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 |
|---|---|---|---|---|---|
| Regatta Funding Co LLC | 0 | 88,350,000 | 88,350,000 | 2.21% | $88.34M |
| Fixed Income Clearing Corp 3.66 04/01/2026 | 0 | 64,707,000 | 64,707,000 | 1.62% | $64.71M |
| FNCL 5 4/26 | 0 | 57,179,000 | 57,179,000 | 1.41% | $56.40M |
| US TREASURY N/B | 0 | 45,000,000 | 45,000,000 | 1.10% | $44.13M |
| US TREASURY N/B | 0 | 42,000,000 | 42,000,000 | 1.04% | $41.67M |
| US TREASURY N/B | 0 | 31,100,000 | 31,100,000 | 0.78% | $31.15M |
| New Zealand Parliament | 0 | 51,970,000 | 51,970,000 | 0.74% | $29.59M |
| NEW ZEALAND GVT | 0 | 53,400,000 | 53,400,000 | 0.74% | $29.56M |
| US TREASURY N/B | 0 | 24,800,000 | 24,800,000 | 0.62% | $24.61M |
| Freddie Mac Pool | 0 | 23,863,465 | 23,863,465 | 0.60% | $24.00M |
| MTBRV 2026-1A A Mtge 4.35% 01/15/2046 144A | 0 | 24,000,116 | 24,000,116 | 0.60% | $23.78M |
| Freddie Mac Pool | 0 | 23,435,102 | 23,435,102 | 0.59% | $23.61M |
| JP Morgan Mortgage Trust 2026-CES1 4.91 | 0 | 22,658,214 | 22,658,214 | 0.56% | $22.49M |
| US TREASURY N/B | 0 | 22,000,000 | 22,000,000 | 0.56% | $22.38M |
| BARCLAYS MORTGAGE LOAN TRUST 2026-NQM2 A1 VAR 12/25/2065 144A | 0 | 21,140,123 | 21,140,123 | 0.52% | $20.87M |
| US TREASURY N/B | 0 | 20,500,000 | 20,500,000 | 0.52% | $20.61M |
| JP Morgan Mortgage Trust Series 2026-ACES1 | 0 | 20,421,533 | 20,421,533 | 0.51% | $20.32M |
| Citigroup Inc., Series AA | 0 | 18,914,000 | 18,914,000 | 0.49% | $19.57M |
| BARC 2026-CES1 A1A 4.845% 01/25/2056 144A | 0 | 19,441,759 | 19,441,759 | 0.48% | $19.27M |
| US TREASURY N/B | 0 | 19,000,000 | 19,000,000 | 0.47% | $18.83M |
| RCKT MORTGAGE TRUST 2026-CES2 4.762% 02/01/2056 144A | 0 | 18,674,977 | 18,674,977 | 0.46% | $18.48M |
| St Lawrence Funding LLC 0.00 04/01/2026 | 0 | 17,750,000 | 17,750,000 | 0.44% | $17.75M |
| RCKT Mortgage Trust 2026-CES3 | 0 | 17,125,000 | 17,125,000 | 0.43% | $17.07M |
| Santander Mortgage Asset Receivable Trust 2026-CES1 | 0 | 16,774,075 | 16,774,075 | 0.42% | $16.66M |
| PRKCM 2026-AFC1 A1 | 0 | 16,145,441 | 16,145,441 | 0.40% | $15.99M |
| SANTANDER MORTGAGE ASSET RECEIV SER 2025-CES1 CL A1A V/R REGD 144A P/P 5.03600000 | 0 | 15,518,712 | 15,518,712 | 0.39% | $15.46M |
| Trackside Rail LLC | 0 | 15,566,000 | 15,566,000 | 0.39% | $15.41M |
| Purchasing Power Funding 2026-A LLC | 0 | 15,112,000 | 15,112,000 | 0.38% | $15.03M |
| FIP Master Funding LLC | 0 | 14,863,000 | 14,863,000 | 0.37% | $14.86M |
| Stack Infrastructure Issuer LLC 5.00 | 0 | 14,950,741 | 14,950,741 | 0.36% | $14.42M |
| RKTL 2026-1A 4.31% 02/26/2035 144A | 0 | 12,663,076 | 12,663,076 | 0.32% | $12.65M |
| G2SF 5 4/26 | 0 | 12,504,000 | 12,504,000 | 0.31% | $12.39M |
| Santander Mortgage Asset Receivable Trust 2026-NQM3 | 0 | 12,228,357 | 12,228,357 | 0.31% | $12.21M |
| SAN 2026-NQM2 A1 | 0 | 12,123,111 | 12,123,111 | 0.30% | $12.00M |
| MSRM 2026-NQM2 A1 | 0 | 11,551,173 | 11,551,173 | 0.29% | $11.45M |
| HOMES 2025-AFC3 Trust | 0 | 11,309,232 | 11,309,232 | 0.28% | $11.28M |
| LLOYDS BANKING GROUP PLC JR SUBORDINA 12/99 VAR | 0 | 10,678,000 | 10,678,000 | 0.28% | $11.22M |
| SAUDI INT BOND | 0 | 11,250,000 | 11,250,000 | 0.27% | $10.98M |
| ING Groep NV (pfd) 4.88% 05/16/2174 Perpetual | 0 | 11,480,000 | 11,480,000 | 0.27% | $10.83M |
| Romania Government Bond | 0 | 11,000,000 | 11,000,000 | 0.26% | $10.23M |
| SVC ABS LLC | 0 | 9,818,098 | 9,818,098 | 0.25% | $9.82M |
| HUNTINGTON BANCS | 0 | 9,345,000 | 9,345,000 | 0.23% | $9.21M |
| Provident Funding Mortgage Trust 2025-4 | 0 | 9,164,364 | 9,164,364 | 0.23% | $9.18M |
| HSBC HOLDINGS PLC JR SUBORDINA 12/99 VAR | 0 | 8,387,000 | 8,387,000 | 0.21% | $8.38M |
| BLUE OWL TECHNOL | 0 | 8,430,000 | 8,430,000 | 0.21% | $8.34M |
| Prologis Targeted US Logistics Fund LP | 0 | 8,360,000 | 8,360,000 | 0.20% | $8.13M |
| RNL PH Owner LLC | 0 | 8,213,490 | 8,213,490 | 0.20% | $8.10M |
| ALPHABET INC | 0 | 7,320,000 | 7,320,000 | 0.18% | $7.23M |
| Goldman Sachs Private Credit Corp | 0 | 6,945,000 | 6,945,000 | 0.17% | $6.84M |
| Maple Parent Holdings Corp. | 0 | 6,443,000 | 6,443,000 | 0.16% | $6.40M |
| VORNADO REALTY LP SR UNSECURED 02/33 5.75 | 0 | 6,505,000 | 6,505,000 | 0.16% | $6.38M |
| US TREASURY N/B | 0 | 6,500,000 | 6,500,000 | 0.16% | $6.38M |
| US TREASURY N/B | 0 | 6,500,000 | 6,500,000 | 0.16% | $6.35M |
| OCINCC 7.75 09/16/27 * | 0 | 6,120,000 | 6,120,000 | 0.16% | $6.21M |
| SALESFORCE INC | 0 | 6,110,000 | 6,110,000 | 0.15% | $6.10M |
| ALVGR V6.35 09/06/53 144A | 0 | 5,800,000 | 5,800,000 | 0.15% | $6.04M |
| Dominion Energy, Inc., Series C | 0 | 5,989,000 | 5,989,000 | 0.15% | $5.90M |
| EXPAND ENRGY | 0 | 5,830,000 | 5,830,000 | 0.15% | $5.88M |
| Dresdner Funding Trust I 8.15 06/30/2031 | 0 | 5,455,000 | 5,455,000 | 0.15% | $5.85M |
| FEDEX FREIGHT HO | 0 | 6,031,000 | 6,031,000 | 0.15% | $5.84M |
| Takeoff Merger Sub Inc | 0 | 5,820,000 | 5,820,000 | 0.14% | $5.75M |
| ABBOTT LABS | 0 | 5,783,000 | 5,783,000 | 0.14% | $5.66M |
| CAPITAL ONE FINL | 0 | 5,370,000 | 5,370,000 | 0.13% | $5.29M |
| ALPHABET INC | 0 | 5,065,000 | 5,065,000 | 0.13% | $5.05M |
| Glencore Funding LLC | 0 | 5,030,000 | 5,030,000 | 0.13% | $5.04M |
| AMAZON.COM INC | 0 | 5,060,000 | 5,060,000 | 0.13% | $5.01M |
| WEBSTER FINL | 0 | 4,865,000 | 4,865,000 | 0.12% | $4.94M |
| ORACLE CORP | 0 | 5,035,000 | 5,035,000 | 0.12% | $4.90M |
| EQUINIX EU 2 FIN | 0 | 5,030,000 | 5,030,000 | 0.12% | $4.89M |
| JPMORGAN CHASE | 0 | 5,920,000 | 5,920,000 | 0.12% | $4.84M |
| BANCO SANTANDER SA REGD V/R /PERP/ SER * 9.62500000 | 0 | 4,400,000 | 4,400,000 | 0.12% | $4.74M |
| ALPHABET INC | 0 | 4,555,000 | 4,555,000 | 0.11% | $4.54M |
| SALESFORCE INC | 0 | 4,490,000 | 4,490,000 | 0.11% | $4.48M |
| Avolon Holdings Funding Ltd | 0 | 4,667,000 | 4,667,000 | 0.11% | $4.47M |
| HONEYWELL AEROSP | 0 | 4,495,000 | 4,495,000 | 0.11% | $4.46M |
| AMCOR FLEXIBLES | 0 | 4,577,000 | 4,577,000 | 0.11% | $4.45M |
| ABBOTT LABS | 0 | 4,515,000 | 4,515,000 | 0.11% | $4.43M |
| ANTERO RESOURCES CORP SR UNSEC 5.4% 02-01-36 | 0 | 4,379,000 | 4,379,000 | 0.11% | $4.31M |
| WORKDAY INC | 0 | 4,615,000 | 4,615,000 | 0.11% | $4.29M |
| CHTR 4.75 03/01/30 144A | 0 | 4,464,000 | 4,464,000 | 0.11% | $4.24M |
| GOLDMAN SACHS BD GSBD 5.1 01/28/29 | 0 | 4,302,000 | 4,302,000 | 0.10% | $4.18M |
| SUMITOMO MITSU | 0 | 4,255,000 | 4,255,000 | 0.10% | $4.13M |
| VALERO ENERGY | 0 | 4,167,000 | 4,167,000 | 0.10% | $4.11M |
| AMAZON.COM INC | 0 | 4,135,000 | 4,135,000 | 0.10% | $4.10M |
| CAPITAL ONE FINL | 0 | 4,126,000 | 4,126,000 | 0.10% | $4.04M |
| ATWALD 5 1/4 01/15/33 | 0 | 4,135,000 | 4,135,000 | 0.10% | $4.01M |
| LOEWS CORP | 0 | 3,740,000 | 3,740,000 | 0.09% | $3.66M |
| HSBC Holdings PLC | 0 | 3,562,000 | 3,562,000 | 0.09% | $3.52M |
| JPMORGAN CHASE | 0 | 3,500,000 | 3,500,000 | 0.09% | $3.45M |
| Omnicom Group Inc | 0 | 3,454,000 | 3,454,000 | 0.08% | $3.37M |
| SALESFORCE INC | 0 | 3,275,000 | 3,275,000 | 0.08% | $3.29M |
| JEFFERIES GROUP | 0 | 3,422,000 | 3,422,000 | 0.08% | $3.29M |
| IBM CORP | 0 | 3,360,000 | 3,360,000 | 0.08% | $3.21M |
| OBX 2025-NQM21 Trust 4.99 | 0 | 3,225,970 | 3,225,970 | 0.08% | $3.21M |
| NOVARTIS CAPITAL | 0 | 3,170,000 | 3,170,000 | 0.08% | $3.16M |
| BANK OF AMER CRP | 0 | 3,840,000 | 3,840,000 | 0.08% | $3.12M |
| CREDIT AGRICOLE SA MTN 4.750000% MATURITY: PERPETUAL | 0 | 3,198,000 | 3,198,000 | 0.08% | $3.05M |
| EATON CORP | 0 | 3,015,000 | 3,015,000 | 0.07% | $2.97M |
| GOLDMAN SACHS GP | 0 | 3,030,000 | 3,030,000 | 0.07% | $2.96M |
| GOLDMAN SACHS GP | 0 | 3,025,000 | 3,025,000 | 0.07% | $2.96M |
| BROADCOM INC | 0 | 2,965,000 | 2,965,000 | 0.07% | $2.92M |
| ABN AMRO BANK NV REGD V/R 144A P/P MTN 3.32400000 | 0 | 3,200,000 | 3,200,000 | 0.07% | $2.86M |
| AIRBNB INC | 0 | 2,815,000 | 2,815,000 | 0.07% | $2.82M |
| CHENIERE ENERGY | 0 | 2,807,000 | 2,807,000 | 0.07% | $2.80M |
| Banco Bilbao Vizcaya Argentaria S.A. | 0 | 2,537,000 | 2,537,000 | 0.07% | $2.74M |
| Maple Parent Holdings Corp. | 0 | 2,655,000 | 2,655,000 | 0.07% | $2.64M |
| SIERRA PAC POWER | 0 | 2,648,000 | 2,648,000 | 0.07% | $2.63M |
| WELLS FARGO CO | 0 | 2,745,000 | 2,745,000 | 0.07% | $2.60M |
| MARRIOTT INTL | 0 | 2,620,000 | 2,620,000 | 0.06% | $2.49M |
| AIRBNB INC | 0 | 2,490,000 | 2,490,000 | 0.06% | $2.49M |
| Glencore Funding LLC | 0 | 2,415,000 | 2,415,000 | 0.06% | $2.41M |
| EATON CORP | 0 | 2,310,000 | 2,310,000 | 0.06% | $2.28M |
| ORACLE CORP | 0 | 2,334,000 | 2,334,000 | 0.06% | $2.25M |
| BMRN 5 1/2 02/15/34 | 0 | 2,265,000 | 2,265,000 | 0.06% | $2.23M |
| Societe Generale SA (pfd) 6.75% 10/06/2174 Perpetual | 0 | 2,220,000 | 2,220,000 | 0.06% | $2.21M |
| OCCIDENTAL PETE | 0 | 2,150,000 | 2,150,000 | 0.05% | $2.20M |
| GOLDMAN SACHS GP | 0 | 2,285,000 | 2,285,000 | 0.05% | $2.18M |
| HSBC Holdings PLC, Series | 0 | 2,160,000 | 2,160,000 | 0.05% | $2.18M |
| O'REILLY AUTOMOT | 0 | 2,185,000 | 2,185,000 | 0.05% | $2.16M |
| ENERGY TRANS | 0 | 2,295,000 | 2,295,000 | 0.05% | $2.15M |
| GLP Capital LP / GLP Financing II Inc | 0 | 2,135,000 | 2,135,000 | 0.05% | $2.08M |
| DISCOVERY COMMUN | 0 | 2,155,000 | 2,155,000 | 0.05% | $2.04M |
| CHENIERE ENERGY | 0 | 2,044,000 | 2,044,000 | 0.05% | $2.02M |
| Societe Generale SA (pfd) 10.00% 05/14/2174 Perpetual | 0 | 1,860,000 | 1,860,000 | 0.05% | $2.01M |
| KEYCORP | 0 | 1,550,000 | 1,550,000 | 0.04% | $1.64M |
| OCCIDENTAL PETE | 0 | 2,125,000 | 2,125,000 | 0.04% | $1.60M |
| NOVARTIS CAPITAL | 0 | 1,585,000 | 1,585,000 | 0.04% | $1.60M |
| HONEYWELL AEROSP | 0 | 1,606,000 | 1,606,000 | 0.04% | $1.59M |
| Ford Motor Credit Co LLC | 0 | 1,615,000 | 1,615,000 | 0.04% | $1.59M |
| INTEL CORP | 0 | 1,900,000 | 1,900,000 | 0.04% | $1.55M |
| ITC Holdings Corp | 0 | 1,533,000 | 1,533,000 | 0.04% | $1.54M |
| Emera US Finance LLC | 0 | 1,533,000 | 1,533,000 | 0.04% | $1.53M |
| DTE ELECTRIC CO | 0 | 1,558,000 | 1,558,000 | 0.04% | $1.51M |
| DTE ELECTRIC CO | 0 | 1,398,000 | 1,398,000 | 0.03% | $1.37M |
| ENTERGY LA LLC | 0 | 1,377,000 | 1,377,000 | 0.03% | $1.34M |
| University of California College of the Law San Francisco 6.09% 08/01/2055 | 0 | 955,000 | 955,000 | 0.02% | $963.26K |
| University of California College of the Law San Francisco 5.99% 08/01/2050 | 0 | 835,000 | 835,000 | 0.02% | $838.91K |
| State Street Navigator Securities Lending Portfolio II | 0 | 538,751 | 538,751 | 0.01% | $538.75K |
| TRS SPDR GOLD MINISHARES TRUST | 0 | 3 | 3 | 0.01% | $526.44K |
| ZURN ELKAY WATER SOLUTIONS CORP | 0 | 1 | 1 | 0.01% | $445.62K |
| ICON Investments Six DAC | 0 | 5,000 | 5,000 | 0.00% | $5.03K |
| Security | Shares Dec 2025 | Shares Mar 2026 | Δ shares | End % | Δ value |
|---|---|---|---|---|---|
| FNCL 5 1/26 | 105,900,000 | 0 | -105,900,000 | 0.00% | -$105.63M |
| Fixed Income Clearing Corp 3.82 01/02/2026 | 101,759,000 | 0 | -101,759,000 | 0.00% | -$101.76M |
| US TREASURY N/B | 100,000,000 | 0 | -100,000,000 | 0.00% | -$101.29M |
| FN CB5542 | 36,911,712 | 0 | -36,911,712 | 0.00% | -$37.66M |
| Overwatch Bravo Funding LLC 0.00 01/02/2026 | 33,900,000 | 0 | -33,900,000 | 0.00% | -$33.90M |
| US TREASURY N/B | 32,000,000 | 0 | -32,000,000 | 0.00% | -$32.01M |
| FANNIE MAE | 29,724,000 | 0 | -29,724,000 | 0.00% | -$28.34M |
| Fannie Mae Pool 3.50 | 30,009,195 | 0 | -30,009,195 | 0.00% | -$27.92M |
| Freddie Mac Pool 6.00 | 26,914,938 | 0 | -26,914,938 | 0.00% | -$27.85M |
| US TREASURY N/B | 27,000,000 | 0 | -27,000,000 | 0.00% | -$27.02M |
| FREDDIE MAC POOL FR SD2184 | 22,775,015 | 0 | -22,775,015 | 0.00% | -$23.52M |
| BANK5 BANK5 2024 5YR7 A3 | 22,036,000 | 0 | -22,036,000 | 0.00% | -$23.01M |
| Danske Bank A/S (pfd) 4.38% 11/18/2174 Perpetual | 22,550,000 | 0 | -22,550,000 | 0.00% | -$22.54M |
| Fannie Mae Pool 6.50 | 20,898,604 | 0 | -20,898,604 | 0.00% | -$21.80M |
| Uniform Mortgage-Backed Securities | 19,969,981 | 0 | -19,969,981 | 0.00% | -$20.81M |
| Freddie Mac Pool 5.50 | 20,301,562 | 0 | -20,301,562 | 0.00% | -$20.75M |
| Fannie Mae Pool 6.00 | 19,824,172 | 0 | -19,824,172 | 0.00% | -$20.42M |
| Nordea Bank Abp (pfd) 6.63% 09/26/2174 Perpetual | 18,945,000 | 0 | -18,945,000 | 0.00% | -$19.18M |
| FNMA 30YR 6% 09/01/2053#CB7123 | 18,281,301 | 0 | -18,281,301 | 0.00% | -$19.02M |
| Fannie Mae Pool 3.50 | 20,165,769 | 0 | -20,165,769 | 0.00% | -$18.95M |
| C V3.875 PERP X | 18,915,000 | 0 | -18,915,000 | 0.00% | -$18.92M |
| BX Trust 2023-LIFE 5.05 | 18,507,000 | 0 | -18,507,000 | 0.00% | -$18.37M |
| PRKCM 2025-AFC1 Trust 5.10 | 17,698,852 | 0 | -17,698,852 | 0.00% | -$17.74M |
| JP Morgan Mortgage Trust 2024-11 6.00 | 16,076,472 | 0 | -16,076,472 | 0.00% | -$16.22M |
| Wells Fargo & Co., Series BB | 13,975,000 | 0 | -13,975,000 | 0.00% | -$13.94M |
| Madison Park Funding Lxviii Ltd 5.68 | 13,825,000 | 0 | -13,825,000 | 0.00% | -$13.87M |
| GoldenTree Loan Management US CLO 23 Ltd 5.63 | 13,825,000 | 0 | -13,825,000 | 0.00% | -$13.86M |
| Elmwood CLO 37 Ltd., Series 2024-13A, Class C | 13,825,000 | 0 | -13,825,000 | 0.00% | -$13.85M |
| Fannie Mae Pool 3.00 | 15,129,451 | 0 | -15,129,451 | 0.00% | -$13.55M |
| CAPITAL AUTOMOTIVE REIT SER 2024-2A CL A1 REGD 144A P/P 4.90000000 | 12,731,354 | 0 | -12,731,354 | 0.00% | -$12.73M |
| G2SF 5 1/26 | 12,504,000 | 0 | -12,504,000 | 0.00% | -$12.48M |
| Hqla Funding LLC 0.00 01/02/2026 | 12,400,000 | 0 | -12,400,000 | 0.00% | -$12.40M |
| BLUE OWL TECHNOL | 12,035,000 | 0 | -12,035,000 | 0.00% | -$12.12M |
| Ellington Financial Mortgage Trust, Series 2025-CES2, Class A1A | 11,943,270 | 0 | -11,943,270 | 0.00% | -$12.09M |
| FN CB7133 | 11,485,538 | 0 | -11,485,538 | 0.00% | -$11.83M |
| WOODWARD CAPITAL MANAGEMENT RCKT 2024 CES4 A1A 144A | 11,592,228 | 0 | -11,592,228 | 0.00% | -$11.74M |
| FANNIE MAE | 10,000,000 | 0 | -10,000,000 | 0.00% | -$11.28M |
| Saluda Grade Alternative Mortgage Trust, Series 2024-CES1, Class A1 | 10,902,922 | 0 | -10,902,922 | 0.00% | -$11.04M |
| HWIRE 2024-1A A2 | 10,375,000 | 0 | -10,375,000 | 0.00% | -$10.56M |
| US TREASURY N/B | 10,500,000 | 0 | -10,500,000 | 0.00% | -$10.46M |
| Aligned Data Centers Issuer LLC, Series 2021-1A, Class B | 10,582,000 | 0 | -10,582,000 | 0.00% | -$10.40M |
| US TREASURY N/B | 10,000,000 | 0 | -10,000,000 | 0.00% | -$10.12M |
| ING Groep NV (pfd) 5.75% 11/16/2174 Perpetual | 9,385,000 | 0 | -9,385,000 | 0.00% | -$9.44M |
| MORGAN STANLEY | 9,102,000 | 0 | -9,102,000 | 0.00% | -$9.13M |
| MFA 2024-NQM1 Trust 6.58 | 8,882,040 | 0 | -8,882,040 | 0.00% | -$9.01M |
| WOODWARD CAPITAL MANAGEMENT RCKT 2024 CES8 A1A 144A | 8,853,529 | 0 | -8,853,529 | 0.00% | -$8.92M |
| PK Alift Loan Funding 3 LP, Series 2024-1, Class A1 | 8,469,870 | 0 | -8,469,870 | 0.00% | -$8.67M |
| TOWD POINT MORTGAGE TRUST TPMT 2024 CES3 A1 144A | 8,252,547 | 0 | -8,252,547 | 0.00% | -$8.36M |
| Flexential Issuer, LLC | 8,457,143 | 0 | -8,457,143 | 0.00% | -$8.34M |
| BRAVO Residential Funding Trust, Series 2025-NQM3, Class A1 | 7,599,218 | 0 | -7,599,218 | 0.00% | -$7.67M |
| AMAZON.COM INC | 7,490,000 | 0 | -7,490,000 | 0.00% | -$7.46M |
| Bank of Nova Scotia (The) | 7,022,000 | 0 | -7,022,000 | 0.00% | -$7.46M |
| LLOYDS BANKING GROUP PLC REGD V/R /PERP/ 6.75000000 | 7,117,000 | 0 | -7,117,000 | 0.00% | -$7.20M |
| TMUS 6.7 12/15/33 | 5,718,000 | 0 | -5,718,000 | 0.00% | -$6.41M |
| Magnetite Xli Ltd 5.64 | 6,375,000 | 0 | -6,375,000 | 0.00% | -$6.40M |
| AMERICAN HONDA F | 6,230,000 | 0 | -6,230,000 | 0.00% | -$6.23M |
| SOUTHWEST AIR | 6,120,000 | 0 | -6,120,000 | 0.00% | -$6.13M |
| ESSEX PORTFOLIO | 5,730,000 | 0 | -5,730,000 | 0.00% | -$5.62M |
| TIME WARNER CABL | 5,401,000 | 0 | -5,401,000 | 0.00% | -$5.52M |
| GOLDMAN SACHS GP | 5,470,000 | 0 | -5,470,000 | 0.00% | -$5.46M |
| Foundry JV Holdco LLC | 5,252,000 | 0 | -5,252,000 | 0.00% | -$5.42M |
| Goodgreen Trust, Series 2020-1A, Class A | 6,398,090 | 0 | -6,398,090 | 0.00% | -$5.34M |
| AMPHENOL CORP | 5,250,000 | 0 | -5,250,000 | 0.00% | -$5.15M |
| GOODGREEN TRUST GOODG 2018 1A A 144A | 5,410,882 | 0 | -5,410,882 | 0.00% | -$5.04M |
| Presidencia da Republica | 4,874,000 | 0 | -4,874,000 | 0.00% | -$5.03M |
| NEWMNT / NEWCRST | 4,635,000 | 0 | -4,635,000 | 0.00% | -$4.85M |
| Woodward Capital Management Series 24-CES3 Class A1A | 4,733,755 | 0 | -4,733,755 | 0.00% | -$4.81M |
| CHILE | 4,940,000 | 0 | -4,940,000 | 0.00% | -$4.78M |
| CHENIERE ENERGY | 4,735,000 | 0 | -4,735,000 | 0.00% | -$4.73M |
| BLUE OWL TECHNOL | 4,535,000 | 0 | -4,535,000 | 0.00% | -$4.64M |
| LPL Holdings, Inc. | 4,535,000 | 0 | -4,535,000 | 0.00% | -$4.63M |
| HCA INC | 4,808,000 | 0 | -4,808,000 | 0.00% | -$4.59M |
| COLUMBIA PIPE OC | 4,155,000 | 0 | -4,155,000 | 0.00% | -$4.45M |
| Shackleton 2017-XI Clo Ltd 5.76 | 4,422,874 | 0 | -4,422,874 | 0.00% | -$4.43M |
| OBX Trust | 4,353,628 | 0 | -4,353,628 | 0.00% | -$4.41M |
| GLENCORE FDG LLC | 4,170,000 | 0 | -4,170,000 | 0.00% | -$4.29M |
| Wynnton Funding Trust II | 4,201,000 | 0 | -4,201,000 | 0.00% | -$4.24M |
| SIEMENS FINANCIERINGSMAATSCHAPPIJ NV 144A LIFE SR UNSEC 1.2% 03-11-26 | 4,250,000 | 0 | -4,250,000 | 0.00% | -$4.23M |
| NISOURCE INC | 4,063,000 | 0 | -4,063,000 | 0.00% | -$4.16M |
| MERCK & CO INC | 4,167,000 | 0 | -4,167,000 | 0.00% | -$4.15M |
| REPSOL E+P CAP MARKETS COMPANY GUAR 144A 09/30 5.204 | 3,866,000 | 0 | -3,866,000 | 0.00% | -$3.92M |
| DUKE ENERGY PROG | 3,806,000 | 0 | -3,806,000 | 0.00% | -$3.83M |
| FANNIE MAE | 4,300,000 | 0 | -4,300,000 | 0.00% | -$3.80M |
| ENI SPA | 3,784,000 | 0 | -3,784,000 | 0.00% | -$3.76M |
| BEACON TRUST | 3,665,000 | 0 | -3,665,000 | 0.00% | -$3.73M |
| TENN VALLEY AUTH | 4,000,000 | 0 | -4,000,000 | 0.00% | -$3.52M |
| AMERICAN TOWER | 3,374,000 | 0 | -3,374,000 | 0.00% | -$3.46M |
| SOUTHERN CO | 3,408,000 | 0 | -3,408,000 | 0.00% | -$3.42M |
| BLUE OWL CAPITAL | 3,376,000 | 0 | -3,376,000 | 0.00% | -$3.41M |
| CNO FINANCIAL | 3,076,000 | 0 | -3,076,000 | 0.00% | -$3.26M |
| SPRINT CAP CORP | 2,659,000 | 0 | -2,659,000 | 0.00% | -$2.85M |
| STOAU 5.75 11/13/35 144A | 2,820,000 | 0 | -2,820,000 | 0.00% | -$2.81M |
| JPMORGAN CHASE | 2,644,000 | 0 | -2,644,000 | 0.00% | -$2.73M |
| Fannie Mae Pool 4.50 | 2,639,793 | 0 | -2,639,793 | 0.00% | -$2.66M |
| FOUNDRY JV HOLDC | 2,535,000 | 0 | -2,535,000 | 0.00% | -$2.61M |
| INTEL CORP | 2,709,000 | 0 | -2,709,000 | 0.00% | -$2.50M |
| SOLSTICE ADVANCED MATERI SR UNSECURED 144A 09/33 5.625 | 2,470,000 | 0 | -2,470,000 | 0.00% | -$2.49M |
| INTESA SANPAOLO SPA SUBORDINATED 144A 06/42 VAR | 2,640,000 | 0 | -2,640,000 | 0.00% | -$2.25M |
| Mountain View CLO 2017-2 LLC 5.86 | 2,226,572 | 0 | -2,226,572 | 0.00% | -$2.23M |
| VENTAS REALTY LP | 2,226,000 | 0 | -2,226,000 | 0.00% | -$2.21M |
| ORACLE CORP | 2,658,000 | 0 | -2,658,000 | 0.00% | -$2.12M |
| NORTHROP GRUMMAN | 2,113,000 | 0 | -2,113,000 | 0.00% | -$2.10M |
| CARLISLE COS INC | 1,995,000 | 0 | -1,995,000 | 0.00% | -$2.02M |
| ICON INVESTMENTS SIX DESIGNATED ACTIVITY CO 6% 05/08/2034 | 1,886,000 | 0 | -1,886,000 | 0.00% | -$2.00M |
| EASTERN ENERGY | 1,884,000 | 0 | -1,884,000 | 0.00% | -$1.82M |
| Societe Generale SA (pfd) 4.75% 11/26/2174 Perpetual | 1,816,000 | 0 | -1,816,000 | 0.00% | -$1.81M |
| VERIZON COMM INC | 1,714,000 | 0 | -1,714,000 | 0.00% | -$1.71M |
| FN 995752 | 1,629,466 | 0 | -1,629,466 | 0.00% | -$1.64M |
| GCAT 2021-NQM1 Trust 1.15 | 1,802,307 | 0 | -1,802,307 | 0.00% | -$1.62M |
| RWE FINANCE US LLC COMPANY GUAR 144A 09/35 5.125 | 1,577,000 | 0 | -1,577,000 | 0.00% | -$1.57M |
| Fannie Mae Connecticut Avenue Securities 6.99 | 1,489,168 | 0 | -1,489,168 | 0.00% | -$1.52M |
| HYATT HOTELS | 1,365,000 | 0 | -1,365,000 | 0.00% | -$1.43M |
| REPSOL E&P CAP MARKETS REGD 144A P/P 5.97600000 | 1,309,000 | 0 | -1,309,000 | 0.00% | -$1.34M |
| FREDDIE MAC | 1,000,000 | 0 | -1,000,000 | 0.00% | -$1.13M |
| Hyundai Capital America | 1,046,000 | 0 | -1,046,000 | 0.00% | -$1.11M |
| SRFC 2021-1A C | 900,335 | 0 | -900,335 | 0.00% | -$898.65K |
| Vine Engergy Holdings LLC | 743,000 | 0 | -743,000 | 0.00% | -$747.42K |
| TRUST 2401 SR UNSECURED 144A 01/30 4.869 | 598,000 | 0 | -598,000 | 0.00% | -$589.42K |
| GLENCORE FDG LLC | 590,000 | 0 | -590,000 | 0.00% | -$587.42K |
| Fannie Mae Pool 4.50 | 563,387 | 0 | -563,387 | 0.00% | -$568.56K |
| G2 4853 | 564,911 | 0 | -564,911 | 0.00% | -$552.61K |
| Fannie Mae Pool 4.50 | 517,586 | 0 | -517,586 | 0.00% | -$521.85K |
| FN AI9851 | 361,856 | 0 | -361,856 | 0.00% | -$363.85K |
| Fannie Mae Pool 4.50 | 359,605 | 0 | -359,605 | 0.00% | -$362.86K |
| TRUST FIBRAUNO SR UNSECURED 144A 01/30 4.869 | 309,000 | 0 | -309,000 | 0.00% | -$302.60K |
| COMMERCIAL METALS CO SR UNSECURED 144A 12/35 6 | 215,000 | 0 | -215,000 | 0.00% | -$220.53K |
| UKG 10YR FUT G H6 03-27-26 | 188 | 0 | -188 | 0.00% | -$170.81K |
| GNII II 7.00% 4/26 #002202 | 9 | 0 | -9 | 0.00% | -$10 |
| GN 423986 | 8 | 0 | -8 | 0.00% | -$8 |
| US 10YR NOTE (CBT)Mar26 | 334 | 0 | -334 | 0.00% | $64.18K |
| Security | Shares Dec 2025 | Shares Mar 2026 | Δ shares | End % | Δ value |
|---|---|---|---|---|---|
| US TREASURY N/B | 51,000,000 | 56,500,000 | 5,500,000 | 1.39% | $4.97M |
| Swedbank AB (pfd) 7.63% 09/17/2174 Perpetual | 11,000,000 | 14,600,000 | 3,600,000 | 0.38% | $3.49M |
| Bank of Nova Scotia (The) | 6,470,000 | 13,107,000 | 6,637,000 | 0.34% | $6.78M |
| MICRON TECH | 7,615,000 | 10,960,000 | 3,345,000 | 0.29% | $3.58M |
| METLIFE INC | 6,347,000 | 10,397,000 | 4,050,000 | 0.27% | $3.96M |
| LIBMUT V4.125 12/15/51 144A | 5,905,000 | 10,245,000 | 4,340,000 | 0.25% | $4.19M |
| Bank of Montreal | 5,034,000 | 8,591,000 | 3,557,000 | 0.22% | $3.48M |
| PIEDMONT OPERAT | 823,000 | 8,138,000 | 7,315,000 | 0.21% | $7.65M |
| BLACKSTONE PRIVA | 5,800,000 | 5,968,000 | 168,000 | 0.15% | -$37.67K |
| COMMONWEALTH EDI | 1,482,000 | 4,722,000 | 3,240,000 | 0.12% | $3.25M |
| APPLOVIN CORP | 1,924,000 | 4,176,000 | 2,252,000 | 0.11% | $2.22M |
| Venture Global Plaquemines LNG, LLC | 2,963,000 | 3,435,000 | 472,000 | 0.09% | $604.05K |
| BAXTER INTL | 1,700,000 | 3,525,000 | 1,825,000 | 0.09% | $1.77M |
| CENTENE CORP | 1,475,000 | 2,010,000 | 535,000 | 0.05% | $477.67K |
| US 2YR NOTE (CBT) Mar26 | -284 | 1,560 | 1,844 | 0.02% | $653.18K |
| US LONG BOND(CBT) Mar26 | 741 | 1,284 | 543 | -0.07% | -$1.96M |
| Security | Shares Dec 2025 | Shares Mar 2026 | Δ shares | End % | Δ value |
|---|---|---|---|---|---|
| US TREASURY N/B | 161,000,000 | 106,000,000 | -55,000,000 | 2.70% | -$57.72M |
| US TREASURY N/B | 105,000,000 | 58,000,000 | -47,000,000 | 1.42% | -$47.03M |
| GNII II 4% 04/20/2054#MA9602 | 51,649,649 | 51,214,862 | -434,787 | 1.20% | -$927.67K |
| Fannie Mae Pool 5.00 | 44,570,495 | 43,953,350 | -617,145 | 1.09% | -$1.07M |
| Fannie Mae Pool 4.50 | 44,419,896 | 35,282,181 | -9,137,715 | 0.86% | -$9.34M |
| G2 MA8267 | 34,757,194 | 34,000,019 | -757,175 | 0.81% | -$939.14K |
| G2 MA8347 | 32,704,348 | 31,937,740 | -766,608 | 0.78% | -$976.60K |
| FN FS6931 | 31,327,709 | 29,870,732 | -1,456,978 | 0.76% | -$1.69M |
| G2 MA8268 | 31,251,790 | 30,525,957 | -725,833 | 0.74% | -$945.60K |
| Freddie Mac Pool 4.00 | 28,478,251 | 27,854,124 | -624,127 | 0.66% | -$800.71K |
| Ginnie Mae II Pool 5.00 | 26,865,075 | 26,353,040 | -512,035 | 0.66% | -$669.54K |
| Federal National Mortgage Association, Inc. | 27,051,113 | 25,638,322 | -1,412,791 | 0.65% | -$1.67M |
| FNMA, 30 Year | 27,978,628 | 27,397,476 | -581,152 | 0.56% | -$537.24K |
| CHASE HOME LENDING MORTGAGE TRUST SERIES 2 SER 2025-9 CL A4A V/R REGD 144A P/P 5.50000000 | 23,483,519 | 20,872,710 | -2,610,809 | 0.52% | -$2.75M |
| FNMA UMBS, 30 Year | 23,229,613 | 22,708,660 | -520,953 | 0.52% | -$655.32K |
| Fannie Mae Pool 3.50 | 22,753,596 | 22,393,414 | -360,182 | 0.52% | -$612.15K |
| US TREASURY N/B | 110,000,000 | 20,000,000 | -90,000,000 | 0.50% | -$91.80M |
| PMT Loan Trust 2025-J2 5.50 | 26,061,895 | 20,093,413 | -5,968,482 | 0.50% | -$6.16M |
| US TREASURY N/B | 68,000,000 | 20,000,000 | -48,000,000 | 0.49% | -$48.01M |
| FR SD1694 | 28,712,206 | 19,555,203 | -9,157,004 | 0.47% | -$9.27M |
| Provident Funding Mortgage Trust, Series 2025-1, Class A3 | 21,086,304 | 18,700,354 | -2,385,950 | 0.47% | -$2.48M |
| Fannie Mae Pool 5.00 | 18,943,695 | 18,440,819 | -502,876 | 0.46% | -$685.78K |
| Freddie Mac Pool 3.50 | 20,081,722 | 19,695,344 | -386,379 | 0.46% | -$562.35K |
| Freddie Mac Pool 2.50 | 21,752,332 | 21,336,533 | -415,799 | 0.45% | -$445.08K |
| Fannie Mae Pool 2.50 | 20,974,358 | 20,681,047 | -293,311 | 0.44% | -$328.98K |
| SCHW V4 PERP I | 18,259,000 | 17,579,000 | -680,000 | 0.44% | -$687.82K |
| Chase Home Lending Mortgage Trust 2025-8 6.00 | 19,146,858 | 17,321,211 | -1,825,647 | 0.44% | -$2.00M |
| FNMA POOL MA4786 FN 10/52 FIXED 5.5 | 17,689,093 | 16,938,855 | -750,237 | 0.43% | -$920.75K |
| Fannie Mae Pool 4.00 | 18,527,736 | 18,015,097 | -512,639 | 0.43% | -$600.72K |
| Uniform Mortgage-Backed Securities | 19,730,999 | 19,313,182 | -417,817 | 0.41% | -$410.62K |
| Freddie Mac Pool 3.00 | 19,128,327 | 18,721,322 | -407,005 | 0.41% | -$473.27K |
| Sequoia Mortgage Trust 2025-7 5.50 | 19,418,243 | 16,250,726 | -3,167,516 | 0.41% | -$3.22M |
| FANNIE MAE REMICS FNR 2023-39 AI | 127,490,092 | 125,367,045 | -2,123,047 | 0.39% | -$536.09K |
| FN FS2462 | 17,955,072 | 17,598,150 | -356,922 | 0.39% | -$432.26K |
| MP LLC, Series 2025-1A, Class A | 15,726,795 | 15,601,965 | -124,831 | 0.39% | -$260.84K |
| MSAIC 2023-2A A | 16,251,988 | 15,912,325 | -339,663 | 0.38% | -$446.88K |
| Freddie Mac Pool 4.00 | 16,308,206 | 16,068,628 | -239,578 | 0.38% | -$375.69K |
| TPMT 2024-1 A1 | 15,563,208 | 14,637,056 | -926,152 | 0.37% | -$944.82K |
| BRAVO RESIDENTIAL FUNDING TRUST 2024 RPL1 SER 2024-RPL1 CL A1 V/R REGD 144A P/P 3.25000000 | 15,968,301 | 15,585,381 | -382,920 | 0.36% | -$456.35K |
| Freddie Mac Pool 3.00 | 16,598,768 | 16,263,019 | -335,749 | 0.36% | -$394.53K |
| Fannie Mae Pool 5.00 | 14,480,215 | 14,288,893 | -191,322 | 0.36% | -$332.47K |
| BNP Paribas SA (pfd) 8.50% 02/14/2174 Perpetual | 13,356,000 | 12,936,000 | -420,000 | 0.34% | -$722.60K |
| Provident Funding Mortgage Trust, Series 2025-3, Class A4 | 17,841,811 | 13,341,393 | -4,500,418 | 0.33% | -$4.59M |
| GS MORTGAGE-BACKED SECURITIES TRUST 2025-PJ7 SER 2025-PJ7 CL A5 V/R REGD 144A P/P 5.50000000 | 16,711,350 | 13,335,124 | -3,376,226 | 0.33% | -$3.46M |
| Fannie Mae Pool 4.50 | 14,033,195 | 13,660,937 | -372,258 | 0.33% | -$514.74K |
| Freddie Mac Pool 4.00 | 13,962,311 | 13,772,263 | -190,049 | 0.33% | -$256.31K |
| FR RA6704 | 14,948,579 | 14,731,995 | -216,584 | 0.33% | -$286.28K |
| FNCL UMBS 4.0 CB3528 05-01-52 | 14,036,577 | 13,605,936 | -430,641 | 0.32% | -$527.16K |
| CHASE HOME LENDING MORTGAGE TRUST 2025-5 CHASE 2025-5 A4A | 15,391,700 | 12,808,242 | -2,583,458 | 0.32% | -$2.69M |
| Skandinaviska Enskilda Banken AB (pfd) 6.88% 12/30/2174 Perpetual | 12,800,000 | 12,600,000 | -200,000 | 0.32% | -$463.36K |
| Svenska Handelsbanken AB (pfd) 4.38% 03/01/2174 Perpetual | 13,200,000 | 12,800,000 | -400,000 | 0.32% | -$500.89K |
| JP Morgan Mortgage Trust 2023-7 5.50 | 14,728,069 | 12,522,836 | -2,205,233 | 0.31% | -$2.27M |
| G2 MA6766 | 14,289,524 | 14,003,879 | -285,644 | 0.31% | -$341.77K |
| ATWALD 6.25 01/15/30 | 12,593,000 | 12,068,000 | -525,000 | 0.31% | -$848.89K |
| US TREASURY N/B | 50,000,000 | 12,500,000 | -37,500,000 | 0.31% | -$37.53M |
| MIDAMERICAN ENER | 12,477,000 | 12,182,000 | -295,000 | 0.31% | -$652.43K |
| Fannie Mae Pool 5.00 | 12,155,602 | 11,908,278 | -247,324 | 0.30% | -$380.17K |
| Macquarie Bank Ltd/London (pfd) 6.13% 09/08/2174 Perpetual | 12,359,000 | 11,704,000 | -655,000 | 0.29% | -$793.90K |
| Sequoia Mortgage Trust, Series 2025-8, Class A4 | 13,786,576 | 11,725,619 | -2,060,957 | 0.29% | -$2.13M |
| JP Morgan Mortgage Trust Series 2025-2 6.00 | 13,598,142 | 11,235,180 | -2,362,962 | 0.28% | -$2.50M |
| FR RA5731 | 23,045,264 | 13,771,836 | -9,273,427 | 0.28% | -$7.61M |
| Fannie Mae Pool 3.00 | 12,750,246 | 12,481,861 | -268,385 | 0.28% | -$322.29K |
| PETROLEOS MEXICANOS SR UNSEC 5.95% 01-28-31 | 17,745,000 | 11,639,000 | -6,106,000 | 0.28% | -$6.05M |
| US TREASURY N/B | 65,000,000 | 11,000,000 | -54,000,000 | 0.28% | -$55.00M |
| FR SD8257 | 11,502,203 | 11,272,176 | -230,027 | 0.27% | -$347.92K |
| Enbridge, Inc., Series 16-A | 10,700,000 | 10,230,000 | -470,000 | 0.26% | -$521.52K |
| Citigroup Mortgage Loan Trust, Series 2025-2, Class A10 | 11,483,201 | 10,165,920 | -1,317,281 | 0.26% | -$1.43M |
| G2 MA7473 | 11,535,744 | 11,287,187 | -248,557 | 0.25% | -$289.78K |
| Uniform Mortgage-Backed Securities | 12,097,762 | 11,880,303 | -217,459 | 0.25% | -$235.73K |
| MORGAN STANLEY | 9,445,000 | 9,180,000 | -265,000 | 0.25% | -$572.29K |
| Freddie Mac Pool 3.50 | 10,179,682 | 10,049,706 | -129,976 | 0.23% | -$198.14K |
| Freddie Mac Pool 3.00 | 10,555,324 | 10,314,219 | -241,105 | 0.23% | -$253.36K |
| SEMPRA ENERGY | 9,779,000 | 9,194,000 | -585,000 | 0.22% | -$667.22K |
| GMAC LLC | 8,133,000 | 8,003,000 | -130,000 | 0.22% | -$355.10K |
| JP Morgan Mortgage Trust 2024-INV1 6.00 | 10,455,658 | 8,788,139 | -1,667,519 | 0.22% | -$1.80M |
| ORACLE CORP | 15,865,000 | 9,147,000 | -6,718,000 | 0.22% | -$6.61M |
| Fannie Mae Pool 4.50 | 9,244,634 | 8,931,106 | -313,528 | 0.22% | -$427.79K |
| Subway Funding LLC, Series 2024-1A, Class A2I | 20,529,630 | 8,621,862 | -11,907,768 | 0.22% | -$12.15M |
| GXO LOGISTICS | 8,953,000 | 8,313,000 | -640,000 | 0.22% | -$817.00K |
| J.P. Morgan Mortgage Trust 2024-10 5.50 | 10,176,660 | 8,553,060 | -1,623,599 | 0.21% | -$1.66M |
| Morgan Stanley Residential Mortgage Loan Trust 2025-1 6.00 | 9,301,728 | 8,466,281 | -835,446 | 0.21% | -$945.61K |
| SYNOPSYS INC | 8,436,000 | 8,306,000 | -130,000 | 0.21% | -$246.14K |
| JPMORGAN CHASE | 8,108,000 | 7,883,000 | -225,000 | 0.21% | -$431.23K |
| NORTHERN TRST CO | 15,401,000 | 8,246,000 | -7,155,000 | 0.20% | -$7.06M |
| Fannie Mae Pool 3.00 | 9,362,376 | 9,106,016 | -256,360 | 0.20% | -$287.80K |
| Citigroup Mortgage Loan Trust 2025-3 Trust 5.50 | 9,852,050 | 8,032,195 | -1,819,855 | 0.20% | -$1.88M |
| US TREASURY N/B | 22,000,000 | 8,000,000 | -14,000,000 | 0.20% | -$14.18M |
| Ladder Capital Finance Holdings LLLP / Ladder Capital Finance Corp | 8,560,000 | 8,180,000 | -380,000 | 0.20% | -$538.26K |
| Chase Home Lending Mortgage Trust 2024-10 6.00 | 10,474,844 | 7,787,913 | -2,686,931 | 0.20% | -$2.78M |
| Blackbird Capital II Aircraft Lease Ltd., Series 2021-1A, Class A | 9,083,345 | 7,953,652 | -1,129,693 | 0.19% | -$1.09M |
| Fannie Mae Pool 4.00 | 8,027,840 | 7,886,233 | -141,608 | 0.19% | -$178.20K |
| FR RA8249 | 7,426,226 | 7,268,302 | -157,924 | 0.18% | -$228.33K |
| Fannie Mae Pool 2.50 | 8,700,489 | 8,546,117 | -154,372 | 0.18% | -$169.26K |
| Freddie Mac Pool 5.00 | 7,825,996 | 7,271,851 | -554,145 | 0.18% | -$637.68K |
| CHASE HOME LENDING MORTGAGE TRUST 2024-9 CHASE 2024-9 A4 | 10,035,999 | 7,128,421 | -2,907,579 | 0.18% | -$2.92M |
| GOLDMAN SACHS GP | 7,265,000 | 6,780,000 | -485,000 | 0.18% | -$613.50K |
| GS Mortgage-Backed Securities Trust 2024-PJ1 6.00 | 9,178,422 | 6,911,405 | -2,267,017 | 0.17% | -$2.31M |
| UBS V9.25 PERP 144a | 6,625,000 | 6,415,000 | -210,000 | 0.17% | -$447.51K |
| FN MA4055 | 21,599,776 | 7,989,988 | -13,609,787 | 0.17% | -$11.69M |
| LOWE'S COS INC | 7,365,000 | 6,970,000 | -395,000 | 0.17% | -$517.92K |
| GNMA II POOL MA7420 G2 06/51 FIXED 3.5 | 7,411,530 | 7,250,336 | -161,195 | 0.17% | -$87.98K |
| META PLATFORMS | 7,490,000 | 6,825,000 | -665,000 | 0.17% | -$792.02K |
| JPMORGAN CHASE | 6,795,000 | 6,595,000 | -200,000 | 0.17% | -$302.60K |
| Freddie Mac Pool 3.00 | 7,497,262 | 7,442,596 | -54,666 | 0.17% | -$96.89K |
| Radian Mortgage Capital Trust 2025-J3 5.50 | 7,768,712 | 6,500,278 | -1,268,435 | 0.16% | -$1.31M |
| Ladder Capital Finance Holdings LLLP / Ladder Capital Finance Corp | 6,550,000 | 6,260,000 | -290,000 | 0.16% | -$474.02K |
| G2 MA6656 | 7,332,269 | 7,165,704 | -166,565 | 0.16% | -$183.70K |
| FOUNDRY JV HOLDC | 6,257,000 | 6,037,000 | -220,000 | 0.16% | -$313.15K |
| GOODLEAP SUSTAINABLE HOME SOLUTIONS TRUST 2021-4 GOOD 2021-4GS A | 8,088,125 | 7,857,808 | -230,317 | 0.16% | -$367.63K |
| TORONTO DOM BANK | 6,693,000 | 6,043,000 | -650,000 | 0.16% | -$825.30K |
| UMBS Pool, 30 Year | 7,348,150 | 7,215,877 | -132,273 | 0.15% | -$135.12K |
| EFMT 2024-NQM1 5.81 | 6,632,652 | 6,103,321 | -529,331 | 0.15% | -$540.26K |
| OBX 2025-J1 Trust 6.00 | 7,200,298 | 6,097,094 | -1,103,204 | 0.15% | -$1.19M |
| HCA INC | 6,641,000 | 6,321,000 | -320,000 | 0.15% | -$439.18K |
| Morgan Stanley Residential Mortgage Loan Trust 2025-1 6.00 | 6,987,577 | 6,017,928 | -969,648 | 0.15% | -$1.03M |
| META PLATFORMS | 6,800,000 | 6,440,000 | -360,000 | 0.15% | -$490.49K |
| CCL 4 08/01/28 144A | 7,366,000 | 6,026,000 | -1,340,000 | 0.15% | -$1.37M |
| NATWEST GROUP | 6,606,000 | 6,406,000 | -200,000 | 0.15% | -$244.17K |
| FR RA8253 | 5,848,462 | 5,671,741 | -176,721 | 0.14% | -$226.39K |
| WELLS FARGO CO | 5,790,000 | 5,590,000 | -200,000 | 0.14% | -$348.57K |
| BOEING CO | 5,970,000 | 5,685,000 | -285,000 | 0.14% | -$402.96K |
| Freddie Mac Pool 4.50 | 5,700,816 | 5,625,804 | -75,012 | 0.14% | -$143.10K |
| FORD MOTOR CRED | 5,540,000 | 5,185,000 | -355,000 | 0.14% | -$477.36K |
| CNA FINANCIAL | 6,256,000 | 5,576,000 | -680,000 | 0.14% | -$829.67K |
| Fannie Mae Pool 4.00 | 5,697,935 | 5,659,012 | -38,923 | 0.13% | -$69.75K |
| ONSLOW BAY FINANCIAL LLC OBX 2024 HYB2 A1 144A | 5,565,513 | 5,396,196 | -169,317 | 0.13% | -$148.14K |
| GCAT 2024-INV2 Trust 6.00 | 6,166,318 | 5,316,319 | -849,999 | 0.13% | -$909.15K |
| METLIFE INC | 4,155,000 | 4,015,000 | -140,000 | 0.13% | -$354.37K |
| FNMA, 30 Year | 5,613,142 | 5,554,508 | -58,634 | 0.13% | -$97.67K |
| UNITEDHEALTH GRP | 6,150,000 | 5,750,000 | -400,000 | 0.13% | -$487.87K |
| BBVASM 6 1/8 PERP | 7,400,000 | 5,000,000 | -2,400,000 | 0.12% | -$2.50M |
| Sequoia Mortgage Trust 2024-6 6.00 | 8,082,571 | 4,979,175 | -3,103,396 | 0.12% | -$3.15M |
| GS Mortgage-Backed Securities Trust 2023-PJ4 6.00 | 5,562,540 | 4,853,145 | -709,395 | 0.12% | -$757.34K |
| BPCE SA 3.65 01/14/2037 | 6,120,000 | 5,385,000 | -735,000 | 0.12% | -$771.49K |
| Coty Inc/HFC Prestige Products Inc/HFC Prestige International US LLC 5.60 01/15/2031 | 5,605,000 | 4,925,000 | -680,000 | 0.12% | -$890.72K |
| ORACLE CORP | 10,765,000 | 5,080,000 | -5,685,000 | 0.12% | -$5.55M |
| CHASE HOME LENDING MT VAR | 5,155,995 | 4,629,721 | -526,275 | 0.12% | -$568.37K |
| GILDAN ACTIVEWEAR INC REGD 144A P/P 5.40000000 | 5,035,000 | 4,765,000 | -270,000 | 0.12% | -$376.19K |
| WARNERMEDIA HLDG | 5,959,000 | 4,704,000 | -1,255,000 | 0.12% | -$1.25M |
| J.P. Morgan Mortgage Trust 2024-10 5.50 | 6,203,900 | 4,569,977 | -1,633,923 | 0.11% | -$1.64M |
| META PLATFORMS | 5,290,000 | 4,620,000 | -670,000 | 0.11% | -$750.71K |
| Sequoia Mortgage Trust 2024-10 5.50 | 6,056,580 | 4,511,064 | -1,545,516 | 0.11% | -$1.57M |
| MEDLINE BORROWER/MEDL CO SR SECURED 144A 04/29 6.25 | 5,775,000 | 4,375,000 | -1,400,000 | 0.11% | -$1.51M |
| WOODWARD CAPITAL MANAGEMENT RCKT 2024 CES2 A1A 144A | 5,048,849 | 4,424,518 | -624,330 | 0.11% | -$650.93K |
| ASHTEAD CAPITAL | 4,946,000 | 4,316,000 | -630,000 | 0.11% | -$785.69K |
| AMGEN INC | 5,440,000 | 4,545,000 | -895,000 | 0.11% | -$925.51K |
| CVS HEALTH CORP SR UNSECURED 06/44 6 | 4,970,000 | 4,470,000 | -500,000 | 0.11% | -$594.97K |
| UNITEDHEALTH GRP | 5,364,000 | 4,549,000 | -815,000 | 0.11% | -$934.55K |
| COF V2.359 07/29/32 | 5,160,000 | 5,075,000 | -85,000 | 0.11% | -$146.01K |
| GS Mortgage-Backed Securities Trust 2023-PJ6 6.00 | 5,509,796 | 4,340,345 | -1,169,451 | 0.11% | -$1.20M |
| LOWE'S COS INC | 5,035,000 | 4,365,000 | -670,000 | 0.11% | -$717.84K |
| Golub Capital Private Credit Fund | 4,470,000 | 4,335,000 | -135,000 | 0.11% | -$226.11K |
| BANK OF AMER CRP | 4,280,000 | 4,130,000 | -150,000 | 0.11% | -$251.83K |
| SANTAN 4 3/4 PERP | 12,200,000 | 4,200,000 | -8,000,000 | 0.10% | -$8.04M |
| OVINTIV INC | 4,220,000 | 3,785,000 | -435,000 | 0.10% | -$400.12K |
| Rate Mortgage Trust 205-J1 5.50 | 4,717,313 | 4,076,379 | -640,933 | 0.10% | -$673.19K |
| EAGLE MATERIALS | 4,872,000 | 4,187,000 | -685,000 | 0.10% | -$763.97K |
| APPLOVIN CORP | 4,345,000 | 4,015,000 | -330,000 | 0.10% | -$482.66K |
| COLUMBIA PIPE HC | 4,236,000 | 4,001,000 | -235,000 | 0.10% | -$261.12K |
| G2 MA0154 | 4,241,697 | 4,131,267 | -110,429 | 0.10% | -$95.65K |
| SOUTHERN GAS | 4,625,000 | 3,965,000 | -660,000 | 0.10% | -$757.83K |
| Freddie Mac Pool 3.50 | 4,270,054 | 4,146,058 | -123,996 | 0.10% | -$146.90K |
| JP Morgan Mortgage Trust Series 2024-5 6.00 | 7,239,494 | 3,780,471 | -3,459,023 | 0.09% | -$3.49M |
| BRISTOL-MYERS | 4,595,000 | 3,865,000 | -730,000 | 0.09% | -$791.59K |
| J.P. Morgan Mortgage Trust 2023-8 6.00 | 3,923,215 | 3,682,727 | -240,488 | 0.09% | -$288.51K |
| IQVIA INC SR SECURED 02/29 6.25 | 4,181,000 | 3,531,000 | -650,000 | 0.09% | -$737.85K |
| GOLUB CAPITAL | 3,688,000 | 3,578,000 | -110,000 | 0.09% | -$230.75K |
| ENERGY TRANSFER | 4,280,000 | 3,610,000 | -670,000 | 0.09% | -$674.72K |
| WOODWARD CAPITAL MANAGEMENT RCKT 2024 CES6 A1A 144A | 3,909,883 | 3,518,458 | -391,425 | 0.09% | -$406.48K |
| CITIGROUP INC | 3,675,000 | 3,550,000 | -125,000 | 0.09% | -$190.58K |
| INTEL CORP REGD 5.15000000 | 3,525,000 | 3,470,000 | -55,000 | 0.09% | -$108.72K |
| GEN MOTORS FIN | 3,540,000 | 3,310,000 | -230,000 | 0.08% | -$305.23K |
| WELLS FARGO CO | 4,020,000 | 3,810,000 | -210,000 | 0.08% | -$316.97K |
| PEPPERDINE UNIV REGD SER 2020 3.30100000 | 5,873,000 | 5,228,000 | -645,000 | 0.08% | -$414.34K |
| HPS CORPORATE LE | 3,500,000 | 3,395,000 | -105,000 | 0.08% | -$173.41K |
| META PLATFORMS | 3,730,000 | 3,530,000 | -200,000 | 0.08% | -$279.78K |
| WEIR GROUP PLC THE | 3,872,000 | 3,217,000 | -655,000 | 0.08% | -$718.40K |
| COREBRIDGE FIN | 3,312,000 | 3,202,000 | -110,000 | 0.08% | -$190.50K |
| Sequoia Mortgage Trust 2024-8 5.50 | 4,540,858 | 3,120,289 | -1,420,570 | 0.08% | -$1.44M |
| MARS INC | 3,965,000 | 3,160,000 | -805,000 | 0.08% | -$876.73K |
| Gildan Activewear Inc | 3,775,000 | 3,105,000 | -670,000 | 0.08% | -$684.31K |
| KENTUCKY UTIL | 3,161,000 | 3,086,000 | -75,000 | 0.08% | -$118.91K |
| FOUNDRY JV HOLDCO LLC SR SECURED 144A 01/36 6.1 | 3,172,000 | 2,972,000 | -200,000 | 0.08% | -$254.95K |
| ENERGY TRANS | 7,091,000 | 2,833,000 | -4,258,000 | 0.08% | -$4.72M |
| ARIZONA PUB SERV | 3,442,000 | 2,797,000 | -645,000 | 0.07% | -$721.13K |
| LINCOLN NATL CRP | 3,246,000 | 2,626,000 | -620,000 | 0.07% | -$803.74K |
| United Airlines Pass Through Certificates, Series 2015-1 | 3,540,000 | 2,865,000 | -675,000 | 0.07% | -$714.34K |
| DUKE ENERGY FLA | 2,835,000 | 2,765,000 | -70,000 | 0.07% | -$134.44K |
| ATWALD 4.95 11/15/30 | 3,105,000 | 2,855,000 | -250,000 | 0.07% | -$313.48K |
| CHASE HOME LENDING MORTGAGE TRUST 2024-8 CHASE 2024-8 A6A | 5,138,666 | 2,764,009 | -2,374,656 | 0.07% | -$2.38M |
| PLAINS ALL AMER | 3,364,000 | 2,699,000 | -665,000 | 0.07% | -$695.96K |
| ATHENE GLOBAL FUNDING SECURED 144A 07/31 5.526 | 3,307,000 | 2,647,000 | -660,000 | 0.07% | -$742.49K |
| TEXTRON INC | 2,922,000 | 2,712,000 | -210,000 | 0.07% | -$264.06K |
| MERCK & CO INC | 3,137,000 | 2,617,000 | -520,000 | 0.07% | -$571.57K |
| CENOVUS ENERGY | 3,248,000 | 2,583,000 | -665,000 | 0.06% | -$674.20K |
| Cox Enterprises, Inc. 5.70 06/15/2033 | 3,194,000 | 2,529,000 | -665,000 | 0.06% | -$714.51K |
| Fannie Mae Pool 4.00 | 2,463,967 | 2,320,069 | -143,898 | 0.06% | -$171.63K |
| BAXTER INTL | 2,406,000 | 2,291,000 | -115,000 | 0.06% | -$197.25K |
| FNMA POOL AS6994 FN 04/46 FIXED 4 | 2,423,749 | 2,327,085 | -96,664 | 0.06% | -$108.99K |
| META PLATFORMS | 2,455,000 | 2,325,000 | -130,000 | 0.06% | -$183.66K |
| CITIGROUP INC | 2,385,000 | 2,260,000 | -125,000 | 0.05% | -$204.48K |
| Fannie Mae Pool 3.00 | 2,485,364 | 2,401,403 | -83,961 | 0.05% | -$89.71K |
| MORGAN STANLEY | 2,215,000 | 2,065,000 | -150,000 | 0.05% | -$192.60K |
| Sequoia Mortgage Trust 2024-10 5.50 | 3,655,470 | 2,122,996 | -1,532,473 | 0.05% | -$1.54M |
| DELL INT / EMC | 2,117,000 | 2,082,000 | -35,000 | 0.05% | -$62.92K |
| Sunoco LP | 4,191,000 | 2,106,000 | -2,085,000 | 0.05% | -$2.11M |
| MORGAN STANLEY | 2,370,000 | 2,050,000 | -320,000 | 0.05% | -$358.91K |
| KAISER FOUN HOSP | 3,415,000 | 3,170,000 | -245,000 | 0.05% | -$205.28K |
| RIO TINTO FIN PL | 2,680,000 | 2,035,000 | -645,000 | 0.05% | -$704.42K |
| Snam S.p.A. | 2,555,000 | 1,935,000 | -620,000 | 0.05% | -$753.73K |
| ISPIM V4.198 06/01/32 | 4,231,000 | 2,115,000 | -2,116,000 | 0.05% | -$2.06M |
| Royal Caribbean Cruises Ltd. | 2,619,000 | 1,959,000 | -660,000 | 0.05% | -$712.87K |
| DUKE UNI HEALTH | 2,697,000 | 2,502,000 | -195,000 | 0.05% | -$202.74K |
| DUKE ENERGY FLA | 2,290,000 | 2,005,000 | -285,000 | 0.05% | -$312.17K |
| MARS INC | 2,252,000 | 1,997,000 | -255,000 | 0.05% | -$296.31K |
| HPS CORPORATE LE | 2,015,000 | 1,960,000 | -55,000 | 0.05% | -$91.74K |
| MS V4.892 10/22/36 I | 2,075,000 | 2,005,000 | -70,000 | 0.05% | -$118.40K |
| MORGAN STANLEY | 1,915,000 | 1,860,000 | -55,000 | 0.05% | -$104.12K |
| Duke University 3.30 10/01/2046 | 3,000,000 | 2,670,000 | -330,000 | 0.05% | -$309.23K |
| KILROY REALTY LP | 3,125,000 | 2,315,000 | -810,000 | 0.05% | -$725.21K |
| UNITEDHEALTH GRP | 2,498,000 | 1,848,000 | -650,000 | 0.05% | -$701.18K |
| RATE Mortgage Trust 2024-J3 5.50 | 3,283,058 | 1,851,324 | -1,431,733 | 0.05% | -$1.44M |
| GEN MOTORS FIN | 2,415,000 | 1,775,000 | -640,000 | 0.05% | -$709.62K |
| GXO LOGISTICS | 2,203,000 | 1,583,000 | -620,000 | 0.04% | -$723.05K |
| ENTERPRISE PRODU | 2,302,000 | 1,642,000 | -660,000 | 0.04% | -$693.14K |
| GNMA II POOL MA7195 G2 02/51 FIXED 3.5 | 1,785,212 | 1,753,738 | -31,474 | 0.04% | -$9.40K |
| HPS CORPORATE LE | 2,252,000 | 1,597,000 | -655,000 | 0.04% | -$740.71K |
| EPR PROPERTIES | 6,545,000 | 1,584,000 | -4,961,000 | 0.04% | -$5.02M |
| CVS HEALTH CORP | 1,649,000 | 1,569,000 | -80,000 | 0.04% | -$112.89K |
| RPLDCI 6.581 05/30/49 144A | 2,166,000 | 1,526,000 | -640,000 | 0.04% | -$720.20K |
| KILROY REALTY LP | 2,455,000 | 1,720,000 | -735,000 | 0.04% | -$717.43K |
| CITADL 5.9 02/10/30 144A | 2,546,000 | 1,546,000 | -1,000,000 | 0.04% | -$1.05M |
| FLOWERS FOODS INC REGD 5.75000000 | 2,270,000 | 1,595,000 | -675,000 | 0.04% | -$756.18K |
| MORGAN STANLEY | 1,680,000 | 1,595,000 | -85,000 | 0.04% | -$146.25K |
| SEMPRA ENERGY | 1,603,000 | 1,508,000 | -95,000 | 0.04% | -$96.89K |
| HCA INC | 1,628,000 | 1,463,000 | -165,000 | 0.04% | -$209.71K |
| JP Morgan Mortgage Trust 2020-3 3.50 | 1,635,242 | 1,598,758 | -36,484 | 0.04% | -$31.76K |
| Fannie Mae Pool 4.00 | 1,542,694 | 1,462,095 | -80,599 | 0.04% | -$87.23K |
| DUKE ENERGY PROG | 1,510,000 | 1,475,000 | -35,000 | 0.03% | -$66.72K |
| VERIZON COMM INC | 2,066,000 | 1,396,000 | -670,000 | 0.03% | -$683.79K |
| Los Angeles Department of Airports, California, Revenue Bonds, Los Angeles International Airport, Build America Taxable Bonds, Series 2009C | 1,300,000 | 1,225,000 | -75,000 | 0.03% | -$93.65K |
| Chase Home Lending Mortgage Trust 2024-9 5.50 | 2,987,003 | 1,276,015 | -1,710,989 | 0.03% | -$1.71M |
| Verus Securitization Trust 2021-R2 1.23 | 1,529,571 | 1,297,137 | -232,435 | 0.03% | -$200.26K |
| FN AB4053 | 1,217,631 | 1,183,673 | -33,958 | 0.03% | -$47.72K |
| Fannie Mae Pool 3.00 | 1,260,118 | 1,215,836 | -44,282 | 0.03% | -$47.04K |
| MARKIT CDX.NA.HY.45 12/30 | 35,400,000 | 18,810,000 | -16,590,000 | 0.03% | -$1.73M |
| NOVANT HEALTH IN | 2,485,000 | 1,500,000 | -985,000 | 0.02% | -$676.40K |
| FNMA POOL AS6213 FN 11/45 FIXED 4 | 958,288 | 948,949 | -9,340 | 0.02% | -$14.76K |
| LOUISVILLE G & E | 921,000 | 901,000 | -20,000 | 0.02% | -$34.07K |
| Rate Mortgage Trust 2024-J1 6.00 | 3,441,769 | 850,633 | -2,591,136 | 0.02% | -$2.60M |
| MASS INSTIT TECH | 1,470,000 | 835,000 | -635,000 | 0.02% | -$664.82K |
| Ginnie Mae I Pool 4.50 | 865,608 | 850,728 | -14,881 | 0.02% | -$21.68K |
| FN AS6111 | 873,142 | 864,299 | -8,842 | 0.02% | -$14.12K |
| VIACOM INC | 2,950,000 | 1,344,000 | -1,606,000 | 0.02% | -$1.24M |
| FORD MOTOR CRED | 5,981,000 | 786,000 | -5,195,000 | 0.02% | -$5.35M |
| Sofi Mortgage Trust 2016-1 3.00 | 854,145 | 843,776 | -10,368 | 0.02% | -$9.98K |
| Fannie Mae Pool 3.17 | 738,379 | 730,601 | -7,778 | 0.02% | -$6.72K |
| CSMC 2020-AFC1 Trust 3.51 | 821,383 | 754,778 | -66,606 | 0.02% | -$67.06K |
| Freddie Mac Gold Pool 6.00 | 722,567 | 690,334 | -32,233 | 0.02% | -$38.05K |
| SHELL FINANCE US | 1,520,000 | 750,000 | -770,000 | 0.02% | -$675.06K |
| URI 6 12/15/29 144A | 1,280,000 | 620,000 | -660,000 | 0.02% | -$685.17K |
| Fannie Mae Pool 6.00 | 550,578 | 508,701 | -41,877 | 0.01% | -$48.72K |
| Freddie Mac REMICS 4.60 | 538,167 | 528,165 | -10,002 | 0.01% | -$9.88K |
| Fannie Mae Pool 3.11 | 500,665 | 491,290 | -9,375 | 0.01% | -$8.67K |
| Government National Mortgage Association 3.99 | 502,425 | 482,922 | -19,502 | 0.01% | -$19.49K |
| Fannie Mae Pool 3.50 | 539,657 | 509,212 | -30,445 | 0.01% | -$36.58K |
| APPLOVIN CORP | 548,000 | 478,000 | -70,000 | 0.01% | -$81.40K |
| Fannie Mae Pool 6.00 | 460,274 | 450,272 | -10,002 | 0.01% | -$14.43K |
| Ginnie Mae I Pool 4.50 | 439,900 | 423,474 | -16,426 | 0.01% | -$19.88K |
| Freddie Mac Gold Pool 6.00 | 430,484 | 400,068 | -30,416 | 0.01% | -$35.58K |
| Ginnie Mae I Pool 4.50 | 422,540 | 415,950 | -6,590 | 0.01% | -$9.94K |
| GN 604548 | 329,948 | 309,643 | -20,305 | 0.01% | -$22.00K |
| Ginnie Mae I Pool 4.50 | 295,423 | 291,327 | -4,096 | 0.01% | -$6.40K |
| FNMA 6.50% 5/39 #AL1308 | 263,056 | 257,734 | -5,323 | 0.01% | -$9.96K |
| STANFORD UNIV | 895,000 | 240,000 | -655,000 | 0.01% | -$664.30K |
| NIAGARA MOHAWK | 900,000 | 235,000 | -665,000 | 0.01% | -$672.82K |
| Government National Mortgage Association | 219,704 | 209,326 | -10,378 | 0.01% | -$12.32K |
| Ginnie Mae I Pool 4.00 | 215,760 | 212,734 | -3,025 | 0.01% | -$4.82K |
| Fannie Mae Pool 6.00 | 330,107 | 195,602 | -134,505 | 0.00% | -$142.54K |
| Ginnie Mae I Pool 6.00 | 188,091 | 178,377 | -9,714 | 0.00% | -$11.15K |
| Ginnie Mae I Pool 4.50 | 166,064 | 163,705 | -2,359 | 0.00% | -$3.66K |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 154,294 | 150,473 | -3,822 | 0.00% | -$5.37K |
| GNMA II POOL 004371 G2 02/39 FIXED 6 | 58,140 | 55,721 | -2,418 | 0.00% | -$2.65K |
| GNMA II POOL 004344 G2 01/39 FIXED 6 | 56,136 | 53,874 | -2,262 | 0.00% | -$2.48K |
| Federal National Mortgage Association, Inc. | 60,201 | 57,571 | -2,630 | 0.00% | -$3.39K |
| GN 723354 | 14,686 | 14,420 | -266 | 0.00% | -$387 |
| CHL Mortgage Pass-Through Trust 2005-17 5.50 | 10,520 | 9,906 | -614 | 0.00% | -$736 |
| GN 781287 | 3,683 | 3,320 | -363 | 0.00% | -$407 |
| Ginnie Mae I Pool 6.50 | 2,254 | 2,000 | -254 | 0.00% | -$264 |
| GNMA 7.50% 8/26 #780412 | 90 | 40 | -50 | 0.00% | -$50 |
| US 10yr Ultra Fut Mar26 | 1,169 | -446 | -1,615 | -0.01% | $1.22K |
| US ULTRA BOND CBT Mar26 | 1,932 | 1,866 | -66 | -0.18% | -$3.43M |
| Security | Shares Dec 2025 | Shares Mar 2026 | Δ shares | End % | Δ value |
|---|---|---|---|---|---|
| US TREASURY N/B | 51,000,000 | 51,000,000 | 0 | 1.29% | -$511.99K |
| US TREASURY N/B | 30,000,000 | 30,000,000 | 0 | 0.75% | -$330.47K |
| DI Issuer LLC 3.72 | 28,969,852 | 28,969,852 | 0 | 0.69% | -$176.79K |
| SWCH COMMERCIAL MORTGAGE TRUST SWCH 2025 DATA A 144A | 18,520,000 | 18,520,000 | 0 | 0.46% | -$59.21K |
| MF1 MULTIFAMILY HOUSING MORTGA MF1 2021 FL7 AS 144A | 17,817,000 | 17,817,000 | 0 | 0.45% | $60.67K |
| VERTICAL BRIDGE CC LLC VBTOW 2025-1A A | 16,729,221 | 16,729,221 | 0 | 0.42% | -$110.14K |
| USRE 2021-1 B1 | 22,715,000 | 22,715,000 | 0 | 0.37% | $359.76K |
| RMBS MIRAVET | 13,305,000 | 13,305,000 | 0 | 0.34% | -$161.10K |
| Eagle Funding LuxCo S.a.r.l. | 13,401,000 | 13,401,000 | 0 | 0.34% | -$178.77K |
| FS Commercial Mortgage Trust, Series 2023-4SZN, Class A | 13,050,000 | 13,050,000 | 0 | 0.33% | -$112.29K |
| ING Groep NV (pfd) 7.50% 05/16/2174 Perpetual | 12,706,000 | 12,706,000 | 0 | 0.33% | -$250.02K |
| BANK5 2024-5YR6 A3 | 11,969,000 | 11,969,000 | 0 | 0.31% | -$161.58K |
| CyrusOne Data Centers Issuer I LLC, Series 2024-2A, Class A2 | 11,800,000 | 11,800,000 | 0 | 0.29% | -$47.20K |
| FLEXENTIAL ISSUER LLC SER 2025-1A CL A2 REGD 144A P/P 6.03000000 | 11,086,000 | 11,086,000 | 0 | 0.28% | -$21.41K |
| ANTARES HOLDINGS SR UNSECURED 144A 10/29 6.35 | 11,010,000 | 11,010,000 | 0 | 0.27% | -$340.31K |
| DBSG Mortgage Trust, Series 2024-ALTA, Class A | 9,714,000 | 9,714,000 | 0 | 0.25% | -$58.82K |
| SWTCH 2024-2A A2 | 9,075,000 | 9,075,000 | 0 | 0.22% | -$196.61K |
| ARZ Trust 2024-BILT 5.77 | 8,788,000 | 8,788,000 | 0 | 0.22% | -$141.57K |
| ELECTRICITE DE FRANCE SA SR UNSECURED 144A 01/39 6.95 | 7,703,000 | 7,703,000 | 0 | 0.22% | -$13.09K |
| Societe Generale SA (pfd) 9.38% 05/22/2174 Perpetual | 7,650,000 | 7,650,000 | 0 | 0.20% | -$174.67K |
| SYNOVUS BANK GA | 7,544,000 | 7,544,000 | 0 | 0.19% | -$114.13K |
| GOLDEN ST TOBACCO -B | 7,005,000 | 7,005,000 | 0 | 0.16% | -$29.73K |
| BBCMS 2024-5C27 A3 | 5,852,000 | 5,852,000 | 0 | 0.15% | -$77.84K |
| GMABDC 6.25 12/15/32 144A | 5,600,000 | 5,600,000 | 0 | 0.14% | $2.33K |
| SCFET 2024-1A B 144A 5.56% 04-20-32 | 5,425,000 | 5,425,000 | 0 | 0.14% | -$18.69K |
| FOUNDRY JV HOLDC | 5,160,000 | 5,160,000 | 0 | 0.14% | -$67.32K |
| Nationwide Building Society 4.13 10/18/2032 | 5,326,000 | 5,326,000 | 0 | 0.13% | -$34.07K |
| FOOTHILL ESTRN TRANSP | 6,048,000 | 6,048,000 | 0 | 0.12% | -$35.79K |
| ALSN 5.875 12/01/33 144A | 4,770,000 | 4,770,000 | 0 | 0.12% | -$98.49K |
| TX NATURAL GAS SECZ | 3,865,000 | 3,865,000 | 0 | 0.10% | -$27.42K |
| MICHIGAN ST STRATEGIC | 5,000,000 | 5,000,000 | 0 | 0.10% | -$43.25K |
| SM ENERGY CO REGD 6.75000000 | 3,630,000 | 3,630,000 | 0 | 0.09% | -$14.46K |
| CVS Health Corp. | 3,160,000 | 3,160,000 | 0 | 0.08% | -$58.24K |
| SCFET 2024-1A C 144A 5.82% 09-20-32 | 3,150,000 | 3,150,000 | 0 | 0.08% | -$4.68K |
| OH ST TURNPIKE-A-REF | 4,000,000 | 4,000,000 | 0 | 0.07% | -$11.03K |
| CCL 5.125 05/01/29 144A | 2,819,000 | 2,819,000 | 0 | 0.07% | -$51.82K |
| LOS ANGELES CMNTY CL | 2,400,000 | 2,400,000 | 0 | 0.07% | $10.46K |
| CALIFORNIA ST UNIV-B | 4,000,000 | 4,000,000 | 0 | 0.07% | -$52.90K |
| UNIV OF CALIFORNIA CA | 4,120,000 | 4,120,000 | 0 | 0.07% | -$55.52K |
| SUMTER LANDING FL CDD RECREATIONAL REVENUE | 2,410,000 | 2,410,000 | 0 | 0.06% | $501 |
| UNIV OF CALIFORNIA-BJ | 3,480,000 | 3,480,000 | 0 | 0.06% | -$36.98K |
| PORT AUTH NY/NJ #168 | 2,300,000 | 2,300,000 | 0 | 0.05% | -$3.13K |
| HOUSTON TX-TXBL | 2,500,000 | 2,500,000 | 0 | 0.05% | -$40.60K |
| Hologic, Inc. | 2,005,000 | 2,005,000 | 0 | 0.05% | $25.08K |
| SUMTER LANDING FL CDD RECREATIONAL REVENUE | 1,330,000 | 1,330,000 | 0 | 0.03% | -$19.40K |
| NJ TPK-TXB-A-BABS | 970,000 | 970,000 | 0 | 0.03% | -$14.43K |
| SUMTER LANDING FL CDD RECREATIONAL REVENUE | 885,000 | 885,000 | 0 | 0.02% | -$11.49K |
| UNITED NATIONS DEV-A | 840,000 | 840,000 | 0 | 0.02% | -$9.78K |
| CALIFORNIA BABS | 455,000 | 455,000 | 0 | 0.01% | -$11.23K |
| NYC -BABS-SER F1 | 335,000 | 335,000 | 0 | 0.01% | -$4.39K |
| MISSOURI ST HIGHWAY & TRANSPRTN COMMISSION STATE ROAD REVENU | 100,000 | 100,000 | 0 | 0.00% | $175 |
Machine-readable: JSON · Markdown. Programmatic access via the agent surface.