1 | 2 Year Treasury Note Future Mar 25 | N/A | 32.36% | 30,600,000 |
2 | United States Treasury Notes 3.375% | N/A | 3.96% | 3,940,000 |
3 | Us Dollar | N/A | 2.45% | 2,382,377 |
4 | United States Treasury Notes 4.125% | N/A | 2.26% | 2,200,000 |
5 | United States Treasury Notes 4.25% | N/A | 2.16% | 2,100,000 |
6 | United States Treasury Notes 4.625% | N/A | 1.76% | 1,695,000 |
7 | United States Treasury Notes 4.625% | N/A | 1.21% | 1,170,000 |
8 | Banco Santander, S.A. 5.365% | N/A | 0.62% | 600,000 |
9 | Avolon Holdings Funding Ltd. 2.875% | N/A | 0.61% | 595,000 |
10 | Air Canada 3.875% | N/A | 0.53% | 530,000 |
|
11 | HSBC Holdings PLC 7.39% | N/A | 0.49% | 450,000 |
12 | Venture XXVIII CLO Ltd 6.47901% | N/A | 0.46% | 450,000 |
13 | CubeSmart LP 4% | N/A | 0.43% | 425,000 |
14 | The Toronto-Dominion Bank 8.125% | N/A | 0.43% | 400,000 |
15 | Barclays PLC 6.125% | N/A | 0.42% | 410,000 |
16 | Credit Agricole S.A. 8.125% | N/A | 0.42% | 400,000 |
17 | Danske Bank A/S 6.259% | N/A | 0.42% | 400,000 |
18 | ICON Investments Six DAC 5.809% | N/A | 0.42% | 400,000 |
19 | Illumina Inc 5.8% | N/A | 0.42% | 400,000 |
20 | PNC Financial Services Group Inc. 5.102% | N/A | 0.42% | 405,000 |
21 | Societe Generale S.A. 8% | N/A | 0.42% | 400,000 |
22 | BNP Paribas SA 5.176% | N/A | 0.41% | 400,000 |
23 | Intesa Sanpaolo S.p.A. 7.7% | N/A | 0.41% | 400,000 |
24 | Sirius Xm Radio Inc 3.125% | N/A | 0.41% | 410,000 |
25 | Volkswagen Group of America Finance LLC 4.9% | N/A | 0.41% | 400,000 |
26 | Goldman Sachs Group, Inc. 5.727% | N/A | 0.39% | 370,000 |
27 | Connect Finco SARL/Connect US Finco LLC 9% | N/A | 0.38% | 400,000 |
28 | RATE MORTGAGE TRUST 2024-J3 5.5% | N/A | 0.38% | 366,400 |
29 | Frontier Communications Holdings Llc 8.625% | N/A | 0.37% | 340,000 |
30 | BKLN Invesco Senior Loan ETF | $21.06
| 0.37% | 16,942 |
31 | SRLN SPDR Blackstone Senior Loan ETF | $41.96 0.0% | 0.37% | 8,563 |
32 | OBX 2024-NQM7 TRUST 6.243% | N/A | 0.36% | 341,998 |
33 | Saudi Arabia (Kingdom of) 5.125% | N/A | 0.36% | 350,000 |
34 | Sound Point CLO XVII Limited / Sound Point CLO XVII LLC 6.47901% | N/A | 0.36% | 350,000 |
35 | Standard Buildings Solutions Inc. 5% | N/A | 0.36% | 355,000 |
36 | Expand Energy Corp. 6.75% | N/A | 0.35% | 335,000 |
37 | Medline Borrower LLP / Medline Co-Issuer Inc. 6.25% | N/A | 0.35% | 338,000 |
38 | Quanta Services, Inc. 4.75% | N/A | 0.35% | 338,000 |
39 | Regal Rexnord Corporation 6.05% | N/A | 0.35% | 340,000 |
40 | VISTA POINT SECURITIZATION TRUST 2024-CES1 6.676% | N/A | 0.35% | 334,789 |
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41 | 6297782 LLC 4.911% | N/A | 0.34% | 335,000 |
42 | Las Vegas Sands Corp 5.9% | N/A | 0.34% | 330,000 |
43 | SIXTH STREET CLO VIII LTD 6.24417% | N/A | 0.34% | 325,000 |
44 | CITIGROUP MORTGAGE LOAN TRUST 2024-CMI1 5.5% | N/A | 0.33% | 322,535 |
45 | J.P. MORGAN MORTGAGE TRUST 2024-11 6% | N/A | 0.33% | 316,196 |
46 | Northern Trust Corporation 3.375% | N/A | 0.32% | 323,000 |
47 | The Boeing Company 2.196% | N/A | 0.32% | 320,000 |
48 | THPT 2023-THL MORTGAGE TRUST 7.66874% | N/A | 0.31% | 300,000 |
49 | Trimaran Cavu 2019-1 Ltd / LLC 6.26525% | N/A | 0.31% | 300,000 |
50 | VERUS SECURITIZATION TRUST 2024-5 6.192% | N/A | 0.31% | 297,987 |