Portfolio moves
Net position changes between two of this fund's N-PORT snapshots. These are differences between point-in-time reports — not a trade log — and share counts can be affected by splits and other corporate actions.
Dec 31, 2025 → Mar 31, 2026
Expand a category to see the positions behind it, ranked by weight.
| Security | Shares Dec 2025 | Shares Mar 2026 | Δ shares | End % | Δ value |
|---|---|---|---|---|---|
| FNCL 5.5 4/26 | 0 | 24,000,000 | 24,000,000 | 6.57% | $24.10M |
| FNCI 4.5 4/25 | 0 | 18,000,000 | 18,000,000 | 4.87% | $17.86M |
| G2SF 5.5 4/25 | 0 | 14,000,000 | 14,000,000 | 3.84% | $14.08M |
| G2SF 5 5/26 | 0 | 11,000,000 | 11,000,000 | 2.96% | $10.86M |
| Uniform Mortgage-Backed Security, TBA | 0 | 8,000,000 | 8,000,000 | 2.29% | $8.41M |
| Federal National Mortgage Association | 0 | 7,956,086 | 7,956,086 | 1.87% | $6.84M |
| G2SF 2 4/26 | 0 | 7,000,000 | 7,000,000 | 1.57% | $5.77M |
| UMBS, 30 Year | 0 | 5,141,269 | 5,141,269 | 1.30% | $4.77M |
| FNMA-15YR | 0 | 5,000,000 | 5,000,000 | 1.25% | $4.59M |
| G2SF 2.5 4/24 | 0 | 5,000,000 | 5,000,000 | 1.17% | $4.29M |
| G2SF 4 4/23 | 0 | 4,000,000 | 4,000,000 | 1.02% | $3.74M |
| G2SF 3.5 5/25 | 0 | 4,000,000 | 4,000,000 | 1.00% | $3.65M |
| UMBS | 0 | 3,900,629 | 3,900,629 | 0.86% | $3.16M |
| FNCL 6 4/26 | 0 | 3,000,000 | 3,000,000 | 0.83% | $3.06M |
| G2SF 6 4/25 | 0 | 3,000,000 | 3,000,000 | 0.83% | $3.05M |
| FNCL 4 4/26 | 0 | 3,000,000 | 3,000,000 | 0.77% | $2.83M |
| FR RQ0012 | 0 | 2,687,956 | 2,687,956 | 0.72% | $2.65M |
| FNCL UMBS 5.0 RJ3017 12-01-54 | 0 | 2,681,413 | 2,681,413 | 0.72% | $2.65M |
| FR SD8492 | 0 | 2,668,678 | 2,668,678 | 0.72% | $2.63M |
| Freddie Mac Pool | 0 | 2,497,263 | 2,497,263 | 0.69% | $2.54M |
| UMBS | 0 | 2,417,652 | 2,417,652 | 0.67% | $2.47M |
| Fannie Mae Pool | 0 | 2,375,232 | 2,375,232 | 0.67% | $2.46M |
| FNCL UMBS 6.0 CB7339 10-01-53 | 0 | 2,365,632 | 2,365,632 | 0.66% | $2.42M |
| G2 MA8042 | 0 | 2,808,512 | 2,808,512 | 0.66% | $2.42M |
| FANNIE MAE POOL | 0 | 2,342,114 | 2,342,114 | 0.65% | $2.37M |
| FR SD8257 | 0 | 2,416,020 | 2,416,020 | 0.64% | $2.34M |
| FR SD8515 | 0 | 2,326,449 | 2,326,449 | 0.64% | $2.34M |
| FR SD8266 | 0 | 2,395,838 | 2,395,838 | 0.63% | $2.32M |
| UMBS | 0 | 2,338,138 | 2,338,138 | 0.62% | $2.26M |
| FR SD8331 | 0 | 2,158,803 | 2,158,803 | 0.59% | $2.18M |
| G2 MA8201 | 0 | 2,175,976 | 2,175,976 | 0.58% | $2.12M |
| FN MA4437 | 0 | 2,542,124 | 2,542,124 | 0.56% | $2.06M |
| FREDDIE MAC POOL FR 08/51 FIXED 2 | 0 | 2,518,531 | 2,518,531 | 0.56% | $2.06M |
| UMBS | 0 | 2,530,025 | 2,530,025 | 0.56% | $2.05M |
| Fannie Mae Pool | 0 | 1,972,270 | 1,972,270 | 0.55% | $2.02M |
| FN MA4158 | 0 | 2,474,476 | 2,474,476 | 0.55% | $2.02M |
| FN MA4182 | 0 | 2,473,305 | 2,473,305 | 0.55% | $2.01M |
| FR SD8140 | 0 | 2,435,551 | 2,435,551 | 0.54% | $1.98M |
| UMBS | 0 | 2,437,766 | 2,437,766 | 0.54% | $1.97M |
| U.S. Treasury Notes | 0 | 1,690,000 | 1,690,000 | 0.46% | $1.70M |
| FR SD8368 | 0 | 1,660,386 | 1,660,386 | 0.46% | $1.70M |
| Ginnie Mae II Pool | 0 | 1,675,861 | 1,675,861 | 0.46% | $1.67M |
| FNCL 2 4/26 | 0 | 2,000,000 | 2,000,000 | 0.44% | $1.61M |
| G2 MA6283 | 0 | 1,576,700 | 1,576,700 | 0.39% | $1.41M |
| G2 MA8348 | 0 | 1,373,196 | 1,373,196 | 0.37% | $1.37M |
| U.S. Treasury Notes | 0 | 1,370,000 | 1,370,000 | 0.37% | $1.37M |
| FR SD8129 | 0 | 1,587,351 | 1,587,351 | 0.37% | $1.35M |
| Fannie Mae Pool | 0 | 1,284,719 | 1,284,719 | 0.36% | $1.33M |
| UMBS | 0 | 1,413,996 | 1,413,996 | 0.34% | $1.25M |
| G2 MA8270 | 0 | 1,203,998 | 1,203,998 | 0.33% | $1.22M |
| G2 MA7192 | 0 | 1,477,543 | 1,477,543 | 0.33% | $1.22M |
| G2 MA7880 | 0 | 1,473,977 | 1,473,977 | 0.33% | $1.22M |
| FNMA UMBS, 30 Year | 0 | 1,266,488 | 1,266,488 | 0.31% | $1.12M |
| Government National Mortgage Association, TBA | 0 | 1,000,000 | 1,000,000 | 0.28% | $1.04M |
| FN CC1438 | 0 | 990,824 | 990,824 | 0.27% | $1.00M |
| AGL CLO 23 Ltd., Series 2022-23A, Class A1R | 0 | 1,000,000 | 1,000,000 | 0.27% | $995.54K |
| TPMT 2017-4 A2 | 0 | 1,030,153 | 1,030,153 | 0.27% | $981.86K |
| FR SD8396 | 0 | 953,563 | 953,563 | 0.27% | $974.14K |
| CIFC Funding 2022-IV Ltd | 0 | 1,000,000 | 1,000,000 | 0.26% | $956.49K |
| Uniform Mortgage-Backed Securities | 0 | 932,002 | 932,002 | 0.26% | $938.58K |
| G2SF 3.5 4/24 | 0 | 1,000,000 | 1,000,000 | 0.25% | $916.41K |
| G2 MA6474 | 0 | 1,010,041 | 1,010,041 | 0.25% | $905.02K |
| FN CC0565 | 0 | 871,350 | 871,350 | 0.24% | $884.12K |
| FN CB4693 | 0 | 716,669 | 716,669 | 0.20% | $730.72K |
| FN MA3564 | 0 | 746,678 | 746,678 | 0.20% | $728.70K |
| FN MA4785 | 0 | 723,623 | 723,623 | 0.20% | $717.58K |
| GNMA II POOL MA8644 G2 02/53 FIXED 3.5 | 0 | 764,554 | 764,554 | 0.19% | $713.10K |
| GNII II 5% 08/20/2055#MB0555 | 0 | 617,060 | 617,060 | 0.17% | $611.70K |
| G2 MA7768 | 0 | 672,084 | 672,084 | 0.16% | $599.97K |
| GWT Trust | 0 | 600,000 | 600,000 | 0.16% | $599.87K |
| Fannie Mae Pool | 0 | 555,703 | 555,703 | 0.16% | $576.66K |
| FR SD8146 | 0 | 708,632 | 708,632 | 0.16% | $575.49K |
| G2 MA2893 | 0 | 594,380 | 594,380 | 0.16% | $570.37K |
| Government National Mortgage Association | 0 | 598,134 | 598,134 | 0.16% | $569.54K |
| Trinitas CLO XX Ltd., Series 2022-20A, Class A1R | 0 | 550,000 | 550,000 | 0.15% | $548.29K |
| Bain Capital Credit CLO 2019-1 | 0 | 565,000 | 565,000 | 0.15% | $542.30K |
| BANK 2020-BN29 A4 | 0 | 600,000 | 600,000 | 0.14% | $528.17K |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 0 | 469,422 | 469,422 | 0.13% | $473.21K |
| WFCM 2021-C59 A5 | 0 | 500,000 | 500,000 | 0.12% | $450.51K |
| BFLD Commercial Mortgage Trust, Series 2024-UNIV, Class A | 0 | 450,000 | 450,000 | 0.12% | $450.06K |
| FN BM3280 | 0 | 416,816 | 416,816 | 0.11% | $408.86K |
| BFLD Commercial Mortgage Trust, Series 2025-660F, Class A | 0 | 400,000 | 400,000 | 0.11% | $397.90K |
| SCG Trust, Series 2025-SNIP, Class A | 0 | 375,000 | 375,000 | 0.10% | $374.21K |
| J.P. Morgan Mortgage Trust, Series 2021-LTV2, Class A1 | 0 | 435,990 | 435,990 | 0.10% | $369.59K |
| COLT Mortgage Loan Trust | 0 | 362,387 | 362,387 | 0.10% | $364.41K |
| FN CA1368 | 0 | 367,023 | 367,023 | 0.10% | $351.33K |
| BX Commercial Mortgage Trust 2026-CSMO | 0 | 350,000 | 350,000 | 0.10% | $349.64K |
| FN AL6619 | 0 | 350,309 | 350,309 | 0.09% | $347.89K |
| WFCM 2026-1250B A | 0 | 350,000 | 350,000 | 0.09% | $346.23K |
| J.P. Morgan Mortgage Trust, Series 2025-NQM5, Class A1A | 0 | 340,693 | 340,693 | 0.09% | $339.22K |
| OBX Trust, Series 2025-NQM21, Class A1A | 0 | 340,375 | 340,375 | 0.09% | $338.96K |
| OBX Trust, Series 2025-NQM15, Class A1A | 0 | 338,169 | 338,169 | 0.09% | $337.77K |
| MSRM 2025-NQM9 A1A | 0 | 329,748 | 329,748 | 0.09% | $328.23K |
| BMO 2023-C7 A5 | 0 | 300,000 | 300,000 | 0.09% | $320.42K |
| AOMT 2025-7 A1 | 0 | 319,116 | 319,116 | 0.09% | $320.18K |
| ONSLOW BAY FINANCIAL LLC OBX 2021 NQM4 A1 144A | 0 | 373,809 | 373,809 | 0.09% | $319.60K |
| WELLS FARGO COMMERCIAL MORTGAG WFCM 2025 5C4 A3 | 0 | 300,000 | 300,000 | 0.08% | $309.98K |
| FN CA1119 | 0 | 318,882 | 318,882 | 0.08% | $305.25K |
| AOMT 2021-7 A1 | 0 | 345,120 | 345,120 | 0.08% | $301.10K |
| G2 MA6541 | 0 | 331,776 | 331,776 | 0.08% | $296.89K |
| G2 MA5819 | 0 | 291,613 | 291,613 | 0.08% | $294.15K |
| JP Morgan Mortgage Trust Series 2024-3 | 0 | 316,243 | 316,243 | 0.08% | $288.69K |
| BANK 2021-BN31 AS | 0 | 250,000 | 250,000 | 0.06% | $214.19K |
| FN BJ9253 | 0 | 216,702 | 216,702 | 0.06% | $207.64K |
| FR ZT1778 | 0 | 210,335 | 210,335 | 0.06% | $204.82K |
| Fannie Mae Pool | 0 | 211,981 | 211,981 | 0.06% | $203.12K |
| BX Commercial Mortgage Trust, Series 2024-VLT5, Class A | 0 | 200,000 | 200,000 | 0.05% | $198.30K |
| N A | 0 | 192,748 | 192,748 | 0.05% | $192.27K |
| Ginnie Mae I Pool | 0 | 179,291 | 179,291 | 0.05% | $184.27K |
| JP Morgan Mortgage Trust, Series 2024-VIS1, Class A1 | 0 | 182,486 | 182,486 | 0.05% | $183.38K |
| OBX 2022-J2 Trust | 0 | 186,416 | 186,416 | 0.05% | $167.96K |
| Fannie Mae Pool | 0 | 152,836 | 152,836 | 0.04% | $156.09K |
| BPR Trust 2024-PMDW | 0 | 150,000 | 150,000 | 0.04% | $151.82K |
| Freddie Mac Pool | 0 | 144,266 | 144,266 | 0.04% | $149.66K |
| ANGEL OAK MORTGAGE TRUST 2020- AOMT 2020 3 M1 144A | 0 | 150,000 | 150,000 | 0.04% | $143.88K |
| FN BM3211 | 0 | 147,221 | 147,221 | 0.04% | $141.25K |
| BX Commercial Mortgage Trust, Series 2024-XL5, Class A | 0 | 137,539 | 137,539 | 0.04% | $137.55K |
| Fannie Mae Pool | 0 | 133,949 | 133,949 | 0.04% | $137.54K |
| FN CA1008 | 0 | 140,044 | 140,044 | 0.04% | $134.27K |
| G2 MA2372 | 0 | 132,247 | 132,247 | 0.03% | $127.02K |
| J.P. MORGAN CHASE COMMERCIAL MORTGAGE SE SER 2024-OMNI CL A V/R REGD 144A P/P 5.79715000 | 0 | 125,000 | 125,000 | 0.03% | $126.14K |
| FN CA2156 | 0 | 130,956 | 130,956 | 0.03% | $125.27K |
| G2 MA1225 | 0 | 119,039 | 119,039 | 0.03% | $114.68K |
| Fannie Mae Pool | 0 | 114,988 | 114,988 | 0.03% | $111.49K |
| FN BH9288 | 0 | 112,528 | 112,528 | 0.03% | $107.89K |
| FN CA1194 | 0 | 105,566 | 105,566 | 0.03% | $101.28K |
| G2 MA7138 | 0 | 105,747 | 105,747 | 0.03% | $98.63K |
| FNMA POOL AD0586 FN 12/39 FIXED VAR | 0 | 92,107 | 92,107 | 0.03% | $91.86K |
| G2 MA5021 | 0 | 87,964 | 87,964 | 0.02% | $86.71K |
| Ginnie Mae I Pool | 0 | 80,209 | 80,209 | 0.02% | $82.49K |
| Fannie Mae Pool | 0 | 61,560 | 61,560 | 0.02% | $63.47K |
| FNMA | 0 | 61,790 | 61,790 | 0.02% | $63.42K |
| Freddie Mac Gold Pool | 0 | 60,174 | 60,174 | 0.02% | $61.27K |
| GN 605594 | 0 | 59,511 | 59,511 | 0.02% | $61.19K |
| Freddie Mac Non Gold Pool | 0 | 54,533 | 54,533 | 0.02% | $56.01K |
| GN 605698 | 0 | 50,645 | 50,645 | 0.01% | $52.16K |
| GN 486670 | 0 | 48,297 | 48,297 | 0.01% | $49.77K |
| Fannie Mae Pool | 0 | 51,176 | 51,176 | 0.01% | $49.09K |
| G2 MA5400 | 0 | 46,548 | 46,548 | 0.01% | $47.01K |
| Freddie Mac REMICS | 0 | 42,641 | 42,641 | 0.01% | $43.58K |
| Uniform Mortgage-Backed Securities | 0 | 41,587 | 41,587 | 0.01% | $40.92K |
| FN AL7072 | 0 | 40,993 | 40,993 | 0.01% | $40.58K |
| FR QA1023 | 0 | 37,916 | 37,916 | 0.01% | $35.29K |
| Freddie Mac Gold Pool | 0 | 31,126 | 31,126 | 0.01% | $31.24K |
| Freddie Mac REMICS | 0 | 25,887 | 25,887 | 0.01% | $27.01K |
| Freddie Mac Gold Pool | 0 | 25,502 | 25,502 | 0.01% | $25.97K |
| GN 478800 | 0 | 23,878 | 23,878 | 0.01% | $24.29K |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 0 | 18,055 | 18,055 | 0.01% | $18.38K |
| Ginnie Mae II Pool | 0 | 16,262 | 16,262 | 0.00% | $16.43K |
| Fannie Mae Pool | 0 | 15,212 | 15,212 | 0.00% | $16.15K |
| Fannie Mae Pool | 0 | 15,584 | 15,584 | 0.00% | $14.32K |
| GN 591851 | 0 | 13,926 | 13,926 | 0.00% | $14.27K |
| MLCC MORTGAGE INVESTORS INC MLCC 2004 E A2B | 0 | 14,328 | 14,328 | 0.00% | $13.76K |
| Freddie Mac Gold Pool | 0 | 12,031 | 12,031 | 0.00% | $12.25K |
| Fannie Mae Pool | 0 | 12,745 | 12,745 | 0.00% | $11.79K |
| GN 494312 | 0 | 10,905 | 10,905 | 0.00% | $11.03K |
| Fannie Mae Pool | 0 | 11,607 | 11,607 | 0.00% | $10.88K |
| Fannie Mae Pool | 0 | 10,364 | 10,364 | 0.00% | $10.65K |
| Freddie Mac Gold Pool | 0 | 9,637 | 9,637 | 0.00% | $9.81K |
| GN 633240 | 0 | 9,540 | 9,540 | 0.00% | $9.79K |
| Fannie Mae Pool | 0 | 10,361 | 10,361 | 0.00% | $9.52K |
| GN 594054 | 0 | 9,152 | 9,152 | 0.00% | $9.36K |
| GN 591924 | 0 | 7,906 | 7,906 | 0.00% | $8.08K |
| GN 628079 | 0 | 7,253 | 7,253 | 0.00% | $7.38K |
| GN 620527 | 0 | 6,905 | 6,905 | 0.00% | $7.04K |
| GN 567909 | 0 | 6,853 | 6,853 | 0.00% | $7.00K |
| Fannie Mae Pool | 0 | 7,174 | 7,174 | 0.00% | $6.71K |
| GN 603266 | 0 | 5,799 | 5,799 | 0.00% | $5.90K |
| GN 614602 | 0 | 5,651 | 5,651 | 0.00% | $5.79K |
| FNCL UMBS 4.5 AH3575 01-01-41 | 0 | 5,797 | 5,797 | 0.00% | $5.79K |
| FN AI1888 | 0 | 5,650 | 5,650 | 0.00% | $5.62K |
| Freddie Mac Gold Pool | 0 | 5,591 | 5,591 | 0.00% | $5.61K |
| Fannie Mae Pool | 0 | 5,899 | 5,899 | 0.00% | $5.45K |
| Fannie Mae Pool | 0 | 5,751 | 5,751 | 0.00% | $5.35K |
| GN 591931 | 0 | 4,676 | 4,676 | 0.00% | $4.78K |
| Fannie Mae Pool | 0 | 4,571 | 4,571 | 0.00% | $4.22K |
| Fannie Mae Pool | 0 | 4,172 | 4,172 | 0.00% | $3.87K |
| Freddie Mac Gold Pool | 0 | 3,586 | 3,586 | 0.00% | $3.65K |
| FNMA 30YR 4.5% 05/01/2046#AS7253 | 0 | 3,696 | 3,696 | 0.00% | $3.64K |
| G2 5233 | 0 | 3,208 | 3,208 | 0.00% | $3.10K |
| GN 607639 | 0 | 2,947 | 2,947 | 0.00% | $2.99K |
| GN 613049 | 0 | 2,617 | 2,617 | 0.00% | $2.66K |
| Federal National Mortgage Association, Inc. | 0 | 2,034 | 2,034 | 0.00% | $2.09K |
| G2 4945 | 0 | 1,996 | 1,996 | 0.00% | $1.93K |
| GN 446662 | 0 | 1,816 | 1,816 | 0.00% | $1.83K |
| G2 MA1920 | 0 | 1,897 | 1,897 | 0.00% | $1.83K |
| G2 MA0023 | 0 | 1,745 | 1,745 | 0.00% | $1.69K |
| Freddie Mac Gold Pool | 0 | 1,541 | 1,541 | 0.00% | $1.57K |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 0 | 1,548 | 1,548 | 0.00% | $1.49K |
| Fannie Mae Pool | 0 | 1,430 | 1,430 | 0.00% | $1.38K |
| G2 MA0463 | 0 | 1,090 | 1,090 | 0.00% | $1.05K |
| Freddie Mac Gold Pool | 0 | 924 | 924 | 0.00% | $940 |
| Ginnie Mae I Pool | 0 | 789 | 789 | 0.00% | $789 |
| Freddie Mac Gold Pool | 0 | 688 | 688 | 0.00% | $701 |
| Freddie Mac Gold Pool | 0 | 627 | 627 | 0.00% | $639 |
| FN 995672 | 0 | 576 | 576 | 0.00% | $575 |
| Fannie Mae Pool | 0 | 564 | 564 | 0.00% | $567 |
| G2 5280 | 0 | 541 | 541 | 0.00% | $523 |
| FG A95090 | 0 | 504 | 504 | 0.00% | $504 |
| FG G01838 | 0 | 321 | 321 | 0.00% | $327 |
| Freddie Mac Gold Pool | 0 | 210 | 210 | 0.00% | $214 |
| Ginnie Mae II Pool | 0 | 6 | 6 | 0.00% | $6 |
| Freddie Mac Gold Pool | 0 | 1 | 1 | 0.00% | $1 |
| Uniform Mortgage-Backed Security, TBA | 0 | 0 | 0 | 0.00% | $0 |
| Uniform Mortgage-Backed Security, TBA | 0 | 0 | 0 | 0.00% | $0 |
| Uniform Mortgage-Backed Security, TBA | 0 | 0 | 0 | 0.00% | $0 |
| Uniform Mortgage-Backed Security, TBA | 0 | 0 | 0 | 0.00% | $0 |
| FNCL 4.5 4/26 | 0 | 0 | 0 | 0.00% | $0 |
| Ginnie Mae | 0 | 0 | 0 | 0.00% | $0 |
| FNCL 5 3/24 | 0 | 0 | 0 | 0.00% | $0 |
| Uniform Mortgage-Backed Security, TBA | 0 | 0 | 0 | 0.00% | $0 |
| FNCL 2.5 4/26 | 0 | -1,000,000 | -1,000,000 | -0.23% | -$840.62K |
| FNCL 5 4/26 | 0 | -1,000,000 | -1,000,000 | -0.27% | -$985.66K |
| Uniform Mortgage-Backed Security, TBA | 0 | -2,000,000 | -2,000,000 | -0.49% | -$1.80M |
| Uniform Mortgage-Backed Security, TBA | 0 | -3,000,000 | -3,000,000 | -0.79% | -$2.89M |
| G2SF 4.5 4/26 | 0 | -3,000,000 | -3,000,000 | -0.79% | -$2.89M |
| FNCL 3.5 4/26 | 0 | -5,000,000 | -5,000,000 | -1.25% | -$4.58M |
| FNCL 3 4/26 | 0 | -8,000,000 | -8,000,000 | -1.92% | -$7.03M |
| FNCL 6.5 4/26 | 0 | -11,000,000 | -11,000,000 | -3.10% | -$11.38M |
| Security | Shares Dec 2025 | Shares Mar 2026 | Δ shares | End % | Δ value |
|---|---|---|---|---|---|
| FNCL 5.5 1/26 | 21,000,000 | 0 | -21,000,000 | 0.00% | -$21.29M |
| FNCL 7 1/24 | 8,000,000 | 0 | -8,000,000 | 0.00% | -$8.42M |
| FNCL 6 1/26 | 8,000,000 | 0 | -8,000,000 | 0.00% | -$8.21M |
| FNCL 5 1/26 | 7,000,000 | 0 | -7,000,000 | 0.00% | -$6.98M |
| WI TREASURY SEC. 0.000000% 02/19/2026 | 6,000,000 | 0 | -6,000,000 | 0.00% | -$5.97M |
| G2SF 2 1/26 | 7,000,000 | 0 | -7,000,000 | 0.00% | -$5.79M |
| G2SF 5.5 1/25 | 5,000,000 | 0 | -5,000,000 | 0.00% | -$5.05M |
| FNCI 2 1/26 | 5,000,000 | 0 | -5,000,000 | 0.00% | -$4.63M |
| G2SF 3.5 1/26 | 5,000,000 | 0 | -5,000,000 | 0.00% | -$4.55M |
| Government National Mortgage Association, TBA | 5,000,000 | 0 | -5,000,000 | 0.00% | -$4.31M |
| G2SF 4 1/26 | 4,000,000 | 0 | -4,000,000 | 0.00% | -$3.77M |
| G2SF 6 1/25 | 3,000,000 | 0 | -3,000,000 | 0.00% | -$3.06M |
| G2SF 5 1/26 | 3,000,000 | 0 | -3,000,000 | 0.00% | -$2.99M |
| FNCL 4 1/26 | 3,000,000 | 0 | -3,000,000 | 0.00% | -$2.85M |
| Freddie Mac Pool | 1,125,000 | 0 | -1,125,000 | 0.00% | -$1.12M |
| G2SF 6.5 1/24 | 1,000,000 | 0 | -1,000,000 | 0.00% | -$1.03M |
| STACR 2025-DNA2 A1 144A FRN 05-25-45 | 885,000 | 0 | -885,000 | 0.00% | -$887.87K |
| Sycamore Tree CLO Ltd., Series 2023-2A, Class DR | 600,000 | 0 | -600,000 | 0.00% | -$601.23K |
| US TREASURY N/B | 570,000 | 0 | -570,000 | 0.00% | -$550.32K |
| CIFC Funding Ltd., Series 2023-3A, Class D | 500,000 | 0 | -500,000 | 0.00% | -$501.99K |
| 3650R 2021-PF1 Commercial Mortgage Trust | 400,000 | 0 | -400,000 | 0.00% | -$344.45K |
| HY 2025-SPRL A 144A FRN 01-13-40 | 330,000 | 0 | -330,000 | 0.00% | -$341.74K |
| Houston Galleria Mall Trust, Series 2025-HGLR, Class A | 250,000 | 0 | -250,000 | 0.00% | -$258.55K |
| FNMA 30YR 4% 11/01/2045#AZ7335 | 148,906 | 0 | -148,906 | 0.00% | -$144.48K |
| FN AT1751 | 22,879 | 0 | -22,879 | 0.00% | -$21.21K |
| Fannie Mae Pool | 22,558 | 0 | -22,558 | 0.00% | -$20.98K |
| FN AT8407 | 9,870 | 0 | -9,870 | 0.00% | -$9.16K |
| Fannie Mae Pool | 8,057 | 0 | -8,057 | 0.00% | -$7.47K |
| FN AT9647 | 7,281 | 0 | -7,281 | 0.00% | -$6.74K |
| FN AQ7310 | 7,117 | 0 | -7,117 | 0.00% | -$6.59K |
| FN AQ8656 | 6,409 | 0 | -6,409 | 0.00% | -$5.99K |
| FN AT0750 | 6,230 | 0 | -6,230 | 0.00% | -$5.80K |
| ZOETIS INC CFD | 2,580,000 | 0 | -2,580,000 | 0.00% | -$3.10K |
| GNMA II POOL 008815 G2 02/26 FLOATING VAR | 20 | 0 | -20 | 0.00% | -$19 |
| ZURICH INSURANCE GROUP AG | 700,000 | 0 | -700,000 | 0.00% | $8.09K |
| FNCL 2.5 1/26 | -1,000,000 | 0 | 1,000,000 | 0.00% | $845.12K |
| Uniform Mortgage-Backed Security, TBA | -2,000,000 | 0 | 2,000,000 | 0.00% | $1.81M |
| G2SF 4.5 1/26 | -3,000,000 | 0 | 3,000,000 | 0.00% | $2.92M |
| FNCL 2 1/26 | -4,000,000 | 0 | 4,000,000 | 0.00% | $3.23M |
| FNCL 4.5 1/26 | -5,000,000 | 0 | 5,000,000 | 0.00% | $4.88M |
| FNCL 3.5 1/26 | -6,000,000 | 0 | 6,000,000 | 0.00% | $5.54M |
| FNCL 3 1/26 | -8,000,000 | 0 | 8,000,000 | 0.00% | $7.07M |
| FNCL 6.5 1/26 | -11,000,000 | 0 | 11,000,000 | 0.00% | $11.43M |
| Security | Shares Dec 2025 | Shares Mar 2026 | Δ shares | End % | Δ value |
|---|---|---|---|---|---|
| FR SD7540 | 3,002,783 | 5,167,557 | 2,164,773 | 1.21% | $1.85M |
| FR SD0294 | 3,205,580 | 4,452,639 | 1,247,058 | 1.19% | $1.19M |
| FN CA6988 | 2,911,996 | 4,981,567 | 2,069,571 | 1.17% | $1.77M |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNR 2021-135 A | 1,891,458 | 2,889,576 | 998,118 | 0.65% | $795.24K |
| FR RA1411 | 1,379,659 | 2,264,262 | 884,604 | 0.55% | $788.20K |
| U.S. TREASURY INFLATION-PROTECTED SECURITIES 1.50% 2/15/2053 | 1,073,384 | 2,222,036 | 1,148,652 | 0.46% | $865.89K |
| UMBS | 804,838 | 1,531,074 | 726,236 | 0.44% | $761.46K |
| FN BM5538 | 935,127 | 1,492,238 | 557,111 | 0.41% | $549.83K |
| FR SD7563 | 769,441 | 1,530,986 | 761,545 | 0.41% | $735.16K |
| Fannie Mae Pool | 987,270 | 1,466,625 | 479,354 | 0.40% | $474.28K |
| UMBS | 810,572 | 1,597,466 | 786,894 | 0.37% | $671.72K |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 1,023,806 | 1,216,075 | 192,269 | 0.33% | $187.15K |
| FNMA 30YR 4.5% 08/01/2046#AL8964 | 677,055 | 832,803 | 155,747 | 0.23% | $150.44K |
| UMBS | 519,948 | 763,311 | 243,363 | 0.22% | $247.76K |
| Government National Mortgage Association | 465,580 | 913,481 | 447,901 | 0.21% | $385.00K |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 423,965 | 754,667 | 330,702 | 0.21% | $330.71K |
| NYC Commercial Mortgage Trust, Series 2025-11X, Class A | 500,000 | 750,000 | 250,000 | 0.20% | $248.98K |
| DURST 2025-151 A | 400,000 | 700,000 | 300,000 | 0.19% | $297.79K |
| FNR 2025-11 FB | 390,472 | 634,813 | 244,341 | 0.17% | $248.75K |
| BSTN Commercial Mortgage Trust 2025-1C | 275,000 | 525,000 | 250,000 | 0.15% | $251.50K |
| FN AB9021 | 389,003 | 543,753 | 154,750 | 0.14% | $141.12K |
| FN AB9820 | 177,400 | 506,397 | 328,997 | 0.13% | $302.19K |
| GNMA | 266,717 | 521,536 | 254,819 | 0.12% | $219.03K |
| FN AB8704 | 316,794 | 441,076 | 124,282 | 0.11% | $113.32K |
| Freddie Mac REMICS | 221,804 | 336,289 | 114,485 | 0.09% | $114.09K |
| FN AB9344 | 219,986 | 306,651 | 86,666 | 0.08% | $78.94K |
| FNR 2011-52 GB | 123,741 | 268,859 | 145,118 | 0.07% | $145.10K |
| FN AB9174 | 196,659 | 276,432 | 79,774 | 0.07% | $72.76K |
| Fannie Mae REMICS | 122,197 | 252,547 | 130,350 | 0.07% | $130.33K |
| G2 MA3377 | 87,132 | 217,385 | 130,253 | 0.06% | $124.18K |
| FNR 2012-153 B | 81,209 | 168,259 | 87,050 | 0.05% | $92.52K |
| VERUS SECURITIZATION TRUST VERUS 2021 8 A1 144A | 110,224 | 163,431 | 53,206 | 0.04% | $45.79K |
| FN AB8832 | 98,712 | 139,139 | 40,427 | 0.04% | $36.91K |
| Freddie Mac Gold Pool | 91,122 | 114,780 | 23,659 | 0.03% | $23.68K |
| FN AT0654 | 26,513 | 86,505 | 59,991 | 0.02% | $55.21K |
| FNMA POOL AS7401 FN 06/46 FIXED 4 | 53,544 | 79,487 | 25,943 | 0.02% | $24.54K |
| Freddie Mac Gold Pool | 56,733 | 74,602 | 17,869 | 0.02% | $16.23K |
| FN AT4000 | 50,825 | 71,200 | 20,375 | 0.02% | $18.54K |
| FN AT2009 | 51,323 | 69,706 | 18,383 | 0.02% | $16.71K |
| FN MA2558 | 44,253 | 64,516 | 20,263 | 0.02% | $19.16K |
| FNMA POOL 888507 FN 02/35 FLOATING VAR | 3,650 | 57,517 | 53,868 | 0.02% | $55.62K |
| FN AQ9317 | 18,726 | 61,500 | 42,774 | 0.02% | $39.64K |
| FN AT0292 | 36,945 | 49,169 | 12,223 | 0.01% | $11.23K |
| FNR 2012-111 B | 20,414 | 40,164 | 19,750 | 0.01% | $20.83K |
| Freddie Mac Gold Pool | 25,907 | 42,577 | 16,670 | 0.01% | $16.21K |
| FN AI8842 | 13,217 | 40,638 | 27,421 | 0.01% | $27.21K |
| FN AQ4055 | 12,037 | 39,250 | 27,213 | 0.01% | $25.16K |
| FN AT7610 | 13,488 | 39,341 | 25,853 | 0.01% | $23.73K |
| Fannie Mae Pool | 13,261 | 34,758 | 21,497 | 0.01% | $19.92K |
| GNMA II POOL 080428 G2 07/30 FLOATING VAR | 10,136 | 31,591 | 21,455 | 0.01% | $21.64K |
| FG G01981 | 23,968 | 28,465 | 4,498 | 0.01% | $4.46K |
| FN AQ7146 | 9,578 | 30,558 | 20,979 | 0.01% | $19.46K |
| FNMA POOL MA2784 FN 10/46 FIXED 4 | 18,482 | 26,364 | 7,883 | 0.01% | $7.44K |
| Freddie Mac Gold Pool | 20,146 | 26,743 | 6,596 | 0.01% | $5.97K |
| FNMA POOL MA2722 FN 08/46 FIXED 4 | 16,518 | 24,304 | 7,787 | 0.01% | $7.36K |
| Fannie Mae Pool | 17,538 | 24,749 | 7,211 | 0.01% | $6.58K |
| Freddie Mac Gold Pool | 13,252 | 22,622 | 9,370 | 0.01% | $9.11K |
| FG A14237 | 20,168 | 21,157 | 989 | 0.01% | $955 |
| GNMA II POOL 080296 G2 07/29 FLOATING VAR | 6,800 | 20,489 | 13,689 | 0.01% | $13.78K |
| Freddie Mac Gold Pool | 16,893 | 22,399 | 5,506 | 0.01% | $5.00K |
| Fannie Mae Pool | 7,448 | 21,011 | 13,562 | 0.01% | $12.47K |
| Government National Mortgage Association | 5,604 | 17,837 | 12,233 | 0.00% | $12.33K |
| Fannie Mae Pool | 5,621 | 18,083 | 12,462 | 0.00% | $11.54K |
| GNMA II POOL 080409 G2 05/30 FLOATING VAR | 4,750 | 15,145 | 10,395 | 0.00% | $10.48K |
| FG Q09949 | 12,720 | 16,280 | 3,561 | 0.00% | $3.23K |
| Fannie Mae Pool | 4,563 | 14,941 | 10,378 | 0.00% | $9.53K |
| Freddie Mac Gold Pool | 8,894 | 11,774 | 2,880 | 0.00% | $2.62K |
| Ginnie Mae II Pool | 3,096 | 9,832 | 6,737 | 0.00% | $6.79K |
| Freddie Mac Gold Pool | 5,786 | 9,921 | 4,135 | 0.00% | $4.02K |
| GNMA II POOL 080395 G2 04/30 FLOATING VAR | 2,923 | 9,259 | 6,336 | 0.00% | $6.38K |
| GNMA II POOL 080346 G2 11/29 FLOATING VAR | 2,839 | 8,959 | 6,120 | 0.00% | $6.16K |
| Ginnie Mae II Pool | 2,397 | 7,455 | 5,058 | 0.00% | $5.08K |
| GNMA II POOL 080154 G2 01/28 FLOATING VAR | 2,383 | 6,623 | 4,240 | 0.00% | $4.24K |
| Freddie Mac Gold Pool | 3,680 | 6,358 | 2,677 | 0.00% | $2.59K |
| Ginnie Mae II Pool | 1,837 | 5,757 | 3,920 | 0.00% | $3.95K |
| GNMA II POOL 080309 G2 08/29 FLOATING VAR | 1,893 | 5,685 | 3,792 | 0.00% | $3.82K |
| GNMA II POOL 080344 G2 11/29 FLOATING VAR | 1,785 | 5,641 | 3,855 | 0.00% | $3.88K |
| GNMA II POOL 080060 G2 04/27 FLOATING VAR | 2,058 | 5,614 | 3,555 | 0.00% | $3.56K |
| GNMA II POOL 080329 G2 10/29 FLOATING VAR | 1,775 | 5,572 | 3,797 | 0.00% | $3.82K |
| Fannie Mae Pool | 2,447 | 5,547 | 3,100 | 0.00% | $2.85K |
| GNMA II POOL 080059 G2 04/27 FLOATING VAR | 1,791 | 4,921 | 3,130 | 0.00% | $3.13K |
| GNMA II POOL 080364 G2 01/30 FLOATING VAR | 1,443 | 4,197 | 2,754 | 0.00% | $2.77K |
| GNMA II POOL 080331 G2 10/29 FLOATING VAR | 1,173 | 3,656 | 2,483 | 0.00% | $2.50K |
| FG G01840 | 887 | 2,935 | 2,048 | 0.00% | $2.08K |
| Ginnie Mae II Pool | 1,284 | 2,848 | 1,565 | 0.00% | $1.58K |
| Freddie Mac Gold Pool | 774 | 2,625 | 1,851 | 0.00% | $1.88K |
| GNMA II POOL 080141 G2 12/27 FLOATING VAR | 880 | 2,589 | 1,709 | 0.00% | $1.71K |
| GNMA II POOL 080168 G2 02/28 FLOATING VAR | 905 | 2,568 | 1,663 | 0.00% | $1.66K |
| GNMA II POOL 080393 G2 04/30 FLOATING VAR | 782 | 2,491 | 1,709 | 0.00% | $1.72K |
| GNMA II POOL 080178 G2 03/28 FLOATING VAR | 816 | 2,466 | 1,650 | 0.00% | $1.65K |
| Fannie Mae Pool | 1,200 | 2,288 | 1,088 | 0.00% | $1.06K |
| GNMA II POOL 080082 G2 06/27 FLOATING VAR | 739 | 2,099 | 1,360 | 0.00% | $1.36K |
| GNMA II POOL 080354 G2 12/29 FLOATING VAR | 637 | 2,005 | 1,368 | 0.00% | $1.38K |
| GNMA II POOL 080317 G2 09/29 FLOATING VAR | 667 | 1,950 | 1,283 | 0.00% | $1.29K |
| GNMA II POOL 080031 G2 01/27 FLOATING VAR | 662 | 1,670 | 1,008 | 0.00% | $1.01K |
| GNMA II POOL 080376 G2 02/30 FLOATING VAR | 434 | 1,293 | 859 | 0.00% | $864 |
| GNMA II POOL 080032 G2 01/27 FLOATING VAR | 445 | 1,184 | 739 | 0.00% | $737 |
| GNMA II POOL 080406 G2 05/30 FLOATING VAR | 363 | 1,152 | 789 | 0.00% | $796 |
| GNMA II POOL 080070 G2 05/27 FLOATING VAR | 339 | 967 | 628 | 0.00% | $629 |
| GNMA II POOL 080133 G2 11/27 FLOATING VAR | 296 | 852 | 556 | 0.00% | $556 |
| Ginnie Mae II Pool | 315 | 829 | 514 | 0.00% | $513 |
| GNMA II POOL 080356 G2 12/29 FLOATING VAR | 46 | 131 | 85 | 0.00% | $86 |
| GNMA II POOL 008913 G2 07/26 FLOATING VAR | 8 | 15 | 7 | 0.00% | $7 |
| Security | Shares Dec 2025 | Shares Mar 2026 | Δ shares | End % | Δ value |
|---|---|---|---|---|---|
| FN MA4325 | 10,100,328 | 9,951,382 | -148,946 | 2.21% | -$152.99K |
| MONEYMKT | 7,970,568 | 5,263,655 | -2,706,913 | 1.44% | -$2.71M |
| FREDDIE MAC GOLD POOL FG G60985 | 5,302,572 | 5,170,166 | -132,406 | 1.27% | -$174.11K |
| FR SD8128 | 4,016,227 | 3,954,720 | -61,508 | 0.88% | -$62.77K |
| FR RA5276 | 3,716,041 | 3,653,364 | -62,678 | 0.85% | -$71.05K |
| Fannie Mae Pool | 3,265,808 | 3,223,775 | -42,033 | 0.72% | -$44.59K |
| Fannie Mae Pool | 3,256,286 | 3,204,089 | -52,196 | 0.71% | -$52.85K |
| G2 MA7937 | 2,963,310 | 2,898,253 | -65,057 | 0.71% | -$79.32K |
| G2 MA8347 | 2,694,029 | 2,630,879 | -63,150 | 0.70% | -$82.44K |
| Freddie Mac Pool | 3,045,248 | 2,976,147 | -69,101 | 0.66% | -$70.89K |
| FNMA POOL CB8346 FN 04/54 FIXED 6 | 2,412,478 | 2,275,483 | -136,995 | 0.64% | -$155.28K |
| Freddie Mac Pool | 2,704,559 | 2,648,677 | -55,881 | 0.61% | -$59.41K |
| Government National Mortgage Association | 2,223,088 | 2,056,224 | -166,864 | 0.56% | -$164.23K |
| FR SD8469 | 2,160,505 | 2,020,978 | -139,526 | 0.55% | -$158.52K |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION SER 2021-122 CL FA V/R 3.00000000 | 2,176,657 | 2,131,279 | -45,378 | 0.51% | -$50.36K |
| Fannie Mae Pool | 2,198,620 | 2,163,296 | -35,324 | 0.50% | -$37.16K |
| UMBS | 2,123,671 | 2,075,042 | -48,630 | 0.49% | -$49.77K |
| Fannie Mae Pool | 1,827,680 | 1,772,426 | -55,255 | 0.48% | -$80.00K |
| Fannie Mae Pool | 2,066,736 | 2,028,931 | -37,804 | 0.47% | -$41.55K |
| Fannie Mae Pool | 1,604,322 | 1,548,460 | -55,862 | 0.44% | -$69.36K |
| Freddie Mac Pool | 1,591,204 | 1,478,054 | -113,151 | 0.42% | -$124.57K |
| FR SD8090 | 1,862,009 | 1,834,637 | -27,372 | 0.41% | -$28.22K |
| Freddie Mac Pool | 1,454,054 | 1,337,778 | -116,275 | 0.38% | -$125.99K |
| Fannie Mae Pool | 1,647,350 | 1,619,398 | -27,952 | 0.38% | -$31.25K |
| Fannie Mae Pool | 1,620,810 | 1,593,111 | -27,698 | 0.37% | -$30.37K |
| Fannie Mae Pool | 1,617,136 | 1,589,862 | -27,273 | 0.37% | -$30.05K |
| FNMA | 1,424,724 | 1,392,573 | -32,152 | 0.36% | -$31.97K |
| FN MA4465 | 1,599,903 | 1,575,570 | -24,333 | 0.35% | -$26.08K |
| FNMA, REMIC, Series 2017-87, Class EA | 1,393,550 | 1,357,910 | -35,639 | 0.34% | -$42.85K |
| FREDDIE MAC POOL FR 09/51 FIXED 2.5 | 1,424,433 | 1,397,534 | -26,899 | 0.33% | -$28.05K |
| Fannie Mae Pool | 1,296,403 | 1,268,445 | -27,958 | 0.33% | -$27.94K |
| FR SB8068 | 1,233,970 | 1,189,628 | -44,341 | 0.30% | -$44.71K |
| Fannie Mae Pool | 1,009,108 | 952,251 | -56,857 | 0.27% | -$66.56K |
| FN FS0349 | 1,200,331 | 1,183,518 | -16,814 | 0.26% | -$19.43K |
| Fannie Mae Pool | 904,413 | 865,676 | -38,737 | 0.25% | -$44.25K |
| FR SD4944 | 1,120,851 | 1,102,338 | -18,513 | 0.25% | -$20.44K |
| Government National Mortgage Association | 916,413 | 889,132 | -27,280 | 0.24% | -$23.38K |
| FR SD8349 | 903,318 | 858,294 | -45,023 | 0.24% | -$53.17K |
| Fannie Mae Pool | 890,741 | 869,547 | -21,195 | 0.23% | -$25.13K |
| Fannie Mae REMICS | 866,269 | 844,912 | -21,357 | 0.22% | -$16.55K |
| Freddie Mac Pool | 827,044 | 778,768 | -48,277 | 0.22% | -$54.24K |
| FNMA, Other | 874,980 | 861,494 | -13,486 | 0.22% | -$13.86K |
| G2 MA4453 | 810,229 | 790,711 | -19,517 | 0.21% | -$28.76K |
| Freddie Mac Pool | 792,055 | 738,507 | -53,548 | 0.21% | -$58.35K |
| FN MA4122 | 823,880 | 795,210 | -28,671 | 0.20% | -$29.01K |
| FN FS4270 | 884,983 | 872,147 | -12,836 | 0.19% | -$14.42K |
| Freddie Mac Pool | 759,112 | 684,574 | -74,538 | 0.19% | -$81.82K |
| UMBS | 840,337 | 833,689 | -6,648 | 0.19% | -$9.21K |
| Ginnie Mae II Pool | 808,135 | 789,681 | -18,454 | 0.19% | -$21.22K |
| Government National Mortgage Association | 723,471 | 707,333 | -16,138 | 0.19% | -$21.07K |
| Ginnie Mae II Pool | 806,761 | 784,420 | -22,341 | 0.19% | -$24.20K |
| FREDDIE MAC POOL UMBS P#RJ0196 6.50000000 | 709,049 | 658,989 | -50,060 | 0.19% | -$54.46K |
| Government National Mortgage Association Floating Rate, Due 06/20/2051 | 823,805 | 810,334 | -13,471 | 0.19% | -$14.10K |
| FR SD8463 | 735,788 | 647,080 | -88,708 | 0.18% | -$95.74K |
| JP Morgan Mortgage Trust 2022-LTV1 | 638,011 | 628,699 | -9,312 | 0.15% | -$18.00K |
| Fannie Mae Pool | 633,216 | 610,567 | -22,649 | 0.15% | -$23.83K |
| Fannie Mae Pool | 626,873 | 605,389 | -21,484 | 0.15% | -$21.75K |
| MSRM 2025-DSC1 A1 | 564,537 | 540,964 | -23,573 | 0.15% | -$27.91K |
| Freddie Mac Pool | 547,160 | 516,139 | -31,021 | 0.15% | -$35.15K |
| Freddie Mac Gold Pool | 588,179 | 568,228 | -19,952 | 0.14% | -$21.48K |
| FN CA7376 | 576,488 | 570,034 | -6,453 | 0.14% | -$8.10K |
| G2 MA5652 | 522,255 | 510,053 | -12,202 | 0.14% | -$17.48K |
| FR SB8073 | 567,094 | 548,034 | -19,060 | 0.14% | -$19.34K |
| FN CA7379 | 563,917 | 554,260 | -9,656 | 0.14% | -$11.60K |
| GNMA II POOL MA7054 G2 12/50 FIXED 3.5 | 522,246 | 509,992 | -12,255 | 0.13% | -$8.81K |
| FN MA2863 | 525,518 | 514,317 | -11,202 | 0.13% | -$13.06K |
| FNMA POOL FM3241 FN 03/50 FIXED VAR | 519,633 | 508,522 | -11,111 | 0.12% | -$13.20K |
| FN MA4106 | 510,736 | 493,751 | -16,985 | 0.12% | -$17.27K |
| Freddie Mac Pool | 441,099 | 431,358 | -9,741 | 0.12% | -$14.67K |
| FN AL9846 | 438,608 | 426,876 | -11,732 | 0.12% | -$14.12K |
| G2 MA5467 | 437,985 | 428,436 | -9,549 | 0.11% | -$14.26K |
| FANNIE MAE POOL FN CA7531 | 454,804 | 445,295 | -9,509 | 0.11% | -$10.35K |
| G2 MA4654 | 396,735 | 384,927 | -11,808 | 0.10% | -$16.29K |
| FN MA5497 | 405,194 | 376,903 | -28,291 | 0.10% | -$31.87K |
| G2 MA5818 | 366,731 | 357,363 | -9,367 | 0.10% | -$12.60K |
| Freddie Mac Gold Pool | 366,738 | 353,299 | -13,439 | 0.09% | -$14.82K |
| Fannie Mae Pool | 376,038 | 366,741 | -9,298 | 0.09% | -$12.52K |
| Fannie Mae Pool | 373,608 | 364,014 | -9,594 | 0.09% | -$11.64K |
| G2 MA3523 | 356,055 | 343,350 | -12,705 | 0.09% | -$15.00K |
| Ginnie Mae II Pool | 401,786 | 391,970 | -9,816 | 0.09% | -$8.71K |
| FR SD8059 | 338,836 | 336,755 | -2,082 | 0.09% | -$6.52K |
| Fannie Mae Pool | 349,011 | 343,191 | -5,819 | 0.09% | -$8.29K |
| FN MA3444 | 331,119 | 322,058 | -9,061 | 0.09% | -$14.17K |
| Fannie Mae Pool | 328,342 | 318,711 | -9,632 | 0.09% | -$14.02K |
| Fannie Mae Pool | 351,258 | 326,989 | -24,270 | 0.08% | -$23.87K |
| JP Morgan Mortgage Trust 2021-6 | 361,058 | 354,492 | -6,566 | 0.08% | -$7.42K |
| FNMA 30YR 4.5% 08/48#CA2206 | 299,425 | 297,455 | -1,970 | 0.08% | -$6.73K |
| Fannie Mae Pool | 329,998 | 317,665 | -12,333 | 0.08% | -$12.46K |
| Ginnie Mae II Pool | 341,602 | 333,905 | -7,698 | 0.08% | -$6.74K |
| Fannie Mae Pool | 304,545 | 294,333 | -10,212 | 0.08% | -$12.02K |
| FNMA POOL FM3619 FN 01/50 FIXED VAR | 285,103 | 277,104 | -7,999 | 0.07% | -$12.56K |
| FR ZS4791 | 273,750 | 266,961 | -6,789 | 0.07% | -$11.03K |
| FN AS8318 | 289,041 | 285,416 | -3,624 | 0.07% | -$4.97K |
| GNII II 4.5% 10/20/2049#MA6221 | 258,940 | 251,624 | -7,315 | 0.07% | -$10.07K |
| FR RA3851 | 277,456 | 272,271 | -5,185 | 0.07% | -$6.09K |
| UMBS | 261,399 | 256,645 | -4,754 | 0.07% | -$6.48K |
| G2 MA5764 | 248,365 | 242,057 | -6,307 | 0.06% | -$8.57K |
| Freddie Mac Gold Pool | 242,152 | 236,954 | -5,198 | 0.06% | -$6.56K |
| Fannie Mae REMICS | 242,911 | 228,210 | -14,701 | 0.06% | -$17.26K |
| Freddie Mac REMICS | 253,732 | 246,304 | -7,428 | 0.06% | -$9.66K |
| Freddie Mac Pool | 254,575 | 249,872 | -4,703 | 0.06% | -$6.48K |
| Ginnie Mae II Pool | 251,301 | 245,688 | -5,613 | 0.06% | -$4.84K |
| Uniform Mortgage-Backed Securities | 209,198 | 204,742 | -4,456 | 0.05% | -$7.61K |
| FNMA 30YR 4.5% 12/01/2048#BN0919 | 206,914 | 205,573 | -1,340 | 0.05% | -$4.86K |
| Freddie Mac Gold Pool | 214,861 | 211,726 | -3,135 | 0.05% | -$5.54K |
| Freddie Mac Gold Pool | 215,682 | 210,444 | -5,238 | 0.05% | -$5.65K |
| Freddie Mac Gold Pool | 218,281 | 209,999 | -8,283 | 0.05% | -$9.70K |
| Freddie Mac Gold Pool | 214,145 | 208,792 | -5,352 | 0.05% | -$6.04K |
| FR ZA6388 | 196,513 | 192,268 | -4,246 | 0.05% | -$7.30K |
| Freddie Mac Gold Pool | 195,075 | 192,104 | -2,971 | 0.05% | -$3.73K |
| WHEAT SEP 26 | 11 | -248 | -259 | 0.05% | $143.72K |
| Freddie Mac Multifamily Structured Pass Through Certificates | 190,674 | 185,028 | -5,646 | 0.05% | -$5.65K |
| Government National Mortgage Association | 868,133 | 851,827 | -16,306 | 0.05% | -$2.14K |
| Freddie Mac Pool | 179,738 | 178,564 | -1,174 | 0.05% | -$4.03K |
| FN AS8650 | 193,002 | 189,426 | -3,576 | 0.05% | -$4.31K |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNR 2019-151 NI | 1,018,347 | 989,102 | -29,246 | 0.05% | -$5.86K |
| FNMA, Other | 183,064 | 178,803 | -4,261 | 0.05% | -$5.29K |
| FANNIE MAE POOL FN 07/43 FIXED VAR | 182,840 | 178,613 | -4,228 | 0.05% | -$6.23K |
| Fannie Mae Pool | 177,615 | 174,907 | -2,708 | 0.05% | -$3.41K |
| FNMA 30YR 3.0% 12/01/2042#AL2890 | 186,256 | 179,102 | -7,154 | 0.04% | -$7.36K |
| Fannie Mae Pool | 183,993 | 181,333 | -2,660 | 0.04% | -$2.91K |
| Fannie Mae Pool | 175,738 | 171,962 | -3,777 | 0.04% | -$5.73K |
| FN AS7601 | 171,371 | 167,494 | -3,877 | 0.04% | -$4.82K |
| FNMA 30YR 4% 03/01/2042#AK6743 | 165,970 | 162,912 | -3,058 | 0.04% | -$3.69K |
| Freddie Mac Gold Pool | 165,999 | 162,223 | -3,775 | 0.04% | -$4.69K |
| Freddie Mac Gold Pool | 162,651 | 157,480 | -5,171 | 0.04% | -$5.48K |
| Freddie Mac Gold Pool | 161,445 | 155,449 | -5,995 | 0.04% | -$6.31K |
| G2 MA4323 | 144,738 | 142,904 | -1,835 | 0.04% | -$3.42K |
| FG G67706 | 154,017 | 150,137 | -3,879 | 0.04% | -$4.97K |
| Government National Mortgage Association | 952,911 | 940,299 | -12,612 | 0.04% | -$109 |
| G2 MA4512 | 139,537 | 136,744 | -2,792 | 0.04% | -$4.39K |
| Freddie Mac Gold Pool | 145,784 | 141,478 | -4,306 | 0.04% | -$5.16K |
| Fannie Mae Pool | 138,456 | 133,791 | -4,666 | 0.03% | -$6.08K |
| Fannie Mae Pool | 122,551 | 121,460 | -1,091 | 0.03% | -$2.77K |
| FN BH5739 | 121,293 | 120,181 | -1,112 | 0.03% | -$2.96K |
| Fannie Mae Pool | 122,488 | 121,390 | -1,098 | 0.03% | -$2.01K |
| Ginnie Mae I Pool | 123,317 | 122,127 | -1,191 | 0.03% | $454 |
| FNMA | 117,910 | 115,905 | -2,005 | 0.03% | -$2.41K |
| FNCL UMBS 3.5 AL9499 01-01-46 | 119,173 | 117,003 | -2,170 | 0.03% | -$3.33K |
| Freddie Mac Gold Pool | 118,333 | 115,087 | -3,246 | 0.03% | -$4.06K |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNR 2020-78 DI | 518,651 | 501,782 | -16,869 | 0.03% | -$4.39K |
| FR SB8066 | 119,752 | 115,573 | -4,179 | 0.03% | -$4.23K |
| Ginnie Mae I Pool | 110,941 | 108,557 | -2,385 | 0.03% | -$1.77K |
| Fannie Mae Pool | 114,845 | 113,517 | -1,328 | 0.03% | -$1.84K |
| FANNIE MAE POOL FN 05/43 FIXED 3 | 115,667 | 110,388 | -5,279 | 0.03% | -$5.36K |
| Fannie Mae Pool | 109,454 | 106,942 | -2,512 | 0.03% | -$3.74K |
| Ginnie Mae II Pool | 99,627 | 96,391 | -3,235 | 0.03% | -$4.11K |
| Ginnie Mae I Pool | 99,899 | 97,588 | -2,311 | 0.03% | -$2.97K |
| FANNIE MAE POOL | 100,123 | 98,187 | -1,936 | 0.03% | -$3.04K |
| Freddie Mac Gold Pool | 100,380 | 98,896 | -1,484 | 0.03% | -$2.42K |
| FN AS8276 | 102,467 | 100,328 | -2,138 | 0.02% | -$2.50K |
| FN MA2771 | 101,826 | 99,785 | -2,041 | 0.02% | -$2.41K |
| USD-SOFR-OIS Compound---20350226 | 92,610,000 | 19,240,000 | -73,370,000 | 0.02% | $36.91K |
| GNMA | 89,649 | 84,592 | -5,057 | 0.02% | -$6.03K |
| Ginnie Mae I Pool | 84,665 | 83,707 | -958 | 0.02% | -$1.43K |
| FN MA2670 | 95,551 | 93,550 | -2,001 | 0.02% | -$2.34K |
| SUNNOVA HESTIA I ISSUER, LLC SNVA 2023 GRID1 1A 144A | 86,873 | 85,866 | -1,007 | 0.02% | -$4.46K |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNR 2018-7 DS | 885,836 | 863,552 | -22,284 | 0.02% | -$6.02K |
| FN AS7800 | 87,293 | 85,427 | -1,866 | 0.02% | -$2.17K |
| FN AS8311 | 86,219 | 84,919 | -1,300 | 0.02% | -$1.67K |
| Freddie Mac Gold Pool | 83,320 | 80,551 | -2,769 | 0.02% | -$3.45K |
| Fannie Mae Pool | 83,919 | 80,351 | -3,567 | 0.02% | -$4.38K |
| Fannie Mae Pool | 85,398 | 79,242 | -6,156 | 0.02% | -$6.37K |
| G2 MA5711 | 76,848 | 75,080 | -1,769 | 0.02% | -$2.45K |
| Fannie Mae Pool | 88,715 | 81,033 | -7,682 | 0.02% | -$7.23K |
| Fannie Mae Pool | 78,382 | 72,298 | -6,084 | 0.02% | -$6.53K |
| FN MA2833 | 79,658 | 78,052 | -1,606 | 0.02% | -$1.90K |
| FNMA Connecticut Avenue Securities Trust, Series 2021-R01, Class 1M2 | 80,361 | 69,833 | -10,528 | 0.02% | -$10.64K |
| Freddie Mac Gold Pool | 75,084 | 74,061 | -1,022 | 0.02% | -$1.24K |
| FNMA | 70,675 | 69,187 | -1,488 | 0.02% | -$1.72K |
| FN AS8579 | 69,565 | 68,178 | -1,387 | 0.02% | -$1.64K |
| FNMA 4.50% 2/39 #930610 | 61,060 | 59,980 | -1,080 | 0.02% | -$1.43K |
| FN MA3593 | 62,458 | 61,126 | -1,331 | 0.02% | -$2.30K |
| Freddie Mac Gold Pool | 67,295 | 64,213 | -3,082 | 0.02% | -$3.13K |
| Freddie Mac Gold Pool | 62,350 | 61,278 | -1,072 | 0.02% | -$1.47K |
| Government National Mortgage Association | 519,112 | 507,185 | -11,927 | 0.02% | -$3.68K |
| FN BC9083 | 64,944 | 63,815 | -1,129 | 0.02% | -$1.38K |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNR 2018-124 SN | 494,587 | 483,647 | -10,939 | 0.02% | -$3.12K |
| FN AS7580 | 63,157 | 61,786 | -1,372 | 0.02% | -$1.59K |
| Federal National Mortgage Association, Inc. | 57,546 | 55,482 | -2,063 | 0.02% | -$2.50K |
| Fannie Mae Pool | 57,157 | 56,089 | -1,068 | 0.01% | -$1.71K |
| Freddie Mac Gold Pool | 57,899 | 55,199 | -2,700 | 0.01% | -$2.74K |
| Freddie Mac Gold Pool | 53,860 | 53,130 | -730 | 0.01% | -$1.06K |
| New Residential Mortgage Loan Trust, Series 2015-1A, Class A1 | 53,553 | 51,589 | -1,965 | 0.01% | -$2.10K |
| Freddie Mac Gold Pool | 50,283 | 49,518 | -765 | 0.01% | -$1.07K |
| Fannie Mae Pool | 48,234 | 47,770 | -464 | 0.01% | -$643 |
| Fannie Mae Pool | 49,807 | 48,196 | -1,611 | 0.01% | -$2.09K |
| Fannie Mae Pool | 46,217 | 45,587 | -630 | 0.01% | -$910 |
| Fannie Mae Pool | 48,582 | 47,838 | -744 | 0.01% | -$1.15K |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNR 2013-124 CS | 453,252 | 441,724 | -11,528 | 0.01% | -$3.79K |
| Freddie Mac Gold Pool | 50,218 | 47,203 | -3,015 | 0.01% | -$3.27K |
| Freddie Mac Gold Pool | 46,588 | 46,044 | -544 | 0.01% | -$981 |
| Fannie Mae Pool | 46,717 | 45,047 | -1,669 | 0.01% | -$2.00K |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNR 2018-67 PS | 357,466 | 351,583 | -5,883 | 0.01% | -$2.12K |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNR 2019-110 SE | 364,716 | 355,812 | -8,905 | 0.01% | -$2.54K |
| G2 MA4588 | 40,997 | 40,058 | -939 | 0.01% | -$1.38K |
| Freddie Mac REMICS | 376,997 | 367,271 | -9,726 | 0.01% | -$3.08K |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNR 2017-112 SJ | 416,387 | 405,836 | -10,551 | 0.01% | -$2.80K |
| FANNIE MAE POOL | 41,026 | 40,121 | -906 | 0.01% | -$1.28K |
| FNMA 30YR 3% 02/01/2047#BE5651 | 42,017 | 41,002 | -1,014 | 0.01% | -$1.15K |
| Fannie Mae Pool | 39,810 | 39,318 | -492 | 0.01% | -$863 |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNR 2015-111 IM | 236,192 | 229,315 | -6,877 | 0.01% | -$1.63K |
| FNMA 30YR 4.5% 02/01/2050#FM3834 | 38,437 | 37,571 | -865 | 0.01% | -$1.46K |
| Fannie Mae Pool | 38,348 | 37,650 | -697 | 0.01% | -$843 |
| FN AJ4994 | 37,412 | 36,269 | -1,143 | 0.01% | -$1.37K |
| Fannie Mae Pool | 37,831 | 37,335 | -495 | 0.01% | -$728 |
| FN AS7863 | 38,329 | 37,661 | -669 | 0.01% | -$818 |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNR 2019-110 SD | 356,804 | 340,911 | -15,894 | 0.01% | -$2.90K |
| Fannie Mae Pool | 34,054 | 33,689 | -365 | 0.01% | -$571 |
| Fannie Mae Pool | 37,194 | 36,168 | -1,026 | 0.01% | -$1.11K |
| Freddie Mac Gold Pool | 33,616 | 32,615 | -1,001 | 0.01% | -$1.19K |
| Fannie Mae Pool | 32,847 | 32,494 | -353 | 0.01% | -$536 |
| Fannie Mae Pool | 35,165 | 33,637 | -1,528 | 0.01% | -$1.61K |
| FN AL2861 | 33,902 | 33,185 | -717 | 0.01% | -$1.07K |
| Government National Mortgage Association | 168,511 | 164,829 | -3,682 | 0.01% | -$1.74K |
| Fannie Mae Pool | 30,299 | 29,970 | -329 | 0.01% | -$513 |
| Freddie Mac Gold Pool | 31,515 | 30,852 | -664 | 0.01% | -$844 |
| Fannie Mae Pool | 31,445 | 30,856 | -588 | 0.01% | -$937 |
| Freddie Mac Gold Pool | 33,765 | 29,964 | -3,801 | 0.01% | -$3.81K |
| Freddie Mac Pool | 28,833 | 28,653 | -180 | 0.01% | -$638 |
| Fannie Mae REMICS | 28,419 | 26,314 | -2,105 | 0.01% | -$2.46K |
| FANNIE MAE REMICS FNR 2017-104 SB | 245,019 | 241,385 | -3,634 | 0.01% | -$613 |
| Fannie Mae Pool | 27,678 | 27,316 | -362 | 0.01% | -$574 |
| G2 MA3174 | 28,308 | 27,676 | -632 | 0.01% | -$808 |
| FG G06996 | 26,501 | 26,045 | -456 | 0.01% | -$659 |
| Fannie Mae Pool | 27,507 | 27,062 | -445 | 0.01% | -$750 |
| FNMA POOL AS4797 FN 04/45 FIXED 3.5 | 27,864 | 27,055 | -809 | 0.01% | -$1.05K |
| FREDDIE MAC REMICS FHR 5012 DI | 127,718 | 124,806 | -2,912 | 0.01% | -$383 |
| FNMA 4.50% 4/40 #AD3795 | 26,571 | 25,287 | -1,284 | 0.01% | -$1.49K |
| Fannie Mae Pool | 26,187 | 25,092 | -1,096 | 0.01% | -$1.35K |
| STACR 2021-DNA5 M2 1/34 | 28,125 | 23,023 | -5,102 | 0.01% | -$5.14K |
| Bear Stearns ALT-A Trust 2005-5 | 58,199 | 23,191 | -35,008 | 0.01% | -$34.38K |
| Freddie Mac Gold Pool | 22,313 | 21,486 | -827 | 0.01% | -$945 |
| Government National Mortgage Association | 188,240 | 183,719 | -4,521 | 0.01% | -$1.46K |
| Fannie Mae Pool | 23,011 | 22,747 | -263 | 0.01% | -$408 |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNR 2019-1 SN | 199,892 | 196,315 | -3,577 | 0.01% | -$1.14K |
| FNCL UMBS 2.5 FS7880 01-01-54 | 25,563 | 25,169 | -394 | 0.01% | -$448 |
| Fannie Mae Pool | 22,844 | 22,564 | -280 | 0.01% | -$550 |
| FN CB2839 | 25,857 | 25,450 | -407 | 0.01% | -$410 |
| G2 MA2827 | 22,142 | 21,643 | -499 | 0.01% | -$636 |
| Freddie Mac Gold Pool | 23,679 | 22,365 | -1,313 | 0.01% | -$1.31K |
| Freddie Mac Gold Pool | 20,772 | 20,514 | -258 | 0.01% | -$384 |
| FNR 2018-8 SA | 196,164 | 191,171 | -4,993 | 0.01% | -$1.48K |
| Freddie Mac Gold Pool | 20,864 | 20,566 | -297 | 0.01% | -$389 |
| TOWD POINT MORTGAGE TRUST TPMT 2016 4 M1 144A | 30,478 | 20,107 | -10,371 | 0.01% | -$10.28K |
| Freddie Mac Gold Pool | 22,185 | 19,882 | -2,303 | 0.01% | -$2.43K |
| FNMA | 19,576 | 18,998 | -578 | 0.01% | -$450 |
| WFMBS 2019-3 A1 | 21,723 | 21,552 | -171 | 0.01% | -$222 |
| Fannie Mae Pool | 21,329 | 21,148 | -181 | 0.01% | -$283 |
| Government National Mortgage Association | 337,996 | 307,541 | -30,455 | 0.01% | -$608 |
| Freddie Mac Gold Pool | 18,815 | 18,577 | -238 | 0.01% | -$351 |
| Fannie Mae Pool | 19,036 | 17,519 | -1,516 | 0.00% | -$1.68K |
| Fannie Mae Pool | 18,579 | 18,286 | -293 | 0.00% | -$405 |
| Fannie Mae Pool | 18,582 | 18,157 | -425 | 0.00% | -$486 |
| Fannie Mae Pool | 18,403 | 17,906 | -497 | 0.00% | -$555 |
| Freddie Mac Gold Pool | 17,466 | 16,631 | -834 | 0.00% | -$953 |
| Freddie Mac Gold Pool | 17,990 | 17,784 | -206 | 0.00% | -$315 |
| Fannie Mae Pool | 17,920 | 17,689 | -232 | 0.00% | -$304 |
| Freddie Mac Gold Pool | 18,091 | 17,773 | -318 | 0.00% | -$371 |
| Freddie Mac Gold Pool | 17,317 | 17,057 | -260 | 0.00% | -$404 |
| FN AO4133 | 17,443 | 16,791 | -653 | 0.00% | -$816 |
| Fannie Mae Pool | 17,289 | 16,814 | -475 | 0.00% | -$660 |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNR 2016-27 IA | 125,957 | 121,358 | -4,599 | 0.00% | -$742 |
| Freddie Mac Gold Pool | 18,244 | 16,740 | -1,503 | 0.00% | -$1.47K |
| Fannie Mae Pool | 16,771 | 16,468 | -304 | 0.00% | -$400 |
| G2 MA2962 | 16,091 | 15,744 | -346 | 0.00% | -$447 |
| Freddie Mac Gold Pool | 16,628 | 16,340 | -288 | 0.00% | -$343 |
| FNMA 30YR 4.5% 01/01/2042#MA0985 | 14,788 | 14,602 | -186 | 0.00% | -$276 |
| FN BD2446 | 16,440 | 16,061 | -379 | 0.00% | -$434 |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNR 2019-78 SE | 129,381 | 127,757 | -1,624 | 0.00% | -$126 |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNR 2019-6 SA | 133,857 | 131,081 | -2,776 | 0.00% | -$825 |
| FNMA | 15,263 | 14,330 | -932 | 0.00% | -$882 |
| Freddie Mac Gold Pool | 15,190 | 14,956 | -234 | 0.00% | -$373 |
| FG G04773 | 14,290 | 13,777 | -513 | 0.00% | -$589 |
| Freddie Mac Gold Pool | 14,796 | 14,678 | -118 | 0.00% | -$248 |
| Freddie Mac Gold Pool | 14,845 | 14,669 | -176 | 0.00% | -$225 |
| Government National Mortgage Association | 132,501 | 128,541 | -3,960 | 0.00% | -$1.09K |
| FN AB4225 | 14,161 | 13,786 | -376 | 0.00% | -$519 |
| Freddie Mac Gold Pool | 13,906 | 13,627 | -280 | 0.00% | -$413 |
| Fannie Mae Pool | 14,016 | 12,688 | -1,328 | 0.00% | -$1.41K |
| Freddie Mac Gold Pool | 13,810 | 13,611 | -200 | 0.00% | -$243 |
| Fannie Mae Pool | 14,049 | 13,756 | -293 | 0.00% | -$343 |
| Fannie Mae Pool | 12,582 | 12,390 | -192 | 0.00% | -$268 |
| Fannie Mae Pool | 12,826 | 12,636 | -191 | 0.00% | -$272 |
| Freddie Mac Gold Pool | 12,002 | 11,545 | -458 | 0.00% | -$537 |
| Fannie Mae Pool | 11,804 | 11,656 | -148 | 0.00% | -$219 |
| FNMA UMBS, 30 Year | 11,987 | 11,583 | -404 | 0.00% | -$469 |
| Fannie Mae Pool | 12,223 | 12,075 | -148 | 0.00% | -$196 |
| Fannie Mae Pool | 11,702 | 11,164 | -539 | 0.00% | -$602 |
| Fannie Mae Pool | 11,832 | 11,667 | -165 | 0.00% | -$209 |
| Government National Mortgage Association | 58,439 | 57,015 | -1,424 | 0.00% | -$374 |
| FNMA, Other | 11,880 | 11,573 | -307 | 0.00% | -$371 |
| Fannie Mae Pool | 11,379 | 11,270 | -109 | 0.00% | -$200 |
| Fannie Mae Pool | 11,147 | 10,896 | -252 | 0.00% | -$292 |
| Fannie Mae Pool | 11,110 | 11,001 | -109 | 0.00% | -$215 |
| Freddie Mac Gold Pool | 11,068 | 10,931 | -137 | 0.00% | -$174 |
| Freddie Mac Gold Pool | 12,027 | 10,807 | -1,220 | 0.00% | -$1.18K |
| Fannie Mae Pool | 9,990 | 9,871 | -119 | 0.00% | -$180 |
| Government National Mortgage Association | 87,298 | 85,418 | -1,880 | 0.00% | -$622 |
| Fannie Mae Pool | 10,611 | 10,301 | -310 | 0.00% | -$416 |
Top 300 of 549, by weight.
| Security | Shares Dec 2025 | Shares Mar 2026 | Δ shares | End % | Δ value |
|---|---|---|---|---|---|
| FHMS K158 A2 | 1,166,000 | 1,166,000 | 0 | 0.31% | -$7.17K |
| Invesco US CLO 2023-3 Ltd | 800,000 | 800,000 | 0 | 0.22% | -$1.30K |
| FREDDIE MAC MULTIFAMI VAR | 800,000 | 800,000 | 0 | 0.21% | -$5.02K |
| FHMS K148 A2 | 800,000 | 800,000 | 0 | 0.21% | -$6.20K |
| HLSY 2023-7A A1R | 750,000 | 750,000 | 0 | 0.20% | -$844 |
| IRV Trust, Series 2025-200P, Class A | 600,000 | 600,000 | 0 | 0.17% | -$6.69K |
| Durst Commercial Mortgage Trust 2025-151 | 600,000 | 600,000 | 0 | 0.17% | -$6.41K |
| US TREASURY N/B | 556,200 | 556,200 | 0 | 0.15% | -$4.87K |
| US TREASURY N/B | 540,000 | 540,000 | 0 | 0.14% | -$5.99K |
| US TREASURY N/B | 530,000 | 530,000 | 0 | 0.14% | -$5.96K |
| BlueMountain CLO XXXIII Ltd | 500,000 | 500,000 | 0 | 0.14% | -$2.29K |
| ROCK Trust, Series 2024-CNTR, Class A | 450,000 | 450,000 | 0 | 0.12% | -$4.87K |
| BX 2025-ARIA A | 450,000 | 450,000 | 0 | 0.12% | -$315 |
| BX Trust, Series 2024-BIO, Class A | 450,000 | 450,000 | 0 | 0.12% | $42 |
| BMARK 2022-B32 A5 | 500,000 | 500,000 | 0 | 0.12% | -$1.86K |
| BBCMS Mortgage Trust, Series 2018-TALL, Class A | 450,000 | 450,000 | 0 | 0.12% | $992 |
| BANK, Series 2025-BNK51, Class B | 400,000 | 400,000 | 0 | 0.11% | -$7.18K |
| BFLD Commercial Mortgage Trust, Series 2025-660F, Class C | 400,000 | 400,000 | 0 | 0.11% | -$2.86K |
| COMM 2024-277P MORTGAGE TRUST SER 2024-277P CL A REGD 144A P/P 6.33800000 | 375,000 | 375,000 | 0 | 0.11% | -$3.69K |
| DOLP Trust, Series 2021-NYC, Class A | 400,000 | 400,000 | 0 | 0.10% | -$321 |
| BFLD Trust, Series 2025-EWEST, Class B | 350,000 | 350,000 | 0 | 0.10% | -$987 |
| J.P. Morgan Chase Commercial Mortgage Securities Trust, Series 2022-NLP, Class B | 305,264 | 305,264 | 0 | 0.08% | $330 |
| BANK5 2025-5YR17 C FRN 11-15-58 | 300,000 | 300,000 | 0 | 0.08% | $3.39K |
| NYC Commercial Mortgage Trust Series 2025-3BP, Class B | 300,000 | 300,000 | 0 | 0.08% | -$595 |
| CBAMR Ltd., Series 2021-14A, Class A1R | 290,000 | 290,000 | 0 | 0.08% | -$566 |
| Citigroup Commercial Mortgage Trust 2017-P8 | 400,000 | 400,000 | 0 | 0.08% | $4.14K |
| WFCM 2024-1CHI B | 275,000 | 275,000 | 0 | 0.08% | -$1.19K |
| ROCK Trust, Series 2024-CNTR, Class C | 250,000 | 250,000 | 0 | 0.07% | -$2.53K |
| IRV Trust, Series 2025-200P, Class C | 250,000 | 250,000 | 0 | 0.07% | -$3.63K |
| WHARF COMMERCIAL MORTGAGE TRUS WHARF 2025 DC A 144A | 200,000 | 200,000 | 0 | 0.06% | -$1.96K |
| BANK 2021-BN37 A5 | 200,000 | 200,000 | 0 | 0.05% | -$796 |
| Fannie Mae Connecticut Avenue Securities, Series 2024-R03, Class 2M2 | 150,000 | 150,000 | 0 | 0.04% | -$143 |
| MAD COMMER. MTGE. TST VAR | 150,000 | 150,000 | 0 | 0.04% | -$1.10K |
| Fannie Mae Connecticut Avenue Securities | 125,000 | 125,000 | 0 | 0.03% | -$91 |
| BBCMS Mortgage Trust, Series 2018-TALL, Class B | 125,000 | 125,000 | 0 | 0.03% | $2.95K |
| FNMA Connecticut Avenue Securities Trust, Series 2022-R05, Class 2M2 | 94,000 | 94,000 | 0 | 0.03% | -$869 |
Machine-readable: JSON · Markdown. Programmatic access via the agent surface.