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.
Jun 30, 2025 → Sep 30, 2025
Expand a category to see the positions behind it, ranked by weight.
| Security | Shares Jun 2025 | Shares Sep 2025 | Δ shares | End % | Δ value |
|---|---|---|---|---|---|
| U.S. Treasury Bills | 0 | 148,000,000 | 148,000,000 | 7.85% | $147.55M |
| Uniform Mortgage-Backed Security, TBA | 0 | 92,800,000 | 92,800,000 | 4.98% | $93.54M |
| FUTURE CONTRACT ON 3 MONTH SOFR FUT MAR27 0.00000000 | 0 | 364 | 364 | 4.69% | $88.19M |
| FUTURE CONTRACT ON 3 MONTH SOFR FUT JUN28 0.00000000 | 0 | 308 | 308 | 3.96% | $74.48M |
| Uniform Mortgage-Backed Security, TBA | 0 | 66,180,000 | 66,180,000 | 3.60% | $67.60M |
| FUTURE CONTRACT ON MSCI EMGMKT DEC25 0.00000000 | 0 | 784 | 784 | 2.84% | $53.30M |
| FUTURE CONTRACT ON 3 MONTH SOFR FUT SEP27 0.00000000 | 0 | 215 | 215 | 2.77% | $52.06M |
| FANNIE MAE OR FREDDIE MAC MBS 30YR TBA | 0 | 50,000,000 | 50,000,000 | 2.75% | $51.70M |
| FUTURE CONTRACT ON MEXICAN PESO FUT DEC25 0.00000000 | 0 | 1,837 | 1,837 | 2.65% | $49.71M |
| FUTURE CONTRACT ON ICE 3MTH SONIA FU SEP27 /GBP/ 0.00000000 | 0 | 142 | 142 | 2.45% | $45.98M |
| FUTURE CONTRACT ON MSCI EAFE DEC25 0.00000000 | 0 | 322 | 322 | 2.39% | $44.84M |
| FUTURE CONTRACT ON S&P500 EMINI FUT DEC25 0.00000000 | 0 | 124 | 124 | 2.22% | $41.78M |
| Uniform Mortgage-Backed Security, TBA | 0 | 39,665,000 | 39,665,000 | 2.21% | $41.54M |
| FUTURE CONTRACT ON GOLD 100 OZ FUTR DEC25 0.00000000 | 0 | 107 | 107 | 2.21% | $41.44M |
| FUTURE CONTRACT ON EURO-BTP FUTURE DEC25 /EUR/ 0.00000000 | 0 | 292 | 292 | 2.19% | $41.08M |
| FUTURE CONTRACT ON NASDAQ 100 E-MINI DEC25 0.00000000 | 0 | 55 | 55 | 1.46% | $27.39M |
| U.S. Treasury Bills | 0 | 27,000,000 | 27,000,000 | 1.43% | $26.91M |
| GINNIE MAE MBS 30YR TBA | 0 | 26,920,000 | 26,920,000 | 1.39% | $26.11M |
| FUTURE CONTRACT ON US 10YR NOTE (CBT)DEC25 0.00000000 | 0 | 231 | 231 | 1.38% | $25.99M |
| FUTURE CONTRACT ON BP CURRENCY FUT DEC25 0.00000000 | 0 | 299 | 299 | 1.34% | $25.14M |
| Government National Mortgage Association, TBA | 0 | 27,220,000 | 27,220,000 | 1.30% | $24.33M |
| Government National Mortgage Association, TBA | 0 | 24,900,000 | 24,900,000 | 1.25% | $23.43M |
| U.S. Treasury Bills | 0 | 20,000,000 | 20,000,000 | 1.05% | $19.68M |
| FNCL 4.5 11/25 | 0 | 20,000,000 | 20,000,000 | 1.03% | $19.40M |
| FUTURE CONTRACT ON 90-DAY BANK BILL MAR26 /AUD/ 0.00000000 | 0 | 23 | 23 | 0.80% | $15.09M |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION SER 2025-134 CL NF V/R 5.43881000 | 0 | 14,987,189 | 14,987,189 | 0.80% | $14.95M |
| U.S. Treasury Bills | 0 | 15,000,000 | 15,000,000 | 0.80% | $14.94M |
| U.S. Treasury Bills | 0 | 15,000,000 | 15,000,000 | 0.79% | $14.91M |
| FNCL 3.5 11/25 | 0 | 16,250,000 | 16,250,000 | 0.79% | $14.85M |
| FNCL 6.5 10/25 | 0 | 13,400,000 | 13,400,000 | 0.74% | $13.85M |
| U.S. Treasury Bills | 0 | 13,250,000 | 13,250,000 | 0.70% | $13.24M |
| FANNIE MAE POOL UMBS P#FA2865 6.50000000 | 0 | 12,526,511 | 12,526,511 | 0.70% | $13.23M |
| FANNIE MAE POOL UMBS P#FA2869 6.50000000 | 0 | 12,562,557 | 12,562,557 | 0.70% | $13.20M |
| U.S. Treasury Bills | 0 | 13,000,000 | 13,000,000 | 0.69% | $13.00M |
| FUTURE CONTRACT ON EURO-BUND FUTURE DEC25 /EUR/ 0.00000000 | 0 | 86 | 86 | 0.69% | $12.98M |
| FUTURE CONTRACT ON 90-DAY BANK BILL JUN26 /AUD/ 0.00000000 | 0 | 19 | 19 | 0.66% | $12.47M |
| U.S. Treasury Bills | 0 | 12,000,000 | 12,000,000 | 0.64% | $11.94M |
| FUTURE CONTRACT ON S&P/TSX 60 IX FUT DEC25 /CAD/ 0.00000000 | 0 | 46 | 46 | 0.62% | $11.72M |
| FANNIE MAE POOL UMBS P#CB9006 6.00000000 | 0 | 11,209,329 | 11,209,329 | 0.62% | $11.63M |
| FUTURE CONTRACT ON 3MO EURO EURIBOR JUN28 /EUR/ 0.00000000 | 0 | 40 | 40 | 0.61% | $11.46M |
| FUTURE CONTRACT ON FTSE CHINA A50 OCT25 0.00000000 | 0 | 714 | 714 | 0.57% | $10.79M |
| FUTURE CONTRACT ON HANG SENG IDX FUT OCT25 /HKD/ 0.00000000 | 0 | 60 | 60 | 0.55% | $10.37M |
| Freddie Mac REMICS Floating Rate, Due 10/25/2055 | 0 | 10,000,000 | 10,000,000 | 0.53% | $10.01M |
| U.S. Treasury Bills | 0 | 10,000,000 | 10,000,000 | 0.53% | $9.94M |
| U.S. Treasury Bills | 0 | 9,724,000 | 9,724,000 | 0.51% | $9.66M |
| FUTURE CONTRACT ON TOPIX INDX FUTR DEC25 /JPY/ 0.00000000 | 0 | 45 | 45 | 0.51% | $9.56M |
| FUTURE CONTRACT ON COPPER FUTURE DEC25 0.00000000 | 0 | 77 | 77 | 0.50% | $9.35M |
| FUTURE CONTRACT ON CAN 10YR BOND FUT DEC25 /CAD/ 0.00000000 | 0 | 106 | 106 | 0.50% | $9.33M |
| U.S. Treasury Bills | 0 | 9,200,000 | 9,200,000 | 0.49% | $9.18M |
| FANNIE MAE POOL UMBS P#FA2866 6.50000000 | 0 | 8,659,914 | 8,659,914 | 0.49% | $9.13M |
| FREDDIE MAC FHR 5534 FP | 0 | 9,049,525 | 9,049,525 | 0.48% | $9.00M |
| FANNIE MAE POOL UMBS P#FA2868 6.50000000 | 0 | 8,503,494 | 8,503,494 | 0.48% | $8.96M |
| FNCL 4.5 10/25 | 0 | 9,000,000 | 9,000,000 | 0.46% | $8.73M |
| FUTURE CONTRACT ON FTSE 100 IDX FUT DEC25 /GBP/ 0.00000000 | 0 | 64 | 64 | 0.43% | $8.10M |
| FUTURE CONTRACT ON S&P MID 400 EMINI DEC25 0.00000000 | 0 | 24 | 24 | 0.42% | $7.89M |
| FUTURE CONTRACT ON E-MINI RUSS 2000 DEC25 0.00000000 | 0 | 64 | 64 | 0.42% | $7.86M |
| FUTURE CONTRACT ON OMXS30 IND FUTURE OCT25 /SEK/ 0.00000000 | 0 | 270 | 270 | 0.41% | $7.64M |
| FUTURE CONTRACT ON HSCEI FUTURES OCT25 /HKD/ 0.00000000 | 0 | 123 | 123 | 0.40% | $7.57M |
| FANNIEMAE STRIP FNS 440 C54 | 0 | 34,591,980 | 34,591,980 | 0.40% | $7.46M |
| Pret LLC, Series 2025-NPL7, Class A1 | 0 | 7,433,592 | 7,433,592 | 0.40% | $7.46M |
| FUTURE CONTRACT ON MSCI SING IX ETS OCT25 /SGD/ 0.00000000 | 0 | 213 | 213 | 0.39% | $7.39M |
| FUTURE CONTRACT ON 90-DAY BANK BILL SEP26 /AUD/ 0.00000000 | 0 | 11 | 11 | 0.38% | $7.22M |
| Government National Mortgage Association, TBA | 0 | 7,000,000 | 7,000,000 | 0.38% | $7.19M |
| FUTURE CONTRACT ON AUDUSD CRNCY FUT DEC25 0.00000000 | 0 | 108 | 108 | 0.38% | $7.15M |
| FUTURE CONTRACT ON DOLLAR INDEX DEC25 0.00000000 | 0 | 72 | 72 | 0.37% | $7.02M |
| FUTURE CONTRACT ON FTSE TAIWAN INDEX OCT25 0.00000000 | 0 | 82 | 82 | 0.37% | $7.01M |
| FUTURE CONTRACT ON FTSE/MIB IDX FUT DEC25 /EUR/ 0.00000000 | 0 | 28 | 28 | 0.37% | $6.98M |
| FUTURE CONTRACT ON LOW SU GASOIL G NOV25 0.00000000 | 0 | 101 | 101 | 0.37% | $6.94M |
| G2SF 5 11/25 | 0 | 6,950,000 | 6,950,000 | 0.37% | $6.91M |
| FUTURE CONTRACT ON SHORT EURO-BTP FU DEC25 /EUR/ 0.00000000 | 0 | 54 | 54 | 0.36% | $6.84M |
| FUTURE CONTRACT ON GASOLINE RBOB FUT NOV25 0.00000000 | 0 | 83 | 83 | 0.36% | $6.70M |
| FUTURE CONTRACT ON 90-DAY BANK BILL DEC26 /AUD/ 0.00000000 | 0 | 10 | 10 | 0.35% | $6.56M |
| FUTURE CONTRACT ON DAX INDEX FUTURE DEC25 /EUR/ 0.00000000 | 0 | 9 | 9 | 0.34% | $6.34M |
| FUTURE CONTRACT ON SPI 200 FUTURES DEC25 /AUD/ 0.00000000 | 0 | 42 | 42 | 0.33% | $6.16M |
| FUTURE CONTRACT ON EURO STOXX 50 DEC25 /EUR/ 0.00000000 | 0 | 94 | 94 | 0.33% | $6.12M |
| FUTURE CONTRACT ON WTI CRUDE FUTURE DEC25 0.00000000 | 0 | 96 | 96 | 0.32% | $5.95M |
| FUTURE CONTRACT ON US ULTRA BOND CBT DEC25 0.00000000 | 0 | 46 | 46 | 0.29% | $5.52M |
| PRETIUM MORTGAGE CREDIT PARTNE PRET 2025 RPL4 A1 144A | 0 | 5,400,000 | 5,400,000 | 0.29% | $5.40M |
| FUTURE CONTRACT ON NIKKEI 225 (SGX) DEC25 /JPY/ 0.00000000 | 0 | 35 | 35 | 0.28% | $5.31M |
| PROJECT BEIGNET SR SEC 144A REGD 6.85000000 | 0 | 5,310,000 | 5,310,000 | 0.28% | $5.31M |
| Fortress Credit Bsl X Ltd | 0 | 5,300,000 | 5,300,000 | 0.28% | $5.30M |
| PRET 2025 NPL10 LLC 10/55 5.2498 | 0 | 5,300,000 | 5,300,000 | 0.28% | $5.30M |
| WELLS FARGO COMMERCIAL MORTGAG WFCM 2025 AURA A 144A | 0 | 5,300,000 | 5,300,000 | 0.28% | $5.29M |
| Carvana Auto Receivables Trust, Series 2024-P1, Class A3 | 0 | 5,100,000 | 5,100,000 | 0.27% | $5.13M |
| FUTURE CONTRACT ON NY HARB ULSD FUT NOV25 0.00000000 | 0 | 52 | 52 | 0.27% | $5.08M |
| Ginnie Mae | 0 | 6,000,000 | 6,000,000 | 0.26% | $4.97M |
| FUTURE CONTRACT ON CAC40 10 EURO FUT OCT25 /EUR/ 0.00000000 | 0 | 53 | 53 | 0.26% | $4.91M |
| FUTURE CONTRACT ON BRENT CRUDE FUTR DEC25 0.00000000 | 0 | 72 | 72 | 0.25% | $4.75M |
| T/L ALLIANT HOLDINGS INTERMEDIATE LLC 0.00000000 | 0 | 4,608,686 | 4,608,686 | 0.24% | $4.60M |
| FUTURE CONTRACT ON COFFEE 'C' FUTURE DEC25 0.00000000 | 0 | 32 | 32 | 0.24% | $4.50M |
| U.S. Treasury Bills | 0 | 4,500,000 | 4,500,000 | 0.24% | $4.45M |
| FUTURE CONTRACT ON WTI CRUDE FUTURE NOV25 0.00000000 | 0 | 67 | 67 | 0.22% | $4.18M |
| FANNIE MAE POOL UMBS P#FA2864 6.50000000 | 0 | 3,691,504 | 3,691,504 | 0.21% | $3.91M |
| CITIGROUP COMMERCIAL MORTGAGE CGCMT 2018 C6 A2 | 0 | 3,876,694 | 3,876,694 | 0.21% | $3.87M |
| FILTRATION GROUP TERM B 1LN 10/21/2028 | 0 | 3,824,947 | 3,824,947 | 0.20% | $3.84M |
| WELLS FARGO COMMERCIAL MORTGAG WFCM 2025 AGLN A 144A | 0 | 3,800,000 | 3,800,000 | 0.20% | $3.81M |
| NYMT Loan Trust, Series 2025-CP1, Class A1 | 0 | 3,917,009 | 3,917,009 | 0.20% | $3.76M |
| FANNIE MAE POOL UMBS P#FA2867 6.50000000 | 0 | 3,532,310 | 3,532,310 | 0.20% | $3.73M |
| FUTURE CONTRACT ON US 5YR NOTE (CBT) DEC25 0.00000000 | 0 | 34 | 34 | 0.20% | $3.71M |
| UFC Holdings, LLC, Term Loan | 0 | 3,636,467 | 3,636,467 | 0.19% | $3.64M |
| PRPM 2025-7 LLC SER 2025-7 CL A1 V/R REGD 144A P/P 5.50300000 | 0 | 3,587,243 | 3,587,243 | 0.19% | $3.59M |
| FUTURE CONTRACT ON PLATINUM FUTURE JAN26 0.00000000 | 0 | 42 | 42 | 0.18% | $3.37M |
| G2 MB0422 | 0 | 3,329,669 | 3,329,669 | 0.17% | $3.23M |
| SMB Private Education Loan Trust, Series 2024-A, Class A1B | 0 | 3,197,665 | 3,197,665 | 0.17% | $3.23M |
| FUTURE CONTRACT ON SWISS MKT IX FUTR DEC25 /CHF/ 0.00000000 | 0 | 21 | 21 | 0.17% | $3.19M |
| FN DUS POOL HILLSIDE LOFTS 5 REGD 4.43000000 | 0 | 3,000,000 | 3,000,000 | 0.16% | $3.02M |
| PRPM LLC, Series 2025-5, Class A1 | 0 | 2,953,623 | 2,953,623 | 0.16% | $2.96M |
| ACRES PLC ACRES 2025 FL3 A 144A | 0 | 2,900,000 | 2,900,000 | 0.15% | $2.90M |
| FNMA, Series 2025-18, Class SM | 0 | 33,913,417 | 33,913,417 | 0.15% | $2.86M |
| NEWCASTLE MORTGAGE SECURITIES NCMT 2006 1 M6 | 0 | 2,935,456 | 2,935,456 | 0.15% | $2.82M |
| Merrill Lynch Mortgage Investors Trust Series 2006-HE6 | 0 | 8,658,643 | 8,658,643 | 0.14% | $2.71M |
| FUTURE CONTRACT ON 90-DAY BANK BILL MAR27 /AUD/ 0.00000000 | 0 | 4 | 4 | 0.14% | $2.62M |
| SURGERY CENTER HOLDINGS INC TL 1ST LIEN (TSFR1M+250) (FLR 0.0) FRN 12-19-30 | 0 | 2,616,528 | 2,616,528 | 0.14% | $2.62M |
| FUTURE CONTRACT ON SILVER FUTURE DEC25 0.00000000 | 0 | 11 | 11 | 0.14% | $2.57M |
| T/L MEDLINE BORROWER LP REGD TERM LOAN 0.00000000 | 0 | 2,299,238 | 2,299,238 | 0.12% | $2.30M |
| T/L HEARTLAND DENTAL LLC REGD 0.00000000 | 0 | 2,237,194 | 2,237,194 | 0.12% | $2.23M |
| T/L OSAIC HOLDINGS INC REGD 0.00000000 | 0 | 2,232,790 | 2,232,790 | 0.12% | $2.23M |
| ROMARK CLO LTD RMRK 2021 4A A1R 144A | 0 | 2,200,000 | 2,200,000 | 0.12% | $2.20M |
| T/L CLOUD SOFTWARE GROUP INC REGD TERM LOAN 0.00000000 | 0 | 2,130,000 | 2,130,000 | 0.11% | $2.14M |
| FNMA, Series 2021-3, Class TI | 0 | 12,496,718 | 12,496,718 | 0.11% | $2.12M |
| BELRON TL B 1L USD | 0 | 2,079,214 | 2,079,214 | 0.11% | $2.09M |
| FUTURE CONTRACT ON KOSPI2 INX FUT DEC25 /KRW/ 0.00000000 | 0 | 24 | 24 | 0.11% | $2.03M |
| CWABS ASSET-BACKED CERTIFICATES TRUST 2006-2 SER 2006-2 CL M2 V/R REGD 4.47621000 | 0 | 2,102,530 | 2,102,530 | 0.11% | $2.02M |
| FREDDIE MAC FHR 5510 FM | 0 | 1,988,348 | 1,988,348 | 0.11% | $2.00M |
| PRET LLC, Series 2025-NPL9, Class A1 | 0 | 1,976,060 | 1,976,060 | 0.11% | $1.98M |
| TK Elevator Midco GmbH (Vertical MidCo), Facility B (USD) - First Lien | 0 | 1,922,188 | 1,922,188 | 0.10% | $1.93M |
| REACH FINANCIAL LLC REACH 2025 2A A 144A | 0 | 1,881,106 | 1,881,106 | 0.10% | $1.89M |
| T/L CHARIOT BUYER LLC REGD 0.00000000 | 0 | 1,833,962 | 1,833,962 | 0.10% | $1.83M |
| T/L CONNECT FINCO SARL 0% 0.00000000 | 0 | 1,811,994 | 1,811,994 | 0.10% | $1.79M |
| FUTURE CONTRACT ON US DOLLAR FUT OCT25 /KRW/ 0.00000000 | 0 | 178 | 178 | 0.09% | $1.78M |
| INST TL B 1L USD | 0 | 1,657,025 | 1,657,025 | 0.09% | $1.65M |
| INFOBLOX 4/24 2ND LIEN TL 29-Nov-30 | 0 | 1,595,000 | 1,595,000 | 0.08% | $1.59M |
| FUTURE CONTRACT ON LEAN HOGS FUTURE DEC25 0.00000000 | 0 | 43 | 43 | 0.08% | $1.53M |
| T/L INCEPTION HOLDCO S.A.R.L. REGD 0.00000000 | 0 | 1,486,100 | 1,486,100 | 0.08% | $1.49M |
| FUTURE CONTRACT ON EURO FX CURR FUT DEC25 0.00000000 | 0 | 10 | 10 | 0.08% | $1.47M |
| T/L AVALARA INC REGD 0.00000000 | 0 | 1,430,000 | 1,430,000 | 0.08% | $1.43M |
| T/L EG GROUP LIMITED REGD 0.00000000 | 0 | 1,381,508 | 1,381,508 | 0.07% | $1.39M |
| T/L UNIVISION COMMUNICATIONS INC REGD 0.00000000 | 0 | 1,385,000 | 1,385,000 | 0.07% | $1.38M |
| T/L ENDEAVOR GROUP HOLDINGS INC REGD 0.00000000 | 0 | 1,316,700 | 1,316,700 | 0.07% | $1.32M |
| U.S. Treasury Bills | 0 | 1,303,000 | 1,303,000 | 0.07% | $1.29M |
| FUTURE CONTRACT ON PALLADIUM FUTURE DEC25 0.00000000 | 0 | 10 | 10 | 0.07% | $1.29M |
| TMH TL B 1L USD | 0 | 1,230,000 | 1,230,000 | 0.07% | $1.23M |
| FANNIE MAE POOL UMBS P#BZ4984 5.11500000 | 0 | 1,187,400 | 1,187,400 | 0.07% | $1.23M |
| LTH TL B 1L USD | 0 | 1,223,183 | 1,223,183 | 0.07% | $1.22M |
| T/L HAMILTON PROJECTS ACQUIROR LLC 0.00000000 | 0 | 1,197,488 | 1,197,488 | 0.06% | $1.20M |
| FNMA POOL FA2301 FN 05/45 FIXED VAR | 0 | 1,139,636 | 1,139,636 | 0.06% | $1.18M |
| ACE SECURITIES CORP. ACE 2005 HE3 M4 | 0 | 1,274,000 | 1,274,000 | 0.06% | $1.18M |
| T/L ALBION FINANCING 3 SARL 0.00000000 | 0 | 1,174,523 | 1,174,523 | 0.06% | $1.18M |
| T/L EDGEWATER GENERATION L.L.C. REGD 0.00000000 | 0 | 1,164,824 | 1,164,824 | 0.06% | $1.17M |
| TRANSDIGM TERM K 1LN 03/22/2030 | 0 | 1,162,133 | 1,162,133 | 0.06% | $1.16M |
| T/L CLOUD SOFTWARE GROUP INC. 0.00000000 | 0 | 1,140,225 | 1,140,225 | 0.06% | $1.14M |
| EPIC CRUDE TERM B 1LN 10/15/2031 | 0 | 1,129,825 | 1,129,825 | 0.06% | $1.13M |
| FUTURE CONTRACT ON CHF CURRENCY FUT DEC25 0.00000000 | 0 | 7 | 7 | 0.06% | $1.11M |
| FUTURE CONTRACT ON EURO/PLZ X-RATE DEC25 /EUR/ 0.00000000 | 0 | 8 | 8 | 0.06% | $1.09M |
| Windsor Holdings III, LLC, Term Loan B | 0 | 1,080,000 | 1,080,000 | 0.06% | $1.08M |
| T/L BACH FINANCE LIMITED 0.00000000 | 0 | 1,067,691 | 1,067,691 | 0.06% | $1.07M |
| T/L GTCR EVEREST BORROWER LLC REGD 0.00000000 | 0 | 1,041,825 | 1,041,825 | 0.06% | $1.04M |
| Government National Mortgage Association, TBA | 0 | 1,000,000 | 1,000,000 | 0.05% | $1.02M |
| IHEARTCOMMUNICATIONS TL | 0 | 1,162,073 | 1,162,073 | 0.05% | $1.01M |
| Government National Mortgage Association, TBA | 0 | 1,000,000 | 1,000,000 | 0.05% | $1.01M |
| U.S. Treasury Bills | 0 | 1,000,000 | 1,000,000 | 0.05% | $998.54K |
| FUTURE CONTRACT ON EURO/HUF X-RATE DEC25 /EUR/ 0.00000000 | 0 | 11 | 11 | 0.05% | $984.79K |
| KREF HOLDINGS X LLC 2025 TERM LOAN | 0 | 938,090 | 938,090 | 0.05% | $936.14K |
| T/L AUTOKINITON US HOLDINGS INC REGD 0.00000000 | 0 | 935,000 | 935,000 | 0.05% | $924.68K |
| T/L PETCO ANIMAL SUPPLIES INC REGD 0.00000000 | 0 | 945,000 | 945,000 | 0.05% | $919.56K |
| T/L QUIDELORTHO CORPORATION REGD TERM LOAN 0.00000000 | 0 | 910,000 | 910,000 | 0.05% | $904.69K |
| Elmwood CLO 15 Ltd., Series 2022-2A, Class A1R | 0 | 900,000 | 900,000 | 0.05% | $902.97K |
| Merlin Buyer Inc2021 Term Loan | 0 | 852,160 | 852,160 | 0.05% | $854.29K |
| FUTURE CONTRACT ON CBOE VIX FUTURE OCT25 0.00000000 | 0 | 45 | 45 | 0.04% | $791.46K |
| T/L CP ATLAS BUYER INC REGD 0.00000000 | 0 | 800,000 | 800,000 | 0.04% | $782.00K |
| Gray Media, Inc. | 0 | 755,000 | 755,000 | 0.04% | $771.28K |
| FUTURE CONTRACT ON EURO/CZK X-RATE DEC25 /EUR/ 0.00000000 | 0 | 4 | 4 | 0.04% | $769.61K |
| T/L AMWINS GROUP INC REGD ZCP TERM LOAN 0.00000000 | 0 | 768,065 | 768,065 | 0.04% | $767.56K |
| Financiere Mendel SASU | 0 | 748,116 | 748,116 | 0.04% | $748.43K |
| T/L RED PLANET BORROWER LLC REGD 0.00000000 | 0 | 770,000 | 770,000 | 0.04% | $748.25K |
| FUTURE CONTRACT ON EUR/NOR KRONE X-RAT DEC25 /NOK/ 0.00000000 | 0 | 5 | 5 | 0.04% | $737.29K |
| T/L NOURYON FINANCE B.V. REGD TERM LOAN 0.00000000 | 0 | 733,136 | 733,136 | 0.04% | $733.60K |
| T/L ATLANTIS HLDGS LLC 0.00000000 | 0 | 713,272 | 713,272 | 0.04% | $713.72K |
| T/L LEVEL 3 FINANCING INC. 0.00000000 | 0 | 705,000 | 705,000 | 0.04% | $705.00K |
| SPECIALTY UNDERWRITING + RESID SURF 2006 AB3 A2C | 0 | 977,569 | 977,569 | 0.04% | $681.22K |
| T/L HERTZ CORPORATION THE REGD 0.00000000 | 0 | 758,346 | 758,346 | 0.04% | $679.45K |
| BRAZOS DELAWARE II LLC 2025 REPRICED TERM LOAN B | 0 | 631,140 | 631,140 | 0.03% | $630.96K |
| T/L CROWN SUBSEA COMMUNICATIONS HOLDING INC 0.00000000 | 0 | 626,967 | 626,967 | 0.03% | $630.26K |
| T/L SPEED MIDCO 3 S A R L REGD 0.00000000 | 0 | 625,000 | 625,000 | 0.03% | $624.22K |
| T/L CANADA GOOSE INC REGD 0.00000000 | 0 | 615,000 | 615,000 | 0.03% | $614.62K |
| GETTY IMAGES INC SR SECURED 144A 02/30 11.25 | 0 | 630,000 | 630,000 | 0.03% | $601.61K |
| CLEAR CHANNEL OUTDOOR HO REGD 144A P/P 7.75000000 | 0 | 600,000 | 600,000 | 0.03% | $598.92K |
| FANNIE MAE POOL UMBS P#BM1876 5.19500000 | 0 | 582,380 | 582,380 | 0.03% | $595.69K |
| T/L TENNECO INC REGD 0.00000000 | 0 | 600,000 | 600,000 | 0.03% | $586.31K |
| WAY TL B 1L USD | 0 | 549,302 | 549,302 | 0.03% | $549.07K |
| LONG BEACH MORTGAGE LOAN TRUST LBMLT 2006 8 2A3 | 0 | 2,099,539 | 2,099,539 | 0.03% | $535.12K |
| T/L BAUSCH + LOMB CORPORATION REGD 0.00000000 | 0 | 507,972 | 507,972 | 0.03% | $507.55K |
| T/L RADIATE HOLDCO LLC REGD 0.00000000 | 0 | 617,327 | 617,327 | 0.03% | $497.14K |
| Option One Mortgage Loan Trust, Series 2007-CP1, Class 1A1 | 0 | 537,918 | 537,918 | 0.03% | $493.57K |
| FNMA POOL CC0590 FN 06/55 FIXED 6 | 0 | 480,215 | 480,215 | 0.03% | $491.76K |
| T/L WASH MULTIFAMILY PARENT INC REGD 0.00000000 | 0 | 480,000 | 480,000 | 0.03% | $481.60K |
| Directv Financing LLC / Directv Financing Co-Obligor Inc. | 0 | 470,000 | 470,000 | 0.02% | $469.25K |
| T/L TWIST BEAUTY INTERNATIONAL HOLDINGS S A REGD /EUR/ 0.00000000 | 0 | 395,000 | 395,000 | 0.02% | $461.24K |
| X.AI TERM B 1LN 06/28/2030 | 0 | 470,000 | 470,000 | 0.02% | $454.14K |
| FUTURE CONTRACT ON COFF ROBUSTA 10TN NOV25 0.00000000 | 0 | 10 | 10 | 0.02% | $420.00K |
| T/L PARADIGM PARENT LLC REGD 0.00000000 | 0 | 455,000 | 455,000 | 0.02% | $407.65K |
| T/L ALLIED UNIVERSAL HOLDCO LLC REGD TERM LOAN 0.00000000 | 0 | 400,000 | 400,000 | 0.02% | $401.27K |
| CINEMARK USA INC 2025 TERM LOAN B | 0 | 387,155 | 387,155 | 0.02% | $387.07K |
| FNCL 4 10/25 | 0 | 400,000 | 400,000 | 0.02% | $377.18K |
| MASTR Asset-Backed Securities Trust, Series 2007-HE1, Class A4 | 0 | 435,500 | 435,500 | 0.02% | $371.53K |
| T/L PRAIRIE ACQUIROR LP REGD 0.00000000 | 0 | 363,333 | 363,333 | 0.02% | $365.00K |
| FREDDIE MAC POOL UMBS P#SC0706 6.50000000 | 0 | 343,564 | 343,564 | 0.02% | $355.71K |
| T/L LAVENDER DUTCH BORROWERCO B V REGD 0.00000000 | 0 | 355,000 | 355,000 | 0.02% | $355.00K |
| T/L DIRECTV FINANCING LLC 0.00000000 | 0 | 340,000 | 340,000 | 0.02% | $331.92K |
| GNMA II POOL MB0620 G2 09/55 FIXED 4 | 0 | 350,000 | 350,000 | 0.02% | $329.56K |
| FANNIE MAE FNR 2020 61 FB | 0 | 335,118 | 335,118 | 0.02% | $313.30K |
| TIBX 6.625 08/15/33 144A | 0 | 300,000 | 300,000 | 0.02% | $305.38K |
| Venture Global LNG, Inc. | 0 | 280,000 | 280,000 | 0.02% | $304.85K |
| CPPIB OVM MEMBER US LLC TERM LOAN B | 0 | 302,429 | 302,429 | 0.02% | $302.90K |
| T/L LUMEN TECHNOLOGIES INC REGD ZCP TERM LOAN 0.00000000 | 0 | 305,000 | 305,000 | 0.02% | $302.76K |
| FUTURE CONTRACT ON CBOE VIX FUTURE NOV25 0.00000000 | 0 | 15 | 15 | 0.02% | $288.74K |
| ORO FWD USD 10Y C 4.64000 L 07/23/35 BOA 0.00000000 | 0 | 4,200,000 | 4,200,000 | 0.01% | $270.50K |
| T/L CELSIUS HOLDINGS INC REGD 0.00000000 | 0 | 265,000 | 265,000 | 0.01% | $265.25K |
| FUTURE CONTRACT ON GASOLINE RBOB FUT DEC25 0.00000000 | 0 | 3 | 3 | 0.01% | $236.21K |
| PRPM LLC, Series 2024-RCF1, Class A1 | 0 | 235,642 | 235,642 | 0.01% | $232.24K |
| ORO FWD USD 10Y C 4.40000 L 06/25/35 BOA 0.00000000 | 0 | 4,000,000 | 4,000,000 | 0.01% | $225.23K |
| Lumen Technologies, Inc. | 0 | 220,000 | 220,000 | 0.01% | $222.49K |
| OSAIC HOLDINGS INC SR SECURED 144A 08/32 6.75 | 0 | 205,000 | 205,000 | 0.01% | $211.70K |
| T/L RECESS HOLDINGS INC REGD 0.00000000 | 0 | 209,472 | 209,472 | 0.01% | $210.07K |
| FUTURE CONTRACT ON LOW SU GASOIL G OCT25 0.00000000 | 0 | 3 | 3 | 0.01% | $208.35K |
| T/L SABRE GLBL INC REGD 0.00000000 | 0 | 220,000 | 220,000 | 0.01% | $205.70K |
| T/L THE EDELMAN FINANCIAL ENGINES CENTER LLC REGD 0.00000000 | 0 | 199,566 | 199,566 | 0.01% | $199.63K |
| ORO USD 10Y P 3.90550 L 03/04/26 BOA 0.00000000 | 0 | 20,800,000 | 20,800,000 | 0.01% | $196.04K |
| FUTURE CONTRACT ON NY HARB ULSD FUT DEC25 0.00000000 | 0 | 2 | 2 | 0.01% | $193.23K |
| FREDDIE MAC FHR 5526 AI | 0 | 842,879 | 842,879 | 0.01% | $190.18K |
| FUTURE CONTRACT ON WTI CRUDE FUTURE JAN26 0.00000000 | 0 | 3 | 3 | 0.01% | $185.04K |
| ACRISU TL B 1L USD | 0 | 184,076 | 184,076 | 0.01% | $183.69K |
| FUTURE CONTRACT ON CATTLE FEEDER FUT NOV25 0.00000000 | 0 | 1 | 1 | 0.01% | $179.68K |
| FUTURE CONTRACT ON GASOLINE RBOB FUT JAN26 0.00000000 | 0 | 2 | 2 | 0.01% | $155.50K |
| FUTURE CONTRACT ON LOW SU GASOIL G DEC25 0.00000000 | 0 | 2 | 2 | 0.01% | $134.70K |
| FUTURE CONTRACT ON TTF NAT GAS F NOV25 /EUR/ 0.00000000 | 0 | 5 | 5 | 0.01% | $132.76K |
| FUTURE CONTRACT ON BRENT CRUDE FUTR JAN26 0.00000000 | 0 | 2 | 2 | 0.01% | $131.24K |
| T/L RING CONTAINER TECHNOLOGIES GROUP LLC 0.00000000 | 0 | 130,000 | 130,000 | 0.01% | $129.74K |
| ORO FWD USD 10Y P 4.40000 L 06/25/35 BOA 0.00000000 | 0 | 2,000,000 | 2,000,000 | 0.01% | $115.62K |
| ORO FWD USD 10Y C 4.42700 L 08/06/35 BOA 0.00000000 | 0 | 2,000,000 | 2,000,000 | 0.01% | $114.42K |
| ORO FWD USD 10Y P 4.42700 L 08/06/35 BOA 0.00000000 | 0 | 2,000,000 | 2,000,000 | 0.01% | $114.39K |
| ORO FWD USD 10Y P 4.64000 L 07/23/35 BOA 0.00000000 | 0 | 2,100,000 | 2,100,000 | 0.01% | $110.01K |
| Freddie Mac REMICS | 0 | 99,355 | 99,355 | 0.01% | $99.85K |
| FREDDIE MAC REMICS SER 5564 CL FB V/R 5.07419000 | 0 | 99,077 | 99,077 | 0.01% | $99.55K |
| T/L HIGHTOWER HOLDING LLC REGD 0.00000000 | 0 | 99,251 | 99,251 | 0.01% | $99.07K |
| ORO FWD USD 10Y C 4.69300 L 08/27/35 BOA 0.00000000 | 0 | 1,400,000 | 1,400,000 | 0.00% | $92.77K |
| SEQUOIA MORTGAGE TRUST SEMT 2007 2 1A1 | 0 | 95,883 | 95,883 | 0.00% | $89.19K |
| CABLE ONE INC 2021 TERM LOAN B4 | 0 | 89,766 | 89,766 | 0.00% | $88.01K |
| FUTURE CONTRACT ON COFF ROBUSTA 10TN JAN26 0.00000000 | 0 | 2 | 2 | 0.00% | $83.72K |
| FUTURE CONTRACT ON GASOLINE RBOB FUT FEB26 0.00000000 | 0 | 1 | 1 | 0.00% | $77.91K |
| ORO FWD USD 10Y P 4.69300 L 08/27/35 BOA 0.00000000 | 0 | 1,400,000 | 1,400,000 | 0.00% | $71.85K |
| FUTURE CONTRACT ON COTTON NO.2 FUTR MAR26 0.00000000 | 0 | 2 | 2 | 0.00% | $67.57K |
| ORO USD 7Y C 2.50000 L 06/17/26 BOA 0.00000000 | 0 | 31,000,000 | 31,000,000 | 0.00% | $64.96K |
| FUTURE CONTRACT ON CBOE VIX FUTURE DEC25 0.00000000 | 0 | 3 | 3 | 0.00% | $59.40K |
| FUTURE CONTRACT ON FCOJ-A FUTURE NOV25 0.00000000 | 0 | 1 | 1 | 0.00% | $36.53K |
| ORO USD 7Y C 2.60000 L 06/17/26 BOA 0.00000000 | 0 | 11,300,000 | 11,300,000 | 0.00% | $29.65K |
| ORO USD 7Y C 3.18100 L 12/04/25 FAR 0.00000000 | 0 | 12,100,000 | 12,100,000 | 0.00% | $29.57K |
| ORO USD 7Y C 2.50000 L 06/16/26 BOA 0.00000000 | 0 | 12,800,000 | 12,800,000 | 0.00% | $26.64K |
| U.S. Treasury Bills | 0 | 11,000 | 11,000 | 0.00% | $10.88K |
| ORO USD 7Y C 2.70000 L03/23/26 BOA 0.00000000 | 0 | 4,800,000 | 4,800,000 | 0.00% | $9.00K |
| FUTURE CONTRACT ON SA RAND CURR(CME) DEC25 0.00000000 | 0 | 28 | 28 | 0.00% | $8.07K |
| CALL OPTION ON 100SHS OTC ECAL FN 4.0 11-55 96 21+ BOA 0.00000000 | 0 | 8,000,000 | 8,000,000 | 0.00% | $5.65K |
| PUT OPTION ON 100SHS OTC EPUT FN 5.5 12-55 99 03 BOA 0.00000000 | 0 | 2,500,000 | 2,500,000 | 0.00% | $2.66K |
| ORO USD 5Y C 3.23300 L 10/06/25 BOA 0.00000000 | 0 | 3,700,000 | 3,700,000 | 0.00% | $795 |
| ORO USD 7Y P 3.97600 L 10/17/25 BRC 0.00000000 | 0 | 3,700,000 | 3,700,000 | 0.00% | $98 |
| ORO USD 7Y P 4.75000 L 10/14/25 FAR 0.00000000 | 0 | 52,600,000 | 52,600,000 | 0.00% | $5 |
| ORO USD 7Y P 4.75000 L 10/09/25 BRC 0.00000000 | 0 | 47,700,000 | 47,700,000 | 0.00% | $5 |
| PUT OPTION ON 100SHS OTC EPUT FN 6.5 11-55 70 BOA 0.00000000 | 0 | 20,000,000 | 20,000,000 | 0.00% | $0 |
| PUT OPTION ON 100SHS OTC EPUT FN 6.5 11-55 79 SAL 0.00000000 | 0 | 94,000,000 | 94,000,000 | 0.00% | $0 |
| PUT OPTION ON 100SHS OTC EPUT FN 5.5 11-55 76 SAL 0.00000000 | 0 | 92,000,000 | 92,000,000 | 0.00% | $0 |
| PUT OPTION ON 100SHS OTC EPUT FN 4.5 11-55 73 SAL 0.00000000 | 0 | 39,000,000 | 39,000,000 | 0.00% | $0 |
| PUT OPTION ON 100SHS OTC EPUT FN 6.0 11-55 77 SAL 0.00000000 | 0 | 93,000,000 | 93,000,000 | 0.00% | $0 |
| FNCL 3 10/25 | 0 | 0 | 0 | 0.00% | $0 |
| ORO USD 7Y C 3.41000 L 10/14/25 FAR 0.00000000 | 0 | -3,000,000 | -3,000,000 | 0.00% | -$5.28K |
| ORO USD 7Y C 3.45000 L 10/09/25 BRC 0.00000000 | 0 | -3,100,000 | -3,100,000 | 0.00% | -$6.77K |
| CALL OPTION ON 100SHS OTC ECAL FN 4.0 10-55 93 30 SAL 0.00000000 | 0 | -2,000,000 | -2,000,000 | 0.00% | -$9.80K |
| ORO USD 7Y C 3.47600 L 10/17/25 BRC 0.00000000 | 0 | -3,700,000 | -3,700,000 | 0.00% | -$14.15K |
| FUTURE CONTRACT ON CORN FUTURE SEP26 0.00000000 | 0 | -1 | -1 | 0.00% | -$22.42K |
| FUTURE CONTRACT ON WHITE SUGAR (ICE) MAY26 0.00000000 | 0 | -1 | -1 | 0.00% | -$23.05K |
| FUTURE CONTRACT ON MILL WHEAT EURO SEP26 /EUR/ 0.00000000 | 0 | -2 | -2 | 0.00% | -$24.10K |
| FUTURE CONTRACT ON RAPESEED EURO AUG26 /EUR/ 0.00000000 | 0 | -1 | -1 | 0.00% | -$26.74K |
| FUTURE CONTRACT ON WHEAT FUTURE(CBT) MAY26 0.00000000 | 0 | -1 | -1 | 0.00% | -$26.98K |
| FUTURE CONTRACT ON WHEAT FUTURE(CBT) JUL26 0.00000000 | 0 | -1 | -1 | 0.00% | -$27.59K |
| FUTURE CONTRACT ON SOYBEAN MEAL FUTR MAY26 0.00000000 | 0 | -1 | -1 | 0.00% | -$29.17K |
| FUTURE CONTRACT ON SOYBEAN MEAL FUTR JUL26 0.00000000 | 0 | -1 | -1 | 0.00% | -$29.79K |
| FUTURE CONTRACT ON SOYBEAN OIL FUTR MAR26 0.00000000 | 0 | -1 | -1 | 0.00% | -$30.15K |
| FUTURE CONTRACT ON SOYBEAN OIL FUTR MAY26 0.00000000 | 0 | -1 | -1 | 0.00% | -$30.28K |
| FUTURE CONTRACT ON CORN FUTURE DEC26 0.00000000 | 0 | -2 | -2 | 0.00% | -$45.90K |
| ORO USD 7Y P 3.68100 L 12/04/25 FAR 0.00000000 | 0 | -14,000,000 | -14,000,000 | 0.00% | -$48.61K |
| FUTURE CONTRACT ON SOYBEAN FUTURE JUL26 0.00000000 | 0 | -1 | -1 | 0.00% | -$53.04K |
| FUTURE CONTRACT ON SOYBEAN MEAL FUTR JAN26 0.00000000 | 0 | -2 | -2 | 0.00% | -$55.58K |
| FUTURE CONTRACT ON SOYBEAN MEAL FUTR MAR26 0.00000000 | 0 | -2 | -2 | 0.00% | -$57.04K |
| FUTURE CONTRACT ON SOYBEAN OIL FUTR JAN26 0.00000000 | 0 | -2 | -2 | 0.00% | -$59.81K |
| FUTURE CONTRACT ON CORN FUTURE MAY26 0.00000000 | 0 | -3 | -3 | 0.00% | -$66.26K |
| FUTURE CONTRACT ON COCOA FUTURE MAR26 0.00000000 | 0 | -1 | -1 | 0.00% | -$67.96K |
| FUTURE CONTRACT ON WHEAT FUTURE(CBT) MAR26 0.00000000 | 0 | -3 | -3 | 0.00% | -$79.05K |
| FUTURE CONTRACT ON RAPESEED EURO MAY26 /EUR/ 0.00000000 | 0 | -3 | -3 | 0.00% | -$81.93K |
| FUTURE CONTRACT ON ECX EMISSION DEC25 /EUR/ 0.00000000 | 0 | -1 | -1 | 0.00% | -$88.90K |
| FUTURE CONTRACT ON LIVE CATTLE FUTR OCT25 0.00000000 | 0 | -1 | -1 | 0.00% | -$92.74K |
| FUTURE CONTRACT ON MILL WHEAT EURO MAY26 /EUR/ 0.00000000 | 0 | -8 | -8 | 0.00% | -$92.87K |
Top 300 of 369, by weight.
| Security | Shares Jun 2025 | Shares Sep 2025 | Δ shares | End % | Δ value |
|---|---|---|---|---|---|
| U.S. Treasury Bills | 134,000,000 | 0 | -134,000,000 | 0.00% | -$133.29M |
| FNMA TBA 30 YR 6.5 SINGLE FAMILY MORTGAGE | 85,200,000 | 0 | -85,200,000 | 0.00% | -$87.82M |
| FUTURE CONTRACT ON ICE 3MTH SONIA FU JUN27 /GBP/ 0.00000000 | 243 | 0 | -243 | 0.00% | -$80.51M |
| FUTURE CONTRACT ON 3 MONTH SOFR FUT MAR28 0.00000000 | 288 | 0 | -288 | 0.00% | -$69.65M |
| Uniform Mortgage-Backed Security, TBA | 48,880,000 | 0 | -48,880,000 | 0.00% | -$49.64M |
| BLACKROCK GLOBAL EQUITYMARKET NEUTRAL FUND CL K 0.00000000 | 2,948,494 | 0 | -2,948,494 | 0.00% | -$43.25M |
| FUTURE CONTRACT ON US 2YR NOTE (CBT) SEP25 0.00000000 | 168 | 0 | -168 | 0.00% | -$34.95M |
| FUTURE CONTRACT ON MEXICAN PESO FUT SEP25 0.00000000 | 1,137 | 0 | -1,137 | 0.00% | -$30.07M |
| U.S. Treasury Bills | 30,000,000 | 0 | -30,000,000 | 0.00% | -$29.88M |
| FUTURE CONTRACT ON MSCI EAFE SEP25 0.00000000 | 210 | 0 | -210 | 0.00% | -$28.16M |
| FUTURE CONTRACT ON EURO FX CURR FUT SEP25 0.00000000 | 179 | 0 | -179 | 0.00% | -$26.48M |
| UMBS 30YR 5.5% 08/01/2055 #TBA | 25,000,000 | 0 | -25,000,000 | 0.00% | -$24.98M |
| U.S. Treasury Bills | 24,500,000 | 0 | -24,500,000 | 0.00% | -$24.25M |
| FUTURE CONTRACT ON EURO-BTP FUTURE SEP25 /EUR/ 0.00000000 | 165 | 0 | -165 | 0.00% | -$23.52M |
| FUTURE CONTRACT ON MSCI EMGMKT SEP25 0.00000000 | 370 | 0 | -370 | 0.00% | -$22.82M |
| Uniform Mortgage-Backed Security, TBA | 22,000,000 | 0 | -22,000,000 | 0.00% | -$21.03M |
| FUTURE CONTRACT ON BP CURRENCY FUT SEP25 0.00000000 | 235 | 0 | -235 | 0.00% | -$20.16M |
| FUTURE CONTRACT ON NASDAQ 100 E-MINI SEP25 0.00000000 | 43 | 0 | -43 | 0.00% | -$19.69M |
| Government National Mortgage Association, TBA | 20,250,000 | 0 | -20,250,000 | 0.00% | -$19.38M |
| UMBS 30YR 7% 09/01/2055 #TBA | 18,000,000 | 0 | -18,000,000 | 0.00% | -$18.85M |
| FUTURE CONTRACT ON SHORT EURO-BTP FU SEP25 /EUR/ 0.00000000 | 139 | 0 | -139 | 0.00% | -$17.67M |
| Government National Mortgage Association, TBA | 18,220,000 | 0 | -18,220,000 | 0.00% | -$16.10M |
| U.S. Treasury Bills | 16,000,000 | 0 | -16,000,000 | 0.00% | -$15.92M |
| FUTURE CONTRACT ON GOLD 100 OZ FUTR AUG25 0.00000000 | 42 | 0 | -42 | 0.00% | -$13.89M |
| FUTURE CONTRACT ON US 10YR NOTE (CBT)SEP25 0.00000000 | 113 | 0 | -113 | 0.00% | -$12.67M |
| Government National Mortgage Association, TBA | 13,350,000 | 0 | -13,350,000 | 0.00% | -$12.41M |
| FUTURE CONTRACT ON SILVER FUTURE SEP25 0.00000000 | 68 | 0 | -68 | 0.00% | -$12.30M |
| FUTURE CONTRACT ON C$ CURRENCY FUT SEP25 0.00000000 | 166 | 0 | -166 | 0.00% | -$12.23M |
| FUTURE CONTRACT ON S&P500 EMINI FUT SEP25 0.00000000 | 35 | 0 | -35 | 0.00% | -$10.94M |
| FUTURE CONTRACT ON CHF CURRENCY FUT SEP25 0.00000000 | 62 | 0 | -62 | 0.00% | -$9.86M |
| FUTURE CONTRACT ON SPI 200 FUTURES SEP25 /AUD/ 0.00000000 | 66 | 0 | -66 | 0.00% | -$9.27M |
| FUTURE CONTRACT ON S&P/TSX 60 IX FUT SEP25 /CAD/ 0.00000000 | 38 | 0 | -38 | 0.00% | -$8.93M |
| FUTURE CONTRACT ON FTSE 100 IDX FUT SEP25 /GBP/ 0.00000000 | 69 | 0 | -69 | 0.00% | -$8.32M |
| FUTURE CONTRACT ON COPPER FUTURE SEP25 0.00000000 | 65 | 0 | -65 | 0.00% | -$8.26M |
| Uniform Mortgage-Backed Security, TBA | 7,800,000 | 0 | -7,800,000 | 0.00% | -$8.18M |
| FUTURE CONTRACT ON AUDUSD CRNCY FUT SEP25 0.00000000 | 119 | 0 | -119 | 0.00% | -$7.84M |
| FUTURE CONTRACT ON NEW ZEALAND $ FUT SEP25 0.00000000 | 123 | 0 | -123 | 0.00% | -$7.52M |
| G2SF 2 7/23 | 8,000,000 | 0 | -8,000,000 | 0.00% | -$6.52M |
| FUTURE CONTRACT ON AUST 10Y BOND FUT SEP25 /AUD/ 0.00000000 | 86 | 0 | -86 | 0.00% | -$6.49M |
| FUTURE CONTRACT ON EURO-OAT FUTURE SEP25 /EUR/ 0.00000000 | 44 | 0 | -44 | 0.00% | -$6.42M |
| Uniform Mortgage-Backed Security, TBA | 7,000,000 | 0 | -7,000,000 | 0.00% | -$6.30M |
| FUTURE CONTRACT ON AUST 3YR BOND FUT SEP25 /AUD/ 0.00000000 | 85 | 0 | -85 | 0.00% | -$6.03M |
| FUTURE CONTRACT ON TOPIX INDX FUTR SEP25 /JPY/ 0.00000000 | 27 | 0 | -27 | 0.00% | -$5.35M |
| FUTURE CONTRACT ON IFSC NIFTY 50 FUT JUL25 0.00000000 | 104 | 0 | -104 | 0.00% | -$5.33M |
| FUTURE CONTRACT ON EURO-BOBL FUTURE SEP25 /EUR/ 0.00000000 | 37 | 0 | -37 | 0.00% | -$5.13M |
| Government National Mortgage Association, TBA | 5,000,000 | 0 | -5,000,000 | 0.00% | -$5.12M |
| FUTURE CONTRACT ON HANG SENG IDX FUT JUL25 /HKD/ 0.00000000 | 33 | 0 | -33 | 0.00% | -$5.06M |
| FUTURE CONTRACT ON EURO-BUND FUTURE SEP25 /EUR/ 0.00000000 | 33 | 0 | -33 | 0.00% | -$5.06M |
| FUTURE CONTRACT ON FTSE CHINA A50 JUL25 0.00000000 | 377 | 0 | -377 | 0.00% | -$5.05M |
| FUTURE CONTRACT ON MSCI SING IX ETS JUL25 /SGD/ 0.00000000 | 151 | 0 | -151 | 0.00% | -$4.88M |
| AssuredPartners Inc 2024 Incremental Term Loan B5 | 4,539,985 | 0 | -4,539,985 | 0.00% | -$4.55M |
| FUTURE CONTRACT ON DAX INDEX FUTURE SEP25 /EUR/ 0.00000000 | 6 | 0 | -6 | 0.00% | -$4.25M |
| Uniform Mortgage-Backed Security, TBA | 4,300,000 | 0 | -4,300,000 | 0.00% | -$4.00M |
| FNCL 3.5 7/25 | 4,250,000 | 0 | -4,250,000 | 0.00% | -$3.83M |
| FUTURE CONTRACT ON HSCEI FUTURES JUL25 /HKD/ 0.00000000 | 68 | 0 | -68 | 0.00% | -$3.75M |
| FUTURE CONTRACT ON NIKKEI 225 (SGX) SEP25 /JPY/ 0.00000000 | 26 | 0 | -26 | 0.00% | -$3.65M |
| FUTURE CONTRACT ON E-MINI RUSS 2000 SEP25 0.00000000 | 33 | 0 | -33 | 0.00% | -$3.62M |
| FUTURE CONTRACT ON FTSE/MIB IDX FUT SEP25 /EUR/ 0.00000000 | 15 | 0 | -15 | 0.00% | -$3.52M |
| U.S. Treasury Bills | 3,500,000 | 0 | -3,500,000 | 0.00% | -$3.48M |
| FUTURE CONTRACT ON S&P MID 400 EMINI SEP25 0.00000000 | 11 | 0 | -11 | 0.00% | -$3.44M |
| FUTURE CONTRACT ON PLATINUM FUTURE OCT25 0.00000000 | 49 | 0 | -49 | 0.00% | -$3.29M |
| Alliant Holdings Intermediate LLC, Term Loan B | 3,241,325 | 0 | -3,241,325 | 0.00% | -$3.24M |
| FUTURE CONTRACT ON EURO STOXX 50 SEP25 /EUR/ 0.00000000 | 51 | 0 | -51 | 0.00% | -$3.20M |
| T/L MEDLINE BORROWER LP REGD 0.00000000 | 3,196,062 | 0 | -3,196,062 | 0.00% | -$3.20M |
| FUTURE CONTRACT ON LONG GILT FUTURE SEP25 /GBP/ 0.00000000 | 25 | 0 | -25 | 0.00% | -$3.19M |
| FUTURE CONTRACT ON FTSE TAIWAN INDEX JUL25 0.00000000 | 43 | 0 | -43 | 0.00% | -$3.14M |
| T/L FILTRATION GROUP CORPORATION 0% 0.00000000 | 3,104,947 | 0 | -3,104,947 | 0.00% | -$3.12M |
| G2 MB0146 | 2,948,994 | 0 | -2,948,994 | 0.00% | -$2.90M |
| FUTURE CONTRACT ON GASOLINE RBOB FUT AUG25 0.00000000 | 32 | 0 | -32 | 0.00% | -$2.78M |
| FUTURE CONTRACT ON NY HARB ULSD FUT AUG25 0.00000000 | 29 | 0 | -29 | 0.00% | -$2.77M |
| T/L UFC HOLDINGS LLC REGD 0.00000000 | 2,610,581 | 0 | -2,610,581 | 0.00% | -$2.62M |
| Surgery Center Holdings Inc 2024 Term Loan B | 2,493,085 | 0 | -2,493,085 | 0.00% | -$2.50M |
| FUTURE CONTRACT ON WTI CRUDE FUTURE AUG25 0.00000000 | 37 | 0 | -37 | 0.00% | -$2.41M |
| VERUS SECURITIZATION TRUST 202 VERUS 2022 INV1 A1 144A | 2,357,764 | 0 | -2,357,764 | 0.00% | -$2.35M |
| FUTURE CONTRACT ON BRENT CRUDE FUTR SEP25 0.00000000 | 34 | 0 | -34 | 0.00% | -$2.27M |
| FUTURE CONTRACT ON LOW SU GASOIL G JUL25 0.00000000 | 33 | 0 | -33 | 0.00% | -$2.23M |
| FUTURE CONTRACT ON LEAN HOGS FUTURE AUG25 0.00000000 | 51 | 0 | -51 | 0.00% | -$2.19M |
| Allied Universal Holdco LLC | 2,017,005 | 0 | -2,017,005 | 0.00% | -$2.03M |
| T/L CLOUD SOFTWARE GROUP INC. REGD TERM LOAN 0.00000000 | 1,867,363 | 0 | -1,867,363 | 0.00% | -$1.87M |
| FUTURE CONTRACT ON CAN 10YR BOND FUT SEP25 /CAD/ 0.00000000 | 20 | 0 | -20 | 0.00% | -$1.79M |
| Infoblox 4/24 2nd lien TL 1L | 1,595,000 | 0 | -1,595,000 | 0.00% | -$1.60M |
| FUTURE CONTRACT ON CAC40 10 EURO FUT JUL25 /EUR/ 0.00000000 | 17 | 0 | -17 | 0.00% | -$1.54M |
| FUTURE CONTRACT ON WTI CRUDE FUTURE SEP25 0.00000000 | 23 | 0 | -23 | 0.00% | -$1.47M |
| FANNIE MAE OR FREDDIE MAC MBS 30YR TBA | 1,700,000 | 0 | -1,700,000 | 0.00% | -$1.41M |
| Belron Finance 2019 LLC 2024 USD Term Loan B | 1,399,425 | 0 | -1,399,425 | 0.00% | -$1.40M |
| Government National Mortgage Association, TBA | 1,300,000 | 0 | -1,300,000 | 0.00% | -$1.28M |
| T/L ICON PARENT INC REGD 0.00000000 | 1,190,000 | 0 | -1,190,000 | 0.00% | -$1.19M |
| T/L CROWN FINANCE US INC REGD 0.00000000 | 1,180,072 | 0 | -1,180,072 | 0.00% | -$1.18M |
| T/L ALBION FINANCING 3 SARL 0.00000000 | 1,177,467 | 0 | -1,177,467 | 0.00% | -$1.18M |
| FUTURE CONTRACT ON PALLADIUM FUTURE SEP25 0.00000000 | 10 | 0 | -10 | 0.00% | -$1.11M |
| Government National Mortgage Association, TBA | 1,000,000 | 0 | -1,000,000 | 0.00% | -$1.01M |
| G2SF 5.5 7/25 | 1,000,000 | 0 | -1,000,000 | 0.00% | -$1.00M |
| HEARTLAND DENTAL TERM B 1LN 04/28/2028 | 947,802 | 0 | -947,802 | 0.00% | -$947.92K |
| ELM15 2022-2A A1R 144A TSFR3M +115B / /P 0.00000000 | 900,000 | 0 | -900,000 | 0.00% | -$900.00K |
| T/L EG FINCO LIMITED REGD 0.00000000 | 894,971 | 0 | -894,971 | 0.00% | -$897.84K |
| T/L EPIC CRUDE SERVICES LP 0% 0.00000000 | 867,825 | 0 | -867,825 | 0.00% | -$869.81K |
| T/L EDGEWATER GENERATION L.L.C. REGD 0.00000000 | 864,676 | 0 | -864,676 | 0.00% | -$867.15K |
| T/L TRANSDIGM INC.REGD 0.00000000 | 854,219 | 0 | -854,219 | 0.00% | -$856.96K |
| T/L OSAIC HOLDINGS INC 0.00000000 | 842,564 | 0 | -842,564 | 0.00% | -$843.86K |
| Cloud Software Group, Inc., First Lien, Incremental CME Term Loan, B | 815,225 | 0 | -815,225 | 0.00% | -$816.43K |
| T/L RADIOLOGY PARTNERS INC. REGD 0.00000000 | 751,542 | 0 | -751,542 | 0.00% | -$750.08K |
| T/L CHARIOT BUYER LLC REGD 0.00000000 | 736,190 | 0 | -736,190 | 0.00% | -$736.94K |
| T/L INCEPTION FINCO S.A R.L. REGD 0.00000000 | 725,836 | 0 | -725,836 | 0.00% | -$730.83K |
| T/L LIFE TIME INC 0% 0.00000000 | 725,000 | 0 | -725,000 | 0.00% | -$726.45K |
| T/L TK ELEVATOR MIDCO GMBH REGD 0.00000000 | 653,652 | 0 | -653,652 | 0.00% | -$655.06K |
| T/L ASSETMARK FINANCIAL HOLDINGS INC REGD 0.00000000 | 641,825 | 0 | -641,825 | 0.00% | -$642.63K |
| T/L LSF9 ATLANTIS HOLDINGS LLC 0.00000000 | 626,098 | 0 | -626,098 | 0.00% | -$625.32K |
| T/L S2P ACQUISITION BORROWER INC 0% 0.00000000 | 585,000 | 0 | -585,000 | 0.00% | -$587.38K |
| Waystar Technologies Inc 2024 1st Lien Term Loan B | 550,690 | 0 | -550,690 | 0.00% | -$551.73K |
| FUTURE CONTRACT ON COCOA FUTURE SEP25 0.00000000 | 6 | 0 | -6 | 0.00% | -$540.00K |
| T/L RADIATE HOLDCO LLC REGD 0.00000000 | 617,326 | 0 | -617,326 | 0.00% | -$536.08K |
| T/L CONNECT FINCO SARL 0% 0.00000000 | 563,015 | 0 | -563,015 | 0.00% | -$533.46K |
| T/L BAUSCH & LOMB INCORPORATED REGD 0.00000000 | 532,517 | 0 | -532,517 | 0.00% | -$531.37K |
| T/L HAMILTON PROJECTS ACQUIROR LLC REGD ZCP TERM LOAN 0.00000000 | 524,412 | 0 | -524,412 | 0.00% | -$525.94K |
| FR SD8386 | 480,643 | 0 | -480,643 | 0.00% | -$506.56K |
| LVLT 11 11/15/29 144A | 425,000 | 0 | -425,000 | 0.00% | -$487.58K |
| T/L W R GRACE HOLDINGS LLC REGD 0.00000000 | 456,452 | 0 | -456,452 | 0.00% | -$456.64K |
| BRAZOS DELAWARE II LLC 2025 TERM LOAN B | 452,722 | 0 | -452,722 | 0.00% | -$453.04K |
| Crown Subsea Communications HoldingInc 2024 Term Loan B1 | 446,967 | 0 | -446,967 | 0.00% | -$449.39K |
| JONES DESLAURIERS INSURA SR UNSECURED 144A 12/30 10.5 | 390,000 | 0 | -390,000 | 0.00% | -$415.67K |
| FR SD8398 | 382,859 | 0 | -382,859 | 0.00% | -$403.50K |
| T/L ASCEND LEARNING LLC REGD 0.00000000 | 395,980 | 0 | -395,980 | 0.00% | -$395.88K |
| John Bean Technologies Corp Term Loan B | 374,062 | 0 | -374,062 | 0.00% | -$375.00K |
| U.S. Treasury Bills | 370,000 | 0 | -370,000 | 0.00% | -$366.86K |
| T/L AURIS LUXEMBOURG III S.A R.L REGD 0.00000000 | 351,465 | 0 | -351,465 | 0.00% | -$351.69K |
| T/L MED PARENTCO LP 0.00000000 | 347,649 | 0 | -347,649 | 0.00% | -$348.64K |
| T/L HOMESERVE USA HOLDING CORP REGD 0.00000000 | 347,637 | 0 | -347,637 | 0.00% | -$347.68K |
| T/L FUGUE FINANCE B.V.REGD 0.00000000 | 323,500 | 0 | -323,500 | 0.00% | -$325.25K |
| T/L PROJECT BOOST PURCHASER LLC REGD 0.00000000 | 320,000 | 0 | -320,000 | 0.00% | -$321.87K |
| T/L KREF HOLDINGS X LLC REGD 0.00000000 | 320,000 | 0 | -320,000 | 0.00% | -$321.60K |
| Insulet Term Loan B 200 2031-08-01 | 313,116 | 0 | -313,116 | 0.00% | -$314.94K |
| TRANSDIGM TERM K 1LN 03/22/2030 | 307,914 | 0 | -307,914 | 0.00% | -$308.94K |
| LEVEL 3 FINANCING INC SR SECURED 144A 12/30 10.75 | 265,000 | 0 | -265,000 | 0.00% | -$300.78K |
| DRYDEN EURO CLO SER 2020-74A CL A V/R REGD 144A P/P /EUR/ 3.23600000 | 244,473 | 0 | -244,473 | 0.00% | -$287.24K |
| T/L TTF HOLDINGS LLC REGD 0.00000000 | 289,689 | 0 | -289,689 | 0.00% | -$286.79K |
| T/L CINEMARK USA INC REGD 0.00000000 | 278,825 | 0 | -278,825 | 0.00% | -$279.61K |
| T/L PRAIRIE ECI ACQUIROR LP REGD 0.00000000 | 259,244 | 0 | -259,244 | 0.00% | -$260.62K |
| DYE & DURHAM LTD | 230,000 | 0 | -230,000 | 0.00% | -$240.77K |
| PRETIUM MORTGAGE CREDIT PARTNE PRET 2022 RN2 A1 144A | 239,586 | 0 | -239,586 | 0.00% | -$239.47K |
| RGCARE 10 06/01/32 144A | 215,000 | 0 | -215,000 | 0.00% | -$220.79K |
| T/L CPPIB OVM MEMBER U.S. LLC REGD 0.00000000 | 217,978 | 0 | -217,978 | 0.00% | -$217.16K |
| ACRISURE LLC / FIN INC SR UNSECURED 144A 02/29 8.25 | 205,000 | 0 | -205,000 | 0.00% | -$212.16K |
| NCL CORPORATION LTD SR SECURED 144A 01/29 8.125 | 200,000 | 0 | -200,000 | 0.00% | -$210.82K |
| Government National Mortgage Association, TBA | 200,000 | 0 | -200,000 | 0.00% | -$196.43K |
| Conservice Midco LLC 2025 Term Loan B | 168,851 | 0 | -168,851 | 0.00% | -$168.92K |
| FUTURE CONTRACT ON OMXS30 IND FUTURE JUL25 /SEK/ 0.00000000 | 6 | 0 | -6 | 0.00% | -$158.10K |
| CALL OPTION ON 100SHS OTC ECAL FN 5.0 8-55 97 23+ BOA 0.00000000 | 15,700,000 | 0 | -15,700,000 | 0.00% | -$115.02K |
| ORO USD 7Y C 3.36750 L 09/04/25 BOA 0.00000000 | 16,900,000 | 0 | -16,900,000 | 0.00% | -$106.00K |
| T/L HIGHTOWER HOLDING LLC REGD 0.00000000 | 99,500 | 0 | -99,500 | 0.00% | -$99.17K |
| UST BILLS 0% 08/21/2025 | 86,000 | 0 | -86,000 | 0.00% | -$85.47K |
| Vibrantz Technologies Inc | 85,000 | 0 | -85,000 | 0.00% | -$57.26K |
| ORO USD 7Y P 5.00000 L 09/18/25 FAR 0.00000000 | 37,500,000 | 0 | -37,500,000 | 0.00% | -$1.28K |
| ORO USD 7Y P 5.00000 L 08/29/25 BOA 0.00000000 | 84,300,000 | 0 | -84,300,000 | 0.00% | -$902 |
| PUT OPTION ON 100SHS OTC EPUT FN 5.0 7-55 95 11+ BOA 0.00000000 | 6,000,000 | 0 | -6,000,000 | 0.00% | -$14 |
| ORO USD 10Y P 5.00000 L 07/22/25 BRC 0.00000000 | 30,000,000 | 0 | -30,000,000 | 0.00% | -$3 |
| ORO USD 7Y P 5.00000 L 07/11/25 FAR 0.00000000 | 19,000,000 | 0 | -19,000,000 | 0.00% | -$2 |
| PUT OPTION ON 100SHS OTC EPUT FN 6.0 7-55 70 SAL 0.00000000 | 30,000,000 | 0 | -30,000,000 | 0.00% | $0 |
| Uniform Mortgage-Backed Security, TBA | 0 | 0 | 0 | 0.00% | $0 |
| FNCL 4.5 7/25 | 0 | 0 | 0 | 0.00% | $0 |
| ORO USD 7Y C 3.21000 L 06/30/25 FAR 0.00000000 | -2,700,000 | 0 | 2,700,000 | 0.00% | $0 |
| ORO USD 7Y C 2.98000 L 07/03/25 FAR 0.00000000 | -3,000,000 | 0 | 3,000,000 | 0.00% | $0 |
| ORO USD 7Y C 2.75000 L 07/07/25 BRC 0.00000000 | -3,000,000 | 0 | 3,000,000 | 0.00% | $0 |
| ORO USD 7Y C 3.15000 L 06/30/25 FAR 0.00000000 | -3,000,000 | 0 | 3,000,000 | 0.00% | $0 |
| ORO USD 7Y P 3.94300 L 07/07/25 BOA 0.00000000 | -6,200,000 | 0 | 6,200,000 | 0.00% | $24 |
| CALL OPTION ON 100SHS OTC ECAL FN 4.5 9-55 96 23 BOA 0.00000000 | -2,000,000 | 0 | 2,000,000 | 0.00% | $8.41K |
| ORO USD 7Y C 3.30000 L 09/18/25 FAR 0.00000000 | -2,000,000 | 0 | 2,000,000 | 0.00% | $12.00K |
| ORO USD 7Y C 3.55000 L 07/11/25 FAR 0.00000000 | -3,000,000 | 0 | 3,000,000 | 0.00% | $14.75K |
| CALL OPTION ON 100SHS OTC ECAL FN 6.0 8-55 101 26+ SAL 0.00000000 | -7,500,000 | 0 | 7,500,000 | 0.00% | $21.71K |
| ORO USD 7Y P 3.96750 L 09/04/25 BOA 0.00000000 | -13,000,000 | 0 | 13,000,000 | 0.00% | $22.32K |
| ORO USD 10Y C 3.67000 L 08/29/25 BOA 0.00000000 | -3,700,000 | 0 | 3,700,000 | 0.00% | $44.21K |
| FUTURE CONTRACT ON COCOA FUTURE - IC SEP25 /GBP/ 0.00000000 | -1 | 0 | 1 | 0.00% | $81.52K |
| FUTURE CONTRACT ON US 5YR NOTE (CBT) SEP25 0.00000000 | -1 | 0 | 1 | 0.00% | $109.00K |
| CALL OPTION ON 100SHS OTC ECAL FN 5.0 8-55 97 12 SAL 0.00000000 | -12,000,000 | 0 | 12,000,000 | 0.00% | $114.81K |
| FUTURE CONTRACT ON EURO-BUXL 30Y BND SEP25 /EUR/ 0.00000000 | -1 | 0 | 1 | 0.00% | $139.87K |
| CALL OPTION ON 100SHS OTC ECAL FN 5.0 8-55 96 31+ BOA 0.00000000 | -12,000,000 | 0 | 12,000,000 | 0.00% | $149.28K |
| FUTURE CONTRACT ON RED WHEAT FUT MGE SEP25 0.00000000 | -10 | 0 | 10 | 0.00% | $310.38K |
| FUTURE CONTRACT ON COFF ROBUSTA 10TN SEP25 0.00000000 | -10 | 0 | 10 | 0.00% | $362.00K |
| FUTURE CONTRACT ON COFFEE 'C' FUTURE SEP25 0.00000000 | -8 | 0 | 8 | 0.00% | $900.30K |
| FUTURE CONTRACT ON DOLLAR INDEX SEP25 0.00000000 | -14 | 0 | 14 | 0.00% | $1.35M |
| FUTURE CONTRACT ON MILL WHEAT EURO SEP25 /EUR/ 0.00000000 | -179 | 0 | 179 | 0.00% | $2.06M |
| FUTURE CONTRACT ON US ULTRA BOND CBT SEP25 0.00000000 | -28 | 0 | 28 | 0.00% | $3.34M |
| FNCL 2 7/25 | -4,500,000 | 0 | 4,500,000 | 0.00% | $3.56M |
| FUTURE CONTRACT ON KC HRW WHEAT FUT SEP25 0.00000000 | -181 | 0 | 181 | 0.00% | $4.77M |
| FUTURE CONTRACT ON SUGAR #11 (WORLD) OCT25 0.00000000 | -324 | 0 | 324 | 0.00% | $5.88M |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | -7,000,000 | 0 | 7,000,000 | 0.00% | $5.95M |
| FNCL 3 7/25 | -7,700,000 | 0 | 7,700,000 | 0.00% | $6.66M |
| FUTURE CONTRACT ON NATURAL GAS FUTR AUG25 0.00000000 | -203 | 0 | 203 | 0.00% | $7.02M |
| FUTURE CONTRACT ON JPN 10Y BOND(OSE) SEP25 /JPY/ 0.00000000 | -13 | 0 | 13 | 0.00% | $12.55M |
| FUTURE CONTRACT ON JPN YEN CURR FUT SEP25 0.00000000 | -196 | 0 | 196 | 0.00% | $17.14M |
| FNCL 5 7/25 | -20,800,000 | 0 | 20,800,000 | 0.00% | $20.38M |
| FUTURE CONTRACT ON EURO-SCHATZ FUT SEP25 /EUR/ 0.00000000 | -227 | 0 | 227 | 0.00% | $28.68M |
| FUTURE CONTRACT ON US LONG BOND(CBT) SEP25 0.00000000 | -335 | 0 | 335 | 0.00% | $38.68M |
| Security | Shares Jun 2025 | Shares Sep 2025 | Δ shares | End % | Δ value |
|---|---|---|---|---|---|
| U.S. Treasury Bills | 18,500,000 | 132,300,000 | 113,800,000 | 7.02% | $113.72M |
| U.S. Treasury Bills | 21,500,000 | 46,500,000 | 25,000,000 | 2.47% | $25.21M |
| United States Treasury Bill | 17,000,000 | 37,000,000 | 20,000,000 | 1.97% | $20.15M |
| T/L UKG INC REGD ZCP TERM LOAN 0.00000000 | 3,641,544 | 5,361,544 | 1,720,000 | 0.29% | $1.70M |
| T/L TRUIST INSURANCE 0% 5/6/32 0.00000000 | 3,308,863 | 4,773,863 | 1,465,000 | 0.26% | $1.51M |
| T/L APPLIED SYSTEMS INC REGD 0.00000000 | 3,176,480 | 4,746,480 | 1,570,000 | 0.25% | $1.56M |
| T/L ALERA GROUP INC REGD 0.00000000 | 3,210,000 | 4,485,000 | 1,275,000 | 0.25% | $1.34M |
| T/L EPICOR SOFTWARE CORPORATION REGD 0.00000000 | 3,993,737 | 4,592,140 | 598,404 | 0.24% | $593.91K |
| T/L SEDGWICK CLAIMS MANAGEMENT SERVICES INC REGD 0.00000000 | 2,829,150 | 4,292,042 | 1,462,892 | 0.23% | $1.45M |
| HUB INTL LTD | 3,255,397 | 4,257,858 | 1,002,461 | 0.23% | $998.64K |
| LTI Holdings, Inc., First Lien, 2024 Term Loan | 2,781,653 | 4,144,198 | 1,362,546 | 0.22% | $1.40M |
| Ellucian Holdings, Inc., First Lien Term Loan B1 | 2,773,311 | 3,863,603 | 1,090,292 | 0.21% | $1.08M |
| T/L FOCUS FINANCIAL PARTNERS LLC REGD 0.00000000 | 2,661,750 | 3,727,361 | 1,065,611 | 0.20% | $1.07M |
| T/L OPAL US LLC REGD 0.00000000 | 2,345,000 | 3,385,000 | 1,040,000 | 0.18% | $1.04M |
| T/L QUIKRETE HOLDINGS INC REGD 0.00000000 | 2,130,694 | 3,072,973 | 942,279 | 0.16% | $943.92K |
| T/L ALERA GROUP INC REGD 0.00000000 | 2,140,000 | 2,990,000 | 850,000 | 0.16% | $853.89K |
| T/L MCAFEE CORP REGD 0.00000000 | 2,129,662 | 3,116,475 | 986,812 | 0.16% | $906.05K |
| Rivian Holdings LLC/Rivian LLC/Rivian Automotive LLC 10.00 01/15/2031 | 1,895,000 | 2,875,000 | 980,000 | 0.14% | $810.73K |
| T/L NEPTUNE BIDCO US INC REGD 0.00000000 | 1,358,071 | 2,774,607 | 1,416,536 | 0.14% | $1.36M |
| T/L CROWN FINANCE US INC 0.00000000 | 215,000 | 2,608,535 | 2,393,535 | 0.14% | $2.39M |
| T/L AADVANTAGE LOYALTY IP LTD. REGD 0.00000000 | 1,786,447 | 2,596,980 | 810,534 | 0.14% | $818.82K |
| Cloud Software Group Inc | 1,791,000 | 2,501,000 | 710,000 | 0.14% | $732.06K |
| T/L ALPHA GENERATION LLC REGD ZCP TERM LOAN 0.00000000 | 1,584,312 | 2,459,122 | 874,809 | 0.13% | $873.19K |
| IRB Holding Corp., First Lien, 2024 Second Replacement CME Term Loan, B | 1,606,075 | 2,445,889 | 839,814 | 0.13% | $840.50K |
| T/L TRANSDIGM INC ZCP REGD TERM LOAN 0.00000000 | 1,400,523 | 2,444,335 | 1,043,812 | 0.13% | $1.04M |
| T/L CORNERSTONE GENERATION LLC REGD 0.00000000 | 1,385,000 | 2,385,000 | 1,000,000 | 0.13% | $1.01M |
| T/L ASURION LLC REGD 0.00000000 | 1,689,245 | 2,419,245 | 730,000 | 0.12% | $746.85K |
| T/L CMG MEDIA CORPORATION REGD 0.00000000 | 1,426,553 | 2,380,530 | 953,976 | 0.12% | $893.16K |
| T/L THE EDELMAN FINANCIAL ENGINES CENTER LLC REGD 0.00000000 | 1,178,150 | 2,234,569 | 1,056,419 | 0.12% | $1.06M |
| T/L ASURION LLC REGD 0.00000000 | 785,000 | 2,280,000 | 1,495,000 | 0.12% | $1.47M |
| US ULTRA BOND CBT Sep25 | 17 | 6,809 | 6,792 | 0.12% | $2.11M |
| Mavis Tire Express Services TopCo, L.P., First Lien Term Loan | 859,840 | 2,069,375 | 1,209,536 | 0.11% | $1.21M |
| T/L PROOFPOINT INC. REGD TERM LOAN 0.00000000 | 665,550 | 1,940,625 | 1,275,075 | 0.10% | $1.28M |
| T/L ENGINEERED MACHINERY HOLDINGS INC REGD 0.00000000 | 1,179,898 | 1,812,143 | 632,244 | 0.10% | $634.12K |
| T/L TWITTER INC 0.00000000 | 1,324,181 | 1,844,440 | 520,259 | 0.10% | $515.49K |
| Exgen Renewables IV LLC, First Lien Term Loan | 1,197,846 | 1,797,846 | 600,000 | 0.10% | $592.51K |
| T/L ENVESTNET INC REGD 0.00000000 | 1,226,925 | 1,786,925 | 560,000 | 0.10% | $561.01K |
| T/L LEVEL 3 FINANCING INC REGD 0.00000000 | 1,425,000 | 1,770,000 | 345,000 | 0.09% | $330.45K |
| T/L HUSKY INJECTION MOLDING SYSTEMS LTDREGD 0.00000000 | 865,718 | 1,761,973 | 896,254 | 0.09% | $897.98K |
| FUTURE CONTRACT ON LEAN HOGS FUTURE OCT25 0.00000000 | 19 | 43 | 24 | 0.09% | $1.02M |
| T/L BROWN GROUP HOLDINGS LLC REGD 0.00000000 | 623,200 | 1,692,361 | 1,069,161 | 0.09% | $1.07M |
| X Corp., Term Loan B | 1,210,000 | 1,685,000 | 475,000 | 0.09% | $513.26K |
| T/L LIFEPOINT HEALTH INC REGD 0.00000000 | 1,190,743 | 1,651,586 | 460,843 | 0.09% | $472.27K |
| T/L AMC ENTERTAINMENT HOLDINGS INC REGD 0.00000000 | 1,103,776 | 1,639,667 | 535,891 | 0.09% | $529.32K |
| RGCARE 11 10/15/30 144A | 1,035,000 | 1,445,000 | 410,000 | 0.08% | $451.12K |
| TALEN ENERGY SUPPLY TERM TLB-EXIT 1LN 05/17/2030 | 1,140,763 | 1,591,692 | 450,929 | 0.08% | $450.26K |
| T/L CHOBANI LLC 0.00000000 | 750,345 | 1,541,463 | 791,117 | 0.08% | $792.93K |
| T/L ARCHES BUYER INC REGD 0.00000000 | 751,561 | 1,542,513 | 790,951 | 0.08% | $801.73K |
| T/L ABG INTERMEDIATE HOLDINGS 2 LLC 0.00000000 | 637,195 | 1,538,310 | 901,115 | 0.08% | $897.87K |
| T/L PRO MACH GROUP INC 0.00000000 | 948,162 | 1,531,943 | 583,780 | 0.08% | $584.15K |
| T/L JANE STREET GROUP LLC REGD ZCP TERM LOAN 0.00000000 | 1,315,779 | 1,538,306 | 222,527 | 0.08% | $211.41K |
| Univision Communications Inc. | 645,000 | 1,465,000 | 820,000 | 0.08% | $863.36K |
| T/L LIFEPOINT HEALTH INC REGD ZCP TERM LOAN 0.00000000 | 1,009,975 | 1,406,432 | 396,457 | 0.07% | $404.64K |
| INST TL 2L USD | 960,000 | 1,340,000 | 380,000 | 0.07% | $387.46K |
| T/L TALEN ENERGY SUPPLY LLC 0.00000000 | 954,688 | 1,331,334 | 376,647 | 0.07% | $374.99K |
| CPM Holdings Term Loan B 450 2028-09-13 | 327,125 | 1,275,615 | 948,490 | 0.07% | $952.33K |
| T/L CLEAR CHANNEL OUTDOOR HOLDING INC REGD 0.00000000 | 855,000 | 1,267,984 | 412,984 | 0.07% | $422.79K |
| T/L PROJECT BOOST PURCHASER LLC REGD 0.00000000 | 532,537 | 1,234,443 | 701,906 | 0.07% | $697.39K |
| T/L ENGINEERED MACHINERY HOLDINGS INC REGD 0.00000000 | 1,012,026 | 1,228,509 | 216,484 | 0.07% | $215.73K |
| T/L NGL ENERGY OPERATING LLC REGD 0.00000000 | 1,199,900 | 1,223,763 | 23,864 | 0.07% | $35.31K |
| T/L ALLIANCE LAUNDRY SYSTEMS LLC REGD TERM LOAN 0.00000000 | 325,000 | 1,195,398 | 870,398 | 0.06% | $868.27K |
| JONES DESLUIR INSRNC MGMT INC 2025 TERM LOAN B | 913,172 | 1,176,058 | 262,887 | 0.06% | $262.35K |
| Zayo Group Holdings Inc USD Term Loan | 675,000 | 1,185,674 | 510,674 | 0.06% | $526.44K |
| DTV TL 1L USD | 527,260 | 1,156,378 | 629,118 | 0.06% | $635.00K |
| LEVEL 3 FINANCING INC SECURED 144A 10/32 10 | 735,000 | 1,155,000 | 420,000 | 0.06% | $412.65K |
| Vistra Corp., Series C | 745,000 | 1,040,000 | 295,000 | 0.06% | $332.86K |
| UNSEAM 7.875 02/15/31 144A | 215,000 | 1,030,000 | 815,000 | 0.06% | $855.42K |
| CASH COLLATERAL CME BOS /CCBOSCUS7 3.99000000 | 325,000 | 1,080,000 | 755,000 | 0.06% | $755.00K |
| T/L SYNEOS HEALTH INC (AKA INC RESEARCH HOLDINGS INC) REGD 0.00000000 | 362,249 | 1,074,522 | 712,273 | 0.06% | $715.56K |
| T/L VOYAGER PARENT LLC REGD 0.00000000 | 530,000 | 1,070,000 | 540,000 | 0.06% | $547.50K |
| T/L KASEYA INC 0.00000000 | 653,362 | 1,065,685 | 412,322 | 0.06% | $411.04K |
| EG GLOBAL FINANCE PLC SR SECURED 144A 11/28 12 | 640,000 | 965,000 | 325,000 | 0.06% | $354.53K |
| MADISON IAQ LLC TERM LOAN | 521,433 | 1,059,232 | 537,799 | 0.06% | $537.84K |
| T/L S2P ACQUISITION BORROWER INC 2ND LIEN 0% 0.00000000 | 640,000 | 1,060,000 | 420,000 | 0.06% | $425.35K |
| Venture Global LNG, Inc. | 475,000 | 1,060,000 | 585,000 | 0.06% | $588.33K |
| T/L WAND NEWCO 3 INC 0% 0.00000000 | 761,246 | 1,053,313 | 292,067 | 0.06% | $291.81K |
| T/L POLARIS NEWCO LLC REGD 0.00000000 | 780,653 | 1,087,820 | 307,167 | 0.06% | $287.24K |
| T/L POLARIS NEWCO LLC REGD /EUR/ 0.00000000 | 687,060 | 952,799 | 265,739 | 0.06% | $269.86K |
| T/L MH SUB I LLC MICRO HOLDING CORP REGD 0.00000000 | 771,757 | 1,072,052 | 300,294 | 0.05% | $306.34K |
| T/L LORE FINCO LUXEMBOURG 0.00000000 | 643,388 | 1,025,817 | 382,429 | 0.05% | $381.33K |
| CYH 10.875 01/15/32 144A | 690,000 | 965,000 | 275,000 | 0.05% | $289.97K |
| TRUIST INSURANCE TERM B 1LN 05/06/2031 | 907,789 | 1,017,789 | 110,000 | 0.05% | $108.60K |
| T/L ASCEND LEARNING LLC REGD 0.00000000 | 876,301 | 996,301 | 120,000 | 0.05% | $119.09K |
| Hightower Holdings LLC | 665,000 | 930,000 | 265,000 | 0.05% | $281.37K |
| GOVERNMENT NATIONAL MORTGAGE A GNR 2022 H16 FB | 936,647 | 938,899 | 2,252 | 0.05% | $4.54K |
| GOODNIGHT WATER SOLUTIONS LLC 2024 TERM LOAN B | 451,468 | 943,951 | 492,483 | 0.05% | $478.32K |
| Bleriot US Bidco Inc., Term Loan B | 426,701 | 914,392 | 487,691 | 0.05% | $486.64K |
| T/L RENAISSANCE HOLDING CORP 0.00000000 | 456,524 | 1,056,524 | 600,000 | 0.05% | $498.84K |
| T/L COMMSCOPE INC 0.00000000 | 530,000 | 895,000 | 365,000 | 0.05% | $369.27K |
| HIRERIGHT HOLDINGS CORP | 664,967 | 927,630 | 262,663 | 0.05% | $221.70K |
| T/L 1261229 B.C. LTD 0.00000000 | 250,000 | 798,000 | 548,000 | 0.04% | $544.69K |
| T/L OSTTRA GROUP LTD. 0% 0.00000000 | 355,000 | 775,000 | 420,000 | 0.04% | $422.81K |
| T/L CENTRAL PARENT LLC REGD ZCP TERM LOAN 0.00000000 | 324,271 | 896,918 | 572,647 | 0.04% | $503.85K |
| T/L USI INC REGD 0.00000000 | 315,470 | 773,517 | 458,047 | 0.04% | $457.66K |
| T/L GRAY TELEVISION INC. REGD 0.00000000 | 337,229 | 772,022 | 434,792 | 0.04% | $445.73K |
| NAVCOR 8.5 03/15/30 144A | 520,000 | 725,000 | 205,000 | 0.04% | $210.63K |
| T/L ENGINEERED MACHINERY HOLDINGS INC. REGD 0.00000000 | 588,785 | 758,785 | 170,000 | 0.04% | $169.01K |
| T/L CONNECTWISE LLC REGD 0.00000000 | 317,276 | 747,276 | 430,000 | 0.04% | $429.48K |
| PIKE TERM B 1LN 01/21/2028 | 524,231 | 732,314 | 208,083 | 0.04% | $208.95K |
| U.S. RENAL CARE, INC. 6/28/2028 | 463,348 | 771,376 | 308,027 | 0.04% | $297.09K |
| T/L ASURION LLC REGD 0.00000000 | 523,122 | 733,122 | 210,000 | 0.04% | $220.24K |
| T/L KAMAN CORPORATION REGD 0.00000000 | 434,052 | 710,259 | 276,207 | 0.04% | $274.16K |
| T/L LUMEN TECHNOLOGIES INC REGD 0.00000000 | 468,598 | 644,727 | 176,129 | 0.03% | $174.69K |
| T/L AAL DELAWARE HOLDCO INC REGD 0.00000000 | 283,090 | 651,449 | 368,359 | 0.03% | $369.02K |
| T/L REALPAGE INC REGD 0.00000000 | 314,212 | 632,623 | 318,410 | 0.03% | $319.99K |
| T/L 1440 FOODS TOPCO LLC REGD 0.00000000 | 234,291 | 642,343 | 408,051 | 0.03% | $400.63K |
| NLSN 9.29% Secured Nts due 2029 144A | 450,000 | 630,000 | 180,000 | 0.03% | $182.29K |
| TLN 8.625 06/01/30 144A | 415,000 | 580,000 | 165,000 | 0.03% | $171.17K |
| T/L MIWD HOLDCO II LLC REGD ZCP TERM LOAN 0.00000000 | 437,042 | 612,042 | 175,000 | 0.03% | $176.27K |
| WATLOW TLB | 284,581 | 612,832 | 328,251 | 0.03% | $327.54K |
| T/L CITADEL SECURITIES LP 0.00000000 | 194,100 | 607,569 | 413,470 | 0.03% | $413.76K |
| Orion US Finco (OSTTRA), Term Loan B | 230,000 | 600,000 | 370,000 | 0.03% | $371.61K |
| T/L BOXER PARENT COMPANY INC REGD 0.00000000 | 209,475 | 602,960 | 393,485 | 0.03% | $393.62K |
| T/L DECHRA PHARMACEUTICALS HOLDINGS LIMITED 0.00000000 | 425,000 | 587,461 | 162,461 | 0.03% | $162.55K |
| Cloud Software Group, Inc. | 380,000 | 530,000 | 150,000 | 0.03% | $158.15K |
| T/L MADISON IAQ LLC REGD 0.00000000 | 395,000 | 549,012 | 154,012 | 0.03% | $155.46K |
| Orbit Private Holdings I Ltd., First Lien 2024 Refinancing Term Loan | 374,058 | 522,738 | 148,680 | 0.03% | $146.66K |
| MRP Buyer LLC Term Loan | 372,581 | 518,952 | 146,371 | 0.03% | $142.95K |
| T/L LUMEN TECHNOLOGIES INC REGD ZCP TERM LOAN 0.00000000 | 378,519 | 507,557 | 129,038 | 0.03% | $130.36K |
| SPCHEM TL B 1L USD | 348,001 | 486,775 | 138,774 | 0.03% | $137.12K |
| LVLT 4.875 06/15/29 144A | 295,000 | 485,000 | 190,000 | 0.02% | $182.93K |
| T/L NORTHRIVER MIDSTREAM FINANCE LP REGD 0.00000000 | 322,681 | 451,830 | 129,149 | 0.02% | $127.87K |
| T/L ALTAR BIDCO INC REGD 0.00000000 | 319,177 | 443,033 | 123,855 | 0.02% | $124.96K |
| TransDigm Term Loan L (Incremental) 250 2032-01-01 | 317,849 | 441,734 | 123,885 | 0.02% | $123.15K |
| T/L TOWNSQUARE MEDIA LLC REGD 0.00000000 | 362,719 | 504,486 | 141,767 | 0.02% | $117.97K |
| T/L ECI MACOLA/MAX HOLDING LLC 0.00000000 | 317,141 | 441,028 | 123,886 | 0.02% | $122.13K |
| T/L WATERBRIDGE MIDSTREAM OPERATING LLC REGD TERM LOAN 0.00000000 | 272,938 | 436,834 | 163,897 | 0.02% | $165.21K |
| RCAP 10 08/15/30 144A | 250,000 | 350,000 | 100,000 | 0.02% | $106.56K |
| RYAN SPECIALTY TERM B 1LN 09/15/2031 | 238,800 | 332,961 | 94,161 | 0.02% | $94.46K |
| Venture Global LNG, Inc. | 195,000 | 270,000 | 75,000 | 0.02% | $85.02K |
| Compass Power Generation Term Loan B 325 2029-04-01 | 197,519 | 268,035 | 70,516 | 0.01% | $71.23K |
| T/L DELTA AIR LINES INC REGD 0.00000000 | 210,985 | 264,886 | 53,902 | 0.01% | $52.91K |
| ARSENAL AIC PARENT LLC UNSECURED 144A 10/31 11.5 | 165,000 | 230,000 | 65,000 | 0.01% | $70.45K |
| Shift4 Payments, LLC, Term Loan B | 180,000 | 250,000 | 70,000 | 0.01% | $70.36K |
| Madison Safety & Flow LLC | 213,089 | 248,280 | 35,191 | 0.01% | $35.08K |
| TransDigm, Inc. | 170,000 | 240,000 | 70,000 | 0.01% | $70.97K |
| Innio North America Holding, Inc., Facility 1st Lien Term Loan B | 168,905 | 233,313 | 64,408 | 0.01% | $63.91K |
| NGL Energy Operating LLC / NGL Energy Finance Corp | 155,000 | 215,000 | 60,000 | 0.01% | $63.88K |
| T/L DAVE & BUSTER'S INC. 0.00000000 | 143,114 | 198,114 | 55,000 | 0.01% | $46.25K |
| Vistra Corp. | 130,000 | 180,000 | 50,000 | 0.01% | $50.96K |
| ULTI 6.875 02/01/31 144A | 115,000 | 160,000 | 45,000 | 0.01% | $45.77K |
| QXO Building Products, Inc., First Lien, CME Term Loan, B | 111,444 | 156,444 | 45,000 | 0.01% | $45.52K |
| T/L REALPAGE INC REGD 0.00000000 | 88,817 | 123,495 | 34,678 | 0.01% | $35.02K |
| MRP Buyer LLC, First Lien, Delayed Draw Term Loan | 47,419 | 66,048 | 18,629 | 0.00% | $18.19K |
| T/L KAMAN CORPORATION 0.00000000 | 40,948 | 54,605 | 13,656 | 0.00% | $13.51K |
| CASH COLLATERAL V/R 12/31/49 3.78000000 | -2,783,000 | -824,000 | 1,959,000 | -0.04% | $1.96M |
| FUTURE CONTRACT ON SOYBEAN MEAL FUTR DEC25 0.00000000 | -242 | -190 | 52 | -0.28% | $1.81M |
| FUTURE CONTRACT ON CORN FUTURE DEC25 0.00000000 | -335 | -266 | 69 | -0.29% | $1.60M |
| Security | Shares Jun 2025 | Shares Sep 2025 | Δ shares | End % | Δ value |
|---|---|---|---|---|---|
| FUTURE CONTRACT ON 3 MONTH SOFR FUT DEC26 0.00000000 | 503 | 131 | -372 | 1.69% | -$90.20M |
| FANNIE MAE FNR 2024 100 FB | 26,191,914 | 25,306,993 | -884,921 | 1.36% | -$816.16K |
| Fannie Mae REMICS | 17,692,833 | 16,620,550 | -1,072,283 | 0.89% | -$1.10M |
| FNR 2024-67 FA 9/54 | 12,718,762 | 12,267,716 | -451,047 | 0.65% | -$378.71K |
| FREDDIE MAC FHR 5471 FH | 12,695,653 | 11,898,058 | -797,595 | 0.64% | -$758.66K |
| FREDDIE MAC FHR 5479 FA | 12,375,020 | 11,559,829 | -815,191 | 0.62% | -$763.05K |
| FANNIE MAE REMICS | 87,382,009 | 85,945,179 | -1,436,830 | 0.60% | -$204.92K |
| FREDDIE MAC REMICS SER 5526 CL DI 4.50000000 | 42,474,492 | 41,258,621 | -1,215,871 | 0.51% | $2.39K |
| FANNIE MAE REMICS SER 2025-35 CL FB V/R 4.87419000 | 9,655,216 | 9,314,437 | -340,779 | 0.50% | -$280.58K |
| Freddie Mac REMICS | 68,251,221 | 67,069,025 | -1,182,195 | 0.49% | -$150.11K |
| ELLINGTON FINANCIAL MORTGAGE T EFMT 2024 CES1 A1 144A | 5,881,690 | 5,569,568 | -312,121 | 0.30% | -$300.66K |
| FREDDIE MAC POOL UMBS P#SD7195 6.00000000 | 5,745,498 | 5,456,951 | -288,547 | 0.30% | -$267.89K |
| PRET LLC, Series 2025-NPL5, Class A1 | 5,555,846 | 5,444,387 | -111,460 | 0.29% | -$90.83K |
| VCAT ASSET SECURITIZATION, LLC VCAT 2025 NPL2 A1 144A | 5,716,577 | 5,321,607 | -394,970 | 0.28% | -$396.30K |
| OBX Trust, Series 2025-NQM4, Class A1 | 4,392,249 | 4,050,275 | -341,974 | 0.22% | -$315.37K |
| FANNIE MAE POOL UMBS P#DC9215 5.00000000 | 5,301,269 | 3,784,441 | -1,516,828 | 0.20% | -$1.44M |
| MORGAN STANLEY RESIDENTIAL MTG LN TR 2024-RPL1 A1 4% 06/25/2064 | 3,921,035 | 3,817,465 | -103,570 | 0.20% | -$63.74K |
| GS Mortgage-Backed Securities Trust, Series 2025-RPL3, Class A1 | 3,800,000 | 3,728,270 | -71,730 | 0.19% | -$28.30K |
| Ellington Financial Mortgage Trust | 3,731,409 | 3,562,843 | -168,566 | 0.19% | -$156.67K |
| PRPM LLC, Series 2025-4, Class A1 | 3,700,000 | 3,591,430 | -108,570 | 0.19% | -$125.71K |
| PRET Trust, Series 2025-RPL3, Class A1 | 3,700,000 | 3,589,242 | -110,758 | 0.19% | -$75.50K |
| GoodLeap Home Improvement Solutions Trust, Series 2025-2A, Class A | 3,700,000 | 3,282,050 | -417,950 | 0.18% | -$431.27K |
| OCEANVIEW MTGE. TST. FRN | 3,800,000 | 3,313,800 | -486,200 | 0.18% | -$486.21K |
| GE-WMC Mortgage Securities Trust 2006-1 | 7,783,217 | 7,729,045 | -54,172 | 0.17% | -$7.84K |
| PRPM LLC, Series 2025-RPL2, Class A1 | 3,337,209 | 3,247,534 | -89,675 | 0.17% | -$61.56K |
| Ellington Financial Mortgage Trust, Series 2025-CES2, Class A1A | 3,194,047 | 3,051,622 | -142,425 | 0.16% | -$134.24K |
| CIM TRUST CIM 2025 R1 A1 144A | 3,129,749 | 3,038,802 | -90,947 | 0.16% | -$71.01K |
| WOODWARD CAPITAL MANAGEMENT RCKT 2025 CES3 A1A 144A | 3,166,409 | 2,977,040 | -189,369 | 0.16% | -$172.38K |
| PK ALIFT LOAN FUNDING PKAIR 2025 1 A 144A | 3,000,000 | 2,899,661 | -100,339 | 0.16% | -$90.42K |
| PRPM 2024-RPL3 LLC | 3,083,175 | 2,984,421 | -98,754 | 0.16% | -$72.57K |
| WOODWARD CAPITAL MANAGEMENT RCKT 2025 CES1 A1A 144A | 2,982,313 | 2,769,331 | -212,983 | 0.15% | -$197.52K |
| FREDDIE MAC FHR 5196 DI | 17,299,186 | 16,876,932 | -422,253 | 0.15% | -$245.46K |
| PRET LLC, Series 2024-NPL8, Class A1 | 2,938,381 | 2,692,608 | -245,774 | 0.14% | -$243.90K |
| FREDDIE MAC FHR 5152 IC | 15,561,561 | 15,271,216 | -290,346 | 0.14% | -$7.35K |
| PRPM LLC, Series 2024-7, Class A1 | 2,740,189 | 2,674,330 | -65,859 | 0.14% | -$63.94K |
| VCAT LLC, Series 2025-NPL1, Class A1 | 2,710,404 | 2,573,543 | -136,861 | 0.14% | -$135.99K |
| Sequoia Mortgage Trust, Series 2024-HYB1, Class A1A | 2,738,289 | 2,529,722 | -208,567 | 0.14% | -$218.11K |
| GOVERNMENT NATIONAL MORTGAGE A GNR 2025 105 WF | 3,000,000 | 2,454,244 | -545,756 | 0.13% | -$536.54K |
| Charter NEX US, Inc., Term Loan B1 | 3,140,574 | 2,396,086 | -744,489 | 0.13% | -$747.78K |
| FANNIE MAE FNR 2022 78 FC | 2,443,753 | 2,349,669 | -94,083 | 0.12% | -$81.57K |
| VCAT LLC, Series 2025-NPL3, Class A1 | 2,541,310 | 2,217,704 | -323,606 | 0.12% | -$322.43K |
| FNMA POOL CB9810 FN 01/55 FIXED 6 | 2,107,821 | 2,066,288 | -41,533 | 0.11% | -$24.03K |
| AMERICAN HERITAGE AUTO RECEIVABLES TRUST 2024-1 AHART 2024-1A A2 | 2,577,863 | 1,994,531 | -583,332 | 0.11% | -$580.61K |
| CFMT 2024-RM5 A 144A FRN 10-25-54 | 1,939,448 | 1,875,956 | -63,492 | 0.10% | -$53.53K |
| FANNIE MAE POOL UMBS P#BX0410 5.00000000 | 1,831,125 | 1,784,226 | -46,899 | 0.09% | -$17.54K |
| PRPM, LLC 2024-6 | 1,762,492 | 1,711,464 | -51,027 | 0.09% | -$54.02K |
| CSMC 2021-RPL2TRUST 2% 01/25/2060 144A | 1,964,940 | 1,922,203 | -42,737 | 0.09% | -$23.60K |
| FREDDIE MAC POOL UMBS P#QG7319 5.00000000 | 1,714,736 | 1,708,730 | -6,006 | 0.09% | $16.73K |
| MFRA TRUST MFRA 2022 RPL1 A1 144A | 1,852,934 | 1,777,068 | -75,866 | 0.09% | -$69.51K |
| T/L PROJECT ALPHA INTERMEDIATE HOLDINGS INC 0.00000000 | 1,765,000 | 1,685,000 | -80,000 | 0.09% | -$79.40K |
| CITIGROUP MORTGAGE LOAN TRUST CMLTI 2006 FX1 A3 | 2,889,521 | 2,823,056 | -66,465 | 0.09% | -$41.56K |
| PRET, LLC 2025-NPL6 | 1,600,000 | 1,537,226 | -62,774 | 0.08% | -$55.21K |
| FANNIE MAE REMICS SER 2020-89 CL IG 3.00000000 | 8,936,457 | 8,798,270 | -138,187 | 0.08% | -$98.41K |
| FANNIE MAE POOL UMBS P#BZ2944 5.20500000 | 1,433,048 | 1,429,775 | -3,273 | 0.08% | $2.39K |
| RESIDENTIAL ACCREDIT LOANS, IN RALI 2007 QS1 1A5 | 2,034,937 | 2,005,810 | -29,127 | 0.08% | -$19.24K |
| Freddie Mac REMICS Floating Rate, Due 11/25/2052 | 1,511,029 | 1,469,497 | -41,532 | 0.08% | -$39.05K |
| MSAC 2005-WMC4 M6 | 1,634,415 | 1,562,533 | -71,882 | 0.08% | -$59.70K |
| T/L ATHENAHEALTH INC REGD 0.00000000 | 1,453,518 | 1,449,875 | -3,643 | 0.08% | -$5.00K |
| T/L KASEYA INC 0% 0.00000000 | 1,616,368 | 1,446,368 | -170,000 | 0.08% | -$171.11K |
| FANNIE MAE REMICS SER 2014-2 CL PO ZCP 0.00000000 | 1,853,264 | 1,823,945 | -29,319 | 0.08% | -$9.82K |
| FREDDIE MAC FHR 5040 CI | 6,833,378 | 6,655,522 | -177,856 | 0.08% | -$38.71K |
| FREDDIE MAC REMICS SER 5426 CL BI V/R 1.41297900 | 36,529,012 | 34,675,799 | -1,853,213 | 0.07% | -$41.91K |
| FREDDIEMAC STRIP FHS 362 C4 | 8,355,202 | 8,151,999 | -203,203 | 0.07% | -$36.73K |
| FNMA POOL FS8777 FN 11/53 FIXED VAR | 1,288,289 | 1,237,423 | -50,866 | 0.07% | -$42.81K |
| Fannie Mae REMICS | 1,295,302 | 1,257,001 | -38,301 | 0.07% | -$14.76K |
| PAGAYA AI DEBT SELECTION TRUST PAID 2024 10 C 144A | 1,599,864 | 1,215,916 | -383,948 | 0.07% | -$377.82K |
| T/L ACRISURE LLC REGD 0.00000000 | 1,216,950 | 1,210,850 | -6,100 | 0.06% | -$5.16K |
| Flagship Credit Auto Trust, Series 2024-3, Class A | 1,467,918 | 1,179,887 | -288,030 | 0.06% | -$287.07K |
| Fannie Mae Interest Strip | 5,388,377 | 5,249,533 | -138,844 | 0.06% | -$70.81K |
| FREDDIE MAC FHR 5018 IO | 6,838,538 | 6,632,270 | -206,268 | 0.06% | -$39.84K |
| PAGAYA AI DEBT SELECTION TRUST PAID 2024 10 B 144A | 1,281,269 | 1,109,404 | -171,864 | 0.06% | -$169.68K |
| Arsenal AIC Parent LLC, Term Loan B | 1,101,434 | 1,098,666 | -2,767 | 0.06% | -$2.00K |
| FREDDIE MAC STRIPS SER 358 CL PO ZCP 0.00000000 | 1,446,580 | 1,403,065 | -43,514 | 0.06% | -$22.01K |
| FREDDIE MAC MULTIFAMILY STRUCTURED PASS THROUGH CERTIFI SER Q034 CL APT2 V/R 2.90299700 | 1,100,000 | 1,088,393 | -11,607 | 0.06% | -$25.92K |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION SER 2021-H05 CL AF V/R 5.88881000 | 990,024 | 988,962 | -1,061 | 0.05% | $2.47K |
| CSMC Trust | 1,120,922 | 1,088,988 | -31,934 | 0.05% | -$21.80K |
| PAGAYA AI DEBT SELECTION TRUST PAID 2024 11 A 144A | 1,226,035 | 956,042 | -269,993 | 0.05% | -$266.90K |
| PRET Trust, Series 2025-RPL1, Class A1 | 954,251 | 938,599 | -15,652 | 0.05% | -$11.92K |
| FREDDIE MAC REMICS SER 5038 CL MI 4.00000000 | 4,414,802 | 4,318,524 | -96,278 | 0.05% | -$20.50K |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION SER 2022-H11 CL FE V/R 5.16881000 | 890,127 | 887,454 | -2,673 | 0.05% | -$621 |
| CZR TL B1 1L USD | 874,069 | 871,856 | -2,213 | 0.05% | -$3.48K |
| WorldPay Term Loan B 200 2031-01-01 | 851,940 | 849,805 | -2,135 | 0.05% | -$3.55K |
| FREDDIE MAC REMICS SER 5069 CL MI 2.50000000 | 5,613,015 | 5,509,525 | -103,490 | 0.04% | -$16.85K |
| T/L FRONTIER COMMUNICATIONS 0.00000000 | 822,938 | 818,823 | -4,115 | 0.04% | -$4.45K |
| T/L ASURION LLC REGD 0.00000000 | 1,024,520 | 764,945 | -259,575 | 0.04% | -$245.50K |
| Carvana Auto Receivables Trust, Series 2024-P4, Class A2 | 1,168,998 | 733,543 | -435,454 | 0.04% | -$434.66K |
| SPECTACLE GARY HOLDINGS LLC 2021 TERM LOAN B | 754,210 | 741,206 | -13,004 | 0.04% | -$13.26K |
| Freddie Mac REMICS | 762,358 | 747,402 | -14,956 | 0.04% | -$1.48K |
| T/L MH SUB I LLC REGD 0.00000000 | 717,010 | 715,208 | -1,802 | 0.03% | $35.69K |
| CSC Holdings, LLC, Term Loan B6 | 636,743 | 635,114 | -1,628 | 0.03% | $3.43K |
| T/L CELSIUS HOLDINGS INC REGD 0.00000000 | 620,000 | 618,450 | -1,550 | 0.03% | -$3.91K |
| MERRILL LYNCH ALTERNATIVE NOTE MANA 2007 OAR5 1A1 | 2,508,367 | 2,439,418 | -68,949 | 0.03% | -$76.01K |
| PAGAYA AI DEBT SELECTION TRUST PAID 2024 10 A 144A | 688,452 | 585,094 | -103,358 | 0.03% | -$102.55K |
| T/L CAESARS ENTERTAINMENT INC REGD 0.00000000 | 557,748 | 556,042 | -1,706 | 0.03% | -$2.48K |
| 1261229 BC Ltd | 665,000 | 515,000 | -150,000 | 0.03% | -$143.08K |
| T/L ONTARIO GAMING GTA LIMITED PARTNERSHIP REGD TERM LOAN 0.00000000 | 728,217 | 538,217 | -190,000 | 0.03% | -$195.91K |
| FREDDIEMAC STRIP FHS 408 C64 | 2,384,340 | 2,327,172 | -57,168 | 0.03% | -$90.53K |
| GREYWOLF CLO LTD GWOLF 2020 3RA A1R2 144A | 500,000 | 487,609 | -12,391 | 0.03% | -$12.30K |
| CARVANA AUTO RECEIVABLES TRUST CRVNA 2021 N2 E 144A | 577,359 | 491,854 | -85,505 | 0.03% | -$81.61K |
| ONSLOW BAY FINANCIAL LLC OBX 2022 NQM7 A1 144A | 484,483 | 467,142 | -17,341 | 0.02% | -$15.31K |
| T/L MERMAID BIDCO INC (DATASITE) REGD 0.00000000 | 456,550 | 455,400 | -1,150 | 0.02% | -$2.19K |
| T/L TERRAFORM POWER OPERATING LLC REGD 0.00000000 | 545,501 | 454,357 | -91,144 | 0.02% | -$91.60K |
| PAGAYA AI DEBT SELECTION TRUST PAID 2024 11 C 144A | 499,943 | 447,600 | -52,342 | 0.02% | -$51.31K |
| Triton Water Holdings, Inc., Term Loan B | 642,877 | 450,132 | -192,745 | 0.02% | -$195.01K |
| T/L ANTICIMEX INTERNATIONAL AB REGD 0.00000000 | 445,385 | 444,231 | -1,154 | 0.02% | -$1.43K |
| Fannie Mae REMICS | 2,630,204 | 2,559,019 | -71,185 | 0.02% | -$40.00K |
| Government National Mortgage Association | 442,058 | 427,966 | -14,092 | 0.02% | -$15.31K |
| T/L BLACKSTONE MORTGAGE TRUST 0.00000000 | 430,000 | 428,925 | -1,075 | 0.02% | $263 |
| T/L DYE & DURHAM CORPORATION 0% 0.00000000 | 1,062,501 | 421,389 | -641,112 | 0.02% | -$650.92K |
| Infoblox 1/25 TLB | 873,256 | 421,715 | -451,541 | 0.02% | -$450.00K |
| FANNIEMAE STRIP FNS 438 C28 | 1,996,280 | 1,941,831 | -54,449 | 0.02% | -$73.02K |
| Uniform Mortgage-Backed Securities | 413,620 | 384,331 | -29,289 | 0.02% | -$30.32K |
| T/L PMHC II INC REGD 0.00000000 | 489,988 | 487,475 | -2,513 | 0.02% | -$34.11K |
| FREDDIE MAC REMICS SER 5229 CL KI 4.50000000 | 2,443,507 | 2,348,185 | -95,321 | 0.02% | -$21.56K |
| PAGAYA AI DEBT SELECTION TRUST PAID 2024 11 B 144A | 499,943 | 370,266 | -129,676 | 0.02% | -$128.50K |
| FANNIE MAE POOL UMBS P#BZ2383 5.08000000 | 355,300 | 354,634 | -666 | 0.02% | $259 |
| T/L PROAMPAC PG BORROWER LLC 9/15/2028 0.00000000 | 362,699 | 361,781 | -918 | 0.02% | -$920 |
| T/L PROJECT ALPHA INTERMEDIATE HOLDING INC REGD 0.00000000 | 675,089 | 353,393 | -321,696 | 0.02% | -$323.80K |
| QualityTech LP Term Loan B | 350,000 | 349,125 | -875 | 0.02% | -$1.31K |
| T/L SABRE INC REGD 0.00000000 | 646,526 | 368,607 | -277,918 | 0.02% | -$297.13K |
| NEW RESIDENTIAL MORTGAGE LOAN TRUST 2021 INV2 | 368,292 | 362,285 | -6,006 | 0.02% | -$5.52K |
| PRETIUM MORTGAGE CREDIT PARTNE PRET 2022 RN1 A1 144A | 334,706 | 328,377 | -6,328 | 0.02% | -$6.30K |
| T/L GEN II FUND SERVICES LLC REGD 0.00000000 | 324,188 | 323,375 | -812 | 0.02% | -$948 |
| T/L IRIDIUM COMMUNICATIONS INC REGD 0.00000000 | 430,508 | 330,508 | -100,000 | 0.02% | -$118.23K |
| CARVANA AUTO RECEIVABLES TRUST CRVNA 2021 N1 F 144A | 364,221 | 305,040 | -59,181 | 0.02% | -$58.40K |
| T/L CSC HOLDINGS LLC REGD 0.00000000 | 298,425 | 297,638 | -787 | 0.02% | -$2.69K |
| IVC Evidensia (Indep Vetcare Group), Term Loan B | 283,077 | 282,361 | -717 | 0.02% | -$926 |
| T/L LIGHT AND WONDER INTERNATIONAL INC REGD 0.00000000 | 277,900 | 277,200 | -700 | 0.01% | -$386 |
| T/L PELOTON INTERACTIVE INC REGD 0.00000000 | 269,322 | 267,965 | -1,357 | 0.01% | -$1.84K |
| FANNIE MAE REMICS | 1,721,200 | 1,680,497 | -40,703 | 0.01% | -$7.04K |
| FANNIE MAE POOL UMBS P#BZ3314 5.55000000 | 249,644 | 249,279 | -364 | 0.01% | -$45 |
| T/L DELIVERY HERO SE REGD 0.00000000 | 249,369 | 248,737 | -631 | 0.01% | $140 |
| SABRE GLBL INC TERM LN | 450,000 | 256,561 | -193,439 | 0.01% | -$204.41K |
| RENAISSANCE HOME EQUITY LOAN T RAMC 2005 1 AF5 | 232,185 | 227,685 | -4,499 | 0.01% | -$3.67K |
| FINANCE OF AMERICA HECM BUYOUT FAHB 2024 HB1 A1A 144A | 234,009 | 214,330 | -19,679 | 0.01% | -$18.77K |
| FNMA POOL FS9994 FN 11/54 FIXED VAR | 209,834 | 193,428 | -16,406 | 0.01% | -$16.20K |
| GOVERNMENT NAT MTG ASSN HECM KF TSFR12M+96.513 11/20/2066 | 233,723 | 196,016 | -37,707 | 0.01% | -$38.05K |
| Fannie Mae Interest Strip | 1,492,266 | 1,458,540 | -33,726 | 0.01% | -$5.48K |
| FANNIEMAE STRIP FNS 439 C25 | 894,138 | 872,293 | -21,845 | 0.01% | -$20.59K |
| PK ALIFT LOAN FUNDING PKAIR 2024 2 A 144A | 189,978 | 180,368 | -9,610 | 0.01% | -$8.74K |
| MORGAN STANLEY RESIDENTIAL MTG LN TR 2024-NQM3 A1 VAR 07/25/2069 144A | 190,455 | 178,502 | -11,953 | 0.01% | -$11.05K |
| T/L RFS OPCO LLC 0.00000000 | 309,225 | 179,100 | -130,125 | 0.01% | -$129.15K |
| Fannie Mae Interest Strip | 3,236,634 | 3,112,503 | -124,130 | 0.01% | -$8.75K |
| GNMA, Series 2017-H16, Class F | 171,124 | 145,882 | -25,243 | 0.01% | -$25.62K |
| FNMA POOL FS8572 FN 07/54 FIXED VAR | 134,579 | 126,858 | -7,721 | 0.01% | -$7.60K |
| T/L PLAYTIKA HOLDING CORP REGD 0.00000000 | 129,093 | 128,756 | -337 | 0.01% | -$90 |
| FANNIE MAE FNR 2024 6 IO | 688,041 | 669,334 | -18,707 | 0.01% | -$3.71K |
| Freddie Mac REMICS | 681,650 | 673,678 | -7,973 | 0.01% | -$3.07K |
| PRPM 2024-NQM3 SER 2024-NQM3 CL A1 V/R REGD 144A P/P 5.22800000 | 104,989 | 102,933 | -2,055 | 0.01% | -$1.60K |
| Freddie Mac REMICS | 594,704 | 586,289 | -8,415 | 0.01% | -$1.70K |
| FREDDIE MAC POOL UMBS P#QX4041 6.00000000 | 96,286 | 95,073 | -1,213 | 0.01% | -$530 |
| FNMA REMICS, Series 2021-3, Class NI | 645,789 | 633,071 | -12,718 | 0.01% | $552 |
| WOODWARD CAPITAL MANAGEMENT RCKT 2024 CES7 A1A 144A | 101,921 | 92,117 | -9,805 | 0.00% | -$9.27K |
| FREDDIEMAC STRIP FHS 397 C52 | 435,264 | 424,194 | -11,071 | 0.00% | -$9.95K |
| FANNIE MAE INTEREST STRIP SER 428 CL C14 2.50000000 | 781,548 | 758,805 | -22,744 | 0.00% | -$2.85K |
| FHLMC REMICS, Series 5008, Class DI | 612,770 | 592,857 | -19,913 | 0.00% | $3.42K |
| T/L ANTICIMEX GLOBAL AB 0.00000000 | 84,485 | 84,272 | -213 | 0.00% | -$319 |
| CARVANA AUTO RECEIVABLES TRUST CRVNA 2024 N3 A2 144A | 134,502 | 82,259 | -52,243 | 0.00% | -$52.23K |
| FREDDIE MAC REMICS SER 4136 CL QS V/R 1.76344000 | 838,041 | 807,371 | -30,670 | 0.00% | $2.28K |
| Freddie Mac REMICS | 587,563 | 577,850 | -9,713 | 0.00% | -$1.88K |
| GM Financial Automobile Leasing Trust, Series 2024-3, Class A2A | 95,759 | 67,396 | -28,363 | 0.00% | -$28.23K |
| FREDDIE MAC POOL UMBS P#QX5294 6.00000000 | 60,432 | 59,249 | -1,183 | 0.00% | -$772 |
| FREDDIE MAC POOL UMBS P#QJ5582 6.00000000 | 57,047 | 54,119 | -2,928 | 0.00% | -$2.61K |
| FREDDIE MAC POOL UMBS P#QX2567 6.00000000 | 57,742 | 52,707 | -5,035 | 0.00% | -$4.74K |
| FREDDIE MAC POOL UMBS P#QJ7675 6.00000000 | 52,608 | 51,132 | -1,476 | 0.00% | -$1.13K |
| FNMA POOL DC5676 FN 11/54 FIXED 6 | 48,626 | 45,085 | -3,542 | 0.00% | -$3.30K |
| FNMA POOL DC0250 FN 08/54 FIXED 6.5 | 50,903 | 43,624 | -7,279 | 0.00% | -$7.36K |
| FNMA POOL DC0243 FN 08/54 FIXED 6.5 | 43,689 | 42,023 | -1,666 | 0.00% | -$1.55K |
| Freddie Mac REMICS | 215,620 | 212,520 | -3,099 | 0.00% | -$659 |
| FREDDIE MAC POOL UMBS P#QX0550 6.00000000 | 34,232 | 32,502 | -1,730 | 0.00% | -$1.56K |
| FREDDIE MAC POOL UMBS P#QJ0118 6.00000000 | 31,492 | 29,752 | -1,739 | 0.00% | -$1.55K |
| MORGAN STANLEY MORTGAGE LOAN T MSM 2007 6XS 2A6S | 81,170 | 80,550 | -620 | 0.00% | -$496 |
| Government National Mortgage Association | 29,389 | 28,745 | -643 | 0.00% | -$219 |
| FREDDIE MAC POOL UMBS P#QX4075 6.00000000 | 22,630 | 22,080 | -550 | 0.00% | -$410 |
| T/L DIRECTV FINANCING LLC REGD 0.00000000 | 63,982 | 22,446 | -41,537 | 0.00% | -$41.71K |
| FREDDIE MAC POOL UMBS P#QX1617 6.00000000 | 19,346 | 19,226 | -120 | 0.00% | -$15 |
| Freddie Mac REMICS | 74,776 | 70,484 | -4,292 | 0.00% | -$700 |
| Freddie Mac REMICS | 59,621 | 58,666 | -954 | 0.00% | $272 |
| T/L GRAY TELEVISION INC REGD 0.00000000 | 213,375 | 4,332 | -209,043 | 0.00% | -$208.70K |
| FUTURE CONTRACT ON CANOLA FUTR (WCE) NOV25 /CAD/ 0.00000000 | 68 | -5 | -73 | 0.00% | -$752.27K |
| FUTURE CONTRACT ON 3MO EURO EURIBOR DEC27 /EUR/ 0.00000000 | 304 | -1 | -305 | -0.02% | -$87.85M |
| FUTURE CONTRACT ON RAPESEED EURO NOV25 /EUR/ 0.00000000 | 13 | -12 | -25 | -0.02% | -$697.70K |
| FUTURE CONTRACT ON 3MO EURO EURIBOR JUN27 /EUR/ 0.00000000 | 336 | -3 | -339 | -0.05% | -$97.79M |
| FUTURE CONTRACT ON SOYBEAN OIL FUTR DEC25 0.00000000 | 112 | -39 | -151 | -0.06% | -$4.70M |
| FUTURE CONTRACT ON 3MO EURO EURIBOR SEP26 /EUR/ 0.00000000 | 86 | -5 | -91 | -0.08% | -$26.30M |
| FUTURE CONTRACT ON COTTON NO.2 FUTR DEC25 0.00000000 | -49 | -54 | -5 | -0.09% | -$106.60K |
| FUTURE CONTRACT ON SOYBEAN FUTURE NOV25 0.00000000 | -12 | -65 | -53 | -0.17% | -$2.64M |
| FUTURE CONTRACT ON MILL WHEAT EURO DEC25 /EUR/ 0.00000000 | -43 | -356 | -313 | -0.21% | -$3.37M |
| FUTURE CONTRACT ON ICE 3MTH SONIA FU SEP26 /GBP/ 0.00000000 | 268 | -16 | -284 | -0.28% | -$94.04M |
| FUTURE CONTRACT ON 3 MONTH SOFR FUT JUN26 0.00000000 | 75 | -31 | -106 | -0.40% | -$25.65M |
| FUTURE CONTRACT ON 3 MONTH SOFR FUT JUN27 0.00000000 | 184 | -87 | -271 | -1.12% | -$65.65M |
| FUTURE CONTRACT ON 3 MONTH SOFR FUT SEP26 0.00000000 | 122 | -96 | -218 | -1.24% | -$52.81M |
| FUTURE CONTRACT ON 3 MONTH SOFR FUT MAR26 0.00000000 | -331 | -425 | -94 | -5.46% | -$22.60M |
| Security | Shares Jun 2025 | Shares Sep 2025 | Δ shares | End % | Δ value |
|---|---|---|---|---|---|
| FUTURE CONTRACT ON 3 MONTH SOFR FUT DEC25 0.00000000 | 31 | 31 | 0 | 0.40% | -$1.16K |
| FANNIE MAE POOL UMBS P#BZ2935 5.03000000 | 5,616,000 | 5,616,000 | 0 | 0.31% | $15.19K |
| FNMA POOL BZ2582 FN 12/29 FIXED 4.3 | 5,011,000 | 5,011,000 | 0 | 0.27% | $10.71K |
| FANNIE MAE POOL UMBS P#BZ2933 5.03000000 | 4,849,000 | 4,849,000 | 0 | 0.27% | $13.11K |
| SMB PRIVATE EDUCATION LOAN TRUST 2018-A SER 2018-A CL B REGD 144A P/P 3.96000000 | 3,400,000 | 3,400,000 | 0 | 0.18% | $16.51K |
| ANCHORAGE CAPITAL CLO LTD ANCHC 2021 20A A1R 144A | 3,300,000 | 3,300,000 | 0 | 0.18% | $14.71K |
| ICG US CLO LTD ICG 2021 3A AR 144A | 3,300,000 | 3,300,000 | 0 | 0.18% | $1.56K |
| CQS US CLO Ltd., Series 2021-1A, Class AR | 3,200,000 | 3,200,000 | 0 | 0.17% | $13.62K |
| AMMC CLO 24 LTD SER 2021-24A CL AR V/R REGD 144A P/P 5.08444000 | 3,200,000 | 3,200,000 | 0 | 0.17% | $8.27K |
| Trinitas CLO XIX Ltd., Series 2022-19A, Class A1R | 3,200,000 | 3,200,000 | 0 | 0.17% | $5.07K |
| 522 Funding CLO Ltd., Series 2020-6A, Class A1R2 | 3,200,000 | 3,200,000 | 0 | 0.17% | $6.80K |
| MOUNTAIN VIEW CLO XIV LTD A1R TSFR3M+115.9 10/15/2034 144A | 3,200,000 | 3,200,000 | 0 | 0.17% | $10.71K |
| VENTURE CDO LTD VENTR 2021 44A A1NR 144A | 3,200,000 | 3,200,000 | 0 | 0.17% | $9.14K |
| CANYON CLO 2020-1 LTD SER 2020-1A CL AR2 V/R REGD 144A P/P 4.98454000 | 3,200,000 | 3,200,000 | 0 | 0.17% | $1.61K |
| Lyra Music Assets Delaware LP, Series 2024-2A, Class A2 | 3,095,557 | 3,095,557 | 0 | 0.17% | $34.58K |
| Ares XXVII CLO Ltd., Series 2013-2A, Class AR3 | 3,100,000 | 3,100,000 | 0 | 0.17% | $3.95K |
| CREDIT SUISSE MORTGAGE TRUST CSMC 2017 RPL1 A2 144A | 3,300,000 | 3,300,000 | 0 | 0.17% | $26.26K |
| Bain Capital Credit CLO Ltd., Series 2021-5A, Class A1R | 3,000,000 | 3,000,000 | 0 | 0.16% | $13.31K |
| OFSI FUND LTD OFSBS 2021 10A AR 144A | 3,000,000 | 3,000,000 | 0 | 0.16% | -$347 |
| T/L APPLIED SYSTEMS INC REGD 0.00000000 | 2,558,265 | 2,558,265 | 0 | 0.14% | -$4.58K |
| FANNIE MAE POOL UMBS P#BZ2942 5.20500000 | 2,291,000 | 2,291,000 | 0 | 0.13% | $8.83K |
| FANNIE MAE POOL UMBS P#BZ2925 5.24000000 | 1,913,000 | 1,913,000 | 0 | 0.11% | $7.45K |
| TPMT 2017-6 A2 144A FRN 10-25-57 | 2,000,000 | 2,000,000 | 0 | 0.10% | $10.43K |
| FANNIE MAE POOL UMBS P#BZ2934 5.03000000 | 1,766,000 | 1,766,000 | 0 | 0.10% | $4.92K |
| CRVNA 2024-P4 A4 | 1,600,000 | 1,600,000 | 0 | 0.09% | $6.35K |
| CRVNA 2024-P4 A3 | 1,600,000 | 1,600,000 | 0 | 0.09% | $1.47K |
| Bain Capital Credit CLO Ltd., Series 2021-3A, Class AR | 1,500,000 | 1,500,000 | 0 | 0.08% | $9.34K |
| T/L ONEDIGITAL BORROWER LLC REGD 0.00000000 | 1,330,000 | 1,330,000 | 0 | 0.07% | $11.64K |
| ARBOUR CLO VII DAC SER 7A CL BR V/R REGD 144A P/P /EUR/ 4.06400000 | 1,000,000 | 1,000,000 | 0 | 0.06% | -$3.26K |
| T/L ELLUCIAN HOLDINGS INC REGD 0.00000000 | 1,130,634 | 1,130,634 | 0 | 0.06% | $938 |
| FANNIE MAE POOL UMBS P#BZ2742 5.17000000 | 1,000,000 | 1,000,000 | 0 | 0.05% | $1.67K |
| Sagard-Halseypoint CLO 8 Ltd., Series 2024-8A, Class A1 | 1,000,000 | 1,000,000 | 0 | 0.05% | -$1.32K |
| ANCHORAGE CREDIT FUNDING LTD. ANCHF 2020 12A A1 144A | 1,000,000 | 1,000,000 | 0 | 0.05% | $12.86K |
| ANCHORAGE CR FDG 4 LTD / LLC AR 2.723% 04/27/2039 144A | 1,000,000 | 1,000,000 | 0 | 0.05% | $10.19K |
| FORD MOTOR CREDIT CO LLC SR UNSECURED 03/26 VAR | 905,000 | 905,000 | 0 | 0.05% | -$1.61K |
| CSC HOLDINGS LLC REGD 144A P/P 11.75000000 | 1,070,000 | 1,070,000 | 0 | 0.05% | -$118.33K |
| T/L MH SUB I LLC REGD 0.00000000 | 830,000 | 830,000 | 0 | 0.04% | -$8.95K |
| T/L ONEDIGITAL BORROWER LLC 0.00000000 | 550,827 | 550,827 | 0 | 0.03% | $870 |
| Formula One Term Loan B 200 2031-09-01 | 518,218 | 518,218 | 0 | 0.03% | -$290 |
| GREYWOLF CLO LTD GWOLF 2020 3RA A2R2 144A | 500,000 | 500,000 | 0 | 0.03% | -$282 |
| CSC HOLDINGS LLC REGD 144A P/P 11.25000000 | 515,000 | 515,000 | 0 | 0.03% | -$36.27K |
| NAVIENT CORP SR UNSECURED 07/30 9.375 | 400,000 | 400,000 | 0 | 0.02% | $842 |
| SABRE GLBL INC SR SECURED 144A 07/30 11.125 | 430,000 | 430,000 | 0 | 0.02% | -$32.38K |
| XAIXXX 12.5 06/30/30 | 315,000 | 315,000 | 0 | 0.02% | $12.24K |
| T/L BOXER PARENT COMPANY INC REGD 0.00000000 | 330,000 | 330,000 | 0 | 0.02% | $617 |
| ACRISURE LLC / FIN INC SR UNSECURED 144A 06/29 8.5 | 300,000 | 300,000 | 0 | 0.02% | $2.08K |
| HUB International Ltd. | 295,000 | 295,000 | 0 | 0.02% | -$603 |
| SABRE GLBL INC SR SECURED 144A 11/29 10.75 | 317,000 | 317,000 | 0 | 0.02% | -$19.31K |
| ACRISURE HOLDINGS INC SERIES A-2 PREFERRED STOCK /RESTRICTED/ 0.00000000 | 12,458 | 12,458 | 0 | 0.02% | $0 |
| PROVIDUS CLO II DAC SER 2A CL ARR V/R REGD 144A P/P /EUR/ 3.16900000 | 250,000 | 250,000 | 0 | 0.02% | -$127 |
| BBAM EUROPEAN CLO I DAC SER 1A CL AR V/R REGD 144A P/P /EUR/ 2.86500000 | 250,000 | 250,000 | 0 | 0.02% | $620 |
| LCM LTD PARTNERSHIP LCM 31A AR 144A | 250,000 | 250,000 | 0 | 0.01% | $329 |
| Alliant Holdings Intermediate, LLC/Alliant Holdings Co-Issuer, Inc. | 245,000 | 245,000 | 0 | 0.01% | $672 |
| CRVNA 2024-N3 C 144A 4.9% 12-10-30 | 240,000 | 240,000 | 0 | 0.01% | $182 |
| CRVNA 2024-N3 B 144A 4.67% 12-10-30 | 240,000 | 240,000 | 0 | 0.01% | $282 |
| CRVNA 2024-N3 A3 144A 4.53% 01-10-29 | 240,000 | 240,000 | 0 | 0.01% | $442 |
| AG TTMT ESCROW ISSUER SR SECURED 144A 09/27 8.625 | 200,000 | 200,000 | 0 | 0.01% | -$2.77K |
| T/L RFS OPCO LLC REGD 0.00000000 | 130,000 | 130,000 | 0 | 0.01% | $0 |
| ALLIANT HOLDINGS INTERMEDIATE SR SECURED 144A 04/28 6.75 | 105,000 | 105,000 | 0 | 0.01% | $184 |
| ORO FWD USD 10Y P 4.24500 L 02/20/35 BOA 0.00000000 | 1,700,000 | 1,700,000 | 0 | 0.01% | -$6.54K |
| ORO FWD USD 10Y P 4.26000 L 02/13/35 BOA 0.00000000 | 1,700,000 | 1,700,000 | 0 | 0.01% | -$6.59K |
| ORO FWD USD 10Y C 4.26000 L 02/13/35 BOA 0.00000000 | 1,700,000 | 1,700,000 | 0 | 0.00% | -$10.00K |
| ORO FWD USD 10Y C 4.24500 L 02/20/35 BOA 0.00000000 | 1,700,000 | 1,700,000 | 0 | 0.00% | -$10.00K |
| ORO FWD USD 10Y P 4.26500 L 05/01/35 BOA 0.00000000 | 1,100,000 | 1,100,000 | 0 | 0.00% | -$4.12K |
| ORO FWD USD 10Y C 4.47000 L 06/04/35 BOA 0.00000000 | 1,000,000 | 1,000,000 | 0 | 0.00% | -$5.91K |
| ORO FWD USD 10Y C 4.26500 L 05/01/35 BOA 0.00000000 | 1,100,000 | 1,100,000 | 0 | 0.00% | -$6.49K |
| ORO FWD USD 10Y P 4.47000 L 06/04/35 BOA 0.00000000 | 1,000,000 | 1,000,000 | 0 | 0.00% | -$3.85K |
| T/L DELTA 2 (LUX) SARL 0.00000000 | 16,782 | 16,782 | 0 | 0.00% | -$9 |
| ORO USD 7Y C 2.50000 L 05/29/26 FAR 0.00000000 | 6,200,000 | 6,200,000 | 0 | 0.00% | -$16.21K |
| ORO USD 7Y P 5.00000 L 04/06/26 BRC 0.00000000 | 5,100,000 | 5,100,000 | 0 | 0.00% | -$6.78K |
| ORO USD 7Y P 5.00000 L 04/03/26 FAR 0.00000000 | 3,900,000 | 3,900,000 | 0 | 0.00% | -$5.14K |
| ORO USD 7Y P 5.00000 L 03/31/26 FAR 0.00000000 | 2,900,000 | 2,900,000 | 0 | 0.00% | -$3.72K |
| ORO USD 7Y P 5.00000 L 03/20/26 BOA 0.00000000 | 3,200,000 | 3,200,000 | 0 | 0.00% | -$3.84K |
| ORO USD 7Y P 5.00000 L 03/30/26 FAR 0.00000000 | 2,400,000 | 2,400,000 | 0 | 0.00% | -$3.04K |
| ORO USD 10Y P 5.50000 L 01/30/26 BOA 0.00000000 | 3,000,000 | 3,000,000 | 0 | 0.00% | -$1.83K |
| ORO USD 7Y P 5.00000 L 09/30/25 FAR 0.00000000 | 52,000,000 | 52,000,000 | 0 | 0.00% | -$2.99K |
| ORO USD 7Y P 5.00000 L 10/08/25 BOA 0.00000000 | 29,700,000 | 29,700,000 | 0 | 0.00% | -$2.45K |
| ORO USD 7Y C 3.45250 L 09/30/25 FAR 0.00000000 | -3,800,000 | -3,800,000 | 0 | 0.00% | $38.64K |
| ORO USD 7Y C 3.33000 L 10/08/25 BOA 0.00000000 | -3,300,000 | -3,300,000 | 0 | 0.00% | $24.35K |
| FUTURE CONTRACT ON COCOA FUTURE - IC DEC25 /GBP/ 0.00000000 | -3 | -3 | 0 | -0.01% | $42.56K |
Machine-readable: JSON · Markdown. Programmatic access via the agent surface.