FIKQX
Fidelity Investment Grade Bond Fund
Fidelity Salem Street Trust
Fund of funds

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.

Nov 30, 2025 → Feb 28, 2026

Expand a category to see the positions behind it, ranked by weight.

Security Shares Nov 2025 Shares Feb 2026 Δ shares End % Δ value
G2SF 5.5 4/25 0 136,000,000 136,000,000 1.08% $137.61M
US TREASURY N/B 0 114,800,000 114,800,000 0.90% $115.11M
US TREASURY N/B 0 90,800,000 90,800,000 0.71% $91.13M
US TREASURY N/B 0 90,100,000 90,100,000 0.70% $89.95M
US TREASURY N/B 0 87,800,000 87,800,000 0.70% $89.31M
FNCL 2 4/26 0 103,100,000 103,100,000 0.67% $85.39M
US TREASURY N/B 0 82,600,000 82,600,000 0.65% $83.41M
FNCI 5 4/21 0 68,150,000 68,150,000 0.54% $69.15M
G2SF 6 4/25 0 50,800,000 50,800,000 0.41% $51.79M
Uniform Mortgage-Backed Security, TBA 0 60,725,000 60,725,000 0.39% $50.29M
Fannie Mae or Freddie Mac 0 36,500,000 36,500,000 0.29% $37.05M
FNCL 6 3/24 0 21,500,000 21,500,000 0.17% $22.05M
GNII II 5.5% 03/01/2056 #TBA 0 20,200,000 20,200,000 0.16% $20.46M
FIRSTENERGY TRAN 0 19,602,000 19,602,000 0.15% $19.77M
US TREASURY N/B 0 16,700,000 16,700,000 0.13% $16.87M
Government National Mortgage Association, TBA 0 18,575,000 18,575,000 0.13% $16.39M
GOLDMAN SACHS GP 0 15,000,000 15,000,000 0.12% $15.09M
PLYM Commercial Mortgage Trust 2026-IND 0 14,798,000 14,798,000 0.12% $14.80M
Extended Stay America Trust, Series 2026-ESH2, Class A 0 14,108,000 14,108,000 0.11% $14.11M
BX COMMERCIAL MORTGAGE TRUST 2026-XL6 TSFR1M+130 03/15/2043 144A 0 13,690,000 13,690,000 0.11% $13.70M
G2SF 2 4/26 0 14,775,000 14,775,000 0.10% $12.52M
G2SF 2.5 4/24 0 13,725,000 13,725,000 0.09% $12.11M
SAMMONS FIN GLO 0 11,600,000 11,600,000 0.09% $11.73M
Avolon Holdings Funding Ltd 0 11,618,000 11,618,000 0.09% $11.59M
US TREASURY N/B 0 11,160,000 11,160,000 0.09% $11.19M
G2 MA7705 0 12,478,033 12,478,033 0.09% $11.01M
Government National Mortgage Association, TBA 0 10,350,000 10,350,000 0.08% $10.56M
Freddie Mac Pool 0 9,905,793 9,905,793 0.08% $10.48M
WLAKE 2026-1A A3 0 10,400,000 10,400,000 0.08% $10.42M
FNMA 30YR 6% 11/01/2054#FA2958 0 9,928,031 9,928,031 0.08% $10.36M
G2 MA7533 0 11,446,813 11,446,813 0.08% $9.70M
AMRIZE FINANCE 0 9,582,000 9,582,000 0.08% $9.65M
G2 MA7987 0 10,929,772 10,929,772 0.08% $9.65M
MORGAN STANLEY 0 9,517,000 9,517,000 0.08% $9.57M
BARCLAYS PLC 0 9,544,000 9,544,000 0.07% $9.55M
FHLG 30YR 5.5% 01/01/2056#SL3999 0 9,157,094 9,157,094 0.07% $9.46M
FEDERAL HOME LN MTG MLT CTF GT SOFR30A+50 12/25/2030 0 9,000,000 9,000,000 0.07% $9.00M
Barings 2026-SBP Issuer LLC 0 8,895,000 8,895,000 0.07% $8.91M
RR 44 LTD A1A TSFR3M+ 04/15/2041 144A 0 8,576,000 8,576,000 0.07% $8.58M
GOVERNMENT NATIONAL MORTGAGE CORPORATION 0 10,025,616 10,025,616 0.07% $8.50M
FEDERAL HOME LN MTG MLT CTF GT SOFR30A+54 10/25/2030 0 8,212,210 8,212,210 0.06% $8.21M
BENEFIT STR PARTNERS CLO XXXIII LTD / BENEFIT STR PARTNERS CLO XXXIII LLC AR TSFR3M+119 01/25/2039 144A 0 7,565,000 7,565,000 0.06% $7.58M
Ares LXX CLO Ltd., Series 2023-70A, Class A1R 0 7,440,000 7,440,000 0.06% $7.44M
FLATIRON CLO 31 LTD A1 TSFR3M+120 01/18/2039 144A 0 7,415,000 7,415,000 0.06% $7.43M
AMRIZE FINANCE 0 6,887,000 6,887,000 0.05% $6.99M
FHMS K555 SOFR30A+50 11/25/2030 0 6,900,000 6,900,000 0.05% $6.90M
PALMER SQUARE CLO 2026-1 LTD A TSFR3M+119 04/20/2039 144A 0 6,636,000 6,636,000 0.05% $6.64M
US TREASURY N/B 0 6,150,000 6,150,000 0.05% $6.17M
SoFi Consumer Loan Program Trust 2026-1 0 6,100,000 6,100,000 0.05% $6.10M
Freddie Mac Multifamily Structured Pass Through Certificates 0 5,998,645 5,998,645 0.05% $6.00M
PHNTOM 2026-1 A 0 5,750,000 5,750,000 0.05% $5.85M
FHLG 30YR 5% 08/01/2052#SD1482 0 5,625,488 5,625,488 0.04% $5.73M
ATHENE GLOBAL FU 0 6,000,000 6,000,000 0.04% $5.70M
RR LTD 2023-25A A1A2 TSFR3M+118 04/15/2041 144A 0 5,687,000 5,687,000 0.04% $5.69M
FHLG 30YR 6% 02/01/2055#SL0360 0 5,307,189 5,307,189 0.04% $5.57M
WHEELS FLEET LEASE FUNDING LLC WFLF 2025 2A A1 144A 0 5,496,000 5,496,000 0.04% $5.55M
RKTL 2026-1A 4.31% 02/26/2035 144A 0 5,500,000 5,500,000 0.04% $5.51M
FNCL 6 4/26 0 5,200,000 5,200,000 0.04% $5.33M
PLNT 2025-1A A2I 0 5,120,000 5,120,000 0.04% $5.20M
WESTERN MIDSTRM 0 5,014,000 5,014,000 0.04% $5.06M
OBX 2026-NQM1 TR 4.959% 11/25/2065 144A 0 4,964,850 4,964,850 0.04% $4.97M
FHLG 30YR 6% 09/01/2054#SD6993 0 4,483,350 4,483,350 0.04% $4.70M
FNMA 30YR 6% 07/01/2055#FA3806 0 4,435,764 4,435,764 0.04% $4.63M
AFRMT 2026-1A A 144A 4.37% 02-15-34 0 4,500,000 4,500,000 0.04% $4.53M
FNMA 30YR 6.5% 08/01/2054#FA4066 0 4,206,809 4,206,809 0.03% $4.45M
FHLG 30YR 5.5% 01/01/2056#SL4008 0 4,299,998 4,299,998 0.03% $4.43M
FNMA 30YR 6% 10/01/2055#FA3812 0 4,159,733 4,159,733 0.03% $4.34M
ARES Commercial Mortgage Trust, Series 2026-GCP, Class A 0 4,147,000 4,147,000 0.03% $4.15M
LSTR Trust 2026-HTL6 0 4,000,000 4,000,000 0.03% $3.98M
FNMA 30YR 6% 08/01/2054#FS8834 0 3,699,718 3,699,718 0.03% $3.88M
WILLIS ENGINE STRUCTURED TRUST WESTF 2025 B A 144A 0 3,573,964 3,573,964 0.03% $3.61M
Targa Resources Corp 0 3,505,000 3,505,000 0.03% $3.51M
FNMA POOL CB8013 FN 02/54 FIXED 6.5 0 3,252,828 3,252,828 0.03% $3.44M
FEDERAL HOME LN MTG MLT CTF GT SOFR30A+52 11/25/2030 0 3,399,677 3,399,677 0.03% $3.40M
Phillips Edison Grocery Center Operating Partnership I LP 0 3,259,000 3,259,000 0.03% $3.26M
FANNIEMAE 30YR 6% 12/01/2054#FA0103 0 3,022,677 3,022,677 0.02% $3.17M
BX COMMERCIAL MORTGAGE TRUST 2026-XL6 B VAR 03/15/2043 144A 0 3,123,000 3,123,000 0.02% $3.13M
FNMA 30YR 6% 07/01/2053#CB6751 0 2,799,268 2,799,268 0.02% $2.93M
MFF 2025-1A A 0 2,900,000 2,900,000 0.02% $2.92M
DLLMT 2026-1 LLC DLLMT 2026-1A A3 0 2,900,000 2,900,000 0.02% $2.92M
OPTN 2026-A A 0% 01/09/2034 144A 0 2,715,000 2,715,000 0.02% $2.72M
DRVPNK 2026-1A A3 0 2,700,000 2,700,000 0.02% $2.72M
AOMT 2026-2 VAR 02/25/2071 144A 0 2,700,000 2,700,000 0.02% $2.70M
WFCM 2026-5C8 A3 0 2,600,000 2,600,000 0.02% $2.69M
NMOTR 2024-B A 0 2,600,000 2,600,000 0.02% $2.63M
FHLG 30YR 6% 02/01/2055#SL2499 0 2,458,834 2,458,834 0.02% $2.57M
FNMA 30YR 6% 07/01/2054#FS8833 0 2,446,801 2,446,801 0.02% $2.56M
EXETER AUTOMOBILE RECEIVABLES TRUST 2026-1 SER 2026-1A CL A3 REGD 4.03000000 0 2,550,000 2,550,000 0.02% $2.56M
FHMS K763 A2 0 2,500,000 2,500,000 0.02% $2.52M
PLYM COMMERCIAL MORTGAGE TRUST 2026-IND TSFR1M+185 03/15/2043 144A 0 2,453,000 2,453,000 0.02% $2.45M
FHMS K549 A2 0 2,400,000 2,400,000 0.02% $2.45M
FNMA 30YR 6% 01/01/2056#FA4441 0 2,324,002 2,324,002 0.02% $2.43M
FHLG 30YR 6.5% 11/01/2054#SL3775 0 2,193,612 2,193,612 0.02% $2.32M
AVOLON HOLDINGS FUNDING LTD 4.7% 01/30/2031 144A 0 2,300,000 2,300,000 0.02% $2.31M
JPMORGAN CHASE 0 2,291,000 2,291,000 0.02% $2.30M
FORD MOTOR CRED 0 2,279,000 2,279,000 0.02% $2.29M
CARMX 2026-1 A3 0 2,200,000 2,200,000 0.02% $2.22M
PLYM COMMERCIAL MORTGAGE TRUST 2026-IND TSFR1M+155 03/15/2043 144A 0 2,210,000 2,210,000 0.02% $2.21M
BMARK 2026-V20 A3 0 2,100,000 2,100,000 0.02% $2.19M
PEAC SOLUTIONS RECEIVABLES 2026-1 LLC PEAC 2026-1A A2 0 2,180,000 2,180,000 0.02% $2.19M
BANK5 2026-5YR20 A3 5.244% 02/15/2057 0 2,100,000 2,100,000 0.02% $2.18M
SDART 2026-1 A3 0 2,000,000 2,000,000 0.02% $2.00M
FNMA 30YR 6.5% 03/01/2055#FA1084 0 1,813,693 1,813,693 0.02% $1.92M
BMARK 2020-B19 A5 0 2,095,000 2,095,000 0.01% $1.89M
Enterprise Fleet Financing 2026-1 LLC 0 1,800,000 1,800,000 0.01% $1.82M
MMAF EQUIPMENT FINANCE LLC 2023 A 0 1,745,033 1,745,033 0.01% $1.77M
BBCMS MTG TR 2026-5C40 VAR 02/15/2031 144A 0 48,947,000 48,947,000 0.01% $1.77M
PEAC SOLUTIONS RECEIVABLES LLC PEAC 2026 1A A3 144A 0 1,695,000 1,695,000 0.01% $1.71M
DEXT ABS 2025-2 LLC 4.28% 04/17/2028 144A 0 1,700,000 1,700,000 0.01% $1.70M
FNMA 30YR 6% 10/01/2053#FS5894 0 1,600,211 1,600,211 0.01% $1.68M
VERISK ANALYTICS 0 1,582,000 1,582,000 0.01% $1.59M
Onity Loan Investment Trust 2025-HB2 0 1,564,129 1,564,129 0.01% $1.52M
VCAT ASSET SECURITIZATION LLC STEP 02/25/2056 144A 0 1,500,000 1,500,000 0.01% $1.50M
FHLG 30YR 6% 05/01/2055#SL1861 0 1,414,708 1,414,708 0.01% $1.48M
Extended Stay America Trust, Series 2026-ESH2, Class B 0 1,448,000 1,448,000 0.01% $1.45M
Freddie Mac Multifamily Structured Pass Through Certificates 0 1,300,000 1,300,000 0.01% $1.32M
FNMA 30YR 6% 01/01/2056#FA4397 0 1,225,135 1,225,135 0.01% $1.28M
FEDERAL NAT MTG ASN GTD REM PA 2% 12/25/2043 0 1,314,427 1,314,427 0.01% $1.27M
BMO MORTGAGE TRUST 5C13 A2 4.8342% 12/15/2058 0 1,200,000 1,200,000 0.01% $1.23M
KUBOTA CREDIT OWNER TRUST 2025-1 SER 2025-1A CL A3 REGD 144A P/P 4.67000000 0 1,200,000 1,200,000 0.01% $1.22M
FHMS K551 A2 0 1,200,000 1,200,000 0.01% $1.22M
FNMA 30YR 6% 07/01/2055#FA3377 0 1,152,255 1,152,255 0.01% $1.20M
CROSS 2026-NQM2 A1A MTG TR VAR 03/25/2061 144A 0 1,200,000 1,200,000 0.01% $1.20M
BANK 2024-BNK47 A5 0 1,100,000 1,100,000 0.01% $1.19M
FEDERAL NAT MTG ASN GTD REM PA SOFR30A+120 09/25/2053 0 1,122,776 1,122,776 0.01% $1.13M
DLLMT 2026-1 LLC 0 1,100,000 1,100,000 0.01% $1.10M
Extended Stay America Trust 2026-ESH2 0 983,000 983,000 0.01% $985.46K
SFS AUTO RECEIVABLES SECURITIZATION TRUST 2026-1A A3 4.13% 07/21/2031 144A 0 900,000 900,000 0.01% $902.78K
US TREASURY N/B 0 880,000 880,000 0.01% $896.78K
CarMax Select Receivables Trust 2026-A 0 880,000 880,000 0.01% $880.13K
FNMA GTD MTG PASS THRU CTF 2% 07/25/2044 0 919,972 919,972 0.01% $877.87K
G2 MA7649 0 993,551 993,551 0.01% $877.02K
CSTL COMMERCIAL MORTGAGE TRUST 2026-GATE3 4.7579% 02/10/2043 144A 0 800,000 800,000 0.01% $809.74K
SFS AUTO RECEIVABLES SECURITIZATION TRUST 2026-1 4.05% 08/20/2029 144A 0 800,000 800,000 0.01% $800.56K
G2 MA7368 0 810,890 810,890 0.01% $744.22K
SOFI CONSUMER LOAN PROGRAM TRUST 2026-1 SCLP 2026-1 B 0 700,000 700,000 0.01% $705.17K
BRAVO Residential Funding Trust 2025-NQM5 0 635,380 635,380 0.01% $642.30K
BMARK 2020-B17 A5 0 600,000 600,000 0.00% $550.27K
FNMA POOL FS7160 FN 02/54 FIXED VAR 0 429,716 429,716 0.00% $454.40K
G2 MA7418 0 440,731 440,731 0.00% $389.04K
FNMA POOL FS7963 FN 05/54 FIXED VAR 0 299,917 299,917 0.00% $316.86K
G2 MA7535 0 323,648 323,648 0.00% $296.92K
G2 MA7473 0 272,831 272,831 0.00% $250.55K
FHLG 30YR 6.5% 04/01/2054#SD5901 0 225,108 225,108 0.00% $237.82K
G2 MA7419 0 215,384 215,384 0.00% $197.69K
FNMA 30YR 6% 01/01/2055#DC7868 0 186,258 186,258 0.00% $194.07K
FREDDIE MAC POOL UMBS P#SD5219 6.00000000 0 168,735 168,735 0.00% $175.84K
FNMA 30YR 6% 06/01/2055#DE1630 0 163,548 163,548 0.00% $171.36K
FNMA 30YR 6% 07/01/2055#DE2216 0 144,537 144,537 0.00% $151.14K
BANK5 2025-5YR19 XB VAR 12/15/2030 0 4,400,000 4,400,000 0.00% $125.86K
FNMA 30YR 6% 01/01/2055#DC7867 0 76,269 76,269 0.00% $79.48K
FNMA 30YR 6% 07/01/2055#DE2354 0 68,781 68,781 0.00% $71.90K
FNMA 30YR 6% 02/01/2055#DD2206 0 62,413 62,413 0.00% $65.31K
FNMA 30YR 6% 02/01/2055#DD2207 0 62,281 62,281 0.00% $65.15K
FNMA 30YR 6% 02/01/2055#DC0757 0 60,470 60,470 0.00% $63.32K
FNMA 30YR 6% 09/01/2054#DC0035 0 49,292 49,292 0.00% $51.77K
G2 MA6710 0 7,726 7,726 0.00% $7.10K
FNCL 5.5 3/25 0 0 0 0.00% $0
GNII II 6.5% 03/01/2056 #TBA 0 0 0 0.00% $0
Uniform Mortgage-Backed Security, TBA 0 0 0 0.00% $0
Uniform Mortgage-Backed Security, TBA 0 0 0 0.00% $0
Uniform Mortgage-Backed Security, TBA 0 0 0 0.00% $0
FNCL 5 3/24 0 0 0 0.00% $0
Uniform Mortgage-Backed Security, TBA 0 0 0 0.00% $0
FNCL 4.5 4/26 0 0 0 0.00% $0
Ginnie Mae 0 0 0 0.00% $0
Uniform Mortgage-Backed Security, TBA 0 0 0 0.00% $0
Ginnie Mae 0 0 0 0.00% $0
G2SF 4.5 4/26 0 0 0 0.00% $0
G2SF 4 4/23 0 -2,000,000 -2,000,000 -0.02% -$1.92M
GNMA TBA 0 -5,425,000 -5,425,000 -0.04% -$4.60M
Uniform Mortgage-Backed Security, TBA 0 -15,075,000 -15,075,000 -0.11% -$13.63M
Security Shares Nov 2025 Shares Feb 2026 Δ shares End % Δ value
FNCL 6 1/26 87,900,000 0 -87,900,000 0.00% -$89.99M
FNCL 2 1/26 59,850,000 0 -59,850,000 0.00% -$48.74M
G2SF 6 1/25 46,275,000 0 -46,275,000 0.00% -$47.17M
Government National Mortgage Association, TBA 45,625,000 0 -45,625,000 0.00% -$46.48M
GNMA II, Single-family, 30 Year 52,300,000 0 -52,300,000 0.00% -$43.58M
FNCL 6.5 1/26 38,225,000 0 -38,225,000 0.00% -$39.62M
ISPIM 5.71 01/15/26 37,209,000 0 -37,209,000 0.00% -$37.25M
Uniform Mortgage-Backed Security, TBA 27,375,000 0 -27,375,000 0.00% -$27.69M
FNCL 5.5 1/26 20,825,000 0 -20,825,000 0.00% -$21.07M
FIRSTENERGY TRAN 19,602,000 0 -19,602,000 0.00% -$19.70M
G2SF 5 1/26 18,125,000 0 -18,125,000 0.00% -$18.09M
G2SF 5.5 1/25 17,400,000 0 -17,400,000 0.00% -$17.56M
ARES CAPITAL COR 16,340,000 0 -16,340,000 0.00% -$16.32M
Government National Mortgage Association, TBA 17,575,000 0 -17,575,000 0.00% -$15.25M
Uniform Mortgage-Backed Security, TBA 18,375,000 0 -18,375,000 0.00% -$14.96M
Societe Generale SA 13,930,000 0 -13,930,000 0.00% -$13.91M
FR SD8506 13,269,209 0 -13,269,209 0.00% -$13.44M
FNCL 4.5 1/26 12,500,000 0 -12,500,000 0.00% -$12.23M
Barings CLO Ltd. 2021-I 10,335,000 0 -10,335,000 0.00% -$10.35M
MDPK 2021-50A A CLO 144A FRN 04-19-34 10,220,000 0 -10,220,000 0.00% -$10.23M
AERCAP IRELAND 10,220,000 0 -10,220,000 0.00% -$10.18M
AMRIZE FINANCE 9,582,000 0 -9,582,000 0.00% -$9.64M
G2 MA8042 10,349,903 0 -10,349,903 0.00% -$8.99M
SAPPHIRE AVIATION FINANCE 3.228% 03/15/2040 144A 8,625,240 0 -8,625,240 0.00% -$8.36M
OCCIDENTAL PETE 7,598,000 0 -7,598,000 0.00% -$7.79M
FR QJ5533 7,329,900 0 -7,329,900 0.00% -$7.43M
FNCL 6 12/24 7,000,000 0 -7,000,000 0.00% -$7.17M
AMRIZE FINANCE 6,887,000 0 -6,887,000 0.00% -$6.97M
MAGNETITE XXIII LTD AR TSFR3M+139.161 01/25/2035 144A 6,892,000 0 -6,892,000 0.00% -$6.90M
PLANET FITNESS MASTER ISSUER LLC 18-1A 3.251% 12/05/2051 144A 6,252,235 0 -6,252,235 0.00% -$6.15M
VERISK ANALYTICS 5,725,000 0 -5,725,000 0.00% -$5.81M
SYMPHONY CLO XXVI LTD / SYMPHONY CLO XXVI LLC AR TSFR3M+134.161 04/20/2033 144A 5,742,365 0 -5,742,365 0.00% -$5.74M
DEUTSCHE BANK NY 5,262,000 0 -5,262,000 0.00% -$5.26M
CAPITAL ONE FINL 5,044,000 0 -5,044,000 0.00% -$5.02M
ROPER TECHNOLOGI 4,738,000 0 -4,738,000 0.00% -$4.76M
G2 MA7986 4,956,448 0 -4,956,448 0.00% -$4.13M
FR SD8533 3,920,351 0 -3,920,351 0.00% -$3.97M
CHICAGO IL BOE 1.75% 12/15/25 3,960,000 0 -3,960,000 0.00% -$3.95M
US TREASURY N/B 3,550,000 0 -3,550,000 0.00% -$3.61M
DISCOVER FIN SVS 3,562,000 0 -3,562,000 0.00% -$3.56M
Madison Park Funding XIX Ltd., Series 2015-19A, Class AR3 3,531,000 0 -3,531,000 0.00% -$3.53M
WSFIN 4.9 05/01/30 144A 3,097,000 0 -3,097,000 0.00% -$3.19M
G2 MB0368 2,941,283 0 -2,941,283 0.00% -$3.03M
FNMA 15YR 5% 11/01/2040#MA5886 2,980,856 0 -2,980,856 0.00% -$3.02M
SBA TOWER TRUST 3,008,000 0 -3,008,000 0.00% -$3.00M
BARCLAYS PLC 2,821,000 0 -2,821,000 0.00% -$2.82M
SPGN 2022 TFLM MORTGAGE TRUST 2,586,000 0 -2,586,000 0.00% -$2.59M
VERISK ANALYTICS 2,546,000 0 -2,546,000 0.00% -$2.57M
AERCAP IRELAND 2,472,000 0 -2,472,000 0.00% -$2.47M
FR RQ0013 2,434,638 0 -2,434,638 0.00% -$2.47M
FNMA POOL DE1973 FN 07/55 FIXED 5.5 2,393,000 0 -2,393,000 0.00% -$2.42M
GS MTG SECS TR 2011-GC5 5.209% 08/10/2044 144A 2,119,850 0 -2,119,850 0.00% -$2.10M
OPEN TR 2023-AIR TSFR1M+383.799 10/15/2028 144A 2,050,425 0 -2,050,425 0.00% -$2.05M
FNCL 5 12/22 2,000,000 0 -2,000,000 0.00% -$2.00M
FNCL 5.5 12/24 1,925,000 0 -1,925,000 0.00% -$1.95M
SEMPRA ENERGY 1,733,000 0 -1,733,000 0.00% -$1.83M
Federal National Mortgage Association, Inc. 2,103,373 0 -2,103,373 0.00% -$1.81M
GMAC LLC 1,584,000 0 -1,584,000 0.00% -$1.80M
Freddie Mac Pool 2,075,796 0 -2,075,796 0.00% -$1.79M
Uniform Mortgage-Backed Securities 1,987,308 0 -1,987,308 0.00% -$1.63M
AFFRM 2024-A 1A 144A 5.61% 02-15-29 1,500,000 0 -1,500,000 0.00% -$1.50M
SPGN 2022-TFLM MORTGAGE TRUST SER 2022-TFLM CL C V/R REGD 144A P/P 6.33019000 1,345,000 0 -1,345,000 0.00% -$1.35M
FHLG 30YR 5% 08/01/2055#RJ4685 1,289,407 0 -1,289,407 0.00% -$1.30M
JBS USA/FOOD/FIN 1,330,000 0 -1,330,000 0.00% -$1.25M
Freddie Mac Pool 1,162,270 0 -1,162,270 0.00% -$1.18M
FHLG 30YR 2.5% 10/01/2051#QC9148 1,351,664 0 -1,351,664 0.00% -$1.17M
FHMS K054 A2 1,169,663 0 -1,169,663 0.00% -$1.17M
Freddie Mac Pool 1,154,331 0 -1,154,331 0.00% -$1.14M
FN FA2096 1,081,895 0 -1,081,895 0.00% -$1.09M
CLAST 2017-1R A 144A 2.741% 08-15-41 1,087,037 0 -1,087,037 0.00% -$1.08M
FNCL 3 12/22 1,125,000 0 -1,125,000 0.00% -$999.23K
FNMA 30YR 5.5% 10/01/2055#DF2839 947,354 0 -947,354 0.00% -$959.67K
Wells Fargo Commercial Mortgage Trust 2024-MGP 657,152 0 -657,152 0.00% -$657.17K
VENTAS REALTY LP 630,000 0 -630,000 0.00% -$629.60K
FNMA 30YR 5.5% 07/01/2055#DD9902 523,108 0 -523,108 0.00% -$529.91K
FN MA5071 523,109 0 -523,109 0.00% -$524.45K
GNMA II, Single Family, 30 Year 550,000 0 -550,000 0.00% -$496.25K
FNMA 30YR 4% 02/01/2049#CA3129 486,474 0 -486,474 0.00% -$470.16K
WELLS FARGO COML MORTAGE TR 2024-MGP TSFR1M+199.073 08/15/2041 144A 434,769 0 -434,769 0.00% -$433.00K
AASET 2019 2 TRUST 299,144 0 -299,144 0.00% -$298.25K
Sapphire Aviation Finance II Ltd., Series 2020-1A, Class B 274,740 0 -274,740 0.00% -$268.03K
MHC Commercial Mortgage Trust, Series 2021-MHC, Class A 265,418 0 -265,418 0.00% -$265.34K
FNMA 30YR 4.5% 12/01/2048#BM5106 259,451 0 -259,451 0.00% -$259.36K
Castlelake Aircraft Structured Trust 2021-1 226,219 0 -226,219 0.00% -$224.68K
FHLG 30YR 5.5% 05/01/2054#QI6052 220,642 0 -220,642 0.00% -$223.66K
FNMA 30YR 4% 03/01/2048#BJ4970 179,764 0 -179,764 0.00% -$174.02K
FNMA 30YR 4% 11/01/2048#CA2631 179,565 0 -179,565 0.00% -$173.66K
AASET Trust 175,120 0 -175,120 0.00% -$172.84K
Freddie Mac Pool 141,022 0 -141,022 0.00% -$143.01K
Upgrade Receivables Trust, Series 2024-1A, Class A 133,555 0 -133,555 0.00% -$133.61K
FNMA 30YR 5% 03/01/2054#FS8634 129,057 0 -129,057 0.00% -$130.88K
FHLG 30YR 4% 02/50#RA2141 98,347 0 -98,347 0.00% -$94.86K
FNMA 30YR 5% 02/01/2049#BM5577 82,387 0 -82,387 0.00% -$84.17K
FNMA 30YR 4% 04/01/2049#BN6036 78,876 0 -78,876 0.00% -$76.18K
FNMA 30YR 4% 01/01/2049#BN4472 35,895 0 -35,895 0.00% -$34.69K
FHLMC 30YR 5.5% 01/01/2055#QX2843 30,097 0 -30,097 0.00% -$30.49K
FR SD8276 26,452 0 -26,452 0.00% -$26.58K
FNMA 30YR 5.5% 03/01/2055#DD4399 25,633 0 -25,633 0.00% -$25.97K
FHLG 30YR 3.5% 05/01/2045#Q33801 8,887 0 -8,887 0.00% -$8.37K
FNMA 4.50% 4/41 #AI0729 3,961 0 -3,961 0.00% -$3.99K
FHLG 30YR 7% 04/01/2032# 976 0 -976 0.00% -$1.03K
GNMA 30YR 4% 07/15/2041#769171 696 0 -696 0.00% -$694
GNMA 7.00% 3/28 #459593 512 0 -512 0.00% -$520
FHLG 30YR 6% 03/01/2029# 491 0 -491 0.00% -$503
GNMA 7.00% 2/30 #477030 404 0 -404 0.00% -$415
FNMA 7.50% 11/27 #401093 273 0 -273 0.00% -$279
FNMA 7.00% 2/31 #689547 184 0 -184 0.00% -$185
GNMA 7.50% 1/28 #427211 170 0 -170 0.00% -$173
FHLG 30YR 6% 05/01/2029# 159 0 -159 0.00% -$163
FHLM ARM 5.78% 10/35 #1N0063 93 0 -93 0.00% -$97
GNMA I, Single-family, 30 Year 70 0 -70 0.00% -$71
GNMA 7.50% 9/28 #468222 60 0 -60 0.00% -$60
GNMA 7.50% 12/27 #436026 54 0 -54 0.00% -$55
GNMA 7.00% 4/28 #454044 37 0 -37 0.00% -$37
GNMA 7.50% 5/27 #445643 32 0 -32 0.00% -$32
GNMA 7.00% 2/31 #486056 26 0 -26 0.00% -$27
FNMA 7.00% 4/26 #303856 18 0 -18 0.00% -$17
FNMA 7.00% 8/29 #506458 14 0 -14 0.00% -$14
FNMA 7.00% 10/28 #457547 11 0 -11 0.00% -$11
GNMA 7.00% 7/28 #433904 11 0 -11 0.00% -$11
GNMA 7.50% 9/27 #455561 8 0 -8 0.00% -$8
FNMA 7.00% 3/26 #339493 7 0 -7 0.00% -$7
FNMA 7.50% 1/26 #328952 5 0 -5 0.00% -$5
FNMA 7.00% 1/26 #330162 5 0 -5 0.00% -$5
FN 313275 5 0 -5 0.00% -$5
GNMA 7.00% 4/28 #467737 4 0 -4 0.00% -$4
FNMA 7.00% 4/26 #344561 4 0 -4 0.00% -$4
FNMA 7.00% 5/26 #303890 3 0 -3 0.00% -$3
FNMA 7.00% 3/26 #250495 3 0 -3 0.00% -$3
FNMA 7.00% 5/26 #303913 3 0 -3 0.00% -$3
FHLG 30YR 7.5% 06/01/2026# 3 0 -3 0.00% -$3
FNMA 7.00% 4/26 #342459 2 0 -2 0.00% -$2
FNMA 7.00% 9/26 #313264 2 0 -2 0.00% -$2
GNMA 7.50% 12/27 #385030 2 0 -2 0.00% -$2
GNMA I, 30 Year 2 0 -2 0.00% -$2
FNMA 7.00% 7/28 #323326 2 0 -2 0.00% -$2
FN 250576 1 0 -1 0.00% -$1
FNMA 7.00% 8/26 #190273 1 0 -1 0.00% -$1
FN 250551 1 0 -1 0.00% -$1
FNR 2013-133 IB 3% 04/32 356 0 -356 0.00% -$0
G2SF 5 12/24 0 0 0 0.00% $0
FNCL 4.5 12/23 0 0 0 0.00% $0
Uniform Mortgage-Backed Security, TBA 0 0 0 0.00% $0
Government National Mortgage Association, TBA 0 0 0 0.00% $0
Government National Mortgage Association, TBA 0 0 0 0.00% $0
Security Shares Nov 2025 Shares Feb 2026 Δ shares End % Δ value
Fidelity Cash Central Fund 450,477,872 501,819,812 51,341,940 3.93% $51.35M
Fidelity Specialized High Income Central Fund 1,818,767 1,847,618 28,851 1.31% $3.17M
US TREASURY N/B 125,800,000 126,590,000 790,000 1.01% $1.53M
BX Trust, Series 2025-ROIC, Class A 21,793,004 22,231,685 438,681 0.17% $451.75K
MSCI INC 6,294,000 17,506,000 11,212,000 0.14% $11.16M
CHARTER COMM OPT 11,014,000 18,591,000 7,577,000 0.13% $6.53M
PLNT 2019-1A A2 5,833,132 16,302,420 10,469,288 0.12% $10.19M
TCO Commercial Mortgage Trust, Series 2024-DPM, Class A 10,050,000 11,133,000 1,083,000 0.09% $1.10M
G2 MA7881 10,386,873 12,232,222 1,845,349 0.08% $1.78M
FREDDIE MAC POOL UMBS P#SD7570 6.00000000 4,506,217 8,888,435 4,382,218 0.07% $4.61M
ATHENE GLOBAL FU 6,252,000 8,503,000 2,251,000 0.07% $2.26M
G2 MA7936 4,876,667 8,943,955 4,067,288 0.06% $3.66M
BX Trust, Series 2025-DIME, Class A 7,160,000 7,860,000 700,000 0.06% $703.34K
G2 MA7935 6,253,827 8,457,852 2,204,024 0.06% $1.95M
FHMS K543 A2 1,000,000 5,500,000 4,500,000 0.04% $4.60M
BX TRUST 2022-IND TSFR1M+184.8 04/15/2024 144A 3,609,900 3,609,900 0 0.03% -$1.12K
SCG Commercial Mortgage Trust, Series 2025-FLWR, Class A 1,200,000 3,550,000 2,350,000 0.03% $2.36M
SCMS 2025-BNC1 MORTGAGE TRUST SCMS 2025-BNC1 A2 3,100,000 3,500,000 400,000 0.03% $413.72K
FHMS K548 A2 1,000,000 3,400,000 2,400,000 0.03% $2.46M
FHMS K547 A2 1,900,000 3,200,000 1,300,000 0.03% $1.34M
NYMT Loan Trust, Series 2025-CP1, Class A1 2,490,496 3,240,978 750,482 0.02% $775.08K
GOVERNMENT NAT MTG 2010-169 Z 4.5% 12/20/2040 2,934,224 2,967,358 33,134 0.02% $40.33K
WHEAT SEP 26 2,639 3,184 545 0.01% $1.11M
Freddie Mac Multifamily Structured Pass Through Certificates 900,000 1,400,000 500,000 0.01% $515.52K
VOYG 5/07/2026 JPM 0bps + OBFR ETRS 18,960,000 47,360,000 28,400,000 0.01% $727.71K
GOVERNMENT NAT MTG AS REMIC PT 2004-22 AZ 5.5% 04/20/2034 666,775 675,985 9,210 0.01% $14.63K
FNR 2011-4 PZ 5% 2/41 191,009 193,406 2,398 0.00% $2.80K
WHEAT MAY 26 3,400,000 11,390,526 7,990,526 0.00% $14.59K
SBLOFI SWAP CZ030008 12/17/57 B 750,000 16,349,176 15,599,176 0.00% -$45.00K
BAYVIEW COML ASSET TR 2006-3 TSFR1M+75.948 10/25/2036 144A 7,084 7,416 332 0.00% $694
FNR 2010-135 ZA 4.5% 12/40 62,291 62,994 703 0.00% $969
BAYVIEW COML ASSET TR 2007 3 TSFR1M+101.448 07/25/2037 144A 15,269 17,063 1,794 0.00% -$34
GOVERNMENT NAT MTG ASSN HECM 1.65% 02/20/2063 1,239 1,244 5 0.00% $13
GOVERNMENT NAT MTG ASSN HECM 2016-H21 DF TSFR1M+76.448 05/20/2061 880 891 10 0.00% $13
Security Shares Nov 2025 Shares Feb 2026 Δ shares End % Δ value
US TREASURY N/B 423,629,000 414,629,000 -9,000,000 2.13% -$3.36M
US TREASURY N/B 77,200,000 67,200,000 -10,000,000 0.56% -$10.20M
JPMORGAN CHASE 65,747,000 63,456,000 -2,291,000 0.53% -$2.95M
US TREASURY N/B 144,000,000 22,400,000 -121,600,000 0.18% -$122.99M
G2 MA7135 24,301,714 23,828,442 -473,273 0.16% -$67.41K
FNMA 30YR 2.5% 07/01/2049#SD3738 21,973,423 21,523,949 -449,474 0.15% -$107.13K
US TREASURY N/B 23,480,000 17,120,000 -6,360,000 0.14% -$6.21M
G2 MB0024 16,889,528 16,553,304 -336,224 0.13% -$160.25K
G2 MA8043 18,085,181 17,697,295 -387,886 0.13% -$89.09K
BX Commercial Mortgage Trust, Series 2024-XL5, Class A 18,554,799 16,161,783 -2,393,016 0.13% -$2.39M
FR SD7503 17,308,280 16,828,760 -479,520 0.13% -$219.43K
GGAMMT 2025-1A A 144A 5.923% 09-30-60 17,070,000 15,547,844 -1,522,156 0.12% -$1.37M
SORT 2020-1 A1 18,735,854 18,598,360 -137,493 0.12% -$233.18K
G2 MA6930 16,951,017 16,615,774 -335,243 0.11% -$61.90K
Uniform Mortgage-Backed Securities 14,068,228 13,417,354 -650,874 0.11% -$595.00K
FHLG 30YR 6% 09/01/2054#SD6419 13,785,188 13,315,305 -469,884 0.11% -$449.27K
FR SD8090 15,703,920 15,466,815 -237,105 0.10% $41.70K
Subway Funding LLC, Series 2024-3A, Class A2I 12,991,770 12,958,962 -32,808 0.10% -$15.45K
Freddie Mac Multifamily Structured Pass Through Certificates 12,600,000 12,597,965 -2,035 0.10% -$7.28K
Subway Funding LLC, Series 2024-1A, Class A2I 12,420,540 12,389,175 -31,365 0.10% -$33.22K
J.P. Morgan Chase Commercial Mortgage Securities Trust 2021-2NU 25,800,000 12,900,000 -12,900,000 0.09% -$11.74M
BX TRUST 11,500,496 11,234,944 -265,552 0.09% -$186.03K
FREDDIE MAC POOL FR RA5117 13,560,903 13,315,854 -245,049 0.09% -$24.10K
UMBS, 30 Year 10,970,927 10,632,607 -338,320 0.09% -$288.73K
NAVTR 2025-1 A 10,897,420 10,732,234 -165,186 0.09% $11.77K
SORT 2021-1A A1 12,993,333 12,897,981 -95,352 0.08% -$58.16K
BX Trust, Series 2024-CNYN, Class A 10,574,395 10,453,444 -120,951 0.08% -$117.68K
Gilead Aviation LLC, Series 2025-1A, Class A 10,273,890 10,138,416 -135,474 0.08% -$59.61K
Taco Bell Funding, LLC, Series 2025-1A, Class A2I 10,275,000 10,249,312 -25,688 0.08% $73.96K
FHLG 30YR 4% 02/01/2053#SD6527 10,762,307 10,529,416 -232,891 0.08% -$25.64K
FHLG 30YR 3% 07/01/2052#SL0488 11,237,087 11,005,229 -231,858 0.08% -$51.44K
SORT 2020-1 A2 144A 1.99% 07-15-60 12,030,612 11,942,325 -88,287 0.08% -$323.02K
Subway Funding LLC, Series 2024-3A, Class A23 9,611,910 9,587,638 -24,272 0.08% $7.18K
Apollo aviation securitization 9,903,541 9,693,679 -209,862 0.07% -$85.26K
FN MA4077 11,263,799 11,086,942 -176,858 0.07% $24.22K
FHLG 30YR 6.5% 09/01/2054#SD6617 9,009,394 8,575,965 -433,429 0.07% -$413.91K
OWN Equipment Fund I LLC, Series 2024-2M, Class A 9,341,122 8,834,972 -506,150 0.07% -$353.44K
FN FM7484 9,877,832 9,656,612 -221,220 0.07% -$55.05K
BX TRUST BX 2024 MDHS A 144A 9,355,205 8,459,763 -895,442 0.07% -$895.99K
Barings Equipment Finance LLC, Series 2025-A, Class A2 9,289,174 8,241,805 -1,047,369 0.06% -$1.05M
FR SD8106 9,869,318 9,724,793 -144,525 0.06% $33.14K
G2 MA8149 8,638,335 8,458,124 -180,211 0.06% -$95
FEDERAL NAT MTG ASN GTD REM PA 1.75% 02/25/2043 8,882,997 8,674,019 -208,978 0.06% -$83.09K
G2 MA7534 17,224,996 8,947,999 -8,276,997 0.06% -$7.06M
FHLG 10YR 1.5% 12/01/2031#SA0063 8,669,398 8,132,366 -537,032 0.06% -$457.06K
FNMA 30YR 6.5% 01/01/2053#CB5494 7,499,238 7,151,697 -347,540 0.06% -$330.72K
Subway Funding LLC, Series 2024-1A, Class A2I 7,384,410 7,365,762 -18,648 0.06% -$3.16K
FR SD7535 8,417,650 8,238,160 -179,490 0.06% -$38.58K
Blackbird Capital II Aircraft Lease Ltd., Series 2021-1A, Class A 7,598,336 7,400,040 -198,296 0.06% -$103.59K
BX TRUST 8,111,028 6,984,860 -1,126,167 0.05% -$1.13M
FR SD7525 8,047,952 7,863,081 -184,872 0.05% -$48.95K
Uniform Mortgage-Backed Securities 8,202,104 8,065,474 -136,631 0.05% $8.41K
Subway Funding LLC, Series 2024-1A, Class A23 6,475,590 6,459,238 -16,352 0.05% -$18.33K
FN CB3234 7,487,642 7,311,561 -176,080 0.05% -$42.06K
Palmer Square Loan Funding Ltd., Series 2025-1A, Class A1 7,408,643 6,682,353 -726,290 0.05% -$709.18K
FN MA4473 7,908,383 7,732,602 -175,782 0.05% -$74.88K
DNKN 2021-1A A23 7,308,480 7,289,448 -19,032 0.05% $86.07K
FNMA 30YR 2.5% 02/01/2052#FS8908 7,586,736 7,362,528 -224,208 0.05% -$86.66K
JMIKE 2024-1A A2 6,277,562 6,261,750 -15,812 0.05% $23.55K
MAPS Trust, Series 2021-1A, Class A 7,784,268 6,621,146 -1,163,123 0.05% -$1.06M
PSTAT 2025-2A A1 7,168,000 6,391,639 -776,361 0.05% -$771.38K
FNMA 30YR 2.5% 04/01/2052#FA2214 7,291,502 7,172,238 -119,264 0.05% -$5.57K
DNKN 2025-1A A2I 6,115,000 6,099,712 -15,288 0.05% $4.27K
ALTDE Trust, Series 2025-1A, Class A 6,028,098 5,903,478 -124,620 0.05% -$109.94K
FNMA 15YR 1.5% 10/01/2036#FS9362 6,766,394 6,553,972 -212,421 0.05% -$123.83K
WILLIS ENGINE STRUCTURED TRUST WESTF 2025 A A 144A 5,802,917 5,750,572 -52,345 0.05% -$13.63K
U.S. Treasury Inflation-Protected Indexed Bonds 6,390,000 5,790,000 -600,000 0.05% -$560.48K
MBALT 2024-B A3 6,100,000 5,795,267 -304,733 0.05% -$303.68K
FHLM 30YR 6% 06/01/2054#RJ1709 5,790,259 5,546,845 -243,413 0.05% -$221.31K
SLVRR 2019-1 A 6,041,454 5,809,423 -232,031 0.05% -$141.47K
JBS HLD/FD/LUX 14,250,000 6,317,000 -7,933,000 0.05% -$7.14M
MSC 2024-NSTB A 5,959,671 5,807,556 -152,115 0.04% -$137.78K
WHEELS FLEET LEASE FUNDING LLC WFLF 2025 1A A1 144A 6,000,000 5,657,593 -342,407 0.04% -$324.72K
FR SB1215 6,198,864 5,497,436 -701,428 0.04% -$734.90K
SDART 2025-1 A3 5,930,000 5,487,107 -442,893 0.04% -$444.23K
FEDERAL NAT MTG ASN GTD REM PA 2.5% 02/25/2046 6,292,354 6,149,789 -142,565 0.04% -$30.15K
FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTFS GTD 1.75% 10/25/2051 6,746,434 6,579,334 -167,099 0.04% $22.34K
BCSTAT 2025-1A AR 7,240,000 5,363,946 -1,876,054 0.04% -$1.86M
PLNT 2022-1A A2II 5,587,350 5,572,875 -14,475 0.04% $95.24K
FEDERAL HOME LN MTG MLT CTF GT 1.75% 02/25/2052 5,987,670 5,818,879 -168,791 0.04% -$80.77K
FANNIEMAE 30YR 5.5% 02/01/2055#FA0629 5,229,446 5,111,093 -118,353 0.04% -$83.72K
Aaset Trust, Series 2024-1A, Class A1 5,149,519 5,069,600 -79,918 0.04% -$75.19K
Government National Mortgage Association 6,101,202 5,074,171 -1,027,031 0.04% -$1.03M
FNMA 30YR 2% 03/01/2052#FS7871 6,113,539 6,017,724 -95,815 0.04% -$6.20K
DNKN 2025-1A A2II 4,960,000 4,947,600 -12,400 0.04% $22.91K
CHARTER COMM OPT 16,000,000 6,566,000 -9,434,000 0.04% -$7.29M
FN MA3744 5,538,403 5,421,925 -116,478 0.04% -$34.40K
G2 MA7051 5,932,665 5,815,808 -116,857 0.04% -$18.47K
Slam Ltd. 4,835,488 4,761,456 -74,031 0.04% -$58.92K
FNMA Super Lng 30 Year 3.00% Due 04/01/2052 5,462,057 5,329,563 -132,494 0.04% -$31.88K
FHLG 30YR 2% 04/01/2052#SD6932 5,927,852 5,779,473 -148,378 0.04% -$39.33K
FNMA 30YR 6% 07/01/2055#CC0730 4,725,137 4,662,583 -62,554 0.04% -$56.34K
AASET 2024-1 US LTD / AASET 2024-1 INTL LTD 6.261% 05/16/2049 144A 4,708,026 4,634,959 -73,066 0.04% -$68.74K
G2 MA8199 5,092,887 4,996,021 -96,865 0.04% $5.72K
Subway Funding LLC, Series 2024-3A, Class A2I 4,740,120 4,728,150 -11,970 0.04% $10.27K
FNMA 30YR 2.5% 05/01/2051#CB0443 5,382,282 5,318,317 -63,965 0.04% $21.95K
FR SD7554 5,377,074 5,270,061 -107,012 0.04% -$19.41K
Jersey Mike's Funding, Series 2025-1A, Class A2 4,443,862 4,432,725 -11,138 0.04% $59.91K
G2 MA7988 6,222,793 4,994,371 -1,228,422 0.04% -$1.04M
FNMA 30YR 2.5% 04/01/2052#FA0903 5,223,423 5,114,526 -108,897 0.04% -$20.76K
FNMA 30YR 5.5% 05/01/2053#FS4631 4,413,556 4,335,756 -77,800 0.04% -$52.74K
APOLLO AVIATION SECURITIZATION EQUITY TRUST 4,400,902 4,314,301 -86,601 0.03% -$48.22K
FEDERAL NAT MTG ASN GTD REM PA 22-67 FA SOFR30A+80 10/25/2052 4,578,023 4,416,402 -161,621 0.03% -$139.61K
BX TRUST 2025-ROIC C TSFR1M+169 03/15/2030 144A 4,413,786 4,324,725 -89,060 0.03% -$88.83K
FNMA 30YR 2.5% 12/01/2051#CB2289 4,902,056 4,819,934 -82,123 0.03% -$8.21K
BX Trust, Series 2022-IND, Class A 4,822,877 4,171,278 -651,599 0.03% -$653.10K
FHLG 30YR 5.5% 05/01/2053#SD2891 4,156,848 4,037,169 -119,679 0.03% -$96.23K
FNMA 15YR 1.5% 03/01/2037#FS9361 4,692,962 4,544,689 -148,273 0.03% -$99.39K
FHLG 30YR 2.5% 05/01/2052#SL0225 4,784,878 4,686,156 -98,722 0.03% -$21.66K
Freddie Mac Pool 4,272,649 4,189,414 -83,236 0.03% -$11.31K
FNMA 15YR 2.5% 03/01/2035#CA5427 4,199,274 4,054,959 -144,315 0.03% -$117.79K
FHMS K074 A2 3,900,000 3,882,198 -17,802 0.03% -$7.90K
GNII II 4.5% 03/20/2055#MB0257 3,941,215 3,915,110 -26,104 0.03% $14.17K
FHLM 30YR 5.5% 04/01/2055#SL1111 3,823,604 3,734,346 -89,258 0.03% -$67.47K
FEDERAL NAT MTG ASN GTD REM PA 22-56 FJ SOFR30A+80 09/25/2052 3,957,876 3,823,330 -134,546 0.03% -$115.56K
FEDERAL NAT MTG ASN GTD REM PA SOFR30A+120 12/25/2054 4,132,571 3,776,655 -355,916 0.03% -$341.31K
Freddie Mac Pool 3,638,412 3,566,611 -71,801 0.03% -$55.93K
FHLG 30YR 5.5% 01/01/2055#SL0002 3,641,569 3,579,787 -61,782 0.03% -$37.93K
PRET Trust, Series 2025-RPL2, Class A1 3,837,258 3,753,816 -83,442 0.03% -$51.63K
FHLG 30YR 5.5% 10/01/2054#RJ2653 3,636,478 3,564,532 -71,946 0.03% -$46.20K
FNMA 30YR 2% 10/01/2051#CB1799 4,476,703 4,337,573 -139,129 0.03% -$62.90K
CIM TRUST CIM 2025 R1 A1 144A 3,725,277 3,637,762 -87,514 0.03% -$79.79K
FNMA 30YR 6.5% 03/01/2055#CC0136 3,645,940 3,419,981 -225,958 0.03% -$228.57K
FNMA 30YR 2.5% 05/01/2052#FS9743 4,111,074 4,025,780 -85,293 0.03% -$12.55K
AES CORP/THE 5,591,000 3,808,000 -1,783,000 0.03% -$1.54M
FNMA 30YR 2% 04/01/2052#FS8195 4,252,880 4,183,875 -69,005 0.03% $7.39K
FHLG 30YR 5.5% 11/01/2054#SD6971 3,358,685 3,288,815 -69,871 0.03% -$52.70K
BX COMMERCIAL MORTGAGE TRUST 2024 XL5 3,372,132 3,363,500 -8,633 0.03% -$10.73K
FNMA 15YR 1.5% 06/01/2036#FS9109 3,773,102 3,649,462 -123,640 0.03% -$81.79K
FHLG 15YR 1.5% 05/01/2036#RC1950 3,751,429 3,630,967 -120,461 0.03% -$78.04K
UMBS 3,330,078 3,138,688 -191,390 0.03% -$188.22K
FEDERAL NAT MTG ASN GTD REM PA 2.25% 09/25/2046 3,621,498 3,504,178 -117,320 0.03% -$59.34K
FNMA 30YR 3% 06/01/2051#FM7694 3,725,557 3,584,640 -140,916 0.03% -$73.67K
G2 MA6864 3,929,420 3,856,849 -72,571 0.03% -$6.46K
Uniform Mortgage-Backed Securities 3,743,323 3,659,517 -83,806 0.03% -$19.37K
N A 3,578,028 3,230,449 -347,579 0.03% -$347.58K
UMBS Pool, 30 Year 3,700,653 3,624,134 -76,519 0.03% -$14.92K
DNKN 2017-1A A2II 4.03% 11/20/2047 144A 3,204,765 3,196,080 -8,685 0.02% $14.70K
PSTAT 2024-2A A1N CLO 144A FRN 01-15-33 3,390,846 3,142,098 -248,748 0.02% -$249.83K
FANNIEMAE 30YR 2% 03/01/2052# 3,788,770 3,739,550 -49,220 0.02% $19.19K
FEDERAL NAT MTG ASN GTD REM PA 2% 11/25/2044 3,470,217 3,293,889 -176,328 0.02% -$128.09K
FNMA 30YR 2.5% 03/01/2052#FA2410 3,587,320 3,522,873 -64,447 0.02% -$6.86K
FNMA 30YR 3.5% 04/01/2051# 3,262,382 3,242,237 -20,145 0.02% $31.94K
BX Trust, Series 2025-ROIC, Class B 3,132,782 3,069,569 -63,212 0.02% -$63.06K
FNMA 30YR 2.5% 03/01/2050#MA3964 3,536,769 3,476,516 -60,253 0.02% -$247
FN CB2276 3,481,041 3,423,746 -57,295 0.02% $5.94K
FNMA 30YR 6% 02/01/2055#CB9989 2,972,057 2,831,386 -140,671 0.02% -$132.24K
FR SD7509 3,281,238 3,209,077 -72,162 0.02% -$16.48K
DNKN 2021-1A A2I 2,995,200 2,987,400 -7,800 0.02% $12.76K
APOLLO AVIATION SECURITIZATION EQUITY TRUST 3,652,129 2,991,091 -661,038 0.02% -$598.63K
CELANESE US HLDS 4,423,000 2,757,000 -1,666,000 0.02% -$1.67M
Freddie Mac Pool 2,885,926 2,808,001 -77,926 0.02% -$60.95K
FNMA 30YR 2.5% 04/01/2052#FA2409 3,343,199 3,279,806 -63,393 0.02% -$8.13K
FNMA 30YR 5.5% 10/01/2054#CB9320 2,867,997 2,785,680 -82,317 0.02% -$68.45K
Fannie Mae Pool Pool # FA0543 3,324,192 3,253,887 -70,304 0.02% -$13.62K
FEDERAL NAT MTG ASN GTD REM PA 2% 10/25/2047 3,150,794 3,051,505 -99,289 0.02% -$60.09K
FHLG 30YR 3.5% 05/01/2047#RA7377 3,040,350 2,916,098 -124,253 0.02% -$64.80K
FANNIEMAE 30YR 3% 12/01/2051#FA0145 3,063,133 3,018,550 -44,584 0.02% $5.02K
FNMA 30YR 3% 09/01/2046#BC2817 2,937,947 2,874,210 -63,737 0.02% -$19.00K
G2 MA8266 2,851,997 2,794,299 -57,699 0.02% -$71
FHLG 30YR 3% 04/01/2050#SD0516 2,938,488 2,882,081 -56,407 0.02% -$12.25K
GS MTG-BACKED SECS TR 2024-RPL2 A1 3.75% 07/25/2061 144A 2,746,059 2,664,704 -81,355 0.02% -$71.72K
FHLG 30YR 3% 03/01/2050#SD0517 2,935,124 2,862,062 -73,062 0.02% -$27.52K
FREDDIE MAC POOL FR SD0958 2,799,344 2,741,228 -58,116 0.02% -$11.52K
Uniform Mortgage-Backed Securities 3,169,484 3,114,022 -55,462 0.02% $2.04K
BANK OF AMERICA MERRIL LYNCH LARGE LOAN INC 2,751,549 2,683,584 -67,965 0.02% -$21.55K
PRPM 2024-RCF6 LLC SER 2024-RCF6 CL A1 V/R REGD 144A P/P 4.00000000 2,739,156 2,613,001 -126,155 0.02% -$111.66K
FNMA 30YR 5% 10/01/2052#CB4893 2,602,207 2,526,564 -75,643 0.02% -$57.16K
FR SD7527 3,099,715 3,037,036 -62,679 0.02% -$15.23K
FR RB5099 3,025,562 2,965,565 -59,997 0.02% -$21.05K
FNMA 30YR 3% 07/46#AS7533 2,844,444 2,757,737 -86,707 0.02% -$40.78K
Federal National Mortgage Association, Inc. 3,123,190 3,056,053 -67,137 0.02% -$5.48K
GNII II 5.5% 12/20/2054#787741 2,537,771 2,464,410 -73,362 0.02% -$62.30K
BX COMMERCIAL MORTGAGE TRUST 2024 XL5 2,539,802 2,533,300 -6,502 0.02% -$7.29K
Thunderbolt III Aircraft Lease Ltd., Series 2019-1, Class A 2,890,483 2,548,879 -341,604 0.02% -$305.58K
FNMA 30YR 2.5% 08/01/2051#CB1281 2,930,760 2,881,081 -49,679 0.02% $5.53K
FNMA 30YR 6% 09/01/2054#CB9216 2,598,326 2,436,711 -161,615 0.02% -$161.19K
FNMA POOL MA4202 FN 12/40 FIXED 1.5 2,945,352 2,882,755 -62,598 0.02% -$26.21K
Freddie Mac Multifamily Structured Pass Through Certificates 2,493,966 2,492,511 -1,454 0.02% -$1.15K
FHLG 30YR 4% 06/01/2047#Q48754 2,585,926 2,522,695 -63,231 0.02% -$30.51K
GNMA II 5.5% 03/20/2054#787292 2,475,001 2,389,706 -85,296 0.02% -$76.35K
FNMA 30YR 6% 05/01/2055#CC0404 2,368,924 2,317,025 -51,899 0.02% -$41.77K
CIM Trust, Series 2025-NR1, Class A1 2,625,514 2,457,536 -167,978 0.02% -$157.23K
FHLG 15YR 2% 06/01/2035#QN2586 2,697,965 2,555,382 -142,583 0.02% -$118.31K
CARMX 2023-4 A3 2,960,845 2,357,284 -603,562 0.02% -$612.02K
FNMA 30YR 2.5% 04/01/2052#FA2411 2,750,182 2,689,839 -60,343 0.02% -$10.78K
FNMA, Series 2023-54, Class FD 2,511,078 2,312,638 -198,440 0.02% -$195.47K
FHLG 20YR 2% 07/01/2041#SC0162 2,641,644 2,560,977 -80,667 0.02% -$31.64K
FNMA 30YR 3% 03/01/2052#CB3114 2,549,708 2,494,182 -55,527 0.02% -$11.31K
FEDERAL HOME LN MTG MLT CTF GT SOFR30A+115 02/25/2055 2,655,853 2,230,905 -424,949 0.02% -$418.63K
FNMA 30YR 6% 08/01/2054#CB9061 2,313,655 2,173,254 -140,401 0.02% -$139.92K
Freddie Mac Gold Pool 2,381,666 2,288,039 -93,627 0.02% -$50.76K
BX TRUST 3,986,737 2,188,243 -1,798,494 0.02% -$1.80M
CARMX 2025-2 A2A 2,850,975 2,178,691 -672,284 0.02% -$672.87K
FHLG 30YR 5% 10/01/2052#SD1733 2,211,438 2,132,387 -79,051 0.02% -$63.63K
FR SD7540 2,478,414 2,427,750 -50,664 0.02% -$8.61K
FNMA 30YR 3% 11/01/2051#FS9709 2,371,655 2,322,756 -48,900 0.02% -$9.62K
FANNIEMAE 30YR 2.5% 04/01/2052#FA0349 2,459,811 2,411,104 -48,707 0.02% -$8.66K
FHLMC REMI 30YR 6.5% 03/01/2055#RJ3704 2,098,358 2,000,358 -98,000 0.02% -$97.59K
FR SB8068 2,373,594 2,287,667 -85,927 0.02% -$60.58K
GNII II 5.5% 01/20/2055#787767 2,118,717 2,026,345 -92,372 0.02% -$85.26K
FNMA GTD MTG PASS THRU CTF SOFR30A+160 08/25/2054 2,274,449 2,018,744 -255,704 0.02% -$248.47K
Hyundai Auto Lease Securitization Trust, Series 2025-B, Class A2A 2,344,506 2,028,023 -316,483 0.02% -$315.78K
FN BM1257 2,230,626 2,151,664 -78,961 0.02% -$46.27K
Volofin Finance (Ireland) Designated Activity Company 2,550,224 1,987,771 -562,453 0.02% -$578.85K
FNMA GTD MTG PASS THRU CTF SOFR30A+120 02/25/2055 2,153,754 2,006,068 -147,686 0.02% -$137.88K
FNMA 30YR 2.5% 08/01/2051#CB1331 2,361,784 2,306,346 -55,438 0.02% -$9.06K
ARI Fleet Lease Trust, Series 2025-A, Class A2 2,235,000 1,961,227 -273,773 0.02% -$273.05K
PREF 2025-1A A2 144A 4.9% 05-15-31 2,178,586 1,944,079 -234,508 0.02% -$232.49K
GOVERNMENT NAT MTG ASSN HECM 2018-H12 HA 3.25% 08/20/2068 2,060,805 1,991,780 -69,026 0.02% -$61.10K
FNMA 30YR 3% 04/01/2052#CB3239 2,174,344 2,124,123 -50,220 0.02% -$12.37K
FNMA POOL CB1280 FN 08/51 FIXED 2.5 2,262,338 2,227,491 -34,847 0.02% $7.34K
FHLG 30YR 5.5% 08/01/2055#SL2271 1,897,195 1,884,039 -13,156 0.02% -$2.52K
FNMA 30YR 3.5% 12/01/2046#BM5096 2,037,780 1,989,298 -48,482 0.02% -$16.72K
OBX Trust, Series 2025-NQM10, Class A1 2,079,890 1,871,847 -208,043 0.01% -$204.00K
FHLMC REMI 30YR 6.5% 03/01/2055#RJ3703 1,874,331 1,765,569 -108,762 0.01% -$106.42K
FNMA 30YR 3.5% 01/01/2050#FS3728 1,985,133 1,931,413 -53,719 0.01% -$23.21K
FNMA 30YR 6.5% 09/01/2053#CB7134 1,826,126 1,759,647 -66,479 0.01% -$59.04K
Freddie Mac REMICS 1,886,052 1,820,270 -65,782 0.01% -$49.24K
BofA Auto Trust, Series 2025-1A, Class A2A 2,903,436 1,826,263 -1,077,172 0.01% -$1.08M
FANNIEMAE 30YR 3% 06/01/2052#FA0115 2,029,233 1,966,806 -62,426 0.01% -$24.60K
FNMA 30YR 3.5% 06/01/2048#BM4426 1,902,794 1,882,441 -20,353 0.01% $8.50K
FNMA 15YR 2.5% 11/01/2036#CB2246 1,968,603 1,881,019 -87,584 0.01% -$67.80K
FEDERAL NAT MTG ASN GTD REM PA 22-53 FG SOFR30A+80 08/25/2052 1,828,098 1,765,953 -62,145 0.01% -$53.38K
Federal Home Loan Mortgage Corporation 1,856,309 1,731,295 -125,014 0.01% -$114.78K
CARMX 2024-2 A3 1,900,000 1,706,173 -193,827 0.01% -$195.53K
FNMA 30YR 2.5% 03/01/2052#FS9729 1,992,961 1,953,168 -39,792 0.01% -$6.06K
CFMT LLC, Series 2024-HB13, Class A 1,892,692 1,725,387 -167,305 0.01% -$159.35K
FNMA 30YR 2% 03/01/2052#FA0995 2,062,107 2,020,065 -42,042 0.01% -$8.30K
FNMA 30YR 3% 11/01/2051#FM9633 1,907,546 1,850,144 -57,402 0.01% -$23.44K
BANK, Series 2017-BNK5, Class A4 1,725,600 1,694,314 -31,286 0.01% -$26.12K
BX Trust 2024-CNYN 1,685,470 1,666,191 -19,279 0.01% -$18.76K
FNMA UMBS, 30 Year 1,682,327 1,587,356 -94,971 0.01% -$90.72K
FNMA GTD MTG PASS THRU CTF SOFR30A+120 06/25/2054 1,859,079 1,616,835 -242,244 0.01% -$237.38K
SoFi Consumer Loan Program Trust, Series 2025-2, Class A 2,126,885 1,617,832 -509,053 0.01% -$511.34K
FNMA 30YR 5% 10/01/2052#FS3047 1,616,234 1,590,877 -25,357 0.01% -$12.44K
FHLMC REMI 30YR 6% 04/01/2055#RJ4028 1,590,182 1,548,882 -41,300 0.01% -$34.27K
Verus Securitization Trust, Series 2025-4, Class A1 1,709,233 1,587,271 -121,963 0.01% -$121.50K
Federal Home Loan Mortgage Corporation 1,663,148 1,560,400 -102,748 0.01% -$91.72K
FEDERAL HOME LN MTG MLT CTF GT 1.5% 02/25/2050 1,930,247 1,874,159 -56,087 0.01% -$7.14K
Chase Auto Owner Trust, Series 2024-1A, Class A3 1,842,010 1,528,633 -313,377 0.01% -$315.49K
FR RB5131 1,759,233 1,724,325 -34,907 0.01% -$5.35K
FNMA 30YR 6% 03/01/2055#CC0116 1,510,704 1,465,797 -44,907 0.01% -$40.41K
FNMA 30YR 6% 07/01/2054#CB8850 1,506,106 1,461,087 -45,019 0.01% -$39.57K
FREDDIE MAC POOL FR 01/48 FIXED 3.5 1,635,415 1,596,456 -38,959 0.01% -$11.11K
UBS COMMERCIAL MORTGAGE TRUST UBSCM 2019 C17 ASB 1,656,961 1,545,980 -110,981 0.01% -$101.46K
VERUS SECURITIZATION TRUST VERUS 2025 6 A1 144A 1,636,576 1,499,179 -137,397 0.01% -$134.94K
FNMA 15YR 2.5% 06/01/2031#AS7347 1,662,450 1,547,240 -115,210 0.01% -$103.44K
FNMA 30YR 3% 03/01/2052#FA2675 1,641,581 1,623,261 -18,319 0.01% $9.65K
FN MA4237 1,815,650 1,786,930 -28,720 0.01% $4.87K
FNMA 30YR 6% 11/01/2053#FS6498 1,521,715 1,444,236 -77,479 0.01% -$73.77K
FG G30703 1,579,902 1,500,691 -79,211 0.01% -$70.82K
FHLG 30YR 6% 10/01/2054#RJ2642 1,471,759 1,421,862 -49,896 0.01% -$45.37K
G2 MA8345 1,591,043 1,560,884 -30,158 0.01% $3.50K
WOART 2023-B A3 2,095,678 1,474,252 -621,426 0.01% -$622.30K
PRET Trust, Series 2025-RPL3, Class A1 1,532,714 1,488,816 -43,898 0.01% -$29.25K
FNMA 30YR 2% 10/01/2050#CA7323 1,762,344 1,728,228 -34,116 0.01% -$7.40K
FR RB5107 1,726,794 1,692,101 -34,694 0.01% -$13.45K
FR SD8016 1,614,556 1,586,463 -28,093 0.01% -$114
HORZN 2018-1 A 1,554,432 1,467,220 -87,212 0.01% -$94.84K
FNMA 30YR 6% 11/01/2054#CB9502 1,426,232 1,385,336 -40,897 0.01% -$36.11K
Hyundai Auto Lease Securitization Trust, Series 2024-B, Class A3 2,000,000 1,439,285 -560,715 0.01% -$565.57K
FHLG 30YR 6.5% 01/01/2054#RJ0706 1,475,485 1,363,409 -112,076 0.01% -$108.99K
FNMA 30YR 6% 06/01/2053#CB6538 1,463,584 1,379,525 -84,059 0.01% -$80.38K
G2 MA7472 1,662,108 1,628,670 -33,439 0.01% -$5.75K
FHLG 30YR 2.5% 04/01/2052#SL0413 1,651,077 1,614,547 -36,530 0.01% -$8.16K
Freddie Mac REMICS 1,479,258 1,427,995 -51,263 0.01% -$43.92K
PEAC Solutions Receivables LLC, Series 2025-1A, Class A2 1,600,000 1,411,336 -188,664 0.01% -$190.00K
FNMA 30YR 3% 07/01/2051#CB1142 1,562,077 1,534,072 -28,005 0.01% -$1.38K
FN MA4122 1,584,705 1,527,371 -57,334 0.01% -$38.50K
FNMA 30YR 3.5% 01/01/2047#AL9776 1,488,453 1,461,259 -27,194 0.01% -$4.15K
FNMA 30YR 3% 03/01/2052#FA1625 1,553,795 1,524,232 -29,562 0.01% -$3.78K
Federal Home Loan Mortgage Corporation 1,548,618 1,376,926 -171,693 0.01% -$166.78K
Cross Mortgage Trust, Series 2025-H4, Class A1 1,483,563 1,367,071 -116,493 0.01% -$113.72K
BX Trust, Series 2024-CNYN, Class C 1,399,149 1,383,146 -16,004 0.01% -$16.01K
Government National Mortgage Association 1,364,180 1,332,584 -31,596 0.01% -$27.43K
FNMA GTD MTG PASS THRU CTF 2025-7 DF SOFR30A+140 09/25/2054 1,531,859 1,356,242 -175,616 0.01% -$169.74K
FHLG 30YR 3% 06/01/2052#SD7151 1,522,288 1,492,637 -29,650 0.01% -$3.45K
FREDDIE MAC POOL FR RA5746 1,425,133 1,400,355 -24,778 0.01% $915
Federal Home Loan Mortgage Corporation 1,367,086 1,307,702 -59,384 0.01% -$50.72K
FHLMC REMI 30YR 6% 03/01/2055#RJ3645 1,301,083 1,256,695 -44,388 0.01% -$39.92K
FNMA 30YR 3.5% 05/01/2051#MA4347 1,395,092 1,386,272 -8,820 0.01% $13.03K
Freddie Mac REMICS 1,341,111 1,291,236 -49,874 0.01% -$38.05K
WFLF 2023-2A A 1,610,965 1,291,195 -319,770 0.01% -$325.40K
FNMA 30YR 2.5% 04/01/2052#FS8772 1,515,600 1,488,367 -27,233 0.01% -$4.63K
Verus Securitization Trust, Series 2025-5, Class A1 1,383,792 1,280,363 -103,428 0.01% -$103.31K
FHLM 30YR 6.5% 02/01/2055#RJ3572 1,289,731 1,188,304 -101,427 0.01% -$100.92K
DRVPNK 2025-1A A2 144A 4.72% 04-10-28 1,879,752 1,244,994 -634,758 0.01% -$636.40K
FEDERAL NAT MTG ASN GTD REM PA 22-64 GF SOFR30A+80 10/25/2052 1,304,612 1,250,829 -53,783 0.01% -$49.16K
FR SD8146 1,511,638 1,487,990 -23,648 0.01% $4.30K
FR SD8134 1,507,484 1,484,075 -23,409 0.01% $3.50K
CFMT 2025-HB16 A VAR 03/25/2035 144A 1,369,519 1,256,855 -112,663 0.01% -$105.70K
Federal Home Loan Mortgage Corporation 1,345,128 1,220,015 -125,113 0.01% -$121.07K
FHLG 30YR 5% 12/01/2052#SD1924 1,237,369 1,206,743 -30,627 0.01% -$22.11K
John Deere Owner Trust, Series 2025-A, Class A2A 1,662,660 1,225,605 -437,056 0.01% -$437.38K
FHLG 30YR 3% 01/01/2052#SL0417 1,367,667 1,335,075 -32,592 0.01% -$9.33K
FNMA 30YR 3% 03/01/2048#FS8330 1,323,560 1,294,176 -29,384 0.01% -$8.78K
G2 MA4126 1,323,806 1,293,414 -30,392 0.01% -$11.17K
FNMA 15YR 2.5% 05/01/2031#AS7126 1,318,640 1,230,898 -87,742 0.01% -$78.68K
FEDERAL NAT MTG ASN GTD REM PA SOFR30A+ 12/25/2054 1,288,336 1,190,591 -97,745 0.01% -$93.62K

Top 300 of 3294, by weight.

Security Shares Nov 2025 Shares Feb 2026 Δ shares End % Δ value
US TREASURY N/B 748,600,000 748,600,000 0 6.06% $2.49M
US TREASURY N/B 562,250,000 562,250,000 0 4.53% $2.46M
US TREASURY N/B 384,100,000 384,100,000 0 3.09% $2.10M
US TREASURY N/B 371,600,000 371,600,000 0 3.05% $1.45M
US TREASURY N/B 327,800,000 327,800,000 0 2.53% $1.95M
US TREASURY N/B 328,800,000 328,800,000 0 2.52% $2.02M
US TREASURY N/B 293,000,000 293,000,000 0 2.30% $1.58M
US TREASURY N/B 237,175,000 237,175,000 0 1.91% $1.20M
US TREASURY N/B 224,700,000 224,700,000 0 1.28% $1.33M
US TREASURY N/B 161,200,000 161,200,000 0 1.28% $831.19K
US TREASURY N/B 155,500,000 155,500,000 0 1.25% $771.42K
US TREASURY N/B 129,000,000 129,000,000 0 1.04% $483.75K
US TREASURY N/B 157,354,000 157,354,000 0 1.04% $817.50K
US TREASURY N/B 116,000,000 116,000,000 0 0.85% $643.44K
US TREASURY N/B 100,300,000 100,300,000 0 0.78% $556.48K
US TREASURY N/B 85,600,000 85,600,000 0 0.68% $404.59K
US TREASURY N/B 83,500,000 83,500,000 0 0.67% $410.98K
US TREASURY N/B 77,500,000 77,500,000 0 0.61% $423.83K
US TREASURY N/B 75,134,000 75,134,000 0 0.60% $425.56K
Petroleos Mexicanos 70,161,000 70,161,000 0 0.50% $1.16M
BAYER US FIN II LLC 4.375% 12/15/2028 144A 58,400,000 58,400,000 0 0.46% $249.37K
US TREASURY N/B 55,400,000 55,400,000 0 0.44% $333.27K
US TREASURY N/B 53,400,000 53,400,000 0 0.43% $252.40K
BANK OF AMER CRP 50,000,000 50,000,000 0 0.38% $248.02K
CITIGROUP INC 50,000,000 50,000,000 0 0.38% $206.44K
WELLS FARGO CO 40,441,000 40,441,000 0 0.32% $100.15K
US TREASURY N/B 38,000,000 38,000,000 0 0.30% $158.83K
US TREASURY N/B 58,500,000 58,500,000 0 0.29% $351.91K
MORGAN STANLEY 35,865,000 35,865,000 0 0.27% $98.61K
AT&T INC 34,036,000 34,036,000 0 0.27% $132.83K
MORGAN STANLEY 32,108,000 32,108,000 0 0.26% $29.34K
CITIGROUP INC 30,258,000 30,258,000 0 0.24% $34.28K
UBS GROUP 30,399,000 30,399,000 0 0.24% $127.33K
JP Morgan Chase Commercial Mortgage Securities Trust 2020-NNN 31,484,000 31,484,000 0 0.22% $156.16K
SOUTHERN CO 27,400,000 27,400,000 0 0.21% $59.27K
GOLDMAN SACHS GP 24,081,000 24,081,000 0 0.21% -$74.08K
BARCLAYS PLC 26,475,000 26,475,000 0 0.21% -$45.18K
BANK OF AMER CRP 23,937,000 23,937,000 0 0.19% -$14.63K
CHARTER COMM OPT 25,400,000 25,400,000 0 0.18% $268.64K
AUTONATION INC 22,900,000 22,900,000 0 0.18% $109.13K
BANK OF AMER CRP 25,000,000 25,000,000 0 0.18% $128.82K
NYT MORTGAGE TRUST 2019 TSFR1M+124.7 12/15/2035 144A 22,356,000 22,356,000 0 0.17% -$207.14K
CITIGROUP INC 21,454,000 21,454,000 0 0.17% $42.56K
AUTOZONE INC 21,631,000 21,631,000 0 0.17% $78.69K
T-MOBILE USA INC 20,000,000 20,000,000 0 0.16% $145.50K
US TREASURY N/B 22,012,000 22,012,000 0 0.15% $124.68K
BROADCOM INC 20,716,000 20,716,000 0 0.15% $105.75K
TAPESTRY INC 20,094,000 20,094,000 0 0.15% $396.26K
CHARTER COMM OPT 22,326,000 22,326,000 0 0.15% -$118.78K
NISOURCE INC 19,262,000 19,262,000 0 0.15% $126.16K
BROADCOM INC 20,716,000 20,716,000 0 0.14% $24.58K
BANK OF AMER CRP 20,000,000 20,000,000 0 0.14% $107.34K
NNN REIT 17,080,000 17,080,000 0 0.14% $34.02K
US TREASURY N/B 18,837,000 18,837,000 0 0.14% $106.69K
COLUMBIA PIPE HC 17,092,000 17,092,000 0 0.14% $307.52K
JPMORGAN CHASE 17,000,000 17,000,000 0 0.14% $9.22K
CITIGROUP INC 16,389,000 16,389,000 0 0.13% $33.59K
WELLS FARGO CO 16,184,000 16,184,000 0 0.13% -$10.87K
WELLS FARGO CO 15,500,000 15,500,000 0 0.12% -$8.85K
CAPITAL ONE FINL 15,715,000 15,715,000 0 0.12% $31.27K
BRUNSWICK CORP 15,000,000 15,000,000 0 0.12% $114.03K
BOEING CO 14,840,000 14,840,000 0 0.12% $75.08K
BX TRUST 15,032,126 15,032,126 0 0.12% $18.79K
AIR LEASE CORP 15,000,000 15,000,000 0 0.12% $24.15K
VENTAS RLTY LTD PARTNERSHIP 2.5% 09/01/2031 16,206,000 16,206,000 0 0.12% $142.70K
PRUDENTIAL FIN 14,201,000 14,201,000 0 0.12% -$43.10K
EXTRA SPACE STOR 14,403,000 14,403,000 0 0.11% $56.13K
Aimco CLO 14 Ltd., Series 2021-14A, Class A1R 14,203,000 14,203,000 0 0.11% $30.27K
BANK OF AMER CRP 13,700,000 13,700,000 0 0.11% $6.75K
Flatiron CLO 20 Ltd., Series 2020-1A, Class A1R2 13,521,000 13,521,000 0 0.11% $9.17K
KITE REALTY GROU 13,258,000 13,258,000 0 0.11% $126.89K
INVITATION HOMES OP REGD 4.95000000 13,324,000 13,324,000 0 0.11% -$68.30K
Dryden 37 Senior Loan Fund 13,257,000 13,257,000 0 0.10% -$22.25K
BX TRUST 2020-VIV3 B 3.543% 03/09/2044 144A 13,781,000 13,781,000 0 0.10% $214.67K
KINDER MORGAN 18,000,000 18,000,000 0 0.10% $99.81K
ATHENE GLOBAL FUNDING SECURED 144A 01/27 5.339 12,500,000 12,500,000 0 0.10% -$32.23K
AIMCO CLO Ltd., Series 2024-22A, Class A 12,551,000 12,551,000 0 0.10% -$8.58K
FIVE CORNERS II 13,114,000 13,114,000 0 0.10% $75.72K
BROADCOM INC 14,859,000 14,859,000 0 0.10% -$39.30K
LIFE MORTGAGE TRUST US 12,720,000 12,720,000 0 0.10% $29.45K
OHA Credit Funding 13 Ltd 12,246,000 12,246,000 0 0.10% -$5.27K
BRIXMOR OPERATIN 12,222,000 12,222,000 0 0.10% $80.85K
STLA 5.35 03/17/28 144A 12,000,000 12,000,000 0 0.10% $26.79K
ALIBABA GROUP 16,100,000 16,100,000 0 0.10% $183.16K
ROYAL BK SCOTLND 12,145,000 12,145,000 0 0.10% -$18.97K
CENTENE CORP 12,745,000 12,745,000 0 0.09% $130.99K
SREIT Trust 2021-MFP 11,846,120 11,846,120 0 0.09% $7.37K
PETROLEOS MEXICANOS SR UNSEC 6.75% 09-21-47 14,189,000 14,189,000 0 0.09% $247.88K
BARCLAYS PLC 11,424,000 11,424,000 0 0.09% $22.26K
MORGAN STANLEY 11,455,000 11,455,000 0 0.09% $7.85K
MORGAN STANLEY 11,460,000 11,460,000 0 0.09% $23.22K
LPL HOLDINGS INC 11,237,000 11,237,000 0 0.09% -$30.08K
T-MOBILE USA INC 11,200,000 11,200,000 0 0.09% $52.12K
BX Mortgage Trust, Series 2021-PAC, Class A 11,302,000 11,302,000 0 0.09% -$192
Allegro CLO XII Ltd., Series 2020-1A, Class A1R 11,238,000 11,238,000 0 0.09% $5.79K
SABRA HEALTH CAR 12,177,000 12,177,000 0 0.09% $122.11K
DEUTSCHE BANK NY 11,000,000 11,000,000 0 0.09% $49.95K
WELLS FARGO CO 11,202,000 11,202,000 0 0.09% $23.38K
VENTAS REALTY LP 10,898,000 10,898,000 0 0.09% $58.30K
GOLDMAN SACHS GP 12,267,000 12,267,000 0 0.09% $33.56K
BNP PARIBAS 10,422,000 10,422,000 0 0.09% $45.01K
MOODY'S CORPORATION REGD 5.00000000 10,680,000 10,680,000 0 0.09% $30.15K
WELLS FARGO CO 10,615,000 10,615,000 0 0.09% -$4.35K
DELL INT / EMC 10,810,000 10,810,000 0 0.09% $54.31K
HEALTHPEAK OP 10,500,000 10,500,000 0 0.08% $32.54K
BMARK 2018-B8 A5 10,843,000 10,843,000 0 0.08% $39.47K
COF V5.247 07/26/30 10,430,000 10,430,000 0 0.08% $29.20K
RR 7 LTD A1AB TSFR3M+134 01/15/2037 144A 10,760,000 10,760,000 0 0.08% $3.32K
ASSURANT INC 10,546,000 10,546,000 0 0.08% -$15.73K
AMERICAN TOWER 10,400,000 10,400,000 0 0.08% $58.67K
DPABS 2017-1A A23 10,528,000 10,528,000 0 0.08% $44.98K
CPGX 5.439 02/15/35 10,000,000 10,000,000 0 0.08% $136.36K
CVS HEALTH CORP 10,000,000 10,000,000 0 0.08% $6.39K
DELL INT / EMC 10,234,000 10,234,000 0 0.08% $48.77K
FORD MOTOR CRED 10,000,000 10,000,000 0 0.08% $106.49K
BRIXMOR OPERATIN 9,873,000 9,873,000 0 0.08% $64.97K
VICI PROPERTIE 9,911,000 9,911,000 0 0.08% $45.45K
OCCIDENTAL PETE 9,652,000 9,652,000 0 0.08% $165.96K
AERCAP IRELAND 10,000,000 10,000,000 0 0.08% $40.02K
Ares XLI CLO Ltd., Series 2016-41A, Class AR2 9,992,000 9,992,000 0 0.08% $3.09K
DRYDEN 78 CLO LTD A1R TSFR3M+153 04/17/2037 144A 9,851,000 9,851,000 0 0.08% -$5.10K
WELLS FARGO CO 9,375,000 9,375,000 0 0.08% -$83.22K
JPMORGAN CHASE 9,315,000 9,315,000 0 0.08% -$44.84K
MATTEL INC 9,519,000 9,519,000 0 0.08% $60.68K
WILLIAMS COS INC 9,960,000 9,960,000 0 0.08% $96.75K
Eaton Vance CLO Ltd., Series 2020-2A, Class AR2 9,611,000 9,611,000 0 0.08% -$875
UNIVERSAL HLTH S 10,442,000 10,442,000 0 0.08% $87.37K
MAGNETITE XXVIII LTD A1RR TSFR3M+124 01/15/2038 144A 9,555,000 9,555,000 0 0.08% $13.50K
FLATIRON CLO LT A1R TSFR3M+136 10/19/2037 144A 9,504,000 9,504,000 0 0.07% -$912
Carlyle US CLO Ltd., Series 2021-11A, Class A1R 9,510,000 9,510,000 0 0.07% -$16.02K
DRYDEN SENIOR LOAN FUND 9,505,000 9,505,000 0 0.07% -$14.69K
ALLY FINANCIAL 9,050,000 9,050,000 0 0.07% $9.00K
Avolon Holdings Funding Ltd. 9,091,000 9,091,000 0 0.07% -$4.51K
SABINE PASS LIQU 9,286,000 9,286,000 0 0.07% $48.54K
TARGA RESOURCES 8,988,000 8,988,000 0 0.07% $57.58K
OHA Credit Funding 18 Ltd 9,311,000 9,311,000 0 0.07% -$8.45K
NXP BV/NXP FDG 9,086,000 9,086,000 0 0.07% $41.17K
MAGNETITE XXIX LTD / MAGNETITE XXIX LLC AR TSFR3M+135 07/15/2037 144A 9,144,000 9,144,000 0 0.07% -$6.44K
BARINGS CLO LTD 2020-IV AR TSFR3M+137 10/20/2037 144A 9,089,000 9,089,000 0 0.07% -$11.39K
MORGAN STANLEY EATON VANCE CLO 2025-21 LTD / LLC A1 TSFR3M+117 04/15/2038 144A 9,036,000 9,036,000 0 0.07% $23.48K
ARES LIV CLO LTD 8,875,000 8,875,000 0 0.07% $25.08K
LINCOLN NATL CRP 9,415,000 9,415,000 0 0.07% -$70.23K
Brandywine Operating Partnership, L.P. 8,285,000 8,285,000 0 0.07% $6.91K
CAPITAL ONE FINL 7,729,000 7,729,000 0 0.07% -$34.07K
AES CORP/THE SR UNSECURED 144A 07/30 3.95 8,852,000 8,852,000 0 0.07% $65.55K
OHA CR FDG 4 LTD / OHA CR FDG 4 LLC AR2 TSFR3M+129 01/22/2038 144A 8,640,000 8,640,000 0 0.07% $7.75K
Bain Capital Credit CLO Ltd., Series 2023-4A, Class A1R 8,593,000 8,593,000 0 0.07% $34.43K
KIMCO REALTY 9,524,000 9,524,000 0 0.07% $115.65K
CLOVER CLO 2019-1 LTD 19-1A ARR TSFR3M+100 04/18/2035 144A 8,573,000 8,573,000 0 0.07% -$626
VLS Commercial Mortgage Trust, Series 2020-LAB, Class A 9,860,000 9,860,000 0 0.07% $82.14K
LENNAR CORP 8,419,000 8,419,000 0 0.07% -$5.75K
US TREASURY N/B 8,940,000 8,940,000 0 0.07% $84.86K
WILLIAMS COS INC 8,326,000 8,326,000 0 0.07% $50.43K
Blueberry Park CLO Ltd., Series 2024-1A, Class A 8,359,000 8,359,000 0 0.07% -$1.33K
MAGNETITE XXI LTD 2019-21A A AR TSFR3M+128.161 04/20/2034 144A 8,363,000 8,363,000 0 0.07% $3.00K
Carlyle US CLO Ltd., Series 2025-6A, Class A1 8,343,000 8,343,000 0 0.07% $17.57K
LIFE MORTGAGE TRUST US 8,835,000 8,835,000 0 0.07% $370.76K
CENTENE CORP 8,470,000 8,470,000 0 0.06% $76.66K
DISCOVER FIN SVS 8,206,000 8,206,000 0 0.06% $17.53K
Bank of Nova Scotia/The 8,146,000 8,146,000 0 0.06% $38.70K
MPLX LP 7,989,000 7,989,000 0 0.06% $80.47K
JPMORGAN CHASE 7,842,000 7,842,000 0 0.06% -$166
VORNADO RLTY LP 8,887,000 8,887,000 0 0.06% $85.84K
DEUTSCHE BANK NY 8,509,000 8,509,000 0 0.06% $20.79K
Bain Capital Credit CLO Ltd., Series 2023-2A, Class A1R 8,010,000 8,010,000 0 0.06% $9.30K
BMARK 2019-B13 A4 8,383,000 8,383,000 0 0.06% $60.14K
Ares Loan Funding V Ltd., Series 2024-ALF5A, Class A1 7,996,000 7,996,000 0 0.06% -$11.62K
AIMCO CLO Series 2018-B 7,959,000 7,959,000 0 0.06% -$14.29K
COREBRIDGE FIN 8,299,000 8,299,000 0 0.06% -$7.59K
DRYDEN 83 CLO LTD AR TSFR3M+153 04/18/2037 144A 7,800,000 7,800,000 0 0.06% -$11.27K
VICI PROPERTIE 7,611,000 7,611,000 0 0.06% -$1.81K
MARS INC 7,465,000 7,465,000 0 0.06% $26.97K
BX Mortgage Trust 7,638,000 7,638,000 0 0.06% $9.50K
ARES LVIII CLO LTD / ARES LVIII CLO LLC A1R2 TSFR3M+124 04/15/2038 144A 7,609,000 7,609,000 0 0.06% -$17.04K
EATON VANCE CLO 2020-1 LTD ARR TSFR3M+139 10/15/2037 144A 7,571,000 7,571,000 0 0.06% $10.17K
Eaton Vance CLO Ltd., Series 2019-1A, Class AR2 7,542,000 7,542,000 0 0.06% -$1.46K
Flatiron RR CLO 30 Ltd 7,554,000 7,554,000 0 0.06% $12.01K
AIMCO CLO 11 Ltd., Series 2020-11A, Class A1R2 7,525,000 7,525,000 0 0.06% $75
OCP CLO Ltd., Series 2025-44A, Class A 7,502,000 7,502,000 0 0.06% $8.87K
UBS GROUP 7,599,000 7,599,000 0 0.06% $56.73K
HAMLIN PK CLO LTD / HAMLIN PK CLO LLC 2024-1A A TSFR3M+134 10/20/2037 144A 7,423,000 7,423,000 0 0.06% -$200
AVOLON HOLDINGS FUNDING LTD 3.25% 02/15/2027 144A 7,484,000 7,484,000 0 0.06% $25.56K
BENEFIT STREET PARTNERS CLO LT BSP 2025 44A A1 144A 7,356,000 7,356,000 0 0.06% $14.39K
AMERICAN EXPRESS 7,096,000 7,096,000 0 0.06% -$6.89K
FLATIRON CLO 26 LTD / FLATIRON CLO 26 LLC A TSFR3M+133 01/15/2038 144A 7,281,000 7,281,000 0 0.06% $8.21K
Green Lakes Park CLO LLC, Series 2025-1A, Class ARR 7,320,000 7,320,000 0 0.06% -$3.59K
SOCIETE GENERALE SA 7,117,000 7,117,000 0 0.06% $13.92K
LIBERTY MUTUAL GROUP INC COMPANY GUAR 144A 05/60 3.95 10,260,000 10,260,000 0 0.06% -$15.01K
OMEGA HEALTHCARE 7,993,000 7,993,000 0 0.06% $90.85K
AGREE LP 6,830,000 6,830,000 0 0.06% $12.00K
OMEGA HEALTHCARE 7,132,000 7,132,000 0 0.06% $7.42K
Magnetite XXXVI Ltd 7,168,000 7,168,000 0 0.06% $11.98K
Regency Centers, L.P. 6,977,000 6,977,000 0 0.06% $14.51K
AIMCO CLO 17 Ltd., Series 2022-17A, Class A1R 7,178,000 7,178,000 0 0.06% -$12.20K
Neuberger Berman Loan Advisers CLO 25 Ltd., Series 2017-25A, Class AR2 7,178,000 7,178,000 0 0.06% -$11.51K
CIFC Funding Ltd., Series 2019-5A, Class A1R2 7,136,000 7,136,000 0 0.06% -$3.87K
Sixth Street CLO XVIII Ltd., Series 2021-18A, Class A1R 7,117,000 7,117,000 0 0.06% $15.89K
FLATIRON CLO 32 LTD 32A A1 TSFR3M+129 10/22/2038 144A 7,088,000 7,088,000 0 0.06% -$532
PUGET ENERGY INC SR SECURED 03/32 4.224 7,271,000 7,271,000 0 0.06% $125.47K
OHA CR FDG 6 LTD / OHA CR FDG 6 LLC AR2 TSFR3M+133 10/20/2037 144A 7,074,000 7,074,000 0 0.06% $20.31K
OCP CLO Ltd., Series 2020-8RA, Class AR2 7,075,000 7,075,000 0 0.06% $1.54K
Freddie Mac Multifamily Structured Pass Through Certificates 7,700,000 7,700,000 0 0.06% $92.59K
Magnetite XXVI Ltd., Series 2020-26A, Class AR2 7,013,000 7,013,000 0 0.06% $13.11K
CBRE SERVICES IN 7,642,000 7,642,000 0 0.05% $13.57K
TANGER PROP LP 6,943,000 6,943,000 0 0.05% $25.73K
Cedar Funding XII CLO Ltd., Series 2020-12A, Class ARR 6,908,000 6,908,000 0 0.05% -$6.66K
DELL INT / EMC 6,820,000 6,820,000 0 0.05% $45.58K
CHARTER COMM OPT 7,000,000 7,000,000 0 0.05% -$10.15K
DPABS 2019-1A A2 6,966,720 6,966,720 0 0.05% $87.83K
Bethpage Park CLO Ltd., Series 2021-1A, Class A 6,785,000 6,785,000 0 0.05% $2.10K
OHA Credit Partners VII Ltd., Series 2012-7A, Class AR4 6,798,000 6,798,000 0 0.05% $15.45K
T-MOBILE USA INC 6,800,000 6,800,000 0 0.05% $20.25K
PLAINS ALL AMER 6,659,000 6,659,000 0 0.05% $60.44K
BRIXMOR OPERATIN 6,803,000 6,803,000 0 0.05% $27.94K
WESTERN MIDSTRM 7,720,000 7,720,000 0 0.05% -$11.67K
FNMA GTD MTG PASS THRU CTF 4.62% 04/25/2030 6,500,000 6,500,000 0 0.05% $46.60K
TIME WARNER CABL 7,077,000 7,077,000 0 0.05% $64.05K
Cedar Funding X CLO Ltd 6,612,000 6,612,000 0 0.05% $11.49K
INVESCO US CLO 2024-1 LTD AR TSFR3M+155 04/15/2037 144A 6,630,000 6,630,000 0 0.05% -$13.41K
OCP AEGIS CLO 2025-47 LTD A1 TSFR3M+111 01/21/2038 144A 6,618,000 6,618,000 0 0.05% $7.64K
Allegro CLO XIII Ltd., Series 2021-1A, Class A1R 6,507,000 6,507,000 0 0.05% $4.76K
VENTAS REALTY LP 6,770,000 6,770,000 0 0.05% $43.01K
ALLEGRO CLO XV LTD / ALLEGRO CLO VX LLC A1R TSFR3M+118 04/20/2038 144A 6,465,000 6,465,000 0 0.05% $31.67K
ORACLE CORP 6,493,000 6,493,000 0 0.05% -$38.82K
FORDF 2023-1 A1 144A 4.92% 05-15-28 6,300,000 6,300,000 0 0.05% -$9.47K
Invesco US CLO Ltd., Series 2024-3A, Class A 6,159,000 6,159,000 0 0.05% -$5.23K
CENT 2025-CITY A 6,019,000 6,019,000 0 0.05% $45.21K
Cedar Funding XVII CLO, Ltd. 6,127,000 6,127,000 0 0.05% $5.42K
AIMCO CLO 21 LTD / AIMCO CLO 21 LLC A1 TSFR3M+150 04/18/2037 144A 6,085,000 6,085,000 0 0.05% -$3.36K
GMF FLOORPLAN OWNER REVOLVING TRUST SER 2024-4A CL A1 REGD 144A P/P 4.73000000 5,980,000 5,980,000 0 0.05% $10.15K
SYMPHONY CLO LTD SYMP 2024 43A A1 144A 6,003,000 6,003,000 0 0.05% -$7.23K
MORGAN STANLEY 5,638,000 5,638,000 0 0.05% -$27.02K
VOYA CLO LTD VOYA 2024 1A A1 144A 5,937,000 5,937,000 0 0.05% -$2.07K
SIXTH STREET CLO XX LTD 2021-20A A1R TSFR3M+132 07/17/2038 144A 5,873,000 5,873,000 0 0.05% $7.44K
PIEDMONT OPERAT 5,344,000 5,344,000 0 0.05% -$33.11K
MADISON PK FDG XLV LTD / MADISON PK FDG XLV LLC ARR TSFR3M+108 07/15/2034 144A 5,879,000 5,879,000 0 0.05% $1.15K
Ares LV CLO Ltd., Series 2020-55A, Class A1R2 5,875,000 5,875,000 0 0.05% -$13.10K
HUMANA INC 5,665,000 5,665,000 0 0.05% -$22.84K
CITIGROUP INC 6,000,000 6,000,000 0 0.05% -$29.97K
WELLS FARGO COMMERCIAL MORTGAGE TRUST 2021-FCMT A TSFR1M+131.448 12/31/2049 144A 5,818,000 5,818,000 0 0.05% $8.72K
MARS INC 5,604,000 5,604,000 0 0.05% $13.44K
Carlyle US CLO Ltd., Series 2021-10A, Class A1R 5,779,000 5,779,000 0 0.05% $1.64K
ALEXANDRIA REAL 6,718,000 6,718,000 0 0.05% $77.84K
CENTENE CORP 6,197,000 6,197,000 0 0.05% $55.85K
ORACLE CORP 5,911,000 5,911,000 0 0.04% -$80.02K
ONEOK INC 5,580,000 5,580,000 0 0.04% $54.21K
CHARTER COMM OPT 7,000,000 7,000,000 0 0.04% -$27.26K
CITIGROUP INC 5,613,000 5,613,000 0 0.04% -$5.63K
HUDSON PACIFIC 6,288,000 6,288,000 0 0.04% -$191.78K
BROOKFIELD 2024-MF23 A TSFR1M+149.177 06/15/2041 144A 5,567,000 5,567,000 0 0.04% $1.74K
AERCAP IRELAND 5,903,000 5,903,000 0 0.04% $48.20K
INVITATION HOMES 5,643,000 5,643,000 0 0.04% $12.04K
Barings CLO Ltd., Series 2020-1A, Class A1R2 5,474,000 5,474,000 0 0.04% $13.83K
BANK 2019-BN21 A5 5,732,000 5,732,000 0 0.04% $66.24K
NATWEST GROUP 5,536,000 5,536,000 0 0.04% $22.89K
LAKESIDE PK CLO LTD / LLC A TSFR3M+115 04/15/2038 144A 5,475,000 5,475,000 0 0.04% $2.96K
CENTENE CORP 6,068,000 6,068,000 0 0.04% $50.98K
KROGER CO 5,350,000 5,350,000 0 0.04% $4.02K
CENTENE CORP 5,450,000 5,450,000 0 0.04% $33.95K
AUTOZONE INC 5,200,000 5,200,000 0 0.04% $7.23K
DUQUESNE LIGHT HOLDINGS INC 5,941,000 5,941,000 0 0.04% $80.99K
CHARTER COMM OPT 5,130,000 5,130,000 0 0.04% $27.46K
AERCAP IRELAND 5,518,000 5,518,000 0 0.04% $26.12K
Magnetite Xlv Ltd., Series 2025-45A, Class A1 5,301,000 5,301,000 0 0.04% $1.45K
TANGER PROP LP 5,725,000 5,725,000 0 0.04% $48.51K
BRIXMOR OPERATIN 4,930,000 4,930,000 0 0.04% $31.22K
AERCAP IRELAND 5,268,000 5,268,000 0 0.04% $28.31K
ESSEX PORTFOLIO 5,000,000 5,000,000 0 0.04% -$1.61K
DELL INT / EMC 5,170,000 5,170,000 0 0.04% $25.52K
KROGER CO 5,350,000 5,350,000 0 0.04% -$44.47K
Enterprise Fleet Financing LLC, Series 2024-4, Class A3 5,100,000 5,100,000 0 0.04% $5.11K
CENTENE CORP 5,945,000 5,945,000 0 0.04% $56.55K
SUN COMMUNITIES OPER LP REGD 2.70000000 5,600,000 5,600,000 0 0.04% $32.20K
OCP CLO Ltd., Series 2025-46A, Class A 5,115,000 5,115,000 0 0.04% $7.37K
PETROLEOS MEXICANOS SR UNSEC SF 6.7% 02-16-32 5,079,000 5,079,000 0 0.04% $61.20K
UBER TECHNOLOGIE 5,103,000 5,103,000 0 0.04% $2.37K
OMEGA HEALTHCARE 5,204,000 5,204,000 0 0.04% $50.13K
ELP Commercial Mortgage Trust, Series 2025-ELP, Class A 5,013,000 5,013,000 0 0.04% $17.34K
HCA INC 4,885,000 4,885,000 0 0.04% -$3.99K
SREIT Trust, Series 2021-MFP, Class B 4,988,590 4,988,590 0 0.04% $3.10K
OHA HILL CREDIT 4,975,000 4,975,000 0 0.04% $6.34K
AVOLON HOLDINGS FUNDING LTD 4.375% 05/01/2026 144A 4,949,000 4,949,000 0 0.04% $3.83K
BANK, Series 2017-BNK8, Class A3 5,010,195 5,010,195 0 0.04% -$7.86K
REGENCY CENTERS 4,774,000 4,774,000 0 0.04% $11.67K
BROADCOM INC 5,647,000 5,647,000 0 0.04% -$5.19K
BOEING CO 4,840,000 4,840,000 0 0.04% $39.63K
BOEING CO 4,840,000 4,840,000 0 0.04% $49.12K
MARS INC 4,658,000 4,658,000 0 0.04% $3.94K
Phillips Edison Grocery Center Operating Partnership I, L.P. 4,796,000 4,796,000 0 0.04% $34.17K
JPMORGAN CHASE 5,034,000 5,034,000 0 0.04% $37.46K
CELANESE US HLDS 4,484,000 4,484,000 0 0.04% $132.67K
CIFC FUNDING 2025-VI LTD A1 TSFR3M+125 10/23/2038 144A 4,737,000 4,737,000 0 0.04% $3.78K
MAGNETITE XLI LTD A TSFR3M+129 01/25/2038 144A 4,723,000 4,723,000 0 0.04% $8.26K
Ares LIX CLO Ltd., Series 2021-59A, Class A 4,698,000 4,698,000 0 0.04% $1.51K
OCP CLO Ltd., Series 2018-15A, Class AR 4,679,000 4,679,000 0 0.04% $15.06K
BPCE SA REGD 144A P/P MTN 4.87500000 4,662,000 4,662,000 0 0.04% -$3.75K
SIXTH STREET CLO XIX LTD A1R TSFR3M+128 07/17/2038 144A 4,620,000 4,620,000 0 0.04% $5.97K
ALEXANDRIA REAL 4,519,000 4,519,000 0 0.04% $20.62K
LIFE MORTGAGE TRUST US 4,950,000 4,950,000 0 0.04% $73.49K
ALA Trust 2025-OANA 4,480,000 4,480,000 0 0.04% $5.69K

Top 300 of 565, by weight.

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