BBTBX
Bridge Builder Core Bond Fund
Bridge Builder Trust

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
FUTURE CONTRACT ON US 2YR NOTE (CBT) JUN26 0.00000000 0 4,805 4,805 3.45% $996.77M
FUTURE CONTRACT ON US 5YR NOTE (CBT) JUN26 0.00000000 0 3,420 3,420 1.28% $369.97M
FUTURE CONTRACT ON US 10YR NOTE (CBT)JUN26 0.00000000 0 2,920 2,920 1.12% $324.26M
FUTURE CONTRACT ON US 10YR ULTRA FUT JUN26 0.00000000 0 2,236 2,236 0.88% $253.82M
US TREASURY N/B 0 128,281,000 128,281,000 0.44% $128.47M
US TREASURY N/B 0 126,308,000 126,308,000 0.43% $125.19M
U.S. Treasury Notes 0 94,552,000 94,552,000 0.33% $94.25M
FNCL 4.5 4/26 0 81,445,000 81,445,000 0.27% $78.59M
US TREASURY N/B 0 57,493,000 57,493,000 0.19% $55.43M
FNCL 4 4/26 0 53,165,000 53,165,000 0.17% $50.16M
US TREASURY N/B 0 48,995,000 48,995,000 0.16% $46.81M
FNCL 2 4/26 0 52,420,000 52,420,000 0.15% $42.21M
FR SD8474 0 40,846,101 40,846,101 0.14% $40.32M
US TREASURY N/B 0 40,246,000 40,246,000 0.14% $39.47M
US TREASURY N/B 0 39,641,000 39,641,000 0.14% $39.30M
G2SF 5 5/26 0 38,295,000 38,295,000 0.13% $37.85M
CONSTELLATION EN GEN LLC REGD P/P 3.75000000 0 39,167,000 39,167,000 0.13% $37.37M
FNCL 5 4/26 0 36,200,000 36,200,000 0.12% $35.70M
FNCL 3 4/26 0 38,395,000 38,395,000 0.12% $33.72M
Eldridge CLO 2026-3 Ltd 0 30,000,000 30,000,000 0.10% $30.00M
FN MA5271 0 29,192,543 29,192,543 0.10% $29.37M
FORDR 2022-1 A 0 28,979,000 28,979,000 0.10% $28.89M
ALPHABET INC 0 27,834,000 27,834,000 0.10% $27.64M
US TREASURY N/B 0 31,110,000 31,110,000 0.09% $26.73M
Government National Mortgage Association, TBA 0 26,065,000 26,065,000 0.09% $26.18M
FORDR 2026-1 A 0 26,336,000 26,336,000 0.09% $26.14M
G2 MA9104 0 26,224,662 26,224,662 0.09% $25.48M
JAMESTOWN CLO XV LTD SER 2020-15A CL A1R2 V/R REGD 144A P/P 4.72154000 0 25,000,000 25,000,000 0.09% $25.00M
UMBS 0 24,420,015 24,420,015 0.08% $24.18M
Salesforce Inc 0 23,472,000 23,472,000 0.08% $23.52M
FIDELITY NATL IN 0 23,400,000 23,400,000 0.08% $23.22M
OneMain Direct Auto Receivables Trust 2026-1 0 23,300,000 23,300,000 0.08% $23.12M
MORGAN STANLEY 0 22,896,000 22,896,000 0.08% $22.51M
BANK OF AMER CRP 0 22,625,000 22,625,000 0.08% $22.32M
FN MA5070 0 22,909,057 22,909,057 0.08% $22.14M
U.S. Treasury STRIPS Coupon 0 34,481,000 34,481,000 0.07% $20.81M
ABBOTT LABS 0 20,780,000 20,780,000 0.07% $20.32M
FR SD8506 0 19,829,035 19,829,035 0.07% $19.93M
American Credit Acceptance Receivables Trust, Series 2026-1, Class A 0 19,730,517 19,730,517 0.07% $19.72M
ALPHABET INC 0 19,791,000 19,791,000 0.07% $19.71M
MidOcean Credit CLO XIV Ltd 0 19,500,000 19,500,000 0.07% $19.50M
Verus Securitization Trust 2026-3 0 19,525,000 19,525,000 0.07% $19.41M
Stream Innovations 2026-1 Issuer Trust 0 19,550,000 19,550,000 0.07% $19.40M
Fannie Mae Pool 0 23,558,183 23,558,183 0.07% $19.21M
CARMX 2026-1 A3 0 18,950,000 18,950,000 0.07% $18.88M
NOVARTIS CAPITAL 0 18,825,000 18,825,000 0.06% $18.78M
FANNIE MAE POOL UMBS P#CA3822 4.00000000 0 19,353,366 19,353,366 0.06% $18.56M
FNCL 6 4/26 0 18,185,000 18,185,000 0.06% $18.54M
FNCL 5.5 4/26 0 17,065,000 17,065,000 0.06% $17.14M
CAPTERIS EQUIPMENT FINANCE 2026-1 LLC SER 2026-1A CL A2 REGD 144A P/P 4.44000000 0 17,100,000 17,100,000 0.06% $17.07M
AFRMT 2026-1A A 144A 4.37% 02-15-34 0 17,100,000 17,100,000 0.06% $17.03M
HONEYWELL AEROSP 0 16,968,000 16,968,000 0.06% $16.84M
BANK5 2026-5YR21 0 16,225,000 16,225,000 0.06% $16.40M
Medline Borrower, L.P. 0 16,521,000 16,521,000 0.06% $15.98M
MORGAN STANLEY 0 16,000,000 16,000,000 0.05% $15.84M
AMAZON.COM INC 0 15,832,000 15,832,000 0.05% $15.69M
Verus Securitization Trust 2026-1 0 15,584,134 15,584,134 0.05% $15.50M
BMO 2024-5C8 A3 0 15,000,000 15,000,000 0.05% $15.43M
FR SD8491 0 15,292,736 15,292,736 0.05% $15.09M
Mercury Financial Credit Card Master Trust, Series 2026-1A, Class A 0 15,090,000 15,090,000 0.05% $14.99M
SOCIETE GENERALE 0 15,140,000 15,140,000 0.05% $14.65M
Towd Point Mortgage Trust 2026-FIX1 0 14,727,020 14,727,020 0.05% $14.62M
FNMA, Other 0 14,845,000 14,845,000 0.05% $14.58M
CarMax Select Receivables Trust 2026-A 0 14,574,000 14,574,000 0.05% $14.56M
Government National Mortgage Association, TBA 0 13,910,000 13,910,000 0.05% $14.41M
AmeriCredit Automobile Receivables Trust, Series 2026-1, Class A3 0 14,459,000 14,459,000 0.05% $14.41M
FNCI 4 4/26 0 14,630,000 14,630,000 0.05% $14.29M
SYNIT 2026-A1 A 0 14,305,000 14,305,000 0.05% $14.28M
HERTZ VEHICLE FINANCING LLC HERTZ 2022 5A A 144A 0 14,357,000 14,357,000 0.05% $14.25M
TOYOTA LEASE OWNER TR 2026-A A3 4.22% 02/20/2029 144A 0 14,334,000 14,334,000 0.05% $14.24M
US TREASURY N/B 0 14,540,000 14,540,000 0.05% $14.23M
U.S. Treasury STRIPS Coupon 0 22,005,000 22,005,000 0.05% $13.83M
Standard Chartered PLC 4.30 01/13/2030 0 13,815,000 13,815,000 0.05% $13.67M
ING GROEP NV 0 13,681,000 13,681,000 0.05% $13.64M
FNCL 2.5 4/26 0 16,010,000 16,010,000 0.05% $13.46M
Morgan Stanley 0 13,386,000 13,386,000 0.05% $13.32M
Nippon Life Insurance Co 0 13,048,000 13,048,000 0.05% $13.08M
VERISK ANALYTICS 0 13,275,000 13,275,000 0.04% $12.97M
SALESFORCE INC 0 12,937,000 12,937,000 0.04% $12.90M
PUBLIC SERVICE COLORADO REGD 5.05000000 0 13,045,000 13,045,000 0.04% $12.86M
MOO SECURITIZATION TRUST 2026-RM1 SER 2026-RM1 CL A1 V/R REGD 144A P/P 4.50000000 0 13,310,000 13,310,000 0.04% $12.81M
AIRBNB INC 0 12,540,000 12,540,000 0.04% $12.55M
BMO Mortgage Trust 0 12,125,000 12,125,000 0.04% $12.54M
SALESFORCE INC 0 12,501,000 12,501,000 0.04% $12.50M
NWSA 3.875 05/15/29 144A 0 12,665,000 12,665,000 0.04% $12.22M
G2SF 6 4/25 0 11,985,000 11,985,000 0.04% $12.19M
WESTERN-SOUTHERN GLOBAL REGD 144A P/P 4.25000000 0 12,262,000 12,262,000 0.04% $12.15M
HSBC HOLDINGS 0 12,212,000 12,212,000 0.04% $12.05M
GS MORTGAGE-BACKED SECURITIES TRUST 2026-HE1 SER 2026-HE1 CL A1 V/R REGD 144A P/P 5.25890000 0 12,000,000 12,000,000 0.04% $12.00M
ABBOTT LABS 0 12,086,000 12,086,000 0.04% $11.94M
HONEYWELL AEROSP 0 12,004,000 12,004,000 0.04% $11.87M
Reach Abs Trust, Series 2026-1A, Class C 0 11,875,000 11,875,000 0.04% $11.79M
CENCORA INC 0 11,999,000 11,999,000 0.04% $11.76M
CHICAGO-A-TXBL 0 11,700,000 11,700,000 0.04% $11.74M
HSBC HOLDINGS 0 11,901,000 11,901,000 0.04% $11.69M
WLAKE 2026-P1 A2 144A 3.84% 01-16-29 0 11,698,000 11,698,000 0.04% $11.67M
Honeywell Aerospace, Inc. 0 11,723,000 11,723,000 0.04% $11.64M
ANTERO RESOURCES CORP SR UNSEC 5.4% 02-01-36 0 11,656,000 11,656,000 0.04% $11.46M
Archwest Mortgage Trust 2026-RTL1 0 11,308,000 11,308,000 0.04% $11.31M
Ford Motor Credit Co LLC 0 11,380,000 11,380,000 0.04% $11.18M
US TREASURY N/B 0 11,041,000 11,041,000 0.04% $11.16M
FR SD8215 0 11,750,012 11,750,012 0.04% $11.13M
FR SB8097 0 12,250,109 12,250,109 0.04% $11.05M
Exeter Automobile Receivables Trust 2026-1 0 10,941,000 10,941,000 0.04% $10.94M
EXETER AUTOMOBILE RECEIVABLES TRUST 2026-2 SER 2026-2A CL D REGD 5.51000000 0 10,875,000 10,875,000 0.04% $10.86M
CAFL 2026-R1 Issuer LLC 0 10,754,000 10,754,000 0.04% $10.73M
Oportun Issuance Trust, Series 2026-A, Class B 0 10,700,000 10,700,000 0.04% $10.67M
Maple Parent Holdings Corp. 0 10,710,000 10,710,000 0.04% $10.66M
U.S. Treasury Notes 0 10,503,000 10,503,000 0.04% $10.58M
AMAZON.COM INC 0 10,650,000 10,650,000 0.04% $10.57M
BPCE 0 10,815,000 10,815,000 0.04% $10.54M
MORGAN STANLEY 0 10,627,000 10,627,000 0.04% $10.41M
Comision Federal de Electricidad 6.05 01/28/2034 0 10,655,000 10,655,000 0.04% $10.33M
BAKER HUGHES 0 10,386,000 10,386,000 0.04% $10.20M
PANAMA 0 10,511,000 10,511,000 0.04% $10.13M
HUNTINGTON BANCS 0 10,200,000 10,200,000 0.03% $10.05M
UBS AG/Stamford CT 0 10,000,000 10,000,000 0.03% $9.97M
RESEARCH-DRIVEN PAGAYA MOTOR ASSET TRUST 2026-1 SER 2026-1A CL A3 REGD 144A P/P 4.86400000 0 10,000,000 10,000,000 0.03% $9.96M
SPIRIT AEROSYSTE 0 9,845,000 9,845,000 0.03% $9.85M
GLS Auto Receivables Issuer Trust, Series 2026-1A, Class A2 0 9,799,000 9,799,000 0.03% $9.79M
PRET LLC, Series 2026-NPL3, Class A1 0 9,854,654 9,854,654 0.03% $9.77M
FEDEX FREIGHT HO 0 9,789,000 9,789,000 0.03% $9.62M
JEFFERIES GROUP 0 9,943,000 9,943,000 0.03% $9.54M
FREDDIE MAC POOL UMBS P#SL2628 5.50000000 0 9,375,095 9,375,095 0.03% $9.45M
BANK OF AMER CRP 0 9,165,000 9,165,000 0.03% $9.45M
BANK5 BANK5 2024 5YR7 A3 0 9,150,000 9,150,000 0.03% $9.44M
Glencore Funding LLC 0 9,374,000 9,374,000 0.03% $9.39M
Vistra Operations Company, LLC 0 9,507,000 9,507,000 0.03% $9.35M
WESTLAKE AUTOMOBILE RECEIVABLES TR 2026-P1 A3 4.51% 03/15/2030 144A 0 9,376,000 9,376,000 0.03% $9.32M
SoFi Consumer Loan Program Trust 2026-1 0 9,226,942 9,226,942 0.03% $9.22M
ALPHABET INC 0 9,234,000 9,234,000 0.03% $9.20M
AMSR 2026-SFR1 TRUST SER 2026-SFR1 CL C REGD 3.77500000 0 10,000,000 10,000,000 0.03% $9.20M
Credit Agricole SA 0 9,335,000 9,335,000 0.03% $9.13M
JPMORGAN CHASE 0 8,500,000 8,500,000 0.03% $8.83M
JPMORGAN CHASE 0 8,680,000 8,680,000 0.03% $8.49M
PRPM 2026-RCF1 A1 0 8,367,828 8,367,828 0.03% $8.32M
CAN IMPERIAL BK 0 8,326,000 8,326,000 0.03% $8.27M
SFS AUTO RECEIVABLES SECURITIZATION TRUST 2026-1 4.05% 08/20/2029 144A 0 8,289,000 8,289,000 0.03% $8.27M
ONCOR ELECTRIC D 0 8,295,000 8,295,000 0.03% $8.25M
FN MA4644 0 8,709,992 8,709,992 0.03% $8.25M
FR SD8206 0 9,367,186 9,367,186 0.03% $8.25M
ORACLE CORP 0 8,981,000 8,981,000 0.03% $8.20M
SEB 4.375 03/12/31 144A 0 8,233,000 8,233,000 0.03% $8.16M
AT&T INC 0 8,330,000 8,330,000 0.03% $8.15M
GSAR 2026-1A A2 0 8,171,000 8,171,000 0.03% $8.15M
UBS Group AG 0 8,284,000 8,284,000 0.03% $8.14M
VIRGINIA EL&PWR 0 8,225,000 8,225,000 0.03% $8.02M
Targa Resources Corp 0 8,124,000 8,124,000 0.03% $7.95M
Mutual of Omaha Cos. Global Funding 0 8,000,000 8,000,000 0.03% $7.90M
PEAC SOLUTIONS RECEIVABLES 2026-1 LLC PEAC 2026-1A A2 0 7,900,000 7,900,000 0.03% $7.90M
Compass Datacenters Issuer III LLC 0 8,058,779 8,058,779 0.03% $7.89M
AMAZON.COM INC 0 7,895,000 7,895,000 0.03% $7.89M
NOVARTIS CAPITAL 0 7,883,000 7,883,000 0.03% $7.88M
GOLDMAN SACHS GP 0 8,000,000 8,000,000 0.03% $7.88M
GOLDMAN SACHS GP 0 8,050,000 8,050,000 0.03% $7.87M
Norinchukin Bank (The) 0 7,871,000 7,871,000 0.03% $7.79M
HONEYWELL AEROSP 0 7,781,000 7,781,000 0.03% $7.69M
FORDR 2026-1 B 144A 4.48% 08-15-38 0 7,734,000 7,734,000 0.03% $7.68M
Center Street Lending Resi-Investor ABS Mortgage Trust, Series 2026-RTL1, Class A1 0 7,659,000 7,659,000 0.03% $7.64M
DELTA AIR LINES 0 7,508,000 7,508,000 0.03% $7.56M
CIP Commercial Mortgage Trust, Series 2025-SBAY, Class A 0 7,500,000 7,500,000 0.03% $7.50M
Morgan Stanley 0 7,520,000 7,520,000 0.03% $7.47M
Westgate Resorts LLC, Series 2026-1A, Class B 0 7,444,000 7,444,000 0.03% $7.45M
BARCLAYS PLC 0 7,595,000 7,595,000 0.03% $7.43M
Takeoff Merger Sub Inc 0 7,500,000 7,500,000 0.03% $7.41M
UBS Group AG 0 7,500,000 7,500,000 0.03% $7.40M
LAD AUTO RECEIVABLES TRUST 2026-1A A3 4.23% 04/15/2031 144A 0 7,456,000 7,456,000 0.03% $7.40M
Progressive Corp. (The) 0 7,335,000 7,335,000 0.03% $7.35M
AMERICREDIT AUTOMOBILE RECEIVABLES TRUST 2026-1 SER 2026-1 CL A2 REGD 144A P/P 4.03000000 0 7,277,000 7,277,000 0.03% $7.27M
Avolon Holdings Funding Ltd 0 7,590,000 7,590,000 0.03% $7.27M
ORANGE SA 144A LIFE SR UNSEC 5.0% 01-13-36 0 7,380,000 7,380,000 0.03% $7.25M
FNCL 3.5 4/26 0 7,900,000 7,900,000 0.03% $7.24M
COMPASS DATACENTERS ISSUER III LLC / LTD (PARTNERSHIP) 4.897% 02/25/2056 144A 0 7,296,000 7,296,000 0.03% $7.24M
GS Mortgage-Backed Securities Trust, Series 2026-CES1, Class A1 0 7,279,325 7,279,325 0.02% $7.22M
SDART 2026-1 A3 0 7,205,000 7,205,000 0.02% $7.16M
U.S. Treasury STRIPS Coupon 0 10,121,000 10,121,000 0.02% $7.07M
Benchmark 2026-V21 Mortgage Trust 0 6,962,976 6,962,976 0.02% $7.06M
FN MA5218 0 6,707,126 6,707,126 0.02% $7.06M
American Credit Acceptance Receivables Trust, Series 2026-1, Class B 0 6,986,000 6,986,000 0.02% $6.97M
TOYOTA MTR CRED 0 7,023,000 7,023,000 0.02% $6.91M
WESTGATE RESORTS 2026-1 LLC SER 2026-1A CL A REGD 144A P/P 5.19000000 0 6,900,000 6,900,000 0.02% $6.90M
CARVANA AUTO RECEIVABLES TRUST 2026-P1 SER 2026-P1 CL A2 REGD 4.10000000 0 6,910,000 6,910,000 0.02% $6.90M
CROSS 2026-NQM4 MORTGAGE TRUST SER 2026-NQM4 CL A1 V/R REGD 144A P/P 5.48500000 0 6,900,000 6,900,000 0.02% $6.90M
Bridgecrest Lending Auto Securitization Trust 2026-1 0 6,896,000 6,896,000 0.02% $6.90M
LBTY 2026-225L A 0 6,984,000 6,984,000 0.02% $6.89M
BNP V4.916 01/15/34 144A 0 7,000,000 7,000,000 0.02% $6.84M
DEVON ENERGY 0 7,790,000 7,790,000 0.02% $6.84M
FEDEX FREIGHT HO 0 6,882,000 6,882,000 0.02% $6.80M
MTBRV 2026-1A A Mtge 4.35% 01/15/2046 144A 0 6,876,728 6,876,728 0.02% $6.80M
First Citizens BancShares Inc/NC 0 7,000,000 7,000,000 0.02% $6.76M
CHENIERE ENERGYP 0 6,615,000 6,615,000 0.02% $6.74M
DRVPNK 2026-1A A4 0 6,746,000 6,746,000 0.02% $6.72M
RKTL 2026-1A 4.31% 02/26/2035 144A 0 6,720,345 6,720,345 0.02% $6.71M
Enbridge, Inc. 0 6,615,000 6,615,000 0.02% $6.64M
G2SF 3.5 5/25 0 7,150,000 7,150,000 0.02% $6.53M
FANNIE MAE POOL UMBS P#FA4922 5.50000000 0 6,291,121 6,291,121 0.02% $6.51M
JPM V6.254 10/23/34 0 6,048,000 6,048,000 0.02% $6.50M
HP ENTERPRISE 0 6,500,000 6,500,000 0.02% $6.49M
ORACLE CORP 0 6,890,000 6,890,000 0.02% $6.39M
SEMPRA 0 6,479,000 6,479,000 0.02% $6.39M
LEIDOS INC 0 6,560,000 6,560,000 0.02% $6.34M
HESS CORP 0 5,421,000 5,421,000 0.02% $6.18M
FNCI 5 4/21 0 6,105,000 6,105,000 0.02% $6.15M
AMCAR 2026-1 B 0 6,180,000 6,180,000 0.02% $6.14M
SFS AUTO RECEIVABLES SECURITIZATION TRUST 2026-1 0 6,202,000 6,202,000 0.02% $6.10M
DAYTON PWR & LT 0 6,140,000 6,140,000 0.02% $6.08M
BAXTER INTL 0 6,500,000 6,500,000 0.02% $6.06M
SFS AUTO RECEIVABLES SECURITIZATION TRUST 2026-1A A3 4.13% 07/21/2031 144A 0 6,093,000 6,093,000 0.02% $6.04M
SKANDINAVISKA ENSKILDA REGD 144A P/P 4.00000000 0 6,068,000 6,068,000 0.02% $6.00M
LLOYDS BK GR PLC 0 6,002,000 6,002,000 0.02% $5.94M
ABBOTT LABS 0 6,082,000 6,082,000 0.02% $5.93M
BLUE OWL FIN LLC 0 6,161,000 6,161,000 0.02% $5.92M
Perusahaan Perseroan Persero PT Perusahaan Listrik Negara 0 6,046,000 6,046,000 0.02% $5.87M
ORACLE CORP 0 6,266,000 6,266,000 0.02% $5.85M
Dhafrah Pv2 Energy Co. LLC 0 5,897,000 5,897,000 0.02% $5.72M
U.S. Treasury STRIPS 0.000%, Due 02/15/2037 0 9,350,000 9,350,000 0.02% $5.72M
ABBVIE INC 0 5,822,000 5,822,000 0.02% $5.69M
FNCL 6.5 4/26 0 5,485,000 5,485,000 0.02% $5.67M
BAKER HUGHES 0 5,795,000 5,795,000 0.02% $5.67M
JBS/FOODS/FOOD 0 5,722,000 5,722,000 0.02% $5.61M
JBS/FOODS/FOOD 0 5,700,000 5,700,000 0.02% $5.59M
PACIFICORP 0 5,566,000 5,566,000 0.02% $5.51M
CENTERPOINT ENERGY RESTORATION BOND CO III LLC 0 5,570,000 5,570,000 0.02% $5.48M
FRIDPT 5.315 04/14/32 144A 0 5,456,000 5,456,000 0.02% $5.42M
Glencore Funding LLC 0 5,415,000 5,415,000 0.02% $5.41M
Fidelity National Information Services Inc 0 5,417,000 5,417,000 0.02% $5.39M
Norinchukin Bank (The) 0 5,449,000 5,449,000 0.02% $5.39M
JABIL INC 0 5,381,000 5,381,000 0.02% $5.32M
ABBOTT LABS 0 5,325,000 5,325,000 0.02% $5.24M
Grand River Funding Trust II 0 5,000,000 5,000,000 0.02% $5.23M
PRPM LLC, Series 2026-1, Class A1 0 5,262,267 5,262,267 0.02% $5.21M
G2SF 2.5 4/24 0 6,020,000 6,020,000 0.02% $5.18M
BMARK 2026-V20 A3 0 5,083,644 5,083,644 0.02% $5.17M
GOLDMAN SACHS GP 0 5,397,000 5,397,000 0.02% $5.14M
JBS 5.625 3/10/2037 0 5,076,000 5,076,000 0.02% $5.09M
WESTERN MIDSTRM 0 5,174,000 5,174,000 0.02% $5.09M
Honeywell Aerospace Inc 0 5,121,000 5,121,000 0.02% $5.07M
ABBVIE INC 0 5,168,000 5,168,000 0.02% $5.07M
BANCO BILBAO VIZ 0 5,200,000 5,200,000 0.02% $5.06M
U.S. Treasury STRIPS Coupon 0 8,135,000 8,135,000 0.02% $5.05M
GLS Auto Receivables Issuer Trust 2026-1 0 5,037,000 5,037,000 0.02% $5.02M
UNITED MEXICAN 0 5,138,000 5,138,000 0.02% $5.01M
FREDDIE MAC REMICS SER 5094 CL AE 1.50000000 0 5,702,676 5,702,676 0.02% $5.00M
Bank of Montreal 0 5,000,000 5,000,000 0.02% $4.98M
WELLS FARGO CO 0 5,000,000 5,000,000 0.02% $4.96M
WSP Global Inc 0 5,000,000 5,000,000 0.02% $4.96M
FISERV INC 0 5,000,000 5,000,000 0.02% $4.95M
The Goldman Sachs Group, Inc. 4.153 10/21/2029 0 5,000,000 5,000,000 0.02% $4.95M
AVIATION CAPITAL GROUP LLC 144A 4.250000% 04/30/2029 0 5,000,000 5,000,000 0.02% $4.93M
Lseg US Fin Corp 0 4,951,000 4,951,000 0.02% $4.90M
JPMORGAN CHASE 0 4,964,000 4,964,000 0.02% $4.88M
SYNCHRONY FINANC 0 5,000,000 5,000,000 0.02% $4.85M
Anglo American Capital PLC 0 4,958,000 4,958,000 0.02% $4.85M
G2SF 4 4/23 0 5,120,000 5,120,000 0.02% $4.80M
ORACLE CORP 0 4,980,000 4,980,000 0.02% $4.79M
NOVARTIS CAPITAL 0 4,754,000 4,754,000 0.02% $4.79M
PRET, LLC 2026-NPL2 0 4,815,466 4,815,466 0.02% $4.78M
BMO V4.439 01/14/32 J 0 4,835,000 4,835,000 0.02% $4.76M
PACIFIC GAS&ELEC 0 4,996,000 4,996,000 0.02% $4.74M
HOMES 2026-NQM2 TRUST SER 2026-NQM2 CL A1 V/R REGD 144A P/P 5.48800000 0 4,700,000 4,700,000 0.02% $4.70M
BFCM 4.541 01/15/31 144A 0 4,765,000 4,765,000 0.02% $4.70M
STELLANTIS FINANCIAL UNDERWRITTEN ENHANCED LEASE T SFUEL 2025-BA A2 0 4,624,683 4,624,683 0.02% $4.63M
CENTERPNT EN III 0 4,717,000 4,717,000 0.02% $4.61M
Uniform Mortgage-Backed Securities 0 4,946,429 4,946,429 0.02% $4.59M
FLEX INTERMEDIATE HOLDCO SR SECURED 144A 06/31 3.363 0 5,000,000 5,000,000 0.02% $4.55M
EATON CORP 0 4,525,000 4,525,000 0.02% $4.47M
THERMO FISHER 0 4,450,000 4,450,000 0.02% $4.42M
Vistra Operations Co. LLC 0 4,039,000 4,039,000 0.02% $4.39M
WELLS FARGO CO 0 4,510,000 4,510,000 0.02% $4.39M
PUBLIC SERV COLO 0 4,388,000 4,388,000 0.02% $4.38M
SUMITOMO MITSU 0 4,515,000 4,515,000 0.02% $4.37M
BROOKLYN UNION GAS CO REGD 144A P/P 5.45600000 0 4,406,000 4,406,000 0.02% $4.37M
CARMAX SELECT RECEIVABLES TRUST 2026-A SER 2026-A CL B REGD 4.20000000 0 4,309,000 4,309,000 0.01% $4.27M
MITSUB UFJ FIN 0 4,325,000 4,325,000 0.01% $4.25M
AMCOR FLEXIBLES 0 4,350,000 4,350,000 0.01% $4.23M
AMAZON.COM INC 0 4,259,000 4,259,000 0.01% $4.22M
AMERICAN WATER 0 4,177,000 4,177,000 0.01% $4.19M
HOMES 2026-NQM1 Trust 0 4,218,165 4,218,165 0.01% $4.18M
Societe Generale SA 4.45 04/12/2030 0 4,225,000 4,225,000 0.01% $4.18M
IBM CORP 0 4,269,000 4,269,000 0.01% $4.16M
Nippon Life Insurance Co. 0 4,094,000 4,094,000 0.01% $4.10M
SALESFORCE INC 0 4,077,000 4,077,000 0.01% $4.09M
MICRON TECH 0 3,908,000 3,908,000 0.01% $4.09M
FEDEX FREIGHT HO 0 4,191,000 4,191,000 0.01% $4.05M
BANK NOVA SCOTIA 0 4,095,000 4,095,000 0.01% $4.04M
WELLS FARGO CO 0 4,000,000 4,000,000 0.01% $4.03M
Enbridge, Inc. 0 4,000,000 4,000,000 0.01% $4.03M
Banque Federative du Credit Mutuel SA 5.11 01/15/2036 0 4,120,000 4,120,000 0.01% $4.03M
PFIZER INVSTMNT 0 4,405,000 4,405,000 0.01% $4.00M
ESSENTIAL UTIL 0 4,055,000 4,055,000 0.01% $4.00M
GLENLN 2.5 09/01/30 144A 0 4,330,000 4,330,000 0.01% $3.94M
CHENIERE ENERGYP 0 4,100,000 4,100,000 0.01% $3.94M
ORACLE CORP 0 4,270,000 4,270,000 0.01% $3.93M
ENERGY TRANS 0 3,928,000 3,928,000 0.01% $3.90M
Romania Government Bond 0 4,206,000 4,206,000 0.01% $3.90M
WESTERN SOUTHERN GLOBAL SECURED 144A 12/32 4.7 0 4,000,000 4,000,000 0.01% $3.90M
FN MA3522 0 3,963,809 3,963,809 0.01% $3.89M
Voya Financial Inc 0 4,000,000 4,000,000 0.01% $3.86M
G2SF 4.5 4/26 0 4,000,000 4,000,000 0.01% $3.86M
PacifiCorp 0 3,841,000 3,841,000 0.01% $3.85M

Top 300 of 406, by weight.

Security Shares Dec 2025 Shares Mar 2026 Δ shares End % Δ value
FUTURE CONTRACT ON US 2YR NOTE (CBT) MAR26 0.00000000 3,258 0 -3,258 0.00% -$680.23M
FUTURE CONTRACT ON US 5YR NOTE (CBT) MAR26 0.00000000 3,505 0 -3,505 0.00% -$383.11M
FUTURE CONTRACT ON US 10YR NOTE (CBT)MAR26 0.00000000 3,208 0 -3,208 0.00% -$360.70M
FUTURE CONTRACT ON US 10YR ULTRA FUT MAR26 0.00000000 2,985 0 -2,985 0.00% -$343.32M
US TREASURY N/B 134,495,000 0 -134,495,000 0.00% -$134.34M
US TREASURY N/B 101,209,000 0 -101,209,000 0.00% -$101.01M
G2 MA9964 56,992,498 0 -56,992,498 0.00% -$56.93M
US TREASURY N/B 49,624,000 0 -49,624,000 0.00% -$48.91M
US TREASURY N/B 44,760,000 0 -44,760,000 0.00% -$43.99M
FNCL 2.5 1/26 46,465,000 0 -46,465,000 0.00% -$39.27M
BOEING CO 34,828,000 0 -34,828,000 0.00% -$34.76M
FUTURE CONTRACT ON US ULTRA BOND CBT MAR26 0.00000000 271 0 -271 0.00% -$31.98M
US TREASURY N/B 29,502,000 0 -29,502,000 0.00% -$29.47M
FNCL 2 1/26 36,440,000 0 -36,440,000 0.00% -$29.45M
US TREASURY N/B 27,598,000 0 -27,598,000 0.00% -$28.34M
FNCL 5.5 1/26 27,510,000 0 -27,510,000 0.00% -$27.89M
US TREASURY N/B 27,753,000 0 -27,753,000 0.00% -$27.75M
US TREASURY N/B 26,980,000 0 -26,980,000 0.00% -$27.33M
US TREASURY N/B 24,742,000 0 -24,742,000 0.00% -$25.45M
FNCL 3 1/26 28,655,000 0 -28,655,000 0.00% -$25.34M
G2SF 5.5 1/25 24,870,000 0 -24,870,000 0.00% -$25.11M
FN MA4732 26,275,256 0 -26,275,256 0.00% -$25.03M
EQUINOR ASA 24,354,000 0 -24,354,000 0.00% -$24.57M
US TREASURY N/B 23,088,000 0 -23,088,000 0.00% -$23.58M
G2SF 5 1/26 22,485,000 0 -22,485,000 0.00% -$22.43M
G2 MB0092 21,063,782 0 -21,063,782 0.00% -$21.31M
Elmwood CLO 39 Ltd., Series 2025-2A, Class A1 21,000,000 0 -21,000,000 0.00% -$20.96M
SIXTH STREET CLO XVI LTD SER 2020-16A CL A1R V/R REGD 144A P/P 5.67444000 20,250,000 0 -20,250,000 0.00% -$20.25M
ALPHABET INC 19,622,000 0 -19,622,000 0.00% -$19.68M
CITIGROUP INC SR UNSECURED 01/27 VAR 19,320,000 0 -19,320,000 0.00% -$19.28M
State of Kuwait 19,076,000 0 -19,076,000 0.00% -$19.05M
BERRY GLOBAL INC 17,410,000 0 -17,410,000 0.00% -$17.39M
UMBS 19,098,498 0 -19,098,498 0.00% -$16.90M
WLAKE 2025-3A A2 144A 4.31% 04-17-28 16,785,000 0 -16,785,000 0.00% -$16.80M
SDART 2025-4 A2 4.28% 01-15-29 16,064,000 0 -16,064,000 0.00% -$16.10M
AFFRM 2024-A 1A 144A 5.61% 02-15-29 15,600,000 0 -15,600,000 0.00% -$15.62M
AMXCA 2025-3 A 14,032,000 0 -14,032,000 0.00% -$14.34M
State of Kuwait 14,265,000 0 -14,265,000 0.00% -$14.26M
FNCL 5 1/26 14,155,000 0 -14,155,000 0.00% -$14.12M
SDART 2025-3 A3 14,019,000 0 -14,019,000 0.00% -$14.09M
FLEX LTD 14,000,000 0 -14,000,000 0.00% -$13.99M
FNCL 4.5 1/26 14,325,000 0 -14,325,000 0.00% -$13.98M
DELL INT / EMC 13,970,000 0 -13,970,000 0.00% -$13.95M
State of Kuwait 13,771,000 0 -13,771,000 0.00% -$13.79M
G2SF 6.5 1/24 13,305,000 0 -13,305,000 0.00% -$13.75M
TORONTO DOM BANK 13,246,000 0 -13,246,000 0.00% -$13.24M
AMAZON.COM INC 12,902,000 0 -12,902,000 0.00% -$12.94M
ROYAL BK CANADA 12,812,000 0 -12,812,000 0.00% -$12.94M
FREDDIE MAC POOL UMBS P#SD7561 4.00000000 12,749,942 0 -12,749,942 0.00% -$12.23M
FR SD8244 12,695,946 0 -12,695,946 0.00% -$12.12M
FNCL 7 1/24 11,500,000 0 -11,500,000 0.00% -$12.10M
Uniform Mortgage-Backed Securities 12,026,330 0 -12,026,330 0.00% -$12.00M
HYUNDAI AUTO LEASE SECURITIZATION TRUST 2 SER 2025-C CL A3 REGD 144A P/P 4.36000000 11,580,000 0 -11,580,000 0.00% -$11.67M
G2SF 6 1/25 11,435,000 0 -11,435,000 0.00% -$11.65M
FREDDIE MAC POOL UMBS P#SD0895 2.00000000 14,108,412 0 -14,108,412 0.00% -$11.59M
FNCL 4 1/26 11,740,000 0 -11,740,000 0.00% -$11.13M
STELLANTIS FINANCIAL UNDERWRITTEN ENHANCED SER 2025-CA CL A3 REGD 144A P/P 4.11000000 11,045,000 0 -11,045,000 0.00% -$11.06M
Norinchukin Bank/The 10,898,000 0 -10,898,000 0.00% -$11.05M
G2 MA7255 12,727,489 0 -12,727,489 0.00% -$10.98M
BHP FINANCE USA 10,202,000 0 -10,202,000 0.00% -$10.36M
FR SD1725 10,656,937 0 -10,656,937 0.00% -$10.17M
AMAZON.COM INC 10,146,000 0 -10,146,000 0.00% -$10.16M
ORACLE CORP 10,163,000 0 -10,163,000 0.00% -$9.94M
MORGAN STANLEY 9,556,000 0 -9,556,000 0.00% -$9.67M
CHUBB INA HLDGS 9,517,000 0 -9,517,000 0.00% -$9.56M
FN BV9931 9,947,614 0 -9,947,614 0.00% -$9.49M
OneMain Direct Auto Receivables Trust, Series 2021-1A, Class B 9,165,892 0 -9,165,892 0.00% -$9.15M
CITIGROUP INC 9,150,000 0 -9,150,000 0.00% -$9.15M
G2 MA7312 10,397,562 0 -10,397,562 0.00% -$8.97M
Hyundai Auto Lease Securitization Trust, Series 2025-B, Class A3 8,493,000 0 -8,493,000 0.00% -$8.57M
SDART 2025-4 A3 8,427,000 0 -8,427,000 0.00% -$8.46M
EQUINOR ASA 8,282,000 0 -8,282,000 0.00% -$8.40M
FN MA4597 10,257,881 0 -10,257,881 0.00% -$8.32M
FNCL 6 1/26 7,905,000 0 -7,905,000 0.00% -$8.12M
STELLANTIS FINANCIAL UNDERWRITTEN ENHANCED SER 2025-BA CL A3 REGD 144A P/P 4.27000000 7,999,000 0 -7,999,000 0.00% -$8.04M
ORACLE CORP 8,230,000 0 -8,230,000 0.00% -$7.89M
PFIZER INC 7,811,000 0 -7,811,000 0.00% -$7.84M
BANK 2025-BNK49 A5 7,289,634 0 -7,289,634 0.00% -$7.70M
JBS HLD/FOOD/GRP 7,683,000 0 -7,683,000 0.00% -$7.65M
WESTERN MIDSTRM 7,633,000 0 -7,633,000 0.00% -$7.63M
SDART 2025-4 B 4.27% 01-15-32 7,512,000 0 -7,512,000 0.00% -$7.52M
Uniform Mortgage-Backed Securities 8,102,212 0 -8,102,212 0.00% -$7.51M
BANK OF AMER CRP 7,140,000 0 -7,140,000 0.00% -$7.15M
STANDARD CHARTERED PLC SR UNSECURED 144A 01/27 VAR 7,000,000 0 -7,000,000 0.00% -$6.99M
UNITEDHEALTH GRP 7,745,000 0 -7,745,000 0.00% -$6.99M
UMBS 7,233,304 0 -7,233,304 0.00% -$6.90M
FANNIE MAE POOL UMBS P#CA5354 3.50000000 7,411,228 0 -7,411,228 0.00% -$6.87M
Stellantis Financial Underwritten Enhanced Lease Trust, Series 2025-CA, Class B 6,861,000 0 -6,861,000 0.00% -$6.86M
PLAINS ALL AMER 6,771,000 0 -6,771,000 0.00% -$6.85M
ANALOG DEVICES 6,742,000 0 -6,742,000 0.00% -$6.80M
FANNIE MAE POOL UMBS P#FS2018 4.50000000 6,887,521 0 -6,887,521 0.00% -$6.77M
CHENIERE ENERGYP 6,615,000 0 -6,615,000 0.00% -$6.76M
G2 MA7367 7,800,777 0 -7,800,777 0.00% -$6.73M
BLACK HILLS CORP 6,681,000 0 -6,681,000 0.00% -$6.68M
PORSCHE INNOVATIVE LEASE OWNER TRUST 2025-1 SER 2025-1A CL A3 REGD 144A P/P 4.61000000 6,554,000 0 -6,554,000 0.00% -$6.63M
ALPHABET INC 6,753,000 0 -6,753,000 0.00% -$6.62M
VERIZON MASTER TRUST SERIES 2025-9 SER 2025-9 CL B REGD 4.24000000 6,562,000 0 -6,562,000 0.00% -$6.57M
Barings Equipment Finance LLC, Series 2025-B, Class A3 6,500,000 0 -6,500,000 0.00% -$6.51M
DataBank Issuer, Series 2021-1A, Class A2 6,150,000 0 -6,150,000 0.00% -$6.12M
DAYTON PWR & LT 6,140,000 0 -6,140,000 0.00% -$6.12M
JXN 4.9 01/13/27 144A 6,000,000 0 -6,000,000 0.00% -$6.05M
JERSEY CENT P&L 6,023,000 0 -6,023,000 0.00% -$6.00M
FR SD8255 6,452,006 0 -6,452,006 0.00% -$5.98M
CATERPILLAR FINL 5,930,000 0 -5,930,000 0.00% -$5.94M
NISOURCE INC 5,934,000 0 -5,934,000 0.00% -$5.92M
M&T BANK CORP 5,818,000 0 -5,818,000 0.00% -$5.91M
MERCK & CO INC 5,910,000 0 -5,910,000 0.00% -$5.89M
Molex Electronic Technologies, LLC 5,698,000 0 -5,698,000 0.00% -$5.76M
JBS HLD/FOOD/GRP 5,700,000 0 -5,700,000 0.00% -$5.67M
NORINCHUKIN BANK/THE 144A 4.674000% 09/09/2030 5,625,000 0 -5,625,000 0.00% -$5.66M
NXP BV/NXP FDG 5,566,000 0 -5,566,000 0.00% -$5.65M
GMF FLOORPLAN OWNER REVOLVING TRUST SER 2024-4A CL A1 REGD 144A P/P 4.73000000 5,493,000 0 -5,493,000 0.00% -$5.57M
COMET 2025-A2 A 5,546,000 0 -5,546,000 0.00% -$5.55M
Uniform Mortgage-Backed Security, TBA 5,445,000 0 -5,445,000 0.00% -$5.51M
G2SF 4 1/26 5,770,000 0 -5,770,000 0.00% -$5.45M
Macquarie Airfinance Holdings Ltd. 5,000,000 0 -5,000,000 0.00% -$5.35M
WFCM 2025-C65 A5 5,091,195 0 -5,091,195 0.00% -$5.23M
FNCL 3.5 2/26 5,675,000 0 -5,675,000 0.00% -$5.23M
Citigroup Commercial Mortgage Trust, Series 2016-C1, Class A3 5,226,515 0 -5,226,515 0.00% -$5.21M
FHMS K-161 A2 5,045,114 0 -5,045,114 0.00% -$5.21M
SCE RECOVERY FUNDING LLC SR SECURED 03/36 4.453 5,171,000 0 -5,171,000 0.00% -$5.18M
JPMORGAN CHASE 4,985,000 0 -4,985,000 0.00% -$5.16M
FREDDIE MAC MULTIFAMILY STRUCTURED PASS THROUGH CERTIFI SER K-172 CL A2 V/R 4.58100000 5,102,243 0 -5,102,243 0.00% -$5.12M
FHMS K-167 A2 5,009,882 0 -5,009,882 0.00% -$5.11M
AMPHENOL CORP 5,094,000 0 -5,094,000 0.00% -$5.09M
MARATHON PETRO 5,003,000 0 -5,003,000 0.00% -$5.04M
UBS Group AG 5,000,000 0 -5,000,000 0.00% -$5.00M
NEW RESIDENTIAL MORTGAGE LOAN TRUST 2022-SFR2 SER 2022-SFR2 CL D REGD 144A P/P 4.00000000 5,000,000 0 -5,000,000 0.00% -$4.90M
Romanian Government International Bond 4,642,000 0 -4,642,000 0.00% -$4.84M
BMO V4.35 09/22/31 4,755,000 0 -4,755,000 0.00% -$4.75M
ENELIM 2.5 07/12/31 144A 5,233,000 0 -5,233,000 0.00% -$4.71M
UBS GRP. F2V 4,700,000 0 -4,700,000 0.00% -$4.69M
RWE FINANCE US LLC REGD 144A P/P 5.87500000 4,446,000 0 -4,446,000 0.00% -$4.69M
NTT FINANCE 4,520,000 0 -4,520,000 0.00% -$4.64M
AMPHENOL CORP 4,589,000 0 -4,589,000 0.00% -$4.58M
NXP BV/NXP FDG 4,526,000 0 -4,526,000 0.00% -$4.54M
FR RA6509 5,443,520 0 -5,443,520 0.00% -$4.47M
Government National Mortgage Association, TBA 5,165,000 0 -5,165,000 0.00% -$4.45M
FANNIE MAE POOL UMBS P#CB0478 2.00000000 4,801,476 0 -4,801,476 0.00% -$4.44M
Credit Acceptance Auto Loan Trust, Series 2022-3A, Class C 4,424,588 0 -4,424,588 0.00% -$4.44M
PFIZER INVSTMNT 4,685,000 0 -4,685,000 0.00% -$4.44M
EQUINOR ASA 4,342,000 0 -4,342,000 0.00% -$4.32M
BPCE SA REGD V/R 144A P/P MTN 5.97500000 4,300,000 0 -4,300,000 0.00% -$4.30M
DTE ENERGY CO 4,190,000 0 -4,190,000 0.00% -$4.29M
G2SF 3 1/26 4,580,000 0 -4,580,000 0.00% -$4.11M
FNCL 6.5 1/26 3,950,000 0 -3,950,000 0.00% -$4.11M
ELEMENT FLEET MANAGEMENT SR UNSECURED 144A 11/30 4.641 4,090,000 0 -4,090,000 0.00% -$4.10M
Uniform Mortgage-Backed Securities 4,341,542 0 -4,341,542 0.00% -$4.02M
BNP PARIBAS 4,000,000 0 -4,000,000 0.00% -$4.00M
WLAKE 2025-2A A3 3,898,000 0 -3,898,000 0.00% -$3.92M
FLORIDA POWER & 3,974,000 0 -3,974,000 0.00% -$3.91M
FR SD8237 4,038,005 0 -4,038,005 0.00% -$3.85M
MBALT 2025-A A3 3,784,000 0 -3,784,000 0.00% -$3.83M
VST 4.3 10/15/28 144A 3,752,000 0 -3,752,000 0.00% -$3.75M
BROWN & BROWN 4,150,000 0 -4,150,000 0.00% -$3.72M
VST 5.05 12/30/26 144A 3,646,000 0 -3,646,000 0.00% -$3.67M
ENTERPRISE PRODU 3,633,000 0 -3,633,000 0.00% -$3.66M
BANK5, Series 2025-5YR19, Class A3 3,525,995 0 -3,525,995 0.00% -$3.64M
BROWN & BROWN 3,490,000 0 -3,490,000 0.00% -$3.63M
INTEL CORP 3,533,000 0 -3,533,000 0.00% -$3.60M
JBS HLD/FOOD/GRP 3,510,000 0 -3,510,000 0.00% -$3.57M
CREDIT AGRICOLE SA REGD V/R 144A P/P 1.24700000 3,500,000 0 -3,500,000 0.00% -$3.49M
FNMA 30YR 2.5% 08/01/2050#BP6618 3,952,996 0 -3,952,996 0.00% -$3.38M
FIRSTENERGY TRAN 3,349,000 0 -3,349,000 0.00% -$3.35M
G2SF 4.5 1/26 3,410,000 0 -3,410,000 0.00% -$3.32M
MERCK & CO INC 3,316,000 0 -3,316,000 0.00% -$3.28M
FOUNDRY JV HOLDC 3,045,000 0 -3,045,000 0.00% -$3.23M
BANK 2019-BN24 A3 3,391,000 0 -3,391,000 0.00% -$3.21M
RCO X Mortgage LLC, Series 2025-1, Class A1 3,131,707 0 -3,131,707 0.00% -$3.14M
PLAINS ALL AMER 2,955,000 0 -2,955,000 0.00% -$3.08M
BOARDWALK PIPELI 3,000,000 0 -3,000,000 0.00% -$3.01M
PRET LLC, Series 2024-NPL7, Class A1 2,969,745 0 -2,969,745 0.00% -$2.97M
FNCI 3 1/25 3,070,000 0 -3,070,000 0.00% -$2.95M
JBS HLD/FD/LUX 2,635,000 0 -2,635,000 0.00% -$2.95M
FNMA POOL FM7441 FN 05/51 FIXED VAR 3,248,510 0 -3,248,510 0.00% -$2.88M
NTT FINANCE 2,785,000 0 -2,785,000 0.00% -$2.82M
JBS USA/FOOD/GRP 2,700,000 0 -2,700,000 0.00% -$2.74M
LLOYDS BK GR PLC 2,575,000 0 -2,575,000 0.00% -$2.71M
MORGAN STANLEY 2,736,000 0 -2,736,000 0.00% -$2.70M
VZMT 2023-1 A 2,695,000 0 -2,695,000 0.00% -$2.70M
G2 MB0091 2,654,122 0 -2,654,122 0.00% -$2.65M
MSBAM 2025-C35 A5 2,495,224 0 -2,495,224 0.00% -$2.63M
HONEYWELL INTL 2,740,000 0 -2,740,000 0.00% -$2.59M
G2SF 2 1/26 3,120,000 0 -3,120,000 0.00% -$2.58M
Credit Acceptance Auto Loan Trust, Series 2023-2A, Class A 2,528,325 0 -2,528,325 0.00% -$2.53M
VCAT LLC, Series 2025-NPL1, Class A1 2,523,562 0 -2,523,562 0.00% -$2.53M
BOEING CO/THE 2,222,000 0 -2,222,000 0.00% -$2.52M
FR SD8468 2,519,762 0 -2,519,762 0.00% -$2.51M
BMARK 2020-B17 A5 2,770,000 0 -2,770,000 0.00% -$2.50M
DTE ELECT SECUR FND II REGD SER A-2 6.09000000 2,300,000 0 -2,300,000 0.00% -$2.48M
ENCANA CORP 2,326,000 0 -2,326,000 0.00% -$2.47M
VERIZON COMM INC 2,462,000 0 -2,462,000 0.00% -$2.43M
VRSK 5 3/4 04/01/33 2,280,000 0 -2,280,000 0.00% -$2.41M
PACIFIC GAS&ELEC 2,228,000 0 -2,228,000 0.00% -$2.36M
ACCENTURE CAPITA 2,355,000 0 -2,355,000 0.00% -$2.36M
PFIZER INC 2,375,000 0 -2,375,000 0.00% -$2.35M
WILLIAMS COS INC 2,530,000 0 -2,530,000 0.00% -$2.31M
TRINITY ACQ PLC 2,300,000 0 -2,300,000 0.00% -$2.30M
FR SB0545 2,464,146 0 -2,464,146 0.00% -$2.29M
FANNIE MAE POOL UMBS P#AI2465 4.50000000 2,242,884 0 -2,242,884 0.00% -$2.26M
GNMA II, Single-family, 30 Year 2,601,304 0 -2,601,304 0.00% -$2.25M
RWE FINANCE US LLC REGD 144A P/P 5.87500000 2,281,000 0 -2,281,000 0.00% -$2.23M
NISOURCE INC 2,132,000 0 -2,132,000 0.00% -$2.21M
WFCM 2016-C34 A4 2,211,000 0 -2,211,000 0.00% -$2.20M
CONSTL ENRGY GEN 2,010,000 0 -2,010,000 0.00% -$2.19M
BARCLAYS PLC 2,115,000 0 -2,115,000 0.00% -$2.19M
BURLINGTON NORTH 2,216,000 0 -2,216,000 0.00% -$2.18M
ENERGY TRANSFER 2,000,000 0 -2,000,000 0.00% -$2.17M
FN CB1469 2,335,412 0 -2,335,412 0.00% -$2.16M
ALPHABET INC 2,173,000 0 -2,173,000 0.00% -$2.14M
OCCIDENTAL PETE 2,009,000 0 -2,009,000 0.00% -$2.12M
DBJPM 16-C1 MORTGAGE TRUST SER 2016-C1 CL A3A REGD 3.01500000 2,101,210 0 -2,101,210 0.00% -$2.10M
UNITED PARCEL 2,030,000 0 -2,030,000 0.00% -$2.10M
WILLIAMS COS INC 2,010,000 0 -2,010,000 0.00% -$2.09M
SK HYNIX INC SR UNSECURED 144A 01/26 1.5 2,000,000 0 -2,000,000 0.00% -$2.00M
REPUBLIC OF PERU 1,936,000 0 -1,936,000 0.00% -$1.99M
BPR Commercial Mortgage Trust, Series 2025-STAR, Class A 1,941,000 0 -1,941,000 0.00% -$1.95M
JPMORGAN CHASE 1,950,000 0 -1,950,000 0.00% -$1.94M
META PLATFORMS 2,388,000 0 -2,388,000 0.00% -$1.93M
BAMLL RE-REMIC TRUST 2024-FRR4 SER 2024-FRR4 CL C V/R REGD 144A P/P 0.01717800 1,926,231 0 -1,926,231 0.00% -$1.92M
ENEL FINANCE INTL NV REGD 144A P/P 2.12500000 1,999,000 0 -1,999,000 0.00% -$1.90M
FREDDIE MAC POOL UMBS P#SD8273 3.50000000 2,039,586 0 -2,039,586 0.00% -$1.89M
GREENSKY HOME IMPROVEMENT ISSU GSKY 2025 2A A2 144A 1,877,154 0 -1,877,154 0.00% -$1.88M
STELLANTIS FIN US INC REGD 144A P/P 2.69100000 2,008,000 0 -2,008,000 0.00% -$1.76M
MSD INVESTMENT 1,580,000 0 -1,580,000 0.00% -$1.59M
AMERICAN NATL GR 1,500,000 0 -1,500,000 0.00% -$1.55M
CHARTER COMM OPT 1,535,000 0 -1,535,000 0.00% -$1.53M
GILEAD SCIENCES INC SR UNSEC 1.65% 10-01-30 1,700,000 0 -1,700,000 0.00% -$1.52M
TRAVELERS COS 1,490,000 0 -1,490,000 0.00% -$1.51M
FN FS4110 1,764,700 0 -1,764,700 0.00% -$1.50M
PACIFIC GAS&ELEC 1,380,000 0 -1,380,000 0.00% -$1.49M
ALPHABET INC 1,445,000 0 -1,445,000 0.00% -$1.45M
AVOLON HOLDINGS FUNDING LTD 2.125% 02/21/2026 144A 1,430,000 0 -1,430,000 0.00% -$1.43M
BOEING CO 1,415,000 0 -1,415,000 0.00% -$1.41M
OVINTIV INC 1,351,000 0 -1,351,000 0.00% -$1.39M
VIACOM INC 1,570,000 0 -1,570,000 0.00% -$1.29M
DEVON ENERGY 1,313,000 0 -1,313,000 0.00% -$1.27M
WFCM 2021-SAVE A 1,268,640 0 -1,268,640 0.00% -$1.27M
FNMA GTD MTG PASS THRU CTF 1.594% 11/25/2028 1,341,108 0 -1,341,108 0.00% -$1.27M
SDART 2023-4 A3 1,250,907 0 -1,250,907 0.00% -$1.25M
DEUTSCHE BANK NY 1,210,000 0 -1,210,000 0.00% -$1.23M
MOLSON COORS 1,511,000 0 -1,511,000 0.00% -$1.21M
ELI LILLY & CO 1,175,000 0 -1,175,000 0.00% -$1.18M
Uniform Mortgage-Backed Security, TBA 1,530,000 0 -1,530,000 0.00% -$1.18M
G2SF 3.5 1/26 1,295,000 0 -1,295,000 0.00% -$1.18M
JBS USA/FOOD/GRP 1,100,000 0 -1,100,000 0.00% -$1.16M
ANTOFAGASTA PLC REGD 144A P/P 5.62500000 1,101,000 0 -1,101,000 0.00% -$1.15M
FREDDIE MAC POOL UMBS P#QD3165 2.00000000 1,365,314 0 -1,365,314 0.00% -$1.12M
ALEXANDRIA REAL 1,451,000 0 -1,451,000 0.00% -$1.08M
HYUNDAI CAPITAL AMERICA SR UNSECURED 144A 01/26 1.3 1,005,000 0 -1,005,000 0.00% -$1.00M
PCG 2.95 03/01/26 990,000 0 -990,000 0.00% -$987.53K
Saudi Arabian Oil Co. 930,000 0 -930,000 0.00% -$942.14K
RESIDENTIAL ASSET SECURITIZATION TRUST 2004-A7 SER 2004-A7 CL A6 REGD 5.50000000 942,393 0 -942,393 0.00% -$914.41K
United Airlines Pass-Through Trust 891,236 0 -891,236 0.00% -$890.96K
FANNIE MAE REMICS SER 2022-51 CL PS V/R 2.07581000 8,437,225 0 -8,437,225 0.00% -$816.56K
FS KKR CAPITAL CORP SR UNSECURED 01/31 6.125 832,000 0 -832,000 0.00% -$811.75K
LAD Auto Receivables Trust, Series 2024-3A, Class A2 736,695 0 -736,695 0.00% -$737.14K
Carvana Auto Receivables Trust, Series 2024-P4, Class A2 722,240 0 -722,240 0.00% -$722.74K
Sierra Timeshare Receivables Funding LLC, Series 2021-1A, Class B 708,293 0 -708,293 0.00% -$706.94K
PANAMA 949,000 0 -949,000 0.00% -$706.72K
Sound Point CLO Ltd., Series 2013-1A, Class A1R 641,119 0 -641,119 0.00% -$640.98K
FREDDIE MAC POOL UMBS P#SD3812 2.50000000 728,066 0 -728,066 0.00% -$621.80K
FREDDIE MAC POOL UMBS P#RC2401 2.00000000 652,553 0 -652,553 0.00% -$604.83K
UNTD AIR 18-1 B 550,208 0 -550,208 0.00% -$549.81K
INTEL CORP 885,000 0 -885,000 0.00% -$544.21K
WILLIAMS COS INC 535,000 0 -535,000 0.00% -$543.83K
Atlanta Independent School System 535,000 0 -535,000 0.00% -$536.32K
VERIZON COMM INC 489,000 0 -489,000 0.00% -$494.24K
FNMA 30YR 2% 10/01/2051#FM9167 510,706 0 -510,706 0.00% -$419.68K
CSX CORP 402,000 0 -402,000 0.00% -$410.24K
DH EUROPE 431,000 0 -431,000 0.00% -$353.02K
FNMA Connecticut Avenue Securities Trust, Series 2021-R03, Class 1M1 329,749 0 -329,749 0.00% -$329.56K
TPMT 2018-1 A1 144A FRN 01-25-58 327,078 0 -327,078 0.00% -$325.10K
DELL INT / EMC 260,000 0 -260,000 0.00% -$261.14K
MCDONALD'S CORP 216,000 0 -216,000 0.00% -$214.41K
TAOT 2021-D A4 212,246 0 -212,246 0.00% -$211.99K
HALLIBURTON CO 200,000 0 -200,000 0.00% -$197.33K
FNMA, 15 Year 160,018 0 -160,018 0.00% -$148.31K
VENTAS REALTY LP 126,000 0 -126,000 0.00% -$125.99K
AMERICREDIT AUTOMOBILE RECEIVABLES TRUST 2021-2 SER 2021-2 CL C REGD 1.01000000 97,079 0 -97,079 0.00% -$96.93K
JP MORGAN MORTGAGE TRUST JPMMT 2007 A2 2A3 78,678 0 -78,678 0.00% -$58.52K
GLS AUTO RECEIVABLES ISSUER TRUST 2021-2 SER 2021-2A CL D REGD 144A P/P 1.42000000 50,179 0 -50,179 0.00% -$50.12K
JP MORGAN MORTGAGE TRUST JPMMT 2006 A7 2A4R 34,256 0 -34,256 0.00% -$27.45K
FREDDIE MAC MULTIFAMILY STRUCTURED PASS THROUGH CERTIFI SER K055 CL X1 V/R 1.33452500 21,944,364 0 -21,944,364 0.00% -$23.94K
VENDEE MORTGAGE TRUST VENDE 1996 1 1Z 9,931 0 -9,931 0.00% -$9.91K
CPS Auto Receivables Trust, Series 2022-C, Class C 7,433 0 -7,433 0.00% -$7.44K
FN AC1317 3,598 0 -3,598 0.00% -$3.57K
FN 750977 3,139 0 -3,139 0.00% -$3.14K
FREDDIE MAC NON GOLD POOL P#1J1418 V/R 6.06500000 3,018 0 -3,018 0.00% -$3.10K
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION SER 2012-H24 CL FE V/R 4.60000000 2,737 0 -2,737 0.00% -$2.74K
FNMA 1,399 0 -1,399 0.00% -$1.43K
FREDDIE MAC REMICS SER 3793 CL AB 3.50000000 597 0 -597 0.00% -$596
FNMA, REMIC, Series 2004-46, Class EP 547 0 -547 0.00% -$546
FNMA, REMIC, Series 2004-28, Class PF 502 0 -502 0.00% -$502
FG C00452 6 0 -6 0.00% -$7
FREDDIE MAC REMICS SER 1829 CL ZB 6.50000000 0 0 -0 0.00% -$0
Wachovia Bank Commercial Mortgage Trust, Series 2006-C24, Class XC 7,911 0 -7,911 0.00% -$0
FUTURE CONTRACT ON US LONG BOND(CBT) MAR26 0.00000000 -115 0 115 0.00% $13.29M
Security Shares Dec 2025 Shares Mar 2026 Δ shares End % Δ value
MONEY MARKET FUND 763,059,279 962,859,328 199,800,050 3.33% $199.80M
US TREASURY N/B 88,363,000 183,625,000 95,262,000 0.65% $96.57M
US TREASURY N/B 78,380,000 185,830,000 107,450,000 0.61% $101.67M
US TREASURY N/B 132,586,000 194,966,000 62,380,000 0.60% $54.78M
US TREASURY N/B 149,411,000 164,876,000 15,465,000 0.57% $14.03M
US TREASURY N/B 67,125,000 161,158,000 94,033,000 0.54% $89.83M
US TREASURY N/B 143,225,000 232,775,000 89,550,000 0.50% $55.16M
FN MA4731 3,752,929 86,291,171 82,538,242 0.27% $75.72M
US TREASURY N/B 61,449,000 79,212,000 17,763,000 0.26% $16.36M
US TREASURY N/B 50,829,000 72,672,000 21,843,000 0.25% $20.78M
US TREASURY N/B 72,825,000 93,680,000 20,855,000 0.20% $12.71M
US TREASURY N/B 74,045,000 96,680,000 22,635,000 0.19% $12.31M
FN MA4237 31,576,202 65,189,098 33,612,896 0.18% $27.30M
US TREASURY N/B 23,410,000 53,190,000 29,780,000 0.18% $29.04M
US TREASURY N/B 63,075,000 69,075,000 6,000,000 0.15% $3.55M
FR SD8245 19,982,409 39,214,102 19,231,693 0.13% $18.43M
US TREASURY N/B 19,804,000 42,084,000 22,280,000 0.13% $19.79M
US TREASURY N/B 27,584,000 37,643,000 10,059,000 0.12% $8.63M
GMF FLOORPLAN OWNER REVOLVING TRUST SER 2024-1A CL A1 REGD 144A P/P 5.13000000 17,525,000 31,686,000 14,161,000 0.11% $14.18M
DEUTSCHE BANK NY 18,065,000 28,195,000 10,130,000 0.10% $9.84M
RPLDCI 6.581 05/30/49 144A 20,646,000 25,995,000 5,349,000 0.09% $4.91M
FN MA4625 3,750,730 25,696,424 21,945,694 0.08% $20.11M
GOLDMAN SACHS GP 13,654,000 23,213,000 9,559,000 0.08% $9.14M
FN MA4733 14,197,768 23,197,442 8,999,673 0.08% $8.57M
US TREASURY N/B 19,086,000 22,370,000 3,284,000 0.08% $3.16M
FN MA4580 189,092 24,033,797 23,844,705 0.08% $21.89M
SOLVENTUM CORP 18,335,000 21,335,000 3,000,000 0.08% $2.73M
US TREASURY N/B 14,000,000 21,867,000 7,867,000 0.07% $7.52M
VWALT 2025-B A3 13,089,000 20,555,000 7,466,000 0.07% $7.39M
OCCIDENTAL PETE 5,000,000 19,845,000 14,845,000 0.07% $15.08M
FR SD8212 19,483,325 23,749,062 4,265,737 0.07% $3.53M
FR SD8205 14,569,240 22,110,940 7,541,700 0.06% $6.29M
U.S. Treasury STRIPS Coupon 1,824,000 27,031,000 25,207,000 0.06% $17.17M
VST 4.3 07/15/29 144A 10,328,000 18,270,000 7,942,000 0.06% $7.70M
U.S. Treasury STRIPS Coupon 25,000,000 27,432,000 2,432,000 0.06% $1.65M
MORGAN STANLEY 14,465,000 17,500,000 3,035,000 0.06% $2.91M
U.S. Treasury STRIPS Coupon 175,000 25,647,000 25,472,000 0.06% $16.91M
BUNGE LTD FIN CP 14,340,000 17,090,000 2,750,000 0.06% $2.45M
PFS FINANCING CORP SER 2025-B CL A REGD 144A P/P 4.85000000 13,575,000 16,484,000 2,909,000 0.06% $2.81M
MORGAN STANLEY 15,725,000 18,275,000 2,550,000 0.05% $2.04M
GINNIE MAE II POOL P#CK2805 V/R 5.22400000 13,638,092 13,652,189 14,097 0.05% $11.02K
FN MA4578 15,788,364 16,808,855 1,020,491 0.05% $775.20K
WELLS FARGO CO 6,141,000 13,817,000 7,676,000 0.05% $7.72M
G2 MA7826 14,902,280 15,632,175 729,895 0.04% $575.43K
FN MA4701 11,619,171 13,048,961 1,429,790 0.04% $1.25M
UMBS, 30 Year 8,998,419 12,119,802 3,121,384 0.04% $3.13M
MORGAN STANLEY 1,350,000 11,350,000 10,000,000 0.04% $10.12M
DNB BANK ASA REGD V/R 144A P/P MTN 4.38400000 9,350,000 11,465,000 2,115,000 0.04% $1.99M
GNMA II 10,674,785 10,758,822 84,036 0.04% $74.59K
GINNIE MAE II POOL P#CO5547 V/R 5.24600000 10,485,666 10,581,478 95,811 0.04% $96.70K
GINNIE MAE II POOL P#CE5553 V/R 5.35600000 10,499,274 10,528,296 29,022 0.04% $2.51K
GNMA II 10,218,999 10,255,625 36,626 0.04% $13.99K
LYB INT FIN III 8,282,000 10,660,000 2,378,000 0.04% $2.45M
FR SD8220 11,401,048 12,078,524 677,477 0.04% $530.41K
BMO Mortgage Trust, Series 2024-5C6, Class A3 7,000,000 10,440,000 3,440,000 0.04% $3.43M
BOEING CO/THE 6,167,000 9,646,000 3,479,000 0.04% $3.69M
GINNIE MAE II POOL P#CE5539 V/R 5.32900000 10,035,825 10,099,400 63,575 0.04% $33.77K
FN MA4465 8,067,602 12,715,527 4,647,925 0.04% $3.75M
DELL INT / EMC 5,420,000 10,516,000 5,096,000 0.04% $4.93M
GINNIE MAE II POOL P#CM9948 V/R 5.57200000 9,494,471 9,502,409 7,938 0.03% -$8.00K
SYNCHRONY FINANC 7,602,000 9,816,000 2,214,000 0.03% $2.05M
BROWN & BROWN 4,785,000 10,000,000 5,215,000 0.03% $5.08M
FR SD8194 5,450,691 11,465,248 6,014,557 0.03% $5.07M
Chile Electricity Lux MPC II S.a.r.l. 4,747,742 9,453,451 4,705,709 0.03% $4.63M
G2 MA7590 2,893,359 10,511,782 7,618,423 0.03% $6.79M
G2 MA7767 9,803,534 10,680,926 877,392 0.03% $734.39K
SOUTHERN CO 4,063,000 9,029,000 4,966,000 0.03% $4.95M
CHILE ELECTRICITY LUX REGD 144A P/P 5.67200000 5,070,859 8,610,655 3,539,796 0.03% $3.43M
GNMA II, Other 9,334,740 9,383,037 48,297 0.03% -$11.11K
SEASONED CREDIT RISK TRANSFER SCRT_18-4 10,277,014 10,367,201 90,186 0.03% $383.22K
NRG ENERGY INC SR SECURED 144A 06/29 4.45 1,155,000 8,030,000 6,875,000 0.03% $6.78M
OCP S.A. 3,580,000 7,528,000 3,948,000 0.03% $3.91M
FANNIE MAE POOL UMBS P#CB8538 5.50000000 3,794,263 7,358,951 3,564,688 0.03% $3.57M
GLOBAL PAY INC 2,920,000 7,606,000 4,686,000 0.03% $4.43M
HUNTINGTON BANCS 2,864,000 7,034,000 4,170,000 0.03% $4.29M
UNITED MEXICAN 4,585,000 7,426,000 2,841,000 0.03% $2.71M
NISOURCE INC 5,576,000 7,730,000 2,154,000 0.02% $1.81M
FN MA4626 6,207,836 7,363,900 1,156,064 0.02% $1.05M
REPUBLIC OF COLOMBIA SR UNSECURED 04/33 8 2,723,000 6,578,000 3,855,000 0.02% $4.00M
U.S. Treasury STRIPS Coupon 2,487,000 10,035,000 7,548,000 0.02% $5.22M
PACIFICORP 3,327,000 7,572,000 4,245,000 0.02% $3.81M
NRG ENERGY INC SR SECURED 144A 03/33 7 3,876,000 6,210,000 2,334,000 0.02% $2.44M
TARGA RESOURCES 4,902,000 6,487,000 1,585,000 0.02% $1.55M
DEVON ENERGY CORP SR UNSECURED 09/54 5.75 1,118,000 6,907,000 5,789,000 0.02% $5.46M
G2 MA6409 6,658,924 7,231,429 572,505 0.02% $479.36K
WESTERN MIDSTRM 5,971,000 6,133,000 162,000 0.02% $78.41K
FR SD8121 1,869,896 7,837,374 5,967,479 0.02% $4.85M
G2 MA7589 6,632,165 7,293,475 661,310 0.02% $557.45K
G2 MA7535 6,343,492 6,711,420 367,928 0.02% $288.74K
UMBS 5,312,455 6,780,242 1,467,788 0.02% $1.26M
GMALT 2025-2 A3 4,762,000 5,762,000 1,000,000 0.02% $984.61K
G2 MA8877 5,550,173 5,777,933 227,760 0.02% $178.08K
ADNOC MURBAN RSC LTD SR UNSECURED 144A 09/34 4.5 2,860,000 5,910,000 3,050,000 0.02% $2.77M
NXP BV/NXP FDG 3,600,000 7,406,000 3,806,000 0.02% $2.72M
FOUNDRY JV HOLDC 1,500,000 5,260,000 3,760,000 0.02% $3.84M
NATIONAL FUEL GA 2,181,000 5,226,000 3,045,000 0.02% $3.02M
United Airlines Pass-Through Trust, Series 2018-1, Class A 2,514,553 5,262,147 2,747,594 0.02% $2.66M
G2 MA4382 2,292,067 5,304,790 3,012,723 0.02% $2.86M
G2 MA8426 3,590,517 5,118,652 1,528,134 0.02% $1.42M
DEUTSCHE BANK NY 2,475,000 4,745,000 2,270,000 0.02% $2.10M
MCAIRH 5.2 03/27/28 144A 1,715,000 4,311,000 2,596,000 0.01% $2.59M
WESTERN GAS PART 3,470,000 4,709,000 1,239,000 0.01% $1.03M
GINNIE MAE II POOL P#BV7952 V/R 3.02900000 4,402,179 4,430,326 28,147 0.01% -$836
GNMA II 3,810,655 3,853,120 42,465 0.01% $36.22K
BX Commercial Mortgage Trust, Series 2024-VLT5, Class A 3,411,000 3,711,000 300,000 0.01% $254.57K
GNMA II 3,338,836 3,379,049 40,213 0.01% $34.30K
GINNIE MAE II POOL P#CM2992 V/R 5.45700000 3,233,194 3,277,256 44,062 0.01% $42.07K
ROMANIA REGD 144A P/P 6.37500000 2,266,000 3,378,000 1,112,000 0.01% $1.00M
ENERGY TRANS 1,000,000 3,235,000 2,235,000 0.01% $2.16M
SOUTHERN CAL ED 253,000 3,013,000 2,760,000 0.01% $2.80M
GINNIE MAE II POOL P#CA0265 V/R 2.98800000 3,307,920 3,330,511 22,591 0.01% $664
FN MA4280 2,107,495 3,840,983 1,733,488 0.01% $1.34M
F&G ANNUITIES 950,000 2,845,000 1,895,000 0.01% $1.87M
FNMA 30YR 3.5% 05/01/2052#CB3599 2,344,263 2,985,403 641,141 0.01% $571.50K
FN MA4437 3,120,997 3,183,326 62,329 0.01% $45.17K
TIME WARNER CABL 1,275,000 2,810,000 1,535,000 0.01% $1.37M
GINNIE MAE II POOL P#CM9938 V/R 3.39800000 2,689,558 2,712,475 22,917 0.01% $5.65K
MINERA MEXICO SA DE CV SR UNSECURED 144A 02/32 5.625 1,558,000 2,378,000 820,000 0.01% $792.06K
CVS Pass-Through Trust 493,549 2,268,270 1,774,722 0.01% $1.80M
PACIFIC GAS&ELEC 1,884,000 1,995,000 111,000 0.01% $89.59K
UMBS 1,003,662 2,557,776 1,554,115 0.01% $1.31M
ANTOFAGASTA PLC SR UNSECURED 144A 09/35 5.625 1,096,000 1,534,000 438,000 0.01% $387.18K
INTEL CORP 885,000 1,770,000 885,000 0.00% $552.91K
SAMMIN 9.5 06/30/31 144A 664,968 688,428 23,460 0.00% $3.77K
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION SER 2014-H20 CL LF V/R 4.71411000 395,122 399,574 4,452 0.00% $4.39K
YGRENE ENERGY FUND INC REGD 12.50000000 476,611 491,661 15,050 0.00% $291
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION SER 2013-H04 CL SA V/R 4.53411000 53,429 53,750 321 0.00% $308
First Horizon Alternative Mortgage Securities Trust, Series 2007-FA4, Class 1A2 512,181 512,620 438 0.00% -$5.48K
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION SER 2012-H24 CL FA V/R 4.56411000 18,885 19,015 131 0.00% $127
GOVERNMENT NAT MTG ASSN HECM 1.65% 02/20/2063 5,067 5,088 21 0.00% $35
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION SER 2012-H26 CL MA V/R 4.66411000 4,509 4,554 45 0.00% $43
FREDDIE MAC REMICS SER 3122 CL ZB 6.00000000 3,647 3,702 55 0.00% -$27
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION SER 2013-H01 CL TA V/R 4.61411000 3,568 3,590 22 0.00% $27
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION SER 2010-H17 CL XQ V/R 5.14313000 1,753 1,768 15 0.00% $3
GOVERNMENT NAT MTG ASSN HECM 2016-H21 DF TSFR1M+76.448 05/20/2061 488 493 6 0.00% $6
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION SER 2012-H21 CL CF V/R 4.81411000 478 484 6 0.00% $6
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION SER 2013-H02 CL HF V/R 4.41411000 74 74 0 0.00% $0
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION SER 2013-H07 CL MA V/R 4.66411000 48 48 0 0.00% $0
Security Shares Dec 2025 Shares Mar 2026 Δ shares End % Δ value
US TREASURY N/B 227,725,000 221,050,000 -6,675,000 0.76% -$8.99M
US TREASURY N/B 215,875,000 179,575,000 -36,300,000 0.63% -$38.21M
US TREASURY N/B 102,675,000 89,550,000 -13,125,000 0.31% -$13.78M
US TREASURY N/B 95,361,000 84,911,000 -10,450,000 0.28% -$11.28M
US TREASURY N/B 98,795,000 71,620,000 -27,175,000 0.23% -$26.17M
US TREASURY N/B 152,925,000 67,000,000 -85,925,000 0.23% -$86.60M
US TREASURY N/B 77,368,600 64,368,600 -13,000,000 0.19% -$11.57M
US TREASURY N/B 90,756,000 54,406,000 -36,350,000 0.19% -$36.68M
US TREASURY N/B 66,775,000 50,380,000 -16,395,000 0.17% -$16.76M
US TREASURY N/B 56,711,000 47,560,000 -9,151,000 0.16% -$9.73M
US TREASURY N/B 84,900,000 52,250,000 -32,650,000 0.16% -$29.38M
U.S. Treasury STRIPS Coupon 89,419,967 86,944,967 -2,475,000 0.14% -$1.16M
US TREASURY N/B 118,503,000 39,725,000 -78,778,000 0.14% -$78.75M
US TREASURY N/B 56,705,000 38,034,000 -18,671,000 0.13% -$19.16M
US TREASURY N/B 58,717,000 38,744,000 -19,973,000 0.13% -$19.97M
G2 MA7534 44,695,566 43,772,079 -923,487 0.13% -$892.79K
UMBS 35,969,464 34,299,613 -1,669,851 0.12% -$2.02M
FR SD8276 35,048,883 34,208,241 -840,643 0.12% -$1.19M
US TREASURY N/B 46,810,000 35,235,000 -11,575,000 0.12% -$11.30M
IL ST TXB-PENSION 32,271,226 31,058,382 -1,212,843 0.11% -$1.44M
G2 MA8346 32,078,709 31,365,167 -713,541 0.10% -$802.66K
FN MA4158 36,460,562 35,903,588 -556,974 0.10% -$525.33K
GOVERNMENT NATIONAL MORTGAGE CORPORATION 32,889,700 32,098,547 -791,153 0.10% -$881.59K
FN MA4159 32,880,303 32,362,214 -518,090 0.10% -$587.35K
FNMA, Other 32,386,859 32,255,142 -131,717 0.09% -$41.00K
FN MA4281 32,809,866 32,324,552 -485,314 0.09% -$459.10K
FR SD8141 30,506,460 30,028,559 -477,902 0.09% -$554.88K
FR SD8300 25,364,106 24,610,151 -753,954 0.09% -$996.71K
US TREASURY N/B 26,730,000 23,730,000 -3,000,000 0.08% -$3.24M
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 24,958,615 24,388,086 -570,529 0.08% -$691.71K
GMREV 2025-1 A 33,562,000 22,700,000 -10,862,000 0.08% -$11.30M
FREDDIE MAC POOL UMBS P#QE1087 3.50000000 24,792,316 24,460,998 -331,318 0.08% -$496.05K
FN FS1836 26,827,732 26,269,006 -558,725 0.08% -$545.46K
FN MA4785 22,679,966 22,096,689 -583,277 0.08% -$839.86K
FR SD8090 25,703,136 25,325,293 -377,843 0.07% -$363.73K
FANNIE MAE POOL UMBS P#BU9868 2.00000000 25,230,771 24,748,409 -482,362 0.07% -$459.80K
FR SD8331 21,115,121 20,058,430 -1,056,691 0.07% -$1.25M
CGCMT 2018-B2 A3 21,252,863 20,343,061 -909,803 0.07% -$991.98K
JPMCC COMMERCIAL MORTGAGE SECURITIES TRUST 2017-JP7 SER 2017-JP7 CL A4 REGD 3.19460000 20,000,000 19,851,299 -148,701 0.07% -$125.85K
FN MA4761 20,192,511 19,701,380 -491,130 0.07% -$694.64K
CFCRE COMMERCIAL MORTGAGE TRUST 2017-C8 SER 2017-C8 CL A3 REGD 3.30480000 20,195,109 19,540,741 -654,367 0.07% -$637.70K
SEASONED LOANS STRUCTURED TRANSACTION TRUST SERIES 2025-2 SER 2025-2 CL A1 3.00000000 21,305,126 20,719,205 -585,921 0.07% -$713.24K
Progress Residential Trust, Series 2024-SFR2, Class A 19,784,234 19,772,067 -12,167 0.07% -$139.34K
CSAIL 2021-C20 COMMERCIAL MORTGAGE TRUST SER 2021-C20 CL A2 REGD 2.48620000 20,418,660 20,302,810 -115,850 0.06% -$247.69K
FNMA 30YR 2% 06/01/2050#MA4047 23,309,435 22,929,400 -380,034 0.06% -$360.54K
CHASE MORTGAGE FINANCE CORPORA CHASE 2024 RPL2 A1A 144A 21,649,817 20,920,622 -729,196 0.06% -$738.24K
FN MA4805 19,432,318 19,044,565 -387,753 0.06% -$586.65K
G2 MA7936 21,053,627 20,617,372 -436,255 0.06% -$420.51K
G2 MA8347 18,606,243 18,170,102 -436,140 0.06% -$555.37K
VERIZON COMM INC 26,930,000 20,170,000 -6,760,000 0.06% -$6.13M
OBX Trust 18,750,000 17,634,354 -1,115,646 0.06% -$1.24M
U.S. Treasury STRIPS Coupon 43,405,000 41,250,000 -2,155,000 0.06% -$914.14K
FN MA4306 20,540,667 20,168,884 -371,783 0.06% -$425.05K
VERUS SECURITIZATION TRUST 202 VERUS 2025 11 A1 144A 17,749,272 17,158,345 -590,927 0.06% -$689.13K
G2 MA9851 18,139,798 16,760,981 -1,378,816 0.06% -$1.44M
GNMA 18,710,066 17,824,917 -885,149 0.06% -$1.02M
Avis Budget Rental Car Funding AESOP LLC, Series 2022-1A, Class A 17,300,000 16,800,000 -500,000 0.06% -$522.92K
UMBS, 30 Year 17,024,058 16,569,629 -454,429 0.06% -$638.46K
FR SD8420 17,371,181 16,231,214 -1,139,967 0.06% -$1.31M
CHASE MORTGAGE FINANCE CORPORA CHASE 2025 RPL1 A1A 144A 18,600,060 18,183,214 -416,846 0.06% -$498.51K
FN MA4978 16,874,687 16,371,438 -503,249 0.06% -$671.50K
FNMA POOL FM2971 FN 08/45 FIXED VAR 17,114,743 16,618,727 -496,016 0.06% -$607.60K
FN MA4209 21,044,466 20,750,852 -293,613 0.06% -$166.41K
FN MA4333 18,646,097 18,242,594 -403,503 0.06% -$289.00K
GCAT Trust, Series 2025-NQM6, Class A1 17,441,936 15,971,165 -1,470,770 0.05% -$1.59M
GS Mortgage-Backed Securities Trust, Series 2025-SL1, Class A1 16,574,413 15,459,617 -1,114,796 0.05% -$1.17M
FN CB2276 18,468,326 18,130,978 -337,349 0.05% -$392.94K
GNMA II, 30 Year 18,085,594 17,957,651 -127,943 0.05% -$147.19K
FREDDIE MAC POOL UMBS P#SD7018 4.50000000 15,853,141 15,601,279 -251,863 0.05% -$436.31K
SEASONED LOANS STRUCTURED TRANSACTION TRUST SERIES 2025-1 SER 2025-1 CL A1 3.00000000 16,726,346 16,266,253 -460,093 0.05% -$452.23K
FR QB1397 18,172,079 17,878,655 -293,424 0.05% -$328.59K
BRAVO Residential Funding Trust, Series 2025-NQM7, Class A1 15,973,738 14,881,883 -1,091,855 0.05% -$1.19M
FANNIE MAE POOL UMBS P#BZ3753 4.49000000 15,075,249 15,017,206 -58,043 0.05% -$106.44K
US TREASURY N/B 58,030,000 15,330,000 -42,700,000 0.05% -$41.64M
EXETER AUTOMOBILE RECEIVABLES TRUST 2025-5 SER 2025-5A CL A2 REGD 4.38000000 15,577,000 14,800,674 -776,326 0.05% -$783.53K
FR SD8324 15,394,368 14,608,134 -786,234 0.05% -$932.64K
FANNIE MAE POOL UMBS P#FS7594 2.50000000 17,668,834 17,376,528 -292,306 0.05% -$319.32K
FANNIE MAE POOL UMBS P#FA1120 3.00000000 16,613,234 16,290,348 -322,886 0.05% -$389.23K
FNMA, REMIC, Series 2025-18, Class MA 19,321,273 17,053,804 -2,267,469 0.05% -$1.94M
HUMANA INC 21,075,000 14,310,000 -6,765,000 0.05% -$7.33M
FNMA UMBS, 30 Year 14,706,493 14,568,280 -138,213 0.05% -$291.26K
HSBC HOLDINGS 16,710,000 14,147,000 -2,563,000 0.05% -$2.87M
FN MA4119 17,869,517 17,593,726 -275,791 0.05% -$296.47K
FN FS0896 16,388,339 16,075,053 -313,286 0.05% -$370.50K
FREDDIE MAC POOL UMBS P#QZ7843 5.50000000 14,265,230 13,856,470 -408,760 0.05% -$482.77K
Avis Budget Rental Car Funding AESOP LLC, Series 2021-2A, Class A 33,318,000 14,400,000 -18,918,000 0.05% -$18.43M
FNMA UMBS, 30 Year 16,559,119 16,087,675 -471,444 0.05% -$449.47K
FANNIE MAE POOL UMBS P#FA1990 6.00000000 13,775,811 13,234,386 -541,425 0.05% -$626.00K
Uniform Mortgage-Backed Securities 17,113,308 16,822,254 -291,054 0.05% -$274.34K
QATAR ENERGY 24,182,000 18,836,000 -5,346,000 0.05% -$4.94M
G2 MA7705 16,046,913 15,722,189 -324,724 0.05% -$313.84K
FANNIE MAE POOL UMBS P#FA0410 5.50000000 13,660,687 13,226,902 -433,784 0.05% -$514.33K
UBS COMMERCIAL MORTGAGE TRUST 2017-C5 SER 2017-C5 CL A4 REGD 3.21200000 14,137,964 13,606,167 -531,797 0.05% -$549.56K
FANNIE MAE POOL UMBS P#FA1022 2.50000000 15,773,929 15,359,903 -414,026 0.05% -$436.59K
FR SD8128 16,366,061 16,115,418 -250,643 0.05% -$239.49K
G2 MA6930 16,164,500 15,842,708 -321,791 0.05% -$293.88K
VOYA CLO LTD VOYA 2019 3A AR 144A 15,495,678 13,091,700 -2,403,978 0.05% -$2.42M
GOVERNMENT NATIONAL MORTGAGE CORPORATION 15,645,713 15,083,743 -561,970 0.05% -$519.18K
TOYOTA AUTO LOAN EXTENDED NOTE TRUST 2025-1 TALNT 2025-1A A 16,000,000 12,900,000 -3,100,000 0.04% -$3.32M
CITIGROUP COMMERCIAL MORTGAGE TRUST 2017-P7 SER 2017-P7 CL A3 REGD 3.44200000 14,163,299 13,080,708 -1,082,592 0.04% -$1.08M
FNMA, Other 14,915,218 14,899,080 -16,138 0.04% -$37.89K
FNMA POOL CB5986 FN 03/53 FIXED 5 13,208,815 12,959,440 -249,376 0.04% -$382.58K
FNMA, Other 13,352,930 13,274,731 -78,199 0.04% -$67.36K
PSEG Power LLC 12,941,000 12,330,000 -611,000 0.04% -$718.74K
FNMA UMBS, 30 Year 14,485,338 14,048,963 -436,375 0.04% -$424.32K
GNMA II 11,981,555 11,886,245 -95,310 0.04% -$126.58K
FNMA 30YR 2.5% 05/01/2052#FS7241 14,649,294 14,336,785 -312,508 0.04% -$307.10K
GNMA 13,342,690 11,813,322 -1,529,368 0.04% -$1.50M
FN MA4254 16,106,203 15,887,076 -219,128 0.04% -$153.46K
TOWD POINT MORTGAGE TRUST 2024-2 SER 2024-2 CL A1A V/R REGD 144A P/P 4.88194000 12,606,655 12,024,014 -582,641 0.04% -$547.04K
FNMA, REMIC, Series 2020-46, Class KB 16,015,296 15,758,194 -257,102 0.04% -$340.83K
FNMA UMBS, 30 Year 14,491,122 14,198,997 -292,124 0.04% -$287.70K
FR RB5138 14,255,694 13,937,135 -318,559 0.04% -$278.26K
MPLX LP 14,895,000 12,020,000 -2,875,000 0.04% -$2.98M
TPMT 2024-5 A1A 12,564,448 12,048,802 -515,645 0.04% -$663.98K
FANNIE MAE POOL UMBS P#BF0805 3.00000000 14,533,284 13,749,534 -783,750 0.04% -$765.03K
FN MA4579 13,750,330 13,480,668 -269,661 0.04% -$328.72K
FN MA4182 14,764,325 14,530,272 -234,053 0.04% -$212.02K
FN CA3861 13,012,341 12,605,281 -407,060 0.04% -$523.88K
OneMain Direct Auto Receivables Trust, Series 2023-1A, Class A 12,500,000 11,614,492 -885,508 0.04% -$897.79K
FANNIE MAE POOL UMBS P#FS8359 3.50000000 13,010,402 12,643,619 -366,783 0.04% -$438.25K
G2 MA7989 12,776,835 12,502,335 -274,500 0.04% -$154.28K
FREDDIE MAC POOL UMBS P#RA6338 2.50000000 13,786,465 13,484,116 -302,349 0.04% -$286.81K
DELTA/SKYMILES 12,625,000 11,572,917 -1,052,083 0.04% -$1.15M
FANNIE MAE POOL UMBS P#FM9504 2.50000000 13,660,572 13,484,264 -176,308 0.04% -$186.15K
TPMT 2020-2 A1A 13,243,967 12,650,102 -593,864 0.04% -$603.86K
FNMA UMBS, 30 Year 13,319,551 13,033,862 -285,689 0.04% -$291.22K
FANNIE MAE POOL UMBS P#FS9404 6.00000000 11,712,345 11,104,087 -608,258 0.04% -$688.38K
FN MA4842 11,806,577 11,386,197 -420,380 0.04% -$533.72K
FANNIE MAE POOL UMBS P#BS9307 4.55000000 11,453,371 11,406,605 -46,766 0.04% -$69.73K
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION SER 2021-H03 CL LF V/R 5.39411000 11,270,069 11,238,059 -32,010 0.04% -$26.67K
FANNIE MAE POOL UMBS P#FA3375 6.00000000 11,588,524 11,083,170 -505,353 0.04% -$579.94K
FANNIE MAE POOL UMBS P#FA0795 3.00000000 12,883,124 12,601,367 -281,757 0.04% -$333.50K
FR RB5105 13,205,145 12,909,215 -295,930 0.04% -$137.52K
FREDDIE MAC POOL UMBS P#RA6586 3.50000000 12,668,687 12,374,185 -294,502 0.04% -$367.52K
G2 MA5985 12,428,415 12,157,966 -270,449 0.04% -$104.75K
GNMA II 10,923,092 10,909,199 -13,893 0.04% -$47.76K
Wells Fargo Commercial Mortgage Trust, Series 2017-C38, Class A4 12,098,290 11,453,003 -645,287 0.04% -$637.56K
GNMA II 10,893,136 10,813,550 -79,586 0.04% -$116.37K
FANNIE MAE POOL UMBS P#BV1743 6.00000000 11,333,663 10,904,871 -428,791 0.04% -$482.72K
US TREASURY N/B 37,750,000 11,000,000 -26,750,000 0.04% -$27.64M
RCO IX MORTGAGE LLC 2025-4 SER 2025-4 CL A1 V/R REGD 144A P/P 5.30990000 12,418,425 11,173,125 -1,245,300 0.04% -$1.26M
GNMA II 10,724,274 10,563,138 -161,136 0.04% -$155.39K
FANNIE MAE POOL UMBS P#CC1715 6.00000000 10,953,959 10,751,488 -202,471 0.04% -$268.08K
FANNIE MAE POOL UMBS P#FA0109 3.50000000 12,221,295 11,964,026 -257,269 0.04% -$355.20K
FNMA UMBS, 30 Year 13,261,493 12,979,489 -282,004 0.04% -$278.99K
NMNL 2025-1A A 11,322,641 11,315,563 -7,078 0.04% -$228.37K
FANNIE MAE POOL UMBS P#CA5146 3.00000000 12,564,350 12,318,025 -246,325 0.04% -$310.28K
UNITED MEXICAN 16,034,000 10,533,000 -5,501,000 0.04% -$6.07M
TOWD POINT MORTGAGE TRUST 2022-2 SER 2022-2 CL A1 V/R REGD 144A P/P 3.75000000 12,134,328 11,682,306 -452,021 0.04% -$596.77K
FNA 2022-M10 A2 13,025,000 12,463,041 -561,959 0.04% -$526.81K
FR SD0781 12,880,297 12,414,762 -465,536 0.04% -$523.33K
FANNIE MAE POOL UMBS P#FS1973 2.00000000 12,752,214 12,555,062 -197,152 0.04% -$128.11K
FR SD8089 13,086,222 12,863,009 -223,213 0.04% -$248.31K
FR SD8023 13,011,611 12,786,996 -224,614 0.04% -$247.38K
FNMA UMBS, 30 Year 12,212,412 11,775,054 -437,358 0.04% -$496.50K
TPMT 2021-R1 A1 12,233,593 12,067,408 -166,185 0.04% -$255.33K
FANNIE MAE POOL UMBS P#FS0664 3.00000000 12,425,310 12,231,561 -193,749 0.04% -$202.05K
FANNIE MAE POOL UMBS P#FA2313 6.00000000 10,639,235 10,416,735 -222,500 0.04% -$281.31K
FREDDIE MAC POOL UMBS P#SL0915 3.50000000 12,021,760 11,703,659 -318,101 0.04% -$398.75K
FR ZT0531 11,782,252 11,474,033 -308,219 0.04% -$384.62K
COLORADO ST HSG & FIN AUTH REGD B/E GNMA/FN 6.25000000 9,965,000 9,925,000 -40,000 0.04% -$11.42K
FNMA UMBS, 30 Year 12,498,525 12,283,979 -214,546 0.04% -$213.15K
BBCMS MORTGAGE TRUST 2023-C21 SER 2023-C21 CL A2 V/R REGD 6.29602100 10,235,933 10,222,822 -13,111 0.04% -$231.97K
Uniform Mortgage-Backed Securities 12,589,051 12,372,785 -216,266 0.04% -$237.10K
GINNIE MAE II POOL P#CK2806 V/R 5.26300000 10,093,265 9,998,109 -95,155 0.04% -$107.91K
VERUS SECURITIZATION TRUST VERUS 2025 3 A1 144A 11,314,192 10,318,924 -995,268 0.04% -$1.04M
FREDDIE MAC REMICS SER 5230 CL DM 3.50000000 11,214,213 10,765,831 -448,383 0.04% -$527.58K
FKH 2021-SFR1 A 10,780,681 10,500,170 -280,511 0.04% -$215.71K
FKH 2022-SFR1 A 144A 4.145% 05-19-39 10,423,294 10,385,281 -38,013 0.04% -$63.20K
FKH 2022-SFR2 A 10,420,870 10,382,017 -38,853 0.04% -$84.56K
FANNIE MAE POOL UMBS P#BF0316 4.00000000 10,907,685 10,787,618 -120,066 0.04% -$167.53K
TOWD POINT MORTGAGE TRUST 2022-3 SER 2022-3 CL A1 V/R REGD 144A P/P 3.75000000 11,259,924 10,888,980 -370,944 0.04% -$507.01K
FREDDIE MAC POOL UMBS P#WN3223 3.70000000 10,885,987 10,838,444 -47,543 0.04% -$47.85K
GINNIE MAE II POOL P#MA9662 2.50000000 11,934,463 11,854,020 -80,443 0.04% -$94.80K
STACR 2025-DNA2 A1 144A FRN 05-25-45 12,021,250 10,187,500 -1,833,750 0.04% -$1.85M
GINNIE MAE II POOL P#787026 6.00000000 10,532,131 9,919,649 -612,482 0.04% -$668.11K
GNMA II 5% 03/20/2053#MA8725 10,599,915 10,252,573 -347,342 0.04% -$414.52K
Uniform Mortgage-Backed Securities 12,642,778 12,433,406 -209,372 0.04% -$198.03K
FR SD8329 10,502,088 10,205,098 -296,990 0.03% -$399.67K
G2 MA0088 10,890,632 10,619,687 -270,944 0.03% -$229.02K
G2 MA7704 12,394,714 12,152,927 -241,787 0.03% -$223.04K
Uniform Mortgage-Backed Securities 12,495,281 12,311,687 -183,594 0.03% -$138.15K
UMBS 12,480,195 12,281,138 -199,058 0.03% -$184.77K
FR SD3431 10,204,206 9,830,621 -373,586 0.03% -$472.63K
FR SD8214 11,033,654 10,819,549 -214,105 0.03% -$294.80K
GoodLeap Home Improvement Solutions Trust, Series 2025-3A, Class A 11,217,245 9,941,364 -1,275,881 0.03% -$1.35M
FN MA4018 12,319,374 12,136,854 -182,520 0.03% -$174.67K
CARVANA AUTO RECEIVABLES TRUST CRVNA 2025 P3 A2 11,764,000 9,892,895 -1,871,105 0.03% -$1.88M
G2 MA7883 10,896,367 10,653,256 -243,112 0.03% -$134.27K
FANNIE MAE POOL UMBS P#FS8015 6.00000000 9,696,053 9,512,377 -183,676 0.03% -$243.65K
PRETIUM MORTGAGE CREDIT PARTNE PRET 2025 NPL8 A1 144A 10,066,286 9,817,130 -249,157 0.03% -$251.56K
FANNIE MAE POOL UMBS P#CA5171 4.00000000 10,533,463 10,280,700 -252,763 0.03% -$294.54K
GNMA II 9,500,718 9,386,302 -114,416 0.03% -$150.14K
FREDDIE MAC POOL UMBS P#RA6333 2.00000000 12,419,986 12,113,517 -306,469 0.03% -$265.30K
GINNIE MAE II POOL P#785531 2.50000000 11,571,904 11,323,121 -248,783 0.03% -$192.39K
Starwood Mortgage Residential Trust, Series 2022-1, Class A1 11,056,735 10,814,760 -241,976 0.03% -$288.35K
FNMA UMBS, 30 Year 9,939,194 9,345,132 -594,062 0.03% -$664.56K
SEASONED CREDIT RISK TRANSFER TRUST SERIES 2025-1 SER 2025-1 CL MTU 3.25000000 11,383,776 11,229,062 -154,714 0.03% -$245.55K
GNMA II 9,690,318 9,255,075 -435,243 0.03% -$475.84K
GNMA II 4.5% 01/20/2053#MA8568 10,086,827 9,878,361 -208,466 0.03% -$281.31K
WELLS FARGO CO 18,673,000 9,424,000 -9,249,000 0.03% -$9.73M
GINNIE MAE II POOL P#CN6123 V/R 5.34100000 9,301,143 9,166,318 -134,825 0.03% -$151.53K
FN MA4356 11,454,049 11,257,281 -196,768 0.03% -$215.73K
UMBS 11,907,833 11,660,520 -247,313 0.03% -$231.22K
UMBS 9,919,569 9,428,756 -490,813 0.03% -$586.80K
FANNIE MAE POOL UMBS P#CC1714 6.00000000 9,221,083 9,130,172 -90,911 0.03% -$137.89K
FANNIE MAE POOL UMBS P#310209 3.50000000 10,282,750 10,013,634 -269,117 0.03% -$475.52K
GLENLN 5.338 04/04/27 144A 9,813,000 9,318,000 -495,000 0.03% -$572.23K
GCAT Trust, Series 2025-NQM2, Class A1 10,256,764 9,332,181 -924,583 0.03% -$980.69K
FR RA7485 10,181,394 9,836,370 -345,024 0.03% -$395.95K
G2 MA7193 11,013,797 10,789,755 -224,042 0.03% -$217.54K
FNMA, REMIC, Series 2025-31, Class MA 12,403,196 10,947,606 -1,455,590 0.03% -$1.23M
FANNIE MAE POOL UMBS P#BF0246 4.50000000 9,618,905 9,386,963 -231,942 0.03% -$333.50K
FANNIE MAE POOL UMBS P#CB7443 6.00000000 9,486,922 8,985,549 -501,373 0.03% -$562.92K
FANNIE MAE POOL UMBS P#BP8607 2.50000000 10,948,348 10,780,755 -167,592 0.03% -$192.02K
OBX 2025-NQM21 TRUST SER 2025-NQM21 CL A1FC V/R REGD 144A P/P 4.91700000 9,775,970 9,224,292 -551,678 0.03% -$579.28K
RIO TINTO FIN PL 10,230,000 9,057,000 -1,173,000 0.03% -$1.31M
UMBS 10,934,899 10,717,630 -217,269 0.03% -$215.84K
FANNIE MAE POOL UMBS P#CB9904 5.50000000 9,464,817 9,076,942 -387,876 0.03% -$461.91K
FR SD7525 10,850,049 10,615,564 -234,486 0.03% -$262.09K
MADISON PK FDG XXIX LTD / MADISON PK FDG XXIX LLC A1R2 TSFR3M+118 03/25/2038 144A 35,720,000 9,029,000 -26,691,000 0.03% -$26.67M
FN MA4407 10,492,929 10,227,540 -265,389 0.03% -$216.32K
TENN VALLEY AUTH 13,461,000 9,018,000 -4,443,000 0.03% -$4.44M
FANNIE MAE POOL UMBS P#FS7887 4.00000000 9,427,866 9,355,637 -72,229 0.03% -$127.83K
FANNIE MAE POOL UMBS P#CC1197 5.00000000 9,038,956 8,894,306 -144,650 0.03% -$244.52K
FANNIE MAE POOL UMBS P#FS9680 3.00000000 9,923,347 9,672,598 -250,749 0.03% -$316.56K
FANNIE MAE POOL UMBS P#CC1394 6.00000000 8,742,928 8,494,967 -247,961 0.03% -$322.89K
FREDDIE MAC REMICS SER 5609 CL BV 4.50000000 9,067,205 8,905,724 -161,481 0.03% -$245.83K
FANNIE MAE POOL UMBS P#FS8995 6.00000000 9,157,620 8,537,443 -620,177 0.03% -$689.97K
FR RA5257 11,167,008 10,815,682 -351,326 0.03% -$305.95K
FANNIE MAE POOL UMBS P#CC1466 6.50000000 8,411,397 8,309,484 -101,912 0.03% -$122.79K
FR SD7548 10,384,231 10,184,749 -199,482 0.03% -$209.84K
GINNIE MAE II POOL P#CK0513 4.00000000 9,701,556 9,450,313 -251,243 0.03% -$306.30K
MORGAN STANLEY CAPITAL I TRUST 2016-UBS11 SER 2016-UB11 CL A3 REGD 2.53100000 19,529,784 8,793,297 -10,736,487 0.03% -$10.66M
FR RA7135 10,410,879 10,241,558 -169,321 0.03% -$188.42K
FEDERAL NATIONAL MORTGAGE ASSOCIATION 10,252,009 10,062,067 -189,942 0.03% -$186.00K
FR SD8236 9,635,667 9,434,438 -201,229 0.03% -$270.56K
FR SD8268 8,846,754 8,574,089 -272,665 0.03% -$357.17K
COOPR Residential Mortgage Trust, Series 2025-CES2, Class A1A 8,994,979 8,618,233 -376,746 0.03% -$427.63K
FREDDIE MAC POOL UMBS P#SD0580 3.00000000 10,096,474 9,737,427 -359,048 0.03% -$374.57K
FANNIE MAE POOL UMBS P#CB2278 2.00000000 10,711,782 10,462,858 -248,924 0.03% -$226.51K
FANNIE MAE POOL UMBS P#FM8804 2.50000000 10,184,658 10,029,822 -154,836 0.03% -$170.60K
RCO Mortgage LLC, Series 2025-2, Class A1 9,039,106 8,526,667 -512,439 0.03% -$529.93K
GINNIE MAE II POOL P#785447 2.50000000 10,060,305 9,918,470 -141,836 0.03% -$106.09K
WELLS FARGO CO 14,200,000 11,335,000 -2,865,000 0.03% -$2.50M
FREDDIE MAC POOL UMBS P#SC0765 5.00000000 8,698,589 8,412,928 -285,661 0.03% -$372.66K
SEASONED CREDIT RISK TRANSFER TRUST SERIES 2024-2 MT 3.5% 05/25/2064 9,779,765 9,632,120 -147,645 0.03% -$111.40K
PowerPay Issuance Trust, Series 2025-1A, Class A 10,601,902 8,456,121 -2,145,781 0.03% -$2.20M
G2 MA3597 9,140,994 8,929,116 -211,878 0.03% -$111.21K
FR RB5148 9,897,317 9,691,677 -205,640 0.03% -$188.64K
FANNIE MAE POOL UMBS P#CC1198 5.00000000 8,475,735 8,433,393 -42,342 0.03% -$130.01K
FNMA 20YR 2% 08/01/2042#FS8579 9,819,411 9,612,457 -206,954 0.03% -$185.97K
FG G08747 9,422,000 9,243,790 -178,210 0.03% -$216.96K
FREDDIE MAC POOL UMBS P#SD1216 3.50000000 9,136,657 9,079,991 -56,666 0.03% -$135.74K
FR SD7534 9,866,212 9,638,495 -227,717 0.03% -$251.00K
FANNIE MAE POOL UMBS P#BS8607 4.97000000 8,116,833 8,099,904 -16,930 0.03% -$70.09K
FR RA7402 9,245,022 9,003,819 -241,203 0.03% -$308.13K
FNCL UMBS 5.0 FS2489 08-01-52 8,454,733 8,329,692 -125,041 0.03% -$211.43K
SEASONED CREDIT RISK TRANSFER TRUST SERIES 2025-2 SER 2025-2 CL MTU 3.25000000 9,897,064 9,753,385 -143,679 0.03% -$211.46K
FR RB5100 9,613,145 9,395,376 -217,769 0.03% -$243.98K
FNMA 30YR 3% 04/01/2046#MA2608 9,283,003 9,137,130 -145,873 0.03% -$184.29K
Hilton Grand Vacations Trust, Series 2025-3EXT, Class B 9,225,000 8,300,052 -924,948 0.03% -$1.02M
GINNIE MAE II POOL P#786904 6.00000000 8,330,039 7,968,362 -361,677 0.03% -$368.56K
FREDDIE MAC POOL UMBS P#RA4375 2.50000000 9,724,411 9,538,169 -186,242 0.03% -$201.75K
CVS HEALTH CORP SR UNSECURED 06/44 6 9,170,000 8,330,000 -840,000 0.03% -$1.01M
FNMA 30YR 3% 06/01/2051#CB0858 9,379,340 9,310,839 -68,501 0.03% -$116.71K
G2 MA3873 9,209,926 9,010,508 -199,418 0.03% -$213.57K
UMBS 9,867,351 9,643,476 -223,875 0.03% -$202.82K
FANNIE MAE POOL UMBS P#FS1144 3.00000000 9,543,718 9,175,519 -368,199 0.03% -$385.23K
FNMA UMBS, 15 Year 8,861,411 8,523,249 -338,162 0.03% -$381.28K
FREDDIE MAC POOL UMBS P#SD1068 3.50000000 8,918,931 8,746,318 -172,613 0.03% -$231.35K
FNMA UMBS, 30 Year 9,633,986 9,445,703 -188,284 0.03% -$212.61K
GITST 2025-NPL2 A1 9,113,000 8,152,169 -960,831 0.03% -$1.01M
FNMA UMBS, 30 Year 8,811,075 8,546,907 -264,168 0.03% -$309.18K
FNMA UMBS, 30 Year 10,118,718 9,966,543 -152,175 0.03% -$141.77K
FREDDIE MAC POOL UMBS P#SL0393 6.00000000 7,845,750 7,703,784 -141,966 0.03% -$191.35K
FN MA3332 8,838,460 8,665,011 -173,449 0.03% -$262.88K
FREDDIE MAC POOL UMBS P#RJ4375 5.50000000 7,867,309 7,807,064 -60,245 0.03% -$96.81K
FR RB5089 9,593,195 9,383,450 -209,745 0.03% -$203.03K
Fannie Mae Connecticut Avenue Securities 8,889,953 7,983,925 -906,028 0.03% -$925.57K
FN FM8368 9,880,440 9,723,892 -156,548 0.03% -$150.86K
FN MA4548 9,583,507 9,411,767 -171,740 0.03% -$186.18K
FREDDIE MAC POOL UMBS P#SD3490 2.00000000 10,000,457 9,811,883 -188,574 0.03% -$169.65K
FNMA 15YR 2.5% 11/01/2036#CB2243 8,706,955 8,366,914 -340,041 0.03% -$333.13K
FN MA4513 9,281,980 9,037,298 -244,681 0.03% -$270.00K
FR RB5125 9,335,531 9,121,029 -214,502 0.03% -$194.48K
FANNIE MAE POOL UMBS P#CA6256 2.50000000 9,474,265 9,255,957 -218,308 0.03% -$236.76K
FANNIE MAE POOL UMBS P#BS4310 2.08000000 9,302,240 9,252,417 -49,824 0.03% -$23.34K
FN MA4563 9,541,274 9,368,833 -172,441 0.03% -$159.84K
FANNIE MAE POOL UMBS P#FM9671 2.00000000 9,877,783 9,648,890 -228,894 0.03% -$208.74K
G2 MA9726 8,720,484 7,753,697 -966,787 0.03% -$988.61K
FNMA, Other 8,040,916 8,005,284 -35,632 0.03% -$71.22K
FNMA, Other 8,000,000 7,976,601 -23,399 0.03% -$23.08K
FREDDIE MAC REMICS SER 5564 CL PE 5.00000000 8,042,627 7,903,439 -139,188 0.03% -$188.01K
FANNIE MAE POOL UMBS P#FS3136 3.50000000 8,592,341 8,379,813 -212,529 0.03% -$298.55K
FNMA UMBS, 30 Year 9,537,983 9,307,291 -230,692 0.03% -$234.56K
FANNIE MAE POOL UMBS P#BO1856 3.00000000 8,995,628 8,739,137 -256,492 0.03% -$297.20K
GINNIE MAE II POOL P#787312 2.50000000 9,297,474 9,091,234 -206,240 0.03% -$152.43K
ATTRII 6.088 12/15/44 144A 8,000,000 7,911,462 -88,538 0.03% -$247.75K

Top 300 of 2836, by weight.

Security Shares Dec 2025 Shares Mar 2026 Δ shares End % Δ value
US TREASURY N/B 151,464,000 151,464,000 0 0.54% -$1.79M
US TREASURY N/B 146,110,000 146,110,000 0 0.51% -$1.58M
US TREASURY N/B 126,455,000 126,455,000 0 0.45% -$1.36M
US TREASURY N/B 148,622,000 148,622,000 0 0.43% -$1.45M
US TREASURY N/B 113,910,000 113,910,000 0 0.35% -$1.23M
US TREASURY N/B 94,908,000 94,908,000 0 0.33% -$937.96K
US TREASURY N/B 102,250,000 102,250,000 0 0.32% -$1.07M
US TREASURY N/B 171,730,000 171,730,000 0 0.31% -$556.78K
US TREASURY N/B 85,673,000 85,673,000 0 0.30% -$819.92K
US TREASURY N/B 127,300,000 127,300,000 0 0.29% -$785.68K
US TREASURY N/B 115,910,000 115,910,000 0 0.29% -$855.74K
US TREASURY N/B 107,560,000 107,560,000 0 0.29% -$890.73K
US TREASURY N/B 102,415,000 102,415,000 0 0.27% -$784.12K
US TREASURY N/B 108,006,000 108,006,000 0 0.26% -$565.34K
US TREASURY N/B 71,304,000 71,304,000 0 0.24% -$612.77K
US TREASURY N/B 73,860,000 73,860,000 0 0.24% $28.85K
US TREASURY N/B 71,138,000 71,138,000 0 0.24% -$666.92K
US TREASURY N/B 71,786,000 71,786,000 0 0.20% -$717.86K
US TREASURY N/B 81,880,000 81,880,000 0 0.20% -$527.74K
US TREASURY N/B 60,461,500 60,461,500 0 0.20% -$77.94K
US TREASURY N/B 58,460,000 58,460,000 0 0.20% -$719.33K
US TREASURY N/B 79,890,000 79,890,000 0 0.19% -$552.36K
US TREASURY N/B 65,303,000 65,303,000 0 0.19% -$599.46K
US TREASURY N/B 58,475,000 58,475,000 0 0.19% -$171.31K
US TREASURY N/B 52,600,000 52,600,000 0 0.18% -$181.63K
US TREASURY N/B 72,619,000 72,619,000 0 0.18% -$388.62K
US TREASURY N/B 62,975,600 62,975,600 0 0.17% -$442.80K
US TREASURY N/B 48,624,000 48,624,000 0 0.17% -$505.23K
US TREASURY N/B 47,524,000 47,524,000 0 0.17% -$425.12K
US TREASURY N/B 47,110,000 47,110,000 0 0.16% -$342.28K
US TREASURY N/B 75,410,000 75,410,000 0 0.15% -$300.46K
T-MOBILE USA INC 44,285,000 44,285,000 0 0.15% -$420.88K
U.S. Treasury STRIPS Coupon 50,000,000 50,000,000 0 0.15% $129.84K
U.S. Treasury STRIPS Coupon 44,314,000 44,314,000 0 0.15% $211.47K
WELLS FARGO CO 40,471,000 40,471,000 0 0.14% -$522.25K
Octagon 55 Ltd., Series 2021-1A, Class A1R 40,000,000 40,000,000 0 0.14% -$144.20K
US TREASURY N/B 40,000,000 40,000,000 0 0.14% -$251.56K
US TREASURY N/B 40,000,000 40,000,000 0 0.14% -$270.31K
US TREASURY N/B 78,825,000 78,825,000 0 0.13% -$212.46K
US TREASURY N/B 39,350,000 39,350,000 0 0.13% -$352.00K
US TREASURY N/B 37,991,000 37,991,000 0 0.13% -$344.29K
FORDR 2025-1 A 37,225,000 37,225,000 0 0.13% -$378.34K
U.S. Treasury STRIPS Coupon 46,270,000 46,270,000 0 0.13% $152.41K
US TREASURY N/B 36,722,000 36,722,000 0 0.13% -$497.76K
US TREASURY N/B 36,225,000 36,225,000 0 0.13% -$239.14K
U.S. Treasury STRIPS Coupon 46,250,000 46,250,000 0 0.13% $151.41K
US TREASURY N/B 35,993,000 35,993,000 0 0.12% -$466.78K
US TREASURY N/B 36,460,000 36,460,000 0 0.12% -$207.94K
US TREASURY N/B 35,823,000 35,823,000 0 0.12% -$312.05K
US TREASURY N/B 35,755,000 35,755,000 0 0.12% -$354.76K
US TREASURY N/B 32,041,000 32,041,000 0 0.11% -$299.13K
US TREASURY N/B 33,900,000 33,900,000 0 0.11% -$105.94K
Elmwood CLO II Ltd., Series 2019-2A, Class A1RR 31,250,000 31,250,000 0 0.11% -$61.50K
KENNEDY LEWIS CLO LTD KLLM 8A A1R2 144A 31,250,000 31,250,000 0 0.11% -$45.34K
BENEFIT STREET PARTNERS CLO XXI LTD SER 2020-21A CL A1R2 V/R REGD 144A P/P 5.16291000 30,500,000 30,500,000 0 0.11% -$24.22K
OCEAN TRAILS CLO 8 SER 2020-8A CL A1R2 V/R REGD 144A P/P 5.08799000 30,100,000 30,100,000 0 0.10% -$55.87K
SIXTH STREET CLO XII LTD SER 2018-12A CL A1R2 V/R REGD 144A P/P 4.97008000 30,000,000 30,000,000 0 0.10% -$55.32K
MARBLE POINT CLO XXV LTD SER 2022-2A CL A1RR V/R REGD 144A P/P 5.07444000 30,000,000 30,000,000 0 0.10% -$62.67K
NGC 2024-I LTD SER 2024-1A CL A1 V/R REGD 144A P/P 5.48444000 29,750,000 29,750,000 0 0.10% -$40.19K
US TREASURY N/B 29,734,000 29,734,000 0 0.10% -$269.46K
US TREASURY N/B 42,434,000 42,434,000 0 0.10% -$270.19K
US TREASURY N/B 29,075,000 29,075,000 0 0.10% -$288.48K
US TREASURY N/B 39,825,000 39,825,000 0 0.10% -$273.80K
ATLAS SENIOR LOAN FUND XXIII LTD SER 2024-23A CL A1 V/R REGD 144A P/P 5.41444000 28,975,000 28,975,000 0 0.10% -$17.04K
U.S. Treasury STRIPS Coupon 57,443,000 57,443,000 0 0.10% $58.94K
GS MORTGAGE SECURITIES TRUST 2018-GS10 SER 2018-GS10 CL A3 V/R REGD 4.26100000 28,521,000 28,521,000 0 0.10% $157.83K
FORDR 2025-2 A 28,409,000 28,409,000 0 0.10% -$306.72K
MIZUHO FINANCIAL 28,280,000 28,280,000 0 0.10% -$411.86K
Regatta XII Funding Ltd., Series 2019-1A, Class ARR 28,000,000 28,000,000 0 0.10% -$39.93K
Benchmark Mortgage Trust, Series 2019-B15, Class A4 30,000,000 30,000,000 0 0.10% -$136.30K
U.S. Treasury STRIPS Coupon 29,607,000 29,607,000 0 0.10% $107.28K
US TREASURY N/B 27,986,000 27,986,000 0 0.10% -$292.98K
U.S. Treasury STRIPS Coupon 32,075,000 32,075,000 0 0.09% $97.92K
KBC GROUP NV SR UNSECURED 144A 09/31 VAR 26,713,000 26,713,000 0 0.09% -$349.36K
WELLFLEET CLO 2024-1 LTD SER 2024-1A CL A1 V/R REGD 144A P/P 5.47444000 25,950,000 25,950,000 0 0.09% -$38.41K
GLS AUTO RECEIVABLES ISSUER TRUST 2025-4 SER 2025-4A CL A2 REGD 144A P/P 4.37000000 25,863,000 25,863,000 0 0.09% -$14.01K
US TREASURY N/B 39,102,100 39,102,100 0 0.09% -$244.39K
AGL CLO 19 LTD SER 2022-19A CL A1R V/R REGD 144A P/P 5.16996000 25,000,000 25,000,000 0 0.09% -$13.40K
UBS V4.844 11/06/33 144A 25,075,000 25,075,000 0 0.09% -$435.52K
CAIXABANK SA REGD V/R 144A P/P 6.84000000 22,354,000 22,354,000 0 0.08% -$585.33K
Hertz Vehicle Financing LLC, Series 2022-2A, Class A 24,903,000 24,903,000 0 0.08% $20.96K
US TREASURY N/B 24,245,000 24,245,000 0 0.08% -$254.76K
US TREASURY N/B 24,358,000 24,358,000 0 0.08% -$300.67K
US TREASURY N/B 25,825,000 25,825,000 0 0.08% -$247.15K
US TREASURY N/B 37,090,000 37,090,000 0 0.08% -$191.25K
BBCMS MORTGAGE TRUST 2021-C12 SER 2021-C12 CL A4 REGD 2.42100000 25,600,000 25,600,000 0 0.08% -$175.29K
WFCM 2024-5C1 A3 21,800,000 21,800,000 0 0.08% -$279.45K
FHMS K152 A2 23,576,000 23,576,000 0 0.08% -$123.49K
US TREASURY N/B 23,817,000 23,817,000 0 0.08% -$213.98K
Texas Debt Capital CLO Ltd., Series 2023-2A, Class A1R 22,000,000 22,000,000 0 0.08% -$31.26K
ONEMAIN FINANCIAL ISSUANCE TRUST 2025-1 SER 2025-1A CL A REGD 144A P/P 4.82000000 21,700,000 21,700,000 0 0.08% -$194.77K
CITIGROUP INC 21,655,000 21,655,000 0 0.08% -$431.01K
U.S. Treasury STRIPS Coupon 53,100,000 53,100,000 0 0.08% $25.05K
U.S. Treasury STRIPS Coupon 26,310,000 26,310,000 0 0.07% $86.90K
DEUTSCHE BANK NY 21,336,000 21,336,000 0 0.07% -$303.94K
BENCHMARK 2022-B32 MORTGAGE TRUST SER 2022-B32 CL A3 REGD 3.04160000 23,000,000 23,000,000 0 0.07% -$79.12K
CITIGROUP INC 21,577,000 21,577,000 0 0.07% -$312.02K
GMREV 2023-2 A 20,576,000 20,576,000 0 0.07% -$309.31K
US TREASURY N/B 36,950,000 36,950,000 0 0.07% -$129.90K
FIRSTENERGY CORP 21,189,000 21,189,000 0 0.07% -$88.01K
Benchmark Mortgage Trust, Series 2025-V19, Class A3 20,600,000 20,600,000 0 0.07% -$267.16K
CITIGROUP COMMERCIAL MORTGAGE TRUST 2017-P8 SER 2017-P8 CL A3 REGD 3.20300000 21,000,000 21,000,000 0 0.07% $37.50K
AKER BP ASA 19,565,000 19,565,000 0 0.07% -$93.14K
NTT FINANCE 20,197,000 20,197,000 0 0.07% -$244.20K
US TREASURY N/B 21,615,000 21,615,000 0 0.07% -$11.82K
Wells Fargo Commercial Mortgage Trust, Series 2020-C58, Class A3 22,174,665 22,174,665 0 0.07% -$138.58K
BBCMS Mortgage Trust, Series 2018-C2, Class A4 20,000,000 20,000,000 0 0.07% -$72.29K
BANK 2021-BNK37 SER 2021-BN37 CL A4 REGD 2.37000000 22,400,000 22,400,000 0 0.07% -$78.92K
GLENCORE FDG LLC 19,235,000 19,235,000 0 0.07% -$432.23K
BENCHMARK 2020-B19 MORTGAGE TRUST SER 2020-B19 CL A4 REGD 1.54600000 21,500,000 21,500,000 0 0.07% $62.98K
MORGAN STANLEY 19,482,000 19,482,000 0 0.07% -$327.20K
AERCAP IRELAND 20,150,000 20,150,000 0 0.07% -$139.12K
TCW CLO 2020-1 LTD SER 2020-1A CL A1R3 V/R REGD 144A P/P 4.93444000 19,250,000 19,250,000 0 0.07% $5.27K
Romanian Government International Bond 18,920,000 18,920,000 0 0.07% -$654.48K
DBJPM 20-C9 MORTGAGE TRUST SER 2020-C9 CL A4 REGD 1.64400000 20,600,000 20,600,000 0 0.06% -$19.53K
PHILIP MORRIS IN 19,120,000 19,120,000 0 0.06% -$231.54K
FORDR 2023-1 A 144A 4.85% 08-15-35 18,470,000 18,470,000 0 0.06% -$176.96K
US TREASURY N/B 19,000,000 19,000,000 0 0.06% -$126.91K
US TREASURY N/B 18,256,000 18,256,000 0 0.06% -$166.87K
Societe Generale S.A. 5.439%, Fixed until 10/03/2035 18,550,000 18,550,000 0 0.06% -$441.19K
AERCAP IRELAND 19,935,000 19,935,000 0 0.06% -$300.89K
FORDF 2025-1 A1 17,900,000 17,900,000 0 0.06% -$181.03K
CD 2019-CD8 A3 19,087,100 19,087,100 0 0.06% -$151.16K
BENCHMARK 2021-B27 MORTGAGE TRUST SER 2021-B27 CL A4 REGD 2.10300000 20,000,000 20,000,000 0 0.06% -$48.33K
TAKEDA US 17,905,000 17,905,000 0 0.06% -$330.41K
U.S. Treasury STRIPS Coupon 21,720,000 21,720,000 0 0.06% $67.05K
WELLS FARGO COMMERCIAL MORTGAGE TRUST 2020-C57 SER 2020-C57 CL A3 REGD 1.86400000 19,500,000 19,500,000 0 0.06% -$67.53K
GLENLN 4 03/27/27 144A 17,716,000 17,716,000 0 0.06% -$60.12K
US TREASURY N/B 20,235,000 20,235,000 0 0.06% -$52.96K
ONEMAIN DIRECT AUTO RECEIVABLES TRUST 2025-1 SER 2025-1A CL A REGD 144A P/P 5.36000000 17,100,000 17,100,000 0 0.06% -$228.80K
SANTANDER UK GRP 16,796,000 16,796,000 0 0.06% -$217.79K
CITIGROUP INC 19,270,000 19,270,000 0 0.06% -$250.19K
Exeter Automobile Receivables Trust, Series 2025-2A, Class D 16,900,000 16,900,000 0 0.06% -$172.44K
US TREASURY N/B 26,885,000 26,885,000 0 0.06% -$140.73K
CITIZENS FIN GRP 16,514,000 16,514,000 0 0.06% -$217.52K
ELMWOOD CLO 40 LTD SER 2025-3A CL A V/R REGD 144A P/P 5.12163000 17,000,000 17,000,000 0 0.06% -$15.69K
SREIT TRUST 2021-MFP2 SER 2021-MFP2 CL A V/R REGD 144A P/P 4.89528000 16,956,000 16,956,000 0 0.06% -$5.45K
SANTANDER UK GRP 17,100,000 17,100,000 0 0.06% -$176.71K
ONEMAIN FINANCIAL ISSUANCE TRUST 2023-2 SER 2023-2A CL A1 REGD 144A P/P 5.84000000 16,600,000 16,600,000 0 0.06% -$96.91K
GOLDMAN SACHS GP 16,395,000 16,395,000 0 0.06% -$262.03K
FREMF Mortgage Trust, Series 2020-K105, Class B 17,300,000 17,300,000 0 0.06% -$114.17K
US TREASURY N/B 16,555,000 16,555,000 0 0.06% -$181.07K
US TREASURY N/B 20,360,000 20,360,000 0 0.06% -$165.42K
SOUTHERN CAL GAS 16,213,000 16,213,000 0 0.06% -$194.27K
US TREASURY N/B 17,022,000 17,022,000 0 0.06% -$189.50K
TOLL BR FIN CORP 16,345,000 16,345,000 0 0.06% -$123.33K
Oportun Issuance Trust, Series 2025-D, Class B 16,200,000 16,200,000 0 0.06% -$60.91K
BENCHMARK 2018-B3 MORTGAGE TRUST SER 2018-B3 CL A4 REGD 3.76100000 16,254,780 16,254,780 0 0.06% -$108.24K
STELLANTIS FINANCIAL UNDERWRITTEN ENHANCED SER 2025-CA CL A2 REGD 144A P/P 4.06000000 16,016,000 16,016,000 0 0.06% -$33.61K
ANGLO AMERICAN CAPITAL REGD 144A P/P 5.75000000 15,385,000 15,385,000 0 0.05% -$302.00K
REALTY INCOME 15,815,000 15,815,000 0 0.05% -$267.23K
JPMORGAN CHASE 15,960,000 15,960,000 0 0.05% $72.85K
US TREASURY N/B 21,465,000 21,465,000 0 0.05% -$134.99K
SDART 2025-3 C 15,580,000 15,580,000 0 0.05% -$72.89K
BKIR V5.601 03/20/30 144A 15,120,000 15,120,000 0 0.05% -$197.55K
BANK OF AMER CRP 17,025,000 17,025,000 0 0.05% -$194.69K
US TREASURY N/B 19,106,000 19,106,000 0 0.05% -$135.83K
LPL Holdings, Inc. 15,000,000 15,000,000 0 0.05% -$231.95K
US TREASURY N/B 19,600,000 19,600,000 0 0.05% -$141.64K
BROADCOM INC 17,915,000 17,915,000 0 0.05% -$222.75K
BANK OF AMER CRP 15,630,000 15,630,000 0 0.05% -$38.49K
FNMA, Other 15,495,000 15,495,000 0 0.05% $55.01K
BNP PARIBAS 14,620,000 14,620,000 0 0.05% -$178.22K
GOLDMAN SACHS GP 14,810,000 14,810,000 0 0.05% -$35.81K
ROYAL BK CANADA RY 4.305 11/03/31 14,930,000 14,930,000 0 0.05% -$179.62K
NEXTERA ENERGY 14,537,000 14,537,000 0 0.05% -$102.61K
ELP Commercial Mortgage Trust, Series 2025-ELP, Class A 14,750,000 14,750,000 0 0.05% -$161.43K
CONTINENTAL FINANCE CREDIT CARD ABS MASTER TRUST SER 2025-A CL A REGD 144A P/P 5.40000000 14,600,000 14,600,000 0 0.05% -$159.61K
FREDDIE MAC POOL UMBS P#WN2203 3.75000000 15,000,000 15,000,000 0 0.05% -$7.82K
BANK OF AMER CRP 16,345,000 16,345,000 0 0.05% -$186.72K
vMobo, Inc. 14,993,823 14,993,823 0 0.05% $57.19K
MSC 2020-L4 A3 15,418,603 15,418,603 0 0.05% -$139.68K
SCG Trust, Series 2025-SNIP, Class A 14,250,000 14,250,000 0 0.05% -$22.25K
LCCM Trust, Series 2017-LC26, Class A3 14,405,523 14,405,523 0 0.05% $14.35K
CGCMT 2018-B2 A4 14,360,000 14,360,000 0 0.05% -$78.69K
WHEELS FLEET LEASE FUNDING LLC WFLF 2025 2A A1 144A 14,100,000 14,100,000 0 0.05% -$84.02K
MORGAN STANLEY 14,190,000 14,190,000 0 0.05% -$74.05K
COXENT 2.6 06/15/31 144A 15,920,000 15,920,000 0 0.05% -$81.78K
BANCO SANTANDER 13,400,000 13,400,000 0 0.05% -$361.86K
WELLS FARGO CO 14,125,000 14,125,000 0 0.05% -$366.60K
CDW LLC/CDW FIN 14,070,000 14,070,000 0 0.05% $22.80K
MORGAN STANLEY 13,985,000 13,985,000 0 0.05% -$253.65K
Credit Acceptance Auto Loan Trust, Series 2024-2A, Class C 13,334,000 13,334,000 0 0.05% -$45.90K
NBN CO LTD 15,025,000 15,025,000 0 0.05% -$99.14K
PNC FINANCIAL 13,555,000 13,555,000 0 0.05% -$326.94K
JACKSON NATL LIFE GLOBAL SECURED 144A 09/30 4.55 13,850,000 13,850,000 0 0.05% -$228.06K
BMARK 2021-B24 A4 2.2638% 03-15-54 15,000,000 15,000,000 0 0.05% $8.77K
BPCE SA REGD V/R 144A P/P 6.02700000 13,210,000 13,210,000 0 0.05% -$346.92K
US TREASURY N/B 13,325,000 13,325,000 0 0.05% -$126.48K
CHARTER COMM OPT 12,845,000 12,845,000 0 0.05% -$174.71K
Bridgecrest Lending Auto Securitization Trust, Series 2025-2, Class D 13,220,000 13,220,000 0 0.05% -$102.88K
AT&T INC 15,230,000 15,230,000 0 0.05% -$51.50K
FREDDIE MAC POOL UMBS P#WN1157 1.80000000 14,000,000 14,000,000 0 0.05% -$20.88K
US TREASURY N/B 15,190,000 15,190,000 0 0.05% -$49.84K
ONEOK INC 13,970,000 13,970,000 0 0.05% -$109.77K
PACIFIC GAS&ELEC 15,392,000 15,392,000 0 0.05% -$277.96K
ILLUMINA INC 13,195,000 13,195,000 0 0.05% -$194.05K
FANNIE MAE POOL UMBS P#BS4866 2.67000000 15,510,000 15,510,000 0 0.05% $16.52K
Eagle Funding LuxCo S.a.r.l. 13,041,000 13,041,000 0 0.05% -$173.97K
WELLS FARGO CO 12,770,000 12,770,000 0 0.04% -$99.60K
JPMORGAN CHASE 12,680,000 12,680,000 0 0.04% -$150.73K
JPMORGAN CHASE 12,476,000 12,476,000 0 0.04% -$156.71K
Ford Credit Floorplan Master Owner Trust A 12,825,000 12,825,000 0 0.04% -$88.76K
FANNIE MAE POOL UMBS P#BZ3763 4.29000000 13,068,000 13,068,000 0 0.04% -$28.54K
FMC GMSR Issuer Trust, Series 2024-SAT1, Class A 12,840,000 12,840,000 0 0.04% -$247.38K
FREDDIE MAC MULTIFAMILY STRUCTURED PASS THROUGH CERTIFICATES SER K136 CL A2 2.12700000 14,260,000 14,260,000 0 0.04% -$29.18K
WTRG 5.25 08/15/35 12,737,000 12,737,000 0 0.04% -$272.67K
Perimeter Master Note Business Trust, Series 2025-1A, Class A 12,750,000 12,750,000 0 0.04% -$134.57K
FANNIE MAE POOL UMBS P#BS7782 4.32000000 12,400,000 12,400,000 0 0.04% -$48.41K
VOLKSWAGEN GROUP OF AMERICA FINANCE LLC 12,500,000 12,500,000 0 0.04% -$55.84K
BANK 2017-BNK8 A4 12,745,000 12,745,000 0 0.04% -$34.50K
CANTOR FITZGERALD LP SR UNSECURED 144A 12/28 7.2 11,915,000 11,915,000 0 0.04% -$278.54K
FREDDIE MAC MULTIFAMILY STRUCTURED PASS THROUGH CERTIFICATES SER K142 CL A2 2.40000000 13,700,000 13,700,000 0 0.04% -$36.45K
Avis Budget Rental Car Funding AESOP LLC, Series 2024-1A, Class A 12,003,000 12,003,000 0 0.04% -$109.35K
FANNIE MAE POOL UMBS P#BS8167 4.59000000 12,165,000 12,165,000 0 0.04% -$21.94K
BMW US Capital, LLC 12,345,000 12,345,000 0 0.04% -$201.00K
GLS AUTO RECEIVABLES TRUST GCAR 2025 2A C 144A 12,095,000 12,095,000 0 0.04% -$38.41K
AFRMT 2025-1A A 12,100,000 12,100,000 0 0.04% -$47.10K
AFRMT 2025-2A A 144A 4.67% 07-15-33 12,100,000 12,100,000 0 0.04% -$46.11K
ROGERS COMMUNIC 12,145,000 12,145,000 0 0.04% -$145.22K
MORGAN STANLEY BANK OF AMERICA MERRILL LYNCH TRUST 20 SER 2025-5C2 CL A2 REGD 4.63100000 12,075,000 12,075,000 0 0.04% -$135.28K
TX NATURAL GAS SECZ 11,702,208 11,702,208 0 0.04% -$24.94K
FNMA, Other 12,350,000 12,350,000 0 0.04% -$7.29K
US TREASURY N/B 12,458,000 12,458,000 0 0.04% -$117.77K
META PLATFORMS 12,554,000 12,554,000 0 0.04% -$310.13K
FNA 2022-M3 A2 13,600,000 13,600,000 0 0.04% $36.49K
U.S. Treasury STRIPS Coupon 14,830,000 14,830,000 0 0.04% $50.25K
SDART 2024-3 D 11,480,000 11,480,000 0 0.04% -$67.18K
FNMA, Other 11,800,000 11,800,000 0 0.04% -$37.51K
SOCIETE GENERALE SA 10,965,000 10,965,000 0 0.04% -$230.96K
CIGNA GROUP/THE 11,725,000 11,725,000 0 0.04% -$169.57K
TLOT 2025-B A3 11,763,000 11,763,000 0 0.04% -$85.40K
GENERAL MOTORS C 11,375,000 11,375,000 0 0.04% -$156.63K
US TREASURY N/B 14,918,000 14,918,000 0 0.04% -$113.05K
FANNIE MAE-ACES SER 2020-M47 CL A2 V/R 1.25000000 13,350,000 13,350,000 0 0.04% -$39.10K
HUNTINGTON AUTO TRUST 2024-1 SER 2024-1A CL A4 REGD 144A P/P 5.14000000 11,500,000 11,500,000 0 0.04% -$76.09K
FANNIE MAE POOL UMBS P#AN8933 3.53000000 12,230,000 12,230,000 0 0.04% -$6.72K
HESS CORP 11,405,000 11,405,000 0 0.04% -$197.09K
BANK5 TRUST 2025-5YR13 SER 2025-5YR13 CL A2 REGD 5.03200000 11,450,000 11,450,000 0 0.04% -$139.10K
NATIONAL FUEL GA 11,260,000 11,260,000 0 0.04% -$93.54K
ENERGY TRANS 11,305,000 11,305,000 0 0.04% -$106.15K
VAR ENERGI ASA SR UNSECURED 144A 05/27 5 11,460,000 11,460,000 0 0.04% -$41.36K
CAPITAL ONE FINL 11,130,000 11,130,000 0 0.04% -$171.81K
KKR CLO 54 Ltd., Series 2024-54A, Class A 11,500,000 11,500,000 0 0.04% -$6.22K
GRAPHIC PACKAGING INTERN SR SECURED 144A 04/26 1.512 11,485,000 11,485,000 0 0.04% $88.26K
WELLS FARGO CO 10,585,000 10,585,000 0 0.04% -$256.05K
BENCHMARK MORTGAGE TRUST BMARK 2025 V16 A2 11,225,000 11,225,000 0 0.04% -$138.49K
CENTENE CORP 12,500,000 12,500,000 0 0.04% -$211.21K
VZMT 2024-8 A1A 11,200,000 11,200,000 0 0.04% -$80.82K
SMBC AVIATION CAPITAL FI REGD 144A P/P 5.55000000 11,200,000 11,200,000 0 0.04% -$309.31K
US TREASURY N/B 11,130,000 11,130,000 0 0.04% -$89.56K
WELLS FARGO CO 12,110,000 12,110,000 0 0.04% -$109.06K
HYUNDAI CAPITAL AMERICA SR UNSECURED 144A 03/27 4.85 11,065,000 11,065,000 0 0.04% -$60.54K
FNMA, Other 11,210,000 11,210,000 0 0.04% -$7.59K
FORDF 2023-1 A1 144A 4.92% 05-15-28 11,000,000 11,000,000 0 0.04% -$21.56K
BROADCOM INC 12,942,000 12,942,000 0 0.04% -$150.13K
KUBOTA CREDIT OWNER TRUST 2025-1 SER 2025-1A CL A3 REGD 144A P/P 4.67000000 10,800,000 10,800,000 0 0.04% -$85.58K
FORD MOTOR CRED 10,735,000 10,735,000 0 0.04% -$112.35K
BRITISH TELECOMM 9,000,000 9,000,000 0 0.04% -$236.79K
SOCIETE GENERALE SA 144A 2.889000% 06/09/2032 11,975,000 11,975,000 0 0.04% -$97.01K
Commercial Mortgage Trust, Series 2018-HOME, Class A 10,975,000 10,975,000 0 0.04% -$77.35K
Progress Residential Trust, Series 2022-SFR1, Class E1 11,100,000 11,100,000 0 0.04% -$19.51K
Santander Drive Auto Receivables Trust, Series 2022-6, Class D 10,600,000 10,600,000 0 0.04% $20.25K
FHMS K-150 A2 11,105,000 11,105,000 0 0.04% -$69.52K
GSKY 2025-2A A3 10,485,000 10,485,000 0 0.04% -$38.17K
SYNIT 2025-A2 A 10,500,000 10,500,000 0 0.04% -$89.17K
MORGAN STANLEY 10,240,000 10,240,000 0 0.04% -$260.13K
FMC GMSR Issue Trust Series 2021-GT1, Class A 10,900,000 10,900,000 0 0.04% -$64.31K
NOMURA HOLDINGS INC REGD 2.71000000 11,000,000 11,000,000 0 0.04% -$46.97K
FISERV INC 10,735,000 10,735,000 0 0.04% -$225.13K
J PAUL GETTY TRS 10,363,000 10,363,000 0 0.04% -$150.48K
VONTIER CORP 10,822,000 10,822,000 0 0.04% $1.01K
ONEMAIN FINANCIAL ISSUANCE TRUST 2021-1 SER 2021-1A CL A2 V/R REGD 144A P/P 4.74385000 10,342,000 10,342,000 0 0.04% -$8.79K
BPCE 10,175,000 10,175,000 0 0.04% -$132.27K
CITIGROUP INC 10,042,000 10,042,000 0 0.04% -$265.73K
BENCHMARK Mortgage Trust 10,400,000 10,400,000 0 0.04% -$117.25K
AUSGRID FINANCE PTY LTD REGD P/P 4.35000000 10,275,000 10,275,000 0 0.04% -$75.18K
Exeter Automobile Receivables Trust, Series 2024-2A, Class D 10,080,000 10,080,000 0 0.04% -$56.28K
US TREASURY N/B 11,296,000 11,296,000 0 0.04% -$131.93K
DUKE ENERGY COR 13,800,000 13,800,000 0 0.04% -$281.92K
TX NATURAL GAS SECZ 10,028,000 10,028,000 0 0.04% -$70.88K
US TREASURY N/B 13,300,000 13,300,000 0 0.04% -$104.43K
HYUNDAI CAPITAL AMERICA SR UNSECURED 144A 03/30 5.15 10,000,000 10,000,000 0 0.03% -$137.64K
PAYCHEX INC 10,000,000 10,000,000 0 0.03% -$205.51K
BANK NOVA SCOTIA 10,000,000 10,000,000 0 0.03% -$108.13K
CAN IMPERIAL BK 10,000,000 10,000,000 0 0.03% -$85.31K
HSBC HOLDINGS 10,000,000 10,000,000 0 0.03% -$112.26K
ENTERGY TEXAS 11,000,000 11,000,000 0 0.03% -$152.37K
Western Funding Auto Loan Trust, Series 2025-1, Class A 10,000,000 10,000,000 0 0.03% -$34.70K
VICI PROPERTIES LP SR UNSECURED 04/28 4.75 10,035,000 10,035,000 0 0.03% -$95.41K
IDENTITY DIGITAL CAP LLC 144A 6.79300000 10,000,000 10,000,000 0 0.03% -$77.00K
BROWN & BROWN 9,995,000 9,995,000 0 0.03% -$151.78K
BANK OF AMER CRP 10,000,000 10,000,000 0 0.03% -$25.88K
MPLX LP SR UNSECURED 01/33 5 10,000,000 10,000,000 0 0.03% -$109.01K
Element Fleet Management Corp. 9,825,000 9,825,000 0 0.03% -$125.87K
GLOBAL PAY INC 10,000,000 10,000,000 0 0.03% -$116.93K
GUARDN 4.327 10/06/30 144A 10,000,000 10,000,000 0 0.03% -$132.66K
BANK 2019-BN21 A5 10,450,000 10,450,000 0 0.03% -$51.15K
Drive Auto Receivables Trust, Series 2025-2, Class D 9,895,000 9,895,000 0 0.03% -$48.21K
PHILIP MORRIS IN 9,615,000 9,615,000 0 0.03% -$129.10K

Top 300 of 1879, by weight.

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