1 | 3 Month SOFR Future Dec 25 | N/A | 62.21% | 590,000,000 |
2 | 5 Year Treasury Note Future June 25 | N/A | 41.10% | 348,000,000 |
3 | 5 Year Treasury Note Future Sept 25 | N/A | 15.24% | 128,900,000 |
4 | 2 Year Treasury Note Future June 25 | N/A | 8.63% | 76,200,000 |
5 | Federal National Mortgage Association 5% | N/A | 6.53% | 62,100,000 |
6 | U S Treasury Repo | N/A | 6.15% | 56,100,000 |
7 | Federal National Mortgage Association 6% | N/A | 5.00% | 45,400,000 |
8 | 3 Month SOFR Future Mar 25 | N/A | 1.89% | 18,000,000 |
9 | Federal National Mortgage Association 4% | N/A | 1.47% | 14,800,000 |
10 | Cash Collateral Lch Wfs Usd | N/A | 1.31% | 11,937,000 |
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11 | FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTFS GTD 5.2937% | N/A | 1.25% | 11,440,759 |
12 | Government National Mortgage Association 5.3283% | N/A | 1.19% | 10,713,422 |
13 | Ford Motor Credit Company LLC 4.134% | N/A | 1.16% | 10,625,000 |
14 | Trillium Credit Card Trust Ii 5.1776% | N/A | 1.10% | 10,000,000 |
15 | Bacardi-Martini Finance BV 0% | N/A | 1.09% | 10,000,000 |
16 | AES Corp. 0% | N/A | 1.04% | 9,500,000 |
17 | Rolls-Royce PLC 3.625% | N/A | 0.96% | 8,842,000 |
18 | Poland (Republic of) 4.875% | N/A | 0.94% | 8,500,000 |
19 | Uber Technologies Inc 6.25% | N/A | 0.94% | 8,500,000 |
20 | AutoNation, Inc. 0% | N/A | 0.93% | 8,500,000 |
21 | CHASE AUTO OWNER TRUST 2024-4 4.94% | N/A | 0.93% | 8,400,000 |
22 | Crown Castle Inc. 0% | N/A | 0.93% | 8,500,000 |
23 | JONES LANG LASALLE FIN B V 0% | N/A | 0.93% | 8,500,000 |
24 | Mizuho Financial Group Inc. 5.3775% | N/A | 0.93% | 8,500,000 |
25 | Quanta Services, Inc. 0% | N/A | 0.93% | 8,500,000 |
26 | Targa Resources Corp. 0% | N/A | 0.93% | 8,500,000 |
27 | Avis Budget Rental Car Funding AESOP LLC 5.9% | N/A | 0.91% | 8,100,000 |
28 | Synchrony Card Issuance Trust 2018-1 5.54% | N/A | 0.89% | 8,000,000 |
29 | Federal National Mortgage Association 5.2537% | N/A | 0.88% | 8,016,953 |
30 | Harley-Davidson Funding Corporation 0% | N/A | 0.84% | 7,650,000 |
31 | CBRE SERVICES INC 0% | N/A | 0.83% | 7,600,000 |
32 | Government National Mortgage Association 5.3083% | N/A | 0.82% | 7,445,231 |
33 | Ha Sustainable Inf Cap 4(2) 144A Disc | N/A | 0.81% | 7,400,000 |
34 | Pacific Gas and Electric Company 5.3012% | N/A | 0.79% | 7,200,000 |
35 | ING Groep N.V. 1.4% | N/A | 0.77% | 7,000,000 |
36 | Canadian Natural Resources Limited 0% | N/A | 0.72% | 6,600,000 |
37 | Cash Collateral Fut Wfs Usd | N/A | 0.72% | 6,529,000 |
38 | AREIT 2022-CRE7 LTD 6.5687% | N/A | 0.70% | 6,319,360 |
39 | Israel (State Of) 5.375% | N/A | 0.70% | 6,400,000 |
40 | CITIZENS AUTO RECEIVABLES TRUST 2023-1 5.84% | N/A | 0.69% | 6,233,611 |
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41 | ABN AMRO Bank N.V. 5.3518% | N/A | 0.68% | 6,200,000 |
42 | FORD CREDIT AUTO OWNER TRUST 2023-REV1 4.85% | N/A | 0.68% | 6,100,000 |
43 | FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTFS GTD 5.2237% | N/A | 0.67% | 6,140,809 |
44 | FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTFS GTD 5.2643% | N/A | 0.66% | 6,000,000 |
45 | NYO COMMERCIAL MORTGAGE TRUST 2021-1290 5.5385% | N/A | 0.66% | 6,000,000 |
46 | FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTFS GTD 5.3037% | N/A | 0.65% | 5,917,796 |
47 | Fhr 5546 F Sofr30a + 100Bp | N/A | 0.65% | 5,900,000 |
48 | Synchrony Card Issuance Trust 2018-1 4.78% | N/A | 0.65% | 5,900,000 |
49 | Brighthouse Financial Global Funding 5.55% | N/A | 0.64% | 5,800,000 |
50 | TULANE UNIV LA 4.8879% | N/A | 0.62% | 6,110,000 |
51 | DROP MORTGAGE TRUST 5.5935% | N/A | 0.61% | 6,000,000 |
52 | CARVANA AUTO RECEIVABLES TRUST 2024-P3 4.26% | N/A | 0.58% | 5,300,000 |
53 | Bayer US Finance II LLC 4.25% | N/A | 0.57% | 5,200,000 |
54 | KKR Financial Holdings LLC 5.4% | N/A | 0.57% | 5,500,000 |
55 | PFS Financing Corp 5.52% | N/A | 0.56% | 5,000,000 |
56 | Bank of America Corp. 4.827% | N/A | 0.55% | 5,000,000 |
57 | BCP TRUST 5.2425% | N/A | 0.55% | 5,600,000 |
58 | CITIZENS AUTO RECEIVABLES TRUST 2023-2 5.83% | N/A | 0.55% | 5,000,000 |
59 | Flex Ltd. 4.75% | N/A | 0.55% | 5,000,000 |
60 | Ford Credit Auto Lease Trust 2025-A 4.7423% | N/A | 0.55% | 5,000,000 |
61 | GLOBAL PMTS INC 0% | N/A | 0.55% | 5,000,000 |
62 | Morgan Stanley 4.679% | N/A | 0.55% | 5,000,000 |
63 | POST ROAD EQUIPMENT 2025-1 LLC 4.9% | N/A | 0.55% | 5,000,000 |
64 | Sumitomo Mitsui Financial Group Inc. 5.387% | N/A | 0.55% | 5,000,000 |
65 | EXTENDED STAY AMERICA TRUST 2021-ESH 5.5235% | N/A | 0.53% | 4,803,275 |
66 | HSBC Holdings PLC 5.9404% | N/A | 0.53% | 4,850,000 |
67 | Natwest Markets PLC 5.1913% | N/A | 0.52% | 4,700,000 |
68 | NAVIENT PRIVATE EDUCATION LOAN TRUST 2023-B 6.48% | N/A | 0.52% | 4,645,627 |
69 | PK ALIFT LOAN FUNDING 4 LP 5.052% | N/A | 0.52% | 4,801,165 |
70 | Offset: Cash | N/A | 0.51% | 0 |
71 | HCA Inc. 7.69% | N/A | 0.49% | 4,500,000 |
72 | VERIZON MASTER TRUST 4.17% | N/A | 0.49% | 4,500,000 |
73 | Federal Home Loan Mortgage Corporation 5.3256% | N/A | 0.48% | 4,400,000 |
74 | Recette Clo Ltd 5.6111% | N/A | 0.47% | 4,300,000 |
75 | Wells Fargo & Co. 4.54% | N/A | 0.47% | 4,300,000 |
76 | DRYDEN 60 CLO LTD 5.5677% | N/A | 0.46% | 4,202,290 |
77 | HARLEY-DAVIDSON MOTORCYCLE TRUST 2024-B 4.31% | N/A | 0.46% | 4,200,000 |
78 | Huntington Ingalls Industries, Inc. 0% | N/A | 0.46% | 4,200,000 |
79 | ALLY AUTO RECEIVABLES TRUST 2024-2 4.14% | N/A | 0.44% | 4,000,000 |
80 | Federal National Mortgage Association 5.4037% | N/A | 0.44% | 4,045,862 |
81 | Federal National Mortgage Association 5.5037% | N/A | 0.44% | 4,043,773 |
82 | Government National Mortgage Association 5.2283% | N/A | 0.44% | 4,008,670 |
83 | Southern California Edison Company 5.25% | N/A | 0.44% | 4,000,000 |
84 | NEW RESIDENTIAL MORTGAGE LOAN TRUST 2.4641% | N/A | 0.42% | 4,105,805 |
85 | ONE MORTGAGE TRUST 5.1435% | N/A | 0.42% | 3,914,000 |
86 | PFP 2022-9 LTD 6.603% | N/A | 0.42% | 3,777,656 |
87 | Santander UK PLC 4.496% | N/A | 0.42% | 3,800,000 |
88 | ENTERPRISE FLEET FINANCING 2025-1 L 4.82% | N/A | 0.41% | 3,700,000 |
89 | FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTFS GTD 5.3037% | N/A | 0.41% | 3,711,185 |
90 | Santander Holdings USA Inc. 5.353% | N/A | 0.41% | 3,700,000 |
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Jeff Brown has uncovered a revolutionary AI breakthrough buried inside Tesla's labs.
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91 | Nomura Holdings Inc. 5.099% | N/A | 0.40% | 3,692,000 |
92 | SMB PRIVATE EDUCATION LOAN TRUST 2023-C 5.67% | N/A | 0.40% | 3,582,326 |
93 | Avolon Holdings Funding Ltd. 5.5% | N/A | 0.39% | 3,580,000 |
94 | Fhr 5544 F Sofr30a+100Bp | N/A | 0.39% | 3,600,000 |
95 | ONE NEW YORK PLAZA TRUST 2020-1NYP 5.3935% | N/A | 0.39% | 3,700,000 |
96 | Athene Global Funding 5.5561% | N/A | 0.38% | 3,482,000 |
97 | Fhr 5548 Af Sofr30a+100Bp | N/A | 0.38% | 3,500,000 |
98 | GLOBAL PMTS INC 0% | N/A | 0.38% | 3,500,000 |
99 | GS MORTGAGE-BACKED SECURITIES TRUST 5% | N/A | 0.38% | 3,743,633 |
100 | Pacific Gas and Electric Company 4.95% | N/A | 0.38% | 3,500,000 |