Portfolio moves
Net position changes between two of this fund's N-PORT snapshots. These are differences between point-in-time reports — not a trade log — and share counts can be affected by splits and other corporate actions.
Dec 31, 2025 → Mar 31, 2026
Expand a category to see the positions behind it, ranked by weight.
| Security | Shares Dec 2025 | Shares Mar 2026 | Δ shares | End % | Δ value |
|---|---|---|---|---|---|
| Uniform Mortgage-Backed Security, TBA | 0 | 114,500,000 | 114,500,000 | 11.53% | $116.57M |
| Uniform Mortgage-Backed Security, TBA | 0 | 43,400,000 | 43,400,000 | 4.23% | $42.75M |
| Phillips 66 | 0 | 13,100,000 | 13,100,000 | 1.29% | $13.06M |
| WHEAT MAY 26 | 0 | 11,882,000 | 11,882,000 | 1.18% | $11.88M |
| SANTANDER HOLD | 0 | 8,800,000 | 8,800,000 | 0.87% | $8.75M |
| Jones Lang LaSalle Finance BV | 0 | 8,700,000 | 8,700,000 | 0.86% | $8.69M |
| NextEra Energy Capital Holdings Inc | 0 | 8,700,000 | 8,700,000 | 0.86% | $8.68M |
| Alimentation Couche-Tard Inc | 0 | 8,700,000 | 8,700,000 | 0.86% | $8.68M |
| TORONTO-DOMINION BANK/THE 3.913000% 01/13/2028 | 0 | 8,200,000 | 8,200,000 | 0.81% | $8.14M |
| JTI Financial Services North America LLC | 0 | 8,100,000 | 8,100,000 | 0.80% | $8.06M |
| Presidencia da Republica | 0 | 41,600,000 | 41,600,000 | 0.77% | $7.77M |
| Brazil Letras do Tesouro Nacional | 0 | 37,000,000 | 37,000,000 | 0.66% | $6.68M |
| NatWest Markets PLC | 0 | 6,500,000 | 6,500,000 | 0.64% | $6.52M |
| Fannie Mae REMICS | 0 | 6,500,000 | 6,500,000 | 0.64% | $6.46M |
| GOLDMAN SACHS GP | 0 | 6,400,000 | 6,400,000 | 0.62% | $6.31M |
| WELLS FARGO CO | 0 | 6,200,000 | 6,200,000 | 0.62% | $6.22M |
| F&G GLOBAL FUNDING REGD 144A P/P 4.50000000 | 0 | 6,000,000 | 6,000,000 | 0.58% | $5.88M |
| Hyundai Capital Services, Inc. | 0 | 5,500,000 | 5,500,000 | 0.55% | $5.53M |
| KSA SUKUK LTD | 0 | 5,100,000 | 5,100,000 | 0.51% | $5.14M |
| Elevance Health Inc | 0 | 5,100,000 | 5,100,000 | 0.50% | $5.09M |
| GOLDMAN SACHS GROUP INC (THE) FRN SOFR+92 10/21/2027 | 0 | 4,700,000 | 4,700,000 | 0.47% | $4.71M |
| BARCLAYS PLC | 0 | 4,500,000 | 4,500,000 | 0.45% | $4.54M |
| EQUITABLE FINANC | 0 | 4,375,000 | 4,375,000 | 0.44% | $4.40M |
| MARBLE POINT CLO XXIV LTD A1R TSFR3M+109 04/20/2035 144A | 0 | 4,300,000 | 4,300,000 | 0.42% | $4.29M |
| UNITY-PEACE PARK CLO LTD 22-1A A1R TSFR3M+106 04/20/2035 144A | 0 | 4,300,000 | 4,300,000 | 0.42% | $4.29M |
| ATHENE GLOBAL FUNDING SR SECURED 144A 05/26 5.62 | 0 | 4,100,000 | 4,100,000 | 0.41% | $4.10M |
| Constellation Energy Generation LLC | 0 | 4,100,000 | 4,100,000 | 0.41% | $4.10M |
| AIR LEASE CORP | 0 | 3,920,000 | 3,920,000 | 0.38% | $3.85M |
| TELEFONICA EMIS | 0 | 3,700,000 | 3,700,000 | 0.36% | $3.68M |
| Elevance Health Inc | 0 | 3,600,000 | 3,600,000 | 0.36% | $3.60M |
| VST 5.05 12/30/26 144A | 0 | 3,500,000 | 3,500,000 | 0.35% | $3.51M |
| Mizrahi Tefahot Bank Ltd | 0 | 3,400,000 | 3,400,000 | 0.33% | $3.36M |
| SGSP Australia Assets Pty. Ltd. | 0 | 3,400,000 | 3,400,000 | 0.33% | $3.36M |
| MS F 04/13/28 MTN | 0 | 3,315,000 | 3,315,000 | 0.33% | $3.33M |
| LLOYDS BK GR PLC | 0 | 3,300,000 | 3,300,000 | 0.32% | $3.26M |
| GA GLOBAL FNDING | 0 | 3,200,000 | 3,200,000 | 0.31% | $3.18M |
| CANADIAN IMPERIAL BK OF COMM FRN SOFR+72 01/13/2028 | 0 | 3,000,000 | 3,000,000 | 0.30% | $3.00M |
| NATL BANK CANADA | 0 | 3,000,000 | 3,000,000 | 0.30% | $2.98M |
| CROWN CASTLE INT | 0 | 3,000,000 | 3,000,000 | 0.29% | $2.96M |
| SALESFORCE INC | 0 | 2,900,000 | 2,900,000 | 0.29% | $2.90M |
| SMB Private Education Loan Trust 2026-A | 0 | 2,900,000 | 2,900,000 | 0.29% | $2.90M |
| BUNGE LTD FIN CORP 2% 04/21/2026 | 0 | 2,800,000 | 2,800,000 | 0.28% | $2.80M |
| SMB PRIVATE EDUCATION LOAN TRU SMB 2024 E A1B 144A | 0 | 2,635,049 | 2,635,049 | 0.26% | $2.66M |
| Bank Hapoalim BM | 0 | 2,600,000 | 2,600,000 | 0.25% | $2.57M |
| Constellation Energy Generation LLC | 0 | 2,400,000 | 2,400,000 | 0.24% | $2.40M |
| Federation des Caisses Desjardins du Quebec | 0 | 2,231,000 | 2,231,000 | 0.23% | $2.29M |
| SMB Private Education Loan Trust (Private Loans) 5.13 04/15/2054 | 0 | 2,228,105 | 2,228,105 | 0.22% | $2.24M |
| SAUDI INTERNATIONAL BOND 5.125000% 01/13/2028 | 0 | 2,000,000 | 2,000,000 | 0.20% | $2.02M |
| NELNET STUDENT LOAN TRUST 2026-A SER 2026-A CL A1A REGD 144A P/P 4.61000000 | 0 | 1,918,131 | 1,918,131 | 0.19% | $1.89M |
| ENERGY TRANS | 0 | 1,814,000 | 1,814,000 | 0.18% | $1.81M |
| BPCE SA 4.75% 07/19/2027 144A | 0 | 1,700,000 | 1,700,000 | 0.17% | $1.71M |
| Salesforce Inc | 0 | 1,600,000 | 1,600,000 | 0.16% | $1.60M |
| PANAMA | 0 | 1,400,000 | 1,400,000 | 0.15% | $1.48M |
| RABOBANK NEDERLAND NY BRH FRN SOFRINDX+90 10/05/2026 | 0 | 1,300,000 | 1,300,000 | 0.13% | $1.30M |
| FORD MOTOR CRED | 0 | 1,200,000 | 1,200,000 | 0.12% | $1.20M |
| SOUTHWEST AIR | 0 | 1,173,000 | 1,173,000 | 0.12% | $1.18M |
| HYUNDAI CAPITAL AMERICA SR UNSECURED 144A 03/27 5.3 | 0 | 1,100,000 | 1,100,000 | 0.11% | $1.11M |
| Citadel Finance LLC | 0 | 1,100,000 | 1,100,000 | 0.11% | $1.08M |
| American Express Co | 0 | 1,000,000 | 1,000,000 | 0.10% | $993.61K |
| GS F 10/28/27 GMTN | 0 | 700,000 | 700,000 | 0.07% | $705.18K |
| ERAC USA Finance LLC | 0 | 700,000 | 700,000 | 0.07% | $699.03K |
| JTI Financial Services North America LLC | 0 | 700,000 | 700,000 | 0.07% | $697.51K |
| DIAMONDBACK ENER | 0 | 700,000 | 700,000 | 0.07% | $695.47K |
| Carvana Auto Receivables Trust, Series 2024-P3, Class A3 | 0 | 654,812 | 654,812 | 0.06% | $654.70K |
| Constellation Energy Generation LLC | 0 | 600,000 | 600,000 | 0.06% | $598.46K |
| NELNET STUDENT LOAN TRUST 2026-A SER 2026-A CL A1B V/R REGD 144A P/P 0.00000000 | 0 | 575,439 | 575,439 | 0.06% | $577.66K |
| U.S. Treasury Bill | 0 | 543,000 | 543,000 | 0.05% | $536.97K |
| SABINE PASS LIQU | 0 | 500,000 | 500,000 | 0.05% | $500.94K |
| EPR PROPERTIES | 0 | 500,000 | 500,000 | 0.05% | $499.70K |
| FORD MOTOR CO | 0 | 500,000 | 500,000 | 0.05% | $498.53K |
| GENERAL MILLS IN | 0 | 400,000 | 400,000 | 0.04% | $396.54K |
| TESORERIA PESOS | 0 | 270,000,000 | 270,000,000 | 0.03% | $305.28K |
| RABOBK Float 08/28/26 | 0 | 300,000 | 300,000 | 0.03% | $300.30K |
| SFS AUTO RECEIVABLES SECURITIZATION TRUST 2026-1 4.05% 08/20/2029 144A | 0 | 300,000 | 300,000 | 0.03% | $299.25K |
| FORD MOTOR CRED | 0 | 300,000 | 300,000 | 0.03% | $296.11K |
| VICI PROPERTIES / NOTE REGD 144A P/P 4.25000000 | 0 | 200,000 | 200,000 | 0.02% | $199.45K |
| CDS REPUBLIC OF KOREA | 0 | 6,000,000 | 6,000,000 | -0.02% | -$176.14K |
| THREE MONTH SONIA (ICE) MAR 26 | 0 | 567 | 567 | -0.06% | -$597.57K |
| US DOLLARS | 0 | -4,918,214 | -4,918,214 | -0.49% | -$4.92M |
| US DOLLARS | 0 | -9,183,217 | -9,183,217 | -0.91% | -$9.18M |
| REVERSE REPO PARIBAS | 0 | -15,834,520 | -15,834,520 | -1.57% | -$15.83M |
| Security | Shares Dec 2025 | Shares Mar 2026 | Δ shares | End % | Δ value |
|---|---|---|---|---|---|
| Uniform Mortgage-Backed Security, TBA | 114,500,000 | 0 | -114,500,000 | 0.00% | -$117.50M |
| Uniform Mortgage-Backed Security, TBA | 43,400,000 | 0 | -43,400,000 | 0.00% | -$43.24M |
| US TREASURY N/B | 29,300,000 | 0 | -29,300,000 | 0.00% | -$29.52M |
| US TREASURY N/B | 27,900,000 | 0 | -27,900,000 | 0.00% | -$27.80M |
| Presidencia da Republica | 59,100,000 | 0 | -59,100,000 | 0.00% | -$10.43M |
| BOEING CO | 9,800,000 | 0 | -9,800,000 | 0.00% | -$9.78M |
| ERAC USA FIN LLC DISC 01/12/26 0.00000000 | 8,900,000 | 0 | -8,900,000 | 0.00% | -$8.89M |
| PNC BANK NA | 8,000,000 | 0 | -8,000,000 | 0.00% | -$8.00M |
| U.S. TREASURY INFLATION-PROTECTED SECURITIES 0-1/8% 07/15/2026 | 7,470,485 | 0 | -7,470,485 | 0.00% | -$7.43M |
| SYNIT 2023-A1 A | 7,300,000 | 0 | -7,300,000 | 0.00% | -$7.36M |
| AIR LEASE CORP | 6,400,000 | 0 | -6,400,000 | 0.00% | -$6.40M |
| GLOBAL PAY INC | 6,313,000 | 0 | -6,313,000 | 0.00% | -$6.28M |
| AMETEK INC DISC COML 01/26 ZCP | 5,400,000 | 0 | -5,400,000 | 0.00% | -$5.40M |
| AES CORP/THE | 5,200,000 | 0 | -5,200,000 | 0.00% | -$5.19M |
| BAT INTL FINANCE | 5,000,000 | 0 | -5,000,000 | 0.00% | -$4.97M |
| Keurig Dr Pepper Inc | 4,900,000 | 0 | -4,900,000 | 0.00% | -$4.90M |
| VW CR INC | 4,800,000 | 0 | -4,800,000 | 0.00% | -$4.79M |
| EQUITABLE FINANCIAL LIFE GLOBAL FUNDING 1% 01/09/2026 144A | 4,500,000 | 0 | -4,500,000 | 0.00% | -$4.50M |
| CRSNT TRUST CRSNT 2021 MOON A 144A | 4,500,000 | 0 | -4,500,000 | 0.00% | -$4.47M |
| BPCE SA REGD V/R 144A P/P MTN 5.97500000 | 4,314,000 | 0 | -4,314,000 | 0.00% | -$4.32M |
| DAIMLER TRUCK | 4,200,000 | 0 | -4,200,000 | 0.00% | -$4.20M |
| BERRY GLOBAL INC | 4,200,000 | 0 | -4,200,000 | 0.00% | -$4.20M |
| ORACLE CORP | 3,700,000 | 0 | -3,700,000 | 0.00% | -$3.68M |
| NAVESINK CLO, LIMITED NAVS 2024 2A A1 144A | 3,500,000 | 0 | -3,500,000 | 0.00% | -$3.50M |
| VW Float 03/20/26 | 3,383,000 | 0 | -3,383,000 | 0.00% | -$3.39M |
| BARCLAYS PLC | 3,000,000 | 0 | -3,000,000 | 0.00% | -$3.00M |
| PACIFIC GAS&ELEC | 3,000,000 | 0 | -3,000,000 | 0.00% | -$3.00M |
| U.S. TREASURY INFLATION-PROTECTED SECURITIES 0-1/8% 10/15/2026 | 2,263,793 | 0 | -2,263,793 | 0.00% | -$2.24M |
| SOUTHERN CAL ED | 2,000,000 | 0 | -2,000,000 | 0.00% | -$2.00M |
| BANK OF AMER CRP | 2,000,000 | 0 | -2,000,000 | 0.00% | -$2.00M |
| Sumitomo Mitsui Banking Corp/Sydney | 2,700,000 | 0 | -2,700,000 | 0.00% | -$1.80M |
| UBS Group AG | 1,800,000 | 0 | -1,800,000 | 0.00% | -$1.80M |
| NOMURA HOLDINGS INC SR UNSECURED 01/26 5.709 | 1,800,000 | 0 | -1,800,000 | 0.00% | -$1.80M |
| AG TRUST AG 2024 NLP A 144A | 1,615,563 | 0 | -1,615,563 | 0.00% | -$1.62M |
| FS KKR CAPITAL | 1,500,000 | 0 | -1,500,000 | 0.00% | -$1.50M |
| Goldman Sachs Group, Inc. (The) | 900,000 | 0 | -900,000 | 0.00% | -$900.96K |
| FORD MOTOR CREDIT CO LLC SR UNSECURED 01/26 4.389 | 600,000 | 0 | -600,000 | 0.00% | -$600.04K |
| GA GLOBAL FUNDING TRUST SECURED 144A 01/26 1.625 | 600,000 | 0 | -600,000 | 0.00% | -$599.45K |
| NATL BANK CANADA | 500,000 | 0 | -500,000 | 0.00% | -$500.45K |
| ENTERPRISE FLEET FING 2023-1 LLC 5.51% 01/22/2029 144A | 306,709 | 0 | -306,709 | 0.00% | -$307.17K |
| BOEING CO | 300,000 | 0 | -300,000 | 0.00% | -$299.65K |
| GPMT Ltd., Series 2021-FL3, Class A | 295,775 | 0 | -295,775 | 0.00% | -$295.61K |
| AVOLON HOLDINGS FUNDING LTD 2.125% 02/21/2026 144A | 281,000 | 0 | -281,000 | 0.00% | -$280.08K |
| PCG 2.95 03/01/26 | 200,000 | 0 | -200,000 | 0.00% | -$199.50K |
| LCM LOAN INCOME FUND LTD LCMLF 1A A 144A | 81,441 | 0 | -81,441 | 0.00% | -$81.44K |
| Venture XXVII CLO Ltd. | 4,387 | 0 | -4,387 | 0.00% | -$4.39K |
| ZSCALER INC | 1 | 0 | -1 | 0.00% | -$508 |
| WASTE CONNECTIONS INC | 226 | 0 | -226 | 0.00% | $112.97K |
| Treasury Repurchase Agreement | -640,000 | 0 | 640,000 | 0.00% | $640.00K |
| Security | Shares Dec 2025 | Shares Mar 2026 | Δ shares | End % | Δ value |
|---|---|---|---|---|---|
| NATIONAL BANK OF CANA FRN | 5,000,000 | 5,300,000 | 300,000 | 0.52% | $295.32K |
| CCWFSXUS7 BMO HARRIS MGCC COC | 4,491,000 | 5,220,000 | 729,000 | 0.52% | $729.00K |
| FORD MOTOR CRED | 1,866,000 | 2,366,000 | 500,000 | 0.23% | $498.89K |
| NOMURA HOLDINGS | 1,284,000 | 1,584,000 | 300,000 | 0.15% | $296.16K |
| State Street Navigator Securities Lending Portfolio II | 474,626 | 1,129,323 | 654,698 | 0.11% | $654.70K |
| SWAP CCPC MORGAN STANLEY COC | 295,000 | 538,000 | 243,000 | 0.05% | $243.00K |
| ZCS BRL 14.0087 05/12/25-01/04/27 CME | 8,100,355 | 263,779,061 | 255,678,706 | -0.03% | -$172.91K |
| ZSCALER INC | 37 | 243,400,049 | 243,400,012 | -0.06% | -$195.84K |
| Security | Shares Dec 2025 | Shares Mar 2026 | Δ shares | End % | Δ value |
|---|---|---|---|---|---|
| FNR 2025-18 FM | 10,671,163 | 9,418,837 | -1,252,326 | 0.94% | -$1.22M |
| FREDDIE MAC REMICS SER 5513 CL MF V/R 5.01180000 | 10,219,456 | 9,098,624 | -1,120,832 | 0.91% | -$1.09M |
| Government National Mortgage Association | 7,309,303 | 7,220,810 | -88,493 | 0.73% | -$73.55K |
| CONSTELLATION PHARMACEUTICAL 4 | 5,773,357 | 5,602,407 | -170,950 | 0.58% | -$108.10K |
| Government National Mortgage Association | 6,364,293 | 5,025,710 | -1,338,583 | 0.50% | -$1.32M |
| FREDDIE MAC REMICS SER 5532 CL FA V/R 5.02180000 | 5,206,002 | 4,622,132 | -583,870 | 0.46% | -$583.96K |
| Towd Point Mortgage Trust, Series 2018-5, Class A1 | 4,947,691 | 4,745,265 | -202,427 | 0.45% | -$232.44K |
| FREDDIE MAC REMICS SER 5534 CL FM V/R 4.80419000 | 5,069,328 | 4,402,166 | -667,162 | 0.44% | -$653.86K |
| Cars Alliance Auto Loans Germany V 2024-1 | 3,897,345 | 3,537,108 | -360,237 | 0.40% | -$490.79K |
| FREDDIE MAC REMICS SER 5549 CL CF V/R 4.87419000 | 4,059,943 | 3,900,325 | -159,618 | 0.39% | -$143.22K |
| Freddie Mac REMICS | 4,354,839 | 3,832,346 | -522,494 | 0.38% | -$517.24K |
| Freddie Mac REMICS | 4,546,307 | 4,361,031 | -185,276 | 0.37% | -$179.45K |
| NSLT 2025-CA A1A | 4,013,743 | 3,766,532 | -247,211 | 0.37% | -$273.87K |
| CARMX 2023-4 A3 | 4,656,971 | 3,679,214 | -977,758 | 0.37% | -$1.00M |
| Fannie Mae REMICS | 4,315,657 | 4,073,690 | -241,967 | 0.35% | -$209.93K |
| NSLT 2025-BA A1A | 3,742,842 | 3,524,354 | -218,488 | 0.35% | -$246.99K |
| Freddie Mac REMICS | 4,097,671 | 3,937,586 | -160,085 | 0.34% | -$155.28K |
| BMARK 2019-B12 AAB | 3,767,069 | 3,467,000 | -300,069 | 0.34% | -$301.90K |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION SER 2023-H02 CL FA V/R 4.81765000 | 3,294,410 | 3,275,227 | -19,184 | 0.32% | -$9.86K |
| FANNIE MAE REMICS SER 2024-104 CL FA V/R 4.92419000 | 3,598,163 | 3,276,194 | -321,969 | 0.32% | -$321.53K |
| FNR 2024-103 FC | 3,581,586 | 3,244,057 | -337,528 | 0.32% | -$337.52K |
| FACT SA/LU 1MEUR+ 09/22/2031 REGS | 3,081,198 | 2,784,289 | -296,908 | 0.32% | -$406.85K |
| SMB Private Education Loan Trust, Series 2024-A, Class A1B | 3,374,545 | 3,190,407 | -184,138 | 0.32% | -$188.47K |
| U.S. Treasury Notes | 2,915,702 | 2,913,201 | -2,501 | 0.30% | $13.36K |
| SMB Private Education Loan Trust, Series 2023-C, Class A1A | 3,093,884 | 2,858,950 | -234,934 | 0.29% | -$261.53K |
| FANNIE MAE REMICS SER 2024-101 CL FB V/R 5.17180000 | 3,063,996 | 2,901,684 | -162,312 | 0.29% | -$156.97K |
| PRETIUM MORTGAGE CREDIT PARTNE PRET 2025 RPL4 A1 144A | 2,936,159 | 2,863,126 | -73,034 | 0.27% | -$96.45K |
| Freddie Mac REMICS | 3,082,437 | 2,744,382 | -338,055 | 0.27% | -$328.41K |
| GREYWOLF CLO LTD GWOLF 2020 3RA A1R2 144A | 3,485,283 | 2,622,605 | -862,678 | 0.26% | -$862.77K |
| University of Tulane, Series 2007C | 2,820,000 | 2,630,000 | -190,000 | 0.25% | -$98.70K |
| MBS | 2,743,177 | 2,515,174 | -228,003 | 0.25% | -$244.84K |
| Freddie Mac REMICS | 2,838,948 | 2,506,700 | -332,249 | 0.25% | -$332.66K |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION SER 2025-79 CL NA 3.50000000 | 2,699,632 | 2,598,621 | -101,012 | 0.25% | -$110.85K |
| FREDDIE MAC REMICS SER 5500 CL GF V/R 5.02180000 | 2,801,374 | 2,478,221 | -323,153 | 0.25% | -$316.12K |
| CUMULUS STATIC CLO 2024 1 DESIGNATED ACTIVITY CO A 3MEUR+120 11/15/2033 144A | 2,282,720 | 2,050,129 | -232,591 | 0.23% | -$314.44K |
| AREIT LLC, Series 2022-CRE7, Class A | 2,716,226 | 2,366,578 | -349,648 | 0.23% | -$348.93K |
| FNR 2024-90 FB | 2,548,383 | 2,308,459 | -239,924 | 0.23% | -$232.59K |
| NAVIENT STUDENT LOAN TRUST NAVSL 2022 A A 144A | 2,641,402 | 2,520,700 | -120,702 | 0.23% | -$130.93K |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION SER 2023-H26 CL DF V/R 4.21765000 | 2,678,274 | 2,237,820 | -440,453 | 0.22% | -$436.98K |
| Toro European CLO 6 DAC | 2,358,943 | 1,908,953 | -449,990 | 0.22% | -$563.95K |
| FNR 2025-19 FC | 2,342,860 | 2,144,654 | -198,205 | 0.21% | -$194.40K |
| FREDDIE MAC REMICS SER 5480 CL FG V/R 5.02419000 | 2,377,578 | 2,124,788 | -252,790 | 0.21% | -$250.54K |
| CCPC CCMSCHUS2 COC | 4,417,000 | 2,060,000 | -2,357,000 | 0.20% | -$2.36M |
| FNMA GTD MTG PASS THRU CTF 2024-100 FA SOFR30A+110 05/25/2054 | 2,377,670 | 2,052,797 | -324,873 | 0.20% | -$327.50K |
| Navient Refinance Loan Trust, Series 2025-A, Class A | 2,224,268 | 2,036,341 | -187,927 | 0.20% | -$209.40K |
| FREDDIE MAC REMICS SER 5493 CL FK V/R 5.02419000 | 2,276,979 | 2,029,483 | -247,496 | 0.20% | -$247.81K |
| SMB PRIVATE EDUCATION LOAN TRUST 2024-D SER 2024-D CL A1A REGD 144A P/P 5.38000000 | 2,061,530 | 1,955,538 | -105,992 | 0.20% | -$120.31K |
| Kubota Credit Owner Trust, Series 2023-2A, Class A3 | 2,529,342 | 1,925,448 | -603,894 | 0.19% | -$610.90K |
| FNR 2025-16 FA | 2,171,803 | 1,909,681 | -262,122 | 0.19% | -$262.24K |
| ALBACORE EURO CLO IV DAC AR 3MEUR+99 07/15/2035 144A | 1,649,857 | 1,649,728 | -129 | 0.19% | -$30.55K |
| TAOT 2023-C A3 | 2,515,090 | 1,898,514 | -616,576 | 0.19% | -$622.88K |
| FREDDIE MAC REMICS SER 5508 CL DF V/R 4.87419000 | 1,898,857 | 1,771,293 | -127,563 | 0.18% | -$123.16K |
| NAVRL 2025-C A | 1,939,157 | 1,774,474 | -164,683 | 0.17% | -$177.88K |
| FREDDIE MAC REMICS SER 4906 CL WF V/R 4.82904000 | 1,823,651 | 1,734,841 | -88,810 | 0.17% | -$86.00K |
| SMB Private Education Loan Trust (Private Loans) 5.50 06/17/2052 | 1,755,842 | 1,657,690 | -98,152 | 0.17% | -$111.88K |
| FREDDIE MAC REMICS SER 5565 CL FA V/R 5.02419000 | 1,796,261 | 1,654,545 | -141,716 | 0.16% | -$138.22K |
| SMB Private Education Loan Trust 2020-PT-A | 1,759,853 | 1,620,303 | -139,549 | 0.16% | -$138.65K |
| FREDDIE MAC REMICS SER 5511 CL FG V/R 5.22180000 | 1,866,687 | 1,596,111 | -270,576 | 0.16% | -$272.56K |
| ZSCALER INC CFD | 453,400,043 | 228,100,092 | -225,299,951 | 0.16% | $973.95K |
| Verus Securitization Trust, Series 2021-6, Class A1 | 1,862,703 | 1,788,619 | -74,084 | 0.15% | -$85.13K |
| ELFI Graduate Loan Program LLC, Series 2021-A, Class A | 1,808,254 | 1,723,801 | -84,453 | 0.15% | -$67.69K |
| FANNIE MAE REMICS SER 2020-29 CL FC V/R 5.12302000 | 1,575,110 | 1,521,918 | -53,191 | 0.15% | -$49.14K |
| FREDDIE MAC REMICS SER 5564 CL FB V/R 5.07419000 | 1,543,461 | 1,496,341 | -47,121 | 0.15% | -$40.72K |
| FREDDIE MAC REMICS SER 5484 CL FA V/R 5.27180000 | 1,657,632 | 1,430,374 | -227,258 | 0.14% | -$229.15K |
| Huntington Auto Trust, Series 2024-1A, Class A3 | 1,734,567 | 1,426,387 | -308,179 | 0.14% | -$314.99K |
| FNA 2017-M2 A2 | 1,443,202 | 1,435,554 | -7,647 | 0.14% | -$5.15K |
| SMB Private Education Loan Trust 2022-C | 1,506,867 | 1,415,194 | -91,673 | 0.14% | -$101.65K |
| Freddie Mac REMICS | 1,455,171 | 1,390,586 | -64,585 | 0.14% | -$62.64K |
| ZOETIS INC CFD | 730,100,063 | 6,300,051 | -723,800,012 | 0.14% | $66.58K |
| BANK OF AMREICA AUTO TR 2023-1A A3 5.53% 02/15/2028 144A | 1,870,001 | 1,344,481 | -525,520 | 0.13% | -$531.95K |
| TPMT 2019-4 A1 | 1,479,708 | 1,400,763 | -78,945 | 0.13% | -$85.60K |
| Freddie Mac REMICS Floating Rate, Due 08/15/2038 | 1,434,594 | 1,347,826 | -86,768 | 0.13% | -$84.62K |
| Asset Backed Securities Corp Home Equity Loan Trust Series 2004-HE2 | 1,259,950 | 1,209,283 | -50,667 | 0.13% | -$44.57K |
| CRVNA 2024-P4 A3 | 1,300,000 | 1,298,659 | -1,341 | 0.13% | -$5.40K |
| ONSLOW BAY FINANCIAL LLC OBX 2023 NQM6 A1 144A | 1,427,042 | 1,301,964 | -125,078 | 0.13% | -$132.08K |
| FNR 2024-95 KF | 1,370,341 | 1,254,430 | -115,910 | 0.12% | -$115.61K |
| NAVSL 2021-GA A 144A 1.58% 04-15-70 | 1,451,159 | 1,379,999 | -71,161 | 0.12% | -$72.17K |
| Government National Mortgage Association | 1,419,048 | 1,233,373 | -185,675 | 0.12% | -$185.18K |
| GS MORTGAGE-BACKED SECURITIES TRUST 2024-PJ7 SER 2024-PJ7 CL A25 V/R REGD 144A P/P 5.39169000 | 1,376,987 | 1,215,418 | -161,570 | 0.12% | -$161.74K |
| Freddie Mac Strips | 1,304,799 | 1,239,061 | -65,738 | 0.12% | -$75.49K |
| FREDDIE MAC REMICS SER 5560 CL FB V/R 4.87419000 | 1,327,523 | 1,195,820 | -131,703 | 0.12% | -$127.53K |
| FANNIE MAE REMICS SER 2025-93 CL FA V/R 4.97419000 | 1,320,795 | 1,199,919 | -120,876 | 0.12% | -$121.34K |
| Freddie Mac REMICS | 1,282,449 | 1,207,558 | -74,891 | 0.12% | -$73.05K |
| Fannie Mae REMICS | 1,237,130 | 1,199,896 | -37,234 | 0.12% | -$33.15K |
| MFRA TRUST MFRA 2021 RPL1 A1 144A | 1,369,151 | 1,296,005 | -73,146 | 0.12% | -$72.10K |
| Carlyle Euro CLO 2019-2 DAC | 1,730,391 | 1,015,020 | -715,371 | 0.12% | -$861.58K |
| FNR 2019-53 FA | 1,257,651 | 1,185,260 | -72,391 | 0.11% | -$69.31K |
| ZYMEWORKS INC CFD | 731,400,000 | 567,300,000 | -164,100,000 | 0.11% | $845.39K |
| FANNIE MAE REMICS SER 2025-35 CL FB V/R 4.87419000 | 1,243,178 | 1,109,091 | -134,087 | 0.11% | -$134.00K |
| CHASE AUTO OWNER TRUST CHAOT 2023 AA A3 144A | 1,372,031 | 1,078,684 | -293,347 | 0.11% | -$298.52K |
| FNMA, Series 2025-95, Class F | 1,109,235 | 1,005,622 | -103,613 | 0.10% | -$102.49K |
| GCAT Trust, Series 2022-HX1, Class A1 | 1,110,028 | 1,081,070 | -28,958 | 0.10% | -$38.98K |
| UNTD AIR 14-2 A | 1,068,754 | 1,004,623 | -64,130 | 0.10% | -$65.38K |
| PREF 2025-1A A2 144A 4.9% 05-15-31 | 1,105,539 | 981,368 | -124,171 | 0.10% | -$126.46K |
| Freddie Mac REMICS | 981,262 | 965,882 | -15,380 | 0.10% | -$11.00K |
| SoFi Consumer Loan Program Trust, Series 2025-1, Class A | 1,357,881 | 963,023 | -394,858 | 0.10% | -$397.80K |
| SMB Private Education Loan Trust (Private Loans) 5.06 03/16/2054 | 1,008,759 | 954,787 | -53,972 | 0.09% | -$60.27K |
| CWL 2004-6 1A1 | 999,143 | 979,362 | -19,781 | 0.09% | -$18.52K |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION SER 2025-89 CL PF V/R 4.86765000 | 1,170,528 | 937,437 | -233,091 | 0.09% | -$229.57K |
| NAVIENT STUDENT LOAN TRUST NAVSL 2020 IA A1A 144A | 1,081,076 | 1,011,064 | -70,011 | 0.09% | -$84.46K |
| FANNIE MAE REMICS SER 2025-35 CL FM V/R 4.92419000 | 934,866 | 911,009 | -23,857 | 0.09% | -$21.59K |
| Arbor Realty Commercial Real Estate Notes Ltd., Series 2021-FL4, Class A | 1,312,813 | 915,528 | -397,286 | 0.09% | -$396.86K |
| FANNIE MAE REMICS SER 2025-88 CL FM V/R 4.97180000 | 889,212 | 876,015 | -13,197 | 0.09% | -$10.27K |
| NAVSL 2020-A A2A | 976,562 | 889,876 | -86,686 | 0.09% | -$85.16K |
| VERUS SECURITIZATION TRUST VERUS 2024 1 A1 144A | 955,150 | 831,725 | -123,425 | 0.08% | -$128.07K |
| FORD AUTO SECURITIZATION TRUST II SER 2024-BA CL A2 REGD 144A P/P /CAD/ 3.72400000 | 1,329,412 | 1,123,715 | -205,697 | 0.08% | -$164.16K |
| OCEANVIEW MTGE. TST. FRN | 1,016,443 | 800,295 | -216,149 | 0.08% | -$216.21K |
| HARVEST CLO XXI DAC SER 21A CL A2R REGD 144A P/P /EUR/ 1.04000000 | 1,032,032 | 692,297 | -339,735 | 0.08% | -$407.63K |
| CITZN 2023-2 A3 144A 5.83% 02-15-28 | 1,177,054 | 785,715 | -391,339 | 0.08% | -$395.50K |
| FREDDIE MAC REMICS SER 5601 CL F V/R 4.77419000 | 789,858 | 768,875 | -20,983 | 0.08% | -$16.82K |
| FNR 2025-54 FM | 820,970 | 765,148 | -55,823 | 0.08% | -$54.85K |
| ONSLOW BAY FINANCIAL LLC OBX 2024 NQM5 A1 144A | 841,615 | 749,494 | -92,121 | 0.07% | -$97.66K |
| FNR 2025-4 FB | 884,352 | 746,148 | -138,204 | 0.07% | -$139.25K |
| SMB Private Education Loan Trust, Series 2024-A, Class A1A | 784,778 | 741,955 | -42,823 | 0.07% | -$49.97K |
| Navient Student Loan Trust, Series 2023-BA, Class A1A | 832,360 | 725,423 | -106,937 | 0.07% | -$118.34K |
| FNA 2017-M4 A2 | 790,734 | 750,592 | -40,142 | 0.07% | -$37.33K |
| DRYDEN 27 R EURO CLO 2017 DAC SER 2017-27A CL AR V/R REGD 144A P/P /EUR/ 2.68600000 | 987,493 | 639,565 | -347,928 | 0.07% | -$419.93K |
| Freddie Mac REMICS | 783,370 | 724,845 | -58,526 | 0.07% | -$57.19K |
| Freddie Mac Multifamily Structured Pass Through Certificates | 2,111,295 | 716,614 | -1,394,680 | 0.07% | -$1.39M |
| SMB PRIVATE EDUCATION LOAN TRUST 2020-A SMB 2020-A A2A | 813,228 | 718,984 | -94,244 | 0.07% | -$92.02K |
| FREDDIE MAC REMICS SER 5565 CL FB V/R 5.02180000 | 689,193 | 683,492 | -5,701 | 0.07% | -$3.22K |
| TPMT 2020-1 A1 | 751,016 | 700,802 | -50,215 | 0.07% | -$48.62K |
| FREDDIE MAC REMICS SER 5593 CL FB V/R 4.97180000 | 686,066 | 661,843 | -24,223 | 0.07% | -$20.63K |
| NAVIENT EDUCATION LOAN TRUST NAVEL 2025 A A 144A | 714,179 | 651,149 | -63,030 | 0.06% | -$69.59K |
| FNMA, Series 2025-12, Class EF | 701,278 | 633,212 | -68,066 | 0.06% | -$66.12K |
| FNR 2025-6 FA | 723,485 | 628,236 | -95,248 | 0.06% | -$96.07K |
| SMB Private Education Loan Trust (Private Loans) 5.09 10/16/2056 | 656,549 | 620,012 | -36,538 | 0.06% | -$42.29K |
| FREDDIE MAC REMICS SER 5517 CL FE V/R 4.82419000 | 635,432 | 596,189 | -39,242 | 0.06% | -$39.21K |
| FEDERAL NAT MTG ASN GTD REM PA 25-99 KF SOFR30A+100 11/25/2055 | 597,457 | 591,161 | -6,296 | 0.06% | -$5.54K |
| Freddie Mac Strips Floating Rate, Due 10/15/2037 | 600,629 | 572,138 | -28,491 | 0.06% | -$26.87K |
| MFRA TRUST MFRA 2023 NQM4 A1 144A | 602,420 | 535,595 | -66,825 | 0.05% | -$70.19K |
| Government National Mortgage Association | 568,668 | 524,467 | -44,201 | 0.05% | -$42.69K |
| GALLATIN LOAN MANAGEMENT, LLC GALL 2017 1A A1R 144A | 618,075 | 510,952 | -107,123 | 0.05% | -$107.13K |
| CARMX 2024-4 A2A 4.67% 12-15-27 | 1,011,496 | 499,992 | -511,504 | 0.05% | -$512.68K |
| FNMA, Series 2011-86, Class NF | 511,157 | 487,732 | -23,426 | 0.05% | -$21.54K |
| Government National Mortgage Association | 488,554 | 476,148 | -12,406 | 0.05% | -$10.21K |
| ADVENT HEALTH SY | 2,650,000 | 480,000 | -2,170,000 | 0.05% | -$2.18M |
| Freddie Mac REMICS | 483,259 | 470,587 | -12,672 | 0.05% | -$12.12K |
| FREDDIE MAC REMICS SER 5584 CL DF V/R 4.97180000 | 481,040 | 452,567 | -28,472 | 0.04% | -$27.46K |
| NAVSL 2020-HA A | 513,316 | 468,184 | -45,131 | 0.04% | -$40.98K |
| FNMA, Series 2025-16, Class FM | 486,564 | 429,789 | -56,775 | 0.04% | -$55.55K |
| Invesco Euro CLO I DAC, Series 1A, Class A1R | 518,415 | 375,189 | -143,225 | 0.04% | -$175.71K |
| GOVERNMENT NAT MTG ASSN HECM TSFR1M+94.448 08/20/2066 | 428,919 | 387,258 | -41,662 | 0.04% | -$41.55K |
| TPMT 2019-HY2 A1 144A FRN 05-25-58 | 388,371 | 351,208 | -37,163 | 0.04% | -$38.89K |
| Freddie Mac REMICS | 356,509 | 308,713 | -47,796 | 0.03% | -$48.20K |
| Freddie Mac REMICS | 344,859 | 292,579 | -52,280 | 0.03% | -$52.60K |
| FNMA, Series 2025-12, Class FG | 317,291 | 275,435 | -41,856 | 0.03% | -$41.10K |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION SER 2024-13 CL FA V/R 4.86765000 | 300,740 | 274,957 | -25,783 | 0.03% | -$25.49K |
| FINANCE AMERICA MORTGAGE LOAN TRUST 2004-2 SER 2004-2 CL M1 V/R REGD 4.89376000 | 260,833 | 249,288 | -11,545 | 0.02% | -$10.50K |
| PRPM Trust, Series 2023-NQM3, Class A1 | 257,848 | 233,401 | -24,447 | 0.02% | -$26.05K |
| Freddie Mac REMICS | 258,794 | 252,239 | -6,555 | 0.02% | -$6.89K |
| NRZT 2018-3A A1 144A FRN 05-25-58 | 242,544 | 233,092 | -9,452 | 0.02% | -$11.33K |
| BAIN CAPITAL EURO CLO 2018-2 DAC SER 2018-2A CL AR V/R REGD 144A P/P /EUR/ 2.74400000 | 877,282 | 196,089 | -681,193 | 0.02% | -$803.72K |
| Government National Mortgage Association | 273,566 | 221,622 | -51,944 | 0.02% | -$52.09K |
| FNMA, Series 2014-49, Class AF | 220,665 | 210,481 | -10,184 | 0.02% | -$9.51K |
| MFRA TRUST MFRA 2020 NQM2 A1 144A | 183,971 | 161,439 | -22,532 | 0.02% | -$22.00K |
| ENTERPRISE FLEET FING 2022-4 LLC 5.76% 10/22/2029 144A | 539,954 | 150,700 | -389,254 | 0.01% | -$390.90K |
| Carlyle Euro CLO 2021-2 DAC | 283,775 | 97,620 | -186,155 | 0.01% | -$220.39K |
| GSR Mortgage Loan Trust, Series 2005-5F, Class 8A1 | 90,819 | 87,718 | -3,102 | 0.01% | -$3.38K |
| BEAR STEARNS ASSET BACKED SECURITIES I TRUST 2005-AQ1 SER 2005-AQ1 CL M3 V/R REGD 4.97121000 | 81,804 | 48,794 | -33,009 | 0.00% | -$33.02K |
| STWD Ltd., Series 2022-FL3, Class A | 108,773 | 39,134 | -69,639 | 0.00% | -$69.32K |
| New York Mortgage Trust 2005-3 | 40,655 | 38,107 | -2,548 | 0.00% | -$2.53K |
| BEAR STEARNS ASSET BACKED SECURITIES TRUST 2003-2 SER 2003-2 CL A3 V/R REGD 5.34621000 | 24,977 | 24,620 | -357 | 0.00% | -$333 |
| Amortizing Residential Collateral Trust 2004-1 | 21,243 | 20,637 | -605 | 0.00% | -$586 |
| BSARM 2003-1 5A1 | 8,510 | 8,267 | -244 | 0.00% | -$264 |
| MORGN 2018-3A AR CLO 144A FRN 10-20-31 | 78,734 | 6,948 | -71,786 | 0.00% | -$71.80K |
| Merrill Lynch Mortgage Investors Trust, Series MLCC 2003-C | 2,528 | 2,441 | -87 | 0.00% | -$97 |
| Accredited Mortgage Loan Trust 2004-3 | 2,322 | 2,197 | -126 | 0.00% | -$124 |
| SEQUOIA MORTGAGE TRUST SEMT 2004 6 A1 | 2,379 | 2,310 | -69 | 0.00% | -$79 |
| ZURICH INSURANCE GROUP AG | 17 | 12 | -5 | 0.00% | $86.00K |
| WHEAT SEP 26 | 3,070 | 2,650 | -420 | -0.03% | -$1.29M |
| USD-SOFR-OIS Compound---20350226 | 326,573,300 | 150,710,000 | -175,863,300 | -0.10% | -$1.10M |
| MORGAN STANLEY CAP SVCS BOC | -80,000 | -1,160,000 | -1,080,000 | -0.11% | -$1.08M |
| SWAP BNP PARIBAS BOC | -570,000 | -1,840,000 | -1,270,000 | -0.18% | -$1.27M |
| Security | Shares Dec 2025 | Shares Mar 2026 | Δ shares | End % | Δ value |
|---|---|---|---|---|---|
| JPMORGAN CHASE & CO VARIABLE RATE 04/22/2027 | 9,300,000 | 9,300,000 | 0 | 0.92% | -$14.38K |
| ALGONQUIN POWER | 8,800,000 | 8,800,000 | 0 | 0.87% | -$34.25K |
| HCA INC | 8,700,000 | 8,700,000 | 0 | 0.86% | -$12.03K |
| FNMA POOL BZ5550 FN 12/32 FIXED 4.3 | 8,700,000 | 8,700,000 | 0 | 0.85% | -$47.36K |
| TOYOTA LEASE OWNER TRUST 2025-A TLOT 2025-A A3 | 8,000,000 | 8,000,000 | 0 | 0.80% | -$36.61K |
| HPEFS Equipment Trust, Series 2025-2A, Class A2 | 8,000,000 | 8,000,000 | 0 | 0.79% | -$8.16K |
| AVIS BUDGET RENTAL CAR FUNDING AESOP LLC SER 2023-7A CL A REGD 144A P/P 5.90000000 | 7,600,000 | 7,600,000 | 0 | 0.77% | -$43.67K |
| AMERICAN TOWER | 7,400,000 | 7,400,000 | 0 | 0.73% | $42.43K |
| HNDA F 03/08/27 MTN | 7,200,000 | 7,200,000 | 0 | 0.71% | -$16.83K |
| PSP Capital Inc | 6,500,000 | 6,500,000 | 0 | 0.64% | $6.59K |
| CROWN CASTLE INT | 6,500,000 | 6,500,000 | 0 | 0.64% | $4.28K |
| FORD MOTOR CRED | 6,200,000 | 6,200,000 | 0 | 0.61% | -$20.87K |
| Realkredit Danmark A/S | 39,700,000 | 39,700,000 | 0 | 0.60% | -$104.81K |
| FORDR 2023-1 A 144A 4.85% 08-15-35 | 6,000,000 | 6,000,000 | 0 | 0.60% | -$57.49K |
| ROYAL BANK OF CANADA SR UNSECURED 08/26 VAR | 6,000,000 | 6,000,000 | 0 | 0.59% | -$5.41K |
| Eagle Funding LuxCo S.a.r.l. | 5,200,000 | 5,200,000 | 0 | 0.52% | -$69.37K |
| EVGRN 2025-1A A | 5,200,000 | 5,200,000 | 0 | 0.52% | -$1.85K |
| MV Credit Euro CLO III DAC | 4,400,000 | 4,400,000 | 0 | 0.50% | -$113.31K |
| PFS FINANCING CORP SER 2023-C CL A REGD 144A P/P 5.52000000 | 5,000,000 | 5,000,000 | 0 | 0.50% | -$21.46K |
| ATH F 07/16/26 144A | 5,000,000 | 5,000,000 | 0 | 0.49% | -$4.71K |
| CITZN 2023-1 A4 | 4,735,000 | 4,735,000 | 0 | 0.47% | -$25.30K |
| LVS 3.5 08/18/26 | 4,700,000 | 4,700,000 | 0 | 0.46% | -$2.88K |
| Enterprise Fleet Financing LLC, Series 2025-4, Class A2 | 4,500,000 | 4,500,000 | 0 | 0.44% | -$12.49K |
| NYO Commercial Mortgage Trust, Series 2021-1290, Class A | 4,500,000 | 4,500,000 | 0 | 0.44% | -$3.08K |
| Harvest CLO XVI DAC, Series 16A, Class AR3 | 3,900,000 | 3,900,000 | 0 | 0.44% | -$87.74K |
| TRINITAS CLO VI LTD / TRINITAS CLO VI LLC 2017-6A AR4 TSFR3M+111 01/25/2034 144A | 4,400,000 | 4,400,000 | 0 | 0.43% | -$7.26K |
| KKR FINANCIAL CLO LTD KKR 16 A1R3 144A | 4,400,000 | 4,400,000 | 0 | 0.43% | -$6.74K |
| HUNT INGALLS IND | 4,300,000 | 4,300,000 | 0 | 0.43% | -$60.69K |
| Bank of America Credit Card Trust 4.98% Due 11/15/2028 | 4,300,000 | 4,300,000 | 0 | 0.43% | -$17.27K |
| WELLFLEET CLO LTD WELF 2021 2A A1R 144A | 4,300,000 | 4,300,000 | 0 | 0.42% | $976 |
| Barings Euro CLO 2020-1 DAC | 3,700,000 | 3,700,000 | 0 | 0.42% | -$81.07K |
| KKR FINANCIAL HOLDINGS SR UNSECURED 144A 05/33 5.4 | 4,500,000 | 4,500,000 | 0 | 0.42% | -$131.05K |
| BAYER US FIN II LLC 4.375% 12/15/2028 144A | 4,200,000 | 4,200,000 | 0 | 0.41% | -$46.73K |
| LAS VEGAS SAN | 4,000,000 | 4,000,000 | 0 | 0.40% | -$27.78K |
| CARMX 2025-1 A3 | 4,000,000 | 4,000,000 | 0 | 0.40% | -$31.25K |
| TRILLIUM CREDIT CARD TRUST II TCCT 2025 1A A 144A | 4,000,000 | 4,000,000 | 0 | 0.40% | $2.67K |
| CARDS II TRUST CARD2 2025 1A A 144A | 4,000,000 | 4,000,000 | 0 | 0.40% | -$29.25K |
| OFSI FUND LTD OFSBS 2021 10A AR 144A | 4,000,000 | 4,000,000 | 0 | 0.40% | -$5.35K |
| MIZUHO FINANCIAL | 3,700,000 | 3,700,000 | 0 | 0.36% | $23.53K |
| Hyundai Auto Lease Securitization Trust, Series 2025-A, Class A3 | 3,500,000 | 3,500,000 | 0 | 0.35% | -$15.00K |
| AGL CLO 14 Ltd., Series 2021-14A, Class AR | 3,500,000 | 3,500,000 | 0 | 0.35% | -$3.34K |
| DRYDEN SENIOR LOAN FUND DRSLF 2021 95A AR 144A | 3,500,000 | 3,500,000 | 0 | 0.35% | -$1.19K |
| Bain Capital Credit CLO Ltd., Series 2021-6A, Class A1R | 3,500,000 | 3,500,000 | 0 | 0.35% | -$5.68K |
| Bain Capital Credit CLO Ltd., Series 2019-3A, Class ARR | 3,500,000 | 3,500,000 | 0 | 0.35% | -$5.36K |
| FORDR 2023-2 A 144A 5.28% 02-15-36 | 3,400,000 | 3,400,000 | 0 | 0.34% | -$38.30K |
| 37 CAPITAL CLO LTD PUTNM 2021 1A AR 144A | 3,400,000 | 3,400,000 | 0 | 0.34% | -$4.09K |
| HAYFIN EMERALD CLO VI DAC SER 6A CL AR V/R REGD 144A P/P /EUR/ 3.25900000 | 2,900,000 | 2,900,000 | 0 | 0.33% | -$71.44K |
| HAROT 2024-4 A3 | 3,300,000 | 3,300,000 | 0 | 0.33% | -$11.82K |
| FIRSTENERGY TRAN | 3,300,000 | 3,300,000 | 0 | 0.33% | -$30.71K |
| ING GROEP NV | 3,124,000 | 3,124,000 | 0 | 0.31% | $19.52K |
| ROGERS COMMUNIC | 3,100,000 | 3,100,000 | 0 | 0.30% | -$7.16K |
| BSREP Commercial Mortgage Trust 2021-DC | 3,152,845 | 3,152,845 | 0 | 0.30% | $61.01K |
| CRVNA 2025-P1 A3 | 3,000,000 | 3,000,000 | 0 | 0.30% | -$7.78K |
| GM FINL. CONSUMER A 4.40% | 3,000,000 | 3,000,000 | 0 | 0.30% | -$15.47K |
| GOLDENTREE LOAN MANAGEMENT US GLM 2020 8A ARR 144A | 3,000,000 | 3,000,000 | 0 | 0.30% | -$2.14K |
| Elevation CLO Ltd., Series 2018-3A, Class A1R2 | 3,000,000 | 3,000,000 | 0 | 0.30% | $2.37K |
| VW 4.95 03/25/27 144A | 2,800,000 | 2,800,000 | 0 | 0.28% | -$12.07K |
| BPCE SA REGD V/R 144A P/P 6.61200000 | 2,700,000 | 2,700,000 | 0 | 0.27% | -$21.00K |
| ONEOK Inc | 2,700,000 | 2,700,000 | 0 | 0.27% | -$26.86K |
| CDEP 5.875 04/30/29 144A | 2,500,000 | 2,500,000 | 0 | 0.26% | -$26.67K |
| DLR Kredit A/S | 16,800,000 | 16,800,000 | 0 | 0.25% | -$43.01K |
| Hyundai Auto Receivables Trust, Series 2024-C, Class A3 | 2,500,000 | 2,500,000 | 0 | 0.25% | -$10.74K |
| Nissan Motor Acceptance Co. LLC | 2,500,000 | 2,500,000 | 0 | 0.24% | $17.73K |
| LLOYDS V5.462 01/05/28 | 2,300,000 | 2,300,000 | 0 | 0.23% | -$13.94K |
| ATHENE GLOBAL FUNDING SECURED 144A 03/27 VAR | 2,300,000 | 2,300,000 | 0 | 0.23% | -$11.85K |
| Petronas Energy Canada, Ltd. | 2,400,000 | 2,400,000 | 0 | 0.23% | -$6.10K |
| ROCKFORD TOWER CLO LTD ROCKT 2021 2A A1R 144A | 2,300,000 | 2,300,000 | 0 | 0.23% | -$2.89K |
| NOMURA HOLDINGS | 2,200,000 | 2,200,000 | 0 | 0.22% | -$20.39K |
| ARW 5.15 08/21/29 | 2,200,000 | 2,200,000 | 0 | 0.22% | -$27.57K |
| WILLIAMSON CNTY TX | 2,200,000 | 2,200,000 | 0 | 0.21% | $10.57K |
| SKANDINAVISKA ENSKILDA SR UNSECURED 144A 03/27 VAR | 2,043,000 | 2,043,000 | 0 | 0.20% | -$3.66K |
| ORIX CORP | 2,000,000 | 2,000,000 | 0 | 0.20% | -$16.47K |
| SOUTH BOW USA | 2,000,000 | 2,000,000 | 0 | 0.20% | -$10.26K |
| BMW US CAPITAL LLC REGD V/R 144A P/P 5.03519200 | 2,000,000 | 2,000,000 | 0 | 0.20% | -$3.69K |
| Enel Finance International NV | 2,000,000 | 2,000,000 | 0 | 0.20% | $10.27K |
| AMERICAN TOWER | 1,700,000 | 1,700,000 | 0 | 0.17% | -$20.90K |
| HYATT HOTELS | 1,700,000 | 1,700,000 | 0 | 0.17% | -$16.70K |
| WEYERHAEUSER CO | 1,667,000 | 1,667,000 | 0 | 0.16% | -$2.94K |
| BARCLAYS PLC | 1,600,000 | 1,600,000 | 0 | 0.16% | -$7.27K |
| RY F 03/27/28 GMTN | 1,600,000 | 1,600,000 | 0 | 0.16% | -$3.85K |
| SPECTRA PARTNERS | 1,600,000 | 1,600,000 | 0 | 0.16% | -$791 |
| BPCE | 1,600,000 | 1,600,000 | 0 | 0.16% | -$6.27K |
| SOUTHERN CAL ED | 1,500,000 | 1,500,000 | 0 | 0.15% | -$6.47K |
| ENEL FINANCE INTL NV COMPANY GUAR 144A 06/29 5.125 | 1,400,000 | 1,400,000 | 0 | 0.14% | -$15.85K |
| RY F 10/18/27 GMTN | 1,400,000 | 1,400,000 | 0 | 0.14% | -$3.40K |
| Southern California Edison Co., Series D | 1,300,000 | 1,300,000 | 0 | 0.13% | -$9.30K |
| DRYDEN SENIOR LOAN FUND DRSLF 2020 86A A1R2 144A | 1,300,000 | 1,300,000 | 0 | 0.13% | -$1.59K |
| PACIFIC GAS&ELEC | 1,300,000 | 1,300,000 | 0 | 0.12% | -$372 |
| CANADIAN PACIFIC RAILWAY COMPANY GUAR 06/26 3.125 | 1,200,000 | 1,200,000 | 0 | 0.12% | $2.53K |
| AYR 2.85 01/26/28 144A | 1,200,000 | 1,200,000 | 0 | 0.11% | -$3.44K |
| RPLDCI 6.581 05/30/49 144A | 1,110,000 | 1,110,000 | 0 | 0.11% | -$31.46K |
| HYUNDAI CAPITAL AMERICA SR UNSECURED 144A 03/30 5.15 | 1,100,000 | 1,100,000 | 0 | 0.11% | -$15.14K |
| VICI PROPERTIES / NOTE REGD 144A P/P 4.50000000 | 1,100,000 | 1,100,000 | 0 | 0.11% | -$2.36K |
| ATHENE GLOBAL FUNDING SECURED 144A 08/26 VAR | 1,000,000 | 1,000,000 | 0 | 0.10% | -$1.60K |
| KKR FINANCIAL CLO LTD KKR 36A AR 144A | 1,000,000 | 1,000,000 | 0 | 0.10% | -$794 |
| BRIGHTHS FIN GLB | 1,000,000 | 1,000,000 | 0 | 0.10% | $6.37K |
| HYUNDAI CAPITAL AMERICA SR UNSECURED 144A 06/27 VAR | 900,000 | 900,000 | 0 | 0.09% | -$1.45K |
| VONTIER CORP | 900,000 | 900,000 | 0 | 0.09% | $5.75K |
| CANADIAN NATL RE | 800,000 | 800,000 | 0 | 0.08% | -$8.18K |
| Chase Auto Owner Trust 2024-5 | 800,000 | 800,000 | 0 | 0.08% | -$2.34K |
| FIRSTENERGY CORP | 800,000 | 800,000 | 0 | 0.08% | -$3.32K |
| LEND LEASE FINANCE LTD 3.4% 10/27/2027 REGS | 1,000,000 | 1,000,000 | 0 | 0.07% | $22.41K |
| AM AIRLN 14-1 A | 658,697 | 658,697 | 0 | 0.06% | $258 |
| JP MORGAN CHASE COMMERCIAL MORTGAGE SE SER 2019-FL12 CL A V/R REGD 144A P/P 5.45601000 | 551,299 | 551,299 | 0 | 0.05% | $681 |
| BOEING CO/THE | 500,000 | 500,000 | 0 | 0.05% | -$4.38K |
| ATHENE GLOBAL FUNDING SECURED REGS 08/26 VAR | 400,000 | 400,000 | 0 | 0.04% | -$638 |
| GWOLF 2019-1A A1R2 | 300,000 | 300,000 | 0 | 0.03% | $83 |
| AMMC CLO 27 Ltd., Series 2022-27A, Class A1R | 300,000 | 300,000 | 0 | 0.03% | $196 |
| SOUTHERN CAL ED | 200,000 | 200,000 | 0 | 0.02% | -$1.81K |
| VW Float 03/25/27 | 200,000 | 200,000 | 0 | 0.02% | -$298 |
| SPI 200 MAR 26 | 667 | 667 | 0 | -0.02% | -$213.06K |
| SWAP JP MORGAN BOC | -1,350,000 | -1,350,000 | 0 | -0.13% | $0 |
Machine-readable: JSON · Markdown. Programmatic access via the agent surface.