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 4/26 | 0 | 91,800,000 | 91,800,000 | 5.84% | $90.55M |
| FNCL 6 6/24 | 0 | 46,900,000 | 46,900,000 | 3.08% | $47.74M |
| FNCL 6 7/25 | 0 | 34,000,000 | 34,000,000 | 2.23% | $34.59M |
| BMW F 03/17/28 144A | 0 | 20,000,000 | 20,000,000 | 1.29% | $20.00M |
| LLOYDS F 02/10/30 | 0 | 12,200,000 | 12,200,000 | 0.78% | $12.14M |
| SAUDI INTERNATIONAL BOND SR UNSECURED REGS 01/28 5.125 | 0 | 11,500,000 | 11,500,000 | 0.75% | $11.62M |
| CANADIAN IMPERIAL BK OF COMM FRN SOFR+72 01/13/2028 | 0 | 11,600,000 | 11,600,000 | 0.75% | $11.61M |
| ISRAEL ELECTRIC CORP LTD SR SECURED REGS 12/27 7.75 | 0 | 11,000,000 | 11,000,000 | 0.74% | $11.49M |
| HCA, Inc. | 0 | 11,200,000 | 11,200,000 | 0.72% | $11.16M |
| KYNDRYL HOLDINGS | 0 | 10,802,000 | 10,802,000 | 0.69% | $10.63M |
| FANNIE MAE REMICS SER 2026-19 CL FA V/R 4.77223000 | 0 | 10,300,000 | 10,300,000 | 0.66% | $10.29M |
| FREDDIE MAC FHR 5648 CF | 0 | 10,200,000 | 10,200,000 | 0.65% | $10.15M |
| Freddie Mac REMICS | 0 | 9,853,394 | 9,853,394 | 0.64% | $9.90M |
| SMB Private Education Loan Trust 2026-B | 0 | 9,700,000 | 9,700,000 | 0.63% | $9.71M |
| KEURIG DR PEPPER | 0 | 9,700,000 | 9,700,000 | 0.62% | $9.66M |
| APAAU 4.25 07/15/27 REGS | 0 | 9,544,000 | 9,544,000 | 0.61% | $9.52M |
| HYUNDAI CAPITAL AMERICA SR UNSECURED REGS 03/27 VAR | 0 | 9,000,000 | 9,000,000 | 0.58% | $9.02M |
| WELLS FARGO CO | 0 | 8,600,000 | 8,600,000 | 0.56% | $8.63M |
| HNDA Float 11/19/27 | 0 | 7,900,000 | 7,900,000 | 0.51% | $7.87M |
| F&G GLOBAL FUNDING REGD 144A P/P 4.50000000 | 0 | 7,700,000 | 7,700,000 | 0.49% | $7.55M |
| STELLANTIS FIN US INC REGD 144A P/P 1.71100000 | 0 | 7,489,000 | 7,489,000 | 0.47% | $7.31M |
| CHENIERE CORP CH | 0 | 7,000,000 | 7,000,000 | 0.45% | $7.04M |
| MARBLE POINT CLO XXIV LTD A1R TSFR3M+109 04/20/2035 144A | 0 | 6,200,000 | 6,200,000 | 0.40% | $6.20M |
| FANNIE MAE FNR 2024 60 G | 0 | 6,233,195 | 6,233,195 | 0.40% | $6.17M |
| UNITY-PEACE PARK CLO LTD 22-1A A1R TSFR3M+106 04/20/2035 144A | 0 | 6,100,000 | 6,100,000 | 0.39% | $6.10M |
| Post CLO Ltd. | 0 | 6,100,000 | 6,100,000 | 0.39% | $6.10M |
| NATL BANK CANADA | 0 | 5,900,000 | 5,900,000 | 0.38% | $5.92M |
| Phillips 66 | 0 | 5,900,000 | 5,900,000 | 0.38% | $5.88M |
| PHILLIPS 66 | 0 | 5,900,000 | 5,900,000 | 0.38% | $5.86M |
| AIR LEASE CORP | 0 | 5,613,000 | 5,613,000 | 0.36% | $5.56M |
| PALMER SQUARE LOAN FUNDING 2024-3 LTD PSTAT 2024-3A A1R | 0 | 5,500,000 | 5,500,000 | 0.35% | $5.50M |
| Crown Castle, Inc. | 0 | 5,200,000 | 5,200,000 | 0.33% | $5.19M |
| EXTRA SPACE STORAGE LP | 0 | 5,200,000 | 5,200,000 | 0.33% | $5.19M |
| MSRM 2025-NQM3 VAR 05/25/2070 144A | 0 | 5,027,306 | 5,027,306 | 0.33% | $5.04M |
| STELLANTIS FINL SVC US CORP FRN SOFR+169 09/15/2028 144A | 0 | 5,000,000 | 5,000,000 | 0.32% | $5.01M |
| MIZRAHI TEFAHOT BANK LTD SR UNSECURED 144A REGS 01/31 5 | 0 | 4,900,000 | 4,900,000 | 0.31% | $4.85M |
| SGSP AUSTRALIA ASSETS COMPANY GUAR REGS 07/27 3.5 | 0 | 4,900,000 | 4,900,000 | 0.31% | $4.84M |
| HSBC HOLDINGS | 0 | 4,700,000 | 4,700,000 | 0.29% | $4.53M |
| SALESFORCE INC | 0 | 4,500,000 | 4,500,000 | 0.29% | $4.50M |
| SMB Private Education Loan Trust 2026-A | 0 | 4,400,000 | 4,400,000 | 0.28% | $4.41M |
| SOUTH AFRICA | 0 | 4,400,000 | 4,400,000 | 0.28% | $4.40M |
| GALXY 2016-22A AR4 | 0 | 4,300,000 | 4,300,000 | 0.28% | $4.30M |
| Crown Castle Inc | 0 | 4,300,000 | 4,300,000 | 0.28% | $4.29M |
| SMB PRIVATE EDUCATION LOAN TRU SMB 2024 E A1B 144A | 0 | 4,185,078 | 4,185,078 | 0.27% | $4.22M |
| Trimaran Cavu 2021-2 Ltd | 0 | 4,200,000 | 4,200,000 | 0.27% | $4.20M |
| HCA INC CP 0% 05/13/2026 | 0 | 4,200,000 | 4,200,000 | 0.27% | $4.18M |
| HCA INC DISC COML PAPER | 0 | 4,100,000 | 4,100,000 | 0.26% | $4.09M |
| AVIATION CAPITAL GROUP SR UNSECURED 144A 04/27 4.75 | 0 | 4,076,000 | 4,076,000 | 0.26% | $4.08M |
| UBER TECHNOLOGIES INC REGD 144A P/P 4.50000000 | 0 | 3,800,000 | 3,800,000 | 0.24% | $3.77M |
| NATL BANK CANADA | 0 | 3,740,000 | 3,740,000 | 0.24% | $3.76M |
| HARLEY DAVIDSON FINL SER COMPANY GUAR 144A 02/27 3.05 | 0 | 3,410,000 | 3,410,000 | 0.22% | $3.36M |
| BANK HAPOALIM SR UNSECURED 144A REGS 07/29 4 | 0 | 3,400,000 | 3,400,000 | 0.22% | $3.36M |
| FORD MOTOR CRED | 0 | 3,100,000 | 3,100,000 | 0.20% | $3.09M |
| FNMA, Series 2024-39, Class DF | 0 | 2,996,343 | 2,996,343 | 0.19% | $3.02M |
| JDEPNA 1.375 01/15/27 144A | 0 | 3,050,000 | 3,050,000 | 0.19% | $2.98M |
| SANUSA V2.49 01/06/28 | 0 | 3,000,000 | 3,000,000 | 0.19% | $2.95M |
| HYUNDAI CAPITAL AMERICA SR UNSECURED 144A 06/27 VAR | 0 | 2,900,000 | 2,900,000 | 0.19% | $2.91M |
| NELNET STUDENT LOAN TRUST 2026-A SER 2026-A CL A1A REGD 144A P/P 4.61000000 | 0 | 2,877,196 | 2,877,196 | 0.18% | $2.84M |
| CARVANA AUTO RECEIVABLES TRUST 2026-P1 SER 2026-P1 CL A2 REGD 4.10000000 | 0 | 2,800,000 | 2,800,000 | 0.18% | $2.80M |
| AVOLON HOLDINGS FUNDING LTD 4.25% 04/15/2026 144A | 0 | 2,750,000 | 2,750,000 | 0.18% | $2.75M |
| PACIFIC GAS&ELEC | 0 | 2,739,000 | 2,739,000 | 0.17% | $2.71M |
| SMB Private Education Loan Trust (Private Loans) 5.13 04/15/2054 | 0 | 2,673,727 | 2,673,727 | 0.17% | $2.70M |
| Salesforce Inc | 0 | 2,500,000 | 2,500,000 | 0.16% | $2.51M |
| BARCLAYS PLC FRN SOFR+93 05/24/2030 | 0 | 2,500,000 | 2,500,000 | 0.16% | $2.49M |
| EQT CORP | 0 | 2,366,000 | 2,366,000 | 0.15% | $2.36M |
| Kia Corp | 0 | 2,310,000 | 2,310,000 | 0.15% | $2.28M |
| LADR 4.25 02/01/27 144A | 0 | 2,220,000 | 2,220,000 | 0.14% | $2.19M |
| HYUNDAI CAPITAL AMERICA SR UNSECURED REGS 09/27 VAR | 0 | 2,100,000 | 2,100,000 | 0.14% | $2.11M |
| RABOBANK NEDERLAND NY BRH FRN SOFRINDX+90 10/05/2026 | 0 | 2,100,000 | 2,100,000 | 0.14% | $2.10M |
| FRESENIUS MEDICAL CARE US FINANCE III INC 1.875% 12/01/2026 144A | 0 | 2,100,000 | 2,100,000 | 0.13% | $2.06M |
| SMITHFIELD FOODS INC 144A 4.250000% 02/01/2027 | 0 | 2,014,000 | 2,014,000 | 0.13% | $2.00M |
| HARDWOOD FUNDING LLC 4A2 | 0 | 2,000,000 | 2,000,000 | 0.13% | $1.99M |
| BNP PARIBAS SA 144A 1.675000% 06/30/2027 | 0 | 2,000,000 | 2,000,000 | 0.13% | $1.99M |
| RFR USD SOFR/3.40694 07/06/26-4Y* LCH | 0 | 7 | 7 | 0.13% | $1.97M |
| ISRAEL ELECTRIC CORP LTD SR SECURED 144A REGS 08/28 4.2 | 0 | 2,000,000 | 2,000,000 | 0.13% | $1.96M |
| TOWD POINT MORTGAGE TRUST | 0 | 1,956,940 | 1,956,940 | 0.12% | $1.93M |
| U.S. Treasury Bills | 0 | 1,932,000 | 1,932,000 | 0.12% | $1.91M |
| GOLDMAN SACHS GP | 0 | 1,900,000 | 1,900,000 | 0.12% | $1.87M |
| CNO GLOBAL FUND | 0 | 1,800,000 | 1,800,000 | 0.12% | $1.83M |
| DAIMLER TRUCKS FINANCE NORTH AMERICA LLC FRN SOFR+84 01/13/2028 144A | 0 | 1,800,000 | 1,800,000 | 0.12% | $1.80M |
| SANTAN V1.722 09/14/27 | 0 | 1,700,000 | 1,700,000 | 0.11% | $1.68M |
| STANDARD CHARTERED PLC SUBORDINATED 144A 02/27 4.3 | 0 | 1,620,000 | 1,620,000 | 0.10% | $1.62M |
| ANGLO AMERICAN CAPITAL REGD 144A P/P 4.75000000 | 0 | 1,584,000 | 1,584,000 | 0.10% | $1.59M |
| ABBV F 03/03/28 | 0 | 1,500,000 | 1,500,000 | 0.10% | $1.50M |
| BANK LEUMI LE ISRAEL SR UNSECURED 144A REGS 07/27 5 | 0 | 1,500,000 | 1,500,000 | 0.10% | $1.50M |
| PANAMA | 0 | 1,400,000 | 1,400,000 | 0.10% | $1.49M |
| Aviation Capital Group LLC | 0 | 1,425,000 | 1,425,000 | 0.09% | $1.40M |
| Vistra Operations Company LLC | 0 | 1,400,000 | 1,400,000 | 0.09% | $1.39M |
| PLAINS ALL AMER | 0 | 1,226,000 | 1,226,000 | 0.08% | $1.23M |
| HYUNDAI CAPITAL AMERICA SR UNSECURED REGS 06/27 VAR | 0 | 1,200,000 | 1,200,000 | 0.08% | $1.20M |
| GATX CORP | 0 | 1,153,000 | 1,153,000 | 0.07% | $1.15M |
| STELLANTIS FINANCE US INC 144A LIFE SR UNSEC 5.625% 01-12-28 | 0 | 1,100,000 | 1,100,000 | 0.07% | $1.11M |
| Freddie Mac REMICS | 0 | 1,091,361 | 1,091,361 | 0.07% | $1.10M |
| SIRIUS XM RADIO LLC REGD 144A P/P 5.00000000 | 0 | 1,083,000 | 1,083,000 | 0.07% | $1.08M |
| EVERSOURCE ENERGY SR UNSECURED 03/27 2.9 | 0 | 1,040,000 | 1,040,000 | 0.07% | $1.03M |
| CITADEL LP SR UNSECURED REGS 01/27 4.875 | 0 | 1,010,000 | 1,010,000 | 0.07% | $1.01M |
| TR FINANCE LLC | 0 | 1,000,000 | 1,000,000 | 0.06% | $998.40K |
| FORD MOTOR CO | 0 | 1,000,000 | 1,000,000 | 0.06% | $997.29K |
| Citadel Finance LLC | 0 | 1,000,000 | 1,000,000 | 0.06% | $980.52K |
| BRIGHTHSE FIN GLBL FUND SECURED 144A 04/27 5.55 | 0 | 932,000 | 932,000 | 0.06% | $938.24K |
| Constellation Energy Generation LLC | 0 | 900,000 | 900,000 | 0.06% | $899.89K |
| Constellation Energy Generation LLC | 0 | 900,000 | 900,000 | 0.06% | $899.78K |
| PANAMA | 0 | 900,000 | 900,000 | 0.06% | $886.35K |
| WABTEC | 0 | 875,000 | 875,000 | 0.06% | $870.19K |
| NELNET STUDENT LOAN TRUST 2026-A SER 2026-A CL A1B V/R REGD 144A P/P 0.00000000 | 0 | 863,159 | 863,159 | 0.06% | $867.72K |
| SK TELECOM CO LTD SR UNSECURED REGS 07/27 6.625 | 0 | 800,000 | 800,000 | 0.05% | $821.90K |
| BANCO SANTANDER SA FRN SOFR+138 03/14/2028 | 0 | 800,000 | 800,000 | 0.05% | $805.04K |
| Banco Santander Chile 4.55 11/20/2030 | 0 | 800,000 | 800,000 | 0.05% | $790.50K |
| DIAMONDBACK ENER | 0 | 716,000 | 716,000 | 0.05% | $711.50K |
| FORD MOTOR CRED | 0 | 700,000 | 700,000 | 0.05% | $699.98K |
| KRAFT HEINZ FOOD | 0 | 692,000 | 692,000 | 0.04% | $690.36K |
| CONAGRA BRANDS | 0 | 686,000 | 686,000 | 0.04% | $689.26K |
| JPMORGAN CHASE | 0 | 640,000 | 640,000 | 0.04% | $638.98K |
| SMITH & NEPHEW | 0 | 615,000 | 615,000 | 0.04% | $618.25K |
| VICI PROPERTIES / NOTE REGD 144A P/P 5.75000000 | 0 | 600,000 | 600,000 | 0.04% | $603.55K |
| VICI PROPERTIES LP SR UNSECURED 04/28 4.75 | 0 | 600,000 | 600,000 | 0.04% | $600.72K |
| RABOBK Float 08/28/26 | 0 | 600,000 | 600,000 | 0.04% | $600.63K |
| SFS AUTO RECEIVABLES SECURITIZATION TRUST 2026-1 4.05% 08/20/2029 144A | 0 | 600,000 | 600,000 | 0.04% | $598.71K |
| TENGIZCHEVROIL FIN CO IN SR SECURED REGS 08/26 4 | 0 | 600,000 | 600,000 | 0.04% | $598.55K |
| SMBC AVIATION CAPITAL FI REGD 144A P/P 1.90000000 | 0 | 550,000 | 550,000 | 0.03% | $542.37K |
| BARCLAYS PLC | 0 | 511,000 | 511,000 | 0.03% | $503.34K |
| GSK CONSUMER | 0 | 500,000 | 500,000 | 0.03% | $495.29K |
| CDW LLC/CDW FIN | 0 | 500,000 | 500,000 | 0.03% | $494.26K |
| STELLANTIS FINANCE US INC | 0 | 500,000 | 500,000 | 0.03% | $487.75K |
| NOMURA HOLDINGS | 0 | 450,000 | 450,000 | 0.03% | $454.72K |
| VICI PROPERTIES / NOTE COMPANY GUAR REGS 02/27 3.75 | 0 | 416,000 | 416,000 | 0.03% | $412.94K |
| BAYER US FINANCE LLC COMPANY GUAR REGS 11/26 6.125 | 0 | 400,000 | 400,000 | 0.03% | $403.70K |
| FORD MOTOR CRED | 0 | 400,000 | 400,000 | 0.03% | $399.48K |
| HCA INC | 0 | 400,000 | 400,000 | 0.03% | $399.25K |
| IMPERIAL BRANDS FIN PLC REGD REG S 3.50000000 | 0 | 400,000 | 400,000 | 0.03% | $398.86K |
| BOSTON PPTYS LTD PARTNERSHIP D | 0 | 400,000 | 400,000 | 0.03% | $398.78K |
| HCA Inc | 0 | 400,000 | 400,000 | 0.03% | $397.65K |
| JERA CO INC SR UNSECURED REGS 04/27 3.665 | 0 | 400,000 | 400,000 | 0.03% | $396.72K |
| HCA INC DISC COML PAPER | 0 | 300,000 | 300,000 | 0.02% | $299.40K |
| CROWN CASTLE | 0 | 300,000 | 300,000 | 0.02% | $299.26K |
| HCA INC CP 0% 04/22/2026 | 0 | 300,000 | 300,000 | 0.02% | $299.22K |
| LADDER CAP FIN LLLP/CORP COMPANY GUAR REGS 02/27 4.25 | 0 | 245,000 | 245,000 | 0.02% | $242.19K |
| U.S. Treasury Bill | 0 | 215,000 | 215,000 | 0.01% | $212.62K |
| MITSUBISHI HC CAPITAL SR UNSECURED REGS 09/27 5.08 | 0 | 200,000 | 200,000 | 0.01% | $201.61K |
| KIA CORP SR UNSECURED REGS 10/27 3.5 | 0 | 200,000 | 200,000 | 0.01% | $197.24K |
| 317UBODA2 PIMCO SWAPTION 3.0 CALL USD 20260728 | 0 | 255,700,000 | 255,700,000 | 0.01% | $162.24K |
| CANTOR FITZGERALD LP SR UNSECURED 144A 04/27 4.5 | 0 | 160,000 | 160,000 | 0.01% | $159.55K |
| GLENCORE FUNDING LLC COMPANY GUAR REGS 04/26 1.625 | 0 | 157,000 | 157,000 | 0.01% | $156.68K |
| ENERGY TRANSFER | 0 | 147,000 | 147,000 | 0.01% | $148.39K |
| 317UBU0A2 PIMCO SWAPTION 3.0 CALL USD 20260811 | 0 | 199,400,000 | 199,400,000 | 0.01% | $145.94K |
| AIR LEASE CORP | 0 | 144,000 | 144,000 | 0.01% | $143.78K |
| 317UBPSA3 PIMCO SWAPTION 3.0 CALL USD 20260803 | 0 | 191,800,000 | 191,800,000 | 0.01% | $129.22K |
| HCA INC | 0 | 114,000 | 114,000 | 0.01% | $114.07K |
| Security | Shares Dec 2025 | Shares Mar 2026 | Δ shares | End % | Δ value |
|---|---|---|---|---|---|
| Uniform Mortgage-Backed Security, TBA | 80,900,000 | 0 | -80,900,000 | 0.00% | -$83.03M |
| Uniform Mortgage-Backed Security, TBA | 62,100,000 | 0 | -62,100,000 | 0.00% | -$61.87M |
| CPPIBC F 07/27/26 144A | 20,000,000 | 0 | -20,000,000 | 0.00% | -$20.04M |
| KOMMUNALBANKEN AS SR UNSECURED 144A 06/27 VAR | 15,000,000 | 0 | -15,000,000 | 0.00% | -$15.01M |
| HCA INC DISC COML PAPER 01/26 ZCP | 14,600,000 | 0 | -14,600,000 | 0.00% | -$14.57M |
| BOEING CO | 11,899,000 | 0 | -11,899,000 | 0.00% | -$11.88M |
| SAN DIEGO GAS + ELEC | 11,400,000 | 0 | -11,400,000 | 0.00% | -$11.37M |
| CONAGRA FOODS IN DISC 01/13/26 0.00000000 | 10,500,000 | 0 | -10,500,000 | 0.00% | -$10.48M |
| STANDARD CHARTERED PLC SR UNSECURED 144A 01/27 VAR | 10,000,000 | 0 | -10,000,000 | 0.00% | -$10.00M |
| FS KKR CAPITAL | 9,034,000 | 0 | -9,034,000 | 0.00% | -$9.03M |
| Southern California Edison Company | 8,800,000 | 0 | -8,800,000 | 0.00% | -$8.79M |
| SYNIT 2023-A1 A | 8,000,000 | 0 | -8,000,000 | 0.00% | -$8.07M |
| U.S. TREASURY INFLATION-PROTECTED SECURITIES 0-1/8% 07/15/2026 | 7,878,546 | 0 | -7,878,546 | 0.00% | -$7.83M |
| BERRY GLOBAL INC | 7,500,000 | 0 | -7,500,000 | 0.00% | -$7.49M |
| VW CR INC | 7,400,000 | 0 | -7,400,000 | 0.00% | -$7.39M |
| ELECTRONIC ARTS | 6,981,000 | 0 | -6,981,000 | 0.00% | -$6.98M |
| Air Lease Corporation 0% CP 02/01/2026 | 6,900,000 | 0 | -6,900,000 | 0.00% | -$6.90M |
| CROWN CASTLE INTL CORP 4(2) 144A DISC NT 1/20/2026 | 6,500,000 | 0 | -6,500,000 | 0.00% | -$6.48M |
| NATL BANK CANADA | 6,000,000 | 0 | -6,000,000 | 0.00% | -$6.01M |
| AIR LEASE CORP | 6,000,000 | 0 | -6,000,000 | 0.00% | -$6.00M |
| University of Tulane, Series 2007C | 6,110,000 | 0 | -6,110,000 | 0.00% | -$5.71M |
| PCG 2.95 03/01/26 | 5,395,000 | 0 | -5,395,000 | 0.00% | -$5.38M |
| ONP 2021-PARK A | 3,914,000 | 0 | -3,914,000 | 0.00% | -$3.90M |
| Air Lease Corporation 0% CP 14/01/2026 | 3,900,000 | 0 | -3,900,000 | 0.00% | -$3.89M |
| Sculptor CLO XXVII Ltd., Series 27A, Class A1R | 3,400,000 | 0 | -3,400,000 | 0.00% | -$3.40M |
| PACIFIC GAS&ELEC | 3,230,000 | 0 | -3,230,000 | 0.00% | -$3.23M |
| BANK OF MONTREAL SR UNSECURED 01/27 VAR | 3,200,000 | 0 | -3,200,000 | 0.00% | -$3.19M |
| SK HYNIX INC SR UNSECURED 144A 01/26 1.5 | 3,100,000 | 0 | -3,100,000 | 0.00% | -$3.10M |
| Sandstone Peak Ltd., Series 2021-1A, Class A1R | 3,000,000 | 0 | -3,000,000 | 0.00% | -$3.01M |
| U.S. TREASURY INFLATION-PROTECTED SECURITIES 0-1/8% 10/15/2026 | 2,383,120 | 0 | -2,383,120 | 0.00% | -$2.36M |
| NOMURA HOLDINGS INC SR UNSECURED 01/26 5.709 | 2,300,000 | 0 | -2,300,000 | 0.00% | -$2.30M |
| HCA INC DISC COML PAPER 01/26 ZCP | 2,100,000 | 0 | -2,100,000 | 0.00% | -$2.10M |
| AERCAP IRELAND | 2,055,000 | 0 | -2,055,000 | 0.00% | -$2.05M |
| DEUTSCHE BANK AG SR NON PREF 4.1% 01-13-26 | 2,000,000 | 0 | -2,000,000 | 0.00% | -$2.00M |
| GLOBAL PAY INC | 1,795,000 | 0 | -1,795,000 | 0.00% | -$1.79M |
| AG TRUST AG 2024 NLP A 144A | 1,615,563 | 0 | -1,615,563 | 0.00% | -$1.63M |
| HA SUSTAINABLE INFRASTRUCTURE 01/26 ZCP | 1,400,000 | 0 | -1,400,000 | 0.00% | -$1.40M |
| RPLDCI 6.581 05/30/49 144A | 1,230,000 | 0 | -1,230,000 | 0.00% | -$1.30M |
| BROOKLYN UNION | 1,230,000 | 0 | -1,230,000 | 0.00% | -$1.23M |
| ENERGY TRANSFER | 1,215,000 | 0 | -1,215,000 | 0.00% | -$1.22M |
| HCA INC DISC COML PAPER 01/26 ZCP | 1,200,000 | 0 | -1,200,000 | 0.00% | -$1.20M |
| CITADEL FINANCE LLC COMPANY GUAR REGS 03/26 3.375 | 1,000,000 | 0 | -1,000,000 | 0.00% | -$997.80K |
| CROWN CASTLE INTL 0.0 22JAN26 144A | 1,000,000 | 0 | -1,000,000 | 0.00% | -$997.44K |
| FORD MOTOR CREDIT CO LLC SR UNSECURED 01/26 4.389 | 879,000 | 0 | -879,000 | 0.00% | -$879.06K |
| JP Morgan Chase Commercial Mortgage Securities Trust, Series 2021-MHC, Class A | 865,947 | 0 | -865,947 | 0.00% | -$866.00K |
| TIAA CLO LTD TIA 2018 1A A1AR 144A | 859,045 | 0 | -859,045 | 0.00% | -$859.46K |
| AES CORP/THE | 810,000 | 0 | -810,000 | 0.00% | -$809.08K |
| Ares XLIV CLO Ltd | 800,000 | 0 | -800,000 | 0.00% | -$800.24K |
| VW 5.4 03/20/26 144A | 735,000 | 0 | -735,000 | 0.00% | -$736.98K |
| 7 ELEVEN INC SR UNSECURED REGS 02/26 0.95 | 727,000 | 0 | -727,000 | 0.00% | -$724.47K |
| CROWN CASTLE INTL CORP | 700,000 | 0 | -700,000 | 0.00% | -$698.29K |
| WILLIAMS COS INC | 606,000 | 0 | -606,000 | 0.00% | -$607.36K |
| ENTERPRISE FLEET FING 2023-1 LLC 5.51% 01/22/2029 144A | 596,379 | 0 | -596,379 | 0.00% | -$597.30K |
| VW Float 03/20/26 | 575,000 | 0 | -575,000 | 0.00% | -$575.56K |
| EDISON INTERNATIONAL 01/26 ZCP | 550,000 | 0 | -550,000 | 0.00% | -$549.87K |
| Saranac CLO VI Ltd., Series 2018-6A, Class A1R | 544,231 | 0 | -544,231 | 0.00% | -$544.54K |
| VENTAS REALTY LP | 458,000 | 0 | -458,000 | 0.00% | -$457.96K |
| AVOLON HOLDINGS FUNDING LTD 2.125% 02/21/2026 144A | 421,000 | 0 | -421,000 | 0.00% | -$419.66K |
| BARCLAYS PLC | 400,000 | 0 | -400,000 | 0.00% | -$400.03K |
| FS KKR CAPITAL | 335,000 | 0 | -335,000 | 0.00% | -$325.91K |
| BOEING CO | 300,000 | 0 | -300,000 | 0.00% | -$299.66K |
| IHS MARKIT LTD COMPANY GUAR 144A 03/26 4 | 250,000 | 0 | -250,000 | 0.00% | -$249.61K |
| SO. CALIF EDISON | 250,000 | 0 | -250,000 | 0.00% | -$249.14K |
| VOYA CLO LTD INGIM 2012 4A A1R3 144A | 225,798 | 0 | -225,798 | 0.00% | -$226.08K |
| RFR USD SOFR/4.10000 02/11/25-1Y LCH | 1 | 0 | -1 | 0.00% | -$225.86K |
| Venture XXVII CLO Ltd. | 190,836 | 0 | -190,836 | 0.00% | -$191.07K |
| RFR USD SOFR/3.37500 03/31/26-4Y* LCH | 1 | 0 | -1 | 0.00% | -$154.35K |
| FORD MOTOR CREDIT CO LLC SR UNSECURED 03/26 VAR | 100,000 | 0 | -100,000 | 0.00% | -$100.36K |
| GNMA II POOL 004241 G2 09/38 FIXED 7 | 79,617 | 0 | -79,617 | 0.00% | -$80.60K |
| GNMA II POOL 773563 G2 07/41 FIXED 4.5 | 38,074 | 0 | -38,074 | 0.00% | -$37.67K |
| JP MORGAN CHASE COMMERCIAL MOR JPMCC 2017 JP7 A3 | 12,177 | 0 | -12,177 | 0.00% | -$12.05K |
| HOME EQUITY ASSET TRUST HEAT 2004 5 M3 | 10,895 | 0 | -10,895 | 0.00% | -$10.90K |
| 317UA35A8 PIMCO SWAPTION 2.5 CALL USD 20260213 | 372,400,000 | 0 | -372,400,000 | 0.00% | -$5.66K |
| Soundview Home Loan Trust 2005-OPT1 | 2,074 | 0 | -2,074 | 0.00% | -$2.07K |
| Bear Stearns Asset Backed Securities Trust 2001-3 | 599 | 0 | -599 | 0.00% | -$599 |
| RFR USD SOFR/2.50000 02/18/26-1Y LCH | 0 | 0 | 0 | 0.00% | $0 |
| US TREASURY N/B | -30,000,000 | 0 | 30,000,000 | 0.00% | $29.70M |
| Security | Shares Dec 2025 | Shares Mar 2026 | Δ shares | End % | Δ value |
|---|---|---|---|---|---|
| GA GLOBAL FNDING | 1,500,000 | 13,400,000 | 11,900,000 | 0.86% | $11.81M |
| EPR PROPERTIES | 2,000,000 | 11,599,000 | 9,599,000 | 0.75% | $9.59M |
| HAT Holdings I LLC / HAT Holdings II LLC | 10,111,000 | 11,545,000 | 1,434,000 | 0.74% | $1.46M |
| LVS 3.5 08/18/26 | 9,549,000 | 10,688,000 | 1,139,000 | 0.69% | $1.14M |
| FORD MOTOR CRED | 9,261,000 | 10,261,000 | 1,000,000 | 0.67% | $939.82K |
| CITADEL LP SR UNSECURED 144A 01/27 4.875 | 1,855,000 | 9,739,000 | 7,884,000 | 0.63% | $7.87M |
| VICI PROPERTIES / NOTE REGD 144A P/P 4.25000000 | 4,834,000 | 7,286,000 | 2,452,000 | 0.47% | $2.43M |
| ATHENE GLOBAL FUNDING SR SECURED 144A 05/26 5.62 | 251,000 | 6,901,000 | 6,650,000 | 0.45% | $6.65M |
| EMERA US FINANCE | 803,000 | 6,019,000 | 5,216,000 | 0.39% | $5.20M |
| VST 5.05 12/30/26 144A | 730,000 | 5,056,000 | 4,326,000 | 0.33% | $4.34M |
| KEURIG DR PEPPER INC REGD V/R 5.02405700 | 4,628,000 | 5,036,000 | 408,000 | 0.33% | $407.03K |
| FORTIS INC | 3,187,000 | 4,795,000 | 1,608,000 | 0.31% | $1.60M |
| VICI PROPERTIES | 2,518,000 | 4,105,000 | 1,587,000 | 0.26% | $1.57M |
| NOMURA HOLDINGS | 1,005,000 | 3,383,000 | 2,378,000 | 0.21% | $2.34M |
| EQUITABLE AMERICA GLOBAL SECURED 144A 09/27 VAR | 1,457,000 | 3,292,000 | 1,835,000 | 0.21% | $1.84M |
| AIRCASTLE LTD | 1,309,000 | 2,387,000 | 1,078,000 | 0.15% | $1.08M |
| VONTIER CORP | 1,100,000 | 2,100,000 | 1,000,000 | 0.14% | $1.01M |
| SYNCHRONY FINANC | 400,000 | 1,935,000 | 1,535,000 | 0.12% | $1.53M |
| FORD MOTOR CRED | 409,000 | 1,409,000 | 1,000,000 | 0.09% | $1.00M |
| AVOLON HOLDINGS FUNDING LTD 4.375% 05/01/2026 144A | 249,000 | 1,374,000 | 1,125,000 | 0.09% | $1.12M |
| VICI PROPERTIES / NOTE REGD 144A P/P 4.50000000 | 300,000 | 600,000 | 300,000 | 0.04% | $299.03K |
| RFR USD SOFR/4.25000 12/11/26-1Y LCH | 0 | 258,000,000 | 258,000,000 | 0.02% | $273.33K |
| RFR USD SOFR/3.65000 09/11/26-1Y LCH | 0 | 1 | 1 | 0.00% | $5.90K |
| Security | Shares Dec 2025 | Shares Mar 2026 | Δ shares | End % | Δ value |
|---|---|---|---|---|---|
| FNMA, REMIC, Series 2023-46, Class FA | 38,020,983 | 34,362,433 | -3,658,550 | 2.24% | -$3.50M |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION SER 2023-H12 CL FA V/R 4.91765000 | 10,243,051 | 10,098,943 | -144,108 | 0.66% | -$104.75K |
| FREDDIE MAC REMICS SER 5513 CL MF V/R 5.01180000 | 9,489,495 | 8,448,722 | -1,040,773 | 0.55% | -$1.03M |
| CHASE AUTO OWNER TRUST CHAOT 2024 4A A3 144A | 8,400,000 | 7,503,302 | -896,698 | 0.49% | -$932.52K |
| Government National Mortgage Association | 7,309,303 | 7,220,810 | -88,493 | 0.47% | -$63.19K |
| Government National Mortgage Association | 7,441,327 | 5,876,215 | -1,565,112 | 0.38% | -$1.57M |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION SER 2025-79 CL NA 3.50000000 | 6,299,142 | 6,063,448 | -235,694 | 0.38% | -$275.44K |
| FNR 2025-18 FM | 6,629,056 | 5,851,096 | -777,960 | 0.38% | -$777.60K |
| FREDDIE MAC REMICS SER 5528 CL FA V/R 4.74419000 | 5,356,210 | 4,923,491 | -432,719 | 0.32% | -$430.77K |
| FREDDIE MAC REMICS SER 5532 CL FA V/R 5.02180000 | 4,880,627 | 4,333,249 | -547,378 | 0.28% | -$539.54K |
| FREDDIE MAC REMICS SER 5546 CL FB V/R 4.87419000 | 4,906,930 | 4,321,079 | -585,851 | 0.28% | -$575.55K |
| Carvana Auto Receivables Trust, Series 2024-P3, Class A3 | 5,183,110 | 4,338,128 | -844,982 | 0.28% | -$856.86K |
| FREDDIE MAC REMICS SER 5534 CL FM V/R 4.80419000 | 4,905,801 | 4,260,161 | -645,641 | 0.28% | -$641.00K |
| PREF 2025-1A A2 144A 4.9% 05-15-31 | 4,606,412 | 4,089,032 | -517,380 | 0.27% | -$527.37K |
| HDMOT 2024-B A3 | 4,200,000 | 4,002,499 | -197,501 | 0.26% | -$208.59K |
| NSLT 2025-CA A1A | 4,300,439 | 4,035,570 | -264,868 | 0.26% | -$293.92K |
| FREDDIE MAC REMICS SER 5549 CL CF V/R 4.87419000 | 4,059,943 | 3,900,325 | -159,618 | 0.26% | -$147.86K |
| PK ALIFT LOAN FUNDING PKAIR 2024 2 A 144A | 4,194,193 | 3,923,593 | -270,600 | 0.25% | -$276.31K |
| GOVERNMENT NATIONAL MORTGAGE A GNR 2024 H12 FC | 3,862,496 | 3,842,887 | -19,609 | 0.25% | $706 |
| NSLT 2025-BA A1A | 4,135,841 | 3,894,412 | -241,429 | 0.25% | -$273.39K |
| MIZUHO FINANCIAL GROUP SR UNSECURED 05/31 VAR | 8,500,000 | 3,836,000 | -4,664,000 | 0.25% | -$4.67M |
| AREIT LLC, Series 2022-CRE7, Class A | 4,251,484 | 3,704,209 | -547,275 | 0.24% | -$546.51K |
| GS Mortgage-Backed Securities Trust, Series 2021-GR2, Class A9 | 3,566,784 | 3,495,896 | -70,887 | 0.21% | -$44.83K |
| ALLYA 2024-2 A3 | 3,976,540 | 3,241,775 | -734,766 | 0.21% | -$739.92K |
| New Residential Mortgage Loan Trust, Series 2020-NQM1, Class A1 | 3,617,835 | 3,403,261 | -214,575 | 0.21% | -$211.90K |
| Navient Student Loan Trust, Series 2023-BA, Class A1A | 3,537,531 | 3,083,048 | -454,483 | 0.20% | -$502.93K |
| FANNIE MAE REMICS SER 2024-104 CL FA V/R 4.92419000 | 3,434,610 | 3,127,276 | -307,334 | 0.20% | -$302.30K |
| FNR 2024-103 FC | 3,418,786 | 3,096,600 | -322,186 | 0.20% | -$309.77K |
| HPEFS EQUIPMENT TRUST HPEFS 2025 2A A1 144A | 5,849,441 | 3,073,922 | -2,775,518 | 0.20% | -$2.78M |
| CITIGROUP MORTGAGE LOAN TRUST CMLTI 2021 INV3 A11 144A | 3,266,499 | 3,211,797 | -54,703 | 0.19% | -$51.82K |
| BofA Auto Trust, Series 2024-1A, Class A3 | 3,779,569 | 2,961,641 | -817,928 | 0.19% | -$836.67K |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION SER 2025-H18 CL FL V/R 4.61765000 | 2,966,539 | 2,936,332 | -30,206 | 0.19% | -$60.36K |
| SMB Private Education Loan Trust, Series 2023-C, Class A1A | 3,093,884 | 2,858,950 | -234,934 | 0.19% | -$261.86K |
| U.S. Treasury Notes | 2,831,736 | 2,828,320 | -3,416 | 0.19% | $12.35K |
| FANNIE MAE REMICS SER 2024-101 CL FB V/R 5.17180000 | 2,976,453 | 2,818,778 | -157,674 | 0.18% | -$149.91K |
| FREDDIE MAC REMICS SER 5548 CL AF V/R 5.07180000 | 3,076,274 | 2,771,077 | -305,197 | 0.18% | -$299.50K |
| FREDDIE MAC REMICS SER 5508 CL DF V/R 4.87419000 | 2,934,597 | 2,737,454 | -197,143 | 0.18% | -$189.67K |
| ELFI Graduate Loan Program LLC, Series 2021-A, Class A | 3,164,445 | 3,016,652 | -147,793 | 0.18% | -$118.72K |
| Freddie Mac REMICS | 2,999,127 | 2,670,209 | -328,918 | 0.17% | -$322.32K |
| Freddie Mac REMICS | 3,008,798 | 2,647,802 | -360,996 | 0.17% | -$356.10K |
| FREDDIE MAC REMICS SER 5508 CL FC V/R 4.87419000 | 2,803,279 | 2,620,153 | -183,126 | 0.17% | -$175.93K |
| FNMA, Series 2025-40, Class FP | 2,657,593 | 2,589,378 | -68,214 | 0.17% | -$60.56K |
| FREDDIE MAC REMICS SER 5495 CL AF V/R 5.22180000 | 2,703,967 | 2,469,597 | -234,370 | 0.16% | -$224.41K |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION SER 2024-H01 CL FB V/R 4.99888000 | 2,431,489 | 2,406,844 | -24,646 | 0.16% | -$12.78K |
| FREDDIE MAC REMICS SER 5500 CL GF V/R 5.02180000 | 2,721,334 | 2,407,414 | -313,920 | 0.16% | -$309.55K |
| FREDDIE MAC FHR 5410 FB | 2,526,984 | 2,387,842 | -139,142 | 0.16% | -$129.30K |
| Verdelite Static CLO Ltd., Series 2024-1A, Class A | 2,780,810 | 2,405,099 | -375,711 | 0.16% | -$373.99K |
| Freddie Mac REMICS | 2,676,723 | 2,363,460 | -313,263 | 0.15% | -$301.56K |
| FREDDIE MAC REMICS SER 5565 CL FA V/R 5.02419000 | 2,552,582 | 2,351,196 | -201,386 | 0.15% | -$194.48K |
| Ford Credit Auto Lease Trust, Series 2025-A, Class A2B | 3,486,152 | 2,368,540 | -1,117,612 | 0.15% | -$1.12M |
| US ULTRA BOND CBT Sep25 | 339,394,123 | 4,607,537 | -334,786,586 | 0.15% | -$79.36M |
| VERUS SECURITIZATION TRUST VERUS 2023 8 A1 144A | 2,536,300 | 2,270,669 | -265,631 | 0.15% | -$278.68K |
| SMB Private Education Loan Trust, Series 2024-A, Class A1A | 2,354,334 | 2,225,865 | -128,468 | 0.15% | -$150.22K |
| VERUS SECURITIZATION TRUST VERUS 2025 R1 A1A 144A | 2,305,579 | 2,204,939 | -100,641 | 0.14% | -$111.38K |
| Huntington Auto Trust, Series 2024-1A, Class A3 | 2,601,850 | 2,139,581 | -462,269 | 0.14% | -$472.63K |
| FNMA, Series 2025-95, Class F | 2,218,470 | 2,011,245 | -207,225 | 0.13% | -$203.58K |
| GS MORTGAGE-BACKED SECURITIES TRUST 2021-INV1 SER 2021-INV1 CL A9 V/R REGD 144A P/P 5.00000000 | 2,190,150 | 2,159,360 | -30,790 | 0.13% | -$23.87K |
| FREDDIE MAC REMICS SER 5480 CL FG V/R 5.02419000 | 2,241,716 | 2,003,371 | -238,345 | 0.13% | -$231.97K |
| FNR 2025-19 FC | 2,169,315 | 1,985,791 | -183,524 | 0.13% | -$175.74K |
| SMB PRIVATE EDUCATION LOAN TRUST 2024-D SER 2024-D CL A1A REGD 144A P/P 5.38000000 | 2,061,530 | 1,955,538 | -105,992 | 0.13% | -$120.55K |
| FREDDIE MAC REMICS SER 5493 CL FK V/R 5.02419000 | 2,198,462 | 1,959,501 | -238,961 | 0.13% | -$231.56K |
| FANNIE MAE REMICS SER 2025-79 CL FA V/R 5.12419000 | 2,145,298 | 1,948,966 | -196,332 | 0.13% | -$196.70K |
| FNMA GTD MTG PASS THRU CTF 2024-100 FA SOFR30A+110 05/25/2054 | 2,241,803 | 1,935,494 | -306,309 | 0.13% | -$302.25K |
| NAVRL 2025-C A | 2,133,073 | 1,951,921 | -181,151 | 0.13% | -$195.93K |
| Freddie Mac REMICS | 1,909,911 | 1,825,144 | -84,767 | 0.12% | -$81.24K |
| FNA 2017-M7 A2 | 1,904,286 | 1,825,026 | -79,260 | 0.12% | -$78.37K |
| FREDDIE MAC REMICS SER 5564 CL FB V/R 5.07419000 | 1,832,860 | 1,776,905 | -55,956 | 0.12% | -$46.76K |
| CITZN 2023-2 A3 144A 5.83% 02-15-28 | 2,675,122 | 1,785,716 | -889,406 | 0.12% | -$898.89K |
| UPGRADE AUTO RECEIVABLES TRUST UPGA 2025 1A A2 144A | 1,900,000 | 1,783,609 | -116,391 | 0.12% | -$117.65K |
| FNR 2025-16 FA | 2,010,929 | 1,768,224 | -242,705 | 0.11% | -$236.03K |
| CITZN 2023-1 A3 | 2,950,941 | 1,769,463 | -1,181,478 | 0.11% | -$1.19M |
| FANNIE MAE REMICS SER 2024-103 CL FJ V/R 5.27180000 | 1,896,087 | 1,732,912 | -163,175 | 0.11% | -$154.08K |
| SMB Private Education Loan Trust 2022-C | 1,808,240 | 1,698,233 | -110,008 | 0.11% | -$122.18K |
| FREDDIE MAC REMICS SER 5560 CL FB V/R 4.87419000 | 1,770,031 | 1,594,426 | -175,604 | 0.10% | -$172.33K |
| FNMA POOL BM7575 FN 08/29 VARIABLE | 1,594,491 | 1,529,884 | -64,607 | 0.10% | -$77.33K |
| FREDDIE MAC REMICS SER 5511 CL FG V/R 5.22180000 | 1,797,550 | 1,536,996 | -260,554 | 0.10% | -$255.70K |
| ASCNT 2024-A A | 1,614,613 | 1,494,788 | -119,825 | 0.10% | -$134.09K |
| FREDDIE MAC REMICS SER 5517 CL FE V/R 4.82419000 | 1,588,579 | 1,490,473 | -98,106 | 0.10% | -$94.16K |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION SER 2025-H22 CL F V/R 4.87888000 | 1,437,238 | 1,428,267 | -8,970 | 0.09% | -$3.47K |
| TAOT 2023-C A3 | 1,886,318 | 1,423,886 | -462,432 | 0.09% | -$467.17K |
| F+G GLOBAL FUNDING SECURED 144A 06/26 1.75 | 5,023,000 | 1,400,000 | -3,623,000 | 0.09% | -$3.57M |
| FNMA, Series 2025-88, Class KF | 1,390,007 | 1,372,588 | -17,418 | 0.09% | -$16.22K |
| DRYDEN SENIOR LOAN FUND DRSLF 2018 60A A 144A | 2,234,645 | 1,372,889 | -861,756 | 0.09% | -$861.37K |
| ONSLOW BAY FINANCIAL LLC OBX 2023 NQM6 A1 144A | 1,427,042 | 1,301,964 | -125,078 | 0.08% | -$130.58K |
| STRUCTURED ASSET INVESTMENT LO SAIL 2004 8 A1 | 1,350,663 | 1,340,524 | -10,139 | 0.08% | -$7.59K |
| GCAT Trust, Series 2022-HX1, Class A1 | 1,402,140 | 1,365,562 | -36,579 | 0.08% | -$55.95K |
| BANK OF AMREICA AUTO TR 2023-1A A3 5.53% 02/15/2028 144A | 1,683,001 | 1,210,033 | -472,968 | 0.08% | -$478.83K |
| VERUS SECURITIZATION TRUST VERUS 2023 5 A1 144A | 1,344,849 | 1,215,531 | -129,318 | 0.08% | -$134.62K |
| SMB Private Education Loan Trust (Private Loans) 5.06 03/16/2054 | 1,275,240 | 1,207,010 | -68,230 | 0.08% | -$76.35K |
| FNR 2024-95 KF | 1,289,732 | 1,180,640 | -109,092 | 0.08% | -$105.75K |
| Freddie Mac REMICS | 1,177,514 | 1,159,058 | -18,456 | 0.08% | -$12.27K |
| NAVIENT EDUCATION LOAN TRUST NAVEL 2025 A A 144A | 1,276,596 | 1,163,929 | -112,666 | 0.08% | -$124.52K |
| GS MORTGAGE-BACKED SECURITIES TRUST 2024-PJ7 SER 2024-PJ7 CL A25 V/R REGD 144A P/P 5.39169000 | 1,317,118 | 1,162,574 | -154,545 | 0.08% | -$155.06K |
| TPMT 2021-SJ2 A1A | 1,305,001 | 1,171,687 | -133,314 | 0.07% | -$128.66K |
| TPMT 2018-3 A1 144A FRN 05-25-58 | 1,242,508 | 1,158,134 | -84,374 | 0.07% | -$88.41K |
| UNTD AIR 14-2 A | 1,205,911 | 1,133,550 | -72,360 | 0.07% | -$73.84K |
| FNR 2025-54 FM | 1,185,846 | 1,105,213 | -80,633 | 0.07% | -$78.63K |
| ICG US CLO LTD ICG 2015 2RA A1R 144A | 1,603,954 | 1,109,794 | -494,160 | 0.07% | -$494.86K |
| FNMA POOL BM7576 FN 09/29 VARIABLE | 1,098,839 | 1,098,065 | -774 | 0.07% | -$12.45K |
| ARI Fleet Lease Trust, Series 2025-B, Class A2 | 1,100,000 | 1,088,336 | -11,664 | 0.07% | -$16.76K |
| FEDERAL NAT MTG ASN GTD REM PA 25-99 KF SOFR30A+100 11/25/2055 | 1,095,338 | 1,083,795 | -11,543 | 0.07% | -$12.09K |
| SMB Private Education Loan Trust 2020-PT-A | 1,173,235 | 1,080,202 | -93,033 | 0.07% | -$92.54K |
| LAD Auto Receivables Trust, Series 2024-2A, Class A3 | 1,747,185 | 1,073,148 | -674,037 | 0.07% | -$680.32K |
| FANNIE MAE REMICS SER 2025-35 CL FB V/R 4.87419000 | 1,160,299 | 1,035,151 | -125,148 | 0.07% | -$123.37K |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION SER 2025-89 CL PF V/R 4.86765000 | 1,268,072 | 1,015,557 | -252,515 | 0.07% | -$253.72K |
| NAVSL 2020-IA A1B | 1,081,076 | 1,011,064 | -70,011 | 0.06% | -$69.38K |
| FREDDIE MAC REMICS SER 5601 CL F V/R 4.77419000 | 987,322 | 961,093 | -26,229 | 0.06% | -$25.24K |
| SMB Private Education Loan Trust (Private Loans) 5.09 10/16/2056 | 984,824 | 930,017 | -54,807 | 0.06% | -$63.56K |
| CRVNA 2023-P3 A3 144A 5.82% 08-10-28 | 1,330,917 | 924,603 | -406,313 | 0.06% | -$411.02K |
| VERUS SECURITIZATION TRUST VERUS 2024 1 A1 144A | 1,061,278 | 924,138 | -137,139 | 0.06% | -$140.44K |
| FREDDIE MAC FHR 5510 FA | 981,525 | 906,717 | -74,808 | 0.06% | -$73.33K |
| GECU Auto Receivables Trust, Series 2023-1A, Class A3 | 1,397,943 | 906,853 | -491,090 | 0.06% | -$495.11K |
| GNMA II POOL DJ9049 G2 06/55 FIXED 7 | 2,937,634 | 881,938 | -2,055,696 | 0.06% | -$2.09M |
| FANNIE MAE REMICS SER 2025-88 CL FM V/R 4.97180000 | 889,212 | 876,015 | -13,197 | 0.06% | -$12.34K |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION SER 2025-H20 CL FA V/R 4.86888000 | 852,587 | 844,088 | -8,499 | 0.05% | -$3.40K |
| SMB Private Education Loan Trust 2020-PTB | 924,730 | 851,529 | -73,202 | 0.05% | -$72.68K |
| FANNIE MAE REMICS SER 2025-35 CL FM V/R 4.92419000 | 841,379 | 819,908 | -21,471 | 0.05% | -$18.88K |
| FNA 2017-M4 A2 | 847,215 | 804,205 | -43,010 | 0.05% | -$41.41K |
| FREDDIE MAC REMICS SER 5593 CL FB V/R 4.97180000 | 784,075 | 756,392 | -27,683 | 0.05% | -$26.98K |
| NAVIENT STUDENT LOAN TRUST NAVSL 2020 GA A 144A | 874,350 | 804,652 | -69,698 | 0.05% | -$70.70K |
| FREDDIE MAC REMICS SER 5491 CL FL V/R 5.27180000 | 816,428 | 740,369 | -76,059 | 0.05% | -$72.21K |
| 317UADGA4 PIMCO SWAPTION 3.65 PUT USD 20260909 | 371,400,000 | 260,900,000 | -110,500,000 | 0.05% | $457.01K |
| FNR 2025-4 FB | 816,325 | 688,752 | -127,573 | 0.04% | -$124.78K |
| FREDDIE MAC REMICS SER 5565 CL FB V/R 5.02180000 | 689,193 | 683,492 | -5,701 | 0.04% | -$10.24K |
| FREDDIE MAC REMICS SER 5573 CL FB V/R 4.77419000 | 752,389 | 679,721 | -72,668 | 0.04% | -$72.21K |
| FIRST FRANKLIN MTG LOAN ASSET FFML 2006 FF5 2A3 | 739,586 | 684,825 | -54,761 | 0.04% | -$53.54K |
| NRZT 2018-RPL1 A1 144A FRN 12-25-57 | 717,004 | 686,704 | -30,300 | 0.04% | -$32.27K |
| MORGAN STANLEY RESIDENTIAL MORTGAGE LOAN TR SER 2021-6 CL A6 V/R REGD 144A P/P 4.92180000 | 711,429 | 702,181 | -9,248 | 0.04% | -$4.60K |
| SMB PRIVATE EDUCATION LOAN TRUST 2020-A SMB 2020-A A2A | 759,012 | 671,052 | -87,961 | 0.04% | -$85.96K |
| WELLS FARGO HOME EQUITY TRUST WFHET 2004 1 1A | 684,797 | 649,544 | -35,253 | 0.04% | -$34.08K |
| FNR 2025-6 FA | 723,485 | 628,236 | -95,248 | 0.04% | -$92.54K |
| FREDDIE MAC FHR 5500 QF | 688,304 | 585,388 | -102,916 | 0.04% | -$102.13K |
| NAVSL 2021-A A 144A 0.84% 05-15-69 | 687,352 | 638,743 | -48,609 | 0.04% | -$46.82K |
| NAVSL 2015-BA A3 | 697,332 | 579,611 | -117,721 | 0.04% | -$118.10K |
| NRZT 2021-NQ2R A1 | 642,895 | 595,413 | -47,482 | 0.04% | -$45.57K |
| MFRA TRUST MFRA 2023 NQM4 A1 144A | 632,541 | 562,375 | -70,166 | 0.04% | -$72.52K |
| FNMA, Series 2025-12, Class EF | 613,618 | 554,060 | -59,558 | 0.04% | -$58.78K |
| Freddie Mac REMICS | 641,716 | 555,683 | -86,032 | 0.04% | -$85.41K |
| CITIGROUP MORTGAGE LOAN TRUST CMLTI 2025 3 A29 144A | 623,744 | 545,471 | -78,273 | 0.04% | -$79.02K |
| Government National Mortgage Association | 568,668 | 524,467 | -44,201 | 0.03% | -$42.74K |
| FNA 2017-M12 A2 | 551,369 | 528,649 | -22,720 | 0.03% | -$22.64K |
| Renaissance Home Equity Loan Trust 2003-2 | 568,941 | 532,008 | -36,934 | 0.03% | -$31.64K |
| Government National Mortgage Association | 562,264 | 488,695 | -73,569 | 0.03% | -$73.31K |
| Government National Mortgage Association | 488,554 | 476,148 | -12,406 | 0.03% | -$10.49K |
| FREDDIE MAC FHR 5580 FP | 494,792 | 466,603 | -28,190 | 0.03% | -$27.62K |
| SMB Private Education Loan Trust, Series 2020-PTA, Class A2A | 527,956 | 486,091 | -41,865 | 0.03% | -$41.13K |
| Freddie Mac REMICS | 524,065 | 452,957 | -71,107 | 0.03% | -$70.10K |
| FREDDIE MAC REMICS SER 5584 CL DF V/R 4.97180000 | 481,040 | 452,567 | -28,472 | 0.03% | -$28.30K |
| TOWD POINT MORTGAGE TRUST TPMT 2021 1 A1 144A | 502,596 | 477,044 | -25,552 | 0.03% | -$27.69K |
| FREDDIE MAC REMICS SER 5607 CL FA V/R 5.09515000 | 475,484 | 431,726 | -43,758 | 0.03% | -$43.04K |
| GMALT 2024-1 A3 | 1,228,397 | 429,952 | -798,445 | 0.03% | -$801.04K |
| FNMA POOL AE0287 FN 02/38 FIXED VAR | 424,162 | 416,985 | -7,177 | 0.03% | -$10.87K |
| PRPM Trust, Series 2023-NQM3, Class A1 | 451,234 | 408,452 | -42,782 | 0.03% | -$44.59K |
| Freddie Mac REMICS | 482,803 | 409,611 | -73,192 | 0.03% | -$72.73K |
| GNMA II POOL 787993 G2 06/55 FIXED 7 | 1,725,444 | 395,013 | -1,330,431 | 0.03% | -$1.35M |
| TPMT 2019-HY2 A1 144A FRN 05-25-58 | 431,523 | 390,231 | -41,292 | 0.03% | -$42.35K |
| FED HM LN PC POOL N39008 FG 09/38 FIXED 5.5 | 387,509 | 378,155 | -9,355 | 0.03% | -$15.22K |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION SER 2024-13 CL FA V/R 4.86765000 | 421,036 | 384,939 | -36,096 | 0.03% | -$35.39K |
| FNMA POOL AC4532 FN 01/34 FIXED 5 | 384,698 | 374,313 | -10,385 | 0.02% | -$12.93K |
| Bear Stearns ALT-A Trust, Series 2006-8, Class 3A1 | 433,580 | 387,870 | -45,710 | 0.02% | -$43.14K |
| BSABS 2004-HE7 M1 | 385,175 | 374,582 | -10,593 | 0.02% | -$10.39K |
| Venture CLO Ltd., Series 2019-36A, Class A1AR | 499,716 | 368,886 | -130,830 | 0.02% | -$130.72K |
| FANNIE MAE FNR 2025 40 F | 413,219 | 363,597 | -49,622 | 0.02% | -$48.72K |
| FNMA, Series 2025-16, Class FM | 405,470 | 358,157 | -47,313 | 0.02% | -$46.66K |
| TOWD POINT ASSET TRUST TPAT 2021 SL1 A2 144A | 431,472 | 361,200 | -70,272 | 0.02% | -$70.05K |
| FNMA POOL AW1120 FN 11/34 FIXED 5 | 370,738 | 361,359 | -9,378 | 0.02% | -$11.36K |
| NAVSL 2020-A A2A | 390,625 | 355,950 | -34,674 | 0.02% | -$34.09K |
| GNMA II POOL MA5042 G2 10/38 FIXED 7 | 337,762 | 333,722 | -4,040 | 0.02% | -$3.25K |
| GSAMP TRUST GSAMP 2006 HE4 A2D | 374,879 | 344,219 | -30,660 | 0.02% | -$29.53K |
| SoFi Professional Loan Program LLC | 338,797 | 318,846 | -19,951 | 0.02% | -$19.29K |
| SMB Private Education Loan Trust, Series 2024-A, Class A1B | 313,911 | 296,782 | -17,129 | 0.02% | -$17.57K |
| FNMA, Series 2025-12, Class FG | 317,291 | 275,435 | -41,856 | 0.02% | -$41.47K |
| WAMU MORTGAGE PASS THROUGH CER WAMU 2007 HY7 2A2 | 305,556 | 303,304 | -2,251 | 0.02% | -$448 |
| STRUCTURED ASSET INVESTMENT LO SAIL 2004 2 A4 | 267,732 | 255,573 | -12,159 | 0.02% | -$11.23K |
| New Century Home Equity Loan Trust 2004-3 | 277,920 | 271,295 | -6,626 | 0.02% | -$6.33K |
| Sequoia Mortgage Trust, Series 2007-3, Class 1A1 | 340,129 | 314,535 | -25,594 | 0.02% | -$24.24K |
| NRZT 2020-1A A1B | 296,711 | 285,144 | -11,567 | 0.02% | -$13.02K |
| NAVSL 2020-HA A | 306,563 | 279,610 | -26,953 | 0.02% | -$24.50K |
| WAMU MORTGAGE PASS THROUGH CER WAMU 2004 AR8 A2 | 294,984 | 260,829 | -34,156 | 0.02% | -$35.06K |
| FED HM LN PC POOL ZT0704 FR 03/48 FIXED 3 | 272,908 | 270,671 | -2,236 | 0.02% | -$3.48K |
| LCM LTD PARTNERSHIP LCM 30A AR 144A | 353,637 | 238,992 | -114,644 | 0.02% | -$114.62K |
| TPMT 2019-HY3 A1A 144A FRN 10-25-59 | 270,530 | 235,578 | -34,952 | 0.02% | -$35.24K |
| Chase Mortgage Finance Trust Series 2007-A1 | 239,065 | 233,302 | -5,763 | 0.01% | -$4.48K |
| SMB PRIVATE EDUCATION LOAN TRUST 2021-D SER 2021-D CL A1B V/R REGD 144A P/P 4.46460000 | 239,983 | 218,742 | -21,241 | 0.01% | -$20.72K |
| GNMA II POOL 004670 G2 04/40 FIXED 4 | 230,058 | 227,036 | -3,023 | 0.01% | -$4.60K |
| AOMT 2020-4 A1 | 235,697 | 207,519 | -28,178 | 0.01% | -$26.33K |
| PRKCM Trust, Series 2024-AFC1, Class A1 | 209,783 | 179,434 | -30,349 | 0.01% | -$31.12K |
| FNMA POOL BC4710 FN 10/46 FIXED 3 | 198,626 | 195,772 | -2,854 | 0.01% | -$3.78K |
| ENTERPRISE FLEET FING 2022-4 LLC 5.76% 10/22/2029 144A | 629,946 | 175,817 | -454,130 | 0.01% | -$456.09K |
| FNMA POOL AD0893 FN 01/39 FIXED VAR | 165,927 | 162,287 | -3,640 | 0.01% | -$5.19K |
| ONSLOW BAY FINANCIAL LLC OBX 2021 NQM4 A1 144A | 189,518 | 184,649 | -4,870 | 0.01% | -$4.33K |
| GCAT GCAT 2019 RPL1 A1 144A | 185,007 | 162,780 | -22,227 | 0.01% | -$21.89K |
| RESIDENTIAL ASSET SECURITIES C RASC 2005 EMX1 M2 | 170,698 | 157,208 | -13,489 | 0.01% | -$13.58K |
| RAAC SERIES RAAC 2006 RP4 M1 144A | 181,451 | 147,559 | -33,892 | 0.01% | -$33.89K |
| GNMA II POOL 005164 G2 08/41 FIXED 5.5 | 150,068 | 147,704 | -2,365 | 0.01% | -$2.85K |
| FNMA POOL 256372 FN 07/36 FIXED 6.5 | 145,156 | 142,819 | -2,337 | 0.01% | -$3.58K |
| FNMA POOL 891367 FN 04/36 FIXED 4.75 | 144,043 | 141,162 | -2,881 | 0.01% | -$5.52K |
| FED HM LN PC POOL H19005 FG 01/37 FIXED 5.5 | 142,488 | 139,995 | -2,494 | 0.01% | -$3.67K |
| First Horizon Alternative Mortgage Securities Trust 2004-AA7 | 128,586 | 125,453 | -3,133 | 0.01% | -$2.25K |
| Chase Funding Trust Series 2003-5 | 125,749 | 120,159 | -5,590 | 0.01% | -$5.44K |
| CHEVY CHASE MORTGAGE FUNDING C CCMFC 2004 4A A1 144A | 124,750 | 119,578 | -5,171 | 0.01% | -$4.17K |
| JP MORGAN MORTGAGE TRUST JPMMT 2007 A1 3A2 | 126,326 | 117,689 | -8,637 | 0.01% | -$7.99K |
| FNMA POOL 738753 FN 09/33 FIXED 6 | 111,365 | 108,503 | -2,862 | 0.01% | -$3.30K |
| Starwood Mortgage Residential Trust, Series 2020-3, Class A1 | 135,862 | 106,846 | -29,016 | 0.01% | -$28.14K |
| Freddie Mac REMICS | 116,457 | 113,508 | -2,950 | 0.01% | -$3.68K |
| GNMA II POOL 004949 G2 02/41 FIXED 4 | 104,747 | 103,341 | -1,406 | 0.01% | -$2.14K |
| GNMA II POOL 758659 G2 03/41 FIXED 4.5 | 94,701 | 93,469 | -1,231 | 0.01% | -$1.95K |
| FNMA POOL 819457 FN 02/35 FIXED 4.75 | 93,433 | 91,408 | -2,024 | 0.01% | -$3.73K |
| FNMA POOL 852504 FN 09/35 FIXED 5.35 | 92,190 | 90,294 | -1,896 | 0.01% | -$2.54K |
| FINANCE AMERICA MORTGAGE LOAN TRUST 2004-2 SER 2004-2 CL M1 V/R REGD 4.89376000 | 94,848 | 90,650 | -4,198 | 0.01% | -$3.83K |
| MERRILL LYNCH MORTGAGE INVESTO MLMI 2005 A9 2A1C | 107,298 | 88,852 | -18,446 | 0.01% | -$17.54K |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION SER 2020-17 CL EU 2.50000000 | 98,217 | 96,236 | -1,982 | 0.01% | -$2.79K |
| FNMA POOL 918929 FN 04/37 FIXED 5.5 | 84,096 | 82,826 | -1,269 | 0.01% | -$2.02K |
| GNMA POOL AA0060 GN 04/42 FIXED 3.7 | 89,537 | 86,579 | -2,958 | 0.01% | -$2.81K |
| FNMA POOL MA1253 FN 11/42 FIXED 4 | 87,899 | 84,655 | -3,244 | 0.01% | -$3.47K |
| GNMA II POOL 004262 G2 10/38 FIXED 7 | 80,940 | 79,933 | -1,007 | 0.01% | -$821 |
| Securitized Asset-Backed Receivables LLC Trust, Series 2005-OP1, Class M2 | 86,265 | 83,976 | -2,289 | 0.00% | -$2.79K |
| GNMA II POOL 716993 G2 06/39 FIXED 5.4 | 75,277 | 74,357 | -920 | 0.00% | -$1.46K |
| SAXON ASSET SECURITIES TRUST SAST 2005 1 M2 | 82,197 | 77,142 | -5,055 | 0.00% | -$5.08K |
| GNMA POOL 799863 GN 04/42 FIXED 3.75 | 79,701 | 78,442 | -1,259 | 0.00% | -$1.30K |
| FNMA POOL 944530 FN 07/47 FIXED 6 | 73,125 | 72,721 | -404 | 0.00% | -$946 |
| FED HM LN PC POOL B32059 FG 09/37 FIXED 5.4 | 70,271 | 68,915 | -1,356 | 0.00% | -$2.64K |
| FNMA POOL 895567 FN 04/36 FIXED 5.45 | 71,487 | 69,650 | -1,837 | 0.00% | -$2.37K |
| NRZT 2018-3A A1 144A FRN 05-25-58 | 72,763 | 69,928 | -2,836 | 0.00% | -$3.16K |
| FED HM LN PC POOL U31817 FG 03/38 FIXED 5.4 | 66,317 | 65,360 | -957 | 0.00% | -$2.17K |
| FNMA POOL 941742 FN 07/37 FIXED 5.35 | 69,006 | 66,900 | -2,106 | 0.00% | -$2.60K |
| GNMA II POOL 004918 G2 01/41 FIXED 4 | 72,227 | 70,470 | -1,757 | 0.00% | -$2.22K |
| GNMA II POOL 723581 G2 04/35 FIXED 5.5 | 67,270 | 65,644 | -1,626 | 0.00% | -$3.42K |
| GNMA II POOL 688058 G2 08/38 FIXED 4.5 | 67,813 | 66,309 | -1,504 | 0.00% | -$1.99K |
| GNMA II POOL 734402 G2 04/41 FIXED 4.5 | 67,545 | 66,606 | -939 | 0.00% | -$1.45K |
| FED HM LN PC POOL U32423 FG 11/38 FIXED 5.4 | 64,231 | 63,395 | -836 | 0.00% | -$2.01K |
| GNMA POOL 672295 GN 01/38 FIXED 5.35 | 60,641 | 59,748 | -893 | 0.00% | -$1.67K |
| GNMA II POOL AV9440 G2 11/46 FIXED 3 | 68,980 | 67,761 | -1,219 | 0.00% | -$1.48K |
| GNMA II POOL 627122 G2 03/34 FIXED 5.5 | 61,694 | 60,195 | -1,499 | 0.00% | -$1.93K |
| FNMA POOL MA0565 FN 09/40 FIXED 5.5 | 59,011 | 58,398 | -613 | 0.00% | -$1.17K |
| FED HM LN PC POOL K30023 FG 02/47 FIXED 5.5 | 59,450 | 58,680 | -770 | 0.00% | -$1.33K |
| FED HM LN PC POOL N31493 FG 02/38 FIXED 5 | 59,131 | 58,215 | -916 | 0.00% | -$1.97K |
| FED HM LN PC POOL P51309 FG 07/37 FIXED 5.5 | 59,523 | 58,612 | -911 | 0.00% | -$1.38K |
| ASSET BACKED SECURITIES CORP H ABSHE 2004 HE3 M1 | 54,042 | 53,515 | -526 | 0.00% | -$234 |
| MLCC MORTGAGE INVESTORS INC MLCC 2004 A A1 | 60,776 | 57,571 | -3,205 | 0.00% | -$3.16K |
| IMPAC CMB TRUST IMM 2004 10 1A1 | 56,580 | 54,578 | -2,002 | 0.00% | -$1.89K |
| GNMA POOL 671883 GN 06/37 FIXED 5.35 | 52,040 | 51,005 | -1,035 | 0.00% | -$1.43K |
| FED HM LN PC POOL U30321 FG 02/37 FIXED 5 | 52,142 | 51,135 | -1,007 | 0.00% | -$2.08K |
| FNMA POOL 972781 FN 01/38 FIXED 5.35 | 51,655 | 50,507 | -1,147 | 0.00% | -$1.54K |
| FED HM LN PC POOL P51262 FG 02/37 FIXED 5.5 | 50,702 | 49,904 | -798 | 0.00% | -$1.21K |
| FED HM LN PC POOL K30066 FG 06/47 FIXED 5.5 | 49,439 | 49,146 | -293 | 0.00% | -$751 |
| FNMA POOL 888796 FN 09/37 FIXED VAR | 48,493 | 47,602 | -891 | 0.00% | -$1.31K |
| FNMA POOL 995092 FN 12/37 FIXED VAR | 46,720 | 46,027 | -692 | 0.00% | -$1.11K |
| FED HM LN PC POOL H09098 FG 10/37 FIXED 6.5 | 44,710 | 44,084 | -626 | 0.00% | -$1.02K |
| FNMA POOL AB6113 FN 08/42 FIXED 4 | 47,058 | 45,188 | -1,870 | 0.00% | -$2.17K |
| COUNTRYWIDE ALTERNATIVE LOAN T CWALT 2007 OA6 A1A | 47,693 | 46,715 | -978 | 0.00% | -$762 |
| FED HM LN PC POOL N31005 FG 08/33 FIXED 5.5 | 45,802 | 43,179 | -2,623 | 0.00% | -$2.88K |
| FNMA POOL 255990 FN 11/35 FIXED 5 | 44,015 | 42,855 | -1,161 | 0.00% | -$1.50K |
| GNMA II POOL MA1084 G2 06/43 FIXED 4 | 45,838 | 45,278 | -561 | 0.00% | -$883 |
| GNMA II POOL MA0082 G2 05/42 FIXED 3.5 | 49,382 | 46,840 | -2,541 | 0.00% | -$1.96K |
| FNMA POOL AO3529 FN 06/42 FIXED 4 | 45,588 | 43,892 | -1,695 | 0.00% | -$1.81K |
| GNMA II POOL BK5879 G2 11/48 FIXED 4.5 | 44,481 | 44,222 | -259 | 0.00% | -$595 |
| SLM STUDENT LOAN TRUST SLMA 2008 5 A4 | 47,297 | 41,824 | -5,472 | 0.00% | -$5.60K |
| FED HM LN PC POOL P51237 FG 11/36 FIXED 6.5 | 40,615 | 39,854 | -761 | 0.00% | -$1.13K |
| FIRST FRANKLIN MTG LOAN ASSET FFML 2004 FF1 M1 | 45,430 | 41,256 | -4,174 | 0.00% | -$4.16K |
| WAMU MORTGAGE PASS THROUGH CER WAMU 2005 AR13 A1B2 | 42,074 | 41,288 | -786 | 0.00% | -$749 |
| FNMA POOL 256890 FN 09/37 FIXED 6 | 39,277 | 38,624 | -654 | 0.00% | -$1.05K |
| FED HM LN PC POOL P51299 FG 07/37 FIXED 5.5 | 41,206 | 39,781 | -1,426 | 0.00% | -$1.78K |
| FNMA POOL MA2953 FN 03/47 FIXED 4 | 41,635 | 41,320 | -315 | 0.00% | -$503 |
| FNMA POOL AS0070 FN 08/43 FIXED 4 | 43,238 | 40,592 | -2,645 | 0.00% | -$2.72K |
| GNMA POOL 679071 GN 11/37 FIXED 5.35 | 35,838 | 35,312 | -527 | 0.00% | -$966 |
| GNMA II POOL 799902 G2 03/42 FIXED 3.74 | 37,970 | 37,536 | -434 | 0.00% | -$402 |
| GNMA II POOL AH5878 G2 03/44 FIXED 3.75 | 37,520 | 37,160 | -360 | 0.00% | -$346 |
| FNMA POOL 820191 FN 05/35 FIXED 5 | 35,850 | 34,556 | -1,294 | 0.00% | -$1.52K |
| Freddie Mac Gold Pool | 32,947 | 32,147 | -800 | 0.00% | -$1.11K |
| FED HM LN PC POOL U30400 FG 06/37 FIXED 5.55 | 32,071 | 31,502 | -569 | 0.00% | -$1.04K |
| FNMA POOL AB6261 FN 09/42 FIXED 4 | 34,963 | 32,773 | -2,191 | 0.00% | -$2.25K |
| FNMA POOL 879922 FN 11/35 FIXED 5 | 32,013 | 31,394 | -619 | 0.00% | -$878 |
| FNMA POOL 833303 FN 05/35 FIXED 5.15 | 31,338 | 30,582 | -756 | 0.00% | -$985 |
| FNMA POOL 519281 FN 09/29 FIXED 5.34 | 31,416 | 29,479 | -1,937 | 0.00% | -$2.04K |
| FNMA POOL 801506 FN 09/34 FIXED 4.75 | 28,595 | 27,961 | -634 | 0.00% | -$1.15K |
| GNMA II POOL 004492 G2 07/39 FIXED 6.5 | 27,128 | 26,808 | -320 | 0.00% | -$181 |
| GNMA II POOL AA0711 G2 07/42 FIXED 3.74 | 29,805 | 29,482 | -323 | 0.00% | -$299 |
| FNMA POOL 819230 FN 02/35 FIXED 5.35 | 27,817 | 27,184 | -633 | 0.00% | -$834 |
| CWABS Asset-Backed Certificates Trust 2005-14 | 36,471 | 25,879 | -10,592 | 0.00% | -$10.51K |
| FNMA POOL MA1137 FN 07/42 FIXED 4 | 26,801 | 26,519 | -282 | 0.00% | -$397 |
| GSAA Home Equity Trust, Series 2007-7, Class A4 | 42,021 | 25,160 | -16,861 | 0.00% | -$16.26K |
| GNMA POOL 672173 GN 09/37 FIXED 5.35 | 23,936 | 23,573 | -363 | 0.00% | -$696 |
| FED HM LN PC POOL H09152 FG 02/38 FIXED 6.5 | 23,450 | 23,132 | -318 | 0.00% | -$533 |
| FREDDIE MAC GOLD POOL FG H01774 | 22,941 | 22,604 | -337 | 0.00% | -$535 |
| GNMA II POOL 005201 G2 10/41 FIXED 4 | 24,639 | 24,283 | -356 | 0.00% | -$526 |
| TMST 2005-1 A3 | 23,595 | 23,079 | -516 | 0.00% | -$365 |
| FNMA POOL AL2591 FN 05/38 FIXED VAR | 23,992 | 22,161 | -1,831 | 0.00% | -$2.05K |
| FED HM LN PC POOL U30402 FG 06/37 FIXED 5.55 | 21,294 | 20,035 | -1,259 | 0.00% | -$1.28K |
| CHEVY CHASE MORTGAGE FUNDING C CCMFC 2005 1A A2 144A | 20,823 | 20,093 | -731 | 0.00% | -$658 |
| FED HM LN PC POOL N31480 FG 04/37 FIXED 5 | 18,754 | 18,442 | -312 | 0.00% | -$684 |
| GNMA POOL 662867 GN 12/36 FIXED 5.35 | 20,101 | 18,160 | -1,941 | 0.00% | -$1.98K |
| FNMA POOL AL6513 FN 07/44 FIXED VAR | 18,465 | 18,098 | -366 | 0.00% | -$574 |
| FNMA POOL 800447 FN 10/34 FIXED 5 | 18,937 | 18,507 | -429 | 0.00% | -$625 |
| WAMU MORTGAGE PASS THROUGH CER WAMU 2006 AR5 A12A | 19,183 | 18,789 | -393 | 0.00% | -$308 |
| FNMA POOL 922855 FN 11/36 FIXED 5.5 | 17,850 | 17,413 | -437 | 0.00% | -$690 |
| FNMA POOL 924068 FN 05/37 FIXED 6.5 | 16,561 | 16,322 | -239 | 0.00% | -$372 |
| FREDDIE MAC GOLD POOL FG H09070 | 15,682 | 15,450 | -231 | 0.00% | -$388 |
| FNMA POOL 847106 FN 10/35 FIXED 5.5 | 16,132 | 15,817 | -315 | 0.00% | -$435 |
| FNMA POOL 952320 FN 10/37 FIXED 6.5 | 15,742 | 15,526 | -216 | 0.00% | -$344 |
Top 300 of 373, by weight.
| Security | Shares Dec 2025 | Shares Mar 2026 | Δ shares | End % | Δ value |
|---|---|---|---|---|---|
| DEUTSCHE BANK NY | 12,000,000 | 12,000,000 | 0 | 0.76% | $10.27K |
| ALGONQUIN POWER | 10,162,000 | 10,162,000 | 0 | 0.66% | -$41.12K |
| BARCLAYS PLC | 9,700,000 | 9,700,000 | 0 | 0.63% | -$45.45K |
| FNMA POOL BZ5550 FN 12/32 FIXED 4.3 | 9,700,000 | 9,700,000 | 0 | 0.62% | -$53.48K |
| SKYWORKS SOLUT | 9,400,000 | 9,400,000 | 0 | 0.60% | $57.63K |
| ATHENE GLOBAL FUNDING SECURED 144A 09/28 VAR | 9,400,000 | 9,400,000 | 0 | 0.60% | -$4.74K |
| FOXCONN FAR EAST LTD COMPANY GUAR 08/28 1.875 | 10,100,000 | 10,100,000 | 0 | 0.60% | -$50.60K |
| NY STATE ELECTRIC + GAS SR UNSECURED 144A 12/26 3.25 | 9,146,000 | 9,146,000 | 0 | 0.59% | -$2.40K |
| ROYAL CARIBBEAN CRUISES SR UNSECURED 144A 04/28 5.5 | 8,600,000 | 8,600,000 | 0 | 0.56% | -$58.46K |
| AVIS BUDGET RENTAL CAR FUNDING AESOP LLC SER 2023-7A CL A REGD 144A P/P 5.90000000 | 8,100,000 | 8,100,000 | 0 | 0.53% | -$47.52K |
| CREDIT AGRICOLE SA SR UNSECURED 144A 03/27 VAR | 8,100,000 | 8,100,000 | 0 | 0.52% | -$9.73K |
| GOLDMAN SACHS GROUP INC (THE) FRN SOFR+185 03/15/2028 | 8,000,000 | 8,000,000 | 0 | 0.52% | -$21.28K |
| HNDA F 03/08/27 MTN | 7,700,000 | 7,700,000 | 0 | 0.50% | -$18.27K |
| EVGRN 2025-1A A | 7,400,000 | 7,400,000 | 0 | 0.48% | -$3.19K |
| AVIATION CAPITAL | 7,150,000 | 7,150,000 | 0 | 0.46% | $30.16K |
| SANTANDER HOLD | 6,800,000 | 6,800,000 | 0 | 0.44% | $2.54K |
| SOCIETE GENERALE SA MTN 1.792000% 06/09/2027 | 6,455,000 | 6,455,000 | 0 | 0.41% | $34.35K |
| FORDR 2023-1 A 144A 4.85% 08-15-35 | 6,100,000 | 6,100,000 | 0 | 0.40% | -$58.69K |
| NYO Commercial Mortgage Trust, Series 2021-1290, Class A | 6,000,000 | 6,000,000 | 0 | 0.39% | -$4.72K |
| SYNIT 2025-A1 A | 5,900,000 | 5,900,000 | 0 | 0.38% | -$43.35K |
| SYMPHONY CLO LTD SYMP 2025 52A AR 144A | 5,900,000 | 5,900,000 | 0 | 0.38% | -$446 |
| BRIGHTHSE FIN GLBL FUND SECURED REGS 04/27 5.55 | 5,800,000 | 5,800,000 | 0 | 0.38% | -$45.91K |
| NAVESINK CLO, LIMITED NAVS 2024 2A A1R 144A | 5,700,000 | 5,700,000 | 0 | 0.37% | $262 |
| ENBRIDGE INC | 5,681,000 | 5,681,000 | 0 | 0.37% | -$13.64K |
| MRVL 1.65 04/15/26 | 5,513,000 | 5,513,000 | 0 | 0.36% | $30.53K |
| Eagle Funding LuxCo S.a.r.l. | 5,400,000 | 5,400,000 | 0 | 0.35% | -$72.04K |
| TRTN 2.05 04/15/26 144A | 5,403,000 | 5,403,000 | 0 | 0.35% | $35.97K |
| DXC TECH CO | 5,397,000 | 5,397,000 | 0 | 0.34% | $23.17K |
| RY F 10/18/27 GMTN | 5,200,000 | 5,200,000 | 0 | 0.34% | -$13.50K |
| KKR FINANCIAL HOLDINGS SR UNSECURED 144A 05/33 5.4 | 5,500,000 | 5,500,000 | 0 | 0.34% | -$164.01K |
| PFS FINANCING CORP SER 2023-C CL A REGD 144A P/P 5.52000000 | 5,000,000 | 5,000,000 | 0 | 0.32% | -$22.06K |
| KKR FINANCIAL CLO LTD KKR 16 A1R3 144A | 5,000,000 | 5,000,000 | 0 | 0.32% | $3.43K |
| RY F 03/27/28 GMTN | 4,934,000 | 4,934,000 | 0 | 0.32% | -$12.68K |
| KKR FINANCIAL CLO LTD KKR 33A AR 144A | 4,900,000 | 4,900,000 | 0 | 0.32% | $3.83K |
| BlueMountain CLO XXXII Ltd | 4,900,000 | 4,900,000 | 0 | 0.32% | $450 |
| Guggenheim CLO Ltd., Series 2022-2A, Class A1R | 4,900,000 | 4,900,000 | 0 | 0.32% | $7.80K |
| THAYER PARK CLO, LTD. THAYR 2017 1A A1RR 144A | 4,900,000 | 4,900,000 | 0 | 0.32% | $55 |
| Enterprise Fleet Financing LLC, Series 2025-4, Class A2 | 4,800,000 | 4,800,000 | 0 | 0.31% | -$13.69K |
| KKR FINANCIAL CLO LTD KKR 42A AR 144A | 4,700,000 | 4,700,000 | 0 | 0.30% | $2.21K |
| PEACEHEALTH OBLI | 4,600,000 | 4,600,000 | 0 | 0.30% | -$43.06K |
| WELLFLEET CLO LTD WELF 2021 1A A1R 144A | 4,500,000 | 4,500,000 | 0 | 0.29% | -$424 |
| VZMT 2024-6 A1A | 4,500,000 | 4,500,000 | 0 | 0.29% | -$27.93K |
| Elmwood CLO 15 Ltd., Series 2022-2A, Class A1R | 4,500,000 | 4,500,000 | 0 | 0.29% | $366 |
| NTT FINANCE | 4,500,000 | 4,500,000 | 0 | 0.29% | $32.06K |
| BAYER US FIN II LLC 4.375% 12/15/2028 144A | 4,500,000 | 4,500,000 | 0 | 0.29% | -$50.10K |
| Romark CLO V Ltd., Series 2021-5A, Class AR | 4,400,000 | 4,400,000 | 0 | 0.28% | -$6.02K |
| TRILLIUM CREDIT CARD TRUST II TCCT 2025 1A A 144A | 4,300,000 | 4,300,000 | 0 | 0.28% | $2.56K |
| SHACKLETON CLO LTD SHACK 2019 14A A1RR 144A | 4,300,000 | 4,300,000 | 0 | 0.28% | $1.98K |
| Enterprise Fleet Financing LLC, Series 2025-1, Class A3 | 3,700,000 | 3,700,000 | 0 | 0.24% | -$30.91K |
| BRIGHTHS FIN GLB | 3,445,000 | 3,445,000 | 0 | 0.22% | $21.48K |
| 37 CAPITAL CLO LTD PUTNM 2021 1A AR 144A | 3,400,000 | 3,400,000 | 0 | 0.22% | -$1.42K |
| OCTAGON INVESTMENT PARTNERS 40 OCT40 2019 1A A1RR 144A | 3,400,000 | 3,400,000 | 0 | 0.22% | $1.95K |
| VOYA CLO LTD VOYA 2017 3A A1RR 144A | 3,300,000 | 3,300,000 | 0 | 0.21% | $2.81K |
| Bain Capital Credit CLO Ltd., Series 2021-3A, Class AR | 3,300,000 | 3,300,000 | 0 | 0.21% | $7.41K |
| Bain Capital Credit CLO Ltd., Series 2021-6A, Class A1R | 3,300,000 | 3,300,000 | 0 | 0.21% | $1.69K |
| ROGERS COMMUNIC | 3,320,000 | 3,320,000 | 0 | 0.21% | -$8.22K |
| SOUTHERN CAL ED | 3,300,000 | 3,300,000 | 0 | 0.21% | -$14.54K |
| ROYAL CARIBBEAN CRUISES SR UNSECURED 144A 07/27 5.375 | 3,200,000 | 3,200,000 | 0 | 0.21% | -$12.73K |
| MTBAT 2025-1A A3 | 3,000,000 | 3,000,000 | 0 | 0.20% | -$18.48K |
| CRVNA 2025-P1 A3 | 3,000,000 | 3,000,000 | 0 | 0.19% | -$8.05K |
| NUTRIEN LTD | 3,000,000 | 3,000,000 | 0 | 0.19% | -$6.12K |
| BWAY Mortgage Trust, Series 2021-1450, Class A | 3,000,000 | 3,000,000 | 0 | 0.19% | $21.39K |
| CDEP 5.875 04/30/29 144A | 2,800,000 | 2,800,000 | 0 | 0.19% | -$31.92K |
| NSANY 1.85 09/16/26 REGS | 2,745,000 | 2,745,000 | 0 | 0.17% | $12.68K |
| DOMINION ENERGY | 2,700,000 | 2,700,000 | 0 | 0.17% | $16.47K |
| SAMMONS FINANCIAL GROUP GLOBAL FUNDING FRN SOFR+85 09/02/2027 144A | 2,600,000 | 2,600,000 | 0 | 0.17% | $386 |
| AMCOR FINANCE USA INC REGD 3.62500000 | 2,571,000 | 2,571,000 | 0 | 0.17% | $3.25K |
| Carvana Auto Receivables Trust, Series 2023-P2, Class A4 | 2,500,000 | 2,500,000 | 0 | 0.16% | -$12.22K |
| VW 4.95 03/25/27 144A | 2,500,000 | 2,500,000 | 0 | 0.16% | -$11.35K |
| BPCE SA REGD V/R 144A P/P 6.61200000 | 2,400,000 | 2,400,000 | 0 | 0.16% | -$19.11K |
| CANADIAN IMPERIAL BK OF COMM FRN SOFR+94 06/28/2027 | 2,360,000 | 2,360,000 | 0 | 0.15% | -$4.47K |
| BAYER US FINANCE | 2,200,000 | 2,200,000 | 0 | 0.14% | -$11.89K |
| DUKE ENERGY COR | 2,200,000 | 2,200,000 | 0 | 0.14% | -$11.00K |
| ROMARK CLO LTD RMRK 2021 4A A1R 144A | 2,200,000 | 2,200,000 | 0 | 0.14% | $1.37K |
| SOUTH BOW USA | 2,100,000 | 2,100,000 | 0 | 0.14% | -$11.11K |
| KOREA NATIONAL OIL CORP SR UNSECURED REGS 09/27 VAR | 2,015,000 | 2,015,000 | 0 | 0.13% | -$1.55K |
| KEURIG DR PEPPER INC REGD V/R 4.63613700 | 2,000,000 | 2,000,000 | 0 | 0.13% | -$3.94K |
| GLOBAL PAY INC | 2,000,000 | 2,000,000 | 0 | 0.13% | -$23.01K |
| UNIVERSAL HLTH S | 2,000,000 | 2,000,000 | 0 | 0.13% | $9.64K |
| NSANY 1.85 09/16/26 | 2,000,000 | 2,000,000 | 0 | 0.13% | $9.24K |
| VW Float 03/25/27 | 1,800,000 | 1,800,000 | 0 | 0.12% | -$2.75K |
| BERRY GLOBAL INC SR SECURED 144A 07/26 4.875 | 1,731,000 | 1,731,000 | 0 | 0.11% | -$173 |
| KEYSPAN GAS EAST | 1,727,000 | 1,727,000 | 0 | 0.11% | $5.56K |
| HYATT HOTELS | 1,700,000 | 1,700,000 | 0 | 0.11% | -$17.05K |
| DELL INT / EMC | 1,700,000 | 1,700,000 | 0 | 0.11% | -$5.62K |
| AMERICAN TOWER | 1,600,000 | 1,600,000 | 0 | 0.10% | -$18.92K |
| Nationwide Building Society | 1,600,000 | 1,600,000 | 0 | 0.10% | -$12.27K |
| NORTHWOODS CAPITAL LTD WOODS 2021 25A AR 144A | 1,600,000 | 1,600,000 | 0 | 0.10% | $3.90K |
| LCM Ltd., Series 36A, Class A1R | 1,600,000 | 1,600,000 | 0 | 0.10% | $2.61K |
| CROWN CASTLE INT | 1,600,000 | 1,600,000 | 0 | 0.10% | $881 |
| ATHENE GLOBAL FUNDING SR SECURED 144A 06/26 1.608 | 1,525,000 | 1,525,000 | 0 | 0.10% | $7.58K |
| Pacific Life Global Funding II | 1,496,000 | 1,496,000 | 0 | 0.10% | -$1.42K |
| ENTERGY NEW ORLEANS LLC 1ST MORTGAGE 06/26 4 | 1,470,000 | 1,470,000 | 0 | 0.09% | $1.24K |
| SAMMONS FINANCIAL GROUP SR UNSECURED 144A 05/27 4.45 | 1,423,000 | 1,423,000 | 0 | 0.09% | -$8.58K |
| KOREA INV + SECS CO LTD SR UNSECURED REGS 07/26 2.125 | 1,400,000 | 1,400,000 | 0 | 0.09% | $5.85K |
| INTESA SANPAOLO SPA REGD 144A P/P 3.87500000 | 1,359,000 | 1,359,000 | 0 | 0.09% | -$4.73K |
| RENESAS ELECTRONICS CORP SR UNSECURED 144A 11/26 2.17 | 1,305,000 | 1,305,000 | 0 | 0.08% | $3.34K |
| DEUTSCHE BANK NY REGD V/R 5.27513700 | 1,212,000 | 1,212,000 | 0 | 0.08% | -$2.11K |
| AVOLON HOLDINGS FUNDING LTD 3.25% 02/15/2027 144A | 1,190,000 | 1,190,000 | 0 | 0.08% | -$505 |
| BARCLAYS PLC | 1,000,000 | 1,000,000 | 0 | 0.07% | -$7.64K |
| SOUTHERN CAL ED | 1,000,000 | 1,000,000 | 0 | 0.06% | -$2.05K |
| Atlas Senior Loan Fund XVII Ltd., Series 2021-17A, Class AR | 1,000,000 | 1,000,000 | 0 | 0.06% | $2.11K |
| AIR LEASE CORP | 947,000 | 947,000 | 0 | 0.06% | $1.54K |
| AON NORTH AMER | 900,000 | 900,000 | 0 | 0.06% | -$6.66K |
| FIRSTENERGY CORP | 901,000 | 901,000 | 0 | 0.06% | -$4.06K |
| DRYDEN SENIOR LOAN FUND DRSLF 2020 86A A1R2 144A | 800,000 | 800,000 | 0 | 0.05% | $681 |
| Chase Auto Owner Trust 2024-5 | 800,000 | 800,000 | 0 | 0.05% | -$2.41K |
| CGMS 2021-9A AR 10/34 | 800,000 | 800,000 | 0 | 0.05% | -$419 |
| MORGAN STANLEY MORTGAGE LOAN T MSM 2005 6AR 1M6 | 755,000 | 755,000 | 0 | 0.05% | -$552 |
| AM AIRLN 14-1 A | 746,523 | 746,523 | 0 | 0.05% | $202 |
| MARATHON PETRO | 728,000 | 728,000 | 0 | 0.05% | -$3.08K |
| CPGX 6.055 08/15/26 144A | 715,000 | 715,000 | 0 | 0.05% | -$3.45K |
| CANADIAN NATL RE | 700,000 | 700,000 | 0 | 0.05% | -$7.04K |
| AMMC CLO 27 Ltd., Series 2022-27A, Class A1R | 700,000 | 700,000 | 0 | 0.05% | $281 |
| CANADIAN PACIFIC RAILWAY COMPANY GUAR 06/26 3.125 | 700,000 | 700,000 | 0 | 0.05% | $1.38K |
| Apidos CLO XXXV, Series 2021-35A, Class A | 650,000 | 650,000 | 0 | 0.04% | -$536 |
| BOEING CO/THE | 600,000 | 600,000 | 0 | 0.04% | -$5.35K |
| GWOLF 2019-1A A1R2 | 600,000 | 600,000 | 0 | 0.04% | $57 |
| SOUTHERN CAL ED | 600,000 | 600,000 | 0 | 0.04% | -$1.64K |
| AYR 2.85 01/26/28 144A | 600,000 | 600,000 | 0 | 0.04% | -$1.95K |
| F+G GLOBAL FUNDING SECURED 144A 04/27 2.3 | 586,000 | 586,000 | 0 | 0.04% | -$913 |
| BANQUE FEDERATIVE DU CREDIT MUTUEL SA | 550,000 | 550,000 | 0 | 0.04% | -$485 |
| JP MORGAN CHASE COMMERCIAL MORTGAGE SE SER 2019-FL12 CL A V/R REGD 144A P/P 5.45601000 | 551,299 | 551,299 | 0 | 0.04% | $418 |
| BEMIS CO INC | 550,000 | 550,000 | 0 | 0.04% | $1.78K |
| Jamestown CLO XVI Ltd., Series 2021-16A, Class AR | 500,000 | 500,000 | 0 | 0.03% | $324 |
| KKR FINANCIAL CLO LTD KKR 27A A1R2 144A | 500,000 | 500,000 | 0 | 0.03% | $136 |
| GLENLN 1.625 04/27/26 144A | 500,000 | 500,000 | 0 | 0.03% | $3.03K |
| AerCap Ireland Capital Designated Activity Company | 400,000 | 400,000 | 0 | 0.03% | -$3.43K |
| PNC Bank, National Association | 400,000 | 400,000 | 0 | 0.03% | $22 |
| ANCHORAGE CREDIT FUNDING LTD. ANCHF 2025 19A A 144A | 400,000 | 400,000 | 0 | 0.03% | -$3.60K |
| BMW US CAP. LLC FRN | 350,000 | 350,000 | 0 | 0.02% | -$538 |
| SOUTHERN CAL ED | 300,000 | 300,000 | 0 | 0.02% | -$1.25K |
| Cedar Funding VI CLO Ltd., Series 2016-6A, Class AR3 | 300,000 | 300,000 | 0 | 0.02% | $127 |
| WELLS FARGO + COMPANY SR UNSECURED 01/28 VAR | 204,000 | 204,000 | 0 | 0.01% | -$541 |
| COLORADO INT GAS CO/ISS COMPANY GUAR 144A 08/26 4.15 | 150,000 | 150,000 | 0 | 0.01% | -$53 |
| 317UADSA1 PIMCO SWAPTION 3.65 PUT USD 20260909 | 15,900,000 | 15,900,000 | 0 | 0.00% | $32.41K |
| BSARM 2002-11 1A1 | 67 | 67 | 0 | 0.00% | -$4 |
| RFR USD SOFR/3.75000 12/17/25-7Y LCH | 1 | 1 | 0 | 0.00% | $62.66K |
| RFR USD SOFR/3.75000 09/17/25-5Y LCH | 1 | 1 | 0 | 0.00% | $36.29K |
| SOUTH KOREA GOVT AS BP MYC | 1 | 1 | 0 | -0.01% | $45.31K |
Machine-readable: JSON · Markdown. Programmatic access via the agent surface.