FSIGX
Fidelity Series Investment Grade Bond Fund
Fidelity Salem Street Trust
Fund of funds

Portfolio moves

Net position changes between two of this fund's N-PORT snapshots. These are differences between point-in-time reports — not a trade log — and share counts can be affected by splits and other corporate actions.

Nov 30, 2025 → Feb 28, 2026

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

Security Shares Nov 2025 Shares Feb 2026 Δ shares End % Δ value
US TREASURY N/B 0 719,900,000 719,900,000 1.78% $722.49M
US TREASURY N/B 0 429,600,000 429,600,000 1.06% $431.58M
G2SF 5.5 4/25 0 371,700,000 371,700,000 0.93% $376.09M
US TREASURY N/B 0 351,900,000 351,900,000 0.87% $355.36M
US TREASURY N/B 0 257,840,000 257,840,000 0.63% $257.40M
US TREASURY N/B 0 221,897,000 221,897,000 0.55% $223.35M
US TREASURY N/B 0 214,600,000 214,600,000 0.54% $218.29M
FNCL 6 3/24 0 200,275,000 200,275,000 0.51% $205.43M
G2SF 6 4/25 0 185,450,000 185,450,000 0.47% $189.08M
FNCI 5 4/21 0 169,575,000 169,575,000 0.42% $172.05M
FNCL 6 4/26 0 152,450,000 152,450,000 0.38% $156.36M
G2SF 2 4/26 0 120,850,000 120,850,000 0.25% $102.38M
Government National Mortgage Association, TBA 0 114,600,000 114,600,000 0.25% $101.10M
GNII II 5.5% 03/01/2056 #TBA 0 91,625,000 91,625,000 0.23% $92.80M
Fannie Mae or Freddie Mac 0 91,200,000 91,200,000 0.23% $92.59M
FNCL 2 4/26 0 90,350,000 90,350,000 0.18% $74.83M
G2SF 2.5 4/24 0 84,575,000 84,575,000 0.18% $74.61M
G2SF 5 4/26 0 63,825,000 63,825,000 0.16% $63.96M
US TREASURY N/B 0 62,070,000 62,070,000 0.15% $62.26M
GNMA TBA 0 69,450,000 69,450,000 0.14% $58.83M
PLYM Commercial Mortgage Trust 2026-IND 0 46,616,000 46,616,000 0.11% $46.62M
Extended Stay America Trust, Series 2026-ESH2, Class A 0 44,542,000 44,542,000 0.11% $44.56M
Uniform Mortgage-Backed Security, TBA 0 53,225,000 53,225,000 0.11% $44.08M
MORGAN STANLEY 0 42,053,000 42,053,000 0.10% $42.30M
BX COMMERCIAL MORTGAGE TRUST 2026-XL6 TSFR1M+130 03/15/2043 144A 0 40,993,000 40,993,000 0.10% $41.02M
FHMS K555 SOFR30A+50 11/25/2030 0 30,900,000 30,900,000 0.08% $30.90M
FEDERAL HOME LN MTG MLT CTF GT SOFR30A+52 11/25/2030 0 29,597,186 29,597,186 0.07% $29.60M
Barings 2026-SBP Issuer LLC 0 28,448,000 28,448,000 0.07% $28.49M
RR 44 LTD A1A TSFR3M+ 04/15/2041 144A 0 27,561,000 27,561,000 0.07% $27.56M
WESTERN MIDSTRM 0 24,493,000 24,493,000 0.06% $24.70M
Freddie Mac Multifamily Structured Pass Through Certificates 0 24,594,446 24,594,446 0.06% $24.59M
FLATIRON CLO 31 LTD A1 TSFR3M+120 01/18/2039 144A 0 24,307,000 24,307,000 0.06% $24.35M
FEDERAL HOME LN MTG MLT CTF GT SOFR30A+50 12/25/2030 0 24,300,000 24,300,000 0.06% $24.31M
Ares LXX CLO Ltd., Series 2023-70A, Class A1R 0 24,268,000 24,268,000 0.06% $24.28M
BENEFIT STR PARTNERS CLO XXXIII LTD / BENEFIT STR PARTNERS CLO XXXIII LLC AR TSFR3M+119 01/25/2039 144A 0 23,763,000 23,763,000 0.06% $23.81M
Government National Mortgage Association, TBA 0 22,775,000 22,775,000 0.06% $23.24M
PALMER SQUARE CLO 2026-1 LTD A TSFR3M+119 04/20/2039 144A 0 20,933,000 20,933,000 0.05% $20.94M
PHNTOM 2026-1 A 0 18,000,000 18,000,000 0.05% $18.32M
RR LTD 2023-25A A1A2 TSFR3M+118 04/15/2041 144A 0 18,173,000 18,173,000 0.04% $18.17M
PLNT 2025-1A A2I 0 16,780,000 16,780,000 0.04% $17.05M
BANK OF AMER CRP 0 12,000,000 12,000,000 0.03% $12.46M
FEDERAL HOME LN MTG MLT CTF GT SOFR30A+54 10/25/2030 0 12,225,824 12,225,824 0.03% $12.23M
Targa Resources Corp 0 11,217,000 11,217,000 0.03% $11.22M
FHMS K763 A2 0 10,400,000 10,400,000 0.03% $10.50M
Phillips Edison Grocery Center Operating Partnership I LP 0 10,439,000 10,439,000 0.03% $10.46M
CVS HEALTH CORP 0 8,000,000 8,000,000 0.02% $8.44M
G2 MA7368 0 9,090,952 9,090,952 0.02% $8.34M
PLAINS ALL AMER 0 8,000,000 8,000,000 0.02% $8.13M
CITIGROUP INC 0 8,000,000 8,000,000 0.02% $8.06M
GOLDMAN SACHS GP 0 8,000,000 8,000,000 0.02% $8.05M
PLYM COMMERCIAL MORTGAGE TRUST 2026-IND TSFR1M+185 03/15/2043 144A 0 7,859,000 7,859,000 0.02% $7.86M
FORD MOTOR CRED 0 7,402,000 7,402,000 0.02% $7.45M
PLYM COMMERCIAL MORTGAGE TRUST 2026-IND TSFR1M+155 03/15/2043 144A 0 7,081,000 7,081,000 0.02% $7.09M
WILLIS ENGINE STRUCTURED TRUST WESTF 2025 B A 144A 0 6,850,097 6,850,097 0.02% $6.93M
BMO MORTGAGE TRUST 5C13 A2 4.8342% 12/15/2058 0 6,700,000 6,700,000 0.02% $6.84M
BANK5 2026-5YR20 A3 5.244% 02/15/2057 0 6,400,000 6,400,000 0.02% $6.64M
BMARK 2026-V20 A3 0 6,200,000 6,200,000 0.02% $6.47M
Onity Loan Investment Trust 2025-HB2 0 6,628,928 6,628,928 0.02% $6.43M
BANK OF AMER CRP 0 6,000,000 6,000,000 0.02% $6.29M
OCCIDENTAL PETE 0 6,000,000 6,000,000 0.02% $6.25M
FNMA 30YR 6.5% 12/01/2053#FS6526 0 5,209,053 5,209,053 0.01% $5.51M
BX COMMERCIAL MORTGAGE TRUST 2026-XL6 B VAR 03/15/2043 144A 0 5,415,000 5,415,000 0.01% $5.42M
FORD MOTOR CRED 0 5,000,000 5,000,000 0.01% $5.14M
DEUTSCHE BANK NY 0 5,000,000 5,000,000 0.01% $5.11M
VERISK ANALYTICS 0 5,071,000 5,071,000 0.01% $5.10M
KROGER CO 0 5,000,000 5,000,000 0.01% $5.08M
Freddie Mac Multifamily Structured Pass Through Certificates 0 4,800,000 4,800,000 0.01% $4.89M
MFF 2025-1A A 0 4,700,000 4,700,000 0.01% $4.74M
BARCLAYS PLC 0 5,000,000 5,000,000 0.01% $4.67M
Extended Stay America Trust, Series 2026-ESH2, Class B 0 4,572,000 4,572,000 0.01% $4.58M
FHMS K551 A2 0 4,500,000 4,500,000 0.01% $4.57M
NEW RESIDENTIAL MORTGAGE LOAN TRUST 2025-NQM7 A1FC VAR 10/26/2065 144A 0 4,471,405 4,471,405 0.01% $4.49M
Dext ABS 2025-2, LLC 0 4,220,000 4,220,000 0.01% $4.23M
BBCMS 2024-C26 A5 0 3,900,000 3,900,000 0.01% $4.23M
CITIGROUP INC 0 4,000,000 4,000,000 0.01% $4.17M
T-MOBILE USA INC 0 4,000,000 4,000,000 0.01% $4.13M
GOLDMAN SACHS GP 0 4,000,000 4,000,000 0.01% $4.04M
SOUTHERN CO 0 4,000,000 4,000,000 0.01% $3.99M
VERIZON COMM INC 0 4,000,000 4,000,000 0.01% $3.57M
Nissan Auto Lease Trust 2026-A 0 3,350,000 3,350,000 0.01% $3.36M
G2 MA7535 0 3,622,971 3,622,971 0.01% $3.32M
ENERGY TRANS 0 3,000,000 3,000,000 0.01% $3.32M
EXELON CO 0 3,000,000 3,000,000 0.01% $3.14M
Avolon Holdings Funding Ltd. 0 3,000,000 3,000,000 0.01% $3.14M
Extended Stay America Trust 2026-ESH2 0 3,102,000 3,102,000 0.01% $3.11M
G2 MA7473 0 3,052,689 3,052,689 0.01% $2.80M
Fannie Mae Pool 0 2,742,733 2,742,733 0.01% $2.29M
G2 MA7419 0 2,407,993 2,407,993 0.01% $2.21M
FHMS K549 A2 0 2,000,000 2,000,000 0.01% $2.04M
ATHENE GLOBAL FU 0 2,000,000 2,000,000 0.00% $2.03M
AOMT 2026-2 4.684% 02/25/2071 144A 0 1,900,000 1,900,000 0.00% $1.90M
FHLG 30YR 2% 01/01/2051#BQ9683 0 2,104,622 2,104,622 0.00% $1.76M
FNMA 30YR 2% 11/01/2051#FM9500 0 1,724,514 1,724,514 0.00% $1.45M
FHLG 30YR 2% 07/01/2051#QC4827 0 1,716,947 1,716,947 0.00% $1.43M
FEDERAL NATIONAL MORTGAGE ASSOCIATION 0 1,644,844 1,644,844 0.00% $1.38M
FN BQ3004 0 1,537,892 1,537,892 0.00% $1.29M
FNMA 30YR 2% 04/01/2051#BR7792 0 1,119,039 1,119,039 0.00% $935.75K
CMXS 2026-A A3 0 860,000 860,000 0.00% $862.40K
FHLG 30YR 2% 01/01/2051#BQ9687 0 1,022,303 1,022,303 0.00% $855.49K
FNMA 30YR 2% 12/01/2050#BQ5162 0 1,000,611 1,000,611 0.00% $837.34K
FEDERAL NATIONAL MORTGAGE ASSOCIATION 0 979,479 979,479 0.00% $819.96K
FN MA4182 0 972,615 972,615 0.00% $814.22K
FN MA4119 0 899,257 899,257 0.00% $753.37K
FNMA 30YR 2% 12/01/2050#FM5215 0 800,773 800,773 0.00% $673.61K
FREDDIE MAC POOL FR RA3205 0 666,296 666,296 0.00% $561.12K
BANK5 2025-5YR19 XB VAR 12/15/2030 0 18,500,000 18,500,000 0.00% $529.20K
FNMA 30YR 2% 02/01/2051#FM5984 0 508,713 508,713 0.00% $428.25K
FHLG 30YR 2% 07/01/2051#QC4665 0 487,834 487,834 0.00% $407.47K
FHLG 30YR 2% 01/01/2051#QB7563 0 482,615 482,615 0.00% $405.83K
FNMA 30YR 2% 08/01/2051#FM8176 0 436,404 436,404 0.00% $368.33K
FHLG 30YR 2% 01/01/2051#BQ8400 0 342,866 342,866 0.00% $288.31K
G2 MA6710 0 74,793 74,793 0.00% $68.73K
G2 MA7590 0 42,787 42,787 0.00% $39.25K
G2 MA6474 0 5,299 5,299 0.00% $4.88K
Uniform Mortgage-Backed Security, TBA 0 0 0 0.00% $0
Uniform Mortgage-Backed Security, TBA 0 0 0 0.00% $0
G2SF 5 3/25 0 0 0 0.00% $0
FNCL 5 3/24 0 0 0 0.00% $0
Uniform Mortgage-Backed Security, TBA 0 0 0 0.00% $0
FNCL 5.5 3/25 0 0 0 0.00% $0
GNII II 6.5% 03/01/2056 #TBA 0 0 0 0.00% $0
Uniform Mortgage-Backed Security, TBA 0 0 0 0.00% $0
Ginnie Mae 0 0 0 0.00% $0
G2SF 4 4/23 0 -13,000,000 -13,000,000 -0.03% -$12.50M
FNCL 3.5 4/26 0 -26,300,000 -26,300,000 -0.06% -$24.78M
Uniform Mortgage-Backed Security, TBA 0 -35,325,000 -35,325,000 -0.09% -$34.93M
FNCL 5 4/26 0 -48,450,000 -48,450,000 -0.12% -$48.62M
Uniform Mortgage-Backed Security, TBA 0 -85,225,000 -85,225,000 -0.19% -$77.07M
FNCL 2.5 4/26 0 -121,225,000 -121,225,000 -0.26% -$104.98M
Security Shares Nov 2025 Shares Feb 2026 Δ shares End % Δ value
FNCL 6 1/26 347,900,000 0 -347,900,000 0.00% -$356.18M
G2SF 6 1/25 222,525,000 0 -222,525,000 0.00% -$226.83M
Government National Mortgage Association, TBA 219,150,000 0 -219,150,000 0.00% -$223.23M
US TREASURY N/B 311,610,000 0 -311,610,000 0.00% -$221.89M
G2SF 5.5 1/25 191,425,000 0 -191,425,000 0.00% -$193.20M
GNMA II, Single-family, 30 Year 211,500,000 0 -211,500,000 0.00% -$176.24M
FNCL 5.5 1/26 138,675,000 0 -138,675,000 0.00% -$140.32M
US TREASURY N/B 105,680,000 0 -105,680,000 0.00% -$107.35M
G2 MA7880 100,094,795 0 -100,094,795 0.00% -$83.48M
ISPIM 5.71 01/15/26 81,601,000 0 -81,601,000 0.00% -$81.70M
Uniform Mortgage-Backed Security, TBA 80,175,000 0 -80,175,000 0.00% -$81.10M
G2 MA7988 80,312,965 0 -80,312,965 0.00% -$72.51M
G2SF 5 1/26 71,825,000 0 -71,825,000 0.00% -$71.67M
US TREASURY N/B 55,310,000 0 -55,310,000 0.00% -$55.33M
Government National Mortgage Association, TBA 62,425,000 0 -62,425,000 0.00% -$54.18M
Societe Generale SA 51,731,000 0 -51,731,000 0.00% -$51.66M
Uniform Mortgage-Backed Securities 61,999,461 0 -61,999,461 0.00% -$51.05M
G2 MA7192 60,429,113 0 -60,429,113 0.00% -$50.38M
FNMA 30YR 6% 09/01/2054#CB9216 45,933,881 0 -45,933,881 0.00% -$47.20M
Barings CLO Ltd. 2021-I 40,974,000 0 -40,974,000 0.00% -$41.04M
CEDAR FUNDING XV CLO LTD 39,364,000 0 -39,364,000 0.00% -$39.33M
FNMA 30YR 6% 07/01/2055#CC0730 37,997,973 0 -37,997,973 0.00% -$39.14M
MDPK 2021-50A A CLO 144A FRN 04-19-34 38,620,000 0 -38,620,000 0.00% -$38.65M
G2 MA7472 43,644,304 0 -43,644,304 0.00% -$37.90M
FNCL 3 12/22 41,475,000 0 -41,475,000 0.00% -$36.84M
FN MA4077 42,885,875 0 -42,885,875 0.00% -$35.27M
FNCL 6 12/24 31,425,000 0 -31,425,000 0.00% -$32.18M
G2 MA8149 34,316,019 0 -34,316,019 0.00% -$31.87M
G2 MA7986 38,065,522 0 -38,065,522 0.00% -$31.75M
FR SD8106 35,155,402 0 -35,155,402 0.00% -$28.88M
FNMA 30YR 6% 08/01/2054#CB9061 27,318,929 0 -27,318,929 0.00% -$28.07M
MAGNETITE XXIII LTD AR TSFR3M+139.161 01/25/2035 144A 26,894,000 0 -26,894,000 0.00% -$26.92M
CAPITAL ONE FINL 26,533,000 0 -26,533,000 0.00% -$26.39M
FNMA 30YR 6% 06/01/2054#CB8711 25,126,961 0 -25,126,961 0.00% -$25.83M
FNMA 30YR 1.5% 09/01/2051#FS2529 33,150,038 0 -33,150,038 0.00% -$25.75M
Freddie Mac Multifamily Structured Pass Through Certificates 25,500,000 0 -25,500,000 0.00% -$25.70M
FNMA 30YR 2% 01/01/2052#FS0286 30,874,202 0 -30,874,202 0.00% -$25.57M
DISCOVER FIN SVS 25,399,000 0 -25,399,000 0.00% -$25.40M
PLANET FITNESS MASTER ISSUER LLC 18-1A 3.251% 12/05/2051 144A 25,601,450 0 -25,601,450 0.00% -$25.20M
G2 MA7051 28,632,751 0 -28,632,751 0.00% -$23.88M
FNMA 30YR 5.5% 06/01/2053#CB6527 22,853,356 0 -22,853,356 0.00% -$23.45M
FNMA 30YR 3.5% 10/01/2051# 24,729,116 0 -24,729,116 0.00% -$23.05M
G2 MA6994 27,549,240 0 -27,549,240 0.00% -$22.99M
G2 MB0368 21,381,527 0 -21,381,527 0.00% -$22.04M
SYMPHONY CLO XXVI LTD / SYMPHONY CLO XXVI LLC AR TSFR3M+134.161 04/20/2033 144A 21,912,092 0 -21,912,092 0.00% -$21.92M
FNMA 30YR 6% 05/01/2054# 20,294,162 0 -20,294,162 0.00% -$20.86M
VERISK ANALYTICS 20,175,000 0 -20,175,000 0.00% -$20.46M
FNMA 30YR 6% 11/01/2053#FS6498 19,622,116 0 -19,622,116 0.00% -$20.24M
FHLG 30YR 2.5% 03/01/2051#RA4749 21,557,372 0 -21,557,372 0.00% -$18.60M
FHLM 30YR 5.5% 06/01/2053#RA9161 18,126,908 0 -18,126,908 0.00% -$18.60M
JBS USA/FOOD/FIN 19,632,000 0 -19,632,000 0.00% -$18.40M
Madison Park Funding XIX Ltd., Series 2015-19A, Class AR3 17,772,000 0 -17,772,000 0.00% -$17.79M
FNMA 30YR 2.5% 12/01/2051#CB2289 19,958,058 0 -19,958,058 0.00% -$17.23M
FNMA 30YR 5.5% 07/01/2053#CB6673 16,545,637 0 -16,545,637 0.00% -$16.97M
AERCAP IRELAND 16,892,000 0 -16,892,000 0.00% -$16.90M
FNCL 4.5 1/26 16,850,000 0 -16,850,000 0.00% -$16.48M
SAPPHIRE AVIATION FINANCE 3.228% 03/15/2040 144A 16,491,863 0 -16,491,863 0.00% -$15.99M
FNMA 30YR 6% 07/01/2054#CB8857 15,209,016 0 -15,209,016 0.00% -$15.63M
GOVERNMENT NATIONAL MORTGAGE CORPORATION 17,838,179 0 -17,838,179 0.00% -$15.50M
Uniform Mortgage-Backed Securities 17,449,388 0 -17,449,388 0.00% -$15.27M
G2 MA7471 18,199,996 0 -18,199,996 0.00% -$15.17M
Freddie Mac Pool 15,251,756 0 -15,251,756 0.00% -$14.66M
WFLF 2024-2A A1 14,399,217 0 -14,399,217 0.00% -$14.52M
FHLG 30YR 2.5% 12/01/2051#RA6434 15,413,518 0 -15,413,518 0.00% -$13.31M
FNMA 30YR 4.5% 12/01/2048#BM5106 13,091,797 0 -13,091,797 0.00% -$13.09M
FNCL 5.5 12/24 12,750,000 0 -12,750,000 0.00% -$12.91M
GMAC LLC 11,344,000 0 -11,344,000 0.00% -$12.91M
FNMA 15YR 2.5% 01/01/2037#FS1654 13,149,044 0 -13,149,044 0.00% -$12.51M
G2 MA6864 14,960,202 0 -14,960,202 0.00% -$12.50M
SBA TOWER TRUST 12,544,000 0 -12,544,000 0.00% -$12.50M
MFF 2024-1A A 144A 5.82% 04-20-37 11,985,521 0 -11,985,521 0.00% -$12.06M
FNMA 15YR 2% 07/35#CA6242 12,715,222 0 -12,715,222 0.00% -$11.87M
FNMA 30YR 6% 05/01/2055#CC0404 10,849,671 0 -10,849,671 0.00% -$11.29M
COM BK AUSTRALIA 11,585,000 0 -11,585,000 0.00% -$11.08M
FNCL 2.5 1/26 12,675,000 0 -12,675,000 0.00% -$10.79M
FNMA 15YR 1.5% 09/01/2036#CB1715 11,660,654 0 -11,660,654 0.00% -$10.57M
WSFIN 4.9 05/01/30 144A 10,237,000 0 -10,237,000 0.00% -$10.53M
SPGN 2022 TFLM MORTGAGE TRUST 10,413,000 0 -10,413,000 0.00% -$10.41M
FHLM 30YR 5% 08/01/2053#RA9615 10,009,852 0 -10,009,852 0.00% -$10.09M
FNMA 30YR 5.5% 06/01/2053#CB6636 9,647,165 0 -9,647,165 0.00% -$9.90M
FNMA 30YR 2.5% 08/01/2051#CB1281 11,419,859 0 -11,419,859 0.00% -$9.83M
FN MA4206 10,353,267 0 -10,353,267 0.00% -$9.65M
US TREASURY N/B 8,790,000 0 -8,790,000 0.00% -$9.21M
VERISK ANALYTICS 8,976,000 0 -8,976,000 0.00% -$9.05M
VENTAS REALTY LP 8,982,000 0 -8,982,000 0.00% -$8.98M
FHLG 15YR 1.5% 05/01/2036#QN6387 9,784,310 0 -9,784,310 0.00% -$8.88M
G2 MA7935 10,583,858 0 -10,583,858 0.00% -$8.83M
G2 MA7418 10,163,671 0 -10,163,671 0.00% -$8.83M
FNMA 30YR 2.5% 11/01/2051#FM9517 10,099,966 0 -10,099,966 0.00% -$8.72M
OPEN TR 2023-AIR TSFR1M+383.799 10/15/2028 144A 8,667,484 0 -8,667,484 0.00% -$8.67M
FNMA UMBS, 30 Year 8,075,174 0 -8,075,174 0.00% -$8.35M
FHLM 30YR 6% 11/01/2054#RJ2748 8,001,166 0 -8,001,166 0.00% -$8.32M
FHMS K547 A2 8,000,000 0 -8,000,000 0.00% -$8.14M
FNMA 30YR 3.5% 03/01/2052#CB3174 8,669,177 0 -8,669,177 0.00% -$8.07M
FNMA 30YR 2.5% 08/01/2051#CB1331 9,202,813 0 -9,202,813 0.00% -$7.92M
FNMA 30YR 6% 03/01/2054#CB8112 7,690,728 0 -7,690,728 0.00% -$7.91M
Wells Fargo Commercial Mortgage Trust 2024-MGP 7,776,302 0 -7,776,302 0.00% -$7.78M
FN MA4205 8,387,599 0 -8,387,599 0.00% -$7.60M
FNMA POOL CB1280 FN 08/51 FIXED 2.5 8,815,316 0 -8,815,316 0.00% -$7.59M
FHLM 30YR 5.5% 8/53 #RA9561 7,275,300 0 -7,275,300 0.00% -$7.46M
FNMA 15YR 1.5% 11/01/2035#BQ6318 8,221,254 0 -8,221,254 0.00% -$7.45M
FHLM 30YR 6% 09/01/2053#RA9856 7,191,475 0 -7,191,475 0.00% -$7.44M
FNMA 30YR 5% 04/01/2053#FS4829 7,235,591 0 -7,235,591 0.00% -$7.38M
FANNIEMAE 30YR 2.5% 05/01/2052#FA0880 8,288,330 0 -8,288,330 0.00% -$7.16M
FNMA 15YR 1.5% 11/01/2035#BQ5806 7,832,222 0 -7,832,222 0.00% -$7.12M
FNMA 30YR 2.5% 11/01/2051#FM9505 7,717,664 0 -7,717,664 0.00% -$6.66M
RFR USD SOFR/3.67800 12/29/25-7Y LCH 238,860,000 0 -238,860,000 0.00% -$6.65M
FHLMC REMI 30YR 6% 03/01/2055#RJ3645 6,288,568 0 -6,288,568 0.00% -$6.54M
FNMA 30YR 5% 02/01/2049#BM5577 6,174,143 0 -6,174,143 0.00% -$6.31M
AFFRM 2024-A 1A 144A 5.61% 02-15-29 6,200,000 0 -6,200,000 0.00% -$6.22M
FN MA4237 7,066,317 0 -7,066,317 0.00% -$5.81M
FNMA 30YR 6% 09/01/2053#CB7123 5,543,607 0 -5,543,607 0.00% -$5.74M
FHLG 30YR 5% 06/01/2053#SD3196 5,565,370 0 -5,565,370 0.00% -$5.67M
FR RB5135 6,420,161 0 -6,420,161 0.00% -$5.63M
G2 MA7705 6,290,065 0 -6,290,065 0.00% -$5.46M
SPGN 2022-TFLM MORTGAGE TRUST SER 2022-TFLM CL C V/R REGD 144A P/P 6.33019000 5,415,000 0 -5,415,000 0.00% -$5.43M
FEDERAL HOME LN MTG MLT CTF GT 5210 AB 3% 01/25/2042 5,593,477 0 -5,593,477 0.00% -$5.29M
WELLS FARGO COML MORTAGE TR 2024-MGP TSFR1M+199.073 08/15/2041 144A 5,130,273 0 -5,130,273 0.00% -$5.11M
FNCL 2 1/26 6,050,000 0 -6,050,000 0.00% -$4.93M
FNMA 30YR 2.5% 01/01/2051#FM5651 5,621,029 0 -5,621,029 0.00% -$4.85M
FN MA4302 5,002,683 0 -5,002,683 0.00% -$4.53M
DEUTSCHE BANK NY 4,496,000 0 -4,496,000 0.00% -$4.49M
FHMS K543 A2 4,200,000 0 -4,200,000 0.00% -$4.26M
FR RB5142 4,625,672 0 -4,625,672 0.00% -$4.17M
FHMS K548 A2 4,100,000 0 -4,100,000 0.00% -$4.16M
G2 MA7589 4,574,887 0 -4,574,887 0.00% -$3.97M
Freddie Mac Multifamily Structured Pass Through Certificates 3,900,000 0 -3,900,000 0.00% -$3.96M
FNMA 15YR 1.5% 11/01/2035#CA7953 4,217,016 0 -4,217,016 0.00% -$3.82M
FHLG 30YR 6% 11/01/2053#RJ0189 3,591,869 0 -3,591,869 0.00% -$3.72M
FNMA 15YR 3.5% 08/01/2034#CA4090 3,740,513 0 -3,740,513 0.00% -$3.68M
FNMA 30YR 4% 6/1/52#CB3785 3,703,977 0 -3,703,977 0.00% -$3.56M
FNMA 15YR 1.5% 02/01/2036#FM6507 3,919,018 0 -3,919,018 0.00% -$3.55M
FNCL 6.5 1/26 3,425,000 0 -3,425,000 0.00% -$3.55M
FNMA 30YR 4% 6/1/52#CB3766 3,547,104 0 -3,547,104 0.00% -$3.41M
FNMA 30YR 4.5% 12/01/2052#CB5259 3,302,197 0 -3,302,197 0.00% -$3.27M
FHMS K735 A2 3,066,805 0 -3,066,805 0.00% -$3.05M
FHLG 30YR 2.5% 10/01/2051#QC9148 3,523,982 0 -3,523,982 0.00% -$3.04M
Federal National Mortgage Association, Inc. 3,359,934 0 -3,359,934 0.00% -$2.89M
Freddie Mac Pool 3,324,946 0 -3,324,946 0.00% -$2.87M
FN MA4475 3,033,288 0 -3,033,288 0.00% -$2.74M
WFCM 2017-C40 A3 2,600,000 0 -2,600,000 0.00% -$2.57M
FN FA2096 2,537,084 0 -2,537,084 0.00% -$2.57M
FNMA 15YR 3.5% 02/01/2035#CA5291 2,591,075 0 -2,591,075 0.00% -$2.55M
FNMA 15YR 3% 12/34#FM0045 2,477,189 0 -2,477,189 0.00% -$2.41M
Uniform Mortgage-Backed Securities 2,688,559 0 -2,688,559 0.00% -$2.21M
Freddie Mac Pool 2.50 10/01/2041 2,252,967 0 -2,252,967 0.00% -$2.03M
AASET 2019 2 TRUST 1,995,202 0 -1,995,202 0.00% -$1.99M
FEDERAL HOME LN MTG MLT CTF GT 3% 10/25/2040 2,094,999 0 -2,094,999 0.00% -$1.92M
FNMA 30YR 2.5% 10/01/2051#FM9068 2,192,640 0 -2,192,640 0.00% -$1.89M
G2 MA7311 2,210,346 0 -2,210,346 0.00% -$1.84M
FR RB5145 1,951,828 0 -1,951,828 0.00% -$1.71M
FHMS K059 A2 1,667,706 0 -1,667,706 0.00% -$1.66M
SEMPRA ENERGY 1,481,000 0 -1,481,000 0.00% -$1.56M
Sapphire Aviation Finance II Ltd., Series 2020-1A, Class B 1,538,642 0 -1,538,642 0.00% -$1.50M
Freddie Mac Pool 1,673,515 0 -1,673,515 0.00% -$1.37M
FHLG 15YR 2% 12/01/2035#QN4696 1,428,670 0 -1,428,670 0.00% -$1.33M
FNMA 15YR 2.5% 02/35#BO9279 1,336,949 0 -1,336,949 0.00% -$1.28M
AASET Trust 1,167,702 0 -1,167,702 0.00% -$1.15M
FNMA 30YR 2% 06/01/2050#MA4047 1,360,843 0 -1,360,843 0.00% -$1.12M
Castlelake Aircraft Structured Trust 2021-1 844,689 0 -844,689 0.00% -$838.93K
FNMA 30YR 5% 09/01/2052#BW9350 815,552 0 -815,552 0.00% -$831.92K
FNMA 15YR 3% 01/01/2035#CA5039 612,816 0 -612,816 0.00% -$597.03K
FHLG 15YR 1.5% 11/01/2035#QN4142 623,194 0 -623,194 0.00% -$566.64K
FNMA 30YR 5% 09/01/2052#BW7430 526,064 0 -526,064 0.00% -$536.62K
FNMA 15YR 2% 06/01/2035#BP5615 546,178 0 -546,178 0.00% -$509.98K
FNMA 15YR 1.5% 06/01/2036#BR2059 528,479 0 -528,479 0.00% -$478.54K
FR SB8106 520,090 0 -520,090 0.00% -$470.95K
FHLG 15YR 1.5% 05/01/2036#BR1069 512,725 0 -512,725 0.00% -$464.28K
FNMA 15YR 1.5% 04/01/2036#FM6100 501,652 0 -501,652 0.00% -$454.72K
FR SB8097 499,693 0 -499,693 0.00% -$452.95K
FN MA4278 486,338 0 -486,338 0.00% -$440.84K
FNMA 15YR 1.5% 03/01/2036#BR4700 482,365 0 -482,365 0.00% -$437.24K
UMBS 459,221 0 -459,221 0.00% -$416.26K
Uniform Mortgage-Backed Securities 488,443 0 -488,443 0.00% -$401.73K
FNMA 30YR 5% 09/01/2052#BW8697 384,154 0 -384,154 0.00% -$391.86K
Upgrade Receivables Trust, Series 2024-1A, Class A 356,148 0 -356,148 0.00% -$356.29K
FN MA4260 375,779 0 -375,779 0.00% -$340.62K
FN FM5367 369,209 0 -369,209 0.00% -$334.67K
GNII II 2% 09/20/2055#MB0739 383,746 0 -383,746 0.00% -$319.73K
FNMA 30YR 2% 07/01/2051#FS3744 363,925 0 -363,925 0.00% -$298.97K
FR SB8114 315,795 0 -315,795 0.00% -$285.96K
FNMA 30YR 3.5% 09/01/2051# 301,104 0 -301,104 0.00% -$280.82K
FR SB8092 290,153 0 -290,153 0.00% -$263.01K
FN MA4328 261,521 0 -261,521 0.00% -$236.81K
GOVERNMENT NATIONAL MORTGAGE CORPORATION 190,195 0 -190,195 0.00% -$166.02K
FN MA4178 172,927 0 -172,927 0.00% -$157.24K
FNMA 15YR 1.5% 03/01/2036#FM6804 152,385 0 -152,385 0.00% -$138.13K
FNMA 30YR 3.5% 05/01/2051#CB0545 130,678 0 -130,678 0.00% -$121.79K
G2 MA7766 109,030 0 -109,030 0.00% -$90.93K
FR SD8079 107,089 0 -107,089 0.00% -$88.08K
FNMA 30YR 2% 12/01/2050#FS1103 74,530 0 -74,530 0.00% -$61.23K
FHLG 30YR 3.5% 05/01/2045#Q33801 48,092 0 -48,092 0.00% -$45.32K
FNMA 30YR 2% 07/01/2051#FS5871 43,373 0 -43,373 0.00% -$35.63K
GNMA 7.00% 6/32 #584449 22,430 0 -22,430 0.00% -$23.31K
FNMA 4.50% 4/41 #AI0729 11,391 0 -11,391 0.00% -$11.47K
FHLG 30YR 7% 04/01/2032# 8,523 0 -8,523 0.00% -$9.03K
GNMA 7.00% 3/28 #459593 2,772 0 -2,772 0.00% -$2.82K
FNMA ARM 5.91% 3/36 #865849 1,792 0 -1,792 0.00% -$1.85K
FNMA 7.50% 11/27 #401093 1,464 0 -1,464 0.00% -$1.50K
FHLG 30YR 6% 05/01/2029# 1,392 0 -1,392 0.00% -$1.43K
FNMA 7.00% 2/31 #689547 1,410 0 -1,410 0.00% -$1.41K
FNMA 30YR 4.5% 10/01/2033#742197 1,235 0 -1,235 0.00% -$1.23K
GNMA 7.00% 2/30 #477030 1,136 0 -1,136 0.00% -$1.17K
FHLG 30YR 6% 03/01/2029# 1,071 0 -1,071 0.00% -$1.10K
FNMA 7.50% 5/32 #641058 1,003 0 -1,003 0.00% -$1.07K
GNMA 7.50% 1/28 #427211 919 0 -919 0.00% -$931
GNMA 7.00% 5/28 #462703 780 0 -780 0.00% -$792
GNMA 7.50% 9/28 #468222 401 0 -401 0.00% -$403
GNMA 7.50% 12/27 #436026 291 0 -291 0.00% -$295
FHLM ARM 5.78% 10/35 #1N0063 213 0 -213 0.00% -$223
GNMA I, Single-family, 30 Year 154 0 -154 0.00% -$156
FNMA 7.50% 9/27 #398754 114 0 -114 0.00% -$115
FNMA 7.00% 10/28 #457547 97 0 -97 0.00% -$97
GNMA 7.00% 4/28 #454044 80 0 -80 0.00% -$82
FNMA 7.00% 3/26 #339493 37 0 -37 0.00% -$37
FNMA 7.00% 8/29 #506458 31 0 -31 0.00% -$31
GNMA 7.50% 9/27 #455561 28 0 -28 0.00% -$28
FNMA 7.00% 3/26 #250495 26 0 -26 0.00% -$25
GNMA 7.00% 4/28 #467737 22 0 -22 0.00% -$22
FNMA 7.50% 1/26 #328952 18 0 -18 0.00% -$18
FNMA 7.00% 4/26 #342459 13 0 -13 0.00% -$13
FNMA 7.00% 1/26 #330162 11 0 -11 0.00% -$11
FNMA 7.50% 9/26 #250673 10 0 -10 0.00% -$10
FNMA 7.00% 4/26 #344561 9 0 -9 0.00% -$9
GNMA I, 30 Year 6 0 -6 0.00% -$6
FNMA 7.00% 3/26 #303780 5 0 -5 0.00% -$5
GNMA 7.50% 12/27 #385030 5 0 -5 0.00% -$5
FNMA 7.00% 12/26 #323242 4 0 -4 0.00% -$4
FNR 2013-133 IB 3% 04/32 2,304 0 -2,304 0.00% -$3
FNMA 7.50% 9/27 #379287 2 0 -2 0.00% -$2
FNMA 7.00% 10/26 #323811 2 0 -2 0.00% -$2
FNMA 7.00% 1/26 #250440 2 0 -2 0.00% -$2
FNMA 7.00% 3/28 #492905 2 0 -2 0.00% -$2
GNMA 7.00% 1/26 #780299 1 0 -1 0.00% -$1
G2SF 5 12/24 0 0 0 0.00% $0
Uniform Mortgage-Backed Security, TBA 0 0 0 0.00% $0
Uniform Mortgage-Backed Security, TBA 0 0 0 0.00% $0
Government National Mortgage Association, TBA 0 0 0 0.00% $0
FNCL 4.5 12/23 0 0 0 0.00% $0
FNCL 5 12/22 0 0 0 0.00% $0
Government National Mortgage Association, TBA 0 0 0 0.00% $0
FNCL 3.5 12/22 0 0 0 0.00% $0
Uniform Mortgage-Backed Security, TBA -6,100,000 0 6,100,000 0.00% $4.97M
Security Shares Nov 2025 Shares Feb 2026 Δ shares End % Δ value
Fidelity Cash Central Fund 1,194,297,838 1,345,357,350 151,059,511 3.31% $151.09M
BROADCOM INC 75,132,000 80,132,000 5,000,000 0.18% $4.54M
G2 MA7937 7,791,221 67,871,083 60,079,862 0.15% $55.24M
UBS GROUP 52,365,000 57,365,000 5,000,000 0.14% $5.21M
SABRA HEALTH CAR 48,562,000 50,562,000 2,000,000 0.12% $2.34M
WELLS FARGO CO 35,065,000 45,065,000 10,000,000 0.11% $10.34M
VICI PROPERTIE 42,556,000 44,556,000 2,000,000 0.11% $2.23M
TARGA RESOURCES 32,042,000 38,042,000 6,000,000 0.10% $6.44M
JPMORGAN CHASE 25,894,000 37,894,000 12,000,000 0.10% $12.44M
JPMORGAN CHASE 30,756,000 36,756,000 6,000,000 0.10% $6.20M
MSCI INC 22,218,000 37,791,000 15,573,000 0.09% $15.37M
WELLS FARGO CO 30,968,000 35,968,000 5,000,000 0.09% $4.98M
ATHENE GLOBAL FU 25,932,000 33,136,000 7,204,000 0.08% $7.21M
DELL INT / EMC 23,466,000 28,466,000 5,000,000 0.07% $5.20M
BX Trust, Series 2025-DIME, Class A 25,207,000 27,307,000 2,100,000 0.07% $2.11M
MORGAN STANLEY 18,616,000 24,616,000 6,000,000 0.06% $6.25M
AERCAP IRELAND 22,930,000 26,930,000 4,000,000 0.06% $3.93M
CHARTER COMM OPT 12,828,000 22,634,000 9,806,000 0.06% $10.54M
BAT CAPITAL CORP 15,947,000 20,947,000 5,000,000 0.06% $5.63M
SUN COMMUNITIES OPER LP REGD 2.70000000 23,304,000 24,304,000 1,000,000 0.05% $1.05M
COREBRIDGE FIN 17,347,000 20,347,000 3,000,000 0.05% $2.83M
COLUMBIA PIPE OC 13,297,000 16,297,000 3,000,000 0.04% $3.38M
AMERICAN HOMES 4 15,949,000 16,949,000 1,000,000 0.04% $1.02M
NTT FINANCE 13,477,000 15,477,000 2,000,000 0.04% $2.11M
BX TRUST 2022-IND TSFR1M+184.8 04/15/2024 144A 15,775,200 15,775,200 0 0.04% -$4.89K
BOEING CO/THE 8,015,000 13,015,000 5,000,000 0.04% $5.68M
NXP BV/NXP FDG 11,078,000 13,078,000 2,000,000 0.03% $2.13M
WHEAT SEP 26 15,180 16,311 1,131 0.03% $6.85M
EQUITABLE HOLDINGS INC SR UNSECURED 144A 02/29 4.572 8,015,000 9,015,000 1,000,000 0.02% $987.06K
CORPORATE OFFICE 6,692,000 7,692,000 1,000,000 0.02% $1.01M
Phillips Edison Grocery Center Operating Partnership I, L.P. 5,694,000 6,694,000 1,000,000 0.02% $1.10M
PAYCHEX INC 4,396,000 6,396,000 2,000,000 0.02% $1.99M
JACKSON FIN INC 3,876,000 4,876,000 1,000,000 0.01% $908.72K
VOYG 5/07/2026 JPM 0bps + OBFR ETRS 46,860,000 82,260,000 35,400,000 0.00% $810.49K
FN MA4158 1,576,885 2,026,558 449,673 0.00% $401.07K
FNR 2010-135 ZA 4.5% 12/40 1,638,161 1,656,659 18,498 0.00% $25.49K
FNR 2011-4 PZ 5% 2/41 1,209,822 1,225,008 15,186 0.00% $17.72K
FN MA4100 102,854 951,328 848,474 0.00% $712.40K
BAYVIEW COML ASSET TR 2007 3 TSFR1M+101.448 07/25/2037 144A 13,106 14,645 1,540 0.00% -$29
GOVERNMENT NAT MTG ASSN HECM 2016-H21 DF TSFR1M+76.448 05/20/2061 1,410 1,427 17 0.00% $21
SWP: IFS 3.185000 15-NOV-2027 UKR -1,387,524,000 -1,153,506,000 234,018,000 -0.01% -$9.09M
Security Shares Nov 2025 Shares Feb 2026 Δ shares End % Δ value
BX Trust, Series 2025-ROIC, Class A 73,729,444 72,241,751 -1,487,693 0.18% -$1.44M
GGAMMT 2025-1A A 144A 5.923% 09-30-60 56,570,000 51,525,572 -5,044,428 0.13% -$4.54M
BX Commercial Mortgage Trust, Series 2024-XL5, Class A 58,691,949 51,122,437 -7,569,512 0.13% -$7.55M
FR SD8090 58,951,914 58,506,558 -445,356 0.12% $529.11K
Subway Funding LLC, Series 2024-1A, Class A2I 44,447,040 44,334,800 -112,240 0.11% -$118.86K
FR SD7540 50,138,386 49,113,458 -1,024,929 0.11% -$174.14K
Government National Mortgage Association 50,192,501 49,160,006 -1,032,495 0.11% -$48.54K
SORT 2021-1A A1 51,720,280 51,340,730 -379,550 0.10% -$231.52K
BX Trust, Series 2024-CNYN, Class A 38,448,477 38,008,701 -439,776 0.09% -$427.90K
NAVTR 2025-1 A 37,595,703 37,025,816 -569,887 0.09% $40.60K
FANNIEMAE 30YR 3% 12/01/2051#FA0145 41,199,113 40,599,465 -599,648 0.09% $67.55K
FHLM 30YR 5.5% 05/01/2053#RA9058 36,982,544 35,711,782 -1,270,762 0.09% -$1.08M
Apollo aviation securitization 38,710,162 37,889,869 -820,293 0.09% -$333.25K
Taco Bell Funding, LLC, Series 2025-1A, Class A2I 35,765,000 35,675,588 -89,412 0.09% $257.44K
FN MA4281 43,804,092 43,138,066 -666,026 0.09% $113.46K
Gilead Aviation LLC, Series 2025-1A, Class A 35,461,119 34,993,520 -467,599 0.09% -$205.74K
FR SD8139 45,329,715 44,672,233 -657,482 0.09% $293.86K
FNMA 30YR 4% 04/01/2045#FM2986 36,342,258 35,578,681 -763,577 0.09% -$267.52K
Subway Funding LLC, Series 2024-3A, Class A2I 33,281,820 33,197,775 -84,045 0.08% -$39.59K
FNMA 30YR 2.5% 10/01/2050#CA7229 37,320,573 36,462,668 -857,905 0.08% -$180.89K
Subway Funding LLC, Series 2024-3A, Class A23 31,919,580 31,838,975 -80,605 0.08% $23.85K
FEDERAL NAT MTG ASN GTD REM PA 2% 10/25/2047 35,391,482 34,276,208 -1,115,274 0.08% -$674.95K
FR SD7509 34,263,081 33,509,562 -753,519 0.08% -$172.05K
BX TRUST BX 2024 MDHS A 144A 34,108,984 30,844,211 -3,264,772 0.08% -$3.27M
FHLG 30YR 2% 11/01/2051#RA6241 36,994,047 36,374,060 -619,987 0.08% -$47.27K
Blackbird Capital II Aircraft Lease Ltd., Series 2021-1A, Class A 31,870,251 31,038,523 -831,728 0.07% -$434.48K
DNKN 2017-1A A2II 4.03% 11/20/2047 144A 29,263,545 29,184,240 -79,305 0.07% $134.27K
BX TRUST 33,141,993 28,540,428 -4,601,565 0.07% -$4.61M
FR SB1215 29,776,687 26,407,327 -3,369,360 0.07% -$3.53M
Subway Funding LLC, Series 2024-1A, Class A2I 26,423,100 26,356,375 -66,725 0.07% -$11.31K
FHLG 30YR 5.5% 03/01/2053#SD7559 25,989,159 25,201,479 -787,680 0.06% -$654.63K
PLNT 2019-1A A2 26,729,300 26,658,400 -70,900 0.06% $173.20K
FNMA POOL FM9501 FN 11/51 FIXED VAR 30,027,442 29,345,060 -682,382 0.06% -$172.48K
FN MA4473 30,224,096 29,552,298 -671,798 0.06% -$286.17K
FNMA 30YR 2% 11/01/2051#FM9568 30,033,301 29,550,662 -482,639 0.06% -$4.03K
FR SD8127 30,635,777 30,190,238 -445,539 0.06% $197.66K
Subway Funding LLC, Series 2024-1A, Class A23 23,172,930 23,114,412 -58,518 0.06% -$65.60K
FN MA4236 30,437,401 29,990,085 -447,316 0.06% $239.54K
G2 MA4383 24,877,860 24,286,499 -591,361 0.06% -$254.62K
FR SD8120 30,124,791 29,663,702 -461,089 0.06% $222.45K
Palmer Square Loan Funding Ltd., Series 2025-1A, Class A1 25,589,717 23,081,085 -2,508,632 0.06% -$2.45M
PSTAT 2025-2A A1 25,112,000 22,392,137 -2,719,863 0.06% -$2.70M
FNMA 30YR 2.5% 06/01/2051#FM7507 25,780,300 25,282,666 -497,634 0.05% -$63.62K
Freddie Mac Pool 21,689,973 21,206,103 -483,870 0.05% -$405.70K
JMIKE 2024-1A A2 21,398,300 21,344,400 -53,900 0.05% $80.27K
FNMA 30YR 6% 06/01/2055#CC0577 21,449,271 20,928,906 -520,365 0.05% -$456.95K
PLNT 2022-1A A2II 22,877,255 22,817,988 -59,268 0.05% $389.94K
FG G60989 23,771,677 23,246,464 -525,214 0.05% -$162.67K
FNMA 30YR 3% 02/01/2052#FS0631 23,767,368 23,333,624 -433,744 0.05% -$19.25K
Federal Home Loan Mortgage Corporation 22,526,561 21,009,493 -1,517,068 0.05% -$1.39M
FHLG 30YR 2% 10/01/2051#RA6076 25,367,310 25,098,978 -268,332 0.05% $99.34K
FNMA 30YR 3% 12/01/2050#MA4211 23,873,945 23,121,386 -752,559 0.05% -$337.23K
WILLIS ENGINE STRUCTURED TRUST WESTF 2025 A A 144A 20,694,443 20,507,769 -186,674 0.05% -$48.62K
JBS HLD/FD/LUX 51,930,000 23,020,000 -28,910,000 0.05% -$26.00M
ALTDE Trust, Series 2025-1A, Class A 20,806,353 20,376,221 -430,132 0.05% -$379.46K
FR SD7532 25,278,290 24,757,052 -521,238 0.05% -$132.71K
FNMA 30YR 5.5% 08/01/2053#CB6911 20,760,224 20,099,935 -660,289 0.05% -$560.19K
DNKN 2025-1A A2I 20,420,000 20,368,950 -51,050 0.05% $14.27K
FEDERAL NAT MTG ASN GTD REM PA SOFR30A+120 12/25/2054 22,026,602 20,129,571 -1,897,030 0.05% -$1.82M
FHLMC REMI 30YR 6% 04/01/2055#RJ4028 19,358,867 18,856,086 -502,781 0.05% -$417.25K
FNMA 30YR 2.5% 07/01/2050#FM3742 22,368,232 21,841,939 -526,293 0.05% -$119.13K
GOVERNMENT NATIONAL MORTGAGE CORPORATION 22,398,616 21,950,791 -447,826 0.05% $3.70K
FN MA4254 24,540,938 24,213,079 -327,858 0.05% $181.42K
FR SD7535 22,029,835 21,560,092 -469,743 0.05% -$100.97K
Federal Home Loan Mortgage Corporation 20,186,339 18,939,242 -1,247,097 0.05% -$1.11M
G2 MA8199 20,212,866 19,828,424 -384,443 0.05% $22.70K
Aaset Trust, Series 2024-1A, Class A1 18,344,526 18,059,827 -284,699 0.05% -$267.85K
BCSTAT 2025-1A AR 24,873,000 18,427,822 -6,445,178 0.05% -$6.37M
BX Trust, Series 2022-IND, Class A 21,075,359 18,227,954 -2,847,405 0.04% -$2.85M
FNMA 30YR 6% 07/01/2054#CB8850 17,718,899 17,189,265 -529,634 0.04% -$465.58K
FHLG 30YR 5.5% 09/01/2052#SD1579 17,676,685 17,351,391 -325,293 0.04% -$220.12K
UMBS 20,352,821 20,102,855 -249,967 0.04% $89.39K
FHLG 20YR 2% 07/01/2041#SC0162 20,330,174 19,709,355 -620,819 0.04% -$243.51K
FREDDIE MAC POOL FR 03/52 FIXED 3.5 18,900,982 18,486,687 -414,295 0.04% -$86.05K
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 18,546,191 18,100,658 -445,533 0.04% $56.85K
AASET 2024-1 US LTD / AASET 2024-1 INTL LTD 6.261% 05/16/2049 144A 16,697,454 16,438,317 -259,137 0.04% -$243.80K
G2 MA4126 18,635,111 18,207,289 -427,822 0.04% -$157.17K
FHLG 30YR 5% 11/01/2052#SD1863 17,107,465 16,586,298 -521,167 0.04% -$405.15K
Slam Ltd. 16,591,979 16,337,956 -254,023 0.04% -$202.17K
FREDDIE MAC POOL FR 02/52 FIXED 2 20,473,155 20,035,951 -437,204 0.04% -$104.95K
DNKN 2025-1A A2II 16,555,000 16,513,612 -41,388 0.04% $76.46K
FHLG 30YR 6.5% 01/01/2054#RJ0706 16,968,077 15,679,201 -1,288,877 0.04% -$1.25M
Uniform Mortgage-Backed Securities 19,871,499 19,502,480 -369,018 0.04% -$69.67K
Jersey Mike's Funding, Series 2025-1A, Class A2 15,895,162 15,855,325 -39,838 0.04% $214.28K
SLVRR 2019-1 A 17,045,111 16,390,467 -654,644 0.04% -$399.15K
FNMA 30YR 6.5% 08/01/2055#CC0888 15,772,019 15,335,238 -436,781 0.04% -$407.08K
U.S. Treasury Inflation-Protected Indexed Bonds 27,620,000 15,990,000 -11,630,000 0.04% -$11.57M
BANK OF AMERICA MERRIL LYNCH LARGE LOAN INC 16,892,538 16,475,281 -417,257 0.04% -$132.31K
FNMA 30YR 6% 11/01/2054#CB9502 15,621,705 15,173,760 -447,945 0.04% -$395.49K
UMBS 15,859,855 14,948,338 -911,517 0.04% -$896.41K
Subway Funding LLC, Series 2024-3A, Class A2I 15,741,990 15,702,238 -39,752 0.04% $34.10K
FNMA 30YR 2% 10/01/2051#CB1799 19,148,203 18,553,105 -595,098 0.04% -$269.06K
FNMA 30YR 2% 11/01/2051#FM9539 19,003,726 18,588,368 -415,358 0.04% -$123.76K
Thunderbolt III Aircraft Lease Ltd., Series 2019-1, Class A 17,337,497 15,288,513 -2,048,985 0.04% -$1.83M
FNMA 30YR 5.5% 10/01/2052#CB4909 15,163,761 14,700,648 -463,113 0.04% -$383.44K
FHLG 30YR 3.5% 03/01/2052# 16,314,586 15,973,021 -341,564 0.04% -$58.40K
APOLLO AVIATION SECURITIZATION EQUITY TRUST 14,839,593 14,547,579 -292,013 0.04% -$162.59K
Federal Home Loan Mortgage Corporation 16,323,310 14,805,042 -1,518,268 0.04% -$1.47M
BX TRUST 2025-ROIC C TSFR1M+169 03/15/2030 144A 15,208,684 14,901,807 -306,877 0.04% -$306.07K
FNMA 30YR 2.5% 05/01/2051#CB0506 17,086,536 16,782,802 -303,734 0.04% -$19.15K
FNMA 30YR 2.5% 05/01/2051#FM7401 17,161,982 16,752,631 -409,351 0.04% -$111.00K
FR SD7518 16,298,838 15,984,345 -314,493 0.04% -$40.94K
VERUS SECURITIZATION TRUST VERUS 2025 6 A1 144A 15,884,412 14,550,856 -1,333,556 0.04% -$1.31M
FHLG 30YR 2% 12/01/2051#RA6510 17,465,426 17,236,369 -229,057 0.04% $14.65K
FR SD8146 17,043,712 16,777,076 -266,636 0.03% $48.53K
FR SD8134 16,996,887 16,732,952 -263,935 0.03% $39.42K
Federal Home Loan Mortgage Corporation 15,404,828 15,048,873 -355,955 0.03% -$81.89K
Freddie Mac Pool 16,705,143 16,351,123 -354,020 0.03% -$120.78K
FNMA 30YR 6.5% 07/01/2054#CB8867 13,653,728 12,863,278 -790,449 0.03% -$782.04K
FNMA 30YR 2.5% 05/01/2052#FA1273 15,713,315 15,430,880 -282,435 0.03% -$20.18K
Federal Home Loan Mortgage Corporation 14,227,176 13,702,284 -524,892 0.03% -$531.49K
FEDERAL NAT MTG ASN GTD REM PA 2.7% 05/25/2047 14,864,066 14,456,338 -407,728 0.03% -$185.62K
FNMA 30YR 2.5% 06/01/2050#CA5966 15,577,830 15,170,246 -407,583 0.03% -$133.92K
FNMA 30YR 3% 07/01/2050#CA6312 14,852,040 14,518,409 -333,631 0.03% -$80.41K
Freddie Mac Multifamily Structured Pass Through Certificates 13,367,655 13,359,861 -7,795 0.03% -$6.17K
BX COMMERCIAL MORTGAGE TRUST 2024 XL5 13,311,677 13,277,600 -34,077 0.03% -$42.37K
FN MA4268 15,051,326 14,715,960 -335,366 0.03% -$70.89K
BRAVO RESIDENTIAL FUNDING TRUST 2023-RPL1 SER 2023-RPL1 CL A1 V/R REGD 144A P/P 5.00000000 13,548,146 13,031,010 -517,136 0.03% -$483.42K
FNMA 30YR 3.5% 10/01/2048#FS9071 14,036,664 13,649,423 -387,240 0.03% -$153.33K
FREDDIE MAC POOL UMBS P#SD7570 6.00000000 12,986,513 12,514,789 -471,724 0.03% -$429.47K
Freddie Mac Pool 12,973,910 12,318,991 -654,918 0.03% -$625.12K
FHLMC UMBS, 30 Year 14,753,334 14,376,909 -376,425 0.03% -$144.94K
N A 14,420,278 13,019,455 -1,400,823 0.03% -$1.40M
FR SD8115 14,379,484 14,072,372 -307,112 0.03% -$78.80K
FEDERAL NAT MTG ASN GTD REM PA 2.5% 06/25/2049 14,144,991 13,801,264 -343,727 0.03% -$106.52K
TOWD PT MTG TR 2022 3.75% 07/25/2062 144A 13,396,667 12,898,994 -497,673 0.03% -$381.49K
FNMA 30YR 2% 03/01/2052#FA2176 15,088,816 14,841,066 -247,750 0.03% -$20.85K
FNMA 30YR 6.5% 08/01/2055#CC0887 12,288,076 11,784,073 -504,003 0.03% -$480.16K
FNMA 30YR 3.5% 08/01/2050#FM7147 13,334,391 13,113,349 -221,042 0.03% -$35.47K
FNMA 30YR 2% 03/01/2052#FA2169 15,127,512 14,841,232 -286,280 0.03% -$33.03K
Freddie Mac Pool 14,348,712 14,123,981 -224,731 0.03% $20.22K
FHLG 20YR 2.5% 11/01/2041#SC0210 13,693,367 13,369,773 -323,594 0.03% -$93.33K
FEDERAL NAT MTG ASN GTD REM PA 2.5% 11/25/2047 13,467,267 13,079,666 -387,600 0.03% -$189.69K
FEDERAL NAT MTG ASN GTD REM PA 2% 02/25/2048 13,691,295 13,183,292 -508,003 0.03% -$287.52K
FNMA Pool #MA4495 12,830,201 12,589,727 -240,475 0.03% -$26.67K
Government National Mortgage Association 13,578,995 13,303,531 -275,464 0.03% $6.98K
Federal Home Loan Mortgage Corporation 13,139,905 12,846,852 -293,053 0.03% -$75.88K
FNMA 30YR 3% 01/01/2051#MA4239 13,135,132 12,815,245 -319,887 0.03% -$99.66K
FNMA 30YR 2.5% 05/01/2051#FM7352 13,420,508 13,253,743 -166,764 0.03% $36.01K
FNMA 30YR 5% 10/01/2052#FS3047 11,636,889 11,454,318 -182,571 0.03% -$89.59K
FNMA 30YR 6.5% 09/01/2053#CB7134 11,413,304 10,997,812 -415,493 0.03% -$369.01K
APOLLO AVIATION SECURITIZATION EQUITY TRUST 14,385,459 11,781,681 -2,603,777 0.03% -$2.36M
FNMA 30YR 2.5% 12/01/2051#CB2320 13,168,743 12,984,744 -183,999 0.03% $25.79K
FNMA 30YR 6.5% 05/01/2053#FS4662 11,648,485 10,779,709 -868,776 0.03% -$861.77K
ONSLOW BAY FINANCIAL LLC VAR 10/25/2065 144A 11,999,369 11,333,330 -666,039 0.03% -$636.26K
FNMA 30YR 5.5% 05/01/2053#FS4631 11,194,383 10,997,053 -197,330 0.03% -$133.76K
FNCL UMBS 5.5 RJ2917 11-01-54 11,402,497 11,113,566 -288,931 0.03% -$249.59K
CELANESE US HLDS 17,220,000 10,731,000 -6,489,000 0.03% -$6.51M
FNMA 30YR 5.5% 09/01/2052#FS2960 11,401,126 10,926,698 -474,429 0.03% -$418.57K
Government National Mortgage Association 13,071,141 12,827,438 -243,703 0.03% $17.66K
Onity Loan Investment Trust, Series 2025-HB1, Class A 13,842,834 11,449,312 -2,393,522 0.03% -$2.28M
Government National Mortgage Association 13,041,528 12,788,730 -252,798 0.03% $8.98K
FNMA, Series 2023-54, Class FD 11,988,370 11,040,981 -947,389 0.03% -$933.22K
FNMA 30YR 6% 06/01/2053#CB6538 11,258,340 10,611,733 -646,607 0.03% -$618.34K
FHLG 30YR 3% 04/01/2052#SD1215 12,064,311 11,748,062 -316,249 0.03% -$88.68K
FNMA 30YR 2% 12/01/2051#CB2350 13,149,498 12,870,673 -278,825 0.03% -$65.92K
FN MA4228 12,143,702 11,722,073 -421,628 0.03% -$284.91K
FNMA 30YR 2.5% 07/01/2050#FM3611 12,389,430 12,134,488 -254,942 0.03% -$56.29K
FNMA 30YR 3% 03/01/2052#CB3114 11,825,284 11,567,758 -257,526 0.03% -$52.46K
PSTAT 2024-2A A1N CLO 144A FRN 01-15-33 11,435,417 10,596,530 -838,887 0.03% -$842.55K
FNMA 30YR 5.5% 10/01/2053#CB7297 10,507,699 10,223,001 -284,698 0.03% -$226.29K
FHLG 30YR 5.5% 05/01/2053#SD2891 10,543,276 10,239,726 -303,550 0.03% -$244.08K
BX Trust, Series 2025-ROIC, Class B 10,795,894 10,578,058 -217,837 0.03% -$217.32K
FEDERAL NAT MTG ASN GTD REM PA 4% 03/25/2047 10,880,627 10,589,168 -291,459 0.03% -$163.18K
Freddie Mac Multifamily Structured Pass Through Certificates 10,500,000 10,498,304 -1,696 0.03% -$6.07K
FEDERAL NAT MTG ASN GTD REM PA 2.25% 11/25/2047 11,700,924 11,378,006 -322,917 0.03% -$142.47K
FNMA 30YR 5.5% 10/01/2053#CB7299 10,399,898 10,083,169 -316,729 0.03% -$256.05K
FNMA 20YR 2% 10/01/2041#FM9396 12,028,271 11,675,758 -352,513 0.03% -$137.53K
FNMA 30YR 3% 11/01/2051#FS9709 11,445,815 11,209,821 -235,994 0.03% -$46.41K
FNMA 30YR 2.5% 09/01/2050#FM4342 11,691,681 11,443,413 -248,269 0.02% -$38.52K
Federal Home Loan Mortgage Corporation 11,501,866 11,188,893 -312,972 0.02% -$159.98K
FNMA 30YR 6.5% 07/01/2055#FA2138 9,880,164 9,447,710 -432,454 0.02% -$408.53K
FNMA UMBS, 30 Year 11,619,382 11,415,246 -204,135 0.02% -$2.99K
BX COMMERCIAL MORTGAGE TRUST 2024 XL5 10,027,269 10,001,600 -25,669 0.02% -$28.79K
DNKN 2021-1A A2I 10,075,200 10,048,962 -26,238 0.02% $42.92K
PRPM 2024-RPL2, LLC 10,397,956 9,948,938 -449,017 0.02% -$425.39K
FEDERAL NAT MTG ASN GTD REM PA SOFR30A+56.448 07/25/2042 10,120,014 9,762,612 -357,402 0.02% -$346.96K
FR SD7523 11,183,565 10,940,794 -242,771 0.02% -$41.53K
FNMA GTD MTG PASS THRU CTF SOFR30A+120 02/25/2055 10,251,868 9,548,884 -702,985 0.02% -$656.30K
FEDERAL HOME LN MTG MLT CTF GT 3% 05/25/2048 10,280,624 10,055,683 -224,941 0.02% -$116.90K
BX TRUST 9,788,425 9,562,405 -226,020 0.02% -$158.34K
FNMA 30YR 3% 09/01/2046#BC2817 10,420,681 10,194,609 -226,072 0.02% -$67.38K
Government National Mortgage Association 9,582,062 9,369,592 -212,469 0.02% -$151.78K
FNMA 30YR 6.5% 07/01/2054#CB8875 10,156,225 8,923,608 -1,232,617 0.02% -$1.24M
FEDERAL NAT MTG ASN GTD REM PA 1.5% 11/25/2050 10,924,219 10,807,944 -116,275 0.02% $226.44K
FR SD7569 9,200,519 8,832,469 -368,049 0.02% -$336.38K
FNMA 30YR 3% 11/01/2051#FM9632 10,200,078 10,008,020 -192,059 0.02% -$20.46K
BX TRUST 16,682,289 9,156,588 -7,525,701 0.02% -$7.53M
Freddie Mac Gold Pool 9,744,188 9,344,251 -399,937 0.02% -$247.28K
FNMA 30YR 3% 04/01/2052#CB3239 10,084,897 9,851,968 -232,929 0.02% -$57.39K
FNMA 30YR 5% 10/01/2052#CB4893 8,871,162 8,613,287 -257,875 0.02% -$194.88K
FREDDIE MAC POOL UMBS P#SD7561 4.00000000 9,128,212 8,932,790 -195,423 0.02% -$19.68K
Federal National Mortgage Association, Inc. 9,263,407 8,969,644 -293,763 0.02% -$199.91K
AES CORP/THE 9,656,000 9,301,000 -355,000 0.02% -$135.38K
FEDERAL HOME LN MTG MLT CTF GT 3% 05/25/2048 9,283,359 9,032,302 -251,057 0.02% -$113.35K
PRETIUM MORTGAGE CREDIT PARTNE PRET 2024 RPL1 A1 144A 9,120,101 8,841,373 -278,728 0.02% -$205.50K
PRMI Securitization Trust, Series 2024-CMG1, Class A1 8,947,588 8,503,257 -444,331 0.02% -$476.60K
FNMA 20YR 2.5% 08/01/2041#CB1342 9,328,187 9,151,216 -176,971 0.02% -$23.97K
FR SD8128 10,181,803 10,023,767 -158,036 0.02% $29.94K
FEDERAL NAT MTG ASN GTD REM PA 2.5% 09/25/2048 9,364,539 9,119,373 -245,166 0.02% -$79.93K
FHLG 30YR 3% 10/01/2051#RA5998 9,323,036 9,070,859 -252,177 0.02% -$82.95K
FNMA 30YR 3% 09/01/2046#AS7844 9,084,132 8,817,620 -266,512 0.02% -$126.08K
CHARTER COMM OPT 9,969,000 8,514,000 -1,455,000 0.02% -$1.29M
Government National Mortgage Association 9,499,340 7,900,292 -1,599,048 0.02% -$1.60M
FNMA 30YR 3% 02/01/2050#CA5122 8,865,880 8,690,114 -175,766 0.02% -$26.64K
FHLG 30YR 5% 12/01/2052#SD1924 7,926,899 7,730,695 -196,204 0.02% -$141.62K
FNMA 30YR 5.5% 08/01/2054#CB8984 7,753,313 7,564,611 -188,702 0.02% -$152.80K
NRZT 2020-1A A1B 8,452,914 8,137,266 -315,648 0.02% -$228.70K
FHLG 30YR 6% 03/01/2053#SD2518 7,733,542 7,414,930 -318,612 0.02% -$294.73K
FN FS2099 9,932,798 9,746,544 -186,254 0.02% $24.78K
GOVERNMENT NATIONAL MORTGAGE CORPORATION 8,901,269 8,737,293 -163,976 0.02% $13.77K
REACH FINANCIAL LLC REACH 2025 2A A 144A 9,465,727 7,642,249 -1,823,478 0.02% -$1.82M
FHLG 30YR 3.5% 06/01/2045#Q34311 8,080,779 7,927,495 -153,284 0.02% -$14.35K
FNMA 30YR 3% 02/01/2052#CB2886 8,558,490 8,341,278 -217,212 0.02% -$62.72K
FHLG 30YR 5% 01/01/2053#SD2186 7,679,131 7,441,767 -237,363 0.02% -$179.09K
FNMA 30YR 2% 12/01/2051#CB2348 9,146,820 8,999,073 -147,747 0.02% -$15.70K
Government National Mortgage Association 8,690,067 8,588,636 -101,431 0.02% $70.33K
FNMA 20YR 2% 11/01/2041#FS0106 8,718,543 8,457,517 -261,026 0.02% -$105.03K
FNMA 30YR 6% 03/01/2055#CC0116 7,364,683 7,145,762 -218,920 0.02% -$196.98K
FHLG 30YR 5% 10/01/2052#SD1733 7,549,394 7,279,529 -269,865 0.02% -$217.21K
FNMA 20YR 4.5% 05/01/2039#FM1194 7,512,629 7,269,004 -243,624 0.02% -$210.02K
Federal National Mortgage Association, Inc. 7,628,840 7,356,779 -272,061 0.02% -$224.32K
FNMA 30YR 3.5% 05/01/2046#BC0880 7,981,442 7,693,964 -287,478 0.02% -$163.02K
FN MA4354 9,236,947 9,107,836 -129,111 0.02% $63.75K
Freddie Mac REMICS 7,801,065 7,170,230 -630,835 0.02% -$606.02K
FR SB8078 8,125,293 7,848,883 -276,410 0.02% -$168.25K
FNMA 30YR 4.5% 09/01/2049#FM1534 7,277,387 7,128,895 -148,492 0.02% -$107.59K
Federal Home Loan Mortgage Corporation 7,465,548 7,073,914 -391,633 0.02% -$359.48K
FNMA 30YR 3% 11/01/2051#FM9633 7,988,879 7,748,479 -240,400 0.02% -$98.18K
BX TRUST BX 2022 LP2 A 144A 11,824,816 7,065,637 -4,759,179 0.02% -$4.74M
FHLG 20YR 2.5% 01/01/2041#SC0119 7,859,946 7,641,672 -218,274 0.02% -$83.65K
PRET Trust, Series 2025-RPL3, Class A1 7,280,390 7,071,874 -208,516 0.02% -$138.94K
Federal Home Loan Mortgage Corporation 7,658,844 7,473,804 -185,040 0.02% -$80.18K
FHLG 30YR 3.5% 03/01/2052#RA6987 7,441,620 7,270,132 -171,488 0.02% -$38.79K
FNMA 30YR 3% 11/01/2051#CB2166 7,639,993 7,486,365 -153,628 0.02% -$19.22K
FNMA 15YR 2.5% 11/01/2036#CB2246 7,499,438 7,165,785 -333,653 0.02% -$258.29K
CFII 2024-1A A1 7,737,775 6,756,604 -981,172 0.02% -$978.88K
Freddie Mac Gold Pool 7,095,349 6,921,249 -174,101 0.02% -$70.63K
FNMA 30YR 3% 03/01/2052#FA1625 7,589,693 7,445,291 -144,401 0.02% -$18.47K
Federal Home Loan Mortgage Corporation 7,376,834 7,043,664 -333,171 0.02% -$267.83K
Federal Home Loan Mortgage Corporation 7,563,772 7,389,912 -173,860 0.02% -$52.45K
Volofin Finance (Ireland) Designated Activity Company 8,475,690 6,606,372 -1,869,318 0.02% -$1.92M
GOVERNMENT NAT MTG AS REMIC PT 3% 09/20/2047 7,399,126 7,222,228 -176,898 0.02% -$37.33K
FNMA 30YR 6.5% 06/01/2054#CB8729 7,521,698 6,428,026 -1,093,671 0.02% -$1.10M
UMBS 7,724,256 7,594,391 -129,865 0.02% -$6.83K
FREDDIE MAC POOL FR RA5746 7,125,664 7,001,776 -123,889 0.02% $4.57K
Federal Home Loan Mortgage Corporation 7,554,191 7,450,526 -103,665 0.02% $1.37K
Federal Home Loan Mortgage Corporation 7,393,403 6,573,709 -819,694 0.02% -$796.26K
GOVERNMENT NAT MTG AS REMIC PT 2014-2 BA 3% 01/20/2044 7,259,099 6,992,161 -266,938 0.02% -$172.48K
FNMA GTD MTG PASS THRU CTF 2025-7 DF SOFR30A+140 09/25/2054 7,321,383 6,482,041 -839,341 0.02% -$811.25K
GOVERNMENT NATIONAL MORTGAGE CORPORATION 7,570,834 7,402,900 -167,934 0.02% -$18.04K
FR SB8083 7,318,300 7,074,122 -244,178 0.02% -$162.63K
FNMA 30YR 2% 10/01/2050#CA7323 7,651,621 7,503,498 -148,122 0.02% -$32.15K
FR SB8073 7,154,976 6,908,348 -246,627 0.02% -$171.24K
G2 MA6541 6,972,779 6,822,983 -149,795 0.02% -$34.92K
FHLM 30YR 6% 07/01/2053#RA9382 6,481,086 5,953,570 -527,515 0.02% -$518.12K
Government National Mortgage Association 7,217,404 7,061,354 -156,050 0.02% -$4.77K
FHLG 30YR 2.5% 07/01/2051#SD6467 7,154,096 6,998,801 -155,295 0.02% -$35.22K
FHLM 30YR 6% 06/01/2053#RA9276 6,162,847 5,916,583 -246,265 0.02% -$226.02K
FNMA 30YR 5.5% 06/01/2053#CB6642 6,071,937 5,902,934 -169,003 0.02% -$138.89K
FNMA 30YR 3.5% 04/01/2046#BC0824 6,590,309 6,359,459 -230,850 0.02% -$120.62K
FANNIE MAE 2010-95 ZC 5% 09/25/2040 6,305,810 6,145,577 -160,233 0.01% -$147.97K
FHLM 30YR 6% 06/01/2053#RA9278 6,099,284 5,820,984 -278,300 0.01% -$257.46K
BX Trust 2024-CNYN 6,128,129 6,058,035 -70,094 0.01% -$68.22K
FNMA 20YR 2% 11/01/2041#CB2110 6,945,562 6,755,817 -189,745 0.01% -$67.46K
FHLG 30YR 3% 05/01/2046#V82275 6,607,894 6,427,688 -180,206 0.01% -$75.08K
FHLG 30YR 3% 01/01/2052#SL0417 6,680,528 6,521,329 -159,199 0.01% -$45.56K
FHLG 30YR 3% 6/46#V82414 6,539,183 6,368,838 -170,344 0.01% -$66.87K
G2 5258 6,290,945 6,122,290 -168,655 0.01% -$104.42K
Freddie Mac Pool 5,873,080 5,569,551 -303,530 0.01% -$296.09K
PRPM LLC, Series 2023-RCF2, Class A1 6,168,004 5,912,773 -255,230 0.01% -$230.35K
FNMA 30YR 6% 11/01/2054#CB9501 5,841,468 5,609,530 -231,938 0.01% -$217.37K
FNMA 30YR 6% 10/01/2054#CB9336 5,833,727 5,594,856 -238,871 0.01% -$222.84K
FREDDIE MAC MORTGAGE BACKED SECURITY (FGTW 4 2018 175K NAX) 4.00%, DUE 07/01/2038 6,018,940 5,763,132 -255,808 0.01% -$170.38K
FNMA 30YR 6.5% 06/01/2054#FS8226 5,765,356 5,514,674 -250,682 0.01% -$240.48K
Freddie Mac REMICS 6,057,915 5,847,980 -209,935 0.01% -$179.85K
FNMA 30YR 2.5% 03/01/2052#CB3109 6,728,918 6,589,671 -139,247 0.01% -$24.47K
FNCL UMBS 3.0 RA6347 11-01-51 6,444,724 6,352,829 -91,895 0.01% $10.47K
FNMA 30YR 3.5% 07/01/2047#FS1789 6,118,479 5,980,795 -137,685 0.01% -$43.99K
FNMA GTD MTG PASS THRU CTF SOFR30A+140 02/25/2055 6,967,522 5,602,213 -1,365,308 0.01% -$1.35M
FEDERAL NAT MTG ASN GTD REM PA SOFR30A+ 12/25/2054 6,026,088 5,568,894 -457,194 0.01% -$437.89K
FG Q06232 5,817,823 5,580,875 -236,948 0.01% -$160.62K
FNMA 30YR 5% 11/01/2052#CB5128 5,545,628 5,437,561 -108,067 0.01% -$67.95K
FNMA 15YR 3% 09/01/2035#FS0112 6,105,833 5,647,743 -458,090 0.01% -$426.86K
Freddie Mac Gold Pool 5,830,350 5,712,856 -117,495 0.01% -$17.80K
FHLG 30YR 4% 06/47#Q48877 5,636,325 5,541,275 -95,050 0.01% -$19.25K
Freddie Mac Gold Pool 5,684,016 5,551,668 -132,348 0.01% -$53.33K
FNMA 30YR 3% 08/01/2051#FM9973 6,075,570 5,955,323 -120,247 0.01% -$19.60K
FREDDIE MAC POOL FR 05/51 FIXED 3 6,065,214 5,958,061 -107,153 0.01% -$11.09K
FHLG 30YR 6.5% 09/01/2053#QH0277 5,205,712 5,131,209 -74,502 0.01% -$54.79K
FNMA 30YR 4% 03/01/2046#AL8321 5,589,332 5,478,867 -110,466 0.01% -$32.67K
FHLG 30YR 6% 09/01/2054#SD6419 5,322,129 5,140,718 -181,411 0.01% -$173.45K
FNMA 20YR 2% 12/01/2040#CA8323 6,127,865 5,983,428 -144,436 0.01% -$36.37K
FEDERAL NAT MTG ASN GTD REM PA 3% 05/25/2048 5,889,055 5,625,015 -264,040 0.01% -$169.79K
G2 4853 5,559,553 5,398,470 -161,083 0.01% -$114.64K
Freddie Mac Gold Pool 5,731,405 5,506,095 -225,310 0.01% -$122.15K
FNMA 30YR 6% 09/01/2054#CB9149 5,241,376 5,056,496 -184,880 0.01% -$177.33K
FEDERAL NAT MTG ASN GTD REM PA SOFR30A+61.448 12/25/2049 5,499,034 5,302,125 -196,909 0.01% -$157.35K
FNMA 20YR 2.5% 07/01/2041#CB1076 5,840,013 5,682,211 -157,802 0.01% -$58.47K
FHLG 30YR 4% 10/01/2052#SD1772 5,398,187 5,294,730 -103,456 0.01% -$6.65K

Top 300 of 3774, by weight.

Security Shares Nov 2025 Shares Feb 2026 Δ shares End % Δ value
US TREASURY N/B 1,270,000,000 1,270,000,000 0 3.18% $3.72M
US TREASURY N/B 731,100,000 731,100,000 0 1.84% $4.00M
US TREASURY N/B 811,778,000 811,778,000 0 1.83% $4.44M
US TREASURY N/B 692,088,000 692,088,000 0 1.72% $3.73M
US TREASURY N/B 602,000,000 602,000,000 0 1.54% $2.40M
US TREASURY N/B 580,000,000 580,000,000 0 1.48% $1.63M
US TREASURY N/B 558,000,000 558,000,000 0 1.45% $1.05M
US TREASURY N/B 597,900,000 597,900,000 0 1.45% $3.55M
US TREASURY N/B 557,000,000 557,000,000 0 1.41% $2.76M
US TREASURY N/B 580,926,000 580,926,000 0 1.37% $3.68M
US TREASURY N/B 520,549,000 520,549,000 0 1.30% $2.95M
US TREASURY N/B 515,112,000 515,112,000 0 1.30% $2.27M
US TREASURY N/B 500,000,000 500,000,000 0 1.26% $1.68M
US TREASURY N/B 480,000,000 480,000,000 0 1.21% $2.42M
US TREASURY N/B 480,000,000 480,000,000 0 1.20% $2.53M
US TREASURY N/B 468,000,000 468,000,000 0 1.18% $1.26M
US TREASURY N/B 450,000,000 450,000,000 0 1.16% $1.76M
US TREASURY N/B 449,203,000 449,203,000 0 1.04% $2.49M
US TREASURY N/B 400,000,000 400,000,000 0 0.99% $2.06M
US TREASURY N/B 380,000,000 380,000,000 0 0.97% $1.26M
US TREASURY N/B 375,000,000 375,000,000 0 0.94% $1.19M
US TREASURY N/B 442,997,000 442,997,000 0 0.85% $3.88M
US TREASURY N/B 312,000,000 312,000,000 0 0.78% $1.61M
US TREASURY N/B 289,200,000 289,200,000 0 0.72% $1.21M
US TREASURY N/B 276,000,000 276,000,000 0 0.71% $765.47K
US TREASURY N/B 482,950,000 482,950,000 0 0.71% $2.74M
US TREASURY N/B 277,600,000 277,600,000 0 0.70% $1.37M
US TREASURY N/B 440,986,000 440,986,000 0 0.63% $2.41M
US TREASURY N/B 235,200,000 235,200,000 0 0.57% $1.34M
US TREASURY N/B 215,000,000 215,000,000 0 0.54% $562.70K
US TREASURY N/B 212,000,000 212,000,000 0 0.53% $952.34K
US TREASURY N/B 201,000,000 201,000,000 0 0.50% $950.04K
US TREASURY N/B 198,000,000 198,000,000 0 0.49% $1.07M
US TREASURY N/B 194,000,000 194,000,000 0 0.49% $1.12M
US TREASURY N/B 175,000,000 175,000,000 0 0.44% $766.48K
US TREASURY N/B 162,388,000 162,388,000 0 0.42% $1.45M
US TREASURY N/B 200,000,000 200,000,000 0 0.41% $1.04M
US TREASURY N/B 165,000,000 165,000,000 0 0.41% $844.33K
US TREASURY N/B 157,000,000 157,000,000 0 0.39% $496.76K
JPMORGAN CHASE 155,774,000 155,774,000 0 0.39% $44.38K
BANK OF AMER CRP 152,527,000 152,527,000 0 0.39% $75.20K
US TREASURY N/B 150,000,000 150,000,000 0 0.37% $626.95K
US TREASURY N/B 148,800,000 148,800,000 0 0.37% $546.38K
US TREASURY N/B 150,000,000 150,000,000 0 0.37% $708.99K
US TREASURY N/B 147,300,000 147,300,000 0 0.36% $586.90K
US TREASURY N/B 163,800,000 163,800,000 0 0.35% $1.58M
US TREASURY N/B 128,000,000 128,000,000 0 0.33% $585.04K
US TREASURY N/B 150,000,000 150,000,000 0 0.31% $843.75K
US TREASURY N/B 196,840,000 196,840,000 0 0.31% $1.18M
US TREASURY N/B 128,773,000 128,773,000 0 0.30% $875.25K
US TREASURY N/B 116,255,000 116,255,000 0 0.29% $514.65K
MORGAN STANLEY 94,211,000 94,211,000 0 0.24% -$346.14K
US TREASURY N/B 95,000,000 95,000,000 0 0.24% $449.02K
US TREASURY N/B 91,000,000 91,000,000 0 0.23% $383.91K
PETROLEOS MEXICANOS SR UNSEC SF 6.7% 02-16-32 80,790,000 80,790,000 0 0.20% $973.52K
PETROLEOS MEXICANOS SR UNSEC 6.75% 09-21-47 95,358,000 95,358,000 0 0.20% $1.67M
WELLS FARGO CO 77,500,000 77,500,000 0 0.19% -$44.24K
US TREASURY N/B 74,000,000 74,000,000 0 0.18% $260.16K
OMEGA HEALTHCARE 74,033,000 74,033,000 0 0.18% -$137.20K
AerCap Ireland Capital Designated Activity Company 70,156,000 70,156,000 0 0.18% -$240.33K
CAPITAL ONE FINL 72,123,000 72,123,000 0 0.18% $143.53K
BROADCOM INC 75,132,000 75,132,000 0 0.17% $383.55K
AES CORP/THE SR UNSECURED 144A 07/30 3.95 66,879,000 66,879,000 0 0.16% $495.28K
CITIGROUP INC 57,587,000 57,587,000 0 0.14% $114.23K
OCCIDENTAL PETE 53,949,000 53,949,000 0 0.14% $1.16M
GOLDMAN SACHS GP 57,860,000 57,860,000 0 0.14% $196.59K
CHARTER COMM OPT 67,888,000 67,888,000 0 0.14% -$361.19K
Aimco CLO 14 Ltd., Series 2021-14A, Class A1R 56,239,000 56,239,000 0 0.14% $119.85K
FIVE CORNERS II 58,620,000 58,620,000 0 0.14% $338.48K
SCMS 2025-BNC1 MORTGAGE TRUST SCMS 2025-BNC1 A2 54,475,000 54,475,000 0 0.13% $213.56K
VENTAS REALTY LP 53,358,000 53,358,000 0 0.13% $285.43K
WILLIAMS COS INC 55,862,000 55,862,000 0 0.13% $542.64K
MORGAN STANLEY 54,679,000 54,679,000 0 0.13% $150.34K
AT&T INC 74,998,000 74,998,000 0 0.13% -$662.06K
JPMORGAN CHASE 55,000,000 55,000,000 0 0.13% $326.54K
LIFE MORTGAGE TRUST US 54,000,000 54,000,000 0 0.13% $125.03K
TIME WARNER CABL 50,619,000 50,619,000 0 0.13% $361.42K
ATHENE GLOBAL FUNDING SECURED 144A 01/27 5.339 51,492,000 51,492,000 0 0.13% -$132.75K
KITE REALTY GROU 50,933,000 50,933,000 0 0.13% $487.45K
REYNOLDS AMERICA 50,684,000 50,684,000 0 0.13% $384.09K
Petroleos Mexicanos 56,033,000 56,033,000 0 0.13% $924.54K
US TREASURY N/B 56,211,000 56,211,000 0 0.12% $318.38K
BX TRUST 50,409,301 50,409,301 0 0.12% $63.03K
Extended Stay America Trust, Series 2025-ESH, Class A 49,885,000 49,885,000 0 0.12% -$15.48K
BMARK 2018-B8 A5 49,694,000 49,694,000 0 0.12% $180.87K
CITIGROUP INC 48,296,000 48,296,000 0 0.12% $54.72K
T-MOBILE USA INC 47,090,000 47,090,000 0 0.11% $342.58K
WELLS FARGO CO 46,819,000 46,819,000 0 0.11% $97.72K
REGIONS BK ALAB 42,478,000 42,478,000 0 0.11% $159.68K
OCCIDENTAL PETE 40,626,000 40,626,000 0 0.11% $437.05K
NISOURCE INC 47,860,000 47,860,000 0 0.11% $313.47K
BARCLAYS PLC 44,892,000 44,892,000 0 0.11% $87.46K
GOLDMAN SACHS GP 50,634,000 50,634,000 0 0.11% $138.53K
BANK OF AMER CRP 45,120,000 45,120,000 0 0.11% -$27.57K
US TREASURY N/B 48,104,000 48,104,000 0 0.11% $272.46K
BX Mortgage Trust, Series 2021-PAC, Class A 43,844,000 43,844,000 0 0.11% -$745
FORDF 2023-1 A1 144A 4.92% 05-15-28 43,366,000 43,366,000 0 0.11% -$65.19K
SABINE PASS LIQU 42,700,000 42,700,000 0 0.11% $223.20K
OHA Credit Funding 13 Ltd 42,834,000 42,834,000 0 0.11% -$18.42K
RR 7 LTD A1AB TSFR3M+134 01/15/2037 144A 42,692,000 42,692,000 0 0.11% $13.19K
VENTAS REALTY LP 43,597,000 43,597,000 0 0.10% $276.97K
BARCLAYS PLC 41,312,000 41,312,000 0 0.10% -$70.49K
CENTENE CORP 43,675,000 43,675,000 0 0.10% $448.87K
COF V5.247 07/26/30 39,510,000 39,510,000 0 0.10% $110.60K
BARCLAYS PLC 37,876,000 37,876,000 0 0.10% -$91.49K
Magnetite XXX, Limited 39,908,000 39,908,000 0 0.10% -$17.64K
JPMORGAN CHASE 38,769,000 38,769,000 0 0.10% -$56.19K
Allegro CLO XII Ltd., Series 2020-1A, Class A1R 39,309,000 39,309,000 0 0.10% $20.24K
WELLS FARGO CO 38,000,000 38,000,000 0 0.10% -$70.51K
UNUM GROUP 39,437,000 39,437,000 0 0.10% -$599.55K
ALLY FINANCIAL 36,750,000 36,750,000 0 0.09% $36.56K
MORGAN STANLEY 37,921,000 37,921,000 0 0.09% $26.00K
CENTENE CORP 39,085,000 39,085,000 0 0.09% $353.76K
MORGAN STANLEY 37,920,000 37,920,000 0 0.09% $76.84K
Ares XLI CLO Ltd., Series 2016-41A, Class AR2 37,984,000 37,984,000 0 0.09% $11.74K
Eaton Vance CLO Ltd., Series 2020-2A, Class AR2 37,869,000 37,869,000 0 0.09% -$3.45K
BANK OF AMER CRP 42,030,000 42,030,000 0 0.09% $216.57K
SREIT Trust 2021-MFP 37,847,690 37,847,690 0 0.09% $23.54K
HUDSON PACIFIC 42,373,000 42,373,000 0 0.09% -$1.29M
CHARTER COMM OPT 39,593,000 39,593,000 0 0.09% -$340.50K
DELL INT / EMC 37,190,000 37,190,000 0 0.09% $186.86K
BNP PARIBAS 35,232,000 35,232,000 0 0.09% $152.17K
VERIZON COMM INC 37,359,000 37,359,000 0 0.09% $135.85K
FLATIRON CLO LT A1R TSFR3M+136 10/19/2037 144A 36,883,000 36,883,000 0 0.09% -$3.54K
OMEGA HEALTHCARE 36,570,000 36,570,000 0 0.09% $38.04K
DEUTSCHE BANK NY 34,596,000 34,596,000 0 0.09% -$125.26K
GOLDMAN SACHS GP 39,600,000 39,600,000 0 0.09% $91.73K
BOEING CO 36,500,000 36,500,000 0 0.09% $298.85K
PETROLEOS MEXICANOS SR UNSEC 5.95% 01-28-31 37,031,000 37,031,000 0 0.09% $553.24K
Avolon Holdings Funding Ltd. 34,721,000 34,721,000 0 0.09% -$17.21K
GOLDMAN SACHS GP 31,825,000 31,825,000 0 0.09% -$97.90K
JPMORGAN CHASE 34,500,000 34,500,000 0 0.09% -$63.37K
BARCLAYS PLC 34,049,000 34,049,000 0 0.09% $27.03K
DELL INT / EMC 35,196,000 35,196,000 0 0.09% $167.72K
LIFE MORTGAGE TRUST US 37,495,000 37,495,000 0 0.09% $1.57M
COREBRIDGE FIN 35,355,000 35,355,000 0 0.09% $87.30K
CAPITAL ONE FINL 35,931,000 35,931,000 0 0.09% $159.07K
TIME WARNER CABL 32,280,000 32,280,000 0 0.09% $569.80K
WELLS FARGO CO 34,559,000 34,559,000 0 0.08% $85.59K
Brandywine Operating Partnership, L.P. 32,475,000 32,475,000 0 0.08% $27.08K
ENERGY TRANSFER 34,654,000 34,654,000 0 0.08% $281.38K
Carlyle US CLO Ltd., Series 2021-11A, Class A1R 33,779,000 33,779,000 0 0.08% -$56.92K
SYNCHRONY FINANC 33,967,000 33,967,000 0 0.08% $124.73K
MAGNETITE XXIX LTD / MAGNETITE XXIX LLC AR TSFR3M+135 07/15/2037 144A 33,543,000 33,543,000 0 0.08% -$23.61K
DRYDEN SENIOR LOAN FUND 33,269,000 33,269,000 0 0.08% -$51.43K
VICI PROPERTIE 32,852,000 32,852,000 0 0.08% -$7.82K
BARINGS CLO LTD 2020-IV AR TSFR3M+137 10/20/2037 144A 32,719,000 32,719,000 0 0.08% -$41.00K
NXP BV/NXP FDG 31,935,000 31,935,000 0 0.08% $144.69K
T-MOBILE USA INC 32,520,000 32,520,000 0 0.08% $96.83K
WILLIAMS COS INC 32,008,000 32,008,000 0 0.08% $193.87K
KINDER MORGAN 45,000,000 45,000,000 0 0.08% $249.53K
OMEGA HEALTHCARE 33,134,000 33,134,000 0 0.08% $319.16K
BANK OF AMER CRP 32,593,000 32,593,000 0 0.08% $66.44K
ARES LIV CLO LTD 32,133,000 32,133,000 0 0.08% $90.81K
MAGNETITE XXVIII LTD A1RR TSFR3M+124 01/15/2038 144A 32,159,000 32,159,000 0 0.08% $45.44K
Avolon Holdings Funding Ltd. 31,738,000 31,738,000 0 0.08% $47.19K
CVS HEALTH CORP 33,481,000 33,481,000 0 0.08% $166.30K
MAGNETITE XXI LTD 2019-21A A AR TSFR3M+128.161 04/20/2034 144A 31,864,000 31,864,000 0 0.08% $11.44K
MPLX LP 30,643,000 30,643,000 0 0.08% $308.66K
ALABAMA POWER CO 33,143,000 33,143,000 0 0.08% $283.75K
UBS GROUP 31,236,000 31,236,000 0 0.08% $233.18K
MORGAN STANLEY EATON VANCE CLO 2025-21 LTD / LLC A1 TSFR3M+117 04/15/2038 144A 30,359,000 30,359,000 0 0.07% $78.90K
TCO Commercial Mortgage Trust, Series 2024-DPM, Class A 30,282,000 30,282,000 0 0.07% $37.89K
PINE STR TR II 5.568% 02/15/2049 144A 31,271,000 31,271,000 0 0.07% $58.44K
BRANDYWINE OPER PARTNERS REGD 4.55000000 31,499,000 31,499,000 0 0.07% -$563.97K
PUGET ENERGY INC SR SECURED 03/32 4.224 30,357,000 30,357,000 0 0.07% $523.87K
BX Mortgage Trust 29,632,000 29,632,000 0 0.07% $36.84K
CLOVER CLO 2019-1 LTD 19-1A ARR TSFR3M+100 04/18/2035 144A 29,512,000 29,512,000 0 0.07% -$2.15K
SANUSA V2.49 01/06/28 29,541,000 29,541,000 0 0.07% $176.42K
Blueberry Park CLO Ltd., Series 2024-1A, Class A 28,952,000 28,952,000 0 0.07% -$4.60K
Ares Loan Funding V Ltd., Series 2024-ALF5A, Class A1 28,926,000 28,926,000 0 0.07% -$42.03K
OMEGA HEALTHCARE 32,018,000 32,018,000 0 0.07% $363.92K
OHA CR FDG 4 LTD / OHA CR FDG 4 LLC AR2 TSFR3M+129 01/22/2038 144A 28,787,000 28,787,000 0 0.07% $25.82K
AUTOZONE INC 28,926,000 28,926,000 0 0.07% $105.23K
Bain Capital Credit CLO Ltd., Series 2023-2A, Class A1R 28,560,000 28,560,000 0 0.07% $33.16K
Bain Capital Credit CLO Ltd., Series 2023-4A, Class A1R 28,483,000 28,483,000 0 0.07% $114.13K
WELLS FARGO CO 27,292,000 27,292,000 0 0.07% -$109.64K
CITIZENS FIN GRP 32,329,000 32,329,000 0 0.07% $552.24K
DRYDEN 83 CLO LTD AR TSFR3M+153 04/18/2037 144A 28,334,000 28,334,000 0 0.07% -$40.94K
BRIXMOR OPERATIN 28,249,000 28,249,000 0 0.07% $186.87K
ALLEGRO CLO XV LTD / ALLEGRO CLO VX LLC A1R TSFR3M+118 04/20/2038 144A 28,071,000 28,071,000 0 0.07% $137.52K
VERIZON COMM INC 30,343,000 30,343,000 0 0.07% $312.40K
CBRE SERVICES IN 30,503,000 30,503,000 0 0.07% $54.17K
Carlyle US CLO Ltd., Series 2025-6A, Class A1 27,597,000 27,597,000 0 0.07% $58.12K
Eaton Vance CLO Ltd., Series 2019-1A, Class AR2 27,328,000 27,328,000 0 0.07% -$5.30K
Allegro CLO XIII Ltd., Series 2021-1A, Class A1R 27,167,000 27,167,000 0 0.07% $19.89K
Bethpage Park CLO Ltd., Series 2021-1A, Class A 27,130,000 27,130,000 0 0.07% $8.41K
OCP CLO Ltd., Series 2025-44A, Class A 26,907,000 26,907,000 0 0.07% $31.80K
PALMER SQUARE CLO LTD 26,767,000 26,767,000 0 0.07% $26.50K
OCCIDENTAL PETE 24,570,000 24,570,000 0 0.07% $527.74K
Cedar Funding X CLO Ltd 26,444,000 26,444,000 0 0.07% $45.93K
EATON VANCE CLO 2020-1 LTD ARR TSFR3M+139 10/15/2037 144A 26,302,000 26,302,000 0 0.06% $35.32K
BSP 2025-43A A 26,312,000 26,312,000 0 0.06% $6.08K
BRIXMOR OPERATIN 26,564,000 26,564,000 0 0.06% $109.10K
MORGAN STANLEY CAP I TR 2019-NUGS A TSFR1M+106.448 4 12/15/2021 144A 34,300,000 34,300,000 0 0.06% $84.66K
VLS Commercial Mortgage Trust, Series 2020-LAB, Class A 30,230,000 30,230,000 0 0.06% $251.82K
AIMCO CLO 11 Ltd., Series 2020-11A, Class A1R2 25,958,000 25,958,000 0 0.06% $260
BANK 2019-BN21 A5 26,963,000 26,963,000 0 0.06% $311.58K
MARS INC 25,111,000 25,111,000 0 0.06% $90.74K
AVOLON HOLDINGS FUNDING LTD 4.375% 05/01/2026 144A 25,641,000 25,641,000 0 0.06% $19.84K
BRIXMOR OPERATIN 25,594,000 25,594,000 0 0.06% $11.51K
Neuberger Berman Loan Advisers CLO 25 Ltd., Series 2017-25A, Class AR2 25,542,000 25,542,000 0 0.06% -$40.97K
ARES LVIII CLO LTD / ARES LVIII CLO LLC A1R2 TSFR3M+124 04/15/2038 144A 25,460,000 25,460,000 0 0.06% -$57.00K
Flatiron RR CLO 30 Ltd 25,377,000 25,377,000 0 0.06% $40.35K
WELLS FARGO COMMERCIAL MORTGAGE TRUST 2021-FCMT A TSFR1M+131.448 12/31/2049 144A 25,318,000 25,318,000 0 0.06% $37.94K
HAMLIN PK CLO LTD / HAMLIN PK CLO LLC 2024-1A A TSFR3M+134 10/20/2037 144A 25,065,000 25,065,000 0 0.06% -$677
FLATIRON CLO 32 LTD 32A A1 TSFR3M+129 10/22/2038 144A 25,053,000 25,053,000 0 0.06% -$1.88K
CIFC Funding Ltd., Series 2019-5A, Class A1R2 25,062,000 25,062,000 0 0.06% -$13.58K
Sixth Street CLO XVIII Ltd., Series 2021-18A, Class A1R 24,947,000 24,947,000 0 0.06% $55.68K
CENTENE CORP 25,155,000 25,155,000 0 0.06% $156.69K
AIMCO CLO 17 Ltd., Series 2022-17A, Class A1R 24,948,049 24,948,049 0 0.06% -$42.41K
BXP 6.75 12/01/27 23,825,000 23,825,000 0 0.06% -$81.76K
MADISON PK FDG XLV LTD / MADISON PK FDG XLV LLC ARR TSFR3M+108 07/15/2034 144A 24,703,000 24,703,000 0 0.06% $4.84K
SOCIETE GENERALE SA 24,058,000 24,058,000 0 0.06% $47.04K
Ares LV CLO Ltd., Series 2020-55A, Class A1R2 24,631,000 24,631,000 0 0.06% -$54.93K
Green Lakes Park CLO LLC, Series 2025-1A, Class ARR 24,660,000 24,660,000 0 0.06% -$12.11K
FLATIRON CLO 26 LTD / FLATIRON CLO 26 LLC A TSFR3M+133 01/15/2038 144A 24,517,000 24,517,000 0 0.06% $27.63K
NATWEST GROUP 24,822,000 24,822,000 0 0.06% $102.64K
Magnetite XXXVI Ltd 24,445,000 24,445,000 0 0.06% $40.87K
BENEFIT STREET PARTNERS CLO LT BSP 2025 44A A1 144A 24,383,000 24,383,000 0 0.06% $47.69K
MORGAN STANLEY 23,472,000 23,472,000 0 0.06% $21.45K
OCP CLO Ltd., Series 2020-8RA, Class AR2 24,254,000 24,254,000 0 0.06% $5.29K
BRANDYWINE OPER 24,749,000 24,749,000 0 0.06% -$186.29K
UNUM GROUP 24,228,000 24,228,000 0 0.06% $61.01K
BMARK 2019-B13 A4 25,034,000 25,034,000 0 0.06% $179.60K
MORGAN STANLEY 23,749,000 23,749,000 0 0.06% $44.07K
Cedar Funding XII CLO Ltd., Series 2020-12A, Class ARR 23,883,000 23,883,000 0 0.06% -$23.02K
Magnetite XXVI Ltd., Series 2020-26A, Class AR2 23,627,000 23,627,000 0 0.06% $44.16K
OHA CR FDG 6 LTD / OHA CR FDG 6 LLC AR2 TSFR3M+133 10/20/2037 144A 23,091,000 23,091,000 0 0.06% $66.29K
ALEXANDRIA REAL 22,618,000 22,618,000 0 0.06% $103.20K
MYLAN NV 23,040,000 23,040,000 0 0.06% $54.32K
ENERGY TRANSFER 22,521,000 22,521,000 0 0.06% $59.00K
INVITATION HOMES 23,566,000 23,566,000 0 0.06% $50.29K
OHA Credit Partners VII Ltd., Series 2012-7A, Class AR4 22,830,000 22,830,000 0 0.06% $51.89K
DUQUESNE LIGHT HOLDINGS INC 24,917,000 24,917,000 0 0.06% $339.67K
SYMPHONY CLO LTD SYMP 2024 43A A1 144A 22,556,000 22,556,000 0 0.06% -$27.16K
Invesco US CLO Ltd., Series 2024-3A, Class A 22,457,000 22,457,000 0 0.06% -$19.07K
HCA INC 21,543,000 21,543,000 0 0.06% $8.83K
BOEING CO 21,453,000 21,453,000 0 0.05% $108.53K
CENT 2025-CITY A 21,673,000 21,673,000 0 0.05% $162.80K
ALTRIA GROUP INC 26,130,000 26,130,000 0 0.05% -$11.81K
Dryden 98 CLO Ltd., Series 2022-98A, Class A 22,130,000 22,130,000 0 0.05% -$14.61K
MORGAN STANLEY 21,363,000 21,363,000 0 0.05% -$49.18K
JPMORGAN CHASE 23,105,000 23,105,000 0 0.05% $171.94K
Barings CLO Ltd., Series 2020-1A, Class A1R2 21,905,000 21,905,000 0 0.05% $55.35K
OCP AEGIS CLO 2025-47 LTD A1 TSFR3M+111 01/21/2038 144A 21,835,000 21,835,000 0 0.05% $25.22K
ORACLE CORP 22,287,000 22,287,000 0 0.05% -$133.25K
DEUTSCHE BANK NY 20,750,000 20,750,000 0 0.05% -$52.14K
OPTN 2025-C A 21,600,000 21,600,000 0 0.05% $30.28K
MARSH & MCLENNAN 21,405,000 21,405,000 0 0.05% -$16.16K
NISOURCE INC 21,965,000 21,965,000 0 0.05% $182.60K
TANGER PROP LP 23,464,000 23,464,000 0 0.05% $198.83K
COREBRIDGE GF 20,514,000 20,514,000 0 0.05% -$39.05K
AIMCO CLO 21 LTD / AIMCO CLO 21 LLC A1 TSFR3M+150 04/18/2037 144A 21,260,000 21,260,000 0 0.05% -$11.76K
SYSCO CORP 19,674,000 19,674,000 0 0.05% $76.37K
SIXTH STREET CLO XX LTD 2021-20A A1R TSFR3M+132 07/17/2038 144A 20,825,000 20,825,000 0 0.05% $26.36K
ROYAL BK SCOTLND 20,881,000 20,881,000 0 0.05% -$32.62K
AERCAP IRELAND 21,434,000 21,434,000 0 0.05% $101.46K
TIME WARNER CABL 26,261,000 26,261,000 0 0.05% $224.63K
GEN MOTORS FIN 21,000,000 21,000,000 0 0.05% $132.63K
BOSTON PROP LP 20,395,000 20,395,000 0 0.05% $72.20K
HCA INC 19,767,000 19,767,000 0 0.05% -$16.14K
WESTPAC BANKING 20,547,000 20,547,000 0 0.05% $122.96K
CENTENE CORP 21,905,000 21,905,000 0 0.05% $197.41K
AERCAP IRELAND 20,465,000 20,465,000 0 0.05% $109.96K
CITIGROUP INC 21,000,000 21,000,000 0 0.05% $91.28K
HESS CORP 19,267,000 19,267,000 0 0.05% $105.60K
GMF FLOORPLAN OWNER REVOLVING TRUST SER 2024-4A CL A1 REGD 144A P/P 4.73000000 19,865,000 19,865,000 0 0.05% $33.70K
BROOKFIELD 2024-MF23 A TSFR1M+149.177 06/15/2041 144A 19,969,000 19,969,000 0 0.05% $6.25K
CIGNA GROUP/THE 20,493,000 20,493,000 0 0.05% $26.90K
Carlyle US CLO Ltd., Series 2021-10A, Class A1R 19,837,000 19,837,000 0 0.05% $5.63K
ORACLE CORP 20,290,000 20,290,000 0 0.05% -$274.67K
UBS GROUP 19,608,000 19,608,000 0 0.05% $55.86K
MARS INC 18,852,000 18,852,000 0 0.05% $45.20K
SREIT Trust, Series 2021-MFP, Class B 19,513,131 19,513,131 0 0.05% $12.14K
Societe Generale SA 21,000,000 21,000,000 0 0.05% $307.61K
CHARTER COMM OPT 18,588,000 18,588,000 0 0.05% $99.50K
JPMORGAN CHASE 21,000,000 21,000,000 0 0.05% $95.44K
WILLIAMS COS INC 21,000,000 21,000,000 0 0.05% $234.40K
BANK OF AMER CRP 21,000,000 21,000,000 0 0.05% $108.70K
MORGAN STANLEY 21,000,000 21,000,000 0 0.05% $66.85K
BOSTON PROP LP 20,338,000 20,338,000 0 0.05% $95.39K
LIFE MORTGAGE TRUST US 21,010,000 21,010,000 0 0.05% $311.94K
ONEOK INC 18,504,000 18,504,000 0 0.05% $179.75K
Ares LIX CLO Ltd., Series 2021-59A, Class A 18,644,000 18,644,000 0 0.05% $5.98K
CELANESE US HLDS 17,466,000 17,466,000 0 0.05% $516.77K
CLECO CORP 19,437,000 19,437,000 0 0.05% $179.29K
AT&T INC 20,994,000 20,994,000 0 0.05% -$191.91K
NISOURCE INC 17,565,000 17,565,000 0 0.05% $15.73K
LAKESIDE PK CLO LTD / LLC A TSFR3M+115 04/15/2038 144A 18,397,000 18,397,000 0 0.05% $9.95K
REYNOLDS AMERICA 15,680,000 15,680,000 0 0.05% $115.51K
ALA Trust 2025-OANA 18,010,000 18,010,000 0 0.04% $22.89K
DELL INT / EMC 17,769,000 17,769,000 0 0.04% $87.70K
Magnetite Xlv Ltd., Series 2025-45A, Class A1 17,781,000 17,781,000 0 0.04% $4.87K
LIBERTY MUTUAL 17,650,000 17,650,000 0 0.04% -$11.22K
UBER TECHNOLOGIE 17,815,000 17,815,000 0 0.04% $8.28K
PUGET ENERGY 17,963,000 17,963,000 0 0.04% $138.14K
CENTENE CORP 20,375,000 20,375,000 0 0.04% $193.83K
SIMON PROP GP LP 17,457,000 17,457,000 0 0.04% $65.04K
CIGNA GROUP/THE 17,500,000 17,500,000 0 0.04% $92.67K

Top 300 of 537, by weight.

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