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 |
|---|---|---|---|---|---|
| U.S. Treasury Bills | 0 | 60,400,000 | 60,400,000 | 6.75% | $59.30M |
| Uniform Mortgage-Backed Security, TBA | 0 | 19,900,000 | 19,900,000 | 2.27% | $19.97M |
| Uniform Mortgage-Backed Security, TBA | 0 | 14,000,000 | 14,000,000 | 1.60% | $14.03M |
| Alimentation Couche-Tard Inc | 0 | 6,400,000 | 6,400,000 | 0.73% | $6.39M |
| Phillips 66 0% CP 08/04/2026 | 0 | 5,500,000 | 5,500,000 | 0.63% | $5.50M |
| ERAC USA FINANCE LLC | 0 | 5,400,000 | 5,400,000 | 0.61% | $5.39M |
| NextEra Energy Capital Holdings Inc | 0 | 5,100,000 | 5,100,000 | 0.58% | $5.09M |
| LEIDOS INC | 0 | 4,900,000 | 4,900,000 | 0.56% | $4.88M |
| KSA SUKUK LTD SR UNSECURED REGS 06/27 5.25 | 0 | 3,900,000 | 3,900,000 | 0.45% | $3.93M |
| ENERGY TRANS | 0 | 3,500,000 | 3,500,000 | 0.40% | $3.53M |
| FS Rialto Issuer LLC, Series 2026-FL11, Class A | 0 | 3,300,000 | 3,300,000 | 0.38% | $3.30M |
| ACRES Commercial Realty Issuer LLC, Series 2026-FL4, Class A | 0 | 3,300,000 | 3,300,000 | 0.38% | $3.30M |
| BRSP 2026-FL3 LTD SER 2026-FL3 CL A V/R REGD 144A P/P 5.15000000 | 0 | 3,300,000 | 3,300,000 | 0.37% | $3.29M |
| CROWN CASTLE | 0 | 3,300,000 | 3,300,000 | 0.37% | $3.29M |
| ISRAEL ELECTRIC CORP LTD SR SECURED 144A REGS 08/28 4.2 | 0 | 3,300,000 | 3,300,000 | 0.37% | $3.24M |
| KEURIG DR PEPPER | 0 | 3,200,000 | 3,200,000 | 0.36% | $3.19M |
| Takeoff Merger Sub Inc | 0 | 2,600,000 | 2,600,000 | 0.29% | $2.59M |
| TELEFONICA EMIS | 0 | 2,500,000 | 2,500,000 | 0.28% | $2.49M |
| FORD MOTOR CRED | 0 | 2,300,000 | 2,300,000 | 0.26% | $2.31M |
| MARATHON PETRO | 0 | 2,300,000 | 2,300,000 | 0.26% | $2.31M |
| Hewlett Packard Enterprise Co | 0 | 2,200,000 | 2,200,000 | 0.25% | $2.20M |
| Constellation Energy Generation LLC | 0 | 2,200,000 | 2,200,000 | 0.25% | $2.19M |
| SOUTH AFRICA | 0 | 2,100,000 | 2,100,000 | 0.24% | $2.10M |
| ERAC USA Finance LLC 0% CP 20/04/2026 | 0 | 2,100,000 | 2,100,000 | 0.24% | $2.10M |
| ERAC USA Finance LLC 0% CP 23/04/2026 | 0 | 2,100,000 | 2,100,000 | 0.24% | $2.09M |
| STELLANTIS FIN US INC REGD 144A P/P 1.71100000 | 0 | 2,100,000 | 2,100,000 | 0.23% | $2.05M |
| PLAINS ALL AMER | 0 | 2,000,000 | 2,000,000 | 0.23% | $2.00M |
| American Express Co | 0 | 2,000,000 | 2,000,000 | 0.23% | $1.99M |
| GLENCORE FUNDING LLC | 0 | 1,900,000 | 1,900,000 | 0.22% | $1.89M |
| BANK HAPOALIM SR UNSECURED 144A REGS 07/29 4 | 0 | 1,900,000 | 1,900,000 | 0.21% | $1.88M |
| Federal Home Loan Mortgage Corp. Variable Rate Notes, Series 5548, Class FA | 0 | 1,803,187 | 1,803,187 | 0.21% | $1.82M |
| Keurig Dr Pepper Inc 0% CP 08/04/2026 | 0 | 1,800,000 | 1,800,000 | 0.20% | $1.80M |
| BARCLAYS PLC FRN SOFR+93 05/24/2030 | 0 | 1,800,000 | 1,800,000 | 0.20% | $1.80M |
| AIR LEASE CORP | 0 | 1,800,000 | 1,800,000 | 0.20% | $1.77M |
| HSBC HOLDINGS | 0 | 1,800,000 | 1,800,000 | 0.20% | $1.74M |
| SAUDI INTERNATIONAL BOND SR UNSECURED REGS 01/28 5.125 | 0 | 1,700,000 | 1,700,000 | 0.20% | $1.72M |
| BANK OF AMER CRP | 0 | 1,600,000 | 1,600,000 | 0.18% | $1.60M |
| VW CR INC | 0 | 1,500,000 | 1,500,000 | 0.17% | $1.49M |
| SANUK V2.469 01/11/28 | 0 | 1,500,000 | 1,500,000 | 0.17% | $1.48M |
| HCA INC | 0 | 1,400,000 | 1,400,000 | 0.16% | $1.40M |
| NELNET STUDENT LOAN TRUST 2026-A SER 2026-A CL A1A REGD 144A P/P 4.61000000 | 0 | 1,342,692 | 1,342,692 | 0.15% | $1.33M |
| STANDARD CHARTERED PLC SR UNSECURED REGS 07/27 VAR | 0 | 1,300,000 | 1,300,000 | 0.15% | $1.30M |
| Goldman Sachs Group, Inc. (The) | 0 | 1,300,000 | 1,300,000 | 0.15% | $1.30M |
| DEUTSCHE BANK NY | 0 | 1,200,000 | 1,200,000 | 0.14% | $1.21M |
| HAT Holdings I LLC / HAT Holdings II LLC | 0 | 1,200,000 | 1,200,000 | 0.14% | $1.20M |
| GLOBAL PAY INC | 0 | 1,200,000 | 1,200,000 | 0.14% | $1.20M |
| LLOYDS F 02/10/30 | 0 | 1,200,000 | 1,200,000 | 0.14% | $1.19M |
| FANNIE MAE FNR 2024 52 LF | 0 | 1,181,147 | 1,181,147 | 0.14% | $1.19M |
| Avolon Holdings Funding Ltd. | 0 | 1,100,000 | 1,100,000 | 0.13% | $1.13M |
| SAUDI INTERNATIONAL BOND SR UNSECURED REGS 07/27 0.75 | 0 | 1,000,000 | 1,000,000 | 0.13% | $1.12M |
| VICI PROPERTIES / NOTE REGD 144A P/P 4.50000000 | 0 | 1,100,000 | 1,100,000 | 0.12% | $1.10M |
| ING GROEP NV | 0 | 1,100,000 | 1,100,000 | 0.12% | $1.10M |
| FIRSTENERGY CORP | 0 | 1,100,000 | 1,100,000 | 0.12% | $1.09M |
| ARBOUR CLO ARBR 13A AR 144A | 0 | 900,000 | 900,000 | 0.12% | $1.04M |
| HANWHA SOLUTIONS CORP COMPANY GUAR REGS 10/28 VAR | 0 | 1,000,000 | 1,000,000 | 0.11% | $1.01M |
| DIAMONDBACK ENER | 0 | 1,000,000 | 1,000,000 | 0.11% | $1.01M |
| PHILLIPS 66 GTD DISC 04/20/26 0.00000000 | 0 | 1,000,000 | 1,000,000 | 0.11% | $997.76K |
| Government National Mortgage Association | 0 | 974,416 | 974,416 | 0.11% | $979.77K |
| MSRM 2025-NQM3 VAR 05/25/2070 144A | 0 | 973,027 | 973,027 | 0.11% | $976.40K |
| BONOS TESORERIA PESOS UNSECURED 144A REGS 09/30 4.7 | 0 | 880,000,000 | 880,000,000 | 0.11% | $930.77K |
| SMB Private Education Loan Trust, Series 2026-B, Class A1B | 0 | 900,000 | 900,000 | 0.10% | $894.06K |
| FELLS POINT FUNDING TRUST 3.046% 01/31/2027 144A | 0 | 900,000 | 900,000 | 0.10% | $890.05K |
| CDW LLC/CDW FIN | 0 | 900,000 | 900,000 | 0.10% | $889.67K |
| AIR LEASE CORP | 0 | 900,000 | 900,000 | 0.10% | $886.93K |
| STELLANTIS FINANCE US INC | 0 | 900,000 | 900,000 | 0.10% | $877.95K |
| Keurig Dr Pepper Inc 0% CP 13/04/2026 | 0 | 800,000 | 800,000 | 0.09% | $798.79K |
| HNDA Float 11/19/27 | 0 | 800,000 | 800,000 | 0.09% | $797.00K |
| ORACLE CORP | 0 | 800,000 | 800,000 | 0.09% | $795.72K |
| PANAMA | 0 | 700,000 | 700,000 | 0.08% | $744.69K |
| NATWEST GROUP | 0 | 700,000 | 700,000 | 0.08% | $707.01K |
| SPIRIT AEROSYSTE | 0 | 700,000 | 700,000 | 0.08% | $700.69K |
| BANK LEUMI LE ISRAEL SR UNSECURED 144A REGS 07/27 5 | 0 | 700,000 | 700,000 | 0.08% | $699.65K |
| Crown Castle, Inc. | 0 | 700,000 | 700,000 | 0.08% | $698.69K |
| Fidelity National Information Services, Inc. | 0 | 700,000 | 700,000 | 0.08% | $698.23K |
| NOMURA HOLDINGS | 0 | 700,000 | 700,000 | 0.08% | $688.43K |
| SANUSA V2.49 01/06/28 | 0 | 700,000 | 700,000 | 0.08% | $688.21K |
| TOWD POINT MORTGAGE TRUST | 0 | 684,929 | 684,929 | 0.08% | $676.19K |
| HYATT HOTELS | 0 | 600,000 | 600,000 | 0.07% | $605.37K |
| GATX CORP | 0 | 600,000 | 600,000 | 0.07% | $604.52K |
| THE CAMPBELLS CO | 0 | 600,000 | 600,000 | 0.07% | $603.40K |
| LANEBROOK MORTGAGE TRANSACTION LNBRK 2024 1 A REGS | 0 | 454,722 | 454,722 | 0.07% | $601.77K |
| Crown Castle Inc | 0 | 600,000 | 600,000 | 0.07% | $599.02K |
| SPECTRA PARTNERS | 0 | 600,000 | 600,000 | 0.07% | $597.10K |
| BANK OF AMER CRP | 0 | 600,000 | 600,000 | 0.07% | $597.10K |
| AVOLON HOLDINGS FUNDING LTD 3.25% 02/15/2027 144A | 0 | 600,000 | 600,000 | 0.07% | $593.40K |
| BNP PARIBAS REGS 11/27 3.5 | 0 | 600,000 | 600,000 | 0.07% | $590.84K |
| Avolon Holdings Funding Ltd | 0 | 600,000 | 600,000 | 0.07% | $588.95K |
| Global Net Lease Operating Partnership LP Global Net Lease Inc | 0 | 600,000 | 600,000 | 0.07% | $581.80K |
| FNMA, Series 2025-92, Class FA | 0 | 551,473 | 551,473 | 0.06% | $556.64K |
| BONOS TESORERIA PESOS BONDS 144A REGS 10/29 5.8 | 0 | 475,000,000 | 475,000,000 | 0.06% | $522.23K |
| STANDARD CHARTERED PLC FRN SOFR+203 02/08/2028 144A | 0 | 500,000 | 500,000 | 0.06% | $505.67K |
| ROYAL BK SCOTLND | 0 | 500,000 | 500,000 | 0.06% | $499.98K |
| TEXTRON INC | 0 | 500,000 | 500,000 | 0.06% | $496.53K |
| WELLS FARGO CO | 0 | 500,000 | 500,000 | 0.06% | $495.99K |
| Fannie Mae REMICS | 0 | 487,253 | 487,253 | 0.06% | $490.43K |
| RCKT Mortgage Trust 2026-CES1 | 0 | 487,538 | 487,538 | 0.06% | $484.20K |
| NELNET STUDENT LOAN TRUST NSLT 2021 DA AFL 144A | 0 | 485,383 | 485,383 | 0.06% | $483.70K |
| NELNET STUDENT LOAN TRUST 2026-A SER 2026-A CL A1B V/R REGD 144A P/P 0.00000000 | 0 | 479,533 | 479,533 | 0.05% | $482.07K |
| RFR USD SOFR/3.40694 07/06/26-4Y* LCH | 0 | 7 | 7 | 0.05% | $463.17K |
| Fannie Mae REMICS | 0 | 455,822 | 455,822 | 0.05% | $458.70K |
| CAPITAL ONE PRIME AUTO RECEIVA COPAR 2023 2 A3 | 0 | 440,363 | 440,363 | 0.05% | $444.46K |
| STANDARD CHARTERED PLC SR UNSECURED REGS 02/28 VAR | 0 | 400,000 | 400,000 | 0.05% | $404.54K |
| STELLANTIS FINANCE US INC 144A LIFE SR UNSEC 5.625% 01-12-28 | 0 | 400,000 | 400,000 | 0.05% | $404.23K |
| LLOYDS V5.462 01/05/28 | 0 | 400,000 | 400,000 | 0.05% | $403.00K |
| FORD MOTOR CRED | 0 | 400,000 | 400,000 | 0.05% | $399.99K |
| WLAKE 2026-P1 A2 144A 3.84% 01-16-29 | 0 | 400,000 | 400,000 | 0.05% | $399.21K |
| ING GROEP NV | 0 | 400,000 | 400,000 | 0.05% | $398.87K |
| HYUNDAI CAPITAL AMERICA SR UNSECURED 144A 01/28 VAR | 0 | 400,000 | 400,000 | 0.05% | $397.85K |
| Vistra Operations Company LLC | 0 | 400,000 | 400,000 | 0.05% | $396.84K |
| PANAMA | 0 | 400,000 | 400,000 | 0.04% | $393.93K |
| Societe Generale SA | 0 | 300,000 | 300,000 | 0.03% | $302.28K |
| BPCE SA REGS 10/27 VAR | 0 | 300,000 | 300,000 | 0.03% | $302.02K |
| SMITH & NEPHEW | 0 | 300,000 | 300,000 | 0.03% | $301.59K |
| STANDARD CHARTERED PLC SR UNSECURED REGS 05/28 VAR | 0 | 300,000 | 300,000 | 0.03% | $301.54K |
| LLOYDS BK GR PLC | 0 | 300,000 | 300,000 | 0.03% | $301.45K |
| HYUNDAI CAPITAL AMERICA SR UNSECURED 144A 06/27 VAR | 0 | 300,000 | 300,000 | 0.03% | $301.07K |
| GALXY 2016-22A AR4 | 0 | 300,000 | 300,000 | 0.03% | $299.88K |
| SANTANDER HOLD | 0 | 300,000 | 300,000 | 0.03% | $299.40K |
| TENGIZCHEVROIL FIN CO IN SR SECURED REGS 08/26 4 | 0 | 300,000 | 300,000 | 0.03% | $299.28K |
| PENSKE TRUCK LEASING/PTL SR UNSECURED 144A 06/26 1.7 | 0 | 300,000 | 300,000 | 0.03% | $298.34K |
| INTESA SANPAOLO SPA 3.875% 07/14/2027 144A | 0 | 300,000 | 300,000 | 0.03% | $297.91K |
| DTE ENERGY CO | 0 | 300,000 | 300,000 | 0.03% | $297.76K |
| Societe Generale SA | 0 | 300,000 | 300,000 | 0.03% | $295.74K |
| BNP PARIBAS | 0 | 300,000 | 300,000 | 0.03% | $295.44K |
| BPCE SA REGD V/R 144A P/P 5.91651400 | 0 | 250,000 | 250,000 | 0.03% | $251.68K |
| U.S. Treasury Bill | 0 | 253,000 | 253,000 | 0.03% | $250.20K |
| ROLLS-ROYCE PLC REGD 144A P/P 5.75000000 | 0 | 200,000 | 200,000 | 0.02% | $203.22K |
| STANDARD CHARTERED PLC REGD V/R REG S 5.68800000 | 0 | 200,000 | 200,000 | 0.02% | $202.39K |
| SOCIETE GENERALE SA MTN 5.250000% 02/19/2027 | 0 | 200,000 | 200,000 | 0.02% | $201.28K |
| VICI PROPERTIES / NOTE REGD 144A P/P 5.75000000 | 0 | 200,000 | 200,000 | 0.02% | $201.18K |
| STELLANTIS FINL SVC US CORP FRN SOFR+169 09/15/2028 144A | 0 | 200,000 | 200,000 | 0.02% | $200.46K |
| ROMANIA SR UNSECURED REGS 11/27 5.25 | 0 | 200,000 | 200,000 | 0.02% | $199.83K |
| SFS AUTO RECEIVABLES SECURITIZATION TRUST 2026-1 4.05% 08/20/2029 144A | 0 | 200,000 | 200,000 | 0.02% | $199.57K |
| VICI PROPERTIES | 0 | 200,000 | 200,000 | 0.02% | $198.53K |
| WEA FINANCE LLC REGD 144A P/P 2.87500000 | 0 | 200,000 | 200,000 | 0.02% | $197.57K |
| SMBC AVIATION CAPITAL FI REGD 144A P/P 1.90000000 | 0 | 200,000 | 200,000 | 0.02% | $197.22K |
| ENEL FINANCE INTL NV REGD 144A P/P 3.50000000 | 0 | 200,000 | 200,000 | 0.02% | $196.17K |
| BONOS TESORERIA PESOS BONDS 144A REGS 10/28 5 | 0 | 170,000,000 | 170,000,000 | 0.02% | $182.64K |
| VICI PROPERTIES / NOTE COMPANY GUAR REGS 02/27 3.75 | 0 | 131,000 | 131,000 | 0.01% | $130.04K |
| PIMCO PRV SHORT TERM FLT III MUTUAL FUND | 0 | 10,062 | 10,062 | 0.01% | $98.00K |
| 317UBODA2 PIMCO SWAPTION 3.0 CALL USD 20260728 | 0 | 136,100,000 | 136,100,000 | 0.01% | $86.36K |
| 317UBU0A2 PIMCO SWAPTION 3.0 CALL USD 20260811 | 0 | 101,700,000 | 101,700,000 | 0.01% | $74.43K |
| 317UBPSA3 PIMCO SWAPTION 3.0 CALL USD 20260803 | 0 | 102,000,000 | 102,000,000 | 0.01% | $68.72K |
| IRS CLP 4.71000 01/14/26-5Y* CME | 0 | 2 | 2 | 0.00% | $12.61K |
| IRS CLP 4.59000 01/09/26-4Y* CME | 0 | 1 | 1 | 0.00% | $6.35K |
| IRS CLP 4.49000 01/09/26-3Y* CME | 0 | 1 | 1 | 0.00% | $2.37K |
| EURIBOR 90DAY FUT ERZ6 12-14-26 | 0 | 231 | 231 | -0.02% | -$133.36K |
| RFR GBP SONIO/3.50000 09/16/26-5Y LCH | 0 | 1 | 1 | -0.03% | -$249.79K |
| Three Month SONIA Index Futures | 0 | 200 | 200 | -0.04% | -$321.05K |
| RFR GBP SONIO/3.75000 03/18/26-5Y LCH | 0 | 1 | 1 | -0.05% | -$408.84K |
| Security | Shares Dec 2025 | Shares Mar 2026 | Δ shares | End % | Δ value |
|---|---|---|---|---|---|
| U.S. Treasury Bills | 124,900,000 | 0 | -124,900,000 | 0.00% | -$123.79M |
| Uniform Mortgage-Backed Security, TBA | 14,000,000 | 0 | -14,000,000 | 0.00% | -$14.18M |
| U.S. TREASURY INFLATION-PROTECTED SECURITIES 0-1/8% 07/15/2026 | 10,459,449 | 0 | -10,459,449 | 0.00% | -$10.40M |
| U.S. TREASURY INFLATION-PROTECTED SECURITIES 0-1/8% 10/15/2026 | 9,770,792 | 0 | -9,770,792 | 0.00% | -$9.68M |
| ERAC USA FIN LLC DISC 01/12/26 0.00000000 | 6,600,000 | 0 | -6,600,000 | 0.00% | -$6.59M |
| BOEING CO | 6,500,000 | 0 | -6,500,000 | 0.00% | -$6.49M |
| HCA INC DISC COML PAPER 01/26 ZCP | 4,900,000 | 0 | -4,900,000 | 0.00% | -$4.90M |
| COOPERATIEVE RAB | 4,250,000 | 0 | -4,250,000 | 0.00% | -$4.23M |
| BNP PARIBAS | 4,200,000 | 0 | -4,200,000 | 0.00% | -$4.20M |
| MASTER CREDIT CARD TRUST MCCT 2024 1A A 144A | 4,000,000 | 0 | -4,000,000 | 0.00% | -$4.00M |
| VW Float 03/20/26 | 3,600,000 | 0 | -3,600,000 | 0.00% | -$3.60M |
| SOUTHERN CAL ED | 3,500,000 | 0 | -3,500,000 | 0.00% | -$3.49M |
| United Airlines Pass Through Certificates, Series 2015-1 | 3,400,000 | 0 | -3,400,000 | 0.00% | -$3.40M |
| BPCE SA REGD V/R 144A P/P MTN 5.97500000 | 3,200,000 | 0 | -3,200,000 | 0.00% | -$3.20M |
| BERRY GLOBAL INC | 3,100,000 | 0 | -3,100,000 | 0.00% | -$3.10M |
| HCA INC DISC COML PAPER 01/26 ZCP | 2,900,000 | 0 | -2,900,000 | 0.00% | -$2.90M |
| PACIFIC GAS&ELEC | 2,700,000 | 0 | -2,700,000 | 0.00% | -$2.70M |
| ROYAL CARIBBEAN CRUISES SR UNSECURED 144A 08/26 5.5 | 2,400,000 | 0 | -2,400,000 | 0.00% | -$2.40M |
| FORD MOTOR CREDIT CO LLC SR UNSECURED 03/26 VAR | 2,100,000 | 0 | -2,100,000 | 0.00% | -$2.11M |
| NATIONAL BANK OF CANADA REGD V/R MTN SER GMTN 5.01019800 | 2,100,000 | 0 | -2,100,000 | 0.00% | -$2.10M |
| SUMITOMO MITSUI FINL GRP SR UNSECURED 01/26 VAR | 2,100,000 | 0 | -2,100,000 | 0.00% | -$2.10M |
| AIR LEASE CORP | 2,100,000 | 0 | -2,100,000 | 0.00% | -$2.10M |
| MUFG BANK LTD SYDNEY CERT OF DEPO 02/26 VAR | 2,800,000 | 0 | -2,800,000 | 0.00% | -$1.87M |
| AIR LEASE CORP DISCOUNT_______ COMMERCIAL PAPER 0.00000000 | 1,800,000 | 0 | -1,800,000 | 0.00% | -$1.80M |
| STANDARD CHARTERED PLC SR UNSECURED 144A 01/27 VAR | 1,700,000 | 0 | -1,700,000 | 0.00% | -$1.70M |
| AES CORP/THE | 1,700,000 | 0 | -1,700,000 | 0.00% | -$1.70M |
| 7 ELEVEN INC SR UNSECURED 144A 02/26 0.95 | 1,700,000 | 0 | -1,700,000 | 0.00% | -$1.69M |
| CORDATUS CLO PLC CORDA 12A A1R 144A | 1,418,410 | 0 | -1,418,410 | 0.00% | -$1.67M |
| NOMURA HOLDINGS INC SR UNSECURED 01/26 5.709 | 1,400,000 | 0 | -1,400,000 | 0.00% | -$1.40M |
| CREDIT AGRICOLE SA REGD V/R 144A P/P 1.24700000 | 1,300,000 | 0 | -1,300,000 | 0.00% | -$1.30M |
| MPLX LP | 1,300,000 | 0 | -1,300,000 | 0.00% | -$1.29M |
| MIZUHO BANK LTD/SYDNEY CERT OF DEPO 02/26 VAR | 1,900,000 | 0 | -1,900,000 | 0.00% | -$1.27M |
| BARCLAYS PLC | 1,200,000 | 0 | -1,200,000 | 0.00% | -$1.20M |
| NSANY 2 03/09/26 | 1,200,000 | 0 | -1,200,000 | 0.00% | -$1.20M |
| JOHN DEERE CAPITAL CORP SR UNSECURED 07/27 VAR | 1,100,000 | 0 | -1,100,000 | 0.00% | -$1.11M |
| WILLIAMS COS INC | 1,100,000 | 0 | -1,100,000 | 0.00% | -$1.10M |
| EDISON INTERNATIONAL 01/26 ZCP | 1,100,000 | 0 | -1,100,000 | 0.00% | -$1.10M |
| METRO FINANCE TRUST METR 2022 2 A1 | 1,576,945 | 0 | -1,576,945 | 0.00% | -$1.05M |
| AVOLON HOLDINGS FUNDING LTD 2.125% 02/21/2026 144A | 1,041,000 | 0 | -1,041,000 | 0.00% | -$1.04M |
| APH Float 11/15/27 | 1,000,000 | 0 | -1,000,000 | 0.00% | -$1.00M |
| SOUTHERN CAL ED | 1,000,000 | 0 | -1,000,000 | 0.00% | -$1.00M |
| BAIN CAPITAL CREDIT CLO, LIMIT BCC 2021 2A A1R 144A | 1,000,000 | 0 | -1,000,000 | 0.00% | -$1.00M |
| NextEra Energy Capital Holdings, Inc. | 1,000,000 | 0 | -1,000,000 | 0.00% | -$1.00M |
| DEUTSCHE BANK NY | 1,000,000 | 0 | -1,000,000 | 0.00% | -$999.96K |
| STANDARD CHARTERED PLC SR UNSECURED REGS 01/27 VAR | 1,000,000 | 0 | -1,000,000 | 0.00% | -$999.19K |
| SUMITOMO MITSUI SYD CERT OF DEPO 02/26 VAR | 1,400,000 | 0 | -1,400,000 | 0.00% | -$934.97K |
| SUMITOMO MITSUI TRUST BANK LTD FRN SOFR+112 03/09/2026 144A | 825,000 | 0 | -825,000 | 0.00% | -$826.47K |
| SK HYNIX INC SR UNSECURED REGS 01/26 6.25 | 800,000 | 0 | -800,000 | 0.00% | -$801.89K |
| UBS GRP. F2V | 800,000 | 0 | -800,000 | 0.00% | -$798.22K |
| TIAA CLO LTD TIA 2018 1A A1AR 144A | 784,345 | 0 | -784,345 | 0.00% | -$784.73K |
| AERCAP IRELAND | 700,000 | 0 | -700,000 | 0.00% | -$698.81K |
| ISRAEL FIXED BOND BONDS 02/26 0.5 | 2,200,000 | 0 | -2,200,000 | 0.00% | -$689.92K |
| PALMER SQUARE EUROPEAN LOAN FU PSTET 2023 2A AR 144A | 559,332 | 0 | -559,332 | 0.00% | -$657.68K |
| BANQUE FED CRED MUTUEL REGS 07/26 VAR | 600,000 | 0 | -600,000 | 0.00% | -$603.55K |
| ENERGY TRANSFER | 600,000 | 0 | -600,000 | 0.00% | -$600.11K |
| NSANY 2 03/09/26 | 600,000 | 0 | -600,000 | 0.00% | -$597.59K |
| WESTERN UNION CO | 500,000 | 0 | -500,000 | 0.00% | -$496.90K |
| TOMARI 5.243 02/02/26 144A | 400,000 | 0 | -400,000 | 0.00% | -$400.24K |
| ROYAL CARIBBEAN CRUISES SR UNSECURED 144A 07/26 4.25 | 400,000 | 0 | -400,000 | 0.00% | -$400.04K |
| KOREA NATL OIL KOROIL Float 03/31/28 | 300,000 | 0 | -300,000 | 0.00% | -$300.92K |
| SOCIETE GENERALE REGS 01/27 VAR | 300,000 | 0 | -300,000 | 0.00% | -$300.17K |
| GOLDMAN SACHS GP | 300,000 | 0 | -300,000 | 0.00% | -$298.48K |
| U.S. Treasury Bills | 265,000 | 0 | -265,000 | 0.00% | -$262.73K |
| BPCE SA REGS 01/27 VAR | 250,000 | 0 | -250,000 | 0.00% | -$250.15K |
| LCM LOAN INCOME FUND LTD LCMLF 1A A 144A | 203,603 | 0 | -203,603 | 0.00% | -$203.85K |
| BANQUE FEDERATIVE DU CREDIT MUTUEL SA | 200,000 | 0 | -200,000 | 0.00% | -$201.18K |
| BAXTER INTL | 200,000 | 0 | -200,000 | 0.00% | -$200.75K |
| TORONTO DOMINION BANK SR UNSECURED REGS 03/26 VAR | 300,000 | 0 | -300,000 | 0.00% | -$200.28K |
| VOLKSWAGEN GROUP AMERICA COMPANY GUAR REGS 03/26 VAR | 200,000 | 0 | -200,000 | 0.00% | -$200.19K |
| DEUTSCHE BANK AG SR NON PREF 4.1% 01-13-26 | 200,000 | 0 | -200,000 | 0.00% | -$200.00K |
| FS KKR CAPITAL | 200,000 | 0 | -200,000 | 0.00% | -$199.93K |
| VERUS SECURITIZATION TRUST VERUS 2023 1 A1 144A | 184,431 | 0 | -184,431 | 0.00% | -$183.99K |
| RFR USD SOFR/4.10000 02/11/25-1Y LCH | 1 | 0 | -1 | 0.00% | -$158.23K |
| OCTAGON INVESTMENT PARTNERS 39 OCT39 2018 3A AR 144A | 154,405 | 0 | -154,405 | 0.00% | -$154.59K |
| AG TRUST AG 2024 NLP A 144A | 142,550 | 0 | -142,550 | 0.00% | -$143.51K |
| TOYOTA LEASE OWNER TRUST TLOT 2024 B A2B 144A | 139,358 | 0 | -139,358 | 0.00% | -$139.39K |
| Venture XXVII CLO Ltd. | 74,579 | 0 | -74,579 | 0.00% | -$74.67K |
| Venture XXIX CLO Ltd | 73,217 | 0 | -73,217 | 0.00% | -$73.26K |
| ENTERPRISE FLEET FING 2022-3 LLC 4.38% 07/20/2029 144A | 58,346 | 0 | -58,346 | 0.00% | -$58.38K |
| RFR GBP SONIO/3.75000 09/17/25-5Y LCH | 1 | 0 | -1 | 0.00% | -$57.25K |
| MA MONEY RESIDENTIAL SECURITIS MAMAU 2025 1PN A1S | 69,567 | 0 | -69,567 | 0.00% | -$46.43K |
| Oscar US Funding XVI LLC, Series 2024-1A, Class A2 | 43,680 | 0 | -43,680 | 0.00% | -$43.71K |
| RFR USD SOFR/3.37500 03/31/26-4Y* LCH | 1 | 0 | -1 | 0.00% | -$38.63K |
| Pagaya AI Debt Trust, Series 2024-1, Class A | 38,505 | 0 | -38,505 | 0.00% | -$38.61K |
| GMF CANADA LEASING TRUST GCOLT 2024 1A A2 144A | 27,524 | 0 | -27,524 | 0.00% | -$20.09K |
| COUNTRYWIDE ASSET BACKED CERTI CWL 2004 BC5 M5 | 14,841 | 0 | -14,841 | 0.00% | -$14.84K |
| MMAF EQUIPMENT FINANCE LLC MMAF 2023 A A2 144A | 9,288 | 0 | -9,288 | 0.00% | -$9.29K |
| 317UA35A8 PIMCO SWAPTION 2.5 CALL USD 20260213 | 196,600,000 | 0 | -196,600,000 | 0.00% | -$2.99K |
| RFR USD SOFR/3.92000 04/21/25-1Y* LCH | 1 | 0 | -1 | 0.00% | -$1.77K |
| RFR USD SOFR/2.50000 02/18/26-1Y LCH | 0 | 0 | 0 | 0.00% | $0 |
| RFR USD SOFR/3.86166 12/02/24-4Y* LCH | 1 | 0 | -1 | 0.00% | $178.33K |
| US TREASURY N/B | -5,000,000 | 0 | 5,000,000 | 0.00% | $4.95M |
| US TREASURY N/B | -20,000,000 | 0 | 20,000,000 | 0.00% | $19.96M |
| Security | Shares Dec 2025 | Shares Mar 2026 | Δ shares | End % | Δ value |
|---|---|---|---|---|---|
| U.S. Treasury Bills | 62,500,000 | 120,800,000 | 58,300,000 | 13.61% | $58.29M |
| PIMCO SHORT ASSET PORTFOLIO MUTUAL FUND | 4,819,626 | 5,587,305 | 767,679 | 6.24% | $7.53M |
| HCA INC | 300,000 | 7,500,000 | 7,200,000 | 0.85% | $7.20M |
| KYNDRYL HOLDINGS | 300,000 | 4,800,000 | 4,500,000 | 0.54% | $4.43M |
| GOVERNMENT NATIONAL MORTGAGE A GNR 2023 H22 FB | 3,769,532 | 3,774,349 | 4,816 | 0.44% | $22.54K |
| DEUTSCHE BANK NY | 2,700,000 | 3,800,000 | 1,100,000 | 0.43% | $1.09M |
| VICI PROPERTIES / NOTE REGD 144A P/P 4.25000000 | 1,579,000 | 3,312,000 | 1,733,000 | 0.38% | $1.72M |
| BMW US CAPITAL LLC REGD V/R 144A P/P 5.03519200 | 2,700,000 | 3,100,000 | 400,000 | 0.35% | $396.19K |
| GA GLOBAL FNDING | 200,000 | 2,800,000 | 2,600,000 | 0.32% | $2.58M |
| BANK OF AMER CRP | 1,500,000 | 2,617,000 | 1,117,000 | 0.30% | $1.11M |
| VST 5.05 12/30/26 144A | 1,300,000 | 2,500,000 | 1,200,000 | 0.29% | $1.20M |
| DIAMONDBACK ENER | 700,000 | 2,400,000 | 1,700,000 | 0.27% | $1.69M |
| FORD MOTOR CRED | 1,700,000 | 2,200,000 | 500,000 | 0.25% | $498.63K |
| SAMMONS FINANCIAL GROUP GLOBAL FUNDING FRN SOFR+85 09/02/2027 144A | 1,800,000 | 2,100,000 | 300,000 | 0.24% | $301.62K |
| Cox Enterprises, Inc. 3.35 09/15/2026 | 1,200,000 | 2,000,000 | 800,000 | 0.23% | $797.08K |
| NATWEST MARKETS PLC SR UNSECURED 144A 03/28 VAR | 900,000 | 1,900,000 | 1,000,000 | 0.22% | $1.00M |
| MPLX LP | 900,000 | 1,660,000 | 760,000 | 0.19% | $755.45K |
| DEUTSCHE BANK NY | 1,000,000 | 1,500,000 | 500,000 | 0.17% | $493.14K |
| LLOYDS BANKING GRP. FRN | 1,000,000 | 1,400,000 | 400,000 | 0.16% | $400.80K |
| MERCEDES-BENZ FIN NA REGD V/R REG S 4.80061900 | 700,000 | 1,400,000 | 700,000 | 0.16% | $699.89K |
| AERCAP IRELAND | 900,000 | 1,300,000 | 400,000 | 0.15% | $397.09K |
| Penske Truck Leasing Co. L.P./ PTL Finance Corp. | 500,000 | 1,100,000 | 600,000 | 0.13% | $600.23K |
| STANDARD CHARTERED PLC SR UNSECURED 144A 05/28 VAR | 500,000 | 1,100,000 | 600,000 | 0.13% | $602.28K |
| GLOBAL PAY INC | 600,000 | 1,100,000 | 500,000 | 0.12% | $492.63K |
| JDEPNA 1.375 01/15/27 144A | 800,000 | 1,100,000 | 300,000 | 0.12% | $297.70K |
| FORD MOTOR CRED | 600,000 | 800,000 | 200,000 | 0.09% | $198.37K |
| PACIFIC GAS&ELEC | 300,000 | 800,000 | 500,000 | 0.09% | $493.76K |
| LVS 3.5 08/18/26 | 400,000 | 700,000 | 300,000 | 0.08% | $299.35K |
| SOCIETE GENERALE SA MTN 1.792000% 06/09/2027 | 300,000 | 700,000 | 400,000 | 0.08% | $399.51K |
| Western Midstream Oper Lp Sr Glb 4.65% Due 07/01/2026 | 200,000 | 500,000 | 300,000 | 0.06% | $299.94K |
| RFR USD SOFR/4.25000 12/11/26-1Y LCH | 0 | 168,200,000 | 168,200,000 | 0.02% | $178.19K |
| RFR USD SOFR/3.65000 09/11/26-1Y LCH | 0 | 1 | 1 | 0.00% | $3.99K |
| Security | Shares Dec 2025 | Shares Mar 2026 | Δ shares | End % | Δ value |
|---|---|---|---|---|---|
| FREDDIE MAC REMICS SER 5513 CL MF V/R 5.01180000 | 6,894,077 | 6,137,961 | -756,117 | 0.70% | -$745.33K |
| FNR 2025-18 FM | 4,850,528 | 4,281,289 | -569,239 | 0.49% | -$568.97K |
| FREDDIE MAC REMICS SER 5549 CL FA V/R 5.12419000 | 3,917,193 | 3,696,018 | -221,174 | 0.42% | -$205.34K |
| FREDDIE MAC FHR 5472 FA | 3,763,678 | 3,415,239 | -348,439 | 0.39% | -$345.32K |
| FREDDIE MAC FHR 5526 FA | 3,662,098 | 3,220,591 | -441,507 | 0.37% | -$437.74K |
| FREDDIE MAC REMICS SER 5532 CL FA V/R 5.02180000 | 3,579,126 | 3,177,716 | -401,410 | 0.36% | -$395.67K |
| FREDDIE MAC REMICS SER 5546 CL FB V/R 4.87419000 | 3,576,237 | 3,149,261 | -426,976 | 0.36% | -$419.47K |
| FREDDIE MAC REMICS SER 5534 CL FM V/R 4.80419000 | 3,597,588 | 3,124,118 | -473,470 | 0.36% | -$470.07K |
| FREDDIE MAC REMICS SER 5549 CL CF V/R 4.87419000 | 3,137,229 | 3,013,888 | -123,341 | 0.35% | -$114.25K |
| FANNIE MAE REMICS SER 2024-104 CL FA V/R 4.92419000 | 2,453,293 | 2,233,769 | -219,524 | 0.26% | -$215.93K |
| FNR 2024-103 FC | 2,441,990 | 2,211,857 | -230,133 | 0.25% | -$221.26K |
| AVON FINANCE AVON 4A A 144A | 1,756,370 | 1,666,496 | -89,874 | 0.25% | -$163.15K |
| NSLT 2025-BA A1B | 2,245,705 | 2,114,613 | -131,093 | 0.24% | -$135.81K |
| Freddie Mac Strips | 2,440,909 | 2,070,884 | -370,025 | 0.24% | -$363.75K |
| U.S. Treasury Notes | 1,958,003 | 1,955,641 | -2,362 | 0.23% | $8.54K |
| FANNIE MAE REMICS SER 2024-101 CL FB V/R 5.17180000 | 2,101,026 | 1,989,726 | -111,300 | 0.23% | -$105.82K |
| FREDDIE MAC REMICS SER 5496 CL AF V/R 5.17180000 | 2,035,674 | 1,936,846 | -98,828 | 0.22% | -$93.37K |
| Freddie Mac REMICS | 2,166,036 | 1,928,484 | -237,552 | 0.22% | -$232.79K |
| GREYWOLF CLO LTD GWOLF 2020 3RA A1R2 144A | 2,526,830 | 1,901,389 | -625,441 | 0.22% | -$625.29K |
| FREDDIE MAC REMICS SER 5517 CL FE V/R 4.82419000 | 1,906,295 | 1,788,568 | -117,727 | 0.21% | -$112.99K |
| Verdelite Static CLO Ltd., Series 2024-1A, Class A | 2,085,608 | 1,803,824 | -281,783 | 0.21% | -$280.50K |
| University of Tulane, Series 2007C | 1,990,000 | 1,855,000 | -135,000 | 0.20% | -$70.47K |
| FREDDIE MAC REMICS SER 5500 CL GF V/R 5.02180000 | 1,920,942 | 1,699,351 | -221,591 | 0.19% | -$218.51K |
| Government National Mortgage Association Guaranteed Remic Pass-Through Securities, The | 1,743,932 | 1,632,511 | -111,421 | 0.19% | -$104.76K |
| FNR 2024-90 FB | 1,752,014 | 1,587,066 | -164,948 | 0.18% | -$156.03K |
| SMB Private Education Loan Trust, Series 2024-D, Class A1B | 1,649,224 | 1,564,431 | -84,794 | 0.18% | -$74.73K |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION SER 2024-H01 CL FB V/R 4.99888000 | 1,496,301 | 1,481,135 | -15,166 | 0.17% | -$7.86K |
| FREDDIE MAC REMICS SER 5480 CL FG V/R 5.02419000 | 1,630,339 | 1,456,997 | -173,342 | 0.17% | -$168.70K |
| FREDDIE MAC REMICS SER 5481 CL FJ V/R 5.22180000 | 1,582,059 | 1,453,769 | -128,290 | 0.17% | -$123.72K |
| FNR 2025-19 FC | 1,561,907 | 1,429,770 | -132,137 | 0.16% | -$126.53K |
| AREIT LLC, Series 2022-CRE7, Class A | 1,653,355 | 1,440,526 | -212,829 | 0.16% | -$212.53K |
| FREDDIE MAC REMICS SER 5493 CL FK V/R 5.02419000 | 1,570,330 | 1,399,644 | -170,687 | 0.16% | -$165.40K |
| Freddie Mac REMICS | 1,504,399 | 1,323,901 | -180,498 | 0.15% | -$178.05K |
| NAVRL 2025-C A | 1,454,368 | 1,330,856 | -123,512 | 0.15% | -$133.59K |
| TOWD POINT MORTGAGE TRUST TPMT 2025 CES3 A1A 144A | 1,411,908 | 1,310,185 | -101,723 | 0.15% | -$109.17K |
| NSLT 2025-DA A1A 8/54 | 1,400,000 | 1,312,278 | -87,722 | 0.15% | -$99.15K |
| FNR 2025-16 FA | 1,447,869 | 1,273,121 | -174,748 | 0.15% | -$169.94K |
| FANNIE MAE REMICS SER 2025-79 CL FA V/R 5.12419000 | 1,399,107 | 1,271,065 | -128,043 | 0.15% | -$128.28K |
| JACKSON NATL LIFE GLOBAL SECURED 144A 09/28 VAR | 2,700,000 | 1,200,000 | -1,500,000 | 0.14% | -$1.51M |
| FREDDIE MAC REMICS SER 5511 CL FG V/R 5.22180000 | 1,382,731 | 1,182,304 | -200,426 | 0.14% | -$196.69K |
| Freddie Mac REMICS | 1,079,388 | 1,062,470 | -16,918 | 0.12% | -$11.25K |
| Hertz Vehicle Financing LLC, Series 2023-1A, Class A | 2,100,000 | 1,050,000 | -1,050,000 | 0.12% | -$1.06M |
| CARMX 2025-2 A2A | 1,377,266 | 1,037,446 | -339,820 | 0.12% | -$342.10K |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION SER 2023-H12 CL FA V/R 4.91765000 | 1,006,014 | 991,860 | -14,153 | 0.11% | -$10.29K |
| CarVal CLO Ltd., Series 2018-1A, Class AR | 1,435,193 | 985,466 | -449,727 | 0.11% | -$449.44K |
| ANGEL OAK MORTGAGE TRUST AOMT 2025 4 A1 144A | 1,027,069 | 963,370 | -63,698 | 0.11% | -$68.98K |
| FREDDIE MAC REMICS SER 5484 CL FA V/R 5.27180000 | 1,105,088 | 953,583 | -151,505 | 0.11% | -$147.53K |
| VERUS 2025-R2 A1 | 1,000,000 | 963,882 | -36,118 | 0.11% | -$41.71K |
| GS MORTGAGE BACKED SECURITIES GSMBS 2021 RPL1 A1 144A | 1,045,998 | 984,642 | -61,356 | 0.11% | -$58.06K |
| FNMA, Series 2025-95, Class F | 1,016,799 | 921,820 | -94,978 | 0.11% | -$93.31K |
| SMB PRIVATE EDUCATION LOAN TRU SMB 2025 A A1B 144A | 931,038 | 891,242 | -39,796 | 0.10% | -$39.81K |
| FNR 2024-95 KF | 967,299 | 885,480 | -81,819 | 0.10% | -$79.31K |
| VERUS SECURITIZATION TRUST VERUS 2025 R1 A1A 144A | 922,232 | 881,975 | -40,256 | 0.10% | -$44.55K |
| GS MORTGAGE-BACKED SECURITIES TRUST 2024-PJ7 SER 2024-PJ7 CL A25 V/R REGD 144A P/P 5.39169000 | 957,904 | 845,508 | -112,396 | 0.10% | -$112.77K |
| Venture CLO Ltd., Series 2019-36A, Class A1AR | 1,135,719 | 838,377 | -297,342 | 0.10% | -$297.10K |
| FNMA, Series 2024-77, Class DF | 909,270 | 820,327 | -88,943 | 0.09% | -$86.68K |
| COLT Mortgage Loan Trust, Series 2024-1, Class A1 | 922,107 | 821,877 | -100,230 | 0.09% | -$104.76K |
| ONSLOW BAY FINANCIAL LLC OBX 2024 NQM3 A1 144A | 857,621 | 796,500 | -61,121 | 0.09% | -$65.55K |
| FANNIE MAE REMICS SER 2025-35 CL FB V/R 4.87419000 | 828,785 | 739,394 | -89,391 | 0.08% | -$88.12K |
| TOWD POINT MORTGAGE FUNDING TPMF 2024 GR6A A1 144A | 604,911 | 561,917 | -42,994 | 0.08% | -$71.94K |
| CCG Receivables Trust, Series 2025-1, Class A2 | 834,303 | 716,348 | -117,955 | 0.08% | -$120.33K |
| NAVSL 2020-IA A1B | 772,197 | 722,189 | -50,008 | 0.08% | -$49.56K |
| FREDDIE MAC REMICS SER 5565 CL FA V/R 5.02419000 | 756,321 | 696,651 | -59,670 | 0.08% | -$57.62K |
| EFF 2023-3 A2 | 884,078 | 691,350 | -192,729 | 0.08% | -$197.45K |
| TPMT 2020-1 A1 | 751,016 | 700,802 | -50,215 | 0.08% | -$49.58K |
| BMARK 2019-B12 AAB | 747,386 | 687,853 | -59,534 | 0.08% | -$60.51K |
| FANNIE MAE REMICS SER 2025-35 CL FM V/R 4.92419000 | 654,406 | 637,706 | -16,700 | 0.07% | -$14.68K |
| SMB Private Education Loan Trust 2020-PTB | 693,548 | 638,647 | -54,901 | 0.07% | -$54.51K |
| Sequoia Mortgage Trust, Series 2024-HYB1, Class A1A | 647,865 | 620,006 | -27,858 | 0.07% | -$30.65K |
| NELNET STUDENT LOAN TRUST NSLT 2012 4A A 144A | 639,116 | 616,451 | -22,665 | 0.07% | -$22.36K |
| Sound Point CLO XXVIII Ltd., Series 2020-3A, Class A1R | 707,951 | 597,311 | -110,640 | 0.07% | -$111.39K |
| FEDERAL NAT MTG ASN GTD REM PA 25-99 KF SOFR30A+100 11/25/2055 | 597,457 | 591,161 | -6,296 | 0.07% | -$6.59K |
| GS Mortgage-Backed Securities Trust, Series 2021-GR2, Class A9 | 642,021 | 629,261 | -12,760 | 0.07% | -$8.07K |
| GCAT Trust, Series 2022-HX1, Class A1 | 642,648 | 625,882 | -16,765 | 0.07% | -$25.64K |
| SMB Private Education Loan Trust, Series 2023-C, Class A1B | 618,777 | 571,790 | -46,987 | 0.07% | -$47.56K |
| OCEANVIEW MTGE. TST. FRN | 726,031 | 571,639 | -154,392 | 0.07% | -$154.82K |
| TOWD POINT MORTGAGE TRUST TPMT 2024 CES3 A1 144A | 615,862 | 554,783 | -61,079 | 0.06% | -$63.91K |
| VERUS SECURITIZATION TRUST VERUS 2024 1 A1 144A | 636,767 | 554,483 | -82,283 | 0.06% | -$84.27K |
| SUMITOMO MITSUI SYD CERT OF DEPO 07/26 VAR | 1,300,000 | 800,000 | -500,000 | 0.06% | -$317.89K |
| CSMC Trust, Series 2021-RPL4, Class A1 | 569,392 | 552,709 | -16,683 | 0.06% | -$16.44K |
| CHESAPEAKE FUNDING II LLC CFII 2023 1A A2 144A | 736,614 | 547,326 | -189,288 | 0.06% | -$191.58K |
| ONSLOW BAY FINANCIAL LLC OBX 2024 NQM6 A1 144A | 613,617 | 537,139 | -76,479 | 0.06% | -$79.73K |
| SBNA Auto Lease Trust, Series 2024-B, Class A3 | 737,665 | 533,621 | -204,044 | 0.06% | -$206.34K |
| SMB PRIVATE EDUCATION LOAN TRUST 2023-D SER 2023-D CL A1B V/R REGD 144A P/P 5.63385000 | 556,120 | 524,250 | -31,870 | 0.06% | -$32.52K |
| ONSLOW BAY FINANCIAL LLC OBX 2024 NQM4 A1 144A | 564,711 | 524,412 | -40,298 | 0.06% | -$42.39K |
| SMB Private Education Loan Trust, Series 2024-A, Class A1A | 549,345 | 519,369 | -29,976 | 0.06% | -$35.05K |
| FNR 2025-4 FB | 612,244 | 516,564 | -95,680 | 0.06% | -$93.58K |
| New Residential Mortgage Loan Trust, Series 2020-NQM1, Class A1 | 578,854 | 544,522 | -34,332 | 0.06% | -$33.90K |
| Barclays Mortgage Loan Trust, Series 2024-NQM1, Class A1 | 570,735 | 506,846 | -63,888 | 0.06% | -$66.01K |
| GCAT Trust, Series 2021-NQM3, Class A1 | 572,814 | 557,027 | -15,787 | 0.06% | -$14.73K |
| FREDDIE MAC REMICS SER 5565 CL FB V/R 5.02180000 | 492,281 | 488,209 | -4,072 | 0.06% | -$7.31K |
| FREDDIE MAC REMICS SER 5601 CL F V/R 4.77419000 | 493,661 | 480,547 | -13,114 | 0.05% | -$12.62K |
| 317UADGA4 PIMCO SWAPTION 3.65 PUT USD 20260909 | 251,500,000 | 176,700,000 | -74,800,000 | 0.05% | $309.55K |
| SMB PRIVATE EDUCATION LOAN TRUST 2022-C SER 2022-C CL A1B V/R REGD 144A P/P 5.83385000 | 502,289 | 471,731 | -30,558 | 0.05% | -$30.44K |
| CHASE MORTGAGE FINANCE CORPORA CHASE 2024 9 A11 144A | 553,507 | 465,576 | -87,931 | 0.05% | -$86.10K |
| Government National Mortgage Association | 587,473 | 463,912 | -123,561 | 0.05% | -$123.94K |
| SoFi Consumer Loan Program Trust, Series 2025-2, Class A | 606,967 | 460,344 | -146,623 | 0.05% | -$148.68K |
| Government National Mortgage Association | 456,832 | 451,301 | -5,531 | 0.05% | -$3.95K |
| CFII 2024-1A A1 | 513,998 | 449,096 | -64,902 | 0.05% | -$66.58K |
| NAVIENT STUDENT LOAN TRUST NAVSL 2020 EA A 144A | 520,555 | 483,439 | -37,116 | 0.05% | -$38.75K |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION SER 2023-H24 CL FA V/R 5.04888000 | 449,369 | 442,757 | -6,611 | 0.05% | -$4.58K |
| MSRM 2025-NQM8 A1 | 484,236 | 448,283 | -35,953 | 0.05% | -$37.17K |
| VOLVO FINANCIAL EQUIPMENT LLC VFET 2024 1A A2 144A | 886,564 | 447,351 | -439,214 | 0.05% | -$440.44K |
| FNR 2025-6 FA | 506,439 | 439,765 | -66,674 | 0.05% | -$64.78K |
| VERUS SECURITIZATION TRUST VERUS 2025 R1 A1 144A | 461,115 | 440,988 | -20,126 | 0.05% | -$22.27K |
| FIRSTMAC MORTGAGE FUNDING TRUS FMACB 2021 2 A1 REGS | 671,693 | 625,158 | -46,535 | 0.05% | -$17.72K |
| GALLATIN LOAN MANAGEMENT, LLC GALL 2017 1A A1R 144A | 505,698 | 418,052 | -87,646 | 0.05% | -$87.48K |
| Ellington Financial Mortgage Trust, Series 2025-CES2, Class A1A | 435,473 | 413,351 | -22,122 | 0.05% | -$25.18K |
| MIZUHO BANK LTD/SYDNEY CERT OF DEPO 09/26 VAR | 1,100,000 | 600,000 | -500,000 | 0.05% | -$321.70K |
| LCM LTD PARTNERSHIP LCM 30A AR 144A | 610,827 | 412,805 | -198,022 | 0.05% | -$197.97K |
| CITIGROUP MORTGAGE LOAN TRUST CMLTI 2025 3 A29 144A | 467,808 | 409,103 | -58,705 | 0.05% | -$59.26K |
| NAVSL 2023-BA A1B | 457,798 | 398,983 | -58,815 | 0.05% | -$60.84K |
| GOVERNMENT NATIONAL MORTGAGE A GNR 2024 H12 FC | 386,250 | 384,289 | -1,961 | 0.04% | $71 |
| FEDERAL NATL MTG AS GTD RE PTT SOFR30A+78 12/25/2047 | 412,577 | 385,547 | -27,030 | 0.04% | -$26.92K |
| TPMT 2021-SJ2 A1A | 435,000 | 390,562 | -44,438 | 0.04% | -$42.89K |
| JP MORGAN MTGE. TS 5.591% | 415,121 | 379,481 | -35,639 | 0.04% | -$37.78K |
| Freddie Mac REMICS | 427,811 | 370,456 | -57,355 | 0.04% | -$56.94K |
| NAVSL 2020-DA A 144A 1.69% 05-15-69 | 422,100 | 386,356 | -35,744 | 0.04% | -$34.29K |
| MMAF Equipment Finance LLC, Series 2024-A, Class A2 | 584,374 | 358,350 | -226,024 | 0.04% | -$227.01K |
| ONSLOW BAY FINANCIAL LLC OBX 2024 NQM5 A1 144A | 392,754 | 349,764 | -42,990 | 0.04% | -$44.54K |
| ELFI Graduate Loan Program LLC, Series 2021-A, Class A | 406,857 | 387,855 | -19,002 | 0.04% | -$15.26K |
| GM FINANCIAL AUTOMOBILE LEASIN GMALT 2025 1 A2B | 506,548 | 350,414 | -156,134 | 0.04% | -$156.19K |
| PRPM Trust, Series 2024-NQM2, Class A1 | 358,643 | 331,748 | -26,895 | 0.04% | -$28.51K |
| SLM STUDENT LOAN TRUST SLMA 2013 2 A | 343,130 | 331,258 | -11,872 | 0.04% | -$13.22K |
| NELNET STUDENT LOAN TRUST NSLT 2019 3A A 144A | 335,581 | 322,603 | -12,977 | 0.04% | -$13.97K |
| FREDDIE MAC REMICS SER 5560 CL FB V/R 4.87419000 | 354,006 | 318,885 | -35,121 | 0.04% | -$34.47K |
| OSCAR US FUNDING XV LLC SER 2023-1A CL A3 REGD 144A P/P 5.81000000 | 442,960 | 293,153 | -149,807 | 0.03% | -$151.01K |
| Freddie Mac REMICS | 344,859 | 292,579 | -52,280 | 0.03% | -$51.95K |
| LMAT 2021-GS3 A1 144A 4.75% 07-25-61 | 299,348 | 290,564 | -8,784 | 0.03% | -$8.72K |
| WOODWARD CAPITAL MANAGEMENT RCKT 2025 CES1 A1A 144A | 311,808 | 281,369 | -30,439 | 0.03% | -$32.18K |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION SER 2024-H07 CL JF V/R 4.88888000 | 282,854 | 278,995 | -3,859 | 0.03% | -$2.59K |
| Dell Equipment Finance Trust, Series 2024-2, Class A2 | 550,828 | 271,644 | -279,183 | 0.03% | -$279.94K |
| TRITON TRUST TRTN 2021 2 A1AU | 431,574 | 384,836 | -46,738 | 0.03% | -$22.59K |
| MORGAN STANLEY RESIDENTIAL MORTGAGE LOAN TR SER 2021-6 CL A6 V/R REGD 144A P/P 4.92180000 | 284,571 | 280,872 | -3,699 | 0.03% | -$1.84K |
| TPMT 2024-CES1 A1A | 285,572 | 257,335 | -28,237 | 0.03% | -$29.38K |
| Angel Oak Mortgage Trust, Series 2025-2, Class A1 | 268,749 | 256,388 | -12,361 | 0.03% | -$13.62K |
| MILL CITY MORTGAGE TRUST MCMLT 2021 NMR1 A1 144A | 304,658 | 266,268 | -38,391 | 0.03% | -$36.79K |
| Enterprise Fleet Financing LLC, Series 2024-2, Class A2 | 660,308 | 253,904 | -406,403 | 0.03% | -$408.46K |
| SMB Private Education Loan Trust, Series 2023-B, Class A1B | 256,711 | 243,895 | -12,816 | 0.03% | -$13.17K |
| NAVSL 2020-HA A | 285,175 | 260,102 | -25,073 | 0.03% | -$22.79K |
| CSMC 2021-INV1TRUST SER 2021-INV1 CL A11 V/R REGD 144A P/P 4.87180000 | 270,497 | 263,360 | -7,137 | 0.03% | -$5.13K |
| ECMC GROUP STUDENT LOAN TRUST ECMC 2018 1A A 144A | 258,300 | 246,279 | -12,021 | 0.03% | -$11.97K |
| UPX HIL Issuer Trust, Series 2025-1, Class A | 260,417 | 234,061 | -26,356 | 0.03% | -$29.36K |
| MORGAN STANLEY CAPITAL INC MSAC 2004 HE4 M1 | 213,795 | 207,964 | -5,830 | 0.03% | -$5.31K |
| SMB Private Education Loan Trust, Series 2024-A, Class A1B | 235,433 | 222,587 | -12,847 | 0.03% | -$13.17K |
| WOODWARD CAPITAL MANAGEMENT RCKT 2025 CES3 A1A 144A | 248,811 | 222,847 | -25,964 | 0.03% | -$27.25K |
| LMAT 2021-GS5 A1 144A 6.25% 07-25-67 | 226,648 | 221,504 | -5,144 | 0.03% | -$5.17K |
| Hyundai Auto Receivables Trust, Series 2024-C, Class A2A | 416,177 | 220,622 | -195,554 | 0.03% | -$196.07K |
| Bluemountain CLO XXX Ltd | 343,350 | 218,455 | -124,895 | 0.02% | -$125.09K |
| PFP Ltd., Series 2024-11, Class A | 265,644 | 217,786 | -47,858 | 0.02% | -$48.22K |
| ECMC GROUP STUDENT LOAN TRUST ECMC 2019 1A A1B 144A | 219,978 | 210,815 | -9,163 | 0.02% | -$9.57K |
| FNMA, Series 2025-12, Class FG | 237,968 | 206,576 | -31,392 | 0.02% | -$31.10K |
| VERUS SECURITIZATION TRUST VERUS 2023 5 A1 144A | 224,142 | 202,588 | -21,553 | 0.02% | -$22.44K |
| GS MORTGAGE-BACKED SECURITIES TRUST 2021-INV1 SER 2021-INV1 CL A9 V/R REGD 144A P/P 5.00000000 | 219,015 | 215,936 | -3,079 | 0.02% | -$2.39K |
| TPMT 2018-3 A1 144A FRN 05-25-58 | 213,001 | 198,537 | -14,464 | 0.02% | -$15.16K |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION SER 2023-H11 CL FC V/R 5.19888000 | 190,784 | 188,196 | -2,588 | 0.02% | -$1.83K |
| JP Morgan Mortgage Trust, Series 2021-12, Class A11 | 206,548 | 203,170 | -3,378 | 0.02% | -$1.99K |
| ACE Securities Corp Home Equity Loan Trust Series 2004-OP1 | 201,091 | 194,380 | -6,712 | 0.02% | -$5.70K |
| PRPM 2025-RCF6 LLC SER 2025-RCF6 CL A1 V/R REGD 144A P/P 4.99000000 | 200,000 | 185,316 | -14,684 | 0.02% | -$16.19K |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION SER 2023-H27 CL FD V/R 5.19888000 | 173,451 | 172,071 | -1,380 | 0.02% | -$600 |
| Freddie Mac REMICS | 181,896 | 173,823 | -8,073 | 0.02% | -$7.74K |
| Freddie Mac Whole Loan Securities Trust, Series 2015-SC02, Class 1A | 204,375 | 195,957 | -8,418 | 0.02% | -$8.30K |
| MILL CITY MORTGAGE TRUST MCMLT 2019 GS2 A1 144A | 190,358 | 171,797 | -18,561 | 0.02% | -$18.32K |
| TOWD POINT MORTGAGE TRUST TPMT 2025 CES2 A1 144A | 179,182 | 164,529 | -14,652 | 0.02% | -$15.79K |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION SER 2025-89 CL PF V/R 4.86765000 | 195,088 | 156,240 | -38,849 | 0.02% | -$39.03K |
| COLONY MORTGAGE CAPITAL LTD CLNY 2019 IKPR A 144A | 171,695 | 155,181 | -16,514 | 0.02% | -$15.63K |
| SMB Private Education Loan Trust, Series 2020-PTA, Class A2A | 175,985 | 162,030 | -13,955 | 0.02% | -$13.71K |
| TPMT 2019-HY2 A1 144A FRN 05-25-58 | 161,821 | 146,337 | -15,485 | 0.02% | -$15.88K |
| NAVSL 2020-A A2B | 162,760 | 148,313 | -14,448 | 0.02% | -$14.39K |
| PRPM Trust, Series 2024-NQM4, Class A1 | 155,019 | 146,906 | -8,114 | 0.02% | -$8.71K |
| Nelnet Student Loan Trust, Series 2019-2A, Class A | 140,912 | 135,347 | -5,565 | 0.02% | -$5.96K |
| CSMC Trust, Series 2022-RPL4, Class A1 | 142,012 | 137,729 | -4,283 | 0.02% | -$5.00K |
| TOWD POINT ASSET TRUST TPAT 2021 SL1 A2 144A | 155,330 | 130,032 | -25,298 | 0.01% | -$25.22K |
| SMB Private Education Loan Trust, Series 2021-D, Class A1A | 149,989 | 136,714 | -13,275 | 0.01% | -$12.58K |
| NRZT 2021-NQ2R A1 | 142,866 | 132,314 | -10,552 | 0.01% | -$10.13K |
| VERUS SECURITIZATION TRUST VERUS 2023 4 A1 144A | 136,480 | 121,763 | -14,718 | 0.01% | -$15.06K |
| Government National Mortgage Association | 158,912 | 116,330 | -42,582 | 0.01% | -$42.82K |
| Freddie Mac REMICS | 129,397 | 126,120 | -3,277 | 0.01% | -$4.09K |
| FINANCE AMERICA MORTGAGE LOAN TRUST 2004-2 SER 2004-2 CL M1 V/R REGD 4.89376000 | 118,561 | 113,313 | -5,248 | 0.01% | -$4.79K |
| GNMA II POOL 785540 G2 05/71 FLOATING VAR | 121,394 | 107,227 | -14,168 | 0.01% | -$14.30K |
| VERUS SECURITIZATION TRUST VERUS 2023 INV2 A1 144A | 114,933 | 106,849 | -8,084 | 0.01% | -$8.55K |
| NAVIENT STUDENT LOAN TRUST NAVSL 2020 GA A 144A | 116,580 | 107,287 | -9,293 | 0.01% | -$9.43K |
| MASTR ASSET BACKED SECURITIES TRUST 2004-OPT2 SER 2004-OPT2 CL A1 V/R REGD 4.76876000 | 107,578 | 104,650 | -2,929 | 0.01% | -$2.64K |
| TPMT 2019-HY3 A1A 144A FRN 10-25-59 | 108,212 | 94,231 | -13,981 | 0.01% | -$14.10K |
| GOVERNMENT NATIONAL MORTGAGE A GNR 2016 H24 F | 108,390 | 93,120 | -15,270 | 0.01% | -$15.36K |
| CITZN 2023-1 A3 | 153,296 | 91,920 | -61,375 | 0.01% | -$61.94K |
| AMERICAN AIRLINES INC / AADVANTAGE LOYALTY IP LTD 5.5% 04/20/2026 144A | 183,334 | 91,667 | -91,667 | 0.01% | -$91.90K |
| NRZT 2018-3A A1 144A FRN 05-25-58 | 97,018 | 93,237 | -3,781 | 0.01% | -$4.22K |
| BAIN CAPITAL EURO CLO BCCE 2018 2A AR 144A | 350,913 | 78,435 | -272,477 | 0.01% | -$321.91K |
| PRKCM Trust, Series 2024-AFC1, Class A1 | 104,892 | 89,717 | -15,175 | 0.01% | -$15.56K |
| MFRA TRUST MFRA 2020 NQM2 A1 144A | 102,206 | 89,688 | -12,518 | 0.01% | -$12.20K |
| STONEPEAK SALTT 2021 1A AA 144A | 85,927 | 82,116 | -3,810 | 0.01% | -$3.51K |
| JP MORGAN MORTGAGE TRUST JPMMT 2019 INV3 A3 144A | 67,514 | 64,341 | -3,173 | 0.01% | -$2.87K |
| GOVERNMENT NATIONAL MORTGAGE A GNR 2016 H04 FB | 59,203 | 50,525 | -8,678 | 0.01% | -$8.73K |
| ENTERPRISE FLEET FING 2022-4 LLC 5.76% 10/22/2029 144A | 161,986 | 45,210 | -116,776 | 0.01% | -$117.28K |
| IMPAC CMB TRUST IMM 2004 10 1A1 | 45,264 | 43,662 | -1,602 | 0.00% | -$1.51K |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION SER 2020-17 CL EU 2.50000000 | 49,109 | 48,118 | -991 | 0.00% | -$1.40K |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION SER 2020-21 CL AC 2.50000000 | 42,711 | 41,688 | -1,022 | 0.00% | -$1.32K |
| GOVERNMENT NAT MTG ASSN HECM 19-H20 FC TSFR1M+61.448 11/20/2069 | 40,471 | 35,595 | -4,876 | 0.00% | -$4.89K |
| NRZT 2018-RPL1 A1 144A FRN 12-25-57 | 35,850 | 34,335 | -1,515 | 0.00% | -$1.61K |
| CIFC Funding Ltd., Series 2017-4A, Class A1R | 435,766 | 31,574 | -404,193 | 0.00% | -$404.70K |
| SEQUOIA MORTGAGE TRUST SEMT 2004 1 A | 38,531 | 32,723 | -5,808 | 0.00% | -$5.50K |
| MORTGAGEIT TRUST MHL 2005 1 1A1 | 20,098 | 19,033 | -1,065 | 0.00% | -$1.52K |
| DRYDEN SENIOR LOAN FUND DRSLF 2017 54A AR 144A | 172,443 | 17,915 | -154,528 | 0.00% | -$154.67K |
| Freddie Mac Structured Pass-Through Certificates | 17,864 | 17,306 | -558 | 0.00% | -$514 |
| COMMONBOND STUDENT LOAN TRUST CBSLT 2017 AGS A1 144A | 19,344 | 16,953 | -2,391 | 0.00% | -$2.32K |
| Long Beach Mortgage Loan Trust, Series 2005-2, Class M5 | 40,884 | 14,942 | -25,943 | 0.00% | -$25.91K |
| FSPC T-62 1A1 V/R 10/25/44 5.27810000 | 16,426 | 15,792 | -635 | 0.00% | -$562 |
| FINSBURY SQUARE FSQ 2021 1GRA AGRN 144A | 20,537 | 10,597 | -9,940 | 0.00% | -$13.66K |
| FR SD8006 | 12,932 | 12,615 | -317 | 0.00% | -$392 |
| Fannie Mae REMICS | 12,123 | 11,859 | -264 | 0.00% | -$258 |
| FNMA, Series 2007-109, Class GF | 10,442 | 10,107 | -335 | 0.00% | -$339 |
| FREMONT HOME LOAN TRUST FHLT 2005 A M3 | 14,932 | 8,555 | -6,377 | 0.00% | -$6.38K |
| Structured Asset Mortgage Investments II Trust, Series 2005-AR2, Class 2A1 | 8,343 | 8,005 | -338 | 0.00% | -$326 |
| HarborView Mortgage Loan Trust, Series 2005-2, Class 2A1A | 7,925 | 7,857 | -68 | 0.00% | -$83 |
| Freddie Mac REMICS | 7,143 | 5,631 | -1,513 | 0.00% | -$1.52K |
| FSPC T-61 1A1 | 5,960 | 5,742 | -218 | 0.00% | -$197 |
| FREDDIE MAC FHR 3927 FH | 5,643 | 5,550 | -93 | 0.00% | -$96 |
| EUROHOME UK MORTGAGES PLC EHMU 2007 1 A REGS | 7,559 | 3,601 | -3,958 | 0.00% | -$5.42K |
| WAMU MORTGAGE PASS THROUGH CER WAMU 2006 AR3 A1A | 5,036 | 4,999 | -36 | 0.00% | -$17 |
| Washington Mutual Mortgage Pass-Through Certificates, Series 2006-AR9 Trust | 4,586 | 4,552 | -34 | 0.00% | $40 |
| GreenPoint MTA Trust, Series 2005-AR1, Class A2 | 4,101 | 4,028 | -73 | 0.00% | -$102 |
| FNMA POOL 775852 FN 03/44 FLOATING VAR | 3,118 | 3,033 | -85 | 0.00% | -$87 |
| Bear Stearns ALT-A Trust, Series 2005-7, Class 22A1 | 5,219 | 5,053 | -167 | 0.00% | -$142 |
| RENAISSANCE HOME EQUITY LOAN T RAMC 2004 3 AV2A | 2,715 | 2,701 | -14 | 0.00% | -$27 |
| Renaissance Home Equity Loan Trust 2003-2 | 1,962 | 1,835 | -127 | 0.00% | -$109 |
| CREDIT SUISSE FIRST BOSTON MOR CSFB 2003 AR15 2A1 | 1,536 | 1,496 | -41 | 0.00% | -$31 |
| Washington Mutual Mortgage Pass-Through Certificates Series 2002-AR17 Trust | 1,505 | 1,385 | -119 | 0.00% | -$114 |
| Reperforming Loan REMIC Trust, Series 2005-R2, Class 1AF1 | 1,442 | 1,279 | -163 | 0.00% | -$156 |
| FNMA, Series 2006-118, Class A2 | 1,246 | 1,185 | -61 | 0.00% | -$60 |
| FNMA, Series 2003-W8, Class 3F2 | 1,184 | 1,145 | -39 | 0.00% | -$39 |
| GSR Mortgage Loan Trust, Series 2005-AR6, Class 2A1 | 1,117 | 1,096 | -21 | 0.00% | -$14 |
| CSFB 2002-HE1 A2 | 1,058 | 1,024 | -34 | 0.00% | -$33 |
| Government National Mortgage Association | 1,011 | 972 | -39 | 0.00% | -$43 |
| Structured Asset Mortgage Investments II Trust, Series 2005-AR5, Class A1 | 1,002 | 988 | -15 | 0.00% | -$48 |
| CSFB 2002-P1A A | 688 | 659 | -29 | 0.00% | -$27 |
| BSARM 2003-8 4A1 | 652 | 641 | -11 | 0.00% | -$26 |
| Citigroup Mortgage Loan Trust, Inc., Series 2005-6, Class A1 | 560 | 543 | -17 | 0.00% | -$17 |
| FNMA POOL 795297 FN 07/44 FLOATING VAR | 476 | 456 | -20 | 0.00% | -$21 |
| MASTR ASSET BACKED SECURITIES MABS 2006 HE4 A1 | 1,464 | 1,456 | -8 | 0.00% | -$12 |
| MRFC Mortgage Pass-Through Trust, Series 2000-TBC3, Class A1 | 293 | 272 | -21 | 0.00% | -$20 |
| Fannie Mae REMICS | 268 | 246 | -22 | 0.00% | -$22 |
| WAMU MORTGAGE PASS THROUGH CER WAMU 2002 AR6 A | 206 | 201 | -5 | 0.00% | -$4 |
| Structured Asset Mortgage Investments Trust, Series 2002-AR3, Class A1 | 121 | 107 | -14 | 0.00% | -$14 |
| FNMA, Series 2004-63, Class FA | 78 | 75 | -2 | 0.00% | -$2 |
| Bank of America Mortgage Trust | 11 | 11 | -0 | 0.00% | -$0 |
| US ULTRA BOND CBT Sep25 | 205,507,565 | -27,343,909 | -232,851,474 | -2.97% | -$62.78M |
| Security | Shares Dec 2025 | Shares Mar 2026 | Δ shares | End % | Δ value |
|---|---|---|---|---|---|
| ABNANV F 12/03/28 144A | 5,400,000 | 5,400,000 | 0 | 0.62% | $2.10K |
| ATHENE GLOBAL FUNDING SECURED 144A 03/27 VAR | 5,300,000 | 5,300,000 | 0 | 0.60% | -$27.50K |
| RY F 03/27/28 GMTN | 5,000,000 | 5,000,000 | 0 | 0.57% | -$12.84K |
| CROWN CASTLE INC SR UNSECURED 07/26 1.05 | 4,800,000 | 4,800,000 | 0 | 0.54% | $32.58K |
| GM F 07/15/27 | 4,700,000 | 4,700,000 | 0 | 0.54% | -$916 |
| NATIONAL BANK OF CANA FRN | 4,600,000 | 4,600,000 | 0 | 0.52% | -$4.85K |
| WELLS FARGO + COMPANY SR UNSECURED 01/28 VAR | 4,400,000 | 4,400,000 | 0 | 0.50% | -$11.67K |
| AERCAP IRELAND | 4,300,000 | 4,300,000 | 0 | 0.48% | $10.59K |
| MORGAN STANLEY BK NA SALT LAKE FRN SOFR+68.5 10/15/2027 | 4,000,000 | 4,000,000 | 0 | 0.45% | -$12.00K |
| Eagle Funding LuxCo S.a.r.l. | 3,800,000 | 3,800,000 | 0 | 0.44% | -$50.69K |
| JPMORGAN CHASE + CO SR UNSECURED 02/28 VAR | 3,300,000 | 3,300,000 | 0 | 0.38% | -$11.95K |
| ARES XLIV CLO Ltd. Floating Rate, Due 04/15/2034 | 3,300,000 | 3,300,000 | 0 | 0.38% | $2.46K |
| EVGRN 2025-1A A | 3,200,000 | 3,200,000 | 0 | 0.37% | -$1.38K |
| KKR FINANCIAL CLO LTD KKR 36A AR 144A | 3,200,000 | 3,200,000 | 0 | 0.36% | $2.84K |
| CAN IMPERIAL BK | 3,200,000 | 3,200,000 | 0 | 0.36% | -$5.49K |
| KKR FINANCIAL CLO LTD KKR 42A AR 144A | 3,100,000 | 3,100,000 | 0 | 0.35% | $1.46K |
| TRINITAS CLO VI LTD / TRINITAS CLO VI LLC 2017-6A AR4 TSFR3M+111 01/25/2034 144A | 3,100,000 | 3,100,000 | 0 | 0.35% | $973 |
| PIKES PEAK CLO PIPK 2019 4A ARR 144A | 3,000,000 | 3,000,000 | 0 | 0.34% | $1.37K |
| TRILLIUM CREDIT CARD TRUST II TCCT 2025 1A A 144A | 2,800,000 | 2,800,000 | 0 | 0.32% | $1.67K |
| VW FLOAT 08/14/26 | 2,800,000 | 2,800,000 | 0 | 0.32% | -$2.00K |
| ALGONQUIN POWER | 2,700,000 | 2,700,000 | 0 | 0.31% | -$10.92K |
| EMERA US FINANCE | 2,500,000 | 2,500,000 | 0 | 0.28% | $1.95K |
| F+G GLOBAL FUNDING SECURED 144A 06/26 1.75 | 2,500,000 | 2,500,000 | 0 | 0.28% | $12.23K |
| AVIATION CAPITAL | 2,500,000 | 2,500,000 | 0 | 0.28% | $10.55K |
| GOLDMAN SACHS GROUP INC (THE) FRN SOFR+112 02/24/2028 | 2,400,000 | 2,400,000 | 0 | 0.27% | -$5.15K |
| HNDA Float 07/09/27 | 2,400,000 | 2,400,000 | 0 | 0.27% | -$10.18K |
| DRYDEN SENIOR LOAN FUND DRSLF 2021 95A AR 144A | 2,400,000 | 2,400,000 | 0 | 0.27% | $1.34K |
| Madison Park Funding XLVI Ltd., Series 2020-46A, Class ARR | 2,400,000 | 2,400,000 | 0 | 0.27% | $72 |
| TRALEE CLO V LTD SER 2018-5A CL A1RR V/R REGD 144A P/P 4.96444000 | 2,400,000 | 2,400,000 | 0 | 0.27% | -$3.05K |
| KEURIG DR PEPPER INC REGD V/R 5.02405700 | 2,390,000 | 2,390,000 | 0 | 0.27% | -$797 |
| ROYAL CARIBBEAN CRUISES SR UNSECURED 144A 07/27 5.375 | 2,300,000 | 2,300,000 | 0 | 0.26% | -$9.15K |
| BSST Mortgage Trust, Series 2022-1700, Class A | 2,600,000 | 2,600,000 | 0 | 0.26% | $33.75K |
| HYUNDAI CAPITAL AMERICA SR UNSECURED 144A 03/27 VAR | 2,200,000 | 2,200,000 | 0 | 0.25% | -$4.56K |
| Federation des Caisses Desjardins du Quebec | 2,200,000 | 2,200,000 | 0 | 0.25% | -$5.24K |
| LLOYDS BK GR PLC | 2,167,000 | 2,167,000 | 0 | 0.25% | -$1.37K |
| NSANY 1.85 09/16/26 | 2,200,000 | 2,200,000 | 0 | 0.25% | $10.16K |
| CITIBANK NA SR UNSECURED 08/26 VAR | 2,100,000 | 2,100,000 | 0 | 0.24% | -$1.67K |
| BSREP Commercial Mortgage Trust 2021-DC | 2,130,300 | 2,130,300 | 0 | 0.23% | $5.07K |
| BANCO SANTANDER SA REGD V/R 5.09673600 | 2,000,000 | 2,000,000 | 0 | 0.23% | -$4.27K |
| PNC Bank, National Association | 2,000,000 | 2,000,000 | 0 | 0.23% | $112 |
| BMW US CAPITAL LLC REGD V/R 144A P/P 4.61353100 | 2,000,000 | 2,000,000 | 0 | 0.23% | -$4.24K |
| FORTIS INC | 2,000,000 | 2,000,000 | 0 | 0.23% | $2.28K |
| GOLDEN CREDIT CARD TRUST SER 2022-1A CL A REGD 144A P/P 1.97000000 | 2,000,000 | 2,000,000 | 0 | 0.22% | $5.11K |
| MORGAN STANLEY BK NA SALT LAKE FRN SOFR+108 01/14/2028 | 1,900,000 | 1,900,000 | 0 | 0.22% | -$4.82K |
| MERCEDES-BENZ FIN NA REGD V/R 144A P/P 4.69612100 | 1,900,000 | 1,900,000 | 0 | 0.22% | -$2.11K |
| HNDA Float 08/13/27 | 1,900,000 | 1,900,000 | 0 | 0.22% | -$5.79K |
| AMERICAN TOWER | 1,900,000 | 1,900,000 | 0 | 0.21% | -$5.87K |
| SWEDBANK AB REGS 09/27 5.337 | 1,800,000 | 1,800,000 | 0 | 0.21% | -$16.19K |
| GLENCORE FUNDING LLC COMPANY GUAR 144A 10/26 VAR | 1,800,000 | 1,800,000 | 0 | 0.21% | $783 |
| COREBRIDGE GLOB FUNDING SECURED 144A 01/28 VAR | 1,800,000 | 1,800,000 | 0 | 0.20% | -$2.02K |
| UBER TECHNOLOGIES INC REGD 144A P/P 4.50000000 | 1,800,000 | 1,800,000 | 0 | 0.20% | -$17.88K |
| WELLFLEET CLO LTD WELF 2021 1A A1R 144A | 1,700,000 | 1,700,000 | 0 | 0.19% | -$160 |
| BARCLAYS PLC | 1,700,000 | 1,700,000 | 0 | 0.19% | -$7.97K |
| BANQUE FEDERATIVE DU CREDIT MUTUEL SA | 1,600,000 | 1,600,000 | 0 | 0.18% | -$5.34K |
| VW Float 03/25/27 | 1,600,000 | 1,600,000 | 0 | 0.18% | -$2.44K |
| AIR LEASE CORP | 1,600,000 | 1,600,000 | 0 | 0.18% | -$5.42K |
| HNDA F 03/08/27 MTN | 1,600,000 | 1,600,000 | 0 | 0.18% | -$3.80K |
| ING GROEP NV SR UNSECURED 04/27 VAR | 1,600,000 | 1,600,000 | 0 | 0.18% | -$2.34K |
| NTT FINANCE | 1,600,000 | 1,600,000 | 0 | 0.18% | $11.40K |
| NYO Commercial Mortgage Trust, Series 2021-1290, Class A | 1,600,000 | 1,600,000 | 0 | 0.18% | -$1.26K |
| BERRY GLOBAL INC SR SECURED 144A 07/26 4.875 | 1,577,000 | 1,577,000 | 0 | 0.18% | -$157 |
| BAYER US FINANCE | 1,500,000 | 1,500,000 | 0 | 0.17% | -$8.11K |
| FORDF 2024-3 A2 | 1,500,000 | 1,500,000 | 0 | 0.17% | $1.58K |
| GMCAR 2022-4 A4 | 1,500,000 | 1,500,000 | 0 | 0.17% | -$4.13K |
| NEXTERA ENERGY CAPITAL HOLDINGS INC VARIABLE RATE 02/04/2028 | 1,500,000 | 1,500,000 | 0 | 0.17% | -$3.41K |
| PACIFIC GAS&ELEC | 1,400,000 | 1,400,000 | 0 | 0.16% | -$12.92K |
| NOMURA HOLDINGS INC SR UNSECURED 07/27 VAR | 1,400,000 | 1,400,000 | 0 | 0.16% | -$2.59K |
| DUKE ENERGY COR | 1,400,000 | 1,400,000 | 0 | 0.16% | -$7.00K |
| JPMORGAN CHASE JPM Float 04/22/28 | 1,400,000 | 1,400,000 | 0 | 0.16% | -$2.27K |
| CANADIAN IMPERIAL BK OF COMM FRN SOFR+122 10/02/2026 | 1,400,000 | 1,400,000 | 0 | 0.16% | -$5.25K |
| RABOBANK NEDERLAND NY BRH FRN SOFRINDX+71 03/05/2027 | 1,400,000 | 1,400,000 | 0 | 0.16% | -$3.18K |
| HYUNDAI CAPITAL AMERICA SR UNSECURED REGS 06/27 VAR | 1,400,000 | 1,400,000 | 0 | 0.16% | -$2.30K |
| GS F 05/21/27 | 1,400,000 | 1,400,000 | 0 | 0.16% | -$1.91K |
| SANTANDER HOLD | 1,400,000 | 1,400,000 | 0 | 0.16% | $523 |
| BERRY GLOBAL INC | 1,404,000 | 1,404,000 | 0 | 0.16% | $7.42K |
| CDX ITRAXX XOV44 5Y 35-100% SP MYC | 3 | 3 | 0 | 0.15% | -$238.29K |
| HYUNDAI CAPITAL AMERICA SR UNSECURED 144A 01/27 VAR | 1,300,000 | 1,300,000 | 0 | 0.15% | -$1.41K |
| NATIONAL FUEL GA | 1,300,000 | 1,300,000 | 0 | 0.15% | -$7.36K |
| MIZUHO FINANCIAL GROUP SR UNSECURED 05/31 VAR | 1,300,000 | 1,300,000 | 0 | 0.15% | $2.32K |
| BMW US CAP. LLC FRN | 1,300,000 | 1,300,000 | 0 | 0.15% | -$2.00K |
| NATWEST MARKETS PLC SR UNSECURED REGS 09/26 VAR | 1,300,000 | 1,300,000 | 0 | 0.15% | -$1.77K |
| ATH F 07/16/26 144A | 1,300,000 | 1,300,000 | 0 | 0.15% | -$1.27K |
| CANADIAN IMPERIAL BK OF COMM FRN SOFR+72 01/13/2028 | 1,300,000 | 1,300,000 | 0 | 0.15% | -$1.33K |
| VONTIER CORP | 1,300,000 | 1,300,000 | 0 | 0.15% | $8.15K |
| BRIGHTHS FIN GLB | 1,300,000 | 1,300,000 | 0 | 0.15% | $8.10K |
| UNIVERSAL HLTH S | 1,300,000 | 1,300,000 | 0 | 0.15% | $6.27K |
| ROGERS COMMUNIC | 1,300,000 | 1,300,000 | 0 | 0.15% | -$3.22K |
| BANQUE FEDERATIVE DU CREDIT MUTUEL SA | 1,200,000 | 1,200,000 | 0 | 0.14% | -$1.06K |
| HYUNDAI CAPITAL AMERICA SR UNSECURED 144A 09/27 VAR | 1,200,000 | 1,200,000 | 0 | 0.14% | -$1.51K |
| CREDIT AGRICOLE SA REGS 07/26 VAR | 1,200,000 | 1,200,000 | 0 | 0.14% | -$3.28K |
| ATHENE GLOBAL FUNDING SECURED 144A 08/26 VAR | 1,200,000 | 1,200,000 | 0 | 0.14% | -$1.96K |
| BANK OF MONTREAL SR UNSECURED 09/27 VAR | 1,200,000 | 1,200,000 | 0 | 0.14% | -$2.59K |
| RY F 10/18/27 GMTN | 1,200,000 | 1,200,000 | 0 | 0.14% | -$3.12K |
| SOUTHERN CALIFORNIA EDISON CO SR SEC 1ST LIEN 5.3% 03-01-28 | 1,100,000 | 1,100,000 | 0 | 0.13% | -$7.90K |
| ROYAL CARIBBEAN CRUISES SR UNSECURED 144A 04/28 5.5 | 1,100,000 | 1,100,000 | 0 | 0.13% | -$7.48K |
| NATWEST GROUP PLC SR UNSECURED 03/28 VAR | 1,100,000 | 1,100,000 | 0 | 0.13% | -$2.73K |
| MERCEDES BENZ FIN NA COMPANY GUAR 144A 03/28 VAR | 1,100,000 | 1,100,000 | 0 | 0.13% | -$1.23K |
| MORGAN STANLEY B | 1,100,000 | 1,100,000 | 0 | 0.13% | -$3.10K |
| BANQUE FEDERATIVE DU CREDIT MUTUEL SA | 1,000,000 | 1,000,000 | 0 | 0.12% | -$12.71K |
| BARCLAYS PLC SR UNSECURED 03/28 VAR | 1,000,000 | 1,000,000 | 0 | 0.11% | -$3.40K |
| GENERAL MTRS FINL CO INC FRN SOFRINDX+135 05/08/2027 | 1,000,000 | 1,000,000 | 0 | 0.11% | $239 |
| CITIBANK NA SR UNSECURED 12/26 VAR | 1,000,000 | 1,000,000 | 0 | 0.11% | -$3.16K |
| MERCEDES BENZ FIN NA COMPANY GUAR REGS 03/28 VAR | 1,000,000 | 1,000,000 | 0 | 0.11% | -$1.12K |
| HCA INC VARIABLE RATE 03/01/2028 | 1,000,000 | 1,000,000 | 0 | 0.11% | -$5.27K |
| WELLS FARGO COMMERCIAL MORTGAG WFCM 2025 AGLN A 144A | 1,000,000 | 1,000,000 | 0 | 0.11% | -$3.75K |
| New Orleans Hotel Trust, Series 2019-HNLA, Class A | 1,000,000 | 1,000,000 | 0 | 0.11% | -$3.81K |
| COOPERATIEVE RABOBANK UA REGD V/R 144A P/P 1.98000000 | 1,000,000 | 1,000,000 | 0 | 0.11% | $3.40K |
| NXP BV/NXP FDG | 934,000 | 934,000 | 0 | 0.11% | -$4.23K |
| ILLUMINA INC | 900,000 | 900,000 | 0 | 0.10% | -$2.97K |
| SOUTHERN CAL ED | 900,000 | 900,000 | 0 | 0.10% | -$1.85K |
| ONEOK INC | 900,000 | 900,000 | 0 | 0.10% | -$5.49K |
| BACARDI LTD COMPANY GUAR 144A 07/26 2.75 | 900,000 | 900,000 | 0 | 0.10% | $3.17K |
| BARCLAYS PLC | 900,000 | 900,000 | 0 | 0.10% | $604 |
| CREDIT AGRICOLE SA REGS 09/28 VAR | 800,000 | 800,000 | 0 | 0.09% | -$749 |
| NATWEST MARKETS PLC SR UNSECURED 144A 05/27 VAR | 800,000 | 800,000 | 0 | 0.09% | -$2.25K |
| Ford Motor Credit Co. LLC | 800,000 | 800,000 | 0 | 0.09% | -$5.20K |
| ENEL FINANCE INTL NV SR UNSECURED 144A 06/27 4.625 | 800,000 | 800,000 | 0 | 0.09% | -$4.16K |
| PINNACLE WEST CAPITAL SR UNSECURED 06/26 VAR | 800,000 | 800,000 | 0 | 0.09% | -$847 |
| JACKSON NATL LIFE GLOBAL SECURED 144A 01/28 VAR | 800,000 | 800,000 | 0 | 0.09% | -$3.53K |
| COREBRIDGE GLOB FUNDING SECURED 144A 12/28 VAR | 800,000 | 800,000 | 0 | 0.09% | -$2.89K |
| KEURIG DR PEPPER INC REGD V/R 4.63613700 | 800,000 | 800,000 | 0 | 0.09% | -$1.58K |
| CUBESMART LP | 800,000 | 800,000 | 0 | 0.09% | $929 |
| BNP PARIBAS SA 144A 1.675000% 06/30/2027 | 800,000 | 800,000 | 0 | 0.09% | $3.93K |
| AIR LEASE CORP | 800,000 | 800,000 | 0 | 0.09% | $3.63K |
| EVERSOURCE ENERGY SR UNSECURED 03/27 2.9 | 800,000 | 800,000 | 0 | 0.09% | $548 |
| FRESENIUS MEDICAL CARE US FINANCE III INC 1.875% 12/01/2026 144A | 800,000 | 800,000 | 0 | 0.09% | $2.48K |
| F+G GLOBAL FUNDING SECURED 144A 06/27 5.875 | 700,000 | 700,000 | 0 | 0.08% | -$6.74K |
| DEUTSCHE BANK NY | 700,000 | 700,000 | 0 | 0.08% | -$6.04K |
| ONEOK INC | 700,000 | 700,000 | 0 | 0.08% | -$3.63K |
| ABN AMRO BANK NV REGS 09/27 VAR | 700,000 | 700,000 | 0 | 0.08% | -$2.36K |
| VAR ENERGI ASA SR UNSECURED 144A 05/27 5 | 700,000 | 700,000 | 0 | 0.08% | -$3.07K |
| JPMORGAN CHASE + CO SR UNSECURED 01/28 VAR | 700,000 | 700,000 | 0 | 0.08% | -$2.27K |
| SVENSKA HANDELSBANKEN FRN | 700,000 | 700,000 | 0 | 0.08% | -$1.58K |
| MITSUBISHI CORP SR UNSECURED 144A 09/28 VAR | 700,000 | 700,000 | 0 | 0.08% | -$670 |
| FORD MOTOR CRED | 700,000 | 700,000 | 0 | 0.08% | -$123 |
| Imperial Brands PLC 3.50 07/26/2026 | 700,000 | 700,000 | 0 | 0.08% | $909 |
| SOCIETE GENERALE REGS 06/27 VAR | 700,000 | 700,000 | 0 | 0.08% | $3.72K |
| BANK OF AMERICA NA AUSTR SR UNSECURED REGS 10/26 VAR | 1,000,000 | 1,000,000 | 0 | 0.08% | $21.50K |
| GA GLOBAL FUNDING TRUST SECURED 144A 01/27 2.25 | 700,000 | 700,000 | 0 | 0.08% | $965 |
| LAS VEGAS SAN | 600,000 | 600,000 | 0 | 0.07% | -$4.33K |
| LLOYDS BANKING GROUP PLC SR UNSECURED 08/27 VAR | 600,000 | 600,000 | 0 | 0.07% | -$1.92K |
| ATHENE GLOBAL FUNDING SECURED 144A 01/27 4.95 | 600,000 | 600,000 | 0 | 0.07% | -$2.69K |
| DEUTSCHE BANK NY REGD V/R 5.27513700 | 600,000 | 600,000 | 0 | 0.07% | -$1.05K |
| EPR PROPERTIES | 600,000 | 600,000 | 0 | 0.07% | -$2.11K |
| NOMURA HOLDINGS | 600,000 | 600,000 | 0 | 0.07% | $2.99K |
| SOUTHWESTN EL PR | 600,000 | 600,000 | 0 | 0.07% | $582 |
| WELLS FARGO + COMPANY SR UNSECURED REGS 05/27 1.5 | 500,000 | 500,000 | 0 | 0.06% | -$11.30K |
| BANCO SANTANDER SA FRN SOFR+138 03/14/2028 | 525,000 | 525,000 | 0 | 0.06% | -$596 |
| STLA 5.35 03/17/28 144A | 500,000 | 500,000 | 0 | 0.06% | -$6.18K |
| BRIGHTHSE FIN GLBL FUND SECURED REGS 04/27 5.55 | 500,000 | 500,000 | 0 | 0.06% | -$3.96K |
| FISERV INC SR UNSECURED 03/27 5.15 | 500,000 | 500,000 | 0 | 0.06% | -$2.92K |
| BARCLAYS BANK PLC SR UNSECURED 11/27 VAR | 500,000 | 500,000 | 0 | 0.06% | -$592 |
| ROYAL BK CANADA | 500,000 | 500,000 | 0 | 0.06% | -$2.07K |
| JPMORGAN CHASE + CO SR UNSECURED 09/27 VAR | 500,000 | 500,000 | 0 | 0.06% | -$1.02K |
| CREDIT AGRICOLE SA LONDON | 500,000 | 500,000 | 0 | 0.06% | -$1.09K |
| HARBOUR ENERGY PLC REGD 144A P/P 5.50000000 | 500,000 | 500,000 | 0 | 0.06% | $1.20K |
| NY STATE ELECTRIC + GAS SR UNSECURED 144A 12/26 3.25 | 500,000 | 500,000 | 0 | 0.06% | -$131 |
| ENEL FIN INTL NV | 500,000 | 500,000 | 0 | 0.06% | -$1.31K |
| SOUTHWEST AIR | 500,000 | 500,000 | 0 | 0.06% | $87 |
| SGSP AUSTRALIA ASSETS COMPANY GUAR REGS 07/27 3.5 | 500,000 | 500,000 | 0 | 0.06% | -$1.67K |
| CREDIT AGRICOLE SA SR UNSECURED 144A 03/27 VAR | 450,000 | 450,000 | 0 | 0.05% | -$540 |
| OCBC/SYDNEY SR UNSECURED 05/26 VAR | 600,000 | 600,000 | 0 | 0.05% | $13.01K |
| SK HYNIX INC SR UNSECURED 144A 01/27 5.5 | 400,000 | 400,000 | 0 | 0.05% | -$1.95K |
| HSBC HOLDINGS | 400,000 | 400,000 | 0 | 0.05% | -$2.31K |
| Bank of Nova Scotia/The | 400,000 | 400,000 | 0 | 0.05% | -$517 |
| CREDIT AGRICOLE SA SR UNSECURED REGS 03/27 VAR | 400,000 | 400,000 | 0 | 0.05% | -$480 |
| DAIMLER TRUCKS FINANCE NORTH AMERICA LLC FRN SOFR+84 01/13/2028 144A | 400,000 | 400,000 | 0 | 0.05% | $867 |
| GOLDMAN SACHS GROUP INC (THE) FRN SOFR+82 09/10/2027 | 400,000 | 400,000 | 0 | 0.05% | -$673 |
| BANK OF MONTREAL SR UNSECURED 09/28 VAR | 400,000 | 400,000 | 0 | 0.05% | -$661 |
| Atlas Senior Loan Fund XVIII Ltd., Series 2021-18A, Class A1R | 400,000 | 400,000 | 0 | 0.05% | -$480 |
| RGA GLOBAL FUNDING SR SECURED 144A 11/26 2 | 400,000 | 400,000 | 0 | 0.04% | $898 |
| AM AIRLN 14-1 A | 395,218 | 395,218 | 0 | 0.04% | $107 |
| BANQUE FED CRED MUTUEL REGS 05/27 VAR | 500,000 | 500,000 | 0 | 0.04% | $11.38K |
| FORD MOTOR COMPANY SR UNSECURED 08/26 7.5 | 300,000 | 300,000 | 0 | 0.03% | -$1.16K |
| CANADIAN IMPERIAL BK OF COMM FRN SOFR+94 06/28/2027 | 300,000 | 300,000 | 0 | 0.03% | -$568 |
| CREDIT AGRICOLE SA REGD V/R 144A P/P MTN 4.98407100 | 300,000 | 300,000 | 0 | 0.03% | -$281 |
| NATIONWIDE BLDG SOCIETY REGS 02/28 VAR | 300,000 | 300,000 | 0 | 0.03% | -$824 |
| MERCEDES BENZ FIN NA COMPANY GUAR REGS 11/27 VAR | 300,000 | 300,000 | 0 | 0.03% | -$467 |
| BANK OF AMERICA CORP SR UNSECURED 07/27 VAR | 300,000 | 300,000 | 0 | 0.03% | -$825 |
| RY Float 07/23/27 | 300,000 | 300,000 | 0 | 0.03% | -$437 |
| FITB F 01/28/28 | 300,000 | 300,000 | 0 | 0.03% | -$443 |
| AVOLON HOLDINGS FUNDING LTD 4.375% 05/01/2026 144A | 300,000 | 300,000 | 0 | 0.03% | -$123 |
| CANTOR FITZGERALD LP SR UNSECURED 144A 04/27 4.5 | 300,000 | 300,000 | 0 | 0.03% | -$567 |
| HYUNDAI CAPITAL AMERICA SR UNSECURED 144A 09/27 4.3 | 300,000 | 300,000 | 0 | 0.03% | -$2.12K |
| SKYWORKS SOLUT | 300,000 | 300,000 | 0 | 0.03% | $1.84K |
| SOUTHERN CAL ED | 300,000 | 300,000 | 0 | 0.03% | -$1.32K |
| VICTORIA POWER NETWORKS COMPANY GUAR 04/26 VAR | 400,000 | 400,000 | 0 | 0.03% | $9.01K |
| ISRAEL ELECTRIC CORP LTD SR SECURED REGS 12/26 7.875 | 250,000 | 250,000 | 0 | 0.03% | -$3.48K |
| BAXTER INTL | 261,000 | 261,000 | 0 | 0.03% | $91 |
| ROYAL CARIBBEAN | 200,000 | 200,000 | 0 | 0.02% | -$2.84K |
| GOLDMAN SACHS GROUP INC (THE) FRN SOFR+185 03/15/2028 | 200,000 | 200,000 | 0 | 0.02% | -$532 |
| ENERGY TRANSFER | 200,000 | 200,000 | 0 | 0.02% | -$1.45K |
| NSANY 6.95 09/15/26 144A | 200,000 | 200,000 | 0 | 0.02% | -$1.76K |
| ABN AMRO BANK NV | 200,000 | 200,000 | 0 | 0.02% | $78 |
| BARCLAYS PLC SR UNSECURED 09/27 VAR | 200,000 | 200,000 | 0 | 0.02% | -$987 |
| NATIONWIDE BUILDING SOC(UNGTD) FRN SOFR+129 02/16/2028 144A | 200,000 | 200,000 | 0 | 0.02% | -$549 |
| WFC F 04/22/28 MTN | 200,000 | 200,000 | 0 | 0.02% | -$403 |
| BANQUE FED CRED MUTUEL REGS 02/28 VAR | 200,000 | 200,000 | 0 | 0.02% | -$667 |
| BMW US CAPITAL LLC COMPANY GUAR REGS 03/28 VAR | 200,000 | 200,000 | 0 | 0.02% | -$376 |
| HSBC HOLDINGS PLC SR UNSECURED 08/27 VAR | 200,000 | 200,000 | 0 | 0.02% | -$685 |
| SOUTHERN CAL ED | 200,000 | 200,000 | 0 | 0.02% | -$832 |
| EQUITABLE AMERICA GLOBAL SECURED 144A 09/27 VAR | 200,000 | 200,000 | 0 | 0.02% | $443 |
| JACKSON NATL LIFE GLOBAL SECURED 144A 06/27 VAR | 200,000 | 200,000 | 0 | 0.02% | -$432 |
| Southern California Edison Co., Series D | 200,000 | 200,000 | 0 | 0.02% | -$1.48K |
| CM Float 09/11/27 | 200,000 | 200,000 | 0 | 0.02% | -$497 |
| Vine Engergy Holdings LLC | 200,000 | 200,000 | 0 | 0.02% | -$1.05K |
| AVOLON HOLDINGS FUNDING LTD 4.25% 04/15/2026 144A | 200,000 | 200,000 | 0 | 0.02% | $19 |
| AIRCASTLE LTD | 200,000 | 200,000 | 0 | 0.02% | -$256 |
| SOUTHERN CAL ED | 200,000 | 200,000 | 0 | 0.02% | -$547 |
| SANUK V1.673 06/14/27 | 200,000 | 200,000 | 0 | 0.02% | $986 |
| DR PEPPER SNAPPL | 200,000 | 200,000 | 0 | 0.02% | $251 |
| GOLDMAN SACHS GP | 200,000 | 200,000 | 0 | 0.02% | $873 |
| TOMARI 2.75 01/21/27 144A | 200,000 | 200,000 | 0 | 0.02% | $175 |
| NSANY 1.85 09/16/26 REGS | 200,000 | 200,000 | 0 | 0.02% | $924 |
| JP Morgan Chase Commercial Mortgage Securities Trust, Series 2018-PHH, Class A | 290,726 | 290,726 | 0 | 0.02% | -$52.36K |
| JP MORGAN CHASE COMMERCIAL MORTGAGE SE SER 2019-FL12 CL A V/R REGD 144A P/P 5.45601000 | 137,825 | 137,825 | 0 | 0.02% | $104 |
| CREDIT AGRICOLE LONDON REGS 07/27 4.4 | 200,000 | 200,000 | 0 | 0.02% | $3.75K |
| MORGAN STANLEY CAPITAL I TRUST MSC 2019 PLND A 144A | 800,000 | 800,000 | 0 | 0.01% | -$18 |
| SAMMONS FINANCIAL GROUP SR UNSECURED 144A 05/27 4.45 | 100,000 | 100,000 | 0 | 0.01% | -$603 |
| 317UADSA1 PIMCO SWAPTION 3.65 PUT USD 20260909 | 10,800,000 | 10,800,000 | 0 | 0.00% | $22.01K |
| HOME EQUITY ASSET TRUST HEAT 2002 3 A4 | 12 | 12 | 0 | 0.00% | -$0 |
| RFR USD SOFR/3.75000 12/18/24-5Y LCH | 1 | 1 | 0 | -0.02% | $165.79K |
Machine-readable: JSON · Markdown. Programmatic access via the agent surface.