Transamerica Aegon Core Bond VP
TRANSAMERICA SERIES 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 2.5 4/26 0 68,694,000 68,694,000 3.31% $57.75M
FNCL 5.5 4/26 0 45,990,000 45,990,000 2.65% $46.20M
FIXED INC CLEARING CORP.REPO 0 43,215,799 43,215,799 2.48% $43.22M
FNCL 3 4/26 0 48,842,000 48,842,000 2.46% $42.89M
FNCL 5 4/26 0 31,453,000 31,453,000 1.78% $31.02M
FNCL 4.5 4/26 0 31,891,000 31,891,000 1.77% $30.77M
FNCL 4 4/26 0 32,340,000 32,340,000 1.75% $30.51M
FNCL 6 4/26 0 25,324,000 25,324,000 1.48% $25.81M
FNCL 3.5 4/26 0 20,064,000 20,064,000 1.06% $18.39M
FNCL 2 4/26 0 21,791,000 21,791,000 1.01% $17.55M
U.S. Treasury Bills 0 15,000,000 15,000,000 0.85% $14.88M
US TREASURY N/B 0 14,972,000 14,972,000 0.85% $14.77M
Concord Minutemen Capital Co. LLC 0 14,500,000 14,500,000 0.82% $14.36M
U.S. Treasury Bills 0 14,000,000 14,000,000 0.80% $13.91M
Glencove Funding LLC 0 14,000,000 14,000,000 0.80% $13.91M
Lexington Parker Capital Co. LLC 0 13,000,000 13,000,000 0.74% $12.97M
Mackinac Funding Co. LLC 0 12,500,000 12,500,000 0.72% $12.46M
U.S. Treasury Bills 0 12,000,000 12,000,000 0.68% $11.93M
U.S. Treasury Bills 0 11,025,000 11,025,000 0.63% $11.01M
Barton Capital SA 0 10,750,000 10,750,000 0.61% $10.68M
Sheffield Receivables Co. LLC 0 10,000,000 10,000,000 0.57% $9.99M
Bedford Row Funding Corp. 0 10,000,000 10,000,000 0.57% $9.94M
Liberty Street Funding LLC 0 10,000,000 10,000,000 0.57% $9.93M
DBS Bank Ltd. 0 10,000,000 10,000,000 0.57% $9.93M
Mont Blanc Capital Corp. 0 9,700,000 9,700,000 0.55% $9.63M
Ranger Funding Co. LLC 0 9,700,000 9,700,000 0.55% $9.62M
Lloyds Bank PLC 0 9,250,000 9,250,000 0.53% $9.21M
Nieuw Amsterdam Receivables Corp. BV 0 9,000,000 9,000,000 0.51% $8.93M
Philip Morris International, Inc. 0 8,400,000 8,400,000 0.48% $8.37M
Anglesea Funding LLC 0 8,100,000 8,100,000 0.46% $8.07M
ABN AMRO Funding USA LLC 0 8,000,000 8,000,000 0.46% $7.97M
Cancara Asset Securitisation LLC 0 7,535,000 7,535,000 0.43% $7.51M
Victory Receivables Corp. 0 7,500,000 7,500,000 0.43% $7.49M
Verto Capital I-A LLC 0 7,500,000 7,500,000 0.43% $7.47M
LMA-Americas LLC 0 7,000,000 7,000,000 0.40% $6.96M
FNCI 3.5 4/25 0 7,205,000 7,205,000 0.40% $6.94M
LMA-Americas LLC 0 7,000,000 7,000,000 0.40% $6.93M
Macquarie Bank Ltd. 0 6,900,000 6,900,000 0.39% $6.85M
FNMA-15YR 0 7,098,000 7,098,000 0.37% $6.53M
Starbird Funding Corporation 0 6,000,000 6,000,000 0.34% $5.96M
Britannia Funding Co. LLC 0 6,000,000 6,000,000 0.34% $5.96M
Sheffield Receivables Co. LLC 0 5,700,000 5,700,000 0.33% $5.68M
US TREASURY N/B 0 5,551,000 5,551,000 0.31% $5.46M
Mont Blanc Capital Corp. 0 5,500,000 5,500,000 0.31% $5.45M
CROSS 2026-NQM2 A1 0 4,966,008 4,966,008 0.28% $4.92M
US TREASURY N/B 0 5,990,000 5,990,000 0.26% $4.53M
Uniform Mortgage-Backed Security, TBA 0 4,678,000 4,678,000 0.25% $4.42M
Morgan Stanley 0 4,352,000 4,352,000 0.25% $4.32M
BARCLAYS PLC 0 4,402,000 4,402,000 0.24% $4.26M
BANK OF AMER CRP 0 4,218,000 4,218,000 0.24% $4.16M
Victory Receivables Corp. 0 4,000,000 4,000,000 0.23% $3.97M
Manhattan Asset Funding Co. LLC 0 4,000,000 4,000,000 0.23% $3.97M
GCAT 2026-NQM1 A1 0 3,941,632 3,941,632 0.22% $3.90M
FNCI 3 4/24 0 4,081,000 4,081,000 0.22% $3.90M
JPMORGAN CHASE 0 3,820,000 3,820,000 0.21% $3.74M
Britannia Funding Co. LLC 0 3,750,000 3,750,000 0.21% $3.72M
AIMCO CLO SER 2018-BA / LLC AR3 TSFR3M+120 04/16/2037 144A 0 3,600,000 3,600,000 0.21% $3.60M
Columbia Funding Co. LLC 0 3,600,000 3,600,000 0.21% $3.58M
ARES CAPITAL COR 0 3,638,000 3,638,000 0.20% $3.52M
JBS/FOODS/FOOD 0 3,490,000 3,490,000 0.20% $3.49M
EDISON INTL 0 3,492,000 3,492,000 0.20% $3.41M
Liberty Street Funding LLC 0 3,410,000 3,410,000 0.19% $3.38M
FIFTH THIRD BANC 0 3,332,000 3,332,000 0.19% $3.25M
Macquarie Bank Ltd. 0 3,265,000 3,265,000 0.19% $3.23M
US TREASURY N/B 0 3,232,000 3,232,000 0.18% $3.17M
JPMORGAN CHASE 0 3,185,000 3,185,000 0.18% $3.13M
GOLDMAN SACHS GP 0 3,186,000 3,186,000 0.18% $3.08M
TOTALENERGI CAP 0 3,057,000 3,057,000 0.17% $3.03M
Alinghi Funding Co. LLC 0 3,000,000 3,000,000 0.17% $2.99M
Verto Capital I Compartment A 0 3,000,000 3,000,000 0.17% $2.99M
MORGAN STANLEY 0 2,845,000 2,845,000 0.17% $2.95M
AERCAP IRELAND 0 3,016,000 3,016,000 0.17% $2.93M
ROYAL CARIBBEAN 0 2,959,000 2,959,000 0.16% $2.81M
MORGAN STANLEY 0 2,888,000 2,888,000 0.16% $2.79M
BRAVO Residential Funding Trust, Series 2025-NQM3, Class A1 0 2,725,129 2,725,129 0.16% $2.74M
T-MOBILE USA INC 0 2,618,000 2,618,000 0.15% $2.58M
Saudi Arabian Oil Company 0 2,661,000 2,661,000 0.15% $2.56M
VST 5.35 01/31/36 144A 0 2,591,000 2,591,000 0.15% $2.53M
Verto Capital I-A LLC 0 2,500,000 2,500,000 0.14% $2.48M
ALBERTSONS COS/SAFEWAY SR UNSECURED 144A 03/34 5.75 0 2,465,000 2,465,000 0.14% $2.41M
Humana Inc 0 2,479,000 2,479,000 0.14% $2.38M
US TREASURY N/B 0 2,355,000 2,355,000 0.13% $2.33M
GOLDMAN SACHS GP 0 2,372,000 2,372,000 0.13% $2.32M
FIDELITY NATL IN 0 2,276,000 2,276,000 0.13% $2.26M
Store Capital LLC 0 2,263,000 2,263,000 0.13% $2.24M
BROADCOM INC 0 2,269,000 2,269,000 0.13% $2.24M
GLP Capital LP / GLP Financing II Inc 0 2,268,000 2,268,000 0.13% $2.21M
ORACLE CORP 0 2,257,000 2,257,000 0.12% $2.17M
BAT CAPITAL CORP 0 2,640,000 2,640,000 0.12% $2.14M
MARRIOTT INTL 0 2,145,000 2,145,000 0.12% $2.04M
GTA Funding LLC 0 2,000,000 2,000,000 0.11% $1.99M
Sierra Timeshare Receivables Funding LLC, Series 2025-2A, Class B 0 1,860,059 1,860,059 0.11% $1.86M
TPG OPERATING GR 0 1,868,000 1,868,000 0.11% $1.83M
ALEXANDRIA REAL 0 1,864,000 1,864,000 0.10% $1.82M
ABBOTT LABS 0 1,849,000 1,849,000 0.10% $1.79M
STATE OF ISRAEL 0 1,846,000 1,846,000 0.10% $1.78M
PNC FINANCIAL 0 1,778,000 1,778,000 0.10% $1.74M
CAPITAL ONE FINL 0 1,642,000 1,642,000 0.09% $1.61M
Fair Isaac Corp 0 1,574,000 1,574,000 0.09% $1.55M
CHARTER COMM OPT 0 1,832,000 1,832,000 0.09% $1.53M
SALESFORCE INC 0 1,515,000 1,515,000 0.09% $1.51M
ICG U.S. CLO Ltd. 0 1,500,000 1,500,000 0.09% $1.50M
CF INDUSTRIES IN 0 1,500,000 1,500,000 0.09% $1.49M
UWM HOLDINGS LLC REGD 144A P/P 6.62500000 0 1,519,000 1,519,000 0.08% $1.43M
EATON CORP 0 1,434,000 1,434,000 0.08% $1.42M
CONSTL ENRGY GEN 0 1,457,000 1,457,000 0.08% $1.40M
Gabx Leasing LLC 0 1,379,000 1,379,000 0.08% $1.35M
Victory Receivables Corp. 0 1,355,000 1,355,000 0.08% $1.35M
CENCORA INC 0 1,354,000 1,354,000 0.08% $1.33M
ORANGE SA SR UNSECURED 144A 01/33 4.75 0 1,327,000 1,327,000 0.08% $1.31M
UBS Group AG 0 1,324,000 1,324,000 0.07% $1.30M
FEDEX FREIGHT HO 0 1,255,000 1,255,000 0.07% $1.21M
HONEYWELL AEROSP 0 1,090,000 1,090,000 0.06% $1.08M
Blackstone Secured Lending Fund 0 1,038,000 1,038,000 0.06% $1.02M
TRITON CONTAINER 0 920,000 920,000 0.05% $900.80K
Enbridge, Inc. 0 883,000 883,000 0.05% $890.61K
DUKE ENERGY IND 0 760,000 760,000 0.04% $748.18K
SONOCO PRODUCTS CO REGD 5.75000000 0 737,000 737,000 0.04% $734.32K
Cyprium Corp / Cyprium Holdings Luxembourg Sarl 0 488,000 488,000 0.03% $481.08K
US TREASURY N/B 0 380,000 380,000 0.02% $370.62K
WESCO Distribution Inc 0 301,000 301,000 0.02% $299.20K
Security Shares Dec 2025 Shares Mar 2026 Δ shares End % Δ value
FNCL 2.5 1/26 62,315,000 0 -62,315,000 0.00% -$52.67M
FIXED INC CLEARING CORP.REPO 44,160,568 0 -44,160,568 0.00% -$44.16M
FNCL 5.5 1/26 43,437,000 0 -43,437,000 0.00% -$44.04M
FNCL 3 1/26 45,931,000 0 -45,931,000 0.00% -$40.62M
FNCL 5 1/26 28,534,000 0 -28,534,000 0.00% -$28.45M
FNCL 4.5 1/26 27,603,000 0 -27,603,000 0.00% -$26.94M
FNCL 4 1/26 28,378,000 0 -28,378,000 0.00% -$26.91M
FNCL 6 1/26 25,063,000 0 -25,063,000 0.00% -$25.73M
FNCL 2 1/26 20,047,000 0 -20,047,000 0.00% -$16.20M
WIB 0 03/19/26 15,000,000 0 -15,000,000 0.00% -$14.89M
FNCL 3.5 1/26 16,006,000 0 -16,006,000 0.00% -$14.80M
U.S. Treasury Bills 12,000,000 0 -12,000,000 0.00% -$11.93M
U.S. Treasury Bills 11,025,000 0 -11,025,000 0.00% -$11.01M
Glencove Funding LLC 10,265,000 0 -10,265,000 0.00% -$10.20M
Credit Agricole Corporate & Investment Bank SA 10,050,000 0 -10,050,000 0.00% -$9.98M
Mackinac Funding Co. LLC 10,000,000 0 -10,000,000 0.00% -$9.97M
Alinghi Funding Co. LLC 10,000,000 0 -10,000,000 0.00% -$9.97M
DNB Bank ASA 10,000,000 0 -10,000,000 0.00% -$9.96M
Mainbeach Funding LLC 10,000,000 0 -10,000,000 0.00% -$9.93M
Longship Funding LLC 10,000,000 0 -10,000,000 0.00% -$9.93M
Societe Generale SA 10,000,000 0 -10,000,000 0.00% -$9.93M
Mitsubishi UFJ Trust & Banking Corp. 10,000,000 0 -10,000,000 0.00% -$9.93M
Mont Blanc Capital Corp. 9,700,000 0 -9,700,000 0.00% -$9.62M
Lexington Parker Capital Co. LLC 9,000,000 0 -9,000,000 0.00% -$8.98M
Sheffield Receivables Co. LLC 8,400,000 0 -8,400,000 0.00% -$8.36M
Anglesea Funding LLC 8,100,000 0 -8,100,000 0.00% -$8.07M
Britannia Funding Co. LLC 7,500,000 0 -7,500,000 0.00% -$7.49M
Verto Capital I Compartment A 7,500,000 0 -7,500,000 0.00% -$7.47M
Nieuw Amsterdam Receivables Corp. BV 7,500,000 0 -7,500,000 0.00% -$7.46M
MUFG Securities Canada Ltd. 7,500,000 0 -7,500,000 0.00% -$7.44M
Ridgefield Funding Co. LLC 7,200,000 0 -7,200,000 0.00% -$7.14M
Manhattan Asset Funding Co. LLC 7,000,000 0 -7,000,000 0.00% -$6.95M
Concord Minutemen Capital Co. LLC 7,000,000 0 -7,000,000 0.00% -$6.95M
FNCI 3.5 1/25 6,542,000 0 -6,542,000 0.00% -$6.36M
Chariot Funding LLC 6,240,000 0 -6,240,000 0.00% -$6.21M
Gotham Funding Corp. 6,000,000 0 -6,000,000 0.00% -$6.00M
Air Liquide U.S. LLC 6,000,000 0 -6,000,000 0.00% -$5.96M
FNCI 2 1/26 6,434,000 0 -6,434,000 0.00% -$5.96M
Emerson Electric Co. 5,700,000 0 -5,700,000 0.00% -$5.68M
LMA-Americas LLC 5,500,000 0 -5,500,000 0.00% -$5.47M
MORGAN STANLEY 5,016,000 0 -5,016,000 0.00% -$5.23M
American Water Capital Corp. 5,000,000 0 -5,000,000 0.00% -$4.99M
Bedford Row Funding Corp. 5,000,000 0 -5,000,000 0.00% -$4.99M
Toronto-Dominion Bank 5,000,000 0 -5,000,000 0.00% -$4.96M
LMA-Americas LLC 4,250,000 0 -4,250,000 0.00% -$4.24M
FNCI 2.5 1/24 4,291,000 0 -4,291,000 0.00% -$4.06M
Columbia Funding Co. LLC 4,000,000 0 -4,000,000 0.00% -$3.97M
Emerson Electric Co. 4,000,000 0 -4,000,000 0.00% -$3.97M
FNCI 3 1/25 4,081,000 0 -4,081,000 0.00% -$3.93M
US TREASURY N/B 5,202,300 0 -5,202,300 0.00% -$3.90M
BANK OF AMER CRP 3,728,000 0 -3,728,000 0.00% -$3.88M
GTA Funding LLC 3,750,000 0 -3,750,000 0.00% -$3.73M
Columbia Funding Co. LLC 3,600,000 0 -3,600,000 0.00% -$3.59M
ALLSTATE CORP 3,382,000 0 -3,382,000 0.00% -$3.49M
JBS HLD/FOOD/GRP 3,401,000 0 -3,401,000 0.00% -$3.46M
Liberty Street Funding LLC 3,410,000 0 -3,410,000 0.00% -$3.39M
US TREASURY N/B 3,219,000 0 -3,219,000 0.00% -$3.30M
NNN REIT 3,218,000 0 -3,218,000 0.00% -$3.24M
US TREASURY N/B 3,191,000 0 -3,191,000 0.00% -$3.21M
DTE ELECTRIC CO 3,646,000 0 -3,646,000 0.00% -$3.10M
JPMORGAN CHASE 2,905,000 0 -2,905,000 0.00% -$3.01M
Cancara Asset Securitisation LLC 3,000,000 0 -3,000,000 0.00% -$2.98M
EXTRA SPACE STOR 2,756,000 0 -2,756,000 0.00% -$2.83M
LOWE'S COS INC 2,944,000 0 -2,944,000 0.00% -$2.82M
CITADL 5.9 02/10/30 144A 2,704,000 0 -2,704,000 0.00% -$2.76M
ARCELORMITTAL SA 2,609,000 0 -2,609,000 0.00% -$2.72M
Manhattan Asset Funding Co. LLC 2,700,000 0 -2,700,000 0.00% -$2.68M
US TREASURY N/B 2,558,000 0 -2,558,000 0.00% -$2.58M
T-MOBILE USA INC 2,504,000 0 -2,504,000 0.00% -$2.49M
Verto Capital I Compartment A 2,500,000 0 -2,500,000 0.00% -$2.48M
Britannia Funding Co. LLC 2,500,000 0 -2,500,000 0.00% -$2.48M
M&T BANK CORP 2,269,000 0 -2,269,000 0.00% -$2.33M
MORGAN STANLEY 2,185,000 0 -2,185,000 0.00% -$2.25M
JPMORGAN CHASE 2,075,000 0 -2,075,000 0.00% -$2.21M
WEYERHAEUSER CO 2,234,000 0 -2,234,000 0.00% -$2.20M
GOLDMAN SACHS GP 2,211,000 0 -2,211,000 0.00% -$2.19M
ROYAL CARIBBEAN 2,161,000 0 -2,161,000 0.00% -$2.17M
Liberty Street Funding LLC 2,160,000 0 -2,160,000 0.00% -$2.15M
AMERICAN EXPRESS 2,020,000 0 -2,020,000 0.00% -$2.11M
GTA Funding LLC 2,000,000 0 -2,000,000 0.00% -$1.99M
Ridgefield Funding Co. LLC 2,000,000 0 -2,000,000 0.00% -$1.99M
BAT Capital Corp 1,939,000 0 -1,939,000 0.00% -$1.93M
WP CAREY INC 5.375% 06/30/2034 1,704,000 0 -1,704,000 0.00% -$1.76M
US TREASURY N/B 1,729,000 0 -1,729,000 0.00% -$1.74M
GENERAL ELECTRIC 1,700,000 0 -1,700,000 0.00% -$1.71M
CAN IMPERIAL BK 1,612,000 0 -1,612,000 0.00% -$1.66M
GE HEALTHCARE 1,580,000 0 -1,580,000 0.00% -$1.62M
AERCAP IRELAND 1,592,000 0 -1,592,000 0.00% -$1.59M
Fair Isaac Corp. 1,501,000 0 -1,501,000 0.00% -$1.54M
ICG US CLO Ltd. 1,500,000 0 -1,500,000 0.00% -$1.50M
PNC FINANCIAL 1,447,000 0 -1,447,000 0.00% -$1.49M
BARCLAYS PLC 1,389,000 0 -1,389,000 0.00% -$1.45M
MOSAIC CO 1,435,000 0 -1,435,000 0.00% -$1.44M
AERCAP IRELAND 1,425,000 0 -1,425,000 0.00% -$1.42M
SOUTHERN POWER 1,392,000 0 -1,392,000 0.00% -$1.38M
CHARTER COMM OPT 1,803,000 0 -1,803,000 0.00% -$1.35M
Victory Receivables Corp. 1,355,000 0 -1,355,000 0.00% -$1.35M
MORGAN STANLEY 1,299,000 0 -1,299,000 0.00% -$1.35M
JPMORGAN CHASE 1,274,000 0 -1,274,000 0.00% -$1.34M
UBS V4.398 09/23/31 144A 1,314,000 0 -1,314,000 0.00% -$1.31M
MS V4.892 10/22/36 I 1,310,000 0 -1,310,000 0.00% -$1.30M
CADENCE DESIGN 1,276,000 0 -1,276,000 0.00% -$1.28M
US TREASURY N/B 1,395,000 0 -1,395,000 0.00% -$1.27M
LKQ CORP 1,180,000 0 -1,180,000 0.00% -$1.26M
COREBRIDGE FIN 1,207,000 0 -1,207,000 0.00% -$1.26M
US TREASURY N/B 1,284,000 0 -1,284,000 0.00% -$1.23M
STATE STREET CRP 1,188,000 0 -1,188,000 0.00% -$1.18M
US TREASURY N/B 1,204,000 0 -1,204,000 0.00% -$1.18M
SHELL FINANCE US 1,499,000 0 -1,499,000 0.00% -$1.17M
US TREASURY N/B 1,147,000 0 -1,147,000 0.00% -$1.14M
OCCIDENTAL PETE 1,087,000 0 -1,087,000 0.00% -$1.11M
ALLSTATE CORP 1,057,000 0 -1,057,000 0.00% -$1.10M
GENERAL MOTORS C 1,071,000 0 -1,071,000 0.00% -$1.10M
BLACK HILLS CORP 1,079,000 0 -1,079,000 0.00% -$1.08M
CITIGROUP INC 1,005,000 0 -1,005,000 0.00% -$1.07M
UPJOHN INC 1,087,000 0 -1,087,000 0.00% -$1.06M
SOUTHERN POWER 1,032,000 0 -1,032,000 0.00% -$1.03M
NUTRIEN LTD 993,000 0 -993,000 0.00% -$1.01M
QUALCOMM INC 1,429,000 0 -1,429,000 0.00% -$987.05K
EQT CORP SR UNSECURED 04/29 6.375 819,000 0 -819,000 0.00% -$847.49K
BANK OF NY MELLON CORP SR SUBORDINA 07/39 VAR 787,000 0 -787,000 0.00% -$822.42K
M&T BANK CORP 745,000 0 -745,000 0.00% -$757.03K
GENERAL MOTORS 568,000 0 -568,000 0.00% -$575.97K
LYB INT FIN III 496,000 0 -496,000 0.00% -$497.84K
ALBERTSONS COS/SAFEWAY REGD 144A P/P 5.50000000 189,000 0 -189,000 0.00% -$190.99K
US TREASURY N/B 188,400 0 -188,400 0.00% -$189.96K
FREDDIE MAC NON GOLD POOL P#1J1418 V/R 6.06500000 1,827 0 -1,827 0.00% -$1.88K
Wachovia Bank Commercial Mortgage Trust, Series 2006-C24, Class XC 1,136 0 -1,136 0.00% -$0
Security Shares Dec 2025 Shares Mar 2026 Δ shares End % Δ value
US TREASURY N/B 4,497,000 21,295,000 16,798,000 1.13% $15.50M
US TREASURY N/B 4,297,000 10,625,000 6,328,000 0.60% $6.21M
US TREASURY N/B 1,032,200 9,613,200 8,581,000 0.51% $7.98M
US TREASURY N/B 5,504,000 8,179,000 2,675,000 0.47% $2.61M
BANK OF AMER CRP 6,954,000 7,406,000 452,000 0.44% $386.34K
US TREASURY N/B 3,894,000 7,573,000 3,679,000 0.42% $3.55M
SBA TOWER TRUST REGD 144A P/P 6.59900000 5,630,000 7,217,000 1,587,000 0.42% $1.57M
US TREASURY N/B 4,021,000 7,138,000 3,117,000 0.40% $3.04M
State Street Navigator Securities Lending Government Money Market Portfolio 224,988 6,352,502 6,127,515 0.36% $6.13M
US TREASURY N/B 1,655,300 5,987,300 4,332,000 0.33% $4.20M
CAIXABANK SA REGD V/R 144A P/P 6.84000000 4,595,000 5,017,000 422,000 0.31% $339.28K
US TREASURY N/B 2,970,800 8,657,800 5,687,000 0.27% $3.11M
CANADIAN PACIFIC 4,808,000 5,121,000 313,000 0.26% $224.44K
SCFET 2025-1A A3 144A 5.11% 11-21-33 2,509,000 4,239,000 1,730,000 0.25% $1.75M
EQUINOR ASA 4,038,000 4,300,000 262,000 0.24% $216.71K
GMREV 2021-1 A 2,739,000 4,239,000 1,500,000 0.24% $1.49M
BX 2025-ARIA A 2,869,000 4,069,000 1,200,000 0.23% $1.20M
Element Fleet Management Corp. 3,667,000 3,905,000 238,000 0.23% $193.21K
HYUNDAI CAPITAL AMERICA SR UNSECURED 144A 06/32 5.4 3,416,000 3,639,000 223,000 0.21% $162.55K
BOEING CO/THE 3,130,000 3,333,000 203,000 0.21% $167.88K
CHENIERE ENERGYP 3,190,000 3,397,000 207,000 0.20% $178.52K
BAT CAPITAL CORP 3,226,000 3,436,000 210,000 0.20% $173.50K
VST 5.25 10/15/35 144A 2,045,000 3,587,000 1,542,000 0.20% $1.44M
CAPITAL ONE FINL 3,193,000 3,400,000 207,000 0.20% $121.79K
PHILIP MORRIS IN 3,363,000 3,582,000 219,000 0.20% $155.82K
Avolon Holdings Funding Ltd. 3,135,000 3,339,000 204,000 0.20% $168.84K
BUNGE LTD FIN CP 3,221,000 3,430,000 209,000 0.20% $143.40K
DUKE ENERGY COR 3,272,000 3,484,000 212,000 0.19% $151.81K
RGA GLOBAL 3,171,000 3,377,000 206,000 0.19% $142.42K
GXO LOGISTICS 3,525,000 3,755,000 230,000 0.19% $171.56K
HUNT INGALLS IND 3,200,000 3,408,000 208,000 0.19% $196.71K
FNMNT 2023-1 A 5.13% 04-15-29 2,075,000 3,200,000 1,125,000 0.18% $1.12M
NATWEST GROUP 2,867,000 3,073,000 206,000 0.18% $145.21K
FIRST CITIZENS BANCSHARE SR UNSECURED 03/31 VAR 2,985,000 3,180,000 195,000 0.18% $122.82K
CAPITAL ONE FINL 2,995,000 3,190,000 195,000 0.18% $112.59K
SOUTHWEST AIR 2,926,000 3,118,000 192,000 0.18% $145.47K
PRUDENTIAL FIN 3,165,000 3,370,000 205,000 0.18% $117.54K
DIAMONDBACK ENER 2,760,000 2,939,000 179,000 0.17% $157.63K
JPMORGAN CHASE 2,759,000 2,938,000 179,000 0.17% $151.96K
AVOLON HOLDINGS FUNDING LTD 4.9% 10/10/2030 144A 2,812,000 2,994,000 182,000 0.17% $146.23K
DEUTSCHE BANK NY 2,835,000 2,991,000 156,000 0.17% $115.51K
WELLS FARGO CO 2,744,000 2,848,000 104,000 0.17% $38.42K
BROWN & BROWN 2,730,000 2,907,000 177,000 0.17% $103.92K
ONEOK INC REGD 6.10000000 2,582,000 2,751,000 169,000 0.17% $135.15K
META PLATFORMS 2,688,000 2,863,000 175,000 0.16% $141.54K
HCA INC 2,729,000 2,906,000 177,000 0.16% $117.87K
DUKE ENERGY COR 3,564,000 3,796,000 232,000 0.16% $98.39K
GOLDMAN SACHS GP 2,898,000 3,086,000 188,000 0.16% $123.88K
ENCANA CORP 2,410,000 2,567,000 157,000 0.16% $147.01K
HUBBELL INC 2,621,000 2,792,000 171,000 0.16% $114.94K
HP ENTERPRISE 2,618,000 2,788,000 170,000 0.15% $103.75K
EXPEDIA GRP INC 2,547,000 2,714,000 167,000 0.15% $79.98K
CVS HEALTH CORP 2,507,000 2,670,000 163,000 0.15% $114.19K
TYCO ELECTRONICS GROUP S REGD 5.00000000 2,419,000 2,576,000 157,000 0.15% $118.93K
DELL INT / EMC 2,485,000 2,646,000 161,000 0.15% $108.26K
ENBRIDGE INC 2,294,000 2,443,000 149,000 0.14% $125.17K
CIGNA GROUP/THE 2,317,000 2,467,000 150,000 0.14% $111.46K
LABORATORY CORP 2,356,000 2,509,000 153,000 0.14% $107.76K
WELLS FARGO CO 2,246,000 2,393,000 147,000 0.14% $113.60K
MICRON TECH 2,157,000 2,298,000 141,000 0.14% $171.09K
HEICO CORP 2,163,000 2,305,000 142,000 0.13% $104.49K
NXP BV/NXP FDG 2,204,000 2,348,000 144,000 0.13% $104.32K
BAYER US FIN II 2,195,000 2,339,000 144,000 0.13% $83.54K
QUANTA SERVICES 2,336,000 2,488,000 152,000 0.13% $121.33K
AMERICAN HOMES 4 2,126,000 2,264,000 138,000 0.13% $88.52K
GILEAD SCIENCES 2,070,000 2,205,000 135,000 0.13% $106.39K
VICI PROPERTIE 2,092,000 2,228,000 136,000 0.13% $107.33K
MICROCHIP TECH 2,036,000 2,169,000 133,000 0.13% $124.67K
SVELEV 1.8 02/10/31 144A 2,387,000 2,542,000 155,000 0.13% $110.23K
VERIZON COMM INC 3,382,000 3,602,000 220,000 0.12% $101.67K
BOEING CO 2,047,000 2,180,000 133,000 0.12% $94.05K
APPLOVIN CORP 1,988,000 2,117,000 129,000 0.12% $56.90K
T-MOBILE USA INC 2,083,000 2,219,000 136,000 0.12% $107.21K
TRANSCONT GAS PL 1,986,000 2,115,000 129,000 0.12% $96.82K
ANHEUSER-BUSCH 2,334,000 2,486,000 152,000 0.12% $76.43K
GLENCORE FDG LLC 2,163,000 2,305,000 142,000 0.12% $104.21K
CARGILL INC 5.125 2/35 1,903,000 2,027,000 124,000 0.12% $98.36K
PILGRIM'S PRIDE 1,739,000 1,852,000 113,000 0.11% $70.73K
CVS HEALTH CORP SR UNSECURED 06/44 6 1,903,000 2,027,000 124,000 0.11% $83.27K
WESTERN MIDSTRM 1,755,000 1,870,000 115,000 0.11% $93.37K
FISERV INC 1,803,000 1,920,000 117,000 0.11% $101.02K
BROADCOM INC 2,133,000 2,272,000 139,000 0.11% $93.35K
DUKE ENERGY PROG 2,470,000 2,630,000 160,000 0.11% $78.36K
PFIZER INVSTMNT 1,896,000 2,020,000 124,000 0.11% $81.55K
ENBRIDGE INC 1,766,000 1,881,000 115,000 0.11% $95.30K
ROPER TECHNOLOGI 1,848,000 1,968,000 120,000 0.11% $56.23K
ORACLE CORP 1,856,000 1,977,000 121,000 0.11% $32.58K
INTEL CORP 2,005,000 2,135,000 130,000 0.11% $88.03K
CIGNA GROUP/THE 1,876,000 1,998,000 122,000 0.11% $104.62K
WESTLAKE CORP 1,711,000 1,822,000 111,000 0.10% $105.43K
CENTENE CORP 1,888,000 2,010,000 122,000 0.10% $78.31K
SAFEHOLD GL HLD 1,612,000 1,717,000 105,000 0.10% $95.88K
CONSTELLATION BR 1,741,000 1,854,000 113,000 0.10% $68.01K
BAXTER INTL 1,709,000 1,820,000 111,000 0.10% $47.92K
INGERSOLL RAND 1,600,000 1,705,000 105,000 0.10% $76.17K
BOSTON PROP LP 1,642,000 1,749,000 107,000 0.10% $50.76K
HYATT HOTELS 1,644,000 1,751,000 107,000 0.10% $67.66K
VULCAN MATERIALS 1,577,000 1,680,000 103,000 0.10% $72.26K
OWENS CORNING 2,008,000 2,138,000 130,000 0.10% $62.28K
HCA INC 1,612,000 1,717,000 105,000 0.10% $54.68K
UNITEDHEALTH GRP 1,515,000 1,614,000 99,000 0.09% $76.02K
GENERAL ELECTRIC CO SR UNSECURED 03/44 4.5 1,694,000 1,804,000 110,000 0.09% $74.67K
ORACLE CORP 1,720,000 1,831,000 111,000 0.09% $26.31K
ROYALTY PHARMA 1,627,000 1,733,000 106,000 0.09% $86.01K
ELEVANCE HEALTH 1,541,000 1,641,000 100,000 0.09% $50.70K
ARROW ELECTRONIC 1,409,000 1,501,000 92,000 0.09% $68.87K
GEN MOTORS FIN 1,388,000 1,479,000 91,000 0.09% $66.76K
AMRIZE FINANCE 1,411,000 1,503,000 92,000 0.09% $73.30K
RPRX 5.2 09/25/35 1,421,000 1,513,000 92,000 0.09% $65.04K
VERALTO CORP 1,333,000 1,419,000 86,000 0.08% $57.84K
Georgia-Pacific LLC 1,335,000 1,421,000 86,000 0.08% $63.44K
PACIFIC GAS&ELEC 1,490,000 1,587,000 97,000 0.08% $81.34K
UNITED PARCEL 1,304,000 1,389,000 85,000 0.08% $68.05K
SYY 5.4 03/23/35 1,312,000 1,397,000 85,000 0.08% $27.89K
KROGER CO 1,318,000 1,403,000 85,000 0.08% $59.99K
SYNOPSYS INC 1,291,000 1,374,000 83,000 0.08% $64.53K
T-MOBILE USA INC 1,318,000 1,403,000 85,000 0.08% $70.25K
GXO LOGISTICS 1,215,000 1,295,000 80,000 0.08% $46.42K
APTIV SWISS HOLD 1,338,000 1,424,000 86,000 0.08% $82.48K
Gulfstream Natural Gas System, L.L.C. 1,199,000 1,277,000 78,000 0.07% $64.22K
VERIZON COMM INC 1,215,000 1,295,000 80,000 0.07% $64.94K
AMGEN INC 1,192,000 1,270,000 78,000 0.07% $53.14K
BOEING CO/THE 1,065,000 1,134,000 69,000 0.07% $51.91K
ENERGY TRANSFER 1,185,000 1,263,000 78,000 0.07% $67.56K
ENERGY TRANSFER 1,285,000 1,368,000 83,000 0.07% $54.30K
ENERGY TRANS 1,114,000 1,186,000 72,000 0.07% $65.02K
JPMORGAN CHASE 1,054,000 1,123,000 69,000 0.07% $56.71K
CSL FINANCE PLC COMPANY GUAR 144A 04/42 4.625 1,236,000 1,316,000 80,000 0.07% $45.22K
M&T BANK CORP 1,017,000 1,083,000 66,000 0.07% $54.00K
SABINE PASS LIQU 1,080,000 1,150,000 70,000 0.07% $64.16K
LPL HOLDINGS INC 1,060,000 1,129,000 69,000 0.07% $59.12K
NBCUNIVERSAL MED 1,268,000 1,351,000 83,000 0.06% $43.85K
BLACKSTONE REG 1,091,000 1,162,000 71,000 0.06% $38.43K
Sierra Timeshare Receivables Funding LLC, Series 2025-2A, Class A 531,306 1,072,961 541,654 0.06% $538.78K
AMERICAN INTERNA 987,000 1,051,000 64,000 0.06% $43.82K
Fortitude Group Holdings, LLC 954,000 1,015,000 61,000 0.06% $39.96K
UBER TECHNOLOGIE 987,000 1,051,000 64,000 0.06% $42.22K
AMGEN INC 1,248,000 1,329,000 81,000 0.05% $44.33K
SYNOPSYS INC 927,000 987,000 60,000 0.05% $24.08K
JM SMUCKER CO 843,000 898,000 55,000 0.05% $31.33K
CARLISLE COS INC 868,000 924,000 56,000 0.05% $38.02K
GE HEALTHCARE 876,000 933,000 57,000 0.05% $40.54K
NXP BV/NXP FDG 1,338,000 1,424,000 86,000 0.05% $29.16K
KEYSIGHT TECHNOL 854,000 909,000 55,000 0.05% $39.33K
BRISTOL-MYERS 776,000 827,000 51,000 0.05% $38.11K
HEALTH CARE SERVICE CORP SR UNSECURED 144A 06/54 5.875 794,000 846,000 52,000 0.05% $31.55K
MERCK & CO INC 814,000 867,000 53,000 0.04% $33.73K
INTUIT INC 794,000 846,000 52,000 0.04% -$3.90K
AMRIZE FINANCE US LLC COMPANY GUAR 09/46 4.75 825,000 878,000 53,000 0.04% $37.06K
BROWN & BROWN 706,000 753,000 47,000 0.04% $28.94K
CAPITAL ONE FINL 625,000 666,000 41,000 0.04% $25.00K
ALLY FINANCIAL 609,000 648,000 39,000 0.04% $33.64K
COMCAST CORP 1,032,000 1,099,000 67,000 0.03% $28.95K
ORACLE CORP 662,000 705,000 43,000 0.03% $6.55K
RENAISSANCERE HO 487,000 518,000 31,000 0.03% $21.17K
AM AIRLN 16-2 AA 462,340 492,734 30,394 0.03% $28.02K
CMS ENERGY 359,000 382,000 23,000 0.02% $14.67K
WILLIAMS COS INC 206,000 220,000 14,000 0.01% $7.13K
PACIFIC GAS & ELECTRIC REGD 3.75000000 245,000 262,000 17,000 0.01% $10.78K
QUANTA SERVICES 109,000 116,000 7,000 0.01% $4.94K
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION SER 2012-H24 CL FA V/R 4.56411000 3,665 3,690 25 0.00% $25
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION SER 2012-H26 CL MA V/R 4.66411000 452 457 4 0.00% $4
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION SER 2012-H21 CL CF V/R 4.81411000 54 54 1 0.00% $1
Security Shares Dec 2025 Shares Mar 2026 Δ shares End % Δ value
US TREASURY N/B 37,044,000 21,356,000 -15,688,000 1.22% -$15.89M
US TREASURY N/B 19,175,000 16,146,000 -3,029,000 0.89% -$3.05M
U.S. TREASURY INFLATION-PROTECTED SECURITIES 2-1/2% 01/15/29 12,964,415 12,949,967 -14,448 0.77% $51.94K
OBX Trust 14,000,000 13,166,985 -833,015 0.75% -$923.13K
US TREASURY N/B 17,056,000 12,716,000 -4,340,000 0.74% -$4.57M
US TREASURY N/B 20,233,000 13,348,000 -6,885,000 0.67% -$6.01M
U.S. TREASURY INFLATION-PROTECTED SECURITIES .125 07/15/2030 8,593,075 8,583,466 -9,609 0.47% $60.64K
US TREASURY N/B 14,742,000 6,999,000 -7,743,000 0.39% -$7.65M
US TREASURY N/B 11,294,500 10,389,500 -905,000 0.35% -$571.88K
OBX Trust, Series 2025-NQM18, Class A1 6,856,151 6,027,002 -829,148 0.34% -$870.24K
U.S. TREASURY INFLATION-PROTECTED SECURITIES 1.50% 2/15/2053 6,593,646 6,586,241 -7,405 0.29% -$92.50K
Cross Mortgage Trust, Series 2025-H10, Class A1 4,700,000 4,560,322 -139,678 0.26% -$171.75K
BRAVO Residential Funding Trust, Series 2025-NQM6, Class A1 4,291,030 3,912,600 -378,430 0.22% -$400.00K
Accelerated LLC 4,253,722 3,835,930 -417,792 0.22% -$448.97K
US TREASURY N/B 9,647,700 3,726,700 -5,921,000 0.21% -$5.80M
CROSS MORTGAGE TRUST CROSS 2025 H7 A1 144A 3,743,793 3,587,180 -156,613 0.20% -$179.61K
MVWOT 2024-1A A 3,876,375 3,469,559 -406,816 0.20% -$448.55K
GCAT Trust, Series 2025-NQM6, Class A1 3,778,877 3,423,970 -354,907 0.20% -$379.73K
ONSLOW BAY FINANCIAL LLC OBX 2025 NQM13 A1 144A 2,606,516 2,336,359 -270,156 0.13% -$285.56K
CROSS MORTGAGE TRUST CROSS 2025 H8 A1 144A 2,412,900 2,350,524 -62,376 0.13% -$78.88K
MFRA TRUST MFRA 2021 RPL1 A1 144A 2,720,075 2,546,474 -173,601 0.13% -$174.45K
TPMT 2020-4 A1 144A 1.75% 10-25-60 2,663,355 2,546,107 -117,247 0.13% -$119.86K
Federal National Mortgage Association 2,327,657 2,287,193 -40,464 0.13% -$63.87K
CSMC Trust 2,744,196 2,668,393 -75,803 0.13% -$91.40K
Hilton Grand Vacations Trust 2024-3 2,430,616 2,161,392 -269,224 0.12% -$289.29K
MVW Owner Trust 2,292,783 2,160,990 -131,793 0.12% -$150.82K
Federal National Mortgage Association 2,217,366 2,114,831 -102,535 0.12% -$124.69K
Federal National Mortgage Association 2,152,039 2,114,207 -37,832 0.12% -$60.03K
Federal National Mortgage Association 2,132,220 2,017,692 -114,528 0.12% -$135.55K
Federal National Mortgage Association 2,111,199 2,036,378 -74,820 0.12% -$94.83K
Federal National Mortgage Association 1,890,217 1,854,260 -35,957 0.11% -$53.87K
Provident Funding Mortgage Trust, Series 2025-5, Class A2 1,989,487 1,840,584 -148,904 0.11% -$170.70K
GLP CAP/FIN II 2,457,000 1,864,000 -593,000 0.10% -$638.74K
AOMT 2025-1 A1 1,871,184 1,728,808 -142,376 0.10% -$153.91K
HINNT LLC 1,769,115 1,584,324 -184,791 0.09% -$195.18K
FR SD8342 1,581,445 1,510,985 -70,460 0.09% -$84.81K
PNC FINANCIAL 2,718,000 1,444,000 -1,274,000 0.09% -$1.41M
TOWD POINT MORTGAGE TRUST TPMT 2021 1 A1 144A 1,696,397 1,584,615 -111,782 0.09% -$117.23K
FNMA UMBS, 30 Year 1,472,840 1,330,716 -142,124 0.08% -$158.12K
BRAVO Residential Funding Trust, Series 2024-NQM7, Class A1 1,357,766 1,257,665 -100,101 0.07% -$105.63K
TPMT 2018-4 A1 144A FRN 06-25-58 1,322,051 1,295,747 -26,304 0.07% -$34.50K
TPMT 2021-R1 A1 1,231,570 1,214,840 -16,730 0.06% -$25.70K
New Residential Mortgage Loan Trust 2017-1 1,194,419 1,118,135 -76,284 0.06% -$79.81K
TPMT 2019-4 A1 1,141,489 1,080,589 -60,900 0.06% -$62.56K
US TREASURY N/B 2,302,000 1,602,000 -700,000 0.06% -$462.23K
FNMA, Other 998,805 980,252 -18,553 0.06% -$28.55K
HEALTHPEAK OP 3,177,000 974,000 -2,203,000 0.05% -$2.21M
TPMT 2023-1 A1 144A 3.75% 01-25-63 995,189 964,062 -31,127 0.05% -$46.29K
FNMA UMBS, 30 Year 1,066,944 1,059,505 -7,439 0.05% -$10.84K
COLT Mortgage Loan Trust, Series 2024-2, Class A1 792,200 734,535 -57,664 0.04% -$61.10K
Hilton Grand Vacations Trust, Series 2025-2A, Class A 774,380 685,934 -88,445 0.04% -$93.84K
FREDDIE MAC POOL UMBS P#RA6702 3.00000000 773,864 756,757 -17,107 0.04% -$19.70K
FNMA UMBS, 30 Year 761,901 749,802 -12,099 0.04% -$12.44K
FNMA 30YR 3% 01/01/2052#CB2670 741,901 725,047 -16,854 0.04% -$19.21K
FNMDI4 2.5 BF0546 07-01-61 718,110 706,379 -11,732 0.03% -$10.45K
TPMT 2017-4 A1 144A FRN 06-25-57 667,643 584,784 -82,859 0.03% -$80.91K
FR SD8316 585,065 558,859 -26,206 0.03% -$30.97K
BRAVO Residential Funding Trust, Series 2024-NQM3, Class A1 598,155 557,011 -41,145 0.03% -$43.69K
FNMA UMBS, 30 Year 568,279 557,660 -10,619 0.03% -$15.28K
Sierra Timeshare Receivables Funding LLC, Series 2025-1A, Class A 594,776 524,262 -70,514 0.03% -$75.05K
FNMA, Other 583,723 570,549 -13,174 0.03% -$16.42K
ONSLOW BAY FINANCIAL LLC OBX 2023 NQM4 A1 144A 552,582 511,892 -40,690 0.03% -$42.45K
FNMDI6 3.0 BF0497 07-01-60 572,188 560,817 -11,371 0.03% -$13.19K
TOWD PT MTG TR 2022 3.75% 07/25/2062 144A 525,740 510,125 -15,616 0.03% -$21.72K
ONSLOW BAY FINANCIAL LLC OBX 2025 NQM2 A1 144A 517,837 472,868 -44,969 0.03% -$47.38K
Sierra Timeshare Receivables Funding LLC 492,316 446,035 -46,281 0.03% -$49.54K
Bravo Residential Funding Trust, Series 2025-NQM1, Class A1 468,021 430,467 -37,554 0.02% -$39.61K
BXG Receivables Note Trust, Series 2023-A, Class A 472,516 413,598 -58,918 0.02% -$63.01K
MVWOT 2023-1A A 433,311 395,941 -37,370 0.02% -$40.80K
MST 2019-1A A1A 440,148 390,600 -49,547 0.02% -$49.74K
Accelerated LLC, Series 2021-1H, Class B 415,259 377,944 -37,316 0.02% -$36.22K
Sierra Timeshare Receivables Funding LLC 384,511 344,092 -40,420 0.02% -$42.63K
BRAVO Residential Funding Trust, Series 2024-NQM2, Class A1 350,939 304,966 -45,973 0.02% -$47.38K
FREDDIE MAC POOL UMBS P#ZM6956 4.50000000 301,343 295,578 -5,764 0.02% -$8.57K
FREDDIE MAC FHR 4217 F 280,518 272,554 -7,963 0.02% -$7.87K
TPMT 2017-6 A1 144A FRN 10-25-57 319,556 269,644 -49,912 0.02% -$49.09K
HENDR 2010-1A A 303,283 260,569 -42,714 0.02% -$43.29K
Federal Home Loan Mortgage Corp. 273,472 270,729 -2,743 0.01% -$3.92K
FREDDIE MAC GOLD POOL P#U99134 4.00000000 269,359 263,746 -5,613 0.01% -$6.71K
FNMA, Other 252,349 246,518 -5,831 0.01% -$6.55K
NEW RESIDENTIAL MORTGAGE LOAN TRUST 2017-3 SER 2017-3A CL A1 V/R REGD 144A P/P 4.00000000 254,933 245,497 -9,436 0.01% -$10.32K
FREDDIE MAC GOLD POOL P#U99051 3.50000000 259,790 249,624 -10,166 0.01% -$12.17K
FNMA, Other 249,633 243,822 -5,811 0.01% -$7.98K
ONSLOW BAY FINANCIAL LLC OBX 2024 NQM4 A1 144A 234,355 217,631 -16,724 0.01% -$17.58K
FNMA, Other 225,821 219,021 -6,800 0.01% -$7.85K
HINTT 2024-A A 203,470 185,103 -18,367 0.01% -$20.09K
NRZT 2019-5A A1B 207,466 198,322 -9,143 0.01% -$9.72K
Sierra Timeshare Receivables Funding LLC 195,574 174,933 -20,640 0.01% -$22.91K
ONSLOW BAY FINANCIAL LLC OBX 2024 NQM6 A1 144A 202,494 177,256 -25,238 0.01% -$26.27K
FNMA, Other 207,479 194,390 -13,089 0.01% -$13.24K
Hilton Grand Vacations Trust, Series 2024-2A, Class A 187,548 172,330 -15,218 0.01% -$16.80K
Sierra Timeshare Receivables Funding LLC, Series 2023-2A, Class A 177,750 158,310 -19,439 0.01% -$21.22K
FNMA UMBS, 30 Year 165,373 160,243 -5,130 0.01% -$5.92K
Hilton Grand Vacations Trust, Series 2024-1B, Class A 172,476 150,051 -22,425 0.01% -$24.17K
TPMT 2018-1 A1 144A FRN 01-25-58 269,265 148,616 -120,650 0.01% -$119.74K
HERO Funding Trust Series 17-3A Class A2 160,668 158,023 -2,645 0.01% -$3.42K
FNMA, Other 151,801 148,228 -3,574 0.01% -$4.52K
FN BK4740 149,649 145,382 -4,268 0.01% -$5.33K
HERO Funding Trust, Series 2017-1A, Class A2 146,266 144,593 -1,673 0.01% -$2.08K
Federal National Mortgage Association Pool #7120 135,554 130,620 -4,934 0.01% -$5.46K
FREDDIE MAC GOLD POOL P#U90690 3.50000000 127,896 126,130 -1,766 0.01% -$2.94K
FREDDIE MAC GOLD POOL P#U90975 4.00000000 113,206 111,473 -1,733 0.01% -$2.08K
Renew, Series 2017-1A, Class A 77,501 76,244 -1,257 0.00% -$1.07K
FN MA1138 74,177 69,343 -4,834 0.00% -$5.11K
FNMA, REMIC, Series 2013-101, Class DO 89,622 88,488 -1,134 0.00% -$3.07K
COUNTRYWIDE ALTERNATIVE LOAN T RUST SER 2004-2CB CL 1A9 REGD 5.75000000 60,286 57,975 -2,311 0.00% -$2.63K
FNMA, REMIC, Series 2013-92 77,579 75,076 -2,503 0.00% -$2.63K
GSMPS Mortgage Loan Trust, Series 2005-RP2, Class 1AF 63,810 62,132 -1,678 0.00% -$1.62K
Structured Asset Mortgage Investments II Trust 2003-AR4 56,237 53,596 -2,641 0.00% -$2.43K
Goodgreen Trust, Series 2017-1A, Class A 56,555 55,680 -875 0.00% -$716
Sequoia Mortgage Trust, Series 2004-8, Class A1 60,143 58,330 -1,813 0.00% -$1.54K
FSPC T-62 1A1 V/R 10/25/44 5.27810000 54,755 52,638 -2,116 0.00% -$1.87K
COUNTRYWIDE ALTERNATIVE LOAN T CWALT 2005 28CB 1A4 56,942 54,764 -2,178 0.00% -$2.26K
Accelerated LLC, Series 2021-1H, Class A 54,423 49,533 -4,891 0.00% -$4.76K
Structured Asset Mortgage Investments II Trust, Series 2004-AR1, Class 1A1 50,035 48,365 -1,669 0.00% -$1.47K
FREDDIE MAC REMICS SER 4048 CL FB V/R 4.49833000 48,414 45,187 -3,227 0.00% -$3.18K
GSMPS Mortgage Loan Trust, Series 2005-RP3, Class 1AF 45,145 43,872 -1,272 0.00% -$1.12K
WMALT 2005-4 CB7 5.5 6/35 41,339 40,359 -980 0.00% -$1.01K
FNMA, REMIC, Series 2006-8, Class WQ 43,290 41,529 -1,761 0.00% -$1.56K
Structured Adjustable Rate Mortgage Loan Trust 36,836 35,770 -1,066 0.00% -$877
CWHL 05-22 2A1 CSTR 11/35 38,787 38,354 -433 0.00% -$28
FREDDIE MAC REMICS SER 4048 CL FJ V/R 4.72302000 33,847 30,602 -3,245 0.00% -$3.22K
Sequoia Mortgage Trust, Series 2004-9, Class A1 33,083 32,410 -673 0.00% -$596
FNMA, REMIC, Series 2005-103, Class SC 28,898 27,847 -1,051 0.00% -$1.33K
FNMA, Whole Loan, Series 2007-W1, Class 1AF1 28,438 26,565 -1,873 0.00% -$1.86K
FREDDIE MAC STRUCTURED PASS-THROUGH CERTIFICATES SER T-54 CL 3A 7.00000000 24,895 24,708 -187 0.00% -$554
MLCC MORTGAGE INVESTORS INC MLCC 2003 E A1 34,105 26,079 -8,026 0.00% -$7.96K
FREDDIE MAC REMICS SER 2484 CL LZ 6.50000000 24,208 22,253 -1,955 0.00% -$2.29K
MLCC MORTGAGE INVESTORS INC MLCC 2004 A A1 25,358 24,020 -1,337 0.00% -$1.31K
CWALT 2005-22T1 A2 303,153 303,134 -19 0.00% -$3.05K
FREDDIE MAC REMICS SER 2210 CL Z 8.00000000 22,697 20,568 -2,130 0.00% -$2.38K
FREDDIE MAC REMICS SER 2450 CL GZ 7.00000000 21,059 20,103 -956 0.00% -$1.23K
FNMA, REMIC, Series 2006-44, Class P 24,610 23,474 -1,135 0.00% -$1.04K
FNMA, REMIC, Series 2001-61, Class Z 21,202 20,020 -1,181 0.00% -$1.42K
Federal National Mortgage Association REMICS 20,384 19,951 -433 0.00% -$657
Structured Asset Mortgage Investments II Trust, Series 2005-AR5, Class A3 20,952 20,087 -865 0.00% -$1.37K
FNMA, REMIC, Series 2005-66, Class SG 17,913 17,445 -468 0.00% -$891
CHL Mortgage Pass-Through Trust, Series 2004-3, Class A26 17,737 17,317 -420 0.00% -$500
FREDDIE MAC REMICS SER 3632 CL BS V/R 3.83890000 17,650 16,752 -898 0.00% -$1.17K
Sequoia Mortgage Trust, Series 2003-1, Class 1A 19,357 17,488 -1,869 0.00% -$1.86K
FREDDIE MAC NON GOLD POOL P#1G2557 V/R 6.80300000 15,445 15,146 -299 0.00% -$359
FNMA, REMIC, Series 2005-25, Class PF 16,190 15,712 -478 0.00% -$459
FNMA, REMIC, Series 2004-36, Class SA 14,567 13,590 -978 0.00% -$1.30K
FHLMC Gold Pools, Other 28,192 14,573 -13,619 0.00% -$13.96K
FREDDIE MAC REMICS SER 2434 CL TC 7.00000000 15,049 14,257 -792 0.00% -$977
WaMu Mortgage Pass-Through Certificates Trust, Series 2003-AR11, Class A6 18,311 15,722 -2,588 0.00% -$2.47K
FNMA, REMIC, Series 2003-71, Class DS 16,504 15,417 -1,087 0.00% -$1.13K
WaMu Mortgage Pass-Through Certificates Trust, Series 2003-S3, Class 1A4 14,823 14,632 -191 0.00% -$260
FREDDIE MAC REMICS SER 3852 CL QN V/R 5.50000000 16,114 15,071 -1,044 0.00% -$1.14K
FNR 2006-8 WN 158,732 152,273 -6,458 0.00% -$1.36K
GSR Mortgage Loan Trust, Series 2005-7F, Class 3A9 13,792 13,509 -283 0.00% -$341
Thornburg Mortgage Securities Trust, Series 2004-4, Class 3A 15,046 13,240 -1,806 0.00% -$1.62K
FREDDIE MAC NON GOLD POOL P#848431 V/R 6.22200000 12,770 12,470 -299 0.00% -$347
GSR Mortgage Loan Trust, Series 2006-1F, Class 2A4 31,058 30,999 -60 0.00% -$104
Vendee Mortgage Trust, Series 1997-1, Class 2Z 15,186 12,057 -3,129 0.00% -$3.21K
CWALT 2005-54CB 1A11 5.5 11/35 16,318 15,820 -498 0.00% -$584
FREDDIE MAC REMICS SER 2259 CL ZM 7.00000000 12,429 11,422 -1,007 0.00% -$1.12K
WaMu Mortgage Pass-Through Certificates Trust, Series 2003-S9, Class A8 12,150 11,820 -330 0.00% -$378
Freddie Mac REMICS 133,799 130,476 -3,323 0.00% -$936
FREDDIE MAC REMICS SER 3195 CL PD 6.50000000 13,237 10,539 -2,698 0.00% -$2.90K
FREDDIE MAC REMICS SER 2692 CL SC V/R 5.09000700 10,726 10,123 -604 0.00% -$795
CWHL 2004-3 A4 10,642 10,390 -252 0.00% -$298
CHASE FUNDING TRUST SERIES 2003-6 SER 2003-6 CL 1A7 S/UP REGD 5.27700000 10,782 10,283 -499 0.00% -$548
Securitized Asset-Backed Receivables LLC Trust, Series 2006-CB1, Class AF2 12,018 11,809 -209 0.00% -$244
FREDDIE MAC NON GOLD POOL P#1G2671 V/R 6.41300000 9,955 9,765 -190 0.00% -$231
FREDDIE MAC NON GOLD POOL P#1A1096 V/R 6.36100000 9,756 9,579 -177 0.00% -$199
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION SER 2012-H29 CL FA V/R 4.62911000 12,139 9,685 -2,454 0.00% -$2.46K
FREDDIE MAC NON GOLD POOL P#1A1082 V/R 6.39500000 10,301 9,362 -939 0.00% -$965
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION SER 2003-52 CL AP ZCP 0.00000000 10,974 10,518 -457 0.00% -$446
MERRILL LYNCH MORTGAGE INVESTORS TRUST SERIES MLCC SER 2004-1 CL 2A1 V/R REGD 5.22257000 10,134 9,936 -197 0.00% -$142
Government National Mortgage Association REMICS 9,174 8,743 -430 0.00% -$716
FNMA, REMIC, Series 2010-147, Class SA 87,929 85,254 -2,675 0.00% -$697
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION SER 2004-28 CL S V/R 9.07846000 8,844 8,400 -444 0.00% -$688
FHLMC, REMIC, Series 2462, Class JG 9,138 8,620 -518 0.00% -$631
FNMA, REMIC, Whole Loan, Series 2007-101, Class A2 9,024 8,865 -159 0.00% -$171
Bear Stearns ARM Trust, Series 2006-1, Class A1 9,327 9,192 -136 0.00% -$124
IMSA 2006-1 2A1 9,421 9,256 -165 0.00% -$123
FREDDIE MAC REMICS SER 3607 CL PO ZCP 0.00000000 10,964 10,474 -490 0.00% -$456
GSR Mortgage Loan Trust, Series 2004-6F, Class 2A4 9,105 8,748 -358 0.00% -$390
WASHINGTON MUTUAL MORTGAGE PASS-THROUGH CERTIFICAT WMALT 2005-3 CX 56,670 55,721 -949 0.00% -$234
Federal Home Loan Mortgage Corp. REMICS 8,613 8,026 -587 0.00% -$668
FNMA, REMIC, Series 2007-81, Class GE 7,752 7,599 -153 0.00% -$256
Sequoia Mortgage Trust, Series 2004-11, Class A1 8,706 8,481 -225 0.00% -$193
PHH Alternative Mortgage Trust Series 2007-2 41,290 39,779 -1,512 0.00% -$469
FREDDIE MAC NON GOLD POOL P#782979 V/R 6.50000000 7,662 7,478 -184 0.00% -$208
FREDDIE MAC REMICS SER 3455 CL SE V/R 2.10167000 78,650 74,336 -4,314 0.00% -$1.05K
Federal Home Loan Mortgage Corp. REMICS 7,792 7,246 -546 0.00% -$647
FNW 2003-W4 2A 5.805% 10/42 7,802 7,432 -370 0.00% -$451
FREDDIE MAC NON GOLD POOL P#1N0353 V/R 6.86000000 7,463 7,323 -140 0.00% -$158
Federal National Mortgage Association, Principal Only STRIPS 8,164 7,783 -381 0.00% -$375
FNMA, REMIC, Series 2006-50, Class JO 8,764 8,251 -513 0.00% -$461
FNR 2006-15 OP 0% 3/36 8,497 8,111 -387 0.00% -$349
Structured Asset Mortgage Investments II Trust, Series 2004-AR5, Class 1A1 7,333 7,161 -171 0.00% -$156
FNMA, REMIC, Series 2006-11, Class PS 6,105 5,926 -180 0.00% -$350
FREDDIE MAC NON GOLD POOL P#782870 V/R 6.23700000 6,818 6,640 -178 0.00% -$201
WASHINGTON MUTUAL MORTGAGE PASS-THROUGH CERTIFICATES W SER 2005-2 CL 1A4 V/R REGD 1.20379000 148,451 144,537 -3,914 0.00% -$1.02K
FREDDIE MAC REMICS SER 2344 CL ZD 6.50000000 7,195 6,479 -716 0.00% -$806
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION SER 2008-7 CL SP V/R 5.70324000 7,066 6,645 -421 0.00% -$428
FNMA, REMIC, Series 2006-50, Class PS 7,665 7,274 -391 0.00% -$371
FREDDIE MAC REMICS SER 2247 CL Z 7.50000000 6,768 6,277 -491 0.00% -$563
FREDDIE MAC REMICS SER 2271 CL PC 7.25000000 6,501 6,134 -367 0.00% -$438
MASTR Adjustable Rate Mortgages Trust, Series 2004-13, Class 2A1 6,801 6,330 -472 0.00% -$439
FNMA, REMIC, Series 2006-22, Class AO 6,825 6,453 -371 0.00% -$341
FREDDIE MAC REMICS SER 3200 CL PO ZCP 0.00000000 6,872 6,685 -187 0.00% -$165
FREDDIE MAC REMICS SER 3621 CL BO ZCP 0.00000000 6,923 6,593 -331 0.00% -$316
FNMA, REMIC, Series 2001-44, Class PU 5,519 5,250 -270 0.00% -$336
FNMA, REMIC, Series 2004-25, Class SA 5,479 5,040 -439 0.00% -$547
FNMA, REMIC, Series 2006-110 6,435 6,146 -289 0.00% -$265
CHASE MORTGAGE FINANCE TRUST SERIES 2007-A2 SER 2007-A2 CL 2A1 V/R REGD 6.15900200 5,308 5,186 -122 0.00% -$98
FNMA 5,230 5,081 -149 0.00% -$165
CHASE MORTGAGE FINANCE TRUST SERIES 2007-A1 SER 2007-A1 CL 1A3 V/R REGD 6.73067200 5,833 5,099 -735 0.00% -$726
COUNTRYWIDE HOME LOANS CWHL 2004 7 2A1 5,466 5,349 -118 0.00% -$74
Banc of America Funding Trust, Series 2005-7, Class 30 4,888 4,808 -80 0.00% -$17
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION SER 2004-71 CL SB V/R 10.56599000 4,889 4,683 -207 0.00% -$531
FNMA, REMIC, Series 2004-74, Class SW 4,874 4,591 -283 0.00% -$350
Alternative Loan Trust, Series 2005-20CB, Class 3A8 104,856 103,565 -1,291 0.00% -$962
CSFB 2003-21 1A4 4,709 4,603 -106 0.00% -$126
FNR 03-64 SX INSF 7/33 4,883 4,653 -230 0.00% -$284
FNMA, Other 4,469 4,393 -76 0.00% -$110
FREDDIE MAC REMICS SER 3117 CL EO ZCP 0.00000000 4,881 4,515 -365 0.00% -$337
COUNTRYWIDE HOME LOANS CWHL 2004 HYB1 2A 4,536 4,186 -350 0.00% -$321
FNMA, REMIC Trust, Whole Loan, Series 2002-W10 104,724 100,616 -4,109 0.00% -$275
MASTR Adjustable Rate Mortgages Trust, Series 2004-3, Class 4A2 4,325 4,269 -57 0.00% -$19
FNMA, REMIC, Series 2006-44, Class GO 4,617 4,375 -242 0.00% -$229
FREDDIE MAC REMICS SER 3138 CL PO ZCP 0.00000000 4,486 4,372 -114 0.00% -$115
FREDDIE MAC NON GOLD POOL P#1K0046 V/R 6.48000000 3,769 3,701 -68 0.00% -$82
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION SER 2008-1 CL PO ZCP 0.00000000 4,804 4,623 -181 0.00% -$165
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION SER 2009-79 CL OK ZCP 0.00000000 4,640 4,459 -181 0.00% -$173
FREDDIE MAC NON GOLD POOL P#1Q0739 V/R 6.48200000 3,550 3,479 -71 0.00% -$79
WAMU MORTGAGE PASS THROUGH CER WAMU 2003 AR6 A1 3,657 3,569 -88 0.00% -$83
MASTR Adjustable Rate Mortgages Trust, Series 2004-13, Class 3A7 3,611 3,487 -124 0.00% -$109
FREDDIE MAC NON GOLD POOL P#1L1286 V/R 6.50000000 3,348 3,286 -62 0.00% -$74
FREDDIE MAC REMICS SER 3453 CL B 5.50000000 3,270 3,219 -50 0.00% -$82
Federal National Mortgage Association 3,352 3,133 -219 0.00% -$222
Banc of America Funding Trust, Series 2004-1 4,961 4,383 -578 0.00% -$431
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION SER 2007-53 CL SW V/R 8.65986000 2,934 2,832 -102 0.00% -$165
FNMA, Other 2,952 2,915 -37 0.00% -$64
WASHINGTON MUTUAL 3,139 3,084 -55 0.00% -$50
FNMA, REMIC, Series 2007-60, Class AX 24,002 23,062 -940 0.00% -$260
FNMA, REMIC, Series 2006-65, Class QO 3,631 3,408 -223 0.00% -$202
FREDDIE MAC REMICS SER 3122 CL OH ZCP 0.00000000 3,513 3,221 -292 0.00% -$265
FNMA, REMIC, Series 2004-59, Class BG 3,348 3,118 -230 0.00% -$210
FNMA, REMIC, Series 2006-58, Class AP 3,491 3,385 -106 0.00% -$94
FNMA, REMIC, Series 2001-44, Class PD 2,869 2,605 -264 0.00% -$299
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION SER 2005-68 CL KI V/R 2.45162000 34,623 33,099 -1,524 0.00% -$553
JP MORGAN MORTGAGE TRUST SERIES 2006-A2 CLASS 5A3 REGD VARIABLE 6.30506000 2,513 2,421 -92 0.00% -$79
FNMA, REMIC, Series 2012-137, Class CF 4,305 2,326 -1,979 0.00% -$1.97K
MASTR Resecuritization Trust, Series 2005-PO, Class 3 3,162 2,893 -269 0.00% -$216
FNMA, REMIC, Series 2006-79, Class DF 2,401 2,277 -124 0.00% -$120
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION SER 2005-68 CL DP V/R 7.15966000 2,227 2,057 -170 0.00% -$217
FREDDIE MAC REMICS SER 3117 CL OK ZCP 0.00000000 2,723 2,538 -185 0.00% -$170
FNMA, REMIC, Series 2004-46, Class SK 2,290 2,069 -221 0.00% -$263
FNMA, REMIC, Series 2004-46, Class QB 2,130 2,023 -107 0.00% -$152
FNMA, REMIC, Series 2008-18, Class SP 2,240 2,180 -60 0.00% -$91
FNMA, REMIC, Series 2006-95, Class SG 1,784 1,743 -41 0.00% -$112
FNMA, REMIC, Series 2003-91, Class SD 2,102 2,012 -90 0.00% -$122
FREDDIE MAC REMICS SER 3275 CL FL V/R 4.53833000 2,074 2,030 -44 0.00% -$45
KGS-Alpha SBA COOF Trust, Series 2013-2, Class A 84,687 78,853 -5,834 0.00% -$354
FREDDIE MAC REMICS SER 3404 CL SC V/R 1.90167000 20,326 19,529 -797 0.00% -$233
FREDDIE MAC REMICS SER 3117 CL OG ZCP 0.00000000 2,025 1,856 -169 0.00% -$156
FREDDIE MAC REMICS SER 2671 CL S V/R 7.24472800 1,556 1,489 -67 0.00% -$98
FNMA, REMIC, Series 2008-81, Class SB 24,354 23,923 -432 0.00% -$246
Citigroup Mortgage Loan Trust, Inc., Series 2003-1, Class 2A5 1,709 1,599 -110 0.00% -$107
FNMA, REMIC, Series 2008-1, Class BI 20,585 19,993 -592 0.00% -$151
FREDDIE MAC REMICS SER 3802 CL LS V/R 1.89274700 16,898 15,811 -1,087 0.00% -$103
FREDDIE MAC STRIPS SER 233 CL 13 5.00000000 10,885 10,404 -481 0.00% -$93
NOMURA ASSET ACCEPTANCE CORPOR NAA 2003 A1 A2 1,803 1,435 -368 0.00% -$381
FREDDIE MAC REMICS SER 3424 CL PI V/R 2.70167000 14,622 13,483 -1,139 0.00% -$165
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION SER 2008-40 CL SA V/R 2.55126000 32,298 30,248 -2,050 0.00% -$303
FNMA, REMIC, Series 2008-80, Class SA 17,716 16,561 -1,155 0.00% -$118
FREDDIE MAC REMICS SER 3179 CL OA ZCP 0.00000000 1,589 1,501 -89 0.00% -$81
FREDDIE MAC REMICS SER 3387 CL SA V/R 2.32167000 17,938 17,534 -404 0.00% -$178
FNMA, REMIC, Series 2002-77, Class S 1,309 1,219 -90 0.00% -$107
KGS-Alpha SBA COOF Trust, Series 2012-2, Class A 88,694 86,999 -1,695 0.00% -$131
FNMA, STRIPS, Series 329, Class 1 1,382 1,285 -97 0.00% -$90
KGS-Alpha SBA COOF Trust, Series 2014-2, Class A 24,305 23,505 -800 0.00% -$236
FREDDIE MAC REMICS FHR 3316 JO 1,374 1,351 -23 0.00% -$22
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION SER 2007-9 CL CI V/R 2.35162000 18,594 18,186 -408 0.00% -$169
FNMA, REMIC, Series 2007-88, Class VI 13,782 13,387 -395 0.00% -$84
FNMA, REMIC, Series 2006-115, Class ES 1,019 935 -84 0.00% -$110
Banc of America Funding Trust, Series 2005-8, Class 30 1,537 1,515 -21 0.00% -$15
FNMA, REMIC, Series 2007-53, Class SH 12,443 11,606 -836 0.00% -$132
FNMA, REMIC, Series 2002-1, Class SA 805 775 -30 0.00% -$55
FREDDIE MAC REMICS SER 2835 CL QO ZCP 0.00000000 1,030 978 -52 0.00% -$49
Freddie Mac REMICS 1,010 863 -147 0.00% -$151
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION SER 2009-42 CL SC V/R 2.23162000 12,167 11,783 -384 0.00% -$141
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION SER 2009-22 CL SA V/R 2.42162000 12,448 11,916 -532 0.00% -$123
FNMA, REMIC, Series 2003-44, Class IU 7,686 7,252 -434 0.00% -$65
FNMA, REMIC, Series 2011-30, Class LS 11,734 10,655 -1,080 0.00% -$77
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION SER 2007-17 CL JI V/R 2.96126000 11,259 10,988 -271 0.00% -$104
Government National Mortgage Association REMICS, Interest Only STRIPS 33,436 32,522 -914 0.00% -$379
FNMA, REMIC, Series 2001-7, Class PF 776 715 -61 0.00% -$70
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION SER 2004-90 CL SI V/R 2.25162000 21,969 21,091 -879 0.00% -$318
FNMA, REMIC, Series 2003-33, Class IA 5,650 5,301 -349 0.00% -$62
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION SER 2008-93 CL AS V/R 1.85162000 13,171 12,758 -413 0.00% -$107
FREDDIE MAC REMICS SER 3511 CL SA V/R 1.90167000 8,498 8,287 -211 0.00% -$99
FNMA, REMIC, Series 2006-53, Class US 8,055 7,611 -444 0.00% -$72
FNMA, REMIC, Series 2009-6, Class GS 7,312 7,063 -249 0.00% -$42
FREDDIE MAC REMICS SER 3194 CL SA V/R 3.00167000 5,589 5,496 -93 0.00% -$61
FNMA, REMIC, Series 2007-116, Class HI 8,735 7,751 -984 0.00% -$26

Top 300 of 320, by weight.

Security Shares Dec 2025 Shares Mar 2026 Δ shares End % Δ value
US TREASURY N/B 14,354,000 14,354,000 0 0.82% -$93.64K
Versailles Commercial Paper LLC 12,700,000 12,700,000 0 0.73% $121.20K
US TREASURY N/B 9,794,000 9,794,000 0 0.49% -$15.69K
US TREASURY N/B 7,642,000 7,642,000 0 0.43% -$65.67K
US TREASURY N/B 9,942,000 9,942,000 0 0.42% -$62.53K
Benchmark Mortgage Trust, Series 2025-V18, Class A3 6,620,000 6,620,000 0 0.39% -$76.22K
Diameter Capital CLO 1 Ltd., Series 2021-1A, Class A1R 6,725,000 6,725,000 0 0.39% -$12.21K
US TREASURY N/B 8,584,200 8,584,200 0 0.35% -$55.33K
GREATAMERICA LSNG REC FDS LLC 4.39% 12/17/2029 144A 5,762,000 5,762,000 0 0.33% -$35.26K
US TREASURY N/B 5,265,000 5,265,000 0 0.30% -$21.39K
HY 2025-SPRL A 144A FRN 01-13-40 4,900,000 4,900,000 0 0.29% -$66.26K
GTA Funding LLC 5,000,000 5,000,000 0 0.29% $47.26K
VDC 2025-1A A2 4,770,000 4,770,000 0 0.27% -$47.74K
Kioxia Holdings Corp. 4,531,000 4,531,000 0 0.26% -$57.57K
US TREASURY N/B 4,227,300 4,227,300 0 0.24% -$27.91K
CVS Health Corp. 3,693,000 3,693,000 0 0.22% -$68.17K
Venture Global Plaquemines LNG, LLC 3,350,000 3,350,000 0 0.22% $86.51K
CHAIT 2023-A1 A 3,565,000 3,565,000 0 0.21% -$14.21K
Avis Budget Rental Car Funding AESOP LLC, Series 2024-1A, Class A 3,500,000 3,500,000 0 0.21% -$31.89K
US TREASURY N/B 7,528,000 7,528,000 0 0.21% -$30.88K
UNITED MEXICAN 3,548,000 3,548,000 0 0.20% -$17.31K
US TREASURY N/B 5,675,600 5,675,600 0 0.20% -$23.06K
QTS Issuer ABS I LLC, Series 2025-1A, Class A2 3,372,000 3,372,000 0 0.19% -$60.47K
ANGLO AMERICAN CAPITAL PLC COMPANY GUAR 144A 03/28 4.5 3,275,000 3,275,000 0 0.19% -$18.63K
US TREASURY N/B 3,076,800 3,076,800 0 0.18% -$34.73K
US TREASURY N/B 3,049,000 3,049,000 0 0.17% -$31.32K
Barings Equipment Finance LLC, Series 2025-B, Class A3 3,010,000 3,010,000 0 0.17% -$24.68K
Presidencia de la Republica Dominicana 2,887,000 2,887,000 0 0.17% -$154.60K
ISPIM V8.248 11/21/33 144A 2,352,000 2,352,000 0 0.16% -$66.84K
Imperial Brands Finance PLC 2,679,000 2,679,000 0 0.16% -$48.52K
OMW 2020-1MW A 144A 2.13% 09-10-39 2,780,000 2,780,000 0 0.15% $4.00K
REPSOL E&P CAP MARKETS REGD 144A P/P 5.97600000 2,609,000 2,609,000 0 0.15% -$5.09K
US TREASURY N/B 2,897,000 2,897,000 0 0.15% -$14.71K
OHNAT 5.55 01/24/30 2,487,000 2,487,000 0 0.14% -$14.10K
FOUNDRY JV HOLDC 2,437,000 2,437,000 0 0.14% -$35.21K
Carnival Corp. 2,421,000 2,421,000 0 0.14% -$54.63K
US TREASURY N/B 2,731,000 2,731,000 0 0.14% -$30.19K
TAKEDA US 2,423,000 2,423,000 0 0.14% -$44.71K
FOUNDRY JV HOLDC 2,337,000 2,337,000 0 0.14% -$42.62K
MGM RESORTS INTL REGD 6.12500000 2,291,000 2,291,000 0 0.13% -$49.82K
BANK5, Series 2025-5YR19, Class A3 2,240,000 2,240,000 0 0.13% -$27.30K
Rocket Cos., Inc. 2,232,000 2,232,000 0 0.13% -$54.58K
Vistra Operations Co. LLC 2,165,000 2,165,000 0 0.13% -$39.99K
US TREASURY N/B 2,544,000 2,544,000 0 0.13% -$9.84K
US TREASURY N/B 2,985,600 2,985,600 0 0.13% -$19.48K
ASHTEAD CAPITAL 2,161,000 2,161,000 0 0.13% -$47.56K
Chile Electricity Lux MPC II S.a.r.l. 2,117,276 2,117,276 0 0.12% -$43.45K
US TREASURY N/B 2,300,500 2,300,500 0 0.12% -$7.91K
ZF North America Capital Inc 6.88 04/23/2032 2,202,000 2,202,000 0 0.12% -$61.29K
VOLKSWAGEN GRP. OF 4.85% 2,055,000 2,055,000 0 0.12% -$35.60K
US TREASURY N/B 2,660,000 2,660,000 0 0.11% -$18.50K
PETROLEOS MEXICANOS SR UNSEC 6.84% 01-23-30 1,971,000 1,971,000 0 0.11% -$26.20K
Hertz Vehicle Financing LLC, Series 2023-3A, Class A 1,955,000 1,955,000 0 0.11% -$9.06K
ECOPETROL SA SR UNSECURED 02/32 7.75 1,934,000 1,934,000 0 0.11% -$37.18K
US TREASURY N/B 3,515,000 3,515,000 0 0.11% -$12.49K
US TREASURY N/B 2,036,000 2,036,000 0 0.11% -$19.25K
UWM HOLDINGS LLC REGD 144A P/P 6.25000000 2,097,000 2,097,000 0 0.11% -$183.95K
US TREASURY N/B 1,935,000 1,935,000 0 0.11% $7.29K
ST 4.375 02/15/30 144A 1,926,000 1,926,000 0 0.11% -$39.23K
REPUBLIC OF COLOMBIA REGD 7.75000000 1,802,000 1,802,000 0 0.11% -$36.40K
MUNRE V5.875 05/23/42 144A 1,800,000 1,800,000 0 0.11% -$40.09K
BANCO SANTANDER 1,800,000 1,800,000 0 0.10% -$14.89K
HESS MIDSTREAM PARTNERS LP 6.5% 06/01/2029 144A 1,774,000 1,774,000 0 0.10% -$19.82K
FNMNT 2023-2 A 1,740,000 1,740,000 0 0.10% -$9.10K
US TREASURY N/B 2,457,000 2,457,000 0 0.10% -$16.80K
US TREASURY N/B 2,728,300 2,728,300 0 0.10% -$12.58K
US TREASURY N/B 2,483,800 2,483,800 0 0.10% -$16.30K
NTT FINANCE 1,692,000 1,692,000 0 0.10% -$16.07K
ADT Security Corp/The 4.13 08/01/2029 1,758,000 1,758,000 0 0.10% -$35.10K
ELP Commercial Mortgage Trust, Series 2025-ELP, Class A 1,686,000 1,686,000 0 0.10% -$18.45K
US TREASURY N/B 1,669,000 1,669,000 0 0.09% -$15.65K
TENN VALLEY AUTH 1,459,000 1,459,000 0 0.09% -$12.09K
HRI 7 06/15/30 144A 1,464,000 1,464,000 0 0.09% -$39.62K
Sitios Latinoamerica SAB de CV COMPANY GUAR 144A 11/29 6 1,489,000 1,489,000 0 0.09% -$43.93K
US TREASURY N/B 2,040,000 2,040,000 0 0.09% -$14.02K
EATON CAPITAL 1,455,000 1,455,000 0 0.08% -$16.48K
US TREASURY N/B 2,088,300 2,088,300 0 0.08% -$13.05K
ALCON FINANCE CO 1,377,000 1,377,000 0 0.08% -$38.46K
US TREASURY N/B 1,412,000 1,412,000 0 0.08% -$13.57K
Corporacion Financiera de Desarrollo SA 1,321,000 1,321,000 0 0.08% -$21.08K
OCP SA 1,237,000 1,237,000 0 0.07% -$45.57K
US TREASURY N/B 1,286,000 1,286,000 0 0.07% -$8.44K
AVIS BUDGET RENTAL CAR FUNDING AESOP LLC SER 2023-5A CL A REGD 144A P/P 5.78000000 1,250,000 1,250,000 0 0.07% -$6.37K
BSP 2016-10A A1R3 1,210,000 1,210,000 0 0.07% -$3.03K
US TREASURY N/B 1,684,200 1,684,200 0 0.07% -$11.64K
US TREASURY N/B 1,130,000 1,130,000 0 0.07% -$7.86K
GREENSAIF PIPELI 1,132,000 1,132,000 0 0.07% -$48.22K
AVIS BUDGET RENTAL CAR FUNDING AESOP LLC SER 2023-7A CL A REGD 144A P/P 5.90000000 1,080,000 1,080,000 0 0.06% -$6.21K
WFCM TR 2016-C35 A4 2.931% 07/15/2048 1,103,000 1,103,000 0 0.06% $4.75K
US TREASURY N/B 1,529,200 1,529,200 0 0.06% -$8.18K
Whirlpool Corp. 1,065,000 1,065,000 0 0.06% -$23.86K
US TREASURY N/B 1,172,000 1,172,000 0 0.06% -$9.34K
US TREASURY N/B 1,127,000 1,127,000 0 0.06% -$4.58K
US TREASURY N/B 950,000 950,000 0 0.05% $3.00K
FREMF Mortgage Trust 900,000 900,000 0 0.05% -$2.00K
US TREASURY N/B 1,073,000 1,073,000 0 0.05% -$7.63K
Petroleos Mexicanos 978,000 978,000 0 0.05% -$29.54K
US TREASURY N/B 930,200 930,200 0 0.05% -$7.92K
US TREASURY N/B 1,178,600 1,178,600 0 0.05% -$8.29K
US TREASURY N/B 857,000 857,000 0 0.05% -$10.28K
Manhattan West Mortgage Trust 826,000 826,000 0 0.05% $1.85K
US TREASURY N/B 786,000 786,000 0 0.04% -$9.55K
US TREASURY N/B 755,000 755,000 0 0.04% -$7.28K
US TREASURY N/B 869,000 869,000 0 0.04% -$7.20K
US TREASURY N/B 832,000 832,000 0 0.04% -$6.89K
US TREASURY N/B 720,000 720,000 0 0.04% -$5.43K
Carnival Corp. 685,000 685,000 0 0.04% -$18.23K
US TREASURY N/B 735,000 735,000 0 0.04% -$7.72K
US TREASURY N/B 662,000 662,000 0 0.04% -$6.65K
STWD 6 04/15/30 144A 609,000 609,000 0 0.03% -$17.26K
US TREASURY N/B 633,100 633,100 0 0.03% -$5.71K
US TREASURY N/B 529,000 529,000 0 0.03% -$2.56K
SUNOCO LP REGD 144A P/P 5.62500000 491,000 491,000 0 0.03% -$5.85K
General Electric Co. 442,000 442,000 0 0.02% -$2.89K
US TREASURY N/B 382,000 382,000 0 0.02% -$3.43K
NRG ENERGY INC REGD 144A P/P 6.00000000 300,000 300,000 0 0.02% -$5.86K
ALBERTSONS COS/SAFEWAY SR UNSECURED 144A 03/33 6.25 189,000 189,000 0 0.01% -$4.02K
Ladder Capital Commercial Mortgage Trust, Series 2013-GCP, Class A2 154,000 154,000 0 0.01% -$1.03K
BAMLL Commercial Mortgage Securities Trust, Series 2014-520M, Class C 200,000 200,000 0 0.01% -$241
NOMURA ASSET ACCEPTANCE CORPOR NAA 2003 A1 A5 9,586 9,586 0 0.00% $31
GSR Mortgage Loan Trust, Series 2004-8F, Class 2A3 4,529 4,529 0 0.00% $44
FREDDIE MAC STRIPS FHS 326 F2 2,328 2,328 0 0.00% -$18
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION SER 2012-H24 CL FG V/R 4.54411000 203 203 0 0.00% -$0
GOVERNMENT NAT MTG ASSN HECM 1.65% 01/20/2063 13 13 0 0.00% -$0

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