE MAE POOL FN 08/54 FIXED 5.5 | 0 | 82,778,769 | 82,778,769 | 0.03% | $84.15M |
| PALMER SQUARE EUROPEAN LOAN FU PSTET 2026 1A A 144A | 0 | 71,700,000 | 71,700,000 | 0.02% | $82.87M |
| ACREC LLC, Series 2026-FL4, Class A | 0 | 82,600,000 | 82,600,000 | 0.02% | $82.56M |
| CPS Auto Receivables Trust 2026-A | 0 | 81,553,252 | 81,553,252 | 0.02% | $81.52M |
| FED HM LN PC POOL SL1583 FR 06/55 FIXED 5.5 | 0 | 79,883,202 | 79,883,202 | 0.02% | $81.27M |
| 83208D990 SMB 2026 B D 144A | 0 | 81,385,000 | 81,385,000 | 0.02% | $80.71M |
| ARBOUR CLO ARBR 13A AR 144A | 0 | 67,700,000 | 67,700,000 | 0.02% | $78.02M |
| EURO-BUND FUTURE JUN26 | 0 | -21,532 | -21,532 | 0.02% | $77.87M |
| ACRES Commercial Realty Issuer LLC, Series 2026-FL4, Class A | 0 | 76,800,000 | 76,800,000 | 0.02% | $76.75M |
| PRET LLC, Series 2026-NPL3, Class A1 | 0 | 72,051,705 | 72,051,705 | 0.02% | $71.52M |
| Government National Mortgage Association, TBA | 0 | 85,000,000 | 85,000,000 | 0.02% | $70.19M |
| INVESCO EURO CLO XII DAC INVSC 12A A1R 144A | 0 | 60,700,000 | 60,700,000 | 0.02% | $69.97M |
| GNMA II POOL MB0201 G2 02/55 FIXED 3.5 | 0 | 76,039,576 | 76,039,576 | 0.02% | $69.82M |
| FANNIE MAE POOL UMBS P#CB9007 6.00000000 | 0 | 65,857,515 | 65,857,515 | 0.02% | $68.20M |
| TURKIYE T BILL BILLS 06/26 0.00000 | 0 | 3,100,000,000 | 3,100,000,000 | 0.02% | $64.81M |
| TOWD POINT MORTGAGE TRUST | 0 | 65,459,635 | 65,459,635 | 0.02% | $64.62M |
| ICG EURO CLO ICGE 2023 2A A1R 144A | 0 | 55,900,000 | 55,900,000 | 0.02% | $64.60M |
| CDX ITRAXX XOV44 5Y ICE | 0 | 1 | 1 | 0.02% | $62.07M |
| Federal Home Loan Mortgage Corp. | 0 | 60,631,988 | 60,631,988 | 0.02% | $61.67M |
| G2SF 3 4/26 | 0 | 67,900,000 | 67,900,000 | 0.02% | $60.63M |
| FCBSL 2023-3A AR CLO 144A FRN 01-23-37 | 0 | 60,100,000 | 60,100,000 | 0.02% | $60.13M |
| BOSPHORUS CLO BOPHO 9A AR 144A | 0 | 52,000,000 | 52,000,000 | 0.02% | $60.10M |
| FANNIE MAE POOL UMBS P#CC1216 5.50000000 | 0 | 57,877,398 | 57,877,398 | 0.02% | $59.00M |
| Verus Securitization Trust 2026-R2 | 0 | 58,000,000 | 58,000,000 | 0.02% | $58.04M |
| Westlake Automobile Receivables Trust 2026-1 | 0 | 54,800,000 | 54,800,000 | 0.02% | $54.75M |
| TITULOS DE TESORERIA BONDS 09/30 7.75 | 0 | 242,000,000,000 | 242,000,000,000 | 0.02% | $52.83M |
| CAPITAL FOUR CLO CFOUR 4A ARR 144A | 0 | 44,800,000 | 44,800,000 | 0.02% | $51.63M |
| TITULOS DE TESORERIA BONDS 04/28 6 | 0 | 216,000,000,000 | 216,000,000,000 | 0.02% | $50.84M |
| 83208D9F6 SMB 2026 B B 144A | 0 | 50,865,000 | 50,865,000 | 0.02% | $50.47M |
| FN CB9152 | 0 | 48,600,798 | 48,600,798 | 0.01% | $50.24M |
| Government National Mortgage Association | 0 | 54,613,837 | 54,613,837 | 0.01% | $50.14M |
| PROVIDUS CLO PRVD 7A ARR 144A | 0 | 43,100,000 | 43,100,000 | 0.01% | $49.67M |
| MS V4.213 02/08/30 . | 0 | 50,000,000 | 50,000,000 | 0.01% | $49.50M |
| DATABRICKS INC 2025 DELAYED DRAW TERM LOAN | 0 | 48,024,017 | 48,024,017 | 0.01% | $47.78M |
| FNMA POOL DF9353 FN 01/56 FIXED 5 | 0 | 47,114,772 | 47,114,772 | 0.01% | $46.50M |
| PRPM 2026-2 A1 | 0 | 45,615,675 | 45,615,675 | 0.01% | $45.65M |
| FANNIE MAE POOL UMBS P#CC0117 6.00000000 | 0 | 42,512,199 | 42,512,199 | 0.01% | $44.13M |
| PRET, LLC 2026-NPL2 | 0 | 43,972,394 | 43,972,394 | 0.01% | $43.66M |
| CDX HY46 5Y ICE | 0 | 1 | 1 | 0.01% | $43.30M |
| JPMMT 2026-VIS1 A1 | 0 | 43,294,202 | 43,294,202 | 0.01% | $42.97M |
| FANNIE MAE POOL UMBS P#FA3799 6.00000000 | 0 | 41,295,182 | 41,295,182 | 0.01% | $42.96M |
| FED HM LN PC POOL SL2247 FR 01/55 FIXED 5.5 | 0 | 41,945,297 | 41,945,297 | 0.01% | $42.90M |
| VIRGIN MEDIA INV HLDGS LTD 2025 GBP TERM LOAN | 0 | 33,498,728 | 33,498,728 | 0.01% | $42.57M |
| FREDDIE MAC POOL UMBS P#SL2834 5.50000000 | 0 | 41,715,420 | 41,715,420 | 0.01% | $42.45M |
| JAPAN (30 YEAR ISSUE) BONDS 03/54 1.8 | 0 | 9,930,000,000 | 9,930,000,000 | 0.01% | $42.33M |
| MARGAY CLO MARGA 2A AR 144A | 0 | 36,000,000 | 36,000,000 | 0.01% | $41.51M |
| BBCMS 2026-5C40 A3 | 0 | 40,200,000 | 40,200,000 | 0.01% | $41.06M |
| GNMA II, Single Family, 30 Year | 0 | 44,565,033 | 44,565,033 | 0.01% | $40.91M |
| FREDDIE MAC POOL UMBS P#SL2049 5.50000000 | 0 | 39,860,195 | 39,860,195 | 0.01% | $40.59M |
| LCM 39 LTD A1R2 TSFR3M+104 10/15/2034 144A | 0 | 38,400,000 | 38,400,000 | 0.01% | $38.41M |
| FANNIE MAE POOL UMBS P#FA3584 6.00000000 | 0 | 36,513,894 | 36,513,894 | 0.01% | $37.96M |
| FNMA POOL DF9031 FN 01/56 FIXED 5 | 0 | 37,631,727 | 37,631,727 | 0.01% | $37.14M |
| Towd Point Mortgage Trust 2026-CES1 | 0 | 37,322,800 | 37,322,800 | 0.01% | $37.12M |
| FANNIE MAE POOL FN 11/54 FIXED 5.5 | 0 | 36,204,972 | 36,204,972 | 0.01% | $36.92M |
| FREDDIE MAC POOL UMBS P#SL2838 5.50000000 | 0 | 36,089,223 | 36,089,223 | 0.01% | $36.91M |
| SMB Private Education Loan Trust (Private Loans) 5.13 04/15/2054 | 0 | 36,451,806 | 36,451,806 | 0.01% | $36.75M |
| VERUS 2026-R1 A1 | 0 | 36,942,464 | 36,942,464 | 0.01% | $36.65M |
| FANNIE MAE POOL UMBS P#FA3564 5.50000000 | 0 | 35,048,923 | 35,048,923 | 0.01% | $35.75M |
| VCAT ASSET SECURITIZATION LLC STEP 02/25/2056 144A | 0 | 35,690,978 | 35,690,978 | 0.01% | $35.56M |
| Reach Abs Trust, Series 2026-1A, Class A | 0 | 34,113,054 | 34,113,054 | 0.01% | $34.12M |
| Palmer Square Loan Funding 2024-1 Ltd | 0 | 33,865,471 | 33,865,471 | 0.01% | $33.86M |
| FED HM LN PC POOL SD3591 FR 08/53 FIXED 5.5 | 0 | 32,981,262 | 32,981,262 | 0.01% | $33.61M |
| FAIR OAKS LOAN FUNDING FOAKS 5A AR 144A | 0 | 27,900,000 | 27,900,000 | 0.01% | $32.23M |
| PRPM 2026-RCF2 LLC | 0 | 31,500,000 | 31,500,000 | 0.01% | $31.65M |
| Mountain View CLO LLC, Series 2016-1A, Class AR3 | 0 | 31,300,000 | 31,300,000 | 0.01% | $31.27M |
| RCKT Mortgage Trust 2026-CES1 | 0 | 31,397,430 | 31,397,430 | 0.01% | $31.18M |
| Exeter Automobile Receivables Trust 2026-1 | 0 | 31,000,000 | 31,000,000 | 0.01% | $30.99M |
| FANNIE MAE POOL UMBS P#FA1361 5.50000000 | 0 | 29,913,718 | 29,913,718 | 0.01% | $30.59M |
| GALXY 2016-22A AR4 | 0 | 30,600,000 | 30,600,000 | 0.01% | $30.59M |
| Fannie Mae Pool | 0 | 29,418,740 | 29,418,740 | 0.01% | $29.94M |
| FANNIE MAE POOL UMBS P#FA3583 6.00000000 | 0 | 28,661,171 | 28,661,171 | 0.01% | $29.83M |
| FREDDIE MAC POOL UMBS P#RJ5158 5.50000000 | 0 | 29,091,266 | 29,091,266 | 0.01% | $29.67M |
| FREDDIE MAC POOL UMBS P#RJ3965 5.50000000 | 0 | 28,963,573 | 28,963,573 | 0.01% | $29.54M |
| KKR FINANCIAL CLO LTD KKR 38A A1R 144A | 0 | 29,400,000 | 29,400,000 | 0.01% | $29.37M |
| FREDDIE MAC POOL UMBS P#SL2503 6.50000000 | 0 | 27,521,787 | 27,521,787 | 0.01% | $29.01M |
| Santander Mortgage Asset Receivable Trust 2026-NQM3 | 0 | 28,900,000 | 28,900,000 | 0.01% | $28.86M |
| PALMER SQUARE EUROPEAN LOAN FU PSTET 2026 1A B 144A | 0 | 24,900,000 | 24,900,000 | 0.01% | $28.78M |
| EURO-BOBL FUTURE JUN26 | 0 | -10,927 | -10,927 | 0.01% | $28.62M |
| G2 MB0933 | 0 | 30,160,367 | 30,160,367 | 0.01% | $27.68M |
| G2SF 4 4/23 | 0 | 29,537,000 | 29,537,000 | 0.01% | $27.67M |
| FED HM LN PC POOL RJ1765 FR 06/54 FIXED 5.5 | 0 | 27,026,924 | 27,026,924 | 0.01% | $27.59M |
| FREDDIE MAC POOL FR 03/54 FIXED 5.5 | 0 | 26,990,621 | 26,990,621 | 0.01% | $27.52M |
| SEMT 2026-HYB1 A1A | 0 | 28,100,000 | 28,100,000 | 0.01% | $27.46M |
| CDX IG46 5Y ICE | 0 | 1 | 1 | 0.01% | $27.42M |
| WATR 2026 1 R 144A | 0 | 27,362,000 | 27,362,000 | 0.01% | $27.40M |
| FNMA POOL CB7642 FN 12/53 FIXED 6 | 0 | 26,191,177 | 26,191,177 | 0.01% | $27.03M |
| FREDDIE MAC POOL UMBS P#SL3299 5.50000000 | 0 | 26,327,241 | 26,327,241 | 0.01% | $26.93M |
| PRPM 2026-RCF1 A1 | 0 | 26,729,109 | 26,729,109 | 0.01% | $26.60M |
| LURA FUNDING DAC LURA 2026 1A Y 144A | 0 | 1,820,000 | 1,820,000 | 0.01% | $26.21M |
| FNMA POOL DF9348 FN 01/56 FIXED 5 | 0 | 24,995,552 | 24,995,552 | 0.01% | $24.70M |
| FNMA POOL DG0555 FN 01/56 FIXED 5 | 0 | 24,648,751 | 24,648,751 | 0.01% | $24.33M |
| FNMA POOL BV6439 FN 11/55 FIXED 5.5 | 0 | 23,503,918 | 23,503,918 | 0.01% | $24.12M |
| AQFIT 2026-A A | 0 | 24,000,000 | 24,000,000 | 0.01% | $23.90M |
| FNMA POOL DF6734 FN 12/55 FIXED 5 | 0 | 23,881,897 | 23,881,897 | 0.01% | $23.57M |
| WATR 2026 1 B 144A | 0 | 23,455,000 | 23,455,000 | 0.01% | $23.49M |
| FNMA POOL DF7759 FN 01/56 FIXED 5 | 0 | 23,709,744 | 23,709,744 | 0.01% | $23.40M |
| FANNIE MAE POOL UMBS P#FA3798 6.00000000 | 0 | 22,438,026 | 22,438,026 | 0.01% | $23.34M |
| TOWD POINT MORTGAGE TRUST 2026-CES2 4.72% 02/25/2066 144A | 0 | 23,493,455 | 23,493,455 | 0.01% | $23.21M |
| THAMES WATER SUPER SENIOR ISSU 10/27 9.75 | 0 | 15,656,689 | 15,656,689 | 0.01% | $22.82M |
| FNMA POOL FA3387 FN 11/55 FIXED VAR | 0 | 22,321,633 | 22,321,633 | 0.01% | $22.74M |
| FREDDIE MAC POOL UMBS P#RJ5228 5.50000000 | 0 | 22,018,814 | 22,018,814 | 0.01% | $22.52M |
| PSTAT 2025-3A A1 | 0 | 22,000,000 | 22,000,000 | 0.01% | $22.01M |
| Anchorage Credit Funding 20 Ltd | 0 | 21,800,000 | 21,800,000 | 0.01% | $21.80M |
| LURA FUNDING DAC LURA 2026 1A C 144A | 0 | 18,916,000 | 18,916,000 | 0.01% | $21.67M |
| VCAT LLC, Series 2026-NPL1, Class A1 | 0 | 21,598,910 | 21,598,910 | 0.01% | $21.49M |
| Vitality Re XVII Ltd., Series A | 0 | 21,400,000 | 21,400,000 | 0.01% | $21.40M |
| Ellington Financial Mortgage Trust 2017-1 | 0 | 21,167,133 | 21,167,133 | 0.01% | $20.98M |
| FANNIE MAE POOL UMBS P#CC0277 6.50000000 | 0 | 19,722,737 | 19,722,737 | 0.01% | $20.79M |
| JAPAN (30 YEAR ISSUE) BONDS 06/54 2.2 | 0 | 4,413,000,000 | 4,413,000,000 | 0.01% | $20.70M |
| TORO EUROPEAN CLO TCLO 3A ARRE 144A | 0 | 17,400,000 | 17,400,000 | 0.01% | $20.11M |
| Greystone CRE Notes LLC, Series 2025-FL4, Class A | 0 | 20,000,000 | 20,000,000 | 0.01% | $20.01M |
| FANNIE MAE POOL UMBS P#FA3797 6.00000000 | 0 | 19,100,385 | 19,100,385 | 0.01% | $19.85M |
| Fannie Mae Pool | 0 | 19,842,519 | 19,842,519 | 0.01% | $19.82M |
| FREDDIE MAC POOL UMBS P#RJ3975 6.50000000 | 0 | 18,625,437 | 18,625,437 | 0.01% | $19.60M |
| BECKETT MORTGAGES BECKS 2026 1A B 144A | 0 | 16,901,000 | 16,901,000 | 0.01% | $19.49M |
| FREDDIE MAC POOL UMBS P#SL2994 6.00000000 | 0 | 18,732,973 | 18,732,973 | 0.01% | $19.48M |
| FNMA POOL DF9906 FN 01/56 FIXED 5 | 0 | 19,190,313 | 19,190,313 | 0.01% | $18.94M |
| FED HM LN PC POOL TA2572 FR 01/56 FIXED 5 | 0 | 18,386,634 | 18,386,634 | 0.01% | $18.16M |
| FED HM LN PC POOL TA2178 FR 12/55 FIXED 5 | 0 | 18,097,864 | 18,097,864 | 0.01% | $17.86M |
| BECKETT MORTGAGES BECKS 2026 1A C 144A | 0 | 14,913,000 | 14,913,000 | 0.01% | $17.20M |
| BBCMS Mortgage Trust 2026-5C40 | 0 | 17,000,000 | 17,000,000 | 0.01% | $17.00M |
| FREDDIE MAC POOL UMBS P#SL0788 6.00000000 | 0 | 16,149,633 | 16,149,633 | 0.00% | $16.68M |
| FREDDIE MAC POOL UMBS P#SL2984 5.50000000 | 0 | 16,186,071 | 16,186,071 | 0.00% | $16.52M |
| CWL 2006-14 M1 | 0 | 15,116,882 | 15,116,882 | 0.00% | $16.25M |
| GOLDEN BEAR RE LTD SERIES 2026 1 | 0 | 16,200,000 | 16,200,000 | 0.00% | $16.20M |
| WATR 2026 1 D 144A | 0 | 16,124,000 | 16,124,000 | 0.00% | $16.14M |
| Bridgecrest Lending Auto Securitization Trust 2026-1 | 0 | 16,000,000 | 16,000,000 | 0.00% | $16.00M |
| FNMA 30YR 6% 03/01/2054#CB8159 | 0 | 15,444,876 | 15,444,876 | 0.00% | $15.97M |
| FNMA POOL DF4540 FN 01/56 FIXED 5 | 0 | 16,163,336 | 16,163,336 | 0.00% | $15.96M |
| FNMA POOL CB7786 FN 01/54 FIXED 6 | 0 | 15,209,958 | 15,209,958 | 0.00% | $15.72M |
| WATR 2026 1 C 144A | 0 | 15,638,000 | 15,638,000 | 0.00% | $15.66M |
| FED HM LN PC POOL TA3872 FR 01/56 FIXED 5 | 0 | 15,501,861 | 15,501,861 | 0.00% | $15.30M |
| FREDDIE MAC POOL UMBS P#SL3298 5.50000000 | 0 | 14,922,364 | 14,922,364 | 0.00% | $15.22M |
| FREDDIE MAC POOL UMBS P#SL3380 5.50000000 | 0 | 14,768,492 | 14,768,492 | 0.00% | $15.04M |
| FNMA POOL FA4006 FN 01/56 FIXED VAR | 0 | 15,022,433 | 15,022,433 | 0.00% | $14.84M |
| FNMA POOL DF7466 FN 01/56 FIXED 5 | 0 | 14,329,314 | 14,329,314 | 0.00% | $14.14M |
| BECKETT MORTGAGES BECKS 2026 1A Y 144A | 0 | 1,729,000 | 1,729,000 | 0.00% | $14.08M |
| LURA FUNDING DAC LURA 2026 1A B 144A | 0 | 12,038,000 | 12,038,000 | 0.00% | $13.79M |
| Nature Coast Re Ltd | 0 | 13,800,000 | 13,800,000 | 0.00% | $13.76M |
| FANNIE MAE POOL UMBS P#FA3012 5.50000000 | 0 | 13,007,940 | 13,007,940 | 0.00% | $13.31M |
| FREDDIE MAC POOL UMBS P#RJ4830 5.50000000 | 0 | 12,749,050 | 12,749,050 | 0.00% | $13.04M |
| GSAR 2026-1A A2 | 0 | 12,700,000 | 12,700,000 | 0.00% | $12.67M |
| Integrity Re Ltd., Series B | 0 | 12,305,000 | 12,305,000 | 0.00% | $12.56M |
| FNMA POOL FA2921 FN 09/55 FIXED VAR | 0 | 12,060,628 | 12,060,628 | 0.00% | $12.29M |
| TEXTRON INC | 0 | 12,300,000 | 12,300,000 | 0.00% | $12.21M |
| CAPE LOOKOUT RE LTD | 0 | 12,200,000 | 12,200,000 | 0.00% | $12.20M |
| Cape Lookout Re Ltd. | 0 | 12,050,000 | 12,050,000 | 0.00% | $12.05M |
| BOSPHORUS CLO BOPHO 9A BR 144A | 0 | 10,400,000 | 10,400,000 | 0.00% | $12.02M |
| LURA FUNDING DAC LURA 2026 1A D 144A | 0 | 10,318,000 | 10,318,000 | 0.00% | $11.84M |
| RFR GBP SONIO/4.25000 03/18/26-10Y LCH | 0 | 1 | 1 | 0.00% | $11.81M |
| FANNIE MAE POOL UMBS P#FA3207 5.50000000 | 0 | 11,564,895 | 11,564,895 | 0.00% | $11.79M |
| FNMA POOL DF9878 FN 01/56 FIXED 5 | 0 | 11,927,334 | 11,927,334 | 0.00% | $11.77M |
| FED HM LN PC POOL TA4482 FR 01/56 FIXED 5 | 0 | 11,645,994 | 11,645,994 | 0.00% | $11.51M |
| Uniform Mortgage-Backed Security, TBA | 0 | 10,900,000 | 10,900,000 | 0.00% | $11.47M |
| FED HM LN PC POOL SL3730 FR 01/56 FIXED 5 | 0 | 11,575,604 | 11,575,604 | 0.00% | $11.43M |
| Veraison Re Ltd. | 0 | 11,400,000 | 11,400,000 | 0.00% | $11.40M |
| FNMA POOL DG0903 FN 01/56 FIXED 5 | 0 | 11,492,811 | 11,492,811 | 0.00% | $11.34M |
| FREDDIE MAC POOL UMBS P#SD7117 6.00000000 | 0 | 10,450,277 | 10,450,277 | 0.00% | $10.87M |
| FNMA POOL FA3519 FN 11/55 FIXED VAR | 0 | 10,973,535 | 10,973,535 | 0.00% | $10.84M |
| FNMA POOL DF6746 FN 01/56 FIXED 5 | 0 | 10,918,078 | 10,918,078 | 0.00% | $10.78M |
| FED HM LN PC POOL TA3798 FR 01/56 FIXED 5 | 0 | 10,783,289 | 10,783,289 | 0.00% | $10.64M |
| RFR USD SOFR/3.50000 06/17/26-7Y LCH | 0 | 1 | 1 | 0.00% | $10.36M |
| FNMA POOL FA3039 FN 10/55 FIXED VAR | 0 | 9,931,212 | 9,931,212 | 0.00% | $10.10M |
| 83208D9Y5 SMB 2026 B C 144A | 0 | 10,175,000 | 10,175,000 | 0.00% | $10.08M |
| FNMA POOL DF9475 FN 01/56 FIXED 5 | 0 | 10,156,485 | 10,156,485 | 0.00% | $10.02M |
| FED HM LN PC POOL TA4450 FR 01/56 FIXED 5 | 0 | 10,136,404 | 10,136,404 | 0.00% | $10.01M |
| FNMA POOL DF9358 FN 01/56 FIXED 5 | 0 | 10,107,658 | 10,107,658 | 0.00% | $9.98M |
| LURA FUNDING DAC LURA 2026 1A E 144A | 0 | 8,598,000 | 8,598,000 | 0.00% | $9.75M |
| PURPLE RE LTD | 0 | 9,650,000 | 9,650,000 | 0.00% | $9.65M |
| OCS GROUP HOLDINGS LTD 2026 GBP TERM LOAN B5 | 0 | 7,250,000 | 7,250,000 | 0.00% | $9.56M |
Top 300 of 488, by weight.
| Security | Shares Dec 2025 | Shares Mar 2026 | Δ shares | End % | Δ value |
|---|---|---|---|---|---|
| Uniform Mortgage-Backed Security, TBA | 19,895,277,514 | 0 | -19,895,277,514 | 0.00% | -$20.42B |
| Uniform Mortgage-Backed Security, TBA | 15,623,365,248 | 0 | -15,623,365,248 | 0.00% | -$16.24B |
| FNCL 6 3/24 | 14,532,700,000 | 0 | -14,532,700,000 | 0.00% | -$14.92B |
| Uniform Mortgage-Backed Security, TBA | 14,414,003,164 | 0 | -14,414,003,164 | 0.00% | -$14.60B |
| Uniform Mortgage-Backed Security, TBA | 7,630,883,053 | 0 | -7,630,883,053 | 0.00% | -$7.94B |
| FNCL 6.5 1/26 | 6,377,884,699 | 0 | -6,377,884,699 | 0.00% | -$6.63B |
| Uniform Mortgage-Backed Security, TBA | 6,303,203,013 | 0 | -6,303,203,013 | 0.00% | -$5.98B |
| FNCL 5 1/26 | 5,054,675,000 | 0 | -5,054,675,000 | 0.00% | -$5.04B |
| Uniform Mortgage-Backed Security, TBA | 2,668,208,000 | 0 | -2,668,208,000 | 0.00% | -$2.60B |
| US TREASURY N/B | 2,225,400,000 | 0 | -2,225,400,000 | 0.00% | -$2.25B |
| Government National Mortgage Association, TBA | 2,181,700,000 | 0 | -2,181,700,000 | 0.00% | -$2.22B |
| Government National Mortgage Association, TBA | 2,132,274,000 | 0 | -2,132,274,000 | 0.00% | -$2.08B |
| FNCL 6 1/26 | 1,750,600,486 | 0 | -1,750,600,486 | 0.00% | -$1.80B |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 1,577,345,000 | 0 | -1,577,345,000 | 0.00% | -$1.63B |
| Uniform Mortgage-Backed Security, TBA | 1,420,660,000 | 0 | -1,420,660,000 | 0.00% | -$1.42B |
| GSMBS 2026 1 PT 144A | 1,251,510,050 | 0 | -1,251,510,050 | 0.00% | -$1.26B |
| CMLTI 2026 RP1 PT 144A | 1,024,501,575 | 0 | -1,024,501,575 | 0.00% | -$1.00B |
| FNCL 3.5 2/26 | 1,063,865,000 | 0 | -1,063,865,000 | 0.00% | -$980.29M |
| Government National Mortgage Association, TBA | 747,205,000 | 0 | -747,205,000 | 0.00% | -$705.70M |
| Government National Mortgage Association, TBA | 685,875,000 | 0 | -685,875,000 | 0.00% | -$683.56M |
| FNCL 4 1/26 | 608,000,000 | 0 | -608,000,000 | 0.00% | -$576.78M |
| CREDIT SUISSE MORTGAGE TRUST CSMC 2018 RP12 A1 144A | 515,148,423 | 0 | -515,148,423 | 0.00% | -$499.35M |
| GSMBS 2026 2 PT 144A GSMBS 2026 2 PT 144A | 485,901,168 | 0 | -485,901,168 | 0.00% | -$491.76M |
| FNCI 3 1/25 | 471,775,000 | 0 | -471,775,000 | 0.00% | -$453.92M |
| FALKOR PLACEHODER 3MEUR + 200 | 400,400,000 | 0 | -400,400,000 | 0.00% | -$428.20M |
| UMBS | 392,146,118 | 0 | -392,146,118 | 0.00% | -$412.56M |
| G2SF 6.5 1/24 | 384,800,000 | 0 | -384,800,000 | 0.00% | -$397.82M |
| LUCCA FINANCE LUCCA 1A A 144A | 334,579,000 | 0 | -334,579,000 | 0.00% | -$393.62M |
| FNCL 4.5 1/26 | 397,092,000 | 0 | -397,092,000 | 0.00% | -$387.71M |
| FNCL 3 2/26 | 363,181,518 | 0 | -363,181,518 | 0.00% | -$321.03M |
| JPMMT 2026 CES2 PT 144A | 292,787,000 | 0 | -292,787,000 | 0.00% | -$312.72M |
| TBA GNMA 30 YR 5.50000000 | 294,500,000 | 0 | -294,500,000 | 0.00% | -$297.17M |
| JPMMT 2026 HYB1 PT 144A JPMMT 2026 HYB1 PT 144A | 287,700,000 | 0 | -287,700,000 | 0.00% | -$291.21M |
| CREDIT SUISSE MORTGAGE TRUST CSMC 2019 RPL5 A1 144A | 294,369,105 | 0 | -294,369,105 | 0.00% | -$287.87M |
| LEGACY MORTGAGE ASSET TRUST LMAT 2017 RPL2 A1 144A | 290,755,140 | 0 | -290,755,140 | 0.00% | -$278.67M |
| CREDIT SUISSE MORTGAGE TRUST CSMC 2019 RPL7 A1 144A | 264,741,149 | 0 | -264,741,149 | 0.00% | -$256.72M |
| PACIFIC GAS&ELEC | 223,783,000 | 0 | -223,783,000 | 0.00% | -$223.78M |
| DATABRICKS INC LAST OUT TERM LOAN | 216,975,983 | 0 | -216,975,983 | 0.00% | -$220.77M |
| CREDIT SUISSE MORTGAGE TRUST CSMC 2018 RP12 B1 144A | 237,521,850 | 0 | -237,521,850 | 0.00% | -$208.86M |
| FNCL 5.5 1/26 | 174,925,932 | 0 | -174,925,932 | 0.00% | -$177.40M |
| FED HM LN PC POOL SD8518 FR 03/55 FIXED 7 | 164,183,629 | 0 | -164,183,629 | 0.00% | -$172.73M |
| FN 190445 | 158,669,365 | 0 | -158,669,365 | 0.00% | -$164.93M |
| FR SD8527 | 150,745,496 | 0 | -150,745,496 | 0.00% | -$158.64M |
| UMBS | 141,610,674 | 0 | -141,610,674 | 0.00% | -$147.20M |
| FR SD8455 | 139,691,119 | 0 | -139,691,119 | 0.00% | -$145.21M |
| FR SD8471 | 139,673,562 | 0 | -139,673,562 | 0.00% | -$145.19M |
| ANCHORAGE CAPITAL CLO LTD ANCHC 2024 28A A 144A | 136,100,000 | 0 | -136,100,000 | 0.00% | -$136.89M |
| GS MORTGAGE BACKED SECURITIES GSMBS 2021 RPL2 A1 144A | 143,232,220 | 0 | -143,232,220 | 0.00% | -$134.02M |
| CREDIT SUISSE MORTGAGE TRUST CSMC 2019 RPL5 B1 144A | 143,653,300 | 0 | -143,653,300 | 0.00% | -$132.68M |
| TITULOS DE TESORERIA | 508,432,300,000 | 0 | -508,432,300,000 | 0.00% | -$132.01M |
| CREDIT SUISSE MORTGAGE TRUST CSMC 2018 RP10 A1 144A | 122,082,553 | 0 | -122,082,553 | 0.00% | -$121.80M |
| CREDIT SUISSE MORTGAGE TRUST CSMC 2018 RP10 B1 144A | 121,189,213 | 0 | -121,189,213 | 0.00% | -$118.34M |
| TOWER BRIDGE FUNDING TWRBG 2024 1A A 144A | 86,023,554 | 0 | -86,023,554 | 0.00% | -$116.09M |
| G2 MA7988 | 128,770,804 | 0 | -128,770,804 | 0.00% | -$115.94M |
| LEGACY MORTGAGE ASSET TRUST LMAT 2017 RPL2 B1 144A | 133,365,242 | 0 | -133,365,242 | 0.00% | -$112.70M |
| G2SF 4 1/26 | 118,071,000 | 0 | -118,071,000 | 0.00% | -$111.55M |
| CREDIT SUISSE MORTGAGE TRUST CSMC 2019 RPL7 B1 144A | 118,732,900 | 0 | -118,732,900 | 0.00% | -$109.02M |
| FN MA5676 | 101,899,072 | 0 | -101,899,072 | 0.00% | -$107.20M |
| G2 MA7937 | 114,356,980 | 0 | -114,356,980 | 0.00% | -$102.96M |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 30YR TBA FEB | 114,000,000 | 0 | -114,000,000 | 0.00% | -$102.32M |
| MAN EURO CLO MECLO 2023 1A A 144A | 86,900,000 | 0 | -86,900,000 | 0.00% | -$102.29M |
| Government National Mortgage Association | 110,550,000 | 0 | -110,550,000 | 0.00% | -$95.35M |
| CREDIT SUISSE MORTGAGE TRUST CSMC 2021 RPL5 A1A 144A | 100,828,347 | 0 | -100,828,347 | 0.00% | -$92.88M |
| DIAMETER CAPITAL CLO DCLO 2022 4A A1R 144A | 92,200,000 | 0 | -92,200,000 | 0.00% | -$92.80M |
| Societe Generale SA | 83,300,000 | 0 | -83,300,000 | 0.00% | -$83.35M |
| SYCAMORE TREE CLO LTD STCP 2023 2A AR 144A | 79,000,000 | 0 | -79,000,000 | 0.00% | -$79.42M |
| Bain Capital Credit CLO Ltd., Series 2020-2A, Class ARR | 78,400,000 | 0 | -78,400,000 | 0.00% | -$78.44M |
| PARALLEL LTD PARL 2021 1A AR 144A | 74,400,000 | 0 | -74,400,000 | 0.00% | -$74.26M |
| Sandstone Peak Ltd., Series 2021-1A, Class A1R | 72,100,000 | 0 | -72,100,000 | 0.00% | -$72.23M |
| BANCA MONTE DEI PASCHI S REGS 01/26 1.875 | 60,500,000 | 0 | -60,500,000 | 0.00% | -$71.10M |
| STATE OF ISRAEL | 68,400,000 | 0 | -68,400,000 | 0.00% | -$70.95M |
| Regatta XVI Funding Ltd., Series 2019-2A, Class A1R | 69,327,686 | 0 | -69,327,686 | 0.00% | -$69.38M |
| PCG 2.95 03/01/26 | 69,389,000 | 0 | -69,389,000 | 0.00% | -$69.22M |
| Sculptor CLO XXVII Ltd., Series 27A, Class A1R | 67,800,000 | 0 | -67,800,000 | 0.00% | -$67.80M |
| BCC 2021-4A A1R | 66,800,000 | 0 | -66,800,000 | 0.00% | -$66.86M |
| NSANY 8 1/8 07/17/35 | 61,200,000 | 0 | -61,200,000 | 0.00% | -$65.09M |
| G2SF 4.5 1/26 | 62,604,000 | 0 | -62,604,000 | 0.00% | -$60.99M |
| PANTHEON SNR DBT SCNDRS IIIUSD TERM LOAN | 60,600,000 | 0 | -60,600,000 | 0.00% | -$60.60M |
| UKG 10YR FUT G H6 03-27-26 | 69,445 | 0 | -69,445 | 0.00% | -$60.42M |
| MERCADOLIBRE INC | 60,100,000 | 0 | -60,100,000 | 0.00% | -$59.59M |
| DEUTSCHE BANK NY | 57,047,000 | 0 | -57,047,000 | 0.00% | -$54.47M |
| G2SF 2 1/26 | 65,230,000 | 0 | -65,230,000 | 0.00% | -$54.04M |
| ANCHORAGE CREDIT FUNDING LTD. ANCHF 2015 1A ARV 144A | 54,344,161 | 0 | -54,344,161 | 0.00% | -$53.94M |
| RFR USD SOFR/1.60000 01/16/24-2Y LCH | 1 | 0 | -1 | 0.00% | -$53.61M |
| ROLLS ROYCE PLC COMPANY GUAR REGS 02/26 4.625 | 45,275,000 | 0 | -45,275,000 | 0.00% | -$53.39M |
| Venture Global LNG Inc | 53,075,000 | 0 | -53,075,000 | 0.00% | -$52.81M |
| CIM TRUST CIM 2019 R1 A 144A | 57,035,695 | 0 | -57,035,695 | 0.00% | -$52.65M |
| PRET LLC, Series 2024-NPL7, Class A1 | 51,825,842 | 0 | -51,825,842 | 0.00% | -$51.90M |
| PARK AVENUE INSTITUTIONAL ADVISERS CLO LTD 2021-1 PAIA 2021-1A A1AR | 49,500,000 | 0 | -49,500,000 | 0.00% | -$49.54M |
| DATABRICKS INC DELAYED DRAW TERM LOAN | 48,024,017 | 0 | -48,024,017 | 0.00% | -$48.86M |
| COMMONSPIRIT | 49,200,000 | 0 | -49,200,000 | 0.00% | -$48.64M |
| DATABRICKS INC USD DELAYED DRAW TERM LOAN | 48,024,017 | 0 | -48,024,017 | 0.00% | -$48.14M |
| G2SF 3 1/26 | 50,300,000 | 0 | -50,300,000 | 0.00% | -$45.21M |
| NSANY 2 03/09/26 | 44,978,000 | 0 | -44,978,000 | 0.00% | -$44.80M |
| TCW GEM LTD TCW 2024 1A A1 144A | 43,800,000 | 0 | -43,800,000 | 0.00% | -$44.02M |
| RFR GBP SONIO/3.75000 09/17/25-5Y LCH | 1 | 0 | -1 | 0.00% | -$43.23M |
| WOODSIDE FINANCE | 42,600,000 | 0 | -42,600,000 | 0.00% | -$42.11M |
| HENLEY FUNDING LTD. HNLY 7A AR 144A | 34,450,821 | 0 | -34,450,821 | 0.00% | -$40.52M |
| BAIN CAPITAL CREDIT CLO, LIMIT BCC 2021 2A A1R 144A | 39,400,000 | 0 | -39,400,000 | 0.00% | -$39.44M |
| PRJCT ALFA INVSTINDUSTRAL VIII 2025 EUR TERM LOAN 2 | 33,547,500 | 0 | -33,547,500 | 0.00% | -$39.43M |
| AG TRUST AG 2024 NLP A 144A | 38,060,771 | 0 | -38,060,771 | 0.00% | -$38.32M |
| FED HM LN PC POOL QX8777 FR 03/55 FIXED 6.5 | 36,604,552 | 0 | -36,604,552 | 0.00% | -$38.05M |
| PRET LLC, Series 2024-NPL9, Class A1 | 37,728,180 | 0 | -37,728,180 | 0.00% | -$37.78M |
| VCAT ASSET SECURITIZATION, LLC VCAT 2025 NPL2 A1 144A | 36,775,370 | 0 | -36,775,370 | 0.00% | -$36.91M |
| FNMA POOL CC0500 FN 03/55 FIXED 6.5 | 35,010,469 | 0 | -35,010,469 | 0.00% | -$36.39M |
| G2SF 5.5 1/25 | 35,100,000 | 0 | -35,100,000 | 0.00% | -$35.45M |
| LUCCA FINANCE LUCCA 1A Y 144A | 1,820,000 | 0 | -1,820,000 | 0.00% | -$33.58M |
| AVOCA STATIC CLO AVOST 1A AR 144A | 28,253,867 | 0 | -28,253,867 | 0.00% | -$33.20M |
| FNMA POOL DD6425 FN 04/55 FIXED 6.5 | 31,533,336 | 0 | -31,533,336 | 0.00% | -$32.78M |
| EAST LANE RE VII LTD UNSECURED 144A 03/26 VAR | 32,100,000 | 0 | -32,100,000 | 0.00% | -$32.69M |
| PROJECT FALKOR DEPOSIT REGS | 26,905,799 | 0 | -26,905,799 | 0.00% | -$31.62M |
| BROADCOM INC | 34,500,000 | 0 | -34,500,000 | 0.00% | -$31.57M |
| OCS GROUP HOLDINGS LTD GBP TERM LOAN B | 23,300,000 | 0 | -23,300,000 | 0.00% | -$31.48M |
| MF1 MULTIFAMILY HOUSING MORTGA MF1 2022 FL10 A 144A | 31,385,331 | 0 | -31,385,331 | 0.00% | -$31.43M |
| Uniform Mortgage-Backed Security, TBA | 28,400,000 | 0 | -28,400,000 | 0.00% | -$29.89M |
| FUT. EURO-BUND EUX MAR26 | -20,837 | 0 | 20,837 | 0.00% | -$29.67M |
| ONEOK INC | 28,935,000 | 0 | -28,935,000 | 0.00% | -$29.10M |
| RFR USD SOFR/2.30000 01/17/24-2Y LCH | 1 | 0 | -1 | 0.00% | -$28.74M |
| LUCCA FINANCE LUCCA 1A C 144A | 24,353,000 | 0 | -24,353,000 | 0.00% | -$28.65M |
| PACIFIC GAS&ELEC | 36,917,000 | 0 | -36,917,000 | 0.00% | -$27.79M |
| LUCCA FINANCE LUCCA 1A B 144A | 23,293,000 | 0 | -23,293,000 | 0.00% | -$27.40M |
| FNMA POOL DD4403 FN 03/55 FIXED 6.5 | 26,247,699 | 0 | -26,247,699 | 0.00% | -$27.28M |
| ROMANIA SR UNSECURED 144A 02/34 3.75 | 25,720,000 | 0 | -25,720,000 | 0.00% | -$27.26M |
| FED HM LN PC POOL QJ3868 FR 09/54 FIXED 6.5 | 24,286,636 | 0 | -24,286,636 | 0.00% | -$25.25M |
| BROADCOM INC | 26,905,000 | 0 | -26,905,000 | 0.00% | -$23.74M |
| Pret LLC, Series 2024-NPL6, Class A1 | 23,303,073 | 0 | -23,303,073 | 0.00% | -$23.33M |
| FED HM LN PC POOL RJ2525 FR 07/54 FIXED 6.5 | 22,162,032 | 0 | -22,162,032 | 0.00% | -$23.04M |
| VCAT LLC, Series 2025-NPL1, Class A1 | 22,069,169 | 0 | -22,069,169 | 0.00% | -$22.16M |
| ROMANIA SR UNSECURED REGS 10/45 6.5 | 18,900,000 | 0 | -18,900,000 | 0.00% | -$22.12M |
| ILLINOIS ST-BABS | 20,569,231 | 0 | -20,569,231 | 0.00% | -$21.75M |
| Palmer Square CLO Ltd., Series 2015-1A, Class A1A5 | 21,660,000 | 0 | -21,660,000 | 0.00% | -$21.66M |
| GS MORTGAGE BACKED SECURITIES GSMBS 2021 RPL2 A2 144A | 24,938,000 | 0 | -24,938,000 | 0.00% | -$21.50M |
| SYMPHONY CLO LTD SYMP 2022 37A A1AR 144A | 21,325,000 | 0 | -21,325,000 | 0.00% | -$21.46M |
| LUCCA FINANCE LUCCA 1A E 144A | 18,000,000 | 0 | -18,000,000 | 0.00% | -$21.16M |
| Freddie Mac Pool | 19,958,044 | 0 | -19,958,044 | 0.00% | -$20.75M |
| GS MORTGAGE BACKED SECURITIES GSMBS 2021 RPL2 M1 144A | 24,253,000 | 0 | -24,253,000 | 0.00% | -$20.55M |
| FED HM LN PC POOL QJ7190 FR 10/54 FIXED 6.5 | 19,424,494 | 0 | -19,424,494 | 0.00% | -$20.19M |
| Oportun Issuance Trust, Series 2025-A, Class A | 19,800,000 | 0 | -19,800,000 | 0.00% | -$19.80M |
| XIB 0 03/03/26 | 19,743,000 | 0 | -19,743,000 | 0.00% | -$19.63M |
| FED HM LN PC POOL RJ2700 FR 07/54 FIXED 6.5 | 16,176,751 | 0 | -16,176,751 | 0.00% | -$16.82M |
| State of Illinois, Series 5 | 15,314,286 | 0 | -15,314,286 | 0.00% | -$16.68M |
| FNMA POOL DC7843 FN 01/55 FIXED 6.5 | 15,842,894 | 0 | -15,842,894 | 0.00% | -$16.47M |
| GS MORTGAGE BACKED SECURITIES GSMBS 2021 RPL2 M2 144A | 19,676,000 | 0 | -19,676,000 | 0.00% | -$16.44M |
| PACIFIC GAS&ELEC | 24,300,000 | 0 | -24,300,000 | 0.00% | -$16.42M |
| Government National Mortgage Association | 19,770,000 | 0 | -19,770,000 | 0.00% | -$16.37M |
| U.S. Treasury Notes | 16,140,540 | 0 | -16,140,540 | 0.00% | -$16.00M |
| AVOCA STATIC CLO AVOST 1A BR 144A | 13,500,000 | 0 | -13,500,000 | 0.00% | -$15.91M |
| OCTAGON INVESTMENT PARTNERS 39 OCT39 2018 3A AR 144A | 15,564,033 | 0 | -15,564,033 | 0.00% | -$15.58M |
| FINASTRA USA INC 2023 TERM LOAN | 15,111,833 | 0 | -15,111,833 | 0.00% | -$15.23M |
| LUCCA FINANCE LUCCA 1A D 144A | 12,705,000 | 0 | -12,705,000 | 0.00% | -$14.94M |
| FED HM LN PC POOL QY0410 FR 04/55 FIXED 6.5 | 14,145,857 | 0 | -14,145,857 | 0.00% | -$14.70M |
| ONSLOW BAY FINANCIAL LLC OBX 2023 NQM2 A1 144A | 13,580,764 | 0 | -13,580,764 | 0.00% | -$13.57M |
| NAVESINK CLO, LIMITED NAVS 2024 2A A1 144A | 13,400,000 | 0 | -13,400,000 | 0.00% | -$13.40M |
| BOEING CO | 13,187,000 | 0 | -13,187,000 | 0.00% | -$13.16M |
| RESEARCH-DRIVEN PAGAYA MOTOR ASSET TRUST 2023-3 7.13% 01/26/2032 144A | 12,672,748 | 0 | -12,672,748 | 0.00% | -$12.69M |
| BROADCOM INC | 13,531,000 | 0 | -13,531,000 | 0.00% | -$12.53M |
| Bain Capital Credit CLO Ltd., Series 2021-4A, Class BR | 12,400,000 | 0 | -12,400,000 | 0.00% | -$12.42M |
| FNMA POOL DD5574 FN 03/55 FIXED 6.5 | 11,671,736 | 0 | -11,671,736 | 0.00% | -$12.14M |
| VERUS SECURITIZATION TRUST VERUS 2023 1 A1 144A | 12,041,515 | 0 | -12,041,515 | 0.00% | -$12.01M |
| WIND RIVER CLO LTD WINDR 2017 1A ARR 144A | 11,250,000 | 0 | -11,250,000 | 0.00% | -$11.27M |
| VERUS SECURITIZATION TRUST VERUS 2023 INV1 A1 144A | 11,051,449 | 0 | -11,051,449 | 0.00% | -$11.03M |
| GSCG TRUST GSCG 2019 600C A 144A | 12,950,000 | 0 | -12,950,000 | 0.00% | -$10.88M |
| Pagaya AI Debt Trust 2025-4 | 10,543,927 | 0 | -10,543,927 | 0.00% | -$10.55M |
| PALMER SQUARE EUROPEAN LOAN FU PSTET 2023 2A AR 144A | 8,949,313 | 0 | -8,949,313 | 0.00% | -$10.52M |
| Exeter Automobile Receivables Trust, Series 2024-5A, Class A3 | 10,189,099 | 0 | -10,189,099 | 0.00% | -$10.19M |
| FED HM LN PC POOL RJ4736 FR 07/55 FIXED 7 | 8,816,791 | 0 | -8,816,791 | 0.00% | -$9.29M |
| TIAA CLO LTD TIA 2018 1A A1AR 144A | 9,038,648 | 0 | -9,038,648 | 0.00% | -$9.04M |
| FNMA POOL DD4460 FN 04/55 FIXED 6.5 | 8,623,177 | 0 | -8,623,177 | 0.00% | -$8.97M |
| AMERICAN ASTS LP | 8,800,000 | 0 | -8,800,000 | 0.00% | -$8.03M |
| LUCCA FINANCE LUCCA 1A F 144A | 6,353,000 | 0 | -6,353,000 | 0.00% | -$7.48M |
| WESTLAKE AUTOMOBILE RECEIVABLE WLAKE 2024 2A A2A 144A | 7,450,293 | 0 | -7,450,293 | 0.00% | -$7.46M |
| ALTICE FRANCE SA SR SECURED 144A 10/30 4.75 | 6,704,490 | 0 | -6,704,490 | 0.00% | -$7.43M |
| Hyundai Auto Lease Securitization Trust, Series 2023-C, Class A3 | 7,218,269 | 0 | -7,218,269 | 0.00% | -$7.22M |
| FED HM LN PC POOL QY3749 FR 05/55 FIXED 7 | 6,546,166 | 0 | -6,546,166 | 0.00% | -$6.90M |
| FGBM Mar 2026 | -11,507 | 0 | 11,507 | 0.00% | -$6.76M |
| SPACE COAST CREDIT UNION SCCU 2024 1A A2 144A | 6,682,498 | 0 | -6,682,498 | 0.00% | -$6.69M |
| U.S. Treasury Bills | 6,731,000 | 0 | -6,731,000 | 0.00% | -$6.68M |
| Exeter Automobile Receivables Trust 2025-2 | 6,675,511 | 0 | -6,675,511 | 0.00% | -$6.68M |
| U.S. Treasury Bills | 6,663,000 | 0 | -6,663,000 | 0.00% | -$6.65M |
| BAIN CAPITAL CREDIT CLO, LIMIT BCC 2021 2A A2R 144A | 6,300,000 | 0 | -6,300,000 | 0.00% | -$6.33M |
| KDAC AVIATION FINANCE LTD SER 2017-1A CL A REGD 144A P/P 4.21200000 | 6,301,717 | 0 | -6,301,717 | 0.00% | -$6.30M |
| Carvana Auto Receivables Trust, Series 2024-P4, Class A2 | 6,190,014 | 0 | -6,190,014 | 0.00% | -$6.19M |
| MAGNETITE XXV LTD SER 2020-25A CL A V/R REGD 144A P/P 5.31959000 | 5,432,856 | 0 | -5,432,856 | 0.00% | -$5.44M |
| TESLA AUTO LEASE TS 4.79% | 5,433,778 | 0 | -5,433,778 | 0.00% | -$5.44M |
| Porsche Innovative Lease Owner Trust 2024-1 | 5,392,719 | 0 | -5,392,719 | 0.00% | -$5.40M |
| BOEING CO/THE | 4,600,000 | 0 | -4,600,000 | 0.00% | -$5.09M |
| Exeter Automobile Receivables Trust, Series 2024-4A, Class A3 | 5,049,905 | 0 | -5,049,905 | 0.00% | -$5.05M |
| GLS AUTO RECEIVABLES TRUST GCAR 2024 4A A2 144A | 5,039,284 | 0 | -5,039,284 | 0.00% | -$5.04M |
| Chase Auto Owner Trust 2024-4 | 5,005,818 | 0 | -5,005,818 | 0.00% | -$5.01M |
| FNMA POOL DD2556 FN 02/55 FIXED 7 | 4,686,175 | 0 | -4,686,175 | 0.00% | -$4.94M |
| LAD Auto Receivables Trust, Series 2024-3A, Class A2 | 4,828,825 | 0 | -4,828,825 | 0.00% | -$4.83M |
| PENFED AUTO RECEIVABLES OWNER PNFED 2024 A A2 144A | 4,711,500 | 0 | -4,711,500 | 0.00% | -$4.71M |
| LUCCA FINANCE LUCCA 1A Z 144A | 4,235,000 | 0 | -4,235,000 | 0.00% | -$4.22M |
| ANCHORAGE CREDIT FUNDING LTD. ANCHF 2019 7A A 144A | 4,190,983 | 0 | -4,190,983 | 0.00% | -$4.19M |
| Research-Drive Pagaya Motor Asset Trust I Series 2024-1A, Class A | 4,154,139 | 0 | -4,154,139 | 0.00% | -$4.18M |
| CPS AUTO TRUST CPS 2024 C A 144A | 3,819,008 | 0 | -3,819,008 | 0.00% | -$3.82M |
| Porsche Innovative Lease Owner Trust, Series 2024-2A, Class A2A | 3,819,622 | 0 | -3,819,622 | 0.00% | -$3.82M |
| Drive Auto Receivables Trust 2024-2 | 3,762,459 | 0 | -3,762,459 | 0.00% | -$3.76M |
| PACIFIC GAS&ELEC | 4,345,000 | 0 | -4,345,000 | 0.00% | -$3.68M |
| ACRES Commercial Realty 2021-FL1 Issuer, Ltd. | 3,665,907 | 0 | -3,665,907 | 0.00% | -$3.66M |
| WESTLAKE AUTOMOBILE RECEIVABLE WLAKE 2024 2A A2B 144A | 3,488,779 | 0 | -3,488,779 | 0.00% | -$3.49M |
| FN FS9204 | 3,205,547 | 0 | -3,205,547 | 0.00% | -$3.33M |
| ALTICE FRANCE SA SR SECURED 144A 11/29 7.25 | 2,695,350 | 0 | -2,695,350 | 0.00% | -$3.16M |
| FNMA POOL DC1355 FN 09/54 FIXED 6.5 | 2,992,116 | 0 | -2,992,116 | 0.00% | -$3.11M |
| WLAKE 2024-1A A3 144A 5.44% 05-17-27 | 2,995,769 | 0 | -2,995,769 | 0.00% | -$3.00M |
| CMLTI 2026 RP1 SA 144A | 2,939,336 | 0 | -2,939,336 | 0.00% | -$2.95M |
| FED HM LN PC POOL QJ5545 FR 09/54 FIXED 6.5 | 2,828,283 | 0 | -2,828,283 | 0.00% | -$2.94M |
| FNCI 2.5 1/24 | 2,950,000 | 0 | -2,950,000 | 0.00% | -$2.79M |
| BROADCOM INC | 3,200,000 | 0 | -3,200,000 | 0.00% | -$2.72M |
| FINANCE OF AMERICA HECM BUYOUT FAHB 2024 HB1 A1A 144A | 2,660,299 | 0 | -2,660,299 | 0.00% | -$2.66M |
| FNMA POOL DC9630 FN 01/55 FIXED 6.5 | 2,467,149 | 0 | -2,467,149 | 0.00% | -$2.56M |
| FR SD8526 | 2,455,505 | 0 | -2,455,505 | 0.00% | -$2.55M |
| BONANZA RE LTD UNSECURED 144A 01/26 VAR | 2,500,000 | 0 | -2,500,000 | 0.00% | -$2.50M |
| Carvana Auto Receivables Trust, Series 2023-P1, Class A3 | 2,448,412 | 0 | -2,448,412 | 0.00% | -$2.45M |
| WOSAT 2024-A A2A 5.37% 02-15-28 | 2,274,838 | 0 | -2,274,838 | 0.00% | -$2.28M |
| RFR USD SOFR/4.00000 06/20/24-2Y LCH | 1 | 0 | -1 | 0.00% | -$2.24M |
| AFFRM 2024-X2 A 144A 5.22% 12-17-29 | 2,206,650 | 0 | -2,206,650 | 0.00% | -$2.21M |
| PACIFIC GAS & ELECTRIC REGD 3.75000000 | 2,902,000 | 0 | -2,902,000 | 0.00% | -$2.20M |
| CARVANA AUTO RECEIVABLES TRUST CRVNA 2024 N3 A2 144A | 2,173,079 | 0 | -2,173,079 | 0.00% | -$2.17M |
| Carlyle Global Market Strategies CLO Ltd., Series 2015-1A, Class AR3 | 2,138,514 | 0 | -2,138,514 | 0.00% | -$2.14M |
| DWOLF 2017-1A AR | 2,119,802 | 0 | -2,119,802 | 0.00% | -$2.12M |
| BridgeCrest Lending Auto Securitization Trust 2024-4 | 2,077,827 | 0 | -2,077,827 | 0.00% | -$2.08M |
| FCCU AUTO RECEIVABLES TRUST FCCU 2024 1A A2 144A | 1,968,136 | 0 | -1,968,136 | 0.00% | -$1.97M |
| LCM LOAN INCOME FUND LTD LCMLF 1A A 144A | 1,877,224 | 0 | -1,877,224 | 0.00% | -$1.88M |
| CHASE AUTO OWNER TRUST CHAOT 2024 3A A2 144A | 1,856,233 | 0 | -1,856,233 | 0.00% | -$1.86M |
| Atlas Senior Loan Fund XII Ltd | 1,830,774 | 0 | -1,830,774 | 0.00% | -$1.83M |
| COUNTRY GARDEN HLDGS SR SECURED REGS 10/30 3.875 | 18,050,000 | 0 | -18,050,000 | 0.00% | -$1.80M |
| CREDIT SUISSE MORTGAGE TRUST CSMC 2021 RPL5 A1X 144A | 100,828,347 | 0 | -100,828,347 | 0.00% | -$1.75M |
| FR SD8535 | 1,663,258 | 0 | -1,663,258 | 0.00% | -$1.73M |
| COUNTRY GARDEN HLDGS SR SECURED REGS 07/26 2.7 | 17,940,000 | 0 | -17,940,000 | 0.00% | -$1.71M |
| Newark BSL CLO Ltd., Series 2017-1A, Class A1R | 1,533,319 | 0 | -1,533,319 | 0.00% | -$1.53M |
| GRNST 2024-1A A2 | 1,497,578 | 0 | -1,497,578 | 0.00% | -$1.50M |
| CARMX 2024-2 A2A 5.65% 05-17-27 | 1,487,469 | 0 | -1,487,469 | 0.00% | -$1.49M |
| FNMA POOL MA5856 FN 10/55 FIXED 7 | 1,319,626 | 0 | -1,319,626 | 0.00% | -$1.39M |
| SDART 2024-1 A3 | 1,300,383 | 0 | -1,300,383 | 0.00% | -$1.30M |
| U.S. Treasury Bills | 1,277,000 | 0 | -1,277,000 | 0.00% | -$1.27M |
| AMERICAN CREDIT ACCEPTANCE RECEIVABLES TRUST 2024-4 SER 2024-4 CL A REGD 144A P/P 4.81000000 | 1,209,933 | 0 | -1,209,933 | 0.00% | -$1.21M |
| Pagaya AI Debt Trust, Series 2024-1, Class A | 1,174,409 | 0 | -1,174,409 | 0.00% | -$1.18M |
| US TREASURY N/B | 1,100,000 | 0 | -1,100,000 | 0.00% | -$1.09M |
| CDX HY42 5Y ICE | 1 | 0 | -1 | 0.00% | -$1.08M |
| U.S. Treasury Bills | 1,031,000 | 0 | -1,031,000 | 0.00% | -$1.03M |
| STEELE CREEK CLO LTD STCR 2018 1A A 144A | 997,784 | 0 | -997,784 | 0.00% | -$999.01K |
| FNMA POOL DD4461 FN 04/55 FIXED 7 | 924,800 | 0 | -924,800 | 0.00% | -$974.19K |
| PRETSL FLOAT 07/03/33 | 914,856 | 0 | -914,856 | 0.00% | -$914.86K |
| SUNAC CHINA HOLDINGS LTD SR SECURED 144A 06/26 0.00000 | 5,711,561 | 0 | -5,711,561 | 0.00% | -$913.85K |
| FED HM LN PC POOL QY1895 FR 04/55 FIXED 6.5 | 878,106 | 0 | -878,106 | 0.00% | -$912.68K |
| ANCHORAGE CREDIT FUNDING LTD. ANCHF 2015 1A ARE 144A | 918,752 | 0 | -918,752 | 0.00% | -$911.96K |
| UMBS | 845,128 | 0 | -845,128 | 0.00% | -$878.50K |
| DIRECTV FINANCING LLC TL 1ST LIEN (TSFR3M+526.161)(FLR 0.75) 9.10199% 08-02-27 | 870,520 | 0 | -870,520 | 0.00% | -$873.24K |
| Oportun Issuance Trust, Series 2024-2, Class A | 870,060 | 0 | -870,060 | 0.00% | -$870.17K |
| MADISON PARK FUNDING XXXV LTD SER 2019-35A CL A1R V/R REGD 144A P/P 5.13605000 | 841,946 | 0 | -841,946 | 0.00% | -$842.37K |
| GMF CANADA LEASING TRUST GCOLT 2024 1A A2 144A | 1,142,257 | 0 | -1,142,257 | 0.00% | -$833.69K |
| Ares XLIV CLO Ltd | 800,000 | 0 | -800,000 | 0.00% | -$800.24K |
| OIS MXN TIIE1+24/8.41* 12/11/25-0Y* CME | 1 | 0 | -1 | 0.00% | -$789.28K |
| CDX HY41 5Y ICE | 1 | 0 | -1 | 0.00% | -$704.72K |
| CSMC 2021-RPL9 TR VAR 02/25/2061 144A | 652,132 | 0 | -652,132 | 0.00% | -$650.16K |
| CIFI HOLDINGS GROUP COMPANY GUAR REGS 11/24 6.45 | 6,600,000 | 0 | -6,600,000 | 0.00% | -$615.98K |
| FLAGSHIP CREDIT AUTO TRUST FCAT 2022 2 B 144A | 611,658 | 0 | -611,658 | 0.00% | -$611.56K |
| TRNTS 2018-9A ARRR CLO 144A FRN 01-20-32 | 602,043 | 0 | -602,043 | 0.00% | -$602.78K |
| RFR USD SOFR/3.50000 07/12/24-5Y CME | 1 | 0 | -1 | 0.00% | -$546.77K |
| CIFI HOLDINGS GROUP COMPANY GUAR REGS 07/25 6 | 4,300,000 | 0 | -4,300,000 | 0.00% | -$440.75K |
| US TREASURY N/B | 420,000 | 0 | -420,000 | 0.00% | -$418.96K |
| TRINITAS CLO LTD TRNTS 2018 8A A 144A | 417,281 | 0 | -417,281 | 0.00% | -$417.79K |
| CIFI HOLDINGS GROUP COMPANY GUAR REGS 04/27 4.375 | 3,700,000 | 0 | -3,700,000 | 0.00% | -$351.50K |
| CIFI HOLDINGS GROUP COMPANY GUAR REGS 08/26 4.45 | 3,500,000 | 0 | -3,500,000 | 0.00% | -$328.12K |
| BEAR STEARNS ASSET BACKED SECU BSABS 2005 TC1 M3 | 317,185 | 0 | -317,185 | 0.00% | -$317.31K |
| UMBS | 304,745 | 0 | -304,745 | 0.00% | -$316.96K |
| U.S. Treasury Bills | 300,000 | 0 | -300,000 | 0.00% | -$299.07K |
| U.S. Treasury Bills | 300,000 | 0 | -300,000 | 0.00% | -$298.65K |
| Nassau Ltd., Series 2018-IA, Class A | 281,140 | 0 | -281,140 | 0.00% | -$281.28K |
| GSAA Home Equity Trust, Series 2007-8, Class A2 | 276,596 | 0 | -276,596 | 0.00% | -$275.00K |
| FED HM LN PC POOL QX8352 FR 03/55 FIXED 7 | 259,164 | 0 | -259,164 | 0.00% | -$273.00K |
| COUNTRYWIDE ASSET BACKED CERTI CWL 2006 19 1A | 269,388 | 0 | -269,388 | 0.00% | -$269.44K |
| CIFI HOLDINGS GROUP COMPANY GUAR REGS 10/25 5.95 | 2,600,000 | 0 | -2,600,000 | 0.00% | -$261.82K |
| FIRST FRANKLIN MTG LOAN ASSET FFML 2005 FF8 M2 | 251,693 | 0 | -251,693 | 0.00% | -$251.68K |
| CIFI HOLDINGS GROUP COMPANY GUAR REGS 05/26 5.25 | 2,200,000 | 0 | -2,200,000 | 0.00% | -$211.75K |
| COUNTRY GARDEN HLDGS SR SECURED REGS 08/30 4.8 | 2,100,000 | 0 | -2,100,000 | 0.00% | -$204.75K |
| AEGIS ASSET BACKED SECURITIES AABST 2004 4 M1 | 143,464 | 0 | -143,464 | 0.00% | -$200.89K |
| US TREASURY N/B | 200,000 | 0 | -200,000 | 0.00% | -$197.37K |
| GSMBS 2026 2 SA 144A GSMBS 2026 2 SA 144A | 163,185 | 0 | -163,185 | 0.00% | -$163.45K |
| HSI ASSET SECURITIZATION CORP TRUST 2006-OPT2 HASC 2006-OPT2 M2 | 154,919 | 0 | -154,919 | 0.00% | -$154.82K |
| EQUIFIRST MORTGAGE LOAN TRUST EMLT 2004 3 M5 | 150,372 | 0 | -150,372 | 0.00% | -$149.84K |
| Citigroup Mortgage Loan Trust Inc | 149,411 | 0 | -149,411 | 0.00% | -$149.47K |
| SUNAC CHINA HOLDINGS LTD SR SECURED 144A 06/28 0.00000 | 678,886 | 0 | -678,886 | 0.00% | -$145.96K |
| COUNTRY GARDEN HLDGS SR SECURED REGS 01/30 5.625 | 1,300,000 | 0 | -1,300,000 | 0.00% | -$126.23K |
| CIFI HOLDINGS GROUP COMPANY GUAR REGS 05/28 4.8 | 1,300,000 | 0 | -1,300,000 | 0.00% | -$125.12K |
| Romark CLO Ltd., Series 2017-1A, Class A1R | 121,046 | 0 | -121,046 | 0.00% | -$121.19K |
| GSMBS 2026 1 SA 144A GSMBS 2026 1 SA 144A | 118,477 | 0 | -118,477 | 0.00% | -$118.67K |
| CWL 2005-IM3 A3 | 48,602 | 0 | -48,602 | 0.00% | -$80.68K |
| VOYA CLO LTD INGIM 2012 4A A1R3 144A | 77,417 | 0 | -77,417 | 0.00% | -$77.51K |
| G2 MA7828 | 85,518 | 0 | -85,518 | 0.00% | -$77.06K |
| FNMA POOL BE2101 FN 11/46 FIXED 3.5 | 75,908 | 0 | -75,908 | 0.00% | -$73.51K |
| FED HM LN PC POOL Q59852 FG 11/48 FIXED 3.5 | 54,437 | 0 | -54,437 | 0.00% | -$50.96K |
| FNMA POOL DF2845 FN 10/55 FIXED 6.5 | 48,171 | 0 | -48,171 | 0.00% | -$50.09K |
| FED HM LN PC POOL QX7881 FR 03/55 FIXED 7 | 15,496 | 0 | -15,496 | 0.00% | -$16.33K |
| BEAR STEARNS ASSET BACKED SECU BSABS 2006 3 M1 | 12,454 | 0 | -12,454 | 0.00% | -$12.46K |
| FUT. EURX E-SCHATZ MAR26 | -76 | 0 | 76 | 0.00% | -$12.06K |
| FNMA POOL AB2446 FN 03/26 FIXED 3.5 | 9,930 | 0 | -9,930 | 0.00% | -$9.90K |
| FNMA POOL AH2876 FN 02/26 FIXED 3.5 | 9,690 | 0 | -9,690 | 0.00% | -$9.66K |
| Soundview Home Loan Trust, Series 2003-2, Class A2 | 3,493 | 0 | -3,493 | 0.00% | -$6.11K |
Top 300 of 394, by weight.
| Security | Shares Dec 2025 | Shares Mar 2026 | Δ shares | End % | Δ value |
|---|---|---|---|---|---|
| LETRA TESOURO NACIONAL BILLS 07/26 0.00000 | 18,460,000,000 | 35,725,662,000 | 17,265,662,000 | 1.99% | $3.52B |
| FR RQ0075 | 3,258,568,212 | 3,556,100,286 | 297,532,074 | 1.05% | $258.16M |
| FR RQ0084 | 2,218,853,606 | 2,313,721,788 | 94,868,182 | 0.68% | $69.47M |
| FN MA5944 | 629,558,293 | 1,688,588,994 | 1,059,030,701 | 0.50% | $1.04B |
| Freddie Mac Pool | 691,632,312 | 1,688,328,536 | 996,696,224 | 0.50% | $976.15M |
| FN MA5878 | 1,342,084,309 | 1,590,899,634 | 248,815,325 | 0.47% | $231.44M |
| JAPAN (30 YEAR ISSUE) BONDS 09/55 3.2 | 123,935,800,000 | 225,835,150,000 | 101,899,350,000 | 0.39% | $540.67M |
| FNMA POOL MA5909 FN 12/55 FIXED 5 | 893,831,496 | 906,640,652 | 12,809,157 | 0.27% | $2.91M |
| REPUBLIC OF SOUTH AFRICA BONDS 02/35 8.875 | 10,265,100,000 | 14,073,100,000 | 3,808,000,000 | 0.24% | $170.48M |
| ENVISION HEALTHCARE CORPORTION 2023 LAST OUT TERM LOAN | 748,781,964 | 761,087,656 | 12,305,692 | 0.23% | $12.67M |
| SAGB 7 02/28/31 R213 | 8,454,150,000 | 8,563,050,000 | 108,900,000 | 0.14% | -$25.17M |
| FN MA5852 | 252,394,025 | 379,342,851 | 126,948,826 | 0.11% | $122.65M |
| G2 MB0088 | 236,422,046 | 401,218,892 | 164,796,847 | 0.11% | $152.98M |
| ALTICE FRANCE SA 2025 EXT TERM LOAN B14 | 317,631,610 | 347,730,894 | 30,099,284 | 0.10% | $31.15M |
| FN MA5613 | 327,303,067 | 340,176,938 | 12,873,871 | 0.10% | $9.15M |
| REPUBLIC OF SOUTH AFRICA BONDS 01/37 8.5 | 3,587,800,000 | 5,129,300,000 | 1,541,500,000 | 0.08% | $67.94M |
| TITULOS DE TESORERIA BONDS 08/29 11 | 500,000,000,000 | 974,000,000,000 | 474,000,000,000 | 0.07% | $120.44M |
| GNMA II POOL MB0481 G2 07/55 FIXED 3.5 | 19,541,760 | 256,550,688 | 237,008,928 | 0.07% | $217.75M |
| TITULOS DE TESORERIA BONDS 02/33 13.25 | 805,751,900,000 | 839,054,200,000 | 33,302,300,000 | 0.07% | $8.78M |
| JAPAN (30 YEAR ISSUE) BONDS 03/55 2.4 | 5,099,000,000 | 41,277,900,000 | 36,178,900,000 | 0.06% | $175.07M |
| ENVISION HEALTHCARE CORPORTION 2023 1ST LIEN FIRST OUT TL | 176,003,977 | 178,896,476 | 2,892,499 | 0.05% | $2.89M |
| G2 MB0420 | 590,705 | 188,880,802 | 188,290,098 | 0.05% | $172.88M |
| JAPAN (30 YEAR ISSUE) BONDS 09/54 2.1 | 20,100,400,000 | 37,213,650,000 | 17,113,250,000 | 0.05% | $71.64M |
| UMBS | 142,132,022 | 170,700,743 | 28,568,720 | 0.05% | $26.70M |
| FR RQ0012 | 167,757,651 | 170,278,034 | 2,520,382 | 0.05% | $713.64K |
| JAPAN (30 YEAR ISSUE) BONDS 12/54 2.3 | 22,923,200,000 | 34,670,450,000 | 11,747,250,000 | 0.05% | $48.29M |
| FN MA5585 | 28,164,608 | 159,417,138 | 131,252,530 | 0.05% | $129.27M |
| FR SD8474 | 28,483,587 | 157,099,512 | 128,615,925 | 0.05% | $126.72M |
| UMBS | 116,005,869 | 137,089,128 | 21,083,259 | 0.04% | $19.58M |
| FNMASECY | 99,737,803 | 136,091,403 | 36,353,601 | 0.04% | $34.85M |
| Government National Mortgage Association | 59,473,128 | 142,651,858 | 83,178,729 | 0.04% | $76.79M |
| MF1 MULTIFAMILY HOUSING MORTGA MF1 2025 FL17 A 144A | 100,200,000 | 110,200,000 | 10,000,000 | 0.03% | $9.85M |
| FR SD8532 | 95,125,723 | 95,512,905 | 387,182 | 0.03% | -$624.26K |
| RFR USD SOFR/2.18000 07/23/32-30Y LCH | 0 | 460,200,000 | 460,200,000 | 0.03% | $85.24M |
| PRPM 2025-7 LLC SER 2025-7 CL A1 V/R REGD 144A P/P 5.50300000 | 71,831,791 | 81,715,014 | 9,883,223 | 0.02% | $9.44M |
| G2 MB0022 | 47,249,308 | 84,668,854 | 37,419,546 | 0.02% | $34.66M |
| REPUBLIC OF SOUTH AFRICA BONDS 01/40 9 | 798,200,000 | 1,294,400,000 | 496,200,000 | 0.02% | $23.60M |
| BARCLAYS PLC | 61,100,000 | 61,695,000 | 595,000 | 0.02% | $132.96K |
| RFR USD SOFR/2.11000 07/28/32-30Y LCH | 0 | 299,600,000 | 299,600,000 | 0.02% | $54.48M |
| RFR USD SOFR/2.17000 07/21/32-30Y LCH | 0 | 300,800,000 | 300,800,000 | 0.01% | $48.54M |
| FR SD8523 | 38,725,394 | 48,526,377 | 9,800,983 | 0.01% | $9.26M |
| VENZ 9.25 05/07/28 | 75,546,000 | 101,687,000 | 26,141,000 | 0.01% | $22.68M |
| RFR USD SOFR/2.40000 07/22/27-30Y LCH | 0 | 299,800,000 | 299,800,000 | 0.01% | $46.31M |
| PRPM, LLC 2025-8 | 37,023,934 | 45,733,549 | 8,709,615 | 0.01% | $8.46M |
| FED HM LN PC POOL QZ7884 FR 11/55 FIXED 5 | 43,148,991 | 44,043,128 | 894,137 | 0.01% | $423.85K |
| VENZ 11.95 08/05/31 | 64,700,000 | 75,700,000 | 11,000,000 | 0.01% | $17.70M |
| TURKIYE GOVERNMENT BOND BONDS 08/26 VAR | 52,700,000 | 1,702,700,000 | 1,650,000,000 | 0.01% | $37.08M |
| PETROLEOS DE VENEZUELA S REGD 5.37500000 | 105,630,000 | 108,730,000 | 3,100,000 | 0.01% | $11.63M |
| CITIGROUP MORTGAGE LOAN TRUST CMLTI 2007 AMC4 M1 | 25,634,653 | 38,634,653 | 13,000,000 | 0.01% | $11.78M |
| FN MA5759 | 20,859,297 | 36,466,553 | 15,607,255 | 0.01% | $15.18M |
| VENZ 9.25 09/15/27 | 60,703,000 | 73,603,000 | 12,900,000 | 0.01% | $15.07M |
| ALTICE FRANCE SA 2025 TERM LOAN B12 | 30,773,793 | 35,339,875 | 4,566,082 | 0.01% | $4.76M |
| ASSET BACKED SECURITIES CORP H ABSHE 2006 HE6 M1 | 35,328,551 | 35,400,914 | 72,363 | 0.01% | -$27.50K |
| ALTICE FRANCE SA 2025 EUR TERM LOAN B12 | 16,664,748 | 29,405,731 | 12,740,983 | 0.01% | $14.42M |
| NISSAN MOTOR ACCEPTANCE SR UNSECURED 144A 09/27 VAR | 29,700,000 | 33,000,000 | 3,300,000 | 0.01% | $3.21M |
| SOFI CONSUMER LOAN PROGRAM TRU SCLP 2025 C R | 19,638,243 | 22,910,628 | 3,272,385 | 0.01% | $2.41M |
| ASSET BACKED FUNDING CERTIFICA ABFC 2006 OPT1 M1 | 33,197,658 | 33,224,034 | 26,376 | 0.01% | -$272.57K |
| SOUTH AFRICAN T BILLS BILLS 10/26 0.00000 | 249,000,000 | 414,000,000 | 165,000,000 | 0.01% | $9.25M |
| PETROLEOS DE VENEZUELA S REGD 6.00000000 | 54,167,000 | 67,067,000 | 12,900,000 | 0.01% | $10.08M |
| PREFERRED TERM XXIII SR SECURED 144A 12/36 VAR | 24,257,006 | 24,311,287 | 54,281 | 0.01% | $1.75M |
| CTEV 6.75 03/31/31 144A | 34,224,792 | 34,353,135 | 128,343 | 0.01% | -$5.05M |
| STRUCTURED ASSET SECURITIES CO SASC 2006 EQ1A M1 144A | 21,540,241 | 21,588,944 | 48,703 | 0.01% | $269.85K |
| INTEGRITY RE LTD SR UNSECURED 144A 06/26 VAR | 16,150,000 | 21,550,000 | 5,400,000 | 0.01% | $4.88M |
| PETROLEOS DE VENEZUELA S REGD 0.00000000 | 43,640,000 | 52,840,000 | 9,200,000 | 0.01% | $10.73M |
| COUNTRYWIDE ASSET BACKED CERTI CWL 2006 19 M1 | 17,404,467 | 17,442,809 | 38,342 | 0.01% | $25.22K |
| MORGAN STANLEY CAPITAL INC MSAC 2007 HE6 A3 | 9,623,516 | 20,320,057 | 10,696,541 | 0.01% | $9.82M |
| FED HM LN PC POOL QZ8720 FR 11/55 FIXED 5 | 17,335,027 | 17,751,534 | 416,507 | 0.01% | $226.84K |
| HOME EQUITY ASSET TRUST HEAT 2005 8 M3 | 14,724,840 | 14,725,167 | 327 | 0.01% | $429.68K |
| FNMA POOL DF5025 FN 11/55 FIXED 5 | 16,903,644 | 16,969,984 | 66,340 | 0.00% | -$113.82K |
| FNMA POOL DD7282 FN 06/55 FIXED 5 | 16,727,615 | 16,946,297 | 218,682 | 0.00% | $40.34K |
| Asset Backed Securities Corp Home Equity Loan Trust Series AEG 2006-HE1 | 17,634,326 | 17,735,890 | 101,564 | 0.00% | $40.05K |
| PRPM LLC, Series 2025-5, Class A1 | 10,853,374 | 15,579,350 | 4,725,976 | 0.00% | $4.69M |
| FED HM LN PC POOL QZ6637 FR 11/55 FIXED 5 | 3,927,670 | 14,897,001 | 10,969,330 | 0.00% | $10.79M |
| COUNTRYWIDE ASSET BACKED CERTI CWL 2007 3 2A4 | 19,692,189 | 19,695,825 | 3,636 | 0.00% | -$270.80K |
| COUNTRYWIDE ASSET BACKED CERTI CWL 2005 14 M5 | 15,345,158 | 15,370,277 | 25,119 | 0.00% | $3.34K |
| FED HM LN PC POOL RQ0021 FR 05/55 FIXED 5 | 12,155,372 | 13,103,913 | 948,541 | 0.00% | $809.54K |
| RFR USD SOFR/3.59204 03/31/26-7Y* LCH | 5 | 7 | 2 | 0.00% | $12.26M |
| SANUK V2.469 01/11/28 | 11,100,000 | 12,330,000 | 1,230,000 | 0.00% | $1.21M |
| SOFI CONSUMER LOAN PROGRAM TRU SCLP 2025 A R 144A | 10,091,839 | 11,634,089 | 1,542,250 | 0.00% | -$1.78M |
| MASTR ASSET BACKED SECURITIES MABS 2006 NC1 M2 | 11,869,861 | 11,909,826 | 39,965 | 0.00% | -$52.44K |
| Ownit Mortgage Loan Trust, Series 2006-3, Class M1 | 9,244,054 | 9,244,925 | 871 | 0.00% | -$10.77K |
| COUNTRYWIDE ALTERNATIVE LOAN T CWALT 2007 OH1 A1C | 9,770,613 | 9,785,367 | 14,754 | 0.00% | $8.55K |
| MERRILL LYNCH ALTERNATIVE NOTE MANA 2007 AF1 AV1 | 20,101,203 | 20,101,301 | 98 | 0.00% | -$121.36K |
| FNMA POOL DF2837 FN 10/55 FIXED 5 | 7,497,482 | 8,298,802 | 801,321 | 0.00% | $709.47K |
| FR QJ9520 | 6,646,768 | 7,625,515 | 978,747 | 0.00% | $880.92K |
| COUNTRYWIDE HOME LOANS CWHL 2007 19 1A1 | 20,728,998 | 20,729,326 | 328 | 0.00% | -$51.02K |
| MPH ACQUISITION HOLDINGS SR SECURED 144A 12/30 11.5 | 7,938,987 | 8,137,461 | 198,474 | 0.00% | -$1.04M |
| HOME EQUITY ASSET TRUST HEAT 2005 9 M2 | 7,055,615 | 7,056,749 | 1,134 | 0.00% | -$4.89K |
| COUNTRYWIDE ALTERNATIVE LOAN T CWALT 2007 22 2A16 | 17,745,483 | 17,754,788 | 9,305 | 0.00% | $318.02K |
| PREFERRED TERM XXIII SECURED 144A 12/36 VAR | 6,522,467 | 6,537,062 | 14,596 | 0.00% | $470.29K |
| MORGAN STANLEY CAPITAL INC MSAC 2006 NC3 M1 | 7,151,143 | 7,151,469 | 327 | 0.00% | $117.79K |
| PAGAYA AI DEBT SELECTION TRUST PAID 2024 11 C 144A | 5,740,293 | 5,976,392 | 236,098 | 0.00% | $211.92K |
| LXS 2007-1 1A4 | 7,157,170 | 7,181,875 | 24,705 | 0.00% | $80.42K |
| MEXICAN UDIBONOS BONDS 11/28 4 | 102,243,133 | 103,647,342 | 1,404,210 | 0.00% | $85.41K |
| ROMARK CREDIT FUNDING, LTD. RCF 2021 2A A 144A | 1,000,000 | 6,000,000 | 5,000,000 | 0.00% | $4.76M |
| T/L LEALAND FINANCE COMPANY B V REGD 0.00000000 | 6,505,474 | 6,554,387 | 48,913 | 0.00% | $396.00K |
| VENZ 11.75 10/21/26 | 6,260,000 | 9,360,000 | 3,100,000 | 0.00% | $2.78M |
| SAXON ASSET SECURITIES TRUST SAST 2005 4 M4 | 5,425,922 | 5,426,202 | 280 | 0.00% | $4.67K |
| COUNTRYWIDE ALTERNATIVE LOAN T CWALT 2006 8T1 1A3 | 9,997,688 | 10,026,688 | 29,000 | 0.00% | -$126.95K |
| CREDIT SUISSE MORTGAGE TRUST CSMC 2006 6 1A1 | 12,979,264 | 12,990,988 | 11,724 | 0.00% | -$130.31K |
| FNMA POOL DE3823 FN 11/55 FIXED 5 | 3,091,147 | 4,277,928 | 1,186,781 | 0.00% | $1.14M |
| American Home Mortgage Assets Trust, Series 2006-1, Class 2A1 | 4,621,020 | 4,623,243 | 2,223 | 0.00% | -$16.14K |
| Venezuela Government International Bonds | 8,427,500 | 9,027,500 | 600,000 | 0.00% | $1.23M |
| COUNTRYWIDE ALTERNATIVE LOAN T CWALT 2007 25 1A2 | 7,766,948 | 7,767,572 | 624 | 0.00% | -$74.01K |
| UMBS | 3,172,309 | 3,201,234 | 28,926 | 0.00% | -$4.67K |
| COUNTRYWIDE ALTERNATIVE LOAN T CWALT 2007 9T1 2A2 | 7,825,437 | 7,825,441 | 4 | 0.00% | -$44.34K |
| FNMA POOL DE3831 FN 11/55 FIXED 5 | 1,113,514 | 3,126,298 | 2,012,784 | 0.00% | $1.98M |
| COUNTRYWIDE ALTERNATIVE LOAN T CWALT 2006 2CB A9 | 6,993,025 | 6,999,388 | 6,363 | 0.00% | -$52.47K |
| COUNTRYWIDE ALTERNATIVE LOAN T CWALT 2006 OC3 2A3 | 3,077,677 | 3,079,298 | 1,621 | 0.00% | $70.18K |
| ACE SECURITIES CORP. ACE 2005 HE3 M5 | 3,357,971 | 3,376,608 | 18,638 | 0.00% | $13.30K |
| PREFERRED TERM XXIII SR SECURED 144A 12/36 VAR | 2,894,588 | 2,901,065 | 6,477 | 0.00% | $136.44K |
| GSAA Home Equity Trust, Series 2007-9, Class A2A | 4,888,816 | 4,891,362 | 2,546 | 0.00% | -$33.46K |
| FED HM LN PC POOL QY5224 FR 06/55 FIXED 5 | 2,582,432 | 2,626,343 | 43,912 | 0.00% | $15.81K |
| RESIDENTIAL ASSET SECURITIZATI RAST 2006 A7CB 1A5 | 3,961,683 | 3,962,511 | 828 | 0.00% | -$40.68K |
| FED HM LN PC POOL QZ4365 FR 09/55 FIXED 5 | 2,326,143 | 2,454,383 | 128,241 | 0.00% | $101.64K |
| MORGAN STANLEY CAPITAL INC MSAC 2005 NC2 M6 | 2,525,671 | 2,526,064 | 393 | 0.00% | -$2.20K |
| FED HM LN PC POOL QZ5545 FR 10/55 FIXED 5 | 1,459,549 | 2,362,595 | 903,046 | 0.00% | $875.90K |
| FED HM LN PC POOL QZ8553 FR 11/55 FIXED 5 | 1,118,604 | 2,260,690 | 1,142,086 | 0.00% | $1.12M |
| IndyMac INDX Mortgage Loan Trust 2006-AR11 | 2,900,446 | 2,949,547 | 49,101 | 0.00% | -$25.03K |
| ADJUSTABLE RATE MORTGAGE TRUST ARMT 2005 12 4A1 | 9,576,935 | 9,577,488 | 554 | 0.00% | -$56.25K |
| RESIDENTIAL ASSET SECURITIZATI RAST 2006 A12 A3 | 6,417,710 | 6,417,817 | 107 | 0.00% | -$40.89K |
| COUNTRYWIDE ALTERNATIVE LOAN T CWALT 2006 8T1 1A1 | 6,045,272 | 6,062,808 | 17,536 | 0.00% | -$94.09K |
| STRUCTURED ASSET SECURITIES CO SASC 2005 5 1A2 | 4,595,998 | 4,596,462 | 464 | 0.00% | -$41.36K |
| BCAP LLC TRUST BCAP 2012 RR11 5A3 144A | 4,479,510 | 4,485,867 | 6,357 | 0.00% | -$21.23K |
| LEHMAN XS TRUST LXS 2006 18N A4 | 2,285,803 | 2,285,805 | 2 | 0.00% | $14.48K |
| RESIDENTIAL ASSET SECURITIZATI RAST 2007 A3 2A1 | 9,696,835 | 9,698,511 | 1,676 | 0.00% | -$24.74K |
| UMBS | 1,731,155 | 1,774,070 | 42,915 | 0.00% | $23.94K |
| FNCL UMBS 5.0 SL1094 04-01-55 | 165,431 | 1,712,556 | 1,547,126 | 0.00% | $1.53M |
| FNMA POOL DE9112 FN 09/55 FIXED 5 | 815,088 | 1,652,677 | 837,589 | 0.00% | $817.99K |
| FED HM LN PC POOL QZ8183 FR 11/55 FIXED 5 | 1,098,591 | 1,584,015 | 485,424 | 0.00% | $467.86K |
| FNMA POOL DE3078 FN 07/55 FIXED 5 | 677,410 | 1,566,860 | 889,450 | 0.00% | $870.69K |
| HSI ASSET SECURITIZATION CORPO HASC 2005 NC1 M4 | 1,614,092 | 1,617,492 | 3,400 | 0.00% | $8.28K |
| FR SD7380 | 984,082 | 1,537,573 | 553,491 | 0.00% | $535.68K |
| RESIDENTIAL ASSET SECURITIZATI RAST 2006 A5CB A2 | 5,907,807 | 5,914,733 | 6,926 | 0.00% | -$27.51K |
| ACE SECURITIES CORP. ACE 2005 HE5 M5 | 1,722,128 | 1,722,170 | 42 | 0.00% | -$1.71K |
| FED HM LN PC POOL QJ5275 FR 10/54 FIXED 5 | 89,545 | 1,483,176 | 1,393,631 | 0.00% | $1.38M |
| COUNTRYWIDE ALTERNATIVE LOAN T CWALT 2007 12T1 A16 | 2,855,868 | 2,858,355 | 2,487 | 0.00% | -$5.71K |
| COUNTRYWIDE HOME LOANS CWHL 2007 3 A13 | 3,638,568 | 3,643,732 | 5,164 | 0.00% | $76.82K |
| MEXICAN UDIBONOS BONDS 12/26 3 | 20,270,448 | 20,548,842 | 278,395 | 0.00% | $23.97K |
| RESIDENTIAL ASSET SECURITIZATI RAST 2007 A3 2A2 | 9,696,835 | 9,698,511 | 1,676 | 0.00% | -$79.07K |
| HARBORVIEW MORTGAGE LOAN TRUST HVMLT 2005 5 2A1B | 1,131,741 | 1,267,684 | 135,943 | 0.00% | $123.09K |
| COUNTRYWIDE ALTERNATIVE LOAN T CWALT 2006 11CB 3A1 | 2,517,700 | 2,517,734 | 34 | 0.00% | -$14.73K |
| COUNTRYWIDE ALTERNATIVE LOAN T CWALT 2006 45T1 1A13 | 3,284,344 | 3,284,692 | 348 | 0.00% | -$45.26K |
| COUNTRYWIDE ALTERNATIVE LOAN T CWALT 2007 9T1 2A1 | 2,663,418 | 2,663,419 | 1 | 0.00% | -$15.09K |
| FNMA POOL DE5060 FN 09/55 FIXED 5 | 929,307 | 1,069,001 | 139,694 | 0.00% | $128.21K |
| FNMA POOL MA5469 FN 09/54 FIXED 5 | 580,445 | 1,061,382 | 480,937 | 0.00% | $468.48K |
| FED HM LN PC POOL QX7248 FR 01/55 FIXED 5 | 548,179 | 1,007,123 | 458,944 | 0.00% | $448.00K |
| FNMA POOL DE1109 FN 06/55 FIXED 5 | 880,000 | 959,459 | 79,459 | 0.00% | $71.31K |
| EQUIFIRST MORTGAGE LOAN TRUST EMLT 2004 3 M9 | 985,293 | 995,412 | 10,119 | 0.00% | $13.54K |
| FR SD8492 | 351,967 | 891,818 | 539,851 | 0.00% | $529.28K |
| COUNTRYWIDE ALTERNATIVE LOAN T CWALT 2007 3T1 1A9 | 2,019,258 | 2,021,616 | 2,357 | 0.00% | -$15.78K |
| COUNTRYWIDE ALTERNATIVE LOAN T CWALT 2006 2CB A7 | 1,785,737 | 1,787,362 | 1,625 | 0.00% | -$13.40K |
| CENTEX HOME EQUITY CXHE 2005 B M6 | 861,473 | 870,532 | 9,060 | 0.00% | -$1.27K |
| FNMA POOL DE7035 FN 08/55 FIXED 5 | 612,805 | 778,269 | 165,463 | 0.00% | $159.24K |
| COUNTRYWIDE ASSET BACKED CERTI CWL 2004 10 MF5 | 980,018 | 992,109 | 12,090 | 0.00% | $6.96K |
| COUNTRYWIDE ALTERNATIVE LOAN T CWALT 2007 9T1 1A3 | 1,170,239 | 1,170,251 | 12 | 0.00% | -$1.78K |
| INDYMAC INDX MORTGAGE LOAN TRU INDX 2005 AR2 2A2A | 537,701 | 537,703 | 2 | 0.00% | $2.92K |
| GSR MORTGAGE LOAN TRUST GSR 2007 AR2 1A1 | 889,209 | 889,256 | 46 | 0.00% | $16.32K |
| COUNTRYWIDE ALTERNATIVE LOAN T CWALT 2007 3T1 1A11 | 1,055,448 | 1,056,680 | 1,232 | 0.00% | -$8.25K |
| MEXICAN UDIBONOS BONDS 11/31 2.75 | 8,687,954 | 8,807,274 | 119,321 | 0.00% | $2.94K |
| GSR MORTGAGE LOAN TRUST GSR 2005 AR7 4A1 | 1,003,145 | 1,003,145 | 0 | 0.00% | -$3.34K |
| RESIDENTIAL ASSET MORTGAGE PRO RAMP 2005 RS2 M6 | 464,918 | 466,101 | 1,183 | 0.00% | -$876 |
| CHASE MORTGAGE FINANCE CORPORA CHASE 2006 S4 A10 | 897,270 | 897,341 | 72 | 0.00% | -$9.38K |
| CHASE MORTGAGE FINANCE CORPORA CHASE 2006 S2 1A12 | 961,333 | 961,333 | 1 | 0.00% | -$2.51K |
| CWALT 2008-2R 2A1 | 803,866 | 804,823 | 957 | 0.00% | -$7.17K |
| FNMA POOL CB8271 FN 04/54 FIXED 5 | 263,263 | 336,802 | 73,539 | 0.00% | $69.87K |
| BEAR STEARNS ALT A TRUST BALTA 2005 7 23A1 | 805,977 | 805,992 | 15 | 0.00% | -$232 |
| COUNTRYWIDE HOME LOANS CWHL 2007 13 A5 | 707,553 | 709,017 | 1,465 | 0.00% | -$7.05K |
| CHASE MORTGAGE FINANCE CORPORA CHASE 2007 S5 1A9 | 692,373 | 692,766 | 393 | 0.00% | -$7.10K |
| COUNTRYWIDE ALTERNATIVE LOAN T CWALT 2006 5T2 A7 | 650,778 | 650,786 | 8 | 0.00% | -$2.48K |
| BEAR STEARNS ALT A TRUST BALTA 2005 3 4A3 | 201,625 | 221,544 | 19,919 | 0.00% | $20.96K |
| COUNTRYWIDE ALTERNATIVE LOAN T CWALT 2007 12T1 A1 | 478,834 | 479,251 | 417 | 0.00% | -$433 |
| ADJUSTABLE RATE MORTGAGE TRUST ARMT 2006 3 2A1 | 3,204,514 | 3,209,866 | 5,351 | 0.00% | -$87.43K |
| CHASE MORTGAGE FINANCE CORPORA CHASE 2007 S3 1A18 | 500,856 | 500,904 | 48 | 0.00% | -$5.58K |
| MEXICAN UDIBONOS BONDS 08/34 4 | 3,535,846 | 3,584,407 | 48,561 | 0.00% | -$1.05K |
| CHASE MORTGAGE FINANCE CORPORA CHASE 2006 S2 2A6 | 447,802 | 447,836 | 34 | 0.00% | -$1.22K |
| GOVERNMENT NATIONAL MORTGAGE A GNR 2007 21 PZ | 139,260 | 141,184 | 1,924 | 0.00% | $641 |
| FNCL UMBS 5.0 RJ2836 11-01-54 | 121,105 | 143,515 | 22,410 | 0.00% | $20.81K |
| MASTR ALTERNATIVE LOANS TRUST MALT 2005 3 6A3 | 225,283 | 225,283 | 0 | 0.00% | -$1.60K |
| COUNTRYWIDE HOME LOANS CWHL 2007 3 A12 | 259,667 | 260,036 | 369 | 0.00% | -$1.45K |
| ARGENT SECURITIES INC. ARSI 2004 W11 M7 | 87,792 | 88,060 | 267 | 0.00% | $2.50K |
| BEAR STEARNS ALT A TRUST BALTA 2005 4 23A2 | 80,718 | 96,527 | 15,809 | 0.00% | $15.91K |
| GSR MORTGAGE LOAN TRUST GSR 2005 AR7 1A1 | 149,962 | 150,394 | 432 | 0.00% | -$466 |
| FIRST HORIZON ALTERNATIVE MORT FHAMS 2006 FA8 1A8 | 155,010 | 155,226 | 215 | 0.00% | -$738 |
| FIRST HORIZON ALTERNATIVE MORT FHAMS 2007 FA4 1A8 | 79,555 | 79,623 | 68 | 0.00% | -$982 |
| ARMT 2005-10 3A11 | 17,913 | 18,129 | 215 | 0.00% | $807 |
| CMBX.NA.AS.6 SP SAL | 1 | 2 | 1 | 0.00% | $123 |
| CMBX.NA.AAA.6 SP SAL | 1 | 2 | 1 | 0.00% | -$1 |
| RFR USD SOFR/4.16066 03/31/26-28Y* LCH | 3 | 7 | 4 | 0.00% | -$4.13M |
| RFR USD SOFR/3.75000 03/18/26-7Y LCH | 1 | 2 | 1 | 0.00% | -$2.40M |
| Security | Shares Dec 2025 | Shares Mar 2026 | Δ shares | End % | Δ value |
|---|---|---|---|---|---|
| U.S. Treasury Inflation-Protected Indexed Notes | 4,163,339,574 | 4,158,364,446 | -4,975,128 | 1.25% | -$1.13M |
| U.S. TREASURY INFLATION-PROTECTED SECURITIES 1.375 07/15/33 | 2,633,091,001 | 2,629,922,745 | -3,168,256 | 0.77% | $4.25M |
| U.S. TREASURY INFLATION-PROTECTED SECURITIES .25% 07/15/29 | 1,522,702,546 | 1,520,872,317 | -1,830,229 | 0.44% | $12.12M |
| CREDIT SUISSE MORTGAGE TRUST CSMC 2018 RPL6 A2 144A | 1,443,275,653 | 1,403,329,823 | -39,945,830 | 0.38% | -$42.80M |
| U.S. Treasury Notes | 1,261,071,765 | 1,259,567,627 | -1,504,138 | 0.38% | $4.84M |
| CITIGROUP MORTGAGE LOAN TRUST CMLTI 2021 RP4 A5 144A | 1,419,291,056 | 1,385,801,143 | -33,489,914 | 0.36% | -$30.87M |
| LEGACY MORTGAGE ASSET TRUST LMAT 2024 INV1 PT 144A | 1,201,311,703 | 1,162,629,271 | -38,682,432 | 0.35% | -$60.71M |
| U.S. TREASURY INFLATION-PROTECTED SECURITIES 0-5/8% 07/15/2032 | 1,218,931,005 | 1,217,473,487 | -1,457,518 | 0.34% | $5.14M |
| BANC OF AMERICA MERRILL LYNCH BAMLL 2024 LB1 AE 144A | 1,124,847,032 | 1,064,128,973 | -60,718,059 | 0.31% | -$56.23M |
| U.S. TREASURY INFLATION-PROTECTED SECURITIES 0-1/8% 10/15/2026 | 1,017,949,708 | 1,016,728,059 | -1,221,649 | 0.31% | $16.97M |
| DUTCH MORTGAGE FINANCE DMFI 2024 1A A 144A | 849,517,504 | 789,934,746 | -59,582,758 | 0.27% | -$86.08M |
| DURHAM MORTGAGES DRHM 2024 AA A 144A | 676,742,524 | 639,555,333 | -37,187,191 | 0.25% | -$66.39M |
| CITIGROUP MORTGAGE LOAN TRUST CMLTI 2023 RP1 PT 144A | 1,056,860,983 | 1,042,555,288 | -14,305,695 | 0.25% | -$21.56M |
| FINANCE OF AMERICA STRUCTURED SECURITIES TRUST SER | 861,394,655 | 856,241,194 | -5,153,461 | 0.25% | -$6.50M |
| RIPON MORTGAGES RIPON 2025 1A A 144A | 634,567,574 | 599,734,875 | -34,832,699 | 0.24% | -$61.93M |
| CITIGROUP MORTGAGE LOAN TRUST CMLTI 2024 RP3 PT 144A | 907,190,887 | 894,567,106 | -12,623,781 | 0.22% | -$19.07M |
| DURHAM MORTGAGES DRHM 2024 BA A 144A | 574,242,538 | 536,751,975 | -37,490,563 | 0.21% | -$64.05M |
| SMB PRIVATE EDUCATION LOAN TRUST 2025-C SER 2025-C CL A1A REGD 144A P/P 4.96000000 | 725,957,259 | 700,426,558 | -25,530,701 | 0.21% | -$25.91M |
| U.S. TREASURY INFLATION-PROTECTED SECURITIES 0-1/8% 07/15/2026 | 681,765,903 | 680,947,806 | -818,097 | 0.21% | $12.99M |
| DUTCH MORTGAGE FINANCE DMFI 2025 1A A 144A | 606,010,000 | 575,793,166 | -30,216,834 | 0.20% | -$47.07M |
| GS MORTGAGE BACKED SECURITIES GSMBS 2022 RPL3 PT 144A | 707,367,559 | 684,508,862 | -22,858,696 | 0.19% | -$26.82M |
| CITIGROUP MORTGAGE LOAN TRUST CMLTI 2021 RP5 A4 144A | 725,839,651 | 699,780,625 | -26,059,026 | 0.19% | -$23.76M |
| CITIGROUP MORTGAGE LOAN TRUST CMLTI 2021 RP6 A4 144A | 697,709,417 | 679,253,897 | -18,455,520 | 0.18% | -$20.60M |
| CITIGROUP MORTGAGE LOAN TRUST CMLTI 2022 RP3 PT 144A | 710,844,219 | 697,076,026 | -13,768,193 | 0.17% | -$16.28M |
| FINANCE OF AMERICA STRUCTURED FASST 2025 S2 A1 144A | 560,309,590 | 557,995,756 | -2,313,834 | 0.16% | -$2.97M |
| U.S. Treasury Inflation-Protected Notes 1.75%, Due 01/15/2034 | 544,242,650 | 543,590,124 | -652,526 | 0.16% | $137.82K |
| CITIGROUP MORTGAGE LOAN TRUST CMLTI 2022 RP2 PT 144A | 678,122,062 | 665,326,603 | -12,795,459 | 0.16% | -$16.77M |
| CITIGROUP MORTGAGE LOAN TRUST CMLTI 2021 RP3 A5 144A | 600,400,561 | 581,495,411 | -18,905,150 | 0.16% | -$17.67M |
| CREDIT SUISSE MORTGAGE TRUST CSMC 2017 RPL2 A2 144A | 587,552,173 | 574,828,361 | -12,723,813 | 0.16% | -$14.08M |
| PROJECT FLASH TERM LOAN 1 | 570,539,587 | 522,021,398 | -48,518,188 | 0.16% | -$48.52M |
| PROJECT FLASH DELAYED DRAW TERM LOAN 2 | 564,027,592 | 517,948,936 | -46,078,656 | 0.15% | -$46.08M |
| PROJECT FLASH TERM LOAN | 556,732,821 | 508,237,679 | -48,495,142 | 0.15% | -$48.50M |
| PIMCO PRV SHORT TERM FLT III MUTUAL FUND | 1,486,507,836 | 51,688,980 | -1,434,818,856 | 0.15% | -$13.98B |
| CREDIT SUISSE MORTGAGE TRUST CSMC 2019 SPL1 PT 144A | 468,777,513 | 449,281,071 | -19,496,442 | 0.15% | -$20.83M |
| TOWD POINT MORTGAGE FUNDING TPMF 2024 GR6A A1 144A | 392,385,720 | 364,496,701 | -27,889,019 | 0.14% | -$46.66M |
| BARROW FUNDING PLC BARRO 1A A 144A | 380,483,767 | 354,384,598 | -26,099,169 | 0.14% | -$44.08M |
| GS MORTGAGE BACKED SECURITIES GSMBS 2024 RPL3 PT 144A | 550,227,206 | 541,327,135 | -8,900,071 | 0.14% | -$12.82M |
| CREDIT SUISSE MORTGAGE TRUST CSMC 2018 SP2 PT 144A | 471,767,508 | 450,234,173 | -21,533,336 | 0.13% | -$21.56M |
| U.S. Treasury Inflation Linked Bonds | 628,704,426 | 627,951,312 | -753,114 | 0.13% | -$7.78M |
| CSMCM 2018-SP3 Trust | 523,728,629 | 513,892,424 | -9,836,205 | 0.13% | -$11.95M |
| GS MORTGAGE BACKED SECURITIES GSMBS 2022 RPL2 PT 144A | 520,782,554 | 509,890,717 | -10,891,838 | 0.13% | -$14.84M |
| GS MORTGAGE BACKED SECURITIES GSMBS 2025 RPL2 PT 144A | 493,439,511 | 476,062,027 | -17,377,484 | 0.12% | -$20.75M |
| CITIGROUP MORTGAGE LOAN TRUST CMLTI 2024 RP4 PT 144A | 497,022,290 | 488,972,715 | -8,049,575 | 0.12% | -$11.20M |
| ROUNDSTONE SECURITIES RNST 2A A 144A | 370,537,302 | 347,993,403 | -22,543,900 | 0.12% | -$33.74M |
| GS MORTGAGE BACKED SECURITIES GSMBS 2025 R1 PT 144A | 411,222,331 | 399,728,251 | -11,494,080 | 0.12% | -$15.29M |
| AVON FINANCE AVON 3A A 144A | 299,108,813 | 284,272,146 | -14,836,666 | 0.11% | -$27.43M |
| SOFTBANK VISION FUND II TRANCHE B1 TERM LOAN | 374,848,227 | 362,099,103 | -12,749,124 | 0.11% | -$8.38M |
| BANC OF AMERICA MERRILL LYNCH BAMLL 2024 LB2 A 144A | 380,986,489 | 361,411,308 | -19,575,181 | 0.11% | -$19.43M |
| CITIGROUP MORTGAGE LOAN TRUST CMLTI 2020 RP2 A5 144A | 400,664,383 | 388,370,002 | -12,294,381 | 0.11% | -$13.81M |
| U.S. TREASURY INFLATION-PROTECTED SECURITIES 0-3/4% 07/15/2028 | 351,789,557 | 351,369,190 | -420,366 | 0.10% | $2.79M |
| CREDIT SUISSE MORTGAGE TRUST CSMC 2018 RPL1 A2 144A | 392,852,328 | 384,502,682 | -8,349,646 | 0.10% | -$9.03M |
| CITIGROUP MORTGAGE LOAN TRUST CMLTI 2025 RP3 PT 144A | 415,710,415 | 410,694,270 | -5,016,145 | 0.10% | -$8.32M |
| GS MORTGAGE BACKED SECURITIES GSMBS 2024 RPL1 PT 144A | 372,759,480 | 362,013,193 | -10,746,287 | 0.10% | -$13.33M |
| CITIGROUP MORTGAGE LOAN TRUST CMLTI 2024 RP1 PT 144A | 414,543,421 | 407,626,694 | -6,916,727 | 0.10% | -$9.50M |
| NSLT 2025-CA A1A | 353,304,919 | 331,544,500 | -21,760,419 | 0.10% | -$24.15M |
| LEGACY MORTGAGE ASSET TRUST LMAT 2017 RPL1 B 144A | 340,953,112 | 328,427,005 | -12,526,106 | 0.10% | -$12.55M |
| CITIGROUP MORTGAGE LOAN TRUST CMLTI 2023 RP2 PT 144A | 371,876,123 | 365,207,014 | -6,669,109 | 0.10% | -$8.97M |
| JP MORGAN MORTGAGE TRUST JPMMT 2025 CES4 PT 144A | 314,970,185 | 299,869,052 | -15,101,133 | 0.10% | -$20.35M |
| CITIGROUP MORTGAGE LOAN TRUST CMLTI 2025 RP2 PT 144A | 370,923,147 | 364,909,907 | -6,013,239 | 0.09% | -$9.98M |
| SMB Private Education Loan Trust, Series 2023-B, Class A1B | 323,377,280 | 307,232,837 | -16,144,442 | 0.09% | -$16.59M |
| GS MORTGAGE BACKED SECURITIES GSMBS 2023 NQM1 PT 144A | 321,423,406 | 305,164,512 | -16,258,894 | 0.09% | -$16.14M |
| VALLEY FUNDING PLC VFUND 1A A 144A | 254,714,895 | 231,586,344 | -23,128,551 | 0.09% | -$37.28M |
| CITIGROUP MORTGAGE LOAN TRUST CMLTI 2022 INV2 PT 144A | 357,007,245 | 352,593,969 | -4,413,276 | 0.09% | -$7.96M |
| CITIGROUP MORTGAGE LOAN TRUST CMLTI 2022 RP4 PT 144A | 367,966,046 | 362,697,075 | -5,268,971 | 0.09% | -$6.73M |
| FNMA POOL FM0076 FN 03/50 FIXED VAR | 324,514,213 | 317,329,334 | -7,184,879 | 0.08% | -$8.27M |
| J P MORGAN MTG TR 2025 04/56 1 | 270,557,985 | 260,269,309 | -10,288,676 | 0.08% | -$14.87M |
| FR SD8509 | 304,242,517 | 262,622,288 | -41,620,229 | 0.08% | -$43.95M |
| GS MORTGAGE BACKED SECURITIES GSMBS 2024 NQM1 PT 144A | 298,280,276 | 272,459,818 | -25,820,458 | 0.08% | -$28.95M |
| GS MORTGAGE BACKED SECURITIES GSMBS 2023 RPL1 PT 144A | 319,790,613 | 314,173,093 | -5,617,520 | 0.08% | -$7.54M |
| GS MORTGAGE BACKED SECURITIES GSMBS 2023 RPL2 PT 144A | 319,201,770 | 314,177,959 | -5,023,812 | 0.08% | -$6.57M |
| Carvana Co. | 266,686,621 | 244,917,510 | -21,769,111 | 0.08% | -$36.12M |
| VENTURE GLOBAL LNG INC SR SECURED 144A 06/28 8.125 | 259,800,000 | 258,000,000 | -1,800,000 | 0.08% | $697.08K |
| U.S. TREASURY INFLATION-PROTECTED SECURITIES 1.50% 2/15/2053 | 341,755,440 | 341,346,720 | -408,720 | 0.08% | -$4.82M |
| RONDA RMBS DESIGNATED ACTIVITY RONDA 2025 1A A 144A | 239,347,000 | 227,812,258 | -11,534,742 | 0.08% | -$18.14M |
| GS MORTGAGE BACKED SECURITIES GSMBS 2025 RPL5 PT 144A | 299,577,204 | 296,012,964 | -3,564,240 | 0.08% | -$6.25M |
| U.S. TREASURY INFLATION-PROTECTED SECURITIES 1.125% 01/15/2033 | 265,839,488 | 265,518,464 | -321,024 | 0.08% | $654.14K |
| NSLT 2025-CA A1B | 268,442,932 | 251,909,251 | -16,533,680 | 0.08% | -$16.67M |
| RESIDENTIAL MORTGAGE SECURITIE RMS 33A A 144A | 201,277,417 | 188,774,072 | -12,503,345 | 0.07% | -$21.57M |
| PYRAMID FUNDING 2025 LIMITED PYRAMID CLASS A NOTES | 264,683,825 | 210,627,457 | -54,056,368 | 0.07% | -$72.42M |
| JP MORGAN MORTGAGE TRUST JPMMT 2025 LTV3 PT 144A | 257,601,260 | 235,655,908 | -21,945,352 | 0.07% | -$25.19M |
| COOPERATIEVE RABOBANK UA JR SUBORDINA REGS 12/49 VAR | 239,054,225 | 183,949,925 | -55,104,300 | 0.07% | -$80.75M |
| CITIGROUP MORTGAGE LOAN TRUST CMLTI 2023 A PT 144A | 318,553,923 | 315,173,026 | -3,380,898 | 0.07% | -$4.85M |
| LEGACY MORTGAGE ASSET TRUST LMAT 2018 RPL1 B4W 144A | 273,626,984 | 273,616,598 | -10,385 | 0.07% | -$316.27K |
| BARCLAYS MORTGAGE LOAN TRUST BARC 2025 NQM6 PT1 144A | 233,464,376 | 216,851,643 | -16,612,733 | 0.07% | -$19.39M |
| CREDIT SUISSE MORTGAGE TRUST CSMC 2021 RPL8 A1 144A | 256,935,423 | 248,315,257 | -8,620,166 | 0.07% | -$7.85M |
| FN BM2002 | 233,185,972 | 228,450,365 | -4,735,607 | 0.07% | -$6.47M |
| MORGAN STANLEY RESIDENTIAL MOR MSRM 2024 NQM4 PT 144A | 232,089,581 | 209,685,594 | -22,403,987 | 0.06% | -$25.80M |
| CITIGROUP MORTGAGE LOAN TRUST CMLTI 2024 INV1 PT 144A | 221,997,182 | 206,036,495 | -15,960,686 | 0.06% | -$18.30M |
| FNMA POOL FM3241 FN 03/50 FIXED VAR | 241,483,103 | 236,319,675 | -5,163,428 | 0.06% | -$5.99M |
| U.S. TREASURY INFLATION-PROTECTED SECURITIES 0-3/4% 02/15/2042 | 268,958,917 | 268,636,012 | -322,904 | 0.06% | -$2.44M |
| KENTMERE KMR 3A A 144A | 161,310,615 | 152,626,755 | -8,683,861 | 0.06% | -$15.78M |
| SMB Private Education Loan Trust (Private Loans) 4.99 10/16/2056 | 211,952,388 | 201,370,776 | -10,581,613 | 0.06% | -$11.91M |
| G2 MA8149 | 220,524,829 | 216,118,794 | -4,406,035 | 0.06% | -$2.93M |
| CITIGROUP MORTGAGE LOAN TRUST CMLTI 2022 RP5 PT 144A | 246,432,074 | 242,245,763 | -4,186,311 | 0.06% | -$5.53M |
| JP MORGAN MORTGAGE TRUST JPMMT 2025 LTV1 PT 144A | 216,247,223 | 196,839,896 | -19,407,327 | 0.06% | -$22.05M |
| State of Kuwait | 256,400,000 | 200,000,000 | -56,400,000 | 0.06% | -$59.77M |
| MORGAN STANLEY RESIDENTIAL MOR MSRM 2025 RPL1 PT 144A | 228,826,519 | 224,897,897 | -3,928,622 | 0.06% | -$10.04M |
| NRPL TRUST SERIES NRPL 2019 1A PT 144A | 216,711,910 | 210,131,218 | -6,580,692 | 0.06% | -$7.95M |
| CSMC 2018-RPL4 TRUST SER 2018-RPL4 CL PT V/R REGD 144A P/P 4.71636800 | 203,010,270 | 199,025,756 | -3,984,514 | 0.06% | -$5.56M |
| REPUBLIC OF ARGENTINA SR UNSECURED 07/30 VAR | 246,545,990 | 221,891,391 | -24,654,599 | 0.06% | -$24.31M |
| G2 MB0149 | 218,671,661 | 178,694,762 | -39,976,899 | 0.06% | -$40.58M |
| GS MORTGAGE BACKED SECURITIES GSMBS 2025 NQM1 PT 144A | 203,707,233 | 182,638,128 | -21,069,104 | 0.06% | -$23.74M |
| ENVALIOR FINANCE GMBH USD TERM LOAN B1 | 210,766,043 | 210,239,128 | -526,915 | 0.06% | -$11.90M |
| MORGAN STANLEY RESIDENTIAL MOR MSRM 2025 RPL2 PT 144A | 205,872,381 | 202,531,057 | -3,341,324 | 0.05% | -$4.80M |
| CREDIT SUISSE MORTGAGE TRUST CSMC 2018 RP11 PT 144A | 203,452,939 | 199,702,422 | -3,750,517 | 0.05% | -$6.59M |
| G2 MA8345 | 200,193,903 | 196,495,177 | -3,698,726 | 0.05% | -$2.36M |
| JP MORGAN MORTGAGE TRUST JPMMT 2025 LTV2 PT 144A | 197,620,822 | 179,020,055 | -18,600,767 | 0.05% | -$21.08M |
| TRINITY SQUARE TRINI 2021 1A AR 144A | 144,725,313 | 135,993,643 | -8,731,671 | 0.05% | -$15.11M |
| U.S. TREASURY INFLATION-PROTECTED SECURITIES 1% 02/15/48 | 250,477,983 | 250,178,257 | -299,726 | 0.05% | -$3.30M |
| NSLT 2025-BA A1A | 190,323,537 | 179,213,419 | -11,110,118 | 0.05% | -$12.58M |
| LUGO FUNDING DAC LUGO 2024 1A A 144A | 161,367,875 | 154,590,524 | -6,777,351 | 0.05% | -$11.41M |
| ROMANIA SR UNSECURED 144A 07/39 6.75 | 186,800,000 | 153,300,000 | -33,500,000 | 0.05% | -$51.80M |
| LEGACY MORTGAGE ASSET TRUST LMAT 2018 RPL2 PT 144A | 189,947,915 | 185,443,680 | -4,504,234 | 0.05% | -$6.78M |
| GS MORTGAGE BACKED SECURITIES GSMBS 2021 INV2 A3A 144A | 213,322,918 | 209,761,539 | -3,561,379 | 0.05% | -$4.27M |
| CREDIT SUISSE MORTGAGE TRUST CSMC 2018 RPL6 B3 144A | 410,669,879 | 410,250,868 | -419,011 | 0.05% | $274.89K |
| SMB PRIVATE EDUCATION LOAN TRUST 2022-B SER 2022-B CL A1B V/R REGD 144A P/P 5.59202000 | 181,177,489 | 171,612,080 | -9,565,409 | 0.05% | -$9.69M |
| UMBS | 178,982,517 | 175,465,381 | -3,517,136 | 0.05% | -$5.33M |
| CITIGROUP MORTGAGE LOAN TRUST CMLTI 2018 B PT 144A | 201,326,829 | 198,001,000 | -3,325,829 | 0.05% | -$5.25M |
| PRET 2025 NPL10 LLC 10/55 5.2498 | 173,597,891 | 170,698,559 | -2,899,332 | 0.05% | -$3.61M |
| SMB PRIVATE EDUCATION LOAN TRUST 2022-B SER 2022-B CL A1A REGD 144A P/P 3.94000000 | 183,596,528 | 173,903,404 | -9,693,124 | 0.05% | -$11.27M |
| UMBS | 176,945,969 | 165,241,052 | -11,704,917 | 0.05% | -$13.39M |
| Saudi Arabian Oil Co. | 197,600,000 | 167,100,000 | -30,500,000 | 0.05% | -$34.68M |
| NSLT 2025-BA A1B | 173,948,601 | 163,794,369 | -10,154,232 | 0.05% | -$10.52M |
| PRETIUM MORTGAGE CREDIT PARTNE PRET 2025 NPL12 A1 144A | 173,199,967 | 165,864,628 | -7,335,339 | 0.05% | -$8.92M |
| PRETIUM MORTGAGE CREDIT PARTNE PRET 2025 NPL13 A1 144A | 172,904,467 | 164,918,708 | -7,985,759 | 0.05% | -$9.08M |
| U.S. TREASURY INFLATION-PROTECTED SECURITIES 0-7/8% 02/15/2047 | 217,706,004 | 217,444,536 | -261,468 | 0.05% | -$2.76M |
| NRPL TRUST SERIES NRPL 2024 RPL1 PT 144A | 174,858,227 | 172,367,450 | -2,490,778 | 0.05% | -$4.44M |
| BARCLAYS MORTGAGE LOAN TRUST BARC 2023 NQM2 PT 144A | 164,703,987 | 152,041,932 | -12,662,054 | 0.05% | -$13.64M |
| UMBS, 30 Year | 162,198,662 | 150,965,762 | -11,232,900 | 0.05% | -$12.77M |
| JP MORGAN MORTGAGE TRUST JPMMT 2025 HYB1 PT 144A | 180,094,248 | 148,108,524 | -31,985,724 | 0.05% | -$32.87M |
| GS MORTGAGE-BACKED SECURITIES TRUST 2024-RPL5 SER 2024-RPL5 CL PT V/R REGD 144A P/P 3.16079500 | 178,672,066 | 175,666,508 | -3,005,558 | 0.04% | -$6.37M |
| WOODWARD CAPITAL MANAGEMENT RCKT 2025 CES10 A1A 144A | 158,814,403 | 149,399,794 | -9,414,609 | 0.04% | -$10.56M |
| SOFI CONSUMER LOAN PROGRAM TRU SCLP 2025 B A | 187,618,548 | 146,961,165 | -40,657,382 | 0.04% | -$41.11M |
| Nissan Motor Co., Ltd. | 212,402,000 | 161,702,000 | -50,700,000 | 0.04% | -$53.40M |
| Finance of America Structured Securities Trust, Series 2025-S1, Class A1 | 154,759,952 | 151,354,609 | -3,405,343 | 0.04% | -$3.83M |
| TPMT 2024-5 A1A | 153,470,133 | 147,171,712 | -6,298,420 | 0.04% | -$8.12M |
| STRATTON MORTGAGE FUNDING PLC STRA 2024 1A A 144A | 116,811,557 | 110,195,281 | -6,616,276 | 0.04% | -$11.62M |
| FR RQ0013 | 257,463,441 | 142,743,586 | -114,719,855 | 0.04% | -$117.72M |
| G2 MB0207 | 163,638,451 | 136,190,416 | -27,448,035 | 0.04% | -$27.75M |
| PRPM 2025-RPL5 LLC | 151,400,000 | 144,496,582 | -6,903,418 | 0.04% | -$7.69M |
| FN MA5673 | 150,488,134 | 139,504,266 | -10,983,868 | 0.04% | -$12.42M |
| CITIGROUP MORTGAGE LOAN TRUST CMLTI 2021 RP1 A5 144A | 157,330,400 | 148,653,813 | -8,676,587 | 0.04% | -$8.86M |
| SMB PRIVATE EDUCATION LOAN TRUST 2022-D SER 2022-D CL A1B V/R REGD 144A P/P 5.78385000 | 144,746,411 | 137,268,748 | -7,477,663 | 0.04% | -$7.66M |
| FR SD8515 | 143,863,306 | 134,993,028 | -8,870,278 | 0.04% | -$10.24M |
| FR TA1477 | 137,463,035 | 136,497,493 | -965,542 | 0.04% | -$2.44M |
| LEGACY MORTGAGE ASSET TRUST LMAT 2018 RPL5 B1 144A | 148,732,909 | 134,925,329 | -13,807,580 | 0.04% | -$14.28M |
| FNMA POOL FM3952 FN 07/50 FIXED VAR | 153,621,634 | 150,211,228 | -3,410,405 | 0.04% | -$3.94M |
| FR SD8448 | 151,392,386 | 128,751,811 | -22,640,575 | 0.04% | -$24.10M |
| TITULOS DE TESORERIA BONDS 11/40 12.75 | 750,000,000,000 | 500,000,000,000 | -250,000,000,000 | 0.04% | -$62.20M |
| NRPL TRUST SERIES NRPL 2023 RPL1 PT 144A | 153,905,337 | 150,564,719 | -3,340,618 | 0.04% | -$4.34M |
| NRPL TRUST SERIES NRPL 2024 RPL2 PT 144A | 158,458,018 | 154,978,763 | -3,479,255 | 0.04% | -$4.55M |
| Finance of America Structured Securities Trust, Series 2024-S4, Class A1 | 139,381,929 | 134,790,988 | -4,590,942 | 0.04% | -$4.90M |
| BARCLAYS MORTGAGE LOAN TRUST BARC 2024 NQM2 PT1 144A | 139,445,312 | 128,016,889 | -11,428,423 | 0.04% | -$13.12M |
| SMB PRIVATE EDUCATION LOAN TRUST 2024-D SER 2024-D CL A1A REGD 144A P/P 5.38000000 | 135,186,920 | 128,236,375 | -6,950,544 | 0.04% | -$7.90M |
| PALMER SQUARE EUROPEAN LOAN FU PSTET 2025 1A A 144A | 121,350,089 | 112,155,256 | -9,194,833 | 0.04% | -$13.19M |
| U.S. TREASURY INFLATION-PROTECTED SECURITIES 0-3/4% 02/15/2045 | 179,656,810 | 179,441,126 | -215,684 | 0.04% | -$2.09M |
| PRETIUM MORTGAGE CREDIT PARTNE PRET 2025 NPL11 A1 144A | 131,704,423 | 128,126,943 | -3,577,479 | 0.04% | -$3.81M |
| PERFORMER FUNDING PERFF 1A B 144A | 185,225,000 | 96,405,195 | -88,819,805 | 0.04% | -$122.09M |
| U.S. TREASURY INFLATION-PROTECTED SECURITIES 1% 02/15/46 | 171,566,373 | 171,360,370 | -206,002 | 0.04% | -$2.27M |
| JP MORGAN MORTGAGE TRUST SERIES 2024 SER 2024-CES2 CL PT V/R REGD 144A P/P 0.00000000 | 123,209,497 | 117,471,641 | -5,737,856 | 0.04% | -$7.54M |
| GS MORTGAGE BACKED SECURITIES GSMBS 2025 RPL4 PT 144A | 144,271,753 | 140,868,919 | -3,402,834 | 0.04% | -$4.51M |
| REPUBLIC OF ARGENTINA BONDS 07/30 VAR | 172,089,127 | 154,880,214 | -17,208,913 | 0.04% | $14.19M |
| LEGACY MORTGAGE ASSET TRUST LMAT 2018 RPL4 PT 144A | 142,946,223 | 139,242,692 | -3,703,531 | 0.04% | -$5.09M |
| BANC OF AMERICA MERRILL LYNCH BAMLL 2025 HMST A 144A | 128,870,628 | 128,128,316 | -742,312 | 0.04% | -$945.52K |
| PRETIUM MORTGAGE CREDIT PARTNE PRET 2025 NPL14 A1 144A | 129,100,000 | 125,019,327 | -4,080,673 | 0.04% | -$5.00M |
| JP MORGAN MORTGAGE TRUST JPMMT 2025 CES3 PT 144A | 117,090,258 | 111,653,770 | -5,436,488 | 0.04% | -$7.74M |
| U.S. TREASURY INFLATION-PROTECTED SECURITIES 0.25% 02/15/2050 | 207,979,703 | 207,730,089 | -249,614 | 0.04% | -$2.14M |
| FR SD8431 | 124,090,494 | 115,968,094 | -8,122,400 | 0.03% | -$9.32M |
| ARAN FUNDING 2025 1 DAC ARANF 2025 1A A 144A | 105,225,350 | 99,430,559 | -5,794,790 | 0.03% | -$8.83M |
| CREDIT SUISSE MORTGAGE TRUST CSMC 2019 RPL3 B4 144A | 141,127,074 | 141,126,911 | -163 | 0.03% | $680.33K |
| FR SD7518 | 128,981,148 | 126,214,807 | -2,766,340 | 0.03% | -$3.29M |
| G2 MA8425 | 123,991,628 | 121,823,445 | -2,168,183 | 0.03% | -$1.05M |
| U.S. TREASURY INFLATION-PROTECTED SECURITIES 1-3/8% 02/15/2044 | 136,409,073 | 136,245,042 | -164,032 | 0.03% | -$1.65M |
| PRETIUM MORTGAGE CREDIT PARTNE PRET 2025 RPL4 A1 144A | 119,110,187 | 116,147,458 | -2,962,729 | 0.03% | -$4.46M |
| ALTICE FRANCE SA 2025 TERM LOAN B13 | 113,732,627 | 112,190,496 | -1,542,132 | 0.03% | -$1.32M |
| CHASE AUTO OWNER TRUST CHAOT 2024 2A A3 144A | 132,332,598 | 110,090,654 | -22,241,944 | 0.03% | -$22.96M |
| SMB Private Education Loan Trust (Private Loans) 5.77 10/16/2056 | 118,640,714 | 109,490,746 | -9,149,968 | 0.03% | -$10.20M |
| SOFI CONSUMER LOAN PROGRAM TRU SCLP 2025 C A | 140,564,647 | 110,856,619 | -29,708,028 | 0.03% | -$30.03M |
| ROMANIA SR UNSECURED 144A 09/31 5.125 | 159,600,000 | 96,400,000 | -63,200,000 | 0.03% | -$81.39M |
| CREDIT SUISSE MORTGAGE TRUST CSMC 2018 RPL3 PT 144A | 138,077,846 | 135,522,137 | -2,555,709 | 0.03% | -$3.64M |
| WARWICK FINANCE RESIDENTIAL MO WARW 3A A 144A | 91,983,496 | 82,667,791 | -9,315,705 | 0.03% | -$14.62M |
| CREDIT SUISSE MORTGAGE TRUST CSMC 2019 RP11 1A1 144A | 118,690,485 | 113,478,059 | -5,212,426 | 0.03% | -$5.86M |
| U.S. TREASURY INFLATION-PROTECTED SECURITIES 0-1/8% 07/15/2031 | 116,856,422 | 116,715,984 | -140,437 | 0.03% | $778.29K |
| IFC EMERGING MARKETS SECURITIZ IFCEMS 2025 1A A 144A | 123,200,000 | 108,245,387 | -14,954,613 | 0.03% | -$14.82M |
| Venture Global LNG Inc | 138,600,000 | 102,040,000 | -36,560,000 | 0.03% | -$29.25M |
| CREDIT SUISSE MORTGAGE TRUST CSMC 2018 RP12 B3 144A | 235,962,101 | 235,569,981 | -392,120 | 0.03% | $250.50K |
| CREDIT SUISSE MORTGAGE TRUST CSMC 2018 SP1 PT 144A | 115,702,932 | 110,866,214 | -4,836,718 | 0.03% | -$6.29M |
| SMB Private Education Loan Trust, Series 2024-D, Class A1B | 108,189,117 | 102,626,647 | -5,562,470 | 0.03% | -$4.90M |
| STATE OF ISRAEL | 120,600,000 | 100,400,000 | -20,200,000 | 0.03% | -$22.29M |
| SMB PRIVATE EDUCATION LOAN TRUST 2023-D SER 2023-D CL A1B V/R REGD 144A P/P 5.63385000 | 105,769,928 | 99,708,472 | -6,061,457 | 0.03% | -$6.19M |
| KIRKBY RMBS KIRK 1A A 144A | 82,053,360 | 75,246,964 | -6,806,396 | 0.03% | -$10.98M |
| FNMA POOL MA5699 FN 05/55 FIXED 5 | 102,065,242 | 100,163,981 | -1,901,261 | 0.03% | -$2.97M |
| CHESTER A CESTR 1 AA A 144A | 102,497,714 | 74,147,906 | -28,349,808 | 0.03% | -$40.11M |
| GS MORTGAGE-BACKED SECURITIES TRUST 2024-RPL6 SER 2024-RPL6 CL PT V/R REGD 144A P/P 3.01124700 | 117,973,316 | 115,988,093 | -1,985,224 | 0.03% | -$1.98M |
| CVC CORDATUS OPPORTUNITY LOAN COLFR 1A AR 144A | 87,188,989 | 82,731,464 | -4,457,525 | 0.03% | -$6.84M |
| SOFI ALTERNATIVE TRUST SAT 2020 A A 144A | 109,834,952 | 100,898,946 | -8,936,006 | 0.03% | -$7.94M |
| CREDIT SUISSE MORTGAGE TRUST CSMC 2018 RPL6 PT 144A | 119,847,558 | 117,723,093 | -2,124,465 | 0.03% | -$2.81M |
| NEW RESIDENTIAL MORTGAGE LOAN TRUST 2023-NQM1 SER 2023-NQM1 CL A1A V/R REGD 144A P/P 6.86400000 | 101,350,259 | 92,048,605 | -9,301,654 | 0.03% | -$9.76M |
| U.S. TREASURY INFLATION-PROTECTED SECURITIES 0-1/8% 01/15/32 | 100,898,999 | 100,777,880 | -121,119 | 0.03% | $546.85K |
| CARVANA AUTO RECEIVABLES TRUST CRVNA 2025 P3 A2 | 109,703,000 | 92,254,362 | -17,448,638 | 0.03% | -$17.55M |
| FINANCE OF AMERICA HECM BUYOUT FAHB 2025 HB1 A 144A | 101,432,745 | 92,303,012 | -9,129,733 | 0.03% | -$9.70M |
| EUCALYPTUS MORTGAGES 2022 10/50 1 | 114,246,513 | 113,946,942 | -299,571 | 0.03% | -$1.40M |
| ANCHORAGE CREDIT FUNDING LTD. ANCHF 2020 11A A 144A | 99,033,299 | 93,597,759 | -5,435,540 | 0.03% | -$5.95M |
| SMB Private Education Loan Trust (Private Loans) 5.37 10/15/2058 | 94,399,305 | 89,522,595 | -4,876,710 | 0.03% | -$5.76M |
| INVESCO EURO CLO INVSC 5A AR 144A | 80,900,000 | 78,394,228 | -2,505,772 | 0.03% | -$4.47M |
| PALMER SQUARE EUROPEAN LOAN FU PSTET 2024 2A A 144A | 90,109,931 | 78,351,955 | -11,757,977 | 0.03% | -$15.13M |
| MERRION SQUARE RESIDENTIAL MERRI 2024 1A A 144A | 81,023,845 | 78,113,381 | -2,910,464 | 0.03% | -$4.81M |
| CITIGROUP MORTGAGE LOAN TRUST CMLTI 2021 RP5 X 144A | 950,825,194 | 929,532,683 | -21,292,511 | 0.03% | $908.53K |
| SDART 2025-4 A2 4.28% 01-15-29 | 95,800,000 | 89,767,603 | -6,032,397 | 0.03% | -$6.22M |
| ROMANIA SR UNSECURED 144A 09/34 6.25 | 128,800,000 | 76,400,000 | -52,400,000 | 0.03% | -$69.32M |
| NAVIENT STUDENT LOAN TRUST NAVSL 2019 PTA PT 144A | 99,465,671 | 94,379,485 | -5,086,186 | 0.03% | -$4.07M |
| ROMANIA ROMANIA | 78,700,000 | 78,250,000 | -450,000 | 0.03% | -$5.28M |
| AMERICAN GENERAL MORTGAGE LOAN AGFMT 2009 1 CE 144A | 105,865,549 | 102,450,989 | -3,414,560 | 0.03% | -$3.92M |
| UNITED MEXICAN STATES SR UNSECURED 05/33 4.625 | 95,200,000 | 76,200,000 | -19,000,000 | 0.03% | -$26.89M |
| RCO X MORTGAGE LLC 2025-5 SER 2025-5 CL A1 V/R REGD 144A P/P 5.41800000 | 93,130,135 | 87,347,592 | -5,782,542 | 0.03% | -$5.08M |
| Santander Drive Auto Receivables Trust 2025-3 | 124,658,060 | 86,824,708 | -37,833,351 | 0.03% | -$38.08M |
| FN MA5353 | 90,533,365 | 85,282,791 | -5,250,575 | 0.03% | -$6.12M |
| Drive Auto Receivables Trust 2025-2 | 125,300,000 | 85,717,945 | -39,582,055 | 0.03% | -$39.66M |
| UPSTART PERSONAL CONSUMER TRUS UPCT 2025 1P CERT 144A | 95,137,368 | 85,263,408 | -9,873,960 | 0.03% | -$10.86M |
| FNMA POOL FM3858 FN 02/50 FIXED VAR | 97,640,868 | 95,446,800 | -2,194,068 | 0.03% | -$2.52M |
| FN MA5586 | 89,119,657 | 83,597,592 | -5,522,064 | 0.03% | -$6.37M |
| LEGACY MORTGAGE ASSET TRUST LMAT 2019 RPL2 PT 144A | 90,916,571 | 87,736,212 | -3,180,359 | 0.02% | -$3.58M |
| NSANY 7.5 07/17/30 144A | 98,700,000 | 81,250,000 | -17,450,000 | 0.02% | -$21.71M |
| Soundview Home Loan Trust, Series 2007-OPT1, Class 1A1 | 119,652,961 | 117,572,050 | -2,080,912 | 0.02% | -$1.66M |
| GS MORTGAGE BACKED SECURITIES GSMBS 2025 SJ1 PT 144A | 90,803,599 | 87,429,832 | -3,373,767 | 0.02% | -$4.75M |
| TOWD POINT MTGE. TS 3.75% | 87,465,088 | 85,000,985 | -2,464,103 | 0.02% | -$3.40M |
| FNMA POOL BO5023 FN 12/49 FIXED 3 | 91,751,512 | 90,146,595 | -1,604,918 | 0.02% | -$1.95M |
| LEGACY MORTGAGE ASSET TRUST LMAT 2019 RPL1 A1 144A | 85,817,966 | 81,629,038 | -4,188,928 | 0.02% | -$4.84M |
| SOFI ALTERNATIVE TRUST SAT 2018 B PT 144A | 88,871,949 | 83,869,407 | -5,002,543 | 0.02% | -$5.27M |
| WLAKE 2025-2A A2A 144A 4.66% 09-15-28 | 95,550,000 | 78,981,304 | -16,568,696 | 0.02% | -$16.73M |
| FNMA POOL CA5517 FN 04/50 FIXED 3 | 89,518,362 | 87,579,385 | -1,938,977 | 0.02% | -$2.25M |
| LEGACY MORTGAGE ASSET TRUST LMAT 2018 RPL3 A1 144A | 86,588,066 | 78,182,022 | -8,406,045 | 0.02% | -$8.61M |
| SMB PRIVATE EDUCATION LOAN TRUST 2025-C SOFR30A+ 03/15/2055 144A | 80,620,305 | 77,785,024 | -2,835,281 | 0.02% | -$2.84M |
| GNMA II POOL 784345 G2 07/47 FIXED 3.5 | 83,314,810 | 81,598,290 | -1,716,520 | 0.02% | -$1.04M |
| G2 MA8266 | 85,728,597 | 83,905,611 | -1,822,987 | 0.02% | -$1.75M |
| AVON FINANCE AVON 4A A 144A | 61,513,712 | 58,366,031 | -3,147,681 | 0.02% | -$5.71M |
| TRANSDIGM TERM J 1LN 02/28/2031 | 76,576,545 | 76,382,188 | -194,357 | 0.02% | -$472.19K |
| BINOM SECURITIZATION TRUST BINOM 2022 INV1 A1 144A | 82,557,945 | 78,354,743 | -4,203,202 | 0.02% | -$4.65M |
| Venture Global LNG, Inc. | 133,350,000 | 71,050,000 | -62,300,000 | 0.02% | -$61.50M |
| UNTD AIR 20-1 A | 78,210,356 | 74,886,507 | -3,323,849 | 0.02% | -$4.06M |
| FNMA POOL FM3458 FN 01/50 FIXED VAR | 86,366,359 | 84,681,602 | -1,684,757 | 0.02% | -$1.99M |
| FED HM LN PC POOL TA0666 FR 12/55 FIXED 5 | 77,505,884 | 76,510,266 | -995,618 | 0.02% | -$1.81M |
| CITIGROUP MORTGAGE LOAN TRUST CMLTI 2025 RP4 A1 144A | 83,415,607 | 81,749,981 | -1,665,626 | 0.02% | -$3.70M |
| GMCAR 2024-3 A3 | 84,800,000 | 74,458,050 | -10,341,950 | 0.02% | -$10.71M |
| U.S. TREASURY INFLATION-PROTECTED SECURITIES 2 1/8% 02/15/40 | 76,377,015 | 76,285,755 | -91,260 | 0.02% | -$945.77K |
| WOODWARD CAPITAL MANAGEMENT RCKT 2025 CES9 A1A 144A | 78,744,977 | 72,834,750 | -5,910,228 | 0.02% | -$6.37M |
| ROMANIA SR UNSECURED 144A 03/31 5.375 | 80,200,000 | 61,680,000 | -18,520,000 | 0.02% | -$26.29M |
| MF PERMANENT RISK-SHARE PC | 79,659,187 | 79,264,764 | -394,423 | 0.02% | -$1.06M |
| SMB Private Education Loan Trust (Private Loans) 5.02 03/17/2053 | 73,514,891 | 70,463,820 | -3,051,071 | 0.02% | -$3.61M |
| FN MA5614 | 75,682,777 | 69,959,142 | -5,723,635 | 0.02% | -$6.45M |
| FR SD8506 | 75,110,225 | 69,821,592 | -5,288,633 | 0.02% | -$6.01M |
| NSANY 4.345 09/17/27 144A | 74,963,000 | 71,663,000 | -3,300,000 | 0.02% | -$4.24M |
| FNMA POOL CA5422 FN 03/50 FIXED 3 | 79,338,539 | 77,804,783 | -1,533,756 | 0.02% | -$1.84M |
| CREDIT SUISSE MORTGAGE TRUST CSMC 2019 RP11 2A1 144A | 75,644,017 | 68,466,195 | -7,177,822 | 0.02% | -$7.60M |
| CREDIT SUISSE MORTGAGE TRUST CSMC 2017 RPL2 B3 144A | 171,320,919 | 171,320,919 | -0 | 0.02% | $287.63K |
| FNMA POOL DF2182 FN 11/55 FIXED 5 | 70,997,498 | 68,749,577 | -2,247,921 | 0.02% | -$2.97M |
| SMB PRIVATE EDUCATION LOAN TRU SMB 2022 B B 144A | 72,465,914 | 68,640,019 | -3,825,895 | 0.02% | -$4.27M |
| PROJECT QUASAR PLEDGCO SLU 2022 EUR TERM LOAN A1 | 64,125,275 | 57,388,991 | -6,736,285 | 0.02% | -$7.89M |
| PROTEUS RMBS DAC PROTE 1A AR 144A | 72,549,643 | 57,749,271 | -14,800,372 | 0.02% | -$18.29M |
| CITIGROUP MORTGAGE LOAN TRUST CMLTI 2017 RP1 PT 144A | 78,929,054 | 77,220,941 | -1,708,113 | 0.02% | -$2.34M |
| FNMA POOL FM2886 FN 05/50 FIXED VAR | 74,620,895 | 72,915,848 | -1,705,048 | 0.02% | -$1.95M |
| CARMX 2024-2 A3 | 76,300,000 | 64,494,050 | -11,805,950 | 0.02% | -$12.22M |
| KINBANE DAC KINBN 2024 RPL2A A 144A | 58,094,682 | 56,068,721 | -2,025,961 | 0.02% | -$3.56M |
| CHASE MORTGAGE FINANCE CORPORA CHASE 2023 RPL2 A1 144A | 73,399,957 | 72,108,652 | -1,291,305 | 0.02% | -$1.66M |
| FNMA POOL BO1855 FN 08/49 FIXED 3 | 73,516,962 | 71,912,536 | -1,604,427 | 0.02% | -$1.87M |
| CITIGROUP MORTGAGE LOAN TRUST CMLTI 2024 INV3 PT 144A | 67,286,636 | 61,779,740 | -5,506,896 | 0.02% | -$6.86M |
| SMB Private Education Loan Trust (Private Loans) 6.15 09/15/2053 | 65,154,370 | 61,420,508 | -3,733,863 | 0.02% | -$4.52M |
| FR SD8514 | 66,890,303 | 64,862,067 | -2,028,236 | 0.02% | -$2.73M |
| CHASE MORTGAGE FINANCE CORPORA CHASE 2023 RPL3 A1 144A | 72,180,466 | 71,209,375 | -971,090 | 0.02% | -$1.36M |
| Verdelite Static CLO Ltd., Series 2024-1A, Class A | 73,065,786 | 63,193,982 | -9,871,803 | 0.02% | -$9.83M |
| ONSLOW BAY FINANCIAL LLC OBX 2025 R1 A1 144A | 65,900,000 | 63,248,731 | -2,651,269 | 0.02% | -$2.98M |
| G2 MA8099 | 69,016,912 | 67,685,825 | -1,331,087 | 0.02% | -$862.65K |
| FR SD8533 | 66,241,442 | 62,005,640 | -4,235,802 | 0.02% | -$4.87M |
| TPMT 2024-4 A1A | 66,147,150 | 61,978,692 | -4,168,458 | 0.02% | -$4.32M |
| WATR ISSUER TRUST WATR 2025 1 A 144A | 68,282,475 | 61,804,529 | -6,477,946 | 0.02% | -$7.30M |
| FR SD8300 | 64,245,800 | 60,849,534 | -3,396,266 | 0.02% | -$4.03M |
| WOODWARD CAPITAL MANAGEMENT RCKT 2025 CES6 A1A 144A | 69,671,977 | 60,483,708 | -9,188,269 | 0.02% | -$9.66M |
| GS MORTGAGE-BACKED SECURITIES TRUST 2024-RPL7 SER 2024-RPL7 CL PT V/R REGD 144A P/P 3.70177100 | 69,978,031 | 68,542,426 | -1,435,605 | 0.02% | -$2.62M |
| CarVal CLO Ltd., Series 2019-2A, Class AR2 | 66,536,273 | 60,486,190 | -6,050,083 | 0.02% | -$6.13M |
| TOWD POINT MORTGAGE TRUST TPMT 2025 CES3 A1A 144A | 65,136,017 | 60,443,216 | -4,692,801 | 0.02% | -$5.04M |
| NOMURA RESECURITIZATION TRUST NMRR 2012 1R B 144A | 81,919,892 | 79,480,796 | -2,439,095 | 0.02% | -$2.82M |
| FN DF5009 | 61,766,976 | 60,283,920 | -1,483,056 | 0.02% | -$2.12M |
| FNMA POOL CA5541 FN 04/50 FIXED 3 | 65,029,188 | 64,200,532 | -828,656 | 0.02% | -$1.12M |
| SMB Private Education Loan Trust, Series 2024-A, Class A1B | 59,733,367 | 56,473,908 | -3,259,459 | 0.02% | -$3.34M |
| G2 MA5764 | 59,311,675 | 57,805,397 | -1,506,278 | 0.02% | -$1.93M |
| ROMANIA UNSECURED 144A 07/30 1.75 | 82,700,000 | 55,700,000 | -27,000,000 | 0.02% | -$31.18M |
| LEGACY MORTGAGE ASSET TRUST LMAT 2017 RPL2 B3 144A | 130,276,917 | 130,184,909 | -92,007 | 0.02% | $782.03K |
| TOPAZ SOLAR FARMS LLC SR SECURED 144A 09/39 5.75 | 57,576,537 | 56,348,902 | -1,227,635 | 0.02% | -$1.86M |
| MORGAN STANLEY CAPITAL INC MSAC 2006 HE2 A2D | 68,902,902 | 66,932,497 | -1,970,405 | 0.02% | -$2.69M |
| FNMA POOL FA0032 FN 12/54 FIXED VAR | 55,848,289 | 54,930,452 | -917,836 | 0.02% | -$1.52M |
| AMCAR 2024-1 A3 | 67,955,651 | 53,704,139 | -14,251,512 | 0.02% | -$14.45M |
| ONSLOW BAY FINANCIAL LLC OBX 2024 HYB2 A1 144A | 55,337,099 | 53,653,602 | -1,683,497 | 0.02% | -$1.47M |
| CFMT 2024-RM5 A 144A FRN 10-25-54 | 55,196,534 | 54,519,121 | -677,413 | 0.02% | -$901.49K |
| CITIGROUP MORTGAGE LOAN TRUST CMLTI 2021 RP4 X 144A | 1,678,423,468 | 1,651,211,879 | -27,211,590 | 0.02% | $1.10M |
| NovaStar Mortgage Funding Trust Series 2007-1 | 82,832,239 | 80,898,062 | -1,934,177 | 0.02% | -$1.43M |
| Option One Mortgage Loan Trust, Series 2007-5, Class 1A1 | 88,133,657 | 86,587,507 | -1,546,149 | 0.02% | -$1.13M |
| VERUS SECURITIZATION TRUST VERUS 2025 12 A1FC 144A | 53,500,000 | 52,283,583 | -1,216,417 | 0.02% | -$1.47M |
| FG G08750 | 58,833,794 | 57,657,432 | -1,176,362 | 0.02% | -$1.41M |
| PALMER SQUARE EUROPEAN LOAN FU PSTET 2024 3A A 144A | 50,989,314 | 44,768,344 | -6,220,971 | 0.02% | -$8.19M |
| T/L SYNIVERSE HOLDINGS INC REGD 0.00000000 | 55,343,003 | 55,199,998 | -143,005 | 0.02% | -$2.47M |
Top 300 of 7152, by weight.
| Security | Shares Dec 2025 | Shares Mar 2026 | Δ shares | End % | Δ value |
|---|---|---|---|---|---|
| RPLDCI 6.581 05/30/49 144A | 4,107,935,000 | 4,107,935,000 | 0 | 1.26% | -$116.99M |
| US TREASURY N/B | 3,746,702,900 | 3,746,702,900 | 0 | 1.11% | -$38.64M |
| US TREASURY N/B | 1,910,600,000 | 1,910,600,000 | 0 | 0.53% | -$17.31M |
| RFRF USD SF+26.161/1.2* 06/16/21-30Y LCH | 1 | 1 | 0 | 0.52% | -$33.18M |
| IRS EUR 0.50000 06/17/20-30Y LCH | 2 | 2 | 0 | 0.51% | -$90.48M |
| US TREASURY N/B | 1,587,700,000 | 1,587,700,000 | 0 | 0.45% | -$15.26M |
| Eagle Funding LuxCo S.a.r.l. | 969,400,000 | 969,400,000 | 0 | 0.29% | -$12.93M |
| RFRF USD SF+26.161/1.1* 9/11/23-27Y* CME | 1 | 1 | 0 | 0.22% | -$11.94M |
| REPUBLIC OF PERU SR UNSECURED 144A 08/32 6.15 | 2,069,891,000 | 2,069,891,000 | 0 | 0.19% | -$42.52M |
| RFRF USD SF+26.161/2.2* 9/12/23-26Y* CME | 1 | 1 | 0 | 0.18% | -$4.56M |
| RFRF USD SF+26.161/1.90 05/18/22-10Y LCH | 1 | 1 | 0 | 0.17% | -$15.52M |
| BONOS DE TESORERIA SR UNSECURED 144A REGS 08/33 7 | 1,767,972,000 | 1,767,972,000 | 0 | 0.17% | -$43.55M |
| REPUBLIC OF PANAMA EUR TERM LOAN 2 | 451,800,000 | 451,800,000 | 0 | 0.16% | -$9.90M |
| MEX BONOS DESARR FIX RT BONDS 03/29 8.5 | 8,892,700,000 | 8,892,700,000 | 0 | 0.15% | -$1.11M |
| ALIGNED DATA CENTERS INTER LP 2024 TERM LOAN | 468,600,000 | 468,600,000 | 0 | 0.14% | -$347.64K |
| IRS EUR 0.83000 12/09/42-10Y LCH | 1 | 1 | 0 | 0.14% | -$106.70M |
| REPUBLIC OF PERU SR UNSECURED REGS 08/31 6.95 | 1,416,480,000 | 1,416,480,000 | 0 | 0.13% | -$27.06M |
| EGYPT GOVERNMENT BOND BONDS 03/28 21.954 | 23,763,600,000 | 23,763,600,000 | 0 | 0.13% | -$73.22M |
| RFR GBP SONIO/0.75000 09/21/22-30Y LCH | 1 | 1 | 0 | 0.12% | $16.13M |
| PETROLEOS MEXICANOS SR UNSEC SF 6.7% 02-16-32 | 412,739,000 | 412,739,000 | 0 | 0.12% | -$7.61M |
| RFR USD SOFR/1.75000 06/15/22-7Y LCH | 4 | 4 | 0 | 0.12% | $37.29M |
| ROMANIA SR UNSECURED 144A 07/32 5.875 | 300,000,000 | 300,000,000 | 0 | 0.10% | -$16.21M |
| PACIFIC GAS&ELEC | 346,518,500 | 346,518,500 | 0 | 0.10% | -$3.23M |
| ARGENTINA | 449,770,711 | 449,770,711 | 0 | 0.10% | -$9.45M |
| VICI PROPERTIES | 11,625,222 | 11,625,222 | 0 | 0.09% | -$9.30M |
| CREDIT SUISSE MORTGAGE TRUST CSMC 2018 RPL6 B2 144A | 423,158,051 | 423,158,051 | 0 | 0.09% | -$5.94M |
| US TREASURY N/B | 338,200,000 | 338,200,000 | 0 | 0.09% | -$2.90M |
| RFR JPY MUT+5.89/0.00000 03/15/21-8Y LCH | 1 | 1 | 0 | 0.09% | $730.31K |
| MEX BONOS DESARR FIX RT SR UNSECURED 11/34 7.75 | 5,735,230,000 | 5,735,230,000 | 0 | 0.09% | -$2.86M |
| RFR USD SOFR/3.50000 12/21/22-30Y CME | 1 | 1 | 0 | 0.09% | -$513.50K |
| MEX BONOS DESARR FIX RT BONDS 05/31 7.75 | 5,392,900,000 | 5,392,900,000 | 0 | 0.09% | -$1.82M |
| DISH DBS Corp | 284,326,000 | 284,326,000 | 0 | 0.08% | $6.11M |
| TURKIYE GOVERNMENT BOND BONDS 05/28 VAR | 12,055,300,000 | 12,055,300,000 | 0 | 0.08% | -$10.30M |
| AMSURG EQUITY EQTYAS910 | 5,968,052 | 5,968,052 | 0 | 0.08% | -$5.60M |
| TURKIYE REP OF | 253,315,000 | 253,315,000 | 0 | 0.08% | -$10.97M |
| ARGENTINA | 383,591,157 | 383,591,157 | 0 | 0.08% | -$8.82M |
| TITULOS DE TESORERIA BONDS 08/29 11 | 995,819,500,000 | 995,819,500,000 | 0 | 0.07% | $1.85M |
| RUSSIAN FEDERATION SR UNSECURED REGS 04/42 5.625 | 350,800,000 | 350,800,000 | 0 | 0.07% | $0 |
| DISH DBS CORP SR SECURED 144A 12/28 5.75 | 252,793,000 | 252,793,000 | 0 | 0.07% | -$3.69M |
| LRECS 2025 CRE1 LLC LRECS 2025 CRE1 A 144A | 239,200,000 | 239,200,000 | 0 | 0.07% | -$867.76K |
| Venture Global LNG, Inc. | 215,900,000 | 215,900,000 | 0 | 0.07% | $9.65M |
| Carvana Co | 222,864,547 | 222,864,547 | 0 | 0.07% | -$1.88M |
| TITULOS DE TESORERIA BONDS 01/35 11.75 | 923,305,200,000 | 923,305,200,000 | 0 | 0.07% | $1.27M |
| STATE OF ISRAEL | 221,800,000 | 221,800,000 | 0 | 0.07% | -$4.34M |
| RFR USD SOFR/2.00000 12/21/22-10Y CME | 1 | 1 | 0 | 0.06% | $14.56M |
| GOLDEN CREDIT CARD TRUST SER 2022-1A CL A REGD 144A P/P 1.97000000 | 220,500,000 | 220,500,000 | 0 | 0.06% | $563.60K |
| NIGERIA OMO BILL OMO260629 | 310,110,161,000 | 310,110,161,000 | 0 | 0.06% | $18.97M |
| BONOS DE TESORERIA SR UNSECURED 144A REGS 08/39 7 | 715,171,000 | 715,171,000 | 0 | 0.06% | -$19.37M |
| TURKIYE REP OF | 211,900,000 | 211,900,000 | 0 | 0.06% | -$8.31M |
| COSTA RICA GOVERNMENT BONDS 144A 11/30 5.4995 | 169,000,000 | 169,000,000 | 0 | 0.06% | -$3.69M |
| NIGERIA OMO BILL OMO260626 | 286,888,976,000 | 286,888,976,000 | 0 | 0.06% | $17.57M |
| MF1 MULTIFAMILY HOUSING MORTGA MF1 2025 FL20 A 144A | 194,700,000 | 194,700,000 | 0 | 0.06% | -$256.20K |
| DAVIS SQUARE FUNDING LTD DVSQ 2005 5A A1A 144A | 583,584,246 | 583,584,246 | 0 | 0.06% | -$4.58M |
| RFRF USD SF+26.161/0.6* 07/15/23-7Y CME | 1 | 1 | 0 | 0.06% | -$63.62K |
| KKR FINANCIAL CLO LTD KKR 16 A1R3 144A | 181,600,000 | 181,600,000 | 0 | 0.05% | $124.44K |
| CREDIT SUISSE MORTGAGE TRUST CSMC 2018 RP12 B2 144A | 237,521,850 | 237,521,850 | 0 | 0.05% | -$3.47M |
| NATWEST GROUP | 177,653,000 | 177,653,000 | 0 | 0.05% | -$1.99M |
| GOLDEN CREDIT CARD TRUST SER 2021-1A CL A REGD 144A P/P 1.14000000 | 179,500,000 | 179,500,000 | 0 | 0.05% | $1.08M |
| STWD 2025-FL4 LLC | 176,500,000 | 176,500,000 | 0 | 0.05% | -$306.46K |
| PROJECT PANAMA SPV LLC 2024-1 | 174,657,000 | 174,657,000 | 0 | 0.05% | -$91.32K |
| US TREASURY N/B | 175,693,100 | 175,693,100 | 0 | 0.05% | -$1.92M |
| CDX HY45 5Y ICE | 1 | 1 | 0 | 0.05% | -$163.78M |
| PACIFIC GAS&ELEC | 176,651,500 | 176,651,500 | 0 | 0.05% | -$931.06K |
| LEGACY MORTGAGE ASSET TRUST LMAT 2018 RPL5 B2 144A | 178,636,580 | 178,636,580 | 0 | 0.05% | -$1.86M |
| PERFORMER FUNDING PERFF 1A C 144A | 129,635,000 | 129,635,000 | 0 | 0.05% | -$3.27M |
| CONSUMER LOAN FINANCE ISSUER T CLFT 2023 2A A2 144A | 166,770,000 | 166,770,000 | 0 | 0.05% | -$1.27M |
| CONSUMER LOAN FINANCE ISSUER T CLFT 2023 3A A2 144A | 166,770,000 | 166,770,000 | 0 | 0.05% | -$1.32M |
| CONSUMER LOAN FINANCE ISSUER T CLFT 2023 1A A2 144A | 166,760,000 | 166,760,000 | 0 | 0.05% | -$1.31M |
| PETROLEOS MEXICANOS SR UNSEC 5.95% 01-28-31 | 176,125,000 | 176,125,000 | 0 | 0.05% | -$2.05M |
| SRT ISSUER SRTI 2025 2 A2A | 167,500,000 | 167,500,000 | 0 | 0.05% | $0 |
| REPUBLIC OF PANAMA EUR TERM LOAN | 144,800,000 | 144,800,000 | 0 | 0.05% | -$2.97M |
| CHESTER A CESTR 1 AA B 144A | 125,536,000 | 125,536,000 | 0 | 0.05% | -$3.07M |
| RFR USD SOFR/3.00000 06/21/23-7Y LCH | 1 | 1 | 0 | 0.05% | $37.98M |
| NATWEST GROUP | 163,400,000 | 163,400,000 | 0 | 0.05% | -$1.65M |
| PACIFIC GAS&ELEC | 164,659,000 | 164,659,000 | 0 | 0.05% | -$934.31K |
| RFR GBP SONIO/0.75000 09/21/22-10Y LCH | 1 | 1 | 0 | 0.05% | $17.09M |
| CHESTER A CESTR 1 AA C 144A | 116,569,000 | 116,569,000 | 0 | 0.05% | -$2.85M |
| ROMANIA SR UNSECURED 144A 03/30 5.25 | 129,850,000 | 129,850,000 | 0 | 0.05% | -$7.34M |
| ROMANIA SR UNSECURED 144A 06/33 5.375 | 134,300,000 | 134,300,000 | 0 | 0.05% | -$8.24M |
| RFR USD SOFR/3.50000 05/22/23-10Y LCH | 1 | 1 | 0 | 0.04% | $52.32M |
| CHESTER A CESTR 1 AA Z 144A | 116,570,000 | 116,570,000 | 0 | 0.04% | -$3.02M |
| SERIES 2024 1 CLN 2031 SERIES 2024 1 CLN 2031 | 148,000,000 | 148,000,000 | 0 | 0.04% | -$54.63K |
| SUBCALIDORA 2 2024 EUR TERM LOAN | 129,849,400 | 129,849,400 | 0 | 0.04% | -$6.66M |
| BANC OF AMERICA MERRILL LYNCH BAMLL 2024 LB2 B 144A | 160,044,470 | 160,044,470 | 0 | 0.04% | $938.61K |
| VOYA CLO LTD VOYA 2017 3A A1RR 144A | 137,800,000 | 137,800,000 | 0 | 0.04% | $117.54K |
| DIAMETER CAPITAL CLO DCLO 2024 6A A1 144A | 137,400,000 | 137,400,000 | 0 | 0.04% | -$296.15K |
| SRT ISSUER SRTI 2025 1 A2A 144A | 136,738,000 | 136,738,000 | 0 | 0.04% | $0 |
| LEGACY MORTGAGE ASSET TRUST LMAT 2018 RPL5 B3 144A | 178,635,680 | 178,635,680 | 0 | 0.04% | -$109.65K |
| SOCIETE GENERALE SA | 128,000,000 | 128,000,000 | 0 | 0.04% | -$2.66M |
| MEX BONOS DESARR FIX RT SR UNSECURED 05/29 8.5 | 2,444,800,000 | 2,444,800,000 | 0 | 0.04% | -$644.16K |
| LMNT CRE 2025-FL3 LLC SER 2025-FL3 CL A V/R REGD 144A P/P 0.00000000 | 136,000,000 | 136,000,000 | 0 | 0.04% | -$154.16K |
| WIND RIVER CLO LTD WINDR 2017 3A AR2 144A | 134,200,000 | 134,200,000 | 0 | 0.04% | $62.55K |
| TITULOS DE TESORERIA 13.250 330209 | 500,000,000,000 | 500,000,000,000 | 0 | 0.04% | -$93.23K |
| CREDIT SUISSE MORTGAGE TRUST CSMC 2017 RPL2 B2 144A | 186,005,219 | 186,005,219 | 0 | 0.04% | -$3.41M |
| TITULOS DE TESORERIA 12.750 401128 | 500,000,000,000 | 500,000,000,000 | 0 | 0.04% | $2.71M |
| REPUBLIC OF COLOMBIA SR UNSECURED 11/38 6.5 | 119,700,000 | 119,700,000 | 0 | 0.04% | -$4.31M |
| RIPON MORTGAGES RIPON 2025 1A B 144A | 98,285,000 | 98,285,000 | 0 | 0.04% | -$2.51M |
| LEGACY MORTGAGE ASSET TRUST LMAT 2018 RPL3 B1 144A | 132,995,966 | 132,995,966 | 0 | 0.04% | -$1.56M |
| CAPST 2024-1 A | 129,300,000 | 129,300,000 | 0 | 0.04% | $53.58K |
| BOEING CO | 125,660,000 | 125,660,000 | 0 | 0.04% | -$612.09K |
| ARES XLIV CLO Ltd. Floating Rate, Due 04/15/2034 | 124,950,000 | 124,950,000 | 0 | 0.04% | $93.23K |
| LEGACY MORTGAGE ASSET TRUST LMAT 2018 RPL3 B2 144A | 132,995,966 | 132,995,966 | 0 | 0.04% | -$1.23M |
| RFR JPY MUTK/1.00000 09/18/24-10Y LCH | 1 | 1 | 0 | 0.04% | $25.20M |
| TITULOS DE TESORERIA 11.750 350124 | 500,000,000,000 | 500,000,000,000 | 0 | 0.04% | $685.34K |
| RFR USD SOFR/2.15000 06/15/22-5Y LCH | 4 | 4 | 0 | 0.04% | $13.03M |
| T/L ENVALIOR FINANCE GMBH REGD /EUR/ 0.00000000 | 118,900,000 | 118,900,000 | 0 | 0.04% | -$13.16M |
| GAZPROM PJSC (GAZ FN) SR UNSECURED 144A 02/27 1.5 | 137,850,000 | 137,850,000 | 0 | 0.04% | -$2.07M |
| RFR USD SOFR/3.50000 09/17/25-30Y LCH | 1 | 1 | 0 | 0.04% | -$4.43M |
| CLEAR CHANNEL OUTDOOR HOLDINGS INC | 50,862,666 | 50,862,666 | 0 | 0.04% | $8.14M |
| Madison Park Funding XLVI Ltd., Series 2020-46A, Class ARR | 120,200,000 | 120,200,000 | 0 | 0.04% | $3.61K |
| SES, SA CVR RT | 7,981,591 | 7,981,591 | 0 | 0.04% | -$4.32M |
| OZLME OZLME 4A AR 144A | 102,300,000 | 102,300,000 | 0 | 0.04% | -$2.21M |
| SYMPHONY CLO XXV LTD SER 2021-25A CL AR V/R REGD 144A P/P 0.00000000 | 117,400,000 | 117,400,000 | 0 | 0.04% | $69.90K |
| CREDIT SUISSE MORTGAGE TRUST CSMC 2019 RPL5 B2 144A | 143,652,350 | 143,652,350 | 0 | 0.03% | -$1.92M |
| Ares LXII CLO Ltd | 117,300,000 | 117,300,000 | 0 | 0.03% | $36.60K |
| BLUEMOUNTAIN CLO XXXIV LTD SER 2022-34A CL AR V/R REGD 144A P/P 5.03444000 | 117,200,000 | 117,200,000 | 0 | 0.03% | -$30.56K |
| ANCHORAGE CREDIT FUNDING LTD. ANCHF 2025 18A A 144A | 118,100,000 | 118,100,000 | 0 | 0.03% | -$1.53M |
| PERFORMER FUNDING PERFF 1A D 144A | 86,490,000 | 86,490,000 | 0 | 0.03% | -$2.40M |
| KKR FINANCIAL CLO LTD KKR 36A AR 144A | 113,700,000 | 113,700,000 | 0 | 0.03% | $100.94K |
| RIPON MORTGAGES RIPON 2025 1A C 144A | 85,685,000 | 85,685,000 | 0 | 0.03% | -$2.14M |
| ACRES PLC ACRES 2025 FL3 A 144A | 111,600,000 | 111,600,000 | 0 | 0.03% | $171.45K |
| SDART 2023-3 C | 110,000,000 | 110,000,000 | 0 | 0.03% | -$462.09K |
| PANAMA INFRASTRUCTURE SR SECURED 144A 04/32 0.00000 | 142,178,000 | 142,178,000 | 0 | 0.03% | $1.54M |
| CDX ITRAXX XOV44 5Y 35-100% SP MYC | 4 | 4 | 0 | 0.03% | -$19.71M |
| CREDIT SUISSE MORTGAGE TRUST CSMC 2018 RP10 B2 144A | 121,190,116 | 121,190,116 | 0 | 0.03% | -$1.66M |
| SOUTH AFRICA TREASURY BILL SOUTH AFRICAN T BILLS 7.775 2 | 1,904,100,000 | 1,904,100,000 | 0 | 0.03% | -$602.54K |
| Romark CLO V Ltd., Series 2021-5A, Class AR | 110,400,000 | 110,400,000 | 0 | 0.03% | -$151.01K |
| JAPAN (20 YEAR ISSUE) BONDS 03/45 2.4 | 19,652,000,000 | 19,652,000,000 | 0 | 0.03% | -$6.72M |
| RFR USD SOFR/2.00000 12/21/22-7Y CME | 1 | 1 | 0 | 0.03% | $13.44M |
| LCM LTD PARTNERSHIP LCM 35A A1R 144A | 109,450,000 | 109,450,000 | 0 | 0.03% | -$150.40K |
| OCTAGON INVESTMENT PARTNERS 40 OCT40 2019 1A A1RR 144A | 108,600,000 | 108,600,000 | 0 | 0.03% | $62.28K |
| REPUBLIC OF COLOMBIA SR UNSECURED 11/34 5.75 | 99,400,000 | 99,400,000 | 0 | 0.03% | -$4.81M |
| CARLYLE GLOBAL MARKET STRATEGIES CLO SER 2016-3A CL ARRR V/R REGD 144A P/P 4.97444000 | 108,200,000 | 108,200,000 | 0 | 0.03% | $10.47K |
| ARBOUR CLO ARBR 7A AR 144A | 93,400,000 | 93,400,000 | 0 | 0.03% | -$1.85M |
| INDIGO CREDIT MANAGEMENT INDI 2A A 144A | 93,500,000 | 93,500,000 | 0 | 0.03% | -$1.91M |
| PROJECT FLASH DELAYED DRAW TERM LOAN | 108,449,978 | 108,449,978 | 0 | 0.03% | $72.55K |
| UBS V5.959 01/12/34 144A | 102,400,000 | 102,400,000 | 0 | 0.03% | -$2.27M |
| KIRKBY RMBS KIRK 1A B 144A | 82,543,000 | 82,543,000 | 0 | 0.03% | -$2.03M |
| ARCANO EURO CLO ARCAN 2A A 144A | 91,300,000 | 91,300,000 | 0 | 0.03% | -$1.85M |
| VENTURE GLOBAL PLAQUE SR SECURED 144A 12/30 6.125 | 101,800,000 | 101,800,000 | 0 | 0.03% | $1.02M |
| REPUBLIC OF PERU SR UNSECURED 144A 08/31 6.95 | 331,675,000 | 331,675,000 | 0 | 0.03% | -$6.34M |
| HAYFIN EMERALD CLO HAYEM 5A AR 144A | 88,800,000 | 88,800,000 | 0 | 0.03% | -$1.55M |
| ANCHORAGE CREDIT FUNDING LTD. ANCHF 2025 19A A 144A | 103,400,000 | 103,400,000 | 0 | 0.03% | -$930.39K |
| HAYFIN EMERALD CLO HAYEM 6A AR 144A | 88,600,000 | 88,600,000 | 0 | 0.03% | -$1.86M |
| REPUBLIC OF ARGENTINA BONDS 07/35 VAR | 142,284,620 | 142,284,620 | 0 | 0.03% | -$3.02M |
| VOLKSWAGEN GRP | 100,000,000 | 100,000,000 | 0 | 0.03% | -$410.77K |
| DRYDEN SENIOR LOAN FUND DRSLF 2021 95A AR 144A | 100,200,000 | 100,200,000 | 0 | 0.03% | $55.92K |
| CONSUMER LOAN FINANCE ISSUER T CLFT 2024 A A2 144A | 98,647,000 | 98,647,000 | 0 | 0.03% | -$515.27K |
| BAMLL COML MTG SECS TR 2024 04/42 1 | 116,790,000 | 116,790,000 | 0 | 0.03% | -$539.82K |
| AFRMT 2025-1A A | 97,700,000 | 97,700,000 | 0 | 0.03% | -$388.85K |
| HAYFIN EMERALD CLO HAYEM 14A A 144A | 85,000,000 | 85,000,000 | 0 | 0.03% | -$1.73M |
| CONTEGO CLO DAC CONTE 3A ARR 144A | 85,000,000 | 85,000,000 | 0 | 0.03% | -$1.79M |
| CREDIT SUISSE MORTGAGE TRUST CSMC 2019 RPL7 B2 144A | 118,732,900 | 118,732,900 | 0 | 0.03% | -$954.48K |
| NIGERIA OMO BILL OMO110626 | 141,108,500,000 | 141,108,500,000 | 0 | 0.03% | $8.68M |
| NIGERIA OMO BILL OMO120626 | 140,972,814,000 | 140,972,814,000 | 0 | 0.03% | $8.67M |
| Atlas Senior Loan Fund XVIII Ltd., Series 2021-18A, Class A1R | 97,600,000 | 97,600,000 | 0 | 0.03% | -$117.11K |
| LEGACY MORTGAGE ASSET TRUST LMAT 2018 RPL3 B3 144A | 132,995,080 | 132,995,080 | 0 | 0.03% | $1.02M |
| TIKEHAU CLO IX DAC TIKEH 9A AR 144A | 83,700,000 | 83,700,000 | 0 | 0.03% | -$1.70M |
| UBS V6.327 12/22/27 144A | 95,300,000 | 95,300,000 | 0 | 0.03% | -$732.42K |
| OCP EURO CLO OCPE 2022 6A ARR 144A | 83,600,000 | 83,600,000 | 0 | 0.03% | -$1.77M |
| Lyra Music Assets Delaware LP, Series 2024-2A, Class A2 | 95,813,004 | 95,813,004 | 0 | 0.03% | -$629.99K |
| BANCO SANTANDER | 95,200,000 | 95,200,000 | 0 | 0.03% | -$800.94K |
| UBS GROUP AG SR UNSECURED 144A 09/29 VAR | 92,400,000 | 92,400,000 | 0 | 0.03% | -$1.24M |
| LEGACY MORTGAGE ASSET TRUST LMAT 2017 RPL2 B2 144A | 133,365,242 | 133,365,242 | 0 | 0.03% | -$1.81M |
| KKR FINANCIAL CLO LTD KKR 42A AR 144A | 95,400,000 | 95,400,000 | 0 | 0.03% | $44.86K |
| SOUTH AFRICAN T BILLS SOUTH AFRICAN T BILLS | 1,683,220,000 | 1,683,220,000 | 0 | 0.03% | -$998.01K |
| CHESTER A CESTR 1 AA D 144A | 71,735,000 | 71,735,000 | 0 | 0.03% | -$1.75M |
| PROJECT DORCHESTER EUR TERM LOAN | 82,400,000 | 82,400,000 | 0 | 0.03% | -$1.59M |
| WIND RIVER CLO LTD WINDR 2021 2A A1R 144A | 94,550,000 | 94,550,000 | 0 | 0.03% | $35.96K |
| BARINGS EURO CLO BABSE 2020 1A ARR 144A | 81,300,000 | 81,300,000 | 0 | 0.03% | -$1.53M |
| ROMARK CREDIT FUNDING LTD SER 2025-4A CL A REGD 144A P/P 5.42300000 | 93,100,000 | 93,100,000 | 0 | 0.03% | -$81.46K |
| PPM CLO, LTD. PPMC 2021 5A AR 144A | 93,200,000 | 93,200,000 | 0 | 0.03% | $108.01K |
| GAZPROM (GAZ CAPITAL SA) SR UNSECURED 144A 04/34 8.625 | 111,630,000 | 111,630,000 | 0 | 0.03% | $0 |
| CRVNA 2025-P1 A3 | 91,400,000 | 91,400,000 | 0 | 0.03% | -$245.24K |
| HELLENIC REPUBLIC BONDS REGS 01/37 4 | 78,167,966 | 78,167,966 | 0 | 0.03% | -$4.40M |
| RFR JPY MUTK/0.70000 09/18/24-5Y LCH | 1 | 1 | 0 | 0.03% | $14.95M |
| ATLANTIC AVENUE LTD MCCP 2025 4A A 144A | 90,700,000 | 90,700,000 | 0 | 0.03% | -$84.73K |
| GROSVENOR PLACE CLO BV GROSV 2024 2A A 144A | 78,600,000 | 78,600,000 | 0 | 0.03% | -$1.56M |
| GOLUB CAPITAL PARTNERS CLO, LT GCBSL 2020 50A A1R2 144A | 89,700,000 | 89,700,000 | 0 | 0.03% | $30.09K |
| OIS CAD CAONREPO/1.3000 06/16/22-25Y LCH | 3 | 3 | 0 | 0.03% | -$777.54K |
| DRYDEN LEVERAGED LOAN CDO DRYD 2020 74A AR 144A | 76,700,000 | 76,700,000 | 0 | 0.03% | -$1.61M |
| REPUBLIC OF PERU SR UNSECURED 144A 08/37 6.9 | 308,914,000 | 308,914,000 | 0 | 0.03% | -$7.93M |
| MARBLE POINT CLO XXII LTD AR TSFR3M+ 07/25/2034 144A | 87,800,000 | 87,800,000 | 0 | 0.03% | -$137.56K |
| Avis Budget Rental Car Funding AESOP LLC, Series 2024-2A, Class A | 86,416,000 | 86,416,000 | 0 | 0.03% | -$576.89K |
| SYMPHONY CLO LTD SYMP 2025 52A AR 144A | 86,900,000 | 86,900,000 | 0 | 0.03% | -$6.57K |
| APIDOS CLO APID 2012 11A AR4 144A | 86,100,000 | 86,100,000 | 0 | 0.03% | $8.39K |
| ARGENTINA | 113,562,988 | 113,562,988 | 0 | 0.03% | -$2.61M |
| TIKEHAU TIKEH 5A AR 144A | 74,250,000 | 74,250,000 | 0 | 0.03% | -$1.53M |
| GROSVENOR SQUARE RMBS PLC GVSQR 2023 1A B 144A | 64,660,219 | 64,660,219 | 0 | 0.03% | -$1.58M |
| SOUTH AFRICAN T BILLS BILLS 04/26 0.00000 | 1,447,600,000 | 1,447,600,000 | 0 | 0.03% | -$478.34K |
| TCW CLO 2019 1 AMR, LTD. TCW 2019 1A ASNR 144A | 84,500,000 | 84,500,000 | 0 | 0.03% | $42.25K |
| Ares XXVII CLO Ltd., Series 2013-2A, Class AR3 | 84,300,000 | 84,300,000 | 0 | 0.03% | $75.35K |
| TRALEE CLO V LTD SER 2018-5A CL A1RR V/R REGD 144A P/P 4.96444000 | 84,000,000 | 84,000,000 | 0 | 0.02% | -$106.71K |
| Jamestown CLO XVI Ltd., Series 2021-16A, Class AR | 83,300,000 | 83,300,000 | 0 | 0.02% | $53.96K |
| ATLANTIC AVENUE LTD MCCP 2024 3A A 144A | 83,300,000 | 83,300,000 | 0 | 0.02% | -$35.85K |
| PACIFIC GAS&ELEC | 85,600,000 | 85,600,000 | 0 | 0.02% | -$168.91K |
| AFRMT 2025-2A A 144A 4.67% 07-15-33 | 82,500,000 | 82,500,000 | 0 | 0.02% | -$321.40K |
| PACIFIC GAS&ELEC | 83,737,000 | 83,737,000 | 0 | 0.02% | -$116.87K |
| Guggenheim CLO Ltd., Series 2022-2A, Class A1R | 81,900,000 | 81,900,000 | 0 | 0.02% | $130.41K |
| POSEIDON BIDCO SASU 2023 EUR TERM LOAN B | 235,200,000 | 235,200,000 | 0 | 0.02% | -$18.35M |
| CITIGROUP MORTGAGE LOAN TRUST CMLTI 2020 RP2 B 144A | 108,965,192 | 108,965,192 | 0 | 0.02% | -$1.24M |
| INVESCO EURO CLO INVSC 3A AR | 70,200,000 | 70,200,000 | 0 | 0.02% | -$1.43M |
| NEUBERGER BERMAN LOAN ADVISERS NEUBL 2023 1A A1R 144A | 80,900,000 | 80,900,000 | 0 | 0.02% | -$88.11K |
| SDART 2023-2 C | 79,500,000 | 79,500,000 | 0 | 0.02% | -$387.82K |
| PERFORMER FUNDING PERFF 1A Z 144A | 123,515,000 | 123,515,000 | 0 | 0.02% | $3.72M |
| PROVIDUS CLO PRVD 2A ARR 144A | 69,000,000 | 69,000,000 | 0 | 0.02% | -$1.47M |
| NORTHWOODS CAPITAL LTD WOODS 2021 25A AR 144A | 79,700,000 | 79,700,000 | 0 | 0.02% | $194.47K |
| RFR JPY MUTK/0.5000 03/15/22-20Y LCH | 1 | 1 | 0 | 0.02% | $6.35M |
| PACIFIC GAS&ELEC | 86,160,000 | 86,160,000 | 0 | 0.02% | -$801.84K |
| Jamestown CLO XVIII Ltd., Series 2022-18A, Class A1R | 79,100,000 | 79,100,000 | 0 | 0.02% | -$12.77K |
| ROMARK CLO LTD RMRK 2021 4A A1R 144A | 79,000,000 | 79,000,000 | 0 | 0.02% | $49.13K |
| FLORA FOOD MANAGEMENT BV SR SECURED 144A 07/29 6.875 | 72,600,000 | 72,600,000 | 0 | 0.02% | -$6.05M |
| Atlas Senior Loan Fund XVI Ltd., Series 2021-16A, Class AR | 78,700,000 | 78,700,000 | 0 | 0.02% | $50.86K |
| Vibrant CLO XII Ltd | 78,300,000 | 78,300,000 | 0 | 0.02% | $79.44K |
| MOUNTAIN VIEW CLO XIV LTD A1R TSFR3M+115.9 10/15/2034 144A | 78,100,000 | 78,100,000 | 0 | 0.02% | $69.20K |
| SOUTH AFRICA TREASURY BILL SA TREASURY BILL 0 08/26 | 1,343,000,000 | 1,343,000,000 | 0 | 0.02% | -$444.87K |
| Hyundai Auto Receivables Trust, Series 2024-C, Class A3 | 77,000,000 | 77,000,000 | 0 | 0.02% | -$335.80K |
| BOEING CO/THE | 73,606,000 | 73,606,000 | 0 | 0.02% | -$859.47K |
| Elevation CLO Ltd., Series 2018-3A, Class A1R2 | 77,200,000 | 77,200,000 | 0 | 0.02% | -$64.95K |
| 37 CAPITAL CLO LTD PUTNM 2023 2A AR 144A | 76,900,000 | 76,900,000 | 0 | 0.02% | $26.19K |
| TURKIYE REP OF | 76,500,000 | 76,500,000 | 0 | 0.02% | -$2.39M |
| Madison Park Funding XLIX Ltd., Series 2021-49A, Class AR | 76,700,000 | 76,700,000 | 0 | 0.02% | $32.22K |
| DUTCH MORTGAGE FINANCE DMFI 2024 1A B | 66,160,000 | 66,160,000 | 0 | 0.02% | -$1.40M |
| CREDIT SUISSE MORTGAGE TRUST CSMC 2018 RPL1 B2 144A | 113,040,297 | 113,040,297 | 0 | 0.02% | -$560.19K |
| Apex Credit CLO Ltd., Series 2024-1A, Class A1 | 76,200,000 | 76,200,000 | 0 | 0.02% | -$293.17K |
| POLESTAR RE LTD UNSECURED 144A 01/27 VAR | 73,700,000 | 73,700,000 | 0 | 0.02% | -$692.78K |
| PROJECT HUDSON II FIXED TERM LOAN | 75,800,000 | 75,800,000 | 0 | 0.02% | -$421.67K |
| ICG US CLO LTD ICG 2021 3A AR 144A | 75,900,000 | 75,900,000 | 0 | 0.02% | $54.64K |
| CREDIT SUISSE MORTGAGE TRUST CSMC 2019 RPL5 B3 144A | 143,653,035 | 143,653,035 | 0 | 0.02% | -$6.77K |
| ANCHORAGE CAPITAL CLO LTD ANCHC 2021 21A AR 144A | 75,350,000 | 75,350,000 | 0 | 0.02% | $87.11K |
| CAIRN CLO BV CRNCL 2019 11A AR 144A | 64,750,000 | 64,750,000 | 0 | 0.02% | -$1.37M |
| SMRT 2022-MINI | 74,604,000 | 74,604,000 | 0 | 0.02% | -$49.83K |
| Drive Auto Receivables Trust, Series 2025-2, Class A3 | 74,300,000 | 74,300,000 | 0 | 0.02% | -$248.07K |
| PERFORMER FUNDING PERFF 1A F 144A | 55,585,000 | 55,585,000 | 0 | 0.02% | -$1.50M |
| Trinitas CLO XVII Ltd., Series 2021-17A, Class AR | 74,000,000 | 74,000,000 | 0 | 0.02% | $65.84K |
| CREDIT SUISSE MORTGAGE TRUST CSMC 2018 RP10 B3 144A | 120,738,888 | 120,738,888 | 0 | 0.02% | $321.89K |
| Neuberger Berman Loan Advisers CLO Ltd., Series 2021-45A, Class AR | 73,800,000 | 73,800,000 | 0 | 0.02% | $80.30K |
| UBS GROUP | 80,485,000 | 80,485,000 | 0 | 0.02% | -$921.77K |
| GROSVENOR PLACE CLO BV GROSV 2025 4A A 144A | 63,400,000 | 63,400,000 | 0 | 0.02% | -$1.23M |
| CAPITAL FOUR CLO CFOUR 10A A 144A | 63,300,000 | 63,300,000 | 0 | 0.02% | -$1.41M |
| HSBC HOLDINGS | 73,000,000 | 73,000,000 | 0 | 0.02% | -$736.30K |
| BOEING CO/THE | 71,656,000 | 71,656,000 | 0 | 0.02% | -$638.73K |
| JP Morgan Chase Commercial Mortgage Securities Trust 2023-CCDC | 70,400,000 | 70,400,000 | 0 | 0.02% | -$1.34M |
| Elevation CLO Ltd., Series 2022-16A, Class A1AR | 72,500,000 | 72,500,000 | 0 | 0.02% | $133.26K |
| HOUT BAY HOUT 2006 1A A1 144A | 463,545,485 | 463,545,485 | 0 | 0.02% | -$1.40M |
| RUSSIAN FEDERATION SR UNSECURED REGS 09/43 5.875 | 105,600,000 | 105,600,000 | 0 | 0.02% | $0 |
| DUTCH MORTGAGE WAREHOUSE FINAN DMWF 2024 1A VFN 144A | 61,488,000 | 61,488,000 | 0 | 0.02% | -$1.26M |
| Cedar Funding VI CLO Ltd., Series 2016-6A, Class AR3 | 71,000,000 | 71,000,000 | 0 | 0.02% | $30.06K |
| ROCKFORD TOWER CLO LTD ROCKT 2022 1A A1R 144A | 70,700,000 | 70,700,000 | 0 | 0.02% | -$30.40K |
| GAZPROM PJSC (GAZ FN) SR UNSECURED 144A 01/29 2.95 | 93,400,000 | 93,400,000 | 0 | 0.02% | $2.80M |
| REPUBLIC OF COLOMBIA SR UNSECURED 09/28 3.75 | 61,900,000 | 61,900,000 | 0 | 0.02% | -$2.05M |
| TAUPE FUNDING TRUST TAUPE 2024 1A A4 144A | 69,065,000 | 69,065,000 | 0 | 0.02% | -$277.35K |
| WOART 2024-C A3 | 69,100,000 | 69,100,000 | 0 | 0.02% | -$238.98K |
| BPCE | 66,000,000 | 66,000,000 | 0 | 0.02% | -$995.80K |
| SMB PRIVATE EDUCATION LOAN TRUST 2025-C SER 2025-C CL D REGD 144A P/P 5.26000000 | 71,359,000 | 71,359,000 | 0 | 0.02% | -$260.77K |
| PROTEUS RMBS DAC PROTE 1A FR 144A | 85,302,000 | 85,302,000 | 0 | 0.02% | -$1.33M |
| RFR USD SOFR/3.00000 03/19/25-5Y LCH | 1 | 1 | 0 | 0.02% | -$14.93M |
| BARINGS EURO CLO DAC BABSE 2025 1A A 144A | 59,500,000 | 59,500,000 | 0 | 0.02% | -$1.28M |
| DURHAM MORTGAGES DRHM 2024 AA B 144A | 51,843,000 | 51,843,000 | 0 | 0.02% | -$1.29M |
| REPUBLIC OF SOUTH AFRICA BONDS 01/30 8 | 1,169,600,000 | 1,169,600,000 | 0 | 0.02% | -$3.85M |
| PALMER SQUARE EUROPEAN LOAN FU PSTET 2025 3A A 144A | 58,800,000 | 58,800,000 | 0 | 0.02% | -$1.14M |
| WSTN TRUST WSTN 2023 MAUI A 144A | 66,300,000 | 66,300,000 | 0 | 0.02% | -$527.07K |
| SHACKLETON CLO LTD SHACK 2019 14A A1RR 144A | 66,800,000 | 66,800,000 | 0 | 0.02% | $30.77K |
| INVESCO EURO CLO XI DAC INVSC 11A A1R 144A | 57,900,000 | 57,900,000 | 0 | 0.02% | -$1.22M |
| STELLANTIS FINANCIAL UNDERWRITTEN ENHANCED SER 2025-CA CL A2 REGD 144A P/P 4.06000000 | 66,600,000 | 66,600,000 | 0 | 0.02% | -$145.59K |
| SMB Private Education Loan Trust 2023-B | 64,173,000 | 64,173,000 | 0 | 0.02% | -$587.15K |
| AMGFIN V0 01/15/67 144A | 105,720,000 | 105,720,000 | 0 | 0.02% | -$4.32M |
| REPUBLIC OF COLOMBIA SR UNSECURED 02/36 5.625 | 62,100,000 | 62,100,000 | 0 | 0.02% | -$2.80M |
| WIND RIVER CLO LTD WINDR 2016 1KRA A1R3 144A | 65,695,487 | 65,695,487 | 0 | 0.02% | $193.01K |
| Bain Capital Credit CLO Ltd., Series 2022-3A, Class A1R | 64,800,000 | 64,800,000 | 0 | 0.02% | -$12.27K |
| RFR JPY MUT+5.89/-0.0200 3/20/21-8Y* LCH | 1 | 1 | 0 | 0.02% | -$1.68M |
| PCG 4.2 03/01/29 | 65,400,000 | 65,400,000 | 0 | 0.02% | -$371.52K |
| PCG 4.4 03/01/32 | 67,000,000 | 67,000,000 | 0 | 0.02% | -$775.89K |
| PROVIDUS CLO PRVD 5A AR 144A | 55,900,000 | 55,900,000 | 0 | 0.02% | -$1.18M |
| BANCO SANTANDER | 61,400,000 | 61,400,000 | 0 | 0.02% | -$1.02M |
| CREDIT SUISSE MORTGAGE TRUST CSMC 2019 RPL7 B3 144A | 118,734,054 | 118,734,054 | 0 | 0.02% | $214.31K |
| PENTA CLO S.A. PENTA 2021 9A A 144A | 55,500,000 | 55,500,000 | 0 | 0.02% | -$1.24M |
| Bain Capital Credit CLO Ltd., Series 2019-4A, Class A1RR | 63,700,000 | 63,700,000 | 0 | 0.02% | $38.67K |
| CDW LLC/CDW FIN | 64,300,000 | 64,300,000 | 0 | 0.02% | $94.15K |
| HAYFIN EMERALD CLO HAYEM 10A ARR 144A | 55,000,000 | 55,000,000 | 0 | 0.02% | -$1.16M |
| CONSUMER LOAN FINANCE ISSUER T CLFT 2023 4A A2 144A | 61,708,000 | 61,708,000 | 0 | 0.02% | -$483.67K |
| ARBOUR CLO ARBR 6A AR 144A | 54,500,000 | 54,500,000 | 0 | 0.02% | -$1.17M |
| DUTCH MORTGAGE FINANCE DMFI 2024 1A R | 1,830,000 | 1,830,000 | 0 | 0.02% | -$651.20K |
| NEUBERGER BERMAN LOAN ADVISERS CLO 4 SER 2021-43A CL AR V/R REGD 144A P/P 4.93163000 | 62,500,000 | 62,500,000 | 0 | 0.02% | $47.61K |
| OFSI FUND LTD OFSBS 2021 10A AR 144A | 62,000,000 | 62,000,000 | 0 | 0.02% | -$5.43K |
| CRVNA 2025-P1 A4 | 61,238,000 | 61,238,000 | 0 | 0.02% | -$217.42K |
| Hilton USA Trust, Series 2016-SFP, Class A | 71,800,000 | 71,800,000 | 0 | 0.02% | -$690.97K |
| CONSUMER LOAN FINANCE ISSUER T CLFT 2024 BA A2 144A | 60,690,000 | 60,690,000 | 0 | 0.02% | -$392.47K |
| RFR USD SOFR/3.50000 06/21/23-10Y LCH | 3 | 3 | 0 | 0.02% | $6.67M |
| WARWICK FINANCE RESIDENTIAL MO WARW 3A B 144A | 46,014,000 | 46,014,000 | 0 | 0.02% | -$1.26M |
| BMWLT 2024-2 A3 | 60,900,000 | 60,900,000 | 0 | 0.02% | -$156.15K |
| DURHAM MORTGAGES DRHM 2024 BA C 144A | 46,041,000 | 46,041,000 | 0 | 0.02% | -$1.11M |
| CORDATUS CLO PLC CORDA 12A ARR 144A | 52,500,000 | 52,500,000 | 0 | 0.02% | -$1.10M |
| NAVESINK CLO, LIMITED NAVS 2024 2A A1R 144A | 59,800,000 | 59,800,000 | 0 | 0.02% | $2.75K |
| PROTEUS RMBS DAC PROTE 1A BR 144A | 52,929,000 | 52,929,000 | 0 | 0.02% | -$1.08M |
| DURHAM MORTGAGES DRHM 2024 BA B 144A | 45,040,000 | 45,040,000 | 0 | 0.02% | -$1.11M |
| SILVER ROCK CLO LTD SLVRK 2021 2A AR 144A | 59,400,000 | 59,400,000 | 0 | 0.02% | $20.15K |
| KONA SPC LTD COMPANY GUAR 144A 09/26 VAR | 51,000,000 | 51,000,000 | 0 | 0.02% | -$818.07K |
| RFRF USD SF+26.161/0.70 12/18/20-10Y LCH | 1 | 1 | 0 | 0.02% | -$1.02M |
| RFR USD SOFR/1.75000 06/15/22-10Y LCH | 2 | 2 | 0 | 0.02% | $3.38M |
Top 300 of 1807, by weight.
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