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 | 178,341,000 | 178,341,000 | 1.66% | $176.82M |
| U.S. Treasury Notes | 0 | 153,830,000 | 153,830,000 | 1.46% | $154.89M |
| US TREASURY N/B | 0 | 88,843,000 | 88,843,000 | 0.84% | $88.97M |
| US TREASURY N/B | 0 | 81,411,000 | 81,411,000 | 0.76% | $80.69M |
| US TREASURY N/B | 0 | 79,581,000 | 79,581,000 | 0.73% | $78.04M |
| Fixed Income Clearing Corporation | 0 | 50,000,000 | 50,000,000 | 0.47% | $50.00M |
| U.S. Treasury Notes | 0 | 41,817,000 | 41,817,000 | 0.39% | $41.68M |
| US TREASURY N/B | 0 | 37,839,000 | 37,839,000 | 0.35% | $37.25M |
| Fixed Income Clearing Corporation | 0 | 34,267,000 | 34,267,000 | 0.32% | $34.27M |
| US TREASURY N/B | 0 | 33,984,000 | 33,984,000 | 0.31% | $32.76M |
| TAOT 2026-A A3 | 0 | 30,450,000 | 30,450,000 | 0.28% | $30.25M |
| MBALT 2026-A A3 | 0 | 28,695,000 | 28,695,000 | 0.27% | $28.53M |
| Hyundai Auto Lease Securitization Trust, Series 2026-A, Class A3 | 0 | 25,340,000 | 25,340,000 | 0.24% | $25.25M |
| ALPHABET INC | 0 | 19,825,000 | 19,825,000 | 0.19% | $19.69M |
| VIRGINIA EL&PWR | 0 | 19,300,000 | 19,300,000 | 0.18% | $18.81M |
| AMAZON.COM INC | 0 | 15,800,000 | 15,800,000 | 0.15% | $15.68M |
| Morgan Stanley | 0 | 15,450,000 | 15,450,000 | 0.14% | $15.35M |
| ORACLE CORP | 0 | 15,525,000 | 15,525,000 | 0.14% | $14.93M |
| QTS ISSUER ABS II LLC SER 2026-1A CL A2 REGD 144A P/P 5.36400000 | 0 | 12,650,000 | 12,650,000 | 0.12% | $12.36M |
| AMAZON.COM INC | 0 | 11,900,000 | 11,900,000 | 0.11% | $11.79M |
| ING GROEP NV | 0 | 11,600,000 | 11,600,000 | 0.11% | $11.53M |
| WILLIAMS COS INC | 0 | 11,200,000 | 11,200,000 | 0.10% | $11.03M |
| SIERRA PAC POWER | 0 | 10,800,000 | 10,800,000 | 0.10% | $10.71M |
| FN MA5009 | 0 | 10,788,621 | 10,788,621 | 0.10% | $10.69M |
| SLG Office Trust 2026-OMA | 0 | 10,000,000 | 10,000,000 | 0.09% | $10.04M |
| Wells Fargo & Co. | 0 | 10,000,000 | 10,000,000 | 0.09% | $10.04M |
| UNITK 2026-1A A2 | 0 | 10,000,000 | 10,000,000 | 0.09% | $9.97M |
| Federal Farm Credit Bank (FFCB) | 0 | 10,000,000 | 10,000,000 | 0.09% | $9.94M |
| United States Treasury Bill | 0 | 10,000,000 | 10,000,000 | 0.09% | $9.93M |
| SoFi Consumer Loan Program Trust 2026-1 | 0 | 7,614,511 | 7,614,511 | 0.07% | $7.61M |
| PMT Loan Trust | 0 | 7,368,000 | 7,368,000 | 0.07% | $7.42M |
| CHENIERE ENERGYP | 0 | 6,900,000 | 6,900,000 | 0.07% | $7.03M |
| HONEYWELL AEROSP | 0 | 7,075,000 | 7,075,000 | 0.07% | $7.02M |
| HONEYWELL AEROSP | 0 | 6,650,000 | 6,650,000 | 0.06% | $6.57M |
| U.S. Treasury Bills | 0 | 6,000,000 | 6,000,000 | 0.06% | $5.98M |
| CIFC Funding Ltd | 0 | 5,900,000 | 5,900,000 | 0.06% | $5.90M |
| EATON CORP | 0 | 5,800,000 | 5,800,000 | 0.05% | $5.72M |
| Sequoia Mortgage Trust 2026-1 | 0 | 5,746,293 | 5,746,293 | 0.05% | $5.70M |
| AMGEN INC | 0 | 5,750,000 | 5,750,000 | 0.05% | $5.65M |
| BNP V4.916 01/15/34 144A | 0 | 5,750,000 | 5,750,000 | 0.05% | $5.62M |
| ALPHABET INC | 0 | 5,650,000 | 5,650,000 | 0.05% | $5.60M |
| Sotheby's Artfi Master Trust, Series 2026-1A, Class C | 0 | 5,500,000 | 5,500,000 | 0.05% | $5.49M |
| BX Commercial Mortgage Trust 2026-ALOHA | 0 | 5,000,000 | 5,000,000 | 0.05% | $5.01M |
| Galaxy 32 CLO Ltd | 0 | 5,000,000 | 5,000,000 | 0.05% | $5.00M |
| U.S. Treasury Bills | 0 | 5,000,000 | 5,000,000 | 0.05% | $4.99M |
| U.S. Treasury Bills | 0 | 5,000,000 | 5,000,000 | 0.05% | $4.99M |
| ARES Commercial Mortgage Trust, Series 2026-GCP, Class A | 0 | 5,000,000 | 5,000,000 | 0.05% | $4.99M |
| Benchmark 2019-B15 Mortgage Trust | 0 | 5,600,000 | 5,600,000 | 0.05% | $4.84M |
| Golub Capital Partners CLO, LT | 0 | 4,500,000 | 4,500,000 | 0.04% | $4.50M |
| GCAT 2022-INV1 A26 | 0 | 5,020,073 | 5,020,073 | 0.04% | $4.32M |
| El Puerto de Liverpool SAB de CV | 0 | 4,500,000 | 4,500,000 | 0.04% | $4.25M |
| Apidos CLO XXXI | 0 | 4,250,000 | 4,250,000 | 0.04% | $4.24M |
| IMPRL 2022-NQM2 A1 | 0 | 4,391,818 | 4,391,818 | 0.04% | $4.19M |
| FSMT 2021-13IN A17 | 0 | 4,706,260 | 4,706,260 | 0.04% | $4.05M |
| NMEF Funding 2026-A LLC | 0 | 4,010,000 | 4,010,000 | 0.04% | $3.99M |
| EATON CORP | 0 | 3,900,000 | 3,900,000 | 0.04% | $3.85M |
| ENERGY TRANS | 0 | 3,800,000 | 3,800,000 | 0.04% | $3.77M |
| AMAZON.COM INC | 0 | 3,525,000 | 3,525,000 | 0.03% | $3.52M |
| BX Trust 2026-OPTM | 0 | 3,500,000 | 3,500,000 | 0.03% | $3.48M |
| Bausch & Lomb Corporation, Repriced Term Loan | 0 | 3,457,247 | 3,457,247 | 0.03% | $3.47M |
| Banco Santander Chile 4.55 11/20/2030 | 0 | 3,500,000 | 3,500,000 | 0.03% | $3.45M |
| PFS Financing Corp | 0 | 3,350,000 | 3,350,000 | 0.03% | $3.32M |
| ELP Commercial Mortgage Trust, Series 2025-ELP, Class C | 0 | 3,250,000 | 3,250,000 | 0.03% | $3.23M |
| Nexstar Media Inc | 0 | 3,155,000 | 3,155,000 | 0.03% | $3.18M |
| Golub Capital Partners CLO, LT | 0 | 3,000,000 | 3,000,000 | 0.03% | $2.99M |
| Republic of Ecuador | 0 | 3,000,000 | 3,000,000 | 0.03% | $2.94M |
| UNITED MEXICAN | 0 | 3,000,000 | 3,000,000 | 0.03% | $2.92M |
| Presidencia da Republica | 0 | 2,850,000 | 2,850,000 | 0.03% | $2.91M |
| NOVARTIS CAPITAL | 0 | 2,850,000 | 2,850,000 | 0.03% | $2.87M |
| Mizrahi Tefahot Bank Ltd | 0 | 2,875,000 | 2,875,000 | 0.03% | $2.86M |
| PMT Loan Trust | 0 | 2,720,000 | 2,720,000 | 0.03% | $2.73M |
| DTE ELECTRIC CO | 0 | 2,725,000 | 2,725,000 | 0.02% | $2.63M |
| BX COMMERCIAL MORTGAGE TRUST 2026-XL6 TSFR1M+130 03/15/2043 144A | 0 | 2,625,000 | 2,625,000 | 0.02% | $2.62M |
| CENTERPOINT HOUS | 0 | 2,675,000 | 2,675,000 | 0.02% | $2.62M |
| PNC FINANCIAL | 0 | 2,650,000 | 2,650,000 | 0.02% | $2.60M |
| MEXICO GOVERNMENT INTERNATIONA SR UNSECURED 05/40 5.375 | 0 | 2,250,000 | 2,250,000 | 0.02% | $2.52M |
| Chase Home Lending Mortgage Trust Series 2026-2 | 0 | 2,500,349 | 2,500,349 | 0.02% | $2.49M |
| Culligan Holding 07/31/28 | 0 | 2,462,483 | 2,462,483 | 0.02% | $2.46M |
| BRAZIL NOTAS DO TESOURO NACION NOTES 01/33 10 | 0 | 15,000,000 | 15,000,000 | 0.02% | $2.43M |
| Michaels Cos Inc/The | 0 | 2,445,000 | 2,445,000 | 0.02% | $2.38M |
| Belron Finance 2019 LLC, First Lien, CME Term Loan, B | 0 | 2,371,060 | 2,371,060 | 0.02% | $2.37M |
| LSF12 HELIX PARENT LLC SR SECURED 144A 02/33 7.125 | 0 | 2,365,000 | 2,365,000 | 0.02% | $2.28M |
| BX Commercial Mortgage Trust, Series 2026-ALOHA, Class D | 0 | 2,250,000 | 2,250,000 | 0.02% | $2.25M |
| OAK-Eagle Acquireco Inc | 0 | 2,000,000 | 2,000,000 | 0.02% | $2.07M |
| JP Morgan Mortgage Trust 2022-3 | 0 | 2,534,762 | 2,534,762 | 0.02% | $2.06M |
| IND MICH POWER | 0 | 2,100,000 | 2,100,000 | 0.02% | $2.03M |
| Neuberger Berman Loan Advisers CLO 45 Ltd | 0 | 2,000,000 | 2,000,000 | 0.02% | $2.00M |
| WESCO Distribution Inc | 0 | 2,000,000 | 2,000,000 | 0.02% | $1.99M |
| Republic of Uganda Government Bonds | 0 | 7,600,000,000 | 7,600,000,000 | 0.02% | $1.99M |
| REPUBLIC OF KAZAKHSTAN SR UNSECURED 144A 10/30 4.412 | 0 | 2,000,000 | 2,000,000 | 0.02% | $1.96M |
| SAUDI INT BOND | 0 | 2,000,000 | 2,000,000 | 0.02% | $1.95M |
| ARGENTINA | 0 | 2,900,000 | 2,900,000 | 0.02% | $1.93M |
| STC SUKUK CO II LTD SR UNSECURED 144A 01/31 4.489 | 0 | 1,950,000 | 1,950,000 | 0.02% | $1.90M |
| OMAN SULTANATE 6.5% 03/08/2047 144A | 0 | 1,850,000 | 1,850,000 | 0.02% | $1.90M |
| Mitchell International, Inc., Term Loan | 0 | 1,957,594 | 1,957,594 | 0.02% | $1.87M |
| Romania Government Bond | 0 | 2,000,000 | 2,000,000 | 0.02% | $1.85M |
| COMISION EJ HI RIO LEMPA REGD 144A P/P 8.65000000 | 0 | 1,800,000 | 1,800,000 | 0.02% | $1.84M |
| Comision Federal de Electricidad 6.05 01/28/2034 | 0 | 1,900,000 | 1,900,000 | 0.02% | $1.84M |
| ARTHUR J GALLAGH | 0 | 1,950,000 | 1,950,000 | 0.02% | $1.82M |
| TURKIYE REP OF | 0 | 1,895,000 | 1,895,000 | 0.02% | $1.79M |
| BROADCOM INC | 0 | 1,800,000 | 1,800,000 | 0.02% | $1.79M |
| Republic of Cote d'Ivoire | 0 | 2,000,000 | 2,000,000 | 0.02% | $1.76M |
| CHTR 7.375 02/01/36 144A | 0 | 1,760,000 | 1,760,000 | 0.02% | $1.75M |
| ISRAEL ELECTRIC CORP LTD SR SECURED 144A REGS 01/38 5.6 | 0 | 1,775,000 | 1,775,000 | 0.02% | $1.75M |
| Vitality Re XVII Ltd., Series A | 0 | 1,750,000 | 1,750,000 | 0.02% | $1.75M |
| REPUBLIC OF COLOMBIA SR UNSECURED 01/41 6.125 | 0 | 2,000,000 | 2,000,000 | 0.02% | $1.74M |
| UBSCM 2018-C13 AS | 0 | 1,750,000 | 1,750,000 | 0.02% | $1.70M |
| Verus Securitization Trust 2026-1 | 0 | 1,700,000 | 1,700,000 | 0.02% | $1.68M |
| FIBRA Prologis | 0 | 1,750,000 | 1,750,000 | 0.02% | $1.66M |
| AKBNK V7.95 PERP 144A | 0 | 1,725,000 | 1,725,000 | 0.02% | $1.64M |
| DUBAEE 4.95 01/15/33 144A | 0 | 1,675,000 | 1,675,000 | 0.01% | $1.59M |
| LGHTGN TL B 1L USD | 0 | 1,561,170 | 1,561,170 | 0.01% | $1.56M |
| Perusahaan Perseroan Persero PT Perusahaan Listrik Negara 5.45 02/03/2036 | 0 | 1,575,000 | 1,575,000 | 0.01% | $1.51M |
| Columbus McKinnon Corporation/NY | 0 | 1,465,000 | 1,465,000 | 0.01% | $1.46M |
| Dominican Republic Government Bond | 0 | 1,500,000 | 1,500,000 | 0.01% | $1.42M |
| Republic of Ecuador | 0 | 1,425,000 | 1,425,000 | 0.01% | $1.40M |
| Nexstar Media Inc | 0 | 1,385,000 | 1,385,000 | 0.01% | $1.39M |
| STATE OF ISRAEL | 0 | 1,375,000 | 1,375,000 | 0.01% | $1.35M |
| Bahamas Government International Bond | 0 | 1,250,000 | 1,250,000 | 0.01% | $1.33M |
| BANCO INTERNACIONAL DEL PERU SAA INTERBANK 144A LIFE SR UNSEC 4.8% 07-15-31 | 0 | 1,325,000 | 1,325,000 | 0.01% | $1.30M |
| CHTR 7 02/01/33 144A | 0 | 1,265,000 | 1,265,000 | 0.01% | $1.27M |
| Morgan Stanley Residential Mortgage Loan Trust | 0 | 1,269,000 | 1,269,000 | 0.01% | $1.26M |
| CNX Resources Corp | 0 | 1,270,000 | 1,270,000 | 0.01% | $1.24M |
| BANK HAPOALIM BM SR UNSECURED 144A REGS 01/33 5 | 0 | 1,250,000 | 1,250,000 | 0.01% | $1.23M |
| RCKT Mortgage Trust 2021-4 | 0 | 1,479,138 | 1,479,138 | 0.01% | $1.22M |
| ASPIRE BAKERIES TERM B 1LN 12/23/2030 | 0 | 1,158,300 | 1,158,300 | 0.01% | $1.16M |
| ASURION LLC/CO | 0 | 1,090,000 | 1,090,000 | 0.01% | $1.06M |
| LVLT 8.5 01/15/36 144A | 0 | 1,000,000 | 1,000,000 | 0.01% | $1.04M |
| O'REILLY AUTOMOT | 0 | 1,050,000 | 1,050,000 | 0.01% | $1.04M |
| RHP Hotel Properties LP / RHP Finance Corp | 0 | 995,000 | 995,000 | 0.01% | $981.92K |
| Esab Corp | 0 | 955,000 | 955,000 | 0.01% | $961.69K |
| SV RNO Property Owner 1 LLC | 0 | 970,000 | 970,000 | 0.01% | $958.84K |
| APLD ComputeCo 2 LLC | 0 | 955,000 | 955,000 | 0.01% | $948.05K |
| REPUBLIC OF BENIN 7.96% 02/13/2038 144A | 0 | 950,000 | 950,000 | 0.01% | $932.00K |
| FN MA4598 | 0 | 1,096,866 | 1,096,866 | 0.01% | $928.22K |
| CWENA 5.75 01/15/34 144A | 0 | 940,000 | 940,000 | 0.01% | $923.74K |
| URUGUAY GOVERNMENT INTERNATION SR UNSECURED 10/35 8 | 0 | 36,000,000 | 36,000,000 | 0.01% | $900.07K |
| Republic of Colombia | 0 | 875,000 | 875,000 | 0.01% | $859.69K |
| AROC 6 02/01/34 | 0 | 855,000 | 855,000 | 0.01% | $846.50K |
| Sequoia Mortgage Trust | 0 | 822,000 | 822,000 | 0.01% | $807.87K |
| Kodiak Gas Services LLC | 0 | 765,000 | 765,000 | 0.01% | $768.79K |
| BMRN 5 1/2 02/15/34 | 0 | 780,000 | 780,000 | 0.01% | $767.95K |
| SM Energy Co. | 0 | 705,000 | 705,000 | 0.01% | $703.01K |
| GFL ENVIRONMENTAL HOLDINGS US INC 5.5% 02/01/2034 144A | 0 | 715,000 | 715,000 | 0.01% | $701.27K |
| OAK-Eagle Acquireco Inc | 0 | 665,000 | 665,000 | 0.01% | $696.18K |
| TransDigm Inc | 0 | 675,000 | 675,000 | 0.01% | $663.89K |
| NLSN 9.5 02/15/33 144A | 0 | 670,000 | 670,000 | 0.01% | $650.06K |
| Kleopatra Finco Sarl | 0 | 749,849 | 749,849 | 0.01% | $612.77K |
| MUTHOOT FINANCE LTD MUTHOOT FINANCE LTD | 0 | 625,000 | 625,000 | 0.01% | $599.68K |
| Cyprium Corp / Cyprium Holdings Luxembourg Sarl | 0 | 580,000 | 580,000 | 0.01% | $571.77K |
| Matador Resources Co | 0 | 520,000 | 520,000 | 0.00% | $516.71K |
| Advanced Drainage Systems Inc | 0 | 520,000 | 520,000 | 0.00% | $506.02K |
| LNW TL B 1L USD | 0 | 492,890 | 492,890 | 0.00% | $493.51K |
| Gee Automotive Holdings LLC | 0 | 480,000 | 480,000 | 0.00% | $481.47K |
| Black Pearl Compute LLC | 0 | 450,000 | 450,000 | 0.00% | $458.01K |
| UNITED AIRLINES HOLDINGS INC SR UNSEC 5.375% 03-01-31 | 0 | 465,000 | 465,000 | 0.00% | $455.38K |
| Citigroup Commercial Mortgage Trust 2023-PRM3 | 0 | 393,000 | 393,000 | 0.00% | $405.24K |
| CSC SERVICEWORKS TERM Exchange FLSO TL 1LN 09/04/2030 | 0 | 472,020 | 472,020 | 0.00% | $372.90K |
| CVR ENERGY INC SR UNSECURED 144A 02/31 7.5 | 0 | 335,000 | 335,000 | 0.00% | $337.50K |
| POST HOLDINGS INC REGD 144A P/P 6.25000000 | 0 | 165,000 | 165,000 | 0.00% | $161.57K |
| RECEIVE USD [8266840.55] PAY EUR [-7028080.26] on 20260106 @ 1.176259 | 0 | 2 | 2 | 0.00% | $131.48K |
| Kleopatra Finco Sarl | 0 | 69,660 | 69,660 | 0.00% | $95.49K |
| Altice France Lux 3 S.A. | 0 | 5,099 | 5,099 | 0.00% | $84.87K |
| CSC SERVICEWORKS EAST LL | 0 | 81,030 | 81,030 | 0.00% | $82.87K |
| Security | Shares Dec 2025 | Shares Mar 2026 | Δ shares | End % | Δ value |
|---|---|---|---|---|---|
| US TREASURY N/B | 265,373,000 | 0 | -265,373,000 | 0.00% | -$264.11M |
| Northern Trust Corporation | 72,026,000 | 0 | -72,026,000 | 0.00% | -$72.03M |
| US TREASURY N/B | 70,209,000 | 0 | -70,209,000 | 0.00% | -$69.02M |
| US TREASURY N/B | 67,364,000 | 0 | -67,364,000 | 0.00% | -$67.29M |
| US TREASURY N/B | 41,190,000 | 0 | -41,190,000 | 0.00% | -$41.11M |
| US TREASURY N/B | 39,857,000 | 0 | -39,857,000 | 0.00% | -$39.68M |
| BOEING CO | 22,400,000 | 0 | -22,400,000 | 0.00% | -$22.36M |
| HONEYWELL INTL | 21,200,000 | 0 | -21,200,000 | 0.00% | -$21.59M |
| ALPHABET INC | 19,825,000 | 0 | -19,825,000 | 0.00% | -$19.89M |
| GILEAD SCIENCES | 17,900,000 | 0 | -17,900,000 | 0.00% | -$18.81M |
| US TREASURY N/B | 19,010,000 | 0 | -19,010,000 | 0.00% | -$18.58M |
| US TREASURY N/B | 18,200,000 | 0 | -18,200,000 | 0.00% | -$18.21M |
| US TREASURY N/B | 16,930,000 | 0 | -16,930,000 | 0.00% | -$16.90M |
| MORGAN STANLEY | 11,850,000 | 0 | -11,850,000 | 0.00% | -$12.38M |
| Cologix Data Centers US Issuer LLC, Series 2021-1A, Class A2 | 11,450,000 | 0 | -11,450,000 | 0.00% | -$11.25M |
| FNMA Connecticut Avenue Securities Trust, Series 2022-R09, Class 2M2 | 10,195,000 | 0 | -10,195,000 | 0.00% | -$10.82M |
| Wells Fargo & Co., Series BB | 10,575,000 | 0 | -10,575,000 | 0.00% | -$10.54M |
| BERRY GLOBAL INC | 10,105,000 | 0 | -10,105,000 | 0.00% | -$10.09M |
| Brex Commercial Charge Card Master Trust, Series 2024-1, Class A1 | 10,000,000 | 0 | -10,000,000 | 0.00% | -$10.03M |
| U.S. Treasury Bills | 10,000,000 | 0 | -10,000,000 | 0.00% | -$9.99M |
| FHLBanks Office of Finance | 10,000,000 | 0 | -10,000,000 | 0.00% | -$9.94M |
| ORACLE CORP | 10,100,000 | 0 | -10,100,000 | 0.00% | -$9.90M |
| US TREASURY N/B | 8,850,000 | 0 | -8,850,000 | 0.00% | -$8.89M |
| CITIGROUP INC | 8,100,000 | 0 | -8,100,000 | 0.00% | -$8.13M |
| VWALT 2024-A A3 | 7,600,000 | 0 | -7,600,000 | 0.00% | -$7.64M |
| CHENIERE ENERGYP | 6,900,000 | 0 | -6,900,000 | 0.00% | -$7.20M |
| ALABAMA POWER CO | 10,350,000 | 0 | -10,350,000 | 0.00% | -$6.85M |
| FHLBanks Office of Finance | 6,519,000 | 0 | -6,519,000 | 0.00% | -$6.50M |
| PFS Financing Corp., Series 2024-D, Class A | 6,340,000 | 0 | -6,340,000 | 0.00% | -$6.45M |
| UBS GROUP | 6,450,000 | 0 | -6,450,000 | 0.00% | -$6.43M |
| PT PERTAMINA (PERSERO) SR UNSECURED 144A 02/26 1.4 | 6,200,000 | 0 | -6,200,000 | 0.00% | -$6.18M |
| CON EDISON CO | 6,250,000 | 0 | -6,250,000 | 0.00% | -$6.06M |
| Bank Leumi Le-Israel BM | 6,000,000 | 0 | -6,000,000 | 0.00% | -$5.98M |
| CIFC Funding Ltd | 5,855,000 | 0 | -5,855,000 | 0.00% | -$5.86M |
| Nordea Bank Abp (pfd) 6.63% 09/26/2174 Perpetual | 5,470,000 | 0 | -5,470,000 | 0.00% | -$5.52M |
| VIRGINIA EL&PWR | 5,300,000 | 0 | -5,300,000 | 0.00% | -$5.15M |
| FED HM LN BK BD 1/7/2026 | 5,000,000 | 0 | -5,000,000 | 0.00% | -$5.00M |
| MIK 5.25 05/01/28 144A | 4,900,000 | 0 | -4,900,000 | 0.00% | -$4.71M |
| Flexential Issuer, LLC | 4,589,714 | 0 | -4,589,714 | 0.00% | -$4.52M |
| MPLX LP | 4,475,000 | 0 | -4,475,000 | 0.00% | -$4.46M |
| O'REILLY AUTOMOT | 4,215,000 | 0 | -4,215,000 | 0.00% | -$4.21M |
| VERISK ANALYTICS | 3,900,000 | 0 | -3,900,000 | 0.00% | -$3.93M |
| KRAFT HEINZ FOOD | 4,100,000 | 0 | -4,100,000 | 0.00% | -$3.84M |
| WorldPay Term Loan B 200 2031-01-01 | 3,781,872 | 0 | -3,781,872 | 0.00% | -$3.79M |
| BX Trust, Series 2025-VLT7, Class A | 3,500,000 | 0 | -3,500,000 | 0.00% | -$3.51M |
| Bausch & Lomb TE 12/18/30 | 3,457,247 | 0 | -3,457,247 | 0.00% | -$3.50M |
| SOUTHERN GAS CORRIDOR GOVT GUARANT 144A 03/26 6.875 | 3,425,000 | 0 | -3,425,000 | 0.00% | -$3.45M |
| Porsche Innovative Lease Owner Trust, Series 2024-2A, Class A2A | 3,411,317 | 0 | -3,411,317 | 0.00% | -$3.41M |
| Wells Fargo Commercial Mortgage Trust | 3,350,000 | 0 | -3,350,000 | 0.00% | -$3.34M |
| JPMBB Commercial Mortgage Securities Trust, Series 2016-C1, Class A5 | 3,140,254 | 0 | -3,140,254 | 0.00% | -$3.13M |
| COMCAST CORP | 5,358,000 | 0 | -5,358,000 | 0.00% | -$3.13M |
| OPEC Fund for International Development (The) 4.5%, Due 01/26/2026 | 3,125,000 | 0 | -3,125,000 | 0.00% | -$3.13M |
| RUMO LUXEMBOURG SARL | 3,000,000 | 0 | -3,000,000 | 0.00% | -$2.99M |
| MITCHE TL B 1L USD | 2,962,500 | 0 | -2,962,500 | 0.00% | -$2.98M |
| VIRGINIA EL&PWR | 2,850,000 | 0 | -2,850,000 | 0.00% | -$2.81M |
| CORPORATE TERM LOAN | 2,575,968 | 0 | -2,575,968 | 0.00% | -$2.58M |
| FRONTIER COMMUNICATIONS SR SECURED 144A 10/27 5.875 | 2,500,000 | 0 | -2,500,000 | 0.00% | -$2.51M |
| Verus Securitization Trust, Series 2023-INV1, Class M1 | 2,500,000 | 0 | -2,500,000 | 0.00% | -$2.50M |
| CORPORATE TERM LOAN | 2,468,686 | 0 | -2,468,686 | 0.00% | -$2.48M |
| BANK OF AMER CRP | 2,375,000 | 0 | -2,375,000 | 0.00% | -$2.48M |
| Banistmo SA | 2,500,000 | 0 | -2,500,000 | 0.00% | -$2.47M |
| Wells Fargo Commercial Mortgage Trust, Series 2016-C32, Class B | 2,500,000 | 0 | -2,500,000 | 0.00% | -$2.46M |
| CSMC | 2,500,000 | 0 | -2,500,000 | 0.00% | -$2.43M |
| SBA TOWER TRUST | 2,398,000 | 0 | -2,398,000 | 0.00% | -$2.40M |
| ANGLOGOLD HOLDS | 2,500,000 | 0 | -2,500,000 | 0.00% | -$2.39M |
| BELRON TL B 1L USD | 2,377,003 | 0 | -2,377,003 | 0.00% | -$2.39M |
| PANAMA | 2,175,000 | 0 | -2,175,000 | 0.00% | -$2.34M |
| BRAZIL NOTAS DO TESOURO NACION NOTES 01/31 10 | 14,400,000 | 0 | -14,400,000 | 0.00% | -$2.31M |
| Republic of Cote d'Ivoire | 2,050,000 | 0 | -2,050,000 | 0.00% | -$2.23M |
| Banco Santander Mexico SA Institucion de Banca Multiple Grupo Financiero Santand | 2,050,000 | 0 | -2,050,000 | 0.00% | -$2.13M |
| BIMBO BAKERIES USA INC REGD 144A P/P 6.05000000 | 2,000,000 | 0 | -2,000,000 | 0.00% | -$2.09M |
| Grupo Aeromexico SAB de CV 8.25 11/15/2029 | 2,000,000 | 0 | -2,000,000 | 0.00% | -$2.04M |
| Cikarang Listrindo Tbk PT | 2,000,000 | 0 | -2,000,000 | 0.00% | -$2.03M |
| Presidencia de la Republica Dominicana | 2,000,000 | 0 | -2,000,000 | 0.00% | -$2.00M |
| Cosan Luxembourg SA | 2,000,000 | 0 | -2,000,000 | 0.00% | -$1.95M |
| ICBC Standard Bank plc | 8,000,000,000 | 0 | -8,000,000,000 | 0.00% | -$1.94M |
| FRIDPT 5.315 04/14/32 144A | 1,860,000 | 0 | -1,860,000 | 0.00% | -$1.90M |
| ENTERGY LA LLC | 1,800,000 | 0 | -1,800,000 | 0.00% | -$1.81M |
| INDONESIA TREASURY BOND | 28,000,000,000 | 0 | -28,000,000,000 | 0.00% | -$1.77M |
| Banco Industrial SA/Guatemala | 1,725,000 | 0 | -1,725,000 | 0.00% | -$1.72M |
| Cornerstone Generation LLC, Term Loan B | 1,620,000 | 0 | -1,620,000 | 0.00% | -$1.64M |
| GS Mortgage Securities Trust 2017-GS5 | 1,570,723 | 0 | -1,570,723 | 0.00% | -$1.56M |
| SM Energy Company | 1,440,000 | 0 | -1,440,000 | 0.00% | -$1.48M |
| SAUDI ARAB OIL | 1,375,000 | 0 | -1,375,000 | 0.00% | -$1.42M |
| CD Mortgage Trust | 1,414,434 | 0 | -1,414,434 | 0.00% | -$1.38M |
| NEMAK SAB DE CV | 1,525,000 | 0 | -1,525,000 | 0.00% | -$1.32M |
| DOMREP 5 1/2 02/22/29 | 1,295,000 | 0 | -1,295,000 | 0.00% | -$1.31M |
| EQT CORP SR UNSECURED 07/27 6.5 | 1,200,000 | 0 | -1,200,000 | 0.00% | -$1.22M |
| KOSMOS ENERGY LTD 7.75% 05/01/2027 144A | 1,325,000 | 0 | -1,325,000 | 0.00% | -$1.21M |
| Aspire Bakeries Holdings LLC, Term Loan B | 1,161,210 | 0 | -1,161,210 | 0.00% | -$1.17M |
| SABINE PASS LIQU | 1,156,000 | 0 | -1,156,000 | 0.00% | -$1.16M |
| Boost Newco Borrower, LLC | 1,035,000 | 0 | -1,035,000 | 0.00% | -$1.10M |
| BANK OF AMER CRP | 1,000,000 | 0 | -1,000,000 | 0.00% | -$1.00M |
| Titan Acquisition Limited, Term Loan B | 985,000 | 0 | -985,000 | 0.00% | -$993.69K |
| Adani Ports & Special Economic Zone Ltd. | 1,000,000 | 0 | -1,000,000 | 0.00% | -$981.90K |
| Eskom Holdings SOC Ltd | 900,000 | 0 | -900,000 | 0.00% | -$964.89K |
| Banc of America Commercial Mortgage Trust, Series 2015-UBS7, Class AS | 952,031 | 0 | -952,031 | 0.00% | -$950.04K |
| Bank of America Merrill Lynch Commercial Mortgage Trust 2017-BNK3 | 901,672 | 0 | -901,672 | 0.00% | -$898.49K |
| UNITED MEXICAN | 900,000 | 0 | -900,000 | 0.00% | -$850.05K |
| Ecuador Government International Bond (Step Bond) | 857,325 | 0 | -857,325 | 0.00% | -$845.12K |
| India Government International Bond | 72,000,000 | 0 | -72,000,000 | 0.00% | -$824.08K |
| CHILE ELECTRICITY LUX REGD 144A P/P 5.67200000 | 776,697 | 0 | -776,697 | 0.00% | -$806.63K |
| Klockner-Pentaplast of America, Inc., PIK DIP Roll-Up Term Loan | 897,209 | 0 | -897,209 | 0.00% | -$806.37K |
| T-MOBILE USA INC | 800,000 | 0 | -800,000 | 0.00% | -$798.17K |
| VIRGINIA EL&PWR | 775,000 | 0 | -775,000 | 0.00% | -$751.24K |
| JAMAICA GOVT | 710,000 | 0 | -710,000 | 0.00% | -$730.94K |
| Iraq International Bond | 728,125 | 0 | -728,125 | 0.00% | -$725.19K |
| BANK 2017-BNK6 ASB 3.289% 07/60 | 725,675 | 0 | -725,675 | 0.00% | -$723.12K |
| EQT CORP SR UNSECURED 04/29 6.375 | 695,000 | 0 | -695,000 | 0.00% | -$719.17K |
| JPMBB Commercial Mortgage Securities Trust, Series 2015-C29, Class B | 658,717 | 0 | -658,717 | 0.00% | -$655.55K |
| CALPINE TERM B5 1LN 2/15/2032 | 653,019 | 0 | -653,019 | 0.00% | -$653.63K |
| MVWOT 2021-1WA C | 525,504 | 0 | -525,504 | 0.00% | -$507.80K |
| Light and Wonder International, Inc., Term Loan B2 | 492,890 | 0 | -492,890 | 0.00% | -$495.51K |
| MAGYAR EXPORT-IMPORT BANK ZRT | 445,000 | 0 | -445,000 | 0.00% | -$457.53K |
| Sierra Timeshare Receivables Funding LLC, Series 2021-1A, Class B | 427,992 | 0 | -427,992 | 0.00% | -$427.17K |
| SRFC 2021-1A A | 394,728 | 0 | -394,728 | 0.00% | -$393.96K |
| Avis Budget Rental Car Funding AESOP LLC, Series 2020-2A, Class A | 393,733 | 0 | -393,733 | 0.00% | -$392.93K |
| ZAMBIN 0 1/2 12/31/53 | 556,713 | 0 | -556,713 | 0.00% | -$389.21K |
| SPIN HOLDCO INC. TL | 472,020 | 0 | -472,020 | 0.00% | -$366.41K |
| Altice Financing SA, Term Loan | 471,205 | 0 | -471,205 | 0.00% | -$349.87K |
| Paraguay Government International Bond | 340,000 | 0 | -340,000 | 0.00% | -$342.04K |
| Klockner-Pentaplast of America, Inc., PIK DIP New Money Term Loan | 298,080 | 0 | -298,080 | 0.00% | -$267.90K |
| Hilton Grand Vacations Trust, Series 2019-AA, Class A | 249,081 | 0 | -249,081 | 0.00% | -$248.37K |
| SRFC 2021-1A C | 237,281 | 0 | -237,281 | 0.00% | -$236.83K |
| DANA INC REGD 5.62500000 | 225,000 | 0 | -225,000 | 0.00% | -$224.65K |
| Dana Inc | 225,000 | 0 | -225,000 | 0.00% | -$224.63K |
| Cablevision Lightpath LLC, Repriced Term Loan | 190,064 | 0 | -190,064 | 0.00% | -$190.42K |
| COMM Mortgage Trust | 177,911 | 0 | -177,911 | 0.00% | -$173.15K |
| EJF SIDECAR FUND, SERIES LLC | 5,099 | 0 | -5,099 | 0.00% | -$89.80K |
| KLOECKNER PENTAPLAST TERM B 1LN 2/12/2026 | 487,205 | 0 | -487,205 | 0.00% | -$73.08K |
| Wells Fargo Commercial Mortgage Trust | 51,578 | 0 | -51,578 | 0.00% | -$51.49K |
| JP MORGAN CHASE COMMERCIAL MOR JPMCC 2017 JP7 A3 | 36,531 | 0 | -36,531 | 0.00% | -$36.14K |
| RECEIVE USD [998845.17] PAY EUR [-849898] on 20251006 @ 1.175253 | 1 | 0 | -1 | 0.00% | $8.51K |
| MARKIT CDX.NA.HY.45 12 | 1 | 0 | -1 | 0.00% | $12.45M |
| Security | Shares Dec 2025 | Shares Mar 2026 | Δ shares | End % | Δ value |
|---|---|---|---|---|---|
| FN MA5331 | 39,864,479 | 93,583,030 | 53,718,551 | 0.89% | $53.65M |
| US TREASURY N/B | 9,500,000 | 84,139,000 | 74,639,000 | 0.76% | $71.24M |
| State Street Navigator Securities Lending Government Money Market Portfolio | 48,576,882 | 70,041,414 | 21,464,533 | 0.66% | $21.46M |
| Nuveen Securitized Income ETF | 1,988,000 | 2,377,000 | 389,000 | 0.56% | $9.81M |
| FN MA5498 | 34,682,594 | 43,397,014 | 8,714,420 | 0.42% | $8.64M |
| MORGAN STANLEY | 16,700,000 | 34,710,000 | 18,010,000 | 0.32% | $17.43M |
| CVS HEALTH CORP | 23,725,000 | 31,875,000 | 8,150,000 | 0.26% | $6.43M |
| FN MA4700 | 23,164,095 | 28,058,221 | 4,894,126 | 0.25% | $4.49M |
| FN MA4868 | 2,990,684 | 22,362,761 | 19,372,078 | 0.21% | $19.18M |
| FN MA5106 | 19,328,385 | 21,202,402 | 1,874,017 | 0.20% | $1.65M |
| UMBS | 12,787,151 | 17,535,165 | 4,748,014 | 0.16% | $4.38M |
| Government National Mortgage Association | 17,959,583 | 18,094,616 | 135,034 | 0.13% | -$71.61K |
| Government National Mortgage Association | 16,184,789 | 16,306,478 | 121,690 | 0.12% | -$59.29K |
| Fannie Mae REMICS | 14,258,418 | 14,383,543 | 125,125 | 0.11% | $37.53K |
| FN MA4805 | 1,276,062 | 11,255,396 | 9,979,334 | 0.10% | $9.66M |
| Government National Mortgage Association 3%, Due 02/20/2052 | 15,085,026 | 15,198,447 | 113,421 | 0.10% | -$64.43K |
| Government National Mortgage Association | 13,371,355 | 13,471,891 | 100,536 | 0.09% | -$61.81K |
| Freddie Mac REMICS | 12,503,466 | 12,597,477 | 94,011 | 0.09% | $10.09K |
| BBCMS TRUST 2015-SRCH BBCMS 2015-SRCH A2 | 3,500,000 | 9,500,000 | 6,000,000 | 0.09% | $5.77M |
| Government National Mortgage Association | 10,447,878 | 10,552,705 | 104,827 | 0.08% | $12.77K |
| Fannie Mae REMICS | 9,207,353 | 9,311,325 | 103,972 | 0.08% | $1.74K |
| Government National Mortgage Association | 8,876,913 | 8,977,153 | 100,240 | 0.08% | -$37.81K |
| Freddie Mac REMICS | 8,409,887 | 8,483,688 | 73,801 | 0.07% | -$5.95K |
| Freddie Mac REMICS | 7,245,763 | 7,345,849 | 100,087 | 0.07% | $25.96K |
| Fannie Mae REMICS | 7,146,778 | 7,245,497 | 98,719 | 0.07% | $29.65K |
| Government National Mortgage Association | 7,741,460 | 7,828,879 | 87,418 | 0.07% | -$38.84K |
| Government National Mortgage Association | 6,445,431 | 6,518,214 | 72,783 | 0.06% | $9.89K |
| Fannie Mae REMICS | 8,713,404 | 8,757,044 | 43,640 | 0.06% | -$6.56K |
| Freddie Mac REMICS | 5,855,275 | 5,921,394 | 66,119 | 0.05% | $11.35K |
| GS MTG SECS TR 2016-GS4 C 3.804073% 11/10/2049 | 4,185,000 | 5,651,250 | 1,466,250 | 0.05% | $1.41M |
| Fannie Mae REMICS | 5,769,507 | 5,820,137 | 50,631 | 0.05% | $1.84K |
| Government National Mortgage Association | 5,417,356 | 5,478,530 | 61,174 | 0.05% | -$8.20K |
| ONNI Commerical Mortgage Trust, Series 2024-APT, Class A | 3,000,000 | 5,000,000 | 2,000,000 | 0.05% | $2.00M |
| Presidencia de la Republica Dominicana | 3,850,000 | 6,050,000 | 2,200,000 | 0.05% | $1.62M |
| NYCT Trust 2024-3ELV | 3,750,000 | 5,000,000 | 1,250,000 | 0.05% | $1.25M |
| Government National Mortgage Association | 4,824,730 | 4,891,374 | 66,645 | 0.05% | $5.56K |
| Freddie Mac REMICS | 6,980,715 | 7,015,677 | 34,962 | 0.05% | -$8.83K |
| Government National Mortgage Association | 5,616,308 | 5,672,659 | 56,350 | 0.05% | -$22.04K |
| Freddie Mac REMICS | 6,401,960 | 6,450,095 | 48,135 | 0.04% | $6.85K |
| Fannie Mae REMICS | 5,246,388 | 5,305,631 | 59,244 | 0.04% | $48.03K |
| FN MA4578 | 4,125,166 | 5,307,859 | 1,182,693 | 0.04% | $976.33K |
| Fannie Mae REMICS | 4,356,741 | 4,405,938 | 49,197 | 0.04% | $16.03K |
| Government National Mortgage Association | 4,698,106 | 4,751,158 | 53,052 | 0.04% | -$20.75K |
| Fannie Mae REMICS | 4,672,324 | 4,719,203 | 46,879 | 0.04% | $16.36K |
| EQT Trust, Series 2024-EXTR, Class A | 3,221,000 | 4,017,453 | 796,453 | 0.04% | $767.49K |
| Republic of Honduras | 1,825,000 | 3,550,000 | 1,725,000 | 0.04% | $1.93M |
| COMM 2018-COR3 A3 | 3,000,000 | 4,000,000 | 1,000,000 | 0.04% | $968.50K |
| COMM Mortgage Trust | 2,969,412 | 3,969,412 | 1,000,000 | 0.04% | $954.12K |
| Fannie Mae REMICS | 3,818,658 | 3,861,779 | 43,121 | 0.03% | $18.26K |
| Presidencia de la Republica Dominicana | 2,040,000 | 4,215,000 | 2,175,000 | 0.03% | $1.74M |
| Fannie Mae REMICS | 3,935,490 | 3,974,977 | 39,486 | 0.03% | $14.62K |
| ELP Commercial Mortgage Trust, Series 2025-ELP, Class A | 3,000,000 | 3,326,000 | 326,000 | 0.03% | $289.65K |
| Grupo Aeromexico SAB de CV | 2,000,000 | 3,200,000 | 1,200,000 | 0.03% | $1.03M |
| ALPEK SAB DE CV 144A LIFE SR UNSEC 3.25% 02-25-31 | 2,000,000 | 3,625,000 | 1,625,000 | 0.03% | $1.34M |
| Republic of Azerbaijan International Bond | 1,125,000 | 3,275,000 | 2,150,000 | 0.03% | $1.96M |
| Freddie Mac REMICS | 3,266,628 | 3,299,404 | 32,775 | 0.03% | $12.10K |
| Fannie Mae REMICS | 3,435,646 | 3,470,118 | 34,471 | 0.03% | $5.98K |
| Egypt Government International Bond 8.50 01/31/2047 | 1,050,000 | 3,050,000 | 2,000,000 | 0.02% | $1.60M |
| Romanian Government International Bond | 726,000 | 2,726,000 | 2,000,000 | 0.02% | $1.86M |
| COMM Mortgage Trust, Series 2018-COR3, Class B | 2,500,000 | 3,000,000 | 500,000 | 0.02% | $419.68K |
| FN MA4548 | 709,180 | 3,038,118 | 2,328,939 | 0.02% | $1.97M |
| ARDONAGH FINCO LTD REGD 144A P/P 7.75000000 | 1,775,000 | 2,375,000 | 600,000 | 0.02% | $542.00K |
| GUATEMALA REP OF 3.7% 10/07/2033 144A | 525,000 | 2,725,000 | 2,200,000 | 0.02% | $1.91M |
| Eagle Funding LuxCo S.a.r.l. | 1,475,000 | 2,325,000 | 850,000 | 0.02% | $834.79K |
| Benchmark Mortgage Trust, Series 2019-B10, Class B | 2,500,000 | 2,600,000 | 100,000 | 0.02% | $57.51K |
| Benchmark Mortgage Trust, Series 2019-B14, Class C | 3,000,000 | 3,130,000 | 130,000 | 0.02% | $75.14K |
| UBSCM 2017-C5 A5 | 2,000,000 | 2,100,000 | 100,000 | 0.02% | $92.97K |
| GS Mortgage-Backed Securities Corp Trust 2020-PJ6 | 1,871,922 | 2,293,601 | 421,678 | 0.02% | $328.90K |
| COMM 2019-GC44 AM | 1,415,000 | 1,844,100 | 429,100 | 0.02% | $389.71K |
| BANK 2017-BNK8 C | 1,000,000 | 1,947,000 | 947,000 | 0.02% | $800.63K |
| BMARK 2019-B9 B | 1,624,000 | 1,667,000 | 43,000 | 0.01% | $16.96K |
| ZAYO TL 1L USD | 1,394,520 | 1,394,914 | 394 | 0.01% | $44.84K |
| CONAIR TERM B 1LN 05/17/2028 | 1,239,500 | 1,657,427 | 417,927 | 0.01% | $520.34K |
| CACI International Inc. | 225,000 | 890,000 | 665,000 | 0.01% | $673.15K |
| Security | Shares Dec 2025 | Shares Mar 2026 | Δ shares | End % | Δ value |
|---|---|---|---|---|---|
| WHEAT SEP 26 | 3,634 | 3,434 | -200 | 3.50% | -$25.72M |
| FN MA5497 | 162,082,022 | 104,649,172 | -57,432,851 | 0.99% | -$59.22M |
| FN MA4733 | 143,616,471 | 95,334,150 | -48,282,321 | 0.87% | -$48.36M |
| FNMASECY | 95,647,281 | 84,294,662 | -11,352,620 | 0.80% | -$12.33M |
| US TREASURY N/B | 93,145,000 | 68,145,000 | -25,000,000 | 0.64% | -$25.35M |
| US TREASURY N/B | 67,000,000 | 65,750,000 | -1,250,000 | 0.62% | -$1.94M |
| Uniform Mortgage-Backed Securities | 62,343,315 | 60,325,398 | -2,017,917 | 0.56% | -$2.64M |
| FN MA4655 | 63,873,944 | 62,528,947 | -1,344,997 | 0.56% | -$1.87M |
| Uniform Mortgage-Backed Securities | 58,599,294 | 55,765,785 | -2,833,509 | 0.53% | -$3.39M |
| FN MA4732 | 59,979,018 | 58,881,920 | -1,097,098 | 0.53% | -$1.34M |
| FN MA4978 | 79,241,209 | 50,249,968 | -28,991,241 | 0.47% | -$29.54M |
| FN MA5353 | 52,143,679 | 46,683,507 | -5,460,172 | 0.44% | -$5.97M |
| FN MA4737 | 45,349,628 | 44,165,882 | -1,183,746 | 0.41% | -$1.64M |
| G2 MA8149 | 47,577,638 | 46,627,048 | -950,590 | 0.41% | -$631.89K |
| FN MA4784 | 42,600,980 | 41,700,907 | -900,073 | 0.38% | -$1.34M |
| FN MA4701 | 42,458,966 | 41,593,140 | -865,826 | 0.38% | -$1.32M |
| FN MA4626 | 42,265,091 | 41,365,048 | -900,043 | 0.37% | -$1.13M |
| G2 MA8267 | 37,416,483 | 36,601,376 | -815,107 | 0.33% | -$1.01M |
| FN MA4761 | 33,986,817 | 33,160,176 | -826,641 | 0.31% | -$1.17M |
| FN MA4785 | 32,894,399 | 32,048,431 | -845,968 | 0.30% | -$1.22M |
| Fannie Mae Pool Pool # FS1533 | 34,644,652 | 33,867,895 | -776,757 | 0.28% | -$908.12K |
| HAROT 2024-4 A3 | 32,500,000 | 29,500,000 | -3,000,000 | 0.28% | -$3.12M |
| FR SD8231 | 31,022,049 | 30,382,022 | -640,027 | 0.28% | -$957.18K |
| FN MA4579 | 34,984,744 | 33,115,491 | -1,869,253 | 0.27% | -$1.88M |
| FN MA4644 | 31,034,932 | 30,337,635 | -697,297 | 0.27% | -$856.99K |
| US TREASURY N/B | 85,000,000 | 28,000,000 | -57,000,000 | 0.26% | -$57.48M |
| Freddie Mac Pool | 27,148,866 | 26,623,348 | -525,518 | 0.25% | -$800.87K |
| Fannie Mae Pool Pool # 310210 | 27,789,853 | 27,054,686 | -735,167 | 0.25% | -$847.74K |
| G2 MA8201 | 26,432,634 | 25,787,657 | -644,978 | 0.24% | -$833.91K |
| US TREASURY N/B | 24,200,000 | 22,500,000 | -1,700,000 | 0.21% | -$1.83M |
| FN MA5295 | 22,601,294 | 20,019,384 | -2,581,910 | 0.19% | -$2.81M |
| Freddie Mac Pool | 20,895,242 | 20,652,648 | -242,594 | 0.19% | -$462.05K |
| Freddie Mac Pool | 20,783,313 | 20,216,553 | -566,760 | 0.18% | -$775.20K |
| FN MA5070 | 20,183,409 | 19,696,225 | -487,184 | 0.18% | -$725.27K |
| FN MA4919 | 19,328,893 | 18,247,855 | -1,081,038 | 0.17% | -$1.21M |
| Fannie Mae Pool Pool # FS0522 | 20,555,360 | 20,253,114 | -302,246 | 0.16% | -$277.08K |
| Freddie Mac Pool | 18,909,754 | 18,335,402 | -574,353 | 0.16% | -$647.39K |
| Sequoia Mortgage Trust 2025-S2 | 18,136,867 | 17,645,372 | -491,495 | 0.15% | -$540.87K |
| FN MA5107 | 16,890,076 | 16,057,590 | -832,486 | 0.15% | -$992.43K |
| DNKN 2021-1A A2I | 16,320,000 | 16,277,500 | -42,500 | 0.15% | $15.01K |
| Flagstar Mortgage Trust | 18,460,178 | 18,169,185 | -290,993 | 0.15% | -$395.77K |
| FR SD8213 | 51,652,298 | 17,630,382 | -34,021,916 | 0.15% | -$30.33M |
| JP Morgan Mortgage Trust 2022-LTV1 | 17,304,284 | 17,051,727 | -252,557 | 0.14% | -$318.56K |
| US TREASURY N/B | 23,470,000 | 15,470,000 | -8,000,000 | 0.14% | -$7.76M |
| GS Mortgage-Backed Securities Trust 2021-PJ7 | 16,499,399 | 16,219,574 | -279,825 | 0.13% | -$278.21K |
| US TREASURY N/B | 15,215,000 | 12,965,000 | -2,250,000 | 0.12% | -$2.28M |
| DNKN 2021-1A A2II Mortgage 2.493% Due 11/20/2051 | 12,864,000 | 12,830,500 | -33,500 | 0.11% | -$94.20K |
| STACR 2022-DNA5 M1B 144A FRN 06-25-42 | 16,290,000 | 11,610,000 | -4,680,000 | 0.11% | -$5.09M |
| BMARK 2021-B27 A5 2.39% 07-15-54 | 15,830,000 | 13,310,000 | -2,520,000 | 0.11% | -$2.33M |
| JP Morgan Mortgage Trust 2022-2 | 13,244,842 | 13,032,249 | -212,593 | 0.11% | -$287.24K |
| Fannie Mae Pool | 12,679,963 | 12,429,214 | -250,749 | 0.11% | -$310.46K |
| Cars Net Lease Mortgage Notes, Series 2020-1A, Class A3 | 11,577,150 | 11,562,308 | -14,842 | 0.10% | -$113.27K |
| FREDDIE MAC STACR REMIC TRUST STACR 2022 HQA2 M1B 144A | 12,580,000 | 10,515,000 | -2,065,000 | 0.10% | -$2.31M |
| Fannie Mae Pool | 12,502,211 | 12,196,570 | -305,642 | 0.10% | -$351.55K |
| BMARK 2021-B24 A5 | 18,500,000 | 11,920,000 | -6,580,000 | 0.10% | -$5.90M |
| JP Morgan Mortgage Trust 2022-3 | 11,974,426 | 11,716,700 | -257,726 | 0.09% | -$308.58K |
| FR RA7211 | 10,475,186 | 10,220,653 | -254,533 | 0.09% | -$308.06K |
| RCKT Mortgage Trust 2022-2 | 11,888,532 | 11,686,019 | -202,513 | 0.09% | -$194.19K |
| FN MA4842 | 9,753,906 | 9,406,613 | -347,293 | 0.09% | -$440.93K |
| Fannie Mae Pool | 9,917,987 | 9,630,549 | -287,439 | 0.09% | -$388.51K |
| FNMA UMBS, 30 Year | 62,481,511 | 9,708,473 | -52,773,038 | 0.09% | -$50.34M |
| GS Mortgage-Backed Securities Trust 2021-PJ6 | 11,224,381 | 11,087,043 | -137,339 | 0.09% | -$155.19K |
| Fannie Mae Pool | 9,833,158 | 9,352,771 | -480,387 | 0.09% | -$572.64K |
| Freddie Mac Pool | 10,758,876 | 10,578,537 | -180,339 | 0.08% | -$198.74K |
| WENDY'S FUNDING LLC WEN 2021 1A A2I 144A | 9,694,461 | 9,668,134 | -26,327 | 0.08% | -$93.13K |
| JP Morgan Mortgage Trust | 10,989,437 | 10,811,539 | -177,898 | 0.08% | -$174.87K |
| Fannie Mae Connecticut Avenue Securities | 29,920,000 | 8,660,000 | -21,260,000 | 0.08% | -$22.12M |
| J.P. Morgan Mortgage Trust 2021-15 | 10,547,816 | 10,398,273 | -149,544 | 0.08% | -$150.32K |
| Fannie Mae Pool Pool # FS5848 | 10,224,257 | 10,038,575 | -185,682 | 0.08% | -$192.18K |
| U.S. Treasury Inflation-Protected Indexed Notes | 8,300,720 | 8,291,440 | -9,280 | 0.08% | -$1.58K |
| FG G60238 | 8,959,766 | 8,718,957 | -240,809 | 0.08% | -$300.07K |
| CARS-DB5 LP CAUTO 2021 1A A3 144A | 8,275,750 | 8,265,250 | -10,500 | 0.08% | $72.99K |
| FR SD8329 | 8,452,767 | 8,213,730 | -239,037 | 0.08% | -$321.68K |
| Wells Fargo Mortgage Backed Securities Trust | 9,947,623 | 9,832,517 | -115,106 | 0.08% | -$135.85K |
| GS Mortgage-Backed Securities Corp Trust 2022-PJ2 | 9,394,871 | 9,269,861 | -125,010 | 0.08% | -$175.69K |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 8,457,623 | 8,264,290 | -193,333 | 0.07% | -$234.40K |
| FREDDIE MAC GOLD POOL P#G60138 3.50000000 | 8,398,649 | 8,159,871 | -238,777 | 0.07% | -$297.47K |
| UMBS | 7,958,608 | 7,713,341 | -245,267 | 0.07% | -$331.03K |
| G2 MA8724 | 8,017,168 | 7,813,327 | -203,841 | 0.07% | -$260.69K |
| Fannie Mae Pool | 8,137,829 | 7,920,850 | -216,978 | 0.07% | -$260.23K |
| Government National Mortgage Association | 8,430,516 | 8,199,271 | -231,245 | 0.07% | -$274.33K |
| G2 MA8428 | 7,575,706 | 7,355,710 | -219,996 | 0.07% | -$250.66K |
| Freddie Mac REMICS | 7,938,049 | 7,734,383 | -203,666 | 0.07% | -$268.35K |
| FNMA UMBS, 30 Year | 8,615,618 | 8,488,704 | -126,913 | 0.07% | -$140.83K |
| OBX Trust | 8,917,791 | 8,773,801 | -143,990 | 0.07% | -$144.38K |
| SORT 2020-1 A1 | 8,666,180 | 8,602,942 | -63,238 | 0.07% | -$83.62K |
| Fannie Mae Pool | 7,676,862 | 7,567,528 | -109,334 | 0.07% | -$156.45K |
| J.P. Morgan Mortgage Trust 2022-LTV2 | 8,043,383 | 7,922,184 | -121,199 | 0.07% | -$191.43K |
| Fannie Mae Pool Pool # CB2795 | 7,980,594 | 7,744,403 | -236,191 | 0.06% | -$255.19K |
| US TREASURY N/B | 10,875,000 | 7,500,000 | -3,375,000 | 0.06% | -$3.14M |
| CPS AUTO TRUST CPS 2025 C C 144A | 11,170,000 | 6,670,000 | -4,500,000 | 0.06% | -$4.57M |
| FR SD8178 | 8,012,315 | 7,870,410 | -141,906 | 0.06% | -$153.13K |
| GS Mortgage-Backed Securities Trust 2021-PJ8 | 8,159,857 | 8,070,632 | -89,225 | 0.06% | -$97.57K |
| STACR 2022-DNA6 M1B 144A FRN 09-25-42 | 11,780,000 | 6,310,000 | -5,470,000 | 0.06% | -$5.78M |
| Fannie Mae Pool | 7,060,009 | 6,884,878 | -175,131 | 0.06% | -$248.31K |
| OBX Trust | 7,182,629 | 7,036,933 | -145,696 | 0.06% | -$176.74K |
| Freddie Mac Pool Pool # SD1937 | 7,486,881 | 7,343,081 | -143,801 | 0.06% | -$169.95K |
| COMM Mortgage Trust | 6,737,804 | 6,662,332 | -75,472 | 0.06% | -$73.21K |
| Freddie Mac REMICS | 6,930,390 | 6,793,078 | -137,311 | 0.06% | -$196.15K |
| GS Mortgage-Backed Securities Corp Trust 2021-PJ5 | 7,845,290 | 7,747,681 | -97,609 | 0.06% | -$102.02K |
| Fannie Mae Pool | 7,011,841 | 6,880,908 | -130,933 | 0.06% | -$174.25K |
| FG G67715 | 6,250,089 | 6,086,397 | -163,692 | 0.06% | -$224.01K |
| GS Mortgage-Backed Securities Trust 2022-GR2 | 7,033,705 | 6,917,285 | -116,419 | 0.06% | -$155.57K |
| GS Mortgage-Backed Securities Trust 2021-PJ10 | 7,322,784 | 7,201,774 | -121,010 | 0.06% | -$120.85K |
| JP Morgan Mortgage Trust 2021-11 | 7,283,099 | 7,164,234 | -118,865 | 0.06% | -$89.87K |
| J.P. Morgan Mortgage Trust 2022-4 | 7,004,380 | 6,902,666 | -101,714 | 0.06% | -$138.31K |
| ONEMAIN FINL ISSUANCE TR 2020-2 1.75% 09/14/2035 144A | 7,675,887 | 5,978,872 | -1,697,015 | 0.06% | -$1.66M |
| Morgan Stanley Residential Mortgage Loan Trust 2021-6 | 6,401,555 | 6,273,261 | -128,294 | 0.05% | -$134.33K |
| GS Mortgage-Backed Securities Trust 2023-PJ1 | 6,433,851 | 6,314,859 | -118,992 | 0.05% | -$172.92K |
| Avis Budget Rental Car Funding AESOP LLC | 6,800,000 | 5,666,667 | -1,133,333 | 0.05% | -$1.09M |
| GS Mortgage-Backed Securities Trust 2022-HP1 | 6,679,329 | 6,542,047 | -137,282 | 0.05% | -$170.73K |
| JP Morgan Mortgage Trust 2024-7 | 6,623,954 | 6,540,310 | -83,644 | 0.05% | -$120.00K |
| Federal National Mortgage Association | 5,770,344 | 5,614,257 | -156,086 | 0.05% | -$241.11K |
| FN MA5164 | 5,785,289 | 5,628,032 | -157,256 | 0.05% | -$214.84K |
| FORDO 2024-A A3 | 6,583,770 | 5,425,032 | -1,158,737 | 0.05% | -$1.18M |
| Bayview MSR Opportunity Master Fund Trust | 6,441,726 | 6,343,943 | -97,783 | 0.05% | -$134.87K |
| Government National Mortgage Association | 5,424,911 | 4,960,793 | -464,118 | 0.05% | -$560.24K |
| CARS NET LEASE MORTGAGE NOTES CARM 2020 1A A1 144A | 5,693,500 | 5,686,125 | -7,375 | 0.05% | -$7.14K |
| Morgan Stanley Residential Mortgage Loan Trust 2021-5 | 6,683,584 | 6,514,772 | -168,812 | 0.05% | -$154.54K |
| Fannie Mae Pool | 6,224,409 | 6,062,350 | -162,059 | 0.05% | -$187.84K |
| JP Morgan Mortgage Trust | 6,327,582 | 6,280,281 | -47,301 | 0.05% | -$81.20K |
| Subway Funding LLC, Series 2024-1A, Class A2I | 4,999,500 | 4,986,875 | -12,625 | 0.05% | -$49.15K |
| Flutter Financing B.V., Term Loan B | 5,071,500 | 5,058,562 | -12,938 | 0.05% | -$58.04K |
| Apollo aviation securitization | 5,366,900 | 5,252,363 | -114,537 | 0.05% | -$126.77K |
| MVW Owner Trust | 5,257,998 | 4,955,759 | -302,239 | 0.05% | -$345.87K |
| J.P. Morgan Mortgage Trust 2022-INV3 | 5,810,880 | 5,704,694 | -106,186 | 0.05% | -$137.16K |
| UMBS | 5,538,264 | 5,423,300 | -114,963 | 0.04% | -$134.02K |
| J.P. Morgan Mortgage Trust 2022-7 | 5,586,915 | 5,540,981 | -45,934 | 0.04% | -$80.00K |
| GS Mortgage-Backed Securities Trust 2022-INV1 | 5,579,425 | 5,467,849 | -111,577 | 0.04% | -$140.12K |
| Verus Securitization Trust 2021-7 | 5,473,449 | 5,303,764 | -169,685 | 0.04% | -$148.09K |
| Ginnie Mae II Pool | 5,644,331 | 5,582,302 | -62,029 | 0.04% | -$64.22K |
| Sierra Timeshare Receivables Funding LLC, Series 2024-1A, Class B | 5,196,098 | 4,649,887 | -546,212 | 0.04% | -$570.92K |
| GS Mortgage-Backed Securities Trust 2022-PJ5 | 5,385,089 | 5,325,525 | -59,563 | 0.04% | -$80.33K |
| COMM Mortgage Trust, Series 2015-CR22, Class B | 5,238,544 | 4,775,886 | -462,658 | 0.04% | -$452.15K |
| Sedgwick CMS Term Loan B 250 2031-07-01 | 4,645,251 | 4,633,579 | -11,671 | 0.04% | -$109.30K |
| Flagstar Mortgage Trust 2021-4 | 5,415,759 | 5,359,219 | -56,539 | 0.04% | -$58.46K |
| BBCMS Mortgage Trust 2023-C20 | 4,306,690 | 4,298,846 | -7,845 | 0.04% | -$50.28K |
| Wells Fargo Mortgage Backed Securities Trust | 5,029,872 | 4,938,121 | -91,752 | 0.04% | -$134.10K |
| Fannie Mae Pool | 4,829,786 | 4,712,869 | -116,917 | 0.04% | -$150.25K |
| BROPAR TL B4 1L USD | 4,420,039 | 4,410,113 | -9,926 | 0.04% | -$130.76K |
| G2 MA7768 | 4,866,852 | 4,765,195 | -101,657 | 0.04% | -$120.36K |
| FNH 2021-1A A | 4,887,394 | 4,494,700 | -392,694 | 0.04% | -$396.00K |
| Freddie Mac REMICS | 4,432,286 | 4,393,784 | -38,502 | 0.04% | -$70.97K |
| US TREASURY N/B | 4,500,000 | 4,110,000 | -390,000 | 0.04% | -$423.15K |
| Freddie Mac Pool | 4,886,677 | 4,790,669 | -96,008 | 0.04% | -$94.42K |
| Freddie Mac Pool | 4,749,586 | 4,502,704 | -246,882 | 0.04% | -$246.31K |
| JPMBB Commercial Mortgage Securities Trust, Series 2014-C23, Class B | 4,500,000 | 4,046,325 | -453,675 | 0.04% | -$375.08K |
| Morgan Stanley Residential Mortgage Loan Trust 2021-6 | 4,892,495 | 4,828,900 | -63,595 | 0.04% | -$62.06K |
| Morgan Stanley Residential Mortgage Loan Trust 2023-1 | 4,432,409 | 4,340,120 | -92,289 | 0.04% | -$119.38K |
| OBX | 4,655,853 | 4,584,154 | -71,700 | 0.04% | -$95.45K |
| USI, Inc., Term Loan C | 3,935,200 | 3,917,836 | -17,364 | 0.04% | -$34.93K |
| J.P. Morgan Mortgage Trust 2022-6 | 4,574,733 | 4,502,959 | -71,775 | 0.04% | -$106.44K |
| Fannie Mae REMICS | 4,112,539 | 4,044,799 | -67,740 | 0.04% | -$103.26K |
| Oak Street Investment Grade Net Lease Fund, Series 2021-1A, Class A1 | 4,421,692 | 4,352,581 | -69,111 | 0.04% | -$246.71K |
| Uniform Mortgage-Backed Securities | 3,979,551 | 3,902,642 | -76,908 | 0.04% | -$121.32K |
| Wand NewCo 3, Inc., Repriced Term Loan B | 3,801,417 | 3,791,297 | -10,120 | 0.04% | -$44.30K |
| CAUTO 2021-1A A1 | 3,788,503 | 3,783,430 | -5,073 | 0.04% | $27.08K |
| KRE Commercial Mortgage Trust, Series 2025-AIP4, Class A | 4,000,000 | 3,737,500 | -262,500 | 0.04% | -$271.91K |
| ENERGY TRANS | 7,950,000 | 3,975,000 | -3,975,000 | 0.04% | -$3.81M |
| FR SD8245 | 3,903,650 | 3,824,600 | -79,050 | 0.03% | -$119.44K |
| Wells Fargo Mortgage Backed Securities Trust | 4,376,422 | 4,348,156 | -28,266 | 0.03% | -$59.94K |
| RCKT Mortgage Trust 2022-3 | 4,332,161 | 4,256,440 | -75,720 | 0.03% | -$99.27K |
| Fannie Mae Pool | 4,124,237 | 3,922,080 | -202,157 | 0.03% | -$220.27K |
| Wells Fargo Mortgage Backed Securities Trust | 4,265,237 | 4,192,186 | -73,051 | 0.03% | -$96.52K |
| Alfa Transmisora De Energia S.A. | 4,725,495 | 4,708,153 | -17,342 | 0.03% | -$222.57K |
| Bayview Opportunity Master Fund VI Trust | 4,258,164 | 4,159,891 | -98,273 | 0.03% | -$118.09K |
| Fannie Mae Pool | 3,707,616 | 3,691,286 | -16,330 | 0.03% | -$56.45K |
| Sequoia Mortgage Trust 2023-1 | 3,757,815 | 3,709,459 | -48,357 | 0.03% | -$88.74K |
| T/L 1011778 B.C. UNLIMITED LIABILITY COMPANY REGD 0.00000000 | 3,569,817 | 3,560,352 | -9,465 | 0.03% | -$21.93K |
| GS Mortgage-Backed Securities Trust 2022-PJ6 | 4,216,371 | 4,119,114 | -97,257 | 0.03% | -$116.87K |
| LS Group OpCo Acquistion LLC | 3,481,055 | 3,472,286 | -8,768 | 0.03% | -$22.09K |
| FNMA, Other | 3,681,312 | 3,551,624 | -129,688 | 0.03% | -$138.88K |
| Government National Mortgage Association | 3,167,350 | 2,903,913 | -263,437 | 0.03% | -$346.06K |
| JP Morgan Mortgage Trust | 4,053,409 | 4,023,108 | -30,301 | 0.03% | -$50.32K |
| TRANSDIGM TERM K 1LN 03/22/2030 | 3,381,062 | 3,372,588 | -8,474 | 0.03% | -$18.24K |
| HUB International Ltd | 3,388,496 | 3,378,488 | -10,008 | 0.03% | -$35.14K |
| Oak Street Investment Grade Net Lease Fund Series | 3,941,755 | 3,881,928 | -59,827 | 0.03% | -$221.60K |
| TRANS UNION TERM B9 1LN 06/24/2031 | 3,393,876 | 3,376,779 | -17,098 | 0.03% | -$40.23K |
| JP Morgan Mortgage Trust | 4,023,718 | 3,950,543 | -73,175 | 0.03% | -$71.55K |
| Fannie Mae Pool | 3,601,647 | 3,466,488 | -135,159 | 0.03% | -$169.76K |
| Freddie Mac REMICS | 19,258,834 | 19,049,980 | -208,854 | 0.03% | -$55.54K |
| Fannie Mae Pool | 3,634,030 | 3,547,143 | -86,887 | 0.03% | -$111.43K |
| United States International Development Finance Corp. | 3,375,000 | 3,250,000 | -125,000 | 0.03% | -$143.54K |
| Wells Fargo Mortgage Backed Securities Trust | 3,793,189 | 3,768,441 | -24,748 | 0.03% | -$45.19K |
| Industrial DPR Funding Ltd | 3,584,981 | 3,500,829 | -84,153 | 0.03% | -$115.10K |
| Fannie Mae Pool | 3,392,015 | 3,310,599 | -81,416 | 0.03% | -$103.31K |
| PRXL TL B 1L USD | 3,096,509 | 3,088,768 | -7,741 | 0.03% | -$28.38K |
| Panther BF Aggregator 2 L.P. (Power Solutions, Clarios POWSOL), Term Loan | 3,081,004 | 3,073,223 | -7,780 | 0.03% | -$21.57K |
| SPRO 2021-1A A2 | 3,199,250 | 3,190,875 | -8,375 | 0.03% | $7.10K |
| NORTONLIFELOCK TERM B 1LN 09/12/2029 | 3,066,823 | 3,054,781 | -12,042 | 0.03% | -$46.00K |
| Freddie Mac Pool | 3,338,353 | 3,266,209 | -72,144 | 0.03% | -$91.75K |
| JP Morgan Mortgage Trust 2020-1 | 3,261,113 | 3,219,579 | -41,534 | 0.03% | -$62.46K |
| G2 MA7419 | 3,307,509 | 3,240,750 | -66,758 | 0.03% | -$79.95K |
| JP Morgan Mortgage Trust 2021-8 | 3,492,502 | 3,430,343 | -62,159 | 0.03% | -$61.57K |
| JP Morgan Mortgage Trust | 2,941,767 | 2,842,297 | -99,470 | 0.03% | -$130.24K |
| TRICORBRAUN TERM 1LN 03/03/2031 | 2,831,764 | 2,824,370 | -7,394 | 0.03% | -$57.62K |
| JP Morgan Mortgage Trust 2021-7 | 3,273,462 | 3,240,608 | -32,855 | 0.03% | -$34.77K |
| Sequoia Mortgage Trust 2021-4 | 3,279,918 | 3,223,509 | -56,410 | 0.03% | -$76.67K |
| Quikrete Holdings, Inc., Term Loan B | 2,665,855 | 2,659,140 | -6,715 | 0.03% | -$19.61K |
| NJ ECON-SER A | 3,400,000 | 2,518,000 | -882,000 | 0.02% | -$910.05K |
| Flagstar Mortgage Trust 2021-10INV | 3,197,892 | 3,177,932 | -19,960 | 0.02% | -$35.23K |
| Freddie Mac Pool Pool # SD1844 | 2,982,759 | 2,910,824 | -71,935 | 0.02% | -$81.29K |
| AVIS BUDGET RENTAL CAR FUNDING AESOP LLC SER 2021-1A CL C REGD 144A P/P 2.13000000 | 3,100,000 | 2,583,333 | -516,667 | 0.02% | -$495.13K |
| GS Mortgage-Backed Securities Corp Trust 2022-PJ4 | 3,028,843 | 2,985,031 | -43,813 | 0.02% | -$63.16K |
| TAX 2024-1A A | 2,916,886 | 2,563,442 | -353,445 | 0.02% | -$357.76K |
| Freddie Mac Gold Pool | 2,617,660 | 2,592,586 | -25,074 | 0.02% | -$53.33K |
| J.P. Morgan Mortgage Trust 2021-14 | 3,144,986 | 3,086,424 | -58,562 | 0.02% | -$57.35K |
| US TREASURY N/B | 2,750,000 | 2,450,000 | -300,000 | 0.02% | -$338.06K |
| FG G67706 | 2,747,326 | 2,678,127 | -69,199 | 0.02% | -$87.38K |
| J.P. Morgan Mortgage Trust 2023-1 | 2,612,569 | 2,524,230 | -88,339 | 0.02% | -$116.74K |
| Clearwater Analytics Term Loan B 225 2032-02-02 | 2,493,750 | 2,487,500 | -6,250 | 0.02% | -$10.15K |
| GS Mortgage-Backed Securities Trust | 3,062,887 | 3,040,037 | -22,850 | 0.02% | -$33.57K |
| Wells Fargo Mortgage Backed Securities Trust | 2,908,430 | 2,855,376 | -53,054 | 0.02% | -$68.59K |
| Freddie Mac Pool | 2,790,044 | 2,695,610 | -94,434 | 0.02% | -$103.62K |
| Priority Waste Holdings LLC/Revolver 8/23 | 2,660,190 | 2,449,134 | -211,056 | 0.02% | -$263.62K |
| Organon & Co, Term Loan | 2,527,710 | 2,493,891 | -33,818 | 0.02% | -$59.48K |
| COMM 2014-CR14 B | 2,409,687 | 2,407,528 | -2,158 | 0.02% | $21.88K |
| Government National Mortgage Association | 12,585,841 | 12,177,109 | -408,732 | 0.02% | -$134.38K |
| TALEN ENERGY SUPPLY TERM TLB-EXIT 1LN 05/17/2030 | 2,342,169 | 2,336,164 | -6,006 | 0.02% | -$11.29K |
| FN MA4512 | 2,774,688 | 2,725,034 | -49,654 | 0.02% | -$57.89K |
| Government National Mortgage Association | 2,616,682 | 2,548,995 | -67,688 | 0.02% | -$84.71K |
| JPMBB 2014-C22 AS | 2,435,518 | 2,293,320 | -142,199 | 0.02% | -$140.43K |
| Renew, Series 2018-1, Class A | 2,371,373 | 2,333,250 | -38,122 | 0.02% | -$78.08K |
| Wells Fargo Mortgage Backed Securities Trust | 2,647,581 | 2,603,446 | -44,136 | 0.02% | -$40.71K |
| Freddie Mac REMICS | 2,524,177 | 2,460,394 | -63,783 | 0.02% | -$110.96K |
| HORZN 2019-2 A | 2,452,139 | 2,183,952 | -268,187 | 0.02% | -$256.37K |
| SHEARER'S FOODS TERM B 1LN 02/12/2031 | 2,175,553 | 2,170,086 | -5,466 | 0.02% | -$56.55K |
| JPMBB Commercial Mortgage Securities Trust | 2,266,645 | 2,137,624 | -129,021 | 0.02% | -$129.04K |
| Freddie Mac REMICS | 2,377,597 | 2,314,932 | -62,665 | 0.02% | -$85.19K |
| GS Mortgage-Backed Securities Trust | 2,532,097 | 2,511,514 | -20,582 | 0.02% | -$30.64K |
| J.P. Morgan Mortgage Trust 2021-15 | 2,434,571 | 2,400,054 | -34,517 | 0.02% | -$53.71K |
| SORT 2020-1 A2 144A 1.99% 07-15-60 | 2,574,570 | 2,555,783 | -18,787 | 0.02% | -$80.03K |
| EPICOR SOFTWARE TERM 1LN 05/30/2031 | 2,209,066 | 2,068,474 | -140,593 | 0.02% | -$186.89K |
| Windfall Mining Group Inc. | 5,000,000 | 2,000,000 | -3,000,000 | 0.02% | -$3.19M |
| UMBS | 2,127,941 | 2,093,162 | -34,779 | 0.02% | -$57.02K |
| RCKT Mortgage Trust 2022-4 | 2,284,782 | 2,262,407 | -22,375 | 0.02% | -$42.90K |
| FN MA3800 | 2,212,122 | 2,162,467 | -49,654 | 0.02% | -$54.84K |
| Fannie Mae REMICS | 14,995,146 | 14,647,786 | -347,360 | 0.02% | -$76.72K |
| GFL ES US LLC | 1,995,000 | 1,990,000 | -5,000 | 0.02% | -$13.48K |
| Freddie Mac Gold Pool | 2,109,313 | 2,054,160 | -55,152 | 0.02% | -$63.07K |
| ALLIANT INSURANCE 7/25 COV-LITE TLB 9/19/2031 | 1,980,038 | 1,970,112 | -9,925 | 0.02% | -$29.50K |
| Sequoia Mortgage Trust 2020-3 | 2,267,629 | 2,248,057 | -19,572 | 0.02% | -$20.40K |
| USI, Inc., Term Loan D | 1,940,598 | 1,937,779 | -2,819 | 0.02% | -$11.41K |
| Surgery Center Holdings, Inc., Term Loan B | 1,931,118 | 1,926,266 | -4,852 | 0.02% | -$11.67K |
| Fannie Mae Pool | 2,108,169 | 1,960,895 | -147,275 | 0.02% | -$166.13K |
| United States, Term Loan | 3,000,000 | 2,000,000 | -1,000,000 | 0.02% | -$1.10M |
| Fannie Mae Pool | 2,057,592 | 2,015,813 | -41,779 | 0.02% | -$56.93K |
| Freddie Mac REMICS | 2,039,129 | 1,992,464 | -46,665 | 0.02% | -$63.35K |
| JP MORGAN MORTGAGE TRUST JPMMT_18-5 | 2,129,894 | 2,091,723 | -38,171 | 0.02% | -$36.40K |
| Fannie Mae Pool | 1,923,036 | 1,906,890 | -16,145 | 0.02% | -$35.60K |
| STG-Fairway Acquisitions, Inc., First Lien Term Loan | 1,935,503 | 1,912,620 | -22,883 | 0.02% | -$52.36K |
| Flagstar Mortgage Trust 2021-5INV | 2,261,098 | 2,246,443 | -14,655 | 0.02% | -$24.44K |
| HNGRY 2020-1A A2 | 1,900,000 | 1,895,000 | -5,000 | 0.02% | -$14.44K |
| Morgan Stanley Residential Mortgage Loan Trust 2021-4 | 2,099,793 | 2,027,632 | -72,161 | 0.02% | -$69.91K |
| HWRI TL B 1L USD | 1,814,500 | 1,809,750 | -4,750 | 0.02% | -$11.01K |
| JP Morgan Mortgage Trust 2021-INV6 | 2,219,952 | 2,203,357 | -16,595 | 0.02% | -$25.56K |
| Oceanview Mortgage Trust 2022-1 | 1,928,990 | 1,888,976 | -40,013 | 0.02% | -$58.84K |
| WFCM 2015-NXS1 D | 2,000,000 | 1,967,323 | -32,677 | 0.02% | -$79.32K |
| FN MA5089 | 1,930,350 | 1,895,599 | -34,752 | 0.02% | -$43.81K |
| RCKT Mortgage Trust | 2,206,708 | 2,191,486 | -15,222 | 0.02% | -$27.87K |
| GALAXY PIPELINE | 2,097,570 | 1,979,670 | -117,900 | 0.02% | -$142.23K |
| GOLDEN NUGGET TERM B 1LN 01/29/2029 | 1,788,404 | 1,783,759 | -4,645 | 0.02% | -$37.49K |
| GS Mortgage-Backed Securities Trust | 2,111,317 | 2,096,006 | -15,311 | 0.02% | -$25.16K |
| Ellucian Holdings, Inc., First Lien Term Loan B1 | 1,763,651 | 1,759,209 | -4,442 | 0.02% | -$62.02K |
| Prime Security Services Borrower, LLC, First Lien Term Loan B | 1,727,916 | 1,718,227 | -9,689 | 0.02% | -$19.76K |
| Jamaica, The Government of | 3,050,000 | 1,475,000 | -1,575,000 | 0.02% | -$1.99M |
| Government National Mortgage Association | 9,409,000 | 9,141,991 | -267,009 | 0.02% | -$92.67K |
| Bayview MSR Opportunity Master Fund Trust 2021-INV4 | 2,066,020 | 2,034,730 | -31,290 | 0.02% | -$30.52K |
| Government National Mortgage Association | 9,438,373 | 9,147,736 | -290,637 | 0.02% | -$78.97K |
| JP Morgan Mortgage Trust 2021-4 | 2,016,038 | 2,000,892 | -15,147 | 0.02% | -$17.30K |
| J.P. Morgan Mortgage Trust 2021-LTV2 | 1,920,516 | 1,887,439 | -33,076 | 0.02% | -$38.03K |
| Boxer Parent Company Inc., Term Loan B | 2,936,592 | 1,752,168 | -1,184,425 | 0.02% | -$1.30M |
| JP Morgan Mortgage Trust | 1,787,607 | 1,749,649 | -37,959 | 0.02% | -$45.55K |
| JP Morgan Mortgage Trust | 1,979,422 | 1,947,049 | -32,373 | 0.02% | -$40.61K |
| Air Canada, Term Loan B | 1,601,475 | 1,597,411 | -4,064 | 0.01% | -$26.56K |
| Fannie Mae Pool | 1,628,982 | 1,590,061 | -38,920 | 0.01% | -$65.92K |
| JP Morgan Mortgage Trust 2021-10 | 1,932,291 | 1,891,755 | -40,537 | 0.01% | -$42.63K |
| Fannie Mae Pool | 1,616,800 | 1,566,826 | -49,974 | 0.01% | -$67.11K |
| CORPORATE TERM LOAN | 1,549,801 | 1,542,013 | -7,788 | 0.01% | -$12.12K |
| SpringCastle America Funding LLC, Series 2020-AA, Class A | 1,751,194 | 1,603,801 | -147,393 | 0.01% | -$143.38K |
| CHTR 5 1/8 05/01/27 | 4,900,000 | 1,508,000 | -3,392,000 | 0.01% | -$3.39M |
| Freddie Mac Pool | 1,685,737 | 1,653,137 | -32,600 | 0.01% | -$39.02K |
| Oceanview Mortgage Trust | 1,812,718 | 1,779,701 | -33,017 | 0.01% | -$32.44K |
| Savor Acquisition Inc | 1,458,414 | 1,454,759 | -3,655 | 0.01% | -$7.92K |
| JP Morgan Mortgage Trust 2021-INV4 | 1,788,783 | 1,775,628 | -13,156 | 0.01% | -$19.89K |
| LIBERTY COSTA RICA SR SF 10.875% 01/15/2031 144A | 1,500,000 | 1,362,000 | -138,000 | 0.01% | -$141.50K |
| INST TL B 1L USD | 2,487,516 | 1,481,281 | -1,006,234 | 0.01% | -$1.07M |
| Fannie Mae Pool | 1,535,542 | 1,489,283 | -46,259 | 0.01% | -$55.73K |
| Fannie Mae Pool | 1,419,547 | 1,384,612 | -34,935 | 0.01% | -$57.11K |
| FSMT 2021-2 A4 4/51 | 1,685,165 | 1,653,726 | -31,440 | 0.01% | -$30.78K |
| FNMA POOL MA5247 FN 01/54 FIXED 6 | 1,501,687 | 1,339,687 | -162,000 | 0.01% | -$177.77K |
| CNH 2024-B A3 | 1,500,000 | 1,340,458 | -159,542 | 0.01% | -$170.95K |
| COMM Mortgage Trust | 1,874,392 | 1,370,687 | -503,705 | 0.01% | -$483.56K |
| JP Morgan Mortgage Trust 2017-5 | 1,345,708 | 1,325,550 | -20,158 | 0.01% | -$32.30K |
| Freddie Mac REMICS | 1,426,767 | 1,390,544 | -36,223 | 0.01% | -$46.42K |
| ALIXPA TL B 1L USD | 1,316,558 | 1,313,266 | -3,291 | 0.01% | -$17.39K |
| FANNIE MAE REMICS SER 2020-89 CL IG 3.00000000 | 7,768,121 | 7,671,060 | -97,061 | 0.01% | -$38.39K |
| New Residential Mortgage Loan Trust | 1,586,706 | 1,576,109 | -10,597 | 0.01% | -$20.95K |
| USALCO TERM B 1LN 09/30/2031 | 1,256,570 | 1,253,413 | -3,157 | 0.01% | -$10.77K |
| ELDORADO RESORTS TERM B 1LN 2/6/2030 | 1,283,625 | 1,275,750 | -7,875 | 0.01% | -$34.62K |
Top 300 of 510, by weight.
| Security | Shares Dec 2025 | Shares Mar 2026 | Δ shares | End % | Δ value |
|---|---|---|---|---|---|
| US TREASURY N/B | 185,174,000 | 185,174,000 | 0 | 1.55% | -$2.05M |
| US TREASURY N/B | 200,024,100 | 200,024,100 | 0 | 1.37% | -$1.48M |
| US TREASURY N/B | 217,477,000 | 217,477,000 | 0 | 1.23% | -$883.50K |
| US TREASURY N/B | 117,010,000 | 117,010,000 | 0 | 1.07% | -$1.40M |
| Nuveen Ultra Short Income ETF | 3,965,434 | 3,965,434 | 0 | 0.94% | $198.27K |
| US TREASURY N/B | 86,704,000 | 86,704,000 | 0 | 0.66% | -$609.64K |
| US TREASURY N/B | 54,789,000 | 54,789,000 | 0 | 0.52% | -$575.71K |
| US TREASURY N/B | 54,460,000 | 54,460,000 | 0 | 0.51% | -$661.60K |
| US TREASURY N/B | 48,090,000 | 48,090,000 | 0 | 0.45% | -$326.86K |
| BANK OF AMER CRP | 45,500,000 | 45,500,000 | 0 | 0.43% | -$791.32K |
| US TREASURY N/B | 55,445,000 | 55,445,000 | 0 | 0.38% | -$372.52K |
| US TREASURY N/B | 45,841,000 | 45,841,000 | 0 | 0.34% | -$347.39K |
| AT&T INC | 54,975,000 | 54,975,000 | 0 | 0.34% | -$840.02K |
| BANK OF AMER CRP | 30,375,000 | 30,375,000 | 0 | 0.29% | -$751.09K |
| TMUST 2025-1A A | 30,600,000 | 30,600,000 | 0 | 0.29% | -$200.98K |
| US TREASURY N/B | 30,000,000 | 30,000,000 | 0 | 0.29% | -$301.17K |
| US TREASURY N/B | 42,835,000 | 42,835,000 | 0 | 0.28% | -$301.18K |
| US TREASURY N/B | 30,000,000 | 30,000,000 | 0 | 0.28% | -$106.05K |
| JPMORGAN CHASE | 29,425,000 | 29,425,000 | 0 | 0.28% | -$550.98K |
| US TREASURY N/B | 27,545,000 | 27,545,000 | 0 | 0.26% | -$95.12K |
| AMGEN INC | 28,525,000 | 28,525,000 | 0 | 0.26% | -$303.95K |
| Houston Galleria Mall Trust, Series 2025-HGLR, Class A | 25,000,000 | 25,000,000 | 0 | 0.24% | -$355.18K |
| Ford Credit Auto Owner Trust, Series 2024-C, Class A3 | 24,625,000 | 24,625,000 | 0 | 0.23% | -$77.80K |
| US TREASURY N/B | 24,000,000 | 24,000,000 | 0 | 0.23% | -$238.13K |
| US TREASURY N/B | 33,830,000 | 33,830,000 | 0 | 0.22% | -$215.40K |
| T-MOBILE USA INC | 23,910,000 | 23,910,000 | 0 | 0.22% | -$227.24K |
| BOEING CO | 24,025,000 | 24,025,000 | 0 | 0.22% | -$405.25K |
| US TREASURY N/B | 22,395,000 | 22,395,000 | 0 | 0.21% | -$218.70K |
| VERIZON COMM INC | 22,200,000 | 22,200,000 | 0 | 0.21% | -$336.44K |
| APPLOVIN CORP | 21,850,000 | 21,850,000 | 0 | 0.21% | -$435.31K |
| Fannie Mae Connecticut Avenue Securities | 20,185,000 | 20,185,000 | 0 | 0.20% | -$236.64K |
| TOYOTA LEASE OWNER TRUST 2025-A TLOT 2025-A A3 | 20,000,000 | 20,000,000 | 0 | 0.19% | -$91.53K |
| BNP PARIBAS SA JR SUBORDINA 144A 12/99 VAR | 20,000,000 | 20,000,000 | 0 | 0.19% | -$850.67K |
| BROADCOM INC | 20,542,000 | 20,542,000 | 0 | 0.19% | -$350.96K |
| US TREASURY N/B | 19,565,000 | 19,565,000 | 0 | 0.19% | -$187.24K |
| US TREASURY N/B | 20,990,000 | 20,990,000 | 0 | 0.19% | -$237.78K |
| WELLS FARGO CO | 18,725,000 | 18,725,000 | 0 | 0.18% | -$464.08K |
| JPMORGAN CHASE | 18,550,000 | 18,550,000 | 0 | 0.18% | -$346.42K |
| MICROSOFT CORP | 19,000,000 | 19,000,000 | 0 | 0.18% | $39.43K |
| HAROT 2025-1 A3 | 18,000,000 | 18,000,000 | 0 | 0.17% | -$80.56K |
| KROGER CO | 18,300,000 | 18,300,000 | 0 | 0.17% | -$332.35K |
| Federal National Mortgage Association Connecticut Avenue Securities Trust | 17,280,000 | 17,280,000 | 0 | 0.17% | -$87.94K |
| AT&T INC | 18,125,000 | 18,125,000 | 0 | 0.17% | -$219.43K |
| Wynnton Funding Trust | 17,600,000 | 17,600,000 | 0 | 0.16% | -$411.50K |
| US TREASURY N/B | 16,700,000 | 16,700,000 | 0 | 0.16% | -$173.52K |
| JPMORGAN CHASE | 16,000,000 | 16,000,000 | 0 | 0.16% | -$384.11K |
| Bank of America Corp. | 16,150,000 | 16,150,000 | 0 | 0.16% | -$269.80K |
| US TREASURY N/B | 16,425,000 | 16,425,000 | 0 | 0.16% | -$62.97K |
| FNMA Connecticut Avenue Securities Trust, Series 2022-R03, Class 1M2 | 15,925,000 | 15,925,000 | 0 | 0.15% | -$122.32K |
| ANHEUSER-BUSCH | 16,675,000 | 16,675,000 | 0 | 0.15% | -$264.67K |
| ALVGR V6.55 PERP 144a | 16,200,000 | 16,200,000 | 0 | 0.15% | -$586.05K |
| MORGAN STANLEY | 15,750,000 | 15,750,000 | 0 | 0.15% | -$416.41K |
| UNITEDHEALTH GRP | 16,100,000 | 16,100,000 | 0 | 0.14% | -$446.67K |
| MARATHON PETRO | 15,040,000 | 15,040,000 | 0 | 0.14% | -$88.68K |
| US TREASURY N/B | 16,015,000 | 16,015,000 | 0 | 0.14% | -$153.27K |
| BELL 2021-1A A2I | 14,987,055 | 14,987,055 | 0 | 0.14% | $48.74K |
| HARTFORD INSUR | 15,431,000 | 15,431,000 | 0 | 0.14% | -$141.01K |
| AMEREN ILLINOIS | 14,500,000 | 14,500,000 | 0 | 0.14% | -$241.54K |
| ONE MARKET PLAZA TRUST OMPT 2017 1MKT A 144A | 14,934,004 | 14,934,004 | 0 | 0.14% | $113.45K |
| BBCMS MTG TR 2023-C19 5.753% 04/15/2056 | 13,865,000 | 13,865,000 | 0 | 0.13% | -$33.28K |
| CITIBANK NA | 13,650,000 | 13,650,000 | 0 | 0.13% | -$179.08K |
| NISOURCE INC | 15,720,000 | 15,720,000 | 0 | 0.13% | -$132.48K |
| BMARK 2023-B39 A5 | 13,000,000 | 13,000,000 | 0 | 0.13% | -$193.75K |
| JPMorgan Chase & Co., Series NN | 12,500,000 | 12,500,000 | 0 | 0.12% | -$287.70K |
| US TREASURY N/B | 12,950,000 | 12,950,000 | 0 | 0.12% | -$89.54K |
| BANK 2025-BNK51 A5 | 12,650,000 | 12,650,000 | 0 | 0.12% | -$178.67K |
| DPABS 2021-1A A2I | 13,566,375 | 13,566,375 | 0 | 0.12% | -$58.30K |
| BANK OF AMER CRP | 13,880,000 | 13,880,000 | 0 | 0.12% | -$110.28K |
| MORGAN STANLEY | 12,525,000 | 12,525,000 | 0 | 0.12% | -$324.82K |
| GOLDMAN SACHS GP | 12,425,000 | 12,425,000 | 0 | 0.12% | -$299.09K |
| BOCA Commercial Mortgage Trust, Series 2025-BOCA, Class A | 12,000,000 | 12,000,000 | 0 | 0.11% | -$8.39K |
| MORGAN STANLEY | 11,950,000 | 11,950,000 | 0 | 0.11% | $12.33K |
| CHENIERE ENERGYP | 12,300,000 | 12,300,000 | 0 | 0.11% | -$170.16K |
| ROPER TECHNOLOGI | 13,155,000 | 13,155,000 | 0 | 0.11% | -$160.56K |
| ENBRIDGE INC SUBORDINATED 01/84 VAR | 10,350,000 | 10,350,000 | 0 | 0.11% | -$223.47K |
| HCA INC | 11,650,000 | 11,650,000 | 0 | 0.11% | -$333.13K |
| Elmwood CLO Ltd., Series 2022-1A, Class BR | 11,500,000 | 11,500,000 | 0 | 0.11% | -$31.84K |
| MNET 2025-2A A2 | 11,250,000 | 11,250,000 | 0 | 0.11% | -$62.03K |
| ANHEUSER-BUSCH | 12,553,000 | 12,553,000 | 0 | 0.11% | -$297.73K |
| US TREASURY N/B | 11,286,000 | 11,286,000 | 0 | 0.11% | -$107.13K |
| US TREASURY N/B | 11,260,000 | 11,260,000 | 0 | 0.11% | -$73.89K |
| SWISS RE FINANCE LUX REGD V/R 144A P/P 5.00000000 | 11,300,000 | 11,300,000 | 0 | 0.11% | -$208.32K |
| META PLATFORMS | 11,225,000 | 11,225,000 | 0 | 0.10% | -$197.77K |
| META PLATFORMS | 11,700,000 | 11,700,000 | 0 | 0.10% | -$261.85K |
| GEN MOTORS FIN | 12,200,000 | 12,200,000 | 0 | 0.10% | -$102.77K |
| JPMORGAN CHASE | 14,550,000 | 14,550,000 | 0 | 0.10% | -$362.60K |
| BANK OF AMER CRP | 15,175,000 | 15,175,000 | 0 | 0.10% | -$313.78K |
| T-MOBILE USA INC | 10,800,000 | 10,800,000 | 0 | 0.10% | -$146.08K |
| FNMA Connecticut Avenue Securities Trust, Series 2022-R04, Class 1M2 | 10,655,000 | 10,655,000 | 0 | 0.10% | -$111.06K |
| CHARTER COMM OPT | 10,250,000 | 10,250,000 | 0 | 0.10% | -$139.42K |
| UNITED TECH CORP | 10,675,000 | 10,675,000 | 0 | 0.10% | -$80.33K |
| ADOBE INC | 11,405,000 | 11,405,000 | 0 | 0.10% | -$135.10K |
| PRUDENTIAL FIN | 10,250,000 | 10,250,000 | 0 | 0.10% | -$333.96K |
| Goldman Sachs Group, Inc. (The), Series X | 10,000,000 | 10,000,000 | 0 | 0.10% | -$109.16K |
| FLORIDA POWER & | 10,450,000 | 10,450,000 | 0 | 0.10% | -$196.01K |
| ING GROEP NV JR SUBORDINA 12/99 VAR | 10,450,000 | 10,450,000 | 0 | 0.10% | -$466.01K |
| AON CORP | 11,160,000 | 11,160,000 | 0 | 0.10% | -$146.12K |
| BK 6.3 PERP | 10,175,000 | 10,175,000 | 0 | 0.10% | -$155.00K |
| BANK 2021-BN34 A5 | 11,716,000 | 11,716,000 | 0 | 0.10% | -$51.71K |
| HSBC Holdings PLC Floating rate, Due 12/31/2049 | 10,000,000 | 10,000,000 | 0 | 0.10% | -$215.06K |
| IP Mortgage Trust, Series 2025-IP, Class A | 10,210,000 | 10,210,000 | 0 | 0.10% | -$100.11K |
| ET V7.125 PERP G | 10,000,000 | 10,000,000 | 0 | 0.10% | -$61.28K |
| BANK 2025-BNK51 AS | 10,000,000 | 10,000,000 | 0 | 0.10% | -$142.75K |
| JPMORGAN CHASE | 9,975,000 | 9,975,000 | 0 | 0.10% | -$152.54K |
| BROADCOM INC | 11,250,000 | 11,250,000 | 0 | 0.10% | -$128.31K |
| METLIFE INC | 9,875,000 | 9,875,000 | 0 | 0.09% | -$393.06K |
| C V6.625 PERP | 10,000,000 | 10,000,000 | 0 | 0.09% | -$155.22K |
| JPMORGAN CHASE | 10,000,000 | 10,000,000 | 0 | 0.09% | -$180.19K |
| Wells Fargo Commercial Mortgage Trust | 10,000,000 | 10,000,000 | 0 | 0.09% | -$37.78K |
| GSJP Trust, Series 2025-BEDS, Class A | 10,000,000 | 10,000,000 | 0 | 0.09% | -$67.01K |
| US TREASURY N/B | 12,000,000 | 12,000,000 | 0 | 0.09% | -$104.53K |
| BRIXMOR OPERATIN | 10,206,000 | 10,206,000 | 0 | 0.09% | -$3.81K |
| PARTNERRE FIN B | 10,175,000 | 10,175,000 | 0 | 0.09% | $174.04K |
| REINSURANCE GRP | 9,575,000 | 9,575,000 | 0 | 0.09% | -$259.13K |
| AMERICAN TOWER | 9,650,000 | 9,650,000 | 0 | 0.09% | -$180.72K |
| MORGAN STANLEY | 9,475,000 | 9,475,000 | 0 | 0.09% | -$240.69K |
| CREDIT AGRICOLE SA F2V | 9,600,000 | 9,600,000 | 0 | 0.09% | -$305.36K |
| BRISTOL-MYERS | 10,000,000 | 10,000,000 | 0 | 0.09% | -$191.68K |
| Wells Fargo Commercial Mortgage Trust 2024-C63 | 9,313,000 | 9,313,000 | 0 | 0.09% | -$159.47K |
| BROADCOM INC | 9,525,000 | 9,525,000 | 0 | 0.09% | -$105.31K |
| GEN MOTORS FIN | 9,350,000 | 9,350,000 | 0 | 0.09% | -$174.34K |
| BARCLAYS PLC REGD V/R /PERP/ 9.62500000 | 8,725,000 | 8,725,000 | 0 | 0.09% | -$366.81K |
| AERCAP IRELAND | 9,875,000 | 9,875,000 | 0 | 0.09% | -$68.18K |
| BP CAP MKTS AMER | 9,200,000 | 9,200,000 | 0 | 0.09% | -$101.95K |
| DBJPM Mortgage Trust | 9,500,000 | 9,500,000 | 0 | 0.09% | $13.29K |
| ZAYO ISSUER LLC ZAYO 2025 1A A2 144A | 9,250,000 | 9,250,000 | 0 | 0.09% | -$73.33K |
| ONE BRYANT PK TR 2019-OBP 2.51641% 09/15/2054 144A | 10,030,000 | 10,030,000 | 0 | 0.09% | -$43.19K |
| PHILIP MORRIS IN | 9,000,000 | 9,000,000 | 0 | 0.09% | -$137.79K |
| US TREASURY N/B | 9,140,000 | 9,140,000 | 0 | 0.09% | -$47.49K |
| US TREASURY N/B | 9,010,000 | 9,010,000 | 0 | 0.09% | -$91.86K |
| CNH EQUIP. TST. 202 4.03% | 9,035,000 | 9,035,000 | 0 | 0.08% | -$45.36K |
| ORACLE CORP | 9,350,000 | 9,350,000 | 0 | 0.08% | -$137.02K |
| BELL 2021-1A A2II | 9,667,800 | 9,667,800 | 0 | 0.08% | -$68.86K |
| AMERICAN WATER | 10,000,000 | 10,000,000 | 0 | 0.08% | -$88.38K |
| ATMOS ENERGY COR | 10,075,000 | 10,075,000 | 0 | 0.08% | -$234.84K |
| HEALTHCARE RLTY | 8,948,000 | 8,948,000 | 0 | 0.08% | $18.26K |
| OMNIS FUND TRUST | 8,800,000 | 8,800,000 | 0 | 0.08% | -$254.58K |
| HCA INC | 9,475,000 | 9,475,000 | 0 | 0.08% | -$144.35K |
| Bell Canada | 8,570,000 | 8,570,000 | 0 | 0.08% | -$234.10K |
| Credit Agricole S.A. | 8,650,000 | 8,650,000 | 0 | 0.08% | -$125.17K |
| Citigroup Inc., Series AA | 8,425,000 | 8,425,000 | 0 | 0.08% | -$120.98K |
| SANTAN 9 5/8 PERP | 7,400,000 | 7,400,000 | 0 | 0.08% | -$364.53K |
| US TREASURY N/B | 8,260,000 | 8,260,000 | 0 | 0.08% | -$92.60K |
| KUBOTA CREDIT OWNER TRUST 2025-1 SER 2025-1A CL A3 REGD 144A P/P 4.67000000 | 8,400,000 | 8,400,000 | 0 | 0.08% | -$66.56K |
| US TREASURY N/B | 8,300,000 | 8,300,000 | 0 | 0.08% | -$89.48K |
| O'REILLY AUTOMOT | 9,530,000 | 9,530,000 | 0 | 0.08% | -$40.38K |
| SABINE PASS LIQU | 8,365,000 | 8,365,000 | 0 | 0.08% | -$94.60K |
| CVS HEALTH CORP | 8,225,000 | 8,225,000 | 0 | 0.08% | -$162.21K |
| WELLS FARGO CO | 7,900,000 | 7,900,000 | 0 | 0.08% | -$119.29K |
| JPMORGAN CHASE | 8,100,000 | 8,100,000 | 0 | 0.08% | -$176.11K |
| Fannie Mae Connecticut Avenue Securities, Series 2022-R08, Class 1M2 | 7,825,000 | 7,825,000 | 0 | 0.08% | -$33.49K |
| DOMINION ENERGY | 7,600,000 | 7,600,000 | 0 | 0.08% | -$190.46K |
| US TREASURY N/B | 8,150,000 | 8,150,000 | 0 | 0.08% | $46.01K |
| BANK 2022-BNK39 BANK 2022 BNK39 A4 | 8,864,000 | 8,864,000 | 0 | 0.08% | -$75.18K |
| VERIZON COMM INC | 8,250,000 | 8,250,000 | 0 | 0.08% | -$137.63K |
| TRANSCANADA TRUST REGD V/R 5.50000000 | 7,835,000 | 7,835,000 | 0 | 0.07% | -$9.07K |
| US TREASURY N/B | 10,450,000 | 10,450,000 | 0 | 0.07% | -$80.82K |
| UBS GROUP | 7,500,000 | 7,500,000 | 0 | 0.07% | -$98.27K |
| WASTE MANAGEMENT | 7,700,000 | 7,700,000 | 0 | 0.07% | -$101.36K |
| GSK CONSUMER | 8,175,000 | 8,175,000 | 0 | 0.07% | -$95.20K |
| CITIGROUP INC | 7,700,000 | 7,700,000 | 0 | 0.07% | -$87.95K |
| FIVE CORNERS II | 8,225,000 | 8,225,000 | 0 | 0.07% | -$81.27K |
| Deutsche Bank AG. | 7,400,000 | 7,400,000 | 0 | 0.07% | -$284.14K |
| HEALTHCARE RLTY | 8,015,000 | 8,015,000 | 0 | 0.07% | -$69.65K |
| T-MOBILE USA INC | 7,700,000 | 7,700,000 | 0 | 0.07% | -$183.09K |
| HIGHWOODS REALTY | 7,500,000 | 7,500,000 | 0 | 0.07% | $8.52K |
| HIGHWOODS REALTY | 8,010,000 | 8,010,000 | 0 | 0.07% | -$74.84K |
| SBA TOWER TRUST | 7,500,000 | 7,500,000 | 0 | 0.07% | $39.52K |
| JPM V3.65 PERP KK | 7,380,000 | 7,380,000 | 0 | 0.07% | $7.73K |
| BMARK 2019-B11 A5 | 7,500,000 | 7,500,000 | 0 | 0.07% | -$27.87K |
| Wells Fargo & Co. | 6,825,000 | 6,825,000 | 0 | 0.07% | -$110.05K |
| MIDAMERICAN ENER | 7,275,000 | 7,275,000 | 0 | 0.07% | -$45.53K |
| L3HARRIS TECH IN | 6,958,000 | 6,958,000 | 0 | 0.07% | -$108.21K |
| ENBRIDGE INC | 6,875,000 | 6,875,000 | 0 | 0.07% | -$119.64K |
| STT V6.7 PERP I | 6,950,000 | 6,950,000 | 0 | 0.07% | -$189.21K |
| ESSENTIAL PROPER | 7,735,000 | 7,735,000 | 0 | 0.07% | -$93.42K |
| US TREASURY N/B | 6,945,000 | 6,945,000 | 0 | 0.07% | -$20.94K |
| MTB V3.5 PERP | 7,150,000 | 7,150,000 | 0 | 0.07% | -$5.24K |
| RTX CORP | 6,500,000 | 6,500,000 | 0 | 0.07% | -$92.63K |
| BARCLAYS PLC | 6,775,000 | 6,775,000 | 0 | 0.06% | -$109.76K |
| Freddie Mac STACR REMIC Trust 2022-DNA3 | 6,555,000 | 6,555,000 | 0 | 0.06% | -$64.83K |
| US TREASURY N/B | 6,950,000 | 6,950,000 | 0 | 0.06% | -$62.17K |
| US TREASURY N/B | 6,818,000 | 6,818,000 | 0 | 0.06% | -$46.34K |
| KROGER CO | 7,325,000 | 7,325,000 | 0 | 0.06% | -$173.04K |
| MORGAN STANLEY | 6,800,000 | 6,800,000 | 0 | 0.06% | -$114.21K |
| AMCOR FLEXIBLES | 7,535,000 | 7,535,000 | 0 | 0.06% | -$114.33K |
| GSAT Trust, Series 2025-BMF, Class A | 6,750,000 | 6,750,000 | 0 | 0.06% | -$15.18K |
| US TREASURY N/B | 7,775,000 | 7,775,000 | 0 | 0.06% | -$25.51K |
| BMO 2024-C9 AS | 6,400,000 | 6,400,000 | 0 | 0.06% | -$77.83K |
| MPLX LP | 7,235,000 | 7,235,000 | 0 | 0.06% | -$32.21K |
| ALVGR V6.35 09/06/53 144A | 6,400,000 | 6,400,000 | 0 | 0.06% | -$208.42K |
| DUKE ENERGY CAR | 7,000,000 | 7,000,000 | 0 | 0.06% | -$136.13K |
| CMS ENERGY | 6,465,000 | 6,465,000 | 0 | 0.06% | -$66.17K |
| HTL Commercial Mortgage Trust, Series 2024-T53, Class C | 6,500,000 | 6,500,000 | 0 | 0.06% | -$43.28K |
| AMERICAN TOWER | 6,950,000 | 6,950,000 | 0 | 0.06% | -$74.33K |
| NWG 8 1/8 PERP | 6,000,000 | 6,000,000 | 0 | 0.06% | -$255.68K |
| AGREE LP | 6,850,000 | 6,850,000 | 0 | 0.06% | -$39.56K |
| UNITEDHEALTH GRP | 7,185,000 | 7,185,000 | 0 | 0.06% | -$39.70K |
| HSBC HOLDINGS PLC JR SUBORDINA 12/99 VAR | 6,400,000 | 6,400,000 | 0 | 0.06% | -$295.97K |
| CONSUMERS ENERGY | 8,000,000 | 8,000,000 | 0 | 0.06% | -$99.63K |
| BERKSHIRE HATH | 9,950,000 | 9,950,000 | 0 | 0.06% | -$154.38K |
| NBK SPC LTD | 6,300,000 | 6,300,000 | 0 | 0.06% | $26.74K |
| BERKSHIRE HATHAW | 7,137,000 | 7,137,000 | 0 | 0.06% | -$21.60K |
| Goldman Sachs Group, Inc. (The), Series W | 5,900,000 | 5,900,000 | 0 | 0.06% | -$122.25K |
| BANK5, Series 2025-5YR19, Class AS | 6,000,000 | 6,000,000 | 0 | 0.06% | -$52.77K |
| PETROLEOS MEXICANOS SR UNSEC SF 6.7% 02-16-32 | 6,244,000 | 6,244,000 | 0 | 0.06% | -$116.45K |
| COMMONWEALTH EDI | 9,470,000 | 9,470,000 | 0 | 0.06% | -$142.01K |
| JPM V6.254 10/23/34 | 5,625,000 | 5,625,000 | 0 | 0.06% | -$127.82K |
| ABBVIE INC | 6,875,000 | 6,875,000 | 0 | 0.06% | -$102.71K |
| PNC FINANCIAL SERVICES JR SUBORDINA 12/99 VAR | 6,000,000 | 6,000,000 | 0 | 0.06% | -$85.40K |
| Neuberger Berman Loan Advisers CLO 48 Ltd | 6,000,000 | 6,000,000 | 0 | 0.06% | -$138 |
| BERRY GLOBAL INC | 6,100,000 | 6,100,000 | 0 | 0.06% | $33.86K |
| NUTRIEN LTD | 6,350,000 | 6,350,000 | 0 | 0.06% | -$48.02K |
| CHS/Community Health Systems, Inc. | 6,250,000 | 6,250,000 | 0 | 0.06% | $20.56K |
| ISRAEL ELECTRIC CORP LTD SR SECURED 144A REGS 08/28 4.2 | 6,000,000 | 6,000,000 | 0 | 0.06% | -$46.75K |
| LLOYDS BANKING GROUP PLC JR SUBORDINA 12/99 VAR | 5,900,000 | 5,900,000 | 0 | 0.06% | -$242.48K |
| GEN MOTORS FIN | 5,800,000 | 5,800,000 | 0 | 0.05% | -$63.00K |
| FNMA Connecticut Avenue Securities Trust, Series 2023-R08, Class 1B1 | 5,510,000 | 5,510,000 | 0 | 0.05% | -$17.49K |
| WILLIAMS COS INC | 5,550,000 | 5,550,000 | 0 | 0.05% | -$105.14K |
| JP Morgan Chase Commercial Mortgage Securities Trust 2025-NSLB | 5,500,000 | 5,500,000 | 0 | 0.05% | -$68.11K |
| AMERICAN TOWER | 5,800,000 | 5,800,000 | 0 | 0.05% | -$49.63K |
| CIFC Funding Ltd., Series 2020-1A, Class BR | 5,625,000 | 5,625,000 | 0 | 0.05% | $911 |
| BANK5, Series 2025-5YR19, Class A3 | 5,500,000 | 5,500,000 | 0 | 0.05% | -$67.10K |
| ESSEX PORTFOLIO | 5,575,000 | 5,575,000 | 0 | 0.05% | -$114.04K |
| MARS INC | 5,550,000 | 5,550,000 | 0 | 0.05% | -$101.61K |
| GOLDMAN SACHS GP | 5,600,000 | 5,600,000 | 0 | 0.05% | -$39.40K |
| JPMBB Commercial Mortgage Securities Trust, Series 2015-C31, Class B | 5,885,000 | 5,885,000 | 0 | 0.05% | -$31.85K |
| US TREASURY N/B | 5,625,000 | 5,625,000 | 0 | 0.05% | -$55.81K |
| MPLX LP | 5,625,000 | 5,625,000 | 0 | 0.05% | -$25.70K |
| AEP Transmission Co., LLC | 5,400,000 | 5,400,000 | 0 | 0.05% | -$87.72K |
| IMOLA MERGER CORP SR SECURED 144A 05/29 4.75 | 5,625,000 | 5,625,000 | 0 | 0.05% | -$84.86K |
| ORACLE CORP | 5,825,000 | 5,825,000 | 0 | 0.05% | -$117.00K |
| HOWMET AEROSPACE | 5,525,000 | 5,525,000 | 0 | 0.05% | -$96.17K |
| AMERICAN TOWER | 5,400,000 | 5,400,000 | 0 | 0.05% | -$109.71K |
| COF V3.95 PERP M | 5,490,000 | 5,490,000 | 0 | 0.05% | -$13.28K |
| ILPT Commercial Mortgage Trust, Series 2025-LPF2, Class A | 5,320,000 | 5,320,000 | 0 | 0.05% | -$33.42K |
| RENAISSANCERE HO | 5,275,000 | 5,275,000 | 0 | 0.05% | -$114.10K |
| DISCOVER BANK | 5,400,000 | 5,400,000 | 0 | 0.05% | -$652 |
| GSMS 2019-GC42 A4 | 5,685,000 | 5,685,000 | 0 | 0.05% | $2.31K |
| Natixis Commercial Mortgage Securities Trust, Series 2019-MILE, Class A | 5,517,572 | 5,517,572 | 0 | 0.05% | $123.08K |
| PRMWCN 4.375 04/30/29 144a | 5,500,000 | 5,500,000 | 0 | 0.05% | -$6.23K |
| WELLS FARGO CO | 5,475,000 | 5,475,000 | 0 | 0.05% | -$5.68K |
| ENTERPRISE PRODU | 7,350,000 | 7,350,000 | 0 | 0.05% | -$74.24K |
| US TREASURY N/B | 5,310,000 | 5,310,000 | 0 | 0.05% | -$54.55K |
| CD Mortgage Trust | 6,500,000 | 6,500,000 | 0 | 0.05% | -$36.66K |
| PRUDENTIAL FIN | 5,500,000 | 5,500,000 | 0 | 0.05% | -$186.91K |
| CHILE | 5,950,000 | 5,950,000 | 0 | 0.05% | -$68.96K |
| PNC FINANCIAL | 5,100,000 | 5,100,000 | 0 | 0.05% | -$110.75K |
| Morgan Stanley, Series P, Pfd. | 208,700 | 208,700 | 0 | 0.05% | -$125.22K |
| Northern Natural Gas Co. | 7,735,000 | 7,735,000 | 0 | 0.05% | $9.22K |
| WFCM 2024-C63 A5 | 5,000,000 | 5,000,000 | 0 | 0.05% | -$67.70K |
| SYCA Commercial Mortgage Trust 2025-WAG | 5,100,000 | 5,100,000 | 0 | 0.05% | -$32.39K |
| AMERICAN TOWER | 5,370,000 | 5,370,000 | 0 | 0.05% | -$8.00K |
| L3HARRIS TECH IN | 5,000,000 | 5,000,000 | 0 | 0.05% | -$93.64K |
| JPMORGAN CHASE | 5,000,000 | 5,000,000 | 0 | 0.05% | -$96.50K |
| WISCONSIN P&L | 5,000,000 | 5,000,000 | 0 | 0.05% | -$45.82K |
| LENNAR CORP | 5,000,000 | 5,000,000 | 0 | 0.05% | -$28.04K |
| Australia and New Zealand Banking Group Ltd. | 5,000,000 | 5,000,000 | 0 | 0.05% | -$57.58K |
| GSAT Trust 2025-BMF | 5,000,000 | 5,000,000 | 0 | 0.05% | -$17.66K |
| ARDN Mortgage Trust, Series 2025-ARCP, Class B | 5,000,000 | 5,000,000 | 0 | 0.05% | -$28.06K |
| COMM MORTGAGE TRUST COMM 2016 CR28 B | 5,075,000 | 5,075,000 | 0 | 0.05% | $22.22K |
| PETRONAS CAP LTD | 4,870,000 | 4,870,000 | 0 | 0.05% | -$49.99K |
| VITALITY RE XVI LTD UNSECURED 144A 01/30 VAR | 5,000,000 | 5,000,000 | 0 | 0.05% | -$34.50K |
| CD 2017-CD3 AS | 5,555,000 | 5,555,000 | 0 | 0.05% | $15.42K |
| MARS INC | 5,000,000 | 5,000,000 | 0 | 0.05% | -$102.49K |
| INDIAN RAILWAY FINANCE SR UNSECURED 144A 02/31 2.8 | 5,400,000 | 5,400,000 | 0 | 0.05% | -$44.47K |
| CHARTER COMM OPT | 5,000,000 | 5,000,000 | 0 | 0.05% | -$69.94K |
| Morgan Stanley, Series I, Pfd. | 200,000 | 200,000 | 0 | 0.05% | -$88.00K |
| DBSG Mortgage Trust | 4,860,000 | 4,860,000 | 0 | 0.05% | -$36.14K |
| CD Mortgage Trust | 5,000,000 | 5,000,000 | 0 | 0.05% | -$6.33K |
| CSAIL Commercial Mortgage Trust | 5,000,000 | 5,000,000 | 0 | 0.05% | -$2.16K |
| Navient Corp. | 5,000,000 | 5,000,000 | 0 | 0.05% | -$123.52K |
| BANK 2017-BNK8 AS | 5,055,000 | 5,055,000 | 0 | 0.05% | -$8.87K |
| BERKSHIRE HATHAW | 4,950,000 | 4,950,000 | 0 | 0.05% | -$21.67K |
| FNMA Connecticut Avenue Securities Trust, Series 2022-R05, Class 2M2 | 4,779,000 | 4,779,000 | 0 | 0.05% | -$37.52K |
| GSMS 2020-GSA2 A5 | 5,500,000 | 5,500,000 | 0 | 0.05% | -$29.21K |
| MONTEGO BAY AIRPORT REVE SR SECURED 144A 06/35 6.6 | 5,000,000 | 5,000,000 | 0 | 0.05% | -$180.65K |
| DBJPM Mortgage Trust | 5,400,000 | 5,400,000 | 0 | 0.05% | -$12.92K |
| OCCIDENTAL PETROLEUM CORP 3.5% 08/15/2029 | 5,000,000 | 5,000,000 | 0 | 0.05% | -$33.62K |
| BROADCOM INC | 4,850,000 | 4,850,000 | 0 | 0.04% | -$82.77K |
| PUBLIC SERVICE | 5,000,000 | 5,000,000 | 0 | 0.04% | -$111.54K |
| JPMDB 2020-COR7 A5 | 5,554,000 | 5,554,000 | 0 | 0.04% | -$3.73K |
| HCA INC | 5,000,000 | 5,000,000 | 0 | 0.04% | -$60.09K |
| XYZ 6.5 05/15/32 | 4,690,000 | 4,690,000 | 0 | 0.04% | -$144.12K |
| Transnet/South Africa | 4,560,000 | 4,560,000 | 0 | 0.04% | -$94.21K |
| DBGS 2018-C1 A4 | 4,750,000 | 4,750,000 | 0 | 0.04% | -$38.86K |
| FREDDIE MAC STACR REMIC TRUST 2023-DNA2 STACR 2023-DNA2 M1B | 4,515,000 | 4,515,000 | 0 | 0.04% | -$12.69K |
| JACKSON PARK TRUST 2019-LIC JAX 2019-LIC A | 5,000,000 | 5,000,000 | 0 | 0.04% | -$51.96K |
| UNITED MEXICAN | 5,850,000 | 5,850,000 | 0 | 0.04% | -$124.31K |
| DOMINION ENERGY | 4,500,000 | 4,500,000 | 0 | 0.04% | -$68.17K |
| CHTR 4.25 02/01/31 144A | 5,000,000 | 5,000,000 | 0 | 0.04% | -$36.98K |
| US TREASURY N/B | 5,010,000 | 5,010,000 | 0 | 0.04% | -$52.64K |
| BBCMS Mortgage Trust, Series 2024-C30, Class AS | 4,367,000 | 4,367,000 | 0 | 0.04% | -$58.17K |
| OneMain Finance Corp. | 5,000,000 | 5,000,000 | 0 | 0.04% | -$171.39K |
| The Goodyear Tire & Rubber Company | 5,000,000 | 5,000,000 | 0 | 0.04% | -$289.91K |
| UBS V9.25 PERP 144A | 4,000,000 | 4,000,000 | 0 | 0.04% | -$186.07K |
| Fannie Mae Connecticut Avenue Securities | 4,335,000 | 4,335,000 | 0 | 0.04% | -$1.90K |
| CD Mortgage Trust, Series 2017-CD3, Class B | 6,635,000 | 6,635,000 | 0 | 0.04% | $18.72K |
| WALMART INC | 5,150,000 | 5,150,000 | 0 | 0.04% | -$97.63K |
| PNC BANK NA | 4,720,000 | 4,720,000 | 0 | 0.04% | -$15.34K |
Top 300 of 1163, by weight.
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