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 |
|---|---|---|---|---|---|
| U.S. Treasury Bills | 0 | 947,000,000 | 947,000,000 | 6.72% | $929.74M |
| Uniform Mortgage-Backed Security, TBA | 0 | 214,700,000 | 214,700,000 | 1.56% | $215.41M |
| Uniform Mortgage-Backed Security, TBA | 0 | 184,000,000 | 184,000,000 | 1.33% | $184.42M |
| LETRA TESOURO NACIONAL BILLS 10/26 0.00000 | 0 | 706,500,000 | 706,500,000 | 0.92% | $127.78M |
| FNCL 6 6/24 | 0 | 87,000,000 | 87,000,000 | 0.64% | $88.56M |
| JABIL INC | 0 | 80,100,000 | 80,100,000 | 0.58% | $79.66M |
| Fannie Mae REMICS | 0 | 78,400,000 | 78,400,000 | 0.56% | $78.02M |
| GLENCORE FUNDING LLC | 0 | 73,100,000 | 73,100,000 | 0.53% | $72.86M |
| FNCL 6 7/25 | 0 | 62,000,000 | 62,000,000 | 0.46% | $63.08M |
| KSA SUKUK LTD SR UNSECURED REGS 06/27 5.25 | 0 | 59,800,000 | 59,800,000 | 0.44% | $60.29M |
| Phillips 66 0% CP 08/04/2026 | 0 | 60,100,000 | 60,100,000 | 0.43% | $60.05M |
| ISRAEL ELECTRIC CORP LTD SR SECURED 144A REGS 08/28 4.2 | 0 | 55,275,000 | 55,275,000 | 0.39% | $54.26M |
| KEURIG DR PEPPER | 0 | 50,900,000 | 50,900,000 | 0.37% | $50.67M |
| FANNIE MAE FNR 2026 21 DF | 0 | 50,000,000 | 50,000,000 | 0.36% | $49.85M |
| JTI Financial Services North America LLC | 0 | 49,900,000 | 49,900,000 | 0.36% | $49.72M |
| Crown Castle, Inc. | 0 | 46,900,000 | 46,900,000 | 0.34% | $46.81M |
| LETRA TESOURO NACIONAL BILLS 07/26 0.00000 | 0 | 236,800,000 | 236,800,000 | 0.32% | $44.27M |
| JPMORGAN CHASE | 0 | 43,347,000 | 43,347,000 | 0.31% | $42.76M |
| TELEFONICA EMIS | 0 | 41,151,000 | 41,151,000 | 0.30% | $40.99M |
| BECTON DICKINSON+CO. | 0 | 39,200,000 | 39,200,000 | 0.28% | $39.20M |
| Crown Castle Inc | 0 | 39,000,000 | 39,000,000 | 0.28% | $38.94M |
| Uniform Mortgage-Backed Security, TBA | 0 | 36,500,000 | 36,500,000 | 0.27% | $37.16M |
| STELLANTIS FIN US INC REGD 144A P/P 1.71100000 | 0 | 35,261,000 | 35,261,000 | 0.25% | $34.40M |
| Hewlett Packard Enterprise Co | 0 | 34,400,000 | 34,400,000 | 0.25% | $34.39M |
| SOUTH AFRICA | 0 | 33,328,000 | 33,328,000 | 0.24% | $33.35M |
| CONSTELLATION ENERGY | 0 | 33,200,000 | 33,200,000 | 0.24% | $33.08M |
| SAUDI INTERNATIONAL BOND SR UNSECURED REGS 01/28 5.125 | 0 | 32,410,000 | 32,410,000 | 0.24% | $32.76M |
| American Express Co | 0 | 31,500,000 | 31,500,000 | 0.23% | $31.42M |
| PLAINS ALL AMER | 0 | 30,732,000 | 30,732,000 | 0.22% | $30.75M |
| BARCLAYS PLC FRN SOFR+93 05/24/2030 | 0 | 30,000,000 | 30,000,000 | 0.22% | $29.93M |
| BANK HAPOALIM SR UNSECURED 144A REGS 07/29 4 | 0 | 29,300,000 | 29,300,000 | 0.21% | $28.96M |
| Keurig Dr Pepper Inc 0% CP 08/04/2026 | 0 | 28,300,000 | 28,300,000 | 0.20% | $28.27M |
| FANNIE MAE FNR 2026 21 YF | 0 | 27,800,000 | 27,800,000 | 0.20% | $27.72M |
| Takeoff Merger Sub Inc | 0 | 24,800,000 | 24,800,000 | 0.18% | $24.68M |
| SANUK V2.469 01/11/28 | 0 | 23,615,000 | 23,615,000 | 0.17% | $23.23M |
| TOYOTA LEASE OWNER TRUST 2026-A SER 2026-A CL A2B V/R REGD 144A P/P 4.00294000 | 0 | 23,200,000 | 23,200,000 | 0.17% | $23.17M |
| Rogers Communications Inc/Ontario | 0 | 23,150,000 | 23,150,000 | 0.17% | $23.11M |
| GLOBAL PAY INC | 0 | 22,600,000 | 22,600,000 | 0.16% | $22.51M |
| Capital Four US CLO I Ltd | 0 | 21,700,000 | 21,700,000 | 0.16% | $21.67M |
| CARVANA AUTO RECEIVABLES TRUST 2026-P1 SER 2026-P1 CL A2 REGD 4.10000000 | 0 | 21,100,000 | 21,100,000 | 0.15% | $21.08M |
| Carvana Auto Receivables Trust, Series 2024-P3, Class A3 | 0 | 19,644,353 | 19,644,353 | 0.14% | $19.65M |
| CONSTELLATION ENERGY 04/26 ZCP | 0 | 19,600,000 | 19,600,000 | 0.14% | $19.59M |
| LLOYDS F 02/10/30 | 0 | 19,200,000 | 19,200,000 | 0.14% | $19.11M |
| Goldman Sachs Group, Inc. (The) | 0 | 18,900,000 | 18,900,000 | 0.14% | $18.88M |
| Avolon Holdings Funding Ltd. | 0 | 18,112,000 | 18,112,000 | 0.13% | $18.65M |
| FIRSTENERGY CORP | 0 | 18,308,000 | 18,308,000 | 0.13% | $18.16M |
| Constellation Energy Generation LLC | 0 | 17,100,000 | 17,100,000 | 0.12% | $17.05M |
| NOMURA HOLDINGS | 0 | 16,705,000 | 16,705,000 | 0.12% | $16.43M |
| FORD MOTOR CRED | 0 | 16,396,000 | 16,396,000 | 0.12% | $16.40M |
| NATWEST GROUP | 0 | 15,459,000 | 15,459,000 | 0.11% | $15.61M |
| SAUDI INTERNATIONAL BOND SR UNSECURED REGS 07/27 0.75 | 0 | 13,950,000 | 13,950,000 | 0.11% | $15.61M |
| LEIDOS INC | 0 | 15,400,000 | 15,400,000 | 0.11% | $15.35M |
| MSRM 2025-NQM3 VAR 05/25/2070 144A | 0 | 15,237,008 | 15,237,008 | 0.11% | $15.29M |
| SMB Private Education Loan Trust, Series 2026-B, Class A1B | 0 | 15,300,000 | 15,300,000 | 0.11% | $15.20M |
| HNDA Float 11/19/27 | 0 | 14,914,000 | 14,914,000 | 0.11% | $14.86M |
| FYBR 5 05/01/28 144A | 0 | 14,700,000 | 14,700,000 | 0.11% | $14.71M |
| ONEOK INC | 0 | 14,500,000 | 14,500,000 | 0.10% | $14.48M |
| CDW LLC/CDW FIN | 0 | 14,593,000 | 14,593,000 | 0.10% | $14.43M |
| UBS GROUP AG SR UNSECURED 144A 08/27 4.703 | 0 | 14,267,000 | 14,267,000 | 0.10% | $14.27M |
| WELLS FARGO CO | 0 | 14,300,000 | 14,300,000 | 0.10% | $14.22M |
| BLACK HILLS CORP | 0 | 14,252,000 | 14,252,000 | 0.10% | $14.14M |
| ORACLE CORP | 0 | 14,053,000 | 14,053,000 | 0.10% | $13.98M |
| BONOS TESORERIA PESOS UNSECURED 144A REGS 09/30 4.7 | 0 | 13,210,000,000 | 13,210,000,000 | 0.10% | $13.97M |
| FELLS POINT FUNDING TRUST 3.046% 01/31/2027 144A | 0 | 13,900,000 | 13,900,000 | 0.10% | $13.75M |
| Keurig Dr Pepper Inc 0% CP 13/04/2026 | 0 | 13,700,000 | 13,700,000 | 0.10% | $13.68M |
| SPECTRA PARTNERS | 0 | 13,645,000 | 13,645,000 | 0.10% | $13.58M |
| NELNET STUDENT LOAN TRUST 2026-A SER 2026-A CL A1A REGD 144A P/P 4.61000000 | 0 | 13,331,009 | 13,331,009 | 0.10% | $13.17M |
| Global Net Lease Operating Partnership LP Global Net Lease Inc | 0 | 13,428,000 | 13,428,000 | 0.09% | $13.02M |
| FS Rialto Issuer LLC, Series 2026-FL11, Class A | 0 | 12,400,000 | 12,400,000 | 0.09% | $12.40M |
| TORO EUROPEAN CLO TCLO 2A ARRE 144A | 0 | 10,700,000 | 10,700,000 | 0.09% | $12.37M |
| QATAR ENERGY SR UNSECURED REGS 09/26 1.375 | 0 | 12,150,000 | 12,150,000 | 0.09% | $11.99M |
| LANEBROOK MORTGAGE TRANSACTION LNBRK 2024 1 A REGS | 0 | 8,912,546 | 8,912,546 | 0.09% | $11.79M |
| SANUSA V2.49 01/06/28 | 0 | 11,937,000 | 11,937,000 | 0.08% | $11.74M |
| PANAMA | 0 | 11,026,000 | 11,026,000 | 0.08% | $11.73M |
| BANK LEUMI LE ISRAEL SR UNSECURED 144A REGS 07/27 5 | 0 | 11,508,000 | 11,508,000 | 0.08% | $11.50M |
| DEUTSCHE BANK NY | 0 | 11,400,000 | 11,400,000 | 0.08% | $11.50M |
| TOWD POINT MORTGAGE TRUST | 0 | 11,350,251 | 11,350,251 | 0.08% | $11.21M |
| LLOYDS V5.462 01/05/28 | 0 | 11,100,000 | 11,100,000 | 0.08% | $11.18M |
| BNP PARIBAS | 0 | 11,268,000 | 11,268,000 | 0.08% | $11.10M |
| BRSP 2026-FL3 LTD SER 2026-FL3 CL A V/R REGD 144A P/P 5.15000000 | 0 | 11,000,000 | 11,000,000 | 0.08% | $10.98M |
| STELLANTIS FINANCE US INC | 0 | 11,150,000 | 11,150,000 | 0.08% | $10.88M |
| GATX CORP | 0 | 10,640,000 | 10,640,000 | 0.08% | $10.72M |
| PHILLIPS 66 GTD DISC 04/20/26 0.00000000 | 0 | 10,600,000 | 10,600,000 | 0.08% | $10.58M |
| THE CAMPBELLS CO | 0 | 10,500,000 | 10,500,000 | 0.08% | $10.56M |
| Fidelity National Information Services, Inc. | 0 | 10,500,000 | 10,500,000 | 0.08% | $10.47M |
| MUFG BANK LTD SYDNEY MUFG BANK LTD SYDNEY | 0 | 15,000,000 | 15,000,000 | 0.08% | $10.39M |
| HANWHA SOLUTIONS CORP COMPANY GUAR REGS 10/28 VAR | 0 | 10,000,000 | 10,000,000 | 0.07% | $10.10M |
| ING GROEP NV | 0 | 10,133,000 | 10,133,000 | 0.07% | $10.09M |
| STANDARD CHARTERED PLC FRN SOFR+203 02/08/2028 144A | 0 | 9,900,000 | 9,900,000 | 0.07% | $10.01M |
| MBGGR F 03/10/28 144A | 0 | 10,000,000 | 10,000,000 | 0.07% | $10.00M |
| STANDARD CHARTERED PLC SR UNSECURED REGS 02/28 VAR | 0 | 9,880,000 | 9,880,000 | 0.07% | $9.99M |
| AMERICAN TOWER | 0 | 10,000,000 | 10,000,000 | 0.07% | $9.99M |
| AIR LEASE CORP | 0 | 10,089,000 | 10,089,000 | 0.07% | $9.94M |
| ROYAL BK SCOTLND | 0 | 9,880,000 | 9,880,000 | 0.07% | $9.88M |
| ARBOUR CLO ARBR 13A AR 144A | 0 | 8,500,000 | 8,500,000 | 0.07% | $9.80M |
| HYATT HOTELS | 0 | 9,651,000 | 9,651,000 | 0.07% | $9.74M |
| U.S. Treasury Bills | 0 | 9,622,000 | 9,622,000 | 0.07% | $9.54M |
| MARGAY CLO MARGA 2A AR 144A | 0 | 8,100,000 | 8,100,000 | 0.07% | $9.34M |
| FORD MOTOR CRED | 0 | 9,200,000 | 9,200,000 | 0.07% | $9.25M |
| SABINE PASS LIQU | 0 | 8,912,000 | 8,912,000 | 0.06% | $8.93M |
| AMETEK INC DISC COML | 0 | 8,800,000 | 8,800,000 | 0.06% | $8.79M |
| PRKCM 2025-AFC1 Trust 5.10 | 0 | 8,804,844 | 8,804,844 | 0.06% | $8.79M |
| TEXTRON INC | 0 | 8,700,000 | 8,700,000 | 0.06% | $8.64M |
| HYUNDAI CAPITAL AMERICA SR UNSECURED 144A 03/27 5.3 | 0 | 8,500,000 | 8,500,000 | 0.06% | $8.57M |
| CARLYLE EURO CLO CGMSE 2021 2A A1 144A | 0 | 7,370,000 | 7,370,000 | 0.06% | $8.52M |
| SPIRIT AEROSYSTE | 0 | 8,500,000 | 8,500,000 | 0.06% | $8.51M |
| Avolon Holdings Funding Ltd | 0 | 8,300,000 | 8,300,000 | 0.06% | $8.15M |
| Vistra Operations Company LLC | 0 | 7,984,000 | 7,984,000 | 0.06% | $7.92M |
| BNP PARIBAS REGS 11/27 3.5 | 0 | 7,900,000 | 7,900,000 | 0.06% | $7.78M |
| BONOS TESORERIA PESOS BONDS 144A REGS 10/29 5.8 | 0 | 7,075,000,000 | 7,075,000,000 | 0.06% | $7.78M |
| NELNET STUDENT LOAN TRUST NSLT 2021 DA AFL 144A | 0 | 7,614,440 | 7,614,440 | 0.05% | $7.59M |
| HARDWOOD FUNDING LLC 4A2 | 0 | 7,600,000 | 7,600,000 | 0.05% | $7.56M |
| RFR USD SOFR/3.40694 07/06/26-4Y* LCH | 0 | 7 | 7 | 0.05% | $7.49M |
| WLAKE 2026-P1 A2 144A 3.84% 01-16-29 | 0 | 7,500,000 | 7,500,000 | 0.05% | $7.49M |
| HSBC HOLDINGS | 0 | 7,700,000 | 7,700,000 | 0.05% | $7.42M |
| CAPITAL ONE PRIME AUTO RECEIVA COPAR 2023 2 A3 | 0 | 7,265,986 | 7,265,986 | 0.05% | $7.33M |
| GM F 07/15/27 | 0 | 7,300,000 | 7,300,000 | 0.05% | $7.31M |
| GEN MOTORS FIN | 0 | 7,200,000 | 7,200,000 | 0.05% | $7.24M |
| FAIR OAKS LOAN FUNDING FOAKS 5A AR 144A | 0 | 6,200,000 | 6,200,000 | 0.05% | $7.16M |
| Societe Generale SA | 0 | 7,100,000 | 7,100,000 | 0.05% | $7.15M |
| WEA FINANCE LLC REGD 144A P/P 2.87500000 | 0 | 6,950,000 | 6,950,000 | 0.05% | $6.87M |
| FNMA, Series 2025-92, Class FA | 0 | 6,617,672 | 6,617,672 | 0.05% | $6.68M |
| PANAMA | 0 | 6,700,000 | 6,700,000 | 0.05% | $6.60M |
| ACRES Commercial Realty Issuer LLC, Series 2026-FL4, Class A | 0 | 6,600,000 | 6,600,000 | 0.05% | $6.60M |
| HCA INC CP 0% 05/13/2026 | 0 | 6,300,000 | 6,300,000 | 0.05% | $6.27M |
| STELLANTIS FINANCE US INC 144A LIFE SR UNSEC 5.625% 01-12-28 | 0 | 6,033,000 | 6,033,000 | 0.04% | $6.10M |
| CITIGROUP INC | 0 | 6,100,000 | 6,100,000 | 0.04% | $6.07M |
| LAD AUTO RECEIVABLES TRUST 2026-1 4.16% 05/15/2029 144A | 0 | 5,950,000 | 5,950,000 | 0.04% | $5.93M |
| SMITH & NEPHEW | 0 | 5,862,000 | 5,862,000 | 0.04% | $5.89M |
| Societe Generale SA | 0 | 5,800,000 | 5,800,000 | 0.04% | $5.72M |
| DIAMONDBACK ENER | 0 | 5,337,000 | 5,337,000 | 0.04% | $5.38M |
| HYUNDAI CAPITAL AMERICA SR UNSECURED 144A 01/28 VAR | 0 | 5,400,000 | 5,400,000 | 0.04% | $5.37M |
| LADR 4.25 02/01/27 144A | 0 | 5,407,000 | 5,407,000 | 0.04% | $5.35M |
| INTESA SANPAOLO SPA 3.875% 07/14/2027 144A | 0 | 5,200,000 | 5,200,000 | 0.04% | $5.16M |
| ROYAL BK CANADA | 0 | 5,094,000 | 5,094,000 | 0.04% | $5.10M |
| TENGIZCHEVROIL FIN CO IN SR SECURED REGS 08/26 4 | 0 | 4,800,000 | 4,800,000 | 0.03% | $4.79M |
| DTE ENERGY CO | 0 | 4,800,000 | 4,800,000 | 0.03% | $4.76M |
| EMERA US FINANCE | 0 | 4,620,000 | 4,620,000 | 0.03% | $4.61M |
| ROMANIA SR UNSECURED REGS 11/27 5.25 | 0 | 4,600,000 | 4,600,000 | 0.03% | $4.60M |
| SFS AUTO RECEIVABLES SECURITIZATION TRUST 2026-1 4.05% 08/20/2029 144A | 0 | 4,500,000 | 4,500,000 | 0.03% | $4.49M |
| PENSKE TRUCK LEASING/PTL SR UNSECURED 144A 06/26 1.7 | 0 | 4,400,000 | 4,400,000 | 0.03% | $4.38M |
| GSK CONSUMER | 0 | 4,400,000 | 4,400,000 | 0.03% | $4.36M |
| ENEL FINANCE INTL NV REGD 144A P/P 3.50000000 | 0 | 4,400,000 | 4,400,000 | 0.03% | $4.32M |
| RCKT Mortgage Trust 2026-CES1 | 0 | 4,290,332 | 4,290,332 | 0.03% | $4.26M |
| GOLDMAN SACHS GP | 0 | 4,313,000 | 4,313,000 | 0.03% | $4.26M |
| AMERICAN TOWER | 0 | 4,308,000 | 4,308,000 | 0.03% | $4.25M |
| Aviation Capital Group LLC | 0 | 4,286,000 | 4,286,000 | 0.03% | $4.21M |
| NELNET STUDENT LOAN TRUST 2026-A SER 2026-A CL A1B V/R REGD 144A P/P 0.00000000 | 0 | 4,123,981 | 4,123,981 | 0.03% | $4.15M |
| SANTANDER HOLD | 0 | 4,140,000 | 4,140,000 | 0.03% | $4.13M |
| Coca-Cola European Partners PLC | 0 | 4,060,000 | 4,060,000 | 0.03% | $3.97M |
| VW 4.95 03/25/27 144A | 0 | 3,800,000 | 3,800,000 | 0.03% | $3.82M |
| SGSP AUSTRALIA ASSETS COMPANY GUAR REGS 07/26 3.25 | 0 | 3,612,000 | 3,612,000 | 0.03% | $3.60M |
| HCA, Inc. | 0 | 3,600,000 | 3,600,000 | 0.03% | $3.59M |
| ENBRIDGE INC | 0 | 3,625,000 | 3,625,000 | 0.03% | $3.58M |
| ING GROEP NV | 0 | 3,570,000 | 3,570,000 | 0.03% | $3.56M |
| FORD MOTOR CRED | 0 | 3,500,000 | 3,500,000 | 0.02% | $3.46M |
| STANDARD CHARTERED PLC REGD V/R REG S 5.68800000 | 0 | 3,200,000 | 3,200,000 | 0.02% | $3.24M |
| ROLLS-ROYCE PLC REGD 144A P/P 5.75000000 | 0 | 3,100,000 | 3,100,000 | 0.02% | $3.15M |
| Hyundai Capital America | 0 | 3,000,000 | 3,000,000 | 0.02% | $3.02M |
| NXP BV/NXP FDG | 0 | 2,989,000 | 2,989,000 | 0.02% | $2.99M |
| FACTSET RESEARCH | 0 | 2,902,000 | 2,902,000 | 0.02% | $2.85M |
| CNO GLOBAL FUNDING 1.75% 10/07/2026 144A | 0 | 2,879,000 | 2,879,000 | 0.02% | $2.84M |
| STELLANTIS FINL SVC US CORP FRN SOFR+169 09/15/2028 144A | 0 | 2,798,000 | 2,798,000 | 0.02% | $2.80M |
| BONOS TESORERIA PESOS BONDS 144A REGS 10/28 5 | 0 | 2,580,000,000 | 2,580,000,000 | 0.02% | $2.77M |
| DOMINION ENERGY | 0 | 2,669,000 | 2,669,000 | 0.02% | $2.67M |
| SOCIETE GENERALE SA | 0 | 2,530,000 | 2,530,000 | 0.02% | $2.54M |
| BOEING CO | 0 | 2,500,000 | 2,500,000 | 0.02% | $2.47M |
| VICI PROPERTIES | 0 | 2,480,000 | 2,480,000 | 0.02% | $2.46M |
| Occidental Petroleum Corporation 3.0%, Due 02/15/2027 | 0 | 2,417,000 | 2,417,000 | 0.02% | $2.39M |
| BPCE SA REGD V/R 144A P/P 6.61200000 | 0 | 2,270,000 | 2,270,000 | 0.02% | $2.30M |
| AMERICAN HONDA FINANCE CORP | 0 | 2,245,000 | 2,245,000 | 0.02% | $2.25M |
| MORGAN STANLEY | 0 | 1,967,000 | 1,967,000 | 0.01% | $1.96M |
| AMERICAN HONDA FINANCE SR UNSECURED 07/26 VAR | 0 | 1,735,000 | 1,735,000 | 0.01% | $1.74M |
| WP CAREY INC | 0 | 1,700,000 | 1,700,000 | 0.01% | $1.70M |
| AMERICAN TOWER | 0 | 1,659,000 | 1,659,000 | 0.01% | $1.65M |
| U.S. Treasury Bill | 0 | 1,661,000 | 1,661,000 | 0.01% | $1.64M |
| UNICREDIT SPA | 0 | 1,640,000 | 1,640,000 | 0.01% | $1.63M |
| GOLDMAN SACHS GP | 0 | 1,500,000 | 1,500,000 | 0.01% | $1.48M |
| FISERV INC | 0 | 1,498,000 | 1,498,000 | 0.01% | $1.46M |
| COREBRIDGE FIN | 0 | 1,340,000 | 1,340,000 | 0.01% | $1.33M |
| RELIANCE STAND LIFE II SECURED 144A 09/26 1.512 | 0 | 1,344,000 | 1,344,000 | 0.01% | $1.32M |
| 317UBODA2 PIMCO SWAPTION 3.0 CALL USD 20260728 | 0 | 2,080,700,000 | 2,080,700,000 | 0.01% | $1.32M |
| Constellation Energy Generation LLC | 0 | 1,300,000 | 1,300,000 | 0.01% | $1.30M |
| ENEL AMERICAS SA | 0 | 1,239,000 | 1,239,000 | 0.01% | $1.24M |
| SOCIETE GENERALE SA MTN 5.250000% 02/19/2027 | 0 | 1,195,000 | 1,195,000 | 0.01% | $1.20M |
| Constellation Energy Generation LLC | 0 | 1,200,000 | 1,200,000 | 0.01% | $1.20M |
| 317UBU0A2 PIMCO SWAPTION 3.0 CALL USD 20260811 | 0 | 1,581,700,000 | 1,581,700,000 | 0.01% | $1.16M |
| AMERICAN HONDA FIN. C FRN | 0 | 1,125,000 | 1,125,000 | 0.01% | $1.12M |
| STANDARD CHARTERED PLC SR UNSECURED 144A 11/28 VAR | 0 | 1,050,000 | 1,050,000 | 0.01% | $1.10M |
| 317UBPSA3 PIMCO SWAPTION 3.0 CALL USD 20260803 | 0 | 1,586,100,000 | 1,586,100,000 | 0.01% | $1.07M |
| MITSUBISHI UFJ FIN GRP SR UNSECURED 09/31 VAR | 0 | 1,000,000 | 1,000,000 | 0.01% | $1.00M |
| TRANSURBAN FINANCE CO SR SECURED REGS 03/27 3.375 | 0 | 954,000 | 954,000 | 0.01% | $945.73K |
| GEN MOTORS FIN | 0 | 950,000 | 950,000 | 0.01% | $932.04K |
| XCEL ENERGY INC | 0 | 934,000 | 934,000 | 0.01% | $928.58K |
| CHILE | 0 | 900,000 | 900,000 | 0.01% | $888.26K |
| BPCE SA REGD V/R 144A P/P 5.91651400 | 0 | 700,000 | 700,000 | 0.01% | $704.71K |
| GALXY 2016-22A AR4 | 0 | 700,000 | 700,000 | 0.01% | $699.72K |
| ENBRIDGE INC | 0 | 699,000 | 699,000 | 0.01% | $698.82K |
| EVERSOURCE ENERGY SR UNSECURED 07/27 4.6 | 0 | 691,000 | 691,000 | 0.00% | $691.87K |
| U.S. Treasury Bills | 0 | 676,000 | 676,000 | 0.00% | $672.24K |
| HYUNDAI CAPITAL AMERICA SR UNSECURED REGS 01/27 VAR | 0 | 500,000 | 500,000 | 0.00% | $503.46K |
| HYUNDAI CAPITAL AMERICA SR UNSECURED 144A 06/27 VAR | 0 | 400,000 | 400,000 | 0.00% | $401.43K |
| PHILLIPS 66 GTD DISC 4/02/2026 0.00000000 | 0 | 400,000 | 400,000 | 0.00% | $399.91K |
| GEN MOTORS FIN | 0 | 341,000 | 341,000 | 0.00% | $344.08K |
| BARCLAYS PLC | 0 | 300,000 | 300,000 | 0.00% | $302.87K |
| Phillips 66 | 0 | 300,000 | 300,000 | 0.00% | $299.97K |
| UNICREDIT SPA REGS 06/27 VAR | 0 | 300,000 | 300,000 | 0.00% | $298.62K |
| U.S. Treasury Bills | 0 | 283,000 | 283,000 | 0.00% | $282.03K |
| WOODSIDE FINANCE LTD COMPANY GUAR REGS 09/26 3.7 | 0 | 250,000 | 250,000 | 0.00% | $249.12K |
| IRS CLP 4.71000 01/14/26-5Y* CME | 0 | 2 | 2 | 0.00% | $189.30K |
| TRANSURBAN FINANCE CO PTY LTD | 0 | 180,000 | 180,000 | 0.00% | $178.44K |
| IRS CLP 4.59000 01/09/26-4Y* CME | 0 | 1 | 1 | 0.00% | $94.56K |
| IRS CLP 4.49000 01/09/26-3Y* CME | 0 | 1 | 1 | 0.00% | $35.93K |
| EURIBOR 90DAY FUT ERZ6 12-14-26 | 0 | 3,621 | 3,621 | -0.02% | -$2.09M |
| RFR GBP SONIO/3.50000 09/16/26-5Y LCH | 0 | 1 | 1 | -0.03% | -$3.78M |
| Three Month SONIA Index Futures | 0 | 3,128 | 3,128 | -0.04% | -$5.00M |
| RFR GBP SONIO/3.75000 03/18/26-5Y LCH | 0 | 1 | 1 | -0.05% | -$6.53M |
| Security | Shares Dec 2025 | Shares Mar 2026 | Δ shares | End % | Δ value |
|---|---|---|---|---|---|
| U.S. Treasury Bills | 1,868,200,000 | 0 | -1,868,200,000 | 0.00% | -$1.85B |
| Uniform Mortgage-Backed Security, TBA | 228,300,000 | 0 | -228,300,000 | 0.00% | -$231.30M |
| Uniform Mortgage-Backed Security, TBA | 185,500,000 | 0 | -185,500,000 | 0.00% | -$190.38M |
| U.S. TREASURY INFLATION-PROTECTED SECURITIES 0-1/8% 07/15/2026 | 158,385,942 | 0 | -158,385,942 | 0.00% | -$157.47M |
| U.S. TREASURY INFLATION-PROTECTED SECURITIES 0-1/8% 10/15/2026 | 144,655,384 | 0 | -144,655,384 | 0.00% | -$143.32M |
| BOEING CO | 115,212,000 | 0 | -115,212,000 | 0.00% | -$115.00M |
| BNP PARIBAS | 80,688,000 | 0 | -80,688,000 | 0.00% | -$80.61M |
| HCA INC DISC COML PAPER 01/26 ZCP | 69,000,000 | 0 | -69,000,000 | 0.00% | -$68.95M |
| VW Float 03/20/26 | 64,496,000 | 0 | -64,496,000 | 0.00% | -$64.56M |
| PACIFIC GAS&ELEC | 62,006,000 | 0 | -62,006,000 | 0.00% | -$62.01M |
| BERRY GLOBAL INC | 58,586,000 | 0 | -58,586,000 | 0.00% | -$58.53M |
| SOUTHERN CAL ED | 57,532,000 | 0 | -57,532,000 | 0.00% | -$57.33M |
| United Airlines Pass Through Certificates, Series 2015-1 | 51,670,000 | 0 | -51,670,000 | 0.00% | -$51.64M |
| MASTER CREDIT CARD TRUST MCCT 2024 1A A 144A | 50,700,000 | 0 | -50,700,000 | 0.00% | -$50.72M |
| BPCE SA REGD V/R 144A P/P MTN 5.97500000 | 49,916,000 | 0 | -49,916,000 | 0.00% | -$49.95M |
| JACKSON NATL LIFE GLOBAL SECURED 144A 09/28 VAR | 45,600,000 | 0 | -45,600,000 | 0.00% | -$45.76M |
| EDISON INTERNATIONAL 01/26 ZCP | 42,272,000 | 0 | -42,272,000 | 0.00% | -$42.24M |
| HCA INC DISC COML PAPER 01/26 ZCP | 41,400,000 | 0 | -41,400,000 | 0.00% | -$41.34M |
| Enterprise Fleet Financing LLC, Series 2025-4, Class A2 | 40,000,000 | 0 | -40,000,000 | 0.00% | -$40.08M |
| NATIONAL BANK OF CANADA REGD V/R MTN SER GMTN 5.01019800 | 35,950,000 | 0 | -35,950,000 | 0.00% | -$35.99M |
| CREDIT AGRICOLE SA REGD V/R 144A P/P 1.24700000 | 34,395,000 | 0 | -34,395,000 | 0.00% | -$34.32M |
| ROYAL CARIBBEAN CRUISES SR UNSECURED 144A 08/26 5.5 | 34,106,000 | 0 | -34,106,000 | 0.00% | -$34.16M |
| JABIL INC DISC 01/12/2026 0.00000000 | 31,200,000 | 0 | -31,200,000 | 0.00% | -$31.15M |
| University of Tulane, Series 2007C | 32,155,000 | 0 | -32,155,000 | 0.00% | -$30.03M |
| AES CORP/THE | 28,821,000 | 0 | -28,821,000 | 0.00% | -$28.79M |
| MUFG BANK LTD SYDNEY CERT OF DEPO 02/26 VAR | 41,060,000 | 0 | -41,060,000 | 0.00% | -$27.42M |
| 7 ELEVEN INC SR UNSECURED 144A 02/26 0.95 | 26,815,000 | 0 | -26,815,000 | 0.00% | -$26.72M |
| MPLX LP | 24,714,000 | 0 | -24,714,000 | 0.00% | -$24.62M |
| AIR LEASE CORP DISCOUNT_______ COMMERCIAL PAPER 0.00000000 | 23,100,000 | 0 | -23,100,000 | 0.00% | -$23.08M |
| CONAGRA FOODS IN DISC 01/07/26 0.00000000 | 22,900,000 | 0 | -22,900,000 | 0.00% | -$22.88M |
| NextEra Energy Capital Holdings, Inc. | 22,786,000 | 0 | -22,786,000 | 0.00% | -$22.80M |
| NSANY 2 03/09/26 | 21,444,000 | 0 | -21,444,000 | 0.00% | -$21.36M |
| BARCLAYS PLC | 20,490,000 | 0 | -20,490,000 | 0.00% | -$20.49M |
| MIZUHO FINANCIAL GROUP SR UNSECURED 05/31 VAR | 20,336,000 | 0 | -20,336,000 | 0.00% | -$20.37M |
| AIR LEASE CORP DISC COML 01/26 ZCP | 20,200,000 | 0 | -20,200,000 | 0.00% | -$20.18M |
| MIZUHO BANK LTD/SYDNEY CERT OF DEPO 02/26 VAR | 29,900,000 | 0 | -29,900,000 | 0.00% | -$19.97M |
| JOHN DEERE CAPITAL CORP SR UNSECURED 07/27 VAR | 19,405,000 | 0 | -19,405,000 | 0.00% | -$19.53M |
| RABOBK Float 08/28/26 | 19,330,000 | 0 | -19,330,000 | 0.00% | -$19.38M |
| DEUTSCHE BANK NY | 17,754,000 | 0 | -17,754,000 | 0.00% | -$17.75M |
| WILLIAMS COS INC | 17,679,000 | 0 | -17,679,000 | 0.00% | -$17.72M |
| SBNA Auto Lease Trust, Series 2024-B, Class A3 | 17,540,039 | 0 | -17,540,039 | 0.00% | -$17.63M |
| SUMITOMO MITSUI SYD CERT OF DEPO 02/26 VAR | 25,400,000 | 0 | -25,400,000 | 0.00% | -$16.96M |
| METRO FINANCE TRUST METR 2022 2 A1 | 23,873,192 | 0 | -23,873,192 | 0.00% | -$15.94M |
| FS KKR CAPITAL | 15,878,000 | 0 | -15,878,000 | 0.00% | -$15.87M |
| GOLDMAN SACHS GP | 15,501,000 | 0 | -15,501,000 | 0.00% | -$15.42M |
| PARALLEL LTD PARL 2021 1A AR 144A | 15,100,000 | 0 | -15,100,000 | 0.00% | -$15.07M |
| NTT FIN. CORP FRN | 14,270,000 | 0 | -14,270,000 | 0.00% | -$14.42M |
| SYNOPSYS INC | 14,000,000 | 0 | -14,000,000 | 0.00% | -$14.20M |
| STANDARD CHARTERED PLC SR UNSECURED 144A 01/27 VAR | 14,128,000 | 0 | -14,128,000 | 0.00% | -$14.12M |
| NOMURA HOLDINGS INC SR UNSECURED 01/26 5.709 | 13,886,000 | 0 | -13,886,000 | 0.00% | -$13.89M |
| SBA TOWER TRUST | 13,675,000 | 0 | -13,675,000 | 0.00% | -$13.66M |
| SOUTHERN CAL ED | 12,812,000 | 0 | -12,812,000 | 0.00% | -$12.84M |
| JABIL INC DISC 01/13/26 0.00000000 | 11,400,000 | 0 | -11,400,000 | 0.00% | -$11.38M |
| Sandstone Peak Ltd., Series 2021-1A, Class A1R | 11,300,000 | 0 | -11,300,000 | 0.00% | -$11.32M |
| BAIN CAPITAL CREDIT CLO, LIMIT BCC 2021 2A A1R 144A | 11,100,000 | 0 | -11,100,000 | 0.00% | -$11.11M |
| SK HYNIX INC SR UNSECURED REGS 01/26 6.25 | 10,700,000 | 0 | -10,700,000 | 0.00% | -$10.73M |
| AIR LEASE CORP DISCOUNT_______ COMMERCIAL PAPER 0.00000000 | 10,700,000 | 0 | -10,700,000 | 0.00% | -$10.69M |
| ENERGY TRANSFER | 10,505,000 | 0 | -10,505,000 | 0.00% | -$10.51M |
| BANQUE FED CRED MUTUEL REGS 07/26 VAR | 10,200,000 | 0 | -10,200,000 | 0.00% | -$10.26M |
| FORD MOTOR CREDIT CO LLC SR UNSECURED 03/26 VAR | 9,785,000 | 0 | -9,785,000 | 0.00% | -$9.82M |
| JABIL INC DISC 01/07/26 0.00000000 | 9,700,000 | 0 | -9,700,000 | 0.00% | -$9.69M |
| ISRAEL FIXED BOND BONDS 02/26 0.5 | 30,800,000 | 0 | -30,800,000 | 0.00% | -$9.66M |
| Sculptor CLO XXVII Ltd., Series 27A, Class A1R | 9,450,000 | 0 | -9,450,000 | 0.00% | -$9.45M |
| COOPERATIEVE RAB | 9,100,000 | 0 | -9,100,000 | 0.00% | -$9.06M |
| AIR LEASE CORP | 8,750,000 | 0 | -8,750,000 | 0.00% | -$8.75M |
| WESTERN UNION CO | 8,624,000 | 0 | -8,624,000 | 0.00% | -$8.57M |
| AERCAP IRELAND | 8,380,000 | 0 | -8,380,000 | 0.00% | -$8.37M |
| AVOLON HOLDINGS FUNDING LTD 2.125% 02/21/2026 144A | 7,672,000 | 0 | -7,672,000 | 0.00% | -$7.65M |
| FORD MOTOR CRED | 6,916,000 | 0 | -6,916,000 | 0.00% | -$6.93M |
| ROYAL CARIBBEAN CRUISES SR UNSECURED 144A 07/26 4.25 | 6,626,000 | 0 | -6,626,000 | 0.00% | -$6.63M |
| SOCIETE GENERALE REGS 01/27 VAR | 6,570,000 | 0 | -6,570,000 | 0.00% | -$6.57M |
| PARK AVENUE INSTITUTIONAL ADVISERS CLO LTD 2021-1 PAIA 2021-1A A1AR | 6,200,000 | 0 | -6,200,000 | 0.00% | -$6.20M |
| FORD MOTOR CREDIT CO LLC SR UNSECURED 01/26 4.389 | 6,031,000 | 0 | -6,031,000 | 0.00% | -$6.03M |
| HANOVER INSURANC | 6,000,000 | 0 | -6,000,000 | 0.00% | -$6.00M |
| BRSP Ltd., Series 2021-FL1, Class A | 5,657,335 | 0 | -5,657,335 | 0.00% | -$5.66M |
| TORONTO DOMINION BANK SR UNSECURED REGS 03/26 VAR | 8,400,000 | 0 | -8,400,000 | 0.00% | -$5.61M |
| BAIN CAPITAL CREDIT CLO, LIMIT BCC 2020 3A A1RR 144A | 5,550,000 | 0 | -5,550,000 | 0.00% | -$5.56M |
| TOMARI 5.243 02/02/26 144A | 5,494,000 | 0 | -5,494,000 | 0.00% | -$5.50M |
| KOREA NATL OIL KOROIL Float 03/31/28 | 5,200,000 | 0 | -5,200,000 | 0.00% | -$5.22M |
| BPCE SA REGS 01/27 VAR | 5,135,000 | 0 | -5,135,000 | 0.00% | -$5.14M |
| SUMITOMO MITSUI TR BK LT SR UNSECURED REGS 03/26 VAR | 5,000,000 | 0 | -5,000,000 | 0.00% | -$5.01M |
| STANDARD CHARTERED PLC SR UNSECURED REGS 01/27 VAR | 4,072,000 | 0 | -4,072,000 | 0.00% | -$4.07M |
| VERUS SECURITIZATION TRUST VERUS 2023 1 A1 144A | 3,906,868 | 0 | -3,906,868 | 0.00% | -$3.90M |
| TRUIST FINANCIAL | 3,788,000 | 0 | -3,788,000 | 0.00% | -$3.77M |
| APH Float 11/15/27 | 3,300,000 | 0 | -3,300,000 | 0.00% | -$3.31M |
| GEN MOTORS FIN | 3,245,000 | 0 | -3,245,000 | 0.00% | -$3.25M |
| BANQUE FEDERATIVE DU CREDIT MUTUEL SA | 3,160,000 | 0 | -3,160,000 | 0.00% | -$3.18M |
| U.S. Treasury Bills | 3,166,000 | 0 | -3,166,000 | 0.00% | -$3.14M |
| AG TRUST AG 2024 NLP A 144A | 3,041,060 | 0 | -3,041,060 | 0.00% | -$3.06M |
| SUMITOMO MITSUI TRUST BANK LTD FRN SOFR+112 03/09/2026 144A | 3,025,000 | 0 | -3,025,000 | 0.00% | -$3.03M |
| Goldman Sachs Group, Inc. (The) | 2,923,000 | 0 | -2,923,000 | 0.00% | -$2.93M |
| RFR USD SOFR/4.10000 02/11/25-1Y LCH | 1 | 0 | -1 | 0.00% | -$2.75M |
| U.S. Treasury Bills | 2,727,000 | 0 | -2,727,000 | 0.00% | -$2.70M |
| TOYOTA LEASE OWNER TRUST TLOT 2024 B A2B 144A | 2,529,875 | 0 | -2,529,875 | 0.00% | -$2.53M |
| NSANY 2 03/09/26 | 2,507,000 | 0 | -2,507,000 | 0.00% | -$2.50M |
| CITIGROUP INC SR UNSECURED 01/27 VAR | 2,500,000 | 0 | -2,500,000 | 0.00% | -$2.49M |
| PCG 2.95 03/01/26 | 2,450,000 | 0 | -2,450,000 | 0.00% | -$2.44M |
| BNP PARIBAS REGS 01/27 VAR | 2,317,000 | 0 | -2,317,000 | 0.00% | -$2.31M |
| BAXTER INTL | 2,300,000 | 0 | -2,300,000 | 0.00% | -$2.31M |
| OCTAGON INVESTMENT PARTNERS 39 OCT39 2018 3A AR 144A | 2,192,552 | 0 | -2,192,552 | 0.00% | -$2.20M |
| NATWEST GROUP PLC SR UNSECURED 11/28 VAR | 2,000,000 | 0 | -2,000,000 | 0.00% | -$2.02M |
| FLEX LTD | 2,000,000 | 0 | -2,000,000 | 0.00% | -$2.00M |
| TORONTO DOMINION BANK COVERED 03/26 VAR | 2,500,000 | 0 | -2,500,000 | 0.00% | -$1.67M |
| WFCM 2016-NXS5 A6FL | 1,619,769 | 0 | -1,619,769 | 0.00% | -$1.62M |
| SUMITOMO MITSUI FINL GRP SR UNSECURED 01/26 VAR | 1,513,000 | 0 | -1,513,000 | 0.00% | -$1.51M |
| SK HYNIX INC SR UNSECURED 144A 01/26 1.5 | 1,263,000 | 0 | -1,263,000 | 0.00% | -$1.26M |
| VERUS SECURITIZATION TRUST VERUS 2023 INV1 A1 144A | 1,110,698 | 0 | -1,110,698 | 0.00% | -$1.11M |
| ORACLE CORP | 1,094,000 | 0 | -1,094,000 | 0.00% | -$1.09M |
| MA MONEY RESIDENTIAL SECURITIS MAMAU 2025 1PN A1S | 1,411,223 | 0 | -1,411,223 | 0.00% | -$941.90K |
| RFR GBP SONIO/3.75000 09/17/25-5Y LCH | 1 | 0 | -1 | 0.00% | -$920.98K |
| VOLKSWAGEN GROUP AMERICA COMPANY GUAR REGS 03/26 VAR | 900,000 | 0 | -900,000 | 0.00% | -$900.88K |
| 7 ELEVEN INC SR UNSECURED REGS 02/26 0.95 | 750,000 | 0 | -750,000 | 0.00% | -$747.39K |
| GLOBAL PAY INC | 700,000 | 0 | -700,000 | 0.00% | -$696.78K |
| Pagaya AI Debt Trust, Series 2024-1, Class A | 693,094 | 0 | -693,094 | 0.00% | -$694.90K |
| RFR USD SOFR/3.37500 03/31/26-4Y* LCH | 1 | 0 | -1 | 0.00% | -$655.37K |
| Venture XXIX CLO Ltd | 571,095 | 0 | -571,095 | 0.00% | -$571.40K |
| ENTERPRISE FLEET FING 2022-3 LLC 4.38% 07/20/2029 144A | 529,285 | 0 | -529,285 | 0.00% | -$529.56K |
| HCA INC DISC COML PAPER 02/26 ZCP | 400,000 | 0 | -400,000 | 0.00% | -$398.05K |
| Saranac CLO VI Ltd., Series 2018-6A, Class A1R | 345,377 | 0 | -345,377 | 0.00% | -$345.57K |
| U.S. Treasury Bills | 287,000 | 0 | -287,000 | 0.00% | -$285.51K |
| GMF CANADA LEASING TRUST GCOLT 2024 1A A2 144A | 280,747 | 0 | -280,747 | 0.00% | -$204.91K |
| MMAF EQUIPMENT FINANCE LLC MMAF 2023 A A2 144A | 173,683 | 0 | -173,683 | 0.00% | -$173.77K |
| JP MORGAN CHASE COMMERCIAL MOR JPMCC 2017 JP7 A3 | 174,537 | 0 | -174,537 | 0.00% | -$172.65K |
| VOYA CLO LTD INGIM 2012 4A A1R3 144A | 135,479 | 0 | -135,479 | 0.00% | -$135.65K |
| U.S. Treasury Bills | 118,000 | 0 | -118,000 | 0.00% | -$117.71K |
| U.S. Treasury Bills | 110,000 | 0 | -110,000 | 0.00% | -$109.13K |
| HOME EQUITY ASSET TRUST HEAT 2006 3 M1 | 85,997 | 0 | -85,997 | 0.00% | -$85.99K |
| 317UA35A8 PIMCO SWAPTION 2.5 CALL USD 20260213 | 2,980,000,000 | 0 | -2,980,000,000 | 0.00% | -$45.30K |
| DEUTSCHE BANK AG SR NON PREF 4.1% 01-13-26 | 45,000 | 0 | -45,000 | 0.00% | -$45.00K |
| COUNTRYWIDE ASSET BACKED CERTI CWL 2004 BC5 M5 | 40,812 | 0 | -40,812 | 0.00% | -$40.82K |
| RFR USD SOFR/3.92000 04/21/25-1Y* LCH | 1 | 0 | -1 | 0.00% | -$24.79K |
| RESIDENTIAL ASSET MORTGAGE PRO RAMP 2005 RS7 M2 | 12,188 | 0 | -12,188 | 0.00% | -$12.19K |
| GSRPM MORTGAGE LOAN TRUST GSRPM 2006 1 M1 144A | 7,320 | 0 | -7,320 | 0.00% | -$10.71K |
| FNMA POOL 740849 FN 06/33 FLOATING VAR | 5,866 | 0 | -5,866 | 0.00% | -$5.98K |
| FANNIEMAE WHOLE LOAN FNW 2002 W8 F | 1,373 | 0 | -1,373 | 0.00% | -$1.33K |
| Bear Stearns Asset Backed Securities Trust 2001-3 | 1,033 | 0 | -1,033 | 0.00% | -$1.03K |
| RESIDENTIAL ASSET MORTGAGE PRO RAMP 2005 EFC5 M3 | 1,025 | 0 | -1,025 | 0.00% | -$1.02K |
| FNMA POOL 779346 FN 06/34 FLOATING VAR | 82 | 0 | -82 | 0.00% | -$84 |
| GNMA II POOL 008781 G2 01/26 FLOATING VAR | 2 | 0 | -2 | 0.00% | -$2 |
| RFR USD SOFR/2.50000 02/18/26-1Y LCH | 0 | 0 | 0 | 0.00% | $0 |
| RFR USD SOFR/3.86166 12/02/24-4Y* LCH | 1 | 0 | -1 | 0.00% | $2.95M |
| US TREASURY N/B | -165,000,000 | 0 | 165,000,000 | 0.00% | $163.36M |
| US TREASURY N/B | -380,000,000 | 0 | 380,000,000 | 0.00% | $379.29M |
| Security | Shares Dec 2025 | Shares Mar 2026 | Δ shares | End % | Δ value |
|---|---|---|---|---|---|
| U.S. Treasury Bills | 934,000,000 | 1,894,000,000 | 960,000,000 | 13.56% | $959.02M |
| PIMCO SHORT ASSET PORTFOLIO MUTUAL FUND | 33,597,372 | 48,599,198 | 15,001,826 | 3.45% | $147.18M |
| HCA INC | 6,926,000 | 107,364,000 | 100,438,000 | 0.78% | $100.43M |
| KYNDRYL HOLDINGS | 5,075,000 | 75,739,000 | 70,664,000 | 0.54% | $69.53M |
| BANK OF AMER CRP | 39,000,000 | 67,037,000 | 28,037,000 | 0.48% | $27.97M |
| GA GLOBAL FNDING | 4,666,000 | 48,405,000 | 43,739,000 | 0.35% | $43.43M |
| DEUTSCHE BANK NY | 36,389,000 | 48,417,000 | 12,028,000 | 0.35% | $11.95M |
| BMW US CAPITAL LLC REGD V/R 144A P/P 5.03519200 | 36,870,000 | 44,555,000 | 7,685,000 | 0.32% | $7.64M |
| VST 5.05 12/30/26 144A | 20,297,000 | 40,168,000 | 19,871,000 | 0.29% | $19.86M |
| BANK OF AMER CRP | 300,000 | 40,070,000 | 39,770,000 | 0.29% | $39.75M |
| AIR LEASE CORP | 15,900,000 | 40,616,000 | 24,716,000 | 0.29% | $24.29M |
| VICI PROPERTIES / NOTE REGD 144A P/P 4.25000000 | 13,075,000 | 38,585,000 | 25,510,000 | 0.28% | $25.41M |
| DIAMONDBACK ENER | 12,150,000 | 36,163,000 | 24,013,000 | 0.26% | $23.87M |
| AIR LEASE CORP | 33,264,000 | 35,229,000 | 1,965,000 | 0.25% | $2.10M |
| FORD MOTOR CRED | 24,230,000 | 34,327,000 | 10,097,000 | 0.25% | $10.06M |
| Cox Enterprises, Inc. 3.35 09/15/2026 | 19,962,000 | 32,634,000 | 12,672,000 | 0.23% | $12.63M |
| SAMMONS FINANCIAL GROUP GLOBAL FUNDING FRN SOFR+85 09/02/2027 144A | 27,500,000 | 31,510,000 | 4,010,000 | 0.23% | $4.03M |
| UBER TECHNOLOGIES INC REGD 144A P/P 4.50000000 | 28,407,000 | 29,607,000 | 1,200,000 | 0.21% | $908.26K |
| MERCEDES-BENZ FIN NA REGD V/R REG S 4.80061900 | 19,997,000 | 29,297,000 | 9,300,000 | 0.21% | $9.28M |
| FORD MOTOR CRED | 22,544,000 | 26,344,000 | 3,800,000 | 0.19% | $3.73M |
| DEUTSCHE BANK NY | 11,517,000 | 26,502,000 | 14,985,000 | 0.19% | $14.76M |
| SANTANDER HOLD | 24,957,000 | 26,057,000 | 1,100,000 | 0.19% | $1.10M |
| HYUNDAI CAPITAL AMERICA SR UNSECURED 144A 01/27 VAR | 24,400,000 | 25,300,000 | 900,000 | 0.18% | $879.73K |
| HAT Holdings I LLC / HAT Holdings II LLC | 16,826,000 | 22,876,000 | 6,050,000 | 0.16% | $6.07M |
| PACIFIC GAS&ELEC | 4,195,000 | 22,300,000 | 18,105,000 | 0.16% | $17.89M |
| LLOYDS BANKING GRP. FRN | 15,300,000 | 21,500,000 | 6,200,000 | 0.16% | $6.21M |
| DEUTSCHE BANK NY | 15,978,000 | 21,497,000 | 5,519,000 | 0.16% | $5.42M |
| BANK OF MONTREAL SR UNSECURED 09/27 VAR | 20,716,000 | 20,816,000 | 100,000 | 0.15% | $55.43K |
| JDEPNA 1.375 01/15/27 144A | 12,723,000 | 20,388,000 | 7,665,000 | 0.14% | $7.56M |
| HSBC HOLDINGS PLC SR UNSECURED 08/27 VAR | 19,101,000 | 19,351,000 | 250,000 | 0.14% | $185.34K |
| GENERAL MTRS FINL CO INC FRN SOFRINDX+135 05/08/2027 | 16,600,000 | 19,103,000 | 2,503,000 | 0.14% | $2.52M |
| DEUTSCHE BANK NY REGD V/R 5.27513700 | 18,211,000 | 18,891,000 | 680,000 | 0.14% | $650.12K |
| Penske Truck Leasing Co. L.P./ PTL Finance Corp. | 2,803,000 | 17,705,000 | 14,902,000 | 0.13% | $14.97M |
| GLOBAL PAY INC | 8,417,000 | 17,391,000 | 8,974,000 | 0.12% | $8.84M |
| LLOYDS BK GR PLC | 15,486,000 | 16,758,000 | 1,272,000 | 0.12% | $1.18M |
| AERCAP IRELAND | 16,193,000 | 16,493,000 | 300,000 | 0.12% | $171.04K |
| NATWEST MARKETS PLC SR UNSECURED 144A 03/28 VAR | 14,300,000 | 15,525,000 | 1,225,000 | 0.11% | $1.20M |
| BARCLAYS PLC | 13,558,000 | 15,822,000 | 2,264,000 | 0.11% | $2.24M |
| VICI PROPERTIES / NOTE REGD 144A P/P 4.50000000 | 7,508,000 | 15,548,000 | 8,040,000 | 0.11% | $8.02M |
| STANDARD CHARTERED PLC SR UNSECURED REGS 07/27 VAR | 13,100,000 | 14,700,000 | 1,600,000 | 0.11% | $1.57M |
| STANDARD CHARTERED PLC SR UNSECURED 144A 05/28 VAR | 7,100,000 | 14,600,000 | 7,500,000 | 0.11% | $7.53M |
| MPLX LP | 10,470,000 | 14,575,000 | 4,105,000 | 0.11% | $4.06M |
| LVS 3.5 08/18/26 | 8,700,000 | 14,111,000 | 5,411,000 | 0.10% | $5.40M |
| EVERSOURCE ENERGY SR UNSECURED 03/27 2.9 | 10,610,000 | 14,225,000 | 3,615,000 | 0.10% | $3.58M |
| PNC Bank, National Association | 10,700,000 | 13,800,000 | 3,100,000 | 0.10% | $3.11M |
| GENERAL MTRS FINL CO INC FRN SOFR+104 02/26/2027 | 1,000,000 | 13,727,000 | 12,727,000 | 0.10% | $12.72M |
| CROWN CASTLE INT | 13,501,000 | 13,742,000 | 241,000 | 0.10% | $248.06K |
| GOLDMAN SACHS GROUP INC (THE) FRN SOFR+112 02/24/2028 | 13,248,000 | 13,599,000 | 351,000 | 0.10% | $324.09K |
| GOLDMAN SACHS GP | 2,000,000 | 12,128,000 | 10,128,000 | 0.09% | $10.00M |
| SOCIETE GENERALE SA MTN 1.792000% 06/09/2027 | 3,900,000 | 11,023,000 | 7,123,000 | 0.08% | $7.11M |
| VICI PROPERTIES / NOTE REGD 144A P/P 5.75000000 | 8,195,000 | 9,230,000 | 1,035,000 | 0.07% | $994.31K |
| Western Midstream Oper Lp Sr Glb 4.65% Due 07/01/2026 | 2,652,000 | 8,777,000 | 6,125,000 | 0.06% | $6.12M |
| GA GLOBAL FUNDING TRUST SECURED 144A 01/27 2.25 | 6,779,000 | 8,479,000 | 1,700,000 | 0.06% | $1.68M |
| BANQUE FED CRED MUTUEL REGS 02/28 VAR | 7,700,000 | 8,060,000 | 360,000 | 0.06% | $335.64K |
| STANDARD CHARTERED PLC SR UNSECURED REGS 05/28 VAR | 4,600,000 | 7,430,000 | 2,830,000 | 0.05% | $2.84M |
| BPCE SA REGS 10/27 VAR | 400,000 | 6,960,000 | 6,560,000 | 0.05% | $6.60M |
| AVOLON HOLDINGS FUNDING LTD 3.25% 02/15/2027 144A | 931,000 | 7,031,000 | 6,100,000 | 0.05% | $6.03M |
| AVOLON HOLDINGS FUNDING LTD 4.375% 05/01/2026 144A | 5,645,000 | 6,645,000 | 1,000,000 | 0.05% | $997.66K |
| AIRCASTLE LTD | 6,294,000 | 6,444,000 | 150,000 | 0.05% | $141.75K |
| AVOLON HOLDINGS FUNDING LTD 4.25% 04/15/2026 144A | 678,000 | 6,101,000 | 5,423,000 | 0.04% | $5.42M |
| FORD MOTOR CRED | 3,700,000 | 5,000,000 | 1,300,000 | 0.04% | $1.28M |
| BAXTER INTL | 4,356,000 | 4,756,000 | 400,000 | 0.03% | $392.15K |
| SOUTHERN CAL ED | 4,000,000 | 4,332,000 | 332,000 | 0.03% | $320.64K |
| SMBC AVIATION CAPITAL FI REGD 144A P/P 1.90000000 | 800,000 | 4,309,000 | 3,509,000 | 0.03% | $3.46M |
| RFR USD SOFR/4.25000 12/11/26-1Y LCH | 0 | 2,567,800,000 | 2,567,800,000 | 0.02% | $2.72M |
| GOLDMAN SACHS GROUP INC (THE) FRN SOFR+92 10/21/2027 | 1,895,000 | 2,695,000 | 800,000 | 0.02% | $799.39K |
| BNP PARIBAS REGS 06/27 VAR | 400,000 | 2,400,000 | 2,000,000 | 0.02% | $1.99M |
| U.S. Treasury Bills | 711,000 | 1,076,000 | 365,000 | 0.01% | $370.12K |
| American Home Mortgage Assets Trust, Series 2006-1, Class 2A1 | 533,393 | 533,649 | 257 | 0.00% | -$1.86K |
| RFR USD SOFR/3.65000 09/11/26-1Y LCH | 0 | 1 | 1 | 0.00% | $59.37K |
| PIMCO PRV SHORT TERM FLT III MUTUAL FUND | 1,490 | 1,504 | 14 | 0.00% | $138 |
| Security | Shares Dec 2025 | Shares Mar 2026 | Δ shares | End % | Δ value |
|---|---|---|---|---|---|
| FNR 2025-18 FM | 119,848,480 | 105,783,534 | -14,064,946 | 0.77% | -$14.06M |
| FREDDIE MAC REMICS SER 5513 CL MF V/R 5.01180000 | 116,793,779 | 103,984,271 | -12,809,508 | 0.76% | -$12.63M |
| FREDDIE MAC FHR 5472 FA | 62,907,193 | 57,083,278 | -5,823,916 | 0.41% | -$5.77M |
| FANNIE MAE FNR 2025 24 FB | 58,433,523 | 53,419,779 | -5,013,744 | 0.39% | -$4.98M |
| Government National Mortgage Association Guaranteed Remic Pass-Through Securities, The | 54,245,468 | 50,779,694 | -3,465,774 | 0.37% | -$3.26M |
| FREDDIE MAC REMICS SER 5549 CL CF V/R 4.87419000 | 48,719,319 | 46,803,903 | -1,915,417 | 0.34% | -$1.77M |
| AVON FINANCE AVON 4A A 144A | 34,061,026 | 32,318,110 | -1,742,916 | 0.31% | -$3.16M |
| FREDDIE MAC FHR 5526 FA | 47,328,636 | 41,622,633 | -5,706,003 | 0.30% | -$5.66M |
| FREDDIE MAC FHR 5557 UF | 42,923,246 | 38,664,838 | -4,258,408 | 0.28% | -$4.17M |
| NSLT 2025-CA A1B | 38,799,512 | 36,409,810 | -2,389,702 | 0.27% | -$2.41M |
| FNR 2024-103 FC | 39,829,517 | 36,075,986 | -3,753,530 | 0.26% | -$3.61M |
| Freddie Mac Strips | 40,040,295 | 33,970,467 | -6,069,829 | 0.25% | -$5.97M |
| FANNIE MAE REMICS SER 2024-101 CL FB V/R 5.17180000 | 34,404,295 | 32,581,763 | -1,822,532 | 0.24% | -$1.73M |
| FREDDIE MAC REMICS SER 5532 CL FA V/R 5.02180000 | 36,442,015 | 32,354,927 | -4,087,088 | 0.24% | -$4.03M |
| NSLT 2025-BA A1B | 34,247,008 | 32,247,842 | -1,999,166 | 0.23% | -$2.07M |
| FREDDIE MAC REMICS SER 5496 CL AF V/R 5.17180000 | 33,367,359 | 31,747,434 | -1,619,925 | 0.23% | -$1.53M |
| U.S. Treasury Notes | 30,980,667 | 30,943,291 | -37,376 | 0.23% | $135.13K |
| HYUNDAI CAPITAL AMERICA SR UNSECURED 144A 03/27 VAR | 33,500,000 | 30,796,000 | -2,704,000 | 0.22% | -$2.78M |
| FREDDIE MAC REMICS SER 5517 CL FE V/R 4.82419000 | 32,089,294 | 30,107,560 | -1,981,734 | 0.22% | -$1.90M |
| Freddie Mac REMICS | 33,906,802 | 30,188,195 | -3,718,607 | 0.22% | -$3.64M |
| FNR 2024-90 FB | 32,014,066 | 29,000,017 | -3,014,049 | 0.21% | -$2.85M |
| KEURIG DR PEPPER INC REGD V/R 5.02405700 | 30,474,000 | 27,673,000 | -2,801,000 | 0.20% | -$2.82M |
| JPMORGAN CHASE JPM Float 04/22/28 | 29,196,000 | 25,916,000 | -3,280,000 | 0.19% | -$3.34M |
| FNR 2025-19 FC | 28,114,319 | 25,735,854 | -2,378,466 | 0.19% | -$2.28M |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION SER 2024-H01 CL FB V/R 4.99888000 | 25,717,674 | 25,457,001 | -260,674 | 0.19% | -$135.14K |
| FREDDIE MAC REMICS SER 5508 CL FC V/R 4.87419000 | 25,971,552 | 24,274,945 | -1,696,607 | 0.18% | -$1.63M |
| FNMA, Series 2024-77, Class DF | 26,823,460 | 24,199,640 | -2,623,820 | 0.18% | -$2.56M |
| Federation des Caisses Desjardins du Quebec | 24,900,000 | 24,350,000 | -550,000 | 0.18% | -$609.94K |
| FREDDIE MAC REMICS SER 5493 CL FK V/R 5.02419000 | 27,009,678 | 24,073,868 | -2,935,810 | 0.18% | -$2.84M |
| Nelnet Student Loan Trust, Series 2019-2A, Class A | 24,180,485 | 23,225,481 | -955,005 | 0.17% | -$1.02M |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION SER 2023-H12 CL FA V/R 4.91765000 | 21,583,571 | 21,279,915 | -303,656 | 0.16% | -$220.72K |
| FREDDIE MAC REMICS SER 5511 CL FG V/R 5.22180000 | 24,612,608 | 21,045,016 | -3,567,592 | 0.15% | -$3.50M |
| NSLT 2025-DA A1A 8/54 | 22,400,000 | 20,996,445 | -1,403,555 | 0.15% | -$1.59M |
| GS Mortgage-Backed Securities Trust, Series 2021-GR2, Class A9 | 22,194,668 | 21,753,563 | -441,104 | 0.15% | -$278.95K |
| FREDDIE MAC REMICS SER 5481 CL FJ V/R 5.22180000 | 21,595,110 | 19,843,946 | -1,751,164 | 0.14% | -$1.69M |
| NAVRL 2025-C A | 21,815,517 | 19,962,833 | -1,852,684 | 0.14% | -$2.00M |
| Hertz Vehicle Financing LLC, Series 2023-1A, Class A | 38,400,000 | 19,200,000 | -19,200,000 | 0.14% | -$19.29M |
| FREDDIE MAC REMICS SER 5508 CL QF V/R 5.02180000 | 20,597,368 | 19,061,273 | -1,536,096 | 0.14% | -$1.51M |
| SMB PRIVATE EDUCATION LOAN TRU SMB 2025 A A1B 144A | 19,551,796 | 18,716,086 | -835,710 | 0.14% | -$836.05K |
| FNR 2025-16 FA | 20,511,476 | 18,035,881 | -2,475,595 | 0.13% | -$2.41M |
| GCAT Trust, Series 2022-HX1, Class A1 | 19,571,542 | 19,060,967 | -510,575 | 0.13% | -$780.93K |
| FREDDIE MAC REMICS SER 5484 CL FA V/R 5.27180000 | 19,408,111 | 16,747,299 | -2,660,812 | 0.12% | -$2.59M |
| RY F 10/18/27 GMTN | 16,664,000 | 16,628,000 | -36,000 | 0.12% | -$79.28K |
| SMB Private Education Loan Trust 2020-PTB | 17,829,959 | 16,418,538 | -1,411,421 | 0.12% | -$1.40M |
| ANGEL OAK MORTGAGE TRUST AOMT 2025 4 A1 144A | 16,090,741 | 15,092,801 | -997,940 | 0.11% | -$1.08M |
| LLOYDS BK GR PLC | 20,994,000 | 15,000,000 | -5,994,000 | 0.11% | -$6.03M |
| ONSLOW BAY FINANCIAL LLC OBX 2024 NQM3 A1 144A | 16,008,923 | 14,868,005 | -1,140,918 | 0.11% | -$1.22M |
| ELFI Graduate Loan Program LLC, Series 2021-A, Class A | 17,314,036 | 16,505,396 | -808,639 | 0.11% | -$649.57K |
| FANNIE MAE REMICS SER 2025-79 CL FA V/R 5.12419000 | 16,136,371 | 14,659,611 | -1,476,760 | 0.11% | -$1.48M |
| COLT Mortgage Loan Trust, Series 2024-1, Class A1 | 16,031,856 | 14,289,250 | -1,742,606 | 0.10% | -$1.82M |
| JPMORGAN CHASE + CO SR UNSECURED 01/28 VAR | 18,000,000 | 14,194,000 | -3,806,000 | 0.10% | -$3.88M |
| Trinitas CLO XIX Ltd., Series 2022-19A, Class A1R | 16,748,332 | 14,199,628 | -2,548,704 | 0.10% | -$2.57M |
| GS MORTGAGE-BACKED SECURITIES TRUST 2024-PJ7 SER 2024-PJ7 CL A25 V/R REGD 144A P/P 5.39169000 | 15,865,290 | 14,003,729 | -1,861,562 | 0.10% | -$1.87M |
| SMB Private Education Loan Trust, Series 2024-D, Class A1B | 14,595,635 | 13,845,211 | -750,425 | 0.10% | -$661.35K |
| Barclays Mortgage Loan Trust, Series 2024-NQM1, Class A1 | 15,409,833 | 13,684,848 | -1,724,985 | 0.10% | -$1.78M |
| FNR 2024-95 KF | 14,912,531 | 13,651,154 | -1,261,377 | 0.10% | -$1.22M |
| FANNIE MAE REMICS SER 2025-18 CL FA V/R 4.82419000 | 14,629,099 | 13,531,268 | -1,097,831 | 0.10% | -$1.08M |
| AREIT LLC, Series 2022-CRE7, Class A | 15,529,727 | 13,530,653 | -1,999,074 | 0.10% | -$2.00M |
| Government National Mortgage Association | 16,840,898 | 13,298,802 | -3,542,096 | 0.10% | -$3.55M |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION SER 2023-H24 CL FA V/R 5.04888000 | 13,121,561 | 12,928,519 | -193,042 | 0.10% | -$133.85K |
| FREDDIE MAC REMICS SER 5500 CL GF V/R 5.02180000 | 14,567,143 | 12,886,747 | -1,680,396 | 0.09% | -$1.66M |
| EFF 2023-3 A2 | 15,957,615 | 12,478,863 | -3,478,751 | 0.09% | -$3.56M |
| CCG Receivables Trust, Series 2025-1, Class A2 | 14,461,255 | 12,416,705 | -2,044,550 | 0.09% | -$2.09M |
| FANNIE MAE REMICS SER 2025-35 CL FB V/R 4.87419000 | 13,509,197 | 12,052,119 | -1,457,078 | 0.09% | -$1.44M |
| CITIBANK NA SR UNSECURED 12/26 VAR | 12,500,000 | 11,850,000 | -650,000 | 0.09% | -$692.44K |
| SUMITOMO MITSUI SYD CERT OF DEPO 07/26 VAR | 28,310,000 | 17,010,000 | -11,300,000 | 0.08% | -$7.21M |
| NAVSL 2023-BA A1B | 13,134,227 | 11,446,812 | -1,687,415 | 0.08% | -$1.75M |
| NELNET STUDENT LOAN TRUST NSLT 2019 3A A 144A | 11,977,644 | 11,514,451 | -463,192 | 0.08% | -$498.53K |
| ECMC GROUP STUDENT LOAN TRUST ECMC 2018 1A A 144A | 11,512,790 | 10,977,006 | -535,784 | 0.08% | -$533.44K |
| PAGAYA AI DEBT SELECTION TRUST PAID 2025 6 A2 144A | 10,900,000 | 10,898,995 | -1,005 | 0.08% | -$46.60K |
| VERUS 2025-R2 A1 | 11,200,000 | 10,795,481 | -404,519 | 0.08% | -$467.13K |
| MF1 MULTIFAMILY HOUSING MORTGA MF1 2021 FL7 A 144A | 12,778,225 | 10,659,409 | -2,118,816 | 0.08% | -$2.10M |
| SoFi Consumer Loan Program Trust, Series 2025-2, Class A | 13,535,358 | 10,265,671 | -3,269,687 | 0.07% | -$3.32M |
| VERUS SECURITIZATION TRUST VERUS 2024 1 A1 144A | 11,780,183 | 10,257,938 | -1,522,245 | 0.07% | -$1.56M |
| CarVal CLO Ltd., Series 2019-2A, Class AR2 | 11,143,549 | 10,130,276 | -1,013,273 | 0.07% | -$1.03M |
| GM FINANCIAL AUTOMOBILE LEASIN GMALT 2025 1 A2B | 14,617,537 | 10,111,955 | -4,505,582 | 0.07% | -$4.51M |
| FANNIE MAE REMICS SER 2024-104 CL FA V/R 4.92419000 | 11,039,818 | 10,051,959 | -987,859 | 0.07% | -$971.69K |
| VERUS SECURITIZATION TRUST VERUS 2025 R1 A1A 144A | 10,513,442 | 10,054,521 | -458,921 | 0.07% | -$507.91K |
| MORGAN STANLEY CAPITAL INC MSAC 2004 HE4 M1 | 9,433,694 | 9,176,430 | -257,264 | 0.07% | -$234.33K |
| ONSLOW BAY FINANCIAL LLC OBX 2024 NQM6 A1 144A | 10,922,384 | 9,561,066 | -1,361,319 | 0.07% | -$1.42M |
| CITIGROUP MORTGAGE LOAN TRUST CMLTI 2021 INV3 A11 144A | 10,494,498 | 10,318,751 | -175,747 | 0.07% | -$166.50K |
| FANNIE MAE REMICS SER 2025-35 CL FM V/R 4.92419000 | 9,722,603 | 9,474,491 | -248,112 | 0.07% | -$218.17K |
| Sequoia Mortgage Trust, Series 2024-HYB1, Class A1A | 9,782,760 | 9,362,098 | -420,662 | 0.07% | -$462.86K |
| MORGAN STANLEY RESIDENTIAL MORTGAGE LOAN TR SER 2021-6 CL A6 V/R REGD 144A P/P 4.92180000 | 9,999,131 | 9,869,157 | -129,974 | 0.07% | -$64.64K |
| ACE Securities Corp Home Equity Loan Trust Series 2004-OP1 | 9,787,119 | 9,460,457 | -326,662 | 0.06% | -$277.20K |
| SMB PRIVATE EDUCATION LOAN TRUST 2022-B SER 2022-B CL A1B V/R REGD 144A P/P 5.59202000 | 9,313,876 | 8,822,142 | -491,733 | 0.06% | -$497.93K |
| Government National Mortgage Association | 8,862,529 | 8,755,232 | -107,298 | 0.06% | -$76.61K |
| OCEANVIEW MTGE. TST. FRN | 11,248,033 | 8,856,118 | -2,391,916 | 0.06% | -$2.40M |
| CSMC 2021-INV1TRUST SER 2021-INV1 CL A11 V/R REGD 144A P/P 4.87180000 | 9,661,667 | 9,406,750 | -254,918 | 0.06% | -$183.19K |
| FEDERAL NAT MTG ASN GTD REM PA 25-99 KF SOFR30A+100 11/25/2055 | 8,862,278 | 8,768,887 | -93,391 | 0.06% | -$97.79K |
| TCI SYMPHONY CLO TSYMP 2016 1A AR2 144A | 15,455,029 | 8,666,070 | -6,788,959 | 0.06% | -$6.79M |
| GCAT Trust, Series 2021-NQM3, Class A1 | 9,890,587 | 9,617,995 | -272,592 | 0.06% | -$254.39K |
| FNR 2025-4 FB | 9,931,957 | 8,379,816 | -1,552,141 | 0.06% | -$1.52M |
| ONSLOW BAY FINANCIAL LLC OBX 2024 NQM4 A1 144A | 9,035,369 | 8,390,600 | -644,769 | 0.06% | -$678.28K |
| TOWD POINT MORTGAGE TRUST TPMT 2025 CES3 A1A 144A | 9,036,210 | 8,385,186 | -651,024 | 0.06% | -$698.67K |
| FNMA, Series 2025-95, Class F | 9,151,190 | 8,296,385 | -854,805 | 0.06% | -$839.78K |
| FREDDIE MAC REMICS SER 5480 CL FG V/R 5.02419000 | 9,238,587 | 8,256,317 | -982,270 | 0.06% | -$955.98K |
| JP Morgan Mortgage Trust, Series 2021-12, Class A11 | 8,936,662 | 8,790,504 | -146,158 | 0.06% | -$86.12K |
| FREDDIE MAC REMICS SER 5534 CL FD V/R 5.12419000 | 9,321,023 | 8,094,306 | -1,226,717 | 0.06% | -$1.26M |
| CSMC Trust, Series 2021-RPL4, Class A1 | 8,370,065 | 8,124,824 | -245,240 | 0.06% | -$241.66K |
| TOWD POINT MORTGAGE FUNDING TPMF 2024 GR6A A1 144A | 6,452,386 | 5,993,779 | -458,607 | 0.06% | -$767.34K |
| SMB Private Education Loan Trust, Series 2024-A, Class A1A | 8,244,092 | 7,794,238 | -449,854 | 0.06% | -$526.01K |
| MIZUHO BANK LTD/SYDNEY CERT OF DEPO 09/26 VAR | 19,700,000 | 11,300,000 | -8,400,000 | 0.06% | -$5.38M |
| TPMT 2018-3 A1 144A FRN 05-25-58 | 8,475,679 | 7,900,126 | -575,552 | 0.06% | -$603.07K |
| FNR 2025-6 FA | 8,826,513 | 7,664,483 | -1,162,030 | 0.06% | -$1.13M |
| GS MORTGAGE-BACKED SECURITIES TRUST 2021-INV1 SER 2021-INV1 CL A9 V/R REGD 144A P/P 5.00000000 | 8,395,576 | 8,277,546 | -118,030 | 0.06% | -$91.50K |
| GPMT Ltd., Series 2021-FL4, Class A | 8,720,866 | 7,586,639 | -1,134,227 | 0.05% | -$1.16M |
| SMB Private Education Loan Trust, Series 2023-C, Class A1B | 8,105,977 | 7,490,448 | -615,529 | 0.05% | -$623.08K |
| GALLATIN LOAN MANAGEMENT, LLC GALL 2017 1A A1R 144A | 9,068,850 | 7,497,065 | -1,571,785 | 0.05% | -$1.57M |
| Progress Residential Trust, Series 2021-SFR7, Class A | 8,002,285 | 8,002,285 | -0 | 0.05% | -$33.96K |
| ROYAL BK CANADA | 7,540,000 | 7,394,000 | -146,000 | 0.05% | -$177.41K |
| NAVSL 2017-5A A | 7,530,030 | 7,304,241 | -225,789 | 0.05% | -$238.63K |
| 317UADGA4 PIMCO SWAPTION 3.65 PUT USD 20260909 | 3,758,800,000 | 2,644,600,000 | -1,114,200,000 | 0.05% | $4.64M |
| MSRM 2025-NQM8 A1 | 7,554,089 | 6,993,216 | -560,873 | 0.05% | -$579.90K |
| ONSLOW BAY FINANCIAL LLC OBX 2024 NQM5 A1 144A | 7,742,861 | 6,895,346 | -847,515 | 0.05% | -$878.15K |
| FIRSTMAC MORTGAGE FUNDING TRUS FMACB 2021 2 A1 REGS | 10,781,533 | 10,034,584 | -746,949 | 0.05% | -$284.35K |
| TPMT 2020-1 A1 | 7,617,452 | 7,108,133 | -509,319 | 0.05% | -$502.90K |
| ONSLOW BAY FINANCIAL LLC OBX 2024 NQM16 A1 144A | 7,734,126 | 6,780,925 | -953,201 | 0.05% | -$985.53K |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION SER 2019-H01 CL FV V/R 5.19943000 | 6,816,297 | 6,724,989 | -91,308 | 0.05% | -$43.43K |
| CITIGROUP MORTGAGE LOAN TRUST CMLTI 2025 3 A29 144A | 7,484,929 | 6,545,649 | -939,280 | 0.05% | -$948.21K |
| Freddie Mac REMICS | 7,557,986 | 6,544,716 | -1,013,270 | 0.05% | -$1.01M |
| BANK OF MONTREAL SR UNSECURED 09/28 VAR | 9,400,000 | 6,400,000 | -3,000,000 | 0.05% | -$3.02M |
| TORO EUROPEAN CLO TCLO 6A AR 144A | 6,762,303 | 5,472,333 | -1,289,970 | 0.05% | -$1.62M |
| GS MORTGAGE SECURITIES TRUST GSMS 2020 DUNE A 144A | 6,427,576 | 6,320,053 | -107,524 | 0.05% | -$115.80K |
| TPMT 2021-SJ2 A1A | 7,003,504 | 6,288,053 | -715,451 | 0.04% | -$690.47K |
| FNMA GTD MTG PASS THRU CTF 2024-100 FA SOFR30A+110 05/25/2054 | 7,065,075 | 6,099,739 | -965,336 | 0.04% | -$952.54K |
| VERUS SECURITIZATION TRUST VERUS 2023 5 A1 144A | 6,724,246 | 6,077,656 | -646,590 | 0.04% | -$673.09K |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION SER 2024-H07 CL JF V/R 4.88888000 | 6,034,225 | 5,951,893 | -82,332 | 0.04% | -$55.33K |
| Verdelite Static CLO Ltd., Series 2024-1A, Class A | 6,882,505 | 5,952,621 | -929,884 | 0.04% | -$925.63K |
| NAVIENT STUDENT LOAN TRUST NAVSL 2020 EA A 144A | 6,767,212 | 6,284,702 | -482,510 | 0.04% | -$503.80K |
| Sound Point CLO XXVIII Ltd., Series 2020-3A, Class A1R | 6,937,924 | 5,853,649 | -1,084,275 | 0.04% | -$1.09M |
| ECMC GROUP STUDENT LOAN TRUST ECMC 2019 1A A1B 144A | 5,983,410 | 5,734,174 | -249,236 | 0.04% | -$260.27K |
| NAVIENT EDUCATION LOAN TRUST NAVEL 2025 A A 144A | 6,249,070 | 5,697,556 | -551,514 | 0.04% | -$609.54K |
| VERUS SECURITIZATION TRUST VERUS 2025 R1 A1 144A | 5,902,271 | 5,644,652 | -257,619 | 0.04% | -$285.06K |
| Freddie Mac REMICS | 6,621,300 | 5,617,517 | -1,003,782 | 0.04% | -$997.41K |
| Venture CLO Ltd., Series 2019-36A, Class A1AR | 7,586,601 | 5,600,358 | -1,986,243 | 0.04% | -$1.98M |
| WOODWARD CAPITAL MANAGEMENT RCKT 2025 CES3 A1A 144A | 6,220,264 | 5,571,169 | -649,094 | 0.04% | -$681.32K |
| CHASE MORTGAGE FINANCE CORPORA CHASE 2024 9 A11 144A | 6,642,083 | 5,586,910 | -1,055,172 | 0.04% | -$1.03M |
| WOODWARD CAPITAL MANAGEMENT RCKT 2025 CES1 A1A 144A | 6,158,208 | 5,557,035 | -601,173 | 0.04% | -$635.53K |
| JP MORGAN MTGE. TS 5.591% | 6,081,521 | 5,559,404 | -522,117 | 0.04% | -$553.48K |
| FNMA, Series 2025-88, Class KF | 5,560,027 | 5,490,354 | -69,673 | 0.04% | -$64.87K |
| SoFi Professional Loan Program LLC | 6,216,918 | 5,850,819 | -366,099 | 0.04% | -$354.04K |
| COLONY MORTGAGE CAPITAL LTD CLNY 2019 IKPR A 144A | 5,966,385 | 5,392,522 | -573,863 | 0.04% | -$543.02K |
| SLM STUDENT LOAN TRUST SLMA 2013 2 A | 5,490,079 | 5,300,125 | -189,954 | 0.04% | -$211.47K |
| CFII 2024-1A A1 | 5,859,573 | 5,119,693 | -739,879 | 0.04% | -$759.05K |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION SER 2023-H11 CL FC V/R 5.19888000 | 5,055,783 | 4,987,193 | -68,590 | 0.04% | -$48.46K |
| FEDERAL NATL MTG AS GTD RE PTT SOFR30A+78 12/25/2047 | 5,363,504 | 5,012,113 | -351,391 | 0.04% | -$349.90K |
| OSCAR US FUNDING XV LLC SER 2023-1A CL A3 REGD 144A P/P 5.81000000 | 7,530,320 | 4,983,601 | -2,546,719 | 0.04% | -$2.57M |
| LMAT 2021-GS5 A1 144A 6.25% 07-25-67 | 5,099,576 | 4,983,836 | -115,740 | 0.04% | -$116.36K |
| MILL CITY MORTGAGE TRUST MCMLT 2019 GS2 A1 144A | 5,653,625 | 5,102,369 | -551,256 | 0.04% | -$544.21K |
| SMB Private Education Loan Trust, Series 2021-D, Class A1A | 5,729,592 | 5,222,475 | -507,117 | 0.04% | -$480.74K |
| VERUS SECURITIZATION TRUST VERUS 2024 4 A1 144A | 5,330,877 | 4,832,210 | -498,667 | 0.04% | -$528.68K |
| ONSLOW BAY FINANCIAL LLC OBX 2021 INV2 A11 144A | 5,185,801 | 5,091,234 | -94,567 | 0.03% | -$92.53K |
| TOWD POINT ASSET TRUST TPAT 2021 SL1 A2 144A | 5,609,138 | 4,695,600 | -913,539 | 0.03% | -$910.64K |
| GNMA II POOL 785540 G2 05/71 FLOATING VAR | 5,098,569 | 4,503,529 | -595,040 | 0.03% | -$600.50K |
| MILL CITY MORTGAGE TRUST MCMLT 2021 NMR1 A1 144A | 5,443,242 | 4,757,328 | -685,914 | 0.03% | -$657.24K |
| NRZT 2018-3A A1 144A FRN 05-25-58 | 4,909,093 | 4,717,790 | -191,303 | 0.03% | -$213.35K |
| TRITON TRUST TRTN 2021 2 A1AU | 7,462,632 | 6,654,450 | -808,182 | 0.03% | -$390.68K |
| GOVERNMENT NATIONAL MORTGAGE A GNR 2024 H12 FC | 4,538,432 | 4,515,392 | -23,041 | 0.03% | $830 |
| NAVSL 2020-IA A1B | 4,880,285 | 4,564,234 | -316,052 | 0.03% | -$313.19K |
| SMB PRIVATE EDUCATION LOAN TRU SMB 2024 E A1B 144A | 4,689,404 | 4,428,433 | -260,971 | 0.03% | -$231.65K |
| Angel Oak Mortgage Trust, Series 2025-2, Class A1 | 4,613,107 | 4,400,933 | -212,174 | 0.03% | -$233.71K |
| SMB Private Education Loan Trust, Series 2023-B, Class A1B | 4,508,254 | 4,283,182 | -225,072 | 0.03% | -$231.31K |
| Freddie Mac REMICS | 4,547,408 | 4,345,581 | -201,827 | 0.03% | -$193.43K |
| VOLVO FINANCIAL EQUIPMENT LLC VFET 2024 1A A2 144A | 8,619,374 | 4,349,242 | -4,270,132 | 0.03% | -$4.28M |
| TOWD POINT MORTGAGE TRUST TPMT 2024 CES3 A1 144A | 4,742,135 | 4,271,826 | -470,309 | 0.03% | -$492.14K |
| SMB PRIVATE EDUCATION LOAN TRU SMB 2025 B A1B 144A | 4,462,216 | 4,277,022 | -185,194 | 0.03% | -$186.58K |
| MASTR ASSET BACKED SECURITIES TRUST 2004-OPT2 SER 2004-OPT2 CL A1 V/R REGD 4.76876000 | 4,807,406 | 4,676,529 | -130,877 | 0.03% | -$117.87K |
| TOWD POINT MORTGAGE TRUST TPMT 2025 CES2 A1 144A | 4,658,724 | 4,277,763 | -380,961 | 0.03% | -$410.52K |
| SMB Private Education Loan Trust, Series 2020-PTA, Class A2A | 4,882,712 | 4,495,532 | -387,180 | 0.03% | -$380.39K |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION SER 2025-205 CL FH V/R 4.83551000 | 4,900,000 | 4,247,788 | -652,212 | 0.03% | -$649.47K |
| SMB Private Education Loan Trust, Series 2021-A, Class A2A1 | 4,541,327 | 4,286,771 | -254,557 | 0.03% | -$251.52K |
| Soundview Home Loan Trust 2006-OPT2 | 4,930,540 | 4,317,553 | -612,987 | 0.03% | -$592.70K |
| SMB Private Education Loan Trust, Series 2024-A, Class A1B | 4,316,278 | 4,080,753 | -235,526 | 0.03% | -$241.52K |
| Symphony CLO XXII Ltd., Series 2020-22A, Class A1AR | 4,860,816 | 4,102,734 | -758,082 | 0.03% | -$757.16K |
| TPMT 2024-CES1 A1A | 4,512,035 | 4,065,895 | -446,140 | 0.03% | -$464.25K |
| Freddie Mac Whole Loan Securities Trust | 4,644,070 | 4,603,353 | -40,717 | 0.03% | -$77.15K |
| FLATIRON CLO LTD FLAT 2019 1A AR2 144A | 4,775,477 | 4,044,171 | -731,306 | 0.03% | -$730.97K |
| FINANCE AMERICA MORTGAGE LOAN TRUST 2004-2 SER 2004-2 CL M1 V/R REGD 4.89376000 | 4,324,854 | 4,133,424 | -191,429 | 0.03% | -$174.62K |
| Dell Equipment Finance Trust, Series 2024-2, Class A2 | 8,152,250 | 4,020,336 | -4,131,914 | 0.03% | -$4.14M |
| NAVIENT STUDENT LOAN TRUST NAVSL 2020 IA A1A 144A | 4,677,661 | 4,374,731 | -302,929 | 0.03% | -$365.49K |
| WOODWARD CAPITAL MANAGEMENT RCKT 2024 CES1 A1A 144A | 4,592,622 | 3,997,155 | -595,468 | 0.03% | -$617.12K |
| PFP Ltd., Series 2024-11, Class A | 4,781,586 | 3,920,144 | -861,442 | 0.03% | -$867.97K |
| SMB Private Education Loan Trust (Private Loans) 5.50 06/17/2052 | 4,070,361 | 3,842,827 | -227,534 | 0.03% | -$259.85K |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION SER 2023-H27 CL FD V/R 5.19888000 | 3,815,923 | 3,785,557 | -30,366 | 0.03% | -$13.21K |
| GOVERNMENT NATIONAL MORTGAGE A GNR 2024 H08 KF | 3,865,973 | 3,820,756 | -45,218 | 0.03% | -$27.31K |
| DRYDEN LEVERAGED LOAN CDO DRYD 2017 27A AR 144A | 5,156,908 | 3,339,951 | -1,816,958 | 0.03% | -$2.20M |
| FEDERAL NAT MTG ASN GTD REM PA SOFR30A+90 12/25/2050 | 4,005,303 | 3,826,801 | -178,502 | 0.03% | -$190.76K |
| FREDDIE MAC REMICS SER 5560 CL FB V/R 4.87419000 | 4,159,572 | 3,746,902 | -412,670 | 0.03% | -$404.97K |
| EURO GALAXY CLO DAC EGLXY 2013 3A ARRR 144A | 3,732,248 | 3,208,421 | -523,826 | 0.03% | -$678.29K |
| HARVEST CLO HARVT 21A A1R 144A | 4,782,587 | 3,208,206 | -1,574,381 | 0.03% | -$1.91M |
| PRPM 2025-RCF5 LLC SER 2025-RCF5 CL A1 V/R REGD 144A P/P 4.83900000 | 3,924,650 | 3,689,474 | -235,176 | 0.03% | -$278.16K |
| Chesapeake Funding II LLC, Series 2024-1A, Class A2 | 4,111,981 | 3,592,767 | -519,214 | 0.03% | -$519.00K |
| Freddie Mac REMICS | 3,962,138 | 3,861,782 | -100,356 | 0.03% | -$125.21K |
| FREDDIE MAC REMICS SER 5593 CL FB V/R 4.97180000 | 3,626,348 | 3,498,313 | -128,035 | 0.03% | -$124.78K |
| Fortress Credit Bsl X Ltd | 4,800,000 | 3,413,708 | -1,386,292 | 0.02% | -$1.39M |
| PRPM 2025-RCF6 LLC SER 2025-RCF6 CL A1 V/R REGD 144A P/P 4.99000000 | 3,700,000 | 3,428,351 | -271,649 | 0.02% | -$299.45K |
| TPMT 2019-HY2 A1 144A FRN 05-25-58 | 3,685,207 | 3,332,573 | -352,634 | 0.02% | -$361.66K |
| FNMA, Series 2025-12, Class FG | 3,807,488 | 3,305,221 | -502,266 | 0.02% | -$497.59K |
| NAVIENT STUDENT LOAN TRUST NAVSL 2020 GA A 144A | 3,832,569 | 3,527,059 | -305,511 | 0.02% | -$309.92K |
| FREDDIE MAC REMICS SER 5607 CL FA V/R 5.09515000 | 3,613,682 | 3,281,122 | -332,560 | 0.02% | -$327.12K |
| PRPM Trust, Series 2024-NQM2, Class A1 | 3,514,699 | 3,251,130 | -263,569 | 0.02% | -$279.42K |
| FREDDIE MAC REMICS SER 5573 CL FB V/R 4.77419000 | 3,479,799 | 3,143,711 | -336,089 | 0.02% | -$333.96K |
| VERUS SECURITIZATION TRUST VERUS 2023 4 A1 144A | 3,502,997 | 3,125,247 | -377,750 | 0.02% | -$386.54K |
| Ellington Financial Mortgage Trust | 3,135,942 | 2,945,474 | -190,468 | 0.02% | -$210.90K |
| STONEPEAK SALTT 2021 1A AA 144A | 3,121,997 | 2,983,562 | -138,435 | 0.02% | -$127.51K |
| Bear Stearns Asset Backed Securities Trust 2003-AC4 | 3,297,702 | 3,194,084 | -103,619 | 0.02% | -$124.28K |
| SMB PRIVATE EDUCATION LOAN TRUST 2022-C SER 2022-C CL A1B V/R REGD 144A P/P 5.83385000 | 2,913,276 | 2,736,042 | -177,235 | 0.02% | -$176.55K |
| GOVERNMENT NATIONAL MORTGAGE A GNR 2025 101 FC | 2,995,367 | 2,739,110 | -256,257 | 0.02% | -$247.43K |
| CITZN 2023-1 A3 | 4,445,573 | 2,665,684 | -1,779,889 | 0.02% | -$1.80M |
| GOVERNMENT NATIONAL MORTGAGE A GNR 2019 H01 FP | 2,671,742 | 2,629,677 | -42,065 | 0.02% | -$22.02K |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION SER 2025-H22 CL F V/R 4.87888000 | 2,651,991 | 2,635,439 | -16,552 | 0.02% | -$6.40K |
| SMB Private Education Loan Trust (Private Loans) 5.09 10/16/2056 | 2,790,334 | 2,635,049 | -155,285 | 0.02% | -$180.09K |
| FNR 2025-54 FM | 2,827,787 | 2,635,508 | -192,278 | 0.02% | -$187.50K |
| SMB PRIVATE EDUCATION LOAN TRUST 2023-D SER 2023-D CL A1B V/R REGD 144A P/P 5.63385000 | 2,761,833 | 2,603,558 | -158,275 | 0.02% | -$161.50K |
| PRPM Trust, Series 2024-NQM4, Class A1 | 2,712,837 | 2,570,851 | -141,987 | 0.02% | -$152.39K |
| Enterprise Fleet Financing LLC, Series 2024-2, Class A2 | 6,603,075 | 2,539,045 | -4,064,030 | 0.02% | -$4.08M |
| CHESAPEAKE FUNDING II LLC CFII 2023 1A A2 144A | 3,378,264 | 2,510,150 | -868,113 | 0.02% | -$878.64K |
| LMAT 2021-GS3 A1 144A 4.75% 07-25-61 | 2,544,456 | 2,469,796 | -74,660 | 0.02% | -$74.08K |
| CWL 2004-6 1A1 | 2,558,606 | 2,507,951 | -50,655 | 0.02% | -$47.52K |
| PRPM Trust, Series 2024-NQM1, Class A1 | 2,628,068 | 2,429,829 | -198,238 | 0.02% | -$214.60K |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION SER 2025-89 CL PF V/R 4.86765000 | 3,023,865 | 2,421,712 | -602,152 | 0.02% | -$605.03K |
| Ellington Financial Mortgage Trust, Series 2025-CES2, Class A1A | 2,514,418 | 2,386,689 | -127,730 | 0.02% | -$145.38K |
| PRKCM Trust, Series 2024-AFC1, Class A1 | 2,779,631 | 2,377,504 | -402,127 | 0.02% | -$412.36K |
| FREDDIE MAC FHR 5517 FP | 2,692,082 | 2,369,086 | -322,996 | 0.02% | -$318.61K |
| BSARM 2004-8 13A1 | 2,672,311 | 2,646,968 | -25,343 | 0.02% | -$3.73K |
| Bluemountain CLO XXX Ltd | 3,673,841 | 2,337,469 | -1,336,373 | 0.02% | -$1.34M |
| VERUS SECURITIZATION TRUST VERUS 2023 INV2 A1 144A | 2,413,599 | 2,243,824 | -169,774 | 0.02% | -$179.64K |
| CSMC Trust, Series 2022-RPL4, Class A1 | 2,414,208 | 2,341,395 | -72,813 | 0.02% | -$85.05K |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION SER 2024-H04 CL FA V/R 4.61765000 | 2,185,512 | 2,154,283 | -31,228 | 0.02% | -$21.43K |
| MMAF Equipment Finance LLC, Series 2024-A, Class A2 | 3,506,242 | 2,150,098 | -1,356,144 | 0.02% | -$1.36M |
| SLM STUDENT LOAN TRUST SLMA 2012 2 A | 2,242,590 | 2,169,520 | -73,070 | 0.02% | -$85.74K |
| Government National Mortgage Association Guaranteed Remic Pass-Through Securities, The | 2,341,029 | 2,084,042 | -256,987 | 0.02% | -$247.66K |
| ASHFORD HOSPITALITY TRUST AHT1 2018 ASHF A 144A | 2,566,265 | 2,086,703 | -479,562 | 0.02% | -$476.92K |
| TPMT 2019-HY3 A1A 144A FRN 10-25-59 | 2,380,667 | 2,073,091 | -307,576 | 0.01% | -$310.10K |
| Washington Mutual Mortgage Pass-Through Certificates, Series 2006-AR9 Trust | 2,100,177 | 2,084,746 | -15,431 | 0.01% | $18.13K |
| GOVERNMENT NATIONAL MORTGAGE A GNR 2023 H27 FA | 1,943,432 | 1,939,307 | -4,125 | 0.01% | $4.76K |
| Government National Mortgage Association | 2,357,628 | 1,905,647 | -451,982 | 0.01% | -$455.24K |
| GSAMP TRUST GSAMP 2006 HE4 A2D | 2,122,376 | 1,948,794 | -173,582 | 0.01% | -$167.17K |
| VERUS SECURITIZATION TRUST VERUS 2024 3 A1 144A | 2,099,226 | 1,872,969 | -226,258 | 0.01% | -$234.79K |
| CARLYLE GLOBAL MARKET STRATEGI CGMSE 2017 3A A1R 144A | 4,398,518 | 1,513,113 | -2,885,405 | 0.01% | -$3.42M |
| Freddie Mac Whole Loan Securities Trust | 2,066,419 | 2,026,498 | -39,920 | 0.01% | -$49.98K |
| FREDDIE MAC REMICS SER 5564 CL FB V/R 5.07419000 | 1,736,394 | 1,683,383 | -53,011 | 0.01% | -$44.29K |
| NOMURA HOME EQUITY LOAN INC NHELI 2006 HE3 1A1 | 1,863,569 | 1,779,662 | -83,908 | 0.01% | -$75.91K |
| NAVSL 2015-BA A3 | 2,022,264 | 1,680,873 | -341,391 | 0.01% | -$342.48K |
| SMB Private Education Loan Trust, Series 2024-C, Class A1B | 1,755,842 | 1,657,690 | -98,152 | 0.01% | -$98.09K |
| NELNET STUDENT LOAN TRUST NSLT 2012 4A A 144A | 1,704,310 | 1,643,869 | -60,440 | 0.01% | -$59.62K |
| FREDDIE MAC REMICS SER 5565 CL FA V/R 5.02419000 | 1,701,721 | 1,567,464 | -134,257 | 0.01% | -$129.65K |
| AMERICAN AIRLINES INC / AADVANTAGE LOYALTY IP LTD 5.5% 04/20/2026 144A | 3,058,500 | 1,529,250 | -1,529,250 | 0.01% | -$1.53M |
| Structured Asset Mortgage Investments II Trust 2006-AR3 | 1,730,980 | 1,663,327 | -67,654 | 0.01% | -$57.61K |
| New Century Home Equity Loan Trust 2004-3 | 1,403,498 | 1,370,039 | -33,459 | 0.01% | -$31.95K |
| GOVERNMENT NATIONAL MORTGAGE A GNR 2016 H24 F | 1,571,656 | 1,350,242 | -221,414 | 0.01% | -$222.77K |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION SER 2020-17 CL EU 2.50000000 | 1,522,368 | 1,491,651 | -30,717 | 0.01% | -$43.25K |
| NELNET STUDENT LOAN TRUST NSLT 2017 3A A 144A | 1,359,159 | 1,307,667 | -51,491 | 0.01% | -$58.03K |
| Ally Auto Receivables Trust, Series 2024-1, Class A3 | 1,591,610 | 1,260,797 | -330,813 | 0.01% | -$336.28K |
| Hyundai Auto Receivables Trust, Series 2024-C, Class A2A | 2,372,207 | 1,257,547 | -1,114,660 | 0.01% | -$1.12M |
| UPX HIL Issuer Trust, Series 2025-1, Class A | 1,388,892 | 1,248,327 | -140,565 | 0.01% | -$156.61K |
| INVESCO EURO CLO INVSC 1A A1R 144A | 1,440,041 | 1,042,193 | -397,848 | 0.01% | -$487.09K |
| HSI Asset Securitization Corp Trust 2006-OPT3 | 1,268,122 | 1,207,950 | -60,172 | 0.01% | -$53.47K |
| ACE SECURITIES CORP. ACE 2004 HE2 M1 | 1,246,062 | 1,196,349 | -49,713 | 0.01% | -$47.48K |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION SER 2020-21 CL AC 2.50000000 | 1,352,500 | 1,320,130 | -32,370 | 0.01% | -$41.94K |
| FIRSTKEY MASTER FUNDING RESECU FKMF 2016 R1 AD 144A | 1,288,491 | 1,234,619 | -53,872 | 0.01% | -$51.80K |
| BAIN CAPITAL EURO CLO BCCE 2018 2A AR 144A | 4,357,166 | 973,906 | -3,383,260 | 0.01% | -$4.00M |
| NAVSL 2020-A A2B | 1,223,958 | 1,115,311 | -108,647 | 0.01% | -$108.23K |
| NRZT 2018-RPL1 A1 144A FRN 12-25-57 | 1,183,057 | 1,133,062 | -49,995 | 0.01% | -$53.25K |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION SER 2017-H15 CL FE V/R 5.58070000 | 1,267,399 | 1,076,429 | -190,970 | 0.01% | -$192.52K |
| Freddie Mac REMICS | 1,079,388 | 1,062,470 | -16,918 | 0.01% | -$11.25K |
| COUNTRYWIDE ALTERNATIVE LOAN T CWALT 2006 OA19 A1 | 1,344,801 | 1,302,997 | -41,805 | 0.01% | -$38.71K |
| JP MORGAN MORTGAGE TRUST JPMMT 2019 INV3 A3 144A | 1,225,790 | 1,168,182 | -57,608 | 0.01% | -$52.19K |
| LETRA TESOURO NACIONAL BILLS 04/26 0.00000 | 671,100,000 | 5,300,000 | -665,800,000 | 0.01% | -$117.45M |
| FREDDIE MAC REMICS SER 5538 CL AF V/R 5.17419000 | 1,158,940 | 1,000,493 | -158,448 | 0.01% | -$158.89K |
| VENTURE CDO LTD VENTR 2018 33A A1LR 144A | 1,821,257 | 992,305 | -828,952 | 0.01% | -$828.91K |
| NRZT 2020-1A A1B | 1,097,832 | 1,055,034 | -42,798 | 0.01% | -$48.17K |
| FEDERAL NAT MTG ASN GTD REM PA SOFR30A+105 10/25/2054 | 1,074,721 | 976,906 | -97,815 | 0.01% | -$96.47K |
| NRZT 2021-NQ2R A1 | 1,100,065 | 1,018,818 | -81,247 | 0.01% | -$77.97K |
| WOART 2023-D A3 | 1,211,798 | 970,182 | -241,616 | 0.01% | -$246.83K |
| J.P. Morgan Mortgage Acquisition Trust 2006-NC2 | 1,025,006 | 987,472 | -37,535 | 0.01% | -$39.04K |
| SLM STUDENT LOAN TRUST SLMA 2008 5 A4 | 1,080,845 | 955,786 | -125,058 | 0.01% | -$128.05K |
| Government National Mortgage Association | 1,152,302 | 938,384 | -213,918 | 0.01% | -$216.07K |
| BSSP 2007-R6 V/R 1/26/36 5.66300000 | 1,335,899 | 1,313,687 | -22,212 | 0.01% | -$3.64K |
| NSLT 2016-1A A | 972,213 | 915,822 | -56,391 | 0.01% | -$56.56K |
| SLM STUDENT LOAN TRUST SLMA 2012 3 A | 956,910 | 924,899 | -32,010 | 0.01% | -$36.82K |
| RAAC SERIES RAAC 2006 RP4 M1 144A | 1,124,995 | 914,865 | -210,131 | 0.01% | -$210.13K |
| Freddie Mac REMICS | 1,048,129 | 905,915 | -142,214 | 0.01% | -$140.19K |
| ENTERPRISE FLEET FING 2022-4 LLC 5.76% 10/22/2029 144A | 3,257,723 | 909,225 | -2,348,498 | 0.01% | -$2.36M |
| MFRA TRUST MFRA 2021 RPL1 A1 144A | 1,036,114 | 980,760 | -55,354 | 0.01% | -$56.67K |
| CWABS ASSET-BACKED CERTIFICATES TRUST 2007-13 CWL 2007-13 2A2 | 991,344 | 964,830 | -26,515 | 0.01% | -$22.71K |
| WAMU MORTGAGE PASS THROUGH CER WAMU 2006 AR9 2A | 1,005,478 | 999,605 | -5,873 | 0.01% | -$2.75K |
| SoFi Consumer Loan Program Trust, Series 2025-1, Class A | 1,222,093 | 866,721 | -355,372 | 0.01% | -$358.14K |
| HarborView Mortgage Loan Trust, Series 2006-1, Class 2A1A | 923,822 | 909,404 | -14,419 | 0.01% | -$10.16K |
| GCAT GCAT 2021 NQM3 A2 144A | 993,261 | 965,886 | -27,375 | 0.01% | -$27.07K |
| TOWD PT MTG TR 2024-CES2 6.125% 02/25/2064 144A | 926,437 | 834,572 | -91,865 | 0.01% | -$96.40K |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION SER 2024-13 CL FA V/R 4.86765000 | 902,219 | 824,870 | -77,349 | 0.01% | -$75.83K |
| SLM STUDENT LOAN TRUST SLMA 2008 7 A4 | 850,506 | 801,626 | -48,880 | 0.01% | -$52.22K |
| ECMC GROUP STUDENT LOAN TRUST ECMC 2017 2A A 144A | 813,767 | 792,931 | -20,836 | 0.01% | -$19.09K |
| GOVERNMENT NATIONAL MORTGAGE A GNR 2016 H04 FB | 911,729 | 778,088 | -133,642 | 0.01% | -$134.42K |
| NELNET STUDENT LOAN TRUST NSLT 2015 3A A2 144A | 895,780 | 780,805 | -114,976 | 0.01% | -$113.98K |
| COUNTRYWIDE ALTERNATIVE LOAN T CWALT 2007 OA7 A1A | 834,960 | 828,671 | -6,289 | 0.01% | -$3.07K |
| Bear Stearns Structured Products, Inc. Trust, Series 2007-R6, Class 2A1 | 1,017,260 | 996,802 | -20,458 | 0.01% | -$35.08K |
| COUNTRYWIDE ALTERNATIVE LOAN T CWALT 2006 OA17 1A1A | 883,012 | 851,113 | -31,899 | 0.01% | -$25.63K |
Top 300 of 668, by weight.
| Security | Shares Dec 2025 | Shares Mar 2026 | Δ shares | End % | Δ value |
|---|---|---|---|---|---|
| ATHENE GLOBAL FUNDING SECURED 144A 03/27 VAR | 98,345,000 | 98,345,000 | 0 | 0.71% | -$510.25K |
| ABNANV F 12/03/28 144A | 93,945,000 | 93,945,000 | 0 | 0.68% | $36.48K |
| NATIONAL BANK OF CANA FRN | 75,590,000 | 75,590,000 | 0 | 0.55% | -$79.74K |
| MORGAN STANLEY BK NA SALT LAKE FRN SOFR+68.5 10/15/2027 | 74,868,000 | 74,868,000 | 0 | 0.54% | -$224.63K |
| AERCAP IRELAND | 70,862,000 | 70,862,000 | 0 | 0.51% | $174.45K |
| Eagle Funding LuxCo S.a.r.l. | 57,650,000 | 57,650,000 | 0 | 0.42% | -$769.05K |
| NYO Commercial Mortgage Trust, Series 2021-1290, Class A | 55,900,000 | 55,900,000 | 0 | 0.40% | -$43.93K |
| CAN IMPERIAL BK | 52,400,000 | 52,400,000 | 0 | 0.38% | -$89.89K |
| RY F 03/27/28 GMTN | 52,267,000 | 52,267,000 | 0 | 0.38% | -$134.27K |
| PROJECT CASHMERE CLASS A1 144A | 75,300,000 | 75,300,000 | 0 | 0.38% | $1.70M |
| EVGRN 2025-1A A | 48,600,000 | 48,600,000 | 0 | 0.35% | -$20.98K |
| ALGONQUIN POWER | 44,171,000 | 44,171,000 | 0 | 0.32% | -$178.72K |
| TRILLIUM CREDIT CARD TRUST II TCCT 2025 1A A 144A | 43,300,000 | 43,300,000 | 0 | 0.31% | $25.76K |
| NSANY 1.85 09/16/26 | 42,896,000 | 42,896,000 | 0 | 0.30% | $198.12K |
| VW FLOAT 08/14/26 | 39,475,000 | 39,475,000 | 0 | 0.29% | -$28.13K |
| F+G GLOBAL FUNDING SECURED 144A 06/26 1.75 | 39,851,000 | 39,851,000 | 0 | 0.29% | $194.99K |
| BERRY GLOBAL INC SR SECURED 144A 07/26 4.875 | 39,536,000 | 39,536,000 | 0 | 0.29% | -$3.95K |
| ROYAL CARIBBEAN CRUISES SR UNSECURED 144A 07/27 5.375 | 39,320,000 | 39,320,000 | 0 | 0.29% | -$156.44K |
| ING GROEP NV SR UNSECURED 04/27 VAR | 36,069,000 | 36,069,000 | 0 | 0.26% | -$52.81K |
| HNDA Float 08/13/27 | 35,500,000 | 35,500,000 | 0 | 0.26% | -$108.24K |
| AVIATION CAPITAL | 35,141,000 | 35,141,000 | 0 | 0.25% | $148.24K |
| GOLDEN CREDIT CARD TRUST SER 2022-1A CL A REGD 144A P/P 1.97000000 | 35,000,000 | 35,000,000 | 0 | 0.25% | $89.46K |
| HNDA Float 07/09/27 | 33,700,000 | 33,700,000 | 0 | 0.24% | -$143.01K |
| COREBRIDGE GLOB FUNDING SECURED 144A 01/28 VAR | 33,500,000 | 33,500,000 | 0 | 0.24% | -$37.56K |
| BANCO SANTANDER SA REGD V/R 5.09673600 | 32,800,000 | 32,800,000 | 0 | 0.24% | -$70.00K |
| GS F 05/21/27 | 32,083,000 | 32,083,000 | 0 | 0.23% | -$43.75K |
| RY Float 07/23/27 | 31,900,000 | 31,900,000 | 0 | 0.23% | -$46.42K |
| FORTIS INC | 32,000,000 | 32,000,000 | 0 | 0.23% | $36.46K |
| MERCEDES-BENZ FIN NA REGD V/R 144A P/P 4.69612100 | 31,400,000 | 31,400,000 | 0 | 0.23% | -$34.81K |
| GLENCORE FUNDING LLC COMPANY GUAR 144A 10/26 VAR | 31,000,000 | 31,000,000 | 0 | 0.22% | $13.49K |
| BMW US CAPITAL LLC REGD V/R 144A P/P 4.61353100 | 30,342,000 | 30,342,000 | 0 | 0.22% | -$64.33K |
| BANQUE FEDERATIVE DU CREDIT MUTUEL SA | 29,589,000 | 29,589,000 | 0 | 0.21% | -$98.74K |
| CITIBANK NA SR UNSECURED 08/26 VAR | 29,550,000 | 29,550,000 | 0 | 0.21% | -$23.52K |
| FORDF 2024-3 A2 | 29,000,000 | 29,000,000 | 0 | 0.21% | $30.56K |
| BAIN CAPITAL EURO CLO BCCE 2022 2A ARR 144A | 24,400,000 | 24,400,000 | 0 | 0.20% | -$510.16K |
| Ares LXII CLO Ltd | 27,750,000 | 27,750,000 | 0 | 0.20% | $8.66K |
| VW Float 03/25/27 | 27,600,000 | 27,600,000 | 0 | 0.20% | -$42.13K |
| KEURIG DR PEPPER INC REGD V/R 4.63613700 | 27,109,000 | 27,109,000 | 0 | 0.20% | -$53.43K |
| CANADIAN IMPERIAL BK OF COMM FRN SOFR+72 01/13/2028 | 26,319,000 | 26,319,000 | 0 | 0.19% | -$26.90K |
| WELLS FARGO + COMPANY SR UNSECURED 01/28 VAR | 25,847,000 | 25,847,000 | 0 | 0.19% | -$68.53K |
| OCTAGON 64 LTD OCT64 2022 1A A1R 144A | 25,500,000 | 25,500,000 | 0 | 0.18% | -$15.11K |
| ROYAL BK SCOTLAND INTL LTD USD SR NT SER E | 25,000,000 | 25,000,000 | 0 | 0.18% | -$298.87K |
| JPMORGAN CHASE + CO SR UNSECURED 09/27 VAR | 24,500,000 | 24,500,000 | 0 | 0.18% | -$50.09K |
| ATHENE GLOBAL FUNDING SECURED 144A 08/26 VAR | 24,400,000 | 24,400,000 | 0 | 0.18% | -$18.66K |
| BMW US CAP. LLC FRN | 23,650,000 | 23,650,000 | 0 | 0.17% | -$36.36K |
| BARCLAYS PLC | 23,400,000 | 23,400,000 | 0 | 0.17% | -$109.65K |
| HNDA F 03/08/27 MTN | 23,300,000 | 23,300,000 | 0 | 0.17% | -$55.30K |
| WIND RIVER CLO LTD WINDR 2017 3A AR2 144A | 23,000,000 | 23,000,000 | 0 | 0.17% | $10.72K |
| DUKE ENERGY COR | 22,385,000 | 22,385,000 | 0 | 0.16% | -$111.98K |
| BAYER US FINANCE | 21,539,000 | 21,539,000 | 0 | 0.16% | -$116.41K |
| MORGAN STANLEY BK NA SALT LAKE FRN SOFR+108 01/14/2028 | 21,100,000 | 21,100,000 | 0 | 0.15% | -$53.53K |
| NATIONAL FUEL GA | 20,946,000 | 20,946,000 | 0 | 0.15% | -$118.55K |
| BANQUE FEDERATIVE DU CREDIT MUTUEL SA | 20,700,000 | 20,700,000 | 0 | 0.15% | -$18.26K |
| ROYAL CARIBBEAN CRUISES SR UNSECURED 144A 04/28 5.5 | 20,402,000 | 20,402,000 | 0 | 0.15% | -$138.69K |
| CDX ITRAXX XOV44 5Y 35-100% SP MYC | 3 | 3 | 0 | 0.15% | -$3.60M |
| VONTIER CORP | 20,158,000 | 20,158,000 | 0 | 0.15% | $126.38K |
| UNIVERSAL HLTH S | 20,348,000 | 20,348,000 | 0 | 0.15% | $98.11K |
| SWEDBANK AB REGS 09/27 5.337 | 19,598,000 | 19,598,000 | 0 | 0.14% | -$176.23K |
| NOMURA HOLDINGS INC SR UNSECURED 07/27 VAR | 19,632,000 | 19,632,000 | 0 | 0.14% | -$36.34K |
| Elevation CLO Ltd., Series 2022-16A, Class A1AR | 19,200,000 | 19,200,000 | 0 | 0.14% | $35.29K |
| MORGAN STANLEY B | 19,200,000 | 19,200,000 | 0 | 0.14% | -$54.11K |
| OCTAGON INVESTMENT PARTNERS 40 OCT40 2019 1A A1RR 144A | 19,150,000 | 19,150,000 | 0 | 0.14% | $10.98K |
| WIND RIVER CLO LTD WINDR 2021 2A A1R 144A | 18,300,000 | 18,300,000 | 0 | 0.13% | $6.96K |
| ANCHORAGE CAPITAL CLO LTD ANCHC 2021 21A AR 144A | 17,500,000 | 17,500,000 | 0 | 0.13% | $20.23K |
| PIKES PEAK CLO PIPK 2018 2A ARR 144A | 17,300,000 | 17,300,000 | 0 | 0.13% | $4.05K |
| Madison Park Funding XLVI Ltd., Series 2020-46A, Class ARR | 17,300,000 | 17,300,000 | 0 | 0.12% | $519 |
| ICG US CLO LTD ICG 2021 3A AR 144A | 17,200,000 | 17,200,000 | 0 | 0.12% | $12.38K |
| ILLUMINA INC | 17,200,000 | 17,200,000 | 0 | 0.12% | -$56.76K |
| PINNACLE WEST CAPITAL SR UNSECURED 06/26 VAR | 16,671,000 | 16,671,000 | 0 | 0.12% | -$17.66K |
| CREDIT AGRICOLE SA REGS 07/26 VAR | 16,500,000 | 16,500,000 | 0 | 0.12% | -$45.13K |
| CANADIAN IMPERIAL BK OF COMM FRN SOFR+122 10/02/2026 | 16,400,000 | 16,400,000 | 0 | 0.12% | -$61.49K |
| CUBESMART LP | 16,054,000 | 16,054,000 | 0 | 0.12% | $18.64K |
| Cedar Funding VI CLO Ltd., Series 2016-6A, Class AR3 | 15,700,000 | 15,700,000 | 0 | 0.11% | $6.65K |
| SOUTHERN CAL ED | 15,589,000 | 15,589,000 | 0 | 0.11% | -$31.99K |
| MERCEDES BENZ FIN NA COMPANY GUAR REGS 03/28 VAR | 15,400,000 | 15,400,000 | 0 | 0.11% | -$17.23K |
| HYUNDAI CAPITAL AMERICA SR UNSECURED 144A 09/27 VAR | 15,400,000 | 15,400,000 | 0 | 0.11% | -$19.33K |
| ONEOK INC | 15,400,000 | 15,400,000 | 0 | 0.11% | -$93.97K |
| AIR LEASE CORP | 14,877,000 | 14,877,000 | 0 | 0.11% | -$50.39K |
| GEN MOTORS FIN | 14,880,000 | 14,880,000 | 0 | 0.11% | -$51.60K |
| COOPERATIEVE RABOBANK UA REGD V/R 144A P/P 1.98000000 | 14,600,000 | 14,600,000 | 0 | 0.10% | $49.60K |
| BARCLAYS PLC SR UNSECURED 03/28 VAR | 14,200,000 | 14,200,000 | 0 | 0.10% | -$48.24K |
| CROWN CASTLE INC SR UNSECURED 07/26 1.05 | 14,269,000 | 14,269,000 | 0 | 0.10% | $96.85K |
| INVESCO EURO CLO XI DAC INVSC 11A A1R 144A | 12,200,000 | 12,200,000 | 0 | 0.10% | -$256.83K |
| NATWEST MARKETS PLC SR UNSECURED REGS 05/27 VAR | 13,913,000 | 13,913,000 | 0 | 0.10% | -$39.09K |
| NOMURA HOLDINGS | 14,000,000 | 14,000,000 | 0 | 0.10% | $69.74K |
| JACKSON NATL LIFE GLOBAL SECURED 144A 01/28 VAR | 13,500,000 | 13,500,000 | 0 | 0.10% | -$59.53K |
| Bain Capital Credit CLO Ltd., Series 2021-3A, Class AR | 13,050,000 | 13,050,000 | 0 | 0.09% | $29.29K |
| ONEOK INC | 12,832,000 | 12,832,000 | 0 | 0.09% | -$66.52K |
| FRESENIUS MEDICAL CARE US FINANCE III INC 1.875% 12/01/2026 144A | 12,790,000 | 12,790,000 | 0 | 0.09% | $39.66K |
| Ford Motor Credit Co. LLC | 12,506,000 | 12,506,000 | 0 | 0.09% | -$81.25K |
| HCA INC | 12,257,000 | 12,257,000 | 0 | 0.09% | -$17.29K |
| SVENSKA HANDELSBANKEN FRN | 12,235,000 | 12,235,000 | 0 | 0.09% | -$27.59K |
| MERCEDES BENZ FIN NA COMPANY GUAR 144A 03/28 VAR | 12,200,000 | 12,200,000 | 0 | 0.09% | -$13.65K |
| Canyon Capital CLO Ltd., Series 2019-2A, Class AR2 | 12,100,000 | 12,100,000 | 0 | 0.09% | -$10.30K |
| SOCIETE GENERALE REGS 06/27 VAR | 12,025,000 | 12,025,000 | 0 | 0.09% | $63.99K |
| APIDOS CLO APID 2012 11A AR4 144A | 11,900,000 | 11,900,000 | 0 | 0.09% | $1.16K |
| ENEL FINANCE INTL NV SR UNSECURED 144A 06/27 4.625 | 11,858,000 | 11,858,000 | 0 | 0.09% | -$61.59K |
| ROMARK CLO LTD RMRK 2021 4A A1R 144A | 11,450,000 | 11,450,000 | 0 | 0.08% | $7.12K |
| PENTA CLO S.A. PENTA 2021 9A A 144A | 9,900,000 | 9,900,000 | 0 | 0.08% | -$220.40K |
| HYUNDAI CAPITAL AMERICA SR UNSECURED REGS 06/27 VAR | 11,300,000 | 11,300,000 | 0 | 0.08% | -$18.57K |
| NATWEST GROUP PLC SR UNSECURED 03/28 VAR | 11,277,000 | 11,277,000 | 0 | 0.08% | -$27.96K |
| JPMORGAN CHASE + CO SR UNSECURED 02/28 VAR | 11,085,000 | 11,085,000 | 0 | 0.08% | -$40.14K |
| VAR ENERGI ASA SR UNSECURED 144A 05/27 5 | 11,016,000 | 11,016,000 | 0 | 0.08% | -$48.24K |
| Atlas Senior Loan Fund XVIII Ltd., Series 2021-18A, Class A1R | 10,900,000 | 10,900,000 | 0 | 0.08% | -$13.08K |
| EPR PROPERTIES | 10,620,000 | 10,620,000 | 0 | 0.08% | -$37.26K |
| FORD MOTOR CRED | 10,600,000 | 10,600,000 | 0 | 0.08% | -$1.87K |
| F+G GLOBAL FUNDING SECURED 144A 06/27 5.875 | 10,357,000 | 10,357,000 | 0 | 0.08% | -$99.74K |
| MITSUBISHI CORP SR UNSECURED 144A 09/28 VAR | 10,300,000 | 10,300,000 | 0 | 0.07% | -$9.87K |
| Symphony CLO XXIV, Ltd., Series 2020-24A, Class A1R | 10,300,000 | 10,300,000 | 0 | 0.07% | -$11.33K |
| BRIGHTHSE FIN GLBL FUND SECURED REGS 04/27 5.55 | 10,100,000 | 10,100,000 | 0 | 0.07% | -$79.94K |
| ATHENE GLOBAL FUNDING SECURED 144A 01/27 4.95 | 10,000,000 | 10,000,000 | 0 | 0.07% | -$44.89K |
| BRIGHTHSE FIN GLBL FUND SECURED 144A 04/27 5.55 | 9,940,000 | 9,940,000 | 0 | 0.07% | -$78.67K |
| ATHENE GLOBAL FUNDING SECURED 144A 08/26 VAR | 9,755,000 | 9,755,000 | 0 | 0.07% | -$15.92K |
| Jamestown CLO XVI Ltd., Series 2021-16A, Class AR | 9,500,000 | 9,500,000 | 0 | 0.07% | $6.15K |
| CREDIT AGRICOLE SA LONDON | 9,364,000 | 9,364,000 | 0 | 0.07% | -$20.34K |
| SOUTHWESTN EL PR | 9,378,000 | 9,378,000 | 0 | 0.07% | $9.10K |
| NATIONWIDE BUILDING SOC(UNGTD) FRN SOFR+129 02/16/2028 144A | 9,220,000 | 9,220,000 | 0 | 0.07% | -$25.31K |
| ROCKFORD TOWER EUROPE CLO RFTE 2018 1A A1RR 144A | 8,000,000 | 8,000,000 | 0 | 0.07% | -$167.76K |
| BANQUE FEDERATIVE DU CREDIT MUTUEL SA | 9,000,000 | 9,000,000 | 0 | 0.07% | -$114.41K |
| ROGERS COMMUNIC | 9,300,000 | 9,300,000 | 0 | 0.07% | -$23.04K |
| BWAY Mortgage Trust, Series 2021-1450, Class A | 9,200,000 | 9,200,000 | 0 | 0.07% | $65.61K |
| BARCLAYS BANK PLC SR UNSECURED 11/27 VAR | 9,000,000 | 9,000,000 | 0 | 0.07% | -$10.66K |
| STLA 5.35 03/17/28 144A | 8,900,000 | 8,900,000 | 0 | 0.06% | -$109.92K |
| JPMORGAN CHASE | 8,700,000 | 8,700,000 | 0 | 0.06% | $50.50K |
| ENEL FIN INTL NV | 8,685,000 | 8,685,000 | 0 | 0.06% | -$22.81K |
| WELLS FARGO + COMPANY SR UNSECURED REGS 05/27 1.5 | 7,526,000 | 7,526,000 | 0 | 0.06% | -$170.14K |
| ROCKFORD TOWER CLO LTD ROCKT 2022 1A A1R 144A | 8,300,000 | 8,300,000 | 0 | 0.06% | -$3.57K |
| POST CLO LTD POST 2021 1A AR 144A | 8,150,000 | 8,150,000 | 0 | 0.06% | $7.57K |
| SANUK V1.673 06/14/27 | 8,100,000 | 8,100,000 | 0 | 0.06% | $39.94K |
| AGL CLO 14 Ltd., Series 2021-14A, Class AR | 7,900,000 | 7,900,000 | 0 | 0.06% | $7.20K |
| VOYA CLO LTD VOYA 2017 3A A1RR 144A | 7,900,000 | 7,900,000 | 0 | 0.06% | $6.74K |
| WFC F 04/22/28 MTN | 7,854,000 | 7,854,000 | 0 | 0.06% | -$15.82K |
| BRIGHTHS FIN GLB | 7,753,000 | 7,753,000 | 0 | 0.06% | $48.33K |
| LAS VEGAS SAN | 7,600,000 | 7,600,000 | 0 | 0.06% | -$54.86K |
| HARBOUR ENERGY PLC REGD 144A P/P 5.50000000 | 7,708,000 | 7,708,000 | 0 | 0.06% | $18.56K |
| SGSP AUSTRALIA ASSETS COMPANY GUAR REGS 07/27 3.5 | 7,700,000 | 7,700,000 | 0 | 0.05% | -$25.70K |
| LLOYDS BANKING GROUP PLC SR UNSECURED 08/27 VAR | 7,557,000 | 7,557,000 | 0 | 0.05% | -$24.19K |
| GOLDMAN SACHS GROUP INC (THE) FRN SOFR+82 09/10/2027 | 7,549,000 | 7,549,000 | 0 | 0.05% | -$12.71K |
| Madison Park Funding XLIX Ltd., Series 2021-49A, Class AR | 7,500,000 | 7,500,000 | 0 | 0.05% | $3.15K |
| SK HYNIX INC SR UNSECURED 144A 01/27 5.5 | 7,400,000 | 7,400,000 | 0 | 0.05% | -$36.13K |
| WIND RIVER CLO LTD WINDR 2016 1KRA A1R3 144A | 7,459,745 | 7,459,745 | 0 | 0.05% | $21.92K |
| COREBRIDGE GLOB FUNDING SECURED 144A 12/28 VAR | 7,400,000 | 7,400,000 | 0 | 0.05% | -$26.70K |
| BARCLAYS PLC SR UNSECURED 09/27 VAR | 7,348,000 | 7,348,000 | 0 | 0.05% | -$36.27K |
| HSBC HOLDINGS | 7,300,000 | 7,300,000 | 0 | 0.05% | -$42.19K |
| Symphony CLO XXXII Ltd., Series 2022-32A, Class AR | 7,250,000 | 7,250,000 | 0 | 0.05% | $810 |
| Vibrant CLO XII Ltd | 7,100,000 | 7,100,000 | 0 | 0.05% | $7.20K |
| WELLS FARGO COMMERCIAL MORTGAG WFCM 2025 AGLN A 144A | 7,100,000 | 7,100,000 | 0 | 0.05% | -$26.65K |
| INDIGO CREDIT MANAGEMENT INDI 1A AR 144A | 6,000,000 | 6,000,000 | 0 | 0.05% | -$118.83K |
| SBA TOWER TRUST | 7,100,000 | 7,100,000 | 0 | 0.05% | $50.29K |
| CM Float 09/11/27 | 6,815,000 | 6,815,000 | 0 | 0.05% | -$16.94K |
| BDS LTD BDS 2025 FL14 A 144A | 6,800,000 | 6,800,000 | 0 | 0.05% | -$15.06K |
| VICTORIA POWER NETWORKS COMPANY GUAR 04/26 VAR | 9,800,000 | 9,800,000 | 0 | 0.05% | $220.86K |
| Bain Capital Credit CLO Ltd., Series 2019-4A, Class A1RR | 6,600,000 | 6,600,000 | 0 | 0.05% | $4.01K |
| NY STATE ELECTRIC + GAS SR UNSECURED 144A 12/26 3.25 | 6,400,000 | 6,400,000 | 0 | 0.05% | -$1.68K |
| BNP PARIBAS SA 144A 1.675000% 06/30/2027 | 6,339,000 | 6,339,000 | 0 | 0.05% | $31.12K |
| RGA GLOBAL FUNDING SR SECURED 144A 11/26 2 | 6,247,000 | 6,247,000 | 0 | 0.04% | $14.03K |
| AM AIRLN 14-1 A | 6,130,270 | 6,130,270 | 0 | 0.04% | $1.66K |
| PIKES PEAK CLO PIPK 2019 4A ARR 144A | 6,100,000 | 6,100,000 | 0 | 0.04% | $2.79K |
| KKR FINANCIAL CLO LTD KKR 42A AR 144A | 5,900,000 | 5,900,000 | 0 | 0.04% | $2.77K |
| FITB F 01/28/28 | 5,871,000 | 5,871,000 | 0 | 0.04% | -$8.67K |
| SIRIUS REAL ESTATE LTD SR UNSECURED REGS 06/26 1.125 | 5,100,000 | 5,100,000 | 0 | 0.04% | -$82.06K |
| SKYWORKS SOLUT | 5,787,000 | 5,787,000 | 0 | 0.04% | $35.48K |
| GMCAR 2022-4 A4 | 5,740,000 | 5,740,000 | 0 | 0.04% | -$15.82K |
| EQUITABLE AMERICA GLOBAL SECURED 144A 09/27 VAR | 5,600,000 | 5,600,000 | 0 | 0.04% | $12.41K |
| CREDIT AGRICOLE SA SR UNSECURED 144A 03/27 VAR | 5,563,000 | 5,563,000 | 0 | 0.04% | -$6.68K |
| ABN AMRO BANK NV REGS 09/27 VAR | 5,500,000 | 5,500,000 | 0 | 0.04% | -$18.57K |
| SYMPHONY CLO XXIX LTD SER 2021-29A CL AR V/R REGD 144A P/P 5.43307000 | 5,450,000 | 5,450,000 | 0 | 0.04% | -$6.95K |
| Guggenheim CLO Ltd., Series 2022-2A, Class A1R | 5,400,000 | 5,400,000 | 0 | 0.04% | $8.60K |
| TRINITAS CLO VII LTD | 5,300,000 | 5,300,000 | 0 | 0.04% | $1.78K |
| PNFED 2025-A A3 144A 4.03% 07-15-30 | 5,300,000 | 5,300,000 | 0 | 0.04% | -$26.43K |
| CREDIT AGRICOLE SA REGD V/R 144A P/P MTN 4.98407100 | 5,100,000 | 5,100,000 | 0 | 0.04% | -$4.77K |
| SYNIT 2023-A2 A | 5,000,000 | 5,000,000 | 0 | 0.04% | -$28.64K |
| Bank of Nova Scotia/The | 5,005,000 | 5,005,000 | 0 | 0.04% | -$6.47K |
| NEXTERA ENERGY CAPITAL HOLDINGS INC VARIABLE RATE 02/04/2028 | 4,657,000 | 4,657,000 | 0 | 0.03% | -$10.59K |
| CANTOR FITZGERALD LP SR UNSECURED 144A 04/27 4.5 | 4,673,000 | 4,673,000 | 0 | 0.03% | -$8.84K |
| CREDIT AGRICOLE SA REGS 09/28 VAR | 4,590,000 | 4,590,000 | 0 | 0.03% | -$4.30K |
| AERCAP IRELAND | 4,550,000 | 4,550,000 | 0 | 0.03% | -$20.98K |
| FORD MOTOR COMPANY SR UNSECURED 08/26 7.5 | 4,400,000 | 4,400,000 | 0 | 0.03% | -$16.97K |
| DAIMLER TRUCKS FINANCE NORTH AMERICA LLC FRN SOFR+84 01/13/2028 144A | 4,365,000 | 4,365,000 | 0 | 0.03% | $9.47K |
| Bain Capital Credit CLO Ltd., Series 2021-6A, Class A1R | 4,300,000 | 4,300,000 | 0 | 0.03% | $2.20K |
| Ares LXV CLO Ltd., Series 2022-65A, Class A1R | 4,300,000 | 4,300,000 | 0 | 0.03% | $1.82K |
| TRALEE CLO V LTD SER 2018-5A CL A1RR V/R REGD 144A P/P 4.96444000 | 4,300,000 | 4,300,000 | 0 | 0.03% | -$5.46K |
| NATWEST MARKETS PLC SR UNSECURED REGS 09/26 VAR | 4,200,000 | 4,200,000 | 0 | 0.03% | -$5.71K |
| CANYON CLO 2020-1 LTD SER 2020-1A CL AR2 V/R REGD 144A P/P 4.98454000 | 4,200,000 | 4,200,000 | 0 | 0.03% | $7.77K |
| JP MORGAN CHASE COMMERCIAL MORTGAGE SE SER 2019-FL12 CL A V/R REGD 144A P/P 5.45601000 | 4,189,872 | 4,189,872 | 0 | 0.03% | $3.17K |
| JP Morgan Chase Commercial Mortgage Securities Trust, Series 2018-AON, Class A | 5,000,000 | 5,000,000 | 0 | 0.03% | -$273.12K |
| Progress Residential Trust, Series 2021-SFR9, Class A | 4,336,780 | 4,336,780 | 0 | 0.03% | -$12.94K |
| BANC OF AMERICA MERRILL LYNCH BAMLL 2021 JACX A 144A | 4,200,000 | 4,200,000 | 0 | 0.03% | -$7.31K |
| HYUNDAI CAPITAL AMERICA SR UNSECURED REGS 06/27 VAR | 4,000,000 | 4,000,000 | 0 | 0.03% | -$9.63K |
| SUMITOMO MITSUI TRUST BANK LTD | 4,000,000 | 4,000,000 | 0 | 0.03% | -$17.04K |
| DR PEPPER SNAPPL | 3,850,000 | 3,850,000 | 0 | 0.03% | $4.84K |
| OCBC/SYDNEY SR UNSECURED 05/26 VAR | 5,500,000 | 5,500,000 | 0 | 0.03% | $119.24K |
| BANK OF NOVA SCOTIA THE | 3,707,000 | 3,707,000 | 0 | 0.03% | -$899 |
| CGMS 2020-2A A1R2 1/35 | 3,550,000 | 3,550,000 | 0 | 0.03% | -$6.99K |
| HYUNDAI CAPITAL AMERICA SR UNSECURED REGS 03/27 VAR | 3,450,000 | 3,450,000 | 0 | 0.02% | -$7.15K |
| NATWEST MARKETS PLC SR UNSECURED 144A 09/26 VAR | 3,410,000 | 3,410,000 | 0 | 0.02% | -$4.63K |
| VOLKSWAGEN GROUP AMERICA COMPANY GUAR REGS 08/26 VAR | 3,400,000 | 3,400,000 | 0 | 0.02% | -$2.42K |
| NEUBERGER BERMAN LOAN ADVISERS CLO 4 SER 2021-43A CL AR V/R REGD 144A P/P 4.93163000 | 3,300,000 | 3,300,000 | 0 | 0.02% | $2.51K |
| BAYER US FIN II LLC 4.375% 12/15/2028 144A | 3,323,000 | 3,323,000 | 0 | 0.02% | -$36.99K |
| SUMITOMO MITSUI TRUST BANK LTD FRN SOFR+115 09/14/2026 144A | 3,255,000 | 3,255,000 | 0 | 0.02% | -$13.87K |
| HYUNDAI CAPITAL AMERICA SR UNSECURED 144A 09/27 4.3 | 3,155,000 | 3,155,000 | 0 | 0.02% | -$22.29K |
| Southern California Edison Co., Series D | 3,130,000 | 3,130,000 | 0 | 0.02% | -$23.11K |
| HSBC HOLDINGS | 3,103,000 | 3,103,000 | 0 | 0.02% | -$3.73K |
| Neuberger Berman Loan Advisers CLO Ltd., Series 2021-45A, Class AR | 3,100,000 | 3,100,000 | 0 | 0.02% | $3.37K |
| SECURITIZED ASSET BACKED RECEI SABR 2004 OP2 A1 | 3,243,067 | 3,243,067 | 0 | 0.02% | -$1.40K |
| JP Morgan Chase Commercial Mortgage Securities Trust, Series 2018-PHH, Class A | 4,554,703 | 4,554,703 | 0 | 0.02% | -$820.24K |
| FISERV INC SR UNSECURED 03/27 5.15 | 3,000,000 | 3,000,000 | 0 | 0.02% | -$17.51K |
| TOMARI 2.75 01/21/27 144A | 3,000,000 | 3,000,000 | 0 | 0.02% | $2.62K |
| CREDIT AGRICOLE SA SR UNSECURED REGS 03/27 VAR | 2,920,000 | 2,920,000 | 0 | 0.02% | -$3.51K |
| CREDIT AGRICOLE LONDON REGS 07/27 4.4 | 4,300,000 | 4,300,000 | 0 | 0.02% | $80.65K |
| HYUNDAI CAPITAL AMERICA SR UNSECURED REGS 09/27 VAR | 2,878,000 | 2,878,000 | 0 | 0.02% | -$3.61K |
| Imperial Brands PLC 3.50 07/26/2026 | 2,831,000 | 2,831,000 | 0 | 0.02% | $3.68K |
| ENERGY TRANSFER | 2,726,000 | 2,726,000 | 0 | 0.02% | -$19.74K |
| Goldman Sachs Group, Inc. (The) | 2,730,000 | 2,730,000 | 0 | 0.02% | -$8.83K |
| DAIMLER TRUCKS FINANCE NORTH AMERICA LLC FRN SOFR+96 09/25/2027 144A | 2,590,000 | 2,590,000 | 0 | 0.02% | -$1.48K |
| Vine Engergy Holdings LLC | 2,584,000 | 2,584,000 | 0 | 0.02% | -$13.51K |
| PACIFIC GAS&ELEC | 2,512,000 | 2,512,000 | 0 | 0.02% | -$23.17K |
| BROWN & BROWN | 2,500,000 | 2,500,000 | 0 | 0.02% | -$5.37K |
| EVERSOURCE ENERG | 2,500,000 | 2,500,000 | 0 | 0.02% | -$14.77K |
| SUMITOMO MITSUI FINL GRP SR UNSECURED 07/26 VAR | 2,495,000 | 2,495,000 | 0 | 0.02% | -$9.36K |
| CROWN CASTLE INT | 2,477,000 | 2,477,000 | 0 | 0.02% | -$5.99K |
| SAMMONS FINANCIAL GROUP SR UNSECURED 144A 05/27 4.45 | 2,475,000 | 2,475,000 | 0 | 0.02% | -$14.93K |
| MRVL 1.65 04/15/26 | 2,429,000 | 2,429,000 | 0 | 0.02% | $13.45K |
| JPMORGAN CHASE + CO SR UNSECURED 07/28 VAR | 2,400,000 | 2,400,000 | 0 | 0.02% | -$10.94K |
| Pacific Life Global Funding II | 2,322,000 | 2,322,000 | 0 | 0.02% | -$2.21K |
| GOLDMAN SACHS GROUP INC SR UNSECURED 06/27 VAR | 3,200,000 | 3,200,000 | 0 | 0.02% | $71.09K |
| GENPACT LUXEMBOURG SARL / GENPACT USA INC 1.75% 04/10/2026 | 2,175,000 | 2,175,000 | 0 | 0.02% | $11.52K |
| TOYOTA FINANCE AUSTRALIA SR UNSECURED 09/26 VAR | 3,050,000 | 3,050,000 | 0 | 0.02% | $67.07K |
| BSST MORTGAGE TRUST BSST 2021 1818 A 144A | 2,300,000 | 2,300,000 | 0 | 0.01% | $124.10K |
| COOPERAT RABOBANK UA/NY 01/28 VAR | 2,000,000 | 2,000,000 | 0 | 0.01% | -$560 |
| AOZORA BANK SR UNSECURED REGS 09/26 5.9 | 1,900,000 | 1,900,000 | 0 | 0.01% | -$5.21K |
| SYDNEY ARPT FIN CO PTY LTD 3.625% 04/28/2026 144A | 1,841,000 | 1,841,000 | 0 | 0.01% | $1.97K |
| ISRAEL ELECTRIC CORP LTD SR SECURED REGS 12/26 7.875 | 1,683,000 | 1,683,000 | 0 | 0.01% | -$23.41K |
| MORGAN STANLEY CAPITAL I TRUST MSC 2019 PLND A 144A | 11,400,000 | 11,400,000 | 0 | 0.01% | -$254 |
| SOUTHERN CAL ED | 1,600,000 | 1,600,000 | 0 | 0.01% | -$6.66K |
| BMW US CAPITAL LLC COMPANY GUAR 144A 04/26 VAR | 1,561,000 | 1,561,000 | 0 | 0.01% | -$1.32K |
| LCM Ltd., Series 34A, Class A1R | 1,550,000 | 1,550,000 | 0 | 0.01% | -$83 |
| NSANY 6.95 09/15/26 144A | 1,540,000 | 1,540,000 | 0 | 0.01% | -$13.53K |
| HARLEY DAVIDSON FINL SER COMPANY GUAR 144A 02/27 3.05 | 1,547,000 | 1,547,000 | 0 | 0.01% | -$3.67K |
| NATWEST MARKETS PLC SR UNSECURED 144A 05/27 VAR | 1,500,000 | 1,500,000 | 0 | 0.01% | -$4.21K |
| FORD MOTOR CRED | 1,490,000 | 1,490,000 | 0 | 0.01% | $3.23K |
| CANADIAN IMPERIAL BK OF COMM FRN SOFR+94 06/28/2027 | 1,450,000 | 1,450,000 | 0 | 0.01% | -$2.75K |
| SKANDINAVISKA ENSKILDA SR UNSECURED 144A 03/27 VAR | 1,432,000 | 1,432,000 | 0 | 0.01% | -$2.61K |
| HARLEY DAVIDSON FINL SER COMPANY GUAR REGS 02/27 3.05 | 1,430,000 | 1,430,000 | 0 | 0.01% | -$3.39K |
| DRYDEN SENIOR LOAN FUND DRSLF 2021 95A AR 144A | 1,400,000 | 1,400,000 | 0 | 0.01% | $781 |
| HCA INC VARIABLE RATE 03/01/2028 | 1,385,000 | 1,385,000 | 0 | 0.01% | -$7.30K |
| UNTD AIR 2014-1 | 1,341,623 | 1,341,623 | 0 | 0.01% | -$1.12K |
| ABN AMRO BANK NV | 1,250,000 | 1,250,000 | 0 | 0.01% | $485 |
| SILVER ROCK CLO LTD SLVRK 2021 2A AR 144A | 1,250,000 | 1,250,000 | 0 | 0.01% | $424 |
| ROYAL CARIBBEAN | 1,189,000 | 1,189,000 | 0 | 0.01% | -$16.87K |
| AIR LEASE CORP | 1,232,000 | 1,232,000 | 0 | 0.01% | $218 |
| BANQUE FED CRED MUTUEL REGS 05/27 VAR | 1,750,000 | 1,750,000 | 0 | 0.01% | $39.84K |
| LENDLEASE FINANCE LTD COMPANY GUAR REGS 10/27 3.4 | 1,800,000 | 1,800,000 | 0 | 0.01% | $40.26K |
| SOUTHERN CAL ED | 1,100,000 | 1,100,000 | 0 | 0.01% | -$10.48K |
| BANCO SANTANDER SA SR UNSECURED REGS 07/27 4.8 | 1,600,000 | 1,600,000 | 0 | 0.01% | $28.97K |
| PENSKE TRUCK LEASING/PTL SR UNSECURED 144A 11/26 3.4 | 1,024,000 | 1,024,000 | 0 | 0.01% | -$695 |
| BANK OF AMERICA CORP SR UNSECURED 07/27 VAR | 915,000 | 915,000 | 0 | 0.01% | -$2.52K |
| HYUNDAI CAPITAL AMERICA SR UNSECURED REGS 03/27 VAR | 900,000 | 900,000 | 0 | 0.01% | -$192 |
| BMW US CAPITAL LLC COMPANY GUAR 144A 08/27 VAR | 881,000 | 881,000 | 0 | 0.01% | -$3.54K |
| TOTAL SYSTEM SVC | 836,000 | 836,000 | 0 | 0.01% | -$195 |
| BAYER US FINANCE LLC COMPANY GUAR REGS 11/26 6.125 | 800,000 | 800,000 | 0 | 0.01% | -$4.32K |
| MERCEDES BENZ FIN NA COMPANY GUAR REGS 11/27 VAR | 780,000 | 780,000 | 0 | 0.01% | -$1.21K |
| NATIONWIDE BLDG SOCIETY REGS 02/28 VAR | 700,000 | 700,000 | 0 | 0.01% | -$1.92K |
| BANK OF AMERICA NA SR UNSECURED 08/26 VAR | 700,000 | 700,000 | 0 | 0.01% | -$1.72K |
| SUMITOMO TR&BK | 700,000 | 700,000 | 0 | 0.01% | -$1.27K |
| KOREA HOUSING FINANCE CO COVERED REGS 04/26 4.475 | 1,000,000 | 1,000,000 | 0 | 0.00% | $22.43K |
| NSANY 1.85 09/16/26 REGS | 698,000 | 698,000 | 0 | 0.00% | $3.22K |
| F+G GLOBAL FUNDING SECURED 144A 04/27 2.3 | 699,000 | 699,000 | 0 | 0.00% | -$1.09K |
| WOODSIDE FIN LTD 3.7% 09/15/2026 144A | 614,000 | 614,000 | 0 | 0.00% | -$21 |
| Ares LIX CLO Ltd., Series 2021-59A, Class A | 600,000 | 600,000 | 0 | 0.00% | -$213 |
| BOEING CO | 600,000 | 600,000 | 0 | 0.00% | $2.36K |
| AIR LEASE CORP | 592,000 | 592,000 | 0 | 0.00% | -$2.32K |
| MERCEDES BENZ FIN NA COMPANY GUAR REGS 07/26 VAR | 550,000 | 550,000 | 0 | 0.00% | -$610 |
| RESIDENTIAL ASSET SECURITIZATI RAST 2004 IP2 4A | 566,787 | 566,787 | 0 | 0.00% | $3.83K |
| SRC SUKU LTD GOVT GUARANT REGS 02/28 5 | 500,000 | 500,000 | 0 | 0.00% | -$6.69K |
| HYUNDAI CAPITAL AMERICA SR UNSECURED REGS 09/28 VAR | 500,000 | 500,000 | 0 | 0.00% | -$3.40K |
| 317UADSA1 PIMCO SWAPTION 3.65 PUT USD 20260909 | 181,500,000 | 181,500,000 | 0 | 0.00% | $369.93K |
| ING GROEP NV SR UNSECURED 09/27 VAR | 400,000 | 400,000 | 0 | 0.00% | -$996 |
| STANDARD CHARTERED PLC SR UNSECURED 144A 07/27 VAR | 296,000 | 296,000 | 0 | 0.00% | -$913 |
| GLENCORE FUNDING LLC COMPANY GUAR REGS 10/26 VAR | 250,000 | 250,000 | 0 | 0.00% | $109 |
| New York Life Global Funding | 249,000 | 249,000 | 0 | 0.00% | -$615 |
| HYUNDAI CAPITAL AMERICA SR UNSECURED 144A 06/27 VAR | 149,000 | 149,000 | 0 | 0.00% | -$245 |
| VICI PROPERTIES / NOTE COMPANY GUAR REGS 09/26 4.5 | 143,000 | 143,000 | 0 | 0.00% | -$316 |
| HYUNDAI CAPITAL AMERICA SR UNSECURED REGS 09/26 5.95 | 100,000 | 100,000 | 0 | 0.00% | -$692 |
| Structured Asset Mortgage Investments II Trust 2007-AR2 | 213,267 | 213,267 | 0 | 0.00% | $1.48K |
| CWALT 2003-J3 2A1 | 42,152 | 42,152 | 0 | 0.00% | -$1.17K |
| RESIDENTIAL ACCREDIT LOANS, IN RALI 2006 QO3 A1 | 136,086 | 136,086 | 0 | 0.00% | -$580 |
| RESIDENTIAL ASSET SECURITIZATI RAST 2005 A15 5A1 | 79,913 | 79,913 | 0 | 0.00% | $457 |
| LONG BEACH MORTGAGE LOAN TRUST LBMLT 2001 4 2A1 | 16,184 | 16,184 | 0 | 0.00% | -$128 |
| United States Small Business Administration | 7,733 | 7,733 | 0 | 0.00% | -$30 |
| HOME EQUITY ASSET TRUST HEAT 2002 3 A4 | 798 | 798 | 0 | 0.00% | -$1 |
| RFR USD SOFR/3.75000 12/18/24-5Y LCH | 1 | 1 | 0 | -0.01% | $2.40M |
Machine-readable: JSON · Markdown. Programmatic access via the agent surface.