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 |
|---|---|---|---|---|---|
| FNCL 6 6/24 | 0 | 54,900,000 | 54,900,000 | 4.06% | $55.88M |
| PIMCO PRV SHORT TERM FLT III MUTUAL FUND | 0 | 5,530,009 | 5,530,009 | 3.92% | $53.86M |
| FNCL 6 7/25 | 0 | 40,000,000 | 40,000,000 | 2.96% | $40.70M |
| U.S. Treasury Bills | 0 | 25,300,000 | 25,300,000 | 1.83% | $25.15M |
| FNCL 4 4/26 | 0 | 26,100,000 | 26,100,000 | 1.79% | $24.63M |
| U.S. Treasury Bills | 0 | 23,600,000 | 23,600,000 | 1.71% | $23.51M |
| U.S. Treasury Bills | 0 | 23,500,000 | 23,500,000 | 1.69% | $23.30M |
| LETRA TESOURO NACIONAL BILLS 10/26 0.00000 | 0 | 106,100,000 | 106,100,000 | 1.40% | $19.19M |
| FNCL 4 6/24 | 0 | 19,000,000 | 19,000,000 | 1.30% | $17.89M |
| U.S. Treasury Bills | 0 | 17,002,000 | 17,002,000 | 1.23% | $16.92M |
| U.S. Treasury Bills | 0 | 15,700,000 | 15,700,000 | 1.13% | $15.59M |
| LETRA TESOURO NACIONAL BILLS 07/26 0.00000 | 0 | 65,600,000 | 65,600,000 | 0.89% | $12.26M |
| U.S. Treasury Bills | 0 | 12,200,000 | 12,200,000 | 0.88% | $12.13M |
| U.S. Treasury Bill | 0 | 10,900,000 | 10,900,000 | 0.78% | $10.78M |
| Uniform Mortgage-Backed Security, TBA | 0 | 10,300,000 | 10,300,000 | 0.75% | $10.33M |
| U.S. Treasury Bills | 0 | 7,200,000 | 7,200,000 | 0.52% | $7.18M |
| U.S. Treasury Bills | 0 | 4,200,000 | 4,200,000 | 0.30% | $4.17M |
| Uniform Mortgage-Backed Security, TBA | 0 | 4,400,000 | 4,400,000 | 0.27% | $3.70M |
| U.S. Treasury Bills | 0 | 3,500,000 | 3,500,000 | 0.25% | $3.49M |
| U.S. Treasury Bills | 0 | 3,300,000 | 3,300,000 | 0.24% | $3.29M |
| UBS Group AG | 0 | 3,200,000 | 3,200,000 | 0.23% | $3.17M |
| TELEFONICA EMIS | 0 | 2,800,000 | 2,800,000 | 0.20% | $2.79M |
| GLS Auto Receivables Issuer Trust, Series 2026-1A, Class A2 | 0 | 2,600,000 | 2,600,000 | 0.19% | $2.60M |
| HCA INC CP 0% 05/11/2026 | 0 | 2,550,000 | 2,550,000 | 0.18% | $2.54M |
| CRBG 4.55 01/09/31 144A | 0 | 2,500,000 | 2,500,000 | 0.18% | $2.47M |
| Air Lease Corporation 0% CP 02/04/2026 | 0 | 2,250,000 | 2,250,000 | 0.16% | $2.25M |
| Takeoff Merger Sub, Inc. | 0 | 1,900,000 | 1,900,000 | 0.14% | $1.89M |
| U.S. Treasury Bills | 0 | 1,700,000 | 1,700,000 | 0.12% | $1.68M |
| MassMutual Global Funding II | 0 | 1,700,000 | 1,700,000 | 0.12% | $1.68M |
| LLOYDS BK GR PLC | 0 | 1,700,000 | 1,700,000 | 0.12% | $1.68M |
| PHILLIPS 66 GTD DISC 4/02/2026 0.00000000 | 0 | 1,650,000 | 1,650,000 | 0.12% | $1.65M |
| Global Payments, Inc. | 0 | 1,650,000 | 1,650,000 | 0.12% | $1.65M |
| U.S. Treasury Bills | 0 | 1,600,000 | 1,600,000 | 0.12% | $1.59M |
| EVERGY INC | 0 | 1,600,000 | 1,600,000 | 0.12% | $1.59M |
| LLOYDS BK GR PLC | 0 | 1,500,000 | 1,500,000 | 0.11% | $1.49M |
| NOMURA HOLDINGS | 0 | 1,500,000 | 1,500,000 | 0.11% | $1.48M |
| UBS AG STAMFORD | 0 | 1,400,000 | 1,400,000 | 0.10% | $1.40M |
| ARBOUR CLO ARBR 13A AR 144A | 0 | 1,200,000 | 1,200,000 | 0.10% | $1.38M |
| GLENCORE FUNDING LLC | 0 | 1,350,000 | 1,350,000 | 0.10% | $1.35M |
| Constellation Energy Generation LLC | 0 | 1,300,000 | 1,300,000 | 0.09% | $1.30M |
| PALMER SQUARE LOAN FUNDING 2024-3 LTD PSTAT 2024-3A A1R | 0 | 1,300,000 | 1,300,000 | 0.09% | $1.30M |
| GLENCORE FUNDING LLC | 0 | 1,300,000 | 1,300,000 | 0.09% | $1.30M |
| TEXTRON INC | 0 | 1,272,000 | 1,272,000 | 0.09% | $1.26M |
| Danske Bank A/S | 0 | 1,200,000 | 1,200,000 | 0.09% | $1.20M |
| Trimaran Cavu 2021-2 Ltd | 0 | 1,200,000 | 1,200,000 | 0.09% | $1.20M |
| Keurig Dr Pepper Inc | 0 | 1,150,000 | 1,150,000 | 0.08% | $1.15M |
| Keurig Dr Pepper Inc 0% CP 07/05/2026 | 0 | 1,150,000 | 1,150,000 | 0.08% | $1.14M |
| KEURIG DR PEPPER | 0 | 1,100,000 | 1,100,000 | 0.08% | $1.10M |
| PUBLIC SERV COLO | 0 | 1,100,000 | 1,100,000 | 0.08% | $1.10M |
| PACIFIC GAS&ELEC | 0 | 1,100,000 | 1,100,000 | 0.08% | $1.09M |
| GEN MOTORS FIN | 0 | 1,100,000 | 1,100,000 | 0.08% | $1.08M |
| XCEL ENERGY INC | 0 | 1,100,000 | 1,100,000 | 0.08% | $1.07M |
| GLOBAL PMTS INC | 0 | 1,050,000 | 1,050,000 | 0.08% | $1.05M |
| Phillips 66 0% CP 08/04/2026 | 0 | 1,050,000 | 1,050,000 | 0.08% | $1.05M |
| VNO MORTGAGE TRUST VNDO 2016 350P A 144A | 0 | 1,050,000 | 1,050,000 | 0.08% | $1.05M |
| SMITH & NEPHEW | 0 | 1,000,000 | 1,000,000 | 0.07% | $1.01M |
| Constellation Energy Generation LLC | 0 | 1,000,000 | 1,000,000 | 0.07% | $999.76K |
| Phillips 66 | 0 | 1,000,000 | 1,000,000 | 0.07% | $997.31K |
| BOSTON PPTYS LTD PARTNERSHIP D | 0 | 1,000,000 | 1,000,000 | 0.07% | $996.95K |
| JABIL INC | 0 | 1,000,000 | 1,000,000 | 0.07% | $994.51K |
| GOLDMAN SACHS GP | 0 | 1,000,000 | 1,000,000 | 0.07% | $994.10K |
| ORACLE CORP | 0 | 1,000,000 | 1,000,000 | 0.07% | $987.56K |
| ERAC USA Finance LLC 0% CP 20/04/2026 | 0 | 950,000 | 950,000 | 0.07% | $947.83K |
| BARCLAYS PLC FRN SOFR+93 05/24/2030 | 0 | 900,000 | 900,000 | 0.07% | $897.95K |
| HCA, Inc. | 0 | 900,000 | 900,000 | 0.07% | $896.64K |
| HCA Inc | 0 | 850,000 | 850,000 | 0.06% | $845.01K |
| BARCLAYS PLC | 0 | 800,000 | 800,000 | 0.06% | $807.66K |
| SOCIETE GENERALE SA MTN 5.250000% 02/19/2027 | 0 | 800,000 | 800,000 | 0.06% | $805.11K |
| Fidelity National Information Services, Inc. | 0 | 800,000 | 800,000 | 0.06% | $797.98K |
| PHILLIPS 66 | 0 | 800,000 | 800,000 | 0.06% | $794.66K |
| CONSTL ENRGY GEN | 0 | 800,000 | 800,000 | 0.06% | $793.95K |
| JTI Financial Services North America LLC | 0 | 750,000 | 750,000 | 0.05% | $746.07K |
| CBRE SVCS INC DISC COML PAPER 06/26 ZCP | 0 | 750,000 | 750,000 | 0.05% | $743.77K |
| HCA INC | 0 | 700,000 | 700,000 | 0.05% | $698.69K |
| ICG EURO CLO ICGE 2023 2A A1R 144A | 0 | 600,000 | 600,000 | 0.05% | $693.37K |
| Citadel Finance LLC | 0 | 700,000 | 700,000 | 0.05% | $686.37K |
| HCA INC CP 0% 05/13/2026 | 0 | 650,000 | 650,000 | 0.05% | $646.60K |
| BANCO BILBAO VIZ | 0 | 600,000 | 600,000 | 0.04% | $593.15K |
| BOSPHORUS CLO BOPHO 9A AR 144A | 0 | 500,000 | 500,000 | 0.04% | $577.93K |
| TORO EUROPEAN CLO TCLO 2A ARRE 144A | 0 | 500,000 | 500,000 | 0.04% | $577.81K |
| S+P GLOBAL INC | 0 | 550,000 | 550,000 | 0.04% | $549.64K |
| FIDELITY NATL INFORMATION SVCS | 0 | 550,000 | 550,000 | 0.04% | $548.96K |
| CROWN CASTLE | 0 | 550,000 | 550,000 | 0.04% | $548.65K |
| Keurig Dr Pepper Inc 0% CP 23/04/2026 | 0 | 550,000 | 550,000 | 0.04% | $548.50K |
| STANLN V6.75 02/08/28 REGS | 0 | 500,000 | 500,000 | 0.04% | $508.93K |
| AMERICAN HONDA F | 0 | 500,000 | 500,000 | 0.04% | $501.85K |
| FORD MOTOR CRED | 0 | 500,000 | 500,000 | 0.04% | $501.13K |
| SABINE PASS LIQU | 0 | 500,000 | 500,000 | 0.04% | $501.00K |
| Electricite de France SA | 0 | 500,000 | 500,000 | 0.04% | $499.95K |
| Palmer Square Loan Funding 2024-1 Ltd | 0 | 500,000 | 500,000 | 0.04% | $499.92K |
| CITADEL LP SR UNSECURED 144A 01/27 4.875 | 0 | 500,000 | 500,000 | 0.04% | $499.67K |
| SYDNEY ARPT FIN CO PTY LTD 3.625% 04/28/2026 144A | 0 | 500,000 | 500,000 | 0.04% | $499.58K |
| Emera US Finance LLC | 0 | 500,000 | 500,000 | 0.04% | $499.50K |
| Air Lease Corp. | 0 | 500,000 | 500,000 | 0.04% | $499.19K |
| MPLX LP | 0 | 500,000 | 500,000 | 0.04% | $498.86K |
| Alimentation Couche-Tard Inc | 0 | 500,000 | 500,000 | 0.04% | $498.81K |
| VICI PROPERTIES / NOTE REGD 144A P/P 4.25000000 | 0 | 500,000 | 500,000 | 0.04% | $498.72K |
| EQUINIX INC | 0 | 500,000 | 500,000 | 0.04% | $498.50K |
| AMERICAN HONDA FIN. C FRN | 0 | 500,000 | 500,000 | 0.04% | $497.95K |
| FORD MOTOR CRED | 0 | 500,000 | 500,000 | 0.04% | $497.83K |
| SMITHFIELD FOODS INC 144A 4.250000% 02/01/2027 | 0 | 500,000 | 500,000 | 0.04% | $497.71K |
| VENTAS REALTY LP | 0 | 500,000 | 500,000 | 0.04% | $497.32K |
| TRANSURBAN FINANCE CO SR SECURED REGS 03/27 3.375 | 0 | 500,000 | 500,000 | 0.04% | $495.67K |
| AVOLON HOLDINGS FUNDING LTD 3.25% 02/15/2027 144A | 0 | 500,000 | 500,000 | 0.04% | $494.50K |
| ROGERS COMMUNIC | 0 | 500,000 | 500,000 | 0.04% | $493.94K |
| FACTSET RESEARCH | 0 | 500,000 | 500,000 | 0.04% | $491.59K |
| AIR LEASE CORP | 0 | 500,000 | 500,000 | 0.04% | $490.84K |
| JDEPNA 1.375 01/15/27 144A | 0 | 500,000 | 500,000 | 0.04% | $487.73K |
| FIDELITY NATL INFORMATION SVCS | 0 | 450,000 | 450,000 | 0.03% | $449.00K |
| HCA INC CP 0% 04/22/2026 | 0 | 450,000 | 450,000 | 0.03% | $448.83K |
| ERAC USA FINANCE LLC | 0 | 450,000 | 450,000 | 0.03% | $448.76K |
| Phillips 66 | 0 | 400,000 | 400,000 | 0.03% | $399.96K |
| CONSTELLATION ENERGY 04/26 ZCP | 0 | 400,000 | 400,000 | 0.03% | $399.71K |
| Elevance Health Inc | 0 | 400,000 | 400,000 | 0.03% | $399.42K |
| Pennsylvania-American Water Co | 0 | 300,000 | 300,000 | 0.02% | $304.03K |
| BARCLAYS PLC | 0 | 300,000 | 300,000 | 0.02% | $302.44K |
| AMEREN CORP | 0 | 300,000 | 300,000 | 0.02% | $302.21K |
| ONEOK INC | 0 | 300,000 | 300,000 | 0.02% | $301.79K |
| COOPERATIEVE RAB | 0 | 300,000 | 300,000 | 0.02% | $300.67K |
| RY Float 07/23/27 | 0 | 300,000 | 300,000 | 0.02% | $300.29K |
| ALIMENTATION COUCHE TARD INC | 0 | 300,000 | 300,000 | 0.02% | $299.97K |
| VICI PROPERTIES / NOTE REGD 144A P/P 4.50000000 | 0 | 300,000 | 300,000 | 0.02% | $299.69K |
| GLENLN 4 03/27/27 144A | 0 | 300,000 | 300,000 | 0.02% | $298.75K |
| SKYWORKS SOLUT | 0 | 300,000 | 300,000 | 0.02% | $298.59K |
| AMERICAN TOWER | 0 | 300,000 | 300,000 | 0.02% | $297.91K |
| United States Treasury Bill | 0 | 298,000 | 298,000 | 0.02% | $295.95K |
| SANUK V2.469 01/11/28 | 0 | 300,000 | 300,000 | 0.02% | $295.09K |
| STELLANTIS FIN US INC REGD 144A P/P 1.71100000 | 0 | 300,000 | 300,000 | 0.02% | $292.65K |
| Global Payments, Inc. | 0 | 250,000 | 250,000 | 0.02% | $249.97K |
| THE AES CORPORATION | 0 | 250,000 | 250,000 | 0.02% | $249.94K |
| GENUINE PARTS CO | 0 | 250,000 | 250,000 | 0.02% | $249.83K |
| NEXTERA ENERGY DISC 04/07/26 0.00000000 | 0 | 250,000 | 250,000 | 0.02% | $249.81K |
| CROWN CASTLE | 0 | 250,000 | 250,000 | 0.02% | $249.80K |
| JONES LANG LASALLE FIN BV | 0 | 250,000 | 250,000 | 0.02% | $249.78K |
| JABIL INC | 0 | 250,000 | 250,000 | 0.02% | $249.75K |
| Jones Lang LaSalle Finance BV | 0 | 250,000 | 250,000 | 0.02% | $249.75K |
| Fidelity National Information Services Inc | 0 | 250,000 | 250,000 | 0.02% | $249.75K |
| ROGERS COMMUNICATIONS | 0 | 250,000 | 250,000 | 0.02% | $249.75K |
| ERAC USA Finance LLC 0% CP 10/04/2026 | 0 | 250,000 | 250,000 | 0.02% | $249.72K |
| THE AES CORPORATION | 0 | 250,000 | 250,000 | 0.02% | $249.51K |
| Edison International | 0 | 250,000 | 250,000 | 0.02% | $249.51K |
| HCA INC DISC COML PAPER | 0 | 250,000 | 250,000 | 0.02% | $249.50K |
| AMETEK INC DISC COML 04/26 ZCP | 0 | 250,000 | 250,000 | 0.02% | $249.44K |
| PHILLIPS 66 GTD DISC 04/20/26 0.00000000 | 0 | 250,000 | 250,000 | 0.02% | $249.44K |
| EXTRA SPACE STORAGE LP | 0 | 250,000 | 250,000 | 0.02% | $249.38K |
| FIDELITY NATL INFORMATION SVCS | 0 | 250,000 | 250,000 | 0.02% | $249.33K |
| Keurig Dr Pepper Inc | 0 | 250,000 | 250,000 | 0.02% | $249.20K |
| GENUINE PTS CO DISC COML PAPER | 0 | 250,000 | 250,000 | 0.02% | $249.16K |
| Phillips 66 | 0 | 250,000 | 250,000 | 0.02% | $249.13K |
| AerCap Ireland Capital Designated Activity Company | 0 | 200,000 | 200,000 | 0.01% | $203.81K |
| HARLEY DAVIDSON FND CP | 0 | 200,000 | 200,000 | 0.01% | $199.82K |
| UNICREDIT SPA | 0 | 200,000 | 200,000 | 0.01% | $199.08K |
| FNCI 4.5 4/25 | 0 | 200,000 | 200,000 | 0.01% | $198.59K |
| SANTAN V1.722 09/14/27 | 0 | 200,000 | 200,000 | 0.01% | $197.47K |
| HARLEY DAVIDSON FND CP | 0 | 100,000 | 100,000 | 0.01% | $99.92K |
| RFR USD SOFR/3.74800 03/03/26-10Y LCH | 0 | 2 | 2 | 0.00% | $17.40K |
| CDX IG46 5Y ICE | 0 | 1 | 1 | 0.00% | $8.80K |
| RFR USD SOFR/3.40694 07/06/26-4Y* LCH | 0 | 1 | 1 | 0.00% | $1.49K |
| 317UC6EA9 PIMCO SWAPTION 3.62 CALL USD 2026042 | 0 | -200,000 | -200,000 | 0.00% | -$250 |
| 317UC6DA0 PIMCO SWAPTION 3.9 PUT USD 20260420 | 0 | -200,000 | -200,000 | 0.00% | -$1.13K |
| 317UC8QA2 PIMCO SWAPTION 4.055 PUT USD 2026042 | 0 | -1,300,000 | -1,300,000 | 0.00% | -$3.62K |
| 317UC8RA1 PIMCO SWAPTION 3.695 CALL USD 202604 | 0 | -1,300,000 | -1,300,000 | 0.00% | -$3.74K |
| EURO-BOBL FUTURE JUN26 | 0 | 10 | 10 | 0.00% | -$21.05K |
| EURO-BUND FUTURE JUN26 | 0 | 9 | 9 | 0.00% | -$32.78K |
| 31750SFE0 PIMCO FXVAN CALL USD JPY 157.7000000 | 0 | -3,217,800 | -3,217,800 | 0.00% | -$37.39K |
| EURIBOR 90DAY FUT ERZ6 12-14-26 | 0 | 226 | 226 | -0.02% | -$207.26K |
| RFR GBP SONIO/3.75000 03/18/26-5Y LCH | 0 | 1 | 1 | -0.06% | -$786.13K |
| Uniform Mortgage-Backed Security, TBA | 0 | -4,000,000 | -4,000,000 | -0.27% | -$3.77M |
| FNCL 5 4/26 | 0 | -6,400,000 | -6,400,000 | -0.46% | -$6.31M |
| Uniform Mortgage-Backed Security, TBA | 0 | -34,500,000 | -34,500,000 | -2.29% | -$31.56M |
| FNCL 3 6/24 | 0 | -38,700,000 | -38,700,000 | -2.47% | -$33.94M |
| Security | Shares Dec 2025 | Shares Mar 2026 | Δ shares | End % | Δ value |
|---|---|---|---|---|---|
| US TREASURY N/B | 151,600,000 | 0 | -151,600,000 | 0.00% | -$151.65M |
| Uniform Mortgage-Backed Security, TBA | 50,000,000 | 0 | -50,000,000 | 0.00% | -$51.31M |
| FNCL 6 3/24 | 44,900,000 | 0 | -44,900,000 | 0.00% | -$46.08M |
| Uniform Mortgage-Backed Security, TBA | 41,100,000 | 0 | -41,100,000 | 0.00% | -$38.96M |
| LETRA TESOURO NACIONAL BILLS 04/26 0.00000 | 163,400,000 | 0 | -163,400,000 | 0.00% | -$28.85M |
| Uniform Mortgage-Backed Security, TBA | 10,300,000 | 0 | -10,300,000 | 0.00% | -$10.44M |
| FNMA POOL CB2894 FN 02/52 FIXED 3 | 10,283,687 | 0 | -10,283,687 | 0.00% | -$9.12M |
| FNMA POOL CB3242 FN 04/52 FIXED 3 | 7,401,149 | 0 | -7,401,149 | 0.00% | -$6.56M |
| FNMA POOL CB3278 FN 04/52 FIXED 3 | 7,126,192 | 0 | -7,126,192 | 0.00% | -$6.31M |
| CRSNT TRUST CRSNT 2021 MOON A 144A | 6,000,000 | 0 | -6,000,000 | 0.00% | -$5.96M |
| AES CORP/THE | 5,100,000 | 0 | -5,100,000 | 0.00% | -$5.09M |
| EQUIFAX INC | 4,000,000 | 0 | -4,000,000 | 0.00% | -$4.08M |
| Uniform Mortgage-Backed Security, TBA | 4,400,000 | 0 | -4,400,000 | 0.00% | -$3.72M |
| SUMITOMO MITSUI | 3,000,000 | 0 | -3,000,000 | 0.00% | -$3.00M |
| International Business Machines Corporation | 2,800,000 | 0 | -2,800,000 | 0.00% | -$2.84M |
| FNMA POOL BL1942 FN 03/26 FIXED 3.15 | 2,800,000 | 0 | -2,800,000 | 0.00% | -$2.79M |
| CITIBANK NA | 2,500,000 | 0 | -2,500,000 | 0.00% | -$2.51M |
| CROWN CASTLE INTL CORP 4(2) 144A DISC NT 1/20/2026 | 2,450,000 | 0 | -2,450,000 | 0.00% | -$2.44M |
| HP ENTERPRISE | 2,250,000 | 0 | -2,250,000 | 0.00% | -$2.26M |
| Sandstone Peak Ltd., Series 2021-1A, Class A1R | 2,200,000 | 0 | -2,200,000 | 0.00% | -$2.20M |
| BPCE SA REGD V/R 144A P/P MTN 5.97500000 | 2,100,000 | 0 | -2,100,000 | 0.00% | -$2.10M |
| THE CAMPBELLS CO | 1,700,000 | 0 | -1,700,000 | 0.00% | -$1.70M |
| BCC 2021-4A A1R | 1,400,000 | 0 | -1,400,000 | 0.00% | -$1.40M |
| SOUTHERN CAL ED | 1,200,000 | 0 | -1,200,000 | 0.00% | -$1.20M |
| Cedar Funding VI CLO Ltd., Series 2016-6A, Class AR3 | 1,200,000 | 0 | -1,200,000 | 0.00% | -$1.20M |
| WHETSTONE PARK CLO LTD WHTPK 2021 1A A1R 144A | 1,200,000 | 0 | -1,200,000 | 0.00% | -$1.20M |
| ORACLE CORPORATION 01/26 ZCP | 1,150,000 | 0 | -1,150,000 | 0.00% | -$1.15M |
| POST CLO LTD POST 2021 1A AR 144A | 1,050,000 | 0 | -1,050,000 | 0.00% | -$1.05M |
| AMETEK INC NEW CP 0% 01/12/2026 | 950,000 | 0 | -950,000 | 0.00% | -$948.79K |
| JABIL INC DISC 01/14/26 0.00000000 | 950,000 | 0 | -950,000 | 0.00% | -$948.38K |
| CarVal CLO Ltd., Series 2019-2A, Class AR2 | 928,629 | 0 | -928,629 | 0.00% | -$929.27K |
| SOUTHERN CALIFORNIA EDISON CO CP 0% 01/05/2026 | 900,000 | 0 | -900,000 | 0.00% | -$899.50K |
| WIND RIVER CLO LTD WINDR 2016 1KRA A1R3 144A | 895,169 | 0 | -895,169 | 0.00% | -$893.07K |
| HCA INC DISC COML PAPER 01/26 ZCP | 750,000 | 0 | -750,000 | 0.00% | -$748.33K |
| AIR LEASE CORP DISC COML 01/26 ZCP | 700,000 | 0 | -700,000 | 0.00% | -$699.45K |
| KEURIG DR PEPPER INC | 700,000 | 0 | -700,000 | 0.00% | -$699.34K |
| CROWN CASTLE INTL 0.0 22JAN26 144A | 650,000 | 0 | -650,000 | 0.00% | -$648.34K |
| ENBRIDGE U S INC DISC 01/07/26 0.00000000 | 600,000 | 0 | -600,000 | 0.00% | -$599.56K |
| JABIL INC DISC 01/07/26 0.00000000 | 550,000 | 0 | -550,000 | 0.00% | -$549.53K |
| KKR FINANCIAL CLO LTD KKR 33A AR 144A | 500,000 | 0 | -500,000 | 0.00% | -$500.12K |
| EDISON INTERNATIONAL 01/26 ZCP | 500,000 | 0 | -500,000 | 0.00% | -$499.71K |
| AIR LEASE CORP DISCOUNT_______ COMMERCIAL PAPER 0.00000000 | 500,000 | 0 | -500,000 | 0.00% | -$499.55K |
| HCA INC DISC COML PAPER 01/26 ZCP | 500,000 | 0 | -500,000 | 0.00% | -$498.83K |
| HCA INC DISC COML PAPER 02/26 ZCP | 500,000 | 0 | -500,000 | 0.00% | -$497.56K |
| Keurig Dr Pepper Inc | 450,000 | 0 | -450,000 | 0.00% | -$449.67K |
| FORD CREDIT CANADA CO/CA COMPANY GUAR 02/26 7 | 600,000 | 0 | -600,000 | 0.00% | -$438.83K |
| CONAGRA FOODS IN DISC 01/07/26 0.00000000 | 400,000 | 0 | -400,000 | 0.00% | -$399.69K |
| HCA INC DISC COML PAPER 02/26 ZCP | 400,000 | 0 | -400,000 | 0.00% | -$398.50K |
| JABIL INC DISC 01/12/2026 0.00000000 | 350,000 | 0 | -350,000 | 0.00% | -$349.49K |
| GPMT Ltd., Series 2021-FL3, Class A | 328,638 | 0 | -328,638 | 0.00% | -$328.61K |
| FORTRESS CREDIT BSL VII LTD A1R TSFR3M+109 07/23/2032 144A | 318,837 | 0 | -318,837 | 0.00% | -$319.20K |
| CROWN CASTLE INTL CORP | 300,000 | 0 | -300,000 | 0.00% | -$299.27K |
| ENBRIDGE (US) INC | 250,000 | 0 | -250,000 | 0.00% | -$249.95K |
| EDISON INTERNATIONAL 01/26 ZCP | 250,000 | 0 | -250,000 | 0.00% | -$249.94K |
| CONAGRA FOODS IN DISC 01/05/26 0.00000000 | 250,000 | 0 | -250,000 | 0.00% | -$249.86K |
| AMETEK INC DISC COML 01/26 ZCP | 250,000 | 0 | -250,000 | 0.00% | -$249.84K |
| EDISON INTERNATIONAL 01/26 ZCP | 250,000 | 0 | -250,000 | 0.00% | -$249.83K |
| EDISON INTL DISCOUNT__________ COMMERCIAL PAPER 0.00000000 | 250,000 | 0 | -250,000 | 0.00% | -$249.79K |
| ALIMENTATION COUCHETARD INC | 250,000 | 0 | -250,000 | 0.00% | -$249.78K |
| HA SUSTAINABLE INFRASTRUCTURE 01/26 ZCP | 250,000 | 0 | -250,000 | 0.00% | -$249.76K |
| AIR LEASE CORP DISCOUNT_______ COMMERCIAL PAPER 0.00000000 | 250,000 | 0 | -250,000 | 0.00% | -$249.75K |
| AIR LEASE CORP DISC COML 01/26 ZCP | 250,000 | 0 | -250,000 | 0.00% | -$249.66K |
| VW CR INC | 250,000 | 0 | -250,000 | 0.00% | -$249.65K |
| HCA INC DISC COML PAPER 01/26 ZCP | 250,000 | 0 | -250,000 | 0.00% | -$249.64K |
| FIDELITY NATL INFORMATION SVCS | 250,000 | 0 | -250,000 | 0.00% | -$249.63K |
| Air Lease Corporation 0% CP 14/01/2026 | 250,000 | 0 | -250,000 | 0.00% | -$249.61K |
| JABIL INC DISC 01/13/26 0.00000000 | 250,000 | 0 | -250,000 | 0.00% | -$249.60K |
| SAN DIEGO GAS + ELEC | 250,000 | 0 | -250,000 | 0.00% | -$249.43K |
| HCA INC DISC COML PAPER 01/26 ZCP | 250,000 | 0 | -250,000 | 0.00% | -$249.27K |
| BACARDI MARTINI DISC 01/29/26 0.00000000 | 250,000 | 0 | -250,000 | 0.00% | -$249.16K |
| FNCI 4.5 1/25 | 200,000 | 0 | -200,000 | 0.00% | -$200.10K |
| RFR GBP SONIO/3.75000 09/17/25-5Y LCH | 1 | 0 | -1 | 0.00% | -$110.05K |
| U.S. Treasury Bills | 64,000 | 0 | -64,000 | 0.00% | -$63.84K |
| SWOP CDX IG45 (V1 ONLY) 5Y SP | 1 | 0 | -1 | 0.00% | -$11.47K |
| RFR USD SOFR/3.91900 01/14/26-10Y LCH | 0 | 0 | 0 | 0.00% | $0 |
| RFR USD SOFR/3.92750 01/20/26-10Y LCH | 0 | 0 | 0 | 0.00% | $0 |
| RFR USD SOFR/3.92500 01/12/26-10Y LCH | 0 | 0 | 0 | 0.00% | $0 |
| RFR USD SOFR/3.75700 09/22/26-1Y LCH | 0 | 0 | 0 | 0.00% | $0 |
| RFR USD SOFR/3.86000 01/07/26-10Y LCH | 0 | 0 | 0 | 0.00% | $0 |
| RFR USD SOFR/3.84750 01/06/26-10Y LCH | 0 | 0 | 0 | 0.00% | $0 |
| 317UB7ZA5 PIMCO SWAPTION 3.5475 CALL USD 20260 | -600,000 | 0 | 600,000 | 0.00% | $0 |
| 317UB9VA5 PIMCO SWAPTION 3.58 CALL USD 2026010 | -3,600,000 | 0 | 3,600,000 | 0.00% | $0 |
| 317UB7YA6 PIMCO SWAPTION 3.8475 PUT USD 202601 | -600,000 | 0 | 600,000 | 0.00% | $53 |
| 317UBA6A0 PIMCO SWAPTION 3.625 CALL USD 202601 | -1,400,000 | 0 | 1,400,000 | 0.00% | $127 |
| 317UBCLA9 PIMCO SWAPTION 3.6475 CALL USD 20260 | -200,000 | 0 | 200,000 | 0.00% | $138 |
| EURO-BUND OPTION FEB26C 130.5 EXP 01/23/2026 | -3 | 0 | 3 | 0.00% | $141 |
| 317UBCKA0 PIMCO SWAPTION 3.9275 PUT USD 202601 | -200,000 | 0 | 200,000 | 0.00% | $160 |
| 317UBA5A1 PIMCO SWAPTION 3.925 PUT USD 2026010 | -1,400,000 | 0 | 1,400,000 | 0.00% | $278 |
| 317UBC4A8 PIMCO SWAPTION 3.639 CALL USD 202601 | -3,600,000 | 0 | 3,600,000 | 0.00% | $986 |
| EURO-BUND OPTION FEB26P 127.5 EXP 01/23/2026 | -3 | 0 | 3 | 0.00% | $2.12K |
| 317UBC3A9 PIMCO SWAPTION 3.919 PUT USD 2026011 | -3,600,000 | 0 | 3,600,000 | 0.00% | $2.12K |
| 317UB9UA6 PIMCO SWAPTION 3.86 PUT USD 20260105 | -3,600,000 | 0 | 3,600,000 | 0.00% | $3.30K |
| FGBM Mar 2026 | 10 | 0 | -10 | 0.00% | $9.77K |
| FUT. EURO-BUND EUX MAR26 | 9 | 0 | -9 | 0.00% | $18.71K |
| Uniform Mortgage-Backed Security, TBA | -6,400,000 | 0 | 6,400,000 | 0.00% | $6.38M |
| FNCL 3.5 2/26 | -34,500,000 | 0 | 34,500,000 | 0.00% | $31.79M |
| FNCL 3 2/26 | -63,100,000 | 0 | 63,100,000 | 0.00% | $55.78M |
| Security | Shares Dec 2025 | Shares Mar 2026 | Δ shares | End % | Δ value |
|---|---|---|---|---|---|
| PIMCO SHORT ASSET PORTFOLIO MUTUAL FUND | 12,794,768 | 12,932,574 | 137,806 | 9.23% | $1.33M |
| GOVERNMENT NATIONAL MORTGAGE A GNR 2022 H24 BF | 12,208,178 | 12,225,471 | 17,293 | 0.91% | $60.17K |
| FORD MOTOR CRED | 1,900,000 | 3,400,000 | 1,500,000 | 0.25% | $1.50M |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 25-H21 FA SOFR30A+70 10/20/2075 | 1,759,615 | 1,768,105 | 8,490 | 0.13% | $19.64K |
| Security | Shares Dec 2025 | Shares Mar 2026 | Δ shares | End % | Δ value |
|---|---|---|---|---|---|
| US ULTRA BOND CBT Sep25 | 286,705,707 | 257,906,561 | -28,799,146 | 16.07% | -$64.57M |
| FNMA POOL MA5387 FN 06/54 FIXED 5 | 69,017,845 | 67,626,316 | -1,391,530 | 4.86% | -$2.12M |
| FN MA5071 | 14,823,156 | 14,416,791 | -406,365 | 1.04% | -$556.06K |
| FANNIE MAE FNR 2025 69 FB | 12,976,919 | 12,598,934 | -377,985 | 0.93% | -$312.59K |
| FREDDIE MAC FHR 5565 FC | 12,995,102 | 12,549,395 | -445,707 | 0.92% | -$380.87K |
| FNMA POOL BV5376 FN 04/52 FIXED 3 | 13,816,710 | 13,608,498 | -208,211 | 0.87% | -$265.00K |
| GOVERNMENT NATIONAL MORTGAGE A GNR 2022 H24 FD | 10,708,257 | 10,629,849 | -78,408 | 0.79% | -$43.14K |
| FREDDIE MAC FHR 5569 FB | 11,551,536 | 10,187,884 | -1,363,652 | 0.75% | -$1.31M |
| U.S. TREASURY INFLATION-PROTECTED SECURITIES 0-5/8% 07/15/2032 | 10,309,980 | 10,297,652 | -12,328 | 0.71% | $43.47K |
| U.S. TREASURY INFLATION-PROTECTED SECURITIES 1.125% 01/15/2033 | 9,619,192 | 9,607,576 | -11,616 | 0.67% | $23.67K |
| FREDDIE MAC FHR 5563 FV | 9,529,003 | 8,423,650 | -1,105,354 | 0.62% | -$1.09M |
| FNMA POOL CA0541 FN 10/47 FIXED 3.5 | 9,168,710 | 9,077,377 | -91,333 | 0.61% | -$165.94K |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION SER 2025-H20 CL FA V/R 4.86888000 | 7,773,587 | 7,696,093 | -77,494 | 0.56% | -$30.99K |
| US TREASURY N/B | 8,600,000 | 7,400,000 | -1,200,000 | 0.54% | -$1.23M |
| FNMA POOL CA0694 FN 11/47 FIXED 3.5 | 8,155,722 | 7,971,342 | -184,379 | 0.54% | -$245.38K |
| GOVERNMENT NATIONAL MORTGAGE A GNR 2023 H21 FA | 6,681,597 | 6,506,519 | -175,078 | 0.48% | -$146.32K |
| FNMA POOL CA0860 FN 12/47 FIXED 3.5 | 7,009,595 | 6,864,726 | -144,869 | 0.46% | -$195.25K |
| FNMA POOL CB3277 FN 04/52 FIXED 3 | 6,543,331 | 6,370,838 | -172,493 | 0.41% | -$190.61K |
| UMBS | 5,458,013 | 5,247,423 | -210,590 | 0.40% | -$254.63K |
| TORO EUROPEAN CLO TCLO 7A ARE 144A | 4,345,775 | 4,208,919 | -136,857 | 0.35% | -$253.16K |
| MADISON PARK EURO FUNDING MDPKE 14A A1R 144A | 4,158,677 | 4,157,921 | -755 | 0.35% | -$91.74K |
| FREDDIE MAC FHR 5568 FE | 4,540,021 | 4,339,498 | -200,523 | 0.32% | -$182.28K |
| FREDDIE MAC REMICS SER 5513 CL MF V/R 5.01180000 | 4,663,641 | 4,152,151 | -511,490 | 0.30% | -$504.20K |
| FNMA POOL CB3004 FN 02/52 FIXED 3 | 4,802,686 | 4,700,669 | -102,017 | 0.30% | -$118.20K |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION SER 2020-H14 CL FH V/R 5.36411000 | 3,768,406 | 3,753,090 | -15,316 | 0.28% | -$13.08K |
| ATRIUM HOTEL PORTFOLIO TRUST AHPT 2017 ATRM A 144A | 3,613,927 | 3,385,519 | -228,407 | 0.24% | -$225.64K |
| GS MORTGAGE BACKED SECURITIES GSMBS 2022 HP1 A2 144A | 3,875,351 | 3,795,700 | -79,651 | 0.24% | -$102.31K |
| ONSLOW BAY FINANCIAL LLC OBX 2022 INV2 A1 144A | 3,758,719 | 3,697,265 | -61,454 | 0.23% | -$83.18K |
| MORGAN STANLEY CAPITAL INC MSAC 2007 HE6 A4 | 3,461,455 | 3,383,293 | -78,162 | 0.23% | -$70.78K |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION SER 2023-H12 CL FA V/R 4.91765000 | 2,743,674 | 2,705,074 | -38,600 | 0.20% | -$28.06K |
| FNMA POOL BM1447 FN 07/47 FIXED VAR | 2,904,986 | 2,854,623 | -50,363 | 0.19% | -$74.68K |
| MF1 MULTIFAMILY HOUSING MORTGA MF1 2022 FL9 A 144A | 3,557,545 | 2,601,631 | -955,914 | 0.19% | -$957.00K |
| GOVERNMENT NATIONAL MORTGAGE A GNR 2023 H05 JF | 2,475,967 | 2,462,312 | -13,656 | 0.18% | -$7.98K |
| STRUCTURED ASSET SECURITIES CO SASC 2006 NC1 A5 | 2,559,881 | 2,490,269 | -69,613 | 0.18% | -$69.04K |
| FANNIE MAE REMICS SER 2024-90 CL FA V/R 5.57180000 | 2,877,462 | 2,404,858 | -472,603 | 0.18% | -$482.99K |
| FNR 2025-19 FC | 2,603,178 | 2,382,949 | -220,228 | 0.17% | -$210.89K |
| TRTX Issuer Ltd., Series 2022-FL5, Class A | 2,724,382 | 2,344,133 | -380,249 | 0.17% | -$369.48K |
| Freddie Mac REMICS | 2,364,652 | 2,259,702 | -104,950 | 0.17% | -$100.58K |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION SER 2024-H11 CL FD V/R 4.81765000 | 2,159,330 | 2,133,890 | -25,441 | 0.16% | -$14.80K |
| CCG Receivables Trust, Series 2025-1, Class A2 | 2,502,910 | 2,149,045 | -353,864 | 0.16% | -$360.98K |
| FANNIE MAE FNR 2024 90 ED | 2,414,168 | 2,302,213 | -111,955 | 0.16% | -$116.57K |
| FREDDIE MAC FHR 5511 FB | 2,499,122 | 2,109,429 | -389,693 | 0.15% | -$395.13K |
| SMB PRIVATE EDUCATION LOAN TRUST 2022-B SER 2022-B CL A1B V/R REGD 144A P/P 5.59202000 | 2,128,754 | 2,016,365 | -112,389 | 0.15% | -$113.81K |
| GOVERNMENT NATIONAL MORTGAGE A GNR 2023 H20 FE | 2,000,433 | 1,990,905 | -9,528 | 0.15% | -$150 |
| SMB PRIVATE EDUCATION LOAN TRUST 2022-B SER 2022-B CL A1A REGD 144A P/P 3.94000000 | 2,128,754 | 2,016,365 | -112,389 | 0.14% | -$130.66K |
| Argentina, Republic of | 2,231,241 | 1,940,416 | -290,825 | 0.14% | -$288.33K |
| FREDDIE MAC FHR 5505 AF | 2,045,429 | 1,937,205 | -108,224 | 0.14% | -$107.74K |
| FREDDIE MAC REMICS SER 5517 CL FE V/R 4.82419000 | 1,985,724 | 1,863,092 | -122,632 | 0.14% | -$117.70K |
| MF1 MULTIFAMILY HOUSING MORTGA MF1 2022 FL8 A 144A | 3,246,568 | 1,874,473 | -1,372,095 | 0.14% | -$1.37M |
| FREDDIE MAC REMICS SER 5508 CL DF V/R 4.87419000 | 1,942,012 | 1,811,550 | -130,462 | 0.13% | -$125.51K |
| KREF Ltd., Series 2022-FL3, Class A | 2,160,524 | 1,823,479 | -337,044 | 0.13% | -$339.23K |
| COLONY MORTGAGE CAPITAL LTD CLNY 2019 IKPR A 144A | 2,017,411 | 1,823,371 | -194,040 | 0.13% | -$183.61K |
| GOVERNMENT NATIONAL MORTGAGE A GNR 2023 H20 FA | 1,809,037 | 1,778,273 | -30,764 | 0.13% | -$23.11K |
| FREDDIE MAC FHR 5442 FB | 2,036,358 | 1,771,185 | -265,172 | 0.13% | -$262.95K |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION SER 2021-H12 CL DF V/R 5.41765000 | 1,746,211 | 1,710,555 | -35,656 | 0.13% | -$33.99K |
| FREDDIE MAC REMICS SER 5565 CL FA V/R 5.02419000 | 1,890,802 | 1,741,627 | -149,175 | 0.13% | -$144.06K |
| ACE SECURITIES CORP. ACE 2006 SD1 M1 | 1,893,659 | 1,842,524 | -51,135 | 0.13% | -$48.89K |
| SMB Private Education Loan Trust, Series 2023-C, Class A1A | 1,856,330 | 1,715,370 | -140,961 | 0.13% | -$157.12K |
| CARLYLE EURO CLO CGMSE 2019 2A A1R 144A | 2,565,752 | 1,505,029 | -1,060,723 | 0.13% | -$1.28M |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION SER 2017-H15 CL FE V/R 5.58070000 | 1,977,142 | 1,679,230 | -297,912 | 0.12% | -$300.33K |
| OSCAR US FUNDING XIV LLC | 2,346,046 | 1,703,610 | -642,436 | 0.12% | -$636.23K |
| FANNIE MAE FNR 2025 24 FB | 1,739,093 | 1,589,874 | -149,219 | 0.12% | -$148.31K |
| FN MA3029 | 1,743,440 | 1,633,922 | -109,518 | 0.12% | -$115.95K |
| CFII 2024-1A A1 | 1,798,992 | 1,571,836 | -227,156 | 0.12% | -$233.04K |
| EUROSAIL PLC ESAIL 2007 4X A3 REGS | 1,412,205 | 1,186,494 | -225,711 | 0.11% | -$335.26K |
| Government National Mortgage Association Guaranteed Remic Pass-Through Securities, The | 1,734,096 | 1,543,735 | -190,360 | 0.11% | -$183.45K |
| FREDDIE MAC MULTIFAMILY STRUCTURED PASS THROUGH CERTIFI SER Q034 CL APT2 V/R 2.90299700 | 1,662,558 | 1,584,323 | -78,235 | 0.11% | -$79.18K |
| GOVERNMENT NATIONAL MORTGAGE A GNR 2023 H20 FG | 1,532,664 | 1,502,433 | -30,231 | 0.11% | -$24.93K |
| FNMA POOL BJ5736 FN 04/48 FIXED 4 | 1,460,482 | 1,449,547 | -10,935 | 0.10% | -$22.43K |
| FED HM LN PC POOL Q58083 FG 08/48 FIXED 4 | 1,512,643 | 1,437,155 | -75,488 | 0.10% | -$85.35K |
| STONEPEAK SALTT 2021 1A AA 144A | 1,432,109 | 1,368,606 | -63,502 | 0.10% | -$58.49K |
| Arbor Realty Commercial Real Estate Notes Ltd., Series 2021-FL4, Class A | 1,881,699 | 1,312,256 | -569,443 | 0.10% | -$578.64K |
| STELLANTIS FINANCIAL UNDERWRITTEN ENHANCED LEASE T SFUEL 2025-AA A2 | 1,548,169 | 1,295,771 | -252,398 | 0.09% | -$255.79K |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION SER 2015-H26 CL FA V/R 4.63411000 | 1,671,957 | 1,257,764 | -414,193 | 0.09% | -$414.89K |
| GOVERNMENT NATIONAL MORTGAGE A GNR 2016 H11 FJ | 1,380,791 | 1,206,976 | -173,815 | 0.09% | -$175.20K |
| FREDDIE MAC REMICS SER 5601 CL F V/R 4.77419000 | 1,234,152 | 1,201,367 | -32,786 | 0.09% | -$31.55K |
| FN MA2871 | 1,291,473 | 1,208,815 | -82,658 | 0.09% | -$87.13K |
| FNMA POOL BK8835 FN 08/48 FIXED 4 | 1,186,274 | 1,177,045 | -9,229 | 0.08% | -$18.92K |
| FNMA POOL BW7013 FN 08/52 FIXED 5 | 1,137,776 | 1,132,365 | -5,410 | 0.08% | -$17.08K |
| BDS Ltd., Series 2021-FL10, Class A | 1,415,379 | 1,043,082 | -372,297 | 0.08% | -$372.29K |
| FNR 2024-38 FA | 1,030,384 | 986,494 | -43,890 | 0.07% | -$41.68K |
| Freddie Mac REMICS | 983,166 | 967,756 | -15,410 | 0.07% | -$10.25K |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION SER 2023-H19 CL FA V/R 4.99888000 | 961,901 | 954,443 | -7,458 | 0.07% | -$3.11K |
| FEDERAL NATL MTG AS GTD RE PTT SOFR30A+78 12/25/2047 | 1,031,443 | 963,868 | -67,575 | 0.07% | -$67.29K |
| UMBS | 838,363 | 835,106 | -3,257 | 0.06% | -$12.39K |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION SER 2014-H11 CL VA V/R 4.61411000 | 1,049,129 | 826,522 | -222,607 | 0.06% | -$223.03K |
| SMB PRIVATE EDUCATION LOAN TRUST 2024-D SER 2024-D CL A1A REGD 144A P/P 5.38000000 | 824,612 | 782,215 | -42,397 | 0.06% | -$48.22K |
| Bear Stearns ARM Trust 2004-10 | 768,475 | 758,244 | -10,231 | 0.05% | -$4.73K |
| FREDDIE MAC REMICS SER 5511 CL FG V/R 5.22180000 | 864,207 | 738,940 | -125,267 | 0.05% | -$122.93K |
| FREDDIE MAC FHR 5345 A | 884,613 | 729,322 | -155,290 | 0.05% | -$155.41K |
| LoanCore Issuer Ltd., Series 2022-CRE7, Class A | 1,214,175 | 718,062 | -496,114 | 0.05% | -$498.77K |
| Freddie Mac REMICS | 764,630 | 715,461 | -49,169 | 0.05% | -$51.01K |
| FANNIE MAE FNR 2012 120 WE | 968,290 | 706,228 | -262,062 | 0.05% | -$256.39K |
| FNMA, Series 2025-12, Class FG | 793,227 | 688,588 | -104,639 | 0.05% | -$103.66K |
| FREDDIEMAC STRIP FHS 332 V1 | 692,101 | 668,500 | -23,602 | 0.05% | -$39.61K |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION SER 2024-H07 CL FC V/R 4.56765000 | 743,928 | 659,381 | -84,547 | 0.05% | -$83.75K |
| FHLG 30YR 5% 03/01/2053#QF9642 | 637,958 | 635,364 | -2,594 | 0.05% | -$8.76K |
| Carvana Auto Receivables Trust, Series 2023-P2, Class A3 | 1,164,132 | 615,284 | -548,848 | 0.04% | -$551.62K |
| FED HM LN PC POOL QG2167 FR 04/53 FIXED 5 | 630,053 | 589,308 | -40,745 | 0.04% | -$48.62K |
| ACE Securities Corp Home Equity Loan Trust Series 2004-HE4 | 690,662 | 623,670 | -66,992 | 0.04% | -$60.68K |
| FORD AUTO SECURITIZATION TRUST FASTR 2023 BA A2 144A | 978,016 | 761,775 | -216,242 | 0.04% | -$170.26K |
| GNMA II POOL MA2273 G2 10/29 FIXED 3.5 | 601,360 | 542,094 | -59,266 | 0.04% | -$60.40K |
| FHLG 30YR 5% 04/01/2053#QF9880 | 536,726 | 531,640 | -5,086 | 0.04% | -$11.19K |
| FNMA POOL MA5352 FN 05/54 FIXED 5 | 531,933 | 514,049 | -17,885 | 0.04% | -$23.44K |
| FR SD8267 | 517,132 | 504,329 | -12,803 | 0.04% | -$17.39K |
| FNMA, Series 2024-54, Class FC | 521,793 | 434,365 | -87,428 | 0.03% | -$87.65K |
| FNMA POOL AL5548 FN 05/38 FLOATING VAR | 416,930 | 396,207 | -20,723 | 0.03% | -$23.00K |
| TSET 2024-1A A2 | 396,243 | 361,130 | -35,112 | 0.03% | -$36.80K |
| Fortress Credit Bsl X Ltd | 500,000 | 355,595 | -144,405 | 0.03% | -$144.77K |
| NOVASTAR HOME EQUITY LOAN NHEL 2006 1 A1A | 356,857 | 296,976 | -59,881 | 0.02% | -$59.82K |
| Freddie Mac Gold Pool | 301,375 | 293,306 | -8,069 | 0.02% | -$10.32K |
| FN MA4841 | 289,471 | 282,778 | -6,692 | 0.02% | -$9.60K |
| BROADCOM INC | 700,000 | 276,000 | -424,000 | 0.02% | -$434.00K |
| 317UAHOA6 PIMCO SWAPTION 3.757 PUT USD 2026091 | 162,500,000 | 122,900,000 | -39,600,000 | 0.02% | $188.28K |
| CITZN 2023-1 A3 | 383,239 | 229,800 | -153,439 | 0.02% | -$154.85K |
| Countrywide Asset-Backed Certificates | 220,151 | 208,147 | -12,004 | 0.02% | -$12.50K |
| FNMA POOL AB0259 FN 03/37 FIXED 6 | 194,142 | 190,122 | -4,021 | 0.01% | -$5.84K |
| Freddie Mac Multifamily Structured Pass Through Certificates | 580,606 | 197,069 | -383,537 | 0.01% | -$383.59K |
| RFMSI Series 2005-SA4 Trust | 323,643 | 316,532 | -7,111 | 0.01% | -$5.94K |
| FNMA POOL CB5278 FN 11/52 FIXED 5 | 200,889 | 195,149 | -5,739 | 0.01% | -$7.65K |
| FNMA POOL AB3968 FN 12/26 FIXED 3 | 281,037 | 187,372 | -93,665 | 0.01% | -$92.90K |
| FEDERAL NAT MTG ASN GTD REM PA SOFR30A+51.448 09/25/2049 | 203,764 | 185,998 | -17,766 | 0.01% | -$17.86K |
| FED HM LN PC POOL ZT2003 FR 09/30 FIXED 3.5 | 190,564 | 169,809 | -20,755 | 0.01% | -$21.66K |
| CWMBS, Inc. | 172,504 | 169,229 | -3,276 | 0.01% | -$2.15K |
| Government National Mortgage Association | 165,832 | 163,516 | -2,317 | 0.01% | -$2.41K |
| GOVERNMENT NATIONAL MORTGAGE A GNR 2015 H17 FL | 201,622 | 156,690 | -44,932 | 0.01% | -$44.99K |
| FREDDIE MAC POOL | 157,969 | 157,270 | -699 | 0.01% | -$2.32K |
| Government National Mortgage Association | 174,055 | 149,553 | -24,502 | 0.01% | -$24.66K |
| WLAKE 2024-3A A2A 144A 4.82% 09-15-27 | 522,290 | 143,918 | -378,372 | 0.01% | -$379.00K |
| WAMU MORTGAGE PASS THROUGH CER WAMU 2005 AR1 A2A1 | 146,676 | 140,839 | -5,836 | 0.01% | -$5.77K |
| FANNIEMAE WHOLE LOAN FNW 2003 W6 F | 143,527 | 137,663 | -5,864 | 0.01% | -$5.83K |
| FN BM2003 | 140,852 | 137,410 | -3,442 | 0.01% | -$4.50K |
| STRUCTURED ASSET INVESTMENT LO SAIL 2004 2 A4 | 125,992 | 120,270 | -5,722 | 0.01% | -$5.28K |
| COUNTRYWIDE HOME LOANS CWHL 2005 HYB9 5A1 | 121,896 | 120,491 | -1,405 | 0.01% | -$974 |
| BSSP 2007-R6 V/R 1/26/36 5.66300000 | 149,820 | 147,329 | -2,491 | 0.01% | -$408 |
| Opteum Mortgage Acceptance Corp Asset Backed Pass-Through Certificates 2005-5 | 108,318 | 103,764 | -4,554 | 0.01% | -$4.42K |
| FNMA POOL BW7921 FN 08/52 FIXED 5 | 98,928 | 98,490 | -437 | 0.01% | -$1.45K |
| HVMLT 2005-4 3A1 | 130,541 | 127,762 | -2,779 | 0.01% | -$1.06K |
| Bear Stearns Structured Products, Inc. Trust, Series 2007-R6, Class 2A1 | 124,758 | 122,249 | -2,509 | 0.01% | -$4.30K |
| FNMA POOL AS7958 FN 08/46 FIXED 4.5 | 92,634 | 91,730 | -904 | 0.01% | -$1.97K |
| FG G08793 | 87,381 | 85,983 | -1,398 | 0.01% | -$2.10K |
| CWMBS, Inc. | 75,852 | 74,544 | -1,309 | 0.01% | -$784 |
| FNMA POOL BD2723 FN 08/46 FIXED 4.5 | 66,186 | 65,730 | -457 | 0.00% | -$1.10K |
| Structured Adjustable Rate Mortgage Loan Trust, Series 2004-19, Class 2A1 | 69,819 | 68,706 | -1,113 | 0.00% | -$785 |
| BOAMS 2004-F 1A1 CSTR 7/34 | 68,332 | 65,483 | -2,849 | 0.00% | -$2.53K |
| CIFC Funding Ltd., Series 2017-4A, Class A1R | 778,154 | 56,382 | -721,772 | 0.00% | -$722.67K |
| Bear Stearns ALT-A Trust, Series 2006-8, Class 3A1 | 61,478 | 54,996 | -6,481 | 0.00% | -$6.12K |
| ARMT 2005-5 2A1 | 78,660 | 60,691 | -17,969 | 0.00% | -$16.67K |
| Banc of America Funding Trust, Series 2006-J, Class 4A1 | 58,338 | 57,458 | -880 | 0.00% | -$359 |
| BANC OF AMERICA MORTGAGE SECUR BOAMS 2004 G 2A7 | 64,518 | 49,089 | -15,430 | 0.00% | -$15.18K |
| GNMA II POOL MA2569 G2 02/30 FIXED 3 | 53,843 | 47,997 | -5,845 | 0.00% | -$5.89K |
| Freddie Mac Structured Pass-Through Certificates | 49,127 | 47,592 | -1,536 | 0.00% | -$1.41K |
| GSR Mortgage Loan Trust, Series 2005-AR6, Class 2A1 | 46,894 | 46,015 | -879 | 0.00% | -$585 |
| PHHMC MORTGAGE PASS THROUGH CE PHHMC 2005 4 A7 | 44,300 | 42,662 | -1,638 | 0.00% | -$1.82K |
| FNMA POOL BC9261 FN 04/46 FIXED 4 | 43,996 | 43,631 | -365 | 0.00% | -$624 |
| First Horizon Alternative Mortgage Securities Trust, Series 2004-AA3, Class A1 | 41,781 | 40,910 | -871 | 0.00% | -$1.38K |
| Massachusetts Educational Financing Authority, Series 2008-1, Class A1 | 39,932 | 37,317 | -2,615 | 0.00% | -$2.72K |
| Bear Stearns ARM Trust, Series 2004-3, Class 1A1 | 43,840 | 38,767 | -5,073 | 0.00% | -$4.97K |
| FNMA POOL AL3627 FN 04/32 FIXED VAR | 38,040 | 35,671 | -2,370 | 0.00% | -$2.61K |
| Structured Adjustable Rate Mortgage Loan Trust, Series 2005-17, Class 3A1 | 44,461 | 40,116 | -4,344 | 0.00% | -$3.54K |
| FNMA, Series 2007-73, Class A1 | 35,340 | 33,829 | -1,511 | 0.00% | -$1.49K |
| FNMA POOL AJ8540 FN 01/27 FIXED 3 | 45,618 | 33,350 | -12,268 | 0.00% | -$12.16K |
| FNMA POOL 869846 FN 04/36 FIXED 6.5 | 33,184 | 31,863 | -1,322 | 0.00% | -$1.49K |
| Freddie Mac Pool | 30,920 | 30,339 | -581 | 0.00% | -$914 |
| FED HM LN PC POOL G07793 FG 06/31 FIXED 5 | 32,806 | 28,908 | -3,899 | 0.00% | -$4.08K |
| CMLTI 2005-3 2A2B | 30,979 | 30,263 | -715 | 0.00% | -$220 |
| FED HM LN PC POOL ZS7743 FR 01/29 FIXED 2.5 | 33,052 | 27,614 | -5,438 | 0.00% | -$5.38K |
| FNMA POOL 679708 FN 09/41 FLOATING VAR | 27,297 | 25,466 | -1,831 | 0.00% | -$1.85K |
| STRUCTURED ASSET MORTGAGE INVESTMENTS II TRUST 2005-AR8 SER 2005-AR8 CL A1A V/R REGD 4.62876000 | 30,253 | 29,376 | -876 | 0.00% | -$758 |
| First Horizon Mortgage Pass-Through Trust, Series 2005-AR3, Class 2A1 | 37,435 | 37,241 | -194 | 0.00% | -$282 |
| Structured Adjustable Rate Mortgage Loan Trust, Series 2004-1, Class 4A2 | 24,557 | 23,847 | -710 | 0.00% | -$588 |
| HarborView Mortgage Loan Trust, Series 2005-2, Class 2A1A | 23,775 | 23,571 | -204 | 0.00% | -$248 |
| FNMA, REMIC | 22,977 | 21,886 | -1,091 | 0.00% | -$1.11K |
| Bear Stearns ARM Trust, Series 2004-10, Class 22A1 | 22,281 | 22,186 | -95 | 0.00% | $200 |
| Freddie Mac Structured Pass-Through Certificates | 19,416 | 18,970 | -446 | 0.00% | -$700 |
| WAMU MORTGAGE PASS THROUGH CER WAMU 2005 AR19 A1A1 | 19,354 | 18,683 | -672 | 0.00% | -$614 |
| Fannie Mae REMICS | 20,721 | 20,262 | -459 | 0.00% | -$568 |
| GSR MORTGAGE LOAN TRUST GSR 2004 11 1A1 | 17,010 | 16,680 | -331 | 0.00% | -$247 |
| FNMA POOL BY3411 FN 06/53 FIXED 5 | 22,409 | 16,498 | -5,910 | 0.00% | -$6.08K |
| FSPC T-32 A1 | 17,471 | 15,976 | -1,494 | 0.00% | -$1.41K |
| ACE SECURITIES CORP. ACE 2006 HE4 A2A | 41,320 | 40,621 | -700 | 0.00% | -$549 |
| FNMA POOL 841775 FN 09/35 FLOATING VAR | 16,052 | 14,952 | -1,100 | 0.00% | -$1.19K |
| MLCC MORTGAGE INVESTORS INC MLCC 2004 D A1 | 14,593 | 13,633 | -959 | 0.00% | -$980 |
| MLCC MORTGAGE INVESTORS INC MLCC 2005 3 5A | 14,751 | 14,263 | -488 | 0.00% | -$450 |
| FED HM LN PC POOL 1B2315 FH 09/35 FLOATING VAR | 13,206 | 12,921 | -285 | 0.00% | -$345 |
| UMBS | 11,677 | 11,286 | -391 | 0.00% | -$440 |
| FNMA, Series 2006-118, Class A1 | 11,352 | 10,453 | -899 | 0.00% | -$880 |
| FED HM LN PC POOL J17884 FG 01/27 FIXED 3 | 13,325 | 9,579 | -3,746 | 0.00% | -$3.71K |
| FNMA POOL 654952 FN 07/42 FLOATING VAR | 8,681 | 8,362 | -319 | 0.00% | -$321 |
| FED HM LN PC POOL 1G1727 FH 07/35 FLOATING VAR | 7,921 | 7,746 | -175 | 0.00% | -$210 |
| FNMA POOL 844532 FN 11/35 FLOATING VAR | 8,558 | 7,153 | -1,405 | 0.00% | -$1.44K |
| FNMA POOL AS3891 FN 11/44 FIXED 4 | 7,828 | 7,562 | -266 | 0.00% | -$301 |
| GMAC MORTGAGE CORPORATION LOAN GMACM 2005 AR6 1A1 | 18,923 | 14,088 | -4,834 | 0.00% | -$8.37K |
| CWMBS, Inc. | 10,912 | 7,021 | -3,892 | 0.00% | -$3.87K |
| FNMA, Series 2004-W2, Class 5AF | 5,859 | 5,440 | -418 | 0.00% | -$418 |
| JP Morgan Mortgage Trust, Series 2005-S3, Class 1A2 | 10,397 | 10,383 | -14 | 0.00% | -$47 |
| FNMA POOL 257238 FN 06/28 FIXED 5 | 5,098 | 4,361 | -738 | 0.00% | -$754 |
| Asset Backed Securities Corp Home Equity Loan Trust Series 2002-HE1 | 4,910 | 3,714 | -1,196 | 0.00% | -$1.18K |
| CWALT 2003-J2 A1 | 3,646 | 3,556 | -90 | 0.00% | -$109 |
| FNMA POOL AX1955 FN 08/44 FIXED 4 | 3,725 | 3,693 | -32 | 0.00% | -$51 |
| BSARM 2003-8 2A1 | 3,220 | 3,147 | -73 | 0.00% | -$60 |
| FNMA POOL 256713 FN 05/27 FIXED 5 | 4,272 | 2,900 | -1,372 | 0.00% | -$1.38K |
| WAMU MORTGAGE PASS THROUGH CER WAMU 2002 AR6 A | 2,980 | 2,912 | -68 | 0.00% | -$56 |
| GE WMC MORTGAGE SECURITIES LLC GEWMC 2006 1 A2A | 6,217 | 6,170 | -47 | 0.00% | -$45 |
| FNMA POOL MA2724 FN 08/46 FIXED 4.5 | 2,532 | 2,509 | -23 | 0.00% | -$52 |
| CHEVY CHASE MORTGAGE FUNDING C CCMFC 2004 1A A1 144A | 2,609 | 2,368 | -242 | 0.00% | -$236 |
| Citigroup Mortgage Loan Trust, Series 2005-11, Class A1A | 2,359 | 2,296 | -64 | 0.00% | -$65 |
| FNMA, REMIC Trust, Whole Loan, Series 2003-W1, Class 1A1 | 2,084 | 1,981 | -103 | 0.00% | -$129 |
| FNMA POOL 995938 FN 01/39 FIXED VAR | 1,609 | 1,552 | -57 | 0.00% | -$74 |
| FNR 2003-25 KP 5 4/33 | 1,633 | 1,521 | -113 | 0.00% | -$124 |
| FNMA POOL 735813 FN 07/35 FLOATING VAR | 1,270 | 1,191 | -79 | 0.00% | -$86 |
| Credit Suisse First Boston Mortgage Securities Corp., Series 2001-HE17, Class A1 | 1,266 | 1,226 | -41 | 0.00% | -$46 |
| FANNIE MAE FNR G97 4 FB | 1,034 | 705 | -329 | 0.00% | -$330 |
| 317UAI6A4 PIMCO SWAPTION 3.757 PUT USD 2026091 | 400,000 | 300,000 | -100,000 | 0.00% | $458 |
| Prime Mortgage Trust, Series 2004-CL1, Class 1A2 | 652 | 626 | -26 | 0.00% | -$27 |
| FNMA POOL 692042 FN 02/33 FIXED 6 | 460 | 446 | -14 | 0.00% | -$17 |
| FNMA, REMIC | 346 | 331 | -14 | 0.00% | -$15 |
| FNMA POOL AL4510 FN 01/27 FIXED VAR | 450 | 257 | -193 | 0.00% | -$194 |
| Bear Stearns ARM Trust, Series 2003-1, Class 6A1 | 246 | 243 | -3 | 0.00% | -$2 |
| SALOMON BROTHERS MORTGAGE SECU SBM7 2003 UP2 A1 | 247 | 240 | -8 | 0.00% | -$8 |
| FNMA POOL 544860 FN 09/34 FLOATING VAR | 268 | 231 | -37 | 0.00% | -$37 |
| Banc of America Mortgage Trust, Series 2003-D, Class 2A4 | 223 | 218 | -6 | 0.00% | -$5 |
| CSFB 2002-P1A A | 230 | 220 | -10 | 0.00% | -$9 |
| Structured Asset Mortgage Investments Trust, Series 2002-AR3, Class A1 | 145 | 128 | -17 | 0.00% | -$17 |
| FNMA POOL AL0300 FN 06/26 FIXED VAR | 157 | 32 | -125 | 0.00% | -$125 |
| GSR MORTGAGE LOAN TRUST GSR 2003 2F 3A1 | 24 | 24 | -0 | 0.00% | -$1 |
| FNMA POOL AI2507 FN 05/26 FIXED 4.5 | 38 | 15 | -23 | 0.00% | -$23 |
| Security | Shares Dec 2025 | Shares Mar 2026 | Δ shares | End % | Δ value |
|---|---|---|---|---|---|
| PROJECT CASHMERE CLASS A1 144A | 20,300,000 | 20,300,000 | 0 | 1.02% | $458.78K |
| FREDDIE MAC NOTES 10/26 0.8 | 11,800,000 | 11,800,000 | 0 | 0.84% | $63.26K |
| VW 5.05 03/27/28 144A | 5,200,000 | 5,200,000 | 0 | 0.38% | -$47.36K |
| CARLYLE GLOBAL MARKET STRATEGI CGMSE 2025 1A A1 144A | 4,500,000 | 4,500,000 | 0 | 0.38% | -$93.61K |
| BPCE SA REGD V/R 144A P/P 6.61200000 | 5,000,000 | 5,000,000 | 0 | 0.37% | -$39.81K |
| JPMORGAN CHASE + CO SR UNSECURED 09/27 VAR | 5,000,000 | 5,000,000 | 0 | 0.36% | -$10.22K |
| DROP Mortgage Trust 2021-FILE | 5,000,000 | 5,000,000 | 0 | 0.36% | $107.59K |
| HSBC HOLDINGS | 4,500,000 | 4,500,000 | 0 | 0.34% | -$55.17K |
| DEUTSCHE BANK NY REGD V/R 5.27513700 | 4,600,000 | 4,600,000 | 0 | 0.34% | -$8.02K |
| SYNIT 2023-A2 A | 4,400,000 | 4,400,000 | 0 | 0.32% | -$25.21K |
| NYO Commercial Mortgage Trust, Series 2021-1290, Class A | 4,400,000 | 4,400,000 | 0 | 0.32% | -$3.46K |
| SWEDBANK AB REGD 144A P/P 5.33700000 | 4,100,000 | 4,100,000 | 0 | 0.30% | -$36.87K |
| ABBVIE INC | 4,100,000 | 4,100,000 | 0 | 0.30% | -$22.57K |
| HYUNDAI CAPITAL AMERICA SR UNSECURED 144A 01/27 VAR | 4,000,000 | 4,000,000 | 0 | 0.29% | -$4.34K |
| NATIXIS COMMERCIAL MORTGAGE SE NCMS 2021 APPL A 144A | 3,991,141 | 3,991,141 | 0 | 0.28% | $41.10K |
| ABN AMRO BANK NV 144A 01/27 4.718 | 3,900,000 | 3,900,000 | 0 | 0.28% | -$16.23K |
| REP OF POLAND | 3,850,000 | 3,850,000 | 0 | 0.28% | -$37.67K |
| ATH F 07/16/26 144A | 3,700,000 | 3,700,000 | 0 | 0.27% | -$3.62K |
| SAUDI INTERNATIONAL BOND SR UNSECURED 144A 01/28 5.125 | 3,600,000 | 3,600,000 | 0 | 0.26% | -$40.69K |
| GEN MOTORS FIN | 3,600,000 | 3,600,000 | 0 | 0.26% | -$27.65K |
| WELLS FARGO CO | 3,500,000 | 3,500,000 | 0 | 0.26% | -$16.99K |
| LAS VEGAS SAN | 3,400,000 | 3,400,000 | 0 | 0.25% | -$24.54K |
| MORGAN STANLEY B | 3,300,000 | 3,300,000 | 0 | 0.24% | -$25.49K |
| CDEP 5.875 04/30/29 144A | 3,100,000 | 3,100,000 | 0 | 0.24% | -$35.34K |
| BANK OF AMER CRP | 3,200,000 | 3,200,000 | 0 | 0.23% | -$28.68K |
| PHILIP MORRIS IN | 3,200,000 | 3,200,000 | 0 | 0.23% | -$19.84K |
| JPM V6.07 10/22/27 | 3,000,000 | 3,000,000 | 0 | 0.22% | -$19.11K |
| HNDA Float 08/13/27 | 3,000,000 | 3,000,000 | 0 | 0.22% | -$9.15K |
| ADNOC MURBAN RSC LTD SR UNSECURED 144A 09/29 4.25 | 2,900,000 | 2,900,000 | 0 | 0.21% | -$62.66K |
| MERCEDES-BNZ FIN | 2,800,000 | 2,800,000 | 0 | 0.20% | -$26.08K |
| State of Kuwait | 2,800,000 | 2,800,000 | 0 | 0.20% | -$45.19K |
| GOLDMAN SACHS GP | 2,700,000 | 2,700,000 | 0 | 0.20% | -$17.65K |
| BMW US CAPITAL LLC COMPANY GUAR 144A 03/28 4.75 | 2,670,000 | 2,670,000 | 0 | 0.20% | -$23.73K |
| QTS Issuer ABS II LLC, Series 2025-1A, Class A2 | 2,500,000 | 2,500,000 | 0 | 0.18% | -$29.15K |
| DANSKE BANK AS (UNGTD) 5.427%/VAR 03/01/2028 144A | 2,400,000 | 2,400,000 | 0 | 0.18% | -$14.63K |
| SANUK V4.858 09/11/30 | 2,200,000 | 2,200,000 | 0 | 0.16% | -$22.78K |
| ATHENE GLOBAL FUNDING SECURED REGS 02/27 VAR | 1,900,000 | 1,900,000 | 0 | 0.16% | -$45.17K |
| SFO COMMERICAL MORTGAGE TRUST SFO 2021 555 A 144A | 2,200,000 | 2,200,000 | 0 | 0.16% | $879 |
| RPLDCI 6.581 05/30/49 144A | 2,110,000 | 2,110,000 | 0 | 0.16% | -$60.09K |
| BANK OF MONTREAL | 2,100,000 | 2,100,000 | 0 | 0.15% | -$6.06K |
| KOREA EXPRESSWAY CORP SR UNSECURED 144A 05/27 5 | 2,000,000 | 2,000,000 | 0 | 0.15% | -$12.49K |
| DEUTSCHE BANK NY | 2,000,000 | 2,000,000 | 0 | 0.15% | -$21.61K |
| PROTECTIVE LIFE GLOBAL SECURED 144A 07/26 VAR | 2,000,000 | 2,000,000 | 0 | 0.15% | -$2.67K |
| US TREASURY N/B | 2,100,000 | 2,100,000 | 0 | 0.14% | -$16.00K |
| BMW US CAPITAL LLC COMPANY GUAR 144A 08/28 5.05 | 1,930,000 | 1,930,000 | 0 | 0.14% | -$23.16K |
| MS F 04/13/28 MTN | 1,900,000 | 1,900,000 | 0 | 0.14% | -$1.17K |
| ABU DHABI DEVELO | 1,800,000 | 1,800,000 | 0 | 0.13% | -$34.27K |
| CAIRN CLO BV CRNCL 2019 11A AR 144A | 1,500,000 | 1,500,000 | 0 | 0.13% | -$31.78K |
| RABOBK Float 08/28/26 | 1,700,000 | 1,700,000 | 0 | 0.12% | -$2.63K |
| CREDIT AGRICOLE SA REGD V/R 144A P/P MTN 4.98407100 | 1,600,000 | 1,600,000 | 0 | 0.12% | -$1.50K |
| CITIBANK NA | 1,600,000 | 1,600,000 | 0 | 0.12% | -$6.44K |
| STLA 4.95 09/15/28 144A | 1,600,000 | 1,600,000 | 0 | 0.12% | -$30.78K |
| STATE OF ISRAEL | 1,500,000 | 1,500,000 | 0 | 0.11% | -$29.32K |
| CITIBANK NA | 1,500,000 | 1,500,000 | 0 | 0.11% | -$4.27K |
| SHACKLETON CLO LTD SHACK 2019 14A A1RR 144A | 1,500,000 | 1,500,000 | 0 | 0.11% | $691 |
| Banque Federative du Credit Mutuel SA | 1,400,000 | 1,400,000 | 0 | 0.10% | -$13.43K |
| NEXTERA ENERGY CAPITAL HOLDINGS INC VARIABLE RATE 02/04/2028 | 1,400,000 | 1,400,000 | 0 | 0.10% | -$3.18K |
| GS F 05/21/27 | 1,400,000 | 1,400,000 | 0 | 0.10% | -$1.91K |
| INDIGO CREDIT MANAGEMENT INDI 2A A 144A | 1,200,000 | 1,200,000 | 0 | 0.10% | -$24.47K |
| KOREA HOUSING FINANCE CO SR UNSECURED 144A 08/27 4.875 | 1,300,000 | 1,300,000 | 0 | 0.10% | -$8.12K |
| Hyundai Capital America | 1,300,000 | 1,300,000 | 0 | 0.09% | -$9.10K |
| RFR USD SOFR/2.00000 12/21/22-10Y CME | 1 | 1 | 0 | 0.09% | $87.21K |
| TRINITAS CLO VI LTD / TRINITAS CLO VI LLC 2017-6A AR4 TSFR3M+111 01/25/2034 144A | 1,300,000 | 1,300,000 | 0 | 0.09% | $408 |
| FORDR 2023-1 A 144A 4.85% 08-15-35 | 1,250,000 | 1,250,000 | 0 | 0.09% | -$12.03K |
| JPMORGAN CHASE | 1,200,000 | 1,200,000 | 0 | 0.09% | -$9.32K |
| WELLS FARGO CO | 1,200,000 | 1,200,000 | 0 | 0.09% | -$12.00K |
| Elevation CLO Ltd., Series 2018-3A, Class A1R2 | 1,200,000 | 1,200,000 | 0 | 0.09% | -$1.01K |
| BLUEMOUNTAIN CLO XXXIV LTD SER 2022-34A CL AR V/R REGD 144A P/P 5.03444000 | 1,200,000 | 1,200,000 | 0 | 0.09% | -$313 |
| BARINGS EURO CLO DAC BABSE 2025 1A A 144A | 1,000,000 | 1,000,000 | 0 | 0.08% | -$21.57K |
| AVOLON HOLDINGS FUNDING LTD 5.375% 05/30/2030 144A | 1,100,000 | 1,100,000 | 0 | 0.08% | -$18.14K |
| PIKES PEAK CLO PIPK 2019 4A ARR 144A | 1,100,000 | 1,100,000 | 0 | 0.08% | $503 |
| ROYAL BK CANADA | 1,000,000 | 1,000,000 | 0 | 0.07% | -$9.36K |
| HARDWOOD FUNDING LLC CORP0HRE5 | 1,000,000 | 1,000,000 | 0 | 0.07% | -$13.88K |
| PIKES PEAK CLO PIPK 2018 2A ARR 144A | 1,000,000 | 1,000,000 | 0 | 0.07% | $234 |
| RGA GLOBAL FUNDING SECURED 144A 11/30 4.6 | 1,000,000 | 1,000,000 | 0 | 0.07% | -$11.24K |
| FNMA POOL AN7957 FN 01/28 FIXED 3.22 | 1,000,000 | 1,000,000 | 0 | 0.07% | -$2.87K |
| GLOBAL PAY INC | 900,000 | 900,000 | 0 | 0.06% | -$10.35K |
| FNMA POOL BL3670 FN 10/26 FIXED 2.08 | 900,000 | 900,000 | 0 | 0.06% | $2.98K |
| ORACLE CORP VARIABLE RATE 08/03/2028 | 750,000 | 750,000 | 0 | 0.05% | -$1.20K |
| MERCEDES BENZ FIN NA COMPANY GUAR 144A 11/27 4.9 | 700,000 | 700,000 | 0 | 0.05% | -$6.39K |
| ROMARK CREDIT FUNDING I, LTD. RCF 2024 3A A 144A | 700,000 | 700,000 | 0 | 0.05% | -$1.51K |
| SOUTHERN CAL ED | 600,000 | 600,000 | 0 | 0.04% | -$5.72K |
| CORDATUS CLO PLC CORDA 12A ARR 144A | 500,000 | 500,000 | 0 | 0.04% | -$10.45K |
| PENTA CLO S.A. PENTA 2021 9A A 144A | 500,000 | 500,000 | 0 | 0.04% | -$11.13K |
| RFR USD SOFR/3.25000 06/18/25-10Y LCH | 1 | 1 | 0 | 0.04% | $55.16K |
| LAS VEGAS SAN | 500,000 | 500,000 | 0 | 0.04% | -$6.14K |
| MORGAN STANLEY B | 500,000 | 500,000 | 0 | 0.04% | -$4.03K |
| TOYOTA MTR CRED | 500,000 | 500,000 | 0 | 0.04% | -$1.49K |
| DRYDEN SENIOR LOAN FUND DRSLF 2020 86A A1R2 144A | 500,000 | 500,000 | 0 | 0.04% | $426 |
| The Goldman Sachs Group, Inc. 4.153 10/21/2029 | 500,000 | 500,000 | 0 | 0.04% | -$4.56K |
| RFR JPY MUTK/1.00000 03/18/26-2Y LCH | 1 | 1 | 0 | 0.03% | $284.64K |
| STLA 5.35 03/17/28 144A | 400,000 | 400,000 | 0 | 0.03% | -$4.94K |
| NTT FINANCE CORP SR UNSECURED 144A 07/27 4.567 | 400,000 | 400,000 | 0 | 0.03% | -$2.61K |
| SOUTHERN CAL ED | 300,000 | 300,000 | 0 | 0.02% | -$1.25K |
| STRYKER CORP | 300,000 | 300,000 | 0 | 0.02% | -$2.77K |
| AMGEN INC | 283,000 | 283,000 | 0 | 0.02% | -$2.41K |
| GOLDMAN SACHS GP | 200,000 | 200,000 | 0 | 0.01% | -$2.53K |
| SOUTHERN CAL ED | 115,000 | 115,000 | 0 | 0.01% | -$236 |
| Southern California Edison Co., Series D | 100,000 | 100,000 | 0 | 0.01% | -$738 |
| DBGS MORTGAGE TRUST DBGS 2021 W52 A 144A | 100,000 | 100,000 | 0 | 0.01% | -$185 |
| RFR USD SOFR/3.75000 12/17/25-20Y LCH | 1 | 1 | 0 | 0.00% | -$79 |
| RFR USD SOFR/3.28000 09/16/24-10Y LCH | 3 | 3 | 0 | 0.00% | $4.71K |
| RFR USD SOFR/3.24800 09/18/24-10Y LCH | 1 | 1 | 0 | 0.00% | $3.02K |
| IRS EUR 2.45000 05/05/25-10Y LCH | 1 | 1 | 0 | 0.00% | $3.15K |
| RFR USD SOFR/3.75000 12/17/25-10Y LCH | 1 | 1 | 0 | 0.00% | $6.08K |
| IRS EUR 2.55000 04/16/25-10Y LCH | 1 | 1 | 0 | 0.00% | $3.25K |
| RFR USD SOFR/3.52500 09/04/24-10Y LCH | 1 | 1 | 0 | 0.00% | $1.80K |
| RFR USD SOFR/3.23200 09/10/24-10Y LCH | 1 | 1 | 0 | 0.00% | $909 |
| RFR USD SOFR/3.41000 09/05/24-10Y LCH | 1 | 1 | 0 | 0.00% | $1.21K |
| IRS EUR 2.52000 04/09/25-10Y LCH | 1 | 1 | 0 | 0.00% | $2.16K |
| MORGAN STANLEY SNR S* ICE | 1 | 1 | 0 | 0.00% | -$6.14K |
| IRS EUR 2.40000 02/12/25-10Y LCH | 1 | 1 | 0 | 0.00% | $2.45K |
| IRS EUR 2.53000 04/23/25-10Y LCH | 1 | 1 | 0 | 0.00% | $1.83K |
| RFR USD SOFR/3.55800 08/21/24-10Y LCH | 1 | 1 | 0 | 0.00% | $1.21K |
| IRS EUR 2.59000 08/19/24-10Y LCH | 1 | 1 | 0 | 0.00% | -$394 |
| RFR USD SOFR/3.64300 08/28/24-10Y LCH | 1 | 1 | 0 | 0.00% | $1.20K |
| COLOMBIA LA SP JPM | 1 | 1 | 0 | 0.00% | -$41 |
| IRS EUR 2.30000 09/25/24-5Y LCH | 1 | 1 | 0 | 0.00% | $378 |
| IRS EUR 2.40000 04/09/25-5Y LCH | 1 | 1 | 0 | 0.00% | $4.27K |
| RFR USD SOFR/3.67900 08/13/24-10Y LCH | 1 | 1 | 0 | 0.00% | $603 |
| GOLDMAN SACHS GROUP INC SNR S* ICE | 1 | 1 | 0 | 0.00% | -$970 |
| SOFTBANK GROUP CORP SNR JP SP GST | 1 | 1 | 0 | 0.00% | $528 |
| COLOMBIA LA SP MYC | 3 | 3 | 0 | 0.00% | $1.97K |
| RFR USD SOFR/3.89000 03/03/25-10Y LCH | 1 | 1 | 0 | 0.00% | $335 |
| RFR USD SOFR/3.85000 08/05/24-10Y LCH | 1 | 1 | 0 | 0.00% | $2.40K |
| RFR USD SOFR/4.00000 02/26/25-10Y LCH | 1 | 1 | 0 | 0.00% | $322 |
| IRS EUR 2.65000 08/14/24-5Y LCH | 1 | 1 | 0 | 0.00% | $134 |
| RFR USD SOFR/3.88400 03/25/25-10Y LCH | 1 | 1 | 0 | 0.00% | $2.04K |
| RFR USD SOFR/3.90500 03/12/25-10Y LCH | 1 | 1 | 0 | 0.00% | $1.52K |
| RFR USD SOFR/3.89900 03/11/25-10Y LCH | 1 | 1 | 0 | 0.00% | $2.21K |
| COLOMBIA LA SP MYC | 2 | 2 | 0 | 0.00% | -$615 |
| RFR USD SOFR/3.90750 03/04/25-10Y LCH | 1 | 1 | 0 | 0.00% | $2.19K |
| RFR USD SOFR/3.87400 03/05/25-10Y LCH | 2 | 2 | 0 | 0.00% | $3.16K |
| IRS EUR 2.70000 08/13/24-5Y LCH | 1 | 1 | 0 | 0.00% | $410 |
| RFR USD SOFR/3.93000 03/24/25-10Y LCH | 1 | 1 | 0 | 0.00% | $4.47K |
| RFR GBP SONIO/3.93000 01/06/25-10Y LCH | 1 | 1 | 0 | 0.00% | -$11.64K |
| RFR USD SOFR/3.97500 03/21/25-10Y LCH | 1 | 1 | 0 | 0.00% | $4.40K |
| RFR USD SOFR/3.84200 03/04/25-5Y LCH | 1 | 1 | 0 | 0.00% | $7.15K |
| ORACLE CORPORATION SNR S* ICE | 1 | 1 | 0 | 0.00% | -$8.79K |
| RFR USD SOFR/3.83400 03/01/24-7Y* LCH | 9 | 9 | 0 | -0.01% | $241.50K |
| RFR USD SOFR/3.75000 12/18/24-5Y LCH | 1 | 1 | 0 | -0.01% | $114.72K |
| IRS AUD 4.50000 06/18/25-10Y LCH | 1 | 1 | 0 | -0.07% | -$449.87K |
| RFR USD SOFR/2.15000 06/15/22-5Y LCH | 1 | 1 | 0 | -0.08% | -$161.89K |
Machine-readable: JSON · Markdown. Programmatic access via the agent surface.