Core Bond Portfolio
Core Bond Portfolio

Portfolio moves

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

Dec 31, 2025 → Mar 31, 2026

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

Security Shares Dec 2025 Shares Mar 2026 Δ shares End % Δ value
FNCL 5 4/26 0 80,865,000 80,865,000 9.54% $79.72M
Nykredit Realkredit A/S, Series 01E 0 75,000,000 75,000,000 1.31% $10.96M
FNCL 4.5 4/26 0 7,435,000 7,435,000 0.86% $7.17M
FNCL 5.5 4/26 0 5,786,330 5,786,330 0.70% $5.81M
Uniform Mortgage-Backed Security, TBA 0 5,930,000 5,930,000 0.67% $5.59M
UBER TECHNOLOGIE 0 2,700,000 2,700,000 0.32% $2.64M
Federal National Mortgage Association Variable Rate Notes, Series 2024-48, Class FC 0 2,556,339 2,556,339 0.31% $2.57M
Chase Home Lending Mortgage Trust 2026-1 0 2,337,560 2,337,560 0.28% $2.33M
USCLN 2026-RVM1 B1 0 2,250,000 2,250,000 0.27% $2.24M
WELLS FARGO CO 0 2,067,000 2,067,000 0.25% $2.05M
BANK OF AMER CRP 0 1,830,000 1,830,000 0.22% $1.81M
FIGRE TRUST 2026-FL1 SER 2026-FL1 CL A1 V/R REGD 144A P/P 5.48900000 0 1,670,000 1,670,000 0.20% $1.68M
CRSNT TRUST 2026-MOON A TSFR1M+ 02/15/2031 144A 0 1,605,000 1,605,000 0.19% $1.60M
Chase Home Lending Mortgage Trust Series 2026-3 0 1,504,000 1,504,000 0.18% $1.50M
Fannie Mae REMICS 0 1,415,124 1,415,124 0.17% $1.43M
Extended Stay America Trust, Series 2026-ESH2, Class A 0 1,342,370 1,342,370 0.16% $1.34M
JEFFERIES GROUP 0 1,396,000 1,396,000 0.16% $1.34M
MAPSL 2026-1A A 0 1,301,035 1,301,035 0.15% $1.27M
ALLY V5.548 07/31/33 0 1,225,000 1,225,000 0.14% $1.20M
HYUNDAI CAPITAL AMERICA SR UNSECURED 144A 01/31 4.55 0 1,184,000 1,184,000 0.14% $1.16M
DOMINION ENERGY 0 1,130,000 1,130,000 0.13% $1.12M
MIDCAP 5.37 04/15/29 144A 0 1,133,000 1,133,000 0.13% $1.12M
TELUS CORP REGD V/R SER . 6.37500000 0 1,100,000 1,100,000 0.13% $1.09M
JPMORGAN CHASE 0 1,104,000 1,104,000 0.13% $1.08M
CANADIAN IMPERIAL BANK OF COMM JR SUBORDINA 10/85 VAR 0 1,060,000 1,060,000 0.13% $1.07M
Fannie Mae REMICS 0 1,061,888 1,061,888 0.13% $1.07M
WBI Operations LLC 0 1,005,000 1,005,000 0.12% $1.01M
SHIFT4 PAYMENTS LLC / SHIFT4 P COMPANY GUAR 144A 08/32 6.75 0 1,025,000 1,025,000 0.12% $1.01M
Smyrna Ready Mix Concrete LLC 0 1,005,000 1,005,000 0.12% $998.05K
CORPBOND 0 958,000 958,000 0.12% $994.68K
HRI 6 03/15/34 144A 0 1,025,000 1,025,000 0.12% $991.98K
MHED 7 3/8 09/01/31 0 971,000 971,000 0.12% $991.88K
BANK OF AMER CRP 0 943,000 943,000 0.12% $987.77K
Cleveland-Cliffs Inc. 0 1,005,000 1,005,000 0.12% $983.99K
NSIT 6.625 05/15/32 144A 0 1,005,000 1,005,000 0.12% $970.85K
JPMORGAN CHASE 0 960,000 960,000 0.11% $946.65K
BANK OF AMER CRP 0 850,000 850,000 0.10% $867.11K
ORACLE CORP 0 825,000 825,000 0.09% $766.28K
Citadel Finance LLC 0 738,000 738,000 0.09% $721.03K
AT&T INC 0 1,093,000 1,093,000 0.09% $717.25K
WILLIS NORTH AME 0 605,000 605,000 0.07% $596.61K
ORACLE CORP 0 620,000 620,000 0.07% $578.83K
CHARTER COMM OPT 0 650,000 650,000 0.06% $523.56K
Marsh & McLennan Cos Inc 0 491,000 491,000 0.06% $486.62K
Extended Stay America Trust 2026-ESH2 0 437,880 437,880 0.05% $439.30K
CHARLES SCHWAB 0 425,000 425,000 0.05% $420.47K
COREBRIDGE GLOBAL FUNDING GIC 144A LIFE SR SEC 1ST LIEN 4.45% 10-02-30 0 425,000 425,000 0.05% $417.05K
ORACLE CORP 0 425,000 425,000 0.05% $408.82K
AMERICAN NATL GR 0 292,000 292,000 0.03% $284.88K
EPR PROPERTIES SR UNSECURED 11/30 4.75 0 247,000 247,000 0.03% $241.19K
VSTOXX FUTURE JAN26 0 -83 -83 0.02% $153.89K
ZOETIS INC CFD 0 1 1 0.00% $10.34K
ZSCALER INC CFD 0 1 1 0.00% $9.79K
Security Shares Dec 2025 Shares Mar 2026 Δ shares End % Δ value
FNCL 5 1/26 80,865,000 0 -80,865,000 0.00% -$80.68M
US TREASURY N/B 19,366,000 0 -19,366,000 0.00% -$19.37M
FNCL 5.5 1/26 5,786,330 0 -5,786,330 0.00% -$5.87M
FNCL 4 1/26 5,930,000 0 -5,930,000 0.00% -$5.63M
US TREASURY N/B 4,956,000 0 -4,956,000 0.00% -$4.94M
Oportun Issuance Trust, Series 2025-A, Class A 2,922,000 0 -2,922,000 0.00% -$2.92M
JP Morgan Chase Commercial Mortgage Securities Trust 2021-MHC 2,425,000 0 -2,425,000 0.00% -$2.43M
SOCIETE GENERALE SA 144A 5.512000% 05/22/2031 2,321,000 0 -2,321,000 0.00% -$2.39M
Cologix Data Centers US Issuer LLC, Series 2021-1A, Class A2 2,335,000 0 -2,335,000 0.00% -$2.30M
ISPIM V8.248 11/21/33 144A 1,555,000 0 -1,555,000 0.00% -$1.84M
BFLD TRUST 2024-VICT A TSFR1M+189 07/15/2041 144A 1,797,000 0 -1,797,000 0.00% -$1.81M
SOUTHERN CO 1,634,000 0 -1,634,000 0.00% -$1.64M
TORONTO DOM BANK 1,635,000 0 -1,635,000 0.00% -$1.63M
CAIXABANK SA REGD V/R 144A P/P 6.84000000 1,462,000 0 -1,462,000 0.00% -$1.63M
Gilead Aviation LLC, Series 2025-1A, Class A 1,511,480 0 -1,511,480 0.00% -$1.54M
ROYAL CARIBBEAN 1,465,000 0 -1,465,000 0.00% -$1.47M
Coinstar Funding LLC, Series 2017-1A, Class A2 1,174,860 0 -1,174,860 0.00% -$1.34M
BX Commercial Mortgage Trust, Series 2022-CSMO, Class A 1,335,000 0 -1,335,000 0.00% -$1.34M
HEALTHPEAK OP 1,329,000 0 -1,329,000 0.00% -$1.32M
MULTIFAMILY CONNECTICUT AVENUE SECUR SER 2020-01 CL M10 V/R REGD 144A P/P 7.93628000 1,075,928 0 -1,075,928 0.00% -$1.10M
JMIKE 2019-1A A2 1,020,818 0 -1,020,818 0.00% -$1.02M
Societe Generale SA 770,000 0 -770,000 0.00% -$814.04K
AT&T INC 1,052,000 0 -1,052,000 0.00% -$740.33K
AMERICAN INTERNA 705,000 0 -705,000 0.00% -$723.03K
AMERICAN NATL GR 657,000 0 -657,000 0.00% -$680.34K
RPRX 5.2 09/25/35 528,000 0 -528,000 0.00% -$531.11K
AMERICAN ASTS LP 535,000 0 -535,000 0.00% -$487.91K
AS Mileage Plan IP Ltd. 465,000 0 -465,000 0.00% -$469.36K
ROYAL BK CANADA RY 4.305 11/03/31 425,000 0 -425,000 0.00% -$423.13K
EPR PROPERTIES 326,000 0 -326,000 0.00% -$316.33K
ENTERPRISE FLEET FING 2023-1 LLC 5.51% 01/22/2029 144A 253,461 0 -253,461 0.00% -$253.85K
CITIZENS FIN GRP 220,000 0 -220,000 0.00% -$226.13K
ZURN ELKAY WATER SOLUTIONS CORP 1 0 -1 0.00% $18.23K
Security Shares Dec 2025 Shares Mar 2026 Δ shares End % Δ value
MSILF-GOVT-INS 67,500,581 82,146,297 14,645,717 9.83% $14.65M
Cloud Capital Holdco LP, Series 2024-1A, Class A2 2,310,000 2,490,000 180,000 0.30% $163.39K
BFLD Commercial Mortgage Trust, Series 2025-660F, Class A 1,420,000 2,490,000 1,070,000 0.30% $1.06M
BOEING CO 1,354,000 2,254,000 900,000 0.26% $846.58K
Driven Brands Funding LLC, Series 2020-2A, Class A2 1,510,068 2,279,861 769,793 0.26% $676.04K
Research-Driven Pagaya Motor Asset Trust, Series 2025-1A, Class A 1,765,314 1,914,280 148,966 0.23% $146.02K
ABBVIE INC 1,558,000 1,950,000 392,000 0.22% $347.28K
PFIZER INVSTMNT 650,000 1,525,000 875,000 0.17% $782.97K
BROOKFIELD ASSE 485,000 894,000 409,000 0.10% $389.21K
LPL HOLDINGS INC 144A LIFE SR UNSEC 4.375% 05-15-31 425,000 790,000 365,000 0.09% $342.60K
ORACLE CORP 373,000 573,000 200,000 0.06% $151.62K
Freddie Mac REMICS 162,596 165,047 2,451 0.02% $159
WHEAT SEP 26 1,801 2,131 330 -0.49% -$2.96M
Security Shares Dec 2025 Shares Mar 2026 Δ shares End % Δ value
US TREASURY N/B 19,707,000 19,689,000 -18,000 2.38% -$196.75K
FR SD8493 12,366,915 11,699,507 -667,409 1.41% -$777.57K
FN MA5531 10,692,951 10,106,905 -586,046 1.22% -$681.35K
US TREASURY N/B 7,387,000 7,240,000 -147,000 0.86% -$227.86K
FR SD8474 7,091,036 6,916,235 -174,801 0.82% -$253.73K
UMBS, 30 Year 7,140,556 6,725,899 -414,657 0.81% -$486.20K
FR SD8475 7,015,214 6,605,759 -409,455 0.79% -$479.01K
FR RQ0049 6,490,431 6,152,508 -337,923 0.74% -$402.76K
FN MA5470 6,209,286 5,766,541 -442,745 0.69% -$507.77K
FR SD8515 5,559,554 5,216,764 -342,789 0.63% -$394.11K
FN MA5614 5,480,115 5,065,672 -414,443 0.61% -$467.66K
UMBS, 30 Year 4,469,361 4,264,145 -205,216 0.51% -$247.25K
FR SD8494 4,388,977 4,087,785 -301,192 0.49% -$341.89K
UMBS, 30 Year 4,082,158 3,892,773 -189,385 0.47% -$227.79K
UMBS Pool, 30 Year 4,179,752 3,897,207 -282,545 0.47% -$331.15K
US TREASURY N/B 3,984,000 3,955,000 -29,000 0.47% -$70.63K
US TREASURY N/B 4,226,000 3,680,000 -546,000 0.39% -$494.54K
Lendbuzz Securitization Trust, Series 2025-2A, Class A2 3,351,929 2,929,293 -422,636 0.35% -$428.30K
UMBS, 30 Year 2,906,629 2,805,584 -101,045 0.34% -$129.24K
UMBS, 30 Year 3,006,671 2,795,602 -211,069 0.34% -$241.71K
FR SD8420 2,832,089 2,646,236 -185,853 0.32% -$214.63K
SOLRR 2021-1 A 144A 2.636% 10-15-46 2,629,349 2,562,616 -66,734 0.29% -$75.05K
Government National Mortgage Association 2,791,414 2,371,147 -420,267 0.28% -$419.37K
ENACT HOLDINGS 2,575,000 2,250,000 -325,000 0.28% -$382.04K
HORZN 2024-1 A 144A 5.375% 09-15-49 2,156,250 2,127,500 -28,750 0.25% -$70.06K
DELTA/SKYMILES 2,286,000 2,095,500 -190,500 0.25% -$207.04K
Fannie Mae Connecticut Avenue Securities 2,125,233 2,065,246 -59,988 0.25% -$75.29K
Freddie Mac REMICS 2,431,242 2,060,875 -370,367 0.25% -$369.71K
ROYAL BK CANADA 3,894,000 2,059,000 -1,835,000 0.25% -$1.89M
Government National Mortgage Association 2,343,429 2,008,463 -334,966 0.24% -$332.61K
Provident Funding Mortgage Trust, Series 2025-5, Class A2 2,128,426 1,969,124 -159,302 0.24% -$182.92K
CLAST 2025-1A A 144A 5.783% 02-15-50 1,981,435 1,923,025 -58,410 0.23% -$76.82K
Aaset Trust, Series 2024-1A, Class A1 1,918,214 1,888,290 -29,925 0.23% -$56.55K
Ginnie Mae II Pool 1,935,926 1,847,464 -88,462 0.23% -$78.64K
WILLIS ENGINE STRUCTURED TRUST WESTF 2025 B A 144A 1,905,000 1,883,328 -21,672 0.22% -$33.17K
SPRO 2025-1A A2 1,873,000 1,868,318 -4,682 0.22% -$16.68K
JPMorgan Chase Bank, National Association 2,021,631 1,829,871 -191,759 0.22% -$200.68K
Champs Trust, Series 2025-2, Class A 1,812,052 1,766,031 -46,021 0.22% -$71.08K
Freddie Mac REMICS 2,419,370 1,801,798 -617,572 0.22% -$619.29K
ORACLE CORP 2,316,000 1,891,000 -425,000 0.21% -$445.04K
Freddie Mac REMICS 2,056,701 1,722,905 -333,796 0.21% -$335.32K
Sonic Capital LLC, Series 2020-1A, Class A2I 1,732,400 1,727,825 -4,575 0.20% -$3.89K
DNKN 2021-1A A2I 1,598,400 1,594,238 -4,162 0.19% $1.31K
Ally Bank Auto Credit-Linked Notes, Series 2025-B, Class A2 1,734,273 1,548,441 -185,832 0.19% -$189.73K
SUNNOVA HELIOS XII ISSUER LLC SNVA 2023-B A 1,715,052 1,690,600 -24,451 0.19% -$46.09K
PRMI Securitization Trust, Series 2025-CMG1, Class A1 1,640,000 1,542,381 -97,619 0.18% -$92.78K
FNMA, REMIC, Series 2025-75, Class FA 1,805,272 1,506,521 -298,751 0.18% -$298.47K
PLNT 2024-1A A2I 1,489,150 1,485,380 -3,770 0.18% -$18.92K
ALTDE Trust, Series 2025-1A, Class A 1,504,582 1,472,759 -31,823 0.18% -$56.09K
CHARTER COMM OPT 2,480,000 1,830,000 -650,000 0.16% -$510.84K
Sunnova Sol II Issuer, LLC 1,570,609 1,550,570 -20,039 0.16% -$6.97K
Saluda Grade Alternative Mortgage Trust, Series 2025-LOC5, Class A1A 1,467,302 1,337,144 -130,158 0.16% -$126.57K
Ginnie Mae II Pool 1,536,342 1,524,593 -11,749 0.16% -$12.08K
CMHAT 2022-MH1 A 144A 4.25% 08-25-54 1,337,685 1,316,787 -20,898 0.15% -$20.37K
Neighborly Issuer LLC, Series 2021-1A, Class A2 1,308,350 1,304,925 -3,425 0.15% -$5.35K
OBX Trust, Series 2025-HE1, Class A1 1,340,119 1,240,060 -100,058 0.15% -$105.05K
CELANESE US HLDS 1,175,000 1,147,000 -28,000 0.15% -$17.69K
EQS 2024-1C A 144A 6.05% 01-20-31 1,275,994 1,202,970 -73,024 0.15% -$81.56K
UMBS 1,288,164 1,263,236 -24,928 0.14% -$36.26K
OPTN 2021-C A 1,594,122 1,199,157 -394,964 0.14% -$384.95K
GSAR 2024-2A A2 144A 5.58% 06-17-30 1,417,225 1,160,055 -257,170 0.14% -$263.98K
Driven Brands Funding LLC, Series 2021-1A, Class A2 1,283,131 1,279,706 -3,425 0.14% -$57.70K
TRUIST BANK AUTO CREDIT-LINKED NOTES SER SER 2025-1 CL B REGD 144A P/P 4.72800000 1,294,096 1,133,439 -160,657 0.14% -$163.20K
BROOKFIELD ASSE 1,511,000 1,097,000 -414,000 0.13% -$465.86K
Federal Agricultural Mortgage Corporation Mortgage Trust 2024-2 1,186,573 1,108,189 -78,384 0.12% -$153.16K
Acacia LLC, Series 2025-1, Class A 1,209,212 1,040,829 -168,383 0.12% -$170.77K
NAVTR 2024-1 A 2,080,952 1,039,452 -1,041,500 0.12% -$1.06M
JEFFERIES GROUP 2,528,000 1,011,000 -1,517,000 0.12% -$1.64M
RAYMOND JAMES FINL. 4.90% 1,908,000 1,058,000 -850,000 0.12% -$867.09K
Provident Funding Mortgage Trust, Series 2025-3, Class A3 1,348,248 1,008,166 -340,082 0.12% -$351.42K
CFII 2024-1A A1 1,113,319 972,742 -140,577 0.12% -$144.22K
FIGRE Trust, Series 2025-FL2, Class A1 1,032,547 958,335 -74,212 0.11% -$79.62K
Bridge Trust, Series 2025-SFR1, Class C 994,492 993,464 -1,028 0.11% -$7.99K
PLNT 2019-1A A2 977,600 975,000 -2,600 0.11% -$7.61K
GOTO FOODS FUNDING LLC 915,000 912,500 -2,500 0.11% -$5.23K
Freddie Mac Gold Pool 1,009,350 993,816 -15,534 0.11% -$22.82K
US TREASURY N/B 983,000 869,000 -114,000 0.11% -$128.81K
PFIZER INVSTMNT 1,883,000 933,000 -950,000 0.10% -$916.49K
Freddie Mac Gold Pool 915,600 884,024 -31,576 0.10% -$37.59K
Ginnie Mae II Pool 999,959 993,177 -6,782 0.10% -$6.50K
Subway Funding LLC, Series 2024-3A, Class A2I 813,304 811,250 -2,054 0.10% -$9.68K
PK Alift Loan Funding 3 LP, Series 2024-1, Class A1 840,608 785,334 -55,274 0.10% -$60.56K
ACHV ABS Trust, Series 2024-3AL, Class B 878,895 751,488 -127,407 0.09% -$131.79K
Freddie Mac Gold Pool 849,882 771,405 -78,477 0.09% -$85.67K
Ginnie Mae II Pool 777,219 698,834 -78,385 0.09% -$81.54K
HORZN 2019-2 A 831,146 740,245 -90,901 0.09% -$87.02K
Neighborly Issuer, Series 2022-1A, Class A2 770,000 768,000 -2,000 0.09% -$5.31K
Freddie Mac Gold Pool 725,541 699,737 -25,804 0.09% -$31.22K
Radian Mortgage Capital Trust, Series 2025-J3, Class A16 849,040 710,413 -138,627 0.09% -$144.69K
WILLIS ENGINE STRUCTURED TRUST WESTF 2020 A B 144A 734,318 723,229 -11,089 0.08% -$10.36K
Freddie Mac Gold Pool 749,301 715,680 -33,621 0.08% -$39.01K
US TREASURY N/B 1,335,000 1,012,000 -323,000 0.08% -$219.07K
AS Mileage Plan IP Ltd. 1,960,000 660,000 -1,300,000 0.08% -$1.32M
FNMA 30YR 3.5% 01/46#BA0891 716,630 698,921 -17,709 0.08% -$24.68K
Subway Funding LLC, Series 2024-3A, Class A2I 653,400 651,750 -1,650 0.08% -$5.72K
Clarus Capital Funding LLC, Series 2024-1A, Class A2 899,738 641,538 -258,200 0.08% -$260.16K
Ginnie Mae II Pool 711,585 671,493 -40,092 0.07% -$33.12K
FIGRE Trust, Series 2025-HE5, Class A 651,831 618,021 -33,810 0.07% -$34.98K
Fannie Mae Pool 679,677 642,610 -37,067 0.07% -$40.87K
LPL HOLDINGS INC REGD 144A P/P 4.00000000 815,000 570,000 -245,000 0.07% -$247.88K
Fannie Mae Pool 630,219 619,113 -11,106 0.06% -$13.96K
PEAC Solutions Receivables LLC, Series 2024-1A, Class A2 698,359 510,866 -187,493 0.06% -$190.03K
APOLLO GLOBAL 1,410,000 530,000 -880,000 0.06% -$899.78K
CHNGE Mortgage Trust 2023-4 612,889 502,863 -110,026 0.06% -$115.16K
Freddie Mac Gold Pool 550,167 538,017 -12,150 0.06% -$13.49K
ACM Auto Trust, Series 2025-1A, Class A 838,457 488,058 -350,399 0.06% -$350.16K
NZES 2021-GNT1 A 509,778 486,359 -23,419 0.06% -$21.67K
Fannie Mae Pool 540,502 533,881 -6,622 0.06% -$8.27K
Freddie Mac Gold Pool 514,478 496,112 -18,366 0.06% -$23.01K
Freddie Mac Gold Pool 526,919 518,517 -8,402 0.06% -$8.57K
PEAC Solutions Receivables LLC, Series 2024-2A, Class A2 655,469 428,191 -227,278 0.05% -$228.13K
FNA 2018-M4 A2 390,443 388,977 -1,467 0.05% -$175
FN MA2653 402,692 393,793 -8,899 0.05% -$12.68K
SpringCastle America Funding LLC, Series 2020-AA, Class A 415,909 380,903 -35,006 0.04% -$34.10K
US TREASURY N/B 407,000 360,000 -47,000 0.04% -$51.28K
FG G08701 400,096 391,631 -8,465 0.04% -$10.99K
Fannie Mae Pool 373,169 369,418 -3,751 0.04% -$7.92K
DNKN 2017-1A A2II 4.03% 11/20/2047 144A 313,650 312,800 -850 0.04% -$1.92K
Freddie Mac Gold Pool 329,172 324,919 -4,253 0.04% -$7.49K
Enterprise Fleet Financing LLC, Series 2024-2, Class A2 746,147 286,912 -459,235 0.03% -$461.56K
Falcon Aerospace Ltd., Series 2019-1, Class A 293,393 288,006 -5,387 0.03% -$5.09K
Freddie Mac Gold Pool 306,800 304,018 -2,782 0.03% -$5.94K
Freddie Mac Pool 303,941 299,640 -4,300 0.03% -$6.09K
FNMA POOL AS5332 FN 07/45 FIXED 4 287,473 284,435 -3,038 0.03% -$5.17K
FNMA POOL AS3892 FN 11/44 FIXED 4 288,879 283,129 -5,751 0.03% -$7.79K
FG G08670 302,149 295,190 -6,960 0.03% -$7.51K
Ginnie Mae II Pool 254,064 253,227 -837 0.03% -$1.38K
Freddie Mac Pool 255,396 254,484 -912 0.03% -$3.00K
Fannie Mae Pool 272,472 270,174 -2,299 0.03% -$4.61K
OPTN 2021-B A 144A 1.47% 05-08-31 303,708 214,794 -88,914 0.03% -$86.95K
Freddie Mac Gold Pool 226,188 209,929 -16,259 0.03% -$17.49K
Fannie Mae Pool 189,938 186,261 -3,677 0.02% -$4.06K
Fannie Mae REMICS 189,655 182,179 -7,476 0.02% -$7.75K
FG G08596 177,445 170,489 -6,956 0.02% -$7.94K
STACR 2022-DNA2 M1A 144A FRN 02-25-42 222,241 161,327 -60,914 0.02% -$61.49K
Uniform Mortgage-Backed Securities 171,433 159,170 -12,262 0.02% -$13.19K
FN AS6014 168,159 163,231 -4,928 0.02% -$6.06K
SUNNOVA HELIOS V ISSUER LLC SNVA 2021-A A 198,119 194,483 -3,636 0.02% -$12.15K
Ginnie Mae II Pool 145,380 139,097 -6,283 0.02% -$6.79K
LUNAR AIRCRAFT 2020-1 LTD 169,538 132,190 -37,347 0.02% -$36.49K
FG C03490 126,248 123,299 -2,949 0.01% -$3.66K
AMERICAN INTERNA 603,000 96,000 -507,000 0.01% -$530.41K
JP Morgan Chase Commercial Mortgage Securities Trust 2013-C13 131,950 99,440 -32,509 0.01% -$31.41K
WILLIS ENGINE STRUCTURED TRUST WESTF 2020 A C 144A 95,789 85,085 -10,704 0.01% -$10.56K
US TREASURY N/B 178,000 75,000 -103,000 0.01% -$90.53K
US TREASURY N/B 238,000 63,000 -175,000 0.01% -$152.71K
LAD Auto Receivables Trust, Series 2024-1A, Class A3 352,488 40,142 -312,346 0.00% -$312.92K
FNMA, REMIC, Series 2013-6, Class HD 39,268 38,541 -727 0.00% -$1.26K
Fannie Mae REMICS 24,732 22,537 -2,196 0.00% -$2.30K
Security Shares Dec 2025 Shares Mar 2026 Δ shares End % Δ value
US TREASURY N/B 20,027,100 20,027,100 0 2.36% $32.27K
US TREASURY N/B 18,000,000 18,000,000 0 2.13% -$21.17K
US TREASURY N/B 17,069,500 17,069,500 0 2.02% -$207.37K
EV-SHRT DUR 285,000 285,000 0 1.74% -$143.55K
US TREASURY N/B 7,680,000 7,680,000 0 0.87% -$3.30K
Eaton Vance Ultra-Short Income ETF 130,000 130,000 0 0.79% -$16.12K
BANK OF AMER CRP 7,087,000 7,087,000 0 0.78% -$57.09K
US TREASURY N/B 8,644,000 8,644,000 0 0.72% -$55.04K
US TREASURY N/B 4,821,000 4,821,000 0 0.58% $32.44K
HA SUST INF CAP 4,514,000 4,514,000 0 0.54% -$53.60K
FNA 2020-M1 A2 4,434,200 4,434,200 0 0.50% $14.53K
US TREASURY N/B 4,040,000 4,040,000 0 0.48% -$10.37K
US TREASURY N/B 3,713,000 3,713,000 0 0.44% -$15.08K
DNFRA 2021-1A A 3,760,000 3,760,000 0 0.44% $21.16K
US TREASURY N/B 6,769,800 6,769,800 0 0.42% -$22.48K
STAR Trust, Series 2025-SFR5, Class A 3,446,451 3,446,451 0 0.41% -$4.71K
US TREASURY N/B 3,455,000 3,455,000 0 0.39% -$3.51K
PFS FINANCING CORP PFSFC 2024-B A 3,085,000 3,085,000 0 0.37% -$13.95K
BAMLL Commercial Mortgage Securities Trust 2019-BPR 3,325,000 3,325,000 0 0.37% $137.44K
US TREASURY N/B 4,144,000 4,144,000 0 0.35% -$22.66K
BLUEHUB LOAN FUND SR UNSECURED 01/30 3.099 3,160,000 3,160,000 0 0.35% -$49.39K
US TREASURY N/B 3,755,000 3,755,000 0 0.33% -$28.60K
FOUNDRY JV HOLDC 2,633,000 2,633,000 0 0.32% -$48.13K
FMC Issuer Trust-FMSR, Series 2024-FT1, Class A 2,695,000 2,695,000 0 0.32% -$34.63K
US TREASURY N/B 2,593,000 2,593,000 0 0.31% -$15.45K
ATHENE GLOBAL FUNDING SR SECURED 144A 08/26 4.86 2,432,000 2,432,000 0 0.29% -$5.57K
Hyundai Capital America 2,417,000 2,417,000 0 0.28% -$40.48K
GWT 2024-WOLF A 144A FRN 03-15-39 2,369,000 2,369,000 0 0.28% -$4.44K
US TREASURY N/B 2,631,000 2,631,000 0 0.28% -$29.14K
TOWN 2025-STAY C 144A FRN 03-15-42 2,306,000 2,306,000 0 0.28% -$7.30K
Engie 2,250,000 2,250,000 0 0.28% -$69.94K
TORONTO DOM BANK 2,181,000 2,181,000 0 0.27% -$50.29K
BANK OF AMER CRP 2,225,000 2,225,000 0 0.27% -$13.58K
Vantage Data Centers Germany Borrower Lux SARL, Series 2025-1A, Class A2 1,937,000 1,937,000 0 0.26% -$87.85K
MFCC 2024-2A A 144A 6.56% 07-20-29 2,191,000 2,191,000 0 0.26% -$8.57K
Global Atlantic (Fin) Co. 2,487,000 2,487,000 0 0.26% -$70.96K
BK OF NY MELLON 2,125,000 2,125,000 0 0.26% -$19.82K
TOYOTA MTR CRED 2,110,000 2,110,000 0 0.26% -$18.82K
NEXTERA ENERGY 2,095,000 2,095,000 0 0.26% -$38.95K
VDC 2020-2A A2 2,220,000 2,220,000 0 0.25% $5.97K
PNMSR 2024-GT1 A 2,100,000 2,100,000 0 0.25% -$14.62K
CIXCN 7 1/2 05/30/29 1,990,000 1,990,000 0 0.25% -$28.41K
ORL Trust 2024-GLKS 2,081,000 2,081,000 0 0.25% -$3.30K
HEXCEL CORP 2,000,000 2,000,000 0 0.25% -$43.48K
ONEOK INC 1,945,000 1,945,000 0 0.24% -$33.14K
US TREASURY N/B 3,364,000 3,364,000 0 0.24% -$13.73K
US TREASURY N/B 2,000,000 2,000,000 0 0.24% -$13.55K
Global Atlantic (Fin) Co. 2,143,000 2,143,000 0 0.24% -$192.95K
TX Trust, Series 2024-HOU, Class A 1,995,000 1,995,000 0 0.24% -$3.83K
Durst Commercial Mortgage Trust, Series 2025-151, Class C 1,925,000 1,925,000 0 0.23% -$24.46K
VDCR 2023-1A A2A 1,929,000 1,929,000 0 0.23% $60
ROCKET MTGE. LLC / 3.875% 2,080,000 2,080,000 0 0.23% -$56.32K
BAMLL Trust, Series 2024-BHP, Class A 1,890,000 1,890,000 0 0.23% -$3.04K
NYO Commercial Mortgage Trust, Series 2021-1290, Class A1 1,883,000 1,883,000 0 0.23% -$916
GSJP Trust, Series 2025-BEDS, Class A 1,868,000 1,868,000 0 0.22% -$12.52K
HYPER 2025-1A A2 1,905,000 1,905,000 0 0.22% -$28.50K
NLG GLB FUNDING 1,875,000 1,875,000 0 0.22% -$9.84K
JPMBB Commercial Mortgage Securities Trust, Series 2014-C23, Class D 2,000,000 2,000,000 0 0.22% -$19.87K
JPMORGAN CHASE 1,745,000 1,745,000 0 0.22% -$22.22K
Fortitude Global Funding 4.63 10/06/2028 1,805,000 1,805,000 0 0.21% -$20.15K
Vistra Operations Co. LLC 1,765,000 1,765,000 0 0.21% -$46.05K
Fontainebleau Miami Beach Mortgage Trust, Series 2024-FBLU, Class B 1,750,000 1,750,000 0 0.21% -$3.89K
BX Trust, Series 2025-GW, Class B 1,745,000 1,745,000 0 0.21% -$5.48K
SWEDBANK AB 1,718,000 1,718,000 0 0.21% -$11.82K
LAS VEGAS SAN 1,680,000 1,680,000 0 0.21% -$34.12K
STLA 6.45 03/18/35 144A 1,710,000 1,710,000 0 0.20% -$93.02K
MAREX GROUP 1,628,000 1,628,000 0 0.20% -$11.75K
BROOKFIELD ASSE 1,683,000 1,683,000 0 0.20% -$57.96K
STAR Trust, Series 2025-SFR6, Class B 1,656,000 1,656,000 0 0.20% -$1.17K
US TREASURY N/B 1,640,000 1,640,000 0 0.20% -$14.83K
HLTN Commercial Mortgage Trust, Series 2024-DPLO, Class A 1,610,500 1,610,500 0 0.19% -$3.07K
US TREASURY N/B 1,600,000 1,600,000 0 0.19% -$10.50K
CTR PARTNERSHIP LP CARETRUST CAPITAL CORP 1,649,000 1,649,000 0 0.19% -$21.89K
BNP PARIBAS 1,494,000 1,494,000 0 0.18% -$14.74K
ING GROEP NV 1,493,000 1,493,000 0 0.18% -$40.41K
BOCA Commercial Mortgage Trust, Series 2025-BOCA, Class A 1,481,000 1,481,000 0 0.18% -$1.04K
BAMLL Commercial Mortgage Securities Trust 2019-BPR 1,635,000 1,635,000 0 0.17% $134.30K
CENTENE CORP 1,589,000 1,589,000 0 0.17% -$28.37K
PENN Commercial Mortgage Trust, Series 2025-P11, Class A 1,410,000 1,410,000 0 0.17% -$11.80K
Capital Power (US Holdings) Inc. 1,400,000 1,400,000 0 0.17% -$20.01K
UWM HOLDINGS LLC REGD 144A P/P 6.25000000 1,527,000 1,527,000 0 0.17% -$133.40K
LIBMUT V4.125 12/15/51 144A 1,416,000 1,416,000 0 0.17% -$12.95K
JW Commercial Mortgage Trust, Series 2024-MRCO, Class B 1,380,000 1,380,000 0 0.17% -$3.07K
US TREASURY N/B 1,399,000 1,399,000 0 0.16% -$16.80K
NJ, Series 2025-WBRK, Class C 1,340,000 1,340,000 0 0.16% -$7.15K
HLTN Commercial Mortgage Trust, Series 2024-DPLO, Class B 1,335,000 1,335,000 0 0.16% -$3.78K
US TREASURY N/B 1,813,300 1,813,300 0 0.16% -$13.28K
ABN AMRO BANK NV 4.988%/VAR 12/03/2028 144A 1,300,000 1,300,000 0 0.16% -$13.56K
Citadel Securities Global Holdings LLC 1,275,000 1,275,000 0 0.16% -$38.08K
HHT 2025-MAUI A 144A FRN 03-15-42 1,300,000 1,300,000 0 0.16% -$2.06K
BPR Trust, Series 2022-SSP, Class A 1,280,000 1,280,000 0 0.15% -$203
CALIFORNIA ST HLTH FACS FING AUTH REVENUE 1,430,000 1,430,000 0 0.15% -$17.67K
MASTERBRAND INC REGD 144A P/P 7.00000000 1,278,000 1,278,000 0 0.15% -$75.87K
LPL HOLDINGS INC 1,215,000 1,215,000 0 0.14% -$40.61K
NUVEEN LLC 1,169,000 1,169,000 0 0.14% -$21.75K
WESTPAC NEW ZEALAND LTD 144A 5.132000% 02/26/2027 1,182,000 1,182,000 0 0.14% -$7.03K
DBC Mortgage Trust, Series 2025-DBC, Class A 1,180,000 1,180,000 0 0.14% -$1.69K
INTACT FINL CORP 5.459% 09/22/2032 144A 1,159,000 1,159,000 0 0.14% -$19.46K
FMC GMSR Issuer Trust, Series 2021-GT2, Class A 1,225,000 1,225,000 0 0.14% -$8.62K
DATABANK ISSUER COLO 2021 2A A2 144A 1,185,500 1,185,500 0 0.14% $6.92K
Fortitude Group Holdings, LLC 1,144,000 1,144,000 0 0.14% -$26.81K
ATHENE HOLDING 1,198,000 1,198,000 0 0.14% -$65.72K
Zegona Finance PLC 1,098,000 1,098,000 0 0.14% -$14.42K
FS Commercial Mortgage Trust, Series 2023-4SZN, Class A 1,139,000 1,139,000 0 0.14% -$9.80K
FORD MOTOR CRED 1,082,000 1,082,000 0 0.14% -$19.84K
GOLDMAN SACHS GP 1,122,000 1,122,000 0 0.14% -$17.90K
BARCLAYS PLC 1,129,000 1,129,000 0 0.14% -$8.63K
BROOKFIELD PROPERTY PARTN LP 5.75% PFD PERP 83,921 83,921 0 0.13% -$2.52K
SoFi Consumer Loan Program Trust, Series 2025-1, Class B 1,100,000 1,100,000 0 0.13% -$2.53K
UBS GROUP 1,246,000 1,246,000 0 0.13% -$7.71K
FISERV INC REGD 5.35000000 1,080,000 1,080,000 0 0.13% -$18.27K
US TREASURY N/B 1,354,300 1,354,300 0 0.13% -$9.63K
RJF 5.65 09/11/55 1,113,000 1,113,000 0 0.13% -$35.68K
NYCT Trust, Series 2024-3ELV, Class A 1,000,000 1,000,000 0 0.12% -$1.41K
DANSKE BANK AS (UNGTD) 5.427%/VAR 03/01/2028 144A 985,000 985,000 0 0.12% -$6.00K
SANTAN V1.722 09/14/27 1,000,000 1,000,000 0 0.12% $4.13K
BBVA Mexico SA Institucion De Banca Multiple Grupo Financiero BBVA Mexico/TX 5.13 01/18/2033 1,000,000 1,000,000 0 0.12% -$11.11K
SUNOCO LP SR UNSECURED 144A 05/30 4.625 990,000 990,000 0 0.11% -$8.97K
VDCUK 2024-1A A2 701,000 701,000 0 0.11% -$36.78K
MORGAN STANLEY BANK OF AMERICA MERRILL LYNCH TRUST MSBAM 2016-C29 C 993,200 993,200 0 0.11% -$2.85K
NOVELIS CORP REGD 144A P/P 4.75000000 960,000 960,000 0 0.11% -$19.14K
US TREASURY N/B 857,000 857,000 0 0.11% -$10.23K
RGCARE 9.875 08/15/30 144A 830,000 830,000 0 0.11% -$15.92K
ANGINC 5.25 06/03/30 144A 875,000 875,000 0 0.10% -$17.87K
SDR Commercial Mortgage Trust, Series 2024-DSNY, Class A 872,000 872,000 0 0.10% -$1.66K
VDC 2021-1A A2 869,000 869,000 0 0.10% $2.91K
GOLDMAN SACHS GP 852,000 852,000 0 0.10% -$14.57K
DIAMONDBACK ENER 819,000 819,000 0 0.10% -$7.14K
BNP V7.75 PERP 144A 787,000 787,000 0 0.10% -$21.96K
VOLTAGRID LLC SECURED 144A 11/30 7.375 750,000 750,000 0 0.09% $31.53K
US TREASURY N/B 1,099,000 1,099,000 0 0.09% -$5.84K
US TREASURY N/B 948,900 948,900 0 0.09% -$6.84K
SYNOVUS BANK GA 750,000 750,000 0 0.09% -$7.71K
CENTENE CORP 798,000 798,000 0 0.09% -$16.52K
RI NARPOL 2.09 09/01/2030 820,000 820,000 0 0.09% $958
EPR PROPERTIES 751,000 751,000 0 0.09% -$7.01K
Global Medical Response Inc 702,000 702,000 0 0.09% -$1.46K
VST 5.25 10/15/35 144A 750,000 750,000 0 0.09% -$19.10K
US TREASURY N/B 801,600 801,600 0 0.09% -$9.39K
ORACLE CORP 1,200,000 1,200,000 0 0.09% -$23.30K
US TREASURY N/B 1,318,000 1,318,000 0 0.09% -$4.53K
UNSEAM 7.875 02/15/31 144A 697,000 697,000 0 0.09% -$15.74K
QORVO INC REGD 144A P/P 3.37500000 775,000 775,000 0 0.08% -$18.06K
BBVA Mexico SA Institucion De Banca Multiple Grupo Financiero BBVA Mexico/TX 673,000 673,000 0 0.08% -$11.78K
SYNOVUS FINL 680,000 680,000 0 0.08% -$13.43K
ORL Trust, Series 2024-GLKS, Class B 688,000 688,000 0 0.08% -$1.10K
STLA 5.4 09/15/30 144A 689,000 689,000 0 0.08% -$23.15K
Government National Mortgage Association 653,000 653,000 0 0.08% -$940
BNP V9.25 PERP 144A 634,000 634,000 0 0.08% -$15.56K
Government National Mortgage Association 635,000 635,000 0 0.08% -$5.77K
US TREASURY N/B 679,000 679,000 0 0.08% -$6.15K
LAS VEGAS SAN 601,000 601,000 0 0.07% -$10.20K
UNICREDIT SPA SUBORDINATED 144A 06/35 VAR 611,000 611,000 0 0.07% -$13.03K
US TREASURY N/B 798,000 798,000 0 0.07% -$6.86K
US TREASURY N/B 594,000 594,000 0 0.07% -$7.29K
Texas Capital Bancshares, Inc. 605,000 605,000 0 0.07% $6.15K
NARRAGANSETT BAY RI COMMISSION WSTWTR SYS REVENUE 650,000 650,000 0 0.07% $498
NARRAGANSETT BAY RI COMMISSION WSTWTR SYS REVENUE 635,000 635,000 0 0.07% $522
ServiceMaster Funding LLC 612,451 612,451 0 0.07% -$3.17K
TYSN Mortgage Trust, Series 2023-CRNR, Class A 523,000 523,000 0 0.07% -$7.06K
NARRAGANSETT BAY RI COMMISSION WSTWTR SYS REVENUE 585,000 585,000 0 0.06% $384
ServiceMaster Funding LLC, Series 2020-1, Class A2I 525,258 525,258 0 0.06% -$403
EPR PROPERTIES 545,000 545,000 0 0.06% -$11.05K
Wells Fargo Commercial Mortgage Trust, Series 2016-C35, Class D 500,000 500,000 0 0.06% $1.56K
US TREASURY N/B 477,000 477,000 0 0.06% -$5.91K
CHARTER COMM OPT 696,000 696,000 0 0.05% -$8.27K
ANGINC 6.144 06/13/32 144A 433,000 433,000 0 0.05% -$9.00K
WILLIS NORTH AME 451,000 451,000 0 0.05% -$11.73K
American National Global Funding 420,000 420,000 0 0.05% -$6.89K
BANCO SANTANDER 400,000 400,000 0 0.05% -$3.64K
ORACLE CORP 612,000 612,000 0 0.05% -$15.01K
FORD FOUNDATION 650,000 650,000 0 0.05% -$4.57K
PNMAC GMSR Issuer Trust, Series 2025-GT1, Class A 350,000 350,000 0 0.04% -$644
BOEING CO 360,000 360,000 0 0.04% -$7.62K
DNFRA 2021-1A C 313,000 313,000 0 0.04% $3.16K
HAT HOLDINGS I LLC/HAT REGD 144A P/P 3.75000000 235,000 235,000 0 0.03% -$1.44K
MARSH & MCLENNAN 215,000 215,000 0 0.03% -$3.68K
FORD MOTOR CRED 210,000 210,000 0 0.03% -$2.77K
BANCO SANTANDER 200,000 200,000 0 0.02% -$959
US TREASURY N/B 347,000 347,000 0 0.02% -$1.19K
JPMBB Commercial Mortgage Securities Trust 2014-C22 260,000 260,000 0 0.02% -$3.21K
CENTENE CORP 130,000 130,000 0 0.01% -$3.17K
PNC FINANCIAL 50,000 50,000 0 0.01% -$1.10K
GLOBAL ATLANTIC FIN CO COMPANY GUAR 144A 06/33 7.95 30,000 30,000 0 0.00% -$2.08K
US TREASURY N/B 27,000 27,000 0 0.00% -$47
ZSCALER INC 1 1 0 0.00% $8.01K

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