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 |
|---|---|---|---|---|---|
| FNCL 5.5 4/26 | 0 | 610,600,000 | 610,600,000 | 1.28% | $619.95M |
| Columbia Mortgage Opportunities Fund - Class I2 | 0 | 58,860,756 | 58,860,756 | 1.05% | $509.73M |
| Uniform Mortgage-Backed Security, TBA | 0 | 470,209,000 | 470,209,000 | 0.96% | $464.96M |
| FNCL 5 4/26 | 0 | 328,904,436 | 328,904,436 | 0.68% | $330.06M |
| Uniform Mortgage-Backed Security, TBA | 0 | 283,150,539 | 283,150,539 | 0.57% | $275.22M |
| US TREASURY N/B | 0 | 259,385,000 | 259,385,000 | 0.54% | $262.02M |
| FNCL 4.5 4/26 | 0 | 263,000,000 | 263,000,000 | 0.54% | $259.86M |
| G2SF 5.5 4/25 | 0 | 172,825,000 | 172,825,000 | 0.36% | $174.87M |
| US TREASURY N/B | 0 | 137,433,000 | 137,433,000 | 0.29% | $139.80M |
| FNCL 5.5 3/25 | 0 | 134,168,422 | 134,168,422 | 0.28% | $136.33M |
| U.S. Treasury Bills | 0 | 120,000,000 | 120,000,000 | 0.24% | $118.16M |
| Uniform Mortgage-Backed Security, TBA | 0 | 121,980,446 | 121,980,446 | 0.24% | $114.96M |
| FNCL 4 4/26 | 0 | 116,260,461 | 116,260,461 | 0.23% | $112.68M |
| US TREASURY N/B | 0 | 102,766,000 | 102,766,000 | 0.22% | $104.72M |
| G2SF 6 4/25 | 0 | 101,475,000 | 101,475,000 | 0.21% | $103.46M |
| US TREASURY N/B | 0 | 97,262,000 | 97,262,000 | 0.20% | $97.57M |
| US TREASURY N/B | 0 | 89,492,000 | 89,492,000 | 0.19% | $89.66M |
| FNCL 3.5 4/26 | 0 | 81,196,000 | 81,196,000 | 0.16% | $76.49M |
| G2SF 5 4/26 | 0 | 72,055,000 | 72,055,000 | 0.15% | $72.21M |
| FNCI 5 4/21 | 0 | 69,700,000 | 69,700,000 | 0.15% | $70.72M |
| FNCL 6 4/26 | 0 | 67,549,000 | 67,549,000 | 0.14% | $69.28M |
| FNCL 6 3/24 | 0 | 63,044,491 | 63,044,491 | 0.13% | $64.67M |
| Uniform Mortgage-Backed Security, TBA | 0 | 64,750,000 | 64,750,000 | 0.13% | $62.66M |
| Government National Mortgage Association, TBA | 0 | 63,667,000 | 63,667,000 | 0.12% | $56.17M |
| FNCL 2 4/26 | 0 | 66,950,000 | 66,950,000 | 0.11% | $55.45M |
| GNII II 5.5% 03/01/2056 #TBA | 0 | 53,480,000 | 53,480,000 | 0.11% | $54.17M |
| US TREASURY N/B | 0 | 64,500,000 | 64,500,000 | 0.11% | $54.11M |
| US TREASURY N/B | 0 | 52,250,000 | 52,250,000 | 0.11% | $52.39M |
| US TREASURY N/B | 0 | 49,113,000 | 49,113,000 | 0.10% | $49.77M |
| U.S. Treasury Bills | 0 | 44,151,000 | 44,151,000 | 0.09% | $43.99M |
| US TREASURY N/B | 0 | 43,590,000 | 43,590,000 | 0.09% | $43.79M |
| FNMA POOL BZ5550 FN 12/32 FIXED 4.3 | 0 | 43,200,000 | 43,200,000 | 0.09% | $43.74M |
| Fannie Mae or Freddie Mac | 0 | 42,125,000 | 42,125,000 | 0.09% | $42.77M |
| G2SF 4.5 4/26 | 0 | 41,545,000 | 41,545,000 | 0.08% | $40.99M |
| Uniform Mortgage-Backed Security, TBA | 0 | 42,076,000 | 42,076,000 | 0.07% | $34.85M |
| Uniform Mortgage-Backed Security, TBA | 0 | 36,636,000 | 36,636,000 | 0.07% | $33.13M |
| FR SD8506 | 0 | 32,241,900 | 32,241,900 | 0.07% | $32.79M |
| Ginnie Mae | 0 | 32,219,000 | 32,219,000 | 0.07% | $31.83M |
| Government National Mortgage Association, TBA | 0 | 26,328,000 | 26,328,000 | 0.06% | $26.86M |
| G2SF 5 3/25 | 0 | 26,016,000 | 26,016,000 | 0.05% | $26.11M |
| BANK OF AMER CRP | 0 | 25,867,000 | 25,867,000 | 0.05% | $26.06M |
| G2SF 2 4/26 | 0 | 29,475,000 | 29,475,000 | 0.05% | $24.97M |
| Park Blue CLO 2023-IV Ltd | 0 | 24,500,000 | 24,500,000 | 0.05% | $24.51M |
| G2SF 3.5 4/24 | 0 | 25,300,000 | 25,300,000 | 0.05% | $23.66M |
| AIR LEASE CORP CP 0% 03/06/2026 | 0 | 22,000,000 | 22,000,000 | 0.05% | $21.98M |
| HCA INC CP 0% 03/25/2026 | 0 | 21,400,000 | 21,400,000 | 0.04% | $21.34M |
| US TREASURY N/B | 0 | 20,610,000 | 20,610,000 | 0.04% | $20.67M |
| Cifc Funding 2023-III Ltd | 0 | 20,000,000 | 20,000,000 | 0.04% | $20.05M |
| Voya Euro CLO III DAC | 0 | 16,750,000 | 16,750,000 | 0.04% | $19.79M |
| AES CORP CP 0% 03/27/2026 | 0 | 18,500,000 | 18,500,000 | 0.04% | $18.44M |
| Uniform Mortgage-Backed Security, TBA | 0 | 20,924,000 | 20,924,000 | 0.04% | $18.12M |
| TARGA RES CORP CP 0% 03/04/2026 | 0 | 16,900,000 | 16,900,000 | 0.03% | $16.89M |
| GNMA TBA | 0 | 19,904,000 | 19,904,000 | 0.03% | $16.86M |
| Imperial Brands Finance Plc 0% CP 12/03/2026 | 0 | 16,400,000 | 16,400,000 | 0.03% | $16.38M |
| G2SF 2.5 4/24 | 0 | 18,100,000 | 18,100,000 | 0.03% | $15.97M |
| JPMORGAN CHASE | 0 | 15,404,000 | 15,404,000 | 0.03% | $15.48M |
| DEWOLF PK CLO LTD AR2 TSFR3M+121 01/22/2039 144A | 0 | 15,000,000 | 15,000,000 | 0.03% | $15.03M |
| U.S. Treasury Bills | 0 | 14,995,000 | 14,995,000 | 0.03% | $14.92M |
| GLENCORE FDG LLC CP 0% 03/26/2026 | 0 | 14,900,000 | 14,900,000 | 0.03% | $14.86M |
| Intuit Inc 0% CP 03/03/2026 | 0 | 14,600,000 | 14,600,000 | 0.03% | $14.59M |
| KEURIG DR PEPPER INC CP 0% 03/18/2026 | 0 | 14,600,000 | 14,600,000 | 0.03% | $14.57M |
| AMETEK INC NEW CP 0% 03/09/2026 | 0 | 14,500,000 | 14,500,000 | 0.03% | $14.48M |
| HCA INC CP 0% 05/13/2026 | 0 | 14,500,000 | 14,500,000 | 0.03% | $14.37M |
| UBS Group AG | 0 | 14,300,000 | 14,300,000 | 0.03% | $14.36M |
| Ginnie Mae | 0 | 14,795,000 | 14,795,000 | 0.03% | $14.23M |
| AES Corp. | 0 | 14,200,000 | 14,200,000 | 0.03% | $14.19M |
| JTI FINANCIAL SERVICES NORTH AMERICA LLC CP 0% 03/04/2026 | 0 | 13,400,000 | 13,400,000 | 0.03% | $13.39M |
| AMETEK INC NEW CP 0 03/19/2026 | 0 | 13,400,000 | 13,400,000 | 0.03% | $13.37M |
| SOUTHERN CALIFORNIA EDISON CO CP 0% 03/02/2026 | 0 | 12,800,000 | 12,800,000 | 0.03% | $12.80M |
| G2 MA7136 | 0 | 13,719,882 | 13,719,882 | 0.03% | $12.13M |
| FR SD8505 | 0 | 11,516,431 | 11,516,431 | 0.02% | $11.58M |
| S and P GLOBAL INC CP 0% 03/16/2026 | 0 | 11,500,000 | 11,500,000 | 0.02% | $11.48M |
| FN MA4100 | 0 | 13,268,687 | 13,268,687 | 0.02% | $11.12M |
| Benchmark Mortgage Trust, Series 2025-V19, Class A3 | 0 | 10,600,000 | 10,600,000 | 0.02% | $11.07M |
| OCTAGON INVESTMENT PARTNERS 45 OCT45 2019 1A A1RR 144A | 0 | 11,000,000 | 11,000,000 | 0.02% | $11.01M |
| ERAC USA FIN LLC CP 0% 03/25/2026 | 0 | 10,800,000 | 10,800,000 | 0.02% | $10.77M |
| HCA INC CP 0% 05/11/2026 | 0 | 10,800,000 | 10,800,000 | 0.02% | $10.71M |
| JTI FINANCIAL SERVICES NORTH AMERICA LLC CP 0% 03/20/2026 | 0 | 10,400,000 | 10,400,000 | 0.02% | $10.38M |
| CBRE SERVICES INC CP 0% 03/19/2026 | 0 | 10,200,000 | 10,200,000 | 0.02% | $10.18M |
| KEURIG DR PEPPER INC CP 0% 03/25/2026 | 0 | 10,200,000 | 10,200,000 | 0.02% | $10.17M |
| FNMA 30YR 6% 11/01/2054#FA2958 | 0 | 9,133,789 | 9,133,789 | 0.02% | $9.54M |
| US TREASURY N/B | 0 | 9,345,000 | 9,345,000 | 0.02% | $9.34M |
| Var Energi ASA | 0 | 8,640,000 | 8,640,000 | 0.02% | $9.32M |
| AES CORP CP 0% 03/23/2026 | 0 | 9,300,000 | 9,300,000 | 0.02% | $9.27M |
| Freddie Mac Multifamily Structured Pass Through Certificates | 0 | 8,997,968 | 8,997,968 | 0.02% | $9.00M |
| Imperial Brands Finance Plc 0% CP 04/03/2026 | 0 | 8,800,000 | 8,800,000 | 0.02% | $8.80M |
| Extended Stay America Trust, Series 2026-ESH2, Class A | 0 | 8,647,000 | 8,647,000 | 0.02% | $8.65M |
| PLYM Commercial Mortgage Trust 2026-IND | 0 | 8,599,000 | 8,599,000 | 0.02% | $8.60M |
| BPCE | 0 | 8,530,000 | 8,530,000 | 0.02% | $8.59M |
| KEURIG DR PEPPER INC CP 0% 03/05/2026 | 0 | 8,500,000 | 8,500,000 | 0.02% | $8.49M |
| HUMANA INC CP 0% 03/16/2026 | 0 | 8,400,000 | 8,400,000 | 0.02% | $8.38M |
| HCA INC CP 0% 03/20/2026 | 0 | 8,300,000 | 8,300,000 | 0.02% | $8.28M |
| AMRIZE FINANCE | 0 | 8,000,000 | 8,000,000 | 0.02% | $8.23M |
| AIR LEASE CORP CP 0% 03/04/2026 | 0 | 8,200,000 | 8,200,000 | 0.02% | $8.20M |
| HUMANA INC CP 0% 03/02/2026 | 0 | 7,900,000 | 7,900,000 | 0.02% | $7.90M |
| VENTURE GLOBAL PLAQUE SR SECURED 144A 12/30 6.125 | 0 | 7,582,000 | 7,582,000 | 0.02% | $7.88M |
| FHMS K555 SOFR30A+50 11/25/2030 | 0 | 7,800,000 | 7,800,000 | 0.02% | $7.80M |
| Phillips 66 0% CP 20/03/2026 | 0 | 7,700,000 | 7,700,000 | 0.02% | $7.68M |
| FHLG 30YR 5.5% 01/01/2056#SL3999 | 0 | 7,118,471 | 7,118,471 | 0.02% | $7.35M |
| BX COMMERCIAL MORTGAGE TRUST 2026-XL6 TSFR1M+130 03/15/2043 144A | 0 | 7,274,000 | 7,274,000 | 0.02% | $7.28M |
| ORACLE CORP | 0 | 7,219,000 | 7,219,000 | 0.01% | $7.22M |
| GNMA II TBA 30 YR 3 JUMBOS | 0 | 7,845,000 | 7,845,000 | 0.01% | $7.19M |
| AT&T INC | 0 | 7,000,000 | 7,000,000 | 0.01% | $7.06M |
| MS V4.213 02/08/30 . | 0 | 6,925,000 | 6,925,000 | 0.01% | $6.96M |
| BX 2025-ARIA A | 0 | 6,720,000 | 6,720,000 | 0.01% | $6.90M |
| JTI FINANCIAL SERVICES NORTH AMERICA LLC CP 0% 03/23/2026 | 0 | 6,900,000 | 6,900,000 | 0.01% | $6.88M |
| Uniform Mortgage-Backed Security, TBA | 0 | 7,189,000 | 7,189,000 | 0.01% | $6.70M |
| HUMANA INC CP 0% 03/12/2026 | 0 | 6,700,000 | 6,700,000 | 0.01% | $6.69M |
| FEDERAL HOME LN MTG MLT CTF GT SOFR30A+52 11/25/2030 | 0 | 6,599,373 | 6,599,373 | 0.01% | $6.60M |
| BOCA Commercial Mortgage Trust, Series 2025-BOCA, Class A | 0 | 6,570,000 | 6,570,000 | 0.01% | $6.60M |
| TARGA RES CORP CP 0% 05/01/2026 | 0 | 6,600,000 | 6,600,000 | 0.01% | $6.55M |
| SAUDI INT BOND | 0 | 6,500,000 | 6,500,000 | 0.01% | $6.51M |
| HUMANA INC CP 0% 03/27/2026 | 0 | 6,500,000 | 6,500,000 | 0.01% | $6.48M |
| SOUTHERN CALIFORNIA EDISON CO CP 0% 03/03/2026 | 0 | 6,300,000 | 6,300,000 | 0.01% | $6.30M |
| Republic of Ecuador | 0 | 6,215,000 | 6,215,000 | 0.01% | $6.27M |
| FHLG 30YR 7% 09/01/2055#SL3648 | 0 | 5,830,612 | 5,830,612 | 0.01% | $6.22M |
| Uniform Mortgage-Backed Security, TBA | 0 | 5,991,000 | 5,991,000 | 0.01% | $6.22M |
| AUTONATION INC DEL CP 0% 03/05/2026 | 0 | 6,200,000 | 6,200,000 | 0.01% | $6.20M |
| FEDERAL HOME LN MTG MLT CTF GT SOFR30A+50 12/25/2030 | 0 | 6,100,000 | 6,100,000 | 0.01% | $6.10M |
| KEURIG DR PEPPER INC CP 0% 03/11/2026 | 0 | 6,100,000 | 6,100,000 | 0.01% | $6.09M |
| Sempra 0% CP 16/03/2026 | 0 | 6,000,000 | 6,000,000 | 0.01% | $5.99M |
| KEURIG DR PEPPER INC CP 0% 03/19/2026 | 0 | 5,900,000 | 5,900,000 | 0.01% | $5.89M |
| Mizrahi Tefahot Bank Ltd | 0 | 5,800,000 | 5,800,000 | 0.01% | $5.82M |
| G2SF 6.5 4/25 | 0 | 5,594,000 | 5,594,000 | 0.01% | $5.81M |
| Rogers Communications, Inc. | 0 | 5,800,000 | 5,800,000 | 0.01% | $5.79M |
| CENCORA INC CP 0% 03/12/2026 | 0 | 5,700,000 | 5,700,000 | 0.01% | $5.69M |
| G2 MB0744 | 0 | 5,745,115 | 5,745,115 | 0.01% | $5.68M |
| SoFi Consumer Loan Program Trust 2026-1 | 0 | 5,600,000 | 5,600,000 | 0.01% | $5.60M |
| SAUDI ARAB OIL | 0 | 5,600,000 | 5,600,000 | 0.01% | $5.59M |
| AMETEK INC NEW CP 0% 03/26/2026 | 0 | 5,600,000 | 5,600,000 | 0.01% | $5.58M |
| VERUS SECURITIZATION TR 2026-R1 A1FC VAR 10/25/2067 144A | 0 | 5,431,157 | 5,431,157 | 0.01% | $5.45M |
| CONNECT HOLDING II LLC SR SECURED 144A 04/31 10.5 | 0 | 5,600,000 | 5,600,000 | 0.01% | $5.42M |
| BECTON DICKINSON and CO CP 0% 03/13/2026 | 0 | 5,400,000 | 5,400,000 | 0.01% | $5.39M |
| Queensland Treasury Corporation | 0 | 9,100,000 | 9,100,000 | 0.01% | $5.29M |
| Magnetite XXIII Ltd | 0 | 5,200,000 | 5,200,000 | 0.01% | $5.20M |
| Golub Capital Partners CLO 53B Ltd., Series 2021-53A, Class AR | 0 | 5,200,000 | 5,200,000 | 0.01% | $5.20M |
| AFRMT 2026-1A A 144A 4.37% 02-15-34 | 0 | 5,093,000 | 5,093,000 | 0.01% | $5.12M |
| ALPHABET INC | 0 | 4,980,000 | 4,980,000 | 0.01% | $5.10M |
| Federative Republic of Brazil | 0 | 5,000,000 | 5,000,000 | 0.01% | $5.05M |
| FEDERAL HOME LN MTG MLT CTF GT SOFR30A+54 10/25/2030 | 0 | 5,039,515 | 5,039,515 | 0.01% | $5.04M |
| FORDR 2026-1 A | 0 | 4,900,000 | 4,900,000 | 0.01% | $4.98M |
| PARK AVENUE INSTITUTIONAL ADVISERS CLO LTD 2021-2 PAIA 2021-2A BR | 0 | 4,950,000 | 4,950,000 | 0.01% | $4.95M |
| MORGAN STANLEY | 0 | 4,801,000 | 4,801,000 | 0.01% | $4.84M |
| Barings 2026-SBP Issuer LLC | 0 | 4,796,000 | 4,796,000 | 0.01% | $4.80M |
| COOPR Residential Mortgage Trust 2026-CES1 | 0 | 4,769,778 | 4,769,778 | 0.01% | $4.79M |
| Morgan Stanley Residential Mortgage Loan Trust 2025-NQM10 | 0 | 4,488,250 | 4,488,250 | 0.01% | $4.52M |
| CENCORA INC CP 0x% 03/19/2026 | 0 | 4,500,000 | 4,500,000 | 0.01% | $4.49M |
| Cross Mortgage Trust, Series 2025-H10, Class A1 | 0 | 4,431,078 | 4,431,078 | 0.01% | $4.45M |
| TITULOS DE TESORERIA 11.750000% 01/24/2035 | 0 | 18,565,400,000 | 18,565,400,000 | 0.01% | $4.41M |
| TURKIYE GOVERNMENT BOND TRY 36.0% 08-12-26 | 0 | 189,963,800 | 189,963,800 | 0.01% | $4.38M |
| DEUTSCHE BANK NY | 0 | 4,345,000 | 4,345,000 | 0.01% | $4.37M |
| FHLG 30YR 6% 12/01/2055#SL3475 | 0 | 4,162,818 | 4,162,818 | 0.01% | $4.36M |
| FNMA 30YR 6% 07/01/2055#FA3806 | 0 | 4,027,879 | 4,027,879 | 0.01% | $4.21M |
| ORACLE CORP | 0 | 4,338,000 | 4,338,000 | 0.01% | $4.21M |
| BARCLAYS PLC | 0 | 4,186,000 | 4,186,000 | 0.01% | $4.19M |
| WEC ENERGY GROUP | 0 | 4,080,000 | 4,080,000 | 0.01% | $4.14M |
| FEDERAL NAT MTG ASN GTD REM PA SOFR30A+120 09/25/2053 | 0 | 4,077,449 | 4,077,449 | 0.01% | $4.11M |
| Fannie Mae Pool | 0 | 4,120,337 | 4,120,337 | 0.01% | $4.10M |
| METRONET INFRASTRUCTURE ISSUER MNET 2025 4A A2 144A | 0 | 4,000,000 | 4,000,000 | 0.01% | $4.07M |
| LCM 35 Ltd 5.55 | 0 | 4,000,000 | 4,000,000 | 0.01% | $4.00M |
| United States Treasury Bill | 0 | 4,028,000 | 4,028,000 | 0.01% | $3.99M |
| FNMA 30YR 6% 10/01/2055#FA3812 | 0 | 3,777,228 | 3,777,228 | 0.01% | $3.94M |
| Romania Government Bond | 0 | 3,345,000 | 3,345,000 | 0.01% | $3.94M |
| GOLDMAN SACHS GP | 0 | 3,902,000 | 3,902,000 | 0.01% | $3.93M |
| Sotheby's Artfi Master Trust | 0 | 3,900,000 | 3,900,000 | 0.01% | $3.92M |
| ALIMENTATION COUCHE-TARD INC YCP 0% 03/09/2026 | 0 | 3,900,000 | 3,900,000 | 0.01% | $3.90M |
| FHLG 30YR 4.5% 09/01/2053#SL2912 | 0 | 3,911,032 | 3,911,032 | 0.01% | $3.90M |
| CANADIAN NATL RESOURCES LTD YCP 0% 03/19/2026 | 0 | 3,900,000 | 3,900,000 | 0.01% | $3.89M |
| FHMS K763 A2 | 0 | 3,800,000 | 3,800,000 | 0.01% | $3.84M |
| LPATH 2026-1A A2 | 0 | 3,770,000 | 3,770,000 | 0.01% | $3.82M |
| ALEXANDRIA REAL | 0 | 3,809,000 | 3,809,000 | 0.01% | $3.81M |
| SV RNO Property Owner 1 LLC | 0 | 3,750,000 | 3,750,000 | 0.01% | $3.77M |
| TOWD POINT MORTGAGE TRUST 2026-CES2 4.72% 02/25/2066 144A | 0 | 3,750,000 | 3,750,000 | 0.01% | $3.77M |
| VBTEL 2026-1A C2 | 0 | 3,728,000 | 3,728,000 | 0.01% | $3.75M |
| American Credit Acceptance Receivables Trust, Series 2026-1, Class D | 0 | 3,700,000 | 3,700,000 | 0.01% | $3.74M |
| CENCORA INC | 0 | 3,701,000 | 3,701,000 | 0.01% | $3.73M |
| WILLIS ENGINE STRUCTURED TRUST WESTF 2025 B A 144A | 0 | 3,583,891 | 3,583,891 | 0.01% | $3.62M |
| GS V0 01/15/31 Dmtn | 0 | 3,670,000 | 3,670,000 | 0.01% | $3.58M |
| CAIXABANK SA SR UNSECURED 144A 06/35 VAR | 0 | 3,330,000 | 3,330,000 | 0.01% | $3.57M |
| RR 44 LTD A1A TSFR3M+ 04/15/2041 144A | 0 | 3,519,000 | 3,519,000 | 0.01% | $3.52M |
| G2 MB0366 | 0 | 3,462,386 | 3,462,386 | 0.01% | $3.51M |
| VERUS SECURITIZATION TRUST 2026-2 A1FC STEP 02/25/2071 144A | 0 | 3,500,000 | 3,500,000 | 0.01% | $3.50M |
| IMPERIAL BRANDS FINANCE PLC YCP 0% 03/26/2026 | 0 | 3,500,000 | 3,500,000 | 0.01% | $3.49M |
| G2 MB0367 | 0 | 3,406,757 | 3,406,757 | 0.01% | $3.47M |
| FHLG 30YR 5.5% 01/01/2056#SL4008 | 0 | 3,334,321 | 3,334,321 | 0.01% | $3.44M |
| CONSTELLATION EN GEN LLC REGD P/P 5.00000000 | 0 | 3,365,000 | 3,365,000 | 0.01% | $3.42M |
| EDISON INTERNATIONAL CP 0% 03/10/2026 | 0 | 3,400,000 | 3,400,000 | 0.01% | $3.40M |
| US TREASURY N/B | 0 | 4,210,000 | 4,210,000 | 0.01% | $3.35M |
| Santander Drive Auto Receivables Trust 2026-1 | 0 | 3,331,000 | 3,331,000 | 0.01% | $3.35M |
| RCKT MORTGAGE TRUST 2026-CES2 4.762% 02/01/2056 144A | 0 | 3,300,000 | 3,300,000 | 0.01% | $3.30M |
| HCA INC CP 0% 03/31/2026 | 0 | 3,300,000 | 3,300,000 | 0.01% | $3.29M |
| BMO MORTGAGE TRUST 5C13 A2 4.8342% 12/15/2058 | 0 | 3,200,000 | 3,200,000 | 0.01% | $3.27M |
| FIGRE Trust, Series 2025-HE8, Class A | 0 | 3,207,729 | 3,207,729 | 0.01% | $3.24M |
| NRG V10.25 PERP 144A | 0 | 2,925,000 | 2,925,000 | 0.01% | $3.22M |
| TARGA RES CORP CP 0% 03/05/2026 | 0 | 3,200,000 | 3,200,000 | 0.01% | $3.20M |
| AGL Core CLO 15 Ltd | 0 | 3,200,000 | 3,200,000 | 0.01% | $3.20M |
| ERAC USA FIN LLC CP 0% 03/17/2026 | 0 | 3,200,000 | 3,200,000 | 0.01% | $3.19M |
| Uniform Mortgage-Backed Security, TBA | 0 | 3,161,000 | 3,161,000 | 0.01% | $3.17M |
| MFF 2025-1A A | 0 | 3,130,000 | 3,130,000 | 0.01% | $3.16M |
| FLATIRON CLO 31 LTD A1 TSFR3M+120 01/18/2039 144A | 0 | 3,139,000 | 3,139,000 | 0.01% | $3.15M |
| Ares LXX CLO Ltd., Series 2023-70A, Class A1R | 0 | 3,139,000 | 3,139,000 | 0.01% | $3.14M |
| BMARK 2026-V20 A3 | 0 | 3,000,000 | 3,000,000 | 0.01% | $3.13M |
| BENEFIT STR PARTNERS CLO XXXIII LTD / BENEFIT STR PARTNERS CLO XXXIII LLC AR TSFR3M+119 01/25/2039 144A | 0 | 3,102,000 | 3,102,000 | 0.01% | $3.11M |
| AMRIZE FINANCE | 0 | 3,000,000 | 3,000,000 | 0.01% | $3.05M |
| BANK5 2026-5YR20 A3 5.244% 02/15/2057 | 0 | 2,900,000 | 2,900,000 | 0.01% | $3.01M |
| EDISON INTERNATIONAL CP 0% 03/03/2026 | 0 | 3,000,000 | 3,000,000 | 0.01% | $3.00M |
| Republic of Cote d'Ivoire | 0 | 3,081,000 | 3,081,000 | 0.01% | $2.94M |
| CAPITAL ONE FINL | 0 | 2,900,000 | 2,900,000 | 0.01% | $2.92M |
| Towd Point Mortgage Trust 2026-CES1 | 0 | 2,884,583 | 2,884,583 | 0.01% | $2.89M |
| CVS HEALTH CORP | 0 | 2,746,000 | 2,746,000 | 0.01% | $2.83M |
| JAPAN GOVT 20-YR | 0 | 530,000,000 | 530,000,000 | 0.01% | $2.79M |
| EQUIFAX INC | 0 | 2,800,000 | 2,800,000 | 0.01% | $2.79M |
| Hyundai Capital America | 0 | 2,720,000 | 2,720,000 | 0.01% | $2.75M |
| NEW RESIDENTIAL MORTGAGE LOAN TRUST 2025-NQM7 A1FC VAR 10/26/2065 144A | 0 | 2,721,725 | 2,721,725 | 0.01% | $2.73M |
| PALMER SQUARE CLO 2026-1 LTD A TSFR3M+119 04/20/2039 144A | 0 | 2,730,000 | 2,730,000 | 0.01% | $2.73M |
| ALPHABET INC | 0 | 2,681,000 | 2,681,000 | 0.01% | $2.73M |
| PRPM 2026-RCF1 A1 | 0 | 2,700,000 | 2,700,000 | 0.01% | $2.72M |
| ABBOTT LABS | 0 | 2,714,000 | 2,714,000 | 0.01% | $2.71M |
| FNMA 30YR 6% 01/01/2056#CC1868 | 0 | 2,588,720 | 2,588,720 | 0.01% | $2.71M |
| SVC ABS LLC 26-1A B 5.795% 03/20/2056 144A | 0 | 2,700,000 | 2,700,000 | 0.01% | $2.71M |
| BANK 2023-BNK46 A4 | 0 | 2,500,000 | 2,500,000 | 0.01% | $2.69M |
| PUB SVC NEW HAMP | 0 | 2,650,000 | 2,650,000 | 0.01% | $2.69M |
| C V6.625 PERP | 0 | 2,560,000 | 2,560,000 | 0.01% | $2.65M |
| HCA Inc. | 0 | 2,600,000 | 2,600,000 | 0.01% | $2.59M |
| ORACLE CORP | 0 | 2,657,000 | 2,657,000 | 0.01% | $2.59M |
| Uniform Mortgage-Backed Security, TBA | 0 | 2,835,000 | 2,835,000 | 0.01% | $2.59M |
| FR SD5368 | 0 | 2,957,793 | 2,957,793 | 0.01% | $2.56M |
| ORACLE CORP | 0 | 2,640,000 | 2,640,000 | 0.01% | $2.53M |
| FR SD8152 | 0 | 2,770,190 | 2,770,190 | 0.01% | $2.52M |
| TELUS CORPORATION YCP 0% 05/20/2026 | 0 | 2,500,000 | 2,500,000 | 0.01% | $2.48M |
| Marsh & McLennan Cos Inc | 0 | 2,422,000 | 2,422,000 | 0.01% | $2.44M |
| CONSTL ENRGY GEN | 0 | 2,435,000 | 2,435,000 | 0.01% | $2.44M |
| KEURIG DR PEPPER INC CP 0% 03/24/2026 | 0 | 2,437,000 | 2,437,000 | 0.01% | $2.43M |
| HUMANA INC CP 0% 03/13/2026 | 0 | 2,400,000 | 2,400,000 | 0.00% | $2.40M |
| BMO 2025-5C13 A3 | 0 | 2,300,000 | 2,300,000 | 0.00% | $2.40M |
| WFCM 2026-5C8 A3 | 0 | 2,300,000 | 2,300,000 | 0.00% | $2.38M |
| PROGRESS RESIDENTIAL 2026-SFR1 PROG 2026 SFR1 D 144A | 0 | 2,470,000 | 2,470,000 | 0.00% | $2.35M |
| RR LTD 2023-25A A1A2 TSFR3M+118 04/15/2041 144A | 0 | 2,328,000 | 2,328,000 | 0.00% | $2.33M |
| ANCHORAGE CAPITAL CLO 26 LTD 26-22A AR4 TSFR3M+123 01/20/2039 144A | 0 | 2,300,000 | 2,300,000 | 0.00% | $2.30M |
| GSMBS 2026-DSC1 A1 | 0 | 2,300,000 | 2,300,000 | 0.00% | $2.30M |
| BARCLAYS MORTGAGE LOAN TRUST 2026-NQM2 A1 VAR 12/25/2065 144A | 0 | 2,300,000 | 2,300,000 | 0.00% | $2.30M |
| VERIZON COMM INC | 0 | 2,232,000 | 2,232,000 | 0.00% | $2.30M |
| PHNTOM 2026-1 A | 0 | 2,250,000 | 2,250,000 | 0.00% | $2.29M |
| ABBVIE INC | 0 | 2,245,000 | 2,245,000 | 0.00% | $2.26M |
| FNMA 30YR 6% 01/01/2056#FA4441 | 0 | 2,126,215 | 2,126,215 | 0.00% | $2.23M |
| ORACLE CORP | 0 | 2,380,000 | 2,380,000 | 0.00% | $2.21M |
| PLNT 2025-1A A2I | 0 | 2,165,000 | 2,165,000 | 0.00% | $2.20M |
| ONEOK INC CP 0% 03/25/2026 | 0 | 2,200,000 | 2,200,000 | 0.00% | $2.19M |
| Bridgecrest Lending Auto Securitization Trust, Series 2026-1, Class E | 0 | 2,138,000 | 2,138,000 | 0.00% | $2.16M |
| GS Mortgage-Backed Securities Trust, Series 2026-CES1, Class A1 | 0 | 2,132,862 | 2,132,862 | 0.00% | $2.14M |
| Uniform Mortgage-Backed Security, TBA | 0 | 2,226,000 | 2,226,000 | 0.00% | $2.12M |
| JBS/FOODS/FOOD | 0 | 2,040,000 | 2,040,000 | 0.00% | $2.09M |
| GS FINANCE CORP VAR 02/17/2031 | 0 | 2,057,000 | 2,057,000 | 0.00% | $2.06M |
| FN MA4785 | 0 | 2,021,742 | 2,021,742 | 0.00% | $2.05M |
| ALPHABET INC | 0 | 1,999,000 | 1,999,000 | 0.00% | $2.03M |
| SIRLOG 2026-1X SONIO+ 11/17/2035 144A | 0 | 1,500,000 | 1,500,000 | 0.00% | $2.02M |
| CARMX 2026-1 A3 | 0 | 2,000,000 | 2,000,000 | 0.00% | $2.02M |
| MAST LLC, Series 2026-1A, Class A | 0 | 2,000,000 | 2,000,000 | 0.00% | $2.02M |
| FORD MOTOR CRED | 0 | 1,967,000 | 1,967,000 | 0.00% | $2.00M |
| WLAKE 2026-1A A3 | 0 | 2,000,000 | 2,000,000 | 0.00% | $2.00M |
| BAIN CAP CR CLO 2021-4 LTD / BAIN CAP CR CLO 2021-4 LLC A1RR TSFR3M+100 10/20/2034 144A | 0 | 2,000,000 | 2,000,000 | 0.00% | $2.00M |
| BECTON DICKINSON and CO CP 0% 03/23/2026 | 0 | 2,000,000 | 2,000,000 | 0.00% | $1.99M |
| HCA INC | 0 | 2,000,000 | 2,000,000 | 0.00% | $1.99M |
| JAPAN GOVT 30-YR | 0 | 430,000,000 | 430,000,000 | 0.00% | $1.98M |
| PEAC SOLUTIONS RECEIVABLES 2026-1 LLC PEAC 2026-1A A2 | 0 | 1,975,000 | 1,975,000 | 0.00% | $1.98M |
| BRIDGECREST LENDING AUTO SECURITIZATION TRUST 2025-1 7.46% 02/17/2032 144A | 0 | 1,900,000 | 1,900,000 | 0.00% | $1.96M |
| EFMT 2026-NQM1 VAR 02/25/2071 | 0 | 1,898,754 | 1,898,754 | 0.00% | $1.90M |
| JPMORGAN CHASE | 0 | 1,882,000 | 1,882,000 | 0.00% | $1.90M |
| BACARDI MARTINI BV YCP 0% 03/25/2026 | 0 | 1,900,000 | 1,900,000 | 0.00% | $1.89M |
| EFMT 2026-INV2 A1 | 0 | 1,875,000 | 1,875,000 | 0.00% | $1.88M |
| FEDEX FREIGHT HO | 0 | 1,850,000 | 1,850,000 | 0.00% | $1.86M |
| Targa Resources Corp | 0 | 1,848,000 | 1,848,000 | 0.00% | $1.85M |
| ONEOK INC CP 0% 03/26/2026 | 0 | 1,800,000 | 1,800,000 | 0.00% | $1.79M |
| BNP Paribas SA | 0 | 1,500,000 | 1,500,000 | 0.00% | $1.79M |
| COOPR Residential Mortgage Trust, Series 2026-CES1, Class A2 | 0 | 1,759,000 | 1,759,000 | 0.00% | $1.77M |
| G2 MB0308 | 0 | 1,726,716 | 1,726,716 | 0.00% | $1.75M |
| HRI 5.75 03/15/31 144A | 0 | 1,720,000 | 1,720,000 | 0.00% | $1.74M |
| G2 MA7368 | 0 | 1,892,113 | 1,892,113 | 0.00% | $1.74M |
| Freddie Mac Multifamily Structured Pass Through Certificates | 0 | 1,700,000 | 1,700,000 | 0.00% | $1.73M |
| FHMS K551 A2 | 0 | 1,700,000 | 1,700,000 | 0.00% | $1.73M |
| AT&T INC | 0 | 1,700,000 | 1,700,000 | 0.00% | $1.72M |
| BMARK 2020-B19 A5 | 0 | 1,900,000 | 1,900,000 | 0.00% | $1.72M |
| Enterprise Fleet Financing 2026-1 LLC | 0 | 1,700,000 | 1,700,000 | 0.00% | $1.71M |
| FORD MOTOR CRED | 0 | 1,700,000 | 1,700,000 | 0.00% | $1.71M |
| UNITED AIRLINES HOLDINGS INC SR UNSEC 5.375% 03-01-31 | 0 | 1,675,000 | 1,675,000 | 0.00% | $1.71M |
| SYNCHRONY FINANC | 0 | 1,712,000 | 1,712,000 | 0.00% | $1.70M |
| C V0 12/11/30 mTn | 0 | 1,732,000 | 1,732,000 | 0.00% | $1.70M |
| Republic of Colombia | 0 | 1,700,000 | 1,700,000 | 0.00% | $1.70M |
| BLACK HILLS CORP CP 0% 03/30/2026 | 0 | 1,700,000 | 1,700,000 | 0.00% | $1.69M |
| ENERGY TRANS | 0 | 1,670,000 | 1,670,000 | 0.00% | $1.69M |
| REPUBLIC OF COLOMBIA REGD 4.50000000 | 0 | 1,700,000 | 1,700,000 | 0.00% | $1.65M |
| U.S. Treasury Bills | 0 | 1,665,000 | 1,665,000 | 0.00% | $1.65M |
| MERCK & CO INC | 0 | 1,620,000 | 1,620,000 | 0.00% | $1.62M |
| FHLG 30YR 6% 02/01/2055#SL0360 | 0 | 1,518,051 | 1,518,051 | 0.00% | $1.59M |
| HUNTINGTON BANCS | 0 | 1,570,000 | 1,570,000 | 0.00% | $1.58M |
| HILTON GRAND VACATIONS TRUST 2025-3EXT D 7.64% 10/25/2044 144A | 0 | 1,543,167 | 1,543,167 | 0.00% | $1.58M |
| BARCLAYS PLC | 0 | 1,561,000 | 1,561,000 | 0.00% | $1.56M |
| ALBERTSONS COS INC SR UNSECURED 144A 03/32 5.625 | 0 | 1,558,000 | 1,558,000 | 0.00% | $1.56M |
| LVLT 8.5 01/15/36 144A | 0 | 1,480,000 | 1,480,000 | 0.00% | $1.54M |
| CVS HEALTH CORP | 0 | 1,480,000 | 1,480,000 | 0.00% | $1.52M |
Top 300 of 1510, by weight.
| Security | Shares Nov 2025 | Shares Feb 2026 | Δ shares | End % | Δ value |
|---|---|---|---|---|---|
| FNCL 4.5 1/26 | 679,237,000 | 0 | -679,237,000 | 0.00% | -$664.41M |
| FNCL 5.5 1/26 | 656,000,000 | 0 | -656,000,000 | 0.00% | -$663.76M |
| Columbia Mortgage Opportunities A | 58,102,326 | 0 | -58,102,326 | 0.00% | -$497.36M |
| FNCL 4 1/26 | 393,119,000 | 0 | -393,119,000 | 0.00% | -$374.38M |
| FNCL 5 1/26 | 331,079,436 | 0 | -331,079,436 | 0.00% | -$330.21M |
| US TREASURY N/B | 275,674,000 | 0 | -275,674,000 | 0.00% | -$275.91M |
| FNCL 5.5 12/24 | 165,794,422 | 0 | -165,794,422 | 0.00% | -$167.89M |
| U.S.Treasury Notes | 159,300,000 | 0 | -159,300,000 | 0.00% | -$159.25M |
| FNCL 6 1/26 | 147,624,000 | 0 | -147,624,000 | 0.00% | -$151.14M |
| FNCL 3.5 12/22 | 127,463,000 | 0 | -127,463,000 | 0.00% | -$117.90M |
| FNCL 2 1/26 | 136,149,000 | 0 | -136,149,000 | 0.00% | -$110.88M |
| US TREASURY N/B | 85,975,000 | 0 | -85,975,000 | 0.00% | -$86.00M |
| US TREASURY N/B | 73,737,000 | 0 | -73,737,000 | 0.00% | -$73.72M |
| G2SF 5 1/26 | 71,154,000 | 0 | -71,154,000 | 0.00% | -$71.00M |
| G2SF 5.5 1/25 | 65,275,000 | 0 | -65,275,000 | 0.00% | -$65.88M |
| Government National Mortgage Association, TBA | 69,881,000 | 0 | -69,881,000 | 0.00% | -$60.65M |
| G2SF 5 12/24 | 58,697,000 | 0 | -58,697,000 | 0.00% | -$58.63M |
| Government National Mortgage Association, TBA | 52,554,000 | 0 | -52,554,000 | 0.00% | -$53.55M |
| U.S. Treasury Bills | 50,000,000 | 0 | -50,000,000 | 0.00% | -$49.76M |
| FNCL 6.5 1/26 | 47,700,000 | 0 | -47,700,000 | 0.00% | -$49.43M |
| Uniform Mortgage-Backed Security, TBA | 50,000,000 | 0 | -50,000,000 | 0.00% | -$48.88M |
| U.S. Treasury Bills | 47,780,000 | 0 | -47,780,000 | 0.00% | -$47.62M |
| G2SF 4.5 1/26 | 47,300,000 | 0 | -47,300,000 | 0.00% | -$46.24M |
| FNCL 4.5 12/23 | 45,518,000 | 0 | -45,518,000 | 0.00% | -$44.56M |
| FNMA 30YR 4.3% 12/01/2055#JPM6251 | 43,200,000 | 0 | -43,200,000 | 0.00% | -$43.37M |
| FNCL 6 12/24 | 41,416,491 | 0 | -41,416,491 | 0.00% | -$42.41M |
| GNMA II, Single-family, 30 Year | 49,610,000 | 0 | -49,610,000 | 0.00% | -$41.34M |
| BOEING CO | 38,850,000 | 0 | -38,850,000 | 0.00% | -$38.69M |
| G2SF 6 1/25 | 35,325,000 | 0 | -35,325,000 | 0.00% | -$36.01M |
| Government National Mortgage Association, TBA | 34,750,000 | 0 | -34,750,000 | 0.00% | -$35.40M |
| Uniform Mortgage-Backed Security, TBA | 38,250,000 | 0 | -38,250,000 | 0.00% | -$31.14M |
| Government National Mortgage Association, TBA | 32,216,000 | 0 | -32,216,000 | 0.00% | -$29.55M |
| Uniform Mortgage-Backed Security, TBA | 26,300,000 | 0 | -26,300,000 | 0.00% | -$26.60M |
| FNCL 2.5 1/26 | 27,773,000 | 0 | -27,773,000 | 0.00% | -$23.64M |
| G2 MA7935 | 27,948,679 | 0 | -27,948,679 | 0.00% | -$23.31M |
| MADISON PK FDG XXIX LTD / MADISON PK FDG XXIX LLC A1R2 TSFR3M+118 03/25/2038 144A | 23,220,000 | 0 | -23,220,000 | 0.00% | -$23.18M |
| G2 MA7881 | 25,115,456 | 0 | -25,115,456 | 0.00% | -$21.82M |
| Government National Mortgage Association, TBA | 20,864,000 | 0 | -20,864,000 | 0.00% | -$21.08M |
| Uniform Mortgage-Backed Securities | 20,977,648 | 0 | -20,977,648 | 0.00% | -$20.68M |
| FR SD8494 | 19,673,827 | 0 | -19,673,827 | 0.00% | -$19.93M |
| US TREASURY N/B | 19,455,000 | 0 | -19,455,000 | 0.00% | -$19.17M |
| FNCL 3 12/22 | 20,687,000 | 0 | -20,687,000 | 0.00% | -$18.37M |
| Government National Mortgage Association, TBA | 16,143,000 | 0 | -16,143,000 | 0.00% | -$15.79M |
| G2 MA7589 | 17,779,401 | 0 | -17,779,401 | 0.00% | -$15.44M |
| G2 MB0368 | 14,802,206 | 0 | -14,802,206 | 0.00% | -$15.26M |
| Elmwood CLO 39 Ltd., Series 2025-2A, Class A1 | 15,250,000 | 0 | -15,250,000 | 0.00% | -$15.22M |
| GNMA II, Single Family, 30 Year | 16,025,000 | 0 | -16,025,000 | 0.00% | -$14.46M |
| FNCL 4 12/22 | 15,173,000 | 0 | -15,173,000 | 0.00% | -$14.45M |
| CBRE SERVICES INC CP 0% 12/11/2025 | 14,400,000 | 0 | -14,400,000 | 0.00% | -$14.38M |
| ENBRIDGE U S INC DISC 12/22/25 0.00000000 | 14,300,000 | 0 | -14,300,000 | 0.00% | -$14.26M |
| BAIN CAPITAL CREDIT CLO, LIMIT BCC 2021 2A A1R 144A | 13,800,000 | 0 | -13,800,000 | 0.00% | -$13.82M |
| US TREASURY N/B | 13,700,000 | 0 | -13,700,000 | 0.00% | -$13.77M |
| ORACLE CORPORATION 01/26 ZCP | 13,300,000 | 0 | -13,300,000 | 0.00% | -$13.23M |
| KOREA DEVELOPMENT BANK SR UNSECURED 01/26 3 | 13,000,000 | 0 | -13,000,000 | 0.00% | -$12.98M |
| AMETEK INC NEW CP 0% 01/12/2026 | 12,800,000 | 0 | -12,800,000 | 0.00% | -$12.73M |
| ERAC USA FIN LLC DISC 01/12/26 0.00000000 | 12,800,000 | 0 | -12,800,000 | 0.00% | -$12.73M |
| SOUTHERN CALIFORNIA EDISON CO CP 0% 01/05/2026 | 12,516,000 | 0 | -12,516,000 | 0.00% | -$12.46M |
| CONAGRA BRANDS INC CP 0% 12/16/2025 | 12,300,000 | 0 | -12,300,000 | 0.00% | -$12.27M |
| Uniform Mortgage-Backed Security, TBA | 14,275,000 | 0 | -14,275,000 | 0.00% | -$12.15M |
| BATTALION CLO X LTD / BATTALION CLO X LLC A1R2 TSFR3M+143.161 01/25/2035 144A | 12,000,000 | 0 | -12,000,000 | 0.00% | -$12.00M |
| Regatta XVI Funding Ltd., Series 2019-2A, Class A1R | 11,244,665 | 0 | -11,244,665 | 0.00% | -$11.27M |
| Government National Mortgage Association, TBA | 11,822,000 | 0 | -11,822,000 | 0.00% | -$11.21M |
| KINROSS GOLD | 10,910,000 | 0 | -10,910,000 | 0.00% | -$10.91M |
| Societe Generale SA | 10,614,000 | 0 | -10,614,000 | 0.00% | -$10.60M |
| SOUTHERN CALIFORNIA EDISON CO CP 0% 12/01/2025 | 10,400,000 | 0 | -10,400,000 | 0.00% | -$10.40M |
| ISPIM 5.71 01/15/26 | 10,048,000 | 0 | -10,048,000 | 0.00% | -$10.06M |
| US TREASURY N/B | 10,580,000 | 0 | -10,580,000 | 0.00% | -$9.99M |
| KEURIG DR PEPPER INC CP 0% 12/12/2025 | 10,000,000 | 0 | -10,000,000 | 0.00% | -$9.98M |
| G2 MA8042 | 11,277,382 | 0 | -11,277,382 | 0.00% | -$9.80M |
| HCA INC CP 0% 12/02/2025 | 9,800,000 | 0 | -9,800,000 | 0.00% | -$9.80M |
| US TREASURY N/B | 9,780,000 | 0 | -9,780,000 | 0.00% | -$9.75M |
| KEURIG DR PEPPER INC CP 0% 12/01/2025 | 9,075,000 | 0 | -9,075,000 | 0.00% | -$9.07M |
| KEURIG DR PEPPER INC CP 0% 12/04/2025 | 9,000,000 | 0 | -9,000,000 | 0.00% | -$8.99M |
| HCA INC DISC COML PAPER 01/26 ZCP | 8,859,000 | 0 | -8,859,000 | 0.00% | -$8.82M |
| Bain Capital Credit CLO Ltd., Series 2020-2A, Class ARR | 8,600,000 | 0 | -8,600,000 | 0.00% | -$8.61M |
| G2 MA9963 | 8,659,097 | 0 | -8,659,097 | 0.00% | -$8.48M |
| AMRIZE FINANCE | 8,000,000 | 0 | -8,000,000 | 0.00% | -$8.21M |
| PRET Trust, Series 2025-NPL1, Class A1 | 8,070,102 | 0 | -8,070,102 | 0.00% | -$8.08M |
| MADISON PARK EURO FUNDING XIV DAC A1R 3MEUR+80 07/15/2032 144A | 6,931,128 | 0 | -6,931,128 | 0.00% | -$8.02M |
| AIR LEASE CORP CP 0% 12/02/2025 | 8,000,000 | 0 | -8,000,000 | 0.00% | -$8.00M |
| US TREASURY N/B | 7,249,000 | 0 | -7,249,000 | 0.00% | -$7.60M |
| UMBS | 8,405,748 | 0 | -8,405,748 | 0.00% | -$7.49M |
| BARINGS CLO LTD 2023-IV A TSFR3M+175 01/20/2037 144A | 7,479,000 | 0 | -7,479,000 | 0.00% | -$7.49M |
| UNITEDHEALTH GRP | 8,010,000 | 0 | -8,010,000 | 0.00% | -$7.35M |
| Uniform Mortgage-Backed Security, TBA | 7,630,000 | 0 | -7,630,000 | 0.00% | -$7.05M |
| CEDAR FUNDING XV CLO LTD | 7,060,000 | 0 | -7,060,000 | 0.00% | -$7.05M |
| KEURIG DR PEPPER INC CP 0% 12/15/2025 | 6,900,000 | 0 | -6,900,000 | 0.00% | -$6.89M |
| US TREASURY N/B | 6,790,000 | 0 | -6,790,000 | 0.00% | -$6.81M |
| CANADIAN NAT RE DISC 12/08/25 0.00000000 | 6,707,000 | 0 | -6,707,000 | 0.00% | -$6.70M |
| FN MA5646 | 6,498,811 | 0 | -6,498,811 | 0.00% | -$6.58M |
| DISCOVER FIN SVS | 6,463,000 | 0 | -6,463,000 | 0.00% | -$6.46M |
| Uniform Mortgage-Backed Security, TBA | 6,213,000 | 0 | -6,213,000 | 0.00% | -$6.44M |
| FN BV4119 | 7,443,824 | 0 | -7,443,824 | 0.00% | -$6.37M |
| OCCIDENTAL PETE | 6,150,000 | 0 | -6,150,000 | 0.00% | -$6.30M |
| SOUTHERN CALIFORNIA EDISON CO CP 0% 12/03/2025 | 6,100,000 | 0 | -6,100,000 | 0.00% | -$6.10M |
| AIR LEASE CORP CP 0% 12/15/2025 | 6,100,000 | 0 | -6,100,000 | 0.00% | -$6.09M |
| FN MA4841 | 6,017,892 | 0 | -6,017,892 | 0.00% | -$6.05M |
| OCEAN TRAILS CLO 8 ARR TSFR3M+129 07/15/2034 144A | 6,000,000 | 0 | -6,000,000 | 0.00% | -$6.01M |
| BOEING CO | 5,900,000 | 0 | -5,900,000 | 0.00% | -$5.88M |
| AIR LEASE CORP DISCOUNT_______ COMMERCIAL PAPER 0.00000000 | 5,800,000 | 0 | -5,800,000 | 0.00% | -$5.77M |
| VW CR INC | 5,800,000 | 0 | -5,800,000 | 0.00% | -$5.77M |
| INTERNATIONAL FLAVS and FRAG INC CP 0% 12/16/2025 | 5,600,000 | 0 | -5,600,000 | 0.00% | -$5.59M |
| KEURIG DR PEPPER INC CP 0% 12/03/2025 | 5,500,000 | 0 | -5,500,000 | 0.00% | -$5.50M |
| CCCIT 2018-A7 A7 | 5,400,000 | 0 | -5,400,000 | 0.00% | -$5.42M |
| HCA INC DISC COML PAPER 01/26 ZCP | 5,441,000 | 0 | -5,441,000 | 0.00% | -$5.41M |
| AES Corp. (The) | 5,400,000 | 0 | -5,400,000 | 0.00% | -$5.40M |
| KEURIG DR PEPPER INC CP 0% 12/09/2025 | 5,225,000 | 0 | -5,225,000 | 0.00% | -$5.22M |
| JPMORGAN CHASE | 5,245,000 | 0 | -5,245,000 | 0.00% | -$5.22M |
| FN MA5673 | 5,120,227 | 0 | -5,120,227 | 0.00% | -$5.19M |
| FNMA POOL DC3245 FN 09/54 FIXED 5.5 | 4,911,794 | 0 | -4,911,794 | 0.00% | -$4.98M |
| FN MA5683 | 4,909,362 | 0 | -4,909,362 | 0.00% | -$4.97M |
| MAGNETITE XXIII LTD AR TSFR3M+139.161 01/25/2035 144A | 4,904,000 | 0 | -4,904,000 | 0.00% | -$4.91M |
| HCA INC CP 0% 12/03/2025 | 4,900,000 | 0 | -4,900,000 | 0.00% | -$4.90M |
| CCCIT 2025-A2 A | 4,600,000 | 0 | -4,600,000 | 0.00% | -$4.71M |
| CANADIAN NATL RESOURCES LTD YCP 0% 12/18/2025 | 4,600,000 | 0 | -4,600,000 | 0.00% | -$4.59M |
| Freddie Mac Pool | 4,458,174 | 0 | -4,458,174 | 0.00% | -$4.56M |
| FN MA5531 | 4,505,685 | 0 | -4,505,685 | 0.00% | -$4.56M |
| ATHENE GLOBAL FU | 4,805,000 | 0 | -4,805,000 | 0.00% | -$4.55M |
| FR SD8258 | 4,494,070 | 0 | -4,494,070 | 0.00% | -$4.52M |
| PLANET FITNESS MASTER ISSUER LLC 18-1A 3.251% 12/05/2051 144A | 4,521,990 | 0 | -4,521,990 | 0.00% | -$4.45M |
| Uniform Mortgage-Backed Securities | 4,403,256 | 0 | -4,403,256 | 0.00% | -$4.34M |
| C V3.875 PERP X | 4,320,000 | 0 | -4,320,000 | 0.00% | -$4.30M |
| BROADCOM INC | 4,255,000 | 0 | -4,255,000 | 0.00% | -$4.23M |
| LHOME Mortgage Trust, Series 2025-RTL3, Class A1 | 4,200,000 | 0 | -4,200,000 | 0.00% | -$4.22M |
| Henley CLO VII Designated Activity Company | 3,570,533 | 0 | -3,570,533 | 0.00% | -$4.14M |
| ALIMENTATION COUCHE-TARD INC YCP 0% 01/01/2026 | 4,100,000 | 0 | -4,100,000 | 0.00% | -$4.07M |
| BROADCOM INC | 4,046,000 | 0 | -4,046,000 | 0.00% | -$4.07M |
| FR RR0009 | 4,017,242 | 0 | -4,017,242 | 0.00% | -$4.06M |
| COMM MORTGAGE TRUST COMM 2016 787S A 144A | 4,035,000 | 0 | -4,035,000 | 0.00% | -$4.00M |
| UMBS | 4,656,422 | 0 | -4,656,422 | 0.00% | -$3.98M |
| GS MTG SECS TR 2011-GC5 5.209% 08/10/2044 144A | 3,994,582 | 0 | -3,994,582 | 0.00% | -$3.95M |
| PHILIP MORRIS IN | 3,925,000 | 0 | -3,925,000 | 0.00% | -$3.91M |
| CONAGRA BRANDS INC CP 0% 12/02/2025 | 3,900,000 | 0 | -3,900,000 | 0.00% | -$3.90M |
| US TREASURY N/B | 3,946,200 | 0 | -3,946,200 | 0.00% | -$3.90M |
| ONE 2021-PARK MORTGAGE TRUST TSFR1M+161.448 03/15/2036 144A | 4,133,000 | 0 | -4,133,000 | 0.00% | -$3.89M |
| FirstKey Homes Trust, Series 2022-SFR2, Class F1 | 4,000,000 | 0 | -4,000,000 | 0.00% | -$3.89M |
| FR SD8214 | 4,177,819 | 0 | -4,177,819 | 0.00% | -$3.88M |
| US TREASURY N/B | 3,840,000 | 0 | -3,840,000 | 0.00% | -$3.85M |
| SAPPHIRE AVIATION FINANCE 3.228% 03/15/2040 144A | 3,755,082 | 0 | -3,755,082 | 0.00% | -$3.64M |
| FNMA 30YR 5.5% 09/01/2055#DF0374 | 3,480,714 | 0 | -3,480,714 | 0.00% | -$3.53M |
| BAT CAPITAL CORP | 3,350,000 | 0 | -3,350,000 | 0.00% | -$3.50M |
| AMETEK INC NEW CP 0% 12/16/2025 | 3,500,000 | 0 | -3,500,000 | 0.00% | -$3.49M |
| US TREASURY N/B | 3,320,000 | 0 | -3,320,000 | 0.00% | -$3.48M |
| HCA INC CP 0% 12/11/2025 | 3,400,000 | 0 | -3,400,000 | 0.00% | -$3.39M |
| CPN 5 02/01/31 144A | 3,365,000 | 0 | -3,365,000 | 0.00% | -$3.37M |
| UNITED GROUP BV 5.25% 02/01/2030 144A | 2,900,000 | 0 | -2,900,000 | 0.00% | -$3.35M |
| AR 7.625 02/01/29 144A | 3,251,000 | 0 | -3,251,000 | 0.00% | -$3.30M |
| Uniform Mortgage-Backed Securities | 3,823,743 | 0 | -3,823,743 | 0.00% | -$3.27M |
| JAPAN GOVT 5-YR | 507,500,000 | 0 | -507,500,000 | 0.00% | -$3.25M |
| AUTONATION INC DEL CP 0% 12/08/2025 | 3,200,000 | 0 | -3,200,000 | 0.00% | -$3.20M |
| NRG ENERGY INC 2% 12/02/2025 144A | 3,120,000 | 0 | -3,120,000 | 0.00% | -$3.12M |
| DIAGEO INV CORP | 2,915,000 | 0 | -2,915,000 | 0.00% | -$3.11M |
| FNMA 15YR 5% 11/01/2040#MA5886 | 3,030,536 | 0 | -3,030,536 | 0.00% | -$3.07M |
| AMRIZE FINANCE | 3,000,000 | 0 | -3,000,000 | 0.00% | -$3.04M |
| TRALEE CLO VI LTD SER 2019-6A CL A1RR V/R REGD 144A P/P 5.07798000 | 3,017,128 | 0 | -3,017,128 | 0.00% | -$3.02M |
| AES CORP CP 0% 12/17/2025 | 3,000,000 | 0 | -3,000,000 | 0.00% | -$2.99M |
| G2SF 6.5 1/24 | 2,888,000 | 0 | -2,888,000 | 0.00% | -$2.97M |
| FR SD8533 | 2,922,001 | 0 | -2,922,001 | 0.00% | -$2.96M |
| US TREASURY N/B | 2,800,000 | 0 | -2,800,000 | 0.00% | -$2.90M |
| GNII II 4.5% 03/20/2055#MB0257 | 2,955,911 | 0 | -2,955,911 | 0.00% | -$2.89M |
| JAPAN GOVT 20-YR | 510,000,000 | 0 | -510,000,000 | 0.00% | -$2.88M |
| FN MA5614 | 2,823,599 | 0 | -2,823,599 | 0.00% | -$2.86M |
| AG TRUST AG 2024 NLP A 144A | 2,850,994 | 0 | -2,850,994 | 0.00% | -$2.86M |
| JAPAN GOVT 30-YR | 534,250,000 | 0 | -534,250,000 | 0.00% | -$2.77M |
| FN MA5700 | 2,733,299 | 0 | -2,733,299 | 0.00% | -$2.77M |
| SBA TOWER TRUST | 2,753,000 | 0 | -2,753,000 | 0.00% | -$2.74M |
| FHMS K054 A2 | 2,710,511 | 0 | -2,710,511 | 0.00% | -$2.70M |
| VERISK ANALYTICS | 2,657,000 | 0 | -2,657,000 | 0.00% | -$2.70M |
| Uniform Mortgage-Backed Security, TBA | 2,686,000 | 0 | -2,686,000 | 0.00% | -$2.69M |
| MORGAN STANLEY | 2,700,000 | 0 | -2,700,000 | 0.00% | -$2.68M |
| EDISON INTL DISCOUNT__________ COMMERCIAL PAPER 0.00000000 | 2,683,000 | 0 | -2,683,000 | 0.00% | -$2.67M |
| VERIZON COMM INC | 2,589,000 | 0 | -2,589,000 | 0.00% | -$2.65M |
| SYNCHRONY FINANC | 2,546,000 | 0 | -2,546,000 | 0.00% | -$2.64M |
| CyrusOne Data Centers Issuer I LLC, Series 2025-1A, Class A2 | 2,590,000 | 0 | -2,590,000 | 0.00% | -$2.64M |
| BANK OF AMER CRP | 2,579,000 | 0 | -2,579,000 | 0.00% | -$2.61M |
| Wells Fargo Commercial Mortgage Trust 2024-MGP | 2,573,846 | 0 | -2,573,846 | 0.00% | -$2.57M |
| Uniform Mortgage-Backed Security, TBA | 2,835,000 | 0 | -2,835,000 | 0.00% | -$2.56M |
| UMBS, 30 Year | 2,508,471 | 0 | -2,508,471 | 0.00% | -$2.54M |
| Vistra Operations Co. LLC | 2,277,000 | 0 | -2,277,000 | 0.00% | -$2.54M |
| DUKE ENERGY PROG | 2,467,000 | 0 | -2,467,000 | 0.00% | -$2.53M |
| CIGNA GROUP/THE | 2,521,000 | 0 | -2,521,000 | 0.00% | -$2.52M |
| JAPAN GOVERNMENT OF 0.2% 03/01/2026 | 378,350,000 | 0 | -378,350,000 | 0.00% | -$2.42M |
| FHLG 30YR 3% 04/01/2052#SD5278 | 2,620,581 | 0 | -2,620,581 | 0.00% | -$2.36M |
| TESLA AUTO LEASE TRUST TESLA 2023 B A4 144A | 2,321,828 | 0 | -2,321,828 | 0.00% | -$2.32M |
| AFFRM 2024-A 1A 144A 5.61% 02-15-29 | 2,300,000 | 0 | -2,300,000 | 0.00% | -$2.31M |
| UNITED GROUP BV 3.625% 02/15/2028 REGS | 2,000,000 | 0 | -2,000,000 | 0.00% | -$2.30M |
| G2 MA7826 | 2,729,786 | 0 | -2,729,786 | 0.00% | -$2.28M |
| EQT CORP | 2,135,000 | 0 | -2,135,000 | 0.00% | -$2.25M |
| FN MA5735 | 2,207,135 | 0 | -2,207,135 | 0.00% | -$2.24M |
| Uniform Mortgage-Backed Security, TBA | 2,357,000 | 0 | -2,357,000 | 0.00% | -$2.23M |
| FN MA4867 | 2,260,240 | 0 | -2,260,240 | 0.00% | -$2.22M |
| ABBVIE INC | 2,200,000 | 0 | -2,200,000 | 0.00% | -$2.19M |
| FMC CORP | 2,390,000 | 0 | -2,390,000 | 0.00% | -$2.19M |
| ONE 2021-PARK MORTGAGE TRUST TSFR1M+186.448 03/15/2036 144A | 2,326,000 | 0 | -2,326,000 | 0.00% | -$2.17M |
| DRYDEN 59 EURO CLO 2017 DAC A 3MEUR+75 05/15/2032 144A | 1,842,770 | 0 | -1,842,770 | 0.00% | -$2.13M |
| JAPAN GOVT 30-YR | 396,400,000 | 0 | -396,400,000 | 0.00% | -$2.10M |
| CONAGRA BRANDS INC CP 0% 12/17/2025 | 2,100,000 | 0 | -2,100,000 | 0.00% | -$2.10M |
| JBS HLD/FOOD/GRP | 2,040,000 | 0 | -2,040,000 | 0.00% | -$2.09M |
| JAPAN GOVT 30-YR | 410,000,000 | 0 | -410,000,000 | 0.00% | -$2.09M |
| FN CC0715 | 2,022,900 | 0 | -2,022,900 | 0.00% | -$2.05M |
| T-MOBILE USA INC | 1,945,000 | 0 | -1,945,000 | 0.00% | -$2.01M |
| INTERNATIONAL FLAVS and FRAG INC CP 0% 12/05/2025 | 2,000,000 | 0 | -2,000,000 | 0.00% | -$2.00M |
| CDX IG44 5Y ICE SWAP 06/20/2030 | 226,800,000 | 0 | -226,800,000 | 0.00% | -$1.99M |
| FR SD8524 | 1,953,835 | 0 | -1,953,835 | 0.00% | -$1.98M |
| US TREASURY N/B | 1,930,000 | 0 | -1,930,000 | 0.00% | -$1.97M |
| EDISON INTERNATIONAL CP 0% 12/01/2025 | 1,917,000 | 0 | -1,917,000 | 0.00% | -$1.92M |
| JONES LANG LASALLE FIN YCP 0 12/02/2025 | 1,900,000 | 0 | -1,900,000 | 0.00% | -$1.90M |
| SPGN 2022 TFLM MORTGAGE TRUST | 1,890,000 | 0 | -1,890,000 | 0.00% | -$1.89M |
| FHLMC REMI 30YR 5.5% 04/01/2055#RJ4005 | 1,853,212 | 0 | -1,853,212 | 0.00% | -$1.88M |
| US BANCORP | 1,750,000 | 0 | -1,750,000 | 0.00% | -$1.88M |
| VICI PROPERTIES / NOTE REGD 144A P/P 4.62500000 | 1,833,000 | 0 | -1,833,000 | 0.00% | -$1.82M |
| FNMA 30YR 6% 12/01/2054#MA5554 | 1,760,423 | 0 | -1,760,423 | 0.00% | -$1.80M |
| SOUTHERN CAL ED | 1,800,000 | 0 | -1,800,000 | 0.00% | -$1.79M |
| VIRGIN MEDIA VFN | 1,385,000 | 0 | -1,385,000 | 0.00% | -$1.78M |
| UNITEDHEALTH GRP | 1,680,000 | 0 | -1,680,000 | 0.00% | -$1.76M |
| BELLEMEADE RE LTD SOFR30A+215 08/25/2034 144A | 1,713,686 | 0 | -1,713,686 | 0.00% | -$1.72M |
| United Airlines Pass Through Certificates, Series 2015-1 | 1,715,000 | 0 | -1,715,000 | 0.00% | -$1.71M |
| OPEN TR 2023-AIR TSFR1M+383.799 10/15/2028 144A | 1,701,088 | 0 | -1,701,088 | 0.00% | -$1.70M |
| UMBS, 30 Year | 1,676,254 | 0 | -1,676,254 | 0.00% | -$1.70M |
| BERRY GLOBAL INC | 1,675,000 | 0 | -1,675,000 | 0.00% | -$1.67M |
| FNMA 30YR 4.5% 12/01/2048#BM5106 | 1,666,837 | 0 | -1,666,837 | 0.00% | -$1.67M |
| FR SD8227 | 1,727,427 | 0 | -1,727,427 | 0.00% | -$1.66M |
| MAGNETITE XXV LTD SER 2020-25A CL A V/R REGD 144A P/P 5.31959000 | 1,655,323 | 0 | -1,655,323 | 0.00% | -$1.66M |
| NTT FINANCE | 1,600,000 | 0 | -1,600,000 | 0.00% | -$1.65M |
| CANADIAN NATL RESOURCES LTD YCP 0 12/01/2025 | 1,632,000 | 0 | -1,632,000 | 0.00% | -$1.63M |
| FirstKey Homes Trust, Series 2022-SFR2, Class G | 1,700,000 | 0 | -1,700,000 | 0.00% | -$1.63M |
| CHENIERE CORP CH | 1,664,000 | 0 | -1,664,000 | 0.00% | -$1.63M |
| MCDONALD'S CORP | 1,575,000 | 0 | -1,575,000 | 0.00% | -$1.61M |
| LEVEL 3 FINANCING INC SECURED 144A 04/30 4.5 | 1,725,000 | 0 | -1,725,000 | 0.00% | -$1.59M |
| SOUTHERN CALIFORNIA EDISON CO CP 0% 12/08/2025 | 1,584,000 | 0 | -1,584,000 | 0.00% | -$1.58M |
| T/L LUMEN TECHNOLOGIES INC REGD ZCP TERM LOAN 0.00000000 | 1,591,865 | 0 | -1,591,865 | 0.00% | -$1.58M |
| JPMORGAN CHASE | 1,525,000 | 0 | -1,525,000 | 0.00% | -$1.55M |
| Homeward Opportunities Fund I Trust 2020-2 | 1,545,000 | 0 | -1,545,000 | 0.00% | -$1.54M |
| SYNCHRONY FINANCIAL SUBORDINATED 02/33 7.25 | 1,412,000 | 0 | -1,412,000 | 0.00% | -$1.51M |
| CANADIAN NATL RESOURCES LTD YCP 0% 12/22/2025 | 1,500,000 | 0 | -1,500,000 | 0.00% | -$1.50M |
| GOLDMAN SACHS GP | 1,476,000 | 0 | -1,476,000 | 0.00% | -$1.49M |
| Federal National Mortgage Association, Inc. | 1,720,942 | 0 | -1,720,942 | 0.00% | -$1.48M |
| Freddie Mac Pool | 1,708,399 | 0 | -1,708,399 | 0.00% | -$1.47M |
| WELLS FARGO COML MORTAGE TR 2024-MGP TSFR1M+199.073 08/15/2041 144A | 1,478,214 | 0 | -1,478,214 | 0.00% | -$1.47M |
| FR SD8207 | 1,585,411 | 0 | -1,585,411 | 0.00% | -$1.47M |
| G2 MA7704 | 1,752,495 | 0 | -1,752,495 | 0.00% | -$1.46M |
| TIAA CLO LTD TIA 2018 1A A1AR 144A | 1,456,642 | 0 | -1,456,642 | 0.00% | -$1.46M |
| SOUTH AFRICA REPUBLIC OF 10% 03/31/2033 | 22,669,000 | 0 | -22,669,000 | 0.00% | -$1.45M |
| WSFIN 4.9 05/01/30 144A | 1,411,000 | 0 | -1,411,000 | 0.00% | -$1.45M |
| FN FA2096 | 1,399,147 | 0 | -1,399,147 | 0.00% | -$1.42M |
| HCA INC DISC COML PAPER 01/26 ZCP | 1,400,000 | 0 | -1,400,000 | 0.00% | -$1.39M |
| BACARDI MARTINI DISC 01/29/26 0.00000000 | 1,400,000 | 0 | -1,400,000 | 0.00% | -$1.39M |
| JPMORGAN CHASE | 1,350,000 | 0 | -1,350,000 | 0.00% | -$1.39M |
| NYS TWY PIT(NY STATE PIT) 5% 3/15/53 | 1,340,000 | 0 | -1,340,000 | 0.00% | -$1.38M |
| HUNTINGTON NATL BK COLUMBUS OH 5.65% 01/10/2030 | 1,305,000 | 0 | -1,305,000 | 0.00% | -$1.37M |
| Post Holdings Inc | 1,365,000 | 0 | -1,365,000 | 0.00% | -$1.37M |
| JBS USA/FOOD/GRP | 1,275,000 | 0 | -1,275,000 | 0.00% | -$1.35M |
| New York (City of), NY Transitional Finance Authority, Series 2019 A-5, Ref. RB | 1,485,000 | 0 | -1,485,000 | 0.00% | -$1.33M |
| FMCN 9.375 03/01/29 144A | 1,235,000 | 0 | -1,235,000 | 0.00% | -$1.30M |
| MORGAN STANLEY | 1,317,000 | 0 | -1,317,000 | 0.00% | -$1.30M |
| SYNCHRONY FINANC | 1,283,000 | 0 | -1,283,000 | 0.00% | -$1.30M |
| BACARDI MARTINI BV YCP 0% 12/31/2025 | 1,300,000 | 0 | -1,300,000 | 0.00% | -$1.29M |
| ALTICE FING SA 5.75% 08/15/2029 144A | 1,939,000 | 0 | -1,939,000 | 0.00% | -$1.29M |
| Republic of Colombia | 1,146,000 | 0 | -1,146,000 | 0.00% | -$1.29M |
| BX TRUST 2023-DELC TSFR1M+269 06/15/2038 144A | 1,250,000 | 0 | -1,250,000 | 0.00% | -$1.25M |
| CHAIT 2024-A2 A | 1,200,000 | 0 | -1,200,000 | 0.00% | -$1.23M |
| FIRSTENERGY CORP | 1,296,000 | 0 | -1,296,000 | 0.00% | -$1.20M |
| GREENKO DUTCH BV REG S SR SEC 1ST LIEN SF 3.85% 03-29-26 | 1,211,000 | 0 | -1,211,000 | 0.00% | -$1.20M |
| VERISK ANALYTICS | 1,182,000 | 0 | -1,182,000 | 0.00% | -$1.19M |
| CPN 4.625 02/01/29 144A | 1,200,000 | 0 | -1,200,000 | 0.00% | -$1.19M |
| FNMA 30YR 4% 02/01/2049#CA3084 | 1,229,601 | 0 | -1,229,601 | 0.00% | -$1.19M |
| SOUTH AFRICA REPUBLIC OF 8.5% 01/31/2037 | 20,925,000 | 0 | -20,925,000 | 0.00% | -$1.18M |
| FIRSTENERGY TRAN | 1,176,000 | 0 | -1,176,000 | 0.00% | -$1.18M |
| Freddie Mac Pool | 1,162,270 | 0 | -1,162,270 | 0.00% | -$1.18M |
| JPMORGAN CHASE | 1,161,000 | 0 | -1,161,000 | 0.00% | -$1.18M |
| APIDOS CLO XXXVI B TSFR3M+186.161 07/20/2034 144A | 1,160,000 | 0 | -1,160,000 | 0.00% | -$1.16M |
| ENERGY TRANS | 1,170,000 | 0 | -1,170,000 | 0.00% | -$1.13M |
| Republic of Peru | 3,550,000 | 0 | -3,550,000 | 0.00% | -$1.13M |
| FHLG 30YR 2.5% 10/01/2051#QC9148 | 1,303,390 | 0 | -1,303,390 | 0.00% | -$1.13M |
| STORE CAPITA | 1,091,000 | 0 | -1,091,000 | 0.00% | -$1.11M |
| ALIMENTATION COUCHE-TARD INC YCP 0% 12/02/2025 | 1,100,000 | 0 | -1,100,000 | 0.00% | -$1.10M |
| INTERCONTINENTAL EXCHANGE INC CP 0% 12/02/2025 | 1,100,000 | 0 | -1,100,000 | 0.00% | -$1.10M |
| FR SB1497 | 1,081,703 | 0 | -1,081,703 | 0.00% | -$1.09M |
| BX Commercial Mortgage Trust, Series 2022-CSMO, Class B | 1,081,800 | 0 | -1,081,800 | 0.00% | -$1.09M |
| FNMA 30YR 5% 02/01/2049#BM5577 | 1,062,980 | 0 | -1,062,980 | 0.00% | -$1.09M |
| Uniform Mortgage-Backed Security, TBA | 1,125,000 | 0 | -1,125,000 | 0.00% | -$1.08M |
| BANCO SANTANDER | 1,000,000 | 0 | -1,000,000 | 0.00% | -$1.08M |
| FHLM 30YR 5% 08/01/2053#RA9615 | 1,035,502 | 0 | -1,035,502 | 0.00% | -$1.04M |
| FOUNDRY JV HOLDC | 966,000 | 0 | -966,000 | 0.00% | -$1.02M |
| VERISURE TERM B 1LN 11/3/2032 | 875,000 | 0 | -875,000 | 0.00% | -$1.02M |
| LAMAR TX ISD(PSF) 5% 2/15/58 | 980,000 | 0 | -980,000 | 0.00% | -$1.01M |
| FNMA 30YR 5.5% 07/01/2055#DD9902 | 998,985 | 0 | -998,985 | 0.00% | -$1.01M |
| VIRGINIA EL&PWR | 930,000 | 0 | -930,000 | 0.00% | -$1.01M |
| T-MOBILE USA INC | 971,000 | 0 | -971,000 | 0.00% | -$1.01M |
| JBS HLD/FOOD/GRP | 994,000 | 0 | -994,000 | 0.00% | -$1.01M |
| 522 Funding CLO Ltd., Series 2019-5A, Class AR | 1,000,000 | 0 | -1,000,000 | 0.00% | -$1.00M |
| FR RQ0056 | 987,871 | 0 | -987,871 | 0.00% | -$1.00M |
| RR15 LTD / RR15 LLC A2 TSFR3M+171.161 04/15/2036 144A | 1,000,000 | 0 | -1,000,000 | 0.00% | -$999.99K |
| HARLEY DAVIDSON FINL SVCS INC CP 0 12/02/2025 | 1,000,000 | 0 | -1,000,000 | 0.00% | -$999.54K |
| BACARDI MARTINI BV YCP 0% 12/11/2025 | 1,000,000 | 0 | -1,000,000 | 0.00% | -$998.44K |
| NAVESINK CLO, LIMITED NAVS 2024 2A A1 144A | 1,000,000 | 0 | -1,000,000 | 0.00% | -$997.43K |
| INTESA SANPAOLO SPA REGD 144A P/P 7.20000000 | 865,000 | 0 | -865,000 | 0.00% | -$992.13K |
| AMAZON.COM INC | 985,000 | 0 | -985,000 | 0.00% | -$989.61K |
| Albertsons Cos Inc / Safeway Inc / New Albertsons LP / Albertsons LLC | 990,000 | 0 | -990,000 | 0.00% | -$989.26K |
| SPGN 2022-TFLM MORTGAGE TRUST SER 2022-TFLM CL C V/R REGD 144A P/P 6.33019000 | 983,000 | 0 | -983,000 | 0.00% | -$984.97K |
Top 300 of 684, by weight.
| Security | Shares Nov 2025 | Shares Feb 2026 | Δ shares | End % | Δ value |
|---|---|---|---|---|---|
| PIMCO-MRT OP-INS | 219,104,451 | 222,204,596 | 3,100,144 | 4.36% | $42.60M |
| Voya Intermediate Bond I | 164,858,364 | 166,793,994 | 1,935,629 | 3.08% | $23.92M |
| American Funds Bond Fund of Amer F2 | 127,234,399 | 128,600,134 | 1,365,734 | 3.07% | $23.44M |
| DoubleLine Total Return Bond N | 149,156,649 | 150,819,741 | 1,663,092 | 2.81% | $25.46M |
| PIMCO Income Instl | 112,820,507 | 114,521,809 | 1,701,302 | 2.63% | $30.17M |
| Baird Aggregate Bond Inst | 115,377,851 | 116,707,739 | 1,329,889 | 2.43% | $17.99M |
| Baird Core Plus Bond Inst | 108,244,875 | 109,494,502 | 1,249,627 | 2.36% | $18.43M |
| JHancock Bond R6 | 58,041,198 | 58,793,603 | 752,405 | 1.69% | $14.51M |
| JPMorgan Core Bond R6 | 69,516,423 | 70,237,635 | 721,213 | 1.54% | $13.20M |
| State Street Navigator Securities Lending Portfolio II | 359,753,417 | 470,926,102 | 111,172,685 | 0.97% | $111.17M |
| Hartford Total Return Bond I | 43,064,088 | 43,656,313 | 592,225 | 0.84% | $5.92M |
| FIDELITY US BOND INDEX FUNDFIDELITY ADV | 2,966,577 | 37,376,184 | 34,409,607 | 0.83% | $368.05M |
| NYLI MacKay U.S. Infrastructure Bd Cl A | 47,615,858 | 48,141,080 | 525,222 | 0.77% | $7.41M |
| TCW Emerging Markets Income N | 36,043,181 | 36,685,380 | 642,199 | 0.69% | $12.00M |
| T. Rowe Price Emerging Markets Bond I | 30,411,097 | 30,884,440 | 473,343 | 0.64% | $9.28M |
| US TREASURY N/B | 193,100,000 | 197,000,000 | 3,900,000 | 0.40% | $4.99M |
| US TREASURY N/B | 118,880,000 | 140,720,000 | 21,840,000 | 0.25% | $19.92M |
| US TREASURY N/B | 43,483,000 | 107,530,000 | 64,047,000 | 0.22% | $64.50M |
| RPLDCI 6.581 05/30/49 144A | 82,428,000 | 83,420,000 | 992,000 | 0.18% | -$270.38K |
| US TREASURY N/B | 96,651,000 | 101,636,000 | 4,985,000 | 0.18% | $4.69M |
| US TREASURY N/B | 64,460,000 | 86,150,000 | 21,690,000 | 0.17% | $21.58M |
| US TREASURY N/B | 74,541,000 | 76,741,000 | 2,200,000 | 0.16% | $2.60M |
| US TREASURY N/B | 34,838,200 | 82,588,200 | 47,750,000 | 0.15% | $42.86M |
| US TREASURY N/B | 72,020,000 | 76,870,000 | 4,850,000 | 0.15% | $5.15M |
| US TREASURY N/B | 5,985,000 | 72,155,000 | 66,170,000 | 0.15% | $65.14M |
| US TREASURY N/B | 59,100,000 | 67,720,000 | 8,620,000 | 0.14% | $9.10M |
| US TREASURY N/B | 13,970,000 | 64,030,000 | 50,060,000 | 0.13% | $50.49M |
| US TREASURY N/B | 59,511,000 | 61,741,000 | 2,230,000 | 0.13% | $2.57M |
| US TREASURY N/B | 51,799,100 | 55,569,100 | 3,770,000 | 0.11% | $3.98M |
| US TREASURY N/B | 31,605,000 | 53,755,000 | 22,150,000 | 0.11% | $21.29M |
| BANK OF AMER CRP | 48,499,000 | 48,699,000 | 200,000 | 0.10% | $90.61K |
| US TREASURY N/B | 34,730,000 | 42,670,000 | 7,940,000 | 0.09% | $8.28M |
| US TREASURY N/B | 38,500,000 | 42,370,000 | 3,870,000 | 0.09% | $4.16M |
| US TREASURY N/B | 50,935,000 | 66,885,000 | 15,950,000 | 0.08% | $10.10M |
| MONEY MARKET FUND | 30,095,270 | 34,366,447 | 4,271,177 | 0.07% | $4.27M |
| US TREASURY N/B | 39,368,000 | 47,468,000 | 8,100,000 | 0.07% | $6.22M |
| US TREASURY N/B | 7,769,300 | 44,317,300 | 36,548,000 | 0.07% | $27.84M |
| US TREASURY N/B | 31,338,000 | 32,728,000 | 1,390,000 | 0.07% | $1.56M |
| HSBC HOLDINGS | 24,300,000 | 24,500,000 | 200,000 | 0.05% | $147.62K |
| US TREASURY N/B | 22,081,000 | 32,681,000 | 10,600,000 | 0.05% | $8.28M |
| G2 MB0025 | 19,563,423 | 23,792,831 | 4,229,408 | 0.05% | $4.33M |
| US TREASURY N/B | 28,295,400 | 32,695,400 | 4,400,000 | 0.05% | $3.35M |
| WELLS FARGO CO | 21,880,000 | 22,132,000 | 252,000 | 0.05% | $238.21K |
| WELLS FARGO CO | 3,439,000 | 20,169,000 | 16,730,000 | 0.04% | $15.76M |
| US TREASURY N/B | 353,000 | 19,216,000 | 18,863,000 | 0.04% | $17.50M |
| FR SD8106 | 11,974,160 | 20,686,490 | 8,712,330 | 0.04% | $7.48M |
| WELLS FARGO CO | 15,500,000 | 15,730,000 | 230,000 | 0.03% | $223.53K |
| G2 MA7936 | 6,216,176 | 17,290,846 | 11,074,669 | 0.03% | $9.86M |
| US TREASURY N/B | 10,330,000 | 14,560,000 | 4,230,000 | 0.03% | $4.39M |
| FN MA4709 | 11,178,247 | 14,529,908 | 3,351,660 | 0.03% | $3.47M |
| U.S. Treasury STRIPS Coupon | 29,505,000 | 31,235,000 | 1,730,000 | 0.03% | $1.17M |
| BX Trust, Series 2025-ROIC, Class A | 13,625,857 | 14,392,327 | 766,470 | 0.03% | $774.03K |
| US TREASURY N/B | 8,947,700 | 13,871,700 | 4,924,000 | 0.03% | $4.72M |
| FN MA4564 | 10,862,106 | 14,282,023 | 3,419,917 | 0.03% | $3.25M |
| FN MA4513 | 11,705,541 | 12,994,541 | 1,289,000 | 0.02% | $1.33M |
| ANHEUSER-BUSCH | 11,348,000 | 11,575,000 | 227,000 | 0.02% | $265.11K |
| G2 MA7988 | 8,745,186 | 12,525,095 | 3,779,909 | 0.02% | $3.60M |
| BOEING CO | 4,430,000 | 10,838,000 | 6,408,000 | 0.02% | $6.66M |
| CENTENE CORP | 10,362,000 | 11,062,000 | 700,000 | 0.02% | $776.82K |
| G2 MA7880 | 9,236,820 | 12,690,038 | 3,453,218 | 0.02% | $3.05M |
| WELLS FARGO CO | 8,090,000 | 8,980,000 | 890,000 | 0.02% | $918.05K |
| ABBVIE INC | 8,538,000 | 8,968,000 | 430,000 | 0.02% | $392.64K |
| Medline Borrower, L.P. | 5,202,000 | 8,202,000 | 3,000,000 | 0.02% | $3.02M |
| US TREASURY N/B | 3,420,100 | 7,840,000 | 4,419,900 | 0.02% | $4.46M |
| TARGA RESOURCES | 3,386,000 | 7,466,000 | 4,080,000 | 0.02% | $4.13M |
| BX TRUST | 7,343,801 | 7,448,065 | 104,264 | 0.02% | $113.58K |
| MORGAN STANLEY | 3,075,000 | 7,387,000 | 4,312,000 | 0.02% | $4.34M |
| FHMS K547 A2 | 3,000,000 | 7,200,000 | 4,200,000 | 0.02% | $4.32M |
| FISERV INC | 7,395,000 | 7,580,000 | 185,000 | 0.02% | $208.17K |
| SYNOPSYS INC | 7,000,000 | 7,150,000 | 150,000 | 0.02% | $170.38K |
| FR SD8189 | 4,115,182 | 8,335,897 | 4,220,714 | 0.02% | $3.74M |
| FAIRFAX FINL HLD | 6,600,000 | 6,757,000 | 157,000 | 0.01% | $178.33K |
| FREDDIE MAC POOL UMBS P#SD7570 6.00000000 | 3,352,560 | 6,739,898 | 3,387,339 | 0.01% | $3.56M |
| JPMORGAN CHASE | 4,314,000 | 6,577,000 | 2,263,000 | 0.01% | $2.37M |
| US TREASURY N/B | 5,875,200 | 10,280,200 | 4,405,000 | 0.01% | $3.01M |
| PHILIP MORRIS IN | 6,284,000 | 6,384,000 | 100,000 | 0.01% | $121.17K |
| CHARTER COMM OPT | 5,679,000 | 6,266,000 | 587,000 | 0.01% | $674.77K |
| FNMA 30YR 3.5% 02/01/2052# | 5,468,062 | 7,053,368 | 1,585,306 | 0.01% | $1.58M |
| META PLATFORMS | 5,450,000 | 6,755,000 | 1,305,000 | 0.01% | $1.18M |
| U.S. Treasury STRIPS Coupon | 14,845,000 | 15,200,000 | 355,000 | 0.01% | $322.21K |
| EXPAND ENRGY | 5,484,000 | 6,289,000 | 805,000 | 0.01% | $855.09K |
| NATWEST GROUP | 5,999,000 | 6,312,000 | 313,000 | 0.01% | $334.62K |
| BANK OF AMER CRP | 7,608,000 | 8,213,000 | 605,000 | 0.01% | $380.50K |
| ATHENE GLOBAL FU | 4,996,000 | 5,920,000 | 924,000 | 0.01% | $914.12K |
| VOYG 5/07/2026 JPM 0bps + OBFR ETRS | 17,972,014 | 42,756,027 | 24,784,013 | 0.01% | $6.23M |
| TCO Commercial Mortgage Trust, Series 2024-DPM, Class A | 5,360,000 | 5,942,000 | 582,000 | 0.01% | $589.44K |
| OCTAGON INVESTMENT PARTNERS 40 LTD OCT40 2019-1A BRR | 4,800,000 | 5,850,000 | 1,050,000 | 0.01% | $1.07M |
| ALA Trust 2025-OANA | 5,215,000 | 5,703,000 | 488,000 | 0.01% | $497.08K |
| ALLY V5.548 07/31/33 | 5,500,000 | 5,612,000 | 112,000 | 0.01% | $123.57K |
| G2 MA7473 | 5,422,338 | 5,940,338 | 518,000 | 0.01% | $557.39K |
| HCA INC | 5,049,000 | 5,149,000 | 100,000 | 0.01% | $99.07K |
| Restaurant Brands International Limited Partnership | 5,425,000 | 5,525,000 | 100,000 | 0.01% | $136.28K |
| IT 3.75 10/01/30 144A | 432,000 | 5,515,000 | 5,083,000 | 0.01% | $4.69M |
| JEFFERIES GROUP | 5,530,000 | 5,636,000 | 106,000 | 0.01% | $130.09K |
| SAN DIEGO G & E | 5,375,000 | 5,475,000 | 100,000 | 0.01% | $136.15K |
| FHMS K548 A2 | 1,500,000 | 4,800,000 | 3,300,000 | 0.01% | $3.38M |
| BX Trust, Series 2025-DIME, Class A | 4,360,000 | 4,905,000 | 545,000 | 0.01% | $546.87K |
| FN MA4119 | 5,488,594 | 5,732,593 | 243,999 | 0.01% | $288.41K |
| BROADCOM INC | 983,000 | 5,107,000 | 4,124,000 | 0.01% | $3.86M |
| FN MA4182 | 5,350,420 | 5,620,005 | 269,585 | 0.01% | $309.24K |
| OCCIDENTAL PETE | 4,200,000 | 4,300,000 | 100,000 | 0.01% | $199.14K |
| CAPITAL ONE FINL | 3,995,000 | 4,095,000 | 100,000 | 0.01% | $95.10K |
| CaixaBank SA | 200,000 | 4,340,000 | 4,140,000 | 0.01% | $4.30M |
| FAIRFAX FINL HLD | 4,595,000 | 4,695,000 | 100,000 | 0.01% | $151.44K |
| Eaton Vance CLO Ltd., Series 2019-1A, Class AR2 | 4,210,000 | 4,460,000 | 250,000 | 0.01% | $249.64K |
| SCMS 2025-BNC1 MORTGAGE TRUST SCMS 2025-BNC1 A2 | 3,910,000 | 4,436,000 | 526,000 | 0.01% | $543.39K |
| MPLX LP | 4,150,000 | 4,250,000 | 100,000 | 0.01% | $109.33K |
| Dell Equipment Finance Trust, Series 2025-2, Class A2 | 1,700,000 | 4,200,000 | 2,500,000 | 0.01% | $2.51M |
| AMGEN INC | 3,855,000 | 3,970,000 | 115,000 | 0.01% | $119.81K |
| BAT CAPITAL CORP | 1,275,000 | 3,775,000 | 2,500,000 | 0.01% | $2.64M |
| BANK OF AMER CRP | 4,206,000 | 4,210,000 | 4,000 | 0.01% | $25.28K |
| MSCI INC | 3,677,000 | 3,775,000 | 98,000 | 0.01% | $61.65K |
| OCP CLO Ltd., Series 2025-44A, Class A | 3,520,000 | 3,770,000 | 250,000 | 0.01% | $254.74K |
| CHARTER COMM OPT | 852,000 | 3,450,000 | 2,598,000 | 0.01% | $2.76M |
| REPUBLIC OF ARGENTINA SR UNSECURED 07/30 VAR | 3,155,490 | 4,292,929 | 1,137,438 | 0.01% | $1.02M |
| VERIZON COMM INC | 3,600,000 | 3,752,000 | 152,000 | 0.01% | $173.60K |
| TARGA RESOURCES | 2,863,000 | 3,518,000 | 655,000 | 0.01% | $692.65K |
| AMGEN INC | 3,307,000 | 3,512,000 | 205,000 | 0.01% | $210.50K |
| CENTENE CORP | 3,755,000 | 4,070,000 | 315,000 | 0.01% | $294.94K |
| BANK OF AMER CRP | 3,270,000 | 3,370,000 | 100,000 | 0.01% | $105.99K |
| Carvana Co. | 1,391,000 | 3,091,000 | 1,700,000 | 0.01% | $1.83M |
| GENERAL MOTORS C | 3,190,000 | 3,301,000 | 111,000 | 0.01% | $111.27K |
| Mizuho Financial Group, Inc. | 3,000,000 | 3,232,000 | 232,000 | 0.01% | $247.94K |
| FN MA4357 | 755,783 | 3,646,998 | 2,891,216 | 0.01% | $2.65M |
| ELI LILLY & CO | 3,066,000 | 3,266,000 | 200,000 | 0.01% | $211.57K |
| CIGNA GROUP/THE | 3,050,000 | 3,160,000 | 110,000 | 0.01% | $118.18K |
| AMER ELEC PWR | 3,145,000 | 3,210,000 | 65,000 | 0.01% | $102.44K |
| MORGAN STANLEY | 2,611,000 | 2,962,000 | 351,000 | 0.01% | $358.42K |
| XAIXXX 12.5 06/30/30 | 260,000 | 2,745,000 | 2,485,000 | 0.01% | $2.85M |
| CITIGROUP INC | 2,493,000 | 3,031,000 | 538,000 | 0.01% | $540.69K |
| Rad CLO 21 Ltd., Series 2023-21A, Class A1R | 250,000 | 3,000,000 | 2,750,000 | 0.01% | $2.75M |
| ENERGY TRANSFER | 2,635,000 | 2,964,000 | 329,000 | 0.01% | $368.16K |
| BX TRUST 2022-IND TSFR1M+184.8 04/15/2024 144A | 2,788,100 | 2,788,100 | 0 | 0.01% | -$865 |
| JBS USA/FOOD/FIN | 1,976,000 | 2,606,000 | 630,000 | 0.01% | $688.87K |
| CITIGROUP INC | 2,180,000 | 2,626,000 | 446,000 | 0.01% | $447.13K |
| FHMS K543 A2 | 1,500,000 | 2,600,000 | 1,100,000 | 0.01% | $1.13M |
| Caesars Entertainment Inc | 950,000 | 2,675,000 | 1,725,000 | 0.01% | $1.72M |
| SOUTHERN CAL ED | 2,200,000 | 2,500,000 | 300,000 | 0.01% | $310.06K |
| VICTORIA TREASURY CORP OF 2% 11/20/2037 | 2,630,000 | 5,130,000 | 2,500,000 | 0.01% | $1.35M |
| ZSCALER INC | 2,700,022 | 33,833,024 | 31,133,002 | 0.01% | $1.76M |
| MPLX LP | 2,371,000 | 2,471,000 | 100,000 | 0.01% | $103.77K |
| PHILIP MORRIS IN | 2,500,000 | 2,600,000 | 100,000 | 0.00% | $115.82K |
| CVS HEALTH CORP | 2,540,000 | 2,692,000 | 152,000 | 0.00% | $165.87K |
| G2 MA7419 | 2,098,565 | 2,556,620 | 458,055 | 0.00% | $451.72K |
| GOLDMAN SACHS GP | 1,540,000 | 2,342,000 | 802,000 | 0.00% | $787.94K |
| G2 MA7418 | 2,080,752 | 2,609,621 | 528,870 | 0.00% | $496.60K |
| Freddie Mac Multifamily Structured Pass Through Certificates | 1,400,000 | 2,200,000 | 800,000 | 0.00% | $824.62K |
| ABBVIE INC | 1,675,000 | 2,143,000 | 468,000 | 0.00% | $468.60K |
| HSBC HOLDINGS | 1,811,000 | 2,078,000 | 267,000 | 0.00% | $274.17K |
| CIGNA GROUP/THE | 2,430,000 | 2,554,000 | 124,000 | 0.00% | $100.17K |
| ELEVANCE HEALTH | 1,570,000 | 2,001,000 | 431,000 | 0.00% | $436.12K |
| DIAMONDBACK ENER | 1,825,000 | 1,925,000 | 100,000 | 0.00% | $125.92K |
| CWALT ALTERNATVE LN TR 06 OC10 TSFR1M+46 11/25/2036 | 2,195,534 | 2,195,602 | 67 | 0.00% | $16.97K |
| SUMITOMO MITSUI | 1,500,000 | 1,882,000 | 382,000 | 0.00% | $407.66K |
| BANK OF AMER CRP | 1,347,000 | 1,822,000 | 475,000 | 0.00% | $492.75K |
| PETROLEOS MEXICANOS SR UNSEC 10.0% 02-07-33 | 788,000 | 1,628,000 | 840,000 | 0.00% | $997.70K |
| UNITED MEXICAN | 1,880,000 | 2,340,000 | 460,000 | 0.00% | $369.89K |
| US BANCORP | 145,000 | 1,690,000 | 1,545,000 | 0.00% | $1.64M |
| FMCN 7.25 02/15/34 144A | 1,205,000 | 1,705,000 | 500,000 | 0.00% | $541.33K |
| ALLIANT ENERGY | 1,650,000 | 1,756,000 | 106,000 | 0.00% | $106.41K |
| CSX CORP | 1,475,000 | 1,575,000 | 100,000 | 0.00% | $111.41K |
| ARGENTINA | 2,010,000 | 2,310,000 | 300,000 | 0.00% | $308.05K |
| PPL ELECTRIC UTI | 1,890,000 | 1,990,000 | 100,000 | 0.00% | $86.84K |
| CIGNA GROUP/THE | 1,499,000 | 1,800,000 | 301,000 | 0.00% | $300.27K |
| TOPBUILD CORP REGD 144A P/P 5.62500000 | 1,600,000 | 1,672,000 | 72,000 | 0.00% | $64.46K |
| AMER ELEC PWR | 65,000 | 1,650,000 | 1,585,000 | 0.00% | $1.59M |
| 1261229 BC Ltd | 1,240,000 | 1,590,000 | 350,000 | 0.00% | $362.34K |
| Freddie Mac REMICS | 1,892,077 | 1,906,303 | 14,226 | 0.00% | $60.97K |
| CON EDISON CO | 1,325,000 | 1,447,000 | 122,000 | 0.00% | $130.35K |
| ORACLE CORP | 1,356,000 | 2,243,000 | 887,000 | 0.00% | $557.15K |
| Argentine Republic Government International Bond | 1,278,134 | 1,560,936 | 282,803 | 0.00% | $356.16K |
| AMGEN INC | 1,237,000 | 1,724,000 | 487,000 | 0.00% | $428.65K |
| PHILIP MORRIS IN | 1,352,000 | 1,452,000 | 100,000 | 0.00% | $116.04K |
| WILLIAMS COS INC | 1,460,000 | 1,643,000 | 183,000 | 0.00% | $169.32K |
| MPLX LP | 1,489,000 | 1,610,000 | 121,000 | 0.00% | $125.94K |
| GNMA II | 1,382,139 | 1,387,597 | 5,458 | 0.00% | $6.67K |
| FISERV INC | 1,260,000 | 1,412,000 | 152,000 | 0.00% | $155.42K |
| MORGAN STANLEY | 1,147,000 | 1,366,000 | 219,000 | 0.00% | $227.16K |
| Venture Global LNG, Inc. | 1,143,000 | 1,344,000 | 201,000 | 0.00% | $233.87K |
| GOVERNMENT NATIONAL MORTGAGE CORPORATION | 1,475,171 | 1,645,042 | 169,871 | 0.00% | $164.21K |
| BOEING CO | 985,000 | 1,785,000 | 800,000 | 0.00% | $619.54K |
| HSBC HOLDINGS | 980,000 | 1,347,000 | 367,000 | 0.00% | $371.75K |
| FISERV INC | 1,230,000 | 1,333,000 | 103,000 | 0.00% | $107.68K |
| LLOYDS BK GR PLC | 1,125,000 | 1,337,000 | 212,000 | 0.00% | $208.11K |
| FLOURISHING TRADE + INVT LTD | 1,235,625 | 1,269,992 | 34,367 | 0.00% | $37.31K |
| AMCR 3 3/4 02/20/33 | 605,000 | 1,105,000 | 500,000 | 0.00% | $617.21K |
| BANK OF AMER CRP | 1,000,000 | 1,302,000 | 302,000 | 0.00% | $304.36K |
| PACIFIC GAS&ELEC | 305,000 | 1,505,000 | 1,200,000 | 0.00% | $1.05M |
| COMCAST CORP | 2,015,000 | 2,185,000 | 170,000 | 0.00% | $104.71K |
| GNMA II 2.939% 05/20/2071#CE5464 | 1,377,976 | 1,387,765 | 9,789 | 0.00% | $21.03K |
| SARTORIUS FINANCE BV 4.875% 09/14/2035 REGS | 800,000 | 1,000,000 | 200,000 | 0.00% | $274.26K |
| CITIGROUP INC | 1,000,000 | 1,208,000 | 208,000 | 0.00% | $211.09K |
| GNMA 30YR 3% 07/20/2071#CF0297 | 1,329,812 | 1,339,926 | 10,114 | 0.00% | $20.90K |
| PFSI 5.75 09/15/31 144A | 575,000 | 1,250,000 | 675,000 | 0.00% | $634.04K |
| GEN MOTORS FIN | 795,000 | 1,194,000 | 399,000 | 0.00% | $404.66K |
| FOUNDRY JV HOLDC | 595,000 | 1,125,000 | 530,000 | 0.00% | $574.19K |
| BANCO SANTANDER SA REGD 5.12700000 | 800,000 | 1,200,000 | 400,000 | 0.00% | $401.04K |
| PACIFICORP | 900,000 | 1,165,000 | 265,000 | 0.00% | $265.72K |
| ENERGY TRANS | 965,000 | 1,065,000 | 100,000 | 0.00% | $115.05K |
| VERIZON COMM INC | 1,034,000 | 1,155,000 | 121,000 | 0.00% | $113.71K |
| TRUIST FINANCIAL | 978,000 | 1,078,000 | 100,000 | 0.00% | $110.29K |
| ORACLE CORP | 1,194,000 | 1,326,000 | 132,000 | 0.00% | $38.30K |
| DOMINION ENERGY | 699,000 | 1,134,000 | 435,000 | 0.00% | $443.50K |
| ENBW INTERNATIONAL FINANCE BV 5.7923% 02/26/2036 REGS | 370,000 | 1,600,000 | 1,230,000 | 0.00% | $895.43K |
| ECUADOR REPUBLIC OF STEP 07/31/2035 144A | 320,000 | 1,249,573 | 929,573 | 0.00% | $860.52K |
| DEUTSCHE BANK NY | 835,000 | 1,059,000 | 224,000 | 0.00% | $235.54K |
| CONOCOPHIL CO | 940,000 | 1,057,000 | 117,000 | 0.00% | $125.68K |
| VONOVIA SE MTN 5.717000% 09/03/2035 | 1,060,000 | 1,580,000 | 520,000 | 0.00% | $419.09K |
| Park Intermediate Holdings LLC / PK Domestic Property LLC / PK Finance Co-Issuer | 275,000 | 1,100,000 | 825,000 | 0.00% | $813.54K |
| CRGYFN 7.625 04/01/32 144A | 715,000 | 1,065,000 | 350,000 | 0.00% | $380.99K |
| PETROLEOS MEXICANOS SR UNSEC 6.84% 01-23-30 | 300,000 | 1,050,000 | 750,000 | 0.00% | $772.52K |
| PNC V4.429 07/21/28 | 740,000 | 1,063,000 | 323,000 | 0.00% | $325.61K |
| FLORIDA POWER & | 925,000 | 1,025,000 | 100,000 | 0.00% | $105.54K |
| SOLSTICE ADVANCED MATERI SR UNSECURED 144A 09/33 5.625 | 850,000 | 1,050,000 | 200,000 | 0.00% | $206.71K |
| MORGAN STANLEY | 855,000 | 1,000,000 | 145,000 | 0.00% | $148.75K |
| COMMONWEALTH EDI | 1,190,000 | 1,319,000 | 129,000 | 0.00% | $102.26K |
| UNION PAC CORP | 1,015,000 | 1,148,000 | 133,000 | 0.00% | $125.12K |
| GNMA II | 976,738 | 983,892 | 7,154 | 0.00% | $8.46K |
| INTEL CORP | 1,050,000 | 1,166,000 | 116,000 | 0.00% | $108.60K |
| WELLS FARGO CO | 900,000 | 1,000,000 | 100,000 | 0.00% | $102.38K |
| GNMA II | 973,742 | 982,986 | 9,244 | 0.00% | $10.97K |
| WULF COMPUTE LLC SR SECURED 144A 10/30 7.75 | 615,000 | 965,000 | 350,000 | 0.00% | $386.09K |
| MICROSOFT CORP | 1,384,000 | 1,533,000 | 149,000 | 0.00% | $80.44K |
| REPUBLIC OF COLOMBIA REGD 7.75000000 | 200,000 | 980,000 | 780,000 | 0.00% | $810.33K |
| IMPERIAL BRANDS FINANCE PLC 3.875% 02/12/2034 REGS | 550,000 | 850,000 | 300,000 | 0.00% | $374.62K |
| GNMA II 2.893% 08/20/2071#CF9559 | 1,087,339 | 1,094,989 | 7,650 | 0.00% | $16.61K |
| NCMF Trust, Series 2025-MFS, Class E | 754,000 | 980,000 | 226,000 | 0.00% | $232.41K |
| Fidelity Sai Long-Term Treasury Bond Index Fund | 138,209 | 139,633 | 1,424 | 0.00% | $16.85K |
| EXELON GENERATIO | 830,000 | 935,000 | 105,000 | 0.00% | $117.95K |
| SAN DIEGO G & E | 731,000 | 942,000 | 211,000 | 0.00% | $218.07K |
| URUGUAY | 830,000 | 990,000 | 160,000 | 0.00% | $157.08K |
| CoreWeave, Inc. | 885,000 | 985,000 | 100,000 | 0.00% | $149.56K |
| BAXTER INTL | 895,000 | 927,000 | 32,000 | 0.00% | $30.57K |
| GNMA II | 882,761 | 894,552 | 11,791 | 0.00% | $13.47K |
| ORACLE CORP | 725,000 | 1,120,000 | 395,000 | 0.00% | $318.11K |
| Freddie Mac REMICS | 375,562 | 884,964 | 509,402 | 0.00% | $516.34K |
| HSBC HOLDINGS | 610,000 | 861,000 | 251,000 | 0.00% | $261.53K |
| PUBLIC SERV COLO | 750,000 | 937,000 | 187,000 | 0.00% | $172.66K |
| APLD COMPUTECO LLC SR SECURED 144A 12/30 9.25 | 630,000 | 840,000 | 210,000 | 0.00% | $274.50K |
| TRANSOCEAN LTD | 705,000 | 840,000 | 135,000 | 0.00% | $157.44K |
| NOVELIS INC | 700,000 | 820,000 | 120,000 | 0.00% | $121.11K |
| BX Commercial Mortgage Trust, Series 2025-JDI, Class A | 758,000 | 841,186 | 83,186 | 0.00% | $83.29K |
| CSMC MTG BACKED TR 2006-6 6% 07/25/2036 | 1,909,941 | 1,911,296 | 1,355 | 0.00% | -$8.44K |
| TRANSCANADA PL | 735,000 | 835,000 | 100,000 | 0.00% | $108.77K |
| PHILIP MORRIS IN | 830,000 | 974,000 | 144,000 | 0.00% | $124.98K |
| BlueMountain CLO Ltd., Series 2018-3A, Class BR | 410,000 | 780,000 | 370,000 | 0.00% | $372.04K |
| CMO | 314,000 | 777,000 | 463,000 | 0.00% | $463.92K |
| ORGANON / ORGANON 5.125% | 810,000 | 875,000 | 65,000 | 0.00% | $99.19K |
| NRG ENERGY INC REGD 144A P/P 3.62500000 | 748,000 | 823,000 | 75,000 | 0.00% | $76.84K |
| WELLS FARGO CO | 555,000 | 699,000 | 144,000 | 0.00% | $155.54K |
| NYC Commercial Mortgage Trust, Series 2025-11X, Class A | 380,000 | 773,000 | 393,000 | 0.00% | $394.13K |
| NATWEST GROUP | 505,000 | 745,000 | 240,000 | 0.00% | $248.49K |
| DISCOVER BANK | 500,000 | 750,000 | 250,000 | 0.00% | $254.29K |
| PACIFIC GAS&ELEC | 459,000 | 776,000 | 317,000 | 0.00% | $306.33K |
| Kennedy Lewis CLO 4 Ltd., Series 4A, Class ARR | 500,000 | 750,000 | 250,000 | 0.00% | $249.73K |
| TYSON FOODS INC | 635,000 | 744,000 | 109,000 | 0.00% | $110.99K |
| SPI 200 FUTURES MAR26 XPH6 | 1,275 | 1,400 | 125 | 0.00% | $1.94M |
| FORD MOTOR CRED | 265,000 | 765,000 | 500,000 | 0.00% | $483.47K |
| GENERAL MOTORS | 525,000 | 712,000 | 187,000 | 0.00% | $190.77K |
| VT TOPCO INC SR SECURED 144A 08/30 8.5 | 285,000 | 734,000 | 449,000 | 0.00% | $432.38K |
| UNITEDHEALTH GRP | 700,000 | 955,000 | 255,000 | 0.00% | $189.32K |
| ROBERT BOSCH GMBH MTN 4.375000% 06/02/2043 | 100,000 | 600,000 | 500,000 | 0.00% | $596.86K |
| Residential Asset Securitization Trust 2007-A9 | 2,959,140 | 2,959,151 | 10 | 0.00% | -$24.29K |
| MPLX LP | 606,000 | 806,000 | 200,000 | 0.00% | $175.39K |
| PKSTAN 7 3/8 04/08/31 | 500,000 | 700,000 | 200,000 | 0.00% | $200.25K |
| GOVERNMENT NAT MTG AS REMIC PT SOFR30A+ 06/20/2071 | 672,565 | 674,082 | 1,517 | 0.00% | $5.34K |
| PACIFIC GAS&ELEC | 483,000 | 649,000 | 166,000 | 0.00% | $176.74K |
| X Corp., Term Loan B | 660,770 | 674,033 | 13,263 | 0.00% | $32.51K |
| PACIFIC GAS&ELEC | 550,000 | 710,000 | 160,000 | 0.00% | $158.09K |
| ENERGY TRANSFER | 570,000 | 670,000 | 100,000 | 0.00% | $101.22K |
| URI 5.375 11/15/33 144A | 130,000 | 655,000 | 525,000 | 0.00% | $530.04K |
| SUNOCO LP REGD 144A P/P 5.62500000 | 195,000 | 654,000 | 459,000 | 0.00% | $463.51K |
| CITIGROUP INC | 260,000 | 638,000 | 378,000 | 0.00% | $389.36K |
| HCA INC | 510,000 | 700,000 | 190,000 | 0.00% | $171.72K |
| BANCO BILBAO VIZ | 400,000 | 600,000 | 200,000 | 0.00% | $213.03K |
| RESIDENTIAL AST TR 2006-A14CB 6.25% 12/25/2036 | 918,559 | 918,579 | 20 | 0.00% | -$4.92K |
| BHMS Commercial Mortgage Trust, Series 2025-ATLS, Class A | 274,000 | 625,000 | 351,000 | 0.00% | $354.40K |
| FLORIDA PWR & LT | 500,000 | 615,000 | 115,000 | 0.00% | $121.62K |
| ALTICE FING SA 9.625% 07/15/2027 144A | 385,000 | 832,000 | 447,000 | 0.00% | $314.79K |
| DOMINION ENERGY | 280,000 | 591,000 | 311,000 | 0.00% | $326.85K |
| SOUTHERN CAL ED | 365,000 | 601,000 | 236,000 | 0.00% | $245.58K |
| GNMA II | 583,498 | 590,918 | 7,420 | 0.00% | $8.36K |
| APPLE INC | 775,000 | 972,000 | 197,000 | 0.00% | $120.74K |
| FLUXYS SA 4% 11/28/2030 REGS | 400,000 | 500,000 | 100,000 | 0.00% | $131.99K |
| NORTHROP GRUMMAN | 545,000 | 645,000 | 100,000 | 0.00% | $98.10K |
| AERCAP IRELAND | 375,000 | 567,000 | 192,000 | 0.00% | $202.31K |
| COMMERCIAL METALS CO SR UNSECURED 144A 11/33 5.75 | 475,000 | 575,000 | 100,000 | 0.00% | $100.92K |
| BEAR STRNS ASSET BCKD SEC I TR STEP 12/25/2035 | 592,774 | 592,778 | 5 | 0.00% | $3.65K |
| NextEra Energy Capital Holdings, Inc. | 350,000 | 551,000 | 201,000 | 0.00% | $209.04K |
| BEAR STRNS ASSET BCKD SEC I TR STEP 04/25/2036 | 573,210 | 573,592 | 383 | 0.00% | $24.06K |
| DTE ELECTRIC CO | 400,000 | 553,000 | 153,000 | 0.00% | $154.03K |
| MCDONALD'S CORP | 489,000 | 589,000 | 100,000 | 0.00% | $92.31K |
| COMCAST CORP | 435,000 | 621,000 | 186,000 | 0.00% | $170.27K |
| FORD MOTOR CO | 340,000 | 686,000 | 346,000 | 0.00% | $278.16K |
| SYNH 9 10/01/30 144A | 100,000 | 541,000 | 441,000 | 0.00% | $441.93K |
| X Corp., Term Loan B | 458,045 | 523,045 | 65,000 | 0.00% | $94.76K |
| QLIK TL B 1L USD | 458,134 | 674,532 | 216,398 | 0.00% | $89.75K |
| GLOBAL PAY INC | 445,000 | 545,000 | 100,000 | 0.00% | $97.48K |
| DELIVERY HERO TERM B 1LN 12/12/2029 | 409,708 | 537,816 | 128,109 | 0.00% | $125.54K |
| RB Global Holdings Inc. | 229,000 | 514,000 | 285,000 | 0.00% | $294.37K |
Top 300 of 417, by weight.
| Security | Shares Nov 2025 | Shares Feb 2026 | Δ shares | End % | Δ value |
|---|---|---|---|---|---|
| Fidelity Sai Total Bond Fund | 345,333,558 | 333,664,418 | -11,669,140 | 6.39% | -$94.36M |
| US TREASURY RP 4.16% 12/1/25 | 1,504,100,000 | 1,423,800,000 | -80,300,000 | 2.94% | -$80.30M |
| Fidelity Cash Central Fund | 296,356,317 | 213,581,140 | -82,775,176 | 0.44% | -$82.79M |
| US TREASURY N/B | 195,609,500 | 158,209,500 | -37,400,000 | 0.34% | -$37.45M |
| US TREASURY N/B | 157,370,000 | 136,080,000 | -21,290,000 | 0.28% | -$20.47M |
| US TREASURY N/B | 147,871,000 | 117,794,000 | -30,077,000 | 0.25% | -$30.02M |
| US TREASURY N/B | 125,627,000 | 124,637,000 | -990,000 | 0.17% | $256.93K |
| US TREASURY N/B | 205,099,000 | 80,300,000 | -124,799,000 | 0.17% | -$124.09M |
| US TREASURY N/B | 148,541,700 | 141,541,700 | -7,000,000 | 0.16% | -$2.98M |
| FR SD8474 | 73,194,173 | 71,494,719 | -1,699,453 | 0.15% | -$1.19M |
| US TREASURY N/B | 80,300,000 | 73,090,000 | -7,210,000 | 0.15% | -$6.59M |
| US TREASURY N/B | 78,159,600 | 78,100,600 | -59,000 | 0.15% | $373.31K |
| Fidelity Securities Lending Cash Central Fund | 145,473,996 | 65,789,105 | -79,684,891 | 0.14% | -$79.69M |
| US TREASURY N/B | 54,278,600 | 53,161,600 | -1,117,000 | 0.11% | -$971.35K |
| US TREASURY N/B | 59,738,000 | 58,398,000 | -1,340,000 | 0.11% | -$862.41K |
| ISHR 1-5Y INV GR | 2,881,252 | 995,261 | -1,885,991 | 0.11% | -$100.05M |
| US TREASURY N/B | 65,990,000 | 50,990,000 | -15,000,000 | 0.11% | -$14.83M |
| US TREASURY N/B | 85,107,000 | 48,027,000 | -37,080,000 | 0.10% | -$37.81M |
| US TREASURY N/B | 70,935,000 | 49,915,000 | -21,020,000 | 0.10% | -$20.60M |
| US TREASURY N/B | 104,271,000 | 43,605,000 | -60,666,000 | 0.09% | -$59.99M |
| GOLDMAN SACHS GP | 39,194,000 | 38,750,000 | -444,000 | 0.08% | -$648.67K |
| US TREASURY N/B | 53,190,000 | 46,910,000 | -6,280,000 | 0.08% | -$4.52M |
| FEDERAL NAT MTG ASN GTD REM PA SOFR30A+110 11/25/2054 | 40,804,950 | 37,103,176 | -3,701,774 | 0.08% | -$3.48M |
| Presidencia da Republica | 496,800,000 | 171,800,000 | -325,000,000 | 0.07% | -$55.81M |
| FR SD8139 | 39,369,547 | 38,798,514 | -571,033 | 0.06% | $255.22K |
| Uniform Mortgage-Backed Securities | 36,498,133 | 35,890,146 | -607,987 | 0.06% | $37.44K |
| FN MA4466 | 34,206,651 | 33,614,907 | -591,744 | 0.06% | -$17.46K |
| MORGAN STANLEY | 30,822,000 | 30,572,000 | -250,000 | 0.06% | -$29.59K |
| FN MA4281 | 30,984,807 | 30,513,694 | -471,113 | 0.05% | $80.25K |
| US TREASURY N/B | 29,200,000 | 24,330,000 | -4,870,000 | 0.05% | -$4.65M |
| MORGAN STANLEY | 23,462,000 | 22,800,000 | -662,000 | 0.05% | -$770.98K |
| UMBS | 23,994,351 | 23,334,636 | -659,715 | 0.05% | -$511.59K |
| US TREASURY N/B | 29,703,000 | 22,983,000 | -6,720,000 | 0.05% | -$6.82M |
| G2 MA7051 | 27,356,353 | 27,080,691 | -275,662 | 0.05% | $137.85K |
| G2 MA8043 | 24,520,628 | 23,994,716 | -525,912 | 0.05% | -$120.79K |
| FR SD8268 | 22,025,014 | 21,352,227 | -672,787 | 0.05% | -$613.34K |
| FN MA4644 | 26,688,929 | 22,426,170 | -4,262,759 | 0.05% | -$3.77M |
| FN MA4562 | 29,853,752 | 25,659,724 | -4,194,028 | 0.04% | -$3.06M |
| FN MA4626 | 29,157,420 | 21,908,765 | -7,248,655 | 0.04% | -$6.59M |
| FR SD8492 | 23,078,776 | 21,121,438 | -1,957,338 | 0.04% | -$1.81M |
| SMB PRIVATE EDUCATION LOAN TRUST 2025-C SER 2025-C CL A1A REGD 144A P/P 4.96000000 | 21,618,164 | 20,907,759 | -710,405 | 0.04% | -$567.55K |
| FR SD8090 | 24,938,171 | 24,724,401 | -213,770 | 0.04% | $202.57K |
| FN MA4807 | 20,830,336 | 20,159,061 | -671,276 | 0.04% | -$615.88K |
| FN MA4325 | 24,954,864 | 24,574,962 | -379,902 | 0.04% | $79.84K |
| G2 MA6930 | 24,720,062 | 24,231,170 | -488,893 | 0.04% | -$90.26K |
| US TREASURY N/B | 23,311,000 | 21,311,000 | -2,000,000 | 0.04% | -$1.72M |
| FN MA4305 | 24,352,228 | 23,970,280 | -381,948 | 0.04% | $68.53K |
| G2 MA7135 | 38,035,964 | 23,408,409 | -14,627,555 | 0.04% | -$11.88M |
| FN MA4254 | 25,191,990 | 24,855,434 | -336,556 | 0.04% | $186.23K |
| T-MOBILE USA INC | 21,448,000 | 19,558,000 | -1,890,000 | 0.04% | -$1.72M |
| G2 MA7987 | 22,345,208 | 21,889,034 | -456,173 | 0.04% | -$90.12K |
| U.S. Treasury STRIPS Coupon | 41,450,000 | 38,705,000 | -2,745,000 | 0.04% | -$780.19K |
| FR SD8146 | 23,137,464 | 22,775,496 | -361,968 | 0.04% | $65.88K |
| U.S. Treasury STRIPS Coupon | 35,395,000 | 33,625,000 | -1,770,000 | 0.04% | -$494.91K |
| FN MA4438 | 21,357,721 | 20,972,456 | -385,265 | 0.04% | -$24.67K |
| FN FS0977 | 19,663,650 | 19,133,722 | -529,929 | 0.04% | -$168.01K |
| FR SD8493 | 28,110,459 | 16,364,833 | -11,745,626 | 0.03% | -$11.83M |
| FHLG 15YR 2% 06/01/2035#QN2586 | 18,157,294 | 17,197,712 | -959,582 | 0.03% | -$796.21K |
| G2 MA8346 | 16,854,364 | 16,449,763 | -404,601 | 0.03% | -$188.20K |
| FINANCE OF AMERICA STRUCTURED FASST 2025 S2 A1 144A | 16,289,427 | 16,222,158 | -67,268 | 0.03% | $30.51K |
| G2 MA8201 | 16,297,922 | 15,898,459 | -399,463 | 0.03% | -$205.10K |
| G2 MA7829 | 17,078,440 | 16,700,594 | -377,846 | 0.03% | -$42.94K |
| FREDDIE MAC REMICS SER 5513 CL MF V/R 5.01180000 | 17,511,876 | 15,731,864 | -1,780,012 | 0.03% | -$1.71M |
| FN MA4158 | 18,921,299 | 18,794,308 | -126,991 | 0.03% | $189.18K |
| FHLG 30YR 6% 09/01/2054#SD6419 | 15,486,525 | 14,958,649 | -527,876 | 0.03% | -$504.72K |
| FN MA4356 | 18,205,071 | 17,878,133 | -326,938 | 0.03% | -$54.20K |
| FN MA4512 | 18,053,718 | 17,731,284 | -322,434 | 0.03% | -$18.03K |
| Freddie Mac Multifamily Structured Pass Through Certificates | 15,300,000 | 15,297,529 | -2,471 | 0.03% | -$8.84K |
| FR SD8141 | 17,771,488 | 17,502,948 | -268,539 | 0.03% | -$8.75K |
| Uniform Mortgage-Backed Securities | 15,554,089 | 14,653,964 | -900,125 | 0.03% | -$855.38K |
| FANNIE MAE POOL FN FA0658 | 15,202,413 | 14,931,765 | -270,648 | 0.03% | -$119.70K |
| G2 MB0024 | 23,796,531 | 14,885,246 | -8,911,284 | 0.03% | -$8.58M |
| Uniform Mortgage-Backed Securities | 14,595,787 | 13,920,505 | -675,282 | 0.03% | -$617.31K |
| G2 MA9906 | 15,469,139 | 13,980,312 | -1,488,828 | 0.03% | -$1.44M |
| FNMA 30YR 2.5% 01/01/2052# | 16,276,727 | 16,055,628 | -221,099 | 0.03% | $52.85K |
| CITIGROUP INC | 14,852,000 | 13,829,000 | -1,023,000 | 0.03% | -$995.34K |
| FN MA4237 | 16,966,597 | 16,698,219 | -268,378 | 0.03% | $45.51K |
| BROADCOM INC | 15,176,000 | 15,073,000 | -103,000 | 0.03% | -$17.73K |
| CSAIL 2021-C20 COMMERCIAL MORTGAGE TRUST SER 2021-C20 CL A2 REGD 2.48620000 | 14,793,801 | 14,714,127 | -79,674 | 0.03% | $21.04K |
| SORT 2020-1 A1 | 16,425,954 | 16,305,412 | -120,542 | 0.03% | -$204.43K |
| FNMA UMBS, 30 Year | 15,699,775 | 15,419,077 | -280,698 | 0.03% | -$21.73K |
| FNMA 30YR 4.5% 06/01/2052#MA4684 | 21,483,039 | 13,434,168 | -8,048,871 | 0.03% | -$7.82M |
| TPMT 2024-5 A1A | 13,260,088 | 12,733,736 | -526,352 | 0.03% | -$358.78K |
| FORD MOTOR CRED | 12,775,000 | 12,575,000 | -200,000 | 0.03% | -$63.24K |
| FN MA4306 | 14,895,826 | 14,636,308 | -259,518 | 0.03% | -$37.37K |
| CITIGROUP INC | 13,635,000 | 13,513,000 | -122,000 | 0.03% | -$29.78K |
| FN MA4238 | 14,835,456 | 14,586,696 | -248,760 | 0.03% | -$15.08K |
| FR SD8206 | 14,183,032 | 13,926,070 | -256,961 | 0.03% | -$29.85K |
| FNMA 30YR 2.5% 05/01/2051#CB0454 | 14,719,476 | 14,382,817 | -336,659 | 0.03% | -$103.79K |
| FR SD8193 | 15,293,777 | 15,072,017 | -221,760 | 0.03% | $39.69K |
| WHEAT SEP 26 | 18,792 | 18,360 | -432 | 0.03% | $1.24M |
| BX Commercial Mortgage Trust, Series 2024-XL5, Class A | 14,067,512 | 12,253,222 | -1,814,290 | 0.03% | -$1.81M |
| SABINE PASS LIQU | 13,346,000 | 12,026,000 | -1,320,000 | 0.03% | -$1.26M |
| MSC 2024-NSTB A | 12,562,608 | 12,241,959 | -320,649 | 0.02% | -$290.43K |
| FN FS1598 | 14,719,918 | 14,499,019 | -220,899 | 0.02% | $31.98K |
| FNMA 30YR 2% 12/01/2051#BQ6913 | 17,798,361 | 14,166,226 | -3,632,135 | 0.02% | -$2.77M |
| Government National Mortgage Association 3.50%, Due 12/20/2051 | 12,680,037 | 12,356,146 | -323,891 | 0.02% | -$38.21K |
| FN MA4414 | 13,661,790 | 13,398,243 | -263,547 | 0.02% | -$34.96K |
| FR SD8135 | 13,456,790 | 13,199,661 | -257,130 | 0.02% | -$41.18K |
| FR SD7553 | 12,755,189 | 12,451,425 | -303,764 | 0.02% | -$80.45K |
| Fannie Mae Pool | 11,878,165 | 11,542,864 | -335,301 | 0.02% | -$82.38K |
| FHLG 30YR 4.5% 08/01/2052#SD1939 | 11,592,929 | 11,334,196 | -258,733 | 0.02% | -$154.62K |
| TPMT 2024-4 A1A | 11,774,264 | 10,983,138 | -791,126 | 0.02% | -$665.85K |
| G2 MA8347 | 11,427,816 | 11,170,771 | -257,045 | 0.02% | -$127.80K |
| FN MA4654 | 11,913,581 | 11,710,305 | -203,276 | 0.02% | $5.52K |
| FHLG 30YR 5.5% 03/01/2053#SD7559 | 10,881,792 | 10,551,986 | -329,806 | 0.02% | -$274.10K |
| FR SD8257 | 11,201,125 | 10,969,512 | -231,613 | 0.02% | -$137.91K |
| FN MA4600 | 14,404,605 | 11,419,713 | -2,984,892 | 0.02% | -$2.59M |
| APPLOVIN CORP | 13,755,000 | 10,403,000 | -3,352,000 | 0.02% | -$3.59M |
| FNMA UMBS, 30 Year | 10,995,213 | 10,505,221 | -489,992 | 0.02% | -$452.65K |
| FNMA 30YR 4.5% 12/01/2052#BX0467 | 10,924,192 | 10,664,136 | -260,056 | 0.02% | -$161.96K |
| FNMA 30YR 2.5% 04/01/2052#FS3205 | 12,434,788 | 12,027,911 | -406,877 | 0.02% | -$194.82K |
| FNMA 30YR 2% 01/01/2052#FS7820 | 12,796,931 | 12,509,280 | -287,651 | 0.02% | -$38.40K |
| SMB Private Education Loan Trust, Series 2024-A, Class A1B | 10,958,495 | 10,384,505 | -573,990 | 0.02% | -$533.51K |
| OCCIDENTAL PETE | 9,261,000 | 9,226,000 | -35,000 | 0.02% | $59.78K |
| FR SD8238 | 10,694,366 | 10,493,850 | -200,516 | 0.02% | -$114.55K |
| FN MA4159 | 12,033,268 | 11,847,399 | -185,870 | 0.02% | $12.65K |
| FR SD7512 | 11,499,138 | 11,236,101 | -263,037 | 0.02% | -$70.44K |
| ATLX TRUST ATLX 2024 RPL2 A1 144A | 10,631,398 | 10,445,661 | -185,736 | 0.02% | -$140.77K |
| FHLG 30YR 3.5% 07/01/2052#RA7659 | 10,872,625 | 10,739,605 | -133,020 | 0.02% | $34.32K |
| FREDDIE MAC REMICS SER 5560 CL FB V/R 4.87419000 | 10,943,961 | 9,900,011 | -1,043,950 | 0.02% | -$1.01M |
| FN MA4465 | 12,040,546 | 11,856,970 | -183,576 | 0.02% | $27.23K |
| G2 MB0146 | 10,193,622 | 9,825,423 | -368,200 | 0.02% | -$322.37K |
| FR SD8205 | 22,200,205 | 11,309,573 | -10,890,632 | 0.02% | -$9.15M |
| G2 MA7938 | 10,590,276 | 10,368,107 | -222,170 | 0.02% | -$7.84K |
| FNMA POOL MA4514 FN 01/52 FIXED 3.5 | 10,556,123 | 10,323,055 | -233,068 | 0.02% | -$74.96K |
| G2 MA7255 | 11,251,592 | 11,022,249 | -229,342 | 0.02% | -$45.05K |
| JPMORGAN CHASE | 10,317,000 | 9,500,000 | -817,000 | 0.02% | -$840.86K |
| US TREASURY N/B | 15,510,000 | 9,310,000 | -6,200,000 | 0.02% | -$6.21M |
| FR SD8256 | 9,964,380 | 9,797,791 | -166,589 | 0.02% | -$14.50K |
| FREDDIE MAC REMICS SER 5607 CL FA V/R 5.09515000 | 10,285,550 | 9,447,156 | -838,394 | 0.02% | -$805.43K |
| FR SD8446 | 9,949,836 | 9,297,494 | -652,342 | 0.02% | -$614.65K |
| FN MA4625 | 10,195,007 | 10,000,060 | -194,947 | 0.02% | -$15.10K |
| FN MA5009 | 9,567,193 | 9,334,487 | -232,707 | 0.02% | -$173.61K |
| SMB Private Education Loan Trust, Series 2024-A, Class A1A | 9,571,051 | 9,069,733 | -501,317 | 0.02% | -$400.23K |
| FNMA 30YR 2.5% 10/01/2050#CA7229 | 10,835,005 | 10,585,936 | -249,069 | 0.02% | -$52.52K |
| FEDERAL NAT MTG ASN GTD REM PA 2.7% 05/25/2047 | 10,265,048 | 9,983,473 | -281,575 | 0.02% | -$128.19K |
| CHASE MORTGAGE FINANCE CORPORA CHASE 2024 RPL4 A1A 144A | 10,236,508 | 10,043,177 | -193,331 | 0.02% | -$142.93K |
| FN MA4333 | 10,440,628 | 10,226,447 | -214,181 | 0.02% | -$31.55K |
| FN MA4618 | 9,419,466 | 9,202,757 | -216,709 | 0.02% | -$42.16K |
| FHLG 30YR 5% 10/01/2053#RJ0049 | 9,039,820 | 8,872,060 | -167,760 | 0.02% | -$111.28K |
| FNMA 30YR 3% 04/50#CA5539 | 9,917,693 | 9,668,336 | -249,357 | 0.02% | -$78.29K |
| UMBS | 9,056,054 | 8,822,353 | -233,701 | 0.02% | -$180.57K |
| BBCMS MTG TR 2021-C9 A4 2.021% 02/15/2054 | 9,940,254 | 9,754,302 | -185,951 | 0.02% | -$98.67K |
| FN MA4077 | 10,676,119 | 10,508,489 | -167,630 | 0.02% | $22.96K |
| Government National Mortgage Association | 8,920,475 | 8,695,760 | -224,714 | 0.02% | -$121.10K |
| G2 MA8149 | 9,302,821 | 9,108,747 | -194,074 | 0.02% | -$102 |
| FN MA4364 | 9,842,567 | 9,631,808 | -210,759 | 0.02% | -$36.96K |
| G2 MA8266 | 9,221,821 | 9,035,255 | -186,566 | 0.02% | -$230 |
| FNMA 30YR 5% 06/01/2052#MA4686 | 8,717,787 | 8,441,392 | -276,395 | 0.02% | -$205.54K |
| G2 MA7534 | 9,902,960 | 9,702,270 | -200,690 | 0.02% | -$35.53K |
| BANK OF AMER CRP | 9,265,000 | 8,877,000 | -388,000 | 0.02% | -$327.03K |
| FNMA 30YR 3% 06/01/2052# | 9,465,352 | 9,239,783 | -225,569 | 0.02% | -$67.80K |
| Subway Funding LLC, Series 2024-1A, Class A2I | 8,364,510 | 8,343,388 | -21,122 | 0.02% | -$22.37K |
| FNMA 30YR 3% 08/01/2052#FS8710 | 9,313,528 | 9,105,746 | -207,782 | 0.02% | -$40.31K |
| G2 MA9488 | 8,739,096 | 8,173,157 | -565,939 | 0.02% | -$538.30K |
| FN MA5584 | 8,456,426 | 8,353,401 | -103,025 | 0.02% | -$8.79K |
| FHMS K074 A2 | 8,300,000 | 8,262,115 | -37,885 | 0.02% | -$16.82K |
| U.S. Treasury Inflation-Protected Indexed Bonds | 10,260,000 | 8,140,000 | -2,120,000 | 0.02% | -$2.07M |
| SWEPCO STORM RECOVERY FU SR SECURED 09/41 4.88 | 8,315,341 | 8,105,788 | -209,554 | 0.02% | -$223.50K |
| GNMA II, 30 Year | 9,215,568 | 8,948,016 | -267,552 | 0.02% | -$104.97K |
| Freddie Mac REMICS | 9,064,212 | 8,151,963 | -912,249 | 0.02% | -$881.36K |
| GOVERNMENT NAT MTG ASSN HECM TSFR1M+74.448 10/20/2069 | 9,346,628 | 8,183,066 | -1,163,562 | 0.02% | -$1.15M |
| FR SD7535 | 9,481,591 | 9,279,415 | -202,176 | 0.02% | -$43.46K |
| G2 MA7767 | 9,461,322 | 9,275,183 | -186,140 | 0.02% | -$30.48K |
| FN MA4209 | 10,374,050 | 10,225,607 | -148,443 | 0.02% | $86.69K |
| FNMA 30YR 4% 05/01/2052#CB3509 | 8,494,555 | 8,274,792 | -219,763 | 0.02% | -$60.85K |
| CITIGROUP MORTGAGE LOAN TRUST INC CMLTI_25-RP1 | 8,716,998 | 8,488,200 | -228,799 | 0.02% | -$173.76K |
| FREDDIE MAC REMICS SER 5564 CL FB V/R 5.07419000 | 8,249,172 | 8,023,896 | -225,276 | 0.02% | -$196.76K |
| US TREASURY N/B | 12,494,500 | 10,974,500 | -1,520,000 | 0.02% | -$1.00M |
| OBX 2021-NQM3 TRUST SER 2021-NQM3 CL A1 V/R REGD 144A P/P 1.05400000 | 9,876,972 | 9,483,430 | -393,541 | 0.02% | -$188.36K |
| FNMA 30YR 5% 10/01/2054#DC3051 | 8,043,443 | 7,992,037 | -51,406 | 0.02% | -$1.07K |
| TOWD POINT MORTGAGE TRUST TPMT 2024 CES6 A1 144A | 8,636,161 | 7,960,809 | -675,352 | 0.02% | -$695.52K |
| FR SD7503 | 8,654,265 | 8,414,502 | -239,764 | 0.02% | -$109.72K |
| FREDDIE MAC POOL UMBS P#QE0312 2.00000000 | 9,790,384 | 9,623,410 | -166,974 | 0.02% | $4.56K |
| Freddie Mac REMICS | 8,556,006 | 7,864,123 | -691,883 | 0.02% | -$664.67K |
| FNR 2025-18 FM | 8,843,613 | 7,862,321 | -981,292 | 0.02% | -$950.87K |
| GOLDMAN SACHS GP | 9,990,000 | 8,828,000 | -1,162,000 | 0.02% | -$999.59K |
| BANK OF AMER CRP | 8,079,000 | 7,921,000 | -158,000 | 0.02% | -$139.90K |
| FN MA4176 | 8,871,588 | 8,666,073 | -205,516 | 0.02% | -$50.03K |
| GS Mortgage-Backed Securities Trust 2025-RPL1 | 9,212,139 | 9,028,225 | -183,914 | 0.02% | -$79.89K |
| LEGACY MORTGAGE ASSET TRUST 2025-PR1 6% 01/25/2061 144A | 7,953,908 | 7,743,105 | -210,803 | 0.02% | -$194.54K |
| FNA 2022-M10 A2 | 9,000,000 | 8,613,235 | -386,765 | 0.02% | -$239.38K |
| FN MA4329 | 8,481,695 | 8,204,286 | -277,409 | 0.02% | -$204.57K |
| GOVERNMENT NATIONAL MORTGAGE CORPORATION | 8,460,739 | 8,274,697 | -186,042 | 0.02% | -$48.58K |
| FN MA4473 | 8,979,623 | 8,780,031 | -199,592 | 0.02% | -$85.02K |
| PRPM 2024-RPL3 LLC | 7,785,169 | 7,585,001 | -200,168 | 0.02% | -$186.99K |
| G2 MA8799 | 7,661,561 | 7,478,416 | -183,145 | 0.02% | -$100.31K |
| FHLMC UMBS, 30 Year | 7,726,327 | 7,613,165 | -113,162 | 0.02% | $4.26K |
| FR SD8315 | 7,520,041 | 7,333,645 | -186,396 | 0.02% | -$142.44K |
| BX Trust, Series 2024-CNYN, Class A | 7,488,333 | 7,402,681 | -85,652 | 0.02% | -$83.34K |
| FR SD8246 | 7,502,494 | 7,320,091 | -182,402 | 0.02% | -$143.29K |
| FR SD8350 | 7,755,431 | 7,173,021 | -582,410 | 0.02% | -$566.67K |
| FREDDIE MAC POOL FR RA5117 | 8,948,819 | 8,787,112 | -161,708 | 0.02% | -$15.90K |
| Freddie Mac REMICS | 8,188,527 | 7,297,897 | -890,630 | 0.02% | -$854.50K |
| FNMA UMBS, 30 Year | 7,830,969 | 7,788,310 | -42,659 | 0.02% | $74.79K |
| VERUS SECURITIZATION TRUST VERUS 2024 R1 A1 144A | 7,652,484 | 7,256,180 | -396,304 | 0.02% | -$379.72K |
| Freddie Mac Pool | 7,961,526 | 7,825,834 | -135,693 | 0.02% | -$7.97K |
| SFAVE Commercial Mortgage Securities Trust 2015-5AVE | 9,930,000 | 8,132,000 | -1,798,000 | 0.01% | -$1.20M |
| G2 MA8100 | 7,563,846 | 7,404,289 | -159,557 | 0.01% | -$72.71K |
| GGAMMT 2025-1A A 144A 5.923% 09-30-60 | 7,695,000 | 7,008,826 | -686,174 | 0.01% | -$617.45K |
| FR SD8438 | 7,497,674 | 7,035,654 | -462,020 | 0.01% | -$430.77K |
| FR SD8196 | 7,743,755 | 7,561,294 | -182,461 | 0.01% | -$63.42K |
| FR SB1215 | 7,748,580 | 6,871,795 | -876,785 | 0.01% | -$918.62K |
| UMBS, 30 Year | 7,096,510 | 6,877,669 | -218,841 | 0.01% | -$186.76K |
| FN MA5106 | 7,244,173 | 7,040,550 | -203,623 | 0.01% | -$161.27K |
| FNMA 30YR 2.5% 08/01/2050#BP6618 | 8,183,375 | 8,073,453 | -109,922 | 0.01% | $20.37K |
| FR SD8290 | 7,356,809 | 6,788,208 | -568,601 | 0.01% | -$585.48K |
| AUTOZONE INC | 7,024,000 | 6,924,000 | -100,000 | 0.01% | -$74.01K |
| FIRSTENERGY CORP | 8,607,000 | 6,855,000 | -1,752,000 | 0.01% | -$1.68M |
| MORGAN STANLEY | 8,025,000 | 7,747,000 | -278,000 | 0.01% | -$213.72K |
| FNMA UMBS, 30 Year | 6,782,700 | 6,635,579 | -147,121 | 0.01% | -$121.63K |
| NSLT 2025-CA A1A | 7,191,265 | 6,769,238 | -422,027 | 0.01% | -$376.49K |
| FNMA 30YR 6.5% 07/01/2054#CB8867 | 6,826,863 | 6,431,639 | -395,225 | 0.01% | -$391.02K |
| FNMA GTD MTG PASS THRU CTF SOFR30A+120 02/25/2055 | 7,875,080 | 6,742,696 | -1,132,384 | 0.01% | -$1.11M |
| META PLATFORMS | 9,660,000 | 6,718,000 | -2,942,000 | 0.01% | -$2.98M |
| SORT 2021-1A A1 | 8,357,192 | 8,295,863 | -61,329 | 0.01% | -$37.41K |
| CSMC 2021-NQM8 SER 2021-NQM8 CL A1 V/R REGD 144A P/P 2.84100000 | 7,572,324 | 7,265,562 | -306,762 | 0.01% | -$250.91K |
| FNR 2025-4 FB | 7,982,379 | 6,704,534 | -1,277,846 | 0.01% | -$1.26M |
| COMM 2016-COR1 MTG TR 2.826% 10/10/2049 | 7,366,360 | 6,782,723 | -583,637 | 0.01% | -$549.35K |
| FR SD8147 | 7,853,713 | 7,724,272 | -129,441 | 0.01% | -$13.26K |
| NYMT LOAN TRUST 2025-INV2 NYMT 2025 INV2 A1 144A | 6,762,836 | 6,694,969 | -67,868 | 0.01% | -$40.32K |
| DNKN 2017-1A A2II 4.03% 11/20/2047 144A | 6,745,320 | 6,727,040 | -18,280 | 0.01% | $30.95K |
| PMT CREDIT RISK TRANSFER TRUST 2024-1R A SOFR30A+350 PERP 144A | 6,774,531 | 6,638,800 | -135,731 | 0.01% | -$149.43K |
| Government National Mortgage Association Guaranteed Remic Pass-Through Securities, The | 7,391,019 | 6,651,013 | -740,006 | 0.01% | -$721.50K |
| GCAT 2025-INV2 Trust, Series 2025-INV2, Class A1 | 7,057,908 | 6,555,301 | -502,607 | 0.01% | -$498.84K |
| FN MA4548 | 17,029,902 | 7,624,535 | -9,405,367 | 0.01% | -$7.93M |
| CIM Trust, Series 2024-R1, Class A1 | 7,157,686 | 6,575,556 | -582,130 | 0.01% | -$574.17K |
| FNMA 30YR 5.5% 12/01/2054#DC9218 | 6,741,101 | 6,454,754 | -286,346 | 0.01% | -$249.99K |
| Forward Air Corporation | 6,522,000 | 6,357,000 | -165,000 | 0.01% | -$169.95K |
| CSMC 2022-RPL1 TRUST SER 2022-RPL1 CL PT V/R REGD 144A P/P 4.56713900 | 7,297,671 | 7,167,017 | -130,654 | 0.01% | -$37.75K |
| Freddie Mac Pool | 6,359,106 | 6,217,244 | -141,862 | 0.01% | -$118.94K |
| FG G60989 | 7,157,049 | 6,998,920 | -158,129 | 0.01% | -$48.98K |
| FNMA 30YR 4% 07/01/2052#CB4157 | 6,718,727 | 6,646,159 | -72,568 | 0.01% | $26.71K |
| WELLS FARGO CO | 6,482,000 | 6,355,000 | -127,000 | 0.01% | -$148.64K |
| New York City Transitional Finance Authority Future Tax Secured Revenue | 9,300,000 | 6,565,000 | -2,735,000 | 0.01% | -$2.52M |
| Government National Mortgage Association | 7,568,580 | 6,294,542 | -1,274,038 | 0.01% | -$1.27M |
| FNMA 30YR 5% 08/01/2052#CB4306 | 6,417,560 | 6,296,626 | -120,934 | 0.01% | -$72.49K |
| FEDERAL NAT MTG ASN GTD REM PA 2% 10/25/2047 | 7,254,155 | 7,025,558 | -228,597 | 0.01% | -$138.34K |
| FR SD7552 | 7,439,893 | 7,282,798 | -157,095 | 0.01% | -$23.19K |
| CARRINGTON MTG LN TR STEP 12/25/2035 | 6,683,506 | 6,571,110 | -112,396 | 0.01% | -$110.71K |
| FEDERAL NAT MTG ASN GTD REM PA 22-67 FA SOFR30A+80 10/25/2052 | 6,658,943 | 6,423,858 | -235,085 | 0.01% | -$203.08K |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 6,748,565 | 6,599,787 | -148,778 | 0.01% | -$70.97K |
| PRPM 2024-NQM3 SER 2024-NQM3 CL A1 V/R REGD 144A P/P 5.22800000 | 7,183,784 | 6,352,994 | -830,790 | 0.01% | -$837.24K |
| G2 MA7766 | 8,319,881 | 7,528,032 | -791,850 | 0.01% | -$559.33K |
| CITIGROUP MTG LN TR 2024-RP2 4.1% 02/25/2063 144A | 6,733,162 | 6,574,196 | -158,966 | 0.01% | -$123.41K |
| FNMA 30YR 4% 02/01/2053#FS6953 | 6,673,742 | 6,535,473 | -138,269 | 0.01% | -$37.94K |
| BRAVO Residential Funding Trust 2025-NQM4 5.82 | 6,722,436 | 6,225,520 | -496,916 | 0.01% | -$487.64K |
| FREDDIE MAC POOL FR SD3246 | 6,608,344 | 6,466,870 | -141,474 | 0.01% | -$47.36K |
| QUEBEC PROVINCE CDA 4.45% 09/01/2034 | 14,000,000 | 8,000,000 | -6,000,000 | 0.01% | -$4.41M |
| FR SD8201 | 7,034,610 | 6,902,352 | -132,258 | 0.01% | -$15.82K |
| Sequoia Mortgage Trust, Series 2024-HYB1, Class A1A | 6,612,355 | 6,160,717 | -451,638 | 0.01% | -$377.41K |
| FN MA4268 | 7,094,479 | 6,936,404 | -158,076 | 0.01% | -$33.41K |
| CHARTER COMM OPT | 8,794,000 | 8,610,000 | -184,000 | 0.01% | -$71.73K |
| MBALT 2024-B A3 | 6,500,000 | 6,175,284 | -324,716 | 0.01% | -$323.59K |
| FNMA 30YR 4% 04/01/2045#FM2986 | 6,357,365 | 6,223,793 | -133,573 | 0.01% | -$46.80K |
| NYMT Loan Trust, Series 2025-CP1, Class A1 | 6,513,605 | 6,296,757 | -216,847 | 0.01% | -$107.36K |
| FNMA 30YR 2.5% 05/01/2051#BR2948 | 7,450,579 | 7,065,298 | -385,281 | 0.01% | -$241.60K |
| FN MA4733 | 6,333,177 | 6,203,677 | -129,500 | 0.01% | -$76.53K |
| FIGRE TRUST 2024-HE6 5.724% 12/25/2054 144A | 6,477,681 | 6,061,927 | -415,754 | 0.01% | -$397.26K |
| BX TRUST BX 2024 MDHS A 144A | 6,789,265 | 6,139,424 | -649,841 | 0.01% | -$650.24K |
| UMBS | 6,915,170 | 6,769,184 | -145,986 | 0.01% | -$39.88K |
| NSLT 2025-CA A1B | 6,447,844 | 6,069,445 | -378,399 | 0.01% | -$346.03K |
| GREENSKY HOME IMPROVEMENT ISSU GSKY 2025 1A A4 144A | 9,208,594 | 6,002,671 | -3,205,923 | 0.01% | -$3.24M |
| FNMA UMBS, 30 Year | 7,130,057 | 6,942,161 | -187,896 | 0.01% | -$63.19K |
| GS Mortgage-Backed Securities Trust, Series 2024-RPL4, Class A1 | 6,275,842 | 6,148,853 | -126,989 | 0.01% | -$98.99K |
| WOODWARD CAPITAL MANAGEMENT RCKT 2025 CES6 A1A 144A | 6,804,158 | 6,003,164 | -800,994 | 0.01% | -$823.19K |
| Freddie Mac Pool | 6,071,840 | 6,006,299 | -65,541 | 0.01% | -$25.37K |
| FREDDIE MAC REMICS SER 5584 CL DF V/R 4.97180000 | 6,390,156 | 6,012,404 | -377,753 | 0.01% | -$349.86K |
| G2 MA6994 | 7,267,174 | 7,127,283 | -139,891 | 0.01% | -$23.31K |
| FN MA4437 | 7,328,982 | 7,214,105 | -114,877 | 0.01% | $13.96K |
| FN MA4415 | 6,772,865 | 6,606,666 | -166,199 | 0.01% | -$45.82K |
| VICI PROPERTIE | 6,299,000 | 5,918,000 | -381,000 | 0.01% | -$350.45K |
| NLT 2025-INV1 Trust | 6,053,475 | 5,925,421 | -128,055 | 0.01% | -$140.97K |
| FREDDIE MAC FHR 5510 FM | 6,924,351 | 5,945,018 | -979,333 | 0.01% | -$961.58K |
| FHLMC UMBS, 30 Year | 6,748,484 | 6,576,299 | -172,185 | 0.01% | -$66.30K |
| FNCL UMBS QA4692 11-01-49 | 6,629,601 | 6,486,786 | -142,815 | 0.01% | -$30.54K |
| FR SD4977 | 6,079,416 | 5,927,228 | -152,187 | 0.01% | -$116.48K |
| MORGAN STANLEY | 7,761,000 | 5,761,000 | -2,000,000 | 0.01% | -$2.05M |
| Freddie Mac Pool | 6,618,516 | 6,508,253 | -110,263 | 0.01% | -$11.80K |
| Santander Mortgage Asset Receivable Trust, Series 2025-NQM5, Class A1 | 6,283,036 | 5,883,080 | -399,956 | 0.01% | -$373.26K |
| WELLS FARGO CO | 7,050,000 | 6,278,000 | -772,000 | 0.01% | -$728.61K |
| FNMA 30YR 2.5% 03/01/2051#MA4282 | 6,870,885 | 6,739,165 | -131,719 | 0.01% | -$21.40K |
| WOODWARD CAPITAL MANAGEMENT RCKT 2025 CES9 A1A 144A | 6,160,947 | 5,843,076 | -317,871 | 0.01% | -$274.46K |
| FEDERAL NAT MTG ASN GTD REM PA SOFR30A+120 12/25/2054 | 6,364,159 | 5,816,049 | -548,110 | 0.01% | -$525.61K |
| Freddie Mac Pool | 6,091,580 | 6,018,809 | -72,771 | 0.01% | $40.38K |
| BX TRUST | 6,519,447 | 5,850,020 | -669,427 | 0.01% | -$671.46K |
| CROSS MORTGAGE TRUST CROSS 2024 H6 A1 144A | 6,317,234 | 5,828,084 | -489,150 | 0.01% | -$488.94K |
| FREDDIE MAC POOL UMBS P#SD1218 4.00000000 | 6,060,177 | 5,920,024 | -140,153 | 0.01% | -$46.24K |
| FNMA 30YR 2.5% 06/01/2051#FM7507 | 6,678,834 | 6,549,913 | -128,921 | 0.01% | -$16.48K |
| G2 MA8345 | 6,212,901 | 6,095,134 | -117,766 | 0.01% | $13.67K |
| ONSLOW BAY MORTGAGE LOAN TRUST VAR 10/25/2061 144A | 6,631,598 | 6,499,997 | -131,601 | 0.01% | -$30.57K |
| Sprint Spectrum Co. LLC / Sprint Spectrum Co. II LLC / Sprint Spectrum Co. III LLC | 6,327,500 | 5,694,750 | -632,750 | 0.01% | -$652.60K |
| VICI PROPERTIE | 7,560,000 | 5,671,000 | -1,889,000 | 0.01% | -$1.91M |
| Blackbird Capital II Aircraft Lease Ltd., Series 2021-1A, Class A | 6,122,066 | 5,962,297 | -159,770 | 0.01% | -$83.46K |
| FNMA POOL CB8330 FN 04/54 FIXED 5.5 | 5,655,594 | 5,578,599 | -76,995 | 0.01% | -$37.00K |
| Uniform Mortgage-Backed Securities | 5,860,178 | 5,566,753 | -293,425 | 0.01% | -$257.12K |
| FNMA 30YR 2% 10/01/2051#CB1799 | 6,947,824 | 6,731,896 | -215,928 | 0.01% | -$97.63K |
| PLNT 2019-1A A2 | 5,857,638 | 5,842,100 | -15,538 | 0.01% | $37.96K |
| ONEOK INC REGD 144A P/P 6.50000000 | 5,598,000 | 5,241,000 | -357,000 | 0.01% | -$346.98K |
Top 300 of 4456, by weight.
| Security | Shares Nov 2025 | Shares Feb 2026 | Δ shares | End % | Δ value |
|---|---|---|---|---|---|
| ISHARES 7-10 YEAR TSY. BD | 16,973,444 | 16,973,444 | 0 | 3.44% | $8.32M |
| State Street SPDR Portfolio L/T Trs ETF | 21,299,820 | 21,299,820 | 0 | 1.21% | $5.11M |
| State Street DoubleLine TR Tact ETF | 13,815,794 | 13,815,794 | 0 | 1.16% | $690.79K |
| US TREASURY N/B | 232,900,000 | 232,900,000 | 0 | 0.49% | $1.02M |
| US TREASURY N/B | 175,900,000 | 175,900,000 | 0 | 0.38% | $687.11K |
| Eaton Vance Total Return Bond ETF | 3,439,515 | 3,439,515 | 0 | 0.37% | $928.67K |
| US TREASURY N/B | 172,445,000 | 172,445,000 | 0 | 0.32% | $976.74K |
| US TREASURY N/B | 109,029,600 | 109,029,600 | 0 | 0.24% | $204.43K |
| US TREASURY N/B | 154,200,000 | 154,200,000 | 0 | 0.23% | $915.56K |
| US TREASURY N/B | 101,653,000 | 101,653,000 | 0 | 0.20% | $575.77K |
| US TREASURY N/B | 93,050,000 | 93,050,000 | 0 | 0.19% | $341.67K |
| US TREASURY N/B | 86,900,000 | 86,900,000 | 0 | 0.18% | $363.22K |
| U.S. Treasury Inflation-Protected Notes 2.125%, Due 02/15/2054 | 86,600,000 | 86,600,000 | 0 | 0.18% | $704.55K |
| US TREASURY N/B | 81,200,000 | 81,200,000 | 0 | 0.17% | $298.16K |
| US TREASURY N/B | 122,368,700 | 122,368,700 | 0 | 0.17% | $736.12K |
| United Kingdom of Great Britain and Northern Ireland | 50,000,000 | 50,000,000 | 0 | 0.14% | $2.28M |
| US TREASURY N/B | 67,794,000 | 67,794,000 | 0 | 0.14% | $352.21K |
| US TREASURY N/B | 56,145,000 | 56,145,000 | 0 | 0.12% | $125.01K |
| GOLDMAN SACHS GP | 50,954,000 | 50,954,000 | 0 | 0.12% | -$156.75K |
| US TREASURY N/B | 52,500,000 | 52,500,000 | 0 | 0.11% | $221.48K |
| US TREASURY N/B | 49,585,000 | 49,585,000 | 0 | 0.11% | $226.63K |
| WELLS FARGO CO | 45,125,000 | 45,125,000 | 0 | 0.10% | -$192.51K |
| US TREASURY N/B | 75,197,300 | 75,197,300 | 0 | 0.10% | $452.36K |
| US TREASURY N/B | 45,460,000 | 45,460,000 | 0 | 0.10% | -$36.25K |
| US TREASURY N/B | 42,900,000 | 42,900,000 | 0 | 0.09% | $211.15K |
| US TREASURY N/B | 41,962,300 | 41,962,300 | 0 | 0.09% | $154.08K |
| MORGAN STANLEY | 40,360,000 | 40,360,000 | 0 | 0.08% | $63.21K |
| US TREASURY N/B | 41,033,000 | 41,033,000 | 0 | 0.08% | $251.65K |
| JPMORGAN CHASE | 39,347,000 | 39,347,000 | 0 | 0.08% | $84.27K |
| US TREASURY N/B | 37,800,000 | 37,800,000 | 0 | 0.07% | $209.67K |
| GREYWOLF CLO II LTD A1SR TSFR3M+140 04/15/2034 144A | 35,000,000 | 35,000,000 | 0 | 0.07% | $9.42K |
| US TREASURY N/B | 33,481,000 | 33,481,000 | 0 | 0.07% | $141.25K |
| US TREASURY N/B | 53,868,000 | 53,868,000 | 0 | 0.07% | $305.11K |
| JPMORGAN CHASE | 29,400,000 | 29,400,000 | 0 | 0.06% | -$142.73K |
| CITIGROUP INC | 30,785,000 | 30,785,000 | 0 | 0.06% | $63.09K |
| CIFC Funding 2018-II Ltd., Series 2018-2A, Class A1R | 28,750,000 | 28,750,000 | 0 | 0.06% | $39.04K |
| U.S. Treasury Inflation-Protected Indexed Bonds | 39,600,000 | 39,600,000 | 0 | 0.06% | $431.64K |
| US TREASURY N/B | 26,356,600 | 26,356,600 | 0 | 0.05% | $124.58K |
| Regatta XXIX Funding Ltd., Series 2024-3A, Class A | 26,000,000 | 26,000,000 | 0 | 0.05% | -$2.60K |
| US TREASURY N/B | 33,151,500 | 33,151,500 | 0 | 0.05% | $271.95K |
| EUROPEAN UNION REG S UNSEC EUR (B) 2.875% 10-05-29 | 19,500,000 | 19,500,000 | 0 | 0.05% | $473.84K |
| Petroleos Mexicanos | 25,840,000 | 25,840,000 | 0 | 0.05% | $426.36K |
| US TREASURY N/B | 39,961,000 | 39,961,000 | 0 | 0.05% | $243.51K |
| CITIGROUP INC | 23,285,000 | 23,285,000 | 0 | 0.05% | $95.20K |
| Elmwood CLO II Ltd., Series 2019-2A, Class A1RR | 22,750,000 | 22,750,000 | 0 | 0.05% | $64.34K |
| CHARTER COMM OPT | 26,133,000 | 26,133,000 | 0 | 0.05% | -$139.04K |
| BANK OF AMERICA CORP SR UNSECURED 03/32 VAR | 22,866,000 | 22,866,000 | 0 | 0.04% | $123.92K |
| UBS GROUP | 21,240,000 | 21,240,000 | 0 | 0.04% | $88.96K |
| US TREASURY N/B | 20,226,100 | 20,226,100 | 0 | 0.04% | $114.56K |
| BAYER US FIN II LLC 4.375% 12/15/2028 144A | 19,800,000 | 19,800,000 | 0 | 0.04% | $84.55K |
| SAUDI INTERNATIONAL BOND SR UNSECURED 144A 01/28 5.125 | 18,400,000 | 18,400,000 | 0 | 0.04% | -$69.00K |
| US TREASURY N/B | 22,847,000 | 22,847,000 | 0 | 0.04% | $189.20K |
| MARS INC | 18,060,000 | 18,060,000 | 0 | 0.04% | $43.30K |
| BMO Mortgage Trust | 17,950,000 | 17,950,000 | 0 | 0.04% | $109.36K |
| BANK, Series 2021-BN32, Class A4 | 20,000,000 | 20,000,000 | 0 | 0.04% | $206.57K |
| BNP PARIBAS | 17,320,000 | 17,320,000 | 0 | 0.04% | $74.81K |
| TRINITAS EURO CLO VI DAC AR 3MEUR+ 01/15/2039 144A | 15,000,000 | 15,000,000 | 0 | 0.04% | $362.43K |
| U.S. Treasury Notes | 16,356,000 | 16,356,000 | 0 | 0.04% | $113.17K |
| AGL CLO 20 Ltd., Series 2022-20A, Class A1R | 16,000,000 | 16,000,000 | 0 | 0.03% | $7.70K |
| TRIMARAN CAVU 2019-1 LTD / TRIMARAN CAVU 2019-1 LLC A1R TSFR3M+119 01/20/2037 144A | 16,000,000 | 16,000,000 | 0 | 0.03% | $38.18K |
| BANK OF AMER CRP | 16,862,000 | 16,862,000 | 0 | 0.03% | $80.26K |
| CITIGROUP INC | 15,729,000 | 15,729,000 | 0 | 0.03% | $31.20K |
| AFRMT 2025-3A A 144A 4.45% 10-16-34 | 15,500,000 | 15,500,000 | 0 | 0.03% | $86.53K |
| United Kingdom of Great Britain and Northern Ireland | 12,865,000 | 12,865,000 | 0 | 0.03% | $650.65K |
| US TREASURY N/B | 15,788,000 | 15,788,000 | 0 | 0.03% | $127.66K |
| U.S. Treasury STRIPS Coupon | 28,492,494 | 28,492,494 | 0 | 0.03% | $409.47K |
| U.S. Treasury STRIPS Coupon | 36,190,000 | 36,190,000 | 0 | 0.03% | $357.49K |
| US TREASURY N/B | 13,934,000 | 13,934,000 | 0 | 0.03% | $121.92K |
| ATLAS SENIOR LOAN FUND XXIII LTD B TSFR3M+200 07/20/2037 144A | 14,000,000 | 14,000,000 | 0 | 0.03% | -$19.92K |
| STANDARD CHARTERED BK/NY SR UNSECURED 12/27 4.853 | 13,800,000 | 13,800,000 | 0 | 0.03% | -$27.16K |
| ROMANIA REPUBLIC OF 5.375% 06/07/2033 144A | 11,400,000 | 11,400,000 | 0 | 0.03% | $528.03K |
| ORACLE CORP | 13,720,000 | 13,720,000 | 0 | 0.03% | $13.57K |
| MSC 2016-UB11 A4 | 13,840,000 | 13,840,000 | 0 | 0.03% | $48.14K |
| BARCLAYS PLC | 13,438,000 | 13,438,000 | 0 | 0.03% | $26.18K |
| Eagle Funding LuxCo S.a.r.l. | 13,300,000 | 13,300,000 | 0 | 0.03% | $74.61K |
| Commonwealth of Australia | 22,200,000 | 22,200,000 | 0 | 0.03% | $991.06K |
| BMARK 2023-V2 A3 | 13,000,000 | 13,000,000 | 0 | 0.03% | -$1.10K |
| TAPESTRY INC | 14,311,000 | 14,311,000 | 0 | 0.03% | $282.21K |
| VENTAS REALTY LP | 13,000,000 | 13,000,000 | 0 | 0.03% | $69.54K |
| STACR 22-DNA3 M1B SOFR30A+290 04/25/2042 144A | 12,945,000 | 12,945,000 | 0 | 0.03% | -$50.92K |
| SAMMONS FIN GLO | 12,900,000 | 12,900,000 | 0 | 0.03% | -$54.59K |
| PROTECTIVE LIFE GLOBAL SECURED 144A 12/29 4.772 | 12,700,000 | 12,700,000 | 0 | 0.03% | -$24.17K |
| Bank of Nova Scotia/The | 12,927,000 | 12,927,000 | 0 | 0.03% | $61.41K |
| MORGAN STANLEY | 13,084,000 | 13,084,000 | 0 | 0.03% | $35.97K |
| US TREASURY N/B | 12,335,000 | 12,335,000 | 0 | 0.03% | $7.71K |
| Elevation CLO Ltd., Series 2018-3A, Class A1R2 | 12,500,000 | 12,500,000 | 0 | 0.03% | $18.74K |
| PCG 6 08/15/35 | 11,600,000 | 11,600,000 | 0 | 0.03% | $104.76K |
| VW 5.35 03/27/30 144A | 11,923,000 | 11,923,000 | 0 | 0.03% | $83.93K |
| BMARK 2025-V14 A4 5.6599% 04-15-57 | 11,710,000 | 11,710,000 | 0 | 0.03% | $51.75K |
| UNITED MEXICAN | 11,400,000 | 11,400,000 | 0 | 0.03% | $62.70K |
| LIFE MORTGAGE TRUST US | 12,656,000 | 12,656,000 | 0 | 0.03% | $29.30K |
| FIVE CORNERS II | 12,846,000 | 12,846,000 | 0 | 0.03% | $74.17K |
| BRIXMOR OPERATIN | 12,288,000 | 12,288,000 | 0 | 0.03% | $50.47K |
| MITSUB UFJ FIN | 11,700,000 | 11,700,000 | 0 | 0.03% | -$3.23K |
| PETROLEOS MEXICANOS SR UNSEC SF 6.7% 02-16-32 | 12,020,000 | 12,020,000 | 0 | 0.02% | $144.84K |
| PACIFIC GAS&ELEC | 11,819,000 | 11,819,000 | 0 | 0.02% | $29.02K |
| Elmwood CLO Ltd., Series 2019-3A, Class A1RR | 12,000,000 | 12,000,000 | 0 | 0.02% | -$1.72K |
| AMERICAN EXPRESS | 11,600,000 | 11,600,000 | 0 | 0.02% | -$11.26K |
| NEWMNT / NEWCRST | 11,260,000 | 11,260,000 | 0 | 0.02% | $85.30K |
| US TREASURY N/B | 11,817,300 | 11,817,300 | 0 | 0.02% | -$13.20K |
| GROSVENOR PLACE CLO 2024-2 DAC A 3MEUR+124 01/15/2039 144A | 10,000,000 | 10,000,000 | 0 | 0.02% | $258.63K |
| HAYFIN EMERALD CLO V DAC AR 3MEUR+121 11/17/2037 144A | 10,000,000 | 10,000,000 | 0 | 0.02% | $217.82K |
| Jamestown CLO XVIII Ltd., Series 2022-18A, Class A1R | 11,700,000 | 11,700,000 | 0 | 0.02% | $15.55K |
| Principal Life Global Funding II 4.80%, Due 01/09/2028 | 11,500,000 | 11,500,000 | 0 | 0.02% | $15.62K |
| ROYAL BK CANADA | 11,500,000 | 11,500,000 | 0 | 0.02% | $17.42K |
| AERCAP IRELAND | 11,894,000 | 11,894,000 | 0 | 0.02% | $56.30K |
| BENCHMARK 2020-B19 MORTGAGE TRUST SER 2020-B19 CL A4 REGD 1.54600000 | 12,500,000 | 12,500,000 | 0 | 0.02% | $196.07K |
| 37 CAPITAL CLO LTD PUTNM 2021 1A AR 144A | 11,500,000 | 11,500,000 | 0 | 0.02% | $14.49K |
| AERCAP IRELAND | 11,600,000 | 11,600,000 | 0 | 0.02% | $62.33K |
| US TREASURY N/B | 12,070,600 | 12,070,600 | 0 | 0.02% | $114.58K |
| SOUTH AFRICA REPUBLIC OF 7.1% 11/19/2036 144A | 10,537,000 | 10,537,000 | 0 | 0.02% | -$15.81K |
| PIKES PEAK CLO PIPK 2019 4A ARR 144A | 11,300,000 | 11,300,000 | 0 | 0.02% | -$8.96K |
| CANADIAN NATL RE | 10,920,000 | 10,920,000 | 0 | 0.02% | $86.14K |
| PRVD 2A ARR 3MEUR+116 10/15/2038 144A | 9,500,000 | 9,500,000 | 0 | 0.02% | $235.71K |
| COMM 2017-COR2 A3 | 11,380,000 | 11,380,000 | 0 | 0.02% | $35.40K |
| WILLIAMS COS INC | 11,542,000 | 11,542,000 | 0 | 0.02% | $112.12K |
| EQT CORP SR UNSECURED 01/31 4.75 | 11,007,000 | 11,007,000 | 0 | 0.02% | $81.15K |
| UBS GROUP AG SR UNSECURED 144A 09/29 VAR | 10,600,000 | 10,600,000 | 0 | 0.02% | -$16.21K |
| Arbour CLO VI Designated Activity Company | 9,400,000 | 9,400,000 | 0 | 0.02% | $233.21K |
| US TREASURY N/B | 10,900,000 | 10,900,000 | 0 | 0.02% | $25.12K |
| MASSMUTUAL GLOBAL FUNDIN SR SECURED 144A 10/27 4.3 | 11,000,000 | 11,000,000 | 0 | 0.02% | $28.22K |
| TORONTO-DOMINION BANK/THE 4.568000% 12/17/2026 | 11,000,000 | 11,000,000 | 0 | 0.02% | -$8.37K |
| BGC GROUP INC | 10,600,000 | 10,600,000 | 0 | 0.02% | $115.52K |
| US TREASURY N/B | 10,900,000 | 10,900,000 | 0 | 0.02% | $93.25K |
| KITE REALTY GROU | 10,799,000 | 10,799,000 | 0 | 0.02% | $103.35K |
| ABU DHABI NATL ENERGY CO PJSC 4.375% 10/09/2031 144A | 11,000,000 | 11,000,000 | 0 | 0.02% | -$21.45K |
| NISOURCE INC | 11,346,000 | 11,346,000 | 0 | 0.02% | $74.31K |
| WELLS FARGO CO | 10,556,000 | 10,556,000 | 0 | 0.02% | -$19.59K |
| TOYOTA MTR CRED | 10,800,000 | 10,800,000 | 0 | 0.02% | -$850 |
| AVIATION CAPITAL GROUP SR UNSECURED 144A 04/30 5.125 | 10,600,000 | 10,600,000 | 0 | 0.02% | $109.26K |
| BANK OF AMER CRP | 10,727,000 | 10,727,000 | 0 | 0.02% | -$6.55K |
| SUN COMMUNITIES OPER LP REGD 2.70000000 | 11,527,000 | 11,527,000 | 0 | 0.02% | $66.27K |
| WABTEC | 10,335,000 | 10,335,000 | 0 | 0.02% | $35.37K |
| US TREASURY N/B | 10,480,000 | 10,480,000 | 0 | 0.02% | $42.98K |
| BMO 2023-5C1 A3 | 10,000,000 | 10,000,000 | 0 | 0.02% | -$8.55K |
| SUMITOMO MITSUI | 10,000,000 | 10,000,000 | 0 | 0.02% | $32.52K |
| LPL HOLDINGS INC | 10,200,000 | 10,200,000 | 0 | 0.02% | -$35.55K |
| Royal Caribbean Cruises Ltd. | 9,929,000 | 9,929,000 | 0 | 0.02% | $80.40K |
| Norinchukin Bank/The | 10,000,000 | 10,000,000 | 0 | 0.02% | $51.01K |
| COMMONSPIRIT | 9,840,000 | 9,840,000 | 0 | 0.02% | $41.47K |
| LLOYDS BK GR PLC | 10,050,000 | 10,050,000 | 0 | 0.02% | $4.68K |
| MARS INC | 9,843,000 | 9,843,000 | 0 | 0.02% | $8.32K |
| MERCEDES-BNZ FIN | 10,000,000 | 10,000,000 | 0 | 0.02% | $25.34K |
| HNDA Float 08/13/27 | 10,100,000 | 10,100,000 | 0 | 0.02% | $21.50K |
| LLOYDS BK GR PLC | 10,050,000 | 10,050,000 | 0 | 0.02% | $16.98K |
| US TREASURY N/B | 10,019,000 | 10,019,000 | 0 | 0.02% | -$16.81K |
| OFSI BSL XIV CLO LTD A TSFR3M+146 07/20/2037 144A | 10,000,000 | 10,000,000 | 0 | 0.02% | $1.72K |
| MFIT 2025-AA A | 9,763,000 | 9,763,000 | 0 | 0.02% | $41.06K |
| BANK OF AMER CRP | 9,788,000 | 9,788,000 | 0 | 0.02% | $5.36K |
| US TREASURY N/B | 10,713,000 | 10,713,000 | 0 | 0.02% | $94.58K |
| BROADCOM INC | 11,980,000 | 11,980,000 | 0 | 0.02% | -$31.69K |
| US TREASURY N/B | 10,019,000 | 10,019,000 | 0 | 0.02% | $42.66K |
| US TREASURY N/B | 9,741,000 | 9,741,000 | 0 | 0.02% | $17.50K |
| SANUK V4.858 09/11/30 | 9,595,000 | 9,595,000 | 0 | 0.02% | $50.68K |
| BPCE | 9,300,000 | 9,300,000 | 0 | 0.02% | $38.52K |
| UPJOHN INC | 12,410,000 | 12,410,000 | 0 | 0.02% | $279.47K |
| US TREASURY N/B | 10,054,300 | 10,054,300 | 0 | 0.02% | $60.48K |
| MORGAN STANLEY | 9,675,000 | 9,675,000 | 0 | 0.02% | $19.61K |
| WSFIN 4.5 07/16/28 144A | 9,600,000 | 9,600,000 | 0 | 0.02% | $4.94K |
| FNMA GTD MTG PASS THRU CTF 4.62% 04/25/2030 | 9,400,000 | 9,400,000 | 0 | 0.02% | $67.39K |
| PENTAIR FINANCE | 9,495,000 | 9,495,000 | 0 | 0.02% | $27.76K |
| EIX 6.25 03/15/30 | 9,050,000 | 9,050,000 | 0 | 0.02% | $112.47K |
| GOLDMAN SACHS GP | 10,590,000 | 10,590,000 | 0 | 0.02% | $28.97K |
| VOYA EURO CLO II DC AR 3MEUR+96 07/15/2035 144A | 8,100,000 | 8,100,000 | 0 | 0.02% | $173.03K |
| CENTENE CORP | 11,006,000 | 11,006,000 | 0 | 0.02% | $104.70K |
| AFRMT 2025-2A C | 9,400,000 | 9,400,000 | 0 | 0.02% | $15.98K |
| GOLDMAN SACHS GP | 9,480,000 | 9,480,000 | 0 | 0.02% | $65.86K |
| JPMORGAN CHASE | 9,550,000 | 9,550,000 | 0 | 0.02% | $17.42K |
| CVC Cordatus Loan Fund XXI DAC, Series 21A, Class A1E | 8,000,000 | 8,000,000 | 0 | 0.02% | $199.94K |
| LIBERTY MUTUAL | 9,380,000 | 9,380,000 | 0 | 0.02% | -$5.96K |
| HUDSON PACIFIC | 10,503,000 | 10,503,000 | 0 | 0.02% | -$320.34K |
| U.S. Treasury STRIPS Coupon | 19,370,000 | 19,370,000 | 0 | 0.02% | $246.85K |
| SUMITOMO MITSUI | 9,060,000 | 9,060,000 | 0 | 0.02% | $17.98K |
| CENTENE CORP | 9,865,000 | 9,865,000 | 0 | 0.02% | $101.39K |
| PETROLEOS MEXICANOS SR UNSEC 6.75% 09-21-47 | 11,150,000 | 11,150,000 | 0 | 0.02% | $194.79K |
| UBS GROUP | 9,800,000 | 9,800,000 | 0 | 0.02% | $35.12K |
| AES CORP/THE SR UNSECURED 144A 07/30 3.95 | 9,327,000 | 9,327,000 | 0 | 0.02% | $69.07K |
| KBC GROUP NV REGD V/R 144A P/P 4.93200000 | 8,910,000 | 8,910,000 | 0 | 0.02% | $48.31K |
| BENCHMARK 2020-B18 MORTGAGE TRUST 1.672% 07/15/2053 | 10,000,000 | 10,000,000 | 0 | 0.02% | $74.78K |
| OHA CREDIT PARTNERS XVII LTD | 9,030,000 | 9,030,000 | 0 | 0.02% | -$15.31K |
| NextEra Energy Capital Holdings, Inc. | 12,100,000 | 12,100,000 | 0 | 0.02% | $222.05K |
| EXPAND ENRGY | 8,511,000 | 8,511,000 | 0 | 0.02% | $73.16K |
| ARTHUR J GALLAGH | 8,800,000 | 8,800,000 | 0 | 0.02% | $13.68K |
| WELLS FARGO CO | 8,647,000 | 8,647,000 | 0 | 0.02% | -$51.54K |
| BLOX 2021-BLOX A TSFR1M+86.448 09/15/2026 144A | 8,921,000 | 8,921,000 | 0 | 0.02% | $17.19K |
| SREIT Trust 2021-MFP | 8,862,360 | 8,862,360 | 0 | 0.02% | $5.51K |
| BROADCOM INC | 8,740,000 | 8,740,000 | 0 | 0.02% | $34.01K |
| ERAC USA FIN LLC 3.3% 12/01/2026 144A | 8,865,000 | 8,865,000 | 0 | 0.02% | $14.26K |
| BAT INTL FINANCE | 8,700,000 | 8,700,000 | 0 | 0.02% | $15.62K |
| TIME WARNER CABL | 8,522,000 | 8,522,000 | 0 | 0.02% | $60.85K |
| CHENIERE ENERGYP | 8,713,000 | 8,713,000 | 0 | 0.02% | $54.27K |
| BMO Mortgage Trust, Series 2023-C5, Class A2 | 8,500,000 | 8,500,000 | 0 | 0.02% | -$4.06K |
| NISSAN MOTOR ACCEPTANCE SR UNSECURED 144A 09/27 VAR | 8,800,000 | 8,800,000 | 0 | 0.02% | -$35.53K |
| SAUDI INT BOND | 8,800,000 | 8,800,000 | 0 | 0.02% | $25.08K |
| US TREASURY N/B | 8,797,500 | 8,797,500 | 0 | 0.02% | $54.63K |
| MORGAN STANLEY BK AMER MERRILL LYNCH TR 2016-C32 A3 3.459% 12/15/2049 | 8,677,804 | 8,677,804 | 0 | 0.02% | $7.57K |
| US TREASURY N/B | 8,522,000 | 8,522,000 | 0 | 0.02% | $5.99K |
| Dryden 37 Senior Loan Fund | 8,569,000 | 8,569,000 | 0 | 0.02% | -$14.38K |
| BMW US CAP LLC 5.05 3/30 | 8,300,000 | 8,300,000 | 0 | 0.02% | $23.97K |
| BANK OF AMER CRP | 8,241,000 | 8,241,000 | 0 | 0.02% | -$36.07K |
| EQUITABLE FINANC | 8,400,000 | 8,400,000 | 0 | 0.02% | -$5.62K |
| BANCO SANTANDER | 8,400,000 | 8,400,000 | 0 | 0.02% | -$21.76K |
| ARCH CAPITAL FIN | 8,495,000 | 8,495,000 | 0 | 0.02% | $2.02K |
| CREDIT AGRICOLE SA REGD V/R 144A P/P MTN 4.98407100 | 8,400,000 | 8,400,000 | 0 | 0.02% | $5.49K |
| BAT CAPITAL CORP | 9,056,000 | 9,056,000 | 0 | 0.02% | $69.56K |
| US TREASURY N/B | 12,872,200 | 12,872,200 | 0 | 0.02% | $121.18K |
| US TREASURY N/B | 14,632,400 | 14,632,400 | 0 | 0.02% | $80.02K |
| ALLY V5.543 01/17/31 | 8,200,000 | 8,200,000 | 0 | 0.02% | $64.16K |
| ROCK Trust, Series 2024-CNTR, Class A | 8,141,372 | 8,141,372 | 0 | 0.02% | $30.63K |
| CITIZENS FIN GRP | 9,574,000 | 9,574,000 | 0 | 0.02% | $163.54K |
| HCA INC | 8,390,000 | 8,390,000 | 0 | 0.02% | $26.85K |
| WELLTOWER INC | 8,865,000 | 8,865,000 | 0 | 0.02% | $66.41K |
| SDART 2025-2 D | 8,100,000 | 8,100,000 | 0 | 0.02% | $89.00K |
| BANK 2021-BNK33 2.27% 05/15/2064 | 9,000,000 | 9,000,000 | 0 | 0.02% | $108.67K |
| Freddie Mac Multifamily Structured Pass Through Certificates | 9,000,000 | 9,000,000 | 0 | 0.02% | $108.22K |
| Warnermedia Holdings Inc | 8,213,000 | 8,213,000 | 0 | 0.02% | $61.88K |
| ELECTRICITE DE FRANCE SA SR UNSECURED 144A 04/64 6 | 8,200,000 | 8,200,000 | 0 | 0.02% | $37.46K |
| STEEL DYNAMICS | 8,400,000 | 8,400,000 | 0 | 0.02% | $44.94K |
| ROYALTY PHARM | 8,100,000 | 8,100,000 | 0 | 0.02% | $67.01K |
| BX Mortgage Trust, Series 2021-PAC, Class A | 8,126,000 | 8,126,000 | 0 | 0.02% | -$138 |
| Benchmark 2021-B26 Mortgage Trust | 8,800,000 | 8,800,000 | 0 | 0.02% | $80.45K |
| Flatiron CLO 20 Ltd., Series 2020-1A, Class A1R2 | 8,080,000 | 8,080,000 | 0 | 0.02% | $5.48K |
| SANUSA V5.473 03/20/29 | 7,900,000 | 7,900,000 | 0 | 0.02% | $8.22K |
| DOLP Trust, Series 2021-NYC, Class A | 8,810,000 | 8,810,000 | 0 | 0.02% | $94.99K |
| ATHENE GLOBAL FUNDING SECURED 144A 01/27 5.339 | 7,937,000 | 7,937,000 | 0 | 0.02% | -$20.46K |
| BANCO SANTANDER | 8,000,000 | 8,000,000 | 0 | 0.02% | $9.69K |
| DTRGR 5.125 09/25/27 144A | 7,852,000 | 7,852,000 | 0 | 0.02% | $11.05K |
| WILLIAMS COS INC | 7,785,000 | 7,785,000 | 0 | 0.02% | $40.20K |
| SABRA HEALTH CAR | 8,620,000 | 8,620,000 | 0 | 0.02% | $86.44K |
| COTERRA ENERGY | 7,700,000 | 7,700,000 | 0 | 0.02% | $85.69K |
| BARCLAYS PLC | 8,625,000 | 8,625,000 | 0 | 0.02% | $64.49K |
| BPCE SA 3.875% 01/11/2029 REGS | 6,500,000 | 6,500,000 | 0 | 0.02% | $160.38K |
| ORACLE CORP | 8,000,000 | 8,000,000 | 0 | 0.02% | $7.69K |
| BANK 2020-BNK28 | 8,715,000 | 8,715,000 | 0 | 0.02% | $97.81K |
| GS MTG SECS CORP TR 2024-RVR A VAR 08/10/2029 144A | 7,700,000 | 7,700,000 | 0 | 0.02% | -$7.14K |
| U.S. Treasury STRIPS Coupon | 9,460,000 | 9,460,000 | 0 | 0.02% | $132.89K |
| JPMORGAN CHASE | 10,730,000 | 10,730,000 | 0 | 0.02% | $4.88K |
| US TREASURY N/B | 7,542,400 | 7,542,400 | 0 | 0.02% | $28.28K |
| OHIOHEALTH | 8,505,000 | 8,505,000 | 0 | 0.02% | $85.32K |
| GOLDMAN SACHS GP | 7,810,000 | 7,810,000 | 0 | 0.02% | $8.12K |
| Wellfleet CLO Ltd., Series 2022-1A, Class A1RN | 7,750,000 | 7,750,000 | 0 | 0.02% | $1.24K |
| PHILIP MORRIS IN | 7,455,000 | 7,455,000 | 0 | 0.02% | $20.03K |
| RR 7 LTD A1AB TSFR3M+134 01/15/2037 144A | 7,731,000 | 7,731,000 | 0 | 0.02% | $2.39K |
| JPMORGAN CHASE | 8,065,000 | 8,065,000 | 0 | 0.02% | $47.88K |
| FORD MOTOR CRED | 8,245,000 | 8,245,000 | 0 | 0.02% | $144.98K |
| PRINCIPAL LIFE GLOBAL FUNDING II 144A 4.950000% 11/27/2029 | 7,500,000 | 7,500,000 | 0 | 0.02% | -$4.30K |
| OMEGA HEALTHCARE | 7,569,000 | 7,569,000 | 0 | 0.02% | $7.87K |
| US TREASURY N/B | 9,789,000 | 9,789,000 | 0 | 0.02% | $85.65K |
| WILLIAMS COS INC | 7,545,000 | 7,545,000 | 0 | 0.02% | $45.70K |
| AVOLON HDGS | 7,750,000 | 7,750,000 | 0 | 0.02% | $47.92K |
| FORD MOTOR CRED | 7,500,000 | 7,500,000 | 0 | 0.02% | $6.60K |
| EDISON INTL | 7,400,000 | 7,400,000 | 0 | 0.02% | $127.70K |
| DTMINC 5.8 12/15/34 144A | 7,125,000 | 7,125,000 | 0 | 0.02% | $84.85K |
| GENESIS SALES FINANCE MASTER TRUST 5.87% 12/20/2032 144A | 7,400,000 | 7,400,000 | 0 | 0.02% | $28.84K |
| US TREASURY N/B | 10,053,000 | 10,053,000 | 0 | 0.02% | $77.36K |
| VICI PROPERTIE | 7,365,000 | 7,365,000 | 0 | 0.02% | $33.77K |
| ELEVANCE HEALTH | 7,265,000 | 7,265,000 | 0 | 0.02% | $32.10K |
| OMEGA HEALTHCARE | 7,647,000 | 7,647,000 | 0 | 0.02% | $73.66K |
| PINE STR TR II 5.568% 02/15/2049 144A | 7,800,000 | 7,800,000 | 0 | 0.02% | $14.58K |
| ENEL FINANCE INTL NV COMPANY GUAR 144A 06/29 5.125 | 7,130,000 | 7,130,000 | 0 | 0.02% | $15.55K |
| ARBOUR CLO XII DAC AR 3MEUR+135 07/15/2038 144A | 6,200,000 | 6,200,000 | 0 | 0.02% | $143.82K |
| US TREASURY N/B | 7,341,000 | 7,341,000 | 0 | 0.02% | -$15.75K |
| BMARK 2019-B13 A4 | 7,629,000 | 7,629,000 | 0 | 0.02% | $54.73K |
| BAIN CAPITAL CREDIT CLO, LIMIT BCC 2020 3A A1RR 144A | 7,300,000 | 7,300,000 | 0 | 0.02% | -$4.10K |
| Avolon Holdings Funding Ltd. | 6,970,000 | 6,970,000 | 0 | 0.02% | -$3.45K |
| BERRY GLOBAL INC | 6,820,000 | 6,820,000 | 0 | 0.02% | $41.25K |
| GOLDMAN SACHS GP | 7,135,000 | 7,135,000 | 0 | 0.01% | -$850 |
| NBN Company, Ltd. | 7,200,000 | 7,200,000 | 0 | 0.01% | $34.14K |
| COF V5.247 07/26/30 | 6,880,000 | 6,880,000 | 0 | 0.01% | $19.26K |
| BMO Mortgage Trust | 6,700,000 | 6,700,000 | 0 | 0.01% | $27.43K |
| BROADCOM INC | 6,747,000 | 6,747,000 | 0 | 0.01% | $9.21K |
| Brandywine Operating Partnership, L.P. | 6,570,000 | 6,570,000 | 0 | 0.01% | $5.48K |
| TIME WARNER CABL | 6,393,000 | 6,393,000 | 0 | 0.01% | $112.85K |
| REALTY INCOME | 7,532,000 | 7,532,000 | 0 | 0.01% | $80.79K |
| VW 5.05 03/27/28 144A | 6,778,000 | 6,778,000 | 0 | 0.01% | $6.65K |
| MORGAN STANLEY | 6,644,000 | 6,644,000 | 0 | 0.01% | $6.07K |
| OCCIDENTAL PETE | 6,475,000 | 6,475,000 | 0 | 0.01% | $138.86K |
| SYNNEX CORP | 6,930,000 | 6,930,000 | 0 | 0.01% | $43.29K |
| GREYSTONE COMMERCIAL CAPITAL TRUST SERIES GRYCCT_21-2 | 7,691,819 | 7,691,819 | 0 | 0.01% | $0 |
| MPLX LP | 6,600,000 | 6,600,000 | 0 | 0.01% | $67.10K |
| MSCR 2021-MN3 M2 144A FRN 11-25-51 | 6,605,728 | 6,605,728 | 0 | 0.01% | -$6.39K |
| AKER BP ASA REGD 144A P/P 3.10000000 | 7,295,000 | 7,295,000 | 0 | 0.01% | $125.75K |
| UBS GROUP | 6,800,000 | 6,800,000 | 0 | 0.01% | $19.37K |
| BX Trust, Series 2022-LBA6, Class A | 6,750,000 | 6,750,000 | 0 | 0.01% | $12.10K |
| BRIXMOR OPERATIN | 6,724,000 | 6,724,000 | 0 | 0.01% | $44.48K |
| COLUMBIA PIPE OC | 6,190,000 | 6,190,000 | 0 | 0.01% | $59.45K |
| NTT FINANCE CORP 4.091% 07/16/2037 144A | 5,500,000 | 5,500,000 | 0 | 0.01% | $137.73K |
| BNP PARIBAS SA 144A 01/31 VAR | 6,950,000 | 6,950,000 | 0 | 0.01% | $54.09K |
| UNITEDHEALTH GRP | 6,450,000 | 6,450,000 | 0 | 0.01% | $9.41K |
| WELLS FARGO COMMERCIAL MORTGAGE TRUST 2021-C61 A3 2.406% 11/15/2054 | 7,300,000 | 7,300,000 | 0 | 0.01% | $109.12K |
| WELLS FARGO COML MTG 2024-GRP A TSFR1M+179.132 10/15/2041 144A | 6,587,000 | 6,587,000 | 0 | 0.01% | -$8.85K |
| STLA 5.4 09/15/30 144A | 6,498,000 | 6,498,000 | 0 | 0.01% | $11.75K |
| COREBRIDGE FIN | 6,908,000 | 6,908,000 | 0 | 0.01% | -$6.32K |
| WELLS FARGO CO | 6,233,000 | 6,233,000 | 0 | 0.01% | -$55.33K |
| US TREASURY N/B | 8,730,000 | 8,730,000 | 0 | 0.01% | $74.00K |
| ARBOUR CLO VII DESIGNATED ACTIVITY CO BR 3MEUR+205 12/15/2038 144A | 5,450,000 | 5,450,000 | 0 | 0.01% | $132.82K |
| FLATIRON CLO LT A1R TSFR3M+136 10/19/2037 144A | 6,432,000 | 6,432,000 | 0 | 0.01% | -$617 |
| MSC 2021-L6 A3 2.196% 06/15/2054 | 7,000,000 | 7,000,000 | 0 | 0.01% | $58.73K |
| FHMS K762 A2 | 6,300,000 | 6,300,000 | 0 | 0.01% | $52.69K |
| TOLL BR FIN CORP | 6,350,000 | 6,350,000 | 0 | 0.01% | -$4.66K |
Top 300 of 4167, by weight.
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