LVIP Franklin Templeton Core Bond Fund
LINCOLN VARIABLE INSURANCE PRODUCTS TRUST

Portfolio moves

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

Dec 31, 2025 → Mar 31, 2026

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

Security Shares Dec 2025 Shares Mar 2026 Δ shares End % Δ value
FNCL 6.5 4/26 0 198,000,000 198,000,000 2.83% $204.83M
FNCL 6 4/26 0 167,000,000 167,000,000 2.35% $170.23M
FNCL 4.5 4/26 0 128,500,000 128,500,000 1.71% $124.00M
FNCL 2 4/26 0 115,000,000 115,000,000 1.28% $92.60M
US TREASURY N/B 0 89,520,000 89,520,000 1.23% $88.81M
G2SF 2.5 4/24 0 89,000,000 89,000,000 1.06% $76.55M
Matchpoint Finance PLC 0 55,000,000 55,000,000 0.76% $55.00M
G2SF 6 4/25 0 51,300,000 51,300,000 0.72% $52.16M
G2SF 2 4/26 0 57,000,000 57,000,000 0.65% $47.07M
US TREASURY N/B 0 42,140,000 42,140,000 0.57% $41.59M
G2SF 5.5 4/25 0 36,360,000 36,360,000 0.51% $36.59M
G2SF 5 4/26 0 36,800,000 36,800,000 0.50% $36.44M
G2SF 3.5 4/24 0 34,000,000 34,000,000 0.43% $31.18M
Manhattan Asset Funding Co LLC 0 30,000,000 30,000,000 0.41% $30.00M
US TREASURY N/B 0 29,280,000 29,280,000 0.40% $29.05M
US TREASURY N/B 0 25,310,000 25,310,000 0.35% $25.12M
Sumitomo Mitsui Trust NY 0 25,000,000 25,000,000 0.35% $25.00M
GlaxoSmithKline LLC 0 25,000,000 25,000,000 0.35% $25.00M
G2SF 4.5 4/26 0 25,790,000 25,790,000 0.34% $24.91M
Uniform Mortgage-Backed Security, TBA 0 26,500,000 26,500,000 0.33% $23.82M
G2SF 4 4/23 0 25,000,000 25,000,000 0.32% $23.41M
FNCL 4 4/26 0 23,000,000 23,000,000 0.30% $21.70M
Barclays Bank PLC 0 20,000,000 20,000,000 0.28% $20.00M
FNMA Connecticut Avenue Securities Trust, Series 2023-R03, Class 2M1 0 18,223,394 18,223,394 0.25% $18.34M
FNCI 5 4/21 0 16,000,000 16,000,000 0.22% $16.12M
US TREASURY N/B 0 15,880,000 15,880,000 0.22% $15.83M
FNMA Connecticut Avenue Securities Trust, Series 2026-R01, Class 2M1 0 14,429,227 14,429,227 0.20% $14.39M
US TREASURY N/B 0 13,370,000 13,370,000 0.18% $13.11M
Sequoia Mortgage Trust, Series 2026-2, Class A26F 0 12,847,750 12,847,750 0.18% $12.77M
Benchmark 2019-B12 Mortgage Trust 0 13,237,689 13,237,689 0.18% $12.73M
FNMA Connecticut Avenue Securities Trust, Series 2026-R01, Class 2A1 0 12,714,476 12,714,476 0.18% $12.67M
G2SF 6.5 4/25 0 12,000,000 12,000,000 0.17% $12.47M
FNMA-15YR 0 13,500,000 13,500,000 0.17% $12.42M
Exxon Mobil Corp 0 12,400,000 12,400,000 0.17% $12.39M
Benchmark 2026-V21 Mortgage Trust 0 11,797,000 11,797,000 0.17% $12.02M
FREDDIE MAC STACR REMIC TRUST 2021-DNA1 SOFR30A+ 02/25/2056 144A 0 11,666,871 11,666,871 0.16% $11.63M
Uniform Mortgage-Backed Security, TBA 0 12,000,000 12,000,000 0.16% $11.33M
TCW CLO 2020-1 LTD SER 2020-1A CL A1R3 V/R REGD 144A P/P 4.93444000 0 11,225,000 11,225,000 0.15% $11.21M
Morgan Stanley Residential Mortgage Loan Trust, Series 2026-INV1, Class A9 0 11,154,698 11,154,698 0.15% $11.09M
FNCL 2.5 4/26 0 12,000,000 12,000,000 0.14% $10.09M
Liberty Street Funding LLC 0 10,045,000 10,045,000 0.14% $10.04M
Canada 0 10,000,000 10,000,000 0.14% $10.00M
Exxon Mobil Corp 0 10,000,000 10,000,000 0.14% $9.99M
KKR CLO 43 Ltd 0 9,820,000 9,820,000 0.14% $9.81M
CALIFORNIA ST-TXBL 0 8,820,000 8,820,000 0.12% $8.79M
Fannie Mae REMICS 0 8,691,564 8,691,564 0.12% $8.66M
Fannie Mae Connecticut Avenue Securities 0 8,639,687 8,639,687 0.12% $8.64M
Citigroup Commercial Mortgage Trust, Series 2016-C3, Class A4 0 8,064,458 8,064,458 0.11% $8.00M
Medline Borrower, L.P. 0 8,250,000 8,250,000 0.11% $7.98M
VIRGINIA EL&PWR 0 7,265,000 7,265,000 0.10% $7.08M
PHILADELPHIA PA REDEV AUTH 0 7,145,000 7,145,000 0.10% $7.06M
ONE BRYANT PK TR 2019-OBP 2.51641% 09/15/2054 144A 0 7,464,000 7,464,000 0.10% $6.88M
Federal National Mortgage Association Connecticut Avenue Securities Trust 0 6,851,822 6,851,822 0.09% $6.84M
Neuberger Berman Loan Advisers CLO 51 Ltd., Series 2022-51A, Class BR2 0 6,675,000 6,675,000 0.09% $6.67M
CA ST HLTH FACS AUTH 0 7,110,000 7,110,000 0.09% $6.66M
ORACLE CORP 0 6,870,000 6,870,000 0.09% $6.61M
CVS Health Corp. 0 6,365,000 6,365,000 0.09% $6.56M
FL ST BRD ADMIN FIN-A 0 6,250,000 6,250,000 0.09% $6.55M
SALESFORCE INC 0 6,500,000 6,500,000 0.09% $6.49M
BX Trust, Series 2025-ARIA, Class B 0 6,398,000 6,398,000 0.09% $6.37M
SDR Commercial Mortgage Trust, Series 2024-DSNY, Class A 0 6,348,000 6,348,000 0.09% $6.33M
JBS/FOODS/FOOD 0 6,206,000 6,206,000 0.09% $6.21M
T-MOBILE USA INC 0 6,100,000 6,100,000 0.08% $6.01M
Walmart Inc 0 6,000,000 6,000,000 0.08% $6.00M
ILLINOIS ST 0 5,890,000 5,890,000 0.08% $5.98M
Elmwood CLO 16 Ltd 0 5,925,000 5,925,000 0.08% $5.91M
US TREASURY N/B 0 6,030,000 6,030,000 0.08% $5.88M
Tulare (County of), CA, Series 2018, RB 0 6,125,000 6,125,000 0.08% $5.84M
VERTIV HLDNG CO 0 5,971,000 5,971,000 0.08% $5.81M
PKAIR 2026-1 A 0 5,838,000 5,838,000 0.08% $5.72M
JBS/FOODS/FOOD 0 5,804,000 5,804,000 0.08% $5.69M
EATON CORP 0 5,510,000 5,510,000 0.08% $5.43M
AMAZON.COM INC 0 5,305,000 5,305,000 0.07% $5.27M
ROYALTY PHARMA 0 5,800,000 5,800,000 0.07% $5.22M
Glencore Funding LLC 0 5,200,000 5,200,000 0.07% $5.21M
Morgan Stanley 0 5,190,000 5,190,000 0.07% $5.16M
TEVA PHARMACEUTICALS NE REGD 4.10000000 0 6,850,000 6,850,000 0.07% $5.08M
Anglo American Capital PLC 0 5,125,000 5,125,000 0.07% $5.05M
BFCM 4.541 01/15/31 144A 0 5,040,000 5,040,000 0.07% $4.97M
Chase Home Lending Mortgage Trust, Series 2026-1, Class A11 0 4,942,129 4,942,129 0.07% $4.90M
HONEYWELL AEROSP 0 4,910,000 4,910,000 0.07% $4.87M
New York City Transitional Finance Authority, Series F-2 0 4,755,000 4,755,000 0.07% $4.71M
PA ECON DEV-TXBL 0 4,570,000 4,570,000 0.06% $4.60M
WASTE CONNECT 0 4,610,000 4,610,000 0.06% $4.52M
AMAZON.COM INC 0 4,420,000 4,420,000 0.06% $4.38M
SV RNO Property Owner 1 LLC 0 4,335,000 4,335,000 0.06% $4.29M
ESSENTIAL UTIL 0 4,220,000 4,220,000 0.06% $4.16M
NOVARTIS CAPITAL 0 4,095,000 4,095,000 0.06% $4.09M
MARRIOTT INTL 0 4,035,000 4,035,000 0.05% $3.90M
Hyundai Auto Receivables Trust, Series 2026-A, Class A2B 0 3,900,000 3,900,000 0.05% $3.90M
BANK5 2026-5YR21 0 110,000,000 110,000,000 0.05% $3.87M
MORGAN STANLEY 0 3,905,000 3,905,000 0.05% $3.83M
HWM 4.75 04/15/36 0 3,830,000 3,830,000 0.05% $3.72M
MORGAN STANLEY 0 3,775,000 3,775,000 0.05% $3.71M
AMGEN INC 0 3,610,000 3,610,000 0.05% $3.70M
Wind River 2021-1 CLO Ltd 0 3,720,000 3,720,000 0.05% $3.70M
Benchmark 2026-V21 Mortgage Trust 0 58,879,000 58,879,000 0.05% $3.70M
ABBVIE INC 0 3,695,000 3,695,000 0.05% $3.63M
Ford Credit Auto Owner Trust 2026-A 0 3,619,000 3,619,000 0.05% $3.62M
Benchmark Mortgage Trust, Series 2026-V20, Class XA 0 68,570,332 68,570,332 0.05% $3.57M
FOUNDRY JV HOLDC 0 3,335,000 3,335,000 0.05% $3.48M
DTE ELECTRIC CO 0 3,480,000 3,480,000 0.05% $3.41M
ABN AMRO Funding USA LLC 0 3,350,000 3,350,000 0.05% $3.35M
NOVARTIS CAPITAL 0 3,320,000 3,320,000 0.05% $3.31M
JOBSOHIO BEVERAGE-PRE 0 3,900,000 3,900,000 0.05% $3.29M
THERMO FISHER 0 3,305,000 3,305,000 0.05% $3.28M
Morgan Stanley 0 3,240,000 3,240,000 0.04% $3.22M
Targa Resources Corp 0 3,225,000 3,225,000 0.04% $3.16M
FRESNO CNTY CA PENSN OBLG FREGEN 08/32 ZEROCPNOID 0 0 4,220,000 4,220,000 0.04% $3.16M
AT&T INC 0 3,195,000 3,195,000 0.04% $3.16M
US TREASURY N/B 0 3,170,000 3,170,000 0.04% $3.03M
ALPHABET INC 0 3,040,000 3,040,000 0.04% $3.03M
BROADCOM INC 0 3,050,000 3,050,000 0.04% $3.01M
AIRBNB INC 0 2,975,000 2,975,000 0.04% $2.97M
AMAZON.COM INC 0 2,985,000 2,985,000 0.04% $2.96M
OMNICOM GROUP 0 3,200,000 3,200,000 0.04% $2.86M
HONEYWELL AEROSP 0 2,785,000 2,785,000 0.04% $2.75M
City of Orange, Series 2021 0 3,210,000 3,210,000 0.04% $2.75M
CONSTL ENRGY GEN 0 2,755,000 2,755,000 0.04% $2.72M
Verus Securitization Trust 2026-2 0 2,533,776 2,533,776 0.03% $2.53M
GOLDMAN SACHS GP 0 2,535,000 2,535,000 0.03% $2.48M
HONEYWELL AEROSP 0 2,450,000 2,450,000 0.03% $2.42M
VST 5.25 10/15/35 144A 0 2,485,000 2,485,000 0.03% $2.41M
NOVARTIS CAPITAL 0 2,185,000 2,185,000 0.03% $2.20M
ORACLE CORP 0 2,170,000 2,170,000 0.03% $2.01M
NEUBERGER BERMAN LOAN ADVISERS CLO 4 SER 2021-43A CL AR V/R REGD 144A P/P 4.93163000 0 2,000,000 2,000,000 0.03% $2.00M
LCM 39 Ltd/Jersey 0 2,000,000 2,000,000 0.03% $2.00M
Honeywell Aerospace, Inc. 0 1,875,000 1,875,000 0.03% $1.86M
PACIFIC GAS&ELEC 0 1,895,000 1,895,000 0.03% $1.85M
Pomona (City of), CA, Series 2020 BJ, RB 0 1,960,000 1,960,000 0.02% $1.69M
Carnival Corp. 0 1,635,000 1,635,000 0.02% $1.63M
GEORGIA ST HGR EDU FACS AUTH REVENUE 0 1,515,000 1,515,000 0.02% $1.52M
MSI 5.4 04/15/34 0 1,485,000 1,485,000 0.02% $1.50M
AIRBNB INC 0 1,475,000 1,475,000 0.02% $1.48M
NJ TRN TR FD BABS 0 1,300,000 1,300,000 0.02% $1.44M
VERTIV HLDNG CO 0 1,415,000 1,415,000 0.02% $1.36M
AERCAP IRELAND 0 1,370,000 1,370,000 0.02% $1.35M
ABBVIE INC 0 1,270,000 1,270,000 0.02% $1.25M
CHENIERE ENERGY 0 1,055,000 1,055,000 0.01% $1.04M
Elmwood CLO I Ltd., Series 2019-1A, Class A1R3 0 670,000 670,000 0.01% $668.66K
AMAZON.COM INC 0 630,000 630,000 0.01% $629.49K
BROADCOM INC 0 450,000 450,000 0.01% $447.67K
CHENIERE ENERGYP 0 220,000 220,000 0.00% $224.04K
ONCOR ELECTRIC D 0 150,000 150,000 0.00% $148.45K
ONCOR ELECTRIC D 0 120,000 120,000 0.00% $122.62K
Uniform Mortgage-Backed Security, TBA 0 0 0 0.00% $0
FNCL 3 4/26 0 -5,000,000 -5,000,000 -0.06% -$4.39M
FNCL 3.5 4/26 0 -41,000,000 -41,000,000 -0.52% -$37.58M
FNCL 5 4/26 0 -49,000,000 -49,000,000 -0.67% -$48.32M
FNCL 5.5 4/26 0 -67,000,000 -67,000,000 -0.93% -$67.31M
Security Shares Dec 2025 Shares Mar 2026 Δ shares End % Δ value
US TREASURY N/B 224,160,000 0 -224,160,000 0.00% -$210.58M
FNCL 6.5 1/26 198,000,000 0 -198,000,000 0.00% -$205.77M
FNCL 5.5 1/26 189,000,000 0 -189,000,000 0.00% -$191.64M
FNCL 6 1/26 167,000,000 0 -167,000,000 0.00% -$171.46M
FNCL 2 1/26 138,000,000 0 -138,000,000 0.00% -$111.52M
US TREASURY N/B 97,670,000 0 -97,670,000 0.00% -$97.69M
Government National Mortgage Association, TBA 89,000,000 0 -89,000,000 0.00% -$76.76M
US TREASURY N/B 62,750,000 0 -62,750,000 0.00% -$62.63M
ABN AMRO Funding USA LLC 60,000,000 0 -60,000,000 0.00% -$59.99M
US TREASURY N/B 55,830,000 0 -55,830,000 0.00% -$55.77M
G2SF 6 1/25 51,300,000 0 -51,300,000 0.00% -$52.28M
Canadian Imperial Bank of Commerce 50,000,000 0 -50,000,000 0.00% -$49.99M
G2SF 2 1/26 57,000,000 0 -57,000,000 0.00% -$47.19M
G2SF 5 1/26 36,800,000 0 -36,800,000 0.00% -$36.71M
G2SF 5.5 1/25 36,360,000 0 -36,360,000 0.00% -$36.71M
US TREASURY N/B 33,000,000 0 -33,000,000 0.00% -$32.73M
G2SF 3.5 1/26 34,000,000 0 -34,000,000 0.00% -$30.94M
G2SF 4.5 1/26 26,790,000 0 -26,790,000 0.00% -$26.09M
Manhattan Asset Funding Co LLC 25,000,000 0 -25,000,000 0.00% -$24.99M
Canadian Imperial Bank of Commerce 25,000,000 0 -25,000,000 0.00% -$24.92M
MUFG Bank Ltd/New York NY 24,000,000 0 -24,000,000 0.00% -$23.99M
Uniform Mortgage-Backed Security, TBA 26,500,000 0 -26,500,000 0.00% -$23.97M
G2SF 4 1/26 25,000,000 0 -25,000,000 0.00% -$23.61M
US TREASURY N/B 21,740,000 0 -21,740,000 0.00% -$22.63M
FNCL 4 1/26 23,000,000 0 -23,000,000 0.00% -$21.81M
AIR LEASE CORP 20,637,000 0 -20,637,000 0.00% -$20.63M
Canadian Imperial Bank of Commerce 20,000,000 0 -20,000,000 0.00% -$19.96M
US TREASURY N/B 24,860,000 0 -24,860,000 0.00% -$19.67M
State Street Navigator Securities Lending Portfolio II 17,989,715 0 -17,989,715 0.00% -$17.99M
Uniform Mortgage-Backed Security, TBA 16,000,000 0 -16,000,000 0.00% -$16.20M
US TREASURY N/B 16,290,000 0 -16,290,000 0.00% -$16.06M
Toronto-Dominion Bank/The 15,000,000 0 -15,000,000 0.00% -$14.98M
FNCL 4.5 1/26 15,000,000 0 -15,000,000 0.00% -$14.64M
CF 2019-CF1 A5 14,871,000 0 -14,871,000 0.00% -$14.61M
CD 2019-CD8 A4 14,682,000 0 -14,682,000 0.00% -$13.71M
US TREASURY N/B 13,577,000 0 -13,577,000 0.00% -$13.69M
US TREASURY N/B 13,300,000 0 -13,300,000 0.00% -$12.81M
FNCI 2 1/26 13,500,000 0 -13,500,000 0.00% -$12.50M
G2SF 6.5 1/24 12,000,000 0 -12,000,000 0.00% -$12.40M
US TREASURY N/B 12,000,000 0 -12,000,000 0.00% -$12.13M
FNCI 2.5 1/24 12,000,000 0 -12,000,000 0.00% -$11.35M
FNCL 2.5 1/26 12,000,000 0 -12,000,000 0.00% -$10.14M
Toyota Credit de Puerto Rico Corp 10,000,000 0 -10,000,000 0.00% -$9.91M
IT 3.625 06/15/29 144A 8,800,000 0 -8,800,000 0.00% -$8.48M
Swedbank AB 8,000,000 0 -8,000,000 0.00% -$7.95M
DataBank Issuer, Series 2021-1A, Class A2 7,763,000 0 -7,763,000 0.00% -$7.73M
CITIGROUP COMMERCIAL MORTGAGE TRUST 2016-P3 SER 2016-P3 CL A4 REGD 3.32900000 7,391,000 0 -7,391,000 0.00% -$7.36M
Frontier Issuer LLC, Series 2024-1, Class A2 6,393,000 0 -6,393,000 0.00% -$6.59M
JBS HLD/FOOD/GRP 6,206,000 0 -6,206,000 0.00% -$6.31M
ROYALTY PHARM 5,800,000 0 -5,800,000 0.00% -$5.96M
JBS HLD/FOOD/GRP 5,804,000 0 -5,804,000 0.00% -$5.78M
Province of British Columbia Canada 4,550,000 0 -4,550,000 0.00% -$4.53M
CITIBANK NA 4,457,000 0 -4,457,000 0.00% -$4.47M
Toronto-Dominion Bank/The 4,000,000 0 -4,000,000 0.00% -$3.99M
ICG US CLO Ltd. 3,653,000 0 -3,653,000 0.00% -$3.66M
AMGEN INC 3,610,000 0 -3,610,000 0.00% -$3.53M
GLP CAP/FIN II 3,200,000 0 -3,200,000 0.00% -$3.48M
CVS HEALTH CORP 3,000,000 0 -3,000,000 0.00% -$3.06M
Danske Bank A/S 3,000,000 0 -3,000,000 0.00% -$2.99M
OMNICOM GROUP 3,200,000 0 -3,200,000 0.00% -$2.87M
POINT AU ROCHE PK CLO LTD / PT AU ROCHE PK CLO LLC A TSFR3M+134.161 07/20/2034 144A 2,050,000 0 -2,050,000 0.00% -$2.05M
BANK OF AMER CRP 1,221,000 0 -1,221,000 0.00% -$1.22M
Apex Credit CLO 2020 LTD 680,000 0 -680,000 0.00% -$680.12K
Elmwood CLO I Ltd., Series 2019-1A, Class A1RR 670,000 0 -670,000 0.00% -$671.55K
BRAVO Residential Funding Trust, Series 2022-NQM3, Class A1 589,054 0 -589,054 0.00% -$589.02K
CIFC Funding Ltd., Series 2015-4A, Class A1A2 440,000 0 -440,000 0.00% -$440.09K
META PLATFORMS 430,000 0 -430,000 0.00% -$433.52K
BX TRUST BX 2021 XL2 A 144A 353,614 0 -353,614 0.00% -$351.85K
LLOYDS BK GR PLC 340,000 0 -340,000 0.00% -$340.42K
Hildene Community Funding CDO Ltd 373,331 0 -373,331 0.00% -$337.62K
BX TRUST 336,524 0 -336,524 0.00% -$336.31K
Manhattan Asset Funding Co LLC 310,000 0 -310,000 0.00% -$309.97K
CHENIERE ENERGYP 220,000 0 -220,000 0.00% -$224.92K
KINDER MORGAN 220,000 0 -220,000 0.00% -$221.07K
ONCOR ELECTRIC D 150,000 0 -150,000 0.00% -$150.86K
KINDER MORGAN EN 140,000 0 -140,000 0.00% -$134.12K
ONCOR ELECTRIC D 120,000 0 -120,000 0.00% -$123.72K
UNITEDHEALTH GRP 70,000 0 -70,000 0.00% -$69.93K
US TREASURY N/B 10,000 0 -10,000 0.00% -$9.45K
FNCL 5.5 12/24 0 0 0 0.00% $0
FNCL 6 12/24 0 0 0 0.00% $0
Uniform Mortgage-Backed Security, TBA 0 0 0 0.00% $0
FNCL 3 1/26 -5,000,000 0 5,000,000 0.00% $4.42M
FNCL 5 1/26 -13,000,000 0 13,000,000 0.00% $12.96M
FNCL 3.5 1/26 -41,000,000 0 41,000,000 0.00% $37.90M
Security Shares Dec 2025 Shares Mar 2026 Δ shares End % Δ value
US TREASURY N/B 82,320,000 262,680,000 180,360,000 3.18% $157.85M
US TREASURY N/B 203,705,000 219,235,000 15,530,000 3.02% $13.66M
US TREASURY N/B 224,110,000 227,000,000 2,890,000 2.00% $668.06K
US TREASURY N/B 26,410,000 128,860,000 102,450,000 1.12% $64.41M
US TREASURY N/B 50,310,000 58,240,000 7,930,000 0.52% $4.85M
AOMT 2025-1 A1 7,678,779 15,044,318 7,365,539 0.21% $7.36M
SYNOPSYS INC 110,000 8,274,000 8,164,000 0.11% $8.18M
KRAFT FOODS GROU 5,902,000 7,427,000 1,525,000 0.09% $1.12M
TBA GOLDMAN SACHS BOC 5,150,000 5,470,000 320,000 0.08% $320.00K
ICON Investments Six DAC 3,200,000 4,401,000 1,201,000 0.06% $1.15M
CVS HEALTH CORP 50,000 2,440,000 2,390,000 0.03% $2.09M
TBA CITIGROUP BOC 748,000 1,218,000 470,000 0.02% $470.00K
Fannie Mae REMICS 422,074 423,659 1,585 0.00% $3.05K
FANNIE MAE REMICS FNR 2015-65 CZ 286,993 289,511 2,519 0.00% $592
Fannie Mae REMICS 196,515 197,992 1,478 0.00% $13.04K
FNMA, REMIC, Series 2020-47, Class GZ 223,235 224,353 1,118 0.00% $438
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION SER 2020-H13 CL FA V/R 4.56411000 61,055 61,133 78 0.00% $195
TBA JP MORGAN BOC -2,908,000 -2,607,557 300,443 -0.04% $300.44K
Security Shares Dec 2025 Shares Mar 2026 Δ shares End % Δ value
US TREASURY N/B 168,510,000 141,540,000 -26,970,000 1.85% -$25.97M
US TREASURY N/B 96,927,000 94,697,000 -2,230,000 1.32% -$3.57M
FNMA 30YR 2.5% 02/01/2052#FS2660 55,122,031 54,231,317 -890,714 0.63% -$1.02M
Freddie Mac Pool 46,521,846 45,456,883 -1,064,964 0.59% -$1.43M
FR ZS4697 43,543,452 42,680,818 -862,634 0.53% -$1.04M
FNMA UMBS, 30 Year 40,100,919 39,497,841 -603,078 0.44% -$561.85K
FNCL UMBS 2.5 CA8480 01-01-51 36,046,696 35,347,668 -699,028 0.42% -$779.87K
VWALT 2024-A A3 31,053,000 27,037,084 -4,015,916 0.37% -$4.10M
US TREASURY N/B 37,160,000 27,760,000 -9,400,000 0.37% -$9.48M
Freddie Mac Pool 30,343,708 29,310,242 -1,033,466 0.37% -$1.21M
Freddie Mac Pool 23,040,189 22,798,411 -241,779 0.31% -$501.05K
Fannie Mae Pool 25,291,464 24,287,582 -1,003,882 0.31% -$1.06M
Freddie Mac Pool 22,217,195 21,867,754 -349,440 0.31% -$590.90K
TAOT 2024-B A3 25,941,676 21,593,726 -4,347,950 0.30% -$4.43M
Fannie Mae Pool 23,304,607 22,793,093 -511,514 0.29% -$686.35K
FREDDIE MAC POOL 5.50% 20,216,915 19,818,917 -397,998 0.28% -$568.89K
FNMA POOL MA4729 FN 09/42 FIXED 4 20,435,290 19,826,942 -608,348 0.27% -$752.85K
Freddie Mac Pool 18,466,256 18,348,087 -118,169 0.26% -$189.08K
EFMT, Series 2025-NQM4, Class A1F 20,007,347 18,419,210 -1,588,137 0.25% -$1.56M
Fannie Mae Pool 21,334,847 20,840,173 -494,674 0.25% -$503.34K
FNMA 30YR 2% 06/01/2050#MA4047 21,680,368 21,326,894 -353,474 0.24% -$335.34K
Fannie Mae Pool 20,518,015 20,102,601 -415,414 0.24% -$463.56K
Freddie Mac Pool 19,540,038 19,166,830 -373,208 0.24% -$311.76K
Freddie Mac REMICS 18,313,121 17,081,894 -1,231,227 0.24% -$1.25M
FR SD8257 17,682,079 17,328,464 -353,615 0.23% -$534.66K
Porsche Innovative Lease Owner Trust, Series 2024-1A, Class A3 18,267,000 16,625,540 -1,641,460 0.23% -$1.68M
Freddie Mac Pool 18,610,746 18,165,885 -444,861 0.22% -$423.80K
Fannie Mae Pool 16,550,580 16,149,206 -401,374 0.20% -$493.29K
Fannie Mae Pool 14,465,646 14,077,451 -388,195 0.19% -$547.83K
Freddie Mac REMICS 13,730,232 13,317,309 -412,923 0.18% -$407.59K
FNMA GTD MTG PASS THRU CTF SOFR30A+115 02/25/2055 13,728,343 13,105,364 -622,978 0.18% -$590.16K
Fannie Mae Connecticut Avenue Securities 13,826,016 13,111,782 -714,233 0.18% -$746.19K
Freddie Mac REMICS 13,682,652 13,004,998 -677,654 0.18% -$647.02K
Uniform Mortgage-Backed Securities 16,282,614 16,025,357 -257,258 0.18% -$241.81K
FR SD7548 15,160,977 14,869,734 -291,243 0.18% -$306.37K
FANNIE MAE POOL UMBS P#BO5032 3.00000000 14,501,113 14,179,236 -321,877 0.18% -$370.40K
Fannie Mae Pool 15,236,758 15,121,525 -115,232 0.17% -$125.97K
FORDO 2024-B A3 12,787,000 12,330,994 -456,006 0.17% -$524.71K
FR SD7556 14,266,270 13,952,371 -313,898 0.17% -$349.56K
BMARK 2020-B19 A5 27,498,000 13,748,000 -13,750,000 0.17% -$12.07M
FR QF0331 12,653,594 12,480,907 -172,687 0.16% -$243.34K
Fannie Mae Pool 13,286,078 13,096,566 -189,512 0.16% -$250.26K
Fannie Mae Pool 11,707,014 11,228,942 -478,072 0.16% -$607.30K
Fannie Mae Pool 11,648,557 11,438,080 -210,478 0.16% -$320.28K
Fannie Mae Pool 11,635,530 11,107,888 -527,642 0.16% -$739.83K
Fannie Mae Pool 13,736,483 13,521,246 -215,237 0.15% -$209.52K
Ginnie Mae II Pool 11,226,198 10,889,017 -337,181 0.15% -$391.12K
FR SD8199 13,723,851 13,519,625 -204,227 0.15% -$176.93K
FN FS5209 10,526,329 10,235,917 -290,411 0.15% -$368.23K
FREDDIE MAC POOL FR 07/52 FIXED 5 10,811,615 10,546,051 -265,564 0.15% -$375.08K
JP MORGAN MORTGAGE TRUST 2021-13 SER 2021-13 CL A3 V/R REGD 144A P/P 2.50000000 12,594,009 12,477,384 -116,625 0.14% -$165.56K
JP Morgan Mortgage Trust 2021-12 12,576,733 12,371,043 -205,690 0.14% -$239.31K
FANNIE MAE POOL FN 05/52 FIXED 3.5 11,029,360 10,924,817 -104,543 0.14% -$181.20K
FNMA, Series 2024-87, Class FB 11,009,933 9,945,205 -1,064,728 0.14% -$1.05M
G2 MA7768 11,231,931 10,997,323 -234,608 0.14% -$277.78K
Ginnie Mae II Pool 10,048,452 9,674,770 -373,682 0.14% -$437.82K
OBX Trust, Series 2025-J2, Class AF 11,007,196 9,402,252 -1,604,944 0.13% -$1.61M
Freddie Mac Pool 9,033,363 8,994,918 -38,445 0.13% -$114.90K
BBCMS Mortgage Trust 2025-C39 129,583,000 129,442,325 -140,675 0.12% -$253.06K
Fannie Mae Pool 8,500,629 8,225,868 -274,760 0.12% -$339.73K
FNMA, Series 2025-55, Class FG 8,465,523 8,083,137 -382,385 0.11% -$361.63K
FNMA UMBS, 30 Year 8,477,413 8,071,973 -405,440 0.11% -$487.58K
JP Morgan Mortgage Trust 2021-11 9,720,259 9,561,618 -158,641 0.11% -$196.83K
JP MORGAN CM TR 2016-JP2 A4 2.8218% 08/15/2049 9,731,000 7,906,600 -1,824,400 0.11% -$1.74M
CD 2016-CD2 Mortgage Trust 8,802,813 7,380,526 -1,422,287 0.10% -$1.41M
FANNIE MAE POOL FN 08/51 FIXED VAR 8,754,762 8,543,718 -211,044 0.10% -$213.46K
Fannie Mae Pool 7,421,682 7,174,776 -246,906 0.10% -$306.26K
Ginnie Mae I Pool 7,149,791 6,908,244 -241,547 0.10% -$331.01K
Towd Point Mortgage Trust, Series 2025-HE2, Class A1A 7,658,848 7,187,912 -470,936 0.10% -$494.23K
GS Mortgage-Backed Securities Trust 2021-PJ7 8,732,219 8,584,123 -148,096 0.10% -$170.53K
Morgan Stanley Residential Mortgage Loan Trust 2021-5 8,752,904 8,531,826 -221,078 0.10% -$231.15K
Freddie Mac Pool 7,581,694 7,440,583 -141,111 0.10% -$226.15K
Citigroup Mortgage Loan Trust, Series 2025-4, Class A28 7,911,395 6,869,371 -1,042,024 0.10% -$1.04M
COLT Mortgage Loan Trust, Series 2025-4, Class A1 7,390,258 6,796,048 -594,210 0.09% -$656.51K
FNMA Connecticut Avenue Securities Trust, Series 2025-R06, Class 1A1 7,135,252 6,757,504 -377,748 0.09% -$414.31K
Ginnie Mae II Pool 7,370,627 6,737,080 -633,548 0.09% -$655.37K
BRAVO Residential Funding Trust, Series 2025-HE1, Class A1 7,242,351 6,686,314 -556,037 0.09% -$547.95K
FREDDIE MAC GOLD POOL FG G61748 7,003,792 6,814,230 -189,562 0.09% -$230.64K
STACR 2025-DNA3 M1 8,460,567 6,322,698 -2,137,869 0.09% -$2.15M
JPMDB 2016-C2 A4 11,159,000 6,350,300 -4,808,700 0.09% -$4.74M
FANNIE MAE POOL FN FS1492 6,768,069 6,291,760 -476,309 0.08% -$500.25K
Fannie Mae REMICS 6,732,784 6,020,695 -712,089 0.08% -$716.49K
Freddie Mac Gold Pool 5,778,895 5,574,168 -204,726 0.08% -$289.63K
STACR 2025-DNA3 A1 144A FRN 09-25-45 6,613,650 5,775,300 -838,350 0.08% -$858.39K
Fannie Mae Pool 5,892,758 5,762,283 -130,475 0.08% -$196.68K
Fannie Mae Pool 5,656,363 5,426,194 -230,169 0.08% -$315.37K
G2 MA8269 5,659,741 5,501,781 -157,961 0.08% -$196.69K
US TREASURY N/B 141,139,000 5,389,000 -135,750,000 0.07% -$136.93M
Fannie Mae Pool 6,460,033 6,308,672 -151,361 0.07% -$155.86K
Benchmark 2022-B32 Mortgage Trust 10,047,000 7,047,000 -3,000,000 0.07% -$2.56M
DRMT 2024-1 A1 5,747,353 5,315,266 -432,087 0.07% -$466.87K
Fannie Mae Pool 5,578,901 4,978,498 -600,403 0.07% -$654.25K
Fannie Mae Pool 6,026,927 5,981,600 -45,327 0.07% -$64.86K
FREDDIE MAC POOL 4.00% 5,512,234 5,324,011 -188,223 0.07% -$228.80K
Fannie Mae Pool 6,149,833 6,094,932 -54,900 0.07% -$58.15K
FR SD7505 5,194,835 5,068,435 -126,400 0.07% -$186.24K
A&D Mortgage Trust, Series 2024-NQM1, Class A1 5,341,941 4,827,788 -514,153 0.07% -$540.52K
FR SD7506 5,145,639 5,001,096 -144,543 0.07% -$190.03K
BBCMS Mortgage Trust, Series 2025-5C37, Class XA 76,775,323 76,764,711 -10,612 0.07% -$317.54K
Radian Mortgage Capital Trust, Series 2025-J3, Class A25 5,400,488 4,767,311 -633,178 0.07% -$635.70K
Fannie Mae Pool 5,895,357 5,788,525 -106,832 0.07% -$102.25K
RCKT Mortgage Trust 2021-6 5,793,185 5,714,301 -78,884 0.07% -$97.08K
JP MORGAN MORTGAGE TRUST JPMMT 2021 10 A3 144A 5,769,376 5,648,343 -121,033 0.06% -$131.89K
Chase Home Lending Mortgage Trust, Series 2025-10, Class A11 4,986,976 4,552,439 -434,537 0.06% -$435.32K
FREDDIE MAC POOL UMBS P#RA5663 3.00000000 5,045,958 4,976,638 -69,320 0.06% -$97.85K
BANK5, Series 2025-5YR19, Class XA 93,026,250 93,016,931 -9,319 0.06% -$264.80K
Fannie Mae Connecticut Avenue Securities 5,458,457 4,270,180 -1,188,277 0.06% -$1.20M
GS Mortgage-Backed Securities Trust, Series 2025-PJ10, Class A27 4,763,121 4,230,124 -532,997 0.06% -$535.94K
FR SD8113 5,199,669 5,123,472 -76,196 0.06% -$72.24K
Fannie Mae Pool 5,169,974 5,059,485 -110,489 0.06% -$101.35K
STACR 2025-DNA4 M1 SOFR30A+110 10/25/2045 144A 4,675,551 4,096,991 -578,561 0.06% -$590.59K
Mill City Mortgage Loan Trust, Series 2023-NQM2, Class A1 4,344,944 4,088,777 -256,167 0.06% -$262.65K
FNMA Connecticut Avenue Securities Trust, Series 2022-R02, Class 2M2 4,169,000 4,023,770 -145,230 0.06% -$179.79K
Wells Fargo Commercial Mortgage Trust, Series 2025-5C6, Class XA 76,014,533 76,003,345 -11,188 0.05% -$259.57K
GS Mortgage-Backed Securities Trust, Series 2025-CES2, Class A1 3,728,954 3,496,194 -232,760 0.05% -$253.66K
FNMA Connecticut Avenue Securities Trust, Series 2023-R08, Class 1M1 4,797,169 3,465,328 -1,331,841 0.05% -$1.34M
FEDERAL NATIONAL MORTGAGE ASSOCIATION 4,223,463 4,148,790 -74,673 0.05% -$71.28K
FIGRE Trust, Series 2025-HE5, Class A 3,556,610 3,372,130 -184,480 0.05% -$207.40K
US TREASURY N/B 21,600,000 4,830,000 -16,770,000 0.05% -$11.66M
FR ZT1595 3,458,663 3,342,474 -116,189 0.05% -$132.78K
FN FM1321 3,414,606 3,340,127 -74,478 0.04% -$95.68K
FREDDIE MAC GOLD POOL FG G61592 3,625,808 3,543,267 -82,541 0.04% -$97.95K
FR SD3637 3,193,351 3,081,238 -112,113 0.04% -$127.53K
Morgan Stanley Residential Mortgage Loan Trust 2020-1 3,750,644 3,702,709 -47,935 0.04% -$16.71K
STACR 2021-DNA5 M2 1/34 3,684,114 3,015,748 -668,366 0.04% -$672.97K
Freddie Mac Pool 3,155,960 3,010,091 -145,870 0.04% -$182.91K
FNMA POOL FM4386 FN 07/47 FIXED VAR 2,982,125 2,885,968 -96,157 0.04% -$149.93K
BMO Mortgage Trust, Series 2025-5C12, Class XA 50,542,316 50,535,694 -6,622 0.04% -$181.03K
PK ALIFT LOAN FUNDING PKAIR 2025 2 A 144A 2,945,009 2,844,600 -100,409 0.04% -$120.01K
FR SD7540 3,295,017 3,231,646 -63,371 0.04% -$70.42K
JP Morgan Mortgage Trust 2017-1 3,105,183 3,013,559 -91,625 0.04% -$93.37K
FNMA Connecticut Avenue Securities Trust, Series 2024-R03, Class 2M1 3,717,559 2,671,242 -1,046,317 0.04% -$1.05M
Freddie Mac Pool 3,006,851 2,938,178 -68,672 0.04% -$80.33K
BANK5, Series 2025-5YR17, Class XA 57,514,881 57,474,024 -40,858 0.04% -$171.50K
Benchmark Mortgage Trust, Series 2025-V18, Class XA 52,502,050 52,491,975 -10,076 0.04% -$169.82K
Freddie Mac Pool 2,598,192 2,509,615 -88,577 0.04% -$101.96K
Venture 34 CLO Ltd 3,270,915 2,344,661 -926,255 0.03% -$926.10K
Fannie Mae Pool 2,407,940 2,387,323 -20,618 0.03% -$45.58K
FR SD1874 2,263,896 2,235,295 -28,601 0.03% -$40.27K
FREDDIE MAC POOL UMBS P#SD7551 3.00000000 2,574,154 2,519,285 -54,869 0.03% -$63.68K
RCKT Mortgage Trust 2021-1 2,750,022 2,692,194 -57,827 0.03% -$62.98K
FANNIE MAE POOL UMBS P#FS3756 3.00000000 2,538,842 2,489,701 -49,141 0.03% -$58.41K
Morgan Stanley Residential Mortgage Loan Trust 2021-4 2,745,290 2,683,507 -61,782 0.03% -$66.23K
FIGRE Trust, Series 2025-FL2, Class A1 2,399,000 2,226,576 -172,424 0.03% -$191.16K
JP Morgan Mortgage Trust 2021-1 2,703,944 2,659,727 -44,217 0.03% -$51.45K
Freddie Mac Pool 2,574,438 2,545,736 -28,702 0.03% -$35.65K
Morgan Stanley Residential Mortgage Loan Trust 2021-1 2,635,251 2,600,298 -34,953 0.03% -$43.39K
Fannie Mae REMICS 2,337,594 2,317,793 -19,801 0.03% -$30.34K
Ginnie Mae I Pool 2,385,769 2,334,959 -50,811 0.03% -$59.47K
J.P. Morgan Mortgage Trust, Series 2024-VIS2, Class A1 2,153,946 2,045,113 -108,833 0.03% -$123.26K
CFMT 2025-HB16 A VAR 03/25/2035 144A 2,322,340 2,090,169 -232,172 0.03% -$225.30K
Freddie Mac Pool 2,064,549 2,012,072 -52,477 0.03% -$79.00K
FREDDIE MAC POOL 2,091,735 2,009,459 -82,276 0.03% -$105.33K
Government National Mortgage Association 2,157,666 2,088,266 -69,400 0.03% -$76.43K
FR SD7552 2,259,810 2,212,904 -46,906 0.03% -$50.30K
Sequoia Mortgage Trust 2020-4 2,265,891 2,223,783 -42,107 0.03% -$32.06K
GS Mortgage-Backed Securities Trust, Series 2025-PJ8, Class A27 2,135,026 1,846,678 -288,348 0.03% -$288.90K
GINNIE MAE II POOL G2 787228 1,865,278 1,781,266 -84,012 0.03% -$86.17K
GMALT 2024-1 A3 4,976,480 1,741,820 -3,234,660 0.02% -$3.24M
FNMA 30YR 5.5% 09/01/2054#DC3239 1,780,729 1,716,799 -63,930 0.02% -$74.01K
Fannie Mae Pool 1,893,480 1,855,824 -37,656 0.02% -$45.27K
FREDDIE MAC POOL FR ZA6531 1,690,534 1,629,667 -60,868 0.02% -$76.91K
FANNIE MAE POOL UMBS P#FS6928 2.50000000 1,899,230 1,868,965 -30,265 0.02% -$31.27K
Freddie Mac Pool 1,702,284 1,590,106 -112,178 0.02% -$122.28K
G2 MA6930 1,939,673 1,901,060 -38,614 0.02% -$35.26K
G2 MA8202 1,605,120 1,558,302 -46,817 0.02% -$53.11K
Freddie Mac REMICS 1,768,775 1,750,317 -18,458 0.02% -$28.07K
FR SD7554 1,774,940 1,741,651 -33,289 0.02% -$31.80K
JP Morgan Mortgage Trust 2016-4 1,586,279 1,536,899 -49,380 0.02% -$54.24K
Fannie Mae Pool 1,510,193 1,469,010 -41,183 0.02% -$49.53K
FNMA, 30 Year 1,428,548 1,375,850 -52,698 0.02% -$72.36K
Fannie Mae Pool 1,524,818 1,483,806 -41,012 0.02% -$51.97K
FN MA4512 1,661,038 1,631,313 -29,725 0.02% -$34.65K
FR SD4017 1,382,451 1,315,290 -67,161 0.02% -$76.65K
Freddie Mac Pool 1,626,545 1,587,701 -38,843 0.02% -$41.98K
JP Morgan Mortgage Trust 2020-7 1,555,731 1,536,264 -19,467 0.02% -$20.00K
FN MA4281 1,627,635 1,603,559 -24,076 0.02% -$22.78K
Ginnie Mae II Pool 1,304,846 1,243,243 -61,603 0.02% -$70.12K
FNMA 30YR 3% 11/01/2051#FM9464 1,421,175 1,390,827 -30,348 0.02% -$36.18K
FNR 2024-95 KF 1,350,189 1,235,983 -114,206 0.02% -$113.91K
Fannie Mae Pool 1,428,932 1,390,846 -38,086 0.02% -$28.04K
G2 MA7135 1,472,320 1,443,704 -28,617 0.02% -$26.47K
PMT Loan Trust, Series 2025-J2, Class A11 1,403,271 1,171,448 -231,823 0.02% -$233.97K
FR SD7555 1,328,157 1,301,998 -26,160 0.02% -$33.50K
Ginnie Mae II Pool 1,073,685 1,041,376 -32,309 0.01% -$36.13K
G2 MA7051 1,276,072 1,251,449 -24,622 0.01% -$22.74K
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNR 2023-92 AH 1,280,577 1,276,361 -4,216 0.01% -$13.13K
JP Morgan Mortgage Trust Series 2025-NQM1 5.97 1,071,018 979,070 -91,948 0.01% -$98.50K
GINNIE MAE II POOL G2 786709 1,001,023 976,560 -24,463 0.01% -$31.63K
G2 MA7192 1,198,369 1,174,427 -23,942 0.01% -$22.03K
STACR 2025-DNA2 M1 144A FRN 05-25-45 1,452,843 949,658 -503,185 0.01% -$505.06K
G2 MA5465 1,031,766 1,008,163 -23,603 0.01% -$12.13K
Fannie Mae Pool 994,553 971,869 -22,684 0.01% -$26.63K
JP Morgan Mortgage Trust 2015-4 985,197 947,559 -37,638 0.01% -$39.56K
FN MA4437 1,073,627 1,057,319 -16,308 0.01% -$15.05K
Woodmont 2023-12 Trust 930,049 856,522 -73,527 0.01% -$74.48K
Ginnie Mae II Pool 858,399 822,272 -36,127 0.01% -$39.43K
Fannie Mae Connecticut Avenue Securities 1,030,000 828,345 -201,655 0.01% -$204.75K
FREDDIE MAC POOL 934,332 912,917 -21,416 0.01% -$25.94K
TBA GOLDMAN SACHS COC 1,120,000 800,000 -320,000 0.01% -$320.00K
FR SD8146 994,808 979,408 -15,401 0.01% -$15.20K
JP Morgan Mortgage Trust 2016-4 866,323 839,354 -26,968 0.01% -$29.62K
OBX 2025-NQM4 Trust 899,109 794,363 -104,747 0.01% -$112.66K
GINNIE MAE II POOL G2 786963 805,538 765,357 -40,180 0.01% -$43.50K
FNMA, Series 2024-77, Class FM 944,126 785,862 -158,264 0.01% -$159.27K
FREDDIE MAC POOL UMBS P#SD1218 4.00000000 826,776 807,197 -19,579 0.01% -$25.76K
HONK 2024-1A A2 839,375 837,250 -2,125 0.01% -$96.00K
JP Morgan Trust 2015-6 976,245 856,744 -119,501 0.01% -$122.89K
FNMA 30YR 3% 08/01/2046#AS7728 856,738 832,751 -23,986 0.01% -$26.54K
CBS CORP 2,000,000 788,000 -1,212,000 0.01% -$1.20M
Fannie Mae Pool 890,116 873,338 -16,778 0.01% -$18.20K
GINNIE MAE II POOL G2 787097 779,265 747,959 -31,306 0.01% -$35.94K
TBA JP MORGAN COC 1,048,000 747,557 -300,443 0.01% -$300.44K
FNMA Super Lng 30 Year 3.00% Due 04/01/2052 849,596 830,490 -19,106 0.01% -$23.36K
JPMCC 2015-JP1 A5 1,279,558 750,148 -529,410 0.01% -$529.60K
JP Morgan Mortgage Trust 2017-5 751,910 740,647 -11,263 0.01% -$21.42K
FANNIE MAE POOL FN CB2563 858,579 841,350 -17,229 0.01% -$12.12K
CIM Trust, Series 2024-R1, Class A1 791,893 725,411 -66,482 0.01% -$73.57K
FREDDIE MAC POOL FR RA5117 888,376 874,214 -14,162 0.01% -$13.65K
OBX 2024-NQM17 Trust 789,629 700,694 -88,935 0.01% -$94.78K
JP Morgan Trust 2015-1 748,233 702,612 -45,622 0.01% -$47.80K
JP Morgan Mortgage Trust 2015-4 772,488 742,976 -29,512 0.01% -$31.02K
NRZT 2022-NQM2 A1 752,544 735,388 -17,156 0.01% -$29.40K
FNMA UMBS, 30 Year 786,136 767,523 -18,613 0.01% -$18.40K
SG Residential Mortgage Trust, Series 2022-1, Class A1 728,534 712,182 -16,352 0.01% -$22.61K
CSMC 2022-NQM1 TRUST CSMC 2022 NQM1 A1 144A 751,923 735,955 -15,968 0.01% -$24.75K
NMEF Funding LLC, Series 2025-A, Class A2 785,742 663,393 -122,349 0.01% -$123.37K
FANNIE MAE POOL FN FS3589 689,601 672,274 -17,328 0.01% -$28.09K
DBJPM 2016-C1 A4 4,413,000 665,365 -3,747,635 0.01% -$3.74M
NEW RESIDENTIAL MORTGAGE LOAN TRUST 2017-6 NRZT 2017-6A A1 700,359 677,789 -22,570 0.01% -$28.53K
CSMC 2021-NQM8 SER 2021-NQM8 CL A1 V/R REGD 144A P/P 2.84100000 733,356 703,444 -29,912 0.01% -$36.13K
HNGRY 2021-1A A2 687,600 685,800 -1,800 0.01% -$976
FANNIE MAE POOL FN CB7109 658,572 624,296 -34,276 0.01% -$40.76K
GINNIE MAE II POOL G2 786916 639,458 611,898 -27,560 0.01% -$30.23K
ONSLOW BAY FINANCIAL LLC OBX 2022 NQM1 A1 144A 712,167 689,306 -22,860 0.01% -$26.49K
UMBS 674,736 658,854 -15,882 0.01% -$21.32K
THE HUNTINGTON NATIONAL BANK HACLN 2024 2 B1 144A 700,382 609,845 -90,537 0.01% -$93.33K
ONSLOW BAY FINANCIAL LLC OBX 2024 NQM1 A1 144A 664,835 612,412 -52,423 0.01% -$56.10K
Freddie Mac Pool 637,096 615,181 -21,915 0.01% -$25.89K
FANNIE MAE POOL FN FS7294 609,542 586,398 -23,144 0.01% -$32.29K
CLI FUNDING IX LLC CLIF 2024 1A A 144A 616,931 600,719 -16,212 0.01% -$18.73K
FREDDIE MAC POOL FR SC0313 703,299 689,480 -13,820 0.01% -$10.94K
JP Morgan Trust 2015-6 700,812 615,027 -85,785 0.01% -$84.65K
UMBS Pool, 30 Year 702,782 687,087 -15,695 0.01% -$18.35K
Freddie Mac Pool 627,316 563,974 -63,342 0.01% -$69.20K
FN MA4701 617,118 604,533 -12,584 0.01% -$19.21K
STACR 2021-DNA6 M2 623,989 584,892 -39,097 0.01% -$40.48K
Federal National Mortgage Association, Inc. 641,382 632,842 -8,540 0.01% -$12.77K
FR RB5125 685,177 669,433 -15,743 0.01% -$14.27K
FR RB5110 688,354 673,978 -14,376 0.01% -$14.35K
Uniform Mortgage-Backed Securities 690,365 675,003 -15,363 0.01% -$13.48K
Uniform Mortgage-Backed Securities 647,856 633,809 -14,047 0.01% -$12.93K
GINNIE MAE II POOL G2 786579 572,740 539,573 -33,167 0.01% -$36.90K
FREDDIE MAC NON GOLD POOL FH 841076 560,661 543,211 -17,451 0.01% -$17.27K
FREDDIE MAC POOL FR SD1305 556,074 544,173 -11,902 0.01% -$17.78K
FREDDIE MAC POOL UMBS P#RA7186 4.00000000 582,179 563,289 -18,891 0.01% -$22.28K
FNMA 20YR 2% 08/01/2042#FS8579 612,346 599,441 -12,906 0.01% -$11.60K
FN MA4325 650,236 640,647 -9,589 0.01% -$9.14K
FR RB5084 616,432 602,830 -13,602 0.01% -$13.04K
JP Morgan Trust 2015-6 593,785 521,101 -72,684 0.01% -$71.72K
G2 MA8570 523,306 490,922 -32,384 0.01% -$33.63K
GNMA II POOL 785944 G2 02/52 FIXED 3 575,790 562,518 -13,272 0.01% -$15.01K
SMB Private Education Loan Trust (Private Loans) 5.09 10/16/2056 517,033 488,259 -28,773 0.01% -$33.30K
GINNIE MAE II POOL P#MA7184 2.00000000 603,153 594,032 -9,121 0.01% -$8.72K
FANNIE MAE POOL UMBS P#CB2287 2.50000000 566,436 558,569 -7,867 0.01% -$10.21K
FANNIE MAE REMICS FNR 2020-56 AQ 596,501 587,384 -9,118 0.01% -$10.61K
FN FS1556 518,475 504,857 -13,618 0.01% -$16.36K
Wells Fargo Mortgage Backed Securities 2020-1 Trust 532,756 528,674 -4,082 0.01% -$3.18K
G2 MA4719 498,488 487,846 -10,642 0.01% -$3.30K
Ginnie Mae II Pool 513,123 506,004 -7,119 0.01% -$9.22K
FANNIE MAE POOL FN FS2768 553,372 545,013 -8,358 0.01% -$8.24K
Freddie Mac REMICS 493,042 436,167 -56,875 0.01% -$56.06K
GINNIE MAE II POOL G2 MA7303 547,193 540,083 -7,111 0.01% -$9.01K
FANNIE MAE POOL FN CB6753 440,973 420,301 -20,672 0.01% -$23.18K
FR RB5105 504,254 492,953 -11,300 0.01% -$5.25K
DRMT 2022-1 A1 484,767 469,929 -14,838 0.01% -$17.89K
Sequoia Mortgage Trust 2015-1 474,818 441,998 -32,820 0.01% -$33.70K
NRZT 2018-RPL1 A1 144A FRN 12-25-57 462,468 442,924 -19,544 0.01% -$21.62K
FANNIE MAE POOL FN FS6158 475,260 447,923 -27,337 0.01% -$28.87K
MSRM 2024-INV2 A1 144A FRN 02-25-54 481,106 414,532 -66,575 0.01% -$71.64K
FN FM3572 427,598 422,563 -5,034 0.01% -$9.11K
FANNIE MAE POOL FN CB3272 441,026 430,905 -10,121 0.01% -$12.90K
PRKCM Trust, Series 2024-HOME1, Class A1 433,035 403,506 -29,529 0.01% -$32.82K
FR RB5117 490,282 480,795 -9,487 0.01% -$9.42K
FREDDIE MAC POOL FR SC0384 475,189 463,886 -11,303 0.01% -$2.14K
NRZT 2015-2A A1 144A FRN 08-25-55 430,528 414,017 -16,511 0.01% -$19.79K
FREDDIE MAC POOL FR RA4142 473,341 462,470 -10,871 0.01% -$11.79K
FN MA3210 435,951 426,692 -9,259 0.01% -$12.40K
ONSLOW BAY FINANCIAL LLC OBX 2021 NQM4 A1 144A 467,478 455,467 -12,011 0.01% -$14.49K
Fannie Mae REMICS 2,975,746 2,920,372 -55,374 0.01% -$15.38K
TRP 2021 LLC 403,374 396,428 -6,946 0.01% -$5.80K
Fannie Mae Interest Strip 1,708,696 1,671,961 -36,734 0.01% $8.30K
GGAMMT 2025-1A A 144A 5.923% 09-30-60 420,000 381,038 -38,962 0.01% -$42.59K
Government National Mortgage Association 408,587 404,623 -3,964 0.01% -$11.06K
G2 MA5399 388,512 380,139 -8,373 0.01% -$11.27K
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 399,812 390,561 -9,251 0.01% -$11.92K
FR SD8079 455,947 448,532 -7,415 0.01% -$6.94K
FNMA UMBS, 30 Year 375,405 345,910 -29,495 0.00% -$31.26K
FN MA4473 435,332 425,158 -10,174 0.00% -$8.73K
FREDDIE MAC POOL FR QC5830 422,621 415,573 -7,047 0.00% -$7.62K

Top 300 of 958, by weight.

Security Shares Dec 2025 Shares Mar 2026 Δ shares End % Δ value
US TREASURY N/B 182,268,000 182,268,000 0 2.45% -$1.63M
US TREASURY N/B 180,122,000 180,122,000 0 2.41% -$2.22M
Neuberger Berman Loan Advisers NBLA CLO 52, Ltd. 29,400,000 29,400,000 0 0.41% -$44.13K
Trinitas CLO XIV Ltd., Series 2020-14A, Class A1R2 29,000,000 29,000,000 0 0.40% $14.76K
Ares LXV CLO Ltd., Series 2022-65A, Class A1R 29,000,000 29,000,000 0 0.40% -$40.69K
Apex Credit CLO LLC, Series 2021-2A, Class A1AR 28,324,000 28,324,000 0 0.39% -$1.39K
JPMORGAN CHASE 26,673,000 26,673,000 0 0.38% -$407.89K
CGMS 2020-2A A1R2 1/35 27,000,000 27,000,000 0 0.37% -$87.29K
GMF FLOORPLAN OWNER REVOLVING TRUST SER 2024-1A CL A1 REGD 144A P/P 5.13000000 26,486,000 26,486,000 0 0.37% -$164.81K
DUKE ENERGY CAR 25,751,000 25,751,000 0 0.36% -$383.05K
BOEING CO/THE 22,621,000 22,621,000 0 0.34% -$510.41K
CIFC Funding Ltd., Series 2021-7A, Class AR 24,382,000 24,382,000 0 0.34% -$39.11K
DNFRA 2021-1A A 24,025,000 24,025,000 0 0.32% $137.01K
BANK OF AMER CRP 23,067,000 23,067,000 0 0.32% -$559.25K
Station Place Securitization Trust, Series 2025-7, Class A 21,115,000 21,115,000 0 0.29% $184.14K
BANK OF AMER CRP 20,477,000 20,477,000 0 0.29% -$242.00K
BRANCH BKG & TR 20,396,000 20,396,000 0 0.28% -$238.24K
BANK 2020-BN25 A5 21,533,000 21,533,000 0 0.27% -$115.20K
BMARK 2020-B22 A5 22,240,000 22,240,000 0 0.27% -$21.95K
BMARK 2020-B17 A5 21,463,000 21,463,000 0 0.27% -$21.88K
FREDDIE MAC MULTIFAMILY STRUCTURED PASS THROUGH CERTIFICATES SER K144 CL A2 2.45000000 21,463,000 21,463,000 0 0.27% -$208.81K
AERCAP IRELAND 19,734,000 19,734,000 0 0.26% -$136.25K
BAE SYSTEMS PLC 17,745,000 17,745,000 0 0.25% -$201.17K
BMARK 2020-B20 A5 20,185,000 20,185,000 0 0.25% -$72.00K
PHILIP MORRIS IN 18,000,000 18,000,000 0 0.24% -$217.97K
Vistra Operations Co. LLC 16,079,000 16,079,000 0 0.24% -$421.75K
CGCMT 2017-C4 A4 17,298,000 17,298,000 0 0.24% -$28.54K
MORGAN STANLEY 19,146,000 19,146,000 0 0.23% -$362.35K
SOUTHWESTN EL PR 16,298,000 16,298,000 0 0.22% -$101.15K
MARS INC 16,298,000 16,298,000 0 0.22% -$343.17K
VZMT 2024-3 A1A 5.34% 04-22-30 15,527,000 15,527,000 0 0.22% -$98.00K
CIPHER COMPUTE LLC SR SECURED 144A 11/30 7.125 14,836,000 14,836,000 0 0.21% $260.31K
BBCMS 2020-C7 A5 16,970,000 16,970,000 0 0.21% -$63.73K
US BANCORP 14,825,000 14,825,000 0 0.21% -$117.49K
SEMPRA 14,791,000 14,791,000 0 0.20% -$299.59K
Aviation Capital Group LLC 14,878,000 14,878,000 0 0.20% -$177.46K
BANK OF AMERICA CORP REGD V/R /PERP/ 6.25000000 14,618,000 14,618,000 0 0.20% -$141.55K
TRNTS 2021-17A B1R CLO 144A FRN 10-20-34 14,700,000 14,700,000 0 0.20% -$86.39K
ET V6.5 PERP H 14,595,000 14,595,000 0 0.20% -$93.56K
BAT Capital Corp 14,795,000 14,795,000 0 0.20% -$232.40K
Aviation Capital Group LLC 14,504,000 14,504,000 0 0.20% -$40.77K
TIME WARNER CABL 13,600,000 13,600,000 0 0.20% -$337.35K
MORGAN STANLEY 13,390,000 13,390,000 0 0.19% -$327.64K
VENTURE 42 CLO LTD VENTR 2021 42A A1A 144A 13,700,000 13,700,000 0 0.19% -$9.49K
BMARK 2022-B35 A5 13,924,000 13,924,000 0 0.19% -$177.67K
UBS GROUP AG REGD V/R /PERP/ 144A P/P 6.85000000 12,828,000 12,828,000 0 0.18% -$404.01K
LEIDOS INC 12,362,000 12,362,000 0 0.17% -$284.56K
NOVARTIS CAPITAL 12,440,000 12,440,000 0 0.17% -$125.32K
EXELON CO 12,010,000 12,010,000 0 0.17% -$208.95K
TENNESSEE GAS PIPELINE REGD 144A P/P 2.90000000 12,998,000 12,998,000 0 0.17% -$78.56K
T-MOBILE USA INC 12,132,000 12,132,000 0 0.17% -$36.99K
MORGAN STANLEY 11,755,000 11,755,000 0 0.16% -$129.20K
BROWN & BROWN 11,700,000 11,700,000 0 0.16% -$177.67K
TBA CITIBANK COC 11,662,000 11,662,000 0 0.16% $0
BMARK 2021-B25 A5 12,905,000 12,905,000 0 0.16% -$64.00K
CDW LLC / CDW FIN CORP 3.276% 12/01/2028 11,949,000 11,949,000 0 0.16% -$130.25K
MORGAN STANLEY 11,176,000 11,176,000 0 0.16% -$141.33K
AON CORP/AON GLOBAL HOLD REGD 5.00000000 11,257,000 11,257,000 0 0.16% -$207.30K
BUNGE LTD FIN CP 11,394,000 11,394,000 0 0.16% -$114.27K
CF 2019-CF3 A4 12,010,000 12,010,000 0 0.16% -$45.01K
Fannie Mae Connecticut Avenue Securities 11,307,000 11,307,000 0 0.16% -$67.81K
TARGA RES PRTNRS 10,782,000 10,782,000 0 0.15% -$8.98K
EXTRA SPACE STOR 10,576,000 10,576,000 0 0.15% -$190.66K
JPMORGAN CHASE 10,320,000 10,320,000 0 0.15% -$192.73K
FREDDIE MAC STACR REMIC TRUST 2022-DNA1 STACR 2022-DNA1 M2 10,549,000 10,549,000 0 0.15% -$69.43K
AT&T INC 15,749,000 15,749,000 0 0.14% -$212.42K
CGCMT 2019-C7 A4 10,872,000 10,872,000 0 0.14% -$71.78K
FHMS K-150 A2 10,595,000 10,595,000 0 0.14% -$82.90K
Octagon Investment Partners 51 Ltd., Series 2021-1A, Class AR 10,047,000 10,047,000 0 0.14% -$32.79K
ROGERS COMMUNIC 10,060,000 10,060,000 0 0.14% -$120.29K
WELLS FARGO CO 9,622,000 9,622,000 0 0.14% -$238.47K
AVOLON HOLDINGS FUNDING LTD 4.95% 10/15/2032 144A 10,000,000 10,000,000 0 0.13% -$151.28K
HCA INC 9,458,000 9,458,000 0 0.13% -$186.19K
BROADCOM INC 9,289,000 9,289,000 0 0.13% -$82.69K
SPRINT CAP CORP 8,800,000 8,800,000 0 0.13% -$139.22K
LEIDOS INC REGD 5.40000000 9,078,000 9,078,000 0 0.13% -$188.43K
GOLDMAN SACHS GP 9,348,000 9,348,000 0 0.13% -$222.95K
DBJPM 2020-C9 A5 10,275,000 10,275,000 0 0.13% -$35.45K
Macquarie Airfinance Holdings Ltd. 8,800,000 8,800,000 0 0.13% -$103.62K
BANK OF AMER CRP 8,690,000 8,690,000 0 0.12% -$99.89K
NEW YORK LIFE GLOBAL FUNDING MTN 5.450000% 09/18/2026 8,900,000 8,900,000 0 0.12% -$44.03K
MARS INC 8,855,000 8,855,000 0 0.12% -$101.29K
SHRN Trust, Series 2025-MF18, Class A 8,967,000 8,967,000 0 0.12% -$22.41K
GOLDMAN SACHS GP 8,731,000 8,731,000 0 0.12% -$139.54K
CCL 5.75 03/15/30 144A 8,800,000 8,800,000 0 0.12% -$180.22K
LPL HOLDINGS INC 8,800,000 8,800,000 0 0.12% -$140.83K
CROWN CASTLE INC 8,800,000 8,800,000 0 0.12% -$87.64K
BANK OF AMER CRP 8,567,000 8,567,000 0 0.12% -$113.96K
GOLDMAN SACHS GP 8,074,000 8,074,000 0 0.12% -$115.79K
Jefferies Financial Group, Inc. 8,450,000 8,450,000 0 0.12% -$27.37K
HOWMET AEROSPACE 8,530,000 8,530,000 0 0.12% -$148.48K
MSCI INC REGD 144A P/P 3.62500000 8,800,000 8,800,000 0 0.11% -$87.76K
AMERICAN TOWER 8,800,000 8,800,000 0 0.11% -$94.12K
MARS INC 8,010,000 8,010,000 0 0.11% -$146.65K
JPMORGAN CHASE 7,895,000 7,895,000 0 0.11% -$113.05K
CCL 5.125 05/01/29 144A 7,960,000 7,960,000 0 0.11% -$145.73K
AMER ELEC PWR 7,975,000 7,975,000 0 0.11% -$39.44K
VICI PROPERTIE 7,877,000 7,877,000 0 0.11% -$107.15K
BIOGEN INC 8,600,000 8,600,000 0 0.11% -$44.77K
AIR LEASE CORP 8,421,000 8,421,000 0 0.11% -$66.83K
PNC FINANCIAL 7,074,000 7,074,000 0 0.11% -$189.99K
T-MOBILE USA INC 7,934,000 7,934,000 0 0.11% -$188.65K
Grace Trust, Series 2020-GRCE, Class A 8,503,000 8,503,000 0 0.10% -$21.11K
GOLDMAN SACHS GP 7,782,000 7,782,000 0 0.10% -$297.93K
FOUNDRY JV HOLDCO LLC SR SECURED 144A 01/36 6.1 7,202,000 7,202,000 0 0.10% -$110.29K
BOEING CO 7,260,000 7,260,000 0 0.10% -$78.19K
MORGAN STANLEY 7,055,000 7,055,000 0 0.10% -$114.38K
FHMS K753 A2 7,284,000 7,284,000 0 0.10% -$72.17K
VRT 4.125 11/15/28 144A 7,417,000 7,417,000 0 0.10% -$21.75K
CATERPILLAR INC 7,092,000 7,092,000 0 0.10% -$85.75K
WELLS FARGO CO 7,069,000 7,069,000 0 0.10% -$106.86K
BANK 2022-BNK40 B FRN 03-15-64 8,083,000 8,083,000 0 0.10% $11.36K
WFCM 2016-BNK1 A3 7,211,000 7,211,000 0 0.10% $36.30K
SDART 2025-1 D 7,078,000 7,078,000 0 0.10% -$34.51K
CONSTL ENRGY GEN 7,357,000 7,357,000 0 0.10% -$163.13K
HYATT HOTELS 7,000,000 7,000,000 0 0.10% -$96.33K
BMARK 2022-B36 A5 7,284,000 7,284,000 0 0.10% -$89.29K
JPMORGAN CHASE 6,940,000 6,940,000 0 0.10% -$53.32K
AON CORP/AON GLO 11,471,000 11,471,000 0 0.10% -$176.40K
C V6.75 PERP EE 6,946,000 6,946,000 0 0.10% -$127.66K
Benchmark 2022-B32 Mortgage Trust 8,220,000 8,220,000 0 0.10% -$24.17K
UBS GROUP 6,763,000 6,763,000 0 0.09% -$173.19K
DEUTSCHE BANK NY 6,519,000 6,519,000 0 0.09% -$106.42K
SOUTH BOW USA 6,800,000 6,800,000 0 0.09% -$53.98K
AERCAP IRELAND 6,900,000 6,900,000 0 0.09% $17.78K
Hyundai Capital America 6,700,000 6,700,000 0 0.09% -$70.21K
WASTE CONNECT 6,740,000 6,740,000 0 0.09% -$99.05K
US BANCORP 6,676,000 6,676,000 0 0.09% -$84.01K
JPMORGAN CHASE 6,605,000 6,605,000 0 0.09% -$143.61K
BRUNSWICK CORP 6,500,000 6,500,000 0 0.09% -$72.59K
XCEL ENERGY INC 6,500,000 6,500,000 0 0.09% -$125.54K
SMBC AVIATION CAPITAL FI REGD 144A P/P 5.30000000 6,500,000 6,500,000 0 0.09% -$78.62K
TRUIST BANK 6,594,000 6,594,000 0 0.09% $8.49K
DTE ENERGY CO 6,466,000 6,466,000 0 0.09% -$51.07K
TAPESTRY INC 6,500,000 6,500,000 0 0.09% -$105.43K
ENEL FIN INTL NV 6,685,000 6,685,000 0 0.09% -$91.05K
PAYCHEX INC 6,500,000 6,500,000 0 0.09% -$133.58K
JPMORGAN CHASE 6,455,000 6,455,000 0 0.09% -$69.13K
MARVELL TECH INC 6,500,000 6,500,000 0 0.09% -$62.82K
AVIATION CAPITAL GROUP SR UNSECURED 144A 07/29 5.375 6,398,000 6,398,000 0 0.09% -$51.29K
HP ENTERPRISE 6,500,000 6,500,000 0 0.09% -$69.64K
JPMDB 2016-C4 A3 6,530,000 6,530,000 0 0.09% $36.53K
ZOETIS INC 6,500,000 6,500,000 0 0.09% -$124.13K
GMAC LLC 5,810,000 5,810,000 0 0.09% -$152.10K
CFCRE Commercial Mortgage Trust, Series 2016-C7, Class A3 6,475,000 6,475,000 0 0.09% $3.42K
AMPHENOL CORP 6,535,000 6,535,000 0 0.09% -$88.32K
CAPITAL ONE FINL 6,490,000 6,490,000 0 0.09% -$108.18K
MOTOROLA SOLUTIO 7,000,000 7,000,000 0 0.09% -$48.01K
NEXTERA ENERGY 6,699,000 6,699,000 0 0.09% -$173.32K
HOME DEPOT INC 6,238,000 6,238,000 0 0.09% -$96.96K
USB V4.73 05/15/28 6,238,000 6,238,000 0 0.09% -$40.30K
Georgia-Pacific LLC 6,170,000 6,170,000 0 0.09% -$108.25K
DOMINION ENERGY 6,051,000 6,051,000 0 0.09% -$62.07K
ET 6.1 12/01/28 5,955,000 5,955,000 0 0.09% -$65.62K
VENTURE GLOBAL CALCASIEU SR SECURED 144A 11/33 3.875 6,969,000 6,969,000 0 0.09% $199.90K
SVELEV 1.3 02/10/28 144A 6,500,000 6,500,000 0 0.08% -$3.07K
NRG 7.467 07/31/28 5,800,000 5,800,000 0 0.08% -$72.27K
ROYALTY PHARMA 6,297,000 6,297,000 0 0.08% $5.96K
AYR 6.5 07/18/28 144A 5,810,000 5,810,000 0 0.08% -$84.41K
META PLATFORMS 6,252,000 6,252,000 0 0.08% -$97.40K
AMGEN INC 5,810,000 5,810,000 0 0.08% -$60.37K
Avolon Holdings Funding Ltd. 5,800,000 5,800,000 0 0.08% -$74.35K
Rogers Communications Inc. 5,800,000 5,800,000 0 0.08% -$172.28K
BANCO SANTANDER 5,400,000 5,400,000 0 0.08% -$153.92K
Credit Agricole S.A. 5,754,000 5,754,000 0 0.08% -$83.26K
AMPHENOL CORP 6,553,000 6,553,000 0 0.08% -$37.41K
REGENERON PHARM 6,500,000 6,500,000 0 0.08% -$37.42K
AFRICAN DEV BANK 5,914,000 5,914,000 0 0.08% -$140.16K
AS Mileage Plan IP Ltd. 5,800,000 5,800,000 0 0.08% -$98.89K
CITIGROUP INC 5,612,000 5,612,000 0 0.08% -$148.51K
US TREASURY N/B 6,280,000 6,280,000 0 0.08% -$65.99K
SVELEV 1.8 02/10/31 144A 6,500,000 6,500,000 0 0.08% -$65.21K
JANSTR 4 1/2 11/15/29 5,800,000 5,800,000 0 0.08% -$90.78K
DEUTSCHE BANK NY 5,422,000 5,422,000 0 0.08% -$59.07K
DEUTSCHE BANK NY 5,544,000 5,544,000 0 0.08% -$78.98K
ATHENE HOLDING 5,790,000 5,790,000 0 0.08% -$319.28K
Citigroup Commercial Mortgage Trust, Series 2020-555, Class A 6,119,000 6,119,000 0 0.08% -$21.04K
MSC 2019-L3 A4 5,845,000 5,845,000 0 0.08% -$38.79K
TIME WARNER CABL 5,494,000 5,494,000 0 0.08% -$105.42K
AFRICA FINANCE CORP SR UNSECURED 144A 10/29 5.55 5,393,000 5,393,000 0 0.07% -$102.41K
BMARK 2021-B24 A5 6,059,000 6,059,000 0 0.07% -$1.64K
BOEING CO 4,875,000 4,875,000 0 0.07% -$128.93K
CITIGROUP INC 5,395,000 5,395,000 0 0.07% -$78.02K
Fannie Mae Connecticut Avenue Securities 5,334,000 5,334,000 0 0.07% -$34.25K
BANK 2019-BN20 A3 5,625,000 5,625,000 0 0.07% $21.77K
WELLS FARGO CO 5,156,000 5,156,000 0 0.07% -$83.21K
US BANCORP 5,083,000 5,083,000 0 0.07% -$117.13K
MORGAN STANLEY 5,023,000 5,023,000 0 0.07% -$127.60K
MARS INC 5,206,000 5,206,000 0 0.07% -$106.72K
DOMINION ENERGY 5,046,000 5,046,000 0 0.07% -$76.44K
ATHENE HOLDING 5,539,000 5,539,000 0 0.07% -$412.53K
CF 2019-CF2 A5 5,434,000 5,434,000 0 0.07% -$29.69K
KKR FINANCIAL CLO LTD KKR 2022 41A A1 144A 5,115,000 5,115,000 0 0.07% -$10.13K
DEUTSCHE BANK NY 5,037,000 5,037,000 0 0.07% -$42.89K
C V6.625 PERP 5,035,000 5,035,000 0 0.07% -$78.15K
VERIZON COMM INC 5,010,000 5,010,000 0 0.07% -$75.93K
PNC FINANCIAL 4,841,000 4,841,000 0 0.07% -$123.06K
ATHENE HOLDING 5,279,000 5,279,000 0 0.07% -$339.32K
Bank of America Corp. 4,781,000 4,781,000 0 0.07% -$79.87K
VERIZON COMM INC 4,945,000 4,945,000 0 0.07% -$57.26K
ORACLE CORP 5,015,000 5,015,000 0 0.07% -$65.57K
FORD MOTOR CRED 4,700,000 4,700,000 0 0.07% -$32.62K
AON NORTH AMER 4,626,000 4,626,000 0 0.07% -$102.68K
HYUNDAI CAPITAL AMERICA SR UNSECURED 144A 09/28 2.1 5,000,000 5,000,000 0 0.07% -$17.70K
JEFFERIES GROUP 5,411,000 5,411,000 0 0.06% -$90.31K
CIFC Funding 2022-IV Ltd 4,700,000 4,700,000 0 0.06% -$31.27K
PNC FINANCIAL 4,530,000 4,530,000 0 0.06% -$98.37K
Federal National Mortgage Association Connecticut Avenue Securities Trust 4,558,000 4,558,000 0 0.06% -$15.77K
JEFFERIES GROUP 4,685,000 4,685,000 0 0.06% -$322.32K
EASTERN ENERGY 4,330,000 4,330,000 0 0.06% -$81.51K
T-MOBILE USA INC 6,133,000 6,133,000 0 0.06% -$86.00K
MORGAN STANLEY 4,472,000 4,472,000 0 0.06% -$75.11K
STACR 2025-DNA2 M2 4,443,000 4,443,000 0 0.06% -$24.01K
SOUTHERN POWER 4,550,000 4,550,000 0 0.06% -$100.68K
JPM V6.254 10/23/34 4,064,000 4,064,000 0 0.06% -$92.35K
AT&T INC 4,110,000 4,110,000 0 0.06% -$87.41K
BLACKSTONE PRIVA 4,430,000 4,430,000 0 0.06% -$162.58K
AL V4.125 PERP C 4,377,000 4,377,000 0 0.06% -$19.83K
SYSCO CORP 4,210,000 4,210,000 0 0.06% -$103.53K
Citigroup Inc., Series DD 4,110,000 4,110,000 0 0.06% -$104.75K
SYNOPSYS INC 4,398,000 4,398,000 0 0.06% -$157.92K
FOUNDRY JV HOLDC 4,000,000 4,000,000 0 0.06% -$52.03K
KENVUE INC 4,150,000 4,150,000 0 0.06% -$51.30K
ATHENE GLOBAL FUNDING SR SECURED 144A 08/35 5.543 4,200,000 4,200,000 0 0.06% -$90.60K
GUARA NORTE SARL 5.198% 06/15/2034 144A 4,171,649 4,171,649 0 0.06% -$27.88K
ONEOK INC 4,421,000 4,421,000 0 0.06% -$86.69K
CHARTER COMM OPT 6,859,000 6,859,000 0 0.06% -$81.61K
BMARK 2022-B34 A5 4,325,866 4,325,866 0 0.06% -$54.33K
CMO 3,921,000 3,921,000 0 0.05% -$7.35K
AerCap Ireland Capital Designated Activity Company 3,836,000 3,836,000 0 0.05% -$35.40K
BROADCOM INC 3,818,000 3,818,000 0 0.05% -$64.02K
DOMINION ENERGY 3,855,000 3,855,000 0 0.05% -$36.53K
JPMDB 2017-C7 A5 3,854,000 3,854,000 0 0.05% -$12.60K
C V6.875 PERP GG 3,736,000 3,736,000 0 0.05% -$119.73K
Benchmark Mortgage Trust, Series 2025-V17, Class XA 63,769,000 63,769,000 0 0.05% -$242.27K
US BANCORP 4,284,000 4,284,000 0 0.05% -$35.26K
US BANCORP 3,599,000 3,599,000 0 0.05% -$62.91K
NISOURCE INC 3,600,000 3,600,000 0 0.05% -$40.29K
BAT CAPITAL CORP 4,023,000 4,023,000 0 0.05% -$50.78K
SPEAK 2018-5A A1R 3,653,000 3,653,000 0 0.05% -$8.79K
BANK, Series 2017-BNK5, Class B 3,731,000 3,731,000 0 0.05% $4.06K
PNC FINANCIAL 3,557,000 3,557,000 0 0.05% -$61.50K
TRANSCONT GAS PL 3,610,000 3,610,000 0 0.05% -$56.42K
Benchmark 2022-B33 Mortgage Trust 4,064,000 4,064,000 0 0.05% -$19.20K
AT&T INC 3,449,000 3,449,000 0 0.05% -$40.57K
US BANCORP 3,430,000 3,430,000 0 0.05% -$29.30K
ORACLE CORP 3,530,000 3,530,000 0 0.05% -$51.73K
VST 4.6 10/15/30 144A 3,425,000 3,425,000 0 0.05% -$66.46K
COLUMBIA PIPE OC 3,200,000 3,200,000 0 0.05% -$35.68K
ARTHUR J GALLAGH 3,300,000 3,300,000 0 0.05% -$41.55K
Commonwealth Bank of Australia 3,200,000 3,200,000 0 0.05% -$73.41K
APTARGROUP INC 3,325,000 3,325,000 0 0.05% -$53.19K
PETROLEOS MEXICANOS SR UNSEC 6.75% 09-21-47 4,103,000 4,103,000 0 0.05% -$99.66K
CENTERPOINT ENER 3,200,000 3,200,000 0 0.05% -$33.15K
BENCHMARK 2022-B33 MORTGAGE TRUST VAR 03/15/2055 4,064,000 4,064,000 0 0.04% -$6.67K
NORTHERN ST PR-M 3,200,000 3,200,000 0 0.04% -$38.22K
HILCRP 6 02/01/31 144A 3,306,000 3,306,000 0 0.04% $70.42K
CHENIERE ENERGYP 3,200,000 3,200,000 0 0.04% -$20.72K
HCA INC 3,270,000 3,270,000 0 0.04% -$59.71K
VIRGINIA EL&PWR 3,250,000 3,250,000 0 0.04% -$54.86K
VICI PROPERTIE 3,192,000 3,192,000 0 0.04% -$82.53K
T-MOBILE USA INC 3,046,000 3,046,000 0 0.04% -$50.59K
CNA FINANCIAL 3,200,000 3,200,000 0 0.04% -$68.38K
COREBRIDGE FIN 3,200,000 3,200,000 0 0.04% -$24.00K
BURLINGTON NORTH 3,195,000 3,195,000 0 0.04% -$51.75K
CVS HEALTH CORP 3,000,000 3,000,000 0 0.04% -$35.90K
BROADCOM INC 3,019,000 3,019,000 0 0.04% -$37.02K
NEXTERA ENERGY CAPITAL REGD V/R SER . 6.50000000 2,923,000 2,923,000 0 0.04% -$63.21K
AIR LEASE CORP 3,017,000 3,017,000 0 0.04% -$25.17K
BMO 2022-C1 A5 3,247,000 3,247,000 0 0.04% -$17.51K
GEN MOTORS FIN 2,985,000 2,985,000 0 0.04% -$67.37K
GE HEALTHCARE 2,941,000 2,941,000 0 0.04% -$36.24K
GE HEALTHCARE 2,882,000 2,882,000 0 0.04% -$53.31K
BNS V7.35 04/27/85 2,910,000 2,910,000 0 0.04% -$87.82K
DICK'S SPORTING 3,200,000 3,200,000 0 0.04% -$32.73K
PILGRIM'S PRIDE 3,200,000 3,200,000 0 0.04% -$51.36K
COM BK AUSTRALIA 3,200,000 3,200,000 0 0.04% -$18.56K
Vistra Operations Co. LLC 2,790,000 2,790,000 0 0.04% -$67.98K
GEN MOTORS FIN 2,777,000 2,777,000 0 0.04% -$49.96K
CVS HEALTH CORP 3,000,000 3,000,000 0 0.04% -$67.12K
MERCK & CO INC 2,815,000 2,815,000 0 0.04% -$42.30K
RPRX 5.2 09/25/35 2,775,000 2,775,000 0 0.04% -$50.30K
AT&T INC 2,781,000 2,781,000 0 0.04% -$58.66K
CARLISLE COS INC 2,735,000 2,735,000 0 0.04% -$56.65K
Rockford Tower CLO 2021-2 Ltd 2,700,000 2,700,000 0 0.04% -$5.19K
FREMF Mortgage Trust, Series 2017-K71, Class B 2,731,000 2,731,000 0 0.04% -$7.47K
GS Mortgage Securities Trust 2018-GS9 2,875,000 2,875,000 0 0.04% -$22.01K
WFCM 2020-C58 A4 2,991,000 2,991,000 0 0.04% -$21.60K
VICI PROPERTIES / NOTE REGD 144A P/P 4.62500000 2,690,000 2,690,000 0 0.04% -$40.12K
AMER ELEC PWR 2,660,000 2,660,000 0 0.04% $22.73K
CD Mortgage Trust, Series 2017-CD6, Class B 2,760,000 2,760,000 0 0.04% -$13.38K
ONEOK INC 2,703,000 2,703,000 0 0.04% -$49.67K
AUST & NZ BANK 2,910,000 2,910,000 0 0.04% -$15.98K
DBJPM 20-C9 Mortgage Trust 2,968,000 2,968,000 0 0.04% -$2.49K
T-MOBILE USA INC 2,471,000 2,471,000 0 0.03% -$36.35K
SOUTHERN POWER 2,525,000 2,525,000 0 0.03% -$25.84K
CORP ANDINA DE FOMENTO 2,384,000 2,384,000 0 0.03% -$11.92K
HOME DEPOT INC 2,379,000 2,379,000 0 0.03% -$17.28K
CITIGROUP INC 2,380,000 2,380,000 0 0.03% -$15.24K
US BANCORP 2,283,000 2,283,000 0 0.03% -$26.45K

Top 300 of 724, by weight.

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