| |
US TREASURY N/B 02/28 4.25 |
119973000 |
7.802 % |
121.609 M $ |
| |
US TREASURY FRN 07/26 VAR |
111000000 |
7.121 % |
111.004 M $ |
| |
US TREASURY N/B 10/27 3.5 |
81423000 |
5.214 % |
81.280 M $ |
| |
ALLIANCEBERNSTEIN GOVT STIF SSC FUND 64BA AGIS 587 |
75924497.85 |
4.871 % |
75.924 M $ |
| TUH26 |
US 2YR NOTE (CBT) MAR26 XCBT 20260331 |
71600000 |
4.788 % |
74.626 M $ |
| |
US TREASURY N/B 12/26 4.25 |
62295000 |
4.021 % |
62.684 M $ |
| |
US TREASURY FRN 04/27 VAR |
45000000 |
2.887 % |
44.994 M $ |
| |
US TREASURY N/B 03/27 3.875 |
44306000 |
2.852 % |
44.448 M $ |
| FVH26 |
US 5YR NOTE (CBT) MAR26 XCBT 20260331 |
35800000 |
2.505 % |
39.044 M $ |
| |
US TREASURY N/B 07/28 3.875 |
36967000 |
2.387 % |
37.212 M $ |
| |
US TREASURY N/B 04/27 3.75 |
35227000 |
2.264 % |
35.290 M $ |
| |
US TREASURY N/B 03/30 4 |
28039000 |
1.819 % |
28.354 M $ |
| |
WELLS FARGO + COMPANY SUBORDINATED 06/26 4.1 |
21021000 |
1.348 % |
21.017 M $ |
| |
CITIGROUP INC SUBORDINATED 03/26 4.6 |
20610000 |
1.323 % |
20.624 M $ |
| |
COOPERATIEVE RABOBANK UA COMPANY GUAR 07/26 3.75 |
20631000 |
1.318 % |
20.547 M $ |
| |
US TREASURY FRN 01/26 VAR |
20000000 |
1.283 % |
19.997 M $ |
| |
BANK OF AMERICA CORP SUBORDINATED 03/26 4.45 |
19527000 |
1.253 % |
19.530 M $ |
| |
BNP PARIBAS SUBORDINATED 144A 05/26 4.375 |
15464000 |
0.991 % |
15.452 M $ |
| |
ABN AMRO BANK NV SUBORDINATED 144A 04/26 4.8 |
14702000 |
0.944 % |
14.714 M $ |
| |
BARCLAYS PLC SUBORDINATED 05/26 5.2 |
14273000 |
0.918 % |
14.315 M $ |
| |
AMERICAN HONDA FINAN |
14000000 |
0.895 % |
13.956 M $ |
| |
BPCE SA SUBORDINATED 144A 04/26 4.875 |
13939000 |
0.895 % |
13.953 M $ |
| |
LLOYDS BANKING GROUP PLC SUBORDINATED 12/25 4.582 |
13326000 |
0.855 % |
13.326 M $ |
| |
BARCLAYS PLC SR UNSECURED 01/26 4.375 |
12295000 |
0.789 % |
12.292 M $ |
| |
BANK OF NOVA SCOTIA SUBORDINATED 12/25 4.5 |
11940000 |
0.766 % |
11.940 M $ |
| |
NET OTHER ASSETS |
0 |
0.691 % |
10.768 M $ |
| |
MIZUHO MARKETS CAYMAN COMPANY GUAR 144A 01/26 VAR |
10000000 |
0.641 % |
9.995 M $ |
| |
INTESA FUNDING LLC |
10000000 |
0.635 % |
9.905 M $ |
| |
GNRL MTRS FINCL CO INC |
9550000 |
0.606 % |
9.440 M $ |
| |
WESTLAKE CORP SR UNSECURED 08/26 3.6 |
7601000 |
0.485 % |
7.564 M $ |
| |
AIRCASTLE LTD COMPANY GUAR 06/26 4.25 |
7564000 |
0.485 % |
7.558 M $ |
| |
CONTINENTAL RESOURCES COMPANY GUAR 144A 11/26 2.268 |
7664000 |
0.482 % |
7.510 M $ |
| |
RCKT TRUST RCKTL 2025 1A A 144A |
7475211.01 |
0.481 % |
7.495 M $ |
| |
SOUTHWESTERN ELEC POWER SR UNSECURED 10/26 2.75 |
7570000 |
0.48 % |
7.488 M $ |
| |
MARATHON PETROLEUM CORP SR UNSECURED 12/26 5.125 |
7426000 |
0.48 % |
7.482 M $ |
| |
ENTERGY CORP SR UNSECURED 09/26 2.95 |
7523000 |
0.479 % |
7.460 M $ |
| |
SPECTRA ENERGY PARTNERS COMPANY GUAR 10/26 3.375 |
7500000 |
0.478 % |
7.455 M $ |
| |
MOLSON COORS BEVERAGE COMPANY GUAR 07/26 3 |
7500000 |
0.478 % |
7.451 M $ |
| |
BROADRIDGE FINANCIAL SOL SR UNSECURED 06/26 3.4 |
7497000 |
0.478 % |
7.458 M $ |
| |
AIR LEASE CORP SR UNSECURED 06/26 3.75 |
7472000 |
0.478 % |
7.449 M $ |
| |
FEDEX CORP COMPANY GUAR 04/26 3.25 |
7424000 |
0.475 % |
7.402 M $ |
| |
BUNGE LTD FINANCE CORP COMPANY GUAR 08/26 3.25 |
7423000 |
0.474 % |
7.382 M $ |
| |
CNH INDUSTRIAL CAP LLC COMPANY GUAR 01/26 1.875 |
7398000 |
0.473 % |
7.378 M $ |
| |
MITSUBISHI UFJ FIN GRP SR UNSECURED 03/26 3.85 |
7379000 |
0.473 % |
7.373 M $ |
| |
KRAFT HEINZ FOODS CO COMPANY GUAR 06/26 3 |
7405000 |
0.472 % |
7.362 M $ |
| |
SOCIETE GENERALE SUBORDINATED 144A 08/26 4.25 |
7378000 |
0.472 % |
7.354 M $ |
| |
SYSCO CORPORATION |
7400000 |
0.471 % |
7.341 M $ |
| |
RESEARCH DRIVEN PAGAYA MOTOR A RPM 2025 4A A2 144A |
7300000 |
0.47 % |
7.334 M $ |
| |
VW CR INC |
7400000 |
0.47 % |
7.330 M $ |
| |
ORACLE CORP SR UNSECURED 07/26 2.65 |
7378000 |
0.469 % |
7.307 M $ |
| |
EQUINIX INC SR UNSECURED 05/26 1.45 |
7382000 |
0.468 % |
7.294 M $ |
| |
AT+T INC SR UNSECURED 03/26 1.7 |
7238000 |
0.461 % |
7.186 M $ |
| |
COX COMMUNICATIONS INC SR UNSECURED 144A 09/26 3.35 |
7220000 |
0.46 % |
7.176 M $ |
| |
FIDELITY NATL INFO SERV SR UNSECURED 03/26 1.15 |
7217000 |
0.46 % |
7.167 M $ |
| |
SCHWAB CHARLES CORP |
7300000 |
0.459 % |
7.161 M $ |
| |
NATIONWIDE BLDG SOCIETY SUBORDINATED 144A 09/26 4 |
7180000 |
0.459 % |
7.159 M $ |
| |
UBS GROUP AG SR UNSECURED 144A 04/26 4.125 |
7159000 |
0.459 % |
7.158 M $ |
| |
OCCU AUTO RECEIVABLES TRUST OCCU 2025 1A A2 144A |
7079000 |
0.455 % |
7.096 M $ |
| |
PAGAYA POINT OF SALE HOLDINGS POSH 2025 1 A 144A |
7000000 |
0.453 % |
7.057 M $ |
| |
PAGAYA AI DEBT SELECTION TRUST PAID 2025 R1 A2 144A |
7000000 |
0.452 % |
7.049 M $ |
| |
ATHENE GLOBAL FUNDING SR SECURED 144A 05/26 5.62 |
6955000 |
0.448 % |
6.989 M $ |
| |
HSBC USA INC |
7000000 |
0.447 % |
6.971 M $ |
| |
JABIL INC SR UNSECURED 04/26 1.7 |
7005000 |
0.445 % |
6.941 M $ |
| |
AVIATION CAPITAL GROUP SR UNSECURED 144A 01/26 1.95 |
6946000 |
0.444 % |
6.920 M $ |
| |
ELEVANCE HEALTH INC SR UNSECURED 10/26 4.5 |
6795000 |
0.438 % |
6.820 M $ |
| |
WESTERN UNION CO/THE SR UNSECURED 03/26 1.35 |
6725000 |
0.428 % |
6.666 M $ |
| |
CIGNA GROUP/THE SR UNSECURED 03/26 1.25 |
6695000 |
0.426 % |
6.639 M $ |
| |
ARCELORMITTAL SR UNSECURED 03/26 4.55 |
6500000 |
0.417 % |
6.502 M $ |
| |
RYDER SYSTEM INC SR UNSECURED 09/26 1.75 |
6421000 |
0.405 % |
6.313 M $ |
| |
BOEING CO SR UNSECURED 02/26 2.196 |
6275000 |
0.401 % |
6.254 M $ |
| |
BANK OF MONTREAL SR UNSECURED 01/27 VAR |
6200000 |
0.396 % |
6.175 M $ |
| |
PHILIP MORRIS INTL INC SR UNSECURED 02/26 2.75 |
6182000 |
0.395 % |
6.162 M $ |
| |
ROYAL BANK OF CANADA SUBORDINATED 01/26 4.65 |
6034000 |
0.387 % |
6.034 M $ |
| |
CVS HEALTH CORP SR UNSECURED 08/26 3 |
6082000 |
0.387 % |
6.032 M $ |
| |
STELLANTIS FINANCIAL UNDERWRIT SFUEL 2025 AA A2 144A |
5981608.83 |
0.385 % |
5.999 M $ |
| |
MISSION LANE CREDIT CARD MASTE MLANE 2024 B A 144A |
5900000 |
0.381 % |
5.940 M $ |
| |
GLS AUTO RECEIVABLES TRUST GCAR 2025 2A A2 144A |
5866103.59 |
0.377 % |
5.877 M $ |
| |
UPGRADE MASTER PASS THRU TRUST UMPT 2025 ST5 A 144A |
5587894.36 |
0.359 % |
5.599 M $ |
| |
ARIVO ACCEPTANCE AUTO LOAN REC ARIVO 2025 1A A2 144A |
5573000 |
0.357 % |
5.567 M $ |
| |
GENERAL MOTORS FINL CO SR UNSECURED 06/26 1.5 |
5604000 |
0.355 % |
5.528 M $ |
| |
VFI ABS LLC VFI 2025 1A A 144A |
5481760.95 |
0.353 % |
5.499 M $ |
| |
CAPITAL ONE NA SR UNSECURED 03/26 4.25 |
5334000 |
0.342 % |
5.331 M $ |
| |
WESTERN MIDSTREAM OPERAT SR UNSECURED 07/26 4.65 |
5236000 |
0.336 % |
5.239 M $ |
| |
ENERGY TRANSFER LP SR UNSECURED 01/26 4.75 |
5176000 |
0.332 % |
5.176 M $ |
| |
AERCAP IRELAND CAP/GLOBA COMPANY GUAR 10/26 2.45 |
5148000 |
0.325 % |
5.072 M $ |
| |
US DOLLAR |
-4941631.76 |
0.317 % |
-4.942 M $ |
| |
CHARLES SCHWAB CORP SR UNSECURED 05/26 1.15 |
5000000 |
0.317 % |
4.938 M $ |
| |
BAT INTL FINANCE PLC COMPANY GUAR 03/26 1.668 |
4884000 |
0.311 % |
4.845 M $ |
| |
BREX INC BREX 2024 1 A1 144A |
4805000 |
0.309 % |
4.824 M $ |
| |
ONEOK INC COMPANY GUAR 07/26 4.85 |
4803000 |
0.309 % |
4.812 M $ |
| |
AMERICAN EXPRESS CO SR UNSECURED 02/26 4.9 |
4791000 |
0.308 % |
4.794 M $ |
| |
LOWE S COS INC SR UNSECURED 04/26 2.5 |
4625000 |
0.295 % |
4.599 M $ |
| |
SAFCO AUTO RECEIVABLES TRUST SAFCO 2025 1A A 144A |
4611764.31 |
0.295 % |
4.600 M $ |
| |
CARMAX SELECT RECEIVABLES TRUS CMXS 2025 A A2A |
4562956.02 |
0.293 % |
4.572 M $ |
| |
BHP BILLITON FIN USA LTD COMPANY GUAR 03/26 6.42 |
4510000 |
0.291 % |
4.533 M $ |
| |
EXETER SELECT AUTOMOBILE RECEI ESART 2025 1 A2 |
4374114.53 |
0.281 % |
4.382 M $ |
| |
PRESTIGE AUTO RECEIVABLES TRUS PART 2025 1A A2 144A |
4235097.31 |
0.272 % |
4.236 M $ |
| |
AMERICAN CREDIT ACCEPTANCE REC ACAR 2025 2 A 144A |
4239416.68 |
0.272 % |
4.245 M $ |
| |
MPLX LP SR UNSECURED 03/26 1.75 |
4154000 |
0.265 % |
4.130 M $ |
| |
CPS AUTO TRUST CPS 2025 B A 144A |
4040870.7 |
0.26 % |
4.051 M $ |
| MFG5730210 |
MIZUHO MARKETS CAYMAN COMPANY GUAR 144A 01/26 VAR |
4000000 |
0.257 % |
4.002 M $ |
| |
AFFIRM INC AFFRM 2025 X2 A 144A |
3700000 |
0.238 % |
3.704 M $ |
| |
MARLETTE FUNDING TRUST MFT 2025 1A A 144A |
3678868.62 |
0.236 % |
3.686 M $ |
| |
SERVICE EXPERTS ISSUER SE 2024 1A A 144A |
3582099.67 |
0.235 % |
3.661 M $ |
| |
PAGAYA AI DEBT SELECTION TRUST PAID 2025 3 A2 144A |
3609461.5 |
0.233 % |
3.638 M $ |
| |
SANTANDER DRIVE AUTO RECEIVABL SDART 2025 2 A2 |
3584504.53 |
0.23 % |
3.590 M $ |
| |
BRIDGECREST LENDING AUTO SECUR BLAST 2025 2 A2 |
3466957.21 |
0.223 % |
3.472 M $ |
| |
PEAC SOLUTIONS RECEIVABLES LLC PEAC 2024 2A A2 144A |
3254917.8 |
0.209 % |
3.262 M $ |
| |
ACM AUTO TRUST ACMAT 2025 2A A 144A |
3028451.95 |
0.194 % |
3.030 M $ |
| |
AFFIRM INC AFFRM 2025 X1 A 144A |
2646467.97 |
0.17 % |
2.650 M $ |
| |
ONEOK INC COMPANY GUAR 11/26 5.55 |
2503000 |
0.162 % |
2.533 M $ |
| |
BANK OF NOVA SCOTIA SR UNSECURED 02/26 4.75 |
2445000 |
0.157 % |
2.446 M $ |
| |
EQT CORP SR UNSECURED 144A 05/26 3.125 |
2401000 |
0.153 % |
2.387 M $ |
| |
ACHV ABS TRUST ACHV 2024 2PL A 144A |
2354973.79 |
0.152 % |
2.367 M $ |
| |
LOBEL AUTOMOBILE RECEIVABLES T LOBEL 2025 1 A 144A |
2341432.61 |
0.15 % |
2.345 M $ |
| |
UPSTART SECURITIZATION TRUST UPST 2024 1 A 144A |
2321863.09 |
0.149 % |
2.328 M $ |
| |
AERCAP IRELAND CAP/GLOBA COMPANY GUAR 01/26 1.75 |
2314000 |
0.148 % |
2.306 M $ |
| |
NORDEA BANK ABP 144A 09/26 1.5 |
2192000 |
0.138 % |
2.148 M $ |
| |
DELL INT LLC / EMC CORP SR UNSECURED 10/26 4.9 |
2039000 |
0.131 % |
2.049 M $ |
| |
HCA INC COMPANY GUAR 06/26 5.25 |
1935000 |
0.124 % |
1.936 M $ |
| |
FISERV INC SR UNSECURED 07/26 3.2 |
1911000 |
0.122 % |
1.899 M $ |
| |
STRIKE ACCEPTANCE AUTO FUNDING STRKE 2025 1A A 144A |
1886917.38 |
0.121 % |
1.893 M $ |
| |
ENERGY TRANSFER LP SR UNSECURED 12/26 6.05 |
1834000 |
0.12 % |
1.865 M $ |
| |
EXETER AUTOMOBILE RECEIVABLES EART 2025 2A A2 |
1870247.09 |
0.12 % |
1.871 M $ |
| |
FORD MOTOR CREDIT CO LLC SR UNSECURED 01/26 4.389 |
1853000 |
0.119 % |
1.852 M $ |
| |
FORD MOTOR CREDIT CO LLC SR UNSECURED 06/26 6.95 |
1731000 |
0.112 % |
1.747 M $ |
| |
ZIMMER BIOMET HOLDINGS SR UNSECURED 01/26 3.05 |
1750000 |
0.112 % |
1.747 M $ |
| |
EQUIFY ABS, LLC EQFY 2024 1A A 144A |
1735834.54 |
0.111 % |
1.738 M $ |
| |
PHILLIPS 66 COMPANY GUAR 02/26 1.3 |
1714000 |
0.109 % |
1.704 M $ |
| |
LLOYDS BANKING GROUP PLC SUBORDINATED 03/26 4.65 |
1491000 |
0.096 % |
1.491 M $ |
| |
DELL INT LLC / EMC CORP SR UNSECURED 06/26 6.02 |
1451000 |
0.094 % |
1.459 M $ |
| |
US BANCORP SUBORDINATED 04/26 3.1 |
1424000 |
0.091 % |
1.418 M $ |
| |
TRICOLOR AUTO SECURITIZATION T TAST 2025 1A A 144A |
2015274.85 |
0.087 % |
1.350 M $ |
| |
CAPITAL ONE FINANCIAL CO SUBORDINATED 07/26 3.75 |
1346000 |
0.086 % |
1.342 M $ |
| |
MERCHANTS FLEET FUNDING LLC MFF 2023 1A A 144A |
1334043.26 |
0.086 % |
1.340 M $ |
| |
CVS HEALTH CORP SR UNSECURED 02/26 5 |
1329000 |
0.085 % |
1.330 M $ |
| |
NOMURA HOLDINGS INC SR UNSECURED 01/26 5.709 |
1213000 |
0.078 % |
1.214 M $ |
| |
BMW US CAPITAL LLC COMPANY GUAR 144A 04/26 2.8 |
1100000 |
0.07 % |
1.095 M $ |
| |
ACM AUTO TRUST ACMAT 2024 2A A 144A |
1070309.95 |
0.069 % |
1.070 M $ |
| |
CMS ENERGY CORP SR UNSECURED 05/26 3 |
1020000 |
0.065 % |
1.015 M $ |
| |
OPORTUN FUNDING LLC OPTN 2024 3 A 144A |
957343.19 |
0.061 % |
957.815 K $ |
| |
RESEARCH DRIVEN PAGAYA MOTOR A RPM 2023 3A A 144A |
841123.83 |
0.054 % |
842.101 K $ |
| |
TRICOLOR AUTO SECURITIZATION T TAST 2024 3A A 144A |
784884.53 |
0.046 % |
714.245 K $ |
| |
BOF URSA FUNDING BVABS 2023 CAR3 A2 144A |
689505.03 |
0.045 % |
700.405 K $ |
| |
U.S. BANK NATIONAL ASSOCIATION USCLN 2023 1 B 144A |
680850.86 |
0.044 % |
687.899 K $ |
| |
AFFIRM INC AFFRM 2024 X2 A 144A |
634972.24 |
0.041 % |
635.289 K $ |
| |
PAGAYA AI DEBT SELECTION TRUST PAID 2024 6 A 144A |
611485.85 |
0.039 % |
614.835 K $ |
| |
CPS AUTO TRUST CPS 2024 C A 144A |
576483.52 |
0.037 % |
577.302 K $ |
| |
VERDANT RECEIVABLES LLC VERD 2023 1A A2 144A |
545596.11 |
0.036 % |
554.798 K $ |
| |
ACM AUTO TRUST ACMAT 2025 1A A 144A |
566272.71 |
0.036 % |
565.862 K $ |
| |
PAGAYA AI DEBT SELECTION TRUST PAID 2024 2 A 144A |
555779.1 |
0.036 % |
558.196 K $ |
| |
RESEARCH DRIVEN PAGAYA MOTOR A RPM 2023 4A A 144A |
515007.72 |
0.033 % |
515.705 K $ |
| |
LENDBUZZ SECURITIZATION TRUST LBZZ 2023 3A A2 144A |
507211.73 |
0.033 % |
516.251 K $ |
| |
SBNA AUTO RECEIVABLES TRUST SBAT 2025 SF1 B 144A |
500581.88 |
0.032 % |
500.967 K $ |
| |
RESEARCH DRIVEN PAGAYA MOTOR A RPM 2024 1A A 144A |
485021.34 |
0.031 % |
487.925 K $ |
| |
FIRST HELP FINANCIAL LLC FHF 2023 2A A2 144A |
444961.56 |
0.029 % |
448.268 K $ |
| |
NMEF FUNDING LLC NMEF 2023 A A2 144A |
451018.94 |
0.029 % |
453.477 K $ |
| |
LENDBUZZ SECURITIZATION TRUST LBZZ 2023 2A A2 144A |
418143.32 |
0.027 % |
423.626 K $ |
| |
TRICOLOR AUTO SECURITIZATION T TAST 2024 1A A 144A |
423540.16 |
0.026 % |
410.834 K $ |
| |
HYUNDAI CAPITAL AMERICA SR UNSECURED REGS 01/26 1.3 |
380000 |
0.024 % |
379.084 K $ |
| |
TRICOLOR AUTO SECURITIZATION T TAST 2024 2A A 144A |
368982.69 |
0.023 % |
353.301 K $ |
| |
AVIATION CAPITAL GROUP SR UNSECURED 144A 09/26 1.95 |
368000 |
0.023 % |
361.409 K $ |
| |
PAGAYA AI DEBT SELECTION TRUST PAID 2024 3 A 144A |
354110.14 |
0.023 % |
355.539 K $ |
| |
PAGAYA AI DEBT SELECTION TRUST PAID 2024 5 A 144A |
333058.31 |
0.022 % |
335.217 K $ |
| |
PAGAYA AI DEBT SELECTION TRUST PAID 2024 1 A 144A |
313391.94 |
0.02 % |
314.551 K $ |
| |
LENDBUZZ SECURITIZATION TRUST LBZZ 2023 1A A2 144A |
276658.41 |
0.018 % |
279.504 K $ |
| |
ARIVO ACCEPTANCE AUTO LOAN REC ARIVO 2024 1A A 144A |
231093.18 |
0.015 % |
232.505 K $ |
| |
DEXT ABS DEXT 2023 1 A2 144A |
162278.77 |
0.01 % |
163.181 K $ |
| |
UPSTART SECURITIZATION TRUST UPST 2023 3 A 144A |
139704.15 |
0.009 % |
140.229 K $ |
| |
BANKERS HEALTHCARE GROUP SECUR BHG 2023 A A 144A |
122251.8 |
0.008 % |
122.378 K $ |
| |
OPORTUN FUNDING LLC OPTN 2024 2 A 144A |
116051.53 |
0.007 % |
116.159 K $ |
| |
SANTANDER BANK AUTO CREDIT LIN SBCLN 2023 A B 144A |
24215.1 |
0.002 % |
24.236 K $ |