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 |
|---|---|---|---|---|---|
| Uniform Mortgage-Backed Security, TBA | 0 | 2,584,000,000 | 2,584,000,000 | 13.04% | $2.55B |
| Government National Mortgage Association, TBA | 0 | 751,537,000 | 751,537,000 | 3.72% | $725.24M |
| FNCL 6.5 6/24 | 0 | 534,938,000 | 534,938,000 | 2.83% | $552.96M |
| FNCL 6 6/24 | 0 | 526,000,000 | 526,000,000 | 2.74% | $535.41M |
| FNCL 5 6/24 | 0 | 512,000,000 | 512,000,000 | 2.58% | $503.96M |
| G2SF 5 5/26 | 0 | 437,900,000 | 437,900,000 | 2.22% | $432.85M |
| Government National Mortgage Association, TBA | 0 | 373,700,000 | 373,700,000 | 1.98% | $387.29M |
| FNCL 4 6/24 | 0 | 397,000,000 | 397,000,000 | 1.92% | $373.85M |
| FNCL 6 7/25 | 0 | 307,000,000 | 307,000,000 | 1.60% | $312.37M |
| Uniform Mortgage-Backed Security, TBA | 0 | 298,100,000 | 298,100,000 | 1.44% | $281.09M |
| FNCL 4.5 4/26 | 0 | 276,700,000 | 276,700,000 | 1.37% | $267.08M |
| GNMA II TBA 30 YR 3.5 JUMBOS | 0 | 271,000,000 | 271,000,000 | 1.27% | $248.69M |
| FNCL 5 4/26 | 0 | 251,780,000 | 251,780,000 | 1.27% | $248.35M |
| G2 MB0088 | 0 | 255,202,069 | 255,202,069 | 1.20% | $234.31M |
| GNMA II POOL MB0201 G2 02/55 FIXED 3.5 | 0 | 243,350,655 | 243,350,655 | 1.14% | $223.43M |
| GNMA II POOL MB0481 G2 07/55 FIXED 3.5 | 0 | 189,571,924 | 189,571,924 | 0.89% | $174.05M |
| UPSTART PERSONAL CONSUMER TRUS UPCT 2026 1P CERT 144A | 0 | 119,024,358 | 119,024,358 | 0.61% | $118.72M |
| Uniform Mortgage-Backed Security, TBA | 0 | 108,000,000 | 108,000,000 | 0.53% | $104.13M |
| Government National Mortgage Association, TBA | 0 | 116,200,000 | 116,200,000 | 0.51% | $99.92M |
| FNCL 3 4/26 | 0 | 112,700,000 | 112,700,000 | 0.51% | $99.01M |
| U.S. Treasury Bills | 0 | 79,895,000 | 79,895,000 | 0.41% | $79.18M |
| SEQUOIA MORTGAGE TRUST SEMT 2026 INV2 A26F 144A | 0 | 73,800,000 | 73,800,000 | 0.38% | $73.98M |
| GOVERNMENT NATIONAL MORTGAGE CORPORATION | 0 | 77,655,071 | 77,655,071 | 0.36% | $69.50M |
| FNCI 4 4/26 | 0 | 70,600,000 | 70,600,000 | 0.35% | $68.96M |
| G2 MB0022 | 0 | 74,942,809 | 74,942,809 | 0.35% | $68.81M |
| NELNET STUDENT LOAN TRUST 2026-A SER 2026-A CL A1A REGD 144A P/P 4.61000000 | 0 | 65,062,997 | 65,062,997 | 0.33% | $64.27M |
| CHASE MORTGAGE FINANCE CORPORA CHASE 2026 CINV1 A11 144A | 0 | 58,412,174 | 58,412,174 | 0.30% | $58.45M |
| Government National Mortgage Association, TBA | 0 | 57,000,000 | 57,000,000 | 0.29% | $57.26M |
| GNMA | 0 | 59,203,236 | 59,203,236 | 0.28% | $54.34M |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION SER 2026-H02 CL FA V/R 4.42294000 | 0 | 52,663,447 | 52,663,447 | 0.27% | $53.11M |
| G2 MB0143 | 0 | 57,217,294 | 57,217,294 | 0.27% | $52.53M |
| 83208D9A7 SMB 2026 B A1A 144A | 0 | 51,276,000 | 51,276,000 | 0.26% | $50.97M |
| Uniform Mortgage-Backed Security, TBA | 0 | 50,000,000 | 50,000,000 | 0.26% | $50.33M |
| Government National Mortgage Association, TBA | 0 | 59,425,000 | 59,425,000 | 0.25% | $49.07M |
| Government National Mortgage Association | 0 | 53,017,080 | 53,017,080 | 0.25% | $48.69M |
| GOVERNMENT NATIONAL MORTGAGE A GNR 2026 H05 FL | 0 | 42,496,679 | 42,496,679 | 0.22% | $42.99M |
| FANNIE MAE POOL UMBS P#FA4659 5.00000000 | 0 | 41,364,839 | 41,364,839 | 0.21% | $41.24M |
| VBTEL 2026-1A C2 | 0 | 41,500,000 | 41,500,000 | 0.21% | $40.83M |
| FED HM LN PC POOL TA2342 FR 12/55 FIXED 5 | 0 | 38,379,814 | 38,379,814 | 0.20% | $38.20M |
| FREDDIE MAC FHR 5648 CF | 0 | 36,600,000 | 36,600,000 | 0.19% | $36.41M |
| FNCI 4.5 4/25 | 0 | 35,800,000 | 35,800,000 | 0.18% | $35.55M |
| EFMT 2026-AE1 | 0 | 34,416,530 | 34,416,530 | 0.18% | $34.39M |
| FED HM LN PC POOL SL3873 FR 12/55 FIXED 5 | 0 | 32,895,595 | 32,895,595 | 0.17% | $32.75M |
| Anchorage Credit Funding 20 Ltd | 0 | 31,200,000 | 31,200,000 | 0.16% | $31.20M |
| ACORE 2026-FL1 ISSUER LLC SER 2026-FL1 CL A V/R REGD 144A P/P 5.15000000 | 0 | 29,900,000 | 29,900,000 | 0.15% | $29.88M |
| PMT Loan Trust 2026-INV3 | 0 | 29,700,000 | 29,700,000 | 0.15% | $29.77M |
| FNMA POOL FA3769 FN 11/55 FIXED VAR | 0 | 28,363,087 | 28,363,087 | 0.15% | $29.62M |
| FNMA POOL FA4661 FN 02/56 FIXED VAR | 0 | 28,731,305 | 28,731,305 | 0.15% | $28.65M |
| Freddie Mac REMICS | 0 | 27,579,879 | 27,579,879 | 0.14% | $27.76M |
| GNMA II, Single Family, 30 Year | 0 | 29,038,614 | 29,038,614 | 0.14% | $26.65M |
| FNMA POOL FA3592 FN 11/55 FIXED VAR | 0 | 25,876,063 | 25,876,063 | 0.14% | $26.46M |
| Government National Mortgage Association, TBA | 0 | 26,050,000 | 26,050,000 | 0.14% | $26.46M |
| WATR 2026 1 A 144A | 0 | 25,994,000 | 25,994,000 | 0.13% | $26.03M |
| FED HM LN PC POOL SL3100 FR 10/55 FIXED 6 | 0 | 24,502,421 | 24,502,421 | 0.13% | $25.38M |
| FANNIE MAE FNR 2026 21 DF | 0 | 25,400,000 | 25,400,000 | 0.13% | $25.33M |
| GSREFT 2026-FL1 A | 0 | 25,100,000 | 25,100,000 | 0.13% | $25.16M |
| Uniform Mortgage-Backed Security, TBA | 0 | 24,300,000 | 24,300,000 | 0.13% | $25.12M |
| FEDERAL NAT MTG ASN GTD REM PA SOFR30A+115 08/25/2055 | 0 | 24,512,367 | 24,512,367 | 0.13% | $24.70M |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION SER 2026-H01 CL FL V/R 4.42294000 | 0 | 23,583,385 | 23,583,385 | 0.12% | $23.78M |
| FNMA POOL FA4650 FN 02/56 FIXED VAR | 0 | 23,659,482 | 23,659,482 | 0.12% | $23.59M |
| G2 MA8043 | 0 | 25,002,282 | 25,002,282 | 0.11% | $22.35M |
| BRSP 2026-FL3 LTD SER 2026-FL3 CL A V/R REGD 144A P/P 5.15000000 | 0 | 20,800,000 | 20,800,000 | 0.11% | $20.76M |
| GOVERNMENT NATIONAL MORTGAGE A GNR 2025 H09 FA | 0 | 20,580,580 | 20,580,580 | 0.11% | $20.74M |
| ACRES Commercial Realty Issuer LLC, Series 2026-FL4, Class A | 0 | 19,800,000 | 19,800,000 | 0.10% | $19.79M |
| FED HM LN PC POOL SL3673 FR 01/56 FIXED 5.5 | 0 | 19,325,766 | 19,325,766 | 0.10% | $19.76M |
| ACREC LLC, Series 2026-FL4, Class A | 0 | 19,400,000 | 19,400,000 | 0.10% | $19.39M |
| PFP Ltd., Series 2026-13, Class A | 0 | 19,300,000 | 19,300,000 | 0.10% | $19.32M |
| FREDDIE MAC POOL UMBS P#SL4236 5.00000000 | 0 | 19,034,864 | 19,034,864 | 0.10% | $18.98M |
| NELNET STUDENT LOAN TRUST 2026-A SER 2026-A CL A1B V/R REGD 144A P/P 0.00000000 | 0 | 16,265,749 | 16,265,749 | 0.08% | $16.35M |
| TOWD POINT MORTGAGE TRUST | 0 | 16,046,906 | 16,046,906 | 0.08% | $15.84M |
| FNMA, Series 2025-95, Class FG | 0 | 15,786,714 | 15,786,714 | 0.08% | $15.84M |
| FED HM LN PC POOL SL4308 FR 02/56 FIXED 5 | 0 | 15,339,629 | 15,339,629 | 0.08% | $15.30M |
| FED HM LN PC POOL SL3016 FR 10/55 FIXED 6 | 0 | 14,540,284 | 14,540,284 | 0.08% | $15.14M |
| FS Rialto Issuer LLC, Series 2026-FL11, Class A | 0 | 15,000,000 | 15,000,000 | 0.08% | $15.00M |
| FNMA POOL CC1712 FN 12/55 FIXED 6 | 0 | 14,209,219 | 14,209,219 | 0.08% | $14.75M |
| FNCI 3.5 4/25 | 0 | 15,100,000 | 15,100,000 | 0.07% | $14.54M |
| FANNIE MAE POOL UMBS P#FA4530 5.00000000 | 0 | 14,499,658 | 14,499,658 | 0.07% | $14.46M |
| FNCI 5 4/21 | 0 | 14,300,000 | 14,300,000 | 0.07% | $14.41M |
| FNMA POOL FA2562 FN 08/55 FIXED VAR | 0 | 13,737,367 | 13,737,367 | 0.07% | $14.23M |
| FANNIE MAE FNR 2026 21 YF | 0 | 13,500,000 | 13,500,000 | 0.07% | $13.46M |
| FNMA POOL BW2501 FN 02/56 FIXED 5 | 0 | 13,470,916 | 13,470,916 | 0.07% | $13.43M |
| G2 MB0682 | 0 | 14,608,291 | 14,608,291 | 0.07% | $13.41M |
| GOVERNMENT NATIONAL MORTGAGE A GNR 2024 H14 FG | 0 | 13,114,491 | 13,114,491 | 0.07% | $13.25M |
| U.S. Treasury Bill | 0 | 13,203,000 | 13,203,000 | 0.07% | $13.06M |
| FNMA POOL CC1866 FN 01/56 FIXED 6 | 0 | 12,322,340 | 12,322,340 | 0.07% | $12.82M |
| G2SF 6 4/25 | 0 | 12,450,000 | 12,450,000 | 0.06% | $12.66M |
| FANNIE MAE POOL UMBS P#FA3860 5.50000000 | 0 | 11,894,335 | 11,894,335 | 0.06% | $12.14M |
| FED HM LN PC POOL SL3937 FR 01/56 FIXED 5.5 | 0 | 11,811,052 | 11,811,052 | 0.06% | $12.09M |
| FNCL 5.5 4/26 | 0 | 11,850,000 | 11,850,000 | 0.06% | $11.91M |
| G2 MB0868 | 0 | 12,000,000 | 12,000,000 | 0.06% | $11.01M |
| FANNIE MAE POOL UMBS P#CC2221 5.00000000 | 0 | 10,894,093 | 10,894,093 | 0.06% | $10.85M |
| FHR 5609 FC | 0 | 10,719,407 | 10,719,407 | 0.05% | $10.72M |
| Fannie Mae REMICS | 0 | 9,444,684 | 9,444,684 | 0.05% | $9.47M |
| FED HM LN PC POOL SL1583 FR 06/55 FIXED 5.5 | 0 | 9,177,662 | 9,177,662 | 0.05% | $9.34M |
| FED HM LN PC POOL SL0428 FR 08/54 FIXED 6.5 | 0 | 8,565,557 | 8,565,557 | 0.05% | $9.05M |
| FANNIE MAE POOL UMBS P#CB9007 6.00000000 | 0 | 8,708,470 | 8,708,470 | 0.05% | $9.02M |
| Towd Point Mortgage Trust 2026-CES1 | 0 | 8,988,737 | 8,988,737 | 0.05% | $8.94M |
| FREDDIEMAC STRIP FHS 424 C5 | 0 | 38,608,417 | 38,608,417 | 0.04% | $8.51M |
| WATR 2026 1 R 144A | 0 | 7,955,000 | 7,955,000 | 0.04% | $7.97M |
| FED HM LN PC POOL QZ4716 FR 10/55 FIXED 6.5 | 0 | 6,987,943 | 6,987,943 | 0.04% | $7.38M |
| FED HM LN PC POOL TA5545 FR 01/56 FIXED 5 | 0 | 7,190,311 | 7,190,311 | 0.04% | $7.17M |
| FNCL 4 4/26 | 0 | 7,500,000 | 7,500,000 | 0.04% | $7.08M |
| 83208D9E9 SMB 2026 B A1B SOFR30A+120BP | 0 | 6,992,000 | 6,992,000 | 0.04% | $6.99M |
| FNMA, Series 2025-92, Class FA | 0 | 6,893,408 | 6,893,408 | 0.04% | $6.96M |
| WATR 2026 1 B 144A | 0 | 6,818,000 | 6,818,000 | 0.03% | $6.83M |
| SEMT 2026-HYB1 A1A | 0 | 6,900,000 | 6,900,000 | 0.03% | $6.74M |
| G2 MA7935 | 0 | 7,582,980 | 7,582,980 | 0.03% | $6.27M |
| FANNIE MAE POOL UMBS P#CC1216 5.50000000 | 0 | 5,973,603 | 5,973,603 | 0.03% | $6.09M |
| Uniform Mortgage-Backed Security, TBA | 0 | 7,800,000 | 7,800,000 | 0.03% | $6.02M |
| FN CB9152 | 0 | 5,403,318 | 5,403,318 | 0.03% | $5.59M |
| FED HM LN PC POOL WA0806 FR 01/40 FIXED 4.01 | 0 | 5,760,244 | 5,760,244 | 0.03% | $5.55M |
| FANNIE MAE POOL UMBS P#FA3584 6.00000000 | 0 | 5,221,009 | 5,221,009 | 0.03% | $5.43M |
| PRET LLC, Series 2026-NPL1, Class A1 | 0 | 5,359,992 | 5,359,992 | 0.03% | $5.32M |
| Anchorage Credit Funding 20 Ltd | 0 | 5,200,000 | 5,200,000 | 0.03% | $5.20M |
| FNMA POOL BZ6642 FN 03/36 FIXED 4.65 | 0 | 5,134,000 | 5,134,000 | 0.03% | $5.12M |
| FREDDIE MAC FHR 5566 F | 0 | 5,075,248 | 5,075,248 | 0.03% | $5.12M |
| FANNIE MAE POOL UMBS P#FA3564 5.50000000 | 0 | 4,857,388 | 4,857,388 | 0.03% | $4.95M |
| 83208D990 SMB 2026 B D 144A | 0 | 4,933,000 | 4,933,000 | 0.03% | $4.89M |
| FANNIE MAE POOL UMBS P#FA3583 6.00000000 | 0 | 4,679,849 | 4,679,849 | 0.02% | $4.87M |
| FANNIE MAE POOL UMBS P#CC0117 6.00000000 | 0 | 4,637,695 | 4,637,695 | 0.02% | $4.81M |
| FREDDIE MAC POOL UMBS P#SL2834 5.50000000 | 0 | 4,702,525 | 4,702,525 | 0.02% | $4.79M |
| WATR 2026 1 D 144A | 0 | 4,688,000 | 4,688,000 | 0.02% | $4.69M |
| FANNIE MAE POOL UMBS P#FA3799 6.00000000 | 0 | 4,403,625 | 4,403,625 | 0.02% | $4.58M |
| FREDDIE MAC POOL UMBS P#SL2049 5.50000000 | 0 | 4,493,388 | 4,493,388 | 0.02% | $4.58M |
| WATR 2026 1 C 144A | 0 | 4,545,000 | 4,545,000 | 0.02% | $4.55M |
| PRPM LLC, Series 2026-1, Class A1 | 0 | 4,510,234 | 4,510,234 | 0.02% | $4.47M |
| FED HM LN PC POOL SL2247 FR 01/55 FIXED 5.5 | 0 | 4,325,098 | 4,325,098 | 0.02% | $4.42M |
| Fannie Mae Pool | 0 | 4,405,634 | 4,405,634 | 0.02% | $4.36M |
| FREDDIE MAC POOL UMBS P#SL2838 5.50000000 | 0 | 4,068,227 | 4,068,227 | 0.02% | $4.16M |
| G2 MB0420 | 0 | 4,469,185 | 4,469,185 | 0.02% | $4.10M |
| FREDDIE MAC POOL UMBS P#SL3299 5.50000000 | 0 | 3,946,510 | 3,946,510 | 0.02% | $4.04M |
| FREDDIE MAC POOL UMBS P#SL4307 5.00000000 | 0 | 3,879,986 | 3,879,986 | 0.02% | $3.87M |
| RFR USD SOFR/3.75000 06/17/26-10Y LCH | 0 | 1 | 1 | 0.02% | $3.85M |
| FREDDIE MAC FHR 5446 FB | 0 | 3,703,471 | 3,703,471 | 0.02% | $3.73M |
| FANNIE MAE POOL UMBS P#FA1361 5.50000000 | 0 | 3,621,798 | 3,621,798 | 0.02% | $3.70M |
| FREDDIE MAC POOL UMBS P#RJ3965 5.50000000 | 0 | 3,506,759 | 3,506,759 | 0.02% | $3.58M |
| 317UBONA1 PIMCO SWAPTION 2.5 CALL USD 20270728 | 0 | 900,500,000 | 900,500,000 | 0.02% | $3.45M |
| FREDDIE MAC POOL UMBS P#RJ5158 5.50000000 | 0 | 3,302,745 | 3,302,745 | 0.02% | $3.37M |
| FNMA POOL CB7642 FN 12/53 FIXED 6 | 0 | 3,211,434 | 3,211,434 | 0.02% | $3.31M |
| FNMA POOL DF1747 FN 10/55 FIXED 6.5 | 0 | 2,975,957 | 2,975,957 | 0.02% | $3.14M |
| FREDDIE MAC POOL UMBS P#SL2503 6.50000000 | 0 | 2,948,762 | 2,948,762 | 0.02% | $3.11M |
| FREDDIE MAC FHR 5576 FA | 0 | 3,058,160 | 3,058,160 | 0.02% | $3.08M |
| 83208D9F6 SMB 2026 B B 144A | 0 | 3,083,000 | 3,083,000 | 0.02% | $3.06M |
| FED HM LN PC POOL WA0348 FR 05/34 FIXED 5.84 | 0 | 2,822,468 | 2,822,468 | 0.02% | $2.97M |
| FNMA POOL DF3918 FN 12/55 FIXED 5.5 | 0 | 2,845,597 | 2,845,597 | 0.01% | $2.90M |
| Fannie Mae REMICS | 0 | 2,871,680 | 2,871,680 | 0.01% | $2.89M |
| FREDDIE MAC POOL UMBS P#SL2994 6.00000000 | 0 | 2,678,570 | 2,678,570 | 0.01% | $2.79M |
| FREDDIE MAC POOL UMBS P#RJ5228 5.50000000 | 0 | 2,668,062 | 2,668,062 | 0.01% | $2.73M |
| 31750SIS6 PIMCO CDSOPT PUT USD 96.58984375 202 | 0 | 313,000,000 | 313,000,000 | 0.01% | $2.62M |
| FNMA POOL FA3387 FN 11/55 FIXED VAR | 0 | 2,564,499 | 2,564,499 | 0.01% | $2.61M |
| FREDDIE MAC POOL UMBS P#SL3905 5.50000000 | 0 | 2,514,589 | 2,514,589 | 0.01% | $2.58M |
| FED HM LN PC POOL TA0726 FR 12/55 FIXED 5.5 | 0 | 2,516,791 | 2,516,791 | 0.01% | $2.57M |
| FANNIE MAE POOL UMBS P#FA3798 6.00000000 | 0 | 2,392,740 | 2,392,740 | 0.01% | $2.49M |
| FNMA POOL BV6439 FN 11/55 FIXED 5.5 | 0 | 2,423,555 | 2,423,555 | 0.01% | $2.49M |
| BOSPHORUS CLO BOPHO 9A AR 144A | 0 | 2,100,000 | 2,100,000 | 0.01% | $2.43M |
| Freddie Mac REMICS | 0 | 2,403,951 | 2,403,951 | 0.01% | $2.42M |
| FANNIE MAE REMICS SER 2025-18 CL FA V/R 4.82419000 | 0 | 2,366,123 | 2,366,123 | 0.01% | $2.38M |
| U.S. Treasury Bills | 0 | 2,376,000 | 2,376,000 | 0.01% | $2.36M |
| Freddie Mac REMICS | 0 | 2,341,468 | 2,341,468 | 0.01% | $2.36M |
| FNR 2024-90 FB | 0 | 2,308,459 | 2,308,459 | 0.01% | $2.33M |
| FREDDIE MAC REMICS SER 5500 CL GF V/R 5.02180000 | 0 | 2,265,802 | 2,265,802 | 0.01% | $2.28M |
| FANNIE MAE POOL UMBS P#CC0277 6.50000000 | 0 | 2,113,151 | 2,113,151 | 0.01% | $2.23M |
| G2SF 4.5 4/26 | 0 | 2,279,000 | 2,279,000 | 0.01% | $2.20M |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNR 2024-148 AF | 0 | 2,153,016 | 2,153,016 | 0.01% | $2.16M |
| Government National Mortgage Association | 0 | 2,153,243 | 2,153,243 | 0.01% | $2.16M |
| FANNIE MAE POOL UMBS P#FA3797 6.00000000 | 0 | 2,036,821 | 2,036,821 | 0.01% | $2.12M |
| FREDDIE MAC POOL UMBS P#RJ3975 6.50000000 | 0 | 2,009,551 | 2,009,551 | 0.01% | $2.11M |
| FREDDIE MAC POOL UMBS P#SL3298 5.50000000 | 0 | 2,068,072 | 2,068,072 | 0.01% | $2.11M |
| FREDDIE MAC POOL UMBS P#SL0788 6.00000000 | 0 | 2,015,331 | 2,015,331 | 0.01% | $2.08M |
| Government National Mortgage Association | 0 | 2,002,516 | 2,002,516 | 0.01% | $2.01M |
| FREDDIE MAC POOL UMBS P#SL2984 5.50000000 | 0 | 1,961,300 | 1,961,300 | 0.01% | $2.00M |
| FNMA 30YR 6% 03/01/2054#CB8159 | 0 | 1,893,775 | 1,893,775 | 0.01% | $1.96M |
| FED HM LN PC POOL WA0323 FR 03/35 FIXED 4.84 | 0 | 1,925,590 | 1,925,590 | 0.01% | $1.94M |
| FNMA POOL CB7786 FN 01/54 FIXED 6 | 0 | 1,864,970 | 1,864,970 | 0.01% | $1.93M |
| 317UBKWA9 PIMCO SWAPTION 3.48 CALL USD 2026071 | 0 | 296,300,000 | 296,300,000 | 0.01% | $1.87M |
| Freddie Mac REMICS | 0 | 1,852,278 | 1,852,278 | 0.01% | $1.86M |
| Freddie Mac REMICS Floating Rate, Due 11/25/2054 | 0 | 1,846,517 | 1,846,517 | 0.01% | $1.85M |
| United States Treasury Bill | 0 | 1,830,000 | 1,830,000 | 0.01% | $1.82M |
| GOVERNMENT NATIONAL MORTGAGE A GNR 2025 205 FG | 0 | 1,728,964 | 1,728,964 | 0.01% | $1.73M |
| FREDDIE MAC POOL UMBS P#SL3380 5.50000000 | 0 | 1,664,833 | 1,664,833 | 0.01% | $1.69M |
| FNMA POOL DB6513 FN 08/54 FIXED 6.5 | 0 | 1,597,654 | 1,597,654 | 0.01% | $1.68M |
| RFR USD SOFR/3.50000 06/17/26-7Y LCH | 0 | 1 | 1 | 0.01% | $1.66M |
| FED HM LN PC POOL WA4303 FR 01/38 FIXED 3.61 | 0 | 1,732,565 | 1,732,565 | 0.01% | $1.66M |
| UST BILLS 0% 05/14/2026 | 0 | 1,621,000 | 1,621,000 | 0.01% | $1.61M |
| FANNIE MAE POOL UMBS P#FA3012 5.50000000 | 0 | 1,576,198 | 1,576,198 | 0.01% | $1.61M |
| FREDDIE MAC POOL UMBS P#RJ4830 5.50000000 | 0 | 1,544,827 | 1,544,827 | 0.01% | $1.58M |
| FED HM LN PC POOL TA2928 FR 01/56 FIXED 5.5 | 0 | 1,542,241 | 1,542,241 | 0.01% | $1.57M |
| FED HM LN PC POOL WA0332 FR 07/35 FIXED 4.71 | 0 | 1,510,216 | 1,510,216 | 0.01% | $1.51M |
| MF1 MULTIFAMILY HOUSING MORTGA MF1 2025 FL17 A 144A | 0 | 1,500,000 | 1,500,000 | 0.01% | $1.50M |
| U.S. Treasury Bills | 0 | 1,457,000 | 1,457,000 | 0.01% | $1.45M |
| FANNIE MAE POOL UMBS P#FA3207 5.50000000 | 0 | 1,400,218 | 1,400,218 | 0.01% | $1.43M |
| G2 MB0933 | 0 | 1,546,879 | 1,546,879 | 0.01% | $1.42M |
| FNMA POOL FA2921 FN 09/55 FIXED VAR | 0 | 1,385,628 | 1,385,628 | 0.01% | $1.41M |
| Government National Mortgage Association | 0 | 1,363,313 | 1,363,313 | 0.01% | $1.38M |
| FED HM LN PC POOL WA4304 FR 01/37 FIXED 4.2 | 0 | 1,218,454 | 1,218,454 | 0.01% | $1.21M |
| FREDDIE MAC POOL UMBS P#SL3519 5.50000000 | 0 | 1,075,539 | 1,075,539 | 0.01% | $1.10M |
| FREDDIE MAC POOL UMBS P#SL2432 5.50000000 | 0 | 1,020,357 | 1,020,357 | 0.01% | $1.04M |
| FREDDIE MAC POOL UMBS P#SD7117 6.00000000 | 0 | 992,804 | 992,804 | 0.01% | $1.03M |
| FED HM LN PC POOL WA0315 FR 03/36 FIXED 4.79 | 0 | 996,418 | 996,418 | 0.01% | $1.00M |
| FED HM LN PC POOL WA0304 FR 09/34 FIXED 5.07 | 0 | 966,687 | 966,687 | 0.01% | $990.83K |
| PRPM 2026-RCF1 A1 | 0 | 951,214 | 951,214 | 0.00% | $946.62K |
| FNMA POOL DF5101 FN 12/55 FIXED 5.5 | 0 | 907,427 | 907,427 | 0.00% | $924.85K |
| FNMA POOL FA3385 FN 07/55 FIXED VAR | 0 | 856,611 | 856,611 | 0.00% | $876.99K |
| FNMA POOL DB7525 FN 07/54 FIXED 6.5 | 0 | 814,889 | 814,889 | 0.00% | $861.84K |
| FNMA POOL DB5465 FN 06/54 FIXED 6.5 | 0 | 801,116 | 801,116 | 0.00% | $850.18K |
| 317UC1RA6 PIMCO SWAPTION 4.75 PUT USD 20260904 | 0 | 345,600,000 | 345,600,000 | 0.00% | $824.19K |
| FREDDIE MAC POOL UMBS P#SL2806 5.50000000 | 0 | 801,705 | 801,705 | 0.00% | $820.37K |
| Upstart Securitization Trust 2025-1 | 0 | 800,000 | 800,000 | 0.00% | $812.99K |
| 317UC23A0 PIMCO SWAPTION 4.75 PUT USD 20261207 | 0 | 166,300,000 | 166,300,000 | 0.00% | $781.79K |
| 317UBGAA2 PIMCO SWAPTION 3.324 CALL USD 202607 | 0 | 181,400,000 | 181,400,000 | 0.00% | $781.31K |
| Uniform Mortgage-Backed Security, TBA | 0 | 736,000 | 736,000 | 0.00% | $749.39K |
| UMBS Pool, 30 Year | 0 | 718,332 | 718,332 | 0.00% | $732.43K |
| Fannie Mae Pool | 0 | 679,038 | 679,038 | 0.00% | $705.19K |
| IRS EUR 2.75000 09/16/26-10Y LCH | 0 | 1 | 1 | 0.00% | $691.24K |
| FNMA POOL DA9495 FN 01/54 FIXED 6.5 | 0 | 639,409 | 639,409 | 0.00% | $677.75K |
| FNMA POOL DA9185 FN 06/54 FIXED 6.5 | 0 | 630,261 | 630,261 | 0.00% | $668.86K |
| FNMA POOL DB5603 FN 06/54 FIXED 6.5 | 0 | 606,947 | 606,947 | 0.00% | $641.91K |
| 83208D9Y5 SMB 2026 B C 144A | 0 | 617,000 | 617,000 | 0.00% | $611.49K |
| G2SF 5 4/26 | 0 | 600,000 | 600,000 | 0.00% | $594.32K |
| U.S. Treasury Bills | 0 | 577,000 | 577,000 | 0.00% | $573.42K |
| FREDDIE MAC POOL UMBS P#SD7204 5.50000000 | 0 | 558,383 | 558,383 | 0.00% | $571.43K |
| FREDDIE MAC POOL UMBS P#SL1190 5.50000000 | 0 | 526,723 | 526,723 | 0.00% | $538.64K |
| FED HM LN PC POOL WA0306 FR 09/36 FIXED 4.49 | 0 | 522,610 | 522,610 | 0.00% | $514.19K |
| BDS LTD BDS 2025 FL14 A 144A | 0 | 500,000 | 500,000 | 0.00% | $498.45K |
| 83208D909 SMB 2026 B R 144A | 0 | 3,000 | 3,000 | 0.00% | $491.50K |
| FREDDIE MAC FHR 5460 FB | 0 | 477,904 | 477,904 | 0.00% | $480.73K |
| 31750SKZ7 PIMCO CDSOPT PUT USD 99.09765625 202 | 0 | 547,000,000 | 547,000,000 | 0.00% | $473.87K |
| FREDDIE MAC REMICS SER 5607 CL FA V/R 5.09515000 | 0 | 431,726 | 431,726 | 0.00% | $433.27K |
| Government National Mortgage Association Guaranteed Remic Pass-Through Securities, The | 0 | 385,934 | 385,934 | 0.00% | $389.37K |
| United States Treasury Bill | 0 | 377,000 | 377,000 | 0.00% | $375.44K |
| FANNIE MAE POOL UMBS P#DF1941 5.50000000 | 0 | 364,709 | 364,709 | 0.00% | $373.45K |
| FREDDIE MAC POOL UMBS P#SL0324 5.50000000 | 0 | 337,560 | 337,560 | 0.00% | $344.53K |
| Fannie Mae REMICS | 0 | 333,234 | 333,234 | 0.00% | $334.39K |
| Government National Mortgage Association | 0 | 291,748 | 291,748 | 0.00% | $293.31K |
| 317UCAEA0 PIMCO SWAPTION 4.219 PUT USD 2026060 | 0 | 82,500,000 | 82,500,000 | 0.00% | $285.42K |
| 317UC3WA6 PIMCO SWAPTION 4.75 PUT USD 20260611 | 0 | 475,200,000 | 475,200,000 | 0.00% | $277.28K |
| GNII II 3.5% 12/20/2055#MB0810 | 0 | 256,050 | 256,050 | 0.00% | $235.03K |
| FNMA, Series 2024-87, Class FB | 0 | 171,457 | 171,457 | 0.00% | $172.56K |
| Freddie Mac REMICS | 0 | 150,640 | 150,640 | 0.00% | $149.75K |
| FNR 2024-95 KF | 0 | 147,580 | 147,580 | 0.00% | $148.51K |
| Freddie Mac REMICS | 0 | 145,153 | 145,153 | 0.00% | $146.57K |
| Freddie Mac REMICS | 0 | 139,512 | 139,512 | 0.00% | $141.80K |
| FANNIE MAE POOL 5.50% | 0 | 121,173 | 121,173 | 0.00% | $124.05K |
| 317UCA3A2 PIMCO SWAPTION 4.75 PUT USD 20260630 | 0 | 124,300,000 | 124,300,000 | 0.00% | $111.60K |
| Freddie Mac REMICS | 0 | 101,825 | 101,825 | 0.00% | $102.26K |
| U.S. Treasury Bills | 0 | 81,000 | 81,000 | 0.00% | $80.71K |
| Freddie Mac REMICS | 0 | 64,212 | 64,212 | 0.00% | $64.98K |
| 317UC77A5 PIMCO SWAPTION 4.055 PUT USD 2026040 | 0 | 77,900,000 | 77,900,000 | 0.00% | $36.31K |
| 317UC9LA5 PIMCO SWAPTION 4.095 PUT USD 2026040 | 0 | 114,300,000 | 114,300,000 | 0.00% | $18.54K |
| 317UBRWA4 PIMCO SWAPTION 2.75 CALL USD 2026050 | 0 | 136,400,000 | 136,400,000 | 0.00% | $14.46K |
| FNCL 2.5 4/26 | 0 | 0 | 0 | 0.00% | $0 |
| FNCL 3 5/26 | 0 | 0 | 0 | 0.00% | $0 |
| 31750SLD5 PIMCO CDSOPT CALL USD 99.89062500 20 | 0 | -168,000,000 | -168,000,000 | 0.00% | -$3.49K |
| 31750SL11 PIMCO CDSOPT CALL USD 103.68750000 2 | 0 | -215,500,000 | -215,500,000 | 0.00% | -$10.65K |
| 31750SCO1 PIMCO CDSOPT PUT USD 101.11328125 20 | 0 | -29,500,000 | -29,500,000 | 0.00% | -$201.10K |
| 317UC24A9 PIMCO SWAPTION 3.45 CALL USD 2026060 | 0 | -89,100,000 | -89,100,000 | 0.00% | -$222.79K |
| 31750SCV5 PIMCO CDSOPT PUT USD 103.53125000 20 | 0 | -443,500,000 | -443,500,000 | 0.00% | -$612.70K |
| 31750SNE1 PIMCO CDSOPT CALL USD 94.81250000 20 | 0 | -293,500,000 | -293,500,000 | 0.00% | -$696.83K |
| 31750SOX8 PIMCO CDSOPT PUT USD 96.10156250 202 | 0 | -440,000,000 | -440,000,000 | 0.00% | -$783.99K |
| 31750SKH7 PIMCO CDSOPT CALL USD 102.31250000 2 | 0 | -473,000,000 | -473,000,000 | 0.00% | -$785.50K |
| RFR USD SOFR/4.00000 03/18/26-10Y LCH | 0 | 1 | 1 | 0.00% | -$893.29K |
| 317UBYBA2 PIMCO SWAPTION 3.967 PUT USD 2026050 | 0 | -310,400,000 | -310,400,000 | -0.01% | -$1.43M |
| 31750SOZ3 PIMCO CDSOPT CALL USD 97.37500000 20 | 0 | -391,000,000 | -391,000,000 | -0.01% | -$1.62M |
| 317UBG9A4 PIMCO SWAPTION 3.624 PUT USD 2026070 | 0 | -190,500,000 | -190,500,000 | -0.01% | -$1.77M |
| 31750SC52 PIMCO CDSOPT PUT USD 102.32812500 20 | 0 | -491,500,000 | -491,500,000 | -0.01% | -$1.78M |
| 31750SNB7 PIMCO CDSOPT PUT USD 101.37500000 20 | 0 | -499,500,000 | -499,500,000 | -0.01% | -$1.92M |
| 317UBKVA0 PIMCO SWAPTION 3.78 PUT USD 20260714 | 0 | -316,500,000 | -316,500,000 | -0.02% | -$3.47M |
| Uniform Mortgage-Backed Security, TBA | 0 | -7,800,000 | -7,800,000 | -0.03% | -$6.02M |
| G2SF 3 4/26 | 0 | -8,000,000 | -8,000,000 | -0.04% | -$7.14M |
| FNCL 2 4/26 | 0 | -9,898,000 | -9,898,000 | -0.04% | -$7.97M |
| Uniform Mortgage-Backed Security, TBA | 0 | -9,500,000 | -9,500,000 | -0.04% | -$8.54M |
| FNCI 3 4/24 | 0 | -26,025,000 | -26,025,000 | -0.13% | -$24.86M |
| FNCL 2 5/26 | 0 | -60,152,000 | -60,152,000 | -0.25% | -$48.44M |
| Government National Mortgage Association, TBA | 0 | -70,000,000 | -70,000,000 | -0.32% | -$62.45M |
| FNMA-15YR | 0 | -107,900,000 | -107,900,000 | -0.51% | -$99.28M |
| G2SF 3.5 4/24 | 0 | -113,000,000 | -113,000,000 | -0.53% | -$103.66M |
| Uniform Mortgage-Backed Security, TBA | 0 | -161,850,000 | -161,850,000 | -0.80% | -$155.96M |
| Uniform Mortgage-Backed Security, TBA | 0 | -199,210,000 | -199,210,000 | -0.93% | -$182.23M |
| Uniform Mortgage-Backed Security, TBA | 0 | -257,100,000 | -257,100,000 | -1.34% | -$261.92M |
| Uniform Mortgage-Backed Security, TBA | 0 | -476,235,000 | -476,235,000 | -2.05% | -$400.28M |
| Uniform Mortgage-Backed Security, TBA | 0 | -605,750,000 | -605,750,000 | -3.11% | -$607.76M |
| FNCL 3 6/24 | 0 | -885,605,000 | -885,605,000 | -3.98% | -$776.68M |
| Security | Shares Dec 2025 | Shares Mar 2026 | Δ shares | End % | Δ value |
|---|---|---|---|---|---|
| Uniform Mortgage-Backed Security, TBA | 2,309,803,000 | 0 | -2,309,803,000 | 0.00% | -$2.30B |
| FNCL 6 3/24 | 1,120,000,000 | 0 | -1,120,000,000 | 0.00% | -$1.15B |
| Government National Mortgage Association, TBA | 826,846,492 | 0 | -826,846,492 | 0.00% | -$752.49M |
| Government National Mortgage Association, TBA | 753,816,000 | 0 | -753,816,000 | 0.00% | -$733.82M |
| Uniform Mortgage-Backed Security, TBA | 618,436,000 | 0 | -618,436,000 | 0.00% | -$634.70M |
| Uniform Mortgage-Backed Security, TBA | 551,000,000 | 0 | -551,000,000 | 0.00% | -$537.47M |
| Government National Mortgage Association, TBA | 546,300,000 | 0 | -546,300,000 | 0.00% | -$515.95M |
| Government National Mortgage Association, TBA | 438,500,000 | 0 | -438,500,000 | 0.00% | -$437.02M |
| Uniform Mortgage-Backed Security, TBA | 388,000,000 | 0 | -388,000,000 | 0.00% | -$408.41M |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 379,700,000 | 0 | -379,700,000 | 0.00% | -$392.11M |
| G2SF 3 1/26 | 274,165,000 | 0 | -274,165,000 | 0.00% | -$246.40M |
| Uniform Mortgage-Backed Security, TBA | 209,138,000 | 0 | -209,138,000 | 0.00% | -$217.40M |
| FR RR0026 | 209,590,410 | 0 | -209,590,410 | 0.00% | -$214.99M |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 30YR TBA FEB | 141,500,000 | 0 | -141,500,000 | 0.00% | -$127.00M |
| FR SD8535 | 112,728,976 | 0 | -112,728,976 | 0.00% | -$117.18M |
| FNCL 5 1/26 | 111,077,000 | 0 | -111,077,000 | 0.00% | -$110.79M |
| FN MA5830 | 102,439,681 | 0 | -102,439,681 | 0.00% | -$105.08M |
| Uniform Mortgage-Backed Security, TBA | 99,000,000 | 0 | -99,000,000 | 0.00% | -$103.00M |
| FNCL 5 3/24 | 99,000,000 | 0 | -99,000,000 | 0.00% | -$98.60M |
| FN MA5702 | 69,291,834 | 0 | -69,291,834 | 0.00% | -$72.03M |
| FNCI 4 1/25 | 70,600,000 | 0 | -70,600,000 | 0.00% | -$69.69M |
| Uniform Mortgage-Backed Security, TBA | 64,300,000 | 0 | -64,300,000 | 0.00% | -$65.11M |
| G2SF 4 1/26 | 60,900,000 | 0 | -60,900,000 | 0.00% | -$57.54M |
| Government National Mortgage Association | 66,200,000 | 0 | -66,200,000 | 0.00% | -$57.10M |
| TBA GNMA 30 YR 5.50000000 | 52,800,000 | 0 | -52,800,000 | 0.00% | -$53.28M |
| FR SD8526 | 40,021,705 | 0 | -40,021,705 | 0.00% | -$41.60M |
| Government National Mortgage Association, TBA | 39,500,000 | 0 | -39,500,000 | 0.00% | -$40.23M |
| FREDDIE MAC POOL UMBS P#RR0033 5.50000000 | 39,151,439 | 0 | -39,151,439 | 0.00% | -$40.16M |
| G2SF 2 1/26 | 48,000,000 | 0 | -48,000,000 | 0.00% | -$39.76M |
| FNCI 4.5 1/25 | 35,800,000 | 0 | -35,800,000 | 0.00% | -$35.82M |
| ANCHORAGE CAPITAL CLO LTD ANCHC 2024 28A A 144A | 34,000,000 | 0 | -34,000,000 | 0.00% | -$34.20M |
| Freddie Mac Pool | 29,809,879 | 0 | -29,809,879 | 0.00% | -$30.99M |
| FNCL 4.5 1/26 | 28,650,000 | 0 | -28,650,000 | 0.00% | -$27.97M |
| FNMA POOL MA5631 FN 02/55 FIXED 6.5 | 24,921,876 | 0 | -24,921,876 | 0.00% | -$25.91M |
| FNMA POOL MA5648 FN 03/55 FIXED 6.5 | 24,253,233 | 0 | -24,253,233 | 0.00% | -$25.21M |
| FNMA POOL BZ1991 FN 12/29 FIXED 4.4 | 24,771,220 | 0 | -24,771,220 | 0.00% | -$25.10M |
| FNMA POOL BS8227 FN 06/33 FIXED 4.59 | 24,223,000 | 0 | -24,223,000 | 0.00% | -$24.50M |
| CRSNT TRUST CRSNT 2021 MOON B 144A | 24,753,000 | 0 | -24,753,000 | 0.00% | -$24.49M |
| FNMA POOL BS9403 FN 09/28 FIXED 4.88 | 23,455,249 | 0 | -23,455,249 | 0.00% | -$24.02M |
| FNMA POOL BS7102 FN 11/32 FIXED 4.5 | 23,527,000 | 0 | -23,527,000 | 0.00% | -$23.74M |
| DIAMETER CAPITAL CLO DCLO 2022 4A A1R 144A | 22,600,000 | 0 | -22,600,000 | 0.00% | -$22.75M |
| SYCAMORE TREE CLO LTD STCP 2023 2A AR 144A | 19,900,000 | 0 | -19,900,000 | 0.00% | -$20.00M |
| PARALLEL LTD PARL 2021 1A AR 144A | 19,600,000 | 0 | -19,600,000 | 0.00% | -$19.56M |
| CSMC Trust, Series 2021-RPL7, Class A1 | 19,628,445 | 0 | -19,628,445 | 0.00% | -$19.56M |
| Sandstone Peak Ltd., Series 2021-1A, Class A1R | 18,500,000 | 0 | -18,500,000 | 0.00% | -$18.53M |
| FNCL 7 1/24 | 17,600,000 | 0 | -17,600,000 | 0.00% | -$18.52M |
| FR SD8486 | 17,682,287 | 0 | -17,682,287 | 0.00% | -$18.38M |
| FED HM LN PC POOL SL0795 FR 03/55 FIXED 6.5 | 16,996,898 | 0 | -16,996,898 | 0.00% | -$17.67M |
| CRSNT TRUST CRSNT 2021 MOON D 144A | 17,000,000 | 0 | -17,000,000 | 0.00% | -$16.76M |
| Government National Mortgage Association | 19,100,000 | 0 | -19,100,000 | 0.00% | -$15.82M |
| Sculptor CLO XXVII Ltd., Series 27A, Class A1R | 15,700,000 | 0 | -15,700,000 | 0.00% | -$15.70M |
| ANCHORAGE CREDIT FUNDING LTD. ANCHF 2015 1A ARV 144A | 15,526,903 | 0 | -15,526,903 | 0.00% | -$15.41M |
| FNMA POOL BZ5563 FN 11/32 FIXED 4.28 | 15,172,000 | 0 | -15,172,000 | 0.00% | -$15.09M |
| FNCI 3.5 1/25 | 15,100,000 | 0 | -15,100,000 | 0.00% | -$14.68M |
| PRET LLC, Series 2024-NPL7, Class A1 | 14,425,750 | 0 | -14,425,750 | 0.00% | -$14.45M |
| Bain Capital Credit CLO Ltd., Series 2020-2A, Class ARR | 13,300,000 | 0 | -13,300,000 | 0.00% | -$13.31M |
| BAIN CAPITAL CREDIT CLO, LIMIT BCC 2021 2A A1R 144A | 13,200,000 | 0 | -13,200,000 | 0.00% | -$13.21M |
| Vibrant CLO XI Ltd. | 12,125,000 | 0 | -12,125,000 | 0.00% | -$12.18M |
| FNMA POOL BL1296 FN 02/26 FIXED 3.575 | 12,198,000 | 0 | -12,198,000 | 0.00% | -$12.16M |
| BCC 2021-4A A1R | 12,000,000 | 0 | -12,000,000 | 0.00% | -$12.01M |
| CIM TRUST CIM 2023 R3 A1A 144A | 11,719,454 | 0 | -11,719,454 | 0.00% | -$11.43M |
| CRSNT TRUST CRSNT 2021 MOON C 144A | 10,913,000 | 0 | -10,913,000 | 0.00% | -$10.77M |
| PRET LLC, Series 2024-NPL9, Class A1 | 9,741,631 | 0 | -9,741,631 | 0.00% | -$9.75M |
| Regatta XVI Funding Ltd., Series 2019-2A, Class A1R | 9,601,214 | 0 | -9,601,214 | 0.00% | -$9.61M |
| U.S. Treasury Bills | 6,975,000 | 0 | -6,975,000 | 0.00% | -$6.92M |
| Pret LLC, Series 2024-NPL6, Class A1 | 6,377,683 | 0 | -6,377,683 | 0.00% | -$6.39M |
| FN MA5861 | 5,762,896 | 0 | -5,762,896 | 0.00% | -$5.91M |
| BAIN CAPITAL CREDIT CLO, LIMIT BCC 2021 2A BR 144A | 5,100,000 | 0 | -5,100,000 | 0.00% | -$5.11M |
| Oportun Issuance Trust, Series 2025-A, Class A | 5,100,000 | 0 | -5,100,000 | 0.00% | -$5.10M |
| VCAT ASSET SECURITIZATION, LLC VCAT 2025 NPL2 A1 144A | 4,783,788 | 0 | -4,783,788 | 0.00% | -$4.80M |
| G2SF 5.5 1/25 | 4,200,000 | 0 | -4,200,000 | 0.00% | -$4.24M |
| VMC FINANCE LLC VMC 2021 FL4 B 144A | 4,264,518 | 0 | -4,264,518 | 0.00% | -$4.23M |
| VERUS SECURITIZATION TRUST VERUS 2023 2 A1 144A | 3,922,688 | 0 | -3,922,688 | 0.00% | -$3.92M |
| Pagaya AI Debt Trust 2023-7 | 3,779,171 | 0 | -3,779,171 | 0.00% | -$3.79M |
| RESEARCH-DRIVEN PAGAYA MOTOR ASSET TRUST 2023-3 7.13% 01/26/2032 144A | 3,584,847 | 0 | -3,584,847 | 0.00% | -$3.59M |
| VCAT LLC, Series 2025-NPL1, Class A1 | 3,321,447 | 0 | -3,321,447 | 0.00% | -$3.34M |
| CAIRN CLO BV CRNCL 2018 10A AR 144A | 2,473,098 | 0 | -2,473,098 | 0.00% | -$2.91M |
| Pagaya AI Debt Trust 2025-4 | 2,791,040 | 0 | -2,791,040 | 0.00% | -$2.79M |
| PAGAYA AI DEBT TRUST 2023-8 9.538% 06/16/2031 144A | 2,681,971 | 0 | -2,681,971 | 0.00% | -$2.74M |
| VERUS SECURITIZATION TRUST VERUS 2023 INV1 A1 144A | 2,554,606 | 0 | -2,554,606 | 0.00% | -$2.55M |
| CIM TRUST CIM 2019 R1 A 144A | 2,685,447 | 0 | -2,685,447 | 0.00% | -$2.48M |
| MORGAN STANLEY CAPITAL I TRUST MSC 2017 ASHF B 144A | 2,500,000 | 0 | -2,500,000 | 0.00% | -$2.46M |
| U.S. Treasury Bills | 2,375,000 | 0 | -2,375,000 | 0.00% | -$2.36M |
| STARWOOD COMMERCIAL MORTGAGE T STWD 2021 HTS D 144A | 2,036,215 | 0 | -2,036,215 | 0.00% | -$2.03M |
| NAVESINK CLO, LIMITED NAVS 2024 2A A1 144A | 2,000,000 | 0 | -2,000,000 | 0.00% | -$2.00M |
| BAIN CAPITAL CREDIT CLO, LIMIT BCC 2021 2A A2R 144A | 1,800,000 | 0 | -1,800,000 | 0.00% | -$1.81M |
| Exeter Automobile Receivables Trust 2025-2 | 1,766,283 | 0 | -1,766,283 | 0.00% | -$1.77M |
| SPACE COAST CREDIT UNION SCCU 2024 1A A2 144A | 1,680,010 | 0 | -1,680,010 | 0.00% | -$1.68M |
| ANCHORAGE CREDIT FUNDING LTD. ANCHF 2019 7A A 144A | 1,576,096 | 0 | -1,576,096 | 0.00% | -$1.58M |
| AG TRUST AG 2024 NLP A 144A | 1,520,530 | 0 | -1,520,530 | 0.00% | -$1.53M |
| U.S. Treasury Bills | 1,512,000 | 0 | -1,512,000 | 0.00% | -$1.50M |
| GLS AUTO RECEIVABLES TRUST GCAR 2024 4A A2 144A | 1,477,032 | 0 | -1,477,032 | 0.00% | -$1.48M |
| Exeter Automobile Receivables Trust, Series 2024-4A, Class A3 | 1,255,006 | 0 | -1,255,006 | 0.00% | -$1.26M |
| Carvana Auto Receivables Trust, Series 2024-P4, Class A2 | 1,243,414 | 0 | -1,243,414 | 0.00% | -$1.24M |
| U.S. Treasury Bills | 1,149,000 | 0 | -1,149,000 | 0.00% | -$1.15M |
| U.S. Treasury Bills | 1,037,000 | 0 | -1,037,000 | 0.00% | -$1.04M |
| XIB 0 03/03/26 | 1,036,000 | 0 | -1,036,000 | 0.00% | -$1.03M |
| Research-Drive Pagaya Motor Asset Trust I Series 2024-1A, Class A | 970,593 | 0 | -970,593 | 0.00% | -$975.63K |
| CPS AUTO TRUST CPS 2024 C A 144A | 947,114 | 0 | -947,114 | 0.00% | -$948.24K |
| FED HM LN PC POOL QO3854 FR 07/40 FIXED 5.5 | 896,337 | 0 | -896,337 | 0.00% | -$919.68K |
| ANCHORAGE CREDIT FUNDING LTD. ANCHF 2015 1A ARE 144A | 918,752 | 0 | -918,752 | 0.00% | -$911.96K |
| Atlas Senior Loan Fund XII Ltd | 848,042 | 0 | -848,042 | 0.00% | -$848.50K |
| SBNA Auto Receivables Trust, Series 2025-SF1, Class B | 812,671 | 0 | -812,671 | 0.00% | -$813.20K |
| 317UAUKA1 PIMCO SWAPTION 4.146 PUT USD 2027102 | 472,500,000 | 0 | -472,500,000 | 0.00% | -$729.45K |
| FINANCE OF AMERICA HECM BUYOUT FAHB 2024 HB1 A1A 144A | 680,835 | 0 | -680,835 | 0.00% | -$681.19K |
| CSMC 2021-RPL9 TR VAR 02/25/2061 144A | 652,132 | 0 | -652,132 | 0.00% | -$650.16K |
| U.S. Treasury Bills | 624,000 | 0 | -624,000 | 0.00% | -$620.76K |
| U.S. Treasury Bills | 612,000 | 0 | -612,000 | 0.00% | -$609.66K |
| U.S. Treasury Bills | 600,000 | 0 | -600,000 | 0.00% | -$599.23K |
| U.S. Treasury Bills | 597,000 | 0 | -597,000 | 0.00% | -$595.54K |
| Venture XXIX CLO Ltd | 585,739 | 0 | -585,739 | 0.00% | -$586.05K |
| Carvana Auto Receivables Trust, Series 2023-P1, Class A3 | 576,789 | 0 | -576,789 | 0.00% | -$577.81K |
| AFFRM 2024-X2 A 144A 5.22% 12-17-29 | 570,875 | 0 | -570,875 | 0.00% | -$571.05K |
| CARVANA AUTO RECEIVABLES TRUST CRVNA 2024 N3 A2 144A | 497,422 | 0 | -497,422 | 0.00% | -$497.58K |
| FCCU AUTO RECEIVABLES TRUST FCCU 2024 1A A2 144A | 474,250 | 0 | -474,250 | 0.00% | -$474.62K |
| PALMER SQUARE EUROPEAN LOAN FU PSTET 2023 2A AR 144A | 384,541 | 0 | -384,541 | 0.00% | -$452.15K |
| IRS EUR 2.75000 03/18/26-10Y LCH | 1 | 0 | -1 | 0.00% | -$394.44K |
| FREDDIEMAC STRIP FHS 328 S4 | 7,266,927 | 0 | -7,266,927 | 0.00% | -$390.66K |
| AEGIS ASSET BACKED SECURITIES AABST 2005 1 M4 | 374,602 | 0 | -374,602 | 0.00% | -$371.91K |
| Nassau Ltd., Series 2018-IA, Class A | 296,278 | 0 | -296,278 | 0.00% | -$296.42K |
| Oportun Issuance Trust, Series 2024-2, Class A | 215,879 | 0 | -215,879 | 0.00% | -$215.91K |
| U.S. Treasury Bills | 205,000 | 0 | -205,000 | 0.00% | -$203.38K |
| COUNTRYWIDE ASSET BACKED CERTI CWL 2005 BC5 M4 | 197,432 | 0 | -197,432 | 0.00% | -$197.53K |
| Pagaya AI Debt Trust, Series 2024-1, Class A | 192,526 | 0 | -192,526 | 0.00% | -$193.03K |
| FED HM LN PC POOL QO3824 FR 07/40 FIXED 5.5 | 114,465 | 0 | -114,465 | 0.00% | -$117.47K |
| RESIDENTIAL ASSET SECURITIES C RASC 2005 KS3 M6 | 108,868 | 0 | -108,868 | 0.00% | -$108.91K |
| GMF CANADA LEASING TRUST GCOLT 2024 1A A2 144A | 137,621 | 0 | -137,621 | 0.00% | -$100.44K |
| COUNTRYWIDE ASSET BACKED CERTI CWL 2006 SD1 M1 144A | 94,679 | 0 | -94,679 | 0.00% | -$94.62K |
| U.S. Treasury Bills | 67,000 | 0 | -67,000 | 0.00% | -$66.79K |
| FNMA UMBS, 15 Year | 64,277 | 0 | -64,277 | 0.00% | -$65.95K |
| SAXON ASSET SECURITIES TRUST SAST 2005 3 M3 | 64,557 | 0 | -64,557 | 0.00% | -$64.41K |
| 317U8BDA4 PIMCO SWAPTION 2.75 CALL USD 2026020 | 132,400,000 | 0 | -132,400,000 | 0.00% | -$2.65K |
| 317U8F8A1 PIMCO SWAPTION 2.5 CALL USD 20260220 | 201,000,000 | 0 | -201,000,000 | 0.00% | -$2.39K |
| RESIDENTIAL ASSET MORTGAGE PRO RAMP 2005 EFC5 M3 | 1,025 | 0 | -1,025 | 0.00% | -$1.02K |
| American Home Mortgage Investment Trust, Series 2005-1, Class 6A | 243 | 0 | -243 | 0.00% | -$242 |
| FANNIE MAE FNR 2013 31 IN | 76,537 | 0 | -76,537 | 0.00% | -$178 |
| 317U8K4A4 PIMCO SWAPTION 5.25 PUT USD 20260303 | 485,000,000 | 0 | -485,000,000 | 0.00% | -$48 |
| 317U87QA9 PIMCO SWAPTION 5.5 PUT USD 20260130 | 166,800,000 | 0 | -166,800,000 | 0.00% | -$17 |
| FANNIE MAE FNR 2011 98 SL | 2,859 | 0 | -2,859 | 0.00% | -$5 |
| RFR USD SOFR/4.26000 02/15/35-10Y LCH | 0 | 0 | 0 | 0.00% | $0 |
| RFR USD SOFR/4.44000 06/21/35-10Y LCH | 0 | 0 | 0 | 0.00% | $0 |
| RFR USD SOFR/4.10400 10/20/27-1Y LCH | 0 | 0 | 0 | 0.00% | $0 |
| IRS USD R 3.40000 05/21/27-1Y (RED) CME | 0 | 0 | 0 | 0.00% | $0 |
| RFR USD SOFR/4.52000 05/31/35-10Y LCH | 0 | 0 | 0 | 0.00% | $0 |
| RFR USD SOFR/4.48500 08/09/35-10Y LCH | 0 | 0 | 0 | 0.00% | $0 |
| RFR USD SOFR/5.25000 03/05/26-1Y LCH | 0 | 0 | 0 | 0.00% | $0 |
| RFR USD SOFR/4.18600 02/09/26-10Y LCH | 0 | 0 | 0 | 0.00% | $0 |
| RFR USD SOFR/5.50000 02/03/26-10Y LCH | 0 | 0 | 0 | 0.00% | $0 |
| RFR USD SOFR/4.64000 07/25/35-10Y LCH | 0 | 0 | 0 | 0.00% | $0 |
| RFR USD SOFR/2.75000 02/11/26-7Y LCH | 0 | 0 | 0 | 0.00% | $0 |
| RFR USD SOFR/4.63000 05/24/35-10Y LCH | 0 | 0 | 0 | 0.00% | $0 |
| RFR USD SOFR/4.69300 08/29/35-10Y LCH | 0 | 0 | 0 | 0.00% | $0 |
| RFR USD SOFR/4.45800 08/03/35-10Y LCH | 0 | 0 | 0 | 0.00% | $0 |
| RFR USD SOFR/5.00000 04/01/26-7Y LCH | 0 | 0 | 0 | 0.00% | $0 |
| RFR USD SOFR/3.63500 09/16/26-7Y LCH | 0 | 0 | 0 | 0.00% | $0 |
| RFR USD SOFR/4.28500 05/09/35-10Y LCH | 0 | 0 | 0 | 0.00% | $0 |
| RFR USD SOFR/5.00000 04/07/26-7Y LCH | 0 | 0 | 0 | 0.00% | $0 |
| RFR USD SOFR/2.70000 03/25/26-7Y LCH | 0 | 0 | 0 | 0.00% | $0 |
| RFR USD SOFR/2.50000 02/24/26-7Y LCH | 0 | 0 | 0 | 0.00% | $0 |
| RFR USD SOFR/4.31000 04/26/35-10Y LCH | 0 | 0 | 0 | 0.00% | $0 |
| RFR USD SOFR/2.75000 02/09/26-7Y LCH | 0 | 0 | 0 | 0.00% | $0 |
| RFR USD SOFR/4.43000 05/18/35-10Y LCH | 0 | 0 | 0 | 0.00% | $0 |
| RFR USD SOFR/4.14600 10/27/27-1Y LCH | 0 | 0 | 0 | 0.00% | $0 |
| RFR USD SOFR/4.46000 08/08/35-10Y LCH | 0 | 0 | 0 | 0.00% | $0 |
| RFR USD SOFR/4.24200 11/02/27-1Y LCH | 0 | 0 | 0 | 0.00% | $0 |
| FNCL 3 1/26 | 0 | 0 | 0 | 0.00% | $0 |
| 317UB80A1 PIMCO SWAPTION 4.066 PUT USD 2026020 | -375,700,000 | 0 | 375,700,000 | 0.00% | $148.26K |
| G2SF 6 1/25 | -1,000,000 | 0 | 1,000,000 | 0.00% | $1.02M |
| G2SF 6.5 1/24 | -6,000,000 | 0 | 6,000,000 | 0.00% | $6.20M |
| Uniform Mortgage-Backed Security, TBA | -9,500,000 | 0 | 9,500,000 | 0.00% | $8.60M |
| FNCI 3 1/25 | -26,025,000 | 0 | 26,025,000 | 0.00% | $25.04M |
| FNCL 2.5 1/26 | -38,235,000 | 0 | 38,235,000 | 0.00% | $32.33M |
| Uniform Mortgage-Backed Security, TBA | -122,550,000 | 0 | 122,550,000 | 0.00% | $99.07M |
| FNCI 2 1/26 | -107,900,000 | 0 | 107,900,000 | 0.00% | $99.93M |
| FNCL 3.5 2/26 | -233,510,000 | 0 | 233,510,000 | 0.00% | $215.17M |
| Uniform Mortgage-Backed Security, TBA | -333,000,000 | 0 | 333,000,000 | 0.00% | $281.52M |
| Uniform Mortgage-Backed Security, TBA | -308,000,000 | 0 | 308,000,000 | 0.00% | $315.80M |
| Uniform Mortgage-Backed Security, TBA | -428,000,000 | 0 | 428,000,000 | 0.00% | $438.74M |
| Uniform Mortgage-Backed Security, TBA | -511,800,000 | 0 | 511,800,000 | 0.00% | $485.20M |
| Uniform Mortgage-Backed Security, TBA | -850,900,000 | 0 | 850,900,000 | 0.00% | $862.07M |
| FNCL 3 2/26 | -1,214,905,000 | 0 | 1,214,905,000 | 0.00% | $1.07B |
| Security | Shares Dec 2025 | Shares Mar 2026 | Δ shares | End % | Δ value |
|---|---|---|---|---|---|
| FANNIE MAE REMICS FNR 2023-39 AI | 269,783,515 | 275,295,592 | 5,512,077 | 0.18% | $124.62K |
| FREDDIE MAC POOL UMBS P#SL2468 5.50000000 | 29,300,484 | 29,324,943 | 24,459 | 0.15% | -$160.69K |
| RFR USD SOFR/4.40000 06/27/35-10Y LCH | 0 | 416,100,000 | 416,100,000 | 0.11% | $22.06M |
| GOVERNMENT NATIONAL MORTGAGE A GNR 2022 63 ZW | 23,315,987 | 23,520,597 | 204,610 | 0.09% | -$125.80K |
| RFR USD SOFR/4.52000 08/15/35-10Y LCH | 0 | 238,800,000 | 238,800,000 | 0.07% | $13.23M |
| RFR USD SOFR/4.55875 07/11/35-10Y LCH | 0 | 179,700,000 | 179,700,000 | 0.05% | $9.86M |
| GOVERNMENT NATIONAL MORTGAGE A GNR 2023 H15 FA | 8,767,824 | 8,821,286 | 53,463 | 0.05% | $92.40K |
| SOFI CONSUMER LOAN PROGRAM TRU SCLP 2025 C R | 4,363,964 | 5,091,146 | 727,182 | 0.03% | $536.07K |
| FANNIE MAE FNR 2022 20 ZP | 7,596,901 | 7,673,123 | 76,223 | 0.03% | $7.33K |
| COUNTRYWIDE ALTERNATIVE LOAN T CWALT 2007 14T2 A1 | 12,164,981 | 12,179,494 | 14,513 | 0.03% | -$133.22K |
| GOVERNMENT NATIONAL MORTGAGE A GNR 2023 H22 FB | 5,949,517 | 5,957,118 | 7,601 | 0.03% | $35.58K |
| COUNTRYWIDE ALTERNATIVE LOAN T CWALT 2006 20CB A9 | 15,706,353 | 15,706,771 | 417 | 0.03% | -$86.87K |
| Freddie Mac REMICS | 3,826,921 | 5,264,055 | 1,437,133 | 0.03% | $1.47M |
| GOVERNMENT NATIONAL MORTGAGE A GNR 2022 22 ZC | 6,978,808 | 7,031,280 | 52,472 | 0.02% | -$28.40K |
| SOFI CONSUMER LOAN PROGRAM TRU SCLP 2025 A R 144A | 4,019,000 | 4,633,190 | 614,190 | 0.02% | -$707.02K |
| FREDDIE MAC REMICS SER 5564 CL FB V/R 5.07419000 | 3,762,187 | 4,021,415 | 259,229 | 0.02% | $281.87K |
| RFR USD SOFR/4.65600 08/22/35-10Y LCH | 0 | 68,700,000 | 68,700,000 | 0.02% | $3.89M |
| RFR USD SOFR/4.09800 02/08/35-10Y LCH | 0 | 70,200,000 | 70,200,000 | 0.02% | $3.87M |
| RFR USD SOFR/4.47000 06/06/35-10Y LCH | 0 | 65,200,000 | 65,200,000 | 0.02% | $3.60M |
| RBSGC MORTGAGE PASS THROUGH CE RBSGC 2007 B 1A1 | 20,234,845 | 20,236,976 | 2,131 | 0.02% | -$453.85K |
| GOVERNMENT NATIONAL MORTGAGE A GNR 2022 63 ZJ | 4,477,042 | 4,516,331 | 39,289 | 0.01% | -$35.99K |
| RFR USD SOFR/4.24500 02/22/35-10Y LCH | 0 | 57,700,000 | 57,700,000 | 0.01% | $2.56M |
| COUNTRYWIDE ALTERNATIVE LOAN T CWALT 2007 3T1 1A9 | 5,740,362 | 5,747,064 | 6,702 | 0.01% | -$44.85K |
| ROMARK CREDIT FUNDING, LTD. RCF 2021 2A A 144A | 1,500,000 | 2,500,000 | 1,000,000 | 0.01% | $956.01K |
| GOVERNMENT NATIONAL MORTGAGE A GNR 2020 H16 FK | 1,936,794 | 1,957,789 | 20,996 | 0.01% | $24.94K |
| GOVERNMENT NATIONAL MORTGAGE A GNR 2022 45 ZQ | 3,004,486 | 3,030,852 | 26,366 | 0.01% | -$23.45K |
| FREDDIE MAC POOL UMBS P#SL2469 5.50000000 | 1,170,647 | 1,701,792 | 531,145 | 0.01% | $531.44K |
| GOVERNMENT NATIONAL MORTGAGE A GNR 2013 27 PZ | 1,494,175 | 1,507,287 | 13,112 | 0.01% | -$2.76K |
| GOVERNMENT NATIONAL MORTGAGE A GNR 2013 54 JZ | 1,237,725 | 1,248,587 | 10,862 | 0.01% | $1.12K |
| FANNIE MAE FNR 2013 23 ZL | 1,190,710 | 1,199,662 | 8,953 | 0.01% | $270 |
| COUNTRYWIDE ALTERNATIVE LOAN T CWALT 2007 24 A3 | 5,730,684 | 5,772,980 | 42,297 | 0.00% | $59.52K |
| FREDDIE MAC FHR 3001 Z | 678,758 | 688,991 | 10,232 | 0.00% | -$1.60K |
| RFR USD SOFR/4.31250 06/10/26-7Y LCH | 0 | 346,000,000 | 346,000,000 | 0.00% | $689.77K |
| COUNTRYWIDE ALTERNATIVE LOAN T CWALT 2007 3T1 1A7 | 751,474 | 752,369 | 895 | 0.00% | -$5.86K |
| RFR USD SOFR/3.15000 06/10/26-7Y LCH | 0 | 173,000,000 | 173,000,000 | 0.00% | $265.62K |
| RFR USD SOFR/2.60000 06/22/26-7Y LCH | 0 | 829,900,000 | 829,900,000 | 0.00% | $238.81K |
| RFR USD SOFR/2.50000 06/02/26-7Y LCH | 0 | 225,000,000 | 225,000,000 | 0.00% | $195.49K |
| RFR USD SOFR/4.75000 05/19/26-7Y LCH | 0 | 1,146,100,000 | 1,146,100,000 | 0.00% | $146.93K |
| FANNIE MAE FNR 2010 53 ZJ | 101,854 | 103,132 | 1,278 | 0.00% | $133 |
| FANNIE MAE FNR 2013 54 KZ | 103,854 | 104,635 | 781 | 0.00% | -$70 |
| FANNIE MAE FNR 2012 137 NZ | 94,813 | 95,288 | 475 | 0.00% | $82 |
| Federal National Mortgage Association, Inc. | 47,310 | 47,666 | 356 | 0.00% | -$27 |
| RFR USD SOFR/4.50000 04/21/26-7Y LCH | 0 | 1,068,600,000 | 1,068,600,000 | 0.00% | $29.21K |
| FANNIE MAE FNR 2012 42 MZ | 25,975 | 26,236 | 261 | 0.00% | $25 |
| FREDDIE MAC FHR 4122 MZ | 3,169 | 3,196 | 28 | 0.00% | $2 |
| RFR USD SOFR/5.00000 04/08/26-7Y LCH | 0 | 162,400,000 | 162,400,000 | 0.00% | $16 |
| RFR USD SOFR/5.00000 04/02/26-7Y LCH | 0 | 93,000,000 | 93,000,000 | 0.00% | $9 |
| Security | Shares Dec 2025 | Shares Mar 2026 | Δ shares | End % | Δ value |
|---|---|---|---|---|---|
| PIMCO PRV SHORT TERM FLT III MUTUAL FUND | 41,422,662 | 35,932,024 | -5,490,638 | 1.79% | -$53.56M |
| FREDDIE MAC POOL UMBS P#SD7570 6.00000000 | 153,499,034 | 147,866,671 | -5,632,363 | 0.79% | -$6.82M |
| FED HM LN PC POOL SB8379 FR 04/40 FIXED 5.5 | 150,363,585 | 136,001,073 | -14,362,511 | 0.71% | -$15.52M |
| FR SD8471 | 148,946,564 | 127,640,917 | -21,305,647 | 0.68% | -$22.78M |
| Freddie Mac Pool | 123,988,394 | 112,155,871 | -11,832,523 | 0.59% | -$12.79M |
| JP MORGAN MORTGAGE TRUST JPMMT 2025 CES3 PT 144A | 111,604,698 | 106,422,904 | -5,181,794 | 0.58% | -$7.38M |
| GS MORTGAGE BACKED SECURITIES GSMBS 2025 RPL4 PT 144A | 128,305,588 | 125,279,337 | -3,026,251 | 0.57% | -$4.01M |
| G2 MA8099 | 122,654,988 | 120,289,417 | -2,365,571 | 0.57% | -$1.53M |
| UMBS | 107,452,166 | 103,306,276 | -4,145,890 | 0.55% | -$5.01M |
| CITIGROUP MORTGAGE LOAN TRUST CMLTI 2025 RP2 PT 144A | 119,892,887 | 117,949,238 | -1,943,650 | 0.53% | -$3.23M |
| GOVERNMENT NATIONAL MORTGAGE A GNR 2023 H08 DF | 100,896,797 | 100,696,441 | -200,356 | 0.52% | -$34.44K |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION SER 2025-205 CL FH V/R 4.83551000 | 110,500,000 | 95,791,958 | -14,708,042 | 0.49% | -$14.65M |
| Fannie Mae REMICS | 96,169,704 | 88,445,100 | -7,724,604 | 0.45% | -$7.63M |
| GS MORTGAGE-BACKED SECURITIES TRUST 2024-RPL7 SER 2024-RPL7 CL PT V/R REGD 144A P/P 3.70177100 | 101,545,889 | 99,462,667 | -2,083,222 | 0.45% | -$3.81M |
| GOVERNMENT NATIONAL MORTGAGE A GNR 2024 H11 FA | 86,080,052 | 85,448,139 | -631,913 | 0.44% | -$195.87K |
| FREDDIE MAC FHR 5468 FC | 90,968,719 | 85,904,003 | -5,064,716 | 0.44% | -$5.03M |
| JP MORGAN MORTGAGE TRUST JPMMT 2025 LTV2 PT 144A | 94,295,628 | 85,420,192 | -8,875,436 | 0.44% | -$10.06M |
| GS MORTGAGE-BACKED SECURITIES TRUST 2024-RPL5 SER 2024-RPL5 CL PT V/R REGD 144A P/P 3.16079500 | 102,447,975 | 100,724,632 | -1,723,343 | 0.44% | -$3.65M |
| JP MORGAN MORTGAGE TRUST SERIES 2024 SER 2024-CES2 CL PT V/R REGD 144A P/P 0.00000000 | 82,369,735 | 78,533,784 | -3,835,952 | 0.43% | -$5.04M |
| FED HM LN PC POOL SL0565 FR 01/55 FIXED 6 | 84,260,502 | 80,384,624 | -3,875,878 | 0.43% | -$4.59M |
| FNMA POOL MA5746 FN 06/40 FIXED 5.5 | 88,242,058 | 80,334,967 | -7,907,092 | 0.42% | -$8.58M |
| GS MORTGAGE-BACKED SECURITIES TRUST 2024-RPL6 SER 2024-RPL6 CL PT V/R REGD 144A P/P 3.01124700 | 97,771,019 | 96,125,754 | -1,645,265 | 0.42% | -$1.64M |
| GS MORTGAGE BACKED SECURITIES GSMBS 2025 SJ1 PT 144A | 87,695,007 | 84,436,738 | -3,258,269 | 0.40% | -$4.58M |
| GS MORTGAGE BACKED SECURITIES GSMBS 2025 NQM1 PT 144A | 85,714,528 | 76,849,215 | -8,865,313 | 0.40% | -$9.99M |
| FANNIE MAE FNR 2022 78 FC | 76,454,592 | 74,748,954 | -1,705,638 | 0.38% | -$1.67M |
| CITIGROUP MORTGAGE LOAN TRUST CMLTI 2024 INV3 PT 144A | 76,424,199 | 70,169,463 | -6,254,736 | 0.37% | -$7.79M |
| FNMA POOL FA0426 FN 02/40 FIXED VAR | 78,725,213 | 70,762,007 | -7,963,206 | 0.37% | -$8.58M |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION SER 2023-H19 CL FA V/R 4.99888000 | 70,826,210 | 70,277,074 | -549,136 | 0.37% | -$228.94K |
| CITIGROUP MORTGAGE LOAN TRUST CMLTI 2024 RP4 PT 144A | 83,163,305 | 81,816,425 | -1,346,880 | 0.35% | -$1.87M |
| GOVERNMENT NATIONAL MORTGAGE A GNR 2023 H08 HF | 67,603,700 | 66,673,535 | -930,166 | 0.35% | -$788.62K |
| FED HM LN PC POOL SL0023 FR 10/54 FIXED 6 | 63,002,899 | 60,433,666 | -2,569,233 | 0.32% | -$3.05M |
| FNMA, Series 2023-36 | 409,208,647 | 401,537,523 | -7,671,124 | 0.32% | -$2.05M |
| Freddie Mac REMICS | 63,391,038 | 58,033,910 | -5,357,129 | 0.30% | -$5.31M |
| FNMA POOL CB9810 FN 01/55 FIXED 6 | 58,305,542 | 55,637,848 | -2,667,694 | 0.29% | -$3.84M |
| FREDDIE MAC FHR 5262 FA | 57,008,076 | 56,657,795 | -350,281 | 0.29% | -$178.99K |
| GOVERNMENT NATIONAL MORTGAGE A GNR 2023 20 CF | 56,460,800 | 53,366,201 | -3,094,598 | 0.27% | -$3.00M |
| VALLEY FUNDING PLC VFUND 1A A 144A | 43,077,692 | 39,166,163 | -3,911,529 | 0.27% | -$6.30M |
| FANNIE MAE FNR 2024 33 UF | 59,698,054 | 49,911,130 | -9,786,924 | 0.26% | -$9.78M |
| FED HM LN PC POOL RJ0503 FR 12/53 FIXED 6.5 | 51,071,805 | 47,105,457 | -3,966,349 | 0.25% | -$4.24M |
| GOVERNMENT NATIONAL MORTGAGE A GNR 2023 H14 FA | 48,114,898 | 47,689,003 | -425,895 | 0.25% | -$224.57K |
| FED HM LN PC POOL SD4884 FR 02/54 FIXED 6 | 47,859,287 | 46,342,368 | -1,516,918 | 0.25% | -$1.85M |
| GOVERNMENT NATIONAL MORTGAGE A GNR 2025 105 WF | 52,952,872 | 46,013,956 | -6,938,916 | 0.24% | -$6.87M |
| SMB PRIVATE EDUCATION LOAN TRUST 2025-C SER 2025-C CL A1A REGD 144A P/P 4.96000000 | 47,200,566 | 45,540,602 | -1,659,965 | 0.24% | -$1.68M |
| Freddie Mac REMICS Floating Rate, Due 11/25/2052 | 47,388,431 | 45,462,561 | -1,925,870 | 0.23% | -$1.91M |
| FNMA POOL CB7641 FN 12/53 FIXED 6 | 44,804,678 | 42,862,972 | -1,941,707 | 0.23% | -$2.29M |
| FNMA UMBS LNG 30 YEAR 3.00%, DUE 06/01/2051 | 50,741,415 | 49,519,050 | -1,222,364 | 0.23% | -$1.40M |
| GOVERNMENT NATIONAL MORTGAGE A GNR 2023 H20 FA | 44,355,061 | 43,600,762 | -754,299 | 0.23% | -$566.72K |
| G2 MA7989 | 48,591,474 | 47,547,526 | -1,043,948 | 0.23% | -$587.33K |
| FNMA POOL FM7070 FN 04/51 FIXED VAR | 49,792,355 | 48,670,286 | -1,122,069 | 0.22% | -$1.34M |
| FR SD8420 | 45,717,526 | 42,717,357 | -3,000,170 | 0.22% | -$3.44M |
| GCAT GCAT 2025 INV4 A5 144A | 45,656,900 | 40,869,663 | -4,787,237 | 0.21% | -$5.11M |
| GOVERNMENT NATIONAL MORTGAGE A GNR 2023 H06 FC | 40,765,964 | 40,570,825 | -195,139 | 0.21% | -$117.39K |
| FREDDIE MAC SLST SLST 2024 1 WF 144A | 39,229,236 | 38,576,650 | -652,585 | 0.20% | -$244.98K |
| FNMA POOL FM2983 FN 05/49 FIXED VAR | 41,295,407 | 40,310,288 | -985,119 | 0.20% | -$1.19M |
| TPMT 2024-5 A1A | 40,206,233 | 38,556,167 | -1,650,065 | 0.20% | -$2.13M |
| JP Morgan Mortgage Trust Series 2024-6 | 47,421,221 | 37,955,822 | -9,465,399 | 0.19% | -$9.31M |
| FNMA POOL CA8234 FN 12/50 FIXED 3 | 41,701,328 | 41,092,306 | -609,021 | 0.19% | -$941.75K |
| FR SB8328 | 40,078,818 | 35,560,783 | -4,518,035 | 0.19% | -$4.84M |
| Fannie Mae REMICS | 37,622,232 | 36,151,338 | -1,470,895 | 0.18% | -$1.50M |
| FNMA POOL MA5712 FN 05/40 FIXED 5.5 | 38,408,134 | 34,009,583 | -4,398,551 | 0.18% | -$4.71M |
| GOVERNMENT NATIONAL MORTGAGE A GNR 2023 H21 FA | 34,935,209 | 34,019,801 | -915,408 | 0.18% | -$765.06K |
| FNMA POOL FS8777 FN 11/53 FIXED VAR | 34,604,358 | 33,306,708 | -1,297,650 | 0.18% | -$1.56M |
| JP MORGAN MORTGAGE TRUST JPMMT 2025 9 A11 144A | 38,162,461 | 34,002,084 | -4,160,377 | 0.17% | -$4.10M |
| FREDDIE MAC REMICS SER 5508 CL FC V/R 4.87419000 | 35,947,926 | 33,599,607 | -2,348,319 | 0.17% | -$2.26M |
| FN MA4894 | 35,273,373 | 32,161,152 | -3,112,220 | 0.17% | -$3.34M |
| FNMA POOL FA0822 FN 02/55 FIXED VAR | 32,974,767 | 31,681,163 | -1,293,604 | 0.17% | -$1.56M |
| FREDDIE MAC FHR 5471 FH | 37,641,652 | 32,520,370 | -5,121,282 | 0.17% | -$5.13M |
| GOVERNMENT NATIONAL MORTGAGE A GNR 2023 H07 FA | 32,421,214 | 31,775,555 | -645,659 | 0.16% | -$508.88K |
| GOVERNMENT NATIONAL MORTGAGE A GNR 2023 H10 GF | 32,805,424 | 32,317,385 | -488,038 | 0.16% | -$383.20K |
| JP Morgan Mortgage Trust Series 2024-5 | 37,169,289 | 31,335,689 | -5,833,600 | 0.16% | -$5.71M |
| FANNIEMAE STRIP FNS 440 C54 | 148,506,248 | 144,784,932 | -3,721,316 | 0.16% | -$1.02M |
| FREDDIE MAC MULTIFAMILY STRUCTURED PASS THROUGH CERTIFI SER Q034 CL APT2 V/R 2.90299700 | 33,251,163 | 31,686,454 | -1,564,709 | 0.16% | -$1.58M |
| Freddie Mac Pool | 33,753,137 | 32,750,447 | -1,002,691 | 0.16% | -$1.18M |
| FNMA POOL FA1193 FN 03/55 FIXED VAR | 30,009,588 | 28,982,900 | -1,026,689 | 0.15% | -$1.26M |
| GOVERNMENT NATIONAL MORTGAGE A GNR 2024 H13 FC | 29,611,140 | 29,437,665 | -173,475 | 0.15% | -$19.47K |
| FNMA, REMIC, Series 2024-79, Class FA | 32,493,423 | 29,557,016 | -2,936,407 | 0.15% | -$2.91M |
| FREDDIE MAC FHR 5500 QF | 34,415,199 | 29,269,390 | -5,145,809 | 0.15% | -$5.11M |
| FANNIE MAE REMICS SER 2017-97 CL BF V/R 4.28867000 | 31,064,870 | 29,947,030 | -1,117,841 | 0.15% | -$1.11M |
| UMBS | 33,265,508 | 28,291,603 | -4,973,906 | 0.15% | -$5.31M |
| FNMA POOL CB9151 FN 09/54 FIXED 6 | 28,320,712 | 27,500,702 | -820,010 | 0.15% | -$1.02M |
| FANNIE MAE FNR 2023 66 AI | 126,955,735 | 123,915,507 | -3,040,229 | 0.15% | -$624.71K |
| CHASE MORTGAGE FINANCE CORPORA CHASE 2025 6 A11 144A | 30,952,816 | 28,222,362 | -2,730,454 | 0.15% | -$2.88M |
| GOVERNMENT NATIONAL MORTGAGE A GNR 2023 H20 FE | 27,720,135 | 27,588,104 | -132,032 | 0.14% | -$2.08K |
| GOVERNMENT NATIONAL MORTGAGE A GNR 2023 24 FQ | 30,658,613 | 27,860,440 | -2,798,172 | 0.14% | -$2.74M |
| BANC OF AMERICA MERRILL LYNCH BAMLL 2025 HMST A 144A | 28,408,545 | 28,244,908 | -163,637 | 0.14% | -$208.43K |
| GOVERNMENT NATIONAL MORTGAGE A GNR 2024 H14 FB | 27,305,734 | 27,052,831 | -252,903 | 0.14% | -$144.81K |
| FNMA POOL FA0938 FN 03/55 FIXED VAR | 26,973,767 | 26,236,072 | -737,694 | 0.14% | -$929.71K |
| FNMA POOL FA2301 FN 05/45 FIXED VAR | 27,346,625 | 25,472,781 | -1,873,844 | 0.13% | -$2.12M |
| Freddie Mac REMICS | 29,339,503 | 26,180,348 | -3,159,155 | 0.13% | -$3.14M |
| Freddie Mac Seasoned Credit Risk Transfer Trust Series 2019-4 | 27,851,378 | 26,953,173 | -898,205 | 0.13% | -$602.17K |
| FED HM LN PC POOL SC0050 FR 02/40 FIXED 3 | 28,874,098 | 28,146,048 | -728,051 | 0.13% | -$834.94K |
| FNMA POOL FS8242 FN 06/54 FIXED VAR | 26,305,516 | 25,022,447 | -1,283,069 | 0.13% | -$1.51M |
| PRETIUM MORTGAGE CREDIT PARTNE PRET 2025 RPL4 A1 144A | 27,012,664 | 26,340,755 | -671,909 | 0.13% | -$1.01M |
| Fannie Mae REMICS | 155,592,636 | 152,230,564 | -3,362,073 | 0.13% | -$769.00K |
| IFC EMERGING MARKETS SECURITIZ IFCEMS 2025 1A A 144A | 28,800,000 | 25,304,116 | -3,495,884 | 0.13% | -$3.46M |
| FNMA POOL CC0257 FN 04/55 FIXED 6 | 24,842,257 | 24,107,809 | -734,447 | 0.13% | -$925.90K |
| FNMA POOL BM7152 FN 02/28 VARIABLE | 24,957,832 | 24,932,456 | -25,376 | 0.13% | -$144.09K |
| GOVERNMENT NATIONAL MORTGAGE A GNR 2025 H24 AF | 24,860,914 | 24,566,460 | -294,454 | 0.13% | -$228.86K |
| SOFI CONSUMER LOAN PROGRAM TRU SCLP 2025 C A | 31,235,183 | 24,633,696 | -6,601,487 | 0.13% | -$6.67M |
| FNMA POOL BE3619 FN 05/47 FIXED 4 | 26,336,093 | 25,647,163 | -688,929 | 0.13% | -$889.63K |
| FHLG 30YR 5.5% 01/01/2055#SL0307 | 24,739,485 | 24,062,676 | -676,810 | 0.13% | -$925.62K |
| FANNIEMAE STRIP FNS 439 C25 | 118,088,045 | 114,969,352 | -3,118,693 | 0.12% | -$631.22K |
| FNMA POOL CC0279 FN 04/55 FIXED 6.5 | 23,599,426 | 22,609,868 | -989,558 | 0.12% | -$1.08M |
| FR SD7518 | 27,076,346 | 26,495,622 | -580,723 | 0.12% | -$690.85K |
| SMB PRIVATE EDUCATION LOAN TRUST 2024-D SER 2024-D CL A1A REGD 144A P/P 5.38000000 | 24,243,598 | 22,997,130 | -1,246,468 | 0.12% | -$1.42M |
| PRPM 2025-RPL5 LLC | 24,900,000 | 23,764,629 | -1,135,371 | 0.12% | -$1.27M |
| FR SD8494 | 24,790,288 | 23,089,065 | -1,701,223 | 0.12% | -$1.94M |
| FNMA POOL CB0847 FN 06/51 FIXED 3 | 26,709,252 | 25,859,968 | -849,284 | 0.12% | -$940.97K |
| WATR ISSUER TRUST WATR 2025 2 A 144A | 26,184,854 | 23,236,400 | -2,948,454 | 0.12% | -$3.22M |
| GOVERNMENT NATIONAL MORTGAGE A GNR 2023 H20 FG | 22,985,215 | 22,531,847 | -453,367 | 0.12% | -$373.88K |
| FANNIEMAE STRIP FNS 430 C48 | 181,203,852 | 177,958,165 | -3,245,687 | 0.12% | -$684.62K |
| FNMA POOL BF0377 FN 04/59 FIXED 3 | 26,536,807 | 26,178,733 | -358,074 | 0.12% | -$470.78K |
| FNMA POOL FP0132 FN 02/55 FIXED VAR | 25,458,470 | 21,843,234 | -3,615,237 | 0.12% | -$3.87M |
| NSLT 2025-BA A1B | 23,392,765 | 22,027,215 | -1,365,550 | 0.11% | -$1.41M |
| FNMA POOL CA4563 FN 11/49 FIXED 3.5 | 24,013,250 | 23,695,023 | -318,227 | 0.11% | -$480.10K |
| NSLT 2025-BA A1A | 23,392,765 | 22,027,215 | -1,365,550 | 0.11% | -$1.55M |
| FED HM LN PC POOL RJ1530 FR 05/54 FIXED 6.5 | 21,589,615 | 20,790,357 | -799,258 | 0.11% | -$874.14K |
| Freddie Mac REMICS | 22,761,439 | 22,326,838 | -434,601 | 0.11% | -$403.71K |
| ANCHORAGE CREDIT FUNDING LTD. ANCHF 2020 11A A 144A | 23,637,193 | 22,339,843 | -1,297,351 | 0.11% | -$1.42M |
| UMBS | 21,422,902 | 20,395,856 | -1,027,046 | 0.11% | -$1.16M |
| FNMDI6 3.0 BF0497 07-01-60 | 25,119,901 | 24,620,707 | -499,194 | 0.11% | -$579.96K |
| FR SD8455 | 24,058,748 | 20,223,495 | -3,835,253 | 0.11% | -$4.08M |
| FNMA POOL CB7651 FN 12/53 FIXED 6.5 | 21,145,730 | 19,703,417 | -1,442,313 | 0.11% | -$1.55M |
| WATR ISSUER TRUST WATR 2025 1 A 144A | 22,731,793 | 20,575,232 | -2,156,561 | 0.11% | -$2.43M |
| FREDDIE MAC FHR 5510 FJ | 23,203,885 | 20,262,638 | -2,941,247 | 0.10% | -$2.95M |
| FNMA POOL CB0869 FN 06/51 FIXED 3.5 | 22,467,860 | 22,049,558 | -418,302 | 0.10% | -$557.91K |
| FNMA POOL CC0278 FN 04/55 FIXED 6.5 | 20,315,891 | 19,250,512 | -1,065,379 | 0.10% | -$1.15M |
| FREDDIEMAC STRIP FHS 414 C45 | 95,012,593 | 92,528,123 | -2,484,471 | 0.10% | -$488.91K |
| BANC OF AMERICA FUNDING CORPOR BAFC 2014 R2 2A2 144A | 22,916,469 | 22,257,901 | -658,568 | 0.10% | -$561.17K |
| FANNIE MAE FNR 2023 61 IO | 97,257,586 | 95,033,385 | -2,224,200 | 0.10% | -$583.14K |
| WOODWARD CAPITAL MANAGEMENT RCKT 2025 CES9 A1A 144A | 21,712,769 | 20,083,111 | -1,629,658 | 0.10% | -$1.76M |
| GOVERNMENT NATIONAL MORTGAGE A GNR 2023 H03 FB | 19,843,359 | 19,784,468 | -58,891 | 0.10% | -$9.47K |
| FED HM LN PC POOL RJ1436 FR 05/54 FIXED 6.5 | 20,797,529 | 18,649,674 | -2,147,855 | 0.10% | -$2.29M |
| FED HM LN PC POOL ZT2269 FR 05/48 FIXED 4 | 20,901,289 | 20,415,028 | -486,260 | 0.10% | -$650.13K |
| FNMA POOL BX5040 FN 01/53 FIXED 6 | 20,682,586 | 19,055,660 | -1,626,926 | 0.10% | -$1.76M |
| FNMA POOL CA6424 FN 07/50 FIXED 3 | 22,464,003 | 21,756,008 | -707,995 | 0.10% | -$758.94K |
| FR SD8290 | 20,038,255 | 18,536,836 | -1,501,419 | 0.10% | -$1.63M |
| TPMT 2024-4 A1A | 20,211,629 | 18,937,934 | -1,273,695 | 0.10% | -$1.32M |
| BINOM SECURITIZATION TRUST BINOM 2022 INV1 A1 144A | 20,480,040 | 19,437,357 | -1,042,683 | 0.10% | -$1.15M |
| LA HIPOTECARIA SA LHIPO 2019 1A AAA 144A | 21,339,244 | 20,661,881 | -677,363 | 0.10% | -$620.62K |
| Freddie Mac Strips | 127,371,397 | 125,032,812 | -2,338,585 | 0.10% | -$778.26K |
| FR SD8309 | 20,427,451 | 18,416,903 | -2,010,548 | 0.10% | -$2.17M |
| SMB PRIVATE EDUCATION LOAN TRU SMB 2022 B B 144A | 20,432,609 | 19,353,854 | -1,078,756 | 0.10% | -$1.20M |
| Freddie Mac Pool | 19,682,394 | 18,381,531 | -1,300,863 | 0.10% | -$1.43M |
| FNMA POOL FS3748 FN 12/52 FIXED VAR | 20,218,935 | 18,288,569 | -1,930,367 | 0.10% | -$2.07M |
| FNMA POOL FS7211 FN 02/54 FIXED VAR | 18,967,228 | 17,763,265 | -1,203,963 | 0.10% | -$1.36M |
| Uniform Mortgage-Backed Securities | 19,701,849 | 17,966,083 | -1,735,767 | 0.09% | -$1.87M |
| SMB Private Education Loan Trust (Private Loans) 5.02 03/17/2053 | 19,103,417 | 18,310,572 | -792,845 | 0.09% | -$938.80K |
| FREDDIE MAC FHR 5442 FB | 20,770,848 | 18,066,090 | -2,704,758 | 0.09% | -$2.68M |
| FN MA4920 | 19,172,696 | 17,675,293 | -1,497,404 | 0.09% | -$1.60M |
| FNMA POOL MA4942 FN 03/53 FIXED 6 | 19,448,251 | 17,608,872 | -1,839,379 | 0.09% | -$1.97M |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION SER 2023-H11 CL FC V/R 5.19888000 | 17,904,677 | 17,661,772 | -242,905 | 0.09% | -$171.61K |
| JP MORGAN MORTGAGE TRUST JPMMT 2021 14 A11 144A | 19,628,801 | 19,263,298 | -365,503 | 0.09% | -$271.85K |
| FNMA POOL CB5778 FN 12/52 FIXED 6 | 19,412,616 | 17,565,761 | -1,846,855 | 0.09% | -$1.99M |
| FNMA POOL FS3818 FN 01/53 FIXED VAR | 19,362,471 | 17,544,704 | -1,817,767 | 0.09% | -$1.95M |
| CSMC Trust, Series 2021-RPL4, Class A1 | 18,562,184 | 18,018,318 | -543,866 | 0.09% | -$535.93K |
| FANNIEMAE STRIP FNS 446 C17 | 92,233,079 | 86,507,303 | -5,725,776 | 0.09% | -$2.86M |
| TABERNA PREFERED FUNDING LTD TBRNA 2006 6A A1BF 144A | 19,032,851 | 18,786,431 | -246,419 | 0.09% | -$38.84K |
| FNMA POOL FM3241 FN 03/50 FIXED VAR | 19,881,612 | 19,456,501 | -425,112 | 0.09% | -$493.53K |
| FN MA5353 | 18,079,677 | 17,031,128 | -1,048,549 | 0.09% | -$1.22M |
| Freddie Mac Pool | 18,308,785 | 16,472,810 | -1,835,975 | 0.09% | -$1.96M |
| FREDDIE MAC POOL UMBS P#RJ4826 5.50000000 | 16,805,844 | 16,468,247 | -337,597 | 0.09% | -$487.32K |
| Equifirst Loan Securitization Trust 2007-1 | 18,345,381 | 18,005,730 | -339,652 | 0.09% | -$508.92K |
| FED HM LN PC POOL SL1741 FR 12/54 FIXED 6.5 | 17,130,202 | 15,852,488 | -1,277,714 | 0.09% | -$1.37M |
| FNMA POOL CB7446 FN 11/53 FIXED 6.5 | 17,816,906 | 15,871,373 | -1,945,533 | 0.09% | -$2.08M |
| FED HM LN PC POOL QI0477 FR 03/54 FIXED 5 | 16,712,932 | 16,642,630 | -70,302 | 0.09% | -$250.41K |
| AVON FINANCE AVON 4A A 144A | 13,172,773 | 12,498,717 | -674,056 | 0.08% | -$1.22M |
| FREDDIEMAC STRIP FHS 389 C45 | 99,222,887 | 97,426,310 | -1,796,577 | 0.08% | -$548.56K |
| FED HM LN PC POOL SL2526 FR 09/55 FIXED 6 | 16,184,801 | 15,579,633 | -605,169 | 0.08% | -$769.47K |
| GOVERNMENT NATIONAL MORTGAGE A GNR 2024 H12 FB | 16,067,483 | 15,985,912 | -81,571 | 0.08% | $4.24K |
| FED HM LN PC POOL SL0421 FR 02/55 FIXED 6 | 16,396,316 | 15,507,131 | -889,185 | 0.08% | -$1.06M |
| FNMA POOL FS8792 FN 08/54 FIXED VAR | 16,704,190 | 15,700,463 | -1,003,726 | 0.08% | -$1.12M |
| PAGAYA AI DEBT SELECTION TRUST PAID 2025 1 B 144A | 17,298,523 | 16,028,811 | -1,269,712 | 0.08% | -$1.39M |
| FREDDIEMAC STRIP FHS 408 C64 | 76,143,743 | 74,220,842 | -1,922,901 | 0.08% | -$360.24K |
| SOFI CONSUMER LOAN PROGRAM TRU SCLP 2025 A A 144A | 20,780,002 | 15,894,221 | -4,885,781 | 0.08% | -$4.94M |
| NRZT 2019-RPL3 A1 144A FRN 07-25-59 | 17,532,681 | 16,379,254 | -1,153,427 | 0.08% | -$1.13M |
| TOWD POINT MORTGAGE TRUST TPMT 2025 CES3 A1A 144A | 17,131,149 | 15,896,915 | -1,234,234 | 0.08% | -$1.32M |
| FREDDIE MAC STRIPS SER 399 CL C30 2.00000000 | 134,413,997 | 132,160,097 | -2,253,899 | 0.08% | -$623.24K |
| WOODWARD CAPITAL MANAGEMENT RCKT 2025 CES6 A1A 144A | 17,951,198 | 15,583,813 | -2,367,386 | 0.08% | -$2.49M |
| SMB Private Education Loan Trust, Series 2024-D, Class A1B | 16,492,243 | 15,644,306 | -847,938 | 0.08% | -$747.29K |
| CarVal CLO Ltd., Series 2019-2A, Class AR2 | 17,179,638 | 15,617,509 | -1,562,129 | 0.08% | -$1.58M |
| GNMA II POOL 787212 G2 10/47 FIXED 3.5 | 17,083,909 | 16,695,023 | -388,886 | 0.08% | -$239.91K |
| CHASE MORTGAGE FINANCE CORPORA CHASE 2024 7 A11 144A | 16,692,763 | 15,149,691 | -1,543,072 | 0.08% | -$1.50M |
| FREDDIE MAC FHR 5510 FA | 16,358,756 | 15,111,952 | -1,246,803 | 0.08% | -$1.22M |
| CITIGROUP MORTGAGE LOAN TRUST CMLTI 2025 3 A29 144A | 17,252,138 | 15,087,175 | -2,164,963 | 0.08% | -$2.19M |
| ONSLOW BAY FINANCIAL LLC OBX 2025 R1 A1 144A | 15,621,926 | 15,260,316 | -361,610 | 0.08% | -$440.58K |
| STRUCTURED ASSET INVESTMENT LO SAIL 2006 2 A4 | 32,079,203 | 31,657,355 | -421,848 | 0.08% | -$292.64K |
| G2 MA8643 | 17,220,518 | 16,727,480 | -493,038 | 0.08% | -$540.10K |
| FREDDIE MAC POOL UMBS P#SL0566 6.50000000 | 14,872,079 | 14,148,221 | -723,858 | 0.08% | -$803.56K |
| FNMA POOL CB8026 FN 02/54 FIXED 6.5 | 17,035,670 | 14,299,527 | -2,736,143 | 0.08% | -$2.94M |
| FNMA POOL FA2807 FN 01/49 FIXED VAR | 15,758,262 | 15,352,917 | -405,345 | 0.08% | -$523.63K |
| FANNIE MAE FNR 2023 66 IO | 293,918,385 | 283,257,297 | -10,661,088 | 0.08% | -$708.25K |
| FANNIE MAE FNR 2025 42 CF | 16,511,895 | 14,446,305 | -2,065,589 | 0.07% | -$2.07M |
| FNMA POOL FS3838 FN 05/49 FIXED VAR | 15,573,802 | 15,148,189 | -425,612 | 0.07% | -$564.29K |
| FREDDIE MAC POOL UMBS P#SL0874 6.00000000 | 14,435,259 | 14,006,873 | -428,385 | 0.07% | -$532.50K |
| Government National Mortgage Association | 14,673,445 | 14,432,407 | -241,038 | 0.07% | -$205.48K |
| STRUCTURED ASSET SECURITIES CO SASC 2006 BC5 A1 | 15,470,521 | 14,850,000 | -620,521 | 0.07% | -$612.30K |
| FED HM LN PC POOL G67722 FG 03/49 FIXED 5 | 14,547,494 | 14,146,616 | -400,878 | 0.07% | -$562.49K |
| FNMA POOL FA0726 FN 01/55 FIXED VAR | 14,262,364 | 13,407,310 | -855,053 | 0.07% | -$941.43K |
| FANNIEMAE STRIP FNS 446 C16 | 69,417,965 | 67,264,706 | -2,153,259 | 0.07% | -$1.14M |
| FNMA POOL CB9626 FN 12/54 FIXED 4.5 | 14,924,074 | 14,321,638 | -602,436 | 0.07% | -$777.66K |
| SECURITIZED ASSET BACKED RECEI SABR 2006 WM2 A2C | 19,494,013 | 19,270,845 | -223,168 | 0.07% | -$163.79K |
| TPMT 2025-CES4 A1A | 14,640,858 | 13,743,793 | -897,064 | 0.07% | -$1.02M |
| GOVERNMENT NATIONAL MORTGAGE A GNR 2023 H23 FA | 13,764,541 | 13,442,147 | -322,394 | 0.07% | -$269.51K |
| CWABS Asset-Backed Certificates Trust, Series 2006-24, Class 1A | 15,175,447 | 14,812,362 | -363,085 | 0.07% | -$296.11K |
| FNMDI4 3.0 BF0262 05-01-58 | 15,736,118 | 15,358,882 | -377,236 | 0.07% | -$422.84K |
| FHLMC STRUCTURED PASS THROUGH FSPC T 75 A2 | 17,471,567 | 17,229,308 | -242,259 | 0.07% | -$1.44M |
| WOODWARD CAPITAL MANAGEMENT RCKT 2025 CES11 A1A 144A | 13,976,755 | 13,356,809 | -619,946 | 0.07% | -$720.46K |
| HILDENE CLO HITR 2018 1A A1 144A | 13,477,930 | 13,190,018 | -287,912 | 0.07% | -$276.61K |
| FHLMC MULTIFAMILY STRUCTURED P FHMS KJ49 A1 | 12,824,525 | 12,778,576 | -45,948 | 0.07% | -$125.88K |
| FANNIEMAE STRIP FNS 438 C28 | 63,552,469 | 61,757,107 | -1,795,362 | 0.07% | -$590.86K |
| ONSLOW BAY FINANCIAL LLC OBX 2024 HYB2 A1 144A | 13,427,904 | 13,019,393 | -408,511 | 0.07% | -$357.41K |
| FR SB1457 | 14,239,987 | 12,710,817 | -1,529,170 | 0.07% | -$1.64M |
| FREDDIE MAC FHR 5158 PI | 56,263,315 | 54,729,339 | -1,533,976 | 0.07% | -$469.98K |
| FNMA POOL FA2870 FN 08/55 FIXED VAR | 13,195,817 | 12,225,912 | -969,905 | 0.07% | -$1.04M |
| FNMA POOL CB6688 FN 07/53 FIXED 4.5 | 13,167,674 | 12,915,490 | -252,184 | 0.06% | -$420.39K |
| CSMC 2021-RPL2TRUST 2% 01/25/2060 144A | 14,721,918 | 14,315,252 | -406,666 | 0.06% | -$531.76K |
| FREDDIE MAC REMICS SER 5034 CL MI 2.00000000 | 94,999,190 | 93,573,125 | -1,426,065 | 0.06% | -$230.95K |
| TPMT 2024-3 A1A 144A FRN 07-25-65 | 13,000,712 | 12,522,951 | -477,761 | 0.06% | -$663.91K |
| BX TRUST BX 2021 CIP A 144A | 12,948,376 | 12,465,142 | -483,233 | 0.06% | -$493.51K |
| GREYWOLF CLO LTD GWOLF 2020 3RA A1R2 144A | 16,467,962 | 12,391,809 | -4,076,153 | 0.06% | -$4.08M |
| FREDDIE MAC STRIPS SER 399 CL C29 2.00000000 | 101,285,761 | 99,524,956 | -1,760,805 | 0.06% | -$132.50K |
| PRET LLC, Series 2025-NPL4, Class A1 | 12,606,415 | 12,284,759 | -321,656 | 0.06% | -$371.89K |
| CFMT 2024-RM5 A 144A FRN 10-25-54 | 12,718,478 | 12,562,388 | -156,091 | 0.06% | -$207.72K |
| UNITED WHOLSALE MORTGAGE LLC UWM 2021 INV4 A9 144A | 13,086,128 | 12,890,991 | -195,137 | 0.06% | -$196.53K |
| FNMA POOL FA1073 FN 11/39 FIXED VAR | 13,185,480 | 11,682,979 | -1,502,501 | 0.06% | -$1.61M |
| FNMA POOL CB7275 FN 10/53 FIXED 6.5 | 12,089,624 | 11,282,732 | -806,892 | 0.06% | -$866.64K |
| FREDDIEMAC STRIP FHS 401 C15 | 57,120,482 | 55,508,922 | -1,611,559 | 0.06% | -$863.73K |
| Chase Auto Owner Trust, Series 2024-3A, Class A3 | 13,600,000 | 11,698,697 | -1,901,303 | 0.06% | -$1.96M |
| NEW RESIDENTIAL MORTGAGE LOAN TRUST 2021 INV2 | 12,793,958 | 12,537,911 | -256,047 | 0.06% | -$203.69K |
| FREDDIE MAC STRIPS SER 389 CL C35 2.00000000 | 97,365,059 | 95,742,874 | -1,622,185 | 0.06% | -$1.43M |
| OCEANVIEW MTGE. TST. FRN | 14,811,030 | 11,661,436 | -3,149,594 | 0.06% | -$3.16M |
| CRVNA 2024-N3 A3 144A 4.53% 01-10-29 | 13,060,000 | 11,575,505 | -1,484,495 | 0.06% | -$1.50M |
| FNMA POOL CB9790 FN 01/55 FIXED 5.5 | 11,552,400 | 11,247,603 | -304,797 | 0.06% | -$401.19K |
| Freddie Mac REMICS | 12,405,307 | 11,482,682 | -922,625 | 0.06% | -$913.57K |
| FREDDIE MAC FHR 5458 LI | 54,209,587 | 52,983,581 | -1,226,006 | 0.06% | -$231.94K |
| FNMDI4 3.0 BF0167 02-01-57 | 13,270,117 | 13,127,014 | -143,103 | 0.06% | -$204.75K |
| SMB Private Education Loan Trust (Private Loans) 5.50 06/17/2052 | 11,891,839 | 11,227,082 | -664,757 | 0.06% | -$759.16K |
| FANNIEMAE STRIP FNS 440 C36 | 76,367,942 | 74,863,475 | -1,504,467 | 0.06% | -$281.04K |
| GOVERNMENT NATIONAL MORTGAGE A GNR 2021 H06 LF | 11,090,339 | 11,040,518 | -49,821 | 0.06% | -$47.23K |
| FREDDIE MAC REMICS SER 5383 CL AF V/R 5.20854000 | 11,721,400 | 11,107,080 | -614,321 | 0.06% | -$610.07K |
| FREDDIE MAC POOL UMBS P#SD5347 4.00000000 | 11,890,932 | 11,615,004 | -275,928 | 0.06% | -$349.01K |
| Deutsche Alt-A Securities Mortgage Loan Trust Series 2007-2 | 12,977,853 | 12,621,986 | -355,867 | 0.06% | -$263.59K |
| ALLY BANK AUTO CREDIT-LINKED NOTES SERIES 2025-A | 12,454,820 | 11,076,583 | -1,378,238 | 0.06% | -$1.42M |
| GOVERNMENT NATIONAL MORTGAGE A GNR 2023 21 FJ | 11,728,994 | 11,094,844 | -634,150 | 0.06% | -$632.97K |
| FNMA POOL BM4774 FN 07/48 FIXED VAR | 11,839,691 | 11,468,465 | -371,226 | 0.06% | -$478.14K |
| FNMA POOL FS8543 FN 07/54 FIXED VAR | 10,859,732 | 10,400,955 | -458,777 | 0.06% | -$503.60K |
| FANNIEMAE STRIP FNS 446 C18 | 55,658,185 | 50,545,586 | -5,112,600 | 0.06% | -$987.38K |
| Fannie Mae REMICS | 72,961,649 | 71,383,144 | -1,578,506 | 0.06% | -$298.21K |
| PRET LLC, Series 2025-NPL5, Class A1 | 11,163,300 | 10,807,900 | -355,400 | 0.06% | -$399.96K |
| MERRILL LYNCH MORTGAGE INVESTO MLMI 2006 HE5 A2C | 22,217,354 | 22,057,078 | -160,276 | 0.06% | -$167.41K |
| FREDDIE MAC POOL UMBS P#SL2644 6.50000000 | 10,468,132 | 10,150,641 | -317,490 | 0.05% | -$350.23K |
| CHASE MORTGAGE FINANCE CORPORA CHASE 2024 RPL1 A1A 144A | 12,265,467 | 12,066,353 | -199,114 | 0.05% | -$323.91K |
| FREDDIE MAC POOL UMBS P#SL2645 6.50000000 | 10,681,426 | 10,054,959 | -626,466 | 0.05% | -$681.47K |
| FNMA POOL BS8202 FN 04/28 FIXED 4.14 | 10,505,419 | 10,477,948 | -27,471 | 0.05% | -$84.86K |
| FREDDIE MAC FHR 5392 GI | 92,605,498 | 90,917,497 | -1,688,001 | 0.05% | -$398.96K |
| G2 MA6599 | 11,832,771 | 11,584,978 | -247,793 | 0.05% | -$300.36K |
| JPSMT 2025-1 A4 | 11,232,766 | 11,055,227 | -177,540 | 0.05% | -$256.90K |
| FREDDIE MAC POOL UMBS P#RJ4828 5.50000000 | 10,262,478 | 10,093,194 | -169,284 | 0.05% | -$254.89K |
| WOODWARD CAPITAL MANAGEMENT RCKT 2024 CES4 A1A 144A | 11,542,189 | 10,234,099 | -1,308,091 | 0.05% | -$1.38M |
| FED HM LN PC POOL SL0427 FR 10/54 FIXED 6.5 | 10,134,164 | 9,719,672 | -414,493 | 0.05% | -$465.55K |
| FREDDIE MAC FHR 4988 LI | 44,905,189 | 44,005,210 | -899,979 | 0.05% | -$347.17K |
| Government National Mortgage Association | 10,141,657 | 10,018,873 | -122,784 | 0.05% | -$87.67K |
| FNMA POOL CB9656 FN 12/54 FIXED 5.5 | 10,293,588 | 9,904,174 | -389,414 | 0.05% | -$477.30K |
| Freddie Mac Pool | 10,821,976 | 10,651,052 | -170,924 | 0.05% | -$256.50K |
| TPMT 2018-3 A1 144A FRN 05-25-58 | 11,032,582 | 10,283,400 | -749,182 | 0.05% | -$785.00K |
| FREDDIE MAC POOL UMBS P#RJ4594 6.50000000 | 10,123,734 | 9,535,447 | -588,288 | 0.05% | -$634.90K |
| FED HM LN PC POOL SL0426 FR 07/54 FIXED 6.5 | 9,983,161 | 9,503,643 | -479,518 | 0.05% | -$524.56K |
| CHASE MORTGAGE FINANCE CORPORA CHASE 2024 RPL3 A1A 144A | 11,506,719 | 11,249,723 | -256,996 | 0.05% | -$294.24K |
| J.P. Morgan Mortgage Trust, Series 2024-10, Class A11 | 11,033,490 | 9,971,187 | -1,062,304 | 0.05% | -$1.02M |
| GS Mortgage-Backed Securities Trust, Series 2025-RPL3, Class A1 | 10,492,387 | 10,237,007 | -255,380 | 0.05% | -$320.50K |
| ALLY BANK AUTO CREDIT-LINKED NOTES SERIES 2025-A | 11,126,306 | 9,895,081 | -1,231,226 | 0.05% | -$1.27M |
| EART 2024-5A B | 10,000,000 | 9,861,628 | -138,372 | 0.05% | -$135.34K |
| BEAR STEARNS ASSET BACKED SECU BSABS 2006 HE6 2M1 | 10,057,207 | 9,857,198 | -200,009 | 0.05% | -$81.57K |
| BHG Securitization Trust, Series 2025-2CON, Class A | 11,100,194 | 9,778,027 | -1,322,166 | 0.05% | -$1.41M |
| FNMA POOL MA3492 FN 10/38 FIXED 4 | 10,350,928 | 9,985,014 | -365,914 | 0.05% | -$411.78K |
| FNMA POOL FA2567 FN 08/55 FIXED VAR | 10,168,964 | 9,263,120 | -905,844 | 0.05% | -$972.85K |
| SPACE COAST CREDIT UNION SCCU 2024 1A A3 144A | 10,900,000 | 9,675,390 | -1,224,610 | 0.05% | -$1.25M |
| Santander Drive Auto Receivables Trust 2025-2 | 18,617,730 | 9,621,719 | -8,996,011 | 0.05% | -$9.02M |
| FREDDIE MAC FHR 5196 DI | 60,886,542 | 59,684,394 | -1,202,147 | 0.05% | -$266.69K |
| G2 MA7883 | 10,537,891 | 10,302,778 | -235,114 | 0.05% | -$129.99K |
| ARGENT SECURITIES INC. ARSI 2006 M1 A1 | 10,593,623 | 10,363,034 | -230,589 | 0.05% | -$195.69K |
| Freddie Mac Seasoned Credit Risk Transfer Trust Series 2020-1 | 10,273,810 | 9,722,384 | -551,426 | 0.05% | -$509.55K |
| HOME EQUITY ASSET TRUST HEAT 2005 7 M2 | 10,111,579 | 9,788,097 | -323,482 | 0.05% | -$307.67K |
| SMB PRIVATE EDUCATION LOAN TRU SMB 2022 B C 144A | 10,196,802 | 9,658,454 | -538,348 | 0.05% | -$611.70K |
| FNMA POOL FA3594 FN 09/55 FIXED VAR | 9,359,305 | 8,908,011 | -451,294 | 0.05% | -$503.06K |
| FREMONT HOME LOAN TRUST FHLT 2006 A 2A3 | 14,369,310 | 14,295,054 | -74,255 | 0.05% | -$31.49K |
| WOODWARD CAPITAL MANAGEMENT RCKT 2024 CES2 A1A 144A | 10,591,607 | 9,281,870 | -1,309,737 | 0.05% | -$1.37M |
| FED HM LN PC POOL SD7399 FR 12/54 FIXED 4.5 | 9,695,256 | 9,578,065 | -117,191 | 0.05% | -$235.18K |
| FNMA, Series 2021-25, Class IJ | 49,515,494 | 48,419,668 | -1,095,826 | 0.05% | -$258.72K |
| REACH FINANCIAL LLC REACH 2025 2A A 144A | 11,558,094 | 9,195,491 | -2,362,602 | 0.05% | -$2.37M |
| FREDDIE MAC POOL UMBS P#RJ4701 6.50000000 | 8,814,027 | 8,655,435 | -158,592 | 0.05% | -$179.01K |
| HARBORVIEW MORTGAGE LOAN TRUST HVMLT 2006 12 2A2A | 10,354,370 | 10,126,701 | -227,669 | 0.05% | -$191.21K |
| PRPM Trust, Series 2025-NQM1, Class A1 | 9,554,951 | 8,915,835 | -639,116 | 0.05% | -$672.04K |
| FED HM LN PC POOL RA1729 FR 11/49 FIXED 3.5 | 9,689,803 | 9,590,553 | -99,250 | 0.05% | -$166.35K |
| FNMA POOL FS6402 FN 11/53 FIXED VAR | 8,899,506 | 8,637,579 | -261,927 | 0.05% | -$338.82K |
| FNMA, Strips, REMIC, Series 440, Class C46 | 43,197,362 | 42,338,827 | -858,536 | 0.05% | -$68.48K |
| TOWD POINT MORTGAGE TRUST TPMT 2024 CES3 A1 144A | 9,792,201 | 8,821,043 | -971,157 | 0.05% | -$1.02M |
| WOODWARD CAPITAL MANAGEMENT RCKT 2024 CES9 A1A 144A | 9,690,207 | 8,818,884 | -871,323 | 0.05% | -$936.26K |
| JP MORGAN MORTGAGE TRUST JPMMT 2022 LTV2 A3 144A | 9,929,170 | 9,779,556 | -149,614 | 0.05% | -$263.29K |
Top 300 of 2559, by weight.
| Security | Shares Dec 2025 | Shares Mar 2026 | Δ shares | End % | Δ value |
|---|---|---|---|---|---|
| FNMA POOL BZ5550 FN 12/32 FIXED 4.3 | 378,000,000 | 378,000,000 | 0 | 1.92% | -$2.08M |
| RFR USD SOFR/1.75000 06/15/22-10Y LCH | 1 | 1 | 0 | 0.97% | $11.03M |
| RPLDCI 6.581 05/30/49 144A | 114,820,000 | 114,820,000 | 0 | 0.61% | -$3.27M |
| FREDDIE MAC MULTIFAMILY STRUCTURED PASS THROUGH CERTIFI SER KJ50 CL A2 V/R 4.22800000 | 69,497,787 | 69,497,787 | 0 | 0.35% | -$682.54K |
| FNMA POOL BZ1178 FN 06/31 FIXED 5.81 | 65,600,000 | 65,600,000 | 0 | 0.34% | -$1.50M |
| STWD 2025-FL4 LLC | 46,600,000 | 46,600,000 | 0 | 0.24% | -$80.91K |
| FNMA POOL AN5171 FN 04/27 FIXED 3.29 | 46,900,000 | 46,900,000 | 0 | 0.24% | -$49.26K |
| ONE BRYANT PK TR 2019-OBP 2.51641% 09/15/2054 144A | 40,000,000 | 40,000,000 | 0 | 0.19% | -$172.23K |
| Madison Park Funding XLVI Ltd., Series 2020-46A, Class ARR | 31,900,000 | 31,900,000 | 0 | 0.16% | $957 |
| Bain Capital Credit CLO Ltd., Series 2019-4A, Class A1RR | 31,000,000 | 31,000,000 | 0 | 0.16% | $18.82K |
| SMRT 2022-MINI | 30,128,000 | 30,128,000 | 0 | 0.15% | -$20.12K |
| CARLYLE GLOBAL MARKET STRATEGIES CLO SER 2016-3A CL ARRR V/R REGD 144A P/P 4.97444000 | 28,500,000 | 28,500,000 | 0 | 0.15% | $2.76K |
| Freddie Mac Multifamily Structured Pass Through Certificates | 27,615,000 | 27,615,000 | 0 | 0.14% | -$281.15K |
| RFR USD SOFR/2.00000 12/21/22-10Y CME | 1 | 1 | 0 | 0.14% | $1.84M |
| ACRES PLC ACRES 2025 FL3 A 144A | 26,900,000 | 26,900,000 | 0 | 0.14% | $41.33K |
| OCTAGON INVESTMENT PARTNERS 40 OCT40 2019 1A A1RR 144A | 26,200,000 | 26,200,000 | 0 | 0.13% | $15.02K |
| Lyra Music Assets Delaware LP, Series 2024-2A, Class A2 | 25,895,406 | 25,895,406 | 0 | 0.13% | -$170.27K |
| AFRMT 2025-1A A | 25,800,000 | 25,800,000 | 0 | 0.13% | -$102.68K |
| BNC MORTGAGE LOAN TRUST BNCMT 2007 1 A5 | 29,581,000 | 29,581,000 | 0 | 0.13% | $23.32K |
| Ares LXII CLO Ltd | 25,200,000 | 25,200,000 | 0 | 0.13% | $7.86K |
| ANCHORAGE CREDIT FUNDING LTD. ANCHF 2025 18A A 144A | 25,000,000 | 25,000,000 | 0 | 0.13% | -$323.59K |
| FNMA POOL AN8612 FN 03/28 FIXED 3.29 | 23,874,000 | 23,874,000 | 0 | 0.12% | -$77.42K |
| DOLP TRUST DOLP 2021 NYC E 144A | 27,180,000 | 27,180,000 | 0 | 0.11% | -$245.49K |
| MORGAN STANLEY CAPITAL I TRUST MSC 2021 230P D 144A | 24,544,000 | 24,544,000 | 0 | 0.11% | $300.46K |
| JP MORGAN CHASE COMMERCIAL MOR JPMCC 2021 1440 C 144A | 29,900,000 | 29,900,000 | 0 | 0.11% | $981.28K |
| ATLANTIC AVENUE LTD MCCP 2024 3A A 144A | 21,900,000 | 21,900,000 | 0 | 0.11% | -$9.43K |
| COLOGIX DATA CENTERS ISSUER LL CLGIX 2022 1CAN A2 144A | 30,000,000 | 30,000,000 | 0 | 0.11% | -$266.02K |
| US TREASURY N/B | 21,700,000 | 21,700,000 | 0 | 0.11% | -$35.60K |
| Jamestown CLO XVI Ltd., Series 2021-16A, Class AR | 21,200,000 | 21,200,000 | 0 | 0.11% | $13.73K |
| FED HM LN PC POOL WN2416 FR 05/30 FIXED 4.19 | 20,500,000 | 20,500,000 | 0 | 0.10% | $10.51K |
| Jamestown CLO XVIII Ltd., Series 2022-18A, Class A1R | 20,100,000 | 20,100,000 | 0 | 0.10% | -$3.25K |
| Drive Auto Receivables Trust, Series 2024-2, Class C | 20,000,000 | 20,000,000 | 0 | 0.10% | -$38.05K |
| Drive Auto Receivables Trust, Series 2024-2, Class B | 20,000,000 | 20,000,000 | 0 | 0.10% | -$43.77K |
| Madison Park Funding XLIX Ltd., Series 2021-49A, Class AR | 20,000,000 | 20,000,000 | 0 | 0.10% | $8.40K |
| CRVNA 2024-N3 B 144A 4.67% 12-10-30 | 19,760,000 | 19,760,000 | 0 | 0.10% | -$39.34K |
| Elevation CLO Ltd., Series 2018-3A, Class A1R2 | 19,700,000 | 19,700,000 | 0 | 0.10% | -$16.57K |
| ANCHORAGE CAPITAL CLO LTD ANCHC 2021 21A AR 144A | 19,500,000 | 19,500,000 | 0 | 0.10% | $22.54K |
| Ares XXVII CLO Ltd., Series 2013-2A, Class AR3 | 19,100,000 | 19,100,000 | 0 | 0.10% | $17.07K |
| PAGAYA AI DEBT SELECTION TRUST PAID 2025 2 B 144A | 18,898,015 | 18,898,015 | 0 | 0.10% | -$84.86K |
| Elevation CLO Ltd., Series 2022-16A, Class A1AR | 18,700,000 | 18,700,000 | 0 | 0.10% | $34.37K |
| TCI SYMPHONY CLO TSYMP 2016 1A BR2 144A | 18,530,000 | 18,530,000 | 0 | 0.10% | -$33.06K |
| GS MORTGAGE BACKED SECURITIES GSMBS 2019 SL1 M2 144A | 18,306,000 | 18,306,000 | 0 | 0.09% | -$62.06K |
| ICG US CLO LTD ICG 2021 3A AR 144A | 17,300,000 | 17,300,000 | 0 | 0.09% | $12.45K |
| SBA TOWER TRUST | 17,600,000 | 17,600,000 | 0 | 0.09% | $124.66K |
| MOUNTAIN VIEW CLO XIV LTD A1R TSFR3M+115.9 10/15/2034 144A | 17,100,000 | 17,100,000 | 0 | 0.09% | $15.15K |
| WIND RIVER CLO LTD WINDR 2016 1KRA A1R3 144A | 17,008,219 | 17,008,219 | 0 | 0.09% | $49.97K |
| DOLP TRUST DOLP 2021 NYC D 144A | 19,360,000 | 19,360,000 | 0 | 0.08% | -$207.99K |
| WSTN TRUST WSTN 2023 MAUI A 144A | 16,100,000 | 16,100,000 | 0 | 0.08% | -$127.99K |
| TRINITAS CLO VII LTD | 16,000,000 | 16,000,000 | 0 | 0.08% | $5.37K |
| COUNTRYWIDE ASSET BACKED CERTI CWL 2006 13 MV1 | 16,600,000 | 16,600,000 | 0 | 0.08% | $5.09K |
| VASA TRUST VASA 2021 VASA C 144A | 16,314,000 | 16,314,000 | 0 | 0.08% | -$77.71K |
| SILVER ROCK CLO LTD SLVRK 2021 2A AR 144A | 15,300,000 | 15,300,000 | 0 | 0.08% | $5.19K |
| SFO COMMERICAL MORTGAGE TRUST SFO 2021 555 C 144A | 15,140,000 | 15,140,000 | 0 | 0.08% | -$3.39K |
| ASHFORD HOSPITALITY TRUST AHT1 2018 ASHF C 144A | 15,035,000 | 15,035,000 | 0 | 0.08% | -$91.23K |
| RFR USD SOFR/3.25000 06/18/25-10Y LCH | 1 | 1 | 0 | 0.08% | $1.55M |
| GS MORTGAGE BACKED SECURITIES GSMBS 2021 NQM1 M1 144A | 17,128,000 | 17,128,000 | 0 | 0.07% | $486.03K |
| Guggenheim CLO Ltd., Series 2022-2A, Class A1R | 14,000,000 | 14,000,000 | 0 | 0.07% | $22.29K |
| COUNTRYWIDE ASSET BACKED CERTI CWL 2006 4 M2 | 14,425,000 | 14,425,000 | 0 | 0.07% | -$1.24K |
| Ashford Hospitality Trust, Series 2018-ASHF, Class D | 13,939,000 | 13,939,000 | 0 | 0.07% | -$84.58K |
| OFSI FUND LTD OFSBS 2021 10A AR 144A | 13,000,000 | 13,000,000 | 0 | 0.07% | -$1.14K |
| CAPST 2025-1 A | 13,000,000 | 13,000,000 | 0 | 0.07% | $2.14K |
| WELLS FARGO HOME EQUITY TRUST WFHET 2005 3 M8 | 12,824,000 | 12,824,000 | 0 | 0.07% | -$27.19K |
| AEGIS ASSET BACKED SECURITIES AABST 2005 2 M4 | 15,500,000 | 15,500,000 | 0 | 0.06% | $130.62K |
| FNMA POOL BS8659 FN 06/33 FIXED 4.44 | 12,320,000 | 12,320,000 | 0 | 0.06% | -$18.70K |
| VASA TRUST VASA 2021 VASA B 144A | 12,350,000 | 12,350,000 | 0 | 0.06% | -$58.83K |
| AMERIQUEST MORTGAGE SECURITIES AMSI 2006 R2 M3 | 12,700,000 | 12,700,000 | 0 | 0.06% | $12.80K |
| KREST COMMERCIAL MORTGAGE SECU KREST 2021 CHIP D 144A | 17,515,000 | 17,515,000 | 0 | 0.06% | -$18.80K |
| ANGEL OAK MORTGAGE TRUST AOMT 2021 8 M1 144A | 15,681,000 | 15,681,000 | 0 | 0.06% | -$173.76K |
| KKR FINANCIAL CLO LTD KKR 21 B 144A | 11,700,000 | 11,700,000 | 0 | 0.06% | -$12.98K |
| Bain Capital Credit CLO Ltd., Series 2021-3A, Class AR | 11,600,000 | 11,600,000 | 0 | 0.06% | $26.04K |
| BX TRUST BX 2021 MC D 144A | 11,732,500 | 11,732,500 | 0 | 0.06% | $240.48K |
| RESIDENTIAL ASSET SECURITIES C RASC 2005 KS8 M6 | 11,600,000 | 11,600,000 | 0 | 0.06% | -$14.91K |
| FNMA POOL BS8096 FN 04/33 FIXED 4.7 | 11,125,000 | 11,125,000 | 0 | 0.06% | -$2.56K |
| US TREASURY N/B | 11,170,000 | 11,170,000 | 0 | 0.06% | -$122.17K |
| FNMA POOL BS8176 FN 04/33 FIXED 4.385 | 11,208,000 | 11,208,000 | 0 | 0.06% | -$61.53K |
| STACR 22-DNA3 M1B SOFR30A+290 04/25/2042 144A | 10,900,000 | 10,900,000 | 0 | 0.06% | -$76.43K |
| FNMA POOL BZ5560 FN 11/32 FIXED 4.28 | 11,129,000 | 11,129,000 | 0 | 0.06% | -$8.99K |
| FED HM LN PC POOL WN5207 FR 01/30 FIXED 4.95 | 10,710,000 | 10,710,000 | 0 | 0.06% | -$109.84K |
| VASA TRUST VASA 2021 VASA D 144A | 11,635,000 | 11,635,000 | 0 | 0.06% | -$55.42K |
| Carrington Mortgage Loan Trust Series 2007-RFC1 | 11,809,000 | 11,809,000 | 0 | 0.05% | -$205.81K |
| Sound Point CLO XXVII Ltd., Series 2020-2A, Class AR | 10,400,000 | 10,400,000 | 0 | 0.05% | -$20.88K |
| WELLS FARGO COMMERCIAL MORTGAG WFCM 2025 AURA A 144A | 10,300,000 | 10,300,000 | 0 | 0.05% | -$38.66K |
| FNMA POOL BZ2582 FN 12/29 FIXED 4.3 | 10,022,000 | 10,022,000 | 0 | 0.05% | -$43.13K |
| Exeter Automobile Receivables Trust 2024-5 | 10,000,000 | 10,000,000 | 0 | 0.05% | -$19.75K |
| MF1 MULTIFAMILY HOUSING MORTGA MF1 2021 FL7 B 144A | 10,000,000 | 10,000,000 | 0 | 0.05% | $54.45K |
| GPMT LTD. GPMT 2021 FL3 C 144A | 10,000,000 | 10,000,000 | 0 | 0.05% | -$4.47K |
| J.P. Morgan Chase Commercial Mortgage Securities Trust, Series 2016-NINE, Class A | 10,000,000 | 10,000,000 | 0 | 0.05% | $40.66K |
| OZLM XXIV Ltd., Series 2019-24A, Class A2AR | 9,750,000 | 9,750,000 | 0 | 0.05% | -$24.31K |
| Freddie Mac Multifamily Structured Pass Through Certificates | 9,387,000 | 9,387,000 | 0 | 0.05% | -$71.02K |
| FNMA POOL BZ5562 FN 11/32 FIXED 4.27 | 9,730,000 | 9,730,000 | 0 | 0.05% | -$7.62K |
| FNMA POOL AN9215 FN 05/28 FIXED 3.43 | 9,728,000 | 9,728,000 | 0 | 0.05% | -$23.51K |
| SDART 2024-4 B 4.93% 09-17-29 | 9,500,000 | 9,500,000 | 0 | 0.05% | -$17.01K |
| MF1 MULTIFAMILY HOUSING MORTGA MF1 2024 FL14 A 144A | 9,500,000 | 9,500,000 | 0 | 0.05% | -$23.86K |
| 37 CAPITAL CLO LTD PUTNM 2021 1A AR 144A | 9,400,000 | 9,400,000 | 0 | 0.05% | -$3.93K |
| New Residential Mortgage Loan Trust 2021-NQM2R | 10,000,000 | 10,000,000 | 0 | 0.05% | -$40.66K |
| SPACE COAST CREDIT UNION SCCU 2024 1A A4 144A | 9,100,000 | 9,100,000 | 0 | 0.05% | -$53.73K |
| 317U9ZDA0 PIMCO FPPSWAPTION 4.427 PUT USD | 152,800,000 | 152,800,000 | 0 | 0.05% | -$5.63K |
| WELLS FARGO COMMERCIAL MORTGAG WFCM 2025 AGLN A 144A | 9,100,000 | 9,100,000 | 0 | 0.05% | -$34.15K |
| FNMA POOL BS9723 FN 10/28 FIXED 5.23 | 8,806,000 | 8,806,000 | 0 | 0.05% | -$65.44K |
| CQS US CLO Ltd., Series 2021-1A, Class AR | 9,000,000 | 9,000,000 | 0 | 0.05% | -$5.77K |
| BANC OF AMERICA MERRILL LYNCH BAMLL 2025 HMST B 144A | 10,000,000 | 10,000,000 | 0 | 0.05% | -$19.76K |
| MSC 2020-CNP A | 10,000,000 | 10,000,000 | 0 | 0.05% | -$14.48K |
| VALLEY FUNDING PLC VFUND 1A Z 144A | 7,775,000 | 7,775,000 | 0 | 0.05% | -$37.91K |
| SFO COMMERICAL MORTGAGE TRUST SFO 2021 555 B 144A | 8,750,000 | 8,750,000 | 0 | 0.04% | $19.66K |
| BNC MORTGAGE LOAN TRUST BNCMT 2007 2 A4 | 10,000,000 | 10,000,000 | 0 | 0.04% | $14.46K |
| CPS AUTO TRUST CPS 2024 D C 144A | 8,700,000 | 8,700,000 | 0 | 0.04% | -$9.59K |
| ASSET BACKED SECURITIES CORP H ABSHE 2007 HE1 A5 | 9,200,000 | 9,200,000 | 0 | 0.04% | $4.26K |
| CRVNA 2024-N3 C 144A 4.9% 12-10-30 | 8,558,000 | 8,558,000 | 0 | 0.04% | -$55.18K |
| ATRIUM HOTEL PORTFOLIO TRUST AHPT 2017 ATRM C 144A | 8,800,000 | 8,800,000 | 0 | 0.04% | $0 |
| SUNBT 2025-1 A | 8,400,000 | 8,400,000 | 0 | 0.04% | -$47.61K |
| LUX Trust, Series 2023-LION, Class A | 8,300,000 | 8,300,000 | 0 | 0.04% | -$46.86K |
| PIKES PEAK CLO PIPK 2019 4A ARR 144A | 8,300,000 | 8,300,000 | 0 | 0.04% | $3.79K |
| ASHFORD HOSPITALITY TRUST AHT1 2018 ASHF B 144A | 8,335,000 | 8,335,000 | 0 | 0.04% | -$50.70K |
| GLS AUTO RECEIVABLES TRUST GCAR 2024 3A C 144A | 8,200,000 | 8,200,000 | 0 | 0.04% | -$21.46K |
| PARK PLACE SECURITIES INC PPSI 2004 WHQ1 M6 | 9,202,488 | 9,202,488 | 0 | 0.04% | $117.27K |
| BARCLAYS COMMERCIAL MORTGAGE S BBCMS 2018 CBM D 144A | 9,060,000 | 9,060,000 | 0 | 0.04% | $164.93K |
| MORGAN STANLEY CAPITAL I TRUST MSC 2021 230P C 144A | 8,896,000 | 8,896,000 | 0 | 0.04% | -$22.45K |
| FNMA POOL BS9585 FN 09/28 FIXED 4.815 | 7,900,000 | 7,900,000 | 0 | 0.04% | -$57.68K |
| MFRA TRUST MFRA 2021 NQM1 M1 144A | 8,966,000 | 8,966,000 | 0 | 0.04% | $204.93K |
| PIKES PEAK CLO PIPK 2018 2A ARR 144A | 7,900,000 | 7,900,000 | 0 | 0.04% | $1.85K |
| STWD Ltd., Series 2021-FL2, Class C | 7,825,000 | 7,825,000 | 0 | 0.04% | $56.38K |
| FNMA POOL BS8216 FN 04/33 FIXED 4.49 | 7,900,000 | 7,900,000 | 0 | 0.04% | -$11.23K |
| CHASEFLEX TRUST CFLX 2007 2 M1 | 8,700,000 | 8,700,000 | 0 | 0.04% | -$29.93K |
| RPM 2025-4A A2 144A 5.124% 04-25-34 | 7,800,000 | 7,800,000 | 0 | 0.04% | -$6.77K |
| TMUST 2024-2A A | 7,700,000 | 7,700,000 | 0 | 0.04% | -$26.37K |
| GREYWOLF CLO LTD GWOLF 2020 3RA A2R2 144A | 7,700,000 | 7,700,000 | 0 | 0.04% | -$17.23K |
| 317U9ZEA9 PIMCO FPPSWAPTION 4.427 CALL USD | 152,800,000 | 152,800,000 | 0 | 0.04% | $872.04K |
| GCAT GCAT 2021 NQM3 M1 144A | 9,952,000 | 9,952,000 | 0 | 0.04% | -$59.07K |
| FNMA POOL BS9367 FN 08/33 FIXED 4.58 | 7,368,000 | 7,368,000 | 0 | 0.04% | -$12.76K |
| ROMARK CREDIT FUNDING I, LTD. RCF 2024 3A A 144A | 7,400,000 | 7,400,000 | 0 | 0.04% | -$15.97K |
| WATR ISSUER TRUST WATR 2025 2 B 144A | 7,399,000 | 7,399,000 | 0 | 0.04% | -$88.08K |
| FANNIE MAE FNR 2013 18 BS | 8,723,047 | 8,723,047 | 0 | 0.04% | -$122.39K |
| 317U9YPA0 PIMCO FPPSWAPTION 4.458 PUT USD | 121,400,000 | 121,400,000 | 0 | 0.04% | -$4.73K |
| SBNA Auto Receivables Trust, Series 2025-SF1, Class D | 7,250,000 | 7,250,000 | 0 | 0.04% | -$21.14K |
| 317U9V6A7 PIMCO FPPSWAPTION 4.64 CALL USD | 128,800,000 | 128,800,000 | 0 | 0.04% | $756.47K |
| MORGAN STANLEY CAPITAL I TRUST MSC 2021 230P E 144A | 8,200,000 | 8,200,000 | 0 | 0.04% | -$19.98K |
| GREENSKY HOME IMPROVEMENT ISSU GSKY 2025 1A A3 144A | 7,100,000 | 7,100,000 | 0 | 0.04% | -$54.11K |
| FREDDIE MAC FHR 4326 HZ | 9,176,648 | 9,176,648 | 0 | 0.04% | -$37.81K |
| DROP MORTGAGE TRUST 2021 FILE DROP 2021 FILE C 144A | 7,200,000 | 7,200,000 | 0 | 0.04% | $759.12K |
| US TREASURY N/B | 7,037,000 | 7,037,000 | 0 | 0.04% | -$91.81K |
| PAGAYA AI DEBT SELECTION TRUST PAID 2025 2 C 144A | 6,999,265 | 6,999,265 | 0 | 0.04% | -$17.94K |
| Starwood Mortgage Residential Trust 2021-6 | 9,324,000 | 9,324,000 | 0 | 0.04% | -$71.05K |
| VALLEY FUNDING PLC VFUND 1A C 144A | 5,212,000 | 5,212,000 | 0 | 0.04% | -$137.89K |
| BSST MORTGAGE TRUST BSST 2021 1818 D 144A | 32,020,000 | 32,020,000 | 0 | 0.04% | -$2.66M |
| PROJECT FLASH DELAYED DRAW TERM LOAN | 6,869,999 | 6,869,999 | 0 | 0.03% | $4.60K |
| FNMA POOL BS8097 FN 04/33 FIXED 4.7 | 6,717,421 | 6,717,421 | 0 | 0.03% | -$1.53K |
| LCM LTD PARTNERSHIP LCM 31A AR 144A | 6,750,000 | 6,750,000 | 0 | 0.03% | -$2.14K |
| VALLEY FUNDING PLC VFUND 1A B 144A | 4,995,000 | 4,995,000 | 0 | 0.03% | -$133.95K |
| BARCLAYS COMMERCIAL MORTGAGE S BBCMS 2018 CBM C 144A | 7,000,000 | 7,000,000 | 0 | 0.03% | -$5.38K |
| CPS AUTO TRUST CPS 2024 D B 144A | 6,500,000 | 6,500,000 | 0 | 0.03% | -$1.06K |
| FNMA POOL AN8717 FN 03/28 FIXED 3.02 | 6,617,000 | 6,617,000 | 0 | 0.03% | -$17.10K |
| FNMA POOL BS9584 FN 09/28 FIXED 4.815 | 6,332,000 | 6,332,000 | 0 | 0.03% | -$48.38K |
| CONSUMER LOAN FINANCE ISSUER T CLFT 2024 A A2 144A | 6,327,000 | 6,327,000 | 0 | 0.03% | -$33.05K |
| BWAY MORTGAGE TRUST BWAY 2021 1450 D 144A | 7,000,000 | 7,000,000 | 0 | 0.03% | $259.10K |
| CREDIT SUISSE MORTGAGE TRUST CSMC 2017 RPL1 A2 144A | 6,580,000 | 6,580,000 | 0 | 0.03% | -$44.07K |
| 317U9YRA8 PIMCO FPPSWAPTION 4.458 CALL USD | 121,400,000 | 121,400,000 | 0 | 0.03% | $694.17K |
| ANCHORAGE CREDIT FUNDING LTD. ANCHF 2019 9A AV 144A | 6,216,076 | 6,216,076 | 0 | 0.03% | -$26.12K |
| GLS AUTO RECEIVABLES TRUST GCAR 2024 4A B 144A | 6,100,000 | 6,100,000 | 0 | 0.03% | -$11.63K |
| DRYDEN LEVERAGED LOAN CDO DRYD 2017 27A B2R 144A | 5,600,000 | 5,600,000 | 0 | 0.03% | -$241.68K |
| Starwood Mortgage Residential Trust, Series 2021-2, Class M1 | 6,564,000 | 6,564,000 | 0 | 0.03% | -$6.86K |
| PREFERRED RESIDENTIAL SECURITI PRS 2006 1X D1C REGS | 4,655,756 | 4,655,756 | 0 | 0.03% | -$101.72K |
| FNMA POOL BZ5588 FN 12/32 FIXED 4.35 | 6,018,000 | 6,018,000 | 0 | 0.03% | -$2.25K |
| MF1 MULTIFAMILY HOUSING MORTGA MF1 2025 FL20 A 144A | 5,900,000 | 5,900,000 | 0 | 0.03% | -$7.76K |
| WATR ISSUER TRUST WATR 2025 1 D 144A | 5,800,000 | 5,800,000 | 0 | 0.03% | -$77.38K |
| TOWD POINT MORTGAGE TRUST TPMT 2017 1 M2 144A | 6,020,000 | 6,020,000 | 0 | 0.03% | -$29.46K |
| RFR USD SOFR/2.79000 05/07/24-5Y LCH | 1 | 1 | 0 | 0.03% | $1.21M |
| BWAY MORTGAGE TRUST BWAY 2021 1450 C 144A | 6,000,000 | 6,000,000 | 0 | 0.03% | $210.34K |
| FIRST FRANKLIN MTG LOAN ASSET FFML 2004 FF11 M5 | 5,671,142 | 5,671,142 | 0 | 0.03% | -$13.76K |
| 317UA83A9 PIMCO FPPSWAPTION 4.693 CALL USD | 96,600,000 | 96,600,000 | 0 | 0.03% | $571.43K |
| VENTURE CDO LTD VENTR 2021 44A A1NR 144A | 5,575,000 | 5,575,000 | 0 | 0.03% | $3.95K |
| RFR USD SOFR/3.01250 04/09/24-7Y LCH | 1 | 1 | 0 | 0.03% | $1.04M |
| Pagaya Point of Sale Holdings Series 25-1 Class A | 5,500,000 | 5,500,000 | 0 | 0.03% | -$24.38K |
| TRYSAIL CLO LTD TRYSL 2022 1A A 144A | 5,500,000 | 5,500,000 | 0 | 0.03% | $1.36K |
| AMMC CLO 24 LTD SER 2021-24A CL AR V/R REGD 144A P/P 5.08444000 | 5,500,000 | 5,500,000 | 0 | 0.03% | $394 |
| Drop Mortgage Trust Series 2021-FILE, Class B | 5,500,000 | 5,500,000 | 0 | 0.03% | $359.54K |
| SFO COMMERICAL MORTGAGE TRUST SFO 2021 555 D 144A | 5,500,000 | 5,500,000 | 0 | 0.03% | -$14.85K |
| Lendmark Funding Trust, Series 2024-1A, Class A | 5,400,000 | 5,400,000 | 0 | 0.03% | -$31.51K |
| RMIT 2024-2 A | 5,400,000 | 5,400,000 | 0 | 0.03% | -$21.62K |
| RFR USD SOFR/3.25000 03/19/25-10Y LCH | 1 | 1 | 0 | 0.03% | -$456.28K |
| WATR ISSUER TRUST WATR 2025 1 B 144A | 5,300,000 | 5,300,000 | 0 | 0.03% | -$70.57K |
| MF1 Trust | 5,270,000 | 5,270,000 | 0 | 0.03% | -$17.61K |
| 317UA82A0 PIMCO FPPSWAPTION 4.693 PUT USD | 96,600,000 | 96,600,000 | 0 | 0.03% | $5.45K |
| BEAR STEARNS ASSET BACKED SECU BSABS 2005 HE12 M4 | 5,095,196 | 5,095,196 | 0 | 0.03% | $49.16K |
| MORGAN STANLEY CAPITAL INC MSAC 2005 WMC2 M5 | 6,057,598 | 6,057,598 | 0 | 0.03% | -$7.41K |
| ANCHORAGE CREDIT FUNDING LTD. ANCHF 2016 3A A1R 144A | 5,300,000 | 5,300,000 | 0 | 0.03% | -$68.98K |
| WATR ISSUER TRUST WATR 2025 2 D 144A | 5,100,000 | 5,100,000 | 0 | 0.03% | -$59.90K |
| STWD Ltd., Series 2021-FL2, Class B | 5,000,000 | 5,000,000 | 0 | 0.03% | $32.29K |
| New Residential Mortgage Loan Trust 2021-NQM2R | 5,500,000 | 5,500,000 | 0 | 0.03% | -$36.77K |
| WELLFLEET CLO LTD WELF 2021 2A A1R 144A | 5,000,000 | 5,000,000 | 0 | 0.03% | $2.69K |
| GPMT LTD. GPMT 2021 FL3 B 144A | 5,000,000 | 5,000,000 | 0 | 0.03% | -$1.27K |
| BX Trust, Series 2021-LGCY, Class A | 5,000,000 | 5,000,000 | 0 | 0.03% | $5.48K |
| ANCHORAGE CREDIT FUNDING LTD. ANCHF 2025 18A B 144A | 5,000,000 | 5,000,000 | 0 | 0.03% | -$56.38K |
| COLONY MORTGAGE CAPITAL LTD CLNY 2019 IKPR B 144A | 5,000,000 | 5,000,000 | 0 | 0.03% | $60.73K |
| FNMA POOL BS9377 FN 09/28 FIXED 4.64 | 4,884,179 | 4,884,179 | 0 | 0.03% | -$37.01K |
| RFR USD SOFR/3.78300 02/07/24-10Y LCH | 1 | 1 | 0 | 0.02% | -$362.31K |
| WATR ISSUER TRUST WATR 2025 2 C 144A | 4,900,000 | 4,900,000 | 0 | 0.02% | -$58.67K |
| RFR USD SOFR/3.50000 02/09/24-10Y LCH | 1 | 1 | 0 | 0.02% | -$336.29K |
| BANC OF AMERICA MERRILL LYNCH BAMLL 2021 JACX D 144A | 5,000,000 | 5,000,000 | 0 | 0.02% | $42.30K |
| GS MORTGAGE BACKED SECURITIES GSMBS 2021 NQM1 B1 144A | 5,664,000 | 5,664,000 | 0 | 0.02% | $133.10K |
| MILL CITY MORTGAGE TRUST MCMLT 2019 GS2 M1 144A | 5,000,000 | 5,000,000 | 0 | 0.02% | -$33.41K |
| 522 Funding CLO Ltd., Series 2020-6A, Class A1R2 | 4,600,000 | 4,600,000 | 0 | 0.02% | $2.14K |
| FNMA POOL BZ5561 FN 11/32 FIXED 4.27 | 4,540,000 | 4,540,000 | 0 | 0.02% | -$3.56K |
| AMERIQUEST MORTGAGE SECURITIES AMSI 2005 R11 M5 | 5,000,000 | 5,000,000 | 0 | 0.02% | -$740 |
| RFR USD SOFR/3.08000 04/23/24-5Y LCH | 1 | 1 | 0 | 0.02% | $1.35M |
| SMB PRIVATE EDUCATION LOAN TRUST 2025-C SER 2025-C CL D REGD 144A P/P 5.26000000 | 4,600,000 | 4,600,000 | 0 | 0.02% | -$16.81K |
| COUNTRYWIDE ASSET BACKED CERTI CWL 2004 15 MF4 | 5,174,490 | 5,174,490 | 0 | 0.02% | -$31.89K |
| DC Commercial Mortgage Trust, Series 2023-DC, Class A | 4,300,000 | 4,300,000 | 0 | 0.02% | -$44.70K |
| RFR USD SOFR/3.17000 04/15/24-7Y LCH | 1 | 1 | 0 | 0.02% | $1.05M |
| CRVNA 2023-P3 A4 144A 5.71% 07-10-29 | 4,270,000 | 4,270,000 | 0 | 0.02% | -$25.57K |
| RFR USD SOFR/3.75000 12/18/24-10Y LCH | 1 | 1 | 0 | 0.02% | $5.25M |
| GSAMP TRUST GSAMP 2005 HE4 M4 | 4,400,000 | 4,400,000 | 0 | 0.02% | $20.71K |
| WIND RIVER CLO LTD WINDR 2017 3A AR2 144A | 4,100,000 | 4,100,000 | 0 | 0.02% | $1.91K |
| FNMA POOL BS8550 FN 05/33 FIXED 4.49 | 4,005,000 | 4,005,000 | 0 | 0.02% | -$7.15K |
| CONSUMER LOAN FINANCE ISSUER T CLFT 2024 BA A2 144A | 3,937,000 | 3,937,000 | 0 | 0.02% | -$25.46K |
| RFR USD SOFR/3.50000 02/22/24-10Y LCH | 1 | 1 | 0 | 0.02% | -$213.94K |
| SOFI CONSUMER LOAN PROGRAM TRU SCLP 2025 A B 144A | 3,796,000 | 3,796,000 | 0 | 0.02% | -$14.96K |
| ARES XLIV CLO Ltd. Floating Rate, Due 04/15/2034 | 3,800,000 | 3,800,000 | 0 | 0.02% | $2.84K |
| FNMA Connecticut Avenue Securities Trust, Series 2022-R04, Class 1M2 | 3,750,000 | 3,750,000 | 0 | 0.02% | -$39.09K |
| BANC OF AMERICA MERRILL LYNCH BAMLL 2021 JACX C 144A | 4,000,000 | 4,000,000 | 0 | 0.02% | $6.04K |
| 317UA49A2 PIMCO FPPSWAPTION 4.628 PUT USD | 68,700,000 | 68,700,000 | 0 | 0.02% | $2.72K |
| 317U8FNA4 PIMCO FPPSWAPTION 4.245 PUT USD | 57,700,000 | 57,700,000 | 0 | 0.02% | -$19.54K |
| AMSR TRUST AMSR 2021 SFR1 A 144A | 4,000,000 | 4,000,000 | 0 | 0.02% | -$15.20K |
| GLS AUTO RECEIVABLES TRUST GCAR 2023 3A D 144A | 3,690,000 | 3,690,000 | 0 | 0.02% | -$12.22K |
| SOFI CONSUMER LOAN PROGRAM TRU SCLP 2025 C B | 3,787,000 | 3,787,000 | 0 | 0.02% | -$10.77K |
| 317U8D6A8 PIMCO FPPSWAPTION 4.26 PUT USD | 57,700,000 | 57,700,000 | 0 | 0.02% | -$19.57K |
| CRVNA 2024-P4 A4 | 3,700,000 | 3,700,000 | 0 | 0.02% | -$35.94K |
| CENTERBRIDGE CREDIT FUNDING LT CBCF 2021 1A A 144A | 3,800,000 | 3,800,000 | 0 | 0.02% | -$13.29K |
| C BASS LTD CBCL 15A A 144A | 248,639,703 | 248,639,703 | 0 | 0.02% | -$252.62K |
| RFR USD SOFR/3.33000 09/30/24-10Y LCH | 1 | 1 | 0 | 0.02% | $595.38K |
| GS MORTGAGE SECURITIES TRUST GSMS 2018 TWR B 144A | 11,605,000 | 11,605,000 | 0 | 0.02% | -$61.16K |
| 317U9V5A8 PIMCO FPPSWAPTION 4.64 PUT USD | 64,400,000 | 64,400,000 | 0 | 0.02% | $6 |
| VALLEY FUNDING PLC VFUND 1A D 144A | 2,693,000 | 2,693,000 | 0 | 0.02% | -$71.70K |
| Enterprise Fleet Financing LLC, Series 2024-3, Class A3 | 3,500,000 | 3,500,000 | 0 | 0.02% | -$20.67K |
| Detroit, Wayne County, Michigan, General Obligation Bonds, Financial Recovery Series 2014B-1 | 4,573,863 | 4,573,863 | 0 | 0.02% | -$59.72K |
| ELEVATION CLO LTD AWPT 2018 3A BR2 144A | 3,500,000 | 3,500,000 | 0 | 0.02% | -$28.49K |
| Reach Financial LLC Series 2025-1A, Class B | 3,400,000 | 3,400,000 | 0 | 0.02% | -$24.64K |
| 317UA0VA5 PIMCO FPPSWAPTION 4.485 PUT USD | 57,000,000 | 57,000,000 | 0 | 0.02% | -$1.29K |
| ENCORE CREDIT RECEIVABLES TRUS ECR 2005 3 M6 | 3,552,106 | 3,552,106 | 0 | 0.02% | -$1.15K |
| GSKY 2025-2A A3 | 3,300,000 | 3,300,000 | 0 | 0.02% | -$12.49K |
| WATR ISSUER TRUST WATR 2025 1 C 144A | 3,300,000 | 3,300,000 | 0 | 0.02% | -$44.51K |
| CVC CORDATUS OPPORTUNITY LOAN COLFR 1A BR 144A | 2,800,000 | 2,800,000 | 0 | 0.02% | -$69.05K |
| GLS AUTO RECEIVABLES TRUST GCAR 2024 3A B 144A | 3,200,000 | 3,200,000 | 0 | 0.02% | -$7.86K |
| WARWICK FINANCE RESIDENTIAL MO WARW 3A B 144A | 2,387,000 | 2,387,000 | 0 | 0.02% | -$65.24K |
| BBCMS Trust 2018-CBM | 3,300,000 | 3,300,000 | 0 | 0.02% | -$27.52K |
| MASTR ASSET BACKED SECURITIES MABS 2005 HE1 M6 | 3,080,000 | 3,080,000 | 0 | 0.02% | -$1.83K |
| 317U9M7A6 PIMCO FPPSWAPTION 4.44 PUT USD | 50,900,000 | 50,900,000 | 0 | 0.02% | -$5.17K |
| EURO GALAXY CLO DAC EGLXY 2013 3A BR1 144A | 2,800,000 | 2,800,000 | 0 | 0.02% | -$121.10K |
| RFR USD SOFR/3.66000 09/30/25-10Y LCH | 1 | 1 | 0 | 0.02% | $967.82K |
| SOFI CONSUMER LOAN PROGRAM TRU SCLP 2025 A C 144A | 2,944,000 | 2,944,000 | 0 | 0.02% | $4.56K |
| RFR USD SOFR/3.23200 04/26/24-7Y LCH | 1 | 1 | 0 | 0.02% | $815.01K |
| SOFI CONSUMER LOAN PROGRAM TRU SCLP 2025 C C | 2,942,000 | 2,942,000 | 0 | 0.02% | -$3.68K |
| 317UA0WA4 PIMCO FPPSWAPTION 4.485 CALL USD | 57,000,000 | 57,000,000 | 0 | 0.01% | $327.30K |
| FNMA POOL BS8952 FN 05/31 FIXED 5.17 | 2,820,300 | 2,820,300 | 0 | 0.01% | -$12.37K |
| CORDATUS CLO PLC CORDA 12A ARR 144A | 2,500,000 | 2,500,000 | 0 | 0.01% | -$52.24K |
| CAPITAL FOUR CLO CFOUR 10A A 144A | 2,500,000 | 2,500,000 | 0 | 0.01% | -$55.77K |
| Carvana Auto Receivables Trust, Series 2024-P3, Class A4 | 2,875,000 | 2,875,000 | 0 | 0.01% | -$23.76K |
| BX TRUST BX 2021 MC C 144A | 2,900,000 | 2,900,000 | 0 | 0.01% | $47.53K |
| BX TRUST BX 2021 BXMF D 144A | 2,864,903 | 2,864,903 | 0 | 0.01% | $374 |
| RENAISSANCE HOME EQUITY LOAN T RAMC 2006 1 AF3 | 6,712,116 | 6,712,116 | 0 | 0.01% | $3.68K |
| FNMA POOL BZ5876 FN 12/32 FIXED 4.47 | 2,848,600 | 2,848,600 | 0 | 0.01% | -$6.75K |
| SPACE COAST CREDIT UNION SCCU 2023 1A A4 144A | 2,800,000 | 2,800,000 | 0 | 0.01% | -$19.15K |
| CREDIT SUISSE MORTGAGE TRUST CSMC 2021 ADV B 144A | 4,000,000 | 4,000,000 | 0 | 0.01% | -$258.12K |
| PROJECT NOVA TERM LOAN | 2,800,000 | 2,800,000 | 0 | 0.01% | $0 |
| LONG BEACH MORTGAGE LOAN TRUST LBMLT 2005 WL2 M4 | 3,000,000 | 3,000,000 | 0 | 0.01% | -$711 |
| Renaissance Home Equity Loan Trust 2006-4 | 9,077,144 | 9,077,144 | 0 | 0.01% | -$59.82K |
| COUNTRYWIDE HOME LOANS CWHL 2007 17 2A1 | 9,615,815 | 9,615,815 | 0 | 0.01% | -$18.07K |
| CREDIT-BASED ASSET SERVICING AND SECURITIZATION LLC SER 2006-CB4 CL AV4 V/R REGD 4.54876000 | 3,809,760 | 3,809,760 | 0 | 0.01% | $541 |
| OneMain Financial Issuance Trust, Series 2023-2A, Class A2 | 2,600,000 | 2,600,000 | 0 | 0.01% | -$6.40K |
| PAID 2025-5 A2 | 2,599,900 | 2,599,900 | 0 | 0.01% | -$11.69K |
| Madison Park Funding XXXIX Ltd., Series 2021-39A, Class AR | 2,600,000 | 2,600,000 | 0 | 0.01% | $49 |
| RFR USD SOFR/3.75000 12/17/25-10Y LCH | 1 | 1 | 0 | 0.01% | $1.42M |
| AFRMT 2025-3A A 144A 4.45% 10-16-34 | 2,600,000 | 2,600,000 | 0 | 0.01% | -$19.66K |
| 317U8D7A7 PIMCO FPPSWAPTION 4.26 CALL USD | 57,700,000 | 57,700,000 | 0 | 0.01% | $317.78K |
| BEAR STEARNS ASSET BACKED SECU BSABS 2007 SD2 1A3A | 16,151,093 | 16,151,093 | 0 | 0.01% | -$49.06K |
| FREDDIE MAC FHR 4385 LS | 2,935,733 | 2,935,733 | 0 | 0.01% | -$30.08K |
| 317U9M8A5 PIMCO FPPSWAPTION 4.44 CALL USD | 50,900,000 | 50,900,000 | 0 | 0.01% | $290.12K |
| RMIT 2024-1 A | 2,500,000 | 2,500,000 | 0 | 0.01% | -$13.95K |
| EURO GALAXY CLO DAC EGLXY 2013 3A BR2 144A | 2,200,000 | 2,200,000 | 0 | 0.01% | -$64.26K |
| FREDDIE MAC FHR 4520 SB | 4,085,965 | 4,085,965 | 0 | 0.01% | -$105.84K |
| VASA TRUST VASA 2021 VASX B REGS | 2,500,000 | 2,500,000 | 0 | 0.01% | -$11.91K |
| APIDOS CLO APID 2012 11A AR4 144A | 2,400,000 | 2,400,000 | 0 | 0.01% | $234 |
| RFR USD SOFR/3.75000 12/17/25-30Y LCH | 1 | 1 | 0 | 0.01% | -$151.91K |
| GS MORTGAGE BACKED SECURITIES GSMBS 2021 RPL1 A2 144A | 2,770,000 | 2,770,000 | 0 | 0.01% | $983 |
| Conseco Finance Securitizations Corp., Series 2000-4, Class A6 | 19,650,450 | 19,650,450 | 0 | 0.01% | -$140.41K |
| SMB PRIVATE EDUCATION LOAN TRUST 2025-C SER 2025-C CL B REGD 144A P/P 5.10000000 | 2,300,000 | 2,300,000 | 0 | 0.01% | -$1.12K |
| INDIGO CREDIT MANAGEMENT INDI 2A B 144A | 2,000,000 | 2,000,000 | 0 | 0.01% | -$44.68K |
| ARBOUR CLO ARBR 6A AR 144A | 2,000,000 | 2,000,000 | 0 | 0.01% | -$42.83K |
| RESIDENTIAL ASSET MORTGAGE PRO RAMP 2005 RS7 M5 | 2,500,000 | 2,500,000 | 0 | 0.01% | $1.06K |
| VALLEY FUNDING PLC VFUND 1A E 144A | 1,737,000 | 1,737,000 | 0 | 0.01% | -$45.96K |
| New Residential Mortgage Loan Trust 2021-NQM2R | 2,500,000 | 2,500,000 | 0 | 0.01% | -$21.72K |
| PAGAYA AI DEBT SELECTION TRUST PAID 2025 1 A2 144A | 2,287,666 | 2,287,666 | 0 | 0.01% | -$16.17K |
| 317U98VA0 PIMCO FPPSWAPTION 4.285 PUT USD | 35,400,000 | 35,400,000 | 0 | 0.01% | -$7.75K |
| SMB PRIVATE EDUCATION LOAN TRUST 2025-C SER 2025-C CL C REGD 144A P/P 4.78000000 | 2,300,000 | 2,300,000 | 0 | 0.01% | -$1.23K |
| RFR USD SOFR/3.50000 03/06/24-10Y LCH | 1 | 1 | 0 | 0.01% | -$102.91K |
| RFR USD SOFR/3.50000 03/01/24-10Y LCH | 1 | 1 | 0 | 0.01% | -$108.19K |
| SOFI CONSUMER LOAN PROGRAM TRU SCLP 2025 A D 144A | 2,177,000 | 2,177,000 | 0 | 0.01% | $10.97K |
| 317U93RA6 PIMCO FPPSWAPTION 4.31 PUT USD | 34,800,000 | 34,800,000 | 0 | 0.01% | -$7.84K |
| OSCAR US FUNDING XVII LLC SER 2024-2A CL A3 REGD 144A P/P 4.47000000 | 2,200,000 | 2,200,000 | 0 | 0.01% | -$1.82K |
| ELEVATION CLO LTD AWPT 2018 3A A2R2 144A | 2,200,000 | 2,200,000 | 0 | 0.01% | -$8.15K |
| JP MORGAN CHASE COMMERCIAL MOR JPMCC 2021 1440 D 144A | 4,000,000 | 4,000,000 | 0 | 0.01% | $135.27K |
Top 300 of 467, by weight.
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