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 6/24 | 0 | 1,012,602,523 | 1,012,602,523 | 7.75% | $1.05B |
| Uniform Mortgage-Backed Security, TBA | 0 | 818,695,000 | 818,695,000 | 5.97% | $806.47M |
| FNCL 6 6/24 | 0 | 601,594,630 | 601,594,630 | 4.54% | $612.35M |
| FNCL 6 7/25 | 0 | 413,000,000 | 413,000,000 | 3.11% | $420.22M |
| Uniform Mortgage-Backed Security, TBA | 0 | 358,600,000 | 358,600,000 | 2.67% | $359.79M |
| Uniform Mortgage-Backed Security, TBA | 0 | 198,000,000 | 198,000,000 | 1.47% | $198.46M |
| FNCL 5 6/24 | 0 | 196,510,000 | 196,510,000 | 1.43% | $193.42M |
| Government National Mortgage Association, TBA | 0 | 149,000,000 | 149,000,000 | 1.12% | $151.35M |
| Uniform Mortgage-Backed Security, TBA | 0 | 132,000,000 | 132,000,000 | 0.92% | $124.47M |
| FNCL 4 6/24 | 0 | 127,400,000 | 127,400,000 | 0.89% | $119.97M |
| Government National Mortgage Association, TBA | 0 | 103,700,000 | 103,700,000 | 0.80% | $107.47M |
| Uniform Mortgage-Backed Security, TBA | 0 | 85,000,000 | 85,000,000 | 0.58% | $77.76M |
| FNCL 3 6/24 | 0 | 68,500,000 | 68,500,000 | 0.45% | $60.08M |
| Uniform Mortgage-Backed Security, TBA | 0 | 60,200,000 | 60,200,000 | 0.43% | $58.04M |
| FNCI 3 4/24 | 0 | 60,240,000 | 60,240,000 | 0.43% | $57.54M |
| BANK5 2026-5YR20 | 0 | 49,480,000 | 49,480,000 | 0.37% | $49.29M |
| SMB Private Education Loan Trust 2026-B | 0 | 48,860,000 | 48,860,000 | 0.36% | $48.92M |
| NELNET STUDENT LOAN TRUST 2026-A SER 2026-A CL A1A REGD 144A P/P 4.61000000 | 0 | 40,136,887 | 40,136,887 | 0.29% | $39.65M |
| U.S. Treasury Bills | 0 | 34,405,000 | 34,405,000 | 0.25% | $34.10M |
| WESTLAKE AUTOMOBILE RECEIVABLES TRUST 2026-1 SER 2026-1A CL A1 REGD 144A P/P 4.15200000 | 0 | 34,076,753 | 34,076,753 | 0.25% | $34.07M |
| Volkswagen Auto Lease Trust 2026-A | 0 | 33,960,000 | 33,960,000 | 0.25% | $33.95M |
| Ford Credit Auto Owner Trust 2026-A | 0 | 31,210,000 | 31,210,000 | 0.23% | $31.20M |
| Uniform Mortgage-Backed Security, TBA | 0 | 29,594,530 | 29,594,530 | 0.23% | $30.59M |
| FNCL 5 4/26 | 0 | 28,800,000 | 28,800,000 | 0.21% | $28.41M |
| CARVANA AUTO RECEIVABLES TRUST 2026-P1 SER 2026-P1 CL A2 REGD 4.10000000 | 0 | 26,560,000 | 26,560,000 | 0.20% | $26.53M |
| G2SF 4.5 4/26 | 0 | 27,400,000 | 27,400,000 | 0.20% | $26.47M |
| Uniform Mortgage-Backed Security, TBA | 0 | 29,400,000 | 29,400,000 | 0.18% | $24.71M |
| Government National Mortgage Association, TBA | 0 | 24,400,000 | 24,400,000 | 0.18% | $24.51M |
| Uniform Mortgage-Backed Security, TBA | 0 | 24,280,000 | 24,280,000 | 0.17% | $23.40M |
| Uniform Mortgage-Backed Security, TBA | 0 | 22,715,370 | 22,715,370 | 0.17% | $23.13M |
| Santander Drive Auto Receivables Trust, Series 2026-1, Class A2 | 0 | 22,650,000 | 22,650,000 | 0.17% | $22.64M |
| Enterprise Fleet Financing LLC, Series 2026-1, Class A2 | 0 | 22,300,000 | 22,300,000 | 0.16% | $22.25M |
| Nissan Auto Lease Trust 2026-A | 0 | 18,750,000 | 18,750,000 | 0.14% | $18.71M |
| G2 MB0868 | 0 | 20,000,000 | 20,000,000 | 0.14% | $18.36M |
| CarMax Select Receivables Trust 2026-A | 0 | 17,775,000 | 17,775,000 | 0.13% | $17.77M |
| G2SF 6 4/25 | 0 | 13,900,000 | 13,900,000 | 0.10% | $14.14M |
| FNCL 4.5 4/26 | 0 | 14,480,000 | 14,480,000 | 0.10% | $13.98M |
| G2SF 4 4/23 | 0 | 14,800,000 | 14,800,000 | 0.10% | $13.87M |
| FNCL 4 4/26 | 0 | 14,050,000 | 14,050,000 | 0.10% | $13.26M |
| ACORE 2026-FL1 ISSUER LLC SER 2026-FL1 CL A V/R REGD 144A P/P 5.15000000 | 0 | 13,200,000 | 13,200,000 | 0.10% | $13.19M |
| ENTERPRISE FLEET FINANCING 2026-1 LLC EFF 2026-1 A1 | 0 | 12,985,224 | 12,985,224 | 0.10% | $12.98M |
| NELNET STUDENT LOAN TRUST 2026-A SER 2026-A CL A1B V/R REGD 144A P/P 0.00000000 | 0 | 12,804,482 | 12,804,482 | 0.10% | $12.87M |
| UNITY-PEACE PARK CLO LTD 22-1A A1R TSFR3M+106 04/20/2035 144A | 0 | 12,100,000 | 12,100,000 | 0.09% | $12.10M |
| VBTEL 2026-1A C2 | 0 | 12,300,000 | 12,300,000 | 0.09% | $12.10M |
| GNMA II TBA 30 YR 3.5 JUMBOS | 0 | 12,900,000 | 12,900,000 | 0.09% | $11.84M |
| MORGAN STANLEY RESIDENTIAL MOR MSRM 2026 RPL1 A1 144A | 0 | 12,149,063 | 12,149,063 | 0.09% | $11.75M |
| Exeter Automobile Receivables Trust 2026-2 | 0 | 11,700,000 | 11,700,000 | 0.09% | $11.71M |
| Harvest US CLO 2023-1 Ltd | 0 | 11,400,000 | 11,400,000 | 0.08% | $11.39M |
| Boyce Park Clo Ltd | 0 | 11,250,000 | 11,250,000 | 0.08% | $11.25M |
| Anchorage Capital Clo 28 Ltd | 0 | 10,900,000 | 10,900,000 | 0.08% | $10.88M |
| CARMAX SELECT RECEIVABLES TRUST 2026-A SER 2026-A CL A1 REGD 3.91100000 | 0 | 10,477,884 | 10,477,884 | 0.08% | $10.48M |
| Anchorage Credit Funding 20 Ltd | 0 | 9,900,000 | 9,900,000 | 0.07% | $9.90M |
| NAVESINK CLO, LIMITED NAVS 2026 6A A1 144A | 0 | 9,750,000 | 9,750,000 | 0.07% | $9.75M |
| Palmer Square Loan Funding Ltd., Series 2024-2A, Class A1R | 0 | 9,300,000 | 9,300,000 | 0.07% | $9.29M |
| NAROT 2022-B A4 | 0 | 8,790,000 | 8,790,000 | 0.07% | $8.80M |
| SANDSTONE PEAK LTD. SAND 2021 1A A1R2 144A | 0 | 8,750,000 | 8,750,000 | 0.06% | $8.73M |
| MARBLE POINT CLO XXIV LTD A1R TSFR3M+109 04/20/2035 144A | 0 | 8,700,000 | 8,700,000 | 0.06% | $8.70M |
| Sycamore Tree CLO 2023-2 Ltd | 0 | 8,550,000 | 8,550,000 | 0.06% | $8.54M |
| Sculptor CLO XXVII Ltd | 0 | 8,100,000 | 8,100,000 | 0.06% | $8.09M |
| BANK5 2026-5YR20 A3 5.244% 02/15/2057 | 0 | 7,780,000 | 7,780,000 | 0.06% | $7.90M |
| Capital Four US CLO I Ltd | 0 | 7,800,000 | 7,800,000 | 0.06% | $7.79M |
| U.S. Treasury Bill | 0 | 7,839,000 | 7,839,000 | 0.06% | $7.75M |
| Post CLO Ltd. | 0 | 7,500,000 | 7,500,000 | 0.06% | $7.50M |
| GSREFT 2026-FL1 A | 0 | 6,960,000 | 6,960,000 | 0.05% | $6.98M |
| ARI FLEET LEASE TRUST 2026-A ARIFL 2026-A A1 | 0 | 6,952,017 | 6,952,017 | 0.05% | $6.95M |
| PFP Ltd., Series 2026-13, Class A | 0 | 6,800,000 | 6,800,000 | 0.05% | $6.81M |
| ACRES Commercial Realty Issuer LLC, Series 2026-FL4, Class A | 0 | 6,600,000 | 6,600,000 | 0.05% | $6.60M |
| CPS Auto Receivables Trust 2026-A | 0 | 6,571,068 | 6,571,068 | 0.05% | $6.57M |
| ACREC LLC, Series 2026-FL4, Class A | 0 | 6,400,000 | 6,400,000 | 0.05% | $6.40M |
| ARI Fleet Lease Trust, Series 2026-A, Class A2 | 0 | 6,300,000 | 6,300,000 | 0.05% | $6.28M |
| BMARK 2024-V7 A3 FRN 05-15-56 | 0 | 6,000,000 | 6,000,000 | 0.05% | $6.26M |
| Trimaran Cavu 2021-2 Ltd | 0 | 6,200,000 | 6,200,000 | 0.05% | $6.20M |
| FED HM LN PC POOL SL3937 FR 01/56 FIXED 5.5 | 0 | 5,794,100 | 5,794,100 | 0.04% | $5.93M |
| PRET 2026-RPL1 A1 | 0 | 5,901,581 | 5,901,581 | 0.04% | $5.72M |
| FS Rialto Issuer LLC, Series 2026-FL11, Class A | 0 | 5,500,000 | 5,500,000 | 0.04% | $5.50M |
| EXETER AUTOMOBILE RECEIVABLES EART 2026 2A A1 | 0 | 5,350,000 | 5,350,000 | 0.04% | $5.35M |
| SFS AUTO RECEIVABLES SECURITIZATION TRUST 2026-1 4.05% 08/20/2029 144A | 0 | 5,350,000 | 5,350,000 | 0.04% | $5.34M |
| BRSP 2026-FL3 LTD SER 2026-FL3 CL A V/R REGD 144A P/P 5.15000000 | 0 | 5,150,000 | 5,150,000 | 0.04% | $5.14M |
| FANNIE MAE POOL UMBS P#FA3860 5.50000000 | 0 | 4,936,313 | 4,936,313 | 0.04% | $5.04M |
| Verus Securitization Trust 2026-R2 | 0 | 4,700,000 | 4,700,000 | 0.03% | $4.70M |
| FCBSL 2023-3A AR CLO 144A FRN 01-23-37 | 0 | 4,700,000 | 4,700,000 | 0.03% | $4.70M |
| FCCU Auto Receivables Trust 2026-1 | 0 | 4,475,000 | 4,475,000 | 0.03% | $4.47M |
| Westlake Automobile Receivables Trust 2026-1 | 0 | 4,300,000 | 4,300,000 | 0.03% | $4.30M |
| BAAT 2023-1A A4 | 0 | 4,200,000 | 4,200,000 | 0.03% | $4.23M |
| FED HM LN PC POOL SL1583 FR 06/55 FIXED 5.5 | 0 | 3,939,445 | 3,939,445 | 0.03% | $4.01M |
| WESTLAKE AUTOMOBILE RECEIVABLES TRUST SER 2026-P1 CL A1 REGD 144A P/P 3.87400000 | 0 | 3,952,735 | 3,952,735 | 0.03% | $3.95M |
| TOWD POINT MORTGAGE TRUST | 0 | 3,913,880 | 3,913,880 | 0.03% | $3.86M |
| LAD AUTO RECEIVABLES TRUST 2026-1 4.16% 05/15/2029 144A | 0 | 3,550,000 | 3,550,000 | 0.03% | $3.54M |
| WLAKE 2026-P1 A2 144A 3.84% 01-16-29 | 0 | 3,480,000 | 3,480,000 | 0.03% | $3.47M |
| FANNIE MAE POOL UMBS P#CB9007 6.00000000 | 0 | 3,177,336 | 3,177,336 | 0.02% | $3.29M |
| BBCMS 2026-5C40 A3 | 0 | 3,200,000 | 3,200,000 | 0.02% | $3.27M |
| G2SF 5 5/26 | 0 | 3,300,000 | 3,300,000 | 0.02% | $3.26M |
| PSTAT 2025-3A A1 | 0 | 3,100,000 | 3,100,000 | 0.02% | $3.10M |
| G2SF 2.5 4/24 | 0 | 3,600,000 | 3,600,000 | 0.02% | $3.10M |
| JPMMT 2026-VIS1 A1 | 0 | 3,078,258 | 3,078,258 | 0.02% | $3.05M |
| FANNIE MAE POOL UMBS P#CC1216 5.50000000 | 0 | 2,854,228 | 2,854,228 | 0.02% | $2.91M |
| SMB Private Education Loan Trust (Private Loans) 5.13 04/15/2054 | 0 | 2,851,975 | 2,851,975 | 0.02% | $2.88M |
| Towd Point Mortgage Trust 2026-CES1 | 0 | 2,833,406 | 2,833,406 | 0.02% | $2.82M |
| Reach Abs Trust, Series 2026-1A, Class A | 0 | 2,657,837 | 2,657,837 | 0.02% | $2.66M |
| GNII II 3.5% 12/20/2055#MB0810 | 0 | 2,799,999 | 2,799,999 | 0.02% | $2.57M |
| RCKT Mortgage Trust 2026-CES1 | 0 | 2,535,196 | 2,535,196 | 0.02% | $2.52M |
| Government National Mortgage Association, TBA | 0 | 3,000,000 | 3,000,000 | 0.02% | $2.48M |
| FN CB9152 | 0 | 2,344,775 | 2,344,775 | 0.02% | $2.42M |
| PRPM 2026-RCF2 LLC | 0 | 2,400,000 | 2,400,000 | 0.02% | $2.41M |
| Exeter Automobile Receivables Trust 2026-1 | 0 | 2,400,000 | 2,400,000 | 0.02% | $2.40M |
| FANNIE MAE POOL UMBS P#FA3799 6.00000000 | 0 | 2,251,769 | 2,251,769 | 0.02% | $2.34M |
| FORDO 2023-A A4 | 0 | 2,300,000 | 2,300,000 | 0.02% | $2.31M |
| Santander Mortgage Asset Receivable Trust 2026-NQM3 | 0 | 2,300,000 | 2,300,000 | 0.02% | $2.30M |
| GALXY 2016-22A AR4 | 0 | 2,200,000 | 2,200,000 | 0.02% | $2.20M |
| FED HM LN PC POOL SL2247 FR 01/55 FIXED 5.5 | 0 | 2,121,747 | 2,121,747 | 0.02% | $2.17M |
| FREDDIE MAC POOL UMBS P#SL2834 5.50000000 | 0 | 2,092,310 | 2,092,310 | 0.02% | $2.13M |
| PRPM 2026-RCF1 A1 | 0 | 2,092,670 | 2,092,670 | 0.02% | $2.08M |
| FANNIE MAE POOL UMBS P#FA3584 6.00000000 | 0 | 1,991,052 | 1,991,052 | 0.02% | $2.07M |
| FREDDIE MAC POOL UMBS P#SL2049 5.50000000 | 0 | 1,999,258 | 1,999,258 | 0.02% | $2.04M |
| LAD AUTO RECEIVABLES TRUST 2026-1 SER 2026-1A CL A1 REGD 144A P/P 3.87100000 | 0 | 1,968,501 | 1,968,501 | 0.01% | $1.97M |
| AQFIT 2026-A A | 0 | 1,900,000 | 1,900,000 | 0.01% | $1.89M |
| TOWD POINT MORTGAGE TRUST 2026-CES2 4.72% 02/25/2066 144A | 0 | 1,875,528 | 1,875,528 | 0.01% | $1.85M |
| FREDDIE MAC POOL UMBS P#SL2838 5.50000000 | 0 | 1,810,117 | 1,810,117 | 0.01% | $1.85M |
| FANNIE MAE POOL UMBS P#FA3564 5.50000000 | 0 | 1,728,440 | 1,728,440 | 0.01% | $1.76M |
| LCM 39 LTD A1R2 TSFR3M+104 10/15/2034 144A | 0 | 1,750,000 | 1,750,000 | 0.01% | $1.75M |
| PRET LLC, Series 2026-NPL1, Class A1 | 0 | 1,656,725 | 1,656,725 | 0.01% | $1.64M |
| FANNIE MAE POOL UMBS P#FA3583 6.00000000 | 0 | 1,562,854 | 1,562,854 | 0.01% | $1.63M |
| PRPM 2026-2 A1 | 0 | 1,622,315 | 1,622,315 | 0.01% | $1.62M |
| CITZN 2023-1 A4 | 0 | 1,600,000 | 1,600,000 | 0.01% | $1.62M |
| FANNIE MAE POOL UMBS P#CC0117 6.00000000 | 0 | 1,545,898 | 1,545,898 | 0.01% | $1.60M |
| KKR FINANCIAL CLO LTD KKR 38A A1R 144A | 0 | 1,600,000 | 1,600,000 | 0.01% | $1.60M |
| FANNIE MAE POOL UMBS P#FA1361 5.50000000 | 0 | 1,475,197 | 1,475,197 | 0.01% | $1.51M |
| PRET 2026-NPL4 A1 | 0 | 1,500,000 | 1,500,000 | 0.01% | $1.50M |
| FREDDIE MAC POOL UMBS P#RJ5158 5.50000000 | 0 | 1,459,123 | 1,459,123 | 0.01% | $1.49M |
| FREDDIE MAC POOL UMBS P#RJ3965 5.50000000 | 0 | 1,428,341 | 1,428,341 | 0.01% | $1.46M |
| Anchorage Credit Funding 20 Ltd | 0 | 1,400,000 | 1,400,000 | 0.01% | $1.40M |
| FREDDIE MAC POOL UMBS P#SL3299 5.50000000 | 0 | 1,298,330 | 1,298,330 | 0.01% | $1.33M |
| FNMA POOL CB7642 FN 12/53 FIXED 6 | 0 | 1,284,424 | 1,284,424 | 0.01% | $1.33M |
| BBCMS Mortgage Trust 2026-5C40 | 0 | 1,300,000 | 1,300,000 | 0.01% | $1.30M |
| Palmer Square Loan Funding 2024-1 Ltd | 0 | 1,300,000 | 1,300,000 | 0.01% | $1.30M |
| FANNIE MAE POOL UMBS P#FA3798 6.00000000 | 0 | 1,223,514 | 1,223,514 | 0.01% | $1.27M |
| PRPM LLC, Series 2026-1, Class A1 | 0 | 1,274,631 | 1,274,631 | 0.01% | $1.26M |
| FREDDIE MAC POOL UMBS P#SL2503 6.50000000 | 0 | 1,179,505 | 1,179,505 | 0.01% | $1.24M |
| FNMA POOL BV6439 FN 11/55 FIXED 5.5 | 0 | 1,188,914 | 1,188,914 | 0.01% | $1.22M |
| Mountain View CLO LLC, Series 2016-1A, Class AR3 | 0 | 1,200,000 | 1,200,000 | 0.01% | $1.20M |
| FREDDIE MAC POOL UMBS P#RJ5228 5.50000000 | 0 | 1,104,392 | 1,104,392 | 0.01% | $1.13M |
| Ellington Financial Mortgage Trust 2017-1 | 0 | 1,133,954 | 1,133,954 | 0.01% | $1.12M |
| FNMA POOL FA3387 FN 11/55 FIXED VAR | 0 | 1,100,793 | 1,100,793 | 0.01% | $1.12M |
| FANNIE MAE POOL UMBS P#FA3797 6.00000000 | 0 | 1,041,517 | 1,041,517 | 0.01% | $1.08M |
| FREDDIE MAC POOL UMBS P#SL2994 6.00000000 | 0 | 1,021,483 | 1,021,483 | 0.01% | $1.06M |
| FREDDIE MAC POOL UMBS P#RJ3975 6.50000000 | 0 | 934,191 | 934,191 | 0.01% | $982.99K |
| PRET LLC, Series 2026-NPL3, Class A1 | 0 | 989,721 | 989,721 | 0.01% | $982.35K |
| PRET, LLC 2026-NPL2 | 0 | 977,164 | 977,164 | 0.01% | $970.21K |
| VCAT ASSET SECURITIZATION LLC STEP 02/25/2056 144A | 0 | 972,506 | 972,506 | 0.01% | $968.86K |
| VCAT LLC, Series 2026-NPL1, Class A1 | 0 | 943,184 | 943,184 | 0.01% | $938.62K |
| SEMT 2026-HYB1 A1A | 0 | 960,000 | 960,000 | 0.01% | $938.23K |
| Bridgecrest Lending Auto Securitization Trust 2026-1 | 0 | 900,000 | 900,000 | 0.01% | $900.06K |
| GSAR 2026-1A A2 | 0 | 900,000 | 900,000 | 0.01% | $897.66K |
| FANNIE MAE POOL UMBS P#CC0277 6.50000000 | 0 | 845,260 | 845,260 | 0.01% | $891.10K |
| FREDDIE MAC POOL UMBS P#SL2984 5.50000000 | 0 | 811,841 | 811,841 | 0.01% | $828.70K |
| FREDDIE MAC POOL UMBS P#SL0788 6.00000000 | 0 | 779,149 | 779,149 | 0.01% | $804.72K |
| FNMA 30YR 6% 03/01/2054#CB8159 | 0 | 757,422 | 757,422 | 0.01% | $783.41K |
| FNMA POOL CB7786 FN 01/54 FIXED 6 | 0 | 745,902 | 745,902 | 0.01% | $770.74K |
| FREDDIE MAC POOL UMBS P#SL3380 5.50000000 | 0 | 740,739 | 740,739 | 0.01% | $754.12K |
| BEAR STEARNS ALT A TRUST BALTA 2005 3 1A1 | 0 | 796,742 | 796,742 | 0.01% | $752.61K |
| FREDDIE MAC POOL UMBS P#SL3298 5.50000000 | 0 | 735,897 | 735,897 | 0.01% | $750.34K |
| GNMA II, Single Family, 30 Year | 0 | 800,000 | 800,000 | 0.01% | $734.33K |
| FCCU AUTO RECEIVABLES TRUST___ 2026-1 SER 2026-1A CL A1 REGD 144A P/P 3.89300000 | 0 | 692,312 | 692,312 | 0.01% | $692.31K |
| VERUS 2026-R1 A1 | 0 | 685,934 | 685,934 | 0.01% | $680.42K |
| FANNIE MAE POOL UMBS P#FA3012 5.50000000 | 0 | 652,436 | 652,436 | 0.00% | $667.59K |
| Uniform Mortgage-Backed Security, TBA | 0 | 700,000 | 700,000 | 0.00% | $661.47K |
| FREDDIE MAC POOL UMBS P#RJ4830 5.50000000 | 0 | 639,451 | 639,451 | 0.00% | $654.12K |
| FNMA POOL FA2921 FN 09/55 FIXED VAR | 0 | 594,770 | 594,770 | 0.00% | $606.01K |
| FREDDIE MAC POOL UMBS P#SD7117 6.00000000 | 0 | 569,839 | 569,839 | 0.00% | $592.84K |
| FANNIE MAE POOL UMBS P#FA3207 5.50000000 | 0 | 570,324 | 570,324 | 0.00% | $581.63K |
| RFR USD SOFR/3.50000 06/17/26-7Y LCH | 0 | 1 | 1 | 0.00% | $576.73K |
| GLS Auto Select Receivables Issuer Trust 2026-1 | 0 | 528,925 | 528,925 | 0.00% | $528.87K |
| Upstart Securitization Trust 2025-1 | 0 | 500,000 | 500,000 | 0.00% | $508.12K |
| PFP 2025-12 LTD SER 2025-12 CL A V/R REGD 144A P/P 5.22367000 | 0 | 500,000 | 500,000 | 0.00% | $500.05K |
| DLLMT 2026-1 LLC | 0 | 500,000 | 500,000 | 0.00% | $499.75K |
| FREDDIE MAC POOL UMBS P#SL3519 5.50000000 | 0 | 438,079 | 438,079 | 0.00% | $446.88K |
| FREDDIE MAC POOL UMBS P#SL2432 5.50000000 | 0 | 422,357 | 422,357 | 0.00% | $431.80K |
| FNMA POOL FA3385 FN 07/55 FIXED VAR | 0 | 367,694 | 367,694 | 0.00% | $376.44K |
| FREDDIE MAC POOL UMBS P#SL2806 5.50000000 | 0 | 331,850 | 331,850 | 0.00% | $339.58K |
| FREDDIE MAC POOL UMBS P#SL2468 5.50000000 | 0 | 314,000 | 314,000 | 0.00% | $321.19K |
| UMBS Pool, 30 Year | 0 | 308,339 | 308,339 | 0.00% | $314.39K |
| FREDDIE MAC POOL UMBS P#SL1190 5.50000000 | 0 | 234,357 | 234,357 | 0.00% | $239.66K |
| FREDDIE MAC POOL UMBS P#SD7204 5.50000000 | 0 | 227,435 | 227,435 | 0.00% | $232.75K |
| FREDDIE MAC POOL UMBS P#SL2469 5.50000000 | 0 | 224,513 | 224,513 | 0.00% | $228.97K |
| FED HM LN PC POOL SL1081 FR 04/55 FIXED 6 | 0 | 166,595 | 166,595 | 0.00% | $172.86K |
| FREDDIE MAC POOL UMBS P#SL0324 5.50000000 | 0 | 137,492 | 137,492 | 0.00% | $140.33K |
| UMBS | 0 | 84,169 | 84,169 | 0.00% | $88.78K |
| BSARM 2004-7 1A1 | 0 | 15,921 | 15,921 | 0.00% | $12.29K |
| LBMLT 2003-3 M3 SP BOA | 0 | 1 | 1 | 0.00% | $140 |
| SAIL 2004-10 M3 SP GST | 0 | 1 | 1 | 0.00% | $1 |
| CMBX.NA.AAA.6 SP SAL | 0 | 1 | 1 | 0.00% | $1 |
| RFR USD SOFR/3.75000 03/18/26-7Y LCH | 0 | 2 | 2 | 0.00% | -$142.03K |
| Security | Shares Dec 2025 | Shares Mar 2026 | Δ shares | End % | Δ value |
|---|---|---|---|---|---|
| FNCL 6 3/24 | 986,000,000 | 0 | -986,000,000 | 0.00% | -$1.01B |
| Uniform Mortgage-Backed Security, TBA | 680,997,053 | 0 | -680,997,053 | 0.00% | -$707.91M |
| Uniform Mortgage-Backed Security, TBA | 650,000,000 | 0 | -650,000,000 | 0.00% | -$647.64M |
| Uniform Mortgage-Backed Security, TBA | 609,600,000 | 0 | -609,600,000 | 0.00% | -$617.60M |
| Uniform Mortgage-Backed Security, TBA | 377,000,000 | 0 | -377,000,000 | 0.00% | -$392.24M |
| Uniform Mortgage-Backed Security, TBA | 272,050,000 | 0 | -272,050,000 | 0.00% | -$257.91M |
| Uniform Mortgage-Backed Security, TBA | 243,044,381 | 0 | -243,044,381 | 0.00% | -$249.44M |
| Government National Mortgage Association, TBA | 140,489,500 | 0 | -140,489,500 | 0.00% | -$143.09M |
| FNCL 5 1/26 | 118,035,000 | 0 | -118,035,000 | 0.00% | -$117.73M |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 103,700,000 | 0 | -103,700,000 | 0.00% | -$107.09M |
| FNCL 6.5 1/26 | 99,000,000 | 0 | -99,000,000 | 0.00% | -$102.90M |
| FNCL 3.5 2/26 | 85,000,000 | 0 | -85,000,000 | 0.00% | -$78.32M |
| FNCL 3 2/26 | 68,500,000 | 0 | -68,500,000 | 0.00% | -$60.55M |
| Uniform Mortgage-Backed Security, TBA | 60,200,000 | 0 | -60,200,000 | 0.00% | -$58.72M |
| FNCI 3 1/25 | 60,240,000 | 0 | -60,240,000 | 0.00% | -$57.96M |
| DIAMETER CAPITAL CLO DCLO 2022 4A A1R 144A | 50,000,000 | 0 | -50,000,000 | 0.00% | -$50.33M |
| Government National Mortgage Association, TBA | 27,400,000 | 0 | -27,400,000 | 0.00% | -$26.67M |
| FNCL 6 1/26 | 25,265,619 | 0 | -25,265,619 | 0.00% | -$25.94M |
| Uniform Mortgage-Backed Security, TBA | 29,400,000 | 0 | -29,400,000 | 0.00% | -$24.85M |
| G2SF 5.5 1/25 | 24,400,000 | 0 | -24,400,000 | 0.00% | -$24.64M |
| G2SF 6 1/25 | 22,410,500 | 0 | -22,410,500 | 0.00% | -$22.84M |
| Government National Mortgage Association | 15,692,601 | 0 | -15,692,601 | 0.00% | -$14.30M |
| Government National Mortgage Association, TBA | 14,800,000 | 0 | -14,800,000 | 0.00% | -$13.98M |
| SG Residential Mortgage Trust, Series 2022-2, Class A1 | 12,113,827 | 0 | -12,113,827 | 0.00% | -$12.12M |
| ANCHORAGE CAPITAL CLO LTD ANCHC 2024 28A A 144A | 11,800,000 | 0 | -11,800,000 | 0.00% | -$11.87M |
| Government National Mortgage Association, TBA | 12,900,000 | 0 | -12,900,000 | 0.00% | -$11.74M |
| TIAA CLO LTD TIA 2018 1A A1AR 144A | 9,001,298 | 0 | -9,001,298 | 0.00% | -$9.01M |
| CSMC Trust, Series 2021-RPL7, Class A1 | 7,862,222 | 0 | -7,862,222 | 0.00% | -$7.84M |
| GNMA II POOL MB0304 G2 04/55 FIXED 3.5 | 7,901,191 | 0 | -7,901,191 | 0.00% | -$7.20M |
| G2 MB0420 | 7,671,449 | 0 | -7,671,449 | 0.00% | -$6.99M |
| BCC 2021-4A A1R | 6,800,000 | 0 | -6,800,000 | 0.00% | -$6.81M |
| Sandstone Peak Ltd., Series 2021-1A, Class A1R | 6,300,000 | 0 | -6,300,000 | 0.00% | -$6.31M |
| Regatta XVI Funding Ltd., Series 2019-2A, Class A1R | 6,141,317 | 0 | -6,141,317 | 0.00% | -$6.15M |
| Hyundai Auto Lease Securitization Trust, Series 2023-C, Class A3 | 6,120,498 | 0 | -6,120,498 | 0.00% | -$6.13M |
| PARALLEL LTD PARL 2021 1A AR 144A | 5,700,000 | 0 | -5,700,000 | 0.00% | -$5.69M |
| ANCHORAGE CREDIT FUNDING LTD. ANCHF 2015 1A ARV 144A | 5,328,760 | 0 | -5,328,760 | 0.00% | -$5.29M |
| Sculptor CLO XXVII Ltd., Series 27A, Class A1R | 5,200,000 | 0 | -5,200,000 | 0.00% | -$5.20M |
| PRET LLC, Series 2024-NPL7, Class A1 | 4,719,535 | 0 | -4,719,535 | 0.00% | -$4.73M |
| PARK AVENUE INSTITUTIONAL ADVISERS CLO LTD 2021-1 PAIA 2021-1A A1AR | 4,400,000 | 0 | -4,400,000 | 0.00% | -$4.40M |
| CSMC 2021-RPL9 TR VAR 02/25/2061 144A | 4,369,284 | 0 | -4,369,284 | 0.00% | -$4.36M |
| Bain Capital Credit CLO Ltd., Series 2020-2A, Class ARR | 4,300,000 | 0 | -4,300,000 | 0.00% | -$4.30M |
| Government National Mortgage Association | 4,496,108 | 0 | -4,496,108 | 0.00% | -$4.10M |
| COMM MORTGAGE TRUST COMM 2016 787S A 144A | 3,800,000 | 0 | -3,800,000 | 0.00% | -$3.78M |
| CIM TRUST CIM 2023 R3 A1A 144A | 3,834,142 | 0 | -3,834,142 | 0.00% | -$3.74M |
| HARLEY-DAVIDSON MOTORCYCLE TRUST 2024-B SER 2024-B CL A2 REGD 4.62000000 | 3,625,218 | 0 | -3,625,218 | 0.00% | -$3.63M |
| G2SF 5 1/26 | 3,300,000 | 0 | -3,300,000 | 0.00% | -$3.29M |
| PRET LLC, Series 2024-NPL9, Class A1 | 3,219,692 | 0 | -3,219,692 | 0.00% | -$3.22M |
| AG TRUST AG 2024 NLP A 144A | 3,136,094 | 0 | -3,136,094 | 0.00% | -$3.16M |
| VCAT ASSET SECURITIZATION, LLC VCAT 2025 NPL2 A1 144A | 3,139,361 | 0 | -3,139,361 | 0.00% | -$3.15M |
| Government National Mortgage Association | 3,600,000 | 0 | -3,600,000 | 0.00% | -$3.11M |
| UPSTART SECURITIZATION TRUST UPST 2025 3 A1 144A | 2,755,242 | 0 | -2,755,242 | 0.00% | -$2.76M |
| BAIN CAPITAL CREDIT CLO, LIMIT BCC 2020 3A A1RR 144A | 2,600,000 | 0 | -2,600,000 | 0.00% | -$2.60M |
| ONP 2021-PARK A | 2,600,000 | 0 | -2,600,000 | 0.00% | -$2.59M |
| Government National Mortgage Association | 3,000,000 | 0 | -3,000,000 | 0.00% | -$2.48M |
| Cedar Funding V CLO Ltd., Series 2016-5A, Class A1R | 2,263,702 | 0 | -2,263,702 | 0.00% | -$2.26M |
| Pret LLC, Series 2024-NPL6, Class A1 | 2,044,129 | 0 | -2,044,129 | 0.00% | -$2.05M |
| NAVESINK CLO, LIMITED NAVS 2024 2A A1 144A | 2,000,000 | 0 | -2,000,000 | 0.00% | -$2.00M |
| LIBERTY STREET TRUST LBTY 2016 225L A 144A | 2,000,000 | 0 | -2,000,000 | 0.00% | -$1.96M |
| MADISON PARK FUNDING XXXV LTD SER 2019-35A CL A1R V/R REGD 144A P/P 5.13605000 | 1,924,448 | 0 | -1,924,448 | 0.00% | -$1.93M |
| CPS AUTO TRUST CPS 2024 C A 144A | 1,909,504 | 0 | -1,909,504 | 0.00% | -$1.91M |
| VCAT LLC, Series 2025-NPL1, Class A1 | 1,771,438 | 0 | -1,771,438 | 0.00% | -$1.78M |
| SYMPHONY CLO LTD SYMP 2022 37A A1AR 144A | 1,700,000 | 0 | -1,700,000 | 0.00% | -$1.71M |
| Oportun Issuance Trust, Series 2025-A, Class A | 1,600,000 | 0 | -1,600,000 | 0.00% | -$1.60M |
| WOSAT 2024-A A2A 5.37% 02-15-28 | 1,395,606 | 0 | -1,395,606 | 0.00% | -$1.40M |
| LCM LOAN INCOME FUND LTD LCMLF 1A A 144A | 1,327,494 | 0 | -1,327,494 | 0.00% | -$1.33M |
| OCTAGON INVESTMENT PARTNERS 39 OCT39 2018 3A AR 144A | 1,096,276 | 0 | -1,096,276 | 0.00% | -$1.10M |
| RESEARCH-DRIVEN PAGAYA MOTOR ASSET TRUST 2023-3 7.13% 01/26/2032 144A | 1,037,719 | 0 | -1,037,719 | 0.00% | -$1.04M |
| BAIN CAPITAL CREDIT CLO, LIMIT BCC 2021 4A A2R 144A | 1,000,000 | 0 | -1,000,000 | 0.00% | -$1.01M |
| Bain Capital Credit CLO Ltd., Series 2021-4A, Class BR | 1,000,000 | 0 | -1,000,000 | 0.00% | -$1.00M |
| CIM TRUST CIM 2019 R1 A 144A | 1,002,033 | 0 | -1,002,033 | 0.00% | -$924.96K |
| Pagaya AI Debt Trust 2025-4 | 895,889 | 0 | -895,889 | 0.00% | -$896.36K |
| STEELE CREEK CLO LTD STCR 2018 1A A 144A | 871,142 | 0 | -871,142 | 0.00% | -$872.21K |
| CHASE AUTO OWNER TRUST CHAOT 2024 3A A2 144A | 860,962 | 0 | -860,962 | 0.00% | -$861.77K |
| Exeter Automobile Receivables Trust, Series 2024-5A, Class A3 | 852,934 | 0 | -852,934 | 0.00% | -$853.27K |
| G2 MB0022 | 855,205 | 0 | -855,205 | 0.00% | -$779.70K |
| VERUS SECURITIZATION TRUST VERUS 2023 INV1 A1 144A | 777,489 | 0 | -777,489 | 0.00% | -$776.26K |
| U.S. Treasury Bills | 774,000 | 0 | -774,000 | 0.00% | -$769.00K |
| FNMA POOL CB4228 FN 07/37 FIXED 2.5 | 782,369 | 0 | -782,369 | 0.00% | -$740.50K |
| GNMA II POOL MB0481 G2 07/55 FIXED 3.5 | 791,248 | 0 | -791,248 | 0.00% | -$720.68K |
| ANCHORAGE CREDIT FUNDING LTD. ANCHF 2019 7A A 144A | 716,407 | 0 | -716,407 | 0.00% | -$715.94K |
| WESTLAKE AUTOMOBILE RECEIVABLE WLAKE 2024 2A A2A 144A | 690,192 | 0 | -690,192 | 0.00% | -$690.96K |
| Mercedes-Benz Auto Lease Trust, Series 2024-B, Class A2A | 650,647 | 0 | -650,647 | 0.00% | -$650.89K |
| CARVANA AUTO RECEIVABLES TRUST CRVNA 2025 P3 A1 | 616,939 | 0 | -616,939 | 0.00% | -$617.04K |
| SPACE COAST CREDIT UNION SCCU 2024 1A A2 144A | 591,288 | 0 | -591,288 | 0.00% | -$591.76K |
| Exeter Automobile Receivables Trust 2025-2 | 571,444 | 0 | -571,444 | 0.00% | -$571.64K |
| OZLM XVIII Ltd., Series 2018-18A, Class A | 556,781 | 0 | -556,781 | 0.00% | -$556.84K |
| Carvana Auto Receivables Trust, Series 2024-P4, Class A2 | 519,442 | 0 | -519,442 | 0.00% | -$519.82K |
| VOYA CLO LTD INGIM 2012 4A A1R3 144A | 516,111 | 0 | -516,111 | 0.00% | -$516.75K |
| Ares XLIV CLO Ltd | 500,000 | 0 | -500,000 | 0.00% | -$500.15K |
| GLS AUTO RECEIVABLES TRUST GCAR 2024 4A A2 144A | 492,344 | 0 | -492,344 | 0.00% | -$492.55K |
| PENFED AUTO RECEIVABLES OWNER TRUST 2025-A SER 2025-A CL A1 REGD 144A P/P 4.17800000 | 475,248 | 0 | -475,248 | 0.00% | -$475.50K |
| MAGNETITE XXV LTD SER 2020-25A CL A V/R REGD 144A P/P 5.31959000 | 424,442 | 0 | -424,442 | 0.00% | -$424.89K |
| Exeter Automobile Receivables Trust, Series 2024-4A, Class A3 | 418,335 | 0 | -418,335 | 0.00% | -$418.68K |
| LAD Auto Receivables Trust, Series 2024-3A, Class A2 | 399,076 | 0 | -399,076 | 0.00% | -$399.33K |
| TESLA AUTO LEASE TS 4.79% | 355,779 | 0 | -355,779 | 0.00% | -$356.04K |
| G2 MB0143 | 383,643 | 0 | -383,643 | 0.00% | -$349.69K |
| Drive Auto Receivables Trust 2024-2 | 343,356 | 0 | -343,356 | 0.00% | -$343.48K |
| PENFED AUTO RECEIVABLES OWNER PNFED 2024 A A2 144A | 328,074 | 0 | -328,074 | 0.00% | -$328.24K |
| PRETSL FLOAT 07/03/33 | 325,018 | 0 | -325,018 | 0.00% | -$325.02K |
| RFR USD SOFR/2.30000 01/17/24-2Y LCH | 1 | 0 | -1 | 0.00% | -$323.99K |
| Venture XXIX CLO Ltd | 319,228 | 0 | -319,228 | 0.00% | -$319.40K |
| Porsche Innovative Lease Owner Trust, Series 2024-2A, Class A2A | 316,107 | 0 | -316,107 | 0.00% | -$316.22K |
| WESTLAKE AUTOMOBILE RECEIVABLE WLAKE 2024 2A A2B 144A | 312,005 | 0 | -312,005 | 0.00% | -$312.09K |
| ARIVO ACCEPTANCE AUTO LOAN REC ARIVO 2025 1A A1 144A | 302,940 | 0 | -302,940 | 0.00% | -$303.02K |
| GREYWOLF CLO VI Ltd | 255,043 | 0 | -255,043 | 0.00% | -$255.04K |
| SOUND POINT CLO XVIII LTD SER 2017-4A CL A1 V/R REGD 144A P/P 5.26605000 | 236,290 | 0 | -236,290 | 0.00% | -$236.58K |
| FINANCE OF AMERICA HECM BUYOUT FAHB 2024 HB1 A1A 144A | 235,350 | 0 | -235,350 | 0.00% | -$235.47K |
| Research-Drive Pagaya Motor Asset Trust I Series 2024-1A, Class A | 232,942 | 0 | -232,942 | 0.00% | -$234.15K |
| Venture XXVII CLO Ltd. | 212,771 | 0 | -212,771 | 0.00% | -$213.03K |
| AFFRM 2024-X2 A 144A 5.22% 12-17-29 | 192,121 | 0 | -192,121 | 0.00% | -$192.18K |
| DWOLF 2017-1A AR | 184,331 | 0 | -184,331 | 0.00% | -$184.33K |
| Newark BSL CLO Ltd., Series 2017-1A, Class A1R | 182,104 | 0 | -182,104 | 0.00% | -$182.19K |
| Soundview Home Loan Trust, Series 2005-OPT3, Class M1 | 181,909 | 0 | -181,909 | 0.00% | -$181.89K |
| FCCU AUTO RECEIVABLES TRUST FCCU 2024 1A A2 144A | 154,131 | 0 | -154,131 | 0.00% | -$154.25K |
| CARVANA AUTO RECEIVABLES TRUST CRVNA 2024 N3 A2 144A | 150,734 | 0 | -150,734 | 0.00% | -$150.78K |
| NAVIENT STUDENT LOAN TRUST NAVSL 2016 AA A2A 144A | 147,411 | 0 | -147,411 | 0.00% | -$147.35K |
| GRNST 2024-1A A2 | 126,072 | 0 | -126,072 | 0.00% | -$126.13K |
| BridgeCrest Lending Auto Securitization Trust 2024-4 | 124,147 | 0 | -124,147 | 0.00% | -$124.17K |
| COUNTRYWIDE HOME LOANS CWHL 2005 HY10 1A1 | 109,212 | 0 | -109,212 | 0.00% | -$100.23K |
| BX TRUST BX 2021 XL2 A 144A | 73,670 | 0 | -73,670 | 0.00% | -$73.67K |
| G2 MB0088 | 77,295 | 0 | -77,295 | 0.00% | -$70.42K |
| LAD AUTO RECEIVABLES TRUST LADAR 2023 2A A3 144A | 70,287 | 0 | -70,287 | 0.00% | -$70.32K |
| MOUNTAIN VIEW CLO LTD MVW 2015 9A A1R 144A | 53,511 | 0 | -53,511 | 0.00% | -$53.58K |
| AMERICAN CREDIT ACCEPTANCE RECEIVABLES TRUST 2024-4 SER 2024-4 CL A REGD 144A P/P 4.81000000 | 52,990 | 0 | -52,990 | 0.00% | -$53.01K |
| TRINITAS CLO LTD TRNTS 2018 8A A 144A | 33,599 | 0 | -33,599 | 0.00% | -$33.64K |
| FIRST FRANKLIN MTG LOAN ASSET FFML 2006 FF9 1A | 33,065 | 0 | -33,065 | 0.00% | -$33.08K |
| HSI ASSET SECURITIZATION CORP TRUST 2006-OPT2 HASC 2006-OPT2 M2 | 29,658 | 0 | -29,658 | 0.00% | -$29.64K |
| FNMA POOL CB4285 FN 07/37 FIXED 2.5 | 30,061 | 0 | -30,061 | 0.00% | -$28.46K |
| TIAA CLO III Ltd | 15,966 | 0 | -15,966 | 0.00% | -$15.97K |
| XIB 0 03/03/26 | 3,000 | 0 | -3,000 | 0.00% | -$2.98K |
| FNMA POOL 863741 FN 12/35 FLOATING VAR | 1,554 | 0 | -1,554 | 0.00% | -$1.59K |
| Soundview Home Loan Trust, Series 2003-2, Class A2 | 358 | 0 | -358 | 0.00% | -$627 |
| Bear Stearns Asset Backed Securities Trust 2001-3 | 299 | 0 | -299 | 0.00% | -$299 |
| FNMA POOL 488340 FN 03/29 FLOATING VAR | 170 | 0 | -170 | 0.00% | -$172 |
| Security | Shares Dec 2025 | Shares Mar 2026 | Δ shares | End % | Δ value |
|---|---|---|---|---|---|
| PIMCO PRV SHORT TERM FLT III MUTUAL FUND | 136,640,986 | 164,471,484 | 27,830,498 | 11.87% | $270.77M |
| US ULTRA BOND CBT Sep25 | -16,589 | -16,200 | 389 | 0.25% | $20.45M |
| STWD 2025-FL4 LLC | 14,700,000 | 24,700,000 | 10,000,000 | 0.18% | $9.98M |
| NEW CENTURY HOME EQUITY LOAN T NCHET 2005 3 M7 | 23,643,008 | 23,643,012 | 3 | 0.17% | $459.65K |
| MORGAN STANLEY CAPITAL INC MSAC 2006 NC3 M1 | 19,097,718 | 19,098,397 | 679 | 0.12% | $314.39K |
| G2 MB0255 | 1,597,674 | 15,499,994 | 13,902,319 | 0.11% | $12.78M |
| SOUNDVIEW HOME EQUITY LOAN TRU SVHE 2006 1 M1 | 11,224,112 | 11,226,317 | 2,205 | 0.08% | $105.32K |
| FREMONT HOME LOAN TRUST FHLT 2005 2 M5 | 12,513,608 | 12,570,180 | 56,571 | 0.08% | $87.01K |
| MF1 MULTIFAMILY HOUSING MORTGA MF1 2025 FL17 A 144A | 9,600,000 | 10,100,000 | 500,000 | 0.07% | $486.39K |
| NOVASTAR HOME EQUITY LOAN NHEL 2007 2 M1 | 10,394,840 | 10,395,467 | 628 | 0.07% | $89.25K |
| VERUS 2025-R2 A1 | 3,300,000 | 7,711,058 | 4,411,058 | 0.06% | $4.38M |
| BEAR STEARNS ASSET BACKED SECU BSABS 2007 2 M1 | 7,047,093 | 7,073,301 | 26,207 | 0.05% | $28.97K |
| BDS LTD BDS 2025 FL14 A 144A | 3,150,000 | 3,650,000 | 500,000 | 0.03% | $491.47K |
| MORGAN STANLEY CAPITAL INC MSAC 2005 NC2 M6 | 3,788,506 | 3,789,232 | 726 | 0.03% | -$3.17K |
| MORGAN STANLEY CAPITAL INC MSAC 2006 NC2 M1 | 2,494,322 | 2,494,462 | 140 | 0.02% | $64.89K |
| RESIDENTIAL ASSET SECURITIZATI RAST 2006 A8 3A4 | 6,019,978 | 6,022,681 | 2,703 | 0.02% | -$36.38K |
| FANNIE MAE FNR 2005 74 DZ | 2,337,587 | 2,369,876 | 32,289 | 0.02% | -$140 |
| ROMARK CREDIT FUNDING, LTD. RCF 2021 2A A 144A | 1,000,000 | 2,000,000 | 1,000,000 | 0.01% | $954.70K |
| PRPM, LLC 2025-8 | 932,593 | 1,831,173 | 898,580 | 0.01% | $889.62K |
| PRPM 2025-7 LLC SER 2025-7 CL A1 V/R REGD 144A P/P 5.50300000 | 959,036 | 1,821,962 | 862,927 | 0.01% | $855.15K |
| PRPM LLC, Series 2025-5, Class A1 | 960,476 | 1,801,081 | 840,605 | 0.01% | $836.71K |
| RESIDENTIAL ASSET SECURITIZATI RAST 2006 A8 3A3 | 2,732,390 | 2,733,617 | 1,227 | 0.01% | -$20.35K |
| MORGAN STANLEY CAPITAL INC MSAC 2007 HE7 M2 | 362,870 | 364,805 | 1,936 | 0.00% | $6.36K |
| JP MORGAN MORTGAGE TRUST JPMMT 2006 S2 1A24 | 207,662 | 207,664 | 2 | 0.00% | -$1.68K |
| COUNTRYWIDE ALTERNATIVE LOAN T CWALT 2006 2CB A14 | 61,466 | 61,522 | 56 | 0.00% | -$423 |
| Security | Shares Dec 2025 | Shares Mar 2026 | Δ shares | End % | Δ value |
|---|---|---|---|---|---|
| Mercedes-Benz Auto Lease Trust, Series 2025-A, Class A2A | 67,100,000 | 59,717,160 | -7,382,840 | 0.44% | -$7.59M |
| BANC OF AMERICA FUNDING CORPOR BAFC 2015 R5 1A3 144A | 61,942,495 | 60,919,162 | -1,023,333 | 0.44% | -$1.01M |
| Verdelite Static CLO Ltd., Series 2024-1A, Class A | 64,097,673 | 55,437,537 | -8,660,136 | 0.41% | -$8.62M |
| BNC MORTGAGE LOAN TRUST BNCMT 2007 3 A1 | 59,068,819 | 58,000,954 | -1,067,865 | 0.40% | -$958.75K |
| NISSAN AUTO RECEIVABLES OWNER NAROT 2025 A A2A | 63,500,000 | 49,642,999 | -13,857,001 | 0.37% | -$13.97M |
| STELLANTIS FINANCIAL UNDERWRITTEN ENHANCED LEASE T SFUEL 2025-BA A2 | 48,900,000 | 47,996,962 | -903,038 | 0.36% | -$986.74K |
| FREDDIE MAC MULTIFAMILY STRUCTURED PASS THROUGH CERTIFI SER Q034 CL APT2 V/R 2.90299700 | 49,371,694 | 47,048,397 | -2,323,298 | 0.34% | -$2.35M |
| Soundview Home Loan Trust, Series 2007-OPT5, Class 1A1 | 56,344,351 | 55,133,973 | -1,210,378 | 0.32% | -$703.52K |
| FN MA5217 | 48,848,386 | 41,214,484 | -7,633,903 | 0.32% | -$8.14M |
| TOYOTA LEASE OWNER TRUST TLOT 2025 B A2A 144A | 47,000,000 | 42,549,165 | -4,450,835 | 0.31% | -$4.58M |
| COUNTRYWIDE ASSET BACKED CERTI CWL 2005 17 MV2 | 44,642,494 | 43,412,043 | -1,230,451 | 0.31% | -$1.21M |
| CHASE MORTGAGE FINANCE CORPORA CHASE 2024 RPL3 A1A 144A | 43,796,891 | 42,818,714 | -978,177 | 0.28% | -$1.12M |
| SMB PRIVATE EDUCATION LOAN TRUST 2024-D SER 2024-D CL A1A REGD 144A P/P 5.38000000 | 34,839,864 | 33,048,596 | -1,791,268 | 0.25% | -$2.04M |
| Woodward Capital Management Series 2024-CES5, Class A1A | 33,379,744 | 29,933,716 | -3,446,028 | 0.22% | -$3.62M |
| NSLT 2025-CA A1A | 31,345,419 | 29,414,822 | -1,930,597 | 0.22% | -$2.14M |
| COUNTRYWIDE ASSET BACKED CERTI CWL 2005 17 MV3 | 32,300,000 | 32,300,000 | -0 | 0.21% | -$100.20K |
| FIRST FRANKLIN MTG LOAN ASSET FFML 2006 FF15 A1 | 29,953,170 | 29,138,051 | -815,119 | 0.20% | -$706.73K |
| TRICON AMERICAN HOMES TAH 2020 SFR1 A 144A | 26,254,710 | 26,196,397 | -58,314 | 0.19% | $98.91K |
| LAD Auto Receivables Trust, Series 2025-2A, Class A2 | 36,200,000 | 25,647,678 | -10,552,322 | 0.19% | -$10.58M |
| TPMT 2020-2 A1A | 29,244,292 | 27,932,967 | -1,311,325 | 0.19% | -$1.34M |
| Fremont Home Loan Trust, Series 2006-C, Class 1A1 | 25,006,996 | 24,408,784 | -598,212 | 0.17% | -$502.62K |
| AOMT 2023-7 A1 | 23,699,518 | 22,749,552 | -949,965 | 0.17% | -$1.01M |
| NSLT 2025-CA A1B | 22,935,672 | 21,523,040 | -1,412,632 | 0.16% | -$1.42M |
| Chase Auto Owner Trust, Series 2024-3A, Class A3 | 25,000,000 | 21,504,958 | -3,495,042 | 0.16% | -$3.61M |
| NOVASTAR HOME EQUITY LOAN NHEL 2005 3 M3 | 22,380,216 | 21,304,104 | -1,076,112 | 0.15% | -$1.11M |
| SPECIALTY UNDERWRITING + RESID SURF 2006 BC3 A1 | 22,189,080 | 21,233,678 | -955,403 | 0.15% | -$884.01K |
| Uniform Mortgage-Backed Securities | 23,011,898 | 19,333,251 | -3,678,647 | 0.15% | -$3.92M |
| MORGAN STANLEY CAPITAL INC MSAC 2007 HE2 A1 144A | 52,324,512 | 51,958,216 | -366,296 | 0.15% | -$242.79K |
| Option One Mortgage Loan Trust, Series 2006-1, Class M1 | 21,390,565 | 20,332,230 | -1,058,336 | 0.14% | -$979.10K |
| SOUNDVIEW HOME EQUITY LOAN TRU SVHE 2007 OPT2 1A1 | 22,336,370 | 21,528,694 | -807,676 | 0.14% | -$936.25K |
| VOYA CLO LTD VOYA 2019 3A AR 144A | 22,391,255 | 18,917,507 | -3,473,748 | 0.14% | -$3.47M |
| TEVT 2023-1 A3 | 23,089,364 | 18,525,781 | -4,563,583 | 0.14% | -$4.61M |
| TPMT 2020-1 A1 | 20,642,223 | 19,262,040 | -1,380,183 | 0.14% | -$1.36M |
| FIRST FRANKLIN MTG LOAN ASSET FFML 2006 FF18 A1 | 19,512,108 | 18,985,594 | -526,514 | 0.14% | -$511.83K |
| CARMX 2025-3 4.42% 08/15/2028 | 22,253,000 | 18,078,928 | -4,174,072 | 0.13% | -$4.21M |
| SG MORTGAGE SECURITIES TRUST SGMS 2006 FRE2 A1 | 44,677,021 | 44,336,599 | -340,422 | 0.13% | -$334.00K |
| GMCAR 2024-3 A3 | 20,000,000 | 17,560,861 | -2,439,139 | 0.13% | -$2.53M |
| Santander Drive Auto Receivables Trust 2025-1 | 35,483,412 | 17,611,185 | -17,872,227 | 0.13% | -$17.92M |
| Soundview Home Loan Trust 2007-OPT3 | 19,900,540 | 19,748,060 | -152,480 | 0.13% | -$26.17K |
| LEHMAN XS TRUST LXS 2007 9 1A3 | 19,032,686 | 18,669,030 | -363,656 | 0.13% | -$240.74K |
| WOSAT 2024-A A3 4.98% 02-15-30 | 20,000,000 | 17,300,285 | -2,699,715 | 0.13% | -$2.75M |
| CIM TRUST CIM 2023 R2 A1 144A | 17,966,546 | 17,296,927 | -669,619 | 0.13% | -$826.94K |
| Porsche Innovative Lease Owner Trust, Series 2025-1A, Class A2A | 23,747,201 | 16,118,700 | -7,628,501 | 0.12% | -$7.67M |
| NSLT 2025-BA A1A | 17,029,933 | 16,035,812 | -994,121 | 0.12% | -$1.13M |
| HARBORVIEW MORTGAGE LOAN TRUST HVMLT 2006 12 2A2A | 17,959,161 | 17,564,280 | -394,881 | 0.12% | -$331.65K |
| SMB Private Education Loan Trust, Series 2024-D, Class A1B | 16,492,243 | 15,644,306 | -847,938 | 0.12% | -$747.29K |
| Cross Mortgage Trust, Series 2024-H4, Class A1 | 17,055,702 | 15,468,628 | -1,587,073 | 0.12% | -$1.67M |
| NSLT 2025-BA A1B | 16,000,651 | 15,066,615 | -934,036 | 0.11% | -$967.67K |
| RESIDENTIAL ASSET MORTGAGE PRO RAMP 2006 RS3 A4 | 17,610,200 | 17,028,087 | -582,113 | 0.11% | -$510.75K |
| PRPM Trust, Series 2024-NQM2, Class A1 | 15,349,911 | 14,198,812 | -1,151,098 | 0.11% | -$1.22M |
| G2 MA7988 | 16,360,304 | 16,005,831 | -354,473 | 0.11% | -$419.98K |
| Securitized Asset Backed Receivables LLC Trust 2007-BR5 | 18,035,087 | 17,590,150 | -444,937 | 0.10% | -$358.93K |
| BEAR STEARNS ASSET BACKED SECU BSABS 2006 4 M1 | 14,578,015 | 14,135,415 | -442,600 | 0.10% | -$443.48K |
| M&T BANK AUTO RECEIVABLES TRUST 2025-1 MTBAT 2025-1A A2A | 19,342,645 | 13,572,094 | -5,770,551 | 0.10% | -$5.79M |
| SFS AUTO RECEIVABLES SECURITIZ SFAST 2025 2A A2 144A | 19,061,208 | 13,542,364 | -5,518,844 | 0.10% | -$5.54M |
| COUNTRYWIDE ASSET BACKED CERTI CWL 2006 24 2A4 | 14,317,406 | 14,078,664 | -238,742 | 0.10% | -$217.35K |
| FREDDIE MAC POOL UMBS P#QG2198 5.50000000 | 13,548,434 | 13,105,965 | -442,469 | 0.10% | -$572.76K |
| IXIS REAL ESTATE CAPITAL TRUST IXIS 2006 HE3 A4 | 40,884,094 | 40,770,476 | -113,618 | 0.10% | -$333.23K |
| CWABS Asset-Backed Certificates Trust, Series 2006-3, Class M2 | 14,010,720 | 13,106,125 | -904,595 | 0.10% | -$909.41K |
| GCAT Trust, Series 2023-NQM4, Class A1 | 14,256,683 | 13,824,782 | -431,901 | 0.10% | -$577.20K |
| RESIDENTIAL ACCREDIT LOANS, IN RALI 2006 QS15 A1 | 15,358,350 | 14,888,476 | -469,875 | 0.10% | -$461.63K |
| WOODWARD CAPITAL MANAGEMENT RCKT 2025 CES10 A1A 144A | 13,903,604 | 13,079,390 | -824,214 | 0.10% | -$924.64K |
| FIRST FRANKLIN MTG LOAN ASSET FFML 2005 FFH4 M2 | 13,349,265 | 13,134,565 | -214,700 | 0.10% | -$240.20K |
| FR SD8324 | 13,368,946 | 12,686,156 | -682,790 | 0.09% | -$810.31K |
| GSMPS MORTGAGE LOAN TRUST GSMPS 2006 RP1 1AF2 144A | 16,248,374 | 15,794,916 | -453,458 | 0.09% | -$451.78K |
| COUNTRYWIDE ASSET BACKED CERTI CWL 2006 22 1A | 13,946,655 | 13,641,825 | -304,830 | 0.09% | -$260.73K |
| PREFERRED TERM SECS XXI SECURED 144A 03/38 VAR | 16,424,950 | 13,002,580 | -3,422,370 | 0.09% | -$3.22M |
| New Residential Mortgage Loan Trust 2017-1 | 13,436,522 | 12,763,987 | -672,535 | 0.09% | -$716.57K |
| Nelnet Student Loan Trust, Series 2019-2A, Class A | 12,470,705 | 11,978,176 | -492,529 | 0.09% | -$527.28K |
| WAMU MORTGAGE PASS THROUGH CER WAMU 2004 RP1 1F 144A | 13,093,850 | 12,655,349 | -438,501 | 0.09% | -$408.65K |
| SMB PRIVATE EDUCATION LOAN TRUST 2022-B SER 2022-B CL A1B V/R REGD 144A P/P 5.59202000 | 12,288,719 | 11,639,926 | -648,793 | 0.09% | -$656.97K |
| FIRST NLC TRUST FNLC 2007 1 A2 144A | 23,527,031 | 23,206,411 | -320,620 | 0.09% | -$192.42K |
| VERUS SECURITIZATION TRUST VERUS 2024 R1 A1 144A | 12,234,252 | 11,668,773 | -565,479 | 0.09% | -$550.78K |
| HDMOT 2024-B A3 | 12,200,000 | 11,626,307 | -573,693 | 0.09% | -$605.90K |
| LONG BEACH MORTGAGE LOAN TRUST LBMLT 2005 WL1 M4 | 12,007,432 | 11,600,628 | -406,804 | 0.09% | -$409.78K |
| LONG BEACH MORTGAGE LOAN TRUST LBMLT 2006 3 2A3 | 38,940,357 | 38,691,940 | -248,417 | 0.08% | -$208.59K |
| CWABS Asset-Backed Certificates Trust 2007-7 | 12,381,972 | 11,882,728 | -499,244 | 0.08% | -$460.66K |
| IndyMac INDX Mortgage Loan Trust, Series 2006-AR15, Class A1 | 11,361,897 | 11,179,554 | -182,343 | 0.08% | -$127.47K |
| MFRA TRUST MFRA 2023 NQM4 A1 144A | 12,530,340 | 11,140,384 | -1,389,955 | 0.08% | -$1.44M |
| ASSET BACKED SECURITIES CORP H ABSHE 2005 HE8 M3 | 11,699,650 | 10,881,327 | -818,323 | 0.08% | -$798.66K |
| J.P. MORGAN ALTERNATIVE LOAN T JPALT 2007 A2 12A4 | 30,133,034 | 30,109,586 | -23,448 | 0.08% | -$38.48K |
| NRZT 2019-RPL3 A1 144A FRN 07-25-59 | 11,958,597 | 11,168,536 | -790,060 | 0.08% | -$772.40K |
| GSMPS Mortgage Loan Trust, Series 2005-RP3, Class 1AF | 12,891,253 | 12,527,903 | -363,350 | 0.08% | -$319.26K |
| MERRILL LYNCH MORTGAGE INVESTO MLMI 2005 A6 M1 | 11,506,532 | 11,337,816 | -168,716 | 0.08% | -$127.91K |
| VERUS SECURITIZATION TRUST VERUS 2024 6 A1 144A | 11,935,917 | 10,593,679 | -1,342,238 | 0.08% | -$1.39M |
| J.P. MORGAN ALTERNATIVE LOAN T JPALT 2006 A3 1A4 | 11,626,344 | 11,092,476 | -533,868 | 0.08% | -$474.74K |
| SPECIALTY UNDERWRITING + RESID SURF 2006 BC3 A2C | 17,051,517 | 16,977,922 | -73,595 | 0.08% | $113.72K |
| ENCORE CREDIT RECEIVABLES TRUS ECR 2005 2 M4 | 10,936,234 | 10,610,528 | -325,706 | 0.08% | -$315.44K |
| WASHINGTON MUTUAL MORTGAGE PAS WMALT 2007 OA3 2A | 10,654,807 | 10,484,351 | -170,456 | 0.07% | -$111.43K |
| MF1 MULTIFAMILY HOUSING MORTGA MF1 2022 FL9 A 144A | 13,651,043 | 9,983,001 | -3,668,042 | 0.07% | -$3.67M |
| MERRILL LYNCH MORTGAGE INVESTO MLMI 2006 MLN1 A2C | 26,593,193 | 26,345,627 | -247,566 | 0.07% | -$268.88K |
| MF1 MULTIFAMILY HOUSING MORTGA MF1 2022 FL8 A 144A | 17,158,111 | 9,906,591 | -7,251,520 | 0.07% | -$7.24M |
| BX TRUST BX 2021 ACNT A 144A | 10,358,991 | 9,919,372 | -439,619 | 0.07% | -$440.22K |
| TCI SYMPHONY CLO TSYMP 2016 1A AR2 144A | 17,578,355 | 9,856,679 | -7,721,677 | 0.07% | -$7.72M |
| WASHINGTON MUTUAL MORTGAGE PAS WMALT 2006 AR9 1A | 10,960,105 | 10,766,100 | -194,005 | 0.07% | -$47.83K |
| MORGAN STANLEY REREMIC TRUST MSRR 2014 R8 2B 144A | 10,953,854 | 10,787,129 | -166,724 | 0.07% | -$138.17K |
| TPMT 2024-5 A1A | 10,214,998 | 9,795,774 | -419,224 | 0.07% | -$540.14K |
| GS MORTGAGE SECURITIES CORP. GSMSC 2014 2R 3B 144A | 10,868,619 | 10,265,728 | -602,890 | 0.07% | -$655.58K |
| GMF LEASING LLC 4.55% 07/20/2027 | 12,660,438 | 9,677,483 | -2,982,955 | 0.07% | -$3.01M |
| VERUS SECURITIZATION TRUST VERUS 2024 INV1 A1 144A | 10,088,674 | 9,491,306 | -597,368 | 0.07% | -$646.02K |
| PRETIUM MORTGAGE CREDIT PARTNE PRET 2025 RPL4 A1 144A | 10,080,813 | 9,830,064 | -250,749 | 0.07% | -$377.83K |
| NMLT TRUST NLT 2023 1 A1 144A | 10,619,019 | 10,275,595 | -343,424 | 0.07% | -$312.95K |
| LEHMAN XS TRUST LXS 2007 3 2A3 | 10,046,036 | 9,959,013 | -87,023 | 0.07% | -$55.43K |
| BX TRUST BX 2022 AHP A 144A | 9,600,000 | 9,445,594 | -154,406 | 0.07% | -$150.00K |
| RESIDENTIAL ASSET MORTGAGE PRO RAMP 2006 NC2 M1 | 9,942,949 | 9,628,789 | -314,159 | 0.07% | -$306.92K |
| FIRST FRANKLIN MTG LOAN ASSET FFML 2006 FF18 A2B | 10,142,414 | 10,007,092 | -135,321 | 0.07% | -$121.01K |
| PRPM 2025-RPL5 LLC | 9,900,000 | 9,448,588 | -451,412 | 0.07% | -$503.04K |
| SMB PRIVATE EDUCATION LOAN TRUST 2022-B SER 2022-B CL A1A REGD 144A P/P 3.94000000 | 9,869,680 | 9,348,602 | -521,078 | 0.07% | -$605.78K |
| SLM STUDENT LOAN TRUST SLMA 2003 7A A5A 144A | 9,481,184 | 9,115,601 | -365,583 | 0.07% | -$361.76K |
| WAMU MORTGAGE PASS THROUGH CER WAMU 2006 AR9 2A | 10,280,130 | 10,220,079 | -60,050 | 0.07% | -$28.14K |
| ONYP 2020-1NYP A | 9,700,000 | 9,155,912 | -544,088 | 0.07% | -$671.96K |
| FN 190445 | 9,928,382 | 8,467,619 | -1,460,763 | 0.06% | -$1.56M |
| ADJUSTABLE RATE MORTGAGE TRUST ARMT 2006 3 4A33 | 28,946,626 | 28,797,039 | -149,588 | 0.06% | -$108.23K |
| Securitized Asset Backed Receivables LLC Trust 2007-NC1 | 17,502,305 | 17,455,460 | -46,845 | 0.06% | -$53.85K |
| GM FINANCIAL LEASING TRST 4.19% 10/20/2027 | 9,250,000 | 8,639,697 | -610,303 | 0.06% | -$624.32K |
| COUNTRYWIDE ASSET BACKED CERTI CWL 2005 2 M5 | 9,400,699 | 8,446,074 | -954,625 | 0.06% | -$953.76K |
| BCAP LLC TRUST BCAP 2008 IND1 A1 | 11,353,600 | 11,142,367 | -211,233 | 0.06% | -$181.57K |
| ACE SECURITIES CORP. ACE 2007 HE4 A1 | 56,573,613 | 56,421,906 | -151,707 | 0.06% | -$226.88K |
| Asset Backed Securities Corp Home Equity Loan Trust Series AEG 2006-HE1 | 8,925,776 | 8,449,291 | -476,484 | 0.06% | -$467.77K |
| SMB Private Education Loan Trust, Series 2020-PTA, Class A2A | 9,556,881 | 8,799,058 | -757,823 | 0.06% | -$744.53K |
| M&T Bank Auto Receivables Trust, Series 2025-1A, Class A2B | 11,824,185 | 8,296,640 | -3,527,546 | 0.06% | -$3.53M |
| CHASE MORTGAGE FINANCE CORPORA CHASE 2024 RPL4 A1A 144A | 9,357,993 | 9,183,918 | -174,074 | 0.06% | -$167.13K |
| CIM TRUST CIM 2022 R2 A1 144A | 8,822,007 | 8,650,432 | -171,575 | 0.06% | -$260.67K |
| UMBS | 9,163,044 | 7,792,972 | -1,370,071 | 0.06% | -$1.46M |
| CITIGROUP MORTGAGE LOAN TRUST CMLTI 2006 AMC1 A2B | 8,854,066 | 8,719,302 | -134,764 | 0.06% | -$111.83K |
| Santander Drive Auto Receivables Trust 2025-3 | 11,489,620 | 8,002,555 | -3,487,066 | 0.06% | -$3.51M |
| STRUCTURED ASSET MORTGAGE INVE SAMI 2005 AR4 A1 | 10,069,280 | 9,401,383 | -667,897 | 0.06% | -$652.61K |
| ANCHORAGE CREDIT FUNDING LTD. ANCHF 2020 11A A 144A | 8,688,771 | 8,211,879 | -476,892 | 0.06% | -$522.10K |
| CITIGROUP MORTGAGE LOAN TRUST CMLTI 2007 AMC2 A2 144A | 8,591,586 | 8,227,503 | -364,083 | 0.06% | -$330.31K |
| CITZN 2023-2 A3 144A 5.83% 02-15-28 | 11,556,528 | 7,714,293 | -3,842,235 | 0.06% | -$3.88M |
| CARVANA AUTO RECEIVABLES TRUST CRVNA 2025 P3 A2 | 9,200,000 | 7,736,708 | -1,463,292 | 0.06% | -$1.47M |
| RESIDENTIAL ASSET SECURITIES C RASC 2006 EMX1 M2 | 7,948,179 | 7,626,182 | -321,997 | 0.06% | -$318.99K |
| TPMT 2019-4 A1 | 8,329,728 | 7,883,046 | -446,681 | 0.06% | -$459.23K |
| BCAP LLC TRUST BCAP 2014 RR5 1A2 144A | 8,302,276 | 8,120,732 | -181,544 | 0.06% | -$180.91K |
| MORGAN STANLEY CAPITAL INC MSAC 2007 HE5 A2D | 18,774,241 | 18,599,498 | -174,743 | 0.06% | -$510.31K |
| COUNTRYWIDE HOME LOANS CWHL 2006 3 1A1 | 7,925,945 | 7,835,351 | -90,594 | 0.06% | -$62.47K |
| SDART 2025-4 A2 4.28% 01-15-29 | 7,900,000 | 7,402,548 | -497,452 | 0.05% | -$512.76K |
| Drive Auto Receivables Trust 2025-2 | 10,800,000 | 7,388,299 | -3,411,701 | 0.05% | -$3.42M |
| FIRST FRANKLIN MTG LOAN ASSET FFML 2006 FF9 2A3 | 8,197,303 | 7,448,397 | -748,906 | 0.05% | -$739.05K |
| SoFi Consumer Loan Program Trust, Series 2025-2, Class A | 9,650,771 | 7,319,470 | -2,331,301 | 0.05% | -$2.36M |
| BMARK 2018-B7 A2 | 8,216,942 | 7,357,585 | -859,357 | 0.05% | -$863.18K |
| SPECIALTY UNDERWRITING + RESID SURF 2005 BC3 M3 | 7,893,914 | 7,519,195 | -374,719 | 0.05% | -$350.38K |
| OneMain Direct Auto Receivables Trust, Series 2023-1A, Class A | 7,800,000 | 7,247,443 | -552,557 | 0.05% | -$561.02K |
| FNMA POOL BH7058 FN 12/47 FIXED 3.5 | 7,637,892 | 7,502,386 | -135,505 | 0.05% | -$194.31K |
| SOFI PROFESSIONAL LOAN PROGRAM 2019-C LLC SER 2019-C CL A2FX REGD 144A P/P 2.37000000 | 8,089,984 | 7,147,166 | -942,818 | 0.05% | -$891.70K |
| MTLRF 2025-1A A2 | 7,700,000 | 6,925,636 | -774,364 | 0.05% | -$790.17K |
| WOODWARD CAPITAL MANAGEMENT RCKT 2025 CES9 A1A 144A | 7,430,592 | 6,872,887 | -557,705 | 0.05% | -$601.53K |
| WLAKE 2025-2A A2A 144A 4.66% 09-15-28 | 8,200,000 | 6,778,092 | -1,421,908 | 0.05% | -$1.44M |
| FREDDIE MAC GOLD POOL FG G08799 | 7,738,541 | 7,565,966 | -172,575 | 0.05% | -$200.86K |
| Bear Stearns Asset Backed Securities I Trust 2006-AC4 | 8,511,617 | 8,378,606 | -133,010 | 0.05% | -$128.43K |
| Long Beach Mortgage Loan Trust, Series 2006-4, Class 1A | 12,419,430 | 12,321,172 | -98,258 | 0.05% | -$89.42K |
| LMAT 2021-GS3 A1 144A 4.75% 07-25-61 | 6,641,982 | 6,447,092 | -194,890 | 0.05% | -$193.39K |
| MFRA TRUST MFRA 2022 RPL1 A1 144A | 7,136,749 | 6,900,487 | -236,262 | 0.05% | -$301.27K |
| MASTR ASSET BACKED SECURITIES MABS 2006 NC2 A1 | 12,857,333 | 12,822,487 | -34,845 | 0.05% | -$15.62K |
| GLS AUTO RECEIVABLES TRUST GCAR 2025 2A A2 144A | 10,567,324 | 6,342,113 | -4,225,211 | 0.05% | -$4.24M |
| SMB Private Education Loan Trust (Private Loans) 5.02 03/17/2053 | 6,557,889 | 6,285,719 | -272,171 | 0.05% | -$322.28K |
| WAMU MORTGAGE PASS THROUGH CER WAMU 2006 AR15 1A | 7,202,923 | 7,154,597 | -48,327 | 0.05% | -$11.32K |
| STRUCTURED ASSET MORTGAGE INVESTMENTS II TRUST 200 SAMI 2007-AR3 2A1 | 6,798,606 | 6,699,044 | -99,562 | 0.05% | -$68.60K |
| COUNTRYWIDE ALTERNATIVE LOAN T CWALT 2006 OA8 1A1 | 6,806,922 | 6,727,943 | -78,978 | 0.05% | -$52.14K |
| CITIGROUP MORTGAGE LOAN TRUST CMLTI 2025 RP4 A1 144A | 6,865,165 | 6,733,599 | -131,566 | 0.05% | -$299.59K |
| BofA Auto Trust, Series 2025-1A, Class A2A | 10,602,540 | 6,179,519 | -4,423,021 | 0.05% | -$4.44M |
| J.P. MORGAN ALTERNATIVE LOAN T JPALT 2008 R4 2A2 144A | 13,527,062 | 13,524,497 | -2,565 | 0.05% | -$208.92K |
| FREDDIE MAC POOL UMBS P#QF6551 5.50000000 | 6,183,327 | 6,063,922 | -119,405 | 0.05% | -$177.50K |
| Bridgecrest Lending Auto Securitization Trust 2025-2 | 12,147,775 | 6,102,665 | -6,045,110 | 0.05% | -$6.06M |
| Securitized Asset-Backed Receivables LLC Trust, Series 2006-NC3, Class A1 | 11,091,904 | 10,809,721 | -282,183 | 0.05% | -$231.06K |
| SAXON ASSET SECURITIES TRUST SAST 2007 2 A2C | 8,273,903 | 8,172,557 | -101,346 | 0.04% | -$96.69K |
| PRPM 2024-NQM3 SER 2024-NQM3 CL A1 V/R REGD 144A P/P 5.22800000 | 6,749,380 | 6,063,485 | -685,895 | 0.04% | -$699.16K |
| COUNTRYWIDE ASSET BACKED CERTI CWL 2005 10 MV5 | 6,180,805 | 6,078,082 | -102,723 | 0.04% | -$94.06K |
| FNMA POOL MA5314 FN 02/44 FIXED 6.5 | 6,306,136 | 5,812,722 | -493,414 | 0.04% | -$546.95K |
| UMBS | 6,217,137 | 5,928,512 | -288,625 | 0.04% | -$348.57K |
| BINOM SECURITIZATION TRUST BINOM 2022 INV1 A1 144A | 6,448,732 | 6,120,413 | -328,319 | 0.04% | -$363.26K |
| MORGAN STANLEY CAPITAL INC MSAC 2004 NC7 M1 | 5,894,821 | 5,737,751 | -157,070 | 0.04% | -$135.79K |
| LEHMAN XS TRUST LXS 2006 3 A1 | 6,281,217 | 5,792,110 | -489,107 | 0.04% | -$495.93K |
| FNMA POOL DD6433 FN 03/55 FIXED 7 | 6,317,758 | 5,558,590 | -759,168 | 0.04% | -$836.65K |
| FED HM LN PC POOL QX7881 FR 03/55 FIXED 7 | 5,987,694 | 5,570,662 | -417,031 | 0.04% | -$442.48K |
| AMERIQUEST MORTGAGE SECURITIES AMSI 2005 R8 M4 | 6,987,868 | 5,846,057 | -1,141,811 | 0.04% | -$1.12M |
| SPECIALTY UNDERWRITING + RESID SURF 2007 BC2 A1 | 7,893,213 | 7,814,446 | -78,767 | 0.04% | -$67.68K |
| AMERICAN HOME MORTGAGE ASSETS AHMA 2007 3 21A1 | 6,451,188 | 6,191,263 | -259,925 | 0.04% | -$246.08K |
| NOMURA ASSET ACCEPTANCE CORPOR NAA 2004 AP3 M1 | 6,224,414 | 5,668,829 | -555,585 | 0.04% | -$562.15K |
| VERUS SECURITIZATION TRUST VERUS 2022 3 A1 144A | 6,042,904 | 5,834,314 | -208,590 | 0.04% | -$243.47K |
| IXIS REAL ESTATE CAPITAL TRUST IXIS 2006 HE2 A3 | 20,991,420 | 20,732,602 | -258,818 | 0.04% | -$219.00K |
| COUNTRYWIDE ASSET BACKED CERTI CWL 2004 3 1A | 5,884,533 | 5,598,346 | -286,187 | 0.04% | -$265.13K |
| COLLEGE AVE STUDENT LOANS CASL 2019 A A2 144A | 6,043,422 | 5,732,869 | -310,553 | 0.04% | -$312.90K |
| HARBORVIEW MORTGAGE LOAN TRUST HVMLT 2006 12 2A13 | 5,720,762 | 5,600,530 | -120,232 | 0.04% | -$42.97K |
| TPMT 2024-4 A1A | 5,831,814 | 5,464,305 | -367,509 | 0.04% | -$381.25K |
| CITIGROUP MORTGAGE LOAN TRUST CMLTI 2006 WFH2 M2 | 5,759,179 | 5,499,973 | -259,205 | 0.04% | -$254.18K |
| FED HM LN PC POOL RJ4528 FR 04/55 FIXED 7 | 5,935,127 | 5,190,490 | -744,637 | 0.04% | -$802.28K |
| EXETER AUTOMOBILE RECEIVABLES TRUST 25-3A A2 4.94% 01/18/2028 | 12,369,701 | 5,426,962 | -6,942,739 | 0.04% | -$6.96M |
| ARGENT SECURITIES INC. ARSI 2006 M3 A2C | 17,944,602 | 17,843,565 | -101,037 | 0.04% | $84.70K |
| NOMURA HOME EQUITY LOAN INC NHELI 2006 HE2 M1 | 5,867,969 | 5,712,482 | -155,487 | 0.04% | -$141.81K |
| MORGAN STANLEY CAPITAL INC MSAC 2004 HE6 A2 | 5,818,395 | 5,698,356 | -120,039 | 0.04% | -$113.23K |
| CROSS MORTGAGE TRUST CROSS 2024 H6 A1 144A | 5,888,248 | 5,392,131 | -496,117 | 0.04% | -$503.64K |
| CHASE MORTGAGE FINANCE CORPORA CHASE 2023 RPL2 A1 144A | 6,105,729 | 5,995,177 | -110,552 | 0.04% | -$140.96K |
| Sequoia Mortgage Trust, Series 2024-HYB1, Class A1A | 5,636,425 | 5,394,056 | -242,368 | 0.04% | -$266.68K |
| SMB Private Education Loan Trust, Series 2024-A, Class A1A | 5,603,314 | 5,297,559 | -305,755 | 0.04% | -$357.52K |
| SAXON ASSET SECURITIES TRUST SAST 2007 4 A1 144A | 5,751,295 | 5,504,677 | -246,618 | 0.04% | -$233.58K |
| FED HM LN PC POOL RJ1371 FR 02/54 FIXED 6.5 | 5,710,590 | 5,136,229 | -574,361 | 0.04% | -$622.42K |
| MORGAN STANLEY CAPITAL INC MSAC 2005 HE7 M2 | 5,556,728 | 5,419,875 | -136,853 | 0.04% | -$140.09K |
| FNMA POOL BX8193 FN 04/53 FIXED 4.5 | 5,744,533 | 5,475,958 | -268,574 | 0.04% | -$317.75K |
| PRET LLC, Series 2025-NPL5, Class A1 | 5,440,936 | 5,267,716 | -173,220 | 0.04% | -$194.94K |
| Soundview Home Loan Trust 2007-OPT4 | 7,092,919 | 7,007,607 | -85,312 | 0.04% | -$54.65K |
| TOWD POINT MORTGAGE TRUST TPMT 2025 CES3 A1A 144A | 5,647,632 | 5,240,741 | -406,890 | 0.04% | -$436.67K |
| CarVal CLO Ltd., Series 2019-2A, Class AR2 | 5,757,500 | 5,233,976 | -523,524 | 0.04% | -$530.80K |
| GALLATIN LOAN MANAGEMENT, LLC GALL 2017 1A A1R 144A | 6,293,130 | 5,202,424 | -1,090,706 | 0.04% | -$1.09M |
| WOODWARD CAPITAL MANAGEMENT RCKT 2025 CES6 A1A 144A | 5,954,110 | 5,168,888 | -785,222 | 0.04% | -$825.70K |
| FCCU AUTO RECEIVABLES TRUST FCCU 2025 1A A2 144A | 6,969,540 | 5,116,357 | -1,853,183 | 0.04% | -$1.86M |
| COLLEGE AVE STUDENT LOANS CASL 2021 A A2 144A | 5,855,818 | 5,547,437 | -308,381 | 0.04% | -$267.49K |
| ASSET BACKED FUNDING CERTIFICA ABFC 2007 WMC1 A1A | 7,175,318 | 7,052,406 | -122,912 | 0.04% | -$58.35K |
| Trinitas CLO XIX Ltd., Series 2022-19A, Class A1R | 5,896,096 | 4,998,849 | -897,248 | 0.04% | -$903.99K |
| CHASE MORTGAGE FINANCE CORPORA CHASE 2023 RPL3 A1 144A | 5,643,047 | 5,567,127 | -75,920 | 0.04% | -$106.53K |
| ONSLOW BAY FINANCIAL LLC OBX 2025 R1 A1 144A | 5,109,058 | 4,990,795 | -118,262 | 0.04% | -$144.09K |
| Carvana Auto Receivables Trust, Series 2025-P2, Class A2 | 7,184,618 | 4,940,514 | -2,244,104 | 0.04% | -$2.25M |
| VERUS SECURITIZATION TRUST VERUS 2023 6 A1 144A | 5,728,006 | 4,916,520 | -811,487 | 0.04% | -$839.54K |
| SHNTN 2015-1A A | 5,134,928 | 4,881,348 | -253,580 | 0.04% | -$122.82K |
| GNMA II POOL MA9360 G2 12/53 FIXED 4.5 | 5,078,844 | 5,026,097 | -52,747 | 0.04% | -$91.62K |
| GMALT 2024-3 A3 | 5,000,000 | 4,859,874 | -140,126 | 0.04% | -$146.58K |
| IXIS REAL ESTATE CAPITAL TRUST IXIS 2006 HE3 A2 | 15,015,481 | 14,973,753 | -41,728 | 0.04% | -$122.24K |
| CREDIT SUISSE MORTGAGE TRUST CSMC 2010 6R 2A7 144A | 5,715,393 | 5,679,148 | -36,246 | 0.04% | -$33.28K |
| WOSAT 2025-A A2A 4.14% 05-15-30 | 5,100,000 | 4,788,721 | -311,279 | 0.04% | -$320.82K |
| CRVNA 2023-P5 A3 144A 5.62% 01-10-29 | 6,223,186 | 4,757,319 | -1,465,867 | 0.04% | -$1.48M |
| GREENPOINT MORTGAGE FUNDING TR GPMF 2005 AR2 A1 | 6,138,792 | 5,986,745 | -152,048 | 0.04% | -$139.57K |
| CFMT 2024-RM5 A 144A FRN 10-25-54 | 4,904,511 | 4,844,319 | -60,192 | 0.04% | -$80.10K |
| NSLT 2016-1A A | 5,010,091 | 4,719,491 | -290,600 | 0.04% | -$291.49K |
| SMB Private Education Loan Trust, Series 2024-A, Class A1B | 4,944,101 | 4,674,317 | -269,784 | 0.03% | -$276.65K |
| INDYMAC INDX MORTGAGE LOAN TRU INDX 2005 AR17 3A1 | 7,095,481 | 7,070,566 | -24,915 | 0.03% | -$14.47K |
| MORGAN STANLEY MORTGAGE LOAN T MSM 2006 3AR 1A3 | 7,443,645 | 7,355,874 | -87,771 | 0.03% | -$87.75K |
| New Residential Mortgage Loan Trust, Series 2019-RPL2, Class A1 | 5,077,479 | 4,827,983 | -249,497 | 0.03% | -$264.78K |
| FNMA POOL DD6431 FN 04/55 FIXED 7 | 4,809,527 | 4,435,779 | -373,748 | 0.03% | -$418.23K |
| HOMEBANC MORTGAGE TRUST HMBT 2005 4 M2 | 5,410,952 | 4,684,849 | -726,103 | 0.03% | -$728.51K |
| GreatAmerica Leasing Receivables Funding LLC, Series 2024-2, Class A2 | 7,378,792 | 4,669,946 | -2,708,847 | 0.03% | -$2.73M |
| TPMT 2025-CES4 A1A | 5,008,714 | 4,701,824 | -306,890 | 0.03% | -$349.16K |
| AMCAR 2024-1 A3 | 5,887,494 | 4,652,782 | -1,234,713 | 0.03% | -$1.25M |
| ACE SECURITIES CORP. ACE 2006 ASP5 A2C | 14,133,683 | 14,060,590 | -73,094 | 0.03% | -$60.69K |
| ACE SECURITIES CORP. ACE 2007 HE3 A1 | 22,333,480 | 22,201,596 | -131,884 | 0.03% | -$118.04K |
| MORGAN STANLEY CAPITAL INC MSAC 2006 NC4 A2D | 5,283,287 | 5,166,470 | -116,817 | 0.03% | -$82.50K |
| CSMC Trust | 5,253,599 | 5,122,409 | -131,190 | 0.03% | -$168.97K |
| COUNTRYWIDE HOME LOANS CWHL 2006 3 2A1 | 4,968,927 | 4,913,162 | -55,764 | 0.03% | -$39.52K |
| AMERIQUEST MORTGAGE SECURITIES AMSI 2004 R10 M1 | 5,366,011 | 4,655,991 | -710,020 | 0.03% | -$701.03K |
| New Century Home Equity Loan Trust Series 2005-D | 4,923,232 | 4,705,896 | -217,335 | 0.03% | -$211.81K |
| ONSLOW BAY FINANCIAL LLC OBX 2023 NQM3 A1 144A | 4,796,617 | 4,588,703 | -207,914 | 0.03% | -$222.27K |
| CSMC Trust | 5,280,262 | 5,107,021 | -173,242 | 0.03% | -$184.97K |
| Home Partners of America Trust Series 2021-3, Class A | 4,927,918 | 4,819,140 | -108,778 | 0.03% | -$117.06K |
| USB AUTO OWNER TRUST USCAR 2025 1A A2 144A | 6,477,292 | 4,520,905 | -1,956,387 | 0.03% | -$1.96M |
| ASSET BACKED FUNDING CERTIFICA ABFC 2006 OPT3 A1 | 7,213,945 | 7,080,386 | -133,559 | 0.03% | -$128.35K |
| IndyMac INDX Mortgage Loan Trust 2007-FLX4 | 4,938,370 | 4,778,048 | -160,322 | 0.03% | -$158.89K |
| GS Mortgage-Backed Securities Trust, Series 2025-RPL3, Class A1 | 4,716,761 | 4,601,957 | -114,804 | 0.03% | -$144.08K |
| COUNTRYWIDE ASSET BACKED CERTI CWL 2006 7 2A4 | 4,697,876 | 4,546,973 | -150,903 | 0.03% | -$146.50K |
| ONSLOW BAY FINANCIAL LLC OBX 2024 HYB2 A1 144A | 4,593,757 | 4,454,003 | -139,754 | 0.03% | -$122.27K |
| Lehman XS Trust Series 2006-GP3 | 4,660,609 | 4,619,611 | -40,997 | 0.03% | -$17.76K |
| WOODWARD CAPITAL MANAGEMENT RCKT 2025 CES11 A1A 144A | 4,658,918 | 4,452,270 | -206,649 | 0.03% | -$240.15K |
| MFRA TRUST MFRA 2023 NQM2 A1 144A | 4,590,789 | 4,446,770 | -144,020 | 0.03% | -$138.68K |
| HarborView Mortgage Loan Trust, Series 2006-1, Class 2A1A | 4,764,418 | 4,690,058 | -74,360 | 0.03% | -$52.42K |
| PRPM Trust, Series 2023-NQM3, Class A1 | 4,834,655 | 4,376,275 | -458,380 | 0.03% | -$477.77K |
| G2 MA8044 | 4,843,161 | 4,739,608 | -103,552 | 0.03% | -$77.39K |
| CSMC Trust, Series 2022-RPL4, Class A1 | 4,714,806 | 4,572,607 | -142,199 | 0.03% | -$166.10K |
| FED HM LN PC POOL QX6648 FR 02/55 FIXED 7 | 4,787,554 | 4,144,259 | -643,295 | 0.03% | -$680.52K |
| FORDO 2023-C A3 | 5,506,761 | 4,318,214 | -1,188,547 | 0.03% | -$1.21M |
| GSAMP TRUST GSAMP 2005 WMC1 M1 | 4,469,589 | 4,362,566 | -107,023 | 0.03% | -$105.04K |
| FR SD8308 | 4,519,100 | 4,298,411 | -220,689 | 0.03% | -$264.82K |
| ECMC GROUP STUDENT LOAN TRUST ECMC 2020 2A A 144A | 4,479,749 | 4,268,980 | -210,768 | 0.03% | -$212.98K |
| RESIDENTIAL ACCREDIT LOANS, IN RALI 2006 QO8 1A3A | 4,499,755 | 4,395,951 | -103,804 | 0.03% | -$107.81K |
| MF1 MULTIFAMILY HOUSING MORTGA MF1 2021 FL7 A 144A | 6,143,378 | 4,273,473 | -1,869,905 | 0.03% | -$1.86M |
| BELLA VISTA MORTGAGE TRUST BVMBS 2004 2 A1 | 6,849,416 | 6,802,246 | -47,170 | 0.03% | -$54.11K |
| NOVASTAR HOME EQUITY LOAN NHEL 2003 4 A1 | 4,608,537 | 4,222,423 | -386,114 | 0.03% | -$388.72K |
| COUNTRYWIDE ALTERNATIVE LOAN T CWALT 2006 OA17 1A1A | 4,848,254 | 4,673,110 | -175,144 | 0.03% | -$140.74K |
| MERITAGE MORTGAGE LOAN TRUST MMLT 2005 2 M3 | 4,493,646 | 4,261,097 | -232,549 | 0.03% | -$194.77K |
| GREYWOLF CLO LTD GWOLF 2020 3RA A1R2 144A | 5,576,453 | 4,196,168 | -1,380,285 | 0.03% | -$1.38M |
| VERUS SECURITIZATION TRUST VERUS 2025 12 A1FC 144A | 4,300,000 | 4,202,232 | -97,768 | 0.03% | -$118.27K |
| MASTR Adjustable Rate Mortgages Trust 2007-2 | 4,780,068 | 4,442,151 | -337,917 | 0.03% | -$268.97K |
| FED HM LN PC POOL QG2097 FR 04/53 FIXED 5.5 | 4,138,134 | 4,110,658 | -27,476 | 0.03% | -$66.24K |
| Enterprise Fleet Financing LLC, Series 2024-3, Class A2 | 6,656,535 | 4,132,966 | -2,523,569 | 0.03% | -$2.54M |
| GLS AUTO RECEIVABLES TRUST GCAR 2025 3A A2 144A | 5,700,000 | 4,113,716 | -1,586,284 | 0.03% | -$1.59M |
| CRVNA 2024-N3 A3 144A 4.53% 01-10-29 | 4,600,000 | 4,077,130 | -522,870 | 0.03% | -$528.61K |
| FNMA POOL BV1424 FN 04/55 FIXED 7 | 5,278,735 | 3,872,932 | -1,405,803 | 0.03% | -$1.48M |
| Bear Stearns Mortgage Funding Trust, Series 2006-AR5, Class 1A1 | 4,553,882 | 4,511,083 | -42,799 | 0.03% | -$29.55K |
| MORGAN STANLEY CAPITAL INC MSAC 2006 HE2 A2D | 4,996,884 | 4,853,988 | -142,895 | 0.03% | -$194.95K |
| TPMT 2017-1 M1 144A FRN 10-25-56 | 4,183,000 | 4,087,894 | -95,106 | 0.03% | -$99.25K |
| G2 MB0149 | 4,737,963 | 3,871,782 | -866,180 | 0.03% | -$879.21K |
| GSAR 2024-3A A2 | 4,761,735 | 3,981,103 | -780,632 | 0.03% | -$798.09K |
| PRPM 2025-RCF2 LLC | 4,245,094 | 4,095,135 | -149,959 | 0.03% | -$181.41K |
| COUNTRYWIDE ALTERNATIVE LOAN T CWALT 2007 OA11 A1A | 4,448,551 | 4,416,934 | -31,617 | 0.03% | -$18.49K |
| SBNA Auto Lease Trust, Series 2024-B, Class A3 | 5,491,508 | 3,972,511 | -1,518,997 | 0.03% | -$1.54M |
| FNMA POOL DD6430 FN 04/55 FIXED 7 | 3,738,350 | 3,727,746 | -10,604 | 0.03% | -$8.15K |
| Freddie Mac Pool | 4,579,969 | 3,812,683 | -767,286 | 0.03% | -$815.72K |
| PAGAYA AI DEBT SELECTION TRUST PAID 2024 7 A 144A | 4,797,807 | 3,860,257 | -937,550 | 0.03% | -$956.60K |
| RESIDENTIAL ACCREDIT LOANS, IN RALI 2006 QA7 1A1 | 4,140,256 | 3,699,227 | -441,028 | 0.03% | -$414.91K |
| Long Beach Mortgage Loan Trust, Series 2004-3, Class M1 | 3,824,882 | 3,766,335 | -58,548 | 0.03% | -$50.37K |
| FNMA POOL FS2661 FN 07/52 FIXED VAR | 4,027,958 | 3,925,956 | -102,002 | 0.03% | -$162.70K |
| Atlas Senior Loan Fund XV Ltd., Series 2019-15A, Class A1R | 5,245,571 | 3,792,393 | -1,453,178 | 0.03% | -$1.45M |
| Structured Adjustable Rate Mortgage Loan Trust Series 2007-6 | 4,118,750 | 3,943,227 | -175,523 | 0.03% | -$156.61K |
| SLM STUDENT LOAN TRUST SLMA 2008 7 A4 | 4,039,903 | 3,807,721 | -232,182 | 0.03% | -$248.06K |
| COUNTRYWIDE ALTERNATIVE LOAN T CWALT 2006 OA22 A1 | 4,088,189 | 4,053,499 | -34,691 | 0.03% | -$74.45K |
| LONG BEACH MORTGAGE LOAN TRUST LBMLT 2006 10 2A3 | 12,727,043 | 12,693,136 | -33,907 | 0.03% | -$37.61K |
| RESIDENTIAL ACCREDIT LOANS, IN RALI 2006 QA6 A3 | 4,099,363 | 4,012,759 | -86,604 | 0.03% | -$63.17K |
| COUNTRYWIDE ALTERNATIVE LOAN T CWALT 2005 61 2A2 | 4,158,324 | 4,123,445 | -34,879 | 0.03% | -$13.04K |
| MLCC MORTGAGE INVESTORS INC MLCC 2006 2 M1 | 4,248,279 | 3,971,139 | -277,139 | 0.03% | -$112.61K |
| NAVSL 2023-BA A1B | 4,245,037 | 3,699,657 | -545,380 | 0.03% | -$564.13K |
| SMB Private Education Loan Trust 2020-PT-A | 4,047,662 | 3,726,698 | -320,964 | 0.03% | -$319.25K |
| CROSS MORTGAGE TRUST CROSS 2025 H9 A1 144A | 3,780,630 | 3,690,852 | -89,778 | 0.03% | -$115.26K |
| SoFi Consumer Loan Program Trust, Series 2025-4, Class A | 4,780,576 | 3,679,938 | -1,100,638 | 0.03% | -$1.11M |
Top 300 of 1490, by weight.
| Security | Shares Dec 2025 | Shares Mar 2026 | Δ shares | End % | Δ value |
|---|---|---|---|---|---|
| RFR USD SOFR/1.75000 06/15/22-30Y LCH | 2 | 2 | 0 | 0.52% | -$100.87K |
| HART 2024-B A3 | 52,300,000 | 52,300,000 | 0 | 0.39% | -$279.55K |
| CRVNA 2025-P3 A3 | 50,000,000 | 50,000,000 | 0 | 0.37% | -$281.67K |
| RFR USD SOFR/3.25000 06/18/25-10Y LCH | 1 | 1 | 0 | 0.36% | $5.15M |
| US TREASURY N/B | 49,800,000 | 49,800,000 | 0 | 0.33% | -$583.59K |
| COUNTRYWIDE ASSET BACKED CERTI CWL 2007 7 2A4 | 47,529,000 | 47,529,000 | 0 | 0.31% | $117.71K |
| LCM LTD PARTNERSHIP LCM 31A AR 144A | 40,900,000 | 40,900,000 | 0 | 0.30% | -$12.98K |
| ARGENT SECURITIES INC. ARSI 2005 W2 M2 | 37,500,000 | 37,500,000 | 0 | 0.26% | $79.05K |
| RFRF USD SF+26.161/1.9* 9/23/23-28Y* CME | 2 | 2 | 0 | 0.26% | -$931.86K |
| RFRF USD SF+26.161/1.2* 06/16/21-30Y LCH | 1 | 1 | 0 | 0.24% | -$620.82K |
| GOLDEN CREDIT CARD TRUST SER 2022-1A CL A REGD 144A P/P 1.97000000 | 33,100,000 | 33,100,000 | 0 | 0.24% | $84.60K |
| US TREASURY N/B | 37,800,000 | 37,800,000 | 0 | 0.24% | -$310.82K |
| RFRF USD SF+26.161/1.2* 9/17/23-7Y* CME | 1 | 1 | 0 | 0.24% | -$803.37K |
| Capital Four US CLO II Ltd., Series 2022-1A, Class AR | 30,000,000 | 30,000,000 | 0 | 0.22% | -$122.34K |
| LRECS 2025 CRE1 LLC LRECS 2025 CRE1 A 144A | 27,300,000 | 27,300,000 | 0 | 0.20% | -$99.04K |
| GOLDEN CREDIT CARD TRUST SER 2021-1A CL A REGD 144A P/P 1.14000000 | 26,900,000 | 26,900,000 | 0 | 0.20% | $162.10K |
| SMRT 2022-MINI | 25,570,000 | 25,570,000 | 0 | 0.19% | -$17.08K |
| CMXS 2025-B A3 | 24,500,000 | 24,500,000 | 0 | 0.18% | -$142.72K |
| CITIGROUP MORTGAGE LOAN TRUST CMLTI 2007 WFH3 M2 | 24,348,000 | 24,348,000 | 0 | 0.17% | -$13.01K |
| AMERICAN HERITAGE AUTO RECEIVABLES ISSUER TRUST 20 AHART 2025-1A A3 | 23,000,000 | 23,000,000 | 0 | 0.17% | -$137.10K |
| FIRST FRANKLIN MTG LOAN ASSET FFML 2006 FF15 A6 | 25,256,000 | 25,256,000 | 0 | 0.16% | $26.74K |
| JP MORGAN MORTGAGE ACQUISITION JPMAC 2006 FRE1 M2 | 21,778,772 | 21,778,772 | 0 | 0.15% | -$84.38K |
| JP MORGAN CHASE COMMERCIAL MOR JPMCC 2018 WPT BFX 144A | 23,176,000 | 23,176,000 | 0 | 0.14% | $16.07K |
| STRUCTURED ASSET SECURITIES CO SASC 2007 BC3 2A4 | 21,126,000 | 21,126,000 | 0 | 0.14% | $25.28K |
| JP MORGAN MORTGAGE ACQUISITION JPMAC 2007 CH3 M3 | 20,645,000 | 20,645,000 | 0 | 0.13% | -$31.91K |
| JP MORGAN CHASE COMMERCIAL MOR JPMCC 2021 410T A 144A | 19,000,000 | 19,000,000 | 0 | 0.13% | -$27.61K |
| MF1 MULTIFAMILY HOUSING MORTGA MF1 2025 FL20 A 144A | 17,800,000 | 17,800,000 | 0 | 0.13% | -$23.42K |
| RESIDENTIAL ASSET SECURITIES C RASC 2006 KS6 M2 | 18,508,000 | 18,508,000 | 0 | 0.13% | $51.87K |
| RFR USD SOFR/3.25000 12/20/23-30Y LCH | 1 | 1 | 0 | 0.12% | -$340.73K |
| POST CLO LTD POST 2021 1A AR 144A | 16,000,000 | 16,000,000 | 0 | 0.12% | $14.86K |
| Enterprise Fleet Financing LLC, Series 2025-3, Class A2 | 15,400,000 | 15,400,000 | 0 | 0.11% | -$42.86K |
| LONG BEACH MORTGAGE LOAN TRUST LBMLT 2005 3 M1 | 15,860,237 | 15,860,237 | 0 | 0.10% | $26.42K |
| KKR FINANCIAL CLO LTD KKR 16 A1R3 144A | 14,000,000 | 14,000,000 | 0 | 0.10% | $9.59K |
| Enterprise Fleet Financing LLC, Series 2024-3, Class A3 | 12,600,000 | 12,600,000 | 0 | 0.09% | -$74.42K |
| TEVT 2023-1 A4 | 12,500,000 | 12,500,000 | 0 | 0.09% | -$56.59K |
| VOYA CLO LTD VOYA 2017 3A A1RR 144A | 12,400,000 | 12,400,000 | 0 | 0.09% | $10.58K |
| WIND RIVER CLO LTD WINDR 2017 3A AR2 144A | 12,300,000 | 12,300,000 | 0 | 0.09% | $5.73K |
| ATLANTIC AVENUE LTD MCCP 2025 4A A 144A | 11,900,000 | 11,900,000 | 0 | 0.09% | -$11.12K |
| GS MORTGAGE SECURITIES TRUST GSMS 2017 GPTX B 144A | 15,900,000 | 15,900,000 | 0 | 0.09% | $1.51M |
| SPACE COAST CREDIT UNION SCCU 2025 1A A3 144A | 11,700,000 | 11,700,000 | 0 | 0.09% | -$71.38K |
| DIAMETER CAPITAL CLO DCLO 2024 6A A1 144A | 11,700,000 | 11,700,000 | 0 | 0.09% | -$25.22K |
| TOWD POINT MORTGAGE TRUST TPMT 2019 HY3 M2 144A | 11,615,000 | 11,615,000 | 0 | 0.09% | -$321.27K |
| GSAMP Trust, Series 2006-HE4, Class M1 | 13,061,000 | 13,061,000 | 0 | 0.09% | -$2.82K |
| LMNT CRE 2025-FL3 LLC SER 2025-FL3 CL A V/R REGD 144A P/P 0.00000000 | 11,200,000 | 11,200,000 | 0 | 0.08% | -$12.70K |
| ENCORE CREDIT RECEIVABLES TRUS ECR 2005 4 M6 | 12,708,033 | 12,708,033 | 0 | 0.08% | -$18.33K |
| RFR USD SOFR/2.75000 06/21/23-30Y LCH | 1 | 1 | 0 | 0.08% | -$99.22K |
| Trinitas CLO XVII Ltd., Series 2021-17A, Class AR | 10,700,000 | 10,700,000 | 0 | 0.08% | $9.52K |
| ANCHORAGE CREDIT FUNDING LTD. ANCHF 2025 18A A 144A | 10,800,000 | 10,800,000 | 0 | 0.08% | -$139.79K |
| Citigroup Mortgage Loan Trust, Inc., Series 2006-WFH2, Class M3 | 11,379,606 | 11,379,606 | 0 | 0.08% | $100.57K |
| ARES XLIV CLO Ltd. Floating Rate, Due 04/15/2034 | 10,600,000 | 10,600,000 | 0 | 0.08% | $7.91K |
| Ares LXII CLO Ltd | 10,500,000 | 10,500,000 | 0 | 0.08% | $3.28K |
| KKR FINANCIAL CLO LTD KKR 36A AR 144A | 10,300,000 | 10,300,000 | 0 | 0.08% | $9.14K |
| BLUEMOUNTAIN CLO XXXIV LTD SER 2022-34A CL AR V/R REGD 144A P/P 5.03444000 | 10,300,000 | 10,300,000 | 0 | 0.08% | -$2.69K |
| ACRES PLC ACRES 2025 FL3 A 144A | 10,200,000 | 10,200,000 | 0 | 0.08% | $15.67K |
| Hertz Vehicle Financing LLC, Series 2023-2A, Class A | 10,000,000 | 10,000,000 | 0 | 0.08% | -$82.27K |
| Soundview Home Loan Trust 2006-OPT5 | 11,146,540 | 11,146,540 | 0 | 0.07% | $55.66K |
| Bain Capital Credit CLO Ltd., Series 2019-4A, Class A1RR | 9,750,000 | 9,750,000 | 0 | 0.07% | $5.92K |
| CARVANA AUTO RECEIVABLES TRUST CRVNA 2023 P5 A4 144A | 9,457,000 | 9,457,000 | 0 | 0.07% | -$85.40K |
| MASTR ASSET BACKED SECURITIES MABS 2007 HE2 A4 | 11,301,000 | 11,301,000 | 0 | 0.07% | $1.65K |
| ANCHORAGE CREDIT FUNDING LTD. ANCHF 2025 19A A 144A | 9,400,000 | 9,400,000 | 0 | 0.07% | -$84.58K |
| JP MORGAN MORTGAGE ACQUISITION JPMAC 2005 FLD1 M7 | 10,000,000 | 10,000,000 | 0 | 0.07% | -$9.69K |
| Symphony CLO XXXII Ltd., Series 2022-32A, Class AR | 9,200,000 | 9,200,000 | 0 | 0.07% | $1.03K |
| BCC 2022-2A A1R | 9,200,000 | 9,200,000 | 0 | 0.07% | -$3.83K |
| Madison Park Funding XLVI Ltd., Series 2020-46A, Class ARR | 9,200,000 | 9,200,000 | 0 | 0.07% | $276 |
| ASSET BACKED FUNDING CERTIFICA ABFC 2007 NC1 M1 144A | 12,189,000 | 12,189,000 | 0 | 0.07% | -$140.26K |
| DRYDEN SENIOR LOAN FUND DRSLF 2021 95A AR 144A | 9,100,000 | 9,100,000 | 0 | 0.07% | $5.08K |
| SYMPHONY CLO XXV LTD SER 2021-25A CL AR V/R REGD 144A P/P 0.00000000 | 9,000,000 | 9,000,000 | 0 | 0.07% | $5.36K |
| OCTAGON INVESTMENT PARTNERS 40 OCT40 2019 1A A1RR 144A | 8,900,000 | 8,900,000 | 0 | 0.07% | $5.10K |
| BEAR STEARNS ASSET BACKED SECU BSABS 2005 HE3 M5 | 8,392,000 | 8,392,000 | 0 | 0.06% | -$21.30K |
| KKR FINANCIAL CLO LTD KKR 42A AR 144A | 8,700,000 | 8,700,000 | 0 | 0.06% | $4.09K |
| US TREASURY N/B | 8,900,000 | 8,900,000 | 0 | 0.06% | -$36.33K |
| ROMARK CREDIT FUNDING LTD SER 2025-4A CL A REGD 144A P/P 5.42300000 | 8,300,000 | 8,300,000 | 0 | 0.06% | -$7.26K |
| CARLYLE GLOBAL MARKET STRATEGIES CLO SER 2016-3A CL ARRR V/R REGD 144A P/P 4.97444000 | 8,300,000 | 8,300,000 | 0 | 0.06% | $804 |
| CRVNA 2025-P1 A3 | 8,200,000 | 8,200,000 | 0 | 0.06% | -$22.00K |
| GOLUB CAPITAL PARTNERS CLO, LT GCBSL 2020 50A A1R2 144A | 8,200,000 | 8,200,000 | 0 | 0.06% | $2.75K |
| AFRMT 2025-1A A | 8,100,000 | 8,100,000 | 0 | 0.06% | -$32.24K |
| WIND RIVER CLO LTD WINDR 2021 2A A1R 144A | 7,900,000 | 7,900,000 | 0 | 0.06% | $3.00K |
| MARBLE POINT CLO XXII LTD AR TSFR3M+ 07/25/2034 144A | 7,900,000 | 7,900,000 | 0 | 0.06% | -$12.38K |
| THORNBURG MORTGAGE SECURITIES TMST 2007 4 1A2 | 14,204,890 | 14,204,890 | 0 | 0.06% | -$55.48K |
| MILL CITY MORTGAGE TRUST MCMLT 2021 NMR1 M1 144A | 8,550,000 | 8,550,000 | 0 | 0.06% | -$33.59K |
| Romark CLO V Ltd., Series 2021-5A, Class AR | 7,800,000 | 7,800,000 | 0 | 0.06% | -$10.67K |
| Newcastle Mortgage Securities Trust, Series 2006-1, Class M5 | 7,700,000 | 7,700,000 | 0 | 0.06% | -$14.07K |
| NEUBERGER BERMAN LOAN ADVISERS NEUBL 2023 1A A1R 144A | 7,600,000 | 7,600,000 | 0 | 0.06% | -$8.28K |
| CREDIT SUISSE MORTGAGE TRUST CSMC 2020 RPL4 M2 144A | 9,794,500 | 9,794,500 | 0 | 0.06% | $54.10K |
| PPM CLO, LTD. PPMC 2021 5A AR 144A | 7,500,000 | 7,500,000 | 0 | 0.06% | $8.69K |
| AFRMT 2025-2A A 144A 4.67% 07-15-33 | 7,400,000 | 7,400,000 | 0 | 0.06% | -$28.83K |
| APIDOS CLO APID 2012 11A AR4 144A | 7,400,000 | 7,400,000 | 0 | 0.05% | $721 |
| ATLANTIC AVENUE LTD MCCP 2024 3A A 144A | 7,400,000 | 7,400,000 | 0 | 0.05% | -$3.18K |
| INVESCO CLO 2022 2, LTD. INVCO 2022 2A A1R 144A | 7,400,000 | 7,400,000 | 0 | 0.05% | $2.35K |
| OCTR 2021-11A AR 7/34 | 7,300,000 | 7,300,000 | 0 | 0.05% | $19.44K |
| SYMPHONY CLO XXIX LTD SER 2021-29A CL AR V/R REGD 144A P/P 5.43307000 | 7,300,000 | 7,300,000 | 0 | 0.05% | -$9.32K |
| TCW CLO 2019 1 AMR, LTD. TCW 2019 1A ASNR 144A | 7,200,000 | 7,200,000 | 0 | 0.05% | $3.60K |
| TRINITAS CLO VI LTD / TRINITAS CLO VI LLC 2017-6A AR4 TSFR3M+111 01/25/2034 144A | 7,200,000 | 7,200,000 | 0 | 0.05% | $2.26K |
| FORD CREDIT AUTO OWNER TRUST FORDO 2024 D A3 | 7,050,000 | 7,050,000 | 0 | 0.05% | -$34.75K |
| Sound Point CLO XXIII, Series 2019-2A, Class AR | 7,000,000 | 7,000,000 | 0 | 0.05% | -$12.57K |
| NORTHWOODS CAPITAL LTD WOODS 2021 25A AR 144A | 7,000,000 | 7,000,000 | 0 | 0.05% | $17.08K |
| SYMPHONY CLO LTD SYMP 2025 52A AR 144A | 7,000,000 | 7,000,000 | 0 | 0.05% | -$529 |
| Hyundai Auto Receivables Trust, Series 2024-C, Class A3 | 6,900,000 | 6,900,000 | 0 | 0.05% | -$30.09K |
| Drive Auto Receivables Trust, Series 2025-2, Class A3 | 6,900,000 | 6,900,000 | 0 | 0.05% | -$23.04K |
| Atlas Senior Loan Fund XVIII Ltd., Series 2021-18A, Class A1R | 6,800,000 | 6,800,000 | 0 | 0.05% | -$8.16K |
| AGL CLO 14 Ltd., Series 2021-14A, Class AR | 6,750,000 | 6,750,000 | 0 | 0.05% | $6.15K |
| Jamestown CLO XVIII Ltd., Series 2022-18A, Class A1R | 6,700,000 | 6,700,000 | 0 | 0.05% | -$1.08K |
| ICG US CLO LTD ICG 2021 3A AR 144A | 6,700,000 | 6,700,000 | 0 | 0.05% | $4.82K |
| Ares XXVII CLO Ltd., Series 2013-2A, Class AR3 | 6,700,000 | 6,700,000 | 0 | 0.05% | $5.99K |
| Cedar Funding VI CLO Ltd., Series 2016-6A, Class AR3 | 6,600,000 | 6,600,000 | 0 | 0.05% | $2.79K |
| Atlas Senior Loan Fund XVI Ltd., Series 2021-16A, Class AR | 6,600,000 | 6,600,000 | 0 | 0.05% | $4.27K |
| Elevation CLO Ltd., Series 2018-3A, Class A1R2 | 6,600,000 | 6,600,000 | 0 | 0.05% | -$5.55K |
| Jamestown CLO XVI Ltd., Series 2021-16A, Class AR | 6,500,000 | 6,500,000 | 0 | 0.05% | $4.21K |
| ANCHORAGE CAPITAL CLO LTD ANCHC 2021 21A AR 144A | 6,500,000 | 6,500,000 | 0 | 0.05% | $7.51K |
| BAYVIEW FINANCIAL ACQUISITION BAYV 2006 D M2 | 7,063,509 | 7,063,509 | 0 | 0.05% | $35.30K |
| Apex Credit CLO Ltd., Series 2024-1A, Class A1 | 6,400,000 | 6,400,000 | 0 | 0.05% | -$24.62K |
| Neuberger Berman Loan Advisers CLO Ltd., Series 2021-45A, Class AR | 6,400,000 | 6,400,000 | 0 | 0.05% | $6.96K |
| ROCKFORD TOWER CLO LTD ROCKT 2022 1A A1R 144A | 6,400,000 | 6,400,000 | 0 | 0.05% | -$2.75K |
| ACREC LLC ACREC 2025 FL3 A 144A | 6,400,000 | 6,400,000 | 0 | 0.05% | -$9.77K |
| MOUNTAIN VIEW CLO XIV LTD A1R TSFR3M+115.9 10/15/2034 144A | 6,300,000 | 6,300,000 | 0 | 0.05% | $5.58K |
| BENEFIT STREET PARTNERS CLO XXII LTD AR2 TSFR3M+115 04/20/2035 144A | 6,300,000 | 6,300,000 | 0 | 0.05% | $483 |
| BENCHMARK MORTGAGE TRUST BMARK 2021 B25 300C 144A | 8,809,000 | 8,809,000 | 0 | 0.05% | $71.75K |
| Madison Park Funding XLIX Ltd., Series 2021-49A, Class AR | 6,250,000 | 6,250,000 | 0 | 0.05% | $2.63K |
| Guggenheim CLO Ltd., Series 2022-2A, Class A1R | 6,250,000 | 6,250,000 | 0 | 0.05% | $9.95K |
| CMXS 2024-A A3 | 6,200,000 | 6,200,000 | 0 | 0.05% | -$19.26K |
| MTN Commercial Mortgage Trust, Series 2022-LPFL, Class A | 6,165,000 | 6,165,000 | 0 | 0.05% | -$522 |
| PIKES PEAK CLO PIPK 2019 4A ARR 144A | 6,100,000 | 6,100,000 | 0 | 0.05% | $2.79K |
| Elevation CLO Ltd., Series 2022-16A, Class A1AR | 6,100,000 | 6,100,000 | 0 | 0.05% | $11.21K |
| MORGAN STANLEY CAPITAL INC MSAC 2006 HE1 M1 | 7,117,124 | 7,117,124 | 0 | 0.04% | $21.81K |
| OneMain Financial Issuance Trust, Series 2023-2A, Class A2 | 6,000,000 | 6,000,000 | 0 | 0.04% | -$14.76K |
| PIKES PEAK CLO PIPK 2018 2A ARR 144A | 6,000,000 | 6,000,000 | 0 | 0.04% | $1.40K |
| COUNTRYWIDE ASSET BACKED CERTI CWL 2005 10 MV6 | 6,250,000 | 6,250,000 | 0 | 0.04% | $13.38K |
| RFR USD SOFR/3.00000 06/21/23-7Y LCH | 1 | 1 | 0 | 0.04% | $1.33M |
| ROMARK CLO LTD RMRK 2021 4A A1R 144A | 5,700,000 | 5,700,000 | 0 | 0.04% | $3.54K |
| CREDIT SUISSE MORTGAGE TRUST CSMC 2020 RPL4 M3 144A | 7,373,425 | 7,373,425 | 0 | 0.04% | $13.84K |
| JP MORGAN CHASE COMMERCIAL MOR JPMCC 2018 ASH8 A 144A | 5,680,506 | 5,680,506 | 0 | 0.04% | -$22.94K |
| Carmax Select Receivables Trust, Series 2025-B, Class A2 | 5,600,000 | 5,600,000 | 0 | 0.04% | -$7.32K |
| Hilton USA Trust, Series 2016-SFP, Class A | 6,500,000 | 6,500,000 | 0 | 0.04% | -$62.55K |
| NATIONSTAR HOME EQUITY LOAN TR NSTR 2007 A M2 | 5,632,000 | 5,632,000 | 0 | 0.04% | $904 |
| STELLANTIS FINANCIAL UNDERWRITTEN ENHANCED SER 2025-CA CL A2 REGD 144A P/P 4.06000000 | 5,500,000 | 5,500,000 | 0 | 0.04% | -$12.02K |
| CRVNA 2025-P1 A4 | 5,400,000 | 5,400,000 | 0 | 0.04% | -$19.17K |
| COUNTRYWIDE ASSET BACKED CERTI CWL 2005 14 M4 | 5,500,000 | 5,500,000 | 0 | 0.04% | $2.42K |
| WELLFLEET CLO LTD WELF 2021 2A A1R 144A | 5,300,000 | 5,300,000 | 0 | 0.04% | $2.85K |
| BMWLT 2024-2 A3 | 5,300,000 | 5,300,000 | 0 | 0.04% | -$13.59K |
| NEUBERGER BERMAN LOAN ADVISERS CLO 4 SER 2021-43A CL AR V/R REGD 144A P/P 4.93163000 | 5,300,000 | 5,300,000 | 0 | 0.04% | $4.04K |
| TRINITAS CLO VII LTD | 5,300,000 | 5,300,000 | 0 | 0.04% | $1.78K |
| NATIONSTAR HOME EQUITY LOAN TR NSTR 2006 B M3 | 5,483,000 | 5,483,000 | 0 | 0.04% | $4.09K |
| Hertz Vehicle Financing LP, Series 2021-2A, Class A | 5,321,000 | 5,321,000 | 0 | 0.04% | $25.80K |
| TRICON AMERICAN HOMES TAH 2020 SFR1 B 144A | 5,280,000 | 5,280,000 | 0 | 0.04% | $27.88K |
| HAROT 2024-4 A3 | 5,200,000 | 5,200,000 | 0 | 0.04% | -$18.99K |
| OFSI FUND LTD OFSBS 2021 10A AR 144A | 5,200,000 | 5,200,000 | 0 | 0.04% | -$455 |
| Ares LXV CLO Ltd., Series 2022-65A, Class A1R | 5,100,000 | 5,100,000 | 0 | 0.04% | $2.16K |
| PNFED 2025-A A3 144A 4.03% 07-15-30 | 5,100,000 | 5,100,000 | 0 | 0.04% | -$25.44K |
| TAOT 2024-D A3 | 5,000,000 | 5,000,000 | 0 | 0.04% | -$16.93K |
| Riserva CLO Ltd., Series 2016-3A, Class AR3 | 5,000,000 | 5,000,000 | 0 | 0.04% | $3.01K |
| SILVER ROCK CLO LTD SLVRK 2021 2A AR 144A | 5,000,000 | 5,000,000 | 0 | 0.04% | $1.70K |
| 37 CAPITAL CLO LTD PUTNM 2023 2A AR 144A | 5,000,000 | 5,000,000 | 0 | 0.04% | $1.70K |
| GREENPOINT MORTGAGE FUNDING TR GPMF 2005 HY1 M2 | 5,069,189 | 5,069,189 | 0 | 0.04% | $38.53K |
| WSTN TRUST WSTN 2023 MAUI A 144A | 4,800,000 | 4,800,000 | 0 | 0.04% | -$38.16K |
| WIND RIVER CLO LTD WINDR 2016 1KRA A1R3 144A | 4,823,968 | 4,823,968 | 0 | 0.04% | $14.17K |
| NAVESINK CLO, LIMITED NAVS 2024 2A A1R 144A | 4,800,000 | 4,800,000 | 0 | 0.04% | $221 |
| JP MORGAN MORTGAGE ACQUISITION JPMAC 2005 OPT2 M5 | 5,000,000 | 5,000,000 | 0 | 0.04% | -$6.78K |
| GM FINL. CONSUMER A 4.40% | 4,700,000 | 4,700,000 | 0 | 0.03% | -$24.41K |
| Symphony CLO XXIV, Ltd., Series 2020-24A, Class A1R | 4,700,000 | 4,700,000 | 0 | 0.03% | -$5.17K |
| TRALEE CLO V LTD SER 2018-5A CL A1RR V/R REGD 144A P/P 4.96444000 | 4,700,000 | 4,700,000 | 0 | 0.03% | -$5.97K |
| NAVSL 2023-BA B | 4,300,000 | 4,300,000 | 0 | 0.03% | -$22.02K |
| WELLS FARGO COMMERCIAL MORTGAG WFCM 2025 AURA A 144A | 4,500,000 | 4,500,000 | 0 | 0.03% | -$16.89K |
| LCM LTD PARTNERSHIP LCM 35A A1R 144A | 4,400,000 | 4,400,000 | 0 | 0.03% | -$6.05K |
| NYO Commercial Mortgage Trust, Series 2021-1290, Class A | 4,365,000 | 4,365,000 | 0 | 0.03% | -$3.43K |
| CSMC 2021-RPL2Trust | 5,626,018 | 5,626,018 | 0 | 0.03% | $8.78K |
| PPM CLO 3 LTD. PPMC 2019 3A A1R2 144A | 4,300,000 | 4,300,000 | 0 | 0.03% | $3.45K |
| BX Trust, Series 2021-LBA, Class AV | 4,151,751 | 4,151,751 | 0 | 0.03% | $512 |
| GSAA HOME EQUITY TRUST GSAA 2005 MTR1 M2 | 4,148,387 | 4,148,387 | 0 | 0.03% | $25.51K |
| Trinitas CLO XX Ltd., Series 2022-20A, Class A1R | 4,100,000 | 4,100,000 | 0 | 0.03% | $10.04K |
| Canyon CLO Ltd., Series 2021-4A, Class AR | 4,100,000 | 4,100,000 | 0 | 0.03% | -$1.12K |
| Bain Capital Credit CLO Ltd., Series 2019-3A, Class ARR | 4,100,000 | 4,100,000 | 0 | 0.03% | $2.31K |
| AmeriCredit Automobile Receivables Trust, Series 2025-1, Class A2A | 4,000,000 | 4,000,000 | 0 | 0.03% | -$4.01K |
| Bain Capital Credit CLO Ltd., Series 2021-3A, Class AR | 4,000,000 | 4,000,000 | 0 | 0.03% | $8.98K |
| CAPST 2025-1 A | 4,000,000 | 4,000,000 | 0 | 0.03% | $659 |
| STRUCTURED ASSET INVESTMENT LO SAIL 2003 BC2 M2 | 3,730,754 | 3,730,754 | 0 | 0.03% | $6.88K |
| GSAA HOME EQUITY TRUST GSAA 2004 7 M1 | 4,009,319 | 4,009,319 | 0 | 0.03% | -$20.94K |
| THAYER PARK CLO, LTD. THAYR 2017 1A A1RR 144A | 3,800,000 | 3,800,000 | 0 | 0.03% | $43 |
| JP Morgan Mortgage Acquisition Trust 2007-CH3 | 3,851,000 | 3,851,000 | 0 | 0.03% | $798 |
| JP MORGAN MORTGAGE ACQUISITION JPMAC 2007 CH2 MV6 | 4,473,853 | 4,473,853 | 0 | 0.03% | -$34.43K |
| Bain Capital Credit CLO Ltd., Series 2021-6A, Class A1R | 3,700,000 | 3,700,000 | 0 | 0.03% | $1.90K |
| CQS US CLO Ltd., Series 2021-1A, Class AR | 3,700,000 | 3,700,000 | 0 | 0.03% | -$2.37K |
| AMMC CLO 27 Ltd., Series 2022-27A, Class A1R | 3,700,000 | 3,700,000 | 0 | 0.03% | $1.49K |
| GSAA HOME EQUITY TRUST GSAA 2005 MTR1 M1 | 3,600,000 | 3,600,000 | 0 | 0.03% | $17.41K |
| Sound Point CLO XXVII Ltd., Series 2020-2A, Class AR | 3,500,000 | 3,500,000 | 0 | 0.03% | -$7.03K |
| MF1 MULTIFAMILY HOUSING MORTGA MF1 2024 FL14 A 144A | 3,500,000 | 3,500,000 | 0 | 0.03% | -$8.79K |
| WELLS FARGO COMMERCIAL MORTGAG WFCM 2025 AGLN A 144A | 3,500,000 | 3,500,000 | 0 | 0.03% | -$13.14K |
| CONSECO FINANCE SECURITIZATION CNF 2000 3 A 144A | 22,467,042 | 22,467,042 | 0 | 0.03% | -$196.98K |
| AMERIQUEST MORTGAGE SECURITIES AMSI 2004 R10 M6 | 3,843,676 | 3,843,676 | 0 | 0.03% | -$119.26K |
| OMW 2020-1MW A 144A 2.13% 09-10-39 | 3,400,000 | 3,400,000 | 0 | 0.02% | $4.74K |
| TRICON AMERICAN HOMES TAH 2020 SFR1 C 144A | 3,300,000 | 3,300,000 | 0 | 0.02% | $17.42K |
| BEAR STEARNS ASSET BACKED SECU BSABS 2007 HE7 2A2 | 3,566,516 | 3,566,516 | 0 | 0.02% | -$314 |
| SPACE COAST CREDIT UNION SCCU 2024 1A A4 144A | 3,200,000 | 3,200,000 | 0 | 0.02% | -$18.89K |
| GSAA HOME EQUITY TRUST GSAA 2004 11 M2 | 3,411,767 | 3,411,767 | 0 | 0.02% | -$8.68K |
| SPACE COAST CREDIT UNION SCCU 2025 1A A4 144A | 3,200,000 | 3,200,000 | 0 | 0.02% | -$35.05K |
| DEUTSCHE ALT A SECURITIES INC DBALT 2007 OA4 2A2 | 4,094,071 | 4,094,071 | 0 | 0.02% | $10.76K |
| SBNA Auto Lease Trust, Series 2025-A, Class A3 | 3,000,000 | 3,000,000 | 0 | 0.02% | -$9.88K |
| RFRF USD SF+26.161/1.7* 7/15/23-7Y* CME | 1 | 1 | 0 | 0.02% | $203.11K |
| GREENSKY HOME IMPROVEMENT ISSU GSKY 2025 1A A3 144A | 2,900,000 | 2,900,000 | 0 | 0.02% | -$22.10K |
| RESIDENTIAL ASSET SECURITIES C RASC 2005 KS6 M8 | 3,000,000 | 3,000,000 | 0 | 0.02% | -$2.69K |
| SFS AUTO RECEIVABLES SECURITIZ SFAST 2024 3A A3 144A | 2,900,000 | 2,900,000 | 0 | 0.02% | -$8.85K |
| SUNBT 2025-1 A | 2,900,000 | 2,900,000 | 0 | 0.02% | -$16.44K |
| 37 CAPITAL CLO LTD PUTNM 2021 1A AR 144A | 2,900,000 | 2,900,000 | 0 | 0.02% | -$1.21K |
| Ford Credit Auto Owner Trust, Series 2024-C, Class A3 | 2,900,000 | 2,900,000 | 0 | 0.02% | -$9.36K |
| Avis Budget Rental Car Funding (AESOP) LLC, Series 2023-4A, Class A | 2,800,000 | 2,800,000 | 0 | 0.02% | -$18.63K |
| CSMC 2021-RPL2Trust | 3,775,397 | 3,775,397 | 0 | 0.02% | $20.17K |
| JP MORGAN CHASE COMMERCIAL MORTGAGE SECURITIES TRUST 2018-WPT | 3,238,870 | 3,238,870 | 0 | 0.02% | -$123 |
| 1211 AVENUE OF THE AMERICAS TRUST 2015-1211 SER 2015-1211 CL A1A1 REGD 144A P/P 3.90050000 | 2,950,000 | 2,950,000 | 0 | 0.02% | -$28.76K |
| LUX Trust, Series 2023-LION, Class A | 2,800,000 | 2,800,000 | 0 | 0.02% | -$15.81K |
| NAROT 2024-B A3 | 2,800,000 | 2,800,000 | 0 | 0.02% | -$9.63K |
| ROCKFORD TOWER CLO LTD ROCKT 2021 2A A1R 144A | 2,800,000 | 2,800,000 | 0 | 0.02% | $2.40K |
| KKR FINANCIAL CLO LTD KKR 33A AR 144A | 2,800,000 | 2,800,000 | 0 | 0.02% | $2.19K |
| Canyon Capital CLO Ltd., Series 2019-2A, Class AR2 | 2,800,000 | 2,800,000 | 0 | 0.02% | -$2.38K |
| SAXON ASSET SECURITIES TRUST SAST 2002 3 M2 | 2,971,344 | 2,971,344 | 0 | 0.02% | -$5.24K |
| Soundview Home Loan Trust 2007-OPT3 | 3,000,000 | 3,000,000 | 0 | 0.02% | -$20.28K |
| Enterprise Fleet Financing LLC, Series 2024-4, Class A3 | 2,700,000 | 2,700,000 | 0 | 0.02% | -$12.82K |
| TMUST 2024-2A A | 2,700,000 | 2,700,000 | 0 | 0.02% | -$9.25K |
| GREYWOLF CLO LTD GWOLF 2020 3RA A2R2 144A | 2,700,000 | 2,700,000 | 0 | 0.02% | -$6.04K |
| GWOLF 2019-1A A1R2 | 2,700,000 | 2,700,000 | 0 | 0.02% | $256 |
| KKR FINANCIAL CLO LTD KKR 27A A1R2 144A | 2,700,000 | 2,700,000 | 0 | 0.02% | $734 |
| COUNTRYWIDE ASSET BACKED CERTI CWL 2007 12 2M1 | 3,000,000 | 3,000,000 | 0 | 0.02% | $3.85K |
| RESIDENTIAL ASSET SECURITIES C RASC 2004 KS10 M3 | 2,653,450 | 2,653,450 | 0 | 0.02% | -$2.06K |
| CARVANA AUTO RECEIVABLES TRUST CRVNA 2024 P2 A4 | 2,600,000 | 2,600,000 | 0 | 0.02% | -$17.70K |
| MILL CITY MORTGAGE TRUST MCMLT 2021 NMR1 M2 144A | 3,000,000 | 3,000,000 | 0 | 0.02% | -$25.07K |
| 522 Funding CLO Ltd., Series 2020-6A, Class A1R2 | 2,600,000 | 2,600,000 | 0 | 0.02% | $1.21K |
| BX Trust, Series 2019-OC11, Class A | 2,726,000 | 2,726,000 | 0 | 0.02% | -$14.36K |
| RPM 2025-4A A2 144A 5.124% 04-25-34 | 2,500,000 | 2,500,000 | 0 | 0.02% | -$2.17K |
| WLAKE 2024-3A A3 144A 4.71% 04-17-28 | 2,500,000 | 2,500,000 | 0 | 0.02% | -$2.37K |
| ROMARK CREDIT FUNDING I, LTD. RCF 2024 3A A 144A | 2,500,000 | 2,500,000 | 0 | 0.02% | -$5.40K |
| AMMC CLO 24 LTD SER 2021-24A CL AR V/R REGD 144A P/P 5.08444000 | 2,400,000 | 2,400,000 | 0 | 0.02% | $172 |
| RESIDENTIAL ASSET MORTGAGE PRO RAMP 2005 RS8 M3 | 2,450,000 | 2,450,000 | 0 | 0.02% | $1.04K |
| Chase Auto Owner Trust 2024-5 | 2,300,000 | 2,300,000 | 0 | 0.02% | -$6.92K |
| Carvana Auto Receivables Trust, Series 2024-P3, Class A4 | 2,300,000 | 2,300,000 | 0 | 0.02% | -$19.01K |
| ONE MARKET PLAZA TRUST OMPT 2017 1MKT A 144A | 2,337,433 | 2,337,433 | 0 | 0.02% | $17.76K |
| CWABS INC ASSET-BACKED CERTIFICATES TRUST 2004-6 SER 2004-6 CL 2A5 V/R REGD 4.62621000 | 2,288,785 | 2,288,785 | 0 | 0.02% | $294 |
| CSMC 2021-RPL2Trust | 3,343,098 | 3,343,098 | 0 | 0.02% | -$65.56K |
| OPTION ONE MORTGAGE LOAN TRUST OOMLT 2005 1 M4 | 2,931,675 | 2,931,675 | 0 | 0.02% | $26.98K |
| SOUNDVIEW HOME EQUITY LOAN TRU SVHE 2005 4 M4 | 2,200,000 | 2,200,000 | 0 | 0.02% | -$1.83K |
| ANCHORAGE CREDIT FUNDING LTD. ANCHF 2025 18A B 144A | 2,100,000 | 2,100,000 | 0 | 0.02% | -$23.68K |
| Carvana Auto Receivables Trust, Series 2024-P1, Class A4 | 2,000,000 | 2,000,000 | 0 | 0.02% | -$6.12K |
| CITIGROUP MORTGAGE LOAN TRUST CMLTI 2006 AR9 1M4 | 1,957,275 | 1,957,275 | 0 | 0.01% | $13.39K |
| EQUIFIRST MORTGAGE LOAN TRUST EMLT 2004 2 M9 | 2,280,535 | 2,280,535 | 0 | 0.01% | $6.88K |
| DC Office Trust, Series 2019-MTC, Class A | 2,205,000 | 2,205,000 | 0 | 0.01% | -$13.26K |
| RFRF USD SF+26.161/2.00 8/12/23-7Y* CME | 1 | 1 | 0 | 0.01% | $198.05K |
| RFR USD SOFR/3.25000 03/19/25-7Y LCH | 1 | 1 | 0 | 0.01% | -$202.53K |
| NEW CENTURY HOME EQUITY LOAN T NCHET 2005 1 M3 | 1,980,157 | 1,980,157 | 0 | 0.01% | -$52 |
| MILL CITY MORTGAGE TRUST MCMLT 2021 NMR1 M3 144A | 2,358,000 | 2,358,000 | 0 | 0.01% | -$23.96K |
| TBW MORTGAGE BACKED PASS THROU TBW 2006 2 2A1 | 5,764,833 | 5,764,833 | 0 | 0.01% | -$3.02K |
| MASTR ASSET BACKED SECURITIES MABS 2005 HE2 M4 | 1,950,000 | 1,950,000 | 0 | 0.01% | -$6.85K |
| AAMES MORTGAGE INVESTMENT TRUS AMIT 2005 4 M4 | 1,900,000 | 1,900,000 | 0 | 0.01% | $371 |
| CRVNA 2024-P4 A4 | 1,800,000 | 1,800,000 | 0 | 0.01% | -$17.49K |
| RMIT 2024-2 A | 1,800,000 | 1,800,000 | 0 | 0.01% | -$7.21K |
| Pagaya Point of Sale Holdings Series 25-1 Class A | 1,800,000 | 1,800,000 | 0 | 0.01% | -$7.98K |
| SFO COMMERICAL MORTGAGE TRUST SFO 2021 555 A 144A | 1,800,000 | 1,800,000 | 0 | 0.01% | $719 |
| DPABS 2019-1A A2 | 1,824,000 | 1,824,000 | 0 | 0.01% | -$4.46K |
| NEW YORK MORTGAGE TRUST NYMT 2022 CP1 M2 144A | 2,000,000 | 2,000,000 | 0 | 0.01% | -$6.08K |
| RFR USD SOFR/3.00000 03/19/25-5Y LCH | 1 | 1 | 0 | 0.01% | -$370.90K |
| FIRST FRANKLIN MTG LOAN ASSET FFML 2004 FF2 M6 | 1,764,933 | 1,764,933 | 0 | 0.01% | -$8.89K |
| RESIDENTIAL ASSET SECURITIES C RASC 2005 EMX2 M7 | 1,644,695 | 1,644,695 | 0 | 0.01% | -$4.05K |
| BEAR STEARNS ASSET BACKED SECU BSABS 2007 HE7 3A2 | 1,830,416 | 1,830,416 | 0 | 0.01% | $2.08K |
| ANCHORAGE CREDIT FUNDING LTD. ANCHF 2016 3A A1R 144A | 1,725,000 | 1,725,000 | 0 | 0.01% | -$22.45K |
| BANC OF AMERICA MERRILL LYNCH BAMLL 2018 PARK A 144A | 1,655,000 | 1,655,000 | 0 | 0.01% | -$4.08K |
| 37 CAPITAL CLO LTD PUTNM 2022 1A A1R 144A | 1,600,000 | 1,600,000 | 0 | 0.01% | -$1.37K |
| Lendmark Funding Trust, Series 2024-2A, Class A | 1,600,000 | 1,600,000 | 0 | 0.01% | -$6.84K |
| WFCM 2025-1918 A 144A FRN 09-15-40 | 1,600,000 | 1,600,000 | 0 | 0.01% | -$23.19K |
| Enterprise Fleet Financing LLC, Series 2025-1, Class A3 | 1,500,000 | 1,500,000 | 0 | 0.01% | -$12.53K |
| CGMS 2020-2A A1R2 1/35 | 1,500,000 | 1,500,000 | 0 | 0.01% | -$2.95K |
| COUNTRYWIDE ALTERNATIVE LOAN T CWALT 2005 J11 3A1 | 2,999,689 | 2,999,689 | 0 | 0.01% | -$28.16K |
| GREENSKY HOME IMPROVEMENT ISSU GSKY 2025 3A A2 144A | 1,450,000 | 1,450,000 | 0 | 0.01% | -$9.36K |
| GCAT GCAT 2019 RPL1 M2 144A | 1,500,000 | 1,500,000 | 0 | 0.01% | -$11.61K |
| PRK 2017-280P A | 1,400,000 | 1,400,000 | 0 | 0.01% | -$2.45K |
| CENTEX HOME EQUITY CXHE 2005 B M5 | 1,412,578 | 1,412,578 | 0 | 0.01% | -$6.59K |
| CREDIT BASED ASSET SERVICING A CBASS 2004 CB8 M2 | 1,377,232 | 1,377,232 | 0 | 0.01% | $5.32K |
| CRVNA 2023-P3 A4 144A 5.71% 07-10-29 | 1,300,000 | 1,300,000 | 0 | 0.01% | -$7.78K |
| RFRF USD SF+26.161/1.4* 09/07/23-8Y CME | 1 | 1 | 0 | 0.01% | $44.31K |
| COUNTRYWIDE HOME LOANS CWHL 2007 1 A1 | 3,063,536 | 3,063,536 | 0 | 0.01% | -$70.48K |
| BENCHMARK MORTGAGE TRUST BMARK 2018 B4 A2 | 1,258,202 | 1,258,202 | 0 | 0.01% | $2.45K |
| CSMC 2018-RPL9 TRUST | 1,300,000 | 1,300,000 | 0 | 0.01% | -$4.25K |
| ANCHORAGE CREDIT FUNDING LTD. ANCHF 2019 9A AV 144A | 1,243,215 | 1,243,215 | 0 | 0.01% | -$5.22K |
| DC Commercial Mortgage Trust, Series 2023-DC, Class A | 1,200,000 | 1,200,000 | 0 | 0.01% | -$12.47K |
| RESIDENTIAL ASSET SECURITIZATI RAST 2006 A8 1A4 | 1,751,793 | 1,751,793 | 0 | 0.01% | -$6.55K |
| COUNTRYWIDE HOME LOANS CWHL 2005 13 A7 | 2,245,341 | 2,245,341 | 0 | 0.01% | -$20.51K |
| RESIDENTIAL ASSET SECURITIZATI RAST 2007 A2 2A2 | 4,347,873 | 4,347,873 | 0 | 0.01% | -$9.31K |
| RFRF USD SF+26.161/1.00 9/16/23-7Y* CME | 1 | 1 | 0 | 0.01% | -$22.44K |
| SBNA AUTO RECEIVABLES TRUST SBAT 2024 A A4 144A | 1,100,000 | 1,100,000 | 0 | 0.01% | -$2.12K |
| CARVANA AUTO RECEIVABLES TRUST CRVNA 2025 N1 A3 144A | 1,100,000 | 1,100,000 | 0 | 0.01% | -$2.43K |
| PLNT 2025-1A A2I | 1,100,000 | 1,100,000 | 0 | 0.01% | -$6.15K |
| RFR USD SOFR/3.50000 12/20/23-7Y LCH | 2 | 2 | 0 | 0.01% | $1.47M |
| COUNTRYWIDE ALTERNATIVE LOAN T CWALT 2007 5CB 2A3 | 2,497,139 | 2,497,139 | 0 | 0.01% | -$12.81K |
| ARGENT SECURITIES INC. ARSI 2004 W8 M3 | 1,230,623 | 1,230,623 | 0 | 0.01% | $9.71K |
| 1211 Avenue of the Americas Trust, Series 2015-1211, Class A1A2 | 1,100,000 | 1,100,000 | 0 | 0.01% | -$10.72K |
| Avis Budget Rental Car Funding AESOP LLC | 1,000,000 | 1,000,000 | 0 | 0.01% | -$9.35K |
| ENT AUTO RECEIVABLES TRUST ENT 2023 1A A4 144A | 1,000,000 | 1,000,000 | 0 | 0.01% | -$6.21K |
| Madison Park Funding XXXIX Ltd., Series 2021-39A, Class AR | 1,000,000 | 1,000,000 | 0 | 0.01% | $19 |
| TRYSAIL CLO LTD TRYSL 2022 1A A 144A | 1,000,000 | 1,000,000 | 0 | 0.01% | $248 |
| GOLDENTREE LOAN MANAGEMENT US GLM 2020 8A ARR 144A | 1,000,000 | 1,000,000 | 0 | 0.01% | $899 |
| Bain Capital Credit CLO Ltd., Series 2021-5A, Class A1R | 1,000,000 | 1,000,000 | 0 | 0.01% | $906 |
| Ocean Trails Clo X | 1,000,000 | 1,000,000 | 0 | 0.01% | -$800 |
| CANYON CLO 2020-1 LTD SER 2020-1A CL AR2 V/R REGD 144A P/P 4.98454000 | 1,000,000 | 1,000,000 | 0 | 0.01% | $1.85K |
| Dryden Senior Loan Fund, Series 2016-43A, Class AR3 | 1,000,000 | 1,000,000 | 0 | 0.01% | $915 |
| ELEVATION CLO LTD AWPT 2018 3A A2R2 144A | 1,000,000 | 1,000,000 | 0 | 0.01% | -$3.71K |
Top 300 of 482, by weight.
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