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 |
|---|---|---|---|---|---|
| U.S. Treasury Bills | 0 | 175,000,000 | 175,000,000 | 3.14% | $174.65M |
| US TREASURY N/B | 0 | 136,000,000 | 136,000,000 | 2.41% | $133.88M |
| ZAR/USD FWD 20260116 BOFAUS6N | 0 | 121,000,000 | 121,000,000 | 2.17% | $121.00M |
| FNCL 3.5 4/26 | 0 | 128,000,000 | 128,000,000 | 2.11% | $117.33M |
| U.S. Treasury Bills | 0 | 110,000,000 | 110,000,000 | 1.97% | $109.76M |
| FNCL 5 4/26 | 0 | 81,600,000 | 81,600,000 | 1.45% | $80.47M |
| U.S. Treasury Bills | 0 | 80,000,000 | 80,000,000 | 1.43% | $79.78M |
| US TREASURY N/B | 0 | 76,000,000 | 76,000,000 | 1.37% | $76.15M |
| FNCL 4.5 4/26 | 0 | 71,000,000 | 71,000,000 | 1.23% | $68.52M |
| US TREASURY N/B | 0 | 66,208,000 | 66,208,000 | 1.15% | $63.86M |
| Uniform Mortgage-Backed Security, TBA | 0 | 62,000,000 | 62,000,000 | 1.14% | $63.20M |
| FNCL 4 4/26 | 0 | 50,000,000 | 50,000,000 | 0.85% | $47.18M |
| FNCI 5 4/21 | 0 | 38,000,000 | 38,000,000 | 0.69% | $38.28M |
| US TREASURY N/B | 0 | 33,000,000 | 33,000,000 | 0.57% | $31.81M |
| U.S. Treasury Bills | 0 | 30,000,000 | 30,000,000 | 0.54% | $29.98M |
| FNCL 3 4/26 | 0 | 32,600,000 | 32,600,000 | 0.51% | $28.63M |
| G2SF 5.5 4/25 | 0 | 28,000,000 | 28,000,000 | 0.51% | $28.18M |
| US TREASURY N/B | 0 | 27,410,500 | 27,410,500 | 0.49% | $27.25M |
| G2SF 6.5 4/25 | 0 | 24,000,000 | 24,000,000 | 0.45% | $24.94M |
| FNCL 5.5 4/26 | 0 | 22,700,000 | 22,700,000 | 0.41% | $22.80M |
| G2SF 5 4/26 | 0 | 23,000,000 | 23,000,000 | 0.41% | $22.78M |
| G2SF 2.5 4/24 | 0 | 22,000,000 | 22,000,000 | 0.34% | $18.92M |
| G2SF 2 4/26 | 0 | 20,000,000 | 20,000,000 | 0.30% | $16.52M |
| SAUDI INT BOND | 0 | 13,960,000 | 13,960,000 | 0.25% | $13.75M |
| AMERICAN HONDA F | 0 | 13,325,000 | 13,325,000 | 0.23% | $12.86M |
| PI0047 RE 2025 | 0 | 11,350,000 | 11,350,000 | 0.23% | $12.54M |
| G2SF 3 4/26 | 0 | 14,000,000 | 14,000,000 | 0.22% | $12.50M |
| Mutual of Omaha Cos. Global Funding | 0 | 12,615,000 | 12,615,000 | 0.22% | $12.46M |
| US TREASURY N/B | 0 | 11,500,000 | 11,500,000 | 0.21% | $11.65M |
| LOEWS CORP | 0 | 10,505,000 | 10,505,000 | 0.18% | $10.28M |
| ORACLE CORP | 0 | 11,070,000 | 11,070,000 | 0.18% | $10.27M |
| Omnicom Group Inc | 0 | 10,125,000 | 10,125,000 | 0.18% | $9.89M |
| FNCL 2 4/26 | 0 | 12,200,000 | 12,200,000 | 0.18% | $9.82M |
| UBS Group AG | 0 | 9,940,000 | 9,940,000 | 0.18% | $9.77M |
| Credit Agricole SA | 0 | 9,950,000 | 9,950,000 | 0.17% | $9.73M |
| US TREASURY N/B | 0 | 8,814,800 | 8,814,800 | 0.16% | $8.69M |
| Merna Reinsurance II Ltd., Series B | 0 | 8,250,000 | 8,250,000 | 0.15% | $8.44M |
| ABBOTT LABS | 0 | 8,220,000 | 8,220,000 | 0.14% | $8.04M |
| UAL 4.875 03/01/29 | 0 | 7,145,000 | 7,145,000 | 0.13% | $6.99M |
| TOYOTA MTR CRED | 0 | 7,030,000 | 7,030,000 | 0.12% | $6.92M |
| SUMITOMO MITSU | 0 | 7,015,000 | 7,015,000 | 0.12% | $6.91M |
| SUMITOMO MITSU | 0 | 7,075,000 | 7,075,000 | 0.12% | $6.86M |
| US TREASURY N/B | 0 | 6,682,300 | 6,682,300 | 0.12% | $6.52M |
| Sector Re V Series 2025-Dec Class GL-R | 0 | 6,000,000 | 6,000,000 | 0.12% | $6.44M |
| FNMA-15YR | 0 | 7,000,000 | 7,000,000 | 0.12% | $6.44M |
| JPMORGAN CHASE | 0 | 6,485,000 | 6,485,000 | 0.11% | $6.37M |
| BANK NOVA SCOTIA | 0 | 6,205,000 | 6,205,000 | 0.11% | $6.12M |
| HSBC HOLDINGS | 0 | 6,200,000 | 6,200,000 | 0.11% | $6.09M |
| ORACLE CORP | 0 | 6,450,000 | 6,450,000 | 0.11% | $5.93M |
| BANTRY RE LTD | 0 | 5,552,044 | 5,552,044 | 0.11% | $5.88M |
| SYSCO CORP | 0 | 5,620,000 | 5,620,000 | 0.10% | $5.45M |
| Uniform Mortgage-Backed Security, TBA | 0 | 6,000,000 | 6,000,000 | 0.10% | $5.39M |
| GLS Auto Select Receivables Trust 2024-2 | 0 | 5,210,000 | 5,210,000 | 0.10% | $5.32M |
| MPLX LP | 0 | 5,315,000 | 5,315,000 | 0.09% | $5.24M |
| BANTRY RE 2025 2 | 0 | 4,500,000 | 4,500,000 | 0.09% | $5.15M |
| HONEYWELL AEROSP | 0 | 5,065,000 | 5,065,000 | 0.09% | $5.03M |
| BFCM 4.541 01/15/31 144A | 0 | 4,960,000 | 4,960,000 | 0.09% | $4.89M |
| THOPAS RE 2026 | 0 | 4,650,086 | 4,650,086 | 0.09% | $4.75M |
| DAIMLER TRUCK FINAN NA COMPANY GUAR 144A 01/29 4.15 | 0 | 4,765,000 | 4,765,000 | 0.08% | $4.70M |
| G2SF 3.5 4/24 | 0 | 5,000,000 | 5,000,000 | 0.08% | $4.59M |
| ORANGE SA 144A LIFE SR UNSEC 5.0% 01-13-36 | 0 | 4,540,000 | 4,540,000 | 0.08% | $4.46M |
| TRUIST FINANCIAL | 0 | 4,430,000 | 4,430,000 | 0.08% | $4.38M |
| ABBOTT LABS | 0 | 4,470,000 | 4,470,000 | 0.08% | $4.37M |
| Reach Abs Trust, Series 2026-1A, Class A | 0 | 4,313,811 | 4,313,811 | 0.08% | $4.31M |
| UNITED MEXICAN | 0 | 4,405,000 | 4,405,000 | 0.08% | $4.31M |
| GE VERNOVA INC | 0 | 4,330,000 | 4,330,000 | 0.08% | $4.29M |
| METLIFE INC | 0 | 4,330,000 | 4,330,000 | 0.08% | $4.25M |
| NOVARTIS CAPITAL | 0 | 4,000,000 | 4,000,000 | 0.07% | $3.98M |
| COUSINS LP | 0 | 4,035,000 | 4,035,000 | 0.07% | $3.88M |
| ENERGY TRANS | 0 | 3,835,000 | 3,835,000 | 0.07% | $3.81M |
| GULLANE RE LTD | 0 | 4,819,725 | 4,819,725 | 0.07% | $3.80M |
| Uniform Mortgage-Backed Security, TBA | 0 | 4,000,000 | 4,000,000 | 0.07% | $3.78M |
| PANGAEA RE 2025 3 | 0 | 3,000,000 | 3,000,000 | 0.07% | $3.71M |
| ORANGE SA SR UNSECURED 144A 01/33 4.75 | 0 | 3,735,000 | 3,735,000 | 0.07% | $3.69M |
| Mayflower Re Ltd., Series B | 0 | 3,543,000 | 3,543,000 | 0.06% | $3.58M |
| Vitality Re XVII Ltd., Series A | 0 | 3,500,000 | 3,500,000 | 0.06% | $3.50M |
| US TREASURY N/B | 0 | 3,439,900 | 3,439,900 | 0.06% | $3.29M |
| GNMA, Series 2025-173, Class AI | 0 | 30,981,362 | 30,981,362 | 0.06% | $3.21M |
| Home Re Ltd., Series 2026-1, Class M1A | 0 | 2,850,000 | 2,850,000 | 0.05% | $2.85M |
| GAMBOGE RE 2024 | 0 | 6,000,000 | 6,000,000 | 0.05% | $2.79M |
| HSBC Holdings PLC | 0 | 2,815,000 | 2,815,000 | 0.05% | $2.79M |
| THERMO FISHER | 0 | 2,800,000 | 2,800,000 | 0.05% | $2.77M |
| ESSENTIAL UTIL | 0 | 2,790,000 | 2,790,000 | 0.05% | $2.75M |
| NOVARTIS CAPITAL | 0 | 2,685,000 | 2,685,000 | 0.05% | $2.70M |
| BERWICK RE LTD | 0 | 2,775,000 | 2,775,000 | 0.05% | $2.67M |
| PNC FINANCIAL | 0 | 2,690,000 | 2,690,000 | 0.05% | $2.64M |
| Veros Auto Receivables Trust, Series 2026-1, Class A | 0 | 2,610,358 | 2,610,358 | 0.05% | $2.61M |
| HONEYWELL AEROSP | 0 | 2,570,000 | 2,570,000 | 0.05% | $2.54M |
| COMMONWEALTH RE LTD | 0 | 2,500,000 | 2,500,000 | 0.05% | $2.51M |
| FIDELITY NATL IN | 0 | 2,520,000 | 2,520,000 | 0.04% | $2.50M |
| Windrose Re 2026-1 Class A | 0 | 2,500,000 | 2,500,000 | 0.04% | $2.49M |
| Lseg US Fin Corp | 0 | 2,255,000 | 2,255,000 | 0.04% | $2.23M |
| EVERSOURCE ENERG | 0 | 2,220,000 | 2,220,000 | 0.04% | $2.19M |
| LINCOLN GLOBAL | 0 | 2,200,000 | 2,200,000 | 0.04% | $2.18M |
| CARNOUSTIE RE 2026 | 0 | 2,000,000 | 2,000,000 | 0.04% | $2.09M |
| PANGAEA RE LTD | 0 | 2,000,000 | 2,000,000 | 0.04% | $2.09M |
| SAN DIEGO G & E | 0 | 2,080,000 | 2,080,000 | 0.04% | $2.07M |
| G2SF 4.5 4/26 | 0 | 2,000,000 | 2,000,000 | 0.03% | $1.93M |
| G2SF 4 4/23 | 0 | 2,000,000 | 2,000,000 | 0.03% | $1.87M |
| Wells Fargo Commercial Mortgage Trust 2026-1250B | 0 | 1,890,000 | 1,890,000 | 0.03% | $1.87M |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNR 2025-120 IC | 0 | 7,901,434 | 7,901,434 | 0.03% | $1.77M |
| UNITED AIRLINES HOLDINGS INC SR UNSEC 5.375% 03-01-31 | 0 | 1,730,000 | 1,730,000 | 0.03% | $1.69M |
| VERISK ANALYTICS | 0 | 1,705,000 | 1,705,000 | 0.03% | $1.68M |
| VST 5.35 01/31/36 144A | 0 | 1,690,000 | 1,690,000 | 0.03% | $1.65M |
| First Quantum Minerals Ltd | 0 | 1,705,000 | 1,705,000 | 0.03% | $1.64M |
| WELLS FARGO COMMERCIAL MORTGAGE TRUST 2026 1250B | 0 | 1,640,000 | 1,640,000 | 0.03% | $1.62M |
| AROC 6 02/01/34 | 0 | 1,500,000 | 1,500,000 | 0.03% | $1.49M |
| OAK-Eagle Acquireco Inc | 0 | 1,315,000 | 1,315,000 | 0.02% | $1.36M |
| Kodiak Gas Services LLC | 0 | 1,320,000 | 1,320,000 | 0.02% | $1.33M |
| PI0051 CHELTENHAM RE 2025 | 0 | 1,250,000 | 1,250,000 | 0.02% | $1.29M |
| VORNADO REALTY LP SR UNSECURED 02/33 5.75 | 0 | 1,280,000 | 1,280,000 | 0.02% | $1.26M |
| Vistra Operations Company, LLC | 0 | 1,185,000 | 1,185,000 | 0.02% | $1.17M |
| EVERSOURCE ENERG | 0 | 1,180,000 | 1,180,000 | 0.02% | $1.16M |
| OLD NATL BANCORP | 0 | 1,030,000 | 1,030,000 | 0.02% | $1.03M |
| Windrose Re Ltd. | 0 | 1,000,000 | 1,000,000 | 0.02% | $1.00M |
| GNMA, Series 2024-206 | 0 | 9,619,675 | 9,619,675 | 0.02% | $966.47K |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 0 | 9,299,070 | 9,299,070 | 0.02% | $918.89K |
| PINE VALLEY RE LTD | 0 | 1,000,000 | 1,000,000 | 0.02% | $884.07K |
| GNMA, Series 2024-24, Class AI | 0 | 7,972,464 | 7,972,464 | 0.01% | $779.57K |
| MERION RE 2026 1 | 0 | 750,000 | 750,000 | 0.01% | $691.79K |
| CITIZENS FIN GRP | 0 | 685,000 | 685,000 | 0.01% | $678.83K |
| MACCLESFIELD RE 2026 | 0 | 627,344 | 627,344 | 0.01% | $623.02K |
| Sanders Re IV Ltd., Series A-2 | 0 | 600,000 | 600,000 | 0.01% | $598.98K |
| Sanders Re III Ltd., Series b-2 | 0 | 600,000 | 600,000 | 0.01% | $598.98K |
| GNMA, Series 2021-96, Class BI | 0 | 3,205,230 | 3,205,230 | 0.01% | $583.59K |
| 10-Year T-Note Futures, Jun-2026,ETH | 0 | -339 | -339 | 0.01% | $578.94K |
| Herbie Re Ltd., Series A | 0 | 500,000 | 500,000 | 0.01% | $500.00K |
| VERAISON RE LTD | 0 | 500,000 | 500,000 | 0.01% | $499.60K |
| Citrus Re Ltd., Series A | 0 | 500,000 | 500,000 | 0.01% | $499.50K |
| Locke Tavern Re Ltd., Series A | 0 | 500,000 | 500,000 | 0.01% | $499.50K |
| Veraison Re Ltd. | 0 | 500,000 | 500,000 | 0.01% | $499.45K |
| OLD HEAD RE | 0 | 500,000 | 500,000 | 0.01% | $427.11K |
| SANDERS RE III LTD | 0 | 400,000 | 400,000 | 0.01% | $400.80K |
| SANDERS RE IV LTD | 0 | 400,000 | 400,000 | 0.01% | $399.32K |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 0 | 400,000 | 400,000 | 0.01% | $394.66K |
| PORTSALON RE 2022 | 0 | 500,000 | 500,000 | 0.01% | $356.90K |
| Matterhorn Re Ltd., Series A | 0 | 350,000 | 350,000 | 0.01% | $348.74K |
| SILK ROAD RE LTD | 0 | 250,000 | 250,000 | 0.00% | $251.88K |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 0 | 200,000 | 200,000 | 0.00% | $207.76K |
| THOPAS RE 2025 | 0 | 4,000,000 | 4,000,000 | 0.00% | $203.09K |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 0 | 200,000 | 200,000 | 0.00% | $201.16K |
| FHLMC, Series 5003, Class KI | 0 | 1,457,302 | 1,457,302 | 0.00% | $190.25K |
| WALTON HEATH RE 2022 | 0 | 2,500,000 | 2,500,000 | 0.00% | $143.76K |
| FEDERAL HOME LOAN MORTGAGE CORP | 0 | 100,000 | 100,000 | 0.00% | $103.98K |
| THOPAS RE 2021 12 31 26 | 0 | 7,000,000 | 7,000,000 | 0.00% | $102.90K |
| FEDERAL HOME LOAN MORTGAGE CORP | 0 | 100,000 | 100,000 | 0.00% | $102.45K |
| GLENEAGLES RE 2022 | 0 | 1,250,000 | 1,250,000 | 0.00% | $44.25K |
| ALTURAS RE 2022 2 12 31 2027 | 0 | 3,497,182 | 3,497,182 | 0.00% | $43.71K |
| THOPAS RE 2020 12 31 26 | 0 | 6,000,000 | 6,000,000 | 0.00% | $27.00K |
| THOPAS RE 2022 | 0 | 4,000,000 | 4,000,000 | 0.00% | $20.30K |
| THOPAS RE 2024 | 0 | 4,256,392 | 4,256,392 | 0.00% | $19.72K |
| MERION RE 2025 1 | 0 | 750,000 | 750,000 | 0.00% | $11.75K |
| ALTURAS RE 2021 3 7 31 25 | 0 | 213,682 | 213,682 | 0.00% | $5.98K |
| FX Spot Contract: EUR/USD SETTLE 2026-01-05 | 0 | 22 | 22 | 0.00% | $25 |
| VIRIBUS RE 2023 | 0 | 2,000,000 | 2,000,000 | 0.00% | $0 |
| HOA ESCROW | 0 | 5,965,000 | 5,965,000 | 0.00% | $0 |
| THOPAS RE 2023 | 0 | 4,256,392 | 4,256,392 | 0.00% | $0 |
| VIRIBUS RE 2019 12 31 26 | 0 | 3,650,000 | 3,650,000 | 0.00% | $0 |
| VIRIBUS RE 2018 12 31 26 | 0 | 1,000,000 | 1,000,000 | 0.00% | $0 |
| 30 YEAR US TREASURY BOND FUTURE JUN26 | 0 | -59 | -59 | 0.00% | -$80.20K |
| Ultra 10-Year U.S. Treasury Note Futures, Jun-2026,ETH | 0 | -341 | -341 | 0.00% | -$124.89K |
| 5-Year T-Note Futures, Jun-2026,ETH | 0 | 2,475 | 2,475 | -0.02% | -$1.25M |
| 2-Year T-Note Futures, Jun-2026,ETH | 0 | 1,675 | 1,675 | -0.04% | -$2.41M |
| CDX CDX NAHYS45V1 5Y | 0 | 101,583,900 | 101,583,900 | -0.10% | -$5.36M |
| ULTRA LONG TERM US TREASURY BOND FUTURE MAR25 | 0 | 1,980 | 1,980 | -0.13% | -$7.44M |
| FNCL 2.5 4/26 | 0 | -25,200,000 | -25,200,000 | -0.38% | -$21.18M |
| FNCL 6 4/26 | 0 | -68,350,000 | -68,350,000 | -1.25% | -$69.67M |
| FNCL 6.5 4/26 | 0 | -76,200,000 | -76,200,000 | -1.42% | -$78.83M |
| Security | Shares Dec 2025 | Shares Mar 2026 | Δ shares | End % | Δ value |
|---|---|---|---|---|---|
| U.S. Treasury Bills | 250,000,000 | 0 | -250,000,000 | 0.00% | -$249.73M |
| U.S. Treasury Bills | 200,000,000 | 0 | -200,000,000 | 0.00% | -$199.92M |
| DREY-GVT CSH-I | 147,235,710 | 0 | -147,235,710 | 0.00% | -$147.24M |
| FNCL 5 1/26 | 82,000,000 | 0 | -82,000,000 | 0.00% | -$81.77M |
| FNCL 4.5 1/26 | 71,000,000 | 0 | -71,000,000 | 0.00% | -$69.31M |
| UNITED STATES DOLLAR | 66,000,000 | 0 | -66,000,000 | 0.00% | -$66.00M |
| Uniform Mortgage-Backed Security, TBA | 62,000,000 | 0 | -62,000,000 | 0.00% | -$63.56M |
| FNCL 4 1/26 | 50,000,000 | 0 | -50,000,000 | 0.00% | -$47.42M |
| FNCL 3.5 1/26 | 46,500,000 | 0 | -46,500,000 | 0.00% | -$42.99M |
| FNCL 3.5 2/26 | 43,500,000 | 0 | -43,500,000 | 0.00% | -$40.08M |
| Uniform Mortgage-Backed Security, TBA | 38,000,000 | 0 | -38,000,000 | 0.00% | -$38.48M |
| G2SF 5.5 1/25 | 28,000,000 | 0 | -28,000,000 | 0.00% | -$28.27M |
| FN FS6691 | 31,302,045 | 0 | -31,302,045 | 0.00% | -$26.40M |
| G2SF 6.5 1/24 | 24,000,000 | 0 | -24,000,000 | 0.00% | -$24.81M |
| Fannie Mae Pool | 26,395,890 | 0 | -26,395,890 | 0.00% | -$23.94M |
| G2SF 5 1/26 | 23,000,000 | 0 | -23,000,000 | 0.00% | -$22.95M |
| Government National Mortgage Association, TBA | 22,000,000 | 0 | -22,000,000 | 0.00% | -$18.97M |
| MIZUHO FINANCIAL GROUP SR UNSECURED 05/36 VAR | 17,720,000 | 0 | -17,720,000 | 0.00% | -$18.36M |
| APA CORP | 17,700,000 | 0 | -17,700,000 | 0.00% | -$17.63M |
| G2SF 2 1/26 | 20,000,000 | 0 | -20,000,000 | 0.00% | -$16.56M |
| FNMA POOL FA1000 FN 02/55 FIXED VAR | 14,500,990 | 0 | -14,500,990 | 0.00% | -$15.27M |
| GEN MOTORS FIN | 13,730,000 | 0 | -13,730,000 | 0.00% | -$14.29M |
| GEN MOTORS FIN | 12,850,000 | 0 | -12,850,000 | 0.00% | -$13.62M |
| G2SF 3 1/26 | 14,000,000 | 0 | -14,000,000 | 0.00% | -$12.58M |
| PI0047 2024-1 | 10,544,293 | 0 | -10,544,293 | 0.00% | -$11.43M |
| UMBS | 11,800,922 | 0 | -11,800,922 | 0.00% | -$10.65M |
| BOEING CO | 13,240,000 | 0 | -13,240,000 | 0.00% | -$9.86M |
| RCKT Mortgage Trust 2022-3 | 12,685,000 | 0 | -12,685,000 | 0.00% | -$9.18M |
| RAYMOND JAMES FINL. 4.90% | 8,670,000 | 0 | -8,670,000 | 0.00% | -$8.62M |
| WESTINGHOUSE AIR | 8,240,000 | 0 | -8,240,000 | 0.00% | -$8.59M |
| GEN MOTORS FIN | 7,475,000 | 0 | -7,475,000 | 0.00% | -$8.07M |
| Wells Fargo Mortgage Backed Securities 2022-2 Trust | 11,105,000 | 0 | -11,105,000 | 0.00% | -$7.43M |
| GENERAL MOTORS C | 6,464,000 | 0 | -6,464,000 | 0.00% | -$7.03M |
| AUTONATION INC | 7,335,000 | 0 | -7,335,000 | 0.00% | -$6.89M |
| FNCI 2 1/26 | 7,000,000 | 0 | -7,000,000 | 0.00% | -$6.48M |
| Ready Capital Mortgage Financing 2021-FL7 LLC | 6,380,000 | 0 | -6,380,000 | 0.00% | -$6.38M |
| ING GROEP NV JR SUBORDINA 12/99 VAR | 5,675,000 | 0 | -5,675,000 | 0.00% | -$5.92M |
| ELEVANCE HEALTH | 5,770,000 | 0 | -5,770,000 | 0.00% | -$5.74M |
| THPT Mortgage Trust, Series 2023-THL, Class A | 5,567,072 | 0 | -5,567,072 | 0.00% | -$5.64M |
| Uniform Mortgage-Backed Security, TBA | 6,000,000 | 0 | -6,000,000 | 0.00% | -$5.43M |
| BANTRY RE 2025 | 5,000,000 | 0 | -5,000,000 | 0.00% | -$5.42M |
| GLS AUTO RECEIVABLES ISSUER TRUST 2024-2 SER 2024-2A CL D REGD 144A P/P 6.19000000 | 5,210,000 | 0 | -5,210,000 | 0.00% | -$5.34M |
| BANTRY RE 2025-2 | 4,500,000 | 0 | -4,500,000 | 0.00% | -$5.11M |
| BOEING CO/THE | 4,505,000 | 0 | -4,505,000 | 0.00% | -$5.06M |
| FNMA 30YR 3% 11/01/2051# | 5,580,627 | 0 | -5,580,627 | 0.00% | -$5.04M |
| THOPAS RE 2025 | 4,000,000 | 0 | -4,000,000 | 0.00% | -$4.91M |
| GULLANE RE 2025 | 5,000,000 | 0 | -5,000,000 | 0.00% | -$4.82M |
| FNCI 2.5 1/24 | 5,000,000 | 0 | -5,000,000 | 0.00% | -$4.73M |
| J.P. Morgan Mortgage Trust 2022-4 | 6,420,000 | 0 | -6,420,000 | 0.00% | -$4.68M |
| NORTHROP GRUMMAN | 4,515,000 | 0 | -4,515,000 | 0.00% | -$4.67M |
| G2SF 3.5 1/26 | 5,000,000 | 0 | -5,000,000 | 0.00% | -$4.55M |
| Avis Budget Rental Car Funding AESOP LLC, Series 2023-8A, Class D | 4,410,000 | 0 | -4,410,000 | 0.00% | -$4.53M |
| Merion Re 2022-2 | 6,551,154 | 0 | -6,551,154 | 0.00% | -$4.36M |
| EXTRA SPACE STOR | 4,255,000 | 0 | -4,255,000 | 0.00% | -$4.30M |
| Freddie Mac Pool | 3,928,822 | 0 | -3,928,822 | 0.00% | -$4.13M |
| Fannie Mae Pool | 4,325,980 | 0 | -4,325,980 | 0.00% | -$4.03M |
| AUTONATION INC | 3,775,000 | 0 | -3,775,000 | 0.00% | -$3.81M |
| PHILIP MORRIS IN | 3,895,000 | 0 | -3,895,000 | 0.00% | -$3.81M |
| NORDEA BANK ABP F2V | 3,680,000 | 0 | -3,680,000 | 0.00% | -$3.78M |
| JP Morgan Mortgage Trust 2021-7 | 4,565,278 | 0 | -4,565,278 | 0.00% | -$3.76M |
| DTMINC 5.8 12/15/34 144A | 3,440,000 | 0 | -3,440,000 | 0.00% | -$3.57M |
| PANGAEA RE 2025-3 | 3,000,000 | 0 | -3,000,000 | 0.00% | -$3.52M |
| GS Mortgage-Backed Securities Corp Trust 2022-PJ4 | 4,820,000 | 0 | -4,820,000 | 0.00% | -$3.50M |
| Mystic Re IV Ltd., Series A | 3,400,000 | 0 | -3,400,000 | 0.00% | -$3.40M |
| Sequoia Mortgage Trust 2022-1 | 4,725,000 | 0 | -4,725,000 | 0.00% | -$3.20M |
| Rate Mortgage Trust 2021-J3 | 3,712,660 | 0 | -3,712,660 | 0.00% | -$3.13M |
| BOEING CO/THE | 2,695,000 | 0 | -2,695,000 | 0.00% | -$3.06M |
| Four Lakes Re Ltd., Series A | 3,000,000 | 0 | -3,000,000 | 0.00% | -$3.00M |
| COMMERCIAL METALS CO SR UNSECURED 144A 11/33 5.75 | 2,905,000 | 0 | -2,905,000 | 0.00% | -$2.97M |
| Rate Mortgage Trust 2021-J4 | 3,671,333 | 0 | -3,671,333 | 0.00% | -$2.91M |
| Avis Budget Rental Car Funding AESOP LLC, Series 2023-6A, Class D | 2,800,000 | 0 | -2,800,000 | 0.00% | -$2.88M |
| GAMBOGE RE 2024 | 6,000,000 | 0 | -6,000,000 | 0.00% | -$2.79M |
| BERWICK RE 2025 | 2,500,000 | 0 | -2,500,000 | 0.00% | -$2.78M |
| Autodesk, Inc. | 2,655,000 | 0 | -2,655,000 | 0.00% | -$2.72M |
| COOPR Residential Mortgage Trust, Series 2025-CES1, Class A1A | 2,690,908 | 0 | -2,690,908 | 0.00% | -$2.72M |
| RCKT Mortgage Trust, Series 2025-CES5, Class A1A | 2,655,848 | 0 | -2,655,848 | 0.00% | -$2.69M |
| PANGAEA RE 2025-1 | 2,500,000 | 0 | -2,500,000 | 0.00% | -$2.40M |
| DataBank Issuer, Series 2021-1A, Class B | 2,400,000 | 0 | -2,400,000 | 0.00% | -$2.39M |
| Freddie Mac Pool | 2,440,788 | 0 | -2,440,788 | 0.00% | -$2.28M |
| Republic Finance Issuance Trust, Series 2021-A, Class C | 2,300,000 | 0 | -2,300,000 | 0.00% | -$2.28M |
| Provident Funding Mortgage Trust 2021-J1 | 2,680,675 | 0 | -2,680,675 | 0.00% | -$2.28M |
| ACRES Commercial Realty 2021-FL1 Issuer, Ltd. | 2,263,697 | 0 | -2,263,697 | 0.00% | -$2.26M |
| Vitality Re XIII Ltd., Series A | 2,250,000 | 0 | -2,250,000 | 0.00% | -$2.25M |
| Oceanview Mortgage Trust 2021-5 | 2,584,924 | 0 | -2,584,924 | 0.00% | -$2.21M |
| Freddie Mac Pool | 2,343,038 | 0 | -2,343,038 | 0.00% | -$2.18M |
| PI0050 - BANBURY RE 2024 | 2,000,000 | 0 | -2,000,000 | 0.00% | -$2.10M |
| Wells Fargo Mortgage Backed Securities 2022-2 Trust | 2,810,000 | 0 | -2,810,000 | 0.00% | -$2.03M |
| G2SF 4.5 1/26 | 2,000,000 | 0 | -2,000,000 | 0.00% | -$1.95M |
| S&P GLOBAL INC | 1,930,000 | 0 | -1,930,000 | 0.00% | -$1.92M |
| G2SF 4 1/26 | 2,000,000 | 0 | -2,000,000 | 0.00% | -$1.89M |
| AUTONATION INC | 1,765,000 | 0 | -1,765,000 | 0.00% | -$1.83M |
| HLT 5.5 03/31/34 144A | 1,700,000 | 0 | -1,700,000 | 0.00% | -$1.71M |
| AUTONATION INC | 1,675,000 | 0 | -1,675,000 | 0.00% | -$1.48M |
| BAXTER INTL | 1,450,000 | 0 | -1,450,000 | 0.00% | -$1.47M |
| Fannie Mae Pool | 1,538,419 | 0 | -1,538,419 | 0.00% | -$1.44M |
| MATTEL INC | 1,380,000 | 0 | -1,380,000 | 0.00% | -$1.39M |
| UBER TECHNOLOGIE | 1,320,000 | 0 | -1,320,000 | 0.00% | -$1.31M |
| WESTGATE RESORTS 2022-1 LLC WESTR 2022-1A C | 1,256,451 | 0 | -1,256,451 | 0.00% | -$1.25M |
| PI0051-CHELTENHAM RE 2025 | 1,250,000 | 0 | -1,250,000 | 0.00% | -$1.23M |
| CLEARWATER RE 2025 | 1,000,000 | 0 | -1,000,000 | 0.00% | -$1.13M |
| Freddie Mac Pool | 1,055,110 | 0 | -1,055,110 | 0.00% | -$1.10M |
| PINE VALLEY RE 2025 | 1,000,000 | 0 | -1,000,000 | 0.00% | -$1.02M |
| Mona Lisa Re Ltd., Series B | 1,000,000 | 0 | -1,000,000 | 0.00% | -$1.00M |
| FR SD7524 | 955,025 | 0 | -955,025 | 0.00% | -$863.17K |
| MERION RE 2025-1 | 750,000 | 0 | -750,000 | 0.00% | -$781.10K |
| Galileo Re Ltd., Series B | 750,000 | 0 | -750,000 | 0.00% | -$749.25K |
| LAS VEGAS SAN | 710,000 | 0 | -710,000 | 0.00% | -$741.07K |
| Gateway Re Ltd., Series A | 700,000 | 0 | -700,000 | 0.00% | -$711.90K |
| Fannie Mae Pool | 671,612 | 0 | -671,612 | 0.00% | -$703.41K |
| Matterhorn Re Ltd | 732,956 | 0 | -732,956 | 0.00% | -$652.84K |
| UNTD AIR 20-1 B | 630,094 | 0 | -630,094 | 0.00% | -$630.10K |
| Freddie Mac Pool | 532,871 | 0 | -532,871 | 0.00% | -$542.86K |
| Freddie Mac Pool | 465,888 | 0 | -465,888 | 0.00% | -$483.56K |
| OLD HEAD RE 2026 | 500,000 | 0 | -500,000 | 0.00% | -$405.00K |
| Fannie Mae Pool | 385,175 | 0 | -385,175 | 0.00% | -$359.42K |
| PORTSALON RE 2022 | 500,000 | 0 | -500,000 | 0.00% | -$356.90K |
| FANNIE MAE POOL FN 03/52 FIXED VAR | 334,377 | 0 | -334,377 | 0.00% | -$313.60K |
| Bonanza RE Ltd., Series A | 300,000 | 0 | -300,000 | 0.00% | -$300.00K |
| EPSOM RE 2025 | 250,000 | 0 | -250,000 | 0.00% | -$256.94K |
| Silk Road Re Ltd | 250,000 | 0 | -250,000 | 0.00% | -$251.88K |
| Freddie Mac Pool | 189,881 | 0 | -189,881 | 0.00% | -$200.44K |
| AFFRM 2024-X2 A 144A 5.22% 12-17-29 | 190,475 | 0 | -190,475 | 0.00% | -$190.53K |
| Gleneagles Re 2022 | 1,250,000 | 0 | -1,250,000 | 0.00% | -$147.50K |
| WALTON HEATH RE 2022 | 2,500,000 | 0 | -2,500,000 | 0.00% | -$143.76K |
| Alturas Re 2022-2, 12/31/2027 | 3,497,182 | 0 | -3,497,182 | 0.00% | -$122.75K |
| VIRIBUS RE 2023 | 2,000,000 | 0 | -2,000,000 | 0.00% | -$62.60K |
| Eden Re II Ltd | 1,040,000 | 0 | -1,040,000 | 0.00% | -$54.19K |
| STACR 2024-DNA3 M1 144A FRN 10-25-44 | 29,628 | 0 | -29,628 | 0.00% | -$29.62K |
| Thopas Re 2020, 12/31/23 | 6,000,000 | 0 | -6,000,000 | 0.00% | -$27.00K |
| THOPAS RE 2024 | 4,256,392 | 0 | -4,256,392 | 0.00% | -$25.11K |
| VIRIBUS RE 2024 | 333,333 | 0 | -333,333 | 0.00% | -$21.10K |
| THOPAS RE 2023 | 4,256,392 | 0 | -4,256,392 | 0.00% | -$11.07K |
| OLD HEAD RE 2025 | 250,000 | 0 | -250,000 | 0.00% | -$10.48K |
| Alturas Re 2021-3, 7/31/25 | 213,682 | 0 | -213,682 | 0.00% | -$5.47K |
| Ginnie Mae I Pool | 1,357 | 0 | -1,357 | 0.00% | -$1.36K |
| Fannie Mae Pool | 500 | 0 | -500 | 0.00% | -$498 |
| Sector Re V Ltd | 5,936 | 0 | -5,936 | 0.00% | $0 |
| Thopas Re 2022 | 4,000,000 | 0 | -4,000,000 | 0.00% | $0 |
| Berwick Re 2020-1, 12/31/23 | 3,000,000 | 0 | -3,000,000 | 0.00% | $0 |
| Viribus Re 2018, 12/31/21 | 1,000,000 | 0 | -1,000,000 | 0.00% | $0 |
| Thopas Re 2021, 12/31/24 | 7,000,000 | 0 | -7,000,000 | 0.00% | $0 |
| ESC GABS144A HOA FDG 4.723 20AUG51 | 5,965,000 | 0 | -5,965,000 | 0.00% | $0 |
| Sector Re V Ltd | 6,451 | 0 | -6,451 | 0.00% | $0 |
| Viribus Re 2019, 12/31/22 | 3,650,000 | 0 | -3,650,000 | 0.00% | $0 |
| FNCI 3 1/25 | -1,000,000 | 0 | 1,000,000 | 0.00% | $961.91K |
| WHEAT (CBT) | 7,802 | 0 | -7,802 | 0.00% | $7.64M |
| ZOOM COMMUNICATIONS INC | 1 | 0 | -1 | 0.00% | $7.94M |
| FNCL 3 1/26 | -14,000,000 | 0 | 14,000,000 | 0.00% | $12.38M |
| FNCL 5.5 1/26 | -14,600,000 | 0 | 14,600,000 | 0.00% | $14.80M |
| FNCL 2 1/26 | -19,300,000 | 0 | 19,300,000 | 0.00% | $15.60M |
| FNCL 7 1/24 | -15,100,000 | 0 | 15,100,000 | 0.00% | $15.89M |
| Uniform Mortgage-Backed Security, TBA | -16,400,000 | 0 | 16,400,000 | 0.00% | $16.61M |
| FNCL 6 1/26 | -22,100,000 | 0 | 22,100,000 | 0.00% | $22.69M |
| FNCL 6.5 1/26 | -22,700,000 | 0 | 22,700,000 | 0.00% | $23.59M |
| Uniform Mortgage-Backed Security, TBA | -50,900,000 | 0 | 50,900,000 | 0.00% | $52.23M |
| Uniform Mortgage-Backed Security, TBA | -60,200,000 | 0 | 60,200,000 | 0.00% | $62.57M |
| FNCL 2.5 1/26 | -103,000,000 | 0 | 103,000,000 | 0.00% | $87.06M |
| Security | Shares Dec 2025 | Shares Mar 2026 | Δ shares | End % | Δ value |
|---|---|---|---|---|---|
| MORGAN STANLEY SER O 4.5% PFD PERP | 180,464 | 335,583 | 155,119 | 0.10% | $2.58M |
| Bank of America Corp., Series LL, Pfd. | 81,877 | 205,511 | 123,634 | 0.07% | $2.45M |
| Mayflower Re Ltd., Series A | 2,250,000 | 3,750,000 | 1,500,000 | 0.07% | $1.50M |
| Wells Fargo & Co., Series DD, Pfd. | 103,653 | 206,150 | 102,497 | 0.06% | $1.71M |
| KeyCorp, Series G, Pfd. | 76,747 | 83,674 | 6,927 | 0.03% | $122.17K |
| State Street Corp., Series G, Pfd. | 29,695 | 46,103 | 16,408 | 0.02% | $330.09K |
| CAPITAL ONE FINANCIAL CORP SER L 4.375% PFD PERP | 44,623 | 46,992 | 2,369 | 0.01% | $9.11K |
| U.S. Bancorp, Series L, Pfd. | 43,669 | 50,785 | 7,116 | 0.01% | $80.65K |
| LA FITNESS TERM B 1LN 02/12/2029 | 187,448 | 187,448 | 0 | 0.00% | $205 |
| Security | Shares Dec 2025 | Shares Mar 2026 | Δ shares | End % | Δ value |
|---|---|---|---|---|---|
| FR SD8383 | 62,918,503 | 59,743,821 | -3,174,682 | 1.08% | -$3.80M |
| U.S. Treasury Notes | 50,701,500 | 50,000,000 | -701,500 | 0.91% | -$167.69K |
| Fannie Mae Pool | 40,149,704 | 39,319,467 | -830,236 | 0.61% | -$918.13K |
| UMBS | 37,003,960 | 35,893,795 | -1,110,165 | 0.57% | -$1.20M |
| Freddie Mac Pool | 35,635,863 | 34,957,617 | -678,246 | 0.52% | -$851.62K |
| Fannie Mae Pool | 29,245,774 | 28,632,846 | -612,928 | 0.44% | -$654.65K |
| G2 MB0309 | 33,000,001 | 23,958,753 | -9,041,248 | 0.44% | -$9.31M |
| FR RA5276 | 26,766,811 | 26,315,339 | -451,472 | 0.40% | -$499.22K |
| Fannie Mae Pool | 26,747,512 | 26,159,418 | -588,094 | 0.40% | -$570.81K |
| Freddie Mac Pool | 19,111,077 | 17,803,823 | -1,307,254 | 0.33% | -$1.48M |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 18,921,989 | 17,405,877 | -1,516,112 | 0.32% | -$1.64M |
| FIGRE TRUST 2024-HE6 5.724% 12/25/2054 144A | 18,370,875 | 17,238,484 | -1,132,391 | 0.31% | -$1.20M |
| FNMA POOL BY7306 FN 09/53 FIXED 5.5 | 17,007,921 | 15,596,436 | -1,411,485 | 0.28% | -$1.58M |
| FIGRE Trust, Series 2025-HE5, Class A | 16,167,245 | 15,328,657 | -838,588 | 0.27% | -$942.78K |
| Fannie Mae Pool | 16,181,828 | 15,841,752 | -340,077 | 0.26% | -$430.47K |
| FN MA4501 | 16,312,054 | 15,985,104 | -326,950 | 0.25% | -$284.99K |
| Freddie Mac Seasoned Credit Risk Transfer Trust Series 2018-4 | 12,931,999 | 12,509,373 | -422,626 | 0.22% | -$275.04K |
| DELTA/SKYMILES | 11,750,000 | 10,770,833 | -979,167 | 0.19% | -$1.07M |
| Fannie Mae Pool | 12,525,647 | 12,159,011 | -366,636 | 0.19% | -$370.34K |
| G2 MB0422 | 10,930,654 | 10,852,467 | -78,187 | 0.19% | -$157.71K |
| G2 MA8042 | 12,312,934 | 12,058,883 | -254,051 | 0.19% | -$244.99K |
| DARDEN RESTAURAN | 10,890,000 | 9,539,000 | -1,351,000 | 0.18% | -$1.61M |
| FIGRE Trust, Series 2024-HE3, Class A | 10,379,485 | 9,580,298 | -799,186 | 0.17% | -$854.04K |
| FIGRE Trust, Series 2025-HE1, Class A | 9,917,565 | 9,385,074 | -532,490 | 0.17% | -$633.59K |
| ING Groep NV, Series NC10 | 14,936,000 | 10,813,000 | -4,123,000 | 0.17% | -$4.04M |
| TPMT 2021-R1 A1 | 10,503,016 | 10,360,339 | -142,676 | 0.17% | -$219.21K |
| Fannie Mae Pool | 10,026,330 | 9,819,262 | -207,068 | 0.15% | -$222.58K |
| G2 MA8098 | 9,532,520 | 9,342,527 | -189,993 | 0.15% | -$229.65K |
| Hundred Acre Wood Trust 2021-INV3 | 10,005,519 | 9,820,007 | -185,512 | 0.15% | -$210.96K |
| Freddie Mac Pool | 8,728,251 | 8,520,627 | -207,624 | 0.14% | -$269.69K |
| NORDEA BANK ABP JR SUBORDINA 144A 12/99 VAR | 16,051,000 | 8,023,000 | -8,028,000 | 0.13% | -$7.78M |
| Freddie Mac Pool | 7,494,406 | 7,343,152 | -151,254 | 0.13% | -$232.31K |
| G2 MA7935 | 8,892,242 | 8,728,285 | -163,957 | 0.13% | -$152.16K |
| Mello Mortgage Capital Acceptance 2021-INV2 | 8,705,845 | 8,546,237 | -159,608 | 0.13% | -$151.28K |
| Uniform Mortgage-Backed Securities | 8,640,294 | 8,483,320 | -156,973 | 0.13% | -$147.55K |
| Saluda Grade Alternative Mortgage Trust 2021-FIG2 | 7,816,695 | 7,321,364 | -495,332 | 0.13% | -$523.60K |
| GS Mortgage-Backed Securities Trust, Series 2025-SL1, Class A1 | 7,214,274 | 6,729,041 | -485,233 | 0.12% | -$510.76K |
| FNCL UMBS 4.0 CB4819 10-01-52 | 6,856,581 | 6,719,560 | -137,021 | 0.11% | -$174.12K |
| IMS Ecuadorian Mortgage Trust, Series 2021-1, Class GA | 7,020,352 | 6,468,607 | -551,745 | 0.11% | -$583.71K |
| MINERVA LUXMBOURG SA 4.375% 03/18/2031 144A | 13,960,000 | 6,708,000 | -7,252,000 | 0.11% | -$6.90M |
| VSTA 2024-CES1 A1 | 6,542,717 | 5,845,844 | -696,873 | 0.11% | -$715.55K |
| Saluda Grade Alternative Mortgage Trust, Series 2024-CES1, Class A1 | 6,527,575 | 5,778,888 | -748,688 | 0.10% | -$763.58K |
| TOWD PT MTG TR 2024-CES2 6.125% 02/25/2064 144A | 6,425,112 | 5,788,000 | -637,113 | 0.10% | -$668.10K |
| Fannie Mae Pool | 6,628,370 | 6,591,599 | -36,771 | 0.10% | -$71.59K |
| GS MORTGAGE BACKED SECURITIES TRUST 2025 CES1 GSMBS 2025-CES1 A1A | 8,903,442 | 5,626,268 | -3,277,174 | 0.10% | -$3.33M |
| Freddie Mac Pool | 5,604,610 | 5,335,166 | -269,444 | 0.10% | -$323.81K |
| Blackbird Capital II Aircraft Lease Ltd., Series 2021-1A, Class A | 6,077,641 | 5,917,640 | -160,001 | 0.10% | -$160.57K |
| LHIPO 2021-1 GA | 6,149,681 | 6,126,544 | -23,137 | 0.10% | -$60.85K |
| Key Commercial Mortgage Securities Trust 2019-S2 | 5,711,276 | 5,642,642 | -68,635 | 0.10% | -$98.10K |
| Freddie Mac Pool | 5,398,072 | 5,192,255 | -205,818 | 0.10% | -$287.79K |
| Fannie Mae Pool | 5,842,583 | 5,369,722 | -472,861 | 0.09% | -$479.26K |
| Freddie Mac Pool | 5,277,369 | 4,887,460 | -389,909 | 0.09% | -$471.17K |
| PRMI Securitization Trust 2021-1 | 6,098,920 | 6,048,399 | -50,521 | 0.09% | -$55.43K |
| FREMF 2019-KS12 Mortgage Trust | 4,930,222 | 4,913,137 | -17,085 | 0.09% | $66.24K |
| Fannie Mae Pool | 4,786,680 | 4,615,285 | -171,395 | 0.09% | -$204.30K |
| Velocity Commercial Capital Loan Trust, Series 2024-6, Class A | 5,216,541 | 4,734,547 | -481,994 | 0.09% | -$513.77K |
| VOLKSWAGEN GROUP OF AMERICA FINANCE LLC 144A 5.800000% 03/27/2035 | 7,510,000 | 4,699,000 | -2,811,000 | 0.08% | -$3.08M |
| Fannie Mae Pool | 5,525,977 | 5,451,567 | -74,410 | 0.08% | -$76.88K |
| FNMA, 30 Year | 4,566,771 | 4,448,286 | -118,484 | 0.08% | -$164.05K |
| Freddie Mac Pool | 4,562,007 | 4,413,112 | -148,895 | 0.08% | -$178.57K |
| JP Morgan Mortgage Trust 2021-10 | 5,327,644 | 5,287,961 | -39,683 | 0.08% | -$61.65K |
| ACHM TRUST 2024-HE2 ACHM 2024-HE2 A | 4,578,354 | 4,298,504 | -279,850 | 0.08% | -$291.98K |
| Fannie Mae Pool | 5,029,971 | 4,979,269 | -50,702 | 0.08% | -$65.24K |
| Velocity Commercial Capital Loan Trust, Series 2025-1, Class A | 4,496,659 | 4,147,949 | -348,710 | 0.08% | -$372.68K |
| Fannie Mae Pool | 4,364,094 | 4,166,587 | -197,507 | 0.07% | -$255.19K |
| EQS 2024-1C A 144A 6.05% 01-20-31 | 4,324,776 | 4,077,273 | -247,503 | 0.07% | -$275.85K |
| Fannie Mae Pool | 4,561,553 | 4,481,053 | -80,500 | 0.07% | -$115.68K |
| STACR 2024-DNA3 A1 144A FRN 10-25-44 | 4,459,150 | 4,061,800 | -397,350 | 0.07% | -$400.31K |
| FNMA, Series 437, Class C11 | 23,219,853 | 22,897,905 | -321,948 | 0.07% | -$75.59K |
| ReadyCap Lending Small Business Loan Trust, Series 2023-3, Class A | 4,109,237 | 3,947,488 | -161,749 | 0.07% | -$159.54K |
| FIGRE Trust, Series 2025-HE8, Class A | 4,238,610 | 3,981,368 | -257,242 | 0.07% | -$283.43K |
| FNMDI4 3.0 BF0174 02-01-57 | 4,532,399 | 4,450,689 | -81,710 | 0.07% | -$97.04K |
| Cascade MH Asset Trust, Series 2019-MH1, Class A | 3,977,329 | 3,902,972 | -74,357 | 0.07% | -$87.35K |
| AIR CDA PASS THRU TR 2017-1 3.3% 07/15/2031 144A | 4,074,802 | 3,912,216 | -162,586 | 0.07% | -$153.15K |
| Fannie Mae Pool | 4,593,719 | 4,519,143 | -74,576 | 0.07% | -$71.96K |
| Fannie Mae Pool | 3,719,064 | 3,617,725 | -101,340 | 0.07% | -$135.66K |
| Freddie Mac Seasoned Credit Risk Transfer Trust Series 2019-4 | 3,821,014 | 3,697,786 | -123,227 | 0.06% | -$81.51K |
| JG Wentworth XLIII LLC | 4,037,261 | 3,931,645 | -105,616 | 0.06% | -$97.04K |
| Mello Mortgage Capital Acceptance 2021-MTG2 | 4,292,929 | 4,259,668 | -33,262 | 0.06% | -$50.56K |
| FREDDIE MAC POOL FR SD3937 | 4,166,638 | 4,058,911 | -107,726 | 0.06% | -$124.70K |
| UNTD AIR 24-1 AA | 3,384,153 | 3,290,715 | -93,438 | 0.06% | -$126.03K |
| FIGRE Trust, Series 2025-HE2, Class A | 3,481,457 | 3,267,406 | -214,051 | 0.06% | -$234.70K |
| Freddie Mac Pool | 3,746,013 | 3,589,798 | -156,215 | 0.06% | -$166.23K |
| Fannie Mae Pool | 3,334,403 | 3,245,333 | -89,070 | 0.06% | -$151.42K |
| Fannie Mae Pool | 3,246,047 | 3,157,530 | -88,517 | 0.06% | -$147.11K |
| Freddie Mac Pool | 3,118,162 | 3,025,039 | -93,123 | 0.06% | -$112.46K |
| Freddie Mac Pool | 3,926,932 | 3,848,524 | -78,408 | 0.06% | -$73.54K |
| FREDDIE MAC SEASONED CREDIT RISK TRANSFER TRUST SE SCRT 2020-2 M | 3,315,609 | 3,180,306 | -135,303 | 0.06% | -$123.54K |
| FNMA 30YR 5.5% 09/01/2053#BY8612 | 3,312,297 | 3,051,268 | -261,029 | 0.06% | -$292.40K |
| NOVELIS CORP REGD 144A P/P 6.37500000 | 6,025,000 | 3,106,000 | -2,919,000 | 0.05% | -$3.06M |
| Fannie Mae Pool | 3,006,746 | 2,989,414 | -17,332 | 0.05% | -$53.21K |
| Uniform Mortgage-Backed Securities | 3,472,506 | 3,397,216 | -75,290 | 0.05% | -$69.31K |
| FNCL UMBS 6.5 DA0030 09-01-53 | 3,034,806 | 2,817,095 | -217,711 | 0.05% | -$269.95K |
| CFMT LLC, Series 2024-HB13, Class A | 3,016,368 | 2,708,641 | -307,727 | 0.05% | -$300.38K |
| Brean Asset-Backed Securities Trust, Series 2021-RM1, Class A | 2,996,664 | 2,793,869 | -202,794 | 0.05% | -$185.34K |
| Fannie Mae Pool | 2,887,962 | 2,824,423 | -63,539 | 0.05% | -$82.62K |
| Fannie Mae Pool | 3,192,480 | 3,077,256 | -115,225 | 0.05% | -$110.31K |
| Fannie Mae Pool | 3,031,414 | 2,489,162 | -542,252 | 0.05% | -$572.98K |
| Fannie Mae Pool | 2,608,477 | 2,510,127 | -98,351 | 0.05% | -$119.62K |
| FNCL UMBS 2.5 BU6901 04-01-52 | 3,243,122 | 3,063,805 | -179,317 | 0.05% | -$164.49K |
| Provident Funding Mortgage Trust 2021-1 | 3,118,487 | 3,091,531 | -26,956 | 0.05% | -$35.77K |
| Provident Funding Mortgage Trust 2021-2 | 3,139,193 | 3,111,823 | -27,370 | 0.05% | -$36.21K |
| Fannie Mae Pool | 2,606,901 | 2,474,564 | -132,337 | 0.05% | -$162.08K |
| Freddie Mac Pool | 2,972,098 | 2,885,442 | -86,656 | 0.04% | -$76.77K |
| Fannie Mae Pool | 2,825,935 | 2,778,241 | -47,693 | 0.04% | -$45.33K |
| Fannie Mae Connecticut Avenue Securities | 2,500,000 | 2,392,595 | -107,405 | 0.04% | -$112.46K |
| Freddie Mac Pool | 2,608,708 | 2,542,186 | -66,522 | 0.04% | -$86.33K |
| Freddie Mac Pool | 2,263,093 | 2,252,930 | -10,163 | 0.04% | -$14.22K |
| RCKT Mortgage Trust 2021-3 | 2,872,496 | 2,839,510 | -32,986 | 0.04% | -$35.38K |
| Fannie Mae Pool | 2,591,548 | 2,532,923 | -58,625 | 0.04% | -$73.89K |
| J.G. Wentworth XLI LLC | 2,626,934 | 2,580,900 | -46,034 | 0.04% | -$59.77K |
| Triangle Re, Ltd. 2023-1 | 3,251,735 | 2,298,264 | -953,471 | 0.04% | -$963.20K |
| Fannie Mae Pool | 2,756,334 | 2,733,646 | -22,688 | 0.04% | -$30.00K |
| Freddie Mac Pool | 2,331,311 | 2,252,063 | -79,248 | 0.04% | -$102.49K |
| SBCLN 2024-A E | 2,605,980 | 2,259,592 | -346,388 | 0.04% | -$353.95K |
| Fannie Mae Pool | 2,363,216 | 2,228,682 | -134,534 | 0.04% | -$157.52K |
| Freddie Mac Pool | 2,418,239 | 2,338,980 | -79,259 | 0.04% | -$102.91K |
| Freddie Mac Seasoned Credit Risk Transfer Trust Series 2020-1 | 2,429,052 | 2,298,678 | -130,374 | 0.04% | -$120.15K |
| Freddie Mac Pool | 2,535,384 | 2,490,940 | -44,444 | 0.04% | -$56.75K |
| Provident Funding Mortgage Trust 2021-J1 | 2,600,862 | 2,575,557 | -25,306 | 0.04% | -$13.93K |
| Government National Mortgage Association | 12,146,233 | 11,887,905 | -258,327 | 0.04% | -$126.52K |
| Fannie Mae Pool | 2,180,994 | 2,097,748 | -83,247 | 0.04% | -$93.75K |
| Freddie Mac Pool | 2,377,423 | 2,099,815 | -277,608 | 0.04% | -$307.31K |
| Fannie Mae Pool | 2,298,788 | 2,091,710 | -207,078 | 0.04% | -$260.95K |
| Fannie Mae Pool | 2,190,888 | 2,112,397 | -78,491 | 0.04% | -$118.24K |
| JP Morgan Mortgage Trust 2022-INV1 | 2,479,568 | 2,460,238 | -19,329 | 0.04% | -$30.56K |
| Ally Bank Auto Credit-Linked Notes, Series 2024-B, Class E | 2,324,034 | 2,040,937 | -283,097 | 0.04% | -$294.37K |
| PRMI Securitization Trust 2021-1 | 2,499,945 | 2,479,236 | -20,709 | 0.04% | -$28.42K |
| Freddie Mac Pool | 2,131,351 | 1,937,437 | -193,913 | 0.04% | -$212.42K |
| Fannie Mae Pool | 2,253,827 | 2,200,084 | -53,743 | 0.04% | -$48.53K |
| FNMA Connecticut Avenue Securities Trust, Series 2022-R02, Class 2M2 | 2,035,000 | 1,964,109 | -70,891 | 0.04% | -$87.01K |
| Aqua Finance Trust, Series 2019-A, Class C | 2,202,778 | 2,026,991 | -175,787 | 0.04% | -$179.52K |
| Freddie Mac Pool | 2,259,529 | 2,191,576 | -67,954 | 0.04% | -$79.30K |
| Fannie Mae Pool | 1,947,331 | 1,888,970 | -58,362 | 0.04% | -$69.75K |
| G2 MA5818 | 2,052,026 | 1,999,612 | -52,414 | 0.04% | -$66.37K |
| Fannie Mae Pool | 1,946,556 | 1,906,420 | -40,135 | 0.04% | -$59.58K |
| SpringCastle America Funding LLC, Series 2020-AA, Class A | 2,101,433 | 1,986,703 | -114,730 | 0.03% | -$113.51K |
| Flagstar Mortgage Trust, Series 2021-4, Class AX1 | 146,806,283 | 146,396,076 | -410,206 | 0.03% | -$14.35K |
| Freddie Mac Pool | 2,152,200 | 1,740,278 | -411,922 | 0.03% | -$438.22K |
| Continental Finance Credit Card ABS Master Trust, Series 2022-A, Class A | 8,169,425 | 1,823,671 | -6,345,754 | 0.03% | -$6.38M |
| Fannie Mae Pool | 1,854,049 | 1,753,113 | -100,936 | 0.03% | -$119.63K |
| Fannie Mae Pool | 1,862,516 | 1,819,673 | -42,843 | 0.03% | -$49.89K |
| Fannie Mae Pool | 1,845,711 | 1,782,096 | -63,615 | 0.03% | -$84.09K |
| Fannie Mae Pool | 1,702,647 | 1,693,985 | -8,662 | 0.03% | -$24.26K |
| Fannie Mae Pool | 1,885,394 | 1,653,428 | -231,966 | 0.03% | -$252.70K |
| FG Q13205 | 1,906,892 | 1,851,546 | -55,346 | 0.03% | -$67.25K |
| Government National Mortgage Association | 10,667,039 | 10,486,397 | -180,641 | 0.03% | -$49.90K |
| GNII II 3.5% 06/20/2044#MA1995 | 1,831,115 | 1,786,547 | -44,569 | 0.03% | -$27.99K |
| Fannie Mae Pool | 1,806,249 | 1,712,724 | -93,524 | 0.03% | -$114.43K |
| FNMA, Series 2021-1, Class CI | 10,095,074 | 9,935,841 | -159,233 | 0.03% | -$34.69K |
| Freddie Mac Pool | 1,674,217 | 1,603,152 | -71,065 | 0.03% | -$100.73K |
| Fannie Mae Pool | 1,595,579 | 1,573,341 | -22,238 | 0.03% | -$28.29K |
| Government National Mortgage Association | 8,226,676 | 8,068,398 | -158,278 | 0.03% | -$52.11K |
| Fannie Mae Pool | 1,980,269 | 1,920,590 | -59,679 | 0.03% | -$59.30K |
| Ginnie Mae I Pool | 1,767,657 | 1,706,320 | -61,337 | 0.03% | -$46.54K |
| Freddie Mac Pool | 1,655,446 | 1,540,645 | -114,800 | 0.03% | -$129.83K |
| Freddie Mac Gold Pool | 1,746,722 | 1,700,983 | -45,739 | 0.03% | -$61.12K |
| Freddie Mac Pool | 1,471,075 | 1,466,695 | -4,380 | 0.03% | -$4.88K |
| Fannie Mae Pool | 1,463,405 | 1,459,378 | -4,027 | 0.03% | -$7.36K |
| Freddie Mac Pool | 1,599,511 | 1,474,702 | -124,809 | 0.03% | -$141.91K |
| Freddie Mac Pool | 1,466,984 | 1,462,220 | -4,764 | 0.03% | -$29.59K |
| Freddie Mac Pool | 1,548,596 | 1,446,983 | -101,614 | 0.03% | -$115.99K |
| FR SD7534 | 1,732,072 | 1,692,095 | -39,977 | 0.03% | -$44.06K |
| Fannie Mae Pool | 1,591,332 | 1,427,085 | -164,247 | 0.03% | -$207.48K |
| Ally Bank Auto Credit-Linked Notes, Series 2024-A, Class D | 1,641,355 | 1,432,673 | -208,681 | 0.03% | -$216.53K |
| Freddie Mac Pool | 1,525,538 | 1,376,533 | -149,006 | 0.03% | -$158.62K |
| Fannie Mae Pool | 1,395,043 | 1,389,647 | -5,395 | 0.03% | -$12.19K |
| Freddie Mac Pool | 1,488,245 | 1,407,991 | -80,254 | 0.03% | -$94.94K |
| Fannie Mae Pool | 1,471,185 | 1,401,052 | -70,133 | 0.03% | -$83.75K |
| PAGAYA AI DEBT SELECTION TRUST PAID 2024 10 A 144A | 1,722,303 | 1,396,397 | -325,906 | 0.03% | -$330.16K |
| FNCL UMBS 2.5 CB0838 06-01-46 | 1,647,352 | 1,617,653 | -29,699 | 0.03% | -$32.69K |
| Fannie Mae Pool Pool # FA0479 | 1,400,171 | 1,362,953 | -37,218 | 0.02% | -$42.63K |
| FNMA 30YR 2.5% 05/01/2046#CB0573 | 1,598,456 | 1,578,949 | -19,507 | 0.02% | -$23.04K |
| Fannie Mae Pool | 1,336,209 | 1,286,593 | -49,616 | 0.02% | -$53.07K |
| Freddie Mac Pool | 1,595,569 | 1,576,434 | -19,136 | 0.02% | -$24.33K |
| Freddie Mac Pool | 1,334,587 | 1,325,869 | -8,719 | 0.02% | -$14.09K |
| AQUA FIN TR 2020-A 3.97% 07/17/2046 144A | 1,446,755 | 1,350,925 | -95,829 | 0.02% | -$98.43K |
| Fannie Mae Pool | 1,441,906 | 1,402,892 | -39,013 | 0.02% | -$44.19K |
| Freddie Mac Pool | 1,236,146 | 1,230,975 | -5,171 | 0.02% | -$11.20K |
| Fannie Mae Pool | 1,210,305 | 1,206,408 | -3,897 | 0.02% | -$11.79K |
| G2 MA2074 | 1,332,351 | 1,296,941 | -35,410 | 0.02% | -$43.50K |
| GN AL5247 | 1,358,043 | 1,323,615 | -34,427 | 0.02% | -$23.64K |
| Nakilat Inc | 1,305,312 | 1,245,937 | -59,376 | 0.02% | -$143.42K |
| Freddie Mac Pool | 1,251,229 | 1,244,078 | -7,151 | 0.02% | -$20.80K |
| HOA RoyaltyCo LLC | 5,813,445 | 5,813,444 | -1 | 0.02% | -$0 |
| LA HIPOTECARIA SA LHIPO 2014 1A A1 144A | 1,288,442 | 1,250,062 | -38,380 | 0.02% | -$51.11K |
| Fannie Mae Pool | 1,245,747 | 1,186,378 | -59,368 | 0.02% | -$69.98K |
| Freddie Mac Pool | 1,283,901 | 1,184,325 | -99,576 | 0.02% | -$107.95K |
| Fannie Mae Pool | 1,277,220 | 1,167,485 | -109,735 | 0.02% | -$120.02K |
| Fannie Mae Pool | 1,436,353 | 1,405,893 | -30,460 | 0.02% | -$33.37K |
| Fannie Mae Pool | 1,205,040 | 1,199,056 | -5,984 | 0.02% | -$20.37K |
| Fannie Mae Pool | 1,361,506 | 1,157,578 | -203,928 | 0.02% | -$221.35K |
| FREMF 2019-KJ24 Mortgage Trust | 1,382,241 | 1,210,940 | -171,301 | 0.02% | -$164.97K |
| Freddie Mac Pool | 1,169,491 | 1,119,641 | -49,849 | 0.02% | -$57.87K |
| Freddie Mac Pool | 1,137,882 | 1,133,932 | -3,949 | 0.02% | -$8.86K |
| Fannie Mae Pool | 1,115,508 | 1,112,006 | -3,502 | 0.02% | -$22.20K |
| FNMA POOL BX2463 FN 11/52 FIXED 5.5 | 1,130,831 | 1,120,617 | -10,214 | 0.02% | -$22.63K |
| Freddie Mac Pool | 1,062,004 | 1,058,698 | -3,306 | 0.02% | -$842 |
| G2 MA5933 | 1,133,700 | 1,114,186 | -19,514 | 0.02% | -$28.06K |
| Ginnie Mae I Pool | 1,224,694 | 1,181,963 | -42,731 | 0.02% | -$32.30K |
| Fannie Mae Pool | 1,239,171 | 1,206,167 | -33,003 | 0.02% | -$40.79K |
| Freddie Mac Pool | 1,162,280 | 1,059,676 | -102,604 | 0.02% | -$112.65K |
| Mosaic Solar Loan Trust, Series 2019-2A, Class A | 1,269,662 | 1,229,135 | -40,527 | 0.02% | -$41.33K |
| Home RE Ltd., Series 2023-1, Class M1B | 1,237,984 | 1,060,521 | -177,463 | 0.02% | -$185.29K |
| LC AHAB US BIDCO LLC TERM LOAN B | 1,089,000 | 1,086,250 | -2,750 | 0.02% | -$15.32K |
| Freddie Mac Pool | 1,019,492 | 1,014,278 | -5,214 | 0.02% | -$7.34K |
| Uniform Mortgage-Backed Securities | 1,251,576 | 1,229,132 | -22,444 | 0.02% | -$22.83K |
| Freddie Mac Pool | 995,917 | 993,192 | -2,724 | 0.02% | -$10.39K |
| Foundation Finance Trust, Series 2021-1A, Class A | 1,152,868 | 1,059,227 | -93,641 | 0.02% | -$89.81K |
| Fannie Mae Pool | 1,047,840 | 971,099 | -76,742 | 0.02% | -$83.69K |
| Freddie Mac Pool | 985,941 | 982,864 | -3,077 | 0.02% | -$10.21K |
| Fannie Mae Pool | 989,225 | 984,110 | -5,115 | 0.02% | -$12.78K |
| Fannie Mae Pool | 1,029,600 | 965,974 | -63,626 | 0.02% | -$73.94K |
| Fannie Mae Pool | 979,000 | 976,080 | -2,920 | 0.02% | -$7.92K |
| Fannie Mae Pool | 983,747 | 980,058 | -3,689 | 0.02% | -$12.70K |
| Freddie Mac Pool | 1,003,267 | 996,915 | -6,352 | 0.02% | -$17.84K |
| Fannie Mae Pool | 957,158 | 954,644 | -2,513 | 0.02% | -$10.89K |
| Freddie Mac Pool | 1,054,187 | 931,747 | -122,440 | 0.02% | -$130.92K |
| G2 MA5467 | 1,003,503 | 981,625 | -21,878 | 0.02% | -$28.64K |
| Freddie Mac Pool | 990,239 | 939,127 | -51,112 | 0.02% | -$59.55K |
| Fannie Mae Pool | 922,223 | 919,772 | -2,451 | 0.02% | -$7.13K |
| Fannie Mae Pool | 999,382 | 968,513 | -30,869 | 0.02% | -$37.47K |
| Ginnie Mae II Pool | 964,142 | 950,165 | -13,977 | 0.02% | -$20.82K |
| G2 MA4586 | 1,000,288 | 977,855 | -22,433 | 0.02% | -$10.49K |
| FNMA 30YR 3.5% 09/01/2045#AS5816 | 1,016,051 | 978,106 | -37,945 | 0.02% | -$45.76K |
| Freddie Mac Pool | 884,938 | 882,315 | -2,623 | 0.02% | -$7.91K |
| GNII II 4% 10/20/2046#MA4005 | 969,768 | 947,631 | -22,137 | 0.02% | -$28.68K |
| Fannie Mae Pool | 992,331 | 842,752 | -149,578 | 0.02% | -$161.63K |
| Fannie Mae Pool | 875,340 | 872,046 | -3,294 | 0.02% | -$12.08K |
| Freddie Mac Pool | 1,040,761 | 848,829 | -191,932 | 0.02% | -$207.03K |
| American Airlines Pass-Through Trust, Series B | 963,600 | 904,200 | -59,400 | 0.02% | -$67.09K |
| Fannie Mae Pool | 962,841 | 938,783 | -24,058 | 0.02% | -$28.11K |
| Fannie Mae Pool | 811,754 | 807,815 | -3,940 | 0.02% | -$6.38K |
| Freddie Mac Pool | 864,565 | 808,262 | -56,304 | 0.02% | -$61.20K |
| Fannie Mae Pool | 839,627 | 836,973 | -2,654 | 0.02% | -$10.42K |
| Freddie Mac Pool | 890,708 | 864,777 | -25,931 | 0.02% | -$36.20K |
| Freddie Mac Pool | 941,966 | 787,249 | -154,717 | 0.01% | -$168.80K |
| Fannie Mae Pool | 868,557 | 821,556 | -47,001 | 0.01% | -$54.96K |
| FNMA, Series 2021-44, Class NI | 4,369,495 | 4,317,518 | -51,977 | 0.01% | -$13.47K |
| Fannie Mae Pool | 889,063 | 884,072 | -4,991 | 0.01% | -$11.40K |
| Freddie Mac Pool | 772,228 | 770,199 | -2,030 | 0.01% | -$3.57K |
| Freddie Mac Pool | 930,465 | 755,417 | -175,048 | 0.01% | -$184.56K |
| LA HIPOTECARIA SA LHIPO 2016 1A A 144A | 889,024 | 854,534 | -34,490 | 0.01% | -$36.69K |
| Fannie Mae Pool | 951,075 | 770,245 | -180,830 | 0.01% | -$191.10K |
| FR QX4026 | 822,804 | 767,311 | -55,493 | 0.01% | -$63.55K |
| Freddie Mac Pool | 791,912 | 740,926 | -50,985 | 0.01% | -$63.21K |
| G2 MA5021 | 789,785 | 768,670 | -21,115 | 0.01% | -$27.03K |
| Fannie Mae Pool | 744,356 | 730,802 | -13,554 | 0.01% | -$27.73K |
| GNMA 30YR 4% 06/15/2045#784078 | 779,937 | 771,804 | -8,133 | 0.01% | -$14.69K |
| Fannie Mae Pool | 856,052 | 843,445 | -12,607 | 0.01% | -$7.69K |
| Fannie Mae Pool | 759,573 | 715,927 | -43,646 | 0.01% | -$53.94K |
| Fannie Mae Pool | 828,945 | 809,834 | -19,111 | 0.01% | -$21.64K |
| Freddie Mac Pool | 848,918 | 701,258 | -147,660 | 0.01% | -$157.20K |
| Freddie Mac Pool | 734,822 | 695,827 | -38,995 | 0.01% | -$43.01K |
| Fannie Mae Pool | 781,178 | 760,525 | -20,653 | 0.01% | -$25.21K |
| FNMA 30YR 2.5% 02/01/2043#AB8463 | 827,853 | 793,877 | -33,976 | 0.01% | -$37.88K |
| Huntington Bank Auto Credit-Linked Notes, Series 2024-1, Class C | 813,411 | 698,147 | -115,264 | 0.01% | -$117.04K |
| Fannie Mae Pool | 673,064 | 670,331 | -2,733 | 0.01% | -$11.45K |
| Ginnie Mae I Pool | 739,576 | 733,474 | -6,102 | 0.01% | -$12.43K |
| Ginnie Mae II Pool | 744,337 | 739,257 | -5,081 | 0.01% | -$10.54K |
| Accelerated LLC, Series 2021-1H, Class C | 811,930 | 738,965 | -72,965 | 0.01% | -$71.07K |
| Freddie Mac Pool | 692,634 | 665,006 | -27,628 | 0.01% | -$32.36K |
| Freddie Mac Pool | 781,788 | 765,319 | -16,468 | 0.01% | -$19.69K |
| Fannie Mae Pool | 671,740 | 669,303 | -2,438 | 0.01% | -$7.42K |
| Fannie Mae Pool | 652,820 | 650,434 | -2,387 | 0.01% | -$3.53K |
| Freddie Mac Pool | 659,550 | 657,410 | -2,140 | 0.01% | -$5.52K |
| Freddie Mac Pool | 835,674 | 826,033 | -9,641 | 0.01% | -$9.60K |
| Freddie Mac Pool | 702,122 | 649,011 | -53,111 | 0.01% | -$62.67K |
| Fannie Mae Pool | 648,784 | 646,366 | -2,418 | 0.01% | -$11.96K |
| FNMA UMBS, 30 Year | 725,688 | 671,771 | -53,918 | 0.01% | -$61.59K |
| Fannie Mae Pool | 664,490 | 651,314 | -13,176 | 0.01% | -$19.72K |
| Hundred Acre Wood Trust, Series 2021-INV1, Class AX1 | 48,693,317 | 48,503,594 | -189,723 | 0.01% | $4.73K |
| Freddie Mac Pool | 637,568 | 634,675 | -2,894 | 0.01% | -$13.60K |
| Fannie Mae Pool | 626,725 | 625,120 | -1,606 | 0.01% | -$4.79K |
| Freddie Mac Pool | 607,554 | 606,058 | -1,497 | 0.01% | -$3.30K |
| G2 MA2373 | 655,803 | 640,358 | -15,445 | 0.01% | -$20.48K |
| Fannie Mae Pool | 665,000 | 606,487 | -58,513 | 0.01% | -$63.01K |
| Freddie Mac REMICS | 3,449,888 | 3,418,511 | -31,376 | 0.01% | -$5.36K |
| G2 MA5465 | 685,666 | 669,981 | -15,685 | 0.01% | -$8.06K |
| Fannie Mae Pool | 605,775 | 600,993 | -4,782 | 0.01% | -$9.46K |
| Freddie Mac Pool | 587,205 | 585,868 | -1,337 | 0.01% | -$893 |
| Fannie Mae Pool | 599,300 | 593,268 | -6,033 | 0.01% | -$11.92K |
| Fannie Mae Pool | 624,703 | 589,446 | -35,257 | 0.01% | -$38.76K |
| AVIS BUDGET RENTCAR FDG AE LLC 6.24% 04/20/2027 144A | 2,440,000 | 610,000 | -1,830,000 | 0.01% | -$1.84M |
| Fannie Mae Pool | 717,818 | 593,395 | -124,422 | 0.01% | -$135.09K |
| Fannie Mae Pool | 600,282 | 583,820 | -16,462 | 0.01% | -$20.51K |
| Fannie Mae Pool | 590,420 | 586,162 | -4,258 | 0.01% | -$6.69K |
| Fannie Mae Pool | 733,811 | 717,030 | -16,781 | 0.01% | -$15.93K |
| Freddie Mac Pool | 595,255 | 551,215 | -44,040 | 0.01% | -$46.68K |
| J.P. Morgan Mortgage Trust, Series 2021-10, Class AX1 | 96,168,656 | 95,603,296 | -565,361 | 0.01% | -$17.60K |
| G2 MA8199 | 639,147 | 626,373 | -12,774 | 0.01% | -$6.99K |
| G2 MA5877 | 598,774 | 585,042 | -13,732 | 0.01% | -$17.42K |
| Fannie Mae Pool | 555,198 | 551,316 | -3,882 | 0.01% | -$5.91K |
| Freddie Mac Pool | 602,877 | 556,738 | -46,139 | 0.01% | -$51.24K |
| Freddie Mac Pool | 543,073 | 541,223 | -1,849 | 0.01% | -$2.93K |
| Fannie Mae Pool | 566,481 | 564,484 | -1,997 | 0.01% | -$7.10K |
| Freddie Mac Pool | 548,900 | 546,946 | -1,954 | 0.01% | -$4.73K |
| Fannie Mae Pool | 599,748 | 527,177 | -72,571 | 0.01% | -$77.60K |
| Ginnie Mae I Pool | 579,332 | 571,865 | -7,467 | 0.01% | -$10.10K |
| Fannie Mae Pool | 547,834 | 527,907 | -19,928 | 0.01% | -$27.41K |
Top 300 of 1244, by weight.
| Security | Shares Dec 2025 | Shares Mar 2026 | Δ shares | End % | Δ value |
|---|---|---|---|---|---|
| US TREASURY N/B | 136,312,900 | 136,312,900 | 0 | 2.31% | -$1.54M |
| US TREASURY N/B | 73,375,000 | 73,375,000 | 0 | 1.06% | -$515.92K |
| US TREASURY N/B | 44,600,800 | 44,600,800 | 0 | 0.82% | -$479.11K |
| US TREASURY N/B | 44,000,000 | 44,000,000 | 0 | 0.78% | -$324.84K |
| US TREASURY N/B | 42,000,000 | 42,000,000 | 0 | 0.74% | -$375.70K |
| US TREASURY N/B | 57,701,200 | 57,701,200 | 0 | 0.72% | -$302.03K |
| US TREASURY N/B | 36,260,000 | 36,260,000 | 0 | 0.66% | -$317.28K |
| Exeter Automobile Receivables Trust 2024-4 | 25,070,000 | 25,070,000 | 0 | 0.46% | -$44.45K |
| AERCAP IRELAND | 26,796,000 | 26,796,000 | 0 | 0.44% | -$404.45K |
| US TREASURY N/B | 36,374,800 | 36,374,800 | 0 | 0.39% | -$147.77K |
| Sumitomo Life Insurance Co. | 20,040,000 | 20,040,000 | 0 | 0.35% | -$633.03K |
| LIBERTY MUTUAL INSURANCE REGD P/P 7.69700000 | 16,962,000 | 16,962,000 | 0 | 0.33% | -$350.82K |
| BANK OF AMER CRP | 18,900,000 | 18,900,000 | 0 | 0.32% | -$107.72K |
| AFFIL MANAGERS | 18,045,000 | 18,045,000 | 0 | 0.32% | -$256.96K |
| CUMMINS INC | 17,160,000 | 17,160,000 | 0 | 0.31% | -$303.59K |
| MYLIFE V6.1 06/11/55 144A | 17,390,000 | 17,390,000 | 0 | 0.31% | -$635.57K |
| GLS Auto Receivables Issuer Trust, Series 2024-3A, Class D | 16,850,000 | 16,850,000 | 0 | 0.31% | $16.43K |
| BX Trust, Series 2019-OC11, Class A | 17,400,000 | 17,400,000 | 0 | 0.30% | -$90.98K |
| Imperial Brands PLC 5.50 02/01/2030 | 15,890,000 | 15,890,000 | 0 | 0.29% | -$162.98K |
| ABN AMRO BANK NV REGD V/R 144A P/P MTN 3.32400000 | 18,000,000 | 18,000,000 | 0 | 0.29% | -$394.68K |
| Drive Auto Receivables Trust, Series 2025-1, Class D | 15,770,000 | 15,770,000 | 0 | 0.28% | -$112.51K |
| US BANCORP | 17,775,000 | 17,775,000 | 0 | 0.28% | -$146.30K |
| BANCO SANTANDER SA REGD V/R 3.22500000 | 17,000,000 | 17,000,000 | 0 | 0.27% | -$298.07K |
| Exeter Automobile Receivables Trust, Series 2025-3A, Class D | 15,080,000 | 15,080,000 | 0 | 0.27% | -$185.47K |
| FORD MOTOR CRED | 15,030,000 | 15,030,000 | 0 | 0.27% | -$299.25K |
| BMW US CAPITAL LLC | 14,200,000 | 14,200,000 | 0 | 0.26% | -$416.60K |
| PROCTER & GAMBLE | 14,265,000 | 14,265,000 | 0 | 0.25% | -$145.94K |
| Citadel Securities Global Holdings LLC | 13,690,000 | 13,690,000 | 0 | 0.25% | -$141.44K |
| Societe Generale SA | 12,465,000 | 12,465,000 | 0 | 0.23% | -$220.57K |
| REPUBLIC OF PERU | 12,945,000 | 12,945,000 | 0 | 0.23% | -$300.32K |
| NOMURA HOLDINGS | 14,325,000 | 14,325,000 | 0 | 0.23% | -$100.99K |
| ENEL FIN INTL NV | 13,000,000 | 13,000,000 | 0 | 0.23% | -$305.63K |
| BNP PARIBAS SA JR SUBORDINA 144A 12/99 VAR | 12,555,000 | 12,555,000 | 0 | 0.23% | -$534.01K |
| SDART 2024-4 D 5.32% 12-15-31 | 12,410,000 | 12,410,000 | 0 | 0.22% | -$45.59K |
| BOARDWALK PIPELI | 13,515,000 | 13,515,000 | 0 | 0.22% | -$154.70K |
| NGGLN 5.994 03/06/33 144A | 11,700,000 | 11,700,000 | 0 | 0.22% | -$128.51K |
| Dwight Issuer LLC, Series 2025-FL1, Class A | 12,150,000 | 12,150,000 | 0 | 0.22% | $7.12K |
| Avolon Holdings Funding Ltd. | 11,740,000 | 11,740,000 | 0 | 0.22% | -$148.71K |
| SHELL FINANCE US | 12,160,000 | 12,160,000 | 0 | 0.21% | -$187.65K |
| PUBLIC SERV COLO | 11,895,000 | 11,895,000 | 0 | 0.21% | -$196.94K |
| BROADCOM INC | 14,123,000 | 14,123,000 | 0 | 0.21% | -$175.60K |
| BROWN & BROWN | 12,416,000 | 12,416,000 | 0 | 0.21% | -$294.51K |
| CNO GLOBAL FUND | 12,306,000 | 12,306,000 | 0 | 0.21% | -$41.17K |
| NATIONWIDE BUILDING SOC(UNGTD) 5.127% 07/29/2029 144A | 11,395,000 | 11,395,000 | 0 | 0.21% | -$128.05K |
| Exeter Automobile Receivables Trust, Series 2023-5A, Class D | 11,290,000 | 11,290,000 | 0 | 0.21% | -$83.02K |
| State of Kuwait | 12,015,000 | 12,015,000 | 0 | 0.21% | -$461.90K |
| ENTERGY LA LLC | 11,150,000 | 11,150,000 | 0 | 0.21% | -$125.39K |
| PHILLIPS 66 CO | 10,960,000 | 10,960,000 | 0 | 0.20% | -$155.97K |
| AMERICAN HONDA F | 11,020,000 | 11,020,000 | 0 | 0.20% | -$269.41K |
| Commercial Mortgage Trust, Series 2024-WCL1, Class A | 11,065,000 | 11,065,000 | 0 | 0.20% | -$51.74K |
| Element Fleet Management Corp. | 10,900,000 | 10,900,000 | 0 | 0.20% | -$139.65K |
| UBS GROUP | 12,330,000 | 12,330,000 | 0 | 0.20% | -$152.39K |
| FORD MOTOR CRED | 10,795,000 | 10,795,000 | 0 | 0.20% | -$291.24K |
| SEMPRA | 10,820,000 | 10,820,000 | 0 | 0.19% | -$257.58K |
| FIFTH THIRD BANK | 10,660,000 | 10,660,000 | 0 | 0.19% | -$49.21K |
| CHEVRON USA INC | 10,320,000 | 10,320,000 | 0 | 0.19% | -$83.30K |
| STWD Ltd., Series 2022-FL3, Class B | 10,345,000 | 10,345,000 | 0 | 0.19% | -$838 |
| MICRON TECH | 9,385,000 | 9,385,000 | 0 | 0.18% | $102.32K |
| MERCEDES-BNZ FIN | 9,820,000 | 9,820,000 | 0 | 0.18% | -$105.50K |
| HSBC HOLDINGS | 11,015,000 | 11,015,000 | 0 | 0.18% | -$149.69K |
| DOLLAR TREE | 11,070,000 | 11,070,000 | 0 | 0.18% | -$142.64K |
| BANK OF AMER CRP | 11,055,000 | 11,055,000 | 0 | 0.18% | -$134.70K |
| New Residential Mortgage Loan Trust 2019-RPL2 | 10,950,000 | 10,950,000 | 0 | 0.17% | -$125.88K |
| HSBC HOLDINGS | 10,240,000 | 10,240,000 | 0 | 0.17% | -$45.89K |
| American Credit Acceptance Receivables Trust, Series 2023-4, Class E | 9,190,000 | 9,190,000 | 0 | 0.17% | -$28.14K |
| BINOM Securitization Trust 2022-RPL1 | 12,559,000 | 12,559,000 | 0 | 0.17% | -$186.67K |
| AMERICAN HONDA F | 9,495,000 | 9,495,000 | 0 | 0.17% | -$258.66K |
| FARMERS EXCHANGE CAPITAL III 144A 5.454000% 10/15/2054 | 10,400,000 | 10,400,000 | 0 | 0.17% | -$360.69K |
| Australia & New Zealand Banking Group Ltd. | 9,070,000 | 9,070,000 | 0 | 0.17% | -$76.01K |
| DENTSPLY SIRONA Inc. | 9,455,000 | 9,455,000 | 0 | 0.17% | $381.98K |
| HYUNDAI CAPITAL AMERICA REGD 144A P/P 5.80000000 | 8,805,000 | 8,805,000 | 0 | 0.16% | -$133.58K |
| WLAKE 2024-2A D 144A 5.91% 04-15-30 | 8,730,000 | 8,730,000 | 0 | 0.16% | -$9.94K |
| FS Rialto Issuer LLC, Series 2025-FL10, Class A | 8,840,000 | 8,840,000 | 0 | 0.16% | $1.78K |
| Drive Auto Receivables Trust, Series 2024-2, Class D | 8,720,000 | 8,720,000 | 0 | 0.16% | -$50.70K |
| CELANESE US HLDS | 8,115,000 | 8,115,000 | 0 | 0.16% | $83.75K |
| FMCN 8.625 06/01/31 144A | 8,260,000 | 8,260,000 | 0 | 0.15% | -$128.03K |
| Hyundai Capital America | 8,410,000 | 8,410,000 | 0 | 0.15% | -$131.28K |
| VALERO ENERGY | 7,773,000 | 7,773,000 | 0 | 0.15% | -$51.47K |
| Nippon Life Insurance Co. | 9,700,000 | 9,700,000 | 0 | 0.15% | -$202.43K |
| Penske Truck Leasing Co. L.P./ PTL Finance Corp. | 8,305,000 | 8,305,000 | 0 | 0.15% | -$99.21K |
| CAN IMPERIAL BK | 8,420,000 | 8,420,000 | 0 | 0.15% | -$105.91K |
| FORD MOTOR CRED | 8,160,000 | 8,160,000 | 0 | 0.15% | -$114.45K |
| WILLIAMS COS INC | 7,360,000 | 7,360,000 | 0 | 0.15% | -$128.00K |
| AECOM | 8,230,000 | 8,230,000 | 0 | 0.15% | -$213.64K |
| ORACLE CORP | 9,752,000 | 9,752,000 | 0 | 0.15% | -$436.34K |
| COF V2.359 07/29/32 | 9,455,000 | 9,455,000 | 0 | 0.15% | -$125.48K |
| CoreWeave, Inc. | 8,530,000 | 8,530,000 | 0 | 0.15% | $298.54K |
| JPMORGAN CHASE | 9,060,000 | 9,060,000 | 0 | 0.14% | -$122.16K |
| ILPT TRUST 2019-SURF 4.145% 02/11/2041 144A | 8,216,000 | 8,216,000 | 0 | 0.14% | -$72.23K |
| MLANE 2024-B A | 8,010,000 | 8,010,000 | 0 | 0.14% | -$42.53K |
| Towd Point Mortgage Trust 2019-3 | 10,000,000 | 10,000,000 | 0 | 0.14% | -$32.97K |
| LENNAR CORP | 7,900,000 | 7,900,000 | 0 | 0.14% | -$127.35K |
| AKER BP ASA SR UNSECURED 144A 10/35 5.25 | 8,160,000 | 8,160,000 | 0 | 0.14% | -$36.58K |
| NMEF Funding LLC, Series 2024-A, Class C | 7,760,000 | 7,760,000 | 0 | 0.14% | -$21.84K |
| TEXTRON INC | 7,770,000 | 7,770,000 | 0 | 0.14% | -$143.96K |
| MPLX LP | 7,820,000 | 7,820,000 | 0 | 0.14% | -$77.42K |
| UNICREDIT SPA SUBORDINATED 144A 04/34 VAR | 7,483,000 | 7,483,000 | 0 | 0.14% | -$148.94K |
| CVS HEALTH CORP | 7,765,000 | 7,765,000 | 0 | 0.14% | -$140.97K |
| Arbor Realty Commercial Real Estate Notes Ltd., Series 2022-FL1, Class C | 7,740,000 | 7,740,000 | 0 | 0.14% | -$10.93K |
| ENBRIDGE INC | 7,555,000 | 7,555,000 | 0 | 0.14% | -$99.74K |
| HEALTHCARE RLTY | 8,169,000 | 8,169,000 | 0 | 0.14% | -$70.99K |
| AMER ELEC PWR | 7,770,000 | 7,770,000 | 0 | 0.14% | -$38.43K |
| SKYWORKS SOLUT | 8,577,000 | 8,577,000 | 0 | 0.14% | -$125.41K |
| Exeter Automobile Receivables Trust, Series 2024-3A, Class D | 7,480,000 | 7,480,000 | 0 | 0.14% | $3.16K |
| MERCHANTS FLEET FUNDING LLC | 7,560,000 | 7,560,000 | 0 | 0.14% | -$29.06K |
| ALVGR V6.55 PERP 144a | 7,600,000 | 7,600,000 | 0 | 0.14% | -$274.94K |
| HSBC HOLDINGS | 7,400,000 | 7,400,000 | 0 | 0.14% | -$100.85K |
| MXCN 6 1/4 03/15/32 | 7,361,000 | 7,361,000 | 0 | 0.14% | -$48.62K |
| FARMERS INSURANCE EXCHANGE 144A 4.747000% 11/01/2057 | 8,910,000 | 8,910,000 | 0 | 0.13% | -$119.05K |
| UNITED MEXICAN | 7,095,000 | 7,095,000 | 0 | 0.13% | -$138.35K |
| FOUNDRY JV HOLDC | 7,021,000 | 7,021,000 | 0 | 0.13% | -$77.07K |
| BMARK 2018-B8 A4 | 7,340,000 | 7,340,000 | 0 | 0.13% | -$28.29K |
| ALBERTSONS COS/SAFEWAY SR UNSECURED 144A 03/34 5.75 | 7,395,000 | 7,395,000 | 0 | 0.13% | -$190.04K |
| RESORTS WORLD/RWLV CAP REGD P/P 4.62500000 | 8,400,000 | 8,400,000 | 0 | 0.13% | -$267.48K |
| KOMATSU FINANCE AMERICA INC 144A 4.196000% 09/18/2030 | 7,240,000 | 7,240,000 | 0 | 0.13% | -$71.97K |
| BX Commercial Mortgage Trust, Series 2021-VIV5, Class A | 7,615,000 | 7,615,000 | 0 | 0.13% | -$38.69K |
| MSCR 2021-MN3 M2 144A FRN 11-25-51 | 6,790,000 | 6,790,000 | 0 | 0.13% | -$13.16K |
| HILT Commercial Mortgage Trust, Series 2024-ORL, Class A | 7,025,000 | 7,025,000 | 0 | 0.13% | -$13.12K |
| Eagle RE Ltd., Series 2023-1, Class M1B | 6,810,000 | 6,810,000 | 0 | 0.13% | -$27.06K |
| Transurban Finance Co. Pty. Ltd. | 7,120,000 | 7,120,000 | 0 | 0.13% | -$93.06K |
| JPMDB 2018-C8 A4 | 7,010,000 | 7,010,000 | 0 | 0.13% | -$47.99K |
| African Export-Import Bank (The) | 7,115,000 | 7,115,000 | 0 | 0.12% | -$169.46K |
| BNP PARIBAS | 7,275,000 | 7,275,000 | 0 | 0.12% | -$26.66K |
| LEXINGTON REALTY | 7,870,000 | 7,870,000 | 0 | 0.12% | -$49.01K |
| NATWEST GROUP | 6,575,000 | 6,575,000 | 0 | 0.12% | -$79.49K |
| American Credit Acceptance Receivables Trust, Series 2025-2, Class D | 6,720,000 | 6,720,000 | 0 | 0.12% | -$36.61K |
| Hilcorp Energy I, L.P. | 6,830,000 | 6,830,000 | 0 | 0.12% | $273.06K |
| ZOETIS INC | 6,705,000 | 6,705,000 | 0 | 0.12% | -$128.04K |
| CITIGROUP INC | 7,440,000 | 7,440,000 | 0 | 0.12% | -$105.48K |
| PUGET ENERGY INC SR SECURED 06/28 2.379 | 6,870,000 | 6,870,000 | 0 | 0.12% | -$26.02K |
| EXETER AUTOMOBILE RECEIVABLES TRUST 2024-5 SER 2024-5A CL D REGD 5.06000000 | 6,500,000 | 6,500,000 | 0 | 0.12% | -$28.25K |
| META PLATFORMS | 6,960,000 | 6,960,000 | 0 | 0.12% | -$171.91K |
| OASIS 2024-1A A | 6,470,000 | 6,470,000 | 0 | 0.12% | -$19.72K |
| HCA INC | 6,265,000 | 6,265,000 | 0 | 0.12% | -$105.96K |
| PUGET ENERGY | 6,583,000 | 6,583,000 | 0 | 0.11% | -$66.90K |
| CRH SMW FINANCE | 6,270,000 | 6,270,000 | 0 | 0.11% | -$85.43K |
| CONOCOPHIL CO | 6,570,000 | 6,570,000 | 0 | 0.11% | -$60.99K |
| COLUMBIA PIPE HC | 6,260,000 | 6,260,000 | 0 | 0.11% | -$40.67K |
| GOLDMAN SACHS GP | 7,000,000 | 7,000,000 | 0 | 0.11% | -$103.91K |
| Corporation Nacional del Cobre de Chile | 5,810,000 | 5,810,000 | 0 | 0.11% | -$101.91K |
| Vitality Re XIV Ltd., Series A | 6,000,000 | 6,000,000 | 0 | 0.11% | -$52.80K |
| BANQUE OUEST AFRICAINE D REGD 144A P/P 4.70000000 | 6,560,000 | 6,560,000 | 0 | 0.11% | -$25.74K |
| FREMF 2021-KG05 Mortgage Trust | 9,000,000 | 9,000,000 | 0 | 0.11% | $183.17K |
| HSBC HOLDINGS | 5,835,000 | 5,835,000 | 0 | 0.11% | -$72.11K |
| FARMER V7 10/15/64 144A | 6,000,000 | 6,000,000 | 0 | 0.11% | -$159.30K |
| ENBRIDGE INC SUBORDINATED 01/84 VAR | 5,290,000 | 5,290,000 | 0 | 0.11% | -$114.22K |
| Freedom Mortgage Holdings LLC | 5,845,000 | 5,845,000 | 0 | 0.11% | -$336.42K |
| WASTE CONNECT | 5,810,000 | 5,810,000 | 0 | 0.11% | -$85.43K |
| HSBC HOLDINGS | 5,910,000 | 5,910,000 | 0 | 0.11% | -$167.14K |
| JP MORGAN CHASE COMMERCIAL MORTGAGE SECURITIES TRUST 2018-WPT | 6,150,000 | 6,150,000 | 0 | 0.11% | $22.94K |
| Morgan Stanley Capital I Trust, Series 2018-MP, Class A | 6,330,000 | 6,330,000 | 0 | 0.11% | -$30.77K |
| JOHNSONVILLE AER | 6,167,698 | 6,167,698 | 0 | 0.10% | -$97.51K |
| DAIMLER TRUCK | 5,835,000 | 5,835,000 | 0 | 0.10% | -$79.14K |
| NGPL PIPECO LLC SR UNSECURED 144A 07/31 3.25 | 6,295,000 | 6,295,000 | 0 | 0.10% | -$6.09K |
| MORGAN STANLEY | 5,590,000 | 5,590,000 | 0 | 0.10% | -$160.56K |
| MUTUAL OF OMAHA | 5,670,000 | 5,670,000 | 0 | 0.10% | -$89.54K |
| CLF 7.625 01/15/34 144A | 5,795,000 | 5,795,000 | 0 | 0.10% | -$394.37K |
| FORD MOTOR CRED | 5,430,000 | 5,430,000 | 0 | 0.10% | -$106.31K |
| ITC HOLDINGS CORP REGD 144A P/P 5.65000000 | 5,420,000 | 5,420,000 | 0 | 0.10% | -$77.06K |
| BROADCOM INC | 5,520,000 | 5,520,000 | 0 | 0.10% | -$61.03K |
| FORD MOTOR CRED | 6,150,000 | 6,150,000 | 0 | 0.10% | -$93.85K |
| JPMorgan Chase & Co., Series MM, Pfd. | 311,422 | 311,422 | 0 | 0.10% | -$239.79K |
| SMITHFIELD FOODS INC SR UNSECURED 144A 10/30 3 | 5,935,000 | 5,935,000 | 0 | 0.10% | -$35.36K |
| DANAOS CORP REGD 144A P/P 6.87500000 | 5,325,000 | 5,325,000 | 0 | 0.10% | -$90.81K |
| Tricon American Homes Trust, Series 2020-SFR2, Class E1 | 5,650,000 | 5,650,000 | 0 | 0.10% | $32.49K |
| MORGAN STANLEY | 5,285,000 | 5,285,000 | 0 | 0.10% | -$66.07K |
| Merchants Fleet Funding LLC, Series 2024-1A, Class D | 5,270,000 | 5,270,000 | 0 | 0.10% | -$23.46K |
| SMITHFIELD FOODS INC REGD 144A P/P 2.62500000 | 6,070,000 | 6,070,000 | 0 | 0.10% | -$44.52K |
| J.P. Morgan Chase Commercial Mortgage Securities Trust 2024-OMNI | 5,244,000 | 5,244,000 | 0 | 0.09% | -$54.12K |
| SDART 2024-2 D | 5,080,000 | 5,080,000 | 0 | 0.09% | -$18.64K |
| Mission Lane Credit Card Master Trust | 5,200,000 | 5,200,000 | 0 | 0.09% | -$23.07K |
| VRTX Trust, Series 2025-HQ, Class C | 5,160,000 | 5,160,000 | 0 | 0.09% | -$83.44K |
| BSPRT Issuer Ltd., Series 2022-FL8, Class C | 4,980,000 | 4,980,000 | 0 | 0.09% | -$4.01K |
| VRTX Trust, Series 2025-HQ, Class D | 4,950,000 | 4,950,000 | 0 | 0.09% | -$51.54K |
| J.P. Morgan Mortgage Trust, Series 2022-LTV1, Class M1 | 7,114,000 | 7,114,000 | 0 | 0.09% | $245.78K |
| KEYBANK NAT ASSN | 4,961,000 | 4,961,000 | 0 | 0.09% | -$73.48K |
| UDR INC 4.4% 01/26/2029 | 4,865,000 | 4,865,000 | 0 | 0.09% | -$37.14K |
| KEYCORP | 4,780,000 | 4,780,000 | 0 | 0.09% | -$81.97K |
| PRESTIGE AUTO RECEIVABLES TRUST 2024-2 SER 2024-2A CL D REGD 144A P/P 5.15000000 | 4,850,000 | 4,850,000 | 0 | 0.09% | -$28.45K |
| GLS Auto Receivables Issuer Trust, Series 2023-4A, Class D | 4,662,000 | 4,662,000 | 0 | 0.09% | -$26.75K |
| BNP V6.875 PERP 144A | 4,935,000 | 4,935,000 | 0 | 0.09% | -$187.54K |
| Towd Point Mortgage Trust 2019-HY1 | 4,610,000 | 4,610,000 | 0 | 0.09% | $58.69K |
| CGCMT 2018-C5 A3 | 4,777,522 | 4,777,522 | 0 | 0.08% | -$36.93K |
| TLN 6.5 02/01/36 144A | 4,670,000 | 4,670,000 | 0 | 0.08% | -$126.83K |
| Hertz Vehicle Financing III LLC | 4,585,000 | 4,585,000 | 0 | 0.08% | -$28.69K |
| Onity Loan Investment Trust 2024-HB2 | 4,740,000 | 4,740,000 | 0 | 0.08% | -$23.66K |
| RMIT 2024-2 A | 4,640,000 | 4,640,000 | 0 | 0.08% | -$18.20K |
| MANULIFE FIN COR | 4,750,000 | 4,750,000 | 0 | 0.08% | -$97.84K |
| VENTAS REALTY LP | 4,600,000 | 4,600,000 | 0 | 0.08% | -$103.02K |
| TLN 6.25 02/01/34 144A | 4,670,000 | 4,670,000 | 0 | 0.08% | -$145.03K |
| ROCKET COS INC REGD P/P 6.50000000 | 4,560,000 | 4,560,000 | 0 | 0.08% | -$91.80K |
| Nelnet Student Loan Trust, Series 2021-A, Class B1 | 5,095,000 | 5,095,000 | 0 | 0.08% | $34.41K |
| HYUNDAI CAPITAL AMERICA 144A 6.200000% 09/21/2030 | 4,380,000 | 4,380,000 | 0 | 0.08% | -$79.43K |
| UNICREDIT SPA SUBORDINATED 144A 06/35 VAR | 4,578,000 | 4,578,000 | 0 | 0.08% | -$96.67K |
| South Bow Canadian infrastructure Holdings Ltd. | 4,385,000 | 4,385,000 | 0 | 0.08% | -$56.14K |
| MFF 2025-1A A | 4,490,000 | 4,490,000 | 0 | 0.08% | -$8.05K |
| FREMF Mortgage Trust, Series 2019-K88, Class C | 4,590,000 | 4,590,000 | 0 | 0.08% | -$31.00K |
| Arbor Realty Collateralized Loan Obligation Ltd., Series 2025-BTR1, Class AS | 4,450,000 | 4,450,000 | 0 | 0.08% | -$5.05K |
| MONONGAHELA PWR CO 5.85% 02/15/2034 144A | 4,250,000 | 4,250,000 | 0 | 0.08% | -$29.02K |
| LEXINGTON REALTY | 4,880,000 | 4,880,000 | 0 | 0.08% | -$25.64K |
| HILTON GRAND VAC LLC/INC SR SECURED 144A 01/32 6.625 | 4,480,000 | 4,480,000 | 0 | 0.08% | -$166.99K |
| VOLKSWAGEN GRP. OF 4.85% | 4,430,000 | 4,430,000 | 0 | 0.08% | -$76.75K |
| Prestige Auto Receivables Trust 2025-1 | 4,400,000 | 4,400,000 | 0 | 0.08% | $62.86K |
| BASIN ELEC POWER | 4,445,000 | 4,445,000 | 0 | 0.08% | -$30.22K |
| BPCE SA REGD V/R 144A P/P 3.11600000 | 4,875,000 | 4,875,000 | 0 | 0.08% | -$67.68K |
| AREIT Trust, Series 2022-CRE6, Class D | 4,360,000 | 4,360,000 | 0 | 0.08% | $17.87K |
| ALLY V6.646 01/17/40 | 4,440,000 | 4,440,000 | 0 | 0.08% | -$183.10K |
| CITIZENS FIN GRP | 4,138,000 | 4,138,000 | 0 | 0.08% | -$84.84K |
| CITIZENS FIN GRP | 4,124,000 | 4,124,000 | 0 | 0.08% | -$54.32K |
| GE HEALTHCARE | 4,080,000 | 4,080,000 | 0 | 0.07% | -$75.47K |
| ALLY FINL INC 6.184%/VAR 07/26/2035 | 4,095,000 | 4,095,000 | 0 | 0.07% | -$137.16K |
| INVITATION HOMES OP REGD 4.95000000 | 4,200,000 | 4,200,000 | 0 | 0.07% | -$159.39K |
| ALPHABET INC | 4,430,000 | 4,430,000 | 0 | 0.07% | -$65.80K |
| FREMF 2019-KF64 Mortgage Trust | 4,106,918 | 4,106,918 | 0 | 0.07% | $17.60K |
| Home Partners of America Trust, Series 2019-2, Class E | 4,218,409 | 4,218,409 | 0 | 0.07% | -$779 |
| COLUMBIA PIPE HC | 4,065,000 | 4,065,000 | 0 | 0.07% | -$46.63K |
| CIM Trust 2020-R2 | 5,170,000 | 5,170,000 | 0 | 0.07% | $24.85K |
| Saluda Grade Alternative Mortgage Trust 2022-SEQ2 | 4,125,000 | 4,125,000 | 0 | 0.07% | -$29.61K |
| ENBRIDGE INC | 3,800,000 | 3,800,000 | 0 | 0.07% | -$27.10K |
| ENBRIDGE INC | 3,800,000 | 3,800,000 | 0 | 0.07% | -$30.41K |
| ALVGR V5.6 09/03/54 144A | 4,000,000 | 4,000,000 | 0 | 0.07% | -$126.98K |
| ANGLOGOLD HOLDS | 4,092,000 | 4,092,000 | 0 | 0.07% | $37.46K |
| DEUTSCHE BANK NY | 4,020,000 | 4,020,000 | 0 | 0.07% | -$53.71K |
| REGAL REXNORD | 3,755,000 | 3,755,000 | 0 | 0.07% | -$45.40K |
| META PLATFORMS | 4,170,000 | 4,170,000 | 0 | 0.07% | -$93.33K |
| UBS GROUP | 3,635,000 | 3,635,000 | 0 | 0.07% | -$101.07K |
| SCFET 2025-2A D 144A 5.33% 06-20-36 | 3,810,000 | 3,810,000 | 0 | 0.07% | -$58.80K |
| WELLS FARGO CO | 3,660,000 | 3,660,000 | 0 | 0.07% | -$59.07K |
| KENNAMETAL INC | 4,125,000 | 4,125,000 | 0 | 0.07% | -$46.19K |
| FORD MOTOR CO | 3,640,000 | 3,640,000 | 0 | 0.07% | -$80.70K |
| Credit Agricole S.A. | 3,545,000 | 3,545,000 | 0 | 0.06% | -$51.30K |
| VST 4.6 10/15/30 144A | 3,660,000 | 3,660,000 | 0 | 0.06% | -$71.02K |
| CFMT LLC, Series 2022-HB9, Class M3 | 3,745,000 | 3,745,000 | 0 | 0.06% | $7.62K |
| AMUR EQUIPMENT FINANCE RECEIVABLES XII LLC | 3,500,000 | 3,500,000 | 0 | 0.06% | -$21.59K |
| CAPITAL ONE FINL | 3,455,000 | 3,455,000 | 0 | 0.06% | -$92.35K |
| High Point Re Ltd., Series A | 3,500,000 | 3,500,000 | 0 | 0.06% | -$43.75K |
| Long Point Re IV Ltd., Series 2022 | 3,500,000 | 3,500,000 | 0 | 0.06% | -$18.90K |
| Venture Global Plaquemines LNG, LLC | 3,355,000 | 3,355,000 | 0 | 0.06% | $61.08K |
| BANCO SANTANDER | 3,200,000 | 3,200,000 | 0 | 0.06% | -$91.21K |
| CFMT LLC, Series 2024-HB13, Class M2 | 3,530,000 | 3,530,000 | 0 | 0.06% | $19.84K |
| Hilcorp Energy I, L.P. | 3,420,000 | 3,420,000 | 0 | 0.06% | $159.18K |
| FLEX LTD | 3,465,000 | 3,465,000 | 0 | 0.06% | -$52.14K |
| AMER ELEC PWR | 3,435,000 | 3,435,000 | 0 | 0.06% | $29.35K |
| LIGHTNING RE SERIES 2023 1 | 3,400,000 | 3,400,000 | 0 | 0.06% | -$73.10K |
| HANWHA LIFE INSURANCE SUBORDINATED 144A 06/55 VAR | 3,299,000 | 3,299,000 | 0 | 0.06% | -$52.78K |
| VERISK ANALYTICS | 3,390,000 | 3,390,000 | 0 | 0.06% | -$88.82K |
| Citadel Securities Global Holdings LLC | 3,254,000 | 3,254,000 | 0 | 0.06% | -$96.22K |
| FORD MOTOR CRED | 3,140,000 | 3,140,000 | 0 | 0.06% | -$57.45K |
| ELEVANCE HEALTH | 3,240,000 | 3,240,000 | 0 | 0.06% | -$42.64K |
| BPCE | 3,220,000 | 3,220,000 | 0 | 0.06% | -$64.49K |
| JBS/FOODS/FOOD | 3,430,000 | 3,430,000 | 0 | 0.06% | -$12.47K |
| ELEMENT FLEET MANAGEMENT SR UNSECURED 144A 11/30 4.641 | 3,320,000 | 3,320,000 | 0 | 0.06% | -$56.07K |
| NORTHERN TRST CO | 3,330,000 | 3,330,000 | 0 | 0.06% | -$83.29K |
| Fannie Mae Connecticut Avenue Securities, Series 2024-R03, Class 2M2 | 3,230,000 | 3,230,000 | 0 | 0.06% | -$10.75K |
| FREMF 2018-KSW4 MORTGAGE TRUST 2.902% 10/25/2028 | 3,244,609 | 3,244,609 | 0 | 0.06% | $111.70K |
| Dai-ichi Life Insurance Co., Ltd. (The) | 3,185,000 | 3,185,000 | 0 | 0.06% | -$123.09K |
| Hertz Vehicle Financing LLC Series 2024-1A, Class C | 3,150,000 | 3,150,000 | 0 | 0.06% | -$40.44K |
| FREMF Mortgage Trust, Series 2019-KF66, Class B | 3,364,630 | 3,364,630 | 0 | 0.06% | $7.80K |
| VFI ABS 2023-1 LLC | 3,145,000 | 3,145,000 | 0 | 0.06% | -$36.55K |
| Cleveland-Cliffs Inc. | 3,235,000 | 3,235,000 | 0 | 0.06% | -$185.84K |
| American Credit Acceptance Receivables Trust, Series 2025-4, Class D | 3,100,000 | 3,100,000 | 0 | 0.06% | -$10.08K |
| MITSUB UFJ FIN | 3,490,000 | 3,490,000 | 0 | 0.06% | -$42.18K |
| ONEMAIN FIN. CORP 6.125% | 3,140,000 | 3,140,000 | 0 | 0.06% | -$131.08K |
| Sanders RE II Ltd., Series B | 3,000,000 | 3,000,000 | 0 | 0.05% | -$75.60K |
| Sanders RE II Ltd., Series A | 3,000,000 | 3,000,000 | 0 | 0.05% | -$20.40K |
| JETBLUE 19-1 AA | 3,427,285 | 3,427,285 | 0 | 0.05% | -$37.21K |
| Cascade MH Asset Trust, Series 2021-MH1, Class M1 | 3,773,000 | 3,773,000 | 0 | 0.05% | $12.52K |
| HTL COMMERCIAL MORTGAGE TRUST HTL 2024 T53 B 144A | 2,915,000 | 2,915,000 | 0 | 0.05% | -$14.95K |
| BNP PARIBAS | 2,870,000 | 2,870,000 | 0 | 0.05% | -$29.97K |
| ERP OPERATING LP | 2,900,000 | 2,900,000 | 0 | 0.05% | -$45.91K |
| Bunker Hill Loan Depositary Trust, Series 2020-1, Class A3 | 2,985,000 | 2,985,000 | 0 | 0.05% | $7.11K |
| ENTERGY TEXAS | 2,870,000 | 2,870,000 | 0 | 0.05% | -$47.51K |
| VStrong Auto Receivables Trust 2023-A | 2,670,000 | 2,670,000 | 0 | 0.05% | -$20.30K |
| Penske Truck Leasing Co. L.P./ PTL Finance Corp. | 2,897,000 | 2,897,000 | 0 | 0.05% | -$18.98K |
| SOUTHERN CAL ED | 2,810,000 | 2,810,000 | 0 | 0.05% | -$31.25K |
| ELI LILLY & CO | 2,905,000 | 2,905,000 | 0 | 0.05% | -$56.56K |
| RMF Buyout Issuance Trust, Series 2021-HB1, Class M3 | 3,000,000 | 3,000,000 | 0 | 0.05% | -$6.99K |
| COMMERCIAL METALS CO SR UNSECURED 144A 12/35 6 | 2,905,000 | 2,905,000 | 0 | 0.05% | -$114.20K |
| SCFET 2024-1A D | 2,760,000 | 2,760,000 | 0 | 0.05% | -$31.60K |
| GEN MOTORS FIN | 2,770,000 | 2,770,000 | 0 | 0.05% | -$55.36K |
| HPEFS EQUIP TR 2024-2A D 5.82% 04/20/2032 144A | 2,800,000 | 2,800,000 | 0 | 0.05% | -$23.69K |
| PUBLIC SERVICE | 2,800,000 | 2,800,000 | 0 | 0.05% | -$48.46K |
| OASIS 2025-1A B | 2,820,000 | 2,820,000 | 0 | 0.05% | -$17.54K |
| QNTELE 6.25 08/15/33 144A | 2,760,000 | 2,760,000 | 0 | 0.05% | -$70.14K |
| KENTUCKY UTIL | 2,805,000 | 2,805,000 | 0 | 0.05% | -$37.72K |
| HPA 2019-1 D | 2,858,179 | 2,858,179 | 0 | 0.05% | -$17.66K |
| GLS Auto Receivables Issuer Trust, Series 2025-2A, Class D | 2,730,000 | 2,730,000 | 0 | 0.05% | $5.41K |
| BOSTON GAS CO | 2,810,000 | 2,810,000 | 0 | 0.05% | -$6.73K |
| NORINCHUKIN BANK/THE 144A 4.674000% 09/09/2030 | 2,760,000 | 2,760,000 | 0 | 0.05% | -$42.27K |
| QNTELE 5.75 08/15/32 144A | 2,720,000 | 2,720,000 | 0 | 0.05% | -$57.81K |
| Avis Budget Rental Car Funding AESOP LLC, Series 2024-1A, Class B | 2,660,000 | 2,660,000 | 0 | 0.05% | -$33.71K |
| NMEF Funding, LLC Series 2022-B, Class C | 2,690,000 | 2,690,000 | 0 | 0.05% | -$22.94K |
| TEVA PHARMACEUTI TEVA 5 1/8 05/09/29 | 2,720,000 | 2,720,000 | 0 | 0.05% | -$39.51K |
| ALBERTSONS COS/SAFEWAY REGD 144A P/P 5.50000000 | 2,735,000 | 2,735,000 | 0 | 0.05% | -$59.82K |
| MSCI INC | 2,760,000 | 2,760,000 | 0 | 0.05% | -$74.63K |
| CARLYLE US CLO 2019-4 LTD | 2,750,000 | 2,750,000 | 0 | 0.05% | -$45.75K |
| Arbor Realty Collateralized Loan Obligation Ltd., Series 2025-BTR1, Class B | 2,670,000 | 2,670,000 | 0 | 0.05% | $15.49K |
| SOUND POINT CLO XXVIII LTD SNDPT 2020 3A D 144A | 2,750,000 | 2,750,000 | 0 | 0.05% | -$47.06K |
| ZF North America Capital, Inc. | 2,640,000 | 2,640,000 | 0 | 0.05% | -$16.11K |
| WFCM 2019-C51 A4 | 2,795,000 | 2,795,000 | 0 | 0.05% | -$41 |
Top 300 of 479, by weight.
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