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 |
|---|---|---|---|---|---|
| US TREASURY N/B | 0 | 112,826,300 | 112,826,300 | 2.77% | $108.82M |
| U.S. Treasury Bills | 0 | 85,000,000 | 85,000,000 | 2.16% | $84.83M |
| ZAR/USD FWD 20260116 BOFAUS6N | 0 | 84,280,000 | 84,280,000 | 2.15% | $84.28M |
| U.S. Treasury Bills | 0 | 80,000,000 | 80,000,000 | 2.03% | $79.82M |
| FNCL 3.5 4/26 | 0 | 69,400,000 | 69,400,000 | 1.62% | $63.62M |
| U.S. Treasury Bills | 0 | 63,500,000 | 63,500,000 | 1.62% | $63.46M |
| U.S. Treasury Bills | 0 | 38,000,000 | 38,000,000 | 0.97% | $37.90M |
| US TREASURY N/B | 0 | 37,978,800 | 37,978,800 | 0.95% | $37.39M |
| Uniform Mortgage-Backed Security, TBA | 0 | 32,000,000 | 32,000,000 | 0.83% | $32.62M |
| US TREASURY N/B | 0 | 33,000,000 | 33,000,000 | 0.81% | $31.81M |
| FNCL 5 4/26 | 0 | 32,000,000 | 32,000,000 | 0.80% | $31.56M |
| FNCL 3 4/26 | 0 | 32,600,000 | 32,600,000 | 0.73% | $28.63M |
| FNCL 4.5 4/26 | 0 | 29,300,000 | 29,300,000 | 0.72% | $28.27M |
| TEVA PHARMACEUTICAL FINANCE NETHERLANDS II BV | 0 | 22,674,000 | 22,674,000 | 0.67% | $26.19M |
| US TREASURY N/B | 0 | 25,000,000 | 25,000,000 | 0.62% | $24.52M |
| Republic of Indonesia | 0 | 18,340,000 | 18,340,000 | 0.52% | $20.36M |
| US TREASURY N/B | 0 | 19,863,200 | 19,863,200 | 0.50% | $19.75M |
| ARCLIN US HOLDING | 0 | 20,130,000 | 20,130,000 | 0.49% | $19.38M |
| FNCI 5 4/21 | 0 | 19,000,000 | 19,000,000 | 0.49% | $19.14M |
| FNCL 2.5 4/26 | 0 | 21,400,000 | 21,400,000 | 0.46% | $17.99M |
| TURKIYE GOVERNMENT BOND BONDS 09/29 30 | 0 | 842,603,000 | 842,603,000 | 0.42% | $16.54M |
| Mexico Government International Bond | 0 | 14,650,000 | 14,650,000 | 0.42% | $16.48M |
| Federative Republic of Brazil | 0 | 15,870,000 | 15,870,000 | 0.40% | $15.54M |
| G2SF 2.5 4/24 | 0 | 17,000,000 | 17,000,000 | 0.37% | $14.62M |
| G2SF 5.5 4/25 | 0 | 14,000,000 | 14,000,000 | 0.36% | $14.09M |
| G2SF 5 4/26 | 0 | 14,000,000 | 14,000,000 | 0.35% | $13.86M |
| G2SF 6.5 4/25 | 0 | 13,000,000 | 13,000,000 | 0.34% | $13.51M |
| FNCL 4 4/26 | 0 | 14,000,000 | 14,000,000 | 0.34% | $13.21M |
| Credit Agricole SA | 0 | 12,710,000 | 12,710,000 | 0.32% | $12.43M |
| IVORY COAST GOVERNMENT INTERNATIONAL BOND 144A 4.875000% 01/30/2032 | 0 | 10,517,000 | 10,517,000 | 0.29% | $11.30M |
| PI0047 RE 2025 | 0 | 10,000,000 | 10,000,000 | 0.28% | $11.05M |
| G2SF 3 4/26 | 0 | 12,000,000 | 12,000,000 | 0.27% | $10.71M |
| JPMORGAN CHASE | 0 | 9,800,000 | 9,800,000 | 0.25% | $9.63M |
| FNCL 5.5 4/26 | 0 | 9,300,000 | 9,300,000 | 0.24% | $9.34M |
| TRANSPORTES AEREOS PORTUGUESES SA | 0 | 7,700,000 | 7,700,000 | 0.22% | $8.74M |
| US TREASURY N/B | 0 | 8,390,500 | 8,390,500 | 0.21% | $8.41M |
| Michaels Cos Inc/The | 0 | 8,625,000 | 8,625,000 | 0.21% | $8.40M |
| ABBOTT LABS | 0 | 8,480,000 | 8,480,000 | 0.21% | $8.30M |
| SierraCol Energy Andina LLC/SierraCol Energy Arauca/Colombia Energy Development 9.00 11/14/2030 | 0 | 8,226,000 | 8,226,000 | 0.21% | $8.18M |
| ORACLE CORP | 0 | 8,115,000 | 8,115,000 | 0.19% | $7.53M |
| Ivory Coast Government International Bond | 0 | 6,670,000 | 6,670,000 | 0.19% | $7.53M |
| G2SF 2 4/26 | 0 | 9,000,000 | 9,000,000 | 0.19% | $7.43M |
| Romanian Government International Bond | 0 | 6,320,000 | 6,320,000 | 0.18% | $7.22M |
| AKBNK V7.95 PERP 144A | 0 | 7,440,000 | 7,440,000 | 0.18% | $7.08M |
| EGYPT TREASURY BILLS | 0 | 455,450,000 | 455,450,000 | 0.18% | $7.05M |
| FNCL 2 4/26 | 0 | 8,600,000 | 8,600,000 | 0.18% | $6.93M |
| River Rock Entertainment Authority Term Loan | 0 | 6,950,000 | 6,950,000 | 0.17% | $6.81M |
| CIDRON AIDA FINCO SARL | 0 | 6,130,000 | 6,130,000 | 0.17% | $6.69M |
| Reach Abs Trust, Series 2026-1A, Class A | 0 | 6,615,614 | 6,615,614 | 0.17% | $6.62M |
| UNITED MEXICAN | 0 | 6,755,000 | 6,755,000 | 0.17% | $6.61M |
| ROMANIAN GOVERNMENT INTERNATIONAL BOND | 0 | 6,065,000 | 6,065,000 | 0.17% | $6.60M |
| US TREASURY N/B | 0 | 6,387,700 | 6,387,700 | 0.16% | $6.30M |
| Merna Reinsurance II Ltd., Series B | 0 | 6,000,000 | 6,000,000 | 0.16% | $6.14M |
| INTERNATIONAL BANK FOR RECONST SR UNSECURED 04/28 6.85 | 0 | 581,000,000 | 581,000,000 | 0.15% | $5.99M |
| Oracle Corp., Series D | 0 | 129,200 | 129,200 | 0.15% | $5.82M |
| SERBIA INTERNATIONAL BOND | 0 | 6,600,000 | 6,600,000 | 0.15% | $5.76M |
| ACCORINVEST GROUP SA | 0 | 5,055,000 | 5,055,000 | 0.14% | $5.65M |
| TURKIYE REP OF | 0 | 5,890,000 | 5,890,000 | 0.14% | $5.57M |
| TURKIYE REP OF | 0 | 5,820,000 | 5,820,000 | 0.14% | $5.44M |
| EUROPEAN BANK FOR RECONSTRUCTION DEVELOPMENT | 0 | 512,000,000 | 512,000,000 | 0.13% | $5.24M |
| ENERGEAN ISRAEL FINANCE LTD SR SECURED 144A REGS 03/31 5.8 | 0 | 5,613,000 | 5,613,000 | 0.13% | $5.21M |
| HONEYWELL AEROSP | 0 | 5,210,000 | 5,210,000 | 0.13% | $5.17M |
| BFCM 4.541 01/15/31 144A | 0 | 5,065,000 | 5,065,000 | 0.13% | $4.99M |
| US TREASURY N/B | 0 | 4,842,400 | 4,842,400 | 0.12% | $4.72M |
| Sector Re V Series 2025-Dec Class GL-R | 0 | 4,400,000 | 4,400,000 | 0.12% | $4.72M |
| BANTRY RE LTD | 0 | 4,441,636 | 4,441,636 | 0.12% | $4.70M |
| Valeant Pharmaceuticals International, Inc., Term Loan | 0 | 4,835,700 | 4,835,700 | 0.12% | $4.68M |
| ORANGE SA 144A LIFE SR UNSEC 5.0% 01-13-36 | 0 | 4,645,000 | 4,645,000 | 0.12% | $4.56M |
| ABBOTT LABS | 0 | 4,620,000 | 4,620,000 | 0.12% | $4.52M |
| METLIFE INC | 0 | 4,465,000 | 4,465,000 | 0.11% | $4.38M |
| ORACLE CORP | 0 | 4,740,000 | 4,740,000 | 0.11% | $4.36M |
| INTERNATIONAL BANK FOR RECONST SR UNSECURED 04/30 6.5 | 0 | 435,400,000 | 435,400,000 | 0.11% | $4.36M |
| HSBC Holdings PLC | 0 | 4,335,000 | 4,335,000 | 0.11% | $4.29M |
| Fedrigoni SpA | 0 | 4,000,000 | 4,000,000 | 0.11% | $4.26M |
| NOVARTIS CAPITAL | 0 | 4,110,000 | 4,110,000 | 0.10% | $4.09M |
| ENERGY TRANS | 0 | 3,960,000 | 3,960,000 | 0.10% | $3.93M |
| ORANGE SA SR UNSECURED 144A 01/33 4.75 | 0 | 3,820,000 | 3,820,000 | 0.10% | $3.78M |
| BANTRY RE 2025 2 | 0 | 3,250,000 | 3,250,000 | 0.09% | $3.72M |
| G2SF 3.5 4/24 | 0 | 4,000,000 | 4,000,000 | 0.09% | $3.67M |
| THOPAS RE 2026 | 0 | 3,487,564 | 3,487,564 | 0.09% | $3.56M |
| GNMA, Series 2025-173, Class AI | 0 | 33,316,962 | 33,316,962 | 0.09% | $3.45M |
| UNITED STATES DOLLARS | 0 | 3,245,686,000 | 3,245,686,000 | 0.08% | $3.31M |
| PANGAEA RE 2025 3 | 0 | 2,500,000 | 2,500,000 | 0.08% | $3.09M |
| GULLANE RE LTD | 0 | 3,855,780 | 3,855,780 | 0.08% | $3.04M |
| ESSENTIAL UTIL | 0 | 2,860,000 | 2,860,000 | 0.07% | $2.82M |
| RAY Financing LLC | 0 | 2,440,000 | 2,440,000 | 0.07% | $2.81M |
| Mayflower Re Ltd., Series B | 0 | 2,750,000 | 2,750,000 | 0.07% | $2.78M |
| NOVARTIS CAPITAL | 0 | 2,760,000 | 2,760,000 | 0.07% | $2.78M |
| PNC FINANCIAL | 0 | 2,785,000 | 2,785,000 | 0.07% | $2.73M |
| INTL BK RECON DEVELOP | 0 | 1,339,000,000 | 1,339,000,000 | 0.07% | $2.70M |
| 10-Year T-Note Futures, Jun-2026,ETH | 0 | -1,360 | -1,360 | 0.07% | $2.69M |
| OAK EAGLE ACQUIRECO INC | 0 | 2,260,000 | 2,260,000 | 0.07% | $2.67M |
| Veros Auto Receivables Trust, Series 2026-1, Class A | 0 | 2,651,338 | 2,651,338 | 0.07% | $2.65M |
| HONEYWELL AEROSP | 0 | 2,630,000 | 2,630,000 | 0.07% | $2.60M |
| FIDELITY NATL IN | 0 | 2,590,000 | 2,590,000 | 0.07% | $2.57M |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 0 | 2,475,629 | 2,475,629 | 0.07% | $2.56M |
| Home Re Ltd., Series 2026-1, Class M1A | 0 | 2,540,000 | 2,540,000 | 0.06% | $2.54M |
| DEVELOPMENT BANK OF KAZAKHSTAN JSC | 0 | 1,210,000,000 | 1,210,000,000 | 0.06% | $2.52M |
| Vitality Re XVII Ltd., Series A | 0 | 2,500,000 | 2,500,000 | 0.06% | $2.50M |
| GERMANY FEDERAL REPUBLIC OF 2.5% 02/15/2035 REGS | 0 | -650 | -650 | 0.06% | $2.48M |
| UNITED AIRLINES HOLDINGS INC SR UNSEC 5.375% 03-01-31 | 0 | 2,520,000 | 2,520,000 | 0.06% | $2.47M |
| US TREASURY N/B | 0 | 2,492,700 | 2,492,700 | 0.06% | $2.38M |
| GAMBOGE RE 2024 | 0 | 5,000,000 | 5,000,000 | 0.06% | $2.33M |
| OAK-Eagle Acquireco Inc | 0 | 2,220,000 | 2,220,000 | 0.06% | $2.32M |
| Lseg US Fin Corp | 0 | 2,315,000 | 2,315,000 | 0.06% | $2.29M |
| EVERSOURCE ENERG | 0 | 2,290,000 | 2,290,000 | 0.06% | $2.26M |
| LINCOLN GLOBAL | 0 | 2,240,000 | 2,240,000 | 0.06% | $2.21M |
| VERISK ANALYTICS | 0 | 2,205,000 | 2,205,000 | 0.06% | $2.17M |
| BERWICK RE LTD | 0 | 2,220,000 | 2,220,000 | 0.05% | $2.14M |
| SAN DIEGO G & E | 0 | 2,135,000 | 2,135,000 | 0.05% | $2.13M |
| CARNOUSTIE RE 2026 | 0 | 2,000,000 | 2,000,000 | 0.05% | $2.09M |
| Windrose Re 2026-1 Class A | 0 | 2,000,000 | 2,000,000 | 0.05% | $1.99M |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 0 | 1,874,169 | 1,874,169 | 0.05% | $1.94M |
| G2SF 4.5 4/26 | 0 | 2,000,000 | 2,000,000 | 0.05% | $1.93M |
| First Quantum Minerals Ltd | 0 | 2,000,000 | 2,000,000 | 0.05% | $1.92M |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNR 2025-120 IC | 0 | 8,473,786 | 8,473,786 | 0.05% | $1.90M |
| Uniform Mortgage-Backed Security, TBA | 0 | 2,000,000 | 2,000,000 | 0.05% | $1.89M |
| FNCL 6.5 4/26 | 0 | 1,800,000 | 1,800,000 | 0.05% | $1.86M |
| FNMA-15YR | 0 | 2,000,000 | 2,000,000 | 0.05% | $1.84M |
| Uniform Mortgage-Backed Security, TBA | 0 | 2,000,000 | 2,000,000 | 0.05% | $1.80M |
| Cruise Yacht Upper HoldCo Ltd. | 0 | 2,000,000 | 2,000,000 | 0.05% | $1.78M |
| Republic of Colombia | 0 | 1,795,000 | 1,795,000 | 0.04% | $1.76M |
| COMMONWEALTH RE LTD | 0 | 1,750,000 | 1,750,000 | 0.04% | $1.76M |
| VST 5.35 01/31/36 144A | 0 | 1,735,000 | 1,735,000 | 0.04% | $1.70M |
| PANGAEA RE LTD | 0 | 1,500,000 | 1,500,000 | 0.04% | $1.57M |
| ALMAIN 5 10/30/30 144A | 0 | 1,425,000 | 1,425,000 | 0.04% | $1.56M |
| AROC 6 02/01/34 | 0 | 1,535,000 | 1,535,000 | 0.04% | $1.52M |
| Kodiak Gas Services LLC | 0 | 1,415,000 | 1,415,000 | 0.04% | $1.42M |
| VORNADO REALTY LP SR UNSECURED 02/33 5.75 | 0 | 1,310,000 | 1,310,000 | 0.03% | $1.28M |
| EVERSOURCE ENERG | 0 | 1,225,000 | 1,225,000 | 0.03% | $1.21M |
| Vistra Operations Company, LLC | 0 | 1,225,000 | 1,225,000 | 0.03% | $1.21M |
| OLD NATL BANCORP | 0 | 1,070,000 | 1,070,000 | 0.03% | $1.06M |
| GNMA, Series 2024-206 | 0 | 10,480,654 | 10,480,654 | 0.03% | $1.05M |
| PI0051 CHELTENHAM RE 2025 | 0 | 1,000,000 | 1,000,000 | 0.03% | $1.03M |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 0 | 10,130,658 | 10,130,658 | 0.03% | $1.00M |
| Wireco WorldGroup Term Loan B 375 2028-11-01 | 0 | 972,027 | 972,027 | 0.02% | $970.41K |
| ALTICE FRANCE SA | 0 | 55,163 | 55,163 | 0.02% | $938.87K |
| GNMA, Series 2024-24, Class AI | 0 | 8,573,223 | 8,573,223 | 0.02% | $838.31K |
| OAK-Eagle Acquireco Inc | 0 | 780,000 | 780,000 | 0.02% | $808.15K |
| WOOF 8.25 02/01/31 144A | 0 | 805,000 | 805,000 | 0.02% | $803.90K |
| WELLS FARGO COMMERCIAL MORTGAGE TRUST 2026 1250B | 0 | 790,000 | 790,000 | 0.02% | $780.09K |
| Windrose Re Ltd. | 0 | 750,000 | 750,000 | 0.02% | $751.95K |
| CITIZENS FIN GRP | 0 | 710,000 | 710,000 | 0.02% | $703.61K |
| MERION RE 2026 1 | 0 | 750,000 | 750,000 | 0.02% | $691.79K |
| FNMA UMBS, 30 Year | 0 | 699,471 | 699,471 | 0.02% | $677.02K |
| PINE VALLEY RE LTD | 0 | 750,000 | 750,000 | 0.02% | $663.05K |
| GNMA, Series 2021-96, Class BI | 0 | 3,446,083 | 3,446,083 | 0.02% | $627.44K |
| HTA Group Ltd/Mauritius | 0 | 625,000 | 625,000 | 0.02% | $617.62K |
| TOMTIT RE 2026 | 0 | 500,000 | 500,000 | 0.01% | $525.45K |
| Herbie Re Ltd., Series A | 0 | 500,000 | 500,000 | 0.01% | $500.00K |
| MACCLESFIELD RE 2026 | 0 | 501,876 | 501,876 | 0.01% | $498.41K |
| OLD HEAD RE | 0 | 500,000 | 500,000 | 0.01% | $427.11K |
| VERAISON RE LTD | 0 | 400,000 | 400,000 | 0.01% | $399.68K |
| Citrus Re Ltd., Series A | 0 | 400,000 | 400,000 | 0.01% | $399.60K |
| Locke Tavern Re Ltd., Series A | 0 | 400,000 | 400,000 | 0.01% | $399.60K |
| Veraison Re Ltd. | 0 | 400,000 | 400,000 | 0.01% | $399.56K |
| Sanders Re IV Ltd., Series A-2 | 0 | 400,000 | 400,000 | 0.01% | $399.32K |
| Sanders Re III Ltd., Series b-2 | 0 | 400,000 | 400,000 | 0.01% | $399.32K |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 0 | 400,000 | 400,000 | 0.01% | $394.66K |
| WELLS FARGO COMMERCIAL MORTGAGE TRUST 2026 1250B | 0 | 390,000 | 390,000 | 0.01% | $386.18K |
| SANDERS RE III LTD | 0 | 350,000 | 350,000 | 0.01% | $350.70K |
| SANDERS RE IV LTD | 0 | 350,000 | 350,000 | 0.01% | $349.40K |
| Matterhorn Re Ltd., Series A | 0 | 300,000 | 300,000 | 0.01% | $298.92K |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 0 | 300,000 | 300,000 | 0.01% | $296.53K |
| PORTSALON RE 2022 | 0 | 400,000 | 400,000 | 0.01% | $285.52K |
| FX Forward Contract: BRL/USD SETTLE 2026-03-18 | 0 | -43,330,000 | -43,330,000 | 0.01% | $274.28K |
| SILK ROAD RE LTD | 0 | 250,000 | 250,000 | 0.01% | $251.88K |
| FHLMC, Series 5003, Class KI | 0 | 1,630,260 | 1,630,260 | 0.01% | $212.83K |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 0 | 200,000 | 200,000 | 0.01% | $207.76K |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 0 | 200,000 | 200,000 | 0.01% | $201.16K |
| THOPAS RE 2025 | 0 | 3,000,000 | 3,000,000 | 0.00% | $152.32K |
| EGYPTIAN POUND | 0 | 8,081,640 | 8,081,640 | 0.00% | $148.21K |
| ARGETINE PESO | 0 | 180,440,202 | 180,440,202 | 0.00% | $130.52K |
| WALTON HEATH RE 2022 | 0 | 2,000,000 | 2,000,000 | 0.00% | $115.01K |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 0 | 99,863 | 99,863 | 0.00% | $106.55K |
| FEDERAL HOME LOAN MORTGAGE CORP | 0 | 100,000 | 100,000 | 0.00% | $103.98K |
| FEDERAL HOME LOAN MORTGAGE CORP | 0 | 100,000 | 100,000 | 0.00% | $102.45K |
| THOPAS RE 2021 12 31 26 | 0 | 5,000,000 | 5,000,000 | 0.00% | $73.50K |
| FX Forward Contract: CAD/USD SETTLE 2026-03-18 | 0 | 92,168 | 92,168 | 0.00% | $66.26K |
| GLENEAGLES RE 2022 | 0 | 1,250,000 | 1,250,000 | 0.00% | $44.25K |
| FX Spot Contract: EUR/USD SETTLE 2026-01-05 | 0 | -40,435,785 | -40,435,785 | 0.00% | $40.57K |
| ALTURAS RE 2022 2 12 31 2027 | 0 | 2,318,301 | 2,318,301 | 0.00% | $28.98K |
| THOPAS RE 2020 12 31 26 | 0 | 4,000,000 | 4,000,000 | 0.00% | $18.00K |
| THOPAS RE 2022 | 0 | 3,000,000 | 3,000,000 | 0.00% | $15.23K |
| THOPAS RE 2024 | 0 | 3,192,294 | 3,192,294 | 0.00% | $14.79K |
| MERION RE 2025 1 | 0 | 750,000 | 750,000 | 0.00% | $11.75K |
| FX Forward Contract: CLP/USD SETTLE 2026-01-22 | 0 | -18,580,000,000 | -18,580,000,000 | 0.00% | $9.73K |
| ALTURAS RE 2021 3 7 31 25 | 0 | 236,951 | 236,951 | 0.00% | $6.63K |
| Credito Real S.A.B. de C.V. Escrow 8% SNR PERP NTS USD (144A) | 0 | 6,660,000 | 6,660,000 | 0.00% | $666 |
| GREAT BRITISH POUND | 0 | 3 | 3 | 0.00% | $4 |
| PT BAKRIE BROTHERS TBK | 0 | 15,039,758,000 | 15,039,758,000 | 0.00% | $0 |
| Tricida, Inc. | 0 | 7,025,000 | 7,025,000 | 0.00% | $0 |
| Tricida, Inc. | 0 | 7,025,000 | 7,025,000 | 0.00% | $0 |
| VIRIBUS RE 2023 | 0 | 1,500,000 | 1,500,000 | 0.00% | $0 |
| HOA ESCROW | 0 | 10,200,000 | 10,200,000 | 0.00% | $0 |
| THOPAS RE 2023 | 0 | 3,192,294 | 3,192,294 | 0.00% | $0 |
| VIRIBUS RE 2019 12 31 26 | 0 | 3,650,000 | 3,650,000 | 0.00% | $0 |
| Emerald Plantation Holdings | 0 | 162,828 | 162,828 | 0.00% | $0 |
| VIRIBUS RE 2018 12 31 26 | 0 | 1,250,000 | 1,250,000 | 0.00% | $0 |
| KOREAN WON | 0 | -27,555,000,000 | -27,555,000,000 | 0.00% | -$31.24K |
| CDS AMERICAN AIR 6 5 | 0 | -8,215,000 | -8,215,000 | 0.00% | -$53.31K |
| 5-Year T-Note Futures, Jun-2026,ETH | 0 | -532 | -532 | 0.00% | -$83.39K |
| Uniform Mortgage-Backed Security, TBA | 0 | -100,000 | -100,000 | 0.00% | -$105.20K |
| 30 YEAR US TREASURY BOND FUTURE JUN26 | 0 | -80 | -80 | 0.00% | -$108.96K |
| JAPANESE YEN | 0 | -5,016,630,398 | -5,016,630,398 | 0.00% | -$127.28K |
| FX Forward Contract: AUD/USD SETTLE 2026-03-18 | 0 | -72,680,000 | -72,680,000 | -0.02% | -$724.16K |
| TURKISH LIRA | 0 | -1,473,267,979 | -1,473,267,979 | -0.02% | -$769.11K |
| CDS ORACLE CORP 3 25 | 0 | -27,700,021 | -27,700,021 | -0.02% | -$879.17K |
| 2-Year T-Note Futures, Jun-2026,ETH | 0 | 1,234 | 1,234 | -0.05% | -$1.78M |
| G2SF 4 4/23 | 0 | -2,000,000 | -2,000,000 | -0.05% | -$1.87M |
| Ultra 10-Year U.S. Treasury Note Futures, Jun-2026,ETH | 0 | 2,199 | 2,199 | -0.13% | -$4.95M |
| ULTRA LONG TERM US TREASURY BOND FUTURE MAR25 | 0 | 2,092 | 2,092 | -0.20% | -$7.86M |
| CDX CDX NAHYS45V1 5Y | 0 | 213,533,100 | 213,533,100 | -0.29% | -$11.26M |
| FNCL 6 4/26 | 0 | -41,100,000 | -41,100,000 | -1.07% | -$41.89M |
| Security | Shares Dec 2025 | Shares Mar 2026 | Δ shares | End % | Δ value |
|---|---|---|---|---|---|
| U.S. Treasury Bills | 175,000,000 | 0 | -175,000,000 | 0.00% | -$174.81M |
| U.S. Treasury Bills | 150,000,000 | 0 | -150,000,000 | 0.00% | -$149.94M |
| DREY-GVT CSH-I | 83,786,638 | 0 | -83,786,638 | 0.00% | -$83.79M |
| UNITED STATES DOLLAR | 48,630,000 | 0 | -48,630,000 | 0.00% | -$48.63M |
| Uniform Mortgage-Backed Security, TBA | 32,000,000 | 0 | -32,000,000 | 0.00% | -$32.81M |
| FNCL 5 1/26 | 32,700,000 | 0 | -32,700,000 | 0.00% | -$32.61M |
| FNCL 4.5 1/26 | 30,000,000 | 0 | -30,000,000 | 0.00% | -$29.28M |
| Teva Pharmaceutical Finance Netherlands II BV | 22,674,000 | 0 | -22,674,000 | 0.00% | -$27.34M |
| GEN MOTORS FIN | 21,480,000 | 0 | -21,480,000 | 0.00% | -$22.36M |
| FNCL 3 1/26 | 24,000,000 | 0 | -24,000,000 | 0.00% | -$21.22M |
| GEN MOTORS FIN | 18,000,000 | 0 | -18,000,000 | 0.00% | -$19.43M |
| Uniform Mortgage-Backed Security, TBA | 19,000,000 | 0 | -19,000,000 | 0.00% | -$19.24M |
| FNCL 4 1/26 | 20,000,000 | 0 | -20,000,000 | 0.00% | -$18.97M |
| FN FS6691 | 21,886,022 | 0 | -21,886,022 | 0.00% | -$18.46M |
| FNCL 3.5 1/26 | 19,600,000 | 0 | -19,600,000 | 0.00% | -$18.12M |
| APA CORP | 17,500,000 | 0 | -17,500,000 | 0.00% | -$17.43M |
| United Mexican States | 14,650,000 | 0 | -14,650,000 | 0.00% | -$17.17M |
| FNCL 3.5 2/26 | 18,400,000 | 0 | -18,400,000 | 0.00% | -$16.95M |
| Hertz Vehicle Financing LP, Series 2021-2A, Class D | 15,000,000 | 0 | -15,000,000 | 0.00% | -$14.78M |
| Government National Mortgage Association, TBA | 17,000,000 | 0 | -17,000,000 | 0.00% | -$14.66M |
| GEN MOTORS FIN | 13,385,000 | 0 | -13,385,000 | 0.00% | -$14.19M |
| G2SF 5.5 1/25 | 14,000,000 | 0 | -14,000,000 | 0.00% | -$14.14M |
| G2SF 5 1/26 | 14,000,000 | 0 | -14,000,000 | 0.00% | -$13.97M |
| BOEING CO/THE | 12,140,000 | 0 | -12,140,000 | 0.00% | -$13.63M |
| G2SF 6.5 1/24 | 13,000,000 | 0 | -13,000,000 | 0.00% | -$13.44M |
| Republic of Cote d'Ivoire | 10,517,000 | 0 | -10,517,000 | 0.00% | -$11.99M |
| G2SF 3 1/26 | 12,000,000 | 0 | -12,000,000 | 0.00% | -$10.78M |
| PI0047 2024-1 | 9,326,910 | 0 | -9,326,910 | 0.00% | -$10.11M |
| G2SF 2 1/26 | 12,000,000 | 0 | -12,000,000 | 0.00% | -$9.94M |
| Republic Finance Issuance Trust, Series 2021-A, Class D | 9,600,000 | 0 | -9,600,000 | 0.00% | -$9.58M |
| Transportes Aereos Portugueses SA | 7,700,000 | 0 | -7,700,000 | 0.00% | -$9.39M |
| LHMC Finco 2 Sarl | 7,695,035 | 0 | -7,695,035 | 0.00% | -$9.38M |
| TRANSOCEAN LTD | 8,275,000 | 0 | -8,275,000 | 0.00% | -$8.34M |
| MELCO RESORTS FINANCE REGD 144A P/P 7.62500000 | 7,783,000 | 0 | -7,783,000 | 0.00% | -$8.19M |
| ELEVANCE HEALTH | 8,030,000 | 0 | -8,030,000 | 0.00% | -$7.98M |
| ING GROEP NV JR SUBORDINA 12/99 VAR | 7,605,000 | 0 | -7,605,000 | 0.00% | -$7.93M |
| IVORY COAST GOVERNMENT INTERNATIONAL BOND EUR 144A LIFE SF 5.875% 10-17-31 | 6,670,000 | 0 | -6,670,000 | 0.00% | -$7.89M |
| UMBS | 8,629,825 | 0 | -8,629,825 | 0.00% | -$7.79M |
| Egypt Treasury Bills | 455,450,000 | 0 | -455,450,000 | 0.00% | -$7.71M |
| ROMANIAN GOVERNMENT INTERNATIONAL BOND EUR 144A LIFE 5.25% 05-30-32 | 6,320,000 | 0 | -6,320,000 | 0.00% | -$7.60M |
| HILTON GRAND VAC LLC/INC SR SECURED 144A 01/32 6.625 | 7,360,000 | 0 | -7,360,000 | 0.00% | -$7.54M |
| CIDRON AIDA FINCO SARL /EUR/ REGD 144A P/P 7.00000000 | 6,130,000 | 0 | -6,130,000 | 0.00% | -$7.44M |
| RCKT Mortgage Trust 2022-3 | 10,150,000 | 0 | -10,150,000 | 0.00% | -$7.34M |
| REPUBLIC OF COLOMBIA REGD 7.75000000 | 6,925,000 | 0 | -6,925,000 | 0.00% | -$7.22M |
| THPT 2023-THL Mortgage Trust 7.92 | 7,000,000 | 0 | -7,000,000 | 0.00% | -$7.08M |
| GS Mortgage-Backed Securities Corp Trust 2022-PJ4 | 9,640,000 | 0 | -9,640,000 | 0.00% | -$7.00M |
| FNCL 6.5 1/26 | 6,700,000 | 0 | -6,700,000 | 0.00% | -$6.96M |
| ROMANIA REPUBLIC OF 5.625% 05/30/2037 144A | 6,065,000 | 0 | -6,065,000 | 0.00% | -$6.95M |
| River Rock Entertainment, First Lien Term Loan | 6,950,000 | 0 | -6,950,000 | 0.00% | -$6.78M |
| Voyager Parent, LLC | 6,145,000 | 0 | -6,145,000 | 0.00% | -$6.52M |
| INTL BK RECON/DEV INR SR UNSEC 6.85% 04-24-28 | 581,000,000 | 0 | -581,000,000 | 0.00% | -$6.45M |
| Turkiye Government Bond 30.00 09/12/2029 | 268,967,000 | 0 | -268,967,000 | 0.00% | -$6.10M |
| Essendi SA | 5,055,000 | 0 | -5,055,000 | 0.00% | -$6.09M |
| Avis Budget Rental Car Funding AESOP LLC, Series 2023-8A, Class D | 5,930,000 | 0 | -5,930,000 | 0.00% | -$6.09M |
| Serbia International Bond | 6,600,000 | 0 | -6,600,000 | 0.00% | -$6.05M |
| Wells Fargo Mortgage Backed Securities 2022-2 Trust | 8,970,000 | 0 | -8,970,000 | 0.00% | -$6.00M |
| Level 3 Financing, Inc. | 5,830,000 | 0 | -5,830,000 | 0.00% | -$5.97M |
| European Bank for Reconstruction & Development | 512,000,000 | 0 | -512,000,000 | 0.00% | -$5.64M |
| Ready Capital Mortgage Financing 2021-FL7 LLC | 5,600,000 | 0 | -5,600,000 | 0.00% | -$5.60M |
| COMMERCIAL METALS CO SR UNSECURED 144A 11/33 5.75 | 5,425,000 | 0 | -5,425,000 | 0.00% | -$5.55M |
| Energian Israel Finance Ltd | 5,613,000 | 0 | -5,613,000 | 0.00% | -$5.43M |
| Food Service Project SA | 4,500,000 | 0 | -4,500,000 | 0.00% | -$5.30M |
| G2SF 4.5 1/26 | 5,000,000 | 0 | -5,000,000 | 0.00% | -$4.87M |
| International Bank for Reconstruction & Development | 435,400,000 | 0 | -435,400,000 | 0.00% | -$4.75M |
| BAUSCH HEALTH TERM B 1LN 10/08/2030 | 4,847,850 | 0 | -4,847,850 | 0.00% | -$4.74M |
| Mangrove Luxco III Sarl | 4,025,000 | 0 | -4,025,000 | 0.00% | -$4.73M |
| AMSTED INDUSTRIES REGD 144A P/P 6.37500000 | 4,534,000 | 0 | -4,534,000 | 0.00% | -$4.67M |
| Fedrigoni SpA | 4,000,000 | 0 | -4,000,000 | 0.00% | -$4.58M |
| Merion Re 2022-2 | 6,551,154 | 0 | -6,551,154 | 0.00% | -$4.36M |
| BANTRY RE 2025 | 4,000,000 | 0 | -4,000,000 | 0.00% | -$4.34M |
| J.P. Morgan Mortgage Trust 2022-4 | 5,650,000 | 0 | -5,650,000 | 0.00% | -$4.12M |
| PHILIP MORRIS IN | 4,170,000 | 0 | -4,170,000 | 0.00% | -$4.08M |
| BOEING CO/THE | 3,475,000 | 0 | -3,475,000 | 0.00% | -$3.95M |
| Avis Budget Rental Car Funding AESOP LLC, Series 2023-6A, Class D | 3,760,000 | 0 | -3,760,000 | 0.00% | -$3.86M |
| GULLANE RE 2025 | 4,000,000 | 0 | -4,000,000 | 0.00% | -$3.86M |
| NORDEA BANK ABP F2V | 3,700,000 | 0 | -3,700,000 | 0.00% | -$3.80M |
| Garda World Security Corp | 3,830,000 | 0 | -3,830,000 | 0.00% | -$3.76M |
| BANTRY RE 2025-2 | 3,250,000 | 0 | -3,250,000 | 0.00% | -$3.69M |
| THOPAS RE 2025 | 3,000,000 | 0 | -3,000,000 | 0.00% | -$3.68M |
| G2SF 3.5 1/26 | 4,000,000 | 0 | -4,000,000 | 0.00% | -$3.64M |
| JP Morgan Mortgage Trust 2022-3 | 4,339,936 | 0 | -4,339,936 | 0.00% | -$3.58M |
| DTMINC 5.8 12/15/34 144A | 3,425,000 | 0 | -3,425,000 | 0.00% | -$3.55M |
| THPT Mortgage Trust, Series 2023-THL, Class C | 3,500,000 | 0 | -3,500,000 | 0.00% | -$3.54M |
| FREMF Mortgage Trust, Series 2018-KBX1, Class B | 3,534,000 | 0 | -3,534,000 | 0.00% | -$3.52M |
| Rate Mortgage Trust 2021-J1 | 3,941,395 | 0 | -3,941,395 | 0.00% | -$3.37M |
| Morgan Stanley Bank of America Merrill Lynch Trust 2015-C27 | 3,530,000 | 0 | -3,530,000 | 0.00% | -$3.33M |
| Mello Mortgage Capital Acceptance 2021-MTG2 | 3,705,643 | 0 | -3,705,643 | 0.00% | -$3.06M |
| PANGAEA RE 2025-3 | 2,500,000 | 0 | -2,500,000 | 0.00% | -$2.93M |
| Fannie Mae Pool | 3,136,138 | 0 | -3,136,138 | 0.00% | -$2.93M |
| RAY Financing LLC | 2,440,000 | 0 | -2,440,000 | 0.00% | -$2.92M |
| Mystic Re IV Ltd., Series A | 2,900,000 | 0 | -2,900,000 | 0.00% | -$2.90M |
| Fannie Mae Pool | 2,988,584 | 0 | -2,988,584 | 0.00% | -$2.78M |
| Sequoia Mortgage Trust 2022-1 | 4,100,000 | 0 | -4,100,000 | 0.00% | -$2.78M |
| HLT 5.5 03/31/34 144A | 2,710,000 | 0 | -2,710,000 | 0.00% | -$2.73M |
| RCKT Mortgage Trust, Series 2025-CES5, Class A1A | 2,550,666 | 0 | -2,550,666 | 0.00% | -$2.58M |
| ZIJIN MINING GROUP LTD H | 15 | 0 | -15 | 0.00% | -$2.58M |
| INTERNATIONAL BK RECON and DEVEL 10% 09/16/2026 | 1,339,000,000 | 0 | -1,339,000,000 | 0.00% | -$2.50M |
| KAZAKH DEVELOPME | 1,210,000,000 | 0 | -1,210,000,000 | 0.00% | -$2.34M |
| GAMBOGE RE 2024 | 5,000,000 | 0 | -5,000,000 | 0.00% | -$2.33M |
| DataBank Issuer, Series 2021-1A, Class C | 2,300,000 | 0 | -2,300,000 | 0.00% | -$2.29M |
| REPUBLIC OF GHANA SR UNSECURED 144A 07/35 VAR | 2,442,264 | 0 | -2,442,264 | 0.00% | -$2.23M |
| BERWICK RE 2025 | 2,000,000 | 0 | -2,000,000 | 0.00% | -$2.22M |
| FANNIE MAE POOL FN 03/52 FIXED VAR | 2,230,641 | 0 | -2,230,641 | 0.00% | -$2.09M |
| Hundred Acre Wood Trust 2021-INV1 | 2,379,287 | 0 | -2,379,287 | 0.00% | -$2.08M |
| Vitality Re XIII Ltd., Series A | 2,000,000 | 0 | -2,000,000 | 0.00% | -$2.00M |
| Carnival Corp. | 1,567,000 | 0 | -1,567,000 | 0.00% | -$1.98M |
| PANGAEA RE 2025-1 | 2,000,000 | 0 | -2,000,000 | 0.00% | -$1.92M |
| FNCI 2.5 1/24 | 2,000,000 | 0 | -2,000,000 | 0.00% | -$1.89M |
| FNCI 2 1/26 | 2,000,000 | 0 | -2,000,000 | 0.00% | -$1.85M |
| COOPR Residential Mortgage Trust, Series 2025-CES1, Class A1A | 1,818,181 | 0 | -1,818,181 | 0.00% | -$1.84M |
| Uniform Mortgage-Backed Security, TBA | 2,000,000 | 0 | -2,000,000 | 0.00% | -$1.81M |
| Provident Funding Mortgage Trust 2021-J1 | 2,125,454 | 0 | -2,125,454 | 0.00% | -$1.81M |
| CRUISE YACHT UPPER HOLDCO LTD 11.875000% 07/05/2028 | 2,000,000 | 0 | -2,000,000 | 0.00% | -$1.73M |
| Almaviva-The Italian Innovation Co. SpA | 1,425,000 | 0 | -1,425,000 | 0.00% | -$1.69M |
| REPUBLIC OF GHANA SR UNSECURED 144A 07/29 VAR | 1,698,356 | 0 | -1,698,356 | 0.00% | -$1.67M |
| Wells Fargo Mortgage Backed Securities 2022-2 Trust | 2,250,000 | 0 | -2,250,000 | 0.00% | -$1.63M |
| BAXTER INTL | 1,550,000 | 0 | -1,550,000 | 0.00% | -$1.57M |
| Hertz Vehicle Financing LLC, Series 2024-1A, Class D | 1,500,000 | 0 | -1,500,000 | 0.00% | -$1.55M |
| Freddie Mac Pool | 1,646,243 | 0 | -1,646,243 | 0.00% | -$1.53M |
| MATTEL INC | 1,490,000 | 0 | -1,490,000 | 0.00% | -$1.50M |
| TIGO 7.375 04/02/32 144A | 1,435,000 | 0 | -1,435,000 | 0.00% | -$1.49M |
| Oceanview Mortgage Trust 2021-3 | 2,301,539 | 0 | -2,301,539 | 0.00% | -$1.35M |
| TRANSOCEAN LTD | 1,230,000 | 0 | -1,230,000 | 0.00% | -$1.22M |
| Freddie Mac Pool | 1,216,897 | 0 | -1,216,897 | 0.00% | -$1.14M |
| CLEARWATER RE 2025 | 1,000,000 | 0 | -1,000,000 | 0.00% | -$1.13M |
| Hertz Vehicle Financing III LLC | 1,050,000 | 0 | -1,050,000 | 0.00% | -$1.11M |
| JP Morgan Mortgage Trust 2022-INV1 | 1,576,701 | 0 | -1,576,701 | 0.00% | -$1.08M |
| CARNIVAL PLC /EUR/ REGD 144A P/P 4.12500000 | 891,000 | 0 | -891,000 | 0.00% | -$1.06M |
| PI0050 - BANBURY RE 2024 | 1,000,000 | 0 | -1,000,000 | 0.00% | -$1.05M |
| ALTICE FRANCE HLDG | 55,163 | 0 | -55,163 | 0.00% | -$993.48K |
| PI0051-CHELTENHAM RE 2025 | 1,000,000 | 0 | -1,000,000 | 0.00% | -$982.54K |
| WireCo WorldGroup Inc 2023 Term Loan B | 972,027 | 0 | -972,027 | 0.00% | -$974.46K |
| ZSCALER INC CFD | 1 | 0 | -1 | 0.00% | -$950.73K |
| VSTOXX | -650 | 0 | 650 | 0.00% | -$865.61K |
| Rate Mortgage Trust 2021-J4 | 1,723,000 | 0 | -1,723,000 | 0.00% | -$855.09K |
| Mona Lisa Re Ltd., Series B | 800,000 | 0 | -800,000 | 0.00% | -$800.80K |
| MERION RE 2025-1 | 750,000 | 0 | -750,000 | 0.00% | -$781.10K |
| PINE VALLEY RE 2025 | 750,000 | 0 | -750,000 | 0.00% | -$765.54K |
| Fannie Mae Pool | 772,226 | 0 | -772,226 | 0.00% | -$722.65K |
| BELLEMEADE RE LTD SOFR30A+215 08/25/2034 144A | 709,515 | 0 | -709,515 | 0.00% | -$710.48K |
| Gateway Re Ltd., Series A | 500,000 | 0 | -500,000 | 0.00% | -$508.50K |
| Galileo Re Ltd., Series B | 500,000 | 0 | -500,000 | 0.00% | -$499.50K |
| WESTGATE RESORTS 2022-1 LLC WESTR 2022-1A C | 448,564 | 0 | -448,564 | 0.00% | -$444.84K |
| CRWV 1.75 12/01/31 | 435,000 | 0 | -435,000 | 0.00% | -$411.62K |
| OLD HEAD RE 2026 | 500,000 | 0 | -500,000 | 0.00% | -$405.00K |
| REPUBLIC OF GHANA SR UNSECURED 144A 01/30 0.0000 | 362,736 | 0 | -362,736 | 0.00% | -$320.32K |
| PORTSALON RE 2022 | 400,000 | 0 | -400,000 | 0.00% | -$285.52K |
| WESTR 2022-1A D | 283,304 | 0 | -283,304 | 0.00% | -$280.59K |
| Morgan Stanley Bank of America Merrill Lynch Trust, Series 2015-C24, Class C | 276,073 | 0 | -276,073 | 0.00% | -$274.00K |
| USD/TWD FORWARD | 1 | 0 | -1 | 0.00% | -$267.10K |
| EPSOM RE 2025 | 250,000 | 0 | -250,000 | 0.00% | -$256.94K |
| Silk Road Re Ltd | 250,000 | 0 | -250,000 | 0.00% | -$251.88K |
| Bonanza RE Ltd., Series A | 250,000 | 0 | -250,000 | 0.00% | -$250.00K |
| PT Bakrie & Brothers TBK | 15,039,758,000 | 0 | -15,039,758,000 | 0.00% | -$229.09K |
| Gleneagles Re 2022 | 1,250,000 | 0 | -1,250,000 | 0.00% | -$147.50K |
| WALTON HEATH RE 2022 | 2,000,000 | 0 | -2,000,000 | 0.00% | -$115.01K |
| REPUBLIC OF GHANA SR UNSECURED 144A 07/26 0.0000 | 112,288 | 0 | -112,288 | 0.00% | -$110.22K |
| Alturas Re 2022-2, 12/31/2027 | 2,318,301 | 0 | -2,318,301 | 0.00% | -$81.37K |
| VIRIBUS RE 2023 | 1,500,000 | 0 | -1,500,000 | 0.00% | -$46.95K |
| Eden Re II Ltd | 880,000 | 0 | -880,000 | 0.00% | -$45.85K |
| THOPAS RE 2024 | 3,192,294 | 0 | -3,192,294 | 0.00% | -$18.83K |
| Thopas Re 2020, 12/31/23 | 4,000,000 | 0 | -4,000,000 | 0.00% | -$18.00K |
| VIRIBUS RE 2024 | 250,000 | 0 | -250,000 | 0.00% | -$15.82K |
| OLD HEAD RE 2025 | 250,000 | 0 | -250,000 | 0.00% | -$10.48K |
| THOPAS RE 2023 | 3,192,294 | 0 | -3,192,294 | 0.00% | -$8.30K |
| Alturas Re 2021-3, 7/31/25 | 236,951 | 0 | -236,951 | 0.00% | -$6.07K |
| CREDITO REAL SAB DE CV SOFOM ER | 6,660,000 | 0 | -6,660,000 | 0.00% | -$666 |
| TRICIDA INC | 14,050,000 | 0 | -14,050,000 | 0.00% | -$0 |
| Sector Re V Ltd | 3,226 | 0 | -3,226 | 0.00% | $0 |
| Thopas Re 2022 | 3,000,000 | 0 | -3,000,000 | 0.00% | $0 |
| Berwick Re 2020-1, 12/31/23 | 2,000,000 | 0 | -2,000,000 | 0.00% | $0 |
| Viribus Re 2018, 12/31/21 | 1,250,000 | 0 | -1,250,000 | 0.00% | $0 |
| Thopas Re 2021, 12/31/24 | 5,000,000 | 0 | -5,000,000 | 0.00% | $0 |
| ESC GABS144A HOA FDG 4.723 20AUG51 | 10,200,000 | 0 | -10,200,000 | 0.00% | $0 |
| Sector Re V Ltd | 5,162 | 0 | -5,162 | 0.00% | $0 |
| Emerald Plantation Holdings Ltd | 162,828 | 0 | -162,828 | 0.00% | $0 |
| Viribus Re 2019, 12/31/22 | 3,650,000 | 0 | -3,650,000 | 0.00% | $0 |
| ZAR/USD FORWARD | 2 | 0 | -2 | 0.00% | $177.88K |
| FNCL 7 1/24 | -300,000 | 0 | 300,000 | 0.00% | $315.67K |
| WHEAT (CBT) | 4,403 | 0 | -4,403 | 0.00% | $7.57M |
| G2SF 4 1/26 | -11,000,000 | 0 | 11,000,000 | 0.00% | $10.39M |
| FNCL 2 1/26 | -14,200,000 | 0 | 14,200,000 | 0.00% | $11.48M |
| FNCL 6 1/26 | -12,400,000 | 0 | 12,400,000 | 0.00% | $12.73M |
| FNCL 5.5 1/26 | -13,000,000 | 0 | 13,000,000 | 0.00% | $13.18M |
| Uniform Mortgage-Backed Security, TBA | -14,700,000 | 0 | 14,700,000 | 0.00% | $14.89M |
| ZOOM COMMUNICATIONS INC | 3 | 0 | -3 | 0.00% | $16.64M |
| Uniform Mortgage-Backed Security, TBA | -28,600,000 | 0 | 28,600,000 | 0.00% | $29.35M |
| FNCL 2.5 1/26 | -36,400,000 | 0 | 36,400,000 | 0.00% | $30.77M |
| Security | Shares Dec 2025 | Shares Mar 2026 | Δ shares | End % | Δ value |
|---|---|---|---|---|---|
| AMER ELEC PWR | 7,400,000 | 37,263,000 | 29,863,000 | 0.94% | $29.46M |
| European Bank for Reconstruction & Development | 121,895,000 | 212,795,000 | 90,900,000 | 0.53% | $9.81M |
| MORGAN STANLEY SER O 4.5% PFD PERP | 199,960 | 371,837 | 171,877 | 0.16% | $2.86M |
| THE HERTZ CORPORATION 6/30/2028 | 7,277,107 | 7,277,108 | 1 | 0.14% | -$882.35K |
| Bank of America Corp., Series LL, Pfd. | 90,724 | 227,713 | 136,989 | 0.12% | $2.71M |
| Wells Fargo & Co., Series DD, Pfd. | 114,855 | 228,425 | 113,570 | 0.10% | $1.90M |
| Brean Asset Backed Securities Trust 2021-RM2 | 2,692,358 | 2,696,284 | 3,926 | 0.07% | $34.23K |
| Mayflower Re Ltd., Series A | 1,500,000 | 2,500,000 | 1,000,000 | 0.06% | $997.25K |
| KeyCorp, Series G, Pfd. | 85,037 | 92,714 | 7,677 | 0.05% | $135.40K |
| State Street Corp., Series G, Pfd. | 32,902 | 51,082 | 18,180 | 0.03% | $365.74K |
| THE HERTZ CORPORATION 6/30/2028 | 1,423,137 | 1,423,138 | 1 | 0.03% | -$151.21K |
| U.S. Bancorp, Series L, Pfd. | 48,387 | 56,272 | 7,885 | 0.02% | $89.36K |
| CAPITAL ONE FINANCIAL CORP SER L 4.375% PFD PERP | 32,961 | 34,711 | 1,750 | 0.01% | $6.73K |
| Security | Shares Dec 2025 | Shares Mar 2026 | Δ shares | End % | Δ value |
|---|---|---|---|---|---|
| U.S. Treasury Notes | 33,970,005 | 33,500,000 | -470,005 | 0.86% | -$112.35K |
| FR SD8349 | 27,633,668 | 26,256,342 | -1,377,327 | 0.67% | -$1.65M |
| Uniform Mortgage-Backed Securities | 18,075,328 | 15,911,581 | -2,163,747 | 0.41% | -$2.33M |
| FR SD8383 | 16,733,748 | 15,889,412 | -844,336 | 0.41% | -$1.01M |
| Fannie Mae Pool | 18,553,007 | 18,164,176 | -388,831 | 0.40% | -$415.30K |
| FIGRE Trust, Series 2025-HE5, Class A | 15,497,052 | 14,693,227 | -803,825 | 0.37% | -$903.70K |
| FR RA5276 | 17,249,693 | 16,958,745 | -290,948 | 0.37% | -$321.72K |
| Freddie Mac Pool | 16,455,533 | 16,142,340 | -313,193 | 0.34% | -$393.25K |
| Fannie Mae Pool | 15,455,318 | 15,115,505 | -339,814 | 0.33% | -$329.83K |
| G2 MB0309 | 17,000,000 | 12,342,388 | -4,657,613 | 0.32% | -$4.80M |
| WILDFIRE INTERMEDIATE HO SR UNSECURED 144A 10/29 7.5 | 17,440,000 | 12,109,000 | -5,331,000 | 0.31% | -$5.33M |
| FIGRE TRUST 2024-HE6 5.724% 12/25/2054 144A | 12,734,808 | 11,949,828 | -784,981 | 0.31% | -$829.72K |
| ING Groep NV, Series NC10 | 19,300,000 | 13,819,000 | -5,481,000 | 0.30% | -$5.35M |
| Fannie Mae Pool | 11,833,139 | 11,584,454 | -248,685 | 0.26% | -$314.79K |
| FNMA POOL BY7306 FN 09/53 FIXED 5.5 | 10,379,852 | 9,518,429 | -861,423 | 0.24% | -$964.80K |
| MULTIFAMILY CONNECTICUT AVENUE SECUR SER 2019-01 CL M10 V/R REGD 144A P/P 7.43628000 | 8,706,494 | 8,496,002 | -210,492 | 0.22% | -$226.36K |
| FREMF 2019-KS12 Mortgage Trust | 8,381,377 | 8,352,333 | -29,044 | 0.21% | $112.61K |
| NORDEA BANK ABP JR SUBORDINA 144A 12/99 VAR | 16,049,000 | 8,302,000 | -7,747,000 | 0.20% | -$7.52M |
| LONRID 8.75 02/15/32 144A | 9,050,000 | 7,100,000 | -1,950,000 | 0.19% | -$2.18M |
| TPMT 2021-R1 A1 | 8,333,622 | 8,220,415 | -113,207 | 0.19% | -$173.93K |
| FN MA4501 | 8,589,072 | 8,416,917 | -172,155 | 0.19% | -$150.06K |
| SFRFP 6.875 10/15/30 144A | 7,603,967 | 7,525,920 | -78,047 | 0.18% | -$174.98K |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 7,064,836 | 6,498,771 | -566,065 | 0.17% | -$612.90K |
| FIGRE Trust, Series 2025-HE1, Class A | 6,842,476 | 6,475,092 | -367,384 | 0.17% | -$437.13K |
| New Residential Mortgage Loan Trust 2020-2A | 6,559,137 | 6,333,960 | -225,177 | 0.16% | -$229.44K |
| MINERVA LUXMBOURG SA 4.375% 03/18/2031 144A | 14,425,000 | 6,972,000 | -7,453,000 | 0.16% | -$7.10M |
| Fannie Mae Pool | 6,334,124 | 6,161,397 | -172,727 | 0.16% | -$287.07K |
| FIGRE Trust, Series 2025-HE8, Class A | 6,338,382 | 5,953,704 | -384,678 | 0.15% | -$423.84K |
| FN MA5272 | 6,392,358 | 5,605,865 | -786,493 | 0.15% | -$844.81K |
| Fannie Mae Pool | 6,028,865 | 5,821,072 | -207,793 | 0.14% | -$274.66K |
| Fannie Mae Pool | 6,497,206 | 6,362,854 | -134,353 | 0.14% | -$148.58K |
| ABRA Global Finance | 5,606,726 | 5,606,725 | -1 | 0.14% | -$300.24K |
| FNMDI4 3.5 BF0299 08-01-58 | 5,811,049 | 5,663,030 | -148,019 | 0.13% | -$178.77K |
| LHIPO 2021-1 GA | 5,361,552 | 5,341,380 | -20,171 | 0.12% | -$53.05K |
| Bellemeade Re Ltd., Series 2024-1, Class M1B | 5,110,000 | 4,788,381 | -321,619 | 0.12% | -$336.99K |
| Velocity Commercial Capital Loan Trust, Series 2024-6, Class A | 5,150,088 | 4,674,235 | -475,854 | 0.12% | -$507.23K |
| GS MORTGAGE SECURITIES TRUST GSMS 2020 DUNE E 144A | 4,976,520 | 4,893,271 | -83,250 | 0.12% | -$85.71K |
| Freddie Mac Pool | 4,864,496 | 4,531,750 | -332,746 | 0.12% | -$376.53K |
| Key Commercial Mortgage Securities Trust 2019-S2 | 4,875,480 | 4,816,889 | -58,591 | 0.12% | -$83.74K |
| VOLKSWAGEN GROUP OF AMERICA FINANCE LLC 144A 5.800000% 03/27/2035 | 7,410,000 | 4,538,000 | -2,872,000 | 0.12% | -$3.14M |
| FNMA, Series 437, Class C11 | 25,973,335 | 25,613,209 | -360,126 | 0.11% | -$84.56K |
| EQS 2024-1C A 144A 6.05% 01-20-31 | 4,516,988 | 4,258,485 | -258,503 | 0.11% | -$288.11K |
| PFSI 6.75 02/15/34 144A | 5,830,000 | 4,460,000 | -1,370,000 | 0.11% | -$1.85M |
| VSTA 2024-CES1 A1 | 4,614,670 | 4,123,156 | -491,514 | 0.11% | -$504.69K |
| JPMorgan Chase Bank NA, Series 2020-CL1, Class M3 | 4,053,709 | 3,886,814 | -166,895 | 0.10% | -$155.99K |
| GS MORTGAGE BACKED SECURITIES TRUST 2025 CES1 GSMBS 2025-CES1 A1A | 6,097,004 | 3,897,220 | -2,199,785 | 0.10% | -$2.24M |
| Fannie Mae Pool | 4,085,291 | 4,062,356 | -22,935 | 0.10% | -$52.39K |
| Uniform Mortgage-Backed Securities | 4,549,063 | 4,466,417 | -82,646 | 0.09% | -$77.69K |
| Freddie Mac Pool | 3,627,052 | 3,452,680 | -174,372 | 0.09% | -$209.56K |
| Fannie Mae Connecticut Avenue Securities | 3,740,000 | 3,579,322 | -160,678 | 0.09% | -$168.24K |
| Fannie Mae Pool | 3,487,488 | 3,329,654 | -157,834 | 0.08% | -$203.93K |
| FIGRE Trust, Series 2025-HE2, Class A | 3,315,674 | 3,111,815 | -203,858 | 0.08% | -$223.53K |
| Rate Mortgage Trust 2022-J1 | 3,690,260 | 3,661,664 | -28,595 | 0.08% | -$59.01K |
| FNMA, 30 Year | 2,981,385 | 2,904,034 | -77,352 | 0.08% | -$107.10K |
| Government National Mortgage Association | 18,521,703 | 18,248,872 | -272,830 | 0.07% | -$108.08K |
| Government National Mortgage Association | 18,565,303 | 18,259,103 | -306,200 | 0.07% | -$104.97K |
| Velocity Commercial Capital Loan Trust, Series 2025-1, Class A | 3,111,723 | 2,870,413 | -241,310 | 0.07% | -$257.90K |
| Triangle Re, Ltd. 2023-1 | 3,839,350 | 2,713,579 | -1,125,771 | 0.07% | -$1.14M |
| PRMI Securitization Trust 2021-1 | 3,337,343 | 3,309,698 | -27,645 | 0.07% | -$61.46K |
| Blackbird Capital II Aircraft Lease Ltd., Series 2021-1A, Class B | 2,833,877 | 2,759,979 | -73,898 | 0.07% | -$89.43K |
| Fannie Mae Pool | 2,603,525 | 2,505,361 | -98,164 | 0.07% | -$119.40K |
| Fannie Mae Pool | 2,960,007 | 2,720,443 | -239,564 | 0.07% | -$242.81K |
| Fannie Mae Pool | 2,728,600 | 2,587,318 | -141,282 | 0.06% | -$172.86K |
| Brean Asset-Backed Securities Trust, Series 2021-RM1, Class A | 2,803,330 | 2,613,620 | -189,711 | 0.06% | -$173.39K |
| Government National Mortgage Association | 13,589,116 | 13,300,101 | -289,015 | 0.06% | -$141.55K |
| Fannie Mae Pool | 2,493,130 | 2,426,533 | -66,598 | 0.06% | -$113.21K |
| Flagstar Mortgage Trust, Series 2021-4, Class AX1 | 190,698,065 | 190,165,216 | -532,849 | 0.06% | -$18.63K |
| FREMF 2019-KJ24 Mortgage Trust | 2,820,900 | 2,471,306 | -349,594 | 0.06% | -$336.67K |
| Ally Bank Auto Credit-Linked Notes, Series 2024-B, Class G | 2,527,387 | 2,219,519 | -307,868 | 0.06% | -$335.22K |
| FNMDI4 3.0 BF0174 02-01-57 | 2,625,612 | 2,578,277 | -47,335 | 0.06% | -$56.21K |
| Mosaic Solar Loan Trust 2021-1 | 2,760,283 | 2,730,130 | -30,152 | 0.06% | $4.84K |
| Provident Funding Mortgage Trust 2021-1 | 2,605,252 | 2,582,733 | -22,520 | 0.05% | -$29.88K |
| Fannie Mae Pool | 2,138,873 | 2,062,287 | -76,586 | 0.05% | -$91.29K |
| HOA RoyaltyCo LLC | 9,940,844 | 9,940,844 | -0 | 0.05% | $0 |
| Provident Funding Mortgage Trust 2021-2 | 2,526,859 | 2,504,827 | -22,032 | 0.05% | -$28.62K |
| SBCLN 2024-A F | 2,215,083 | 1,920,653 | -294,430 | 0.05% | -$311.89K |
| LC AHAB US BIDCO LLC TERM LOAN B | 1,950,300 | 1,945,375 | -4,925 | 0.05% | -$27.44K |
| GS Mortgage-Backed Securities Corp Trust 2019-PJ3 | 2,214,441 | 2,174,407 | -40,034 | 0.05% | -$54.53K |
| FNMA 30YR 5.5% 09/01/2053#BY8612 | 2,021,955 | 1,862,613 | -159,342 | 0.05% | -$178.49K |
| FNMA, Series 2021-1, Class CI | 11,291,469 | 11,113,364 | -178,105 | 0.05% | -$38.81K |
| Government National Mortgage Association | 9,202,066 | 9,025,022 | -177,044 | 0.05% | -$58.29K |
| JPMWM 2021-CL1 M3 | 1,836,694 | 1,802,953 | -33,741 | 0.05% | -$45.92K |
| Fannie Mae Pool | 1,820,768 | 1,779,579 | -41,189 | 0.04% | -$51.92K |
| Fannie Mae Pool | 1,665,625 | 1,622,387 | -43,238 | 0.04% | -$59.23K |
| Fannie Mae Pool | 1,673,637 | 1,613,678 | -59,960 | 0.04% | -$90.33K |
| Freddie Mac Pool | 1,529,445 | 1,525,131 | -4,313 | 0.04% | -$11.71K |
| JPMorgan Chase Bank NA - JPMWM | 1,629,742 | 1,599,803 | -29,939 | 0.04% | -$60.28K |
| FNMA 30YR 5.0% 09/01/2043#AS0575 | 1,580,553 | 1,559,049 | -21,504 | 0.04% | -$43.19K |
| JP Morgan Mortgage Trust 2022-INV1 | 1,853,486 | 1,839,037 | -14,449 | 0.04% | -$21.50K |
| UKRAINE GOVT MULTI 2/36 | 2,936,660 | 2,936,659 | -1 | 0.04% | -$219.07K |
| Freddie Mac Pool | 1,521,990 | 1,470,253 | -51,737 | 0.04% | -$66.91K |
| GNII II 4% 10/20/2046#MA4005 | 1,590,713 | 1,554,402 | -36,311 | 0.04% | -$47.05K |
| La Hipotecaria Mortgage Trust 2019-2 | 1,522,684 | 1,474,878 | -47,806 | 0.04% | -$49.46K |
| PRMI Securitization Trust 2021-1 | 1,750,049 | 1,735,552 | -14,497 | 0.04% | -$19.89K |
| RATE Mortgage Trust 2021-HB1 | 1,718,992 | 1,706,168 | -12,823 | 0.04% | -$27.48K |
| Government National Mortgage Association | 8,503,927 | 8,359,917 | -144,010 | 0.03% | -$39.78K |
| Fannie Mae Pool | 1,331,184 | 1,291,288 | -39,896 | 0.03% | -$47.68K |
| Fannie Mae Pool | 1,522,638 | 1,483,375 | -39,263 | 0.03% | -$44.41K |
| SFRFP 6.5 04/15/32 144A | 1,413,134 | 1,398,629 | -14,504 | 0.03% | -$29.57K |
| Freddie Mac Pool | 1,397,283 | 1,356,604 | -40,679 | 0.03% | -$56.80K |
| Home RE Ltd., Series 2023-1, Class M1B | 1,494,924 | 1,280,629 | -214,295 | 0.03% | -$223.74K |
| Fannie Mae Pool | 1,270,768 | 1,244,567 | -26,202 | 0.03% | -$38.89K |
| Fannie Mae Pool | 1,320,139 | 1,248,270 | -71,870 | 0.03% | -$85.18K |
| Freddie Mac Pool | 1,280,572 | 1,231,746 | -48,826 | 0.03% | -$68.27K |
| T/L ENDO FINANCE HOLDINGS INC REGD TERM LOAN 0.00000000 | 1,257,300 | 1,254,125 | -3,175 | 0.03% | -$934 |
| UKRAINE GOVT MULTI 2/35 | 2,370,899 | 2,370,898 | -1 | 0.03% | -$176.48K |
| Ally Bank Auto Credit-Linked Notes, Series 2024-A, Class G | 1,364,060 | 1,199,952 | -164,108 | 0.03% | -$178.28K |
| FREMF 2020-KF83 Mortgage Trust | 1,206,952 | 1,204,060 | -2,892 | 0.03% | $1.03K |
| Freddie Mac Pool | 1,238,330 | 1,231,253 | -7,077 | 0.03% | -$20.58K |
| Fannie Mae Pool | 1,301,823 | 1,184,553 | -117,270 | 0.03% | -$147.78K |
| Fannie Mae Pool | 1,215,119 | 1,208,226 | -6,894 | 0.03% | -$18.30K |
| Freddie Mac Pool | 1,268,795 | 1,175,053 | -93,743 | 0.03% | -$113.28K |
| Ginnie Mae II Pool | 1,229,279 | 1,211,459 | -17,820 | 0.03% | -$26.54K |
| Fannie Mae Pool | 1,223,210 | 1,131,354 | -91,856 | 0.03% | -$104.12K |
| Freddie Mac Gold Pool | 1,143,758 | 1,125,888 | -17,870 | 0.03% | -$38.25K |
| Fannie Mae Pool | 1,255,816 | 1,226,276 | -29,540 | 0.03% | -$34.39K |
| Ginnie Mae I Pool | 1,185,854 | 1,173,944 | -11,910 | 0.03% | -$21.94K |
| American Airlines Pass-Through Trust, Series B | 1,189,900 | 1,116,550 | -73,350 | 0.03% | -$82.85K |
| Fannie Mae Pool | 1,147,235 | 1,130,194 | -17,041 | 0.03% | -$24.64K |
| Fannie Mae Pool | 1,002,665 | 995,393 | -7,272 | 0.03% | -$13.46K |
| FN AE0625 | 1,069,813 | 1,026,421 | -43,392 | 0.03% | -$56.78K |
| Fannie Mae Pool | 1,128,635 | 1,104,701 | -23,935 | 0.02% | -$26.22K |
| EQS 2024-1C C | 968,454 | 913,030 | -55,424 | 0.02% | -$39.86K |
| G2 MA2373 | 981,151 | 958,044 | -23,107 | 0.02% | -$30.64K |
| G2 MA7880 | 1,156,141 | 1,134,896 | -21,245 | 0.02% | -$19.72K |
| Fannie Mae Pool | 951,195 | 905,850 | -45,344 | 0.02% | -$54.15K |
| Fannie Mae Pool | 910,000 | 905,371 | -4,630 | 0.02% | -$12.97K |
| Fannie Mae Pool | 891,409 | 858,309 | -33,100 | 0.02% | -$35.41K |
| Fannie Mae Pool | 974,574 | 942,630 | -31,944 | 0.02% | -$37.34K |
| Freddie Mac Pool | 914,172 | 864,875 | -49,297 | 0.02% | -$58.32K |
| Fannie Mae Pool | 938,855 | 917,259 | -21,596 | 0.02% | -$25.15K |
| FNMA, Series 2021-44, Class NI | 4,578,914 | 4,552,246 | -26,668 | 0.02% | -$8.82K |
| Ginnie Mae II Pool | 912,998 | 906,767 | -6,232 | 0.02% | -$12.92K |
| Fannie Mae Pool | 851,853 | 847,623 | -4,230 | 0.02% | -$14.40K |
| Hundred Acre Wood Trust, Series 2021-INV1, Class AX1 | 62,982,803 | 62,737,404 | -245,399 | 0.02% | $6.12K |
| Government National Mortgage Association | 835,993 | 807,070 | -28,923 | 0.02% | -$36.03K |
| G2 5175 | 817,772 | 795,383 | -22,389 | 0.02% | -$34.91K |
| Mosaic Solar Loan Trust 2019-2 | 829,412 | 750,256 | -79,155 | 0.02% | -$78.00K |
| J.P. Morgan Mortgage Trust, Series 2021-10, Class AX1 | 121,477,215 | 120,763,069 | -714,146 | 0.02% | -$22.23K |
| Fannie Mae Pool | 818,892 | 796,736 | -22,156 | 0.02% | -$25.10K |
| GN AA8386 | 751,443 | 742,412 | -9,031 | 0.02% | -$15.40K |
| LA HIPOTECARIA SA LHIPO 2016 1A A 144A | 790,244 | 759,586 | -30,658 | 0.02% | -$32.62K |
| Ginnie Mae II Pool | 769,554 | 744,102 | -25,452 | 0.02% | -$22.74K |
| Ready Capital Mortgage Trust 2019-5 | 819,296 | 688,013 | -131,283 | 0.02% | -$130.31K |
| Government National Mortgage Association | 3,706,808 | 3,665,149 | -41,660 | 0.02% | -$12.01K |
| Ginnie Mae II Pool | 721,577 | 705,113 | -16,464 | 0.02% | -$21.09K |
| Ginnie Mae I Pool | 699,646 | 691,316 | -8,329 | 0.02% | -$14.26K |
| Ginnie Mae II Pool | 755,876 | 716,927 | -38,949 | 0.02% | -$30.51K |
| Freddie Mac REMICS | 3,615,557 | 3,581,721 | -33,835 | 0.02% | -$5.79K |
| Fannie Mae Pool | 693,474 | 654,454 | -39,020 | 0.02% | -$46.20K |
| Ginnie Mae I Pool | 680,410 | 672,983 | -7,427 | 0.02% | -$13.22K |
| J.P. Morgan Mortgage Trust, Series 2021-8, Class AX1 | 106,227,440 | 105,749,193 | -478,248 | 0.02% | -$18.21K |
| THE HUNTINGTON NATIONAL BANK HACLN 2024 2 D 144A | 722,616 | 629,209 | -93,407 | 0.02% | -$103.68K |
| Freddie Mac Pool | 585,303 | 583,659 | -1,645 | 0.02% | -$5.41K |
| FNMA, Series 2021-78, Class CI | 2,812,840 | 2,654,388 | -158,452 | 0.02% | -$45.44K |
| Freddie Mac REMICS | 6,128,747 | 5,984,111 | -144,636 | 0.01% | -$211.03K |
| Fannie Mae Pool | 586,289 | 567,851 | -18,438 | 0.01% | -$26.19K |
| FN 735578 | 568,275 | 548,243 | -20,032 | 0.01% | -$30.22K |
| UKRAINE GOVT MULTI 2/35 | 1,168,514 | 1,168,514 | -0 | 0.01% | -$118.91K |
| Freddie Mac Pool | 544,061 | 509,033 | -35,028 | 0.01% | -$43.43K |
| Freddie Mac Pool | 520,104 | 517,898 | -2,206 | 0.01% | -$11.62K |
| Fannie Mae Pool | 524,918 | 522,950 | -1,969 | 0.01% | -$6.78K |
| Ally Bank Auto Credit-Linked Notes, Series 2024-A, Class D | 588,231 | 513,444 | -74,788 | 0.01% | -$77.60K |
| Freddie Mac Pool | 505,341 | 503,397 | -1,944 | 0.01% | -$5.58K |
| Freddie Mac Pool | 516,759 | 498,929 | -17,830 | 0.01% | -$25.51K |
| Ginnie Mae I Pool | 541,132 | 535,649 | -5,484 | 0.01% | -$10.11K |
| Freddie Mac Pool | 539,639 | 490,542 | -49,097 | 0.01% | -$53.78K |
| Freddie Mac REMICS | 3,511,467 | 3,444,133 | -67,334 | 0.01% | -$44.48K |
| Fannie Mae Pool | 548,191 | 536,130 | -12,061 | 0.01% | -$15.68K |
| Fannie Mae Pool | 523,920 | 485,549 | -38,371 | 0.01% | -$41.84K |
| G2 MA2305 | 516,064 | 504,043 | -12,021 | 0.01% | -$16.06K |
| Government National Mortgage A | 606,560 | 593,375 | -13,185 | 0.01% | -$12.25K |
| Government National Mortgage Association | 3,128,789 | 3,014,238 | -114,551 | 0.01% | -$20.12K |
| Freddie Mac Pool | 475,337 | 456,377 | -18,960 | 0.01% | -$22.21K |
| GN 769920 | 478,824 | 468,868 | -9,956 | 0.01% | -$13.73K |
| Fannie Mae Pool | 452,233 | 450,592 | -1,641 | 0.01% | -$5.00K |
| Freddie Mac REMICS | 4,177,648 | 4,082,915 | -94,733 | 0.01% | -$16.85K |
| UKRAINE GOVT MULTI 2/36 | 973,762 | 973,761 | -1 | 0.01% | -$101.07K |
| GNMA I, Single Family, 30 Year | 531,262 | 470,584 | -60,678 | 0.01% | -$62.95K |
| Fannie Mae Pool | 467,024 | 440,188 | -26,836 | 0.01% | -$33.16K |
| FREMF 2021-KG05 Mortgage Trust | 123,135,817 | 123,057,947 | -77,870 | 0.01% | -$23.68K |
| Ginnie Mae I Pool | 464,008 | 459,878 | -4,130 | 0.01% | -$8.10K |
| Fannie Mae Pool | 433,736 | 425,135 | -8,600 | 0.01% | -$12.87K |
| Freddie Mac Pool | 425,474 | 423,694 | -1,780 | 0.01% | -$3.85K |
| Fannie Mae Pool | 439,927 | 426,811 | -13,116 | 0.01% | -$20.99K |
| Fannie Mae Pool | 512,516 | 497,515 | -15,002 | 0.01% | -$15.15K |
| Fannie Mae Pool | 428,420 | 414,284 | -14,136 | 0.01% | -$20.61K |
| Huntington Bank Auto Credit-Linked Notes, Series 2024-1, Class D | 457,269 | 413,041 | -44,228 | 0.01% | -$49.33K |
| Freddie Mac REMICS | 2,079,240 | 2,009,364 | -69,876 | 0.01% | -$18.03K |
| Freddie Mac Pool | 398,618 | 397,498 | -1,121 | 0.01% | -$4.37K |
| FNMA UMBS, 30 Year | 449,015 | 415,654 | -33,361 | 0.01% | -$38.11K |
| Fannie Mae Pool | 407,599 | 396,421 | -11,178 | 0.01% | -$13.92K |
| Freddie Mac Gold Pool | 529,671 | 425,967 | -103,704 | 0.01% | -$102.94K |
| Fannie Mae Pool | 504,422 | 492,887 | -11,535 | 0.01% | -$10.95K |
| FNMA POOL BX2463 FN 11/52 FIXED 5.5 | 404,274 | 400,623 | -3,651 | 0.01% | -$8.09K |
| Freddie Mac Pool | 423,997 | 403,695 | -20,302 | 0.01% | -$28.13K |
| Fannie Mae Pool | 406,177 | 386,819 | -19,357 | 0.01% | -$22.82K |
| GN 770445 | 428,092 | 413,777 | -14,315 | 0.01% | -$17.62K |
| FNCL UMBS 6.0 BY7514 03-01-54 | 414,804 | 383,091 | -31,713 | 0.01% | -$35.31K |
| Fannie Mae Pool | 454,938 | 448,238 | -6,700 | 0.01% | -$4.09K |
| GN 796081 | 378,218 | 372,568 | -5,650 | 0.01% | -$8.81K |
| Fannie Mae Pool | 389,478 | 383,624 | -5,854 | 0.01% | -$8.39K |
| Fannie Mae Pool | 399,146 | 395,674 | -3,471 | 0.01% | -$5.51K |
| SFRFP 6.5 10/15/31 144A | 365,798 | 362,043 | -3,754 | 0.01% | -$4.00K |
| Government National Mortgage Association | 2,811,154 | 2,792,904 | -18,249 | 0.01% | -$7.93K |
| Fannie Mae Pool | 402,952 | 367,894 | -35,058 | 0.01% | -$35.37K |
| FREMF 2021-K131 Mortgage Trust | 81,088,508 | 81,065,760 | -22,748 | 0.01% | -$16.99K |
| Freddie Mac Pool | 324,195 | 322,430 | -1,765 | 0.01% | -$3.16K |
| Ginnie Mae II Pool | 365,174 | 361,621 | -3,554 | 0.01% | -$652 |
| Freddie Mac Pool | 376,006 | 323,183 | -52,823 | 0.01% | -$57.25K |
| Freddie Mac REMICS | 1,734,008 | 1,692,465 | -41,543 | 0.01% | -$11.07K |
| Fannie Mae Pool | 325,952 | 323,079 | -2,873 | 0.01% | -$5.96K |
| GN 782293 | 332,722 | 321,298 | -11,424 | 0.01% | -$14.04K |
| GN 796299 | 343,515 | 339,720 | -3,795 | 0.01% | -$1.36K |
| GN 783178 | 324,909 | 316,448 | -8,460 | 0.01% | -$10.91K |
| Fannie Mae Pool | 304,169 | 303,130 | -1,039 | 0.01% | -$5.85K |
| Fannie Mae Pool | 295,926 | 294,973 | -953 | 0.01% | -$2.88K |
| Fannie Mae REMICS | 1,481,028 | 1,457,086 | -23,942 | 0.01% | -$10.51K |
| Freddie Mac Pool | 290,870 | 289,538 | -1,333 | 0.01% | -$3.79K |
| Ginnie Mae I Pool | 315,105 | 310,185 | -4,920 | 0.01% | -$7.55K |
| Ginnie Mae I Pool | 307,058 | 304,373 | -2,685 | 0.01% | -$5.21K |
| Freddie Mac REMICS | 2,611,651 | 2,550,462 | -61,189 | 0.01% | -$10.71K |
| Government National Mortgage Association | 2,196,995 | 2,163,488 | -33,507 | 0.01% | -$8.59K |
| Sector Re V Ltd | 4,400,000 | 2,974 | -4,397,026 | 0.01% | -$5.40M |
| Freddie Mac REMICS | 1,807,498 | 1,778,269 | -29,228 | 0.01% | -$5.86K |
| Freddie Mac REMICS | 1,675,274 | 1,655,366 | -19,909 | 0.01% | -$8.29K |
| Freddie Mac Pool | 264,702 | 263,415 | -1,287 | 0.01% | -$5.53K |
| Ginnie Mae I Pool | 282,545 | 279,596 | -2,950 | 0.01% | -$5.34K |
| Freddie Mac Pool | 347,885 | 260,225 | -87,660 | 0.01% | -$91.72K |
| Government National Mortgage Association | 2,032,777 | 2,006,012 | -26,765 | 0.01% | -$21.86K |
| Government National Mortgage Association | 1,586,147 | 1,558,596 | -27,552 | 0.01% | -$8.08K |
| Freddie Mac Pool | 264,713 | 262,197 | -2,516 | 0.01% | -$5.60K |
| Government National Mortgage Association | 1,412,514 | 1,391,255 | -21,259 | 0.01% | -$5.04K |
| Ginnie Mae I Pool | 268,837 | 264,743 | -4,094 | 0.01% | -$6.34K |
| GINNIE MAE II POOL | 271,582 | 268,754 | -2,827 | 0.01% | -$655 |
| Ginnie Mae I Pool | 255,258 | 252,299 | -2,959 | 0.01% | -$5.10K |
| Fannie Mae Pool | 283,776 | 273,534 | -10,242 | 0.01% | -$9.81K |
| FN 995245 | 228,272 | 221,084 | -7,188 | 0.01% | -$11.27K |
| Fannie Mae Pool | 220,697 | 216,679 | -4,019 | 0.01% | -$8.22K |
| Freddie Mac Pool | 213,309 | 212,146 | -1,162 | 0.01% | -$2.53K |
| UKRAINE GOVT MULTI 2/30 | 370,030 | 370,029 | -1 | 0.01% | -$2.83K |
| REPUBLIC OF ARGENTINA SR UNSECURED 07/29 1 | 281,504 | 246,316 | -35,188 | 0.01% | -$34.19K |
| Ginnie Mae I Pool | 229,165 | 226,381 | -2,784 | 0.01% | -$4.71K |
| Freddie Mac Pool | 209,066 | 208,464 | -602 | 0.01% | -$2.20K |
| Freddie Mac Pool | 200,000 | 199,080 | -920 | 0.01% | -$752 |
| Fannie Mae Pool | 200,000 | 198,929 | -1,071 | 0.01% | -$1.48K |
| Freddie Mac Pool | 197,160 | 196,620 | -539 | 0.01% | -$2.06K |
| Fannie Mae Pool | 200,000 | 199,454 | -546 | 0.01% | -$1.49K |
| Fannie Mae Pool | 206,565 | 204,127 | -2,438 | 0.01% | -$4.79K |
| Fannie Mae Pool | 194,230 | 193,594 | -636 | 0.01% | -$1.70K |
| Fannie Mae Pool | 194,540 | 193,940 | -600 | 0.01% | -$1.86K |
| Ginnie Mae I Pool | 202,005 | 198,410 | -3,594 | 0.01% | -$5.18K |
| Accelerated Assets LLC, Series 2018-1, Class C | 244,512 | 205,129 | -39,383 | 0.00% | -$45.83K |
| Fannie Mae Pool | 191,867 | 191,272 | -595 | 0.00% | -$2.38K |
| Fannie Mae Pool | 200,000 | 197,203 | -2,797 | 0.00% | -$4.88K |
| Fannie Mae Pool | 245,968 | 233,339 | -12,629 | 0.00% | -$11.20K |
| Freddie Mac Pool | 194,192 | 186,771 | -7,421 | 0.00% | -$10.94K |
| Ginnie Mae I Pool | 197,862 | 195,606 | -2,256 | 0.00% | -$3.94K |
| GN 759219 | 201,487 | 194,480 | -7,006 | 0.00% | -$8.53K |
| Government National Mortgage Association | 1,923,520 | 1,890,169 | -33,351 | 0.00% | -$8.09K |
| Fannie Mae Pool | 176,862 | 175,813 | -1,049 | 0.00% | -$2.23K |
| Fannie Mae Pool | 182,611 | 175,969 | -6,643 | 0.00% | -$9.14K |
| Fannie Mae Pool | 200,000 | 179,708 | -20,292 | 0.00% | -$22.25K |
| Fannie Mae REMICS | 1,652,330 | 1,618,875 | -33,455 | 0.00% | -$9.28K |
| Fannie Mae Pool | 215,172 | 172,587 | -42,586 | 0.00% | -$45.06K |
| Fannie Mae REMICS | 1,475,878 | 1,448,051 | -27,827 | 0.00% | -$6.79K |
| Fannie Mae Pool | 187,960 | 167,850 | -20,109 | 0.00% | -$23.46K |
| Fannie Mae REMICS | 1,307,429 | 1,281,654 | -25,775 | 0.00% | -$14.89K |
| Government National Mortgage Association | 1,446,462 | 1,430,506 | -15,956 | 0.00% | -$6.52K |
| Freddie Mac Pool | 158,772 | 158,156 | -616 | 0.00% | -$1.36K |
| Fannie Mae Pool | 217,550 | 163,896 | -53,654 | 0.00% | -$56.39K |
| Fannie Mae Pool | 187,801 | 186,202 | -1,599 | 0.00% | -$2.52K |
| Freddie Mac Pool | 153,531 | 153,167 | -364 | 0.00% | -$830 |
| Ginnie Mae I Pool | 165,865 | 164,378 | -1,487 | 0.00% | -$2.32K |
| Government National Mortgage Association | 10,719,779 | 10,562,566 | -157,213 | 0.00% | $53.17K |
| Freddie Mac Pool | 173,898 | 151,222 | -22,675 | 0.00% | -$23.43K |
| Freddie Mac Pool | 148,839 | 148,401 | -438 | 0.00% | -$1.18K |
| Freddie Mac Pool | 144,977 | 144,558 | -419 | 0.00% | -$672 |
| Fannie Mae Pool | 156,453 | 150,129 | -6,324 | 0.00% | -$10.02K |
| Freddie Mac Pool | 157,818 | 156,170 | -1,648 | 0.00% | -$2.28K |
| Freddie Mac Pool | 161,239 | 160,438 | -801 | 0.00% | -$1.97K |
| Freddie Mac Pool | 144,105 | 142,869 | -1,236 | 0.00% | -$2.61K |
| Ginnie Mae I Pool | 151,519 | 148,531 | -2,988 | 0.00% | -$4.16K |
| Fannie Mae REMICS | 1,346,602 | 1,321,374 | -25,229 | 0.00% | -$47.55K |
| Fannie Mae Pool | 167,702 | 165,872 | -1,830 | 0.00% | -$2.52K |
| Accelerated Assets LLC, Series 2018-1, Class B | 172,966 | 145,107 | -27,859 | 0.00% | -$28.21K |
| Fannie Mae Pool | 157,311 | 141,013 | -16,299 | 0.00% | -$18.80K |
| Freddie Mac Pool | 134,183 | 133,715 | -468 | 0.00% | -$1.61K |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 148,466 | 144,527 | -3,939 | 0.00% | -$5.09K |
| Fannie Mae Pool | 156,449 | 136,674 | -19,775 | 0.00% | -$22.78K |
| Ginnie Mae I Pool | 146,650 | 145,117 | -1,533 | 0.00% | -$2.77K |
| Fannie Mae Pool | 125,818 | 125,444 | -374 | 0.00% | -$854 |
| GN AH3681 | 135,746 | 133,901 | -1,845 | 0.00% | -$2.97K |
| Fannie Mae Pool | 143,667 | 141,709 | -1,958 | 0.00% | -$1.26K |
| GN 770470 | 125,662 | 123,804 | -1,858 | 0.00% | -$2.83K |
| Fannie Mae Pool | 136,805 | 133,840 | -2,965 | 0.00% | -$3.51K |
| Freddie Mac Pool | 140,012 | 137,562 | -2,450 | 0.00% | -$1.58K |
| Fannie Mae Pool | 116,658 | 115,762 | -896 | 0.00% | -$1.38K |
| Freddie Mac Pool | 131,284 | 114,702 | -16,583 | 0.00% | -$18.03K |
| Government National Mortgage Association | 12,895,623 | 12,720,074 | -175,549 | 0.00% | -$9.48K |
Top 300 of 559, by weight.
| Security | Shares Dec 2025 | Shares Mar 2026 | Δ shares | End % | Δ value |
|---|---|---|---|---|---|
| US TREASURY N/B | 75,000,000 | 75,000,000 | 0 | 1.93% | -$717.77K |
| JPMORGAN CHASE | 50,000,000 | 50,000,000 | 0 | 1.25% | -$629.30K |
| US TREASURY N/B | 45,000,000 | 45,000,000 | 0 | 1.15% | -$402.54K |
| UNICREDIT SPA SUBORDINATED 144A 06/35 VAR | 23,889,000 | 23,889,000 | 0 | 0.61% | -$504.44K |
| Hilcorp Energy I, L.P. | 23,191,000 | 23,191,000 | 0 | 0.59% | $1.08M |
| Sumitomo Life Insurance Co. | 18,800,000 | 18,800,000 | 0 | 0.47% | -$593.86K |
| FORD MOTOR CRED | 18,130,000 | 18,130,000 | 0 | 0.47% | -$489.13K |
| LIBERTY MUTUAL INSURANCE REGD P/P 7.69700000 | 16,165,000 | 16,165,000 | 0 | 0.45% | -$334.33K |
| Global Aircraft Leasing Co., Ltd. | 17,225,000 | 17,225,000 | 0 | 0.45% | -$387.72K |
| BNP PARIBAS SA JR SUBORDINA 144A 12/99 VAR | 17,270,000 | 17,270,000 | 0 | 0.44% | -$734.56K |
| MYLIFE V6.1 06/11/55 144A | 17,015,000 | 17,015,000 | 0 | 0.43% | -$621.86K |
| Total Play Telecomunicaciones SA de CV | 18,125,000 | 18,125,000 | 0 | 0.42% | -$995.90K |
| ABN AMRO BANK NV REGD V/R 144A P/P MTN 3.32400000 | 18,100,000 | 18,100,000 | 0 | 0.41% | -$396.88K |
| C V6.75 PERP EE | 15,889,000 | 15,889,000 | 0 | 0.40% | -$292.03K |
| CELANESE US HLDS | 14,605,000 | 14,605,000 | 0 | 0.40% | $150.72K |
| Exeter Automobile Receivables Trust, Series 2024-4A, Class E | 14,800,000 | 14,800,000 | 0 | 0.39% | -$300.15K |
| US TREASURY N/B | 15,000,000 | 15,000,000 | 0 | 0.38% | -$133.59K |
| RESORTS WORLD/RWLV CAP REGD P/P 4.62500000 | 17,100,000 | 17,100,000 | 0 | 0.37% | -$544.52K |
| Presidencia de la Republica Dominicana | 14,660,000 | 14,660,000 | 0 | 0.35% | -$764.52K |
| FORD MOTOR CRED | 13,710,000 | 13,710,000 | 0 | 0.35% | -$192.29K |
| EXETER AUTOMOBILE RECEIVABLES TRUST 2024-5 EART 2024-5A E | 13,220,000 | 13,220,000 | 0 | 0.34% | -$204.64K |
| Citadel Securities Global Holdings LLC | 13,000,000 | 13,000,000 | 0 | 0.34% | -$134.31K |
| Jane Street Group / JSG Finance Inc. | 12,765,000 | 12,765,000 | 0 | 0.33% | -$373.10K |
| MXCN 6 1/4 03/15/32 | 12,507,000 | 12,507,000 | 0 | 0.33% | -$82.60K |
| African Export-Import Bank (The) | 12,945,000 | 12,945,000 | 0 | 0.32% | -$308.31K |
| GLS AUTO RECEIVABLES ISSUER TRUST 2024-3 GCAR 2024-3A E | 12,197,000 | 12,197,000 | 0 | 0.32% | -$17.83K |
| PRIME HEALTHCARE SERVICE SR SECURED 144A 09/29 9.375 | 11,575,000 | 11,575,000 | 0 | 0.31% | -$150.48K |
| New Residential Mortgage Loan Trust 2020-RPL1 | 13,903,950 | 13,903,950 | 0 | 0.30% | -$151.53K |
| CoreWeave, Inc. | 12,390,000 | 12,390,000 | 0 | 0.30% | $433.64K |
| AECOM | 11,780,000 | 11,780,000 | 0 | 0.30% | -$305.79K |
| DENTSPLY SIRONA Inc. | 12,042,000 | 12,042,000 | 0 | 0.30% | $486.49K |
| FORD MOTOR CRED | 11,710,000 | 11,710,000 | 0 | 0.29% | -$322.04K |
| Dai-ichi Life Insurance Co., Ltd. (The) | 11,134,000 | 11,134,000 | 0 | 0.29% | -$430.31K |
| AMER ELEC PWR | 11,265,000 | 11,265,000 | 0 | 0.28% | $96.26K |
| FMCN 8.625 06/01/31 144A | 10,725,000 | 10,725,000 | 0 | 0.28% | -$166.24K |
| CNO FINANCIAL | 10,720,000 | 10,720,000 | 0 | 0.28% | -$279.52K |
| FARMERS INSURANCE EXCHANGE 144A 4.747000% 11/01/2057 | 13,080,000 | 13,080,000 | 0 | 0.28% | -$174.77K |
| Exeter Automobile Receivables Trust, Series 2025-1A, Class E | 10,730,000 | 10,730,000 | 0 | 0.28% | -$215.01K |
| VST 4.6 10/15/30 144A | 10,970,000 | 10,970,000 | 0 | 0.27% | -$212.87K |
| SEMPRA | 10,760,000 | 10,760,000 | 0 | 0.27% | -$256.15K |
| ALVGR V6.55 PERP 144a | 10,600,000 | 10,600,000 | 0 | 0.27% | -$383.47K |
| FORD MOTOR CRED | 10,520,000 | 10,520,000 | 0 | 0.27% | -$209.46K |
| FOUNDRY JV HOLDC | 10,114,000 | 10,114,000 | 0 | 0.27% | -$158.81K |
| AVIANCA MIDCO 2 PLC SR SECURED 144A 02/30 9.625 | 11,240,000 | 11,240,000 | 0 | 0.27% | -$768.82K |
| UNICREDIT SPA SUBORDINATED 144A 04/34 VAR | 9,395,000 | 9,395,000 | 0 | 0.25% | -$187.00K |
| South Bow Canadian infrastructure Holdings Ltd. | 9,271,000 | 9,271,000 | 0 | 0.24% | -$118.69K |
| Australia & New Zealand Banking Group Ltd. | 9,295,000 | 9,295,000 | 0 | 0.24% | -$77.90K |
| STWD 5.75 01/15/31 144A | 9,575,000 | 9,575,000 | 0 | 0.24% | -$222.60K |
| TURKCELL ILETISIM HIZMETLERI A SR UNSECURED 144A 01/32 7.65 | 9,149,000 | 9,149,000 | 0 | 0.24% | -$410.56K |
| Banco Bradesco SA/Cayman Islands | 8,900,000 | 8,900,000 | 0 | 0.23% | -$165.72K |
| FARMERS EXCHANGE CAPITAL III 144A 5.454000% 10/15/2054 | 9,880,000 | 9,880,000 | 0 | 0.23% | -$342.66K |
| REDE D'OR FINANCE SARL COMPANY GUAR 144A 09/35 6.45 | 8,770,000 | 8,770,000 | 0 | 0.22% | -$240.52K |
| AKER BP ASA SR UNSECURED 144A 10/35 5.25 | 8,710,000 | 8,710,000 | 0 | 0.22% | -$39.05K |
| Eagle RE Ltd., Series 2023-1, Class M1B | 8,240,000 | 8,240,000 | 0 | 0.21% | -$32.74K |
| FOUNDRY JV HOLDC | 8,134,000 | 8,134,000 | 0 | 0.21% | -$89.29K |
| Provident Funding Associates L.P./ PFG Finance Corp. | 8,110,000 | 8,110,000 | 0 | 0.21% | -$228.11K |
| FNMA Connecticut Avenue Securities Trust, Series 2022-R02, Class 2B1 | 7,980,000 | 7,980,000 | 0 | 0.21% | -$60.71K |
| DANAOS CORP REGD 144A P/P 6.87500000 | 8,035,000 | 8,035,000 | 0 | 0.21% | -$137.03K |
| Corporation Nacional del Cobre de Chile | 7,500,000 | 7,500,000 | 0 | 0.20% | -$131.55K |
| MORGAN STANLEY | 7,605,000 | 7,605,000 | 0 | 0.20% | -$218.43K |
| ALLY FINL INC 6.184%/VAR 07/26/2035 | 7,750,000 | 7,750,000 | 0 | 0.20% | -$259.58K |
| Hilcorp Energy I, L.P. | 7,930,000 | 7,930,000 | 0 | 0.20% | $317.04K |
| BANQUE OUEST AFRICAINE D REGD 144A P/P 4.70000000 | 8,430,000 | 8,430,000 | 0 | 0.20% | -$33.08K |
| STACR 2020-HQA5 B2 144A FRN 11-25-50 | 6,250,000 | 6,250,000 | 0 | 0.19% | -$7.44K |
| Exeter Automobile Receivables Trust, Series 2025-3A, Class E | 7,560,000 | 7,560,000 | 0 | 0.19% | -$151.00K |
| TLN 6.5 02/01/36 144A | 7,500,000 | 7,500,000 | 0 | 0.19% | -$203.69K |
| BANCO SANTANDER SA REGD V/R 3.22500000 | 8,400,000 | 8,400,000 | 0 | 0.19% | -$147.28K |
| SLG Office Trust, Series 2021-OVA, Class E | 8,350,000 | 8,350,000 | 0 | 0.18% | -$40.03K |
| ENBRIDGE INC SUBORDINATED 01/84 VAR | 6,338,000 | 6,338,000 | 0 | 0.18% | -$136.85K |
| BNP V6.875 PERP 144A | 7,330,000 | 7,330,000 | 0 | 0.18% | -$278.55K |
| META PLATFORMS | 7,590,000 | 7,590,000 | 0 | 0.18% | -$187.47K |
| NATWEST GROUP | 6,765,000 | 6,765,000 | 0 | 0.18% | -$81.79K |
| ADT SECURITY CORP/THE SR SECURED 144A 10/33 5.875 | 7,195,000 | 7,195,000 | 0 | 0.18% | -$315.75K |
| NOVELIS CORP REGD 144A P/P 6.37500000 | 7,050,000 | 7,050,000 | 0 | 0.18% | -$231.79K |
| FORD MOTOR CRED | 7,600,000 | 7,600,000 | 0 | 0.17% | -$115.97K |
| ALBERTSONS COS/SAFEWAY SR UNSECURED 144A 03/34 5.75 | 6,965,000 | 6,965,000 | 0 | 0.17% | -$178.99K |
| FARMER V7 10/15/64 144A | 6,810,000 | 6,810,000 | 0 | 0.17% | -$180.81K |
| BHG Securitization Trust, Series 2022-C, Class E | 6,410,000 | 6,410,000 | 0 | 0.17% | -$107.77K |
| Cleveland-Cliffs Inc. | 6,905,000 | 6,905,000 | 0 | 0.17% | -$426.47K |
| COLUMBIA PIPE HC | 6,760,000 | 6,760,000 | 0 | 0.17% | -$43.92K |
| MFF 2025-1A A | 6,700,000 | 6,700,000 | 0 | 0.17% | -$12.02K |
| CRASHC 8 3/4 02/15/29 | 7,474,000 | 7,474,000 | 0 | 0.17% | -$648.20K |
| FREMF 2021-KG05 Mortgage Trust | 10,000,000 | 10,000,000 | 0 | 0.17% | $203.52K |
| Continental Finance Credit Card ABS Master Trust | 6,550,000 | 6,550,000 | 0 | 0.17% | -$96.66K |
| SLG Office Trust 2021-OVA | 8,000,000 | 8,000,000 | 0 | 0.17% | $58.69K |
| MC BRAZIL DOWNSTREAM TRADING S SR SECURED 144A 06/31 7.25 | 7,303,719 | 7,303,719 | 0 | 0.17% | $177.76K |
| LIMAK CIMENTO SANAYI VE TICARET AS | 6,520,000 | 6,520,000 | 0 | 0.16% | -$158.69K |
| CFMT LLC, Series 2024-HB15, Class M4 | 6,710,000 | 6,710,000 | 0 | 0.16% | $13.83K |
| ELEMENT FLEET MANAGEMENT SR UNSECURED 144A 11/30 4.641 | 6,400,000 | 6,400,000 | 0 | 0.16% | -$108.08K |
| MSCR 2021-MN3 M2 144A FRN 11-25-51 | 6,000,000 | 6,000,000 | 0 | 0.16% | -$11.63K |
| FREMF 2018-KHG1 Mortgage Trust | 6,364,000 | 6,364,000 | 0 | 0.16% | -$317 |
| US ACUTE CARE SOLUTIONS SR SECURED 144A 05/29 9.75 | 6,325,000 | 6,325,000 | 0 | 0.16% | -$261.64K |
| FS Rialto Issuer LLC, Series 2025-FL10, Class A | 6,110,000 | 6,110,000 | 0 | 0.16% | $1.23K |
| ORACLE CORP | 7,246,000 | 7,246,000 | 0 | 0.16% | -$324.21K |
| NMEF Funding, LLC Series 2022-B, Class C | 5,950,000 | 5,950,000 | 0 | 0.15% | -$50.74K |
| PEAR 2021-1 LLC | 6,400,000 | 6,400,000 | 0 | 0.15% | $97.79K |
| COF V2.359 07/29/32 | 6,950,000 | 6,950,000 | 0 | 0.15% | -$92.23K |
| BINOM Securitization Trust 2022-RPL1 | 8,062,000 | 8,062,000 | 0 | 0.15% | -$121.95K |
| Summit Midstream Holdings, LLC | 5,730,000 | 5,730,000 | 0 | 0.15% | -$48.62K |
| LYV 2.875 10/15/31 | 5,800,000 | 5,800,000 | 0 | 0.15% | $187.45K |
| Towd Point Mortgage Trust 2019-HY1 | 5,639,000 | 5,639,000 | 0 | 0.15% | $71.79K |
| ENBRIDGE INC | 5,520,000 | 5,520,000 | 0 | 0.15% | -$39.37K |
| UNITI GRP. LP / UNI 6.50% | 5,975,000 | 5,975,000 | 0 | 0.15% | $65.26K |
| ENBRIDGE INC | 5,520,000 | 5,520,000 | 0 | 0.15% | -$44.18K |
| STACR Trust, Series 2018-HRP2, Class B2 | 4,750,000 | 4,750,000 | 0 | 0.15% | -$66.41K |
| RMF Buyout Issuance Trust, Series 2021-HB1, Class M5 | 6,000,000 | 6,000,000 | 0 | 0.14% | -$41.37K |
| Egypt Government International Bonds | 6,100,000 | 6,100,000 | 0 | 0.14% | -$596.62K |
| Citadel Securities Global Holdings LLC | 5,517,000 | 5,517,000 | 0 | 0.14% | -$163.14K |
| ALLY V6.646 01/17/40 | 5,823,000 | 5,823,000 | 0 | 0.14% | -$240.13K |
| STONEBRIAR ABF LLC SR UNSECURED 144A 12/30 8.125 | 5,425,000 | 5,425,000 | 0 | 0.14% | $24.10K |
| NMEF Funding LLC, Series 2024-A, Class C | 5,450,000 | 5,450,000 | 0 | 0.14% | -$15.34K |
| 1261229 BC Ltd | 5,375,000 | 5,375,000 | 0 | 0.14% | -$86.93K |
| BPCE SA REGD V/R 144A P/P 3.11600000 | 6,150,000 | 6,150,000 | 0 | 0.14% | -$85.38K |
| JPMorgan Chase & Co., Series MM, Pfd. | 309,879 | 309,879 | 0 | 0.14% | -$238.61K |
| AMUR EQUIPMENT FINANCE RECEIVABLES XII LLC | 5,250,000 | 5,250,000 | 0 | 0.14% | -$46.23K |
| BANCO SANTANDER | 5,000,000 | 5,000,000 | 0 | 0.14% | -$142.52K |
| COMMERCIAL METALS CO SR UNSECURED 144A 12/35 6 | 5,425,000 | 5,425,000 | 0 | 0.14% | -$213.26K |
| COLOGIX DATA CENTERS ISSUER LL CLGIX 2022 1CAN A2 144A | 7,465,000 | 7,465,000 | 0 | 0.14% | -$64.26K |
| Egypt Government International Bonds | 5,560,000 | 5,560,000 | 0 | 0.13% | -$535.15K |
| OneMain Finance Corp. | 5,775,000 | 5,775,000 | 0 | 0.13% | -$197.95K |
| NMEF Funding LLC, Series 2024-A, Class D | 4,997,000 | 4,997,000 | 0 | 0.13% | $38.26K |
| URUGUAY REPUBLICA ORIENTAL DL 9.75% 07/20/2033 | 190,614,000 | 190,614,000 | 0 | 0.13% | -$255.20K |
| Access Bank PLC | 5,180,000 | 5,180,000 | 0 | 0.13% | -$2.68K |
| ION PLAT US/SARL | 5,540,000 | 5,540,000 | 0 | 0.13% | -$318.37K |
| VISTA ENERGY ARGENTINA SAU 144A LIFE SR UNSEC SF 7.625% 12-10-35 | 5,060,000 | 5,060,000 | 0 | 0.13% | $64.36K |
| AVOLON HOLDINGS FUNDING LTD 4.7% 01/30/2031 144A | 5,160,000 | 5,160,000 | 0 | 0.13% | -$70.52K |
| Venture Global Plaquemines LNG, LLC | 4,840,000 | 4,840,000 | 0 | 0.13% | $88.11K |
| AMUR EQUIPMENT FINANCE RECEIVABLES XIII LLC AXIS 2024-1A D | 4,910,000 | 4,910,000 | 0 | 0.13% | -$36.94K |
| MANULIFE FIN COR | 5,065,000 | 5,065,000 | 0 | 0.13% | -$104.33K |
| READY CAPITAL MORTGAGE TRUST 2 RCMT 2019 5 E 144A | 5,400,000 | 5,400,000 | 0 | 0.13% | -$18.61K |
| HANWHA LIFE INSURANCE SUBORDINATED 144A 06/55 VAR | 4,763,000 | 4,763,000 | 0 | 0.12% | -$76.21K |
| Freedom Mortgage Holdings LLC | 4,780,000 | 4,780,000 | 0 | 0.12% | -$275.12K |
| ARAGVI FINANCE INTL REGD 144A P/P 11.12500000 | 5,010,000 | 5,010,000 | 0 | 0.12% | -$141.65K |
| Alen 2021-ACEN Mortgage Trust | 6,320,000 | 6,320,000 | 0 | 0.12% | $112.55K |
| CAPITAL ONE FINL | 4,660,000 | 4,660,000 | 0 | 0.12% | -$124.55K |
| VRTX Trust, Series 2025-HQ, Class D | 4,680,000 | 4,680,000 | 0 | 0.12% | -$48.73K |
| Sound Point Clo XXI Ltd | 4,750,000 | 4,750,000 | 0 | 0.12% | -$96.71K |
| ASG FINANCE DAC REGD 144A P/P 9.75000000 | 5,565,000 | 5,565,000 | 0 | 0.11% | -$444.10K |
| FORD MOTOR CO | 4,430,000 | 4,430,000 | 0 | 0.11% | -$98.22K |
| Neuberger Berman CLO XVII Ltd., Series 2014-17A, Class ER3 | 4,500,000 | 4,500,000 | 0 | 0.11% | -$90.10K |
| FREMF 2017-KW02 Mortgage Trust | 4,500,000 | 4,500,000 | 0 | 0.11% | $12.16K |
| YPF SA | 4,404,000 | 4,404,000 | 0 | 0.11% | -$19.27K |
| GLS Auto Receivables Issuer Trust, Series 2025-2A, Class E | 4,270,000 | 4,270,000 | 0 | 0.11% | -$13.10K |
| GDZ Elektrik Dagitim AS | 4,640,000 | 4,640,000 | 0 | 0.11% | -$119.20K |
| TLN 6.25 02/01/34 144A | 4,400,000 | 4,400,000 | 0 | 0.11% | -$136.64K |
| Citigroup Mortgage Loan Trust 2018-RP3 | 5,264,850 | 5,264,850 | 0 | 0.11% | $63.74K |
| SCF Equipment Leasing LLC, Series 2025-1A, Class E | 4,200,000 | 4,200,000 | 0 | 0.11% | $8.14K |
| VENTURE GLOBAL PLAQUE SR SECURED 144A 12/30 6.125 | 4,185,000 | 4,185,000 | 0 | 0.11% | $42.19K |
| Towd Point Mortgage Trust 2017-1 | 5,000,000 | 5,000,000 | 0 | 0.11% | $31.32K |
| ARGENTINA | 5,955,800 | 5,955,800 | 0 | 0.11% | -$142.94K |
| CITIZENS FIN GRP | 4,129,000 | 4,129,000 | 0 | 0.11% | -$84.65K |
| Arbor Realty Collateralized Loan Obligation Ltd., Series 2025-BTR1, Class AS | 4,180,000 | 4,180,000 | 0 | 0.11% | -$4.74K |
| RWLVCA 4 5/8 04/06/31 | 5,300,000 | 5,300,000 | 0 | 0.11% | -$202.34K |
| META PLATFORMS | 4,455,000 | 4,455,000 | 0 | 0.11% | -$99.71K |
| American Credit Acceptance Receivables Trust, Series 2025-4, Class D | 4,130,000 | 4,130,000 | 0 | 0.11% | -$13.43K |
| COLUMBIA PIPE HC | 4,115,000 | 4,115,000 | 0 | 0.11% | -$47.20K |
| Bayview MSR Opportunity Master Fund Trust 2021-INV2 | 5,970,020 | 5,970,020 | 0 | 0.10% | -$10.72K |
| BASIN ELEC POWER | 4,205,000 | 4,205,000 | 0 | 0.10% | -$28.59K |
| Tricon American Homes Trust, Series 2020-SFR2, Class E1 | 4,250,000 | 4,250,000 | 0 | 0.10% | $24.44K |
| Vitality Re XIV Ltd., Series A | 4,000,000 | 4,000,000 | 0 | 0.10% | -$35.20K |
| KENNEDY-WILSON INC SR UNSEC 4.75% 02-01-30 | 4,050,000 | 4,050,000 | 0 | 0.10% | $206.65K |
| South Bow Canadian infrastructure Holdings Ltd. | 3,845,000 | 3,845,000 | 0 | 0.10% | -$106.45K |
| LLOYDS BK GR PLC | 4,030,000 | 4,030,000 | 0 | 0.10% | -$44.09K |
| FORD MOTOR CRED | 3,700,000 | 3,700,000 | 0 | 0.10% | -$67.69K |
| VLCYVG 8 06/01/29 144A | 4,107,000 | 4,107,000 | 0 | 0.10% | -$65.26K |
| OASIS 2025-1A B | 3,830,000 | 3,830,000 | 0 | 0.10% | -$23.83K |
| CSAIL Commercial Mortgage Trust, Series 2015-C1, Class C | 4,083,017 | 4,083,017 | 0 | 0.10% | $93.82K |
| ALVGR V5.6 09/03/54 144A | 3,800,000 | 3,800,000 | 0 | 0.10% | -$120.63K |
| Grupo Aeromexico SAB de CV | 3,915,000 | 3,915,000 | 0 | 0.10% | -$238.54K |
| STWD 5.25 10/15/28 144A | 3,785,000 | 3,785,000 | 0 | 0.10% | -$70.67K |
| Nippon Life Insurance Co. | 3,590,000 | 3,590,000 | 0 | 0.09% | -$164.11K |
| Veros Auto Receivables Trust 2024-1 | 3,500,000 | 3,500,000 | 0 | 0.09% | -$1.26K |
| RRRPBZ 9.75 02/05/31 144A | 3,585,000 | 3,585,000 | 0 | 0.09% | -$8.96K |
| CELANESE US HOLDINGS LLC /EUR/ REGD 5.00000000 | 3,235,000 | 3,235,000 | 0 | 0.09% | -$43.65K |
| FLEX LTD | 3,695,000 | 3,695,000 | 0 | 0.09% | -$55.60K |
| Yapi ve Kredi Bankasi AS | 3,595,000 | 3,595,000 | 0 | 0.09% | -$168.79K |
| ZIGGO 5 01/15/32 144a | 4,205,000 | 4,205,000 | 0 | 0.09% | -$200.82K |
| FORD MOTOR CRED | 3,490,000 | 3,490,000 | 0 | 0.09% | -$68.33K |
| Banco Mercantil del Norte SA/Grand Cayman (pfd) 8.38% 10/14/2174 Perpetual | 3,460,000 | 3,460,000 | 0 | 0.09% | -$87.05K |
| Cascade MH Asset Trust 2021-MH1 | 4,000,000 | 4,000,000 | 0 | 0.09% | -$57.06K |
| AREIT Trust, Series 2022-CRE6, Class D | 3,600,000 | 3,600,000 | 0 | 0.09% | $14.76K |
| DataBank Issuer, Series 2024-1A, Class A2 | 3,590,000 | 3,590,000 | 0 | 0.09% | -$45.21K |
| STACR 2020-HQA3 B2 144A FRN 07-25-50 | 2,670,000 | 2,670,000 | 0 | 0.09% | -$17.70K |
| Imperial Fund Mortgage Trust 2021-NQM2 | 4,350,000 | 4,350,000 | 0 | 0.09% | $33.25K |
| SierraCol Energy Andina LLC | 3,645,000 | 3,645,000 | 0 | 0.09% | $31.60K |
| NORTHERN TRST CO | 3,560,000 | 3,560,000 | 0 | 0.09% | -$89.05K |
| Venture Global LNG Inc | 3,278,000 | 3,278,000 | 0 | 0.09% | $149.31K |
| SCFET 2025-2A E 144A 6.21% 06-20-36 | 3,390,000 | 3,390,000 | 0 | 0.09% | $15.35K |
| American Credit Acceptance Receivables Trust, Series 2024-3, Class D | 3,260,000 | 3,260,000 | 0 | 0.08% | -$14.20K |
| DARLING GLOBAL FINANCE /EUR/ REGD 144A P/P 4.50000000 | 2,875,000 | 2,875,000 | 0 | 0.08% | -$116.18K |
| Ciudad Autonoma De Buenos Aires/Government Bonds 7.80 11/26/2033 | 3,265,000 | 3,265,000 | 0 | 0.08% | -$3.95K |
| CFMT LLC, Series 2024-HB14, Class M4 | 3,450,000 | 3,450,000 | 0 | 0.08% | $15.00K |
| Fannie Mae Connecticut Avenue Securities, Series 2024-R03, Class 2M2 | 3,280,000 | 3,280,000 | 0 | 0.08% | -$10.92K |
| Merchants Fleet Funding LLC Series 2024-1A, Class E | 3,200,000 | 3,200,000 | 0 | 0.08% | -$10.74K |
| BLUE OWL ASSET LEASING TRUST 2024-1 LLC | 3,180,000 | 3,180,000 | 0 | 0.08% | -$738 |
| COMM MORTGAGE TRUST | 3,750,000 | 3,750,000 | 0 | 0.08% | -$33.01K |
| Cape Lookout Re Ltd., Series A | 3,150,000 | 3,150,000 | 0 | 0.08% | -$47.25K |
| Continental Finance Credit Card ABS Master Trust | 3,000,000 | 3,000,000 | 0 | 0.08% | -$40.16K |
| FREMF 2021-K131 Mortgage Trust | 5,000,000 | 5,000,000 | 0 | 0.08% | $102.59K |
| Cleveland-Cliffs Inc. | 3,185,000 | 3,185,000 | 0 | 0.08% | -$182.97K |
| STACR 2020-DNA6 B2 144A FRN 12-25-50 | 2,630,000 | 2,630,000 | 0 | 0.08% | $29.69K |
| MSC 2014-150E AS | 3,350,000 | 3,350,000 | 0 | 0.08% | $102.96K |
| Prestige Auto Receivables Trust 2025-1 | 2,959,000 | 2,959,000 | 0 | 0.08% | $42.28K |
| GLS Auto Receivables Issuer Trust, Series 2024-2A, Class E | 2,830,000 | 2,830,000 | 0 | 0.08% | -$7.15K |
| CARLYLE US CLO 2019-4 LTD | 3,000,000 | 3,000,000 | 0 | 0.07% | -$49.90K |
| Granite Park Equipment Leasing LLC, Series 2023-1A, Class E | 2,885,000 | 2,885,000 | 0 | 0.07% | $27.06K |
| MSCR 2021-MN1 M2 144A FRN 01-25-51 | 2,750,000 | 2,750,000 | 0 | 0.07% | $13.39K |
| RMF Buyout Issuance Trust, Series 2021-HB1, Class M4 | 3,000,000 | 3,000,000 | 0 | 0.07% | -$5.38K |
| ONEMAIN FIN. CORP 6.125% | 2,885,000 | 2,885,000 | 0 | 0.07% | -$120.44K |
| FREMF 2017-KW03 Mortgage Trust | 2,800,000 | 2,800,000 | 0 | 0.07% | $38.63K |
| FNMA Connecticut Avenue Securities Trust, Series 2020-SBT1, Class 1M2 | 2,670,000 | 2,670,000 | 0 | 0.07% | -$21.60K |
| SEMPRA | 2,705,000 | 2,705,000 | 0 | 0.07% | -$44.15K |
| LA FITNESS TERM B 1LN 02/12/2029 | 2,664,344 | 2,664,344 | 0 | 0.07% | $2.91K |
| QNTELE 6.25 08/15/33 144A | 2,635,000 | 2,635,000 | 0 | 0.07% | -$66.97K |
| UWM HOLDINGS LLC REGD 144A P/P 6.25000000 | 2,915,000 | 2,915,000 | 0 | 0.07% | -$255.70K |
| Freddie Mac STACR Trust 2019-FTR3 | 2,431,000 | 2,431,000 | 0 | 0.07% | -$11.82K |
| QNTELE 5.75 08/15/32 144A | 2,605,000 | 2,605,000 | 0 | 0.07% | -$55.37K |
| LIGHTNING RE SERIES 2023 1 | 2,600,000 | 2,600,000 | 0 | 0.07% | -$55.90K |
| VFI ABS 2023-1 LLC | 2,540,000 | 2,540,000 | 0 | 0.07% | -$33.91K |
| ALBERTSONS COS/SAFEWAY REGD 144A P/P 5.50000000 | 2,600,000 | 2,600,000 | 0 | 0.07% | -$56.87K |
| HRI 7.25 06/15/33 144A | 2,480,000 | 2,480,000 | 0 | 0.06% | -$88.39K |
| Arbor Realty Collateralized Loan Obligation Ltd., Series 2025-BTR1, Class B | 2,510,000 | 2,510,000 | 0 | 0.06% | $14.56K |
| High Point Re Ltd., Series A | 2,500,000 | 2,500,000 | 0 | 0.06% | -$31.25K |
| Long Point Re IV Ltd., Series 2022 | 2,500,000 | 2,500,000 | 0 | 0.06% | -$13.50K |
| FMCN 7.25 02/15/34 144A | 2,440,000 | 2,440,000 | 0 | 0.06% | -$81.17K |
| SCF Equipment Leasing LLC, Series 2024-1A, Class E | 2,300,000 | 2,300,000 | 0 | 0.06% | $3.11K |
| CAR 8 3/8 06/15/32 | 2,435,000 | 2,435,000 | 0 | 0.06% | -$92.74K |
| STACR 2021-HQA4 B1 12/41 | 2,340,000 | 2,340,000 | 0 | 0.06% | -$13.18K |
| Presidence de la Republique de Cote d'Ivoire | 2,500,000 | 2,500,000 | 0 | 0.06% | -$146.13K |
| AMUR EQUIPMENT FINANCE RECEIVABLES X LLC AXIS 2022-1A E | 2,350,000 | 2,350,000 | 0 | 0.06% | -$1.12K |
| Simpar Europe SA | 2,785,000 | 2,785,000 | 0 | 0.06% | $107.22K |
| CLF 7.625 01/15/34 144A | 2,400,000 | 2,400,000 | 0 | 0.06% | -$163.33K |
| PREF 2024-1A E | 2,260,000 | 2,260,000 | 0 | 0.06% | $8.20K |
| EGYPT GOVERNMENT INTERNATIONAL BOND 144A LIFE 5.875% 02-16-31 | 2,520,000 | 2,520,000 | 0 | 0.06% | -$203.45K |
| ZF North America Capital, Inc. | 2,335,000 | 2,335,000 | 0 | 0.06% | -$50.83K |
| Ciudad Autonoma De Buenos Aires/Government Bonds | 2,271,447 | 2,271,447 | 0 | 0.06% | $295 |
| LINCOLN NATIONAL CORP REGD 5.35000000 | 2,315,000 | 2,315,000 | 0 | 0.06% | -$79.04K |
| ReadyCap Commercial Mortgage Trust 2019-6 | 2,443,000 | 2,443,000 | 0 | 0.06% | -$18.12K |
| AXIS 2024-2A E | 2,176,000 | 2,176,000 | 0 | 0.06% | -$546 |
| SPIRE INC | 2,220,000 | 2,220,000 | 0 | 0.06% | $2.80K |
| CSC HOLDINGS LLC SR UNSECURED 144A 12/30 4.625 | 6,200,000 | 6,200,000 | 0 | 0.06% | -$26.81K |
| BNP PARIBAS SA JR SUBORDINA 144A 12/99 VAR | 2,101,000 | 2,101,000 | 0 | 0.05% | -$87.71K |
| ENERFLEX INC SR UNSECURED 144A 01/31 6.875 | 2,055,000 | 2,055,000 | 0 | 0.05% | -$2.91K |
| FORD MOTOR CRED | 2,052,000 | 2,052,000 | 0 | 0.05% | -$53.18K |
| Sanders RE II Ltd., Series B | 2,000,000 | 2,000,000 | 0 | 0.05% | -$50.40K |
| FREMF Mortgage Trust, Series 2018-K154, Class B | 2,300,000 | 2,300,000 | 0 | 0.05% | -$15.10K |
| OASIS 2024-1A B | 2,010,000 | 2,010,000 | 0 | 0.05% | -$6.62K |
| Arivo Acceptance Auto Loan Receivables Trust 2022-1 | 2,000,000 | 2,000,000 | 0 | 0.05% | $3.61K |
| Tricolor Auto Securitization Trust Series 2024-2A, Class D | 7,690,000 | 7,690,000 | 0 | 0.05% | -$1.02M |
| MORGAN STANLEY | 1,930,000 | 1,930,000 | 0 | 0.05% | -$53.86K |
| Uniti Group LP / Uniti Group Finance 2019 Inc / CSL Capital LLC | 1,925,000 | 1,925,000 | 0 | 0.05% | $64.38K |
| First Quantum Minerals Ltd | 1,840,000 | 1,840,000 | 0 | 0.05% | -$47.09K |
| Continental Finance Credit Card ABS Master Trust, Series 2024-A, Class A | 1,900,000 | 1,900,000 | 0 | 0.05% | -$20.62K |
| Onity Loan Investment Trust, Series 2024-HB2, Class M3 | 1,950,000 | 1,950,000 | 0 | 0.05% | -$14.10K |
| CAPE LOOKOUT RE LTD UNSECURED 144A 03/32 VAR | 1,750,000 | 1,750,000 | 0 | 0.05% | -$28.00K |
| Grupo Aeromexico SAB de CV | 1,281,710 | 1,281,710 | 0 | 0.05% | -$1.04M |
| Cascade MH Asset Trust, Series 2021-MH1, Class B1 | 2,150,000 | 2,150,000 | 0 | 0.05% | -$10.80K |
| MORGAN STANLEY BK AMER MERRILL LYNCH TR 2017-C33 3.356% 05/15/2050 144A | 2,000,000 | 2,000,000 | 0 | 0.05% | $27.89K |
| CSMC 2021-RPL2Trust | 2,638,958 | 2,638,958 | 0 | 0.04% | -$51.95K |
| CBRE SERVICES IN | 1,770,000 | 1,770,000 | 0 | 0.04% | -$33.07K |
| Grupo Aeromexico SAB de CV 8.25 11/15/2029 | 1,810,000 | 1,810,000 | 0 | 0.04% | -$104.18K |
| JP Morgan Chase Commercial Mortgage Securities Trust 2020-LOOP | 11,650,000 | 11,650,000 | 0 | 0.04% | $229.99K |
| Venture Global LNG, Inc. | 1,540,000 | 1,540,000 | 0 | 0.04% | $69.02K |
| Arbor Realty Collateralized Loan Obligation Ltd., Series 2025-BTR1, Class A | 1,660,000 | 1,660,000 | 0 | 0.04% | -$4.52K |
| FREMF 2018-K1507 Mortgage Trust | 1,875,000 | 1,875,000 | 0 | 0.04% | -$14.83K |
| FREDDIE MAC MSCR TRUST MN1 MSCR 2021-MN1 B1 | 1,455,000 | 1,455,000 | 0 | 0.04% | -$397 |
| HESS MIDSTREAM PARTNERS LP 5.875% 03/01/2028 144A | 1,545,000 | 1,545,000 | 0 | 0.04% | -$19.09K |
| Residential Reinsurance 2023 Ltd., Series 3 | 1,500,000 | 1,500,000 | 0 | 0.04% | -$20.70K |
| WEC ENERGY GROUP | 1,565,000 | 1,565,000 | 0 | 0.04% | -$41.42K |
| BAXTER INTL | 1,550,000 | 1,550,000 | 0 | 0.04% | -$31.85K |
| Residential Reinsurance 2022 Ltd. | 1,500,000 | 1,500,000 | 0 | 0.04% | -$25.50K |
| Sanders RE II Ltd., Series A | 1,500,000 | 1,500,000 | 0 | 0.04% | -$10.20K |
| RADNOR RE 2021-2 LTD RMIR 2021-2 M2 | 1,460,000 | 1,460,000 | 0 | 0.04% | -$8.10K |
| HIGHWOODS REALTY | 1,535,000 | 1,535,000 | 0 | 0.04% | -$35.08K |
| Mehilainen Yhtiot OYJ | 1,285,000 | 1,285,000 | 0 | 0.04% | -$52.95K |
| Benchmark 2020-IG3 Mortgage Trust | 2,025,000 | 2,025,000 | 0 | 0.04% | $3.54K |
| AMUR EQUIPMENT FINANCE RECEIVABLES XI LLC AXIS 2022-2A E | 1,413,000 | 1,413,000 | 0 | 0.04% | -$3.42K |
| HRI 5.75 03/15/31 144A | 1,435,000 | 1,435,000 | 0 | 0.04% | -$43.02K |
| JP Morgan Mortgage Trust 2021-3 | 2,000,000 | 2,000,000 | 0 | 0.04% | -$10.01K |
| HRI 6 03/15/34 144A | 1,450,000 | 1,450,000 | 0 | 0.04% | -$67.54K |
| Arbor Realty Collateralized Loan Obligation Ltd. Series 2025-BTR1, Class C | 1,390,000 | 1,390,000 | 0 | 0.04% | $7.92K |
| Sequoia Mortgage Trust 2022-1 | 2,743,712 | 2,743,712 | 0 | 0.03% | -$31.83K |
| FREMF 2018-KSW4 Mortgage Trust | 1,417,812 | 1,417,812 | 0 | 0.03% | $28.22K |
| TEVA PHARMACEUTI TEVA 5 1/8 05/09/29 | 1,328,000 | 1,328,000 | 0 | 0.03% | -$19.29K |
| AZURGY 8 1/8 01/23/30 | 1,300,000 | 1,300,000 | 0 | 0.03% | $11.34K |
| MPEL 6.5 09/24/33 144A | 1,360,000 | 1,360,000 | 0 | 0.03% | -$58.18K |
| Atlas Capital DAC, Series A | 1,250,000 | 1,250,000 | 0 | 0.03% | -$8.88K |
| BLUE RIDGE RE LTD UNSECURED 144A 01/31 VAR | 1,250,000 | 1,250,000 | 0 | 0.03% | -$24.00K |
| European Bank for Reconstruction & Development | 944,110,000 | 944,110,000 | 0 | 0.03% | -$337.09K |
| Sanders Re III Ltd., Series A | 1,250,000 | 1,250,000 | 0 | 0.03% | -$18.75K |
| SOHO TRUST 2021 SOHO SOHO 2021 SOHO A 144A | 1,500,000 | 1,500,000 | 0 | 0.03% | $2.68K |
| Four Lakes Re Ltd., Series B | 1,250,000 | 1,250,000 | 0 | 0.03% | -$11.46K |
| Phoenix 3 RE Pte Ltd | 1,000,000 | 1,000,000 | 0 | 0.03% | $25.50K |
| ACM Auto Trust, Series 2024-2A, Class B | 1,190,000 | 1,190,000 | 0 | 0.03% | -$3.98K |
| Morgan Stanley Capital I Trust, Series 2016-UBS9, Class D | 1,550,000 | 1,550,000 | 0 | 0.03% | $7.36K |
| BXP 2 10/01/30 | 1,220,000 | 1,220,000 | 0 | 0.03% | -$70.76K |
| GS Mortgage-Backed Securities Corp Trust 2019-PJ3 | 1,490,000 | 1,490,000 | 0 | 0.03% | -$17.66K |
| Tricolor Auto Securitization Trust 2024-1 | 4,022,000 | 4,022,000 | 0 | 0.03% | -$1.98K |
| SHEARE 9.625 09/15/32 144A | 1,038,000 | 1,038,000 | 0 | 0.03% | -$30.67K |
| FloodSmart Re Ltd., Series A | 1,000,000 | 1,000,000 | 0 | 0.03% | -$16.80K |
Top 300 of 400, by weight.
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