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 |
|---|---|---|---|---|---|
| US TREASURY N/B | 0 | 51,300,000 | 51,300,000 | 1.49% | $50.50M |
| US TREASURY N/B | 0 | 48,000,000 | 48,000,000 | 1.38% | $46.82M |
| FNCL 2 4/26 | 0 | 44,450,000 | 44,450,000 | 1.05% | $35.72M |
| Government National Mortgage Association, TBA | 0 | 29,500,000 | 29,500,000 | 0.87% | $29.60M |
| US TREASURY N/B | 0 | 29,858,000 | 29,858,000 | 0.84% | $28.55M |
| FNCL 5 4/26 | 0 | 16,825,000 | 16,825,000 | 0.49% | $16.58M |
| FNCL 2 5/26 | 0 | 19,975,000 | 19,975,000 | 0.47% | $16.05M |
| G2SF 2.5 4/24 | 0 | 16,800,000 | 16,800,000 | 0.43% | $14.42M |
| US TREASURY N/B | 0 | 14,100,000 | 14,100,000 | 0.41% | $13.78M |
| US TREASURY N/B | 0 | 13,800,000 | 13,800,000 | 0.40% | $13.69M |
| US TREASURY N/B | 0 | 10,800,000 | 10,800,000 | 0.31% | $10.64M |
| G2SF 5.5 4/25 | 0 | 9,850,000 | 9,850,000 | 0.29% | $9.90M |
| Government National Mortgage Association, TBA | 0 | 9,425,000 | 9,425,000 | 0.28% | $9.57M |
| FNCI 5 4/21 | 0 | 9,400,000 | 9,400,000 | 0.28% | $9.46M |
| Morgan Stanley | 0 | 6,500,000 | 6,500,000 | 0.19% | $6.46M |
| Uniform Mortgage-Backed Security, TBA | 0 | 6,050,000 | 6,050,000 | 0.18% | $6.08M |
| FIRSTENERGY TRAN | 0 | 5,826,000 | 5,826,000 | 0.17% | $5.74M |
| FNCL 2.5 4/26 | 0 | 5,500,000 | 5,500,000 | 0.14% | $4.62M |
| G2SF 2 4/26 | 0 | 5,075,000 | 5,075,000 | 0.12% | $4.18M |
| Extended Stay America Trust, Series 2026-ESH2, Class A | 0 | 4,117,263 | 4,117,263 | 0.12% | $4.12M |
| BX COMMERCIAL MORTGAGE TRUST 2026-XL6 TSFR1M+130 03/15/2043 144A | 0 | 4,098,000 | 4,098,000 | 0.12% | $4.09M |
| PLYM Commercial Mortgage Trust 2026-IND | 0 | 4,071,000 | 4,071,000 | 0.12% | $4.05M |
| FNMA 30YR 3.5% 11/01/2048#FA4142 | 0 | 4,302,517 | 4,302,517 | 0.12% | $4.02M |
| Government National Mortgage Association, TBA | 0 | 4,550,000 | 4,550,000 | 0.11% | $3.75M |
| Government National Mortgage Association, TBA | 0 | 3,550,000 | 3,550,000 | 0.11% | $3.68M |
| FHLG 30YR 5.5% 01/01/2056#SL3999 | 0 | 3,457,786 | 3,457,786 | 0.10% | $3.52M |
| Athene Global Funding | 0 | 3,250,000 | 3,250,000 | 0.10% | $3.25M |
| PHILLIPS EDIS | 0 | 3,640,000 | 3,640,000 | 0.10% | $3.22M |
| Reach Abs Trust, Series 2026-1A, Class A | 0 | 3,146,350 | 3,146,350 | 0.09% | $3.15M |
| FNMA 30YR 6% 11/01/2054#FA2958 | 0 | 2,917,564 | 2,917,564 | 0.09% | $3.02M |
| G2SF 6 4/25 | 0 | 2,825,000 | 2,825,000 | 0.08% | $2.87M |
| BX Commercial Mortgage Trust 2026-ALOHA | 0 | 2,709,000 | 2,709,000 | 0.08% | $2.71M |
| AIMCO CLO SER 2018-BA / LLC AR3 TSFR3M+120 04/16/2037 144A | 0 | 2,577,000 | 2,577,000 | 0.08% | $2.58M |
| BARCLAYS PLC | 0 | 2,609,000 | 2,609,000 | 0.08% | $2.57M |
| VERUS SECURITIZATION TRUST 2026-2 A1FC STEP 02/25/2071 144A | 0 | 2,576,594 | 2,576,594 | 0.08% | $2.55M |
| Grand River Funding Trust I | 0 | 2,523,000 | 2,523,000 | 0.08% | $2.55M |
| Fannie Mae Pool | 0 | 2,720,955 | 2,720,955 | 0.07% | $2.42M |
| Barings 2026-SBP Issuer LLC | 0 | 2,420,739 | 2,420,739 | 0.07% | $2.40M |
| RR 44 LTD A1A TSFR3M+ 04/15/2041 144A | 0 | 2,348,000 | 2,348,000 | 0.07% | $2.34M |
| BENEFIT STR PARTNERS CLO XXXIII LTD / BENEFIT STR PARTNERS CLO XXXIII LLC AR TSFR3M+119 01/25/2039 144A | 0 | 2,059,000 | 2,059,000 | 0.06% | $2.05M |
| PALMER SQUARE CLO 2026-1 LTD A TSFR3M+119 04/20/2039 144A | 0 | 1,813,000 | 1,813,000 | 0.05% | $1.81M |
| FEDERAL HOME LN MTG MLT CTF GT SOFR30A+54 10/25/2030 | 0 | 1,772,570 | 1,772,570 | 0.05% | $1.77M |
| OCP Aegis CLO 2024-39 Ltd | 0 | 1,635,000 | 1,635,000 | 0.05% | $1.62M |
| FHLG 30YR 5.5% 01/01/2056#SL4008 | 0 | 1,589,864 | 1,589,864 | 0.05% | $1.61M |
| RR LTD 2023-25A A1A2 TSFR3M+118 04/15/2041 144A | 0 | 1,550,000 | 1,550,000 | 0.05% | $1.55M |
| Freddie Mac Multifamily Structured Pass Through Certificates | 0 | 1,500,000 | 1,500,000 | 0.04% | $1.50M |
| Takeoff Merger Sub Inc | 0 | 1,517,000 | 1,517,000 | 0.04% | $1.50M |
| PHNTOM 2026-1 A | 0 | 1,494,194 | 1,494,194 | 0.04% | $1.47M |
| FEDERAL HOME LN MTG MLT CTF GT SOFR30A+52 11/25/2030 | 0 | 1,399,679 | 1,399,679 | 0.04% | $1.40M |
| FNMA 30YR 6% 01/01/2056#FA4441 | 0 | 1,329,141 | 1,329,141 | 0.04% | $1.38M |
| FNMA 30YR 6% 07/01/2055#FA3806 | 0 | 1,309,328 | 1,309,328 | 0.04% | $1.35M |
| Goldentree Loan Management US Clo 28 Ltd | 0 | 1,299,000 | 1,299,000 | 0.04% | $1.30M |
| REACH 2026-1A B 144A 4.37% 02-15-33 | 0 | 1,300,000 | 1,300,000 | 0.04% | $1.30M |
| SOUTHWESTN EL PR | 0 | 1,261,000 | 1,261,000 | 0.04% | $1.28M |
| FNMA 30YR 6% 10/01/2055#FA3812 | 0 | 1,212,101 | 1,212,101 | 0.04% | $1.25M |
| Takeoff Merger Sub Inc | 0 | 1,222,000 | 1,222,000 | 0.04% | $1.22M |
| Willis Engine Structured Trust VI, Series 2021-A, Class A | 0 | 1,286,798 | 1,286,798 | 0.04% | $1.21M |
| Takeoff Merger Sub, Inc. | 0 | 1,210,000 | 1,210,000 | 0.04% | $1.20M |
| ARES Commercial Mortgage Trust, Series 2026-GCP, Class A | 0 | 1,134,000 | 1,134,000 | 0.03% | $1.13M |
| FEDERAL HOME LN MTG MLT CTF GT SOFR30A+50 12/25/2030 | 0 | 1,099,988 | 1,099,988 | 0.03% | $1.10M |
| BANK5 2026-5YR21 | 0 | 1,000,000 | 1,000,000 | 0.03% | $1.03M |
| FHLG 30YR 6% 02/01/2055#SL0360 | 0 | 991,377 | 991,377 | 0.03% | $1.03M |
| SOUTHWESTN EL PR | 0 | 1,043,000 | 1,043,000 | 0.03% | $1.03M |
| FHMS K555 SOFR30A+50 11/25/2030 | 0 | 999,955 | 999,955 | 0.03% | $999.33K |
| O'REILLY AUTOMOT | 0 | 973,000 | 973,000 | 0.03% | $960.26K |
| Targa Resources Corp | 0 | 957,000 | 957,000 | 0.03% | $936.86K |
| BANK 2023-BNK46 A4 | 0 | 900,000 | 900,000 | 0.03% | $936.66K |
| FEDERAL HOME LN MTG MLT CTF GT 4.16889% 12/25/2030 | 0 | 900,000 | 900,000 | 0.03% | $900.00K |
| Phillips Edison Grocery Center Operating Partnership I LP | 0 | 891,000 | 891,000 | 0.03% | $869.43K |
| FHLG 30YR 6% 09/01/2054#SD6993 | 0 | 832,531 | 832,531 | 0.03% | $863.92K |
| NMOTR 2024-B A | 0 | 800,000 | 800,000 | 0.02% | $805.49K |
| OPTN 2026-A A 0% 01/09/2034 144A | 0 | 740,000 | 740,000 | 0.02% | $736.15K |
| AT&T INC | 0 | 742,000 | 742,000 | 0.02% | $734.52K |
| FNMA 30YR 6% 08/01/2054#FS8834 | 0 | 690,307 | 690,307 | 0.02% | $716.77K |
| JP Morgan Mortgage Trust Series 2026-NQX1 | 0 | 700,000 | 700,000 | 0.02% | $700.04K |
| UNITED STATES TREASURY INFLATION INDEXED BONDS I/L 2.375% 02-15-56 | 0 | 750,000 | 750,000 | 0.02% | $699.72K |
| PLYM COMMERCIAL MORTGAGE TRUST 2026-IND TSFR1M+185 03/15/2043 144A | 0 | 670,000 | 670,000 | 0.02% | $664.14K |
| AEP TEXAS | 0 | 644,000 | 644,000 | 0.02% | $633.35K |
| CHARTER COMM OPT | 0 | 759,000 | 759,000 | 0.02% | $633.01K |
| FORD MOTOR CRED | 0 | 639,000 | 639,000 | 0.02% | $631.12K |
| BMARK 2026-V20 A3 | 0 | 600,000 | 600,000 | 0.02% | $610.74K |
| PLYM COMMERCIAL MORTGAGE TRUST 2026-IND TSFR1M+155 03/15/2043 144A | 0 | 604,000 | 604,000 | 0.02% | $599.47K |
| RCO X Mortgage LLC, Series 2026-1, Class A1 | 0 | 600,000 | 600,000 | 0.02% | $598.14K |
| SDART 2026-1 A3 | 0 | 600,000 | 600,000 | 0.02% | $596.03K |
| FANNIEMAE 30YR 6% 12/01/2054#FA0103 | 0 | 565,011 | 565,011 | 0.02% | $587.20K |
| TPMT 2017-6 A2 144A FRN 10-25-57 | 0 | 600,000 | 600,000 | 0.02% | $577.30K |
| PRPM 2026-RCF1 A1 | 0 | 570,728 | 570,728 | 0.02% | $568.88K |
| FHLG 30YR 6% 05/01/2055#SL1861 | 0 | 523,998 | 523,998 | 0.02% | $541.79K |
| FNMA 30YR 6% 07/01/2053#CB6751 | 0 | 518,501 | 518,501 | 0.02% | $538.05K |
| PRPM 2026-RCF2 LLC | 0 | 500,000 | 500,000 | 0.01% | $501.80K |
| BX COMMERCIAL MORTGAGE TRUST 2026-XL6 B VAR 03/15/2043 144A | 0 | 491,000 | 491,000 | 0.01% | $487.31K |
| FNMA 30YR 6% 01/01/2056#FA4397 | 0 | 461,704 | 461,704 | 0.01% | $477.99K |
| FNMA 30YR 6% 07/01/2054#FS8833 | 0 | 457,766 | 457,766 | 0.01% | $475.03K |
| FHLG 30YR 6% 02/01/2055#SL2499 | 0 | 457,068 | 457,068 | 0.01% | $474.16K |
| Consolidated Communications LLC/Fidium Fiber Finance Holdco LLC | 0 | 440,000 | 440,000 | 0.01% | $434.32K |
| VERISK ANALYTICS | 0 | 433,000 | 433,000 | 0.01% | $425.80K |
| OBX 2026-NQM4 Trust | 0 | 400,000 | 400,000 | 0.01% | $399.32K |
| Extended Stay America Trust, Series 2026-ESH2, Class B | 0 | 392,309 | 392,309 | 0.01% | $392.68K |
| VCAT ASSET SECURITIZATION LLC STEP 02/25/2056 144A | 0 | 389,002 | 389,002 | 0.01% | $389.34K |
| VERUS SECURITIZATION TR 2026-R2 STEP 10/25/2067 144A | 0 | 380,000 | 380,000 | 0.01% | $379.97K |
| Nissan Auto Lease Trust 2026-A | 0 | 330,000 | 330,000 | 0.01% | $327.86K |
| FNMA 30YR 6% 10/01/2053#FS5894 | 0 | 297,673 | 297,673 | 0.01% | $309.81K |
| SFS AUTO RECEIVABLES SECURITIZATION TRUST 2026-1A A3 4.13% 07/21/2031 144A | 0 | 300,000 | 300,000 | 0.01% | $297.45K |
| Extended Stay America Trust 2026-ESH2 | 0 | 266,493 | 266,493 | 0.01% | $266.91K |
| US TREASURY N/B | 0 | 260,000 | 260,000 | 0.01% | $253.58K |
| CarMax Select Receivables Trust 2026-A | 0 | 250,000 | 250,000 | 0.01% | $249.84K |
| Freddie Mac Pool | 0 | 198,364 | 198,364 | 0.01% | $208.88K |
| FNCL 5.5 4/26 | 0 | 200,000 | 200,000 | 0.01% | $200.84K |
| MORGAN STANLEY RESIDENTIAL MORTGAGE LOAN TRUST 2026-NQM3 VAR 03/25/2071 144A | 0 | 200,000 | 200,000 | 0.01% | $199.59K |
| SFS AUTO RECEIVABLES SECURITIZATION TRUST 2026-1 4.05% 08/20/2029 144A | 0 | 200,000 | 200,000 | 0.01% | $199.50K |
| CSTL COMMERCIAL MORTGAGE TRUST 2026-GATE3 4.7579% 02/10/2043 144A | 0 | 200,000 | 200,000 | 0.01% | $197.87K |
| Fannie Mae Pool | 0 | 223,509 | 223,509 | 0.01% | $181.54K |
| Freddie Mac Pool | 0 | 139,843 | 139,843 | 0.00% | $146.41K |
| FHLG 30YR 2% 01/01/2051#BQ9683 | 0 | 171,376 | 171,376 | 0.00% | $139.41K |
| RFR USD SOFR/3.67800 12/29/25-7Y LCH | 0 | 1,960,000 | 1,960,000 | 0.00% | $120.64K |
| FNMA 30YR 2% 11/01/2051#FM9500 | 0 | 140,601 | 140,601 | 0.00% | $114.86K |
| FHLG 30YR 2% 07/01/2051#QC4827 | 0 | 138,953 | 138,953 | 0.00% | $112.86K |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 0 | 133,140 | 133,140 | 0.00% | $108.14K |
| FN BQ3004 | 0 | 125,012 | 125,012 | 0.00% | $101.77K |
| Freddie Mac Pool | 0 | 81,206 | 81,206 | 0.00% | $85.25K |
| JPMORGAN CHASE | 0 | 87,000 | 87,000 | 0.00% | $85.13K |
| FNMA 30YR 2% 04/01/2051#BR7792 | 0 | 91,900 | 91,900 | 0.00% | $74.64K |
| CMXS 2026-A A3 | 0 | 70,000 | 70,000 | 0.00% | $69.48K |
| FHLG 30YR 2% 01/01/2051#BQ9687 | 0 | 83,329 | 83,329 | 0.00% | $67.78K |
| FNMA 30YR 2% 12/01/2050#BQ5162 | 0 | 81,797 | 81,797 | 0.00% | $66.59K |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 0 | 80,251 | 80,251 | 0.00% | $65.33K |
| FN MA4182 | 0 | 79,757 | 79,757 | 0.00% | $64.93K |
| FN MA4119 | 0 | 73,359 | 73,359 | 0.00% | $59.72K |
| FN MA4100 | 0 | 69,204 | 69,204 | 0.00% | $56.34K |
| FHLG 30YR 6.5% 08/01/2054#SD7277 | 0 | 52,749 | 52,749 | 0.00% | $55.49K |
| FNMA 30YR 2% 12/01/2050#FM5215 | 0 | 65,181 | 65,181 | 0.00% | $53.31K |
| Freddie Mac Pool | 0 | 50,575 | 50,575 | 0.00% | $53.10K |
| FR SD3936 | 0 | 49,895 | 49,895 | 0.00% | $52.11K |
| GSCOFI SWAP CZ030008 12/17/57 B | 0 | 500,000 | 500,000 | 0.00% | $44.65K |
| FREDDIE MAC POOL FR RA3205 | 0 | 54,101 | 54,101 | 0.00% | $44.28K |
| Freddie Mac Pool | 0 | 39,551 | 39,551 | 0.00% | $41.31K |
| Freddie Mac Pool | 0 | 33,142 | 33,142 | 0.00% | $34.67K |
| Freddie Mac Pool | 0 | 32,882 | 32,882 | 0.00% | $34.26K |
| FNMA 30YR 6% 01/01/2055#DC7868 | 0 | 32,959 | 32,959 | 0.00% | $34.03K |
| FNMA 30YR 2% 02/01/2051#FM5984 | 0 | 40,731 | 40,731 | 0.00% | $33.32K |
| FHLG 30YR 2% 07/01/2051#QC4665 | 0 | 40,184 | 40,184 | 0.00% | $32.64K |
| FHLG 30YR 2% 01/01/2051#QB7563 | 0 | 39,858 | 39,858 | 0.00% | $32.59K |
| FN MA4158 | 0 | 37,847 | 37,847 | 0.00% | $30.81K |
| US TREASURY N/B | 0 | 30,000 | 30,000 | 0.00% | $29.74K |
| FNMA 30YR 2% 08/01/2051#FM8176 | 0 | 36,171 | 36,171 | 0.00% | $29.66K |
| FNMA 30YR 6% 06/01/2055#DE1630 | 0 | 28,153 | 28,153 | 0.00% | $29.23K |
| FHLM 30YR 6.5% 02/01/2055#RJ3573 | 0 | 27,370 | 27,370 | 0.00% | $28.88K |
| FNMA 30YR 6% 07/01/2055#DE2216 | 0 | 27,625 | 27,625 | 0.00% | $28.64K |
| Freddie Mac Pool | 0 | 26,185 | 26,185 | 0.00% | $27.44K |
| FHLM 30YR 6.5% 01/01/2055#RJ3342 | 0 | 25,239 | 25,239 | 0.00% | $26.63K |
| Freddie Mac Pool | 0 | 24,564 | 24,564 | 0.00% | $25.80K |
| Freddie Mac Pool | 0 | 24,536 | 24,536 | 0.00% | $25.62K |
| FNMA 30YR 6% 02/01/2055#DC0757 | 0 | 24,695 | 24,695 | 0.00% | $25.61K |
| FNMA 30YR 6% 02/01/2055#DD2206 | 0 | 24,670 | 24,670 | 0.00% | $25.58K |
| Freddie Mac Pool | 0 | 23,739 | 23,739 | 0.00% | $24.92K |
| FNMA 30YR 6.5% 03/01/2055#QX9870 | 0 | 23,196 | 23,196 | 0.00% | $24.49K |
| FHLMC REMI 30YR 6.5% 03/01/2055#RJ3702 | 0 | 23,157 | 23,157 | 0.00% | $24.44K |
| Freddie Mac Pool | 0 | 22,136 | 22,136 | 0.00% | $22.97K |
| FHLG 30YR 2% 01/01/2051#BQ8400 | 0 | 27,732 | 27,732 | 0.00% | $22.67K |
| Freddie Mac Pool | 0 | 20,837 | 20,837 | 0.00% | $21.81K |
| FNMA 30YR 6% 01/01/2055#DC7867 | 0 | 20,212 | 20,212 | 0.00% | $20.89K |
| FNMA 30YR 6% 07/01/2055#DE2354 | 0 | 20,137 | 20,137 | 0.00% | $20.86K |
| Freddie Mac Pool | 0 | 18,447 | 18,447 | 0.00% | $19.41K |
| Freddie Mac Pool | 0 | 18,622 | 18,622 | 0.00% | $19.32K |
| FHLG 30YR 6.5% 01/01/2054#SD4792 | 0 | 14,888 | 14,888 | 0.00% | $15.62K |
| Freddie Mac Pool | 0 | 14,265 | 14,265 | 0.00% | $14.92K |
| Freddie Mac Pool | 0 | 14,260 | 14,260 | 0.00% | $14.88K |
| G2SF 4 4/23 | 0 | 0 | 0 | 0.00% | $0 |
| FNCL 6 4/26 | 0 | 0 | 0 | 0.00% | $0 |
| G2SF 4.5 4/26 | 0 | 0 | 0 | 0.00% | $0 |
| G2SF 6.5 4/25 | 0 | 0 | 0 | 0.00% | $0 |
| FNCL 4.5 4/26 | 0 | -300,000 | -300,000 | -0.01% | -$289.27K |
| Government National Mortgage Association, TBA | 0 | -900,000 | -900,000 | -0.02% | -$841.50K |
| Uniform Mortgage-Backed Security, TBA | 0 | -7,300,000 | -7,300,000 | -0.22% | -$7.43M |
| Security | Shares Dec 2025 | Shares Mar 2026 | Δ shares | End % | Δ value |
|---|---|---|---|---|---|
| US TREASURY N/B | 123,000,000 | 0 | -123,000,000 | 0.00% | -$124.03M |
| US TREASURY N/B | 34,200,000 | 0 | -34,200,000 | 0.00% | -$28.90M |
| TBA GNMA 30 YR 5.50000000 | 20,625,000 | 0 | -20,625,000 | 0.00% | -$20.81M |
| Uniform Mortgage-Backed Security, TBA | 16,275,000 | 0 | -16,275,000 | 0.00% | -$16.70M |
| Uniform Mortgage-Backed Security, TBA | 15,150,000 | 0 | -15,150,000 | 0.00% | -$15.34M |
| Uniform Mortgage-Backed Security, TBA | 18,825,000 | 0 | -18,825,000 | 0.00% | -$15.21M |
| Government National Mortgage Association, TBA | 13,125,000 | 0 | -13,125,000 | 0.00% | -$13.36M |
| FNCL 2.5 1/26 | 15,675,000 | 0 | -15,675,000 | 0.00% | -$13.25M |
| Government National Mortgage Association, TBA | 14,950,000 | 0 | -14,950,000 | 0.00% | -$12.89M |
| Government National Mortgage Association, TBA | 11,450,000 | 0 | -11,450,000 | 0.00% | -$11.41M |
| G2 MA7135 | 12,096,040 | 0 | -12,096,040 | 0.00% | -$10.02M |
| US TREASURY N/B | 10,000,000 | 0 | -10,000,000 | 0.00% | -$9.63M |
| FNCL 5.5 1/26 | 8,800,000 | 0 | -8,800,000 | 0.00% | -$8.92M |
| US TREASURY N/B | 7,500,000 | 0 | -7,500,000 | 0.00% | -$7.58M |
| FHLG 30YR 3.5% 04/01/2052#QE0768 | 6,519,118 | 0 | -6,519,118 | 0.00% | -$6.04M |
| FIRSTENERGY TRAN | 5,826,000 | 0 | -5,826,000 | 0.00% | -$5.82M |
| MAGNETITE XXIII LTD AR TSFR3M+139.161 01/25/2035 144A | 5,340,000 | 0 | -5,340,000 | 0.00% | -$5.34M |
| Uniform Mortgage-Backed Security, TBA | 4,750,000 | 0 | -4,750,000 | 0.00% | -$4.81M |
| FNCL 3 2/26 | 4,450,000 | 0 | -4,450,000 | 0.00% | -$3.93M |
| ISPIM 5.71 01/15/26 | 3,922,000 | 0 | -3,922,000 | 0.00% | -$3.92M |
| FN CB2842 | 4,587,307 | 0 | -4,587,307 | 0.00% | -$3.75M |
| FNCL 2 1/26 | 4,575,000 | 0 | -4,575,000 | 0.00% | -$3.70M |
| FNMA 30YR 2% 01/01/2052#FS0286 | 4,466,858 | 0 | -4,466,858 | 0.00% | -$3.67M |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 3,550,000 | 0 | -3,550,000 | 0.00% | -$3.67M |
| JMIKE 2019-1A A2 | 3,247,162 | 0 | -3,247,162 | 0.00% | -$3.25M |
| BARINGS CLO LTD 2023-IV A TSFR3M+175 01/20/2037 144A | 3,122,000 | 0 | -3,122,000 | 0.00% | -$3.13M |
| Dryden 98 CLO Ltd., Series 2022-98A, Class A | 2,990,000 | 0 | -2,990,000 | 0.00% | -$2.99M |
| GREATAMERICA LSNG REC FDS LLC 4.37% 05/15/2028 144A | 2,900,000 | 0 | -2,900,000 | 0.00% | -$2.91M |
| WELLS FARGO COMMERCIAL MORTGAGE TRUST 2021-C61 2.525% 11/15/2054 | 3,000,000 | 0 | -3,000,000 | 0.00% | -$2.86M |
| SREIT Trust 2021-MFP | 2,830,547 | 0 | -2,830,547 | 0.00% | -$2.83M |
| MSBAM 2025-5C2 A3 5.072% 11/15/2030 | 2,700,000 | 0 | -2,700,000 | 0.00% | -$2.77M |
| CEDAR FUNDING XV CLO LTD | 2,429,000 | 0 | -2,429,000 | 0.00% | -$2.43M |
| Barings CLO Ltd. 2021-I | 2,282,638 | 0 | -2,282,638 | 0.00% | -$2.29M |
| MDPK 2021-50A A CLO 144A FRN 04-19-34 | 2,186,940 | 0 | -2,186,940 | 0.00% | -$2.19M |
| G2SF 4.5 1/26 | 2,000,000 | 0 | -2,000,000 | 0.00% | -$1.95M |
| G2SF 5.5 1/25 | 1,825,000 | 0 | -1,825,000 | 0.00% | -$1.84M |
| JPMDB 2017-C7 A5 | 1,851,000 | 0 | -1,851,000 | 0.00% | -$1.82M |
| FNMA 30YR 4.5% 08/01/2052#CB4387 | 1,790,000 | 0 | -1,790,000 | 0.00% | -$1.76M |
| SREIT Trust, Series 2021-MFP, Class B | 1,734,655 | 0 | -1,734,655 | 0.00% | -$1.73M |
| VERISK ANALYTICS | 1,704,000 | 0 | -1,704,000 | 0.00% | -$1.71M |
| G2 MA7589 | 1,892,325 | 0 | -1,892,325 | 0.00% | -$1.63M |
| FR RR0017 | 1,599,943 | 0 | -1,599,943 | 0.00% | -$1.62M |
| FNMA 30YR 2% 01/01/2052#FS0288 | 1,944,547 | 0 | -1,944,547 | 0.00% | -$1.59M |
| ENTERPRISE PRODU | 1,472,000 | 0 | -1,472,000 | 0.00% | -$1.47M |
| BX TRUST | 1,346,813 | 0 | -1,346,813 | 0.00% | -$1.35M |
| SYMPHONY CLO XXVI LTD / SYMPHONY CLO XXVI LLC AR TSFR3M+134.161 04/20/2033 144A | 1,289,796 | 0 | -1,289,796 | 0.00% | -$1.29M |
| FNMA 15YR 3.5% 08/01/2034#CA4090 | 1,269,397 | 0 | -1,269,397 | 0.00% | -$1.25M |
| CAPITAL ONE FINL | 1,175,000 | 0 | -1,175,000 | 0.00% | -$1.17M |
| Madison Park Funding XIX Ltd., Series 2015-19A, Class AR3 | 1,000,000 | 0 | -1,000,000 | 0.00% | -$1.00M |
| PSTAT 2024-2A A1N CLO 144A FRN 01-15-33 | 958,990 | 0 | -958,990 | 0.00% | -$959.23K |
| AERCAP IRELAND | 959,000 | 0 | -959,000 | 0.00% | -$959.09K |
| FNCL 6.5 1/26 | 875,000 | 0 | -875,000 | 0.00% | -$909.15K |
| FNMA 15YR 3.5% 02/01/2035#CA5291 | 852,600 | 0 | -852,600 | 0.00% | -$838.35K |
| G2 MA7986 | 984,342 | 0 | -984,342 | 0.00% | -$815.42K |
| FHMS K763 A2 | 800,000 | 0 | -800,000 | 0.00% | -$795.40K |
| VERISK ANALYTICS | 758,000 | 0 | -758,000 | 0.00% | -$763.73K |
| FN MA4841 | 753,081 | 0 | -753,081 | 0.00% | -$755.95K |
| SREIT TRUST 2021 MFP | 737,143 | 0 | -737,143 | 0.00% | -$736.69K |
| SBA TOWER TRUST | 733,000 | 0 | -733,000 | 0.00% | -$732.18K |
| CITIGROUP INC | 673,000 | 0 | -673,000 | 0.00% | -$673.46K |
| SPGN 2022 TFLM MORTGAGE TRUST | 642,000 | 0 | -642,000 | 0.00% | -$641.78K |
| FN MA4354 | 795,458 | 0 | -795,458 | 0.00% | -$616.61K |
| CAPITAL ONE FINL | 551,000 | 0 | -551,000 | 0.00% | -$576.69K |
| CORPORATE OFFICE | 510,000 | 0 | -510,000 | 0.00% | -$507.74K |
| WSFIN 4.9 05/01/30 144A | 483,000 | 0 | -483,000 | 0.00% | -$494.30K |
| SREIT Trust, Series 2021-MFP, Class D | 484,482 | 0 | -484,482 | 0.00% | -$484.18K |
| VENTAS REALTY LP | 478,000 | 0 | -478,000 | 0.00% | -$477.95K |
| BANK OF AMER CRP | 465,000 | 0 | -465,000 | 0.00% | -$465.34K |
| FNMA 30YR 4.5% 12/01/2048#BM5106 | 438,678 | 0 | -438,678 | 0.00% | -$437.35K |
| SPGN 2022-TFLM MORTGAGE TRUST SER 2022-TFLM CL C V/R REGD 144A P/P 6.33019000 | 334,000 | 0 | -334,000 | 0.00% | -$334.55K |
| FN MA4302 | 333,591 | 0 | -333,591 | 0.00% | -$302.42K |
| JBS USA/FOOD/FIN | 320,000 | 0 | -320,000 | 0.00% | -$299.45K |
| BX TRUST | 297,860 | 0 | -297,860 | 0.00% | -$298.14K |
| FNMA 15YR 1.5% 02/01/2036#FM6507 | 274,963 | 0 | -274,963 | 0.00% | -$249.27K |
| GMAC LLC | 218,000 | 0 | -218,000 | 0.00% | -$247.43K |
| Federal National Mortgage Association, Inc. | 244,942 | 0 | -244,942 | 0.00% | -$209.00K |
| Freddie Mac Pool | 237,502 | 0 | -237,502 | 0.00% | -$203.10K |
| BX TRUST | 161,102 | 0 | -161,102 | 0.00% | -$161.40K |
| FN MA4278 | 151,800 | 0 | -151,800 | 0.00% | -$137.62K |
| FNMA 15YR 3% 12/34#FM0045 | 124,954 | 0 | -124,954 | 0.00% | -$121.75K |
| AASET 2019 2 TRUST | 88,582 | 0 | -88,582 | 0.00% | -$88.50K |
| AASET Trust | 61,284 | 0 | -61,284 | 0.00% | -$60.48K |
| FNMA 15YR 3% 01/01/2035#CA5039 | 55,327 | 0 | -55,327 | 0.00% | -$53.87K |
| Castlelake Aircraft Structured Trust 2021-1 | 47,645 | 0 | -47,645 | 0.00% | -$47.24K |
| FNMA 15YR 2.5% 02/35#BO9279 | 46,019 | 0 | -46,019 | 0.00% | -$43.92K |
| FN MA4419 | 37,077 | 0 | -37,077 | 0.00% | -$35.17K |
| FNCL UMBS 5.5 RJ4979 06-01-55 | 33,246 | 0 | -33,246 | 0.00% | -$33.72K |
| FNMA 15YR 1.5% 06/01/2036#BR2059 | 18,260 | 0 | -18,260 | 0.00% | -$16.55K |
| FR SB8106 | 17,928 | 0 | -17,928 | 0.00% | -$16.25K |
| FHLG 15YR 1.5% 05/01/2036#BR1069 | 17,679 | 0 | -17,679 | 0.00% | -$16.02K |
| FR SB8097 | 17,258 | 0 | -17,258 | 0.00% | -$15.65K |
| FNMA 15YR 1.5% 04/01/2036#FM6100 | 16,718 | 0 | -16,718 | 0.00% | -$15.16K |
| FNMA 15YR 1.5% 03/01/2036#BR4700 | 16,233 | 0 | -16,233 | 0.00% | -$14.72K |
| ZYMEWORKS INC CFD | 10,098,674 | 0 | -10,098,674 | 0.00% | -$14.48K |
| UMBS | 15,858 | 0 | -15,858 | 0.00% | -$14.38K |
| FN MA4287 | 15,664 | 0 | -15,664 | 0.00% | -$13.78K |
| FR SB8114 | 14,757 | 0 | -14,757 | 0.00% | -$13.37K |
| FN MA4328 | 14,354 | 0 | -14,354 | 0.00% | -$13.01K |
| FN MA4260 | 13,771 | 0 | -13,771 | 0.00% | -$12.48K |
| FR SB8092 | 13,562 | 0 | -13,562 | 0.00% | -$12.29K |
| FN FM5367 | 12,981 | 0 | -12,981 | 0.00% | -$11.77K |
| FHLG 30YR 3.5% 05/01/2045#Q33801 | 3,614 | 0 | -3,614 | 0.00% | -$3.41K |
| FNMA 7.50% 7/28 #506236 | 791 | 0 | -791 | 0.00% | -$804 |
| FNMA 7.00% 4/26 #343081 | 52 | 0 | -52 | 0.00% | -$52 |
| FNMA 7.00% 4/26 #343282 | 12 | 0 | -12 | 0.00% | -$12 |
| GNMA 7.50% 2/27 #444741 | 12 | 0 | -12 | 0.00% | -$12 |
| FNMA 7.00% 4/26 #303856 | 12 | 0 | -12 | 0.00% | -$12 |
| FNMA 7.00% 5/26 #303884 | 4 | 0 | -4 | 0.00% | -$4 |
| FNMA 7.00% 9/26 #313264 | 4 | 0 | -4 | 0.00% | -$4 |
| FNMA 7.50% 2/26 #336195 | 3 | 0 | -3 | 0.00% | -$3 |
| FHLG 7.50% 8/26 #G00529 | 2 | 0 | -2 | 0.00% | -$2 |
| GNMA 7.50% 4/27 #443199 | 2 | 0 | -2 | 0.00% | -$2 |
| FNMA 7.00% 3/26 #303780 | 1 | 0 | -1 | 0.00% | -$1 |
| G2SF 6 1/25 | 0 | 0 | 0 | 0.00% | $0 |
| FNCL 4.5 1/26 | 0 | 0 | 0 | 0.00% | $0 |
| G2SF 5 1/26 | 0 | 0 | 0 | 0.00% | $0 |
| FNCL 5 1/26 | 0 | 0 | 0 | 0.00% | $0 |
| FNCL 6 1/26 | 0 | 0 | 0 | 0.00% | $0 |
| FNCL 3 1/26 | 0 | 0 | 0 | 0.00% | $0 |
| Security | Shares Dec 2025 | Shares Mar 2026 | Δ shares | End % | Δ value |
|---|---|---|---|---|---|
| Fidelity Cash Central Fund | 70,325,699 | 75,776,776 | 5,451,077 | 2.24% | $5.45M |
| Fidelity Securities Lending Cash Central Fund | 7,240,592 | 13,292,216 | 6,051,624 | 0.39% | $6.05M |
| US TREASURY N/B | 11,750,000 | 11,790,000 | 40,000 | 0.34% | -$110.13K |
| BX Trust, Series 2025-ROIC, Class A | 6,056,379 | 7,202,996 | 1,146,616 | 0.21% | $1.12M |
| TCO Commercial Mortgage Trust, Series 2024-DPM, Class A | 5,273,000 | 5,568,000 | 295,000 | 0.16% | $286.30K |
| FREDDIE MAC POOL UMBS P#SD7570 6.00000000 | 1,491,375 | 3,130,073 | 1,638,698 | 0.10% | $1.69M |
| BX Trust, Series 2025-DIME, Class A | 2,987,000 | 3,187,000 | 200,000 | 0.09% | $190.93K |
| ATHENE GLOBAL FU | 2,079,000 | 2,694,000 | 615,000 | 0.08% | $583.17K |
| MSCI INC | 1,872,000 | 2,461,000 | 589,000 | 0.07% | $526.34K |
| Dell Equipment Finance Trust, Series 2025-2, Class A2 | 1,000,000 | 1,800,000 | 800,000 | 0.05% | $796.70K |
| CHARTER COMM OPT | 1,067,000 | 1,250,000 | 183,000 | 0.04% | $175.47K |
| BX TRUST 2022-IND TSFR1M+184.8 04/15/2024 144A | 970,200 | 970,200 | 0 | 0.03% | -$889 |
| SWP: IFS 3.185000 15-NOV-2027 UKR | -115,701,000 | -111,490,000 | 4,211,000 | 0.01% | $586.62K |
| SBLOFI SWAP CZ030008 12/17/57 B | 500,000 | 5,847,859 | 5,347,859 | 0.00% | -$66.01K |
| WHEAT SEP 26 | 321 | 416 | 95 | -0.01% | -$188.74K |
| Security | Shares Dec 2025 | Shares Mar 2026 | Δ shares | End % | Δ value |
|---|---|---|---|---|---|
| US TREASURY N/B | 38,846,000 | 37,586,000 | -1,260,000 | 1.11% | -$1.76M |
| US TREASURY N/B | 32,104,200 | 22,104,200 | -10,000,000 | 0.37% | -$5.81M |
| FR SD8139 | 10,091,183 | 9,945,056 | -146,127 | 0.23% | -$160.50K |
| FNMA 30YR 6% 09/01/2054#CB9216 | 7,289,435 | 6,718,546 | -570,890 | 0.20% | -$641.17K |
| G2 MA7988 | 7,848,888 | 7,678,829 | -170,059 | 0.20% | -$207.02K |
| FNMA 30YR 6% 08/01/2054#CB9061 | 5,815,251 | 5,477,403 | -337,848 | 0.17% | -$391.23K |
| FR SD8090 | 6,275,620 | 6,219,471 | -56,149 | 0.15% | -$61.74K |
| GGAMMT 2025-1A A 144A 5.923% 09-30-60 | 4,910,000 | 4,454,516 | -455,484 | 0.13% | -$503.21K |
| GOVERNMENT NAT MTG AS REMIC PT TSFR1M+51.448 03/20/2044 | 4,564,226 | 4,427,215 | -137,011 | 0.13% | -$127.56K |
| BX Commercial Mortgage Trust, Series 2024-XL5, Class A | 4,701,674 | 4,270,442 | -431,232 | 0.13% | -$429.23K |
| FEDERAL NAT MTG ASN GTD REM PA SOFR30A+70 09/25/2052 | 4,473,141 | 4,338,097 | -135,044 | 0.13% | -$175.48K |
| Freddie Mac Pool | 4,210,655 | 4,109,431 | -101,224 | 0.13% | -$139.38K |
| FHLM 30YR 5.5% 07/01/2053#RA9373 | 4,251,801 | 4,115,408 | -136,393 | 0.12% | -$182.74K |
| FR SB8073 | 4,678,211 | 4,520,980 | -157,232 | 0.12% | -$154.97K |
| DNKN 2021-1A A23 | 4,582,080 | 4,570,148 | -11,932 | 0.12% | -$43.60K |
| BX TRUST | 4,093,560 | 3,999,038 | -94,522 | 0.12% | -$94.52K |
| OBX Trust, Series 2025-NQM8, Class A1 | 4,261,571 | 3,897,782 | -363,789 | 0.12% | -$390.00K |
| G2 MA6930 | 4,765,389 | 4,670,523 | -94,866 | 0.11% | -$90.64K |
| G2 MA8799 | 4,059,351 | 3,961,709 | -97,642 | 0.11% | -$131.06K |
| Subway Funding LLC, Series 2024-1A, Class A2I | 3,708,540 | 3,699,175 | -9,365 | 0.11% | -$36.75K |
| FN MA4077 | 4,564,099 | 4,495,821 | -68,278 | 0.11% | -$65.86K |
| G2 MA7192 | 4,402,634 | 4,314,673 | -87,961 | 0.10% | -$88.30K |
| FR SB8066 | 3,941,730 | 3,804,171 | -137,559 | 0.10% | -$140.26K |
| G2 MA7051 | 3,968,687 | 3,892,109 | -76,578 | 0.09% | -$77.67K |
| BX Trust, Series 2024-CNYN, Class A | 3,215,880 | 3,179,096 | -36,783 | 0.09% | -$38.70K |
| Freddie Mac Multifamily Structured Pass Through Certificates | 3,100,000 | 3,099,114 | -886 | 0.09% | -$5.18K |
| NAVTR 2025-1 A | 3,202,686 | 3,153,678 | -49,008 | 0.09% | -$83.62K |
| FNMA 30YR 3% 03/01/2048#FS8330 | 3,454,758 | 3,385,169 | -69,589 | 0.09% | -$92.86K |
| Uniform Mortgage-Backed Securities | 3,642,043 | 3,584,149 | -57,893 | 0.09% | -$55.33K |
| Gilead Aviation LLC, Series 2025-1A, Class A | 2,899,732 | 2,861,127 | -38,604 | 0.09% | -$62.95K |
| G2 MA8346 | 3,043,315 | 2,975,621 | -67,694 | 0.08% | -$93.14K |
| Subway Funding LLC, Series 2024-3A, Class A2I | 2,749,230 | 2,742,288 | -6,942 | 0.08% | -$33.92K |
| G2 MB0205 | 2,903,088 | 2,650,770 | -252,318 | 0.08% | -$261.46K |
| FHLG 30YR 2.5% 03/01/2051#RA4749 | 3,176,971 | 3,117,108 | -59,863 | 0.08% | -$59.19K |
| G2 MA6864 | 3,246,222 | 3,186,578 | -59,644 | 0.08% | -$58.85K |
| Subway Funding LLC, Series 2024-3A, Class A23 | 2,636,370 | 2,629,712 | -6,658 | 0.08% | -$67.91K |
| BX TRUST BX 2024 MDHS A 144A | 2,810,705 | 2,548,928 | -261,778 | 0.08% | -$266.12K |
| Freddie Mac REMICS | 2,965,790 | 2,516,180 | -449,611 | 0.07% | -$451.67K |
| PRPM 2025-RCF5 LLC SER 2025-RCF5 CL A1 V/R REGD 144A P/P 4.83900000 | 2,680,249 | 2,519,641 | -160,608 | 0.07% | -$158.48K |
| JPMORGAN CHASE | 2,500,000 | 2,413,000 | -87,000 | 0.07% | -$144.64K |
| FNMA 30YR 6% 06/01/2053#CB6538 | 2,459,221 | 2,346,934 | -112,288 | 0.07% | -$136.29K |
| FHLG 30YR 5.5% 03/01/2053#SD7559 | 2,335,394 | 2,264,696 | -70,698 | 0.07% | -$99.07K |
| SORT 2021-1A A1 | 2,884,025 | 2,862,980 | -21,045 | 0.07% | -$25.65K |
| BX TRUST | 2,661,605 | 2,292,057 | -369,548 | 0.07% | -$368.58K |
| PK ALIFT LOAN FUNDING PKAIR 2025 2 A 144A | 2,368,705 | 2,287,945 | -80,760 | 0.07% | -$97.66K |
| Subway Funding LLC, Series 2024-1A, Class A2I | 2,204,730 | 2,199,162 | -5,568 | 0.07% | -$33.54K |
| Apollo aviation securitization | 2,339,385 | 2,289,459 | -49,926 | 0.06% | -$55.97K |
| FNMA 30YR 2.5% 10/01/2050#CA7229 | 2,559,876 | 2,508,570 | -51,306 | 0.06% | -$51.50K |
| FNMA GTD MTG PASS THRU CTF SOFR30A+165 06/25/2054 | 2,375,194 | 2,111,443 | -263,751 | 0.06% | -$257.86K |
| FG G30703 | 2,296,099 | 2,178,265 | -117,834 | 0.06% | -$127.49K |
| FNMA GTD MTG PASS THRU CTF SOFR30A+165 08/25/2054 | 2,356,593 | 2,078,255 | -278,338 | 0.06% | -$272.85K |
| FNMA 30YR 3.5% 11/01/2048#FS6649 | 2,320,186 | 2,254,347 | -65,839 | 0.06% | -$83.18K |
| FR RA6820 | 2,573,368 | 2,528,703 | -44,664 | 0.06% | -$43.78K |
| ONSLOW BAY FINANCIAL LLC VAR 10/25/2065 144A | 2,147,919 | 2,016,383 | -131,536 | 0.06% | -$140.52K |
| FN MA4176 | 2,316,144 | 2,264,378 | -51,765 | 0.06% | -$52.47K |
| FHLG 30YR 2% 11/01/2051#RA6241 | 2,473,933 | 2,431,845 | -42,088 | 0.06% | -$46.11K |
| FNMA 30YR 6.5% 05/01/2053#FS4662 | 2,025,552 | 1,879,062 | -146,490 | 0.06% | -$160.73K |
| Subway Funding LLC, Series 2024-1A, Class A23 | 1,933,470 | 1,928,588 | -4,882 | 0.06% | -$69.02K |
| PSTAT 2025-2A A1 | 2,158,000 | 1,924,269 | -233,731 | 0.06% | -$235.45K |
| Freddie Mac Multifamily Structured Pass Through Certificates | 1,900,000 | 1,899,258 | -742 | 0.06% | -$3.45K |
| Palmer Square Loan Funding Ltd., Series 2025-1A, Class A1 | 2,101,178 | 1,895,194 | -205,984 | 0.06% | -$203.76K |
| FNMA 30YR 7% 01/01/2054#CB7813 | 1,933,429 | 1,770,498 | -162,931 | 0.06% | -$173.48K |
| FR SD7530 | 2,246,348 | 2,201,049 | -45,299 | 0.06% | -$48.83K |
| Onslow Bay Financial LLC | 2,048,243 | 1,901,295 | -146,949 | 0.06% | -$159.28K |
| JMIKE 2024-1A A2 | 1,786,500 | 1,782,000 | -4,500 | 0.05% | -$21.02K |
| Freddie Mac REMICS | 1,880,870 | 1,818,768 | -62,102 | 0.05% | -$77.03K |
| FHLG 30YR 6% 02/01/2055#SL0430 | 1,804,810 | 1,718,846 | -85,963 | 0.05% | -$102.77K |
| FHLG 30YR 2.5% 08/01/2050#SD0430 | 2,114,465 | 2,077,187 | -37,278 | 0.05% | -$36.05K |
| FHLMC REMI 30YR 6% 04/01/2055#RJ4028 | 1,783,959 | 1,719,378 | -64,582 | 0.05% | -$80.41K |
| FHLG 30YR 5% 12/01/2052#SD1924 | 1,798,922 | 1,764,394 | -34,528 | 0.05% | -$58.92K |
| WILLIS ENGINE STRUCTURED TRUST WESTF 2025 A A 144A | 1,753,387 | 1,737,269 | -16,119 | 0.05% | -$23.58K |
| DNKN 2025-1A A2I | 1,760,000 | 1,755,600 | -4,400 | 0.05% | -$34.49K |
| SEAFFIRM ASSET SECURITIZATION TRUST 2025-X2 4.66% 10/15/2030 144A | 2,474,332 | 1,729,225 | -745,107 | 0.05% | -$746.20K |
| G2 MA6994 | 2,127,810 | 2,087,059 | -40,751 | 0.05% | -$42.55K |
| G2 MB0024 | 1,804,923 | 1,768,038 | -36,885 | 0.05% | -$52.32K |
| DNKN 2017-1A A2II 4.03% 11/20/2047 144A | 1,705,702 | 1,701,080 | -4,622 | 0.05% | -$10.48K |
| ALTDE Trust, Series 2025-1A, Class A | 1,699,393 | 1,663,449 | -35,944 | 0.05% | -$64.54K |
| FNMA 30YR 6% 07/01/2055#CC0730 | 1,671,779 | 1,632,449 | -39,330 | 0.05% | -$53.28K |
| G2 MA8149 | 1,838,234 | 1,801,507 | -36,727 | 0.05% | -$30.64K |
| FEDERAL NAT MTG ASN GTD REM PA SOFR30A+120 09/25/2053 | 1,845,808 | 1,643,693 | -202,115 | 0.05% | -$201.22K |
| Blackbird Capital II Aircraft Lease Ltd., Series 2021-1A, Class A | 1,777,560 | 1,730,764 | -46,796 | 0.05% | -$47.34K |
| FNMA 15YR 2.5% 11/01/2036#CB2246 | 1,805,419 | 1,726,427 | -78,992 | 0.05% | -$77.52K |
| GNII II 3.5% 08/20/2052#788182 | 1,784,519 | 1,742,344 | -42,175 | 0.05% | -$21.33K |
| FR RA5910 | 1,780,298 | 1,731,454 | -48,844 | 0.05% | -$61.14K |
| FN FS4922 | 1,799,801 | 1,765,426 | -34,375 | 0.05% | -$39.68K |
| G2 MA7472 | 1,867,663 | 1,830,618 | -37,044 | 0.05% | -$38.97K |
| BCSTAT 2025-1A AR | 2,122,000 | 1,572,140 | -549,860 | 0.05% | -$551.01K |
| UPG HI ISSUER TRUST UPGHI 2025 2 A 144A | 1,700,000 | 1,540,355 | -159,645 | 0.05% | -$168.27K |
| Aaset Trust, Series 2024-1A, Class A1 | 1,532,187 | 1,508,285 | -23,903 | 0.05% | -$46.15K |
| FNMA POOL FM9501 FN 11/51 FIXED VAR | 1,786,100 | 1,760,449 | -25,651 | 0.04% | -$29.85K |
| U.S. Treasury Inflation-Protected Indexed Bonds | 2,170,000 | 1,540,000 | -630,000 | 0.04% | -$649.49K |
| Federal Home Loan Mortgage Corporation | 1,528,259 | 1,476,904 | -51,354 | 0.04% | -$49.59K |
| FNMA 15YR 2.5% 07/31#BC1465 | 1,602,147 | 1,495,719 | -106,427 | 0.04% | -$107.80K |
| Slam Ltd. | 1,413,745 | 1,392,034 | -21,711 | 0.04% | -$42.76K |
| DNKN 2025-1A A2II | 1,430,000 | 1,426,425 | -3,575 | 0.04% | -$28.38K |
| FNMA 30YR 5.5% 08/01/2053#CB6911 | 1,421,589 | 1,373,385 | -48,204 | 0.04% | -$63.86K |
| AASET 2024-1 US LTD / AASET 2024-1 INTL LTD 6.261% 05/16/2049 144A | 1,399,233 | 1,377,404 | -21,828 | 0.04% | -$41.64K |
| FHLG 30YR 6.5% 09/01/2054#SD6620 | 1,363,154 | 1,312,924 | -50,230 | 0.04% | -$59.93K |
| FN MA4473 | 1,668,774 | 1,629,773 | -39,001 | 0.04% | -$32.30K |
| FHLG 20YR 2% 07/01/2041#SC0162 | 1,590,341 | 1,545,807 | -44,534 | 0.04% | -$43.82K |
| Jersey Mike's Funding, Series 2025-1A, Class A2 | 1,331,662 | 1,328,325 | -3,338 | 0.04% | -$9.23K |
| PLNT 2019-1A A2 | 1,396,840 | 1,393,125 | -3,715 | 0.04% | -$11.60K |
| Government National Mortgage Association | 1,495,389 | 1,281,640 | -213,748 | 0.04% | -$221.39K |
| Subway Funding LLC, Series 2024-3A, Class A2I | 1,300,860 | 1,297,575 | -3,285 | 0.04% | -$12.46K |
| PLNT 2022-1A A2II | 1,353,275 | 1,349,760 | -3,515 | 0.04% | -$24.68K |
| WILLIS ENGINE STRUCTURED TRUST III VAR 08/15/2042 144A | 2,136,934 | 1,250,691 | -886,244 | 0.04% | -$889.15K |
| FN MA4446 | 1,456,912 | 1,422,646 | -34,266 | 0.04% | -$34.19K |
| Freddie Mac Pool | 1,271,740 | 1,160,782 | -110,959 | 0.04% | -$117.32K |
| FNMA 20YR 2% 10/01/2041#FM9396 | 1,455,912 | 1,414,228 | -41,684 | 0.04% | -$41.40K |
| FNMA 30YR 5% 11/01/2052#CB5128 | 1,252,092 | 1,229,273 | -22,818 | 0.04% | -$40.26K |
| APOLLO AVIATION SECURITIZATION EQUITY TRUST | 1,245,387 | 1,220,560 | -24,827 | 0.04% | -$41.37K |
| Freddie Mac Pool | 1,207,265 | 1,173,957 | -33,308 | 0.04% | -$44.72K |
| BX TRUST 2025-ROIC C TSFR1M+169 03/15/2030 144A | 1,249,128 | 1,223,924 | -25,205 | 0.04% | -$31.20K |
| Freddie Mac Pool | 1,225,669 | 1,136,425 | -89,244 | 0.04% | -$94.80K |
| FHLM 30YR 5.5% 08/01/2053#RA9619 | 1,213,658 | 1,181,441 | -32,218 | 0.04% | -$45.00K |
| FHLG 30YR 5.5% 09/01/2052#SD1579 | 1,205,596 | 1,170,402 | -35,193 | 0.04% | -$48.18K |
| FHLG 30YR 6.5% 06/01/2054#SD5521 | 1,132,343 | 1,090,401 | -41,941 | 0.03% | -$49.30K |
| Freddie Mac Pool | 1,139,472 | 1,076,069 | -63,403 | 0.03% | -$69.11K |
| Freddie Mac Pool | 1,137,357 | 1,061,164 | -76,193 | 0.03% | -$80.83K |
| BX Trust, Series 2022-IND, Class A | 1,296,175 | 1,121,054 | -175,121 | 0.03% | -$176.31K |
| FHLG 30YR 6.5% 01/01/2054#RJ0706 | 1,153,747 | 1,063,036 | -90,711 | 0.03% | -$99.15K |
| FNMA 30YR 3% 03/01/2052#FS0840 | 1,294,629 | 1,254,595 | -40,035 | 0.03% | -$42.25K |
| Fannie Mae Pool | 1,303,990 | 1,274,181 | -29,809 | 0.03% | -$29.61K |
| WILLIS ENGINE STRUCTURED TRUST WESTF 2025 B A 144A | 1,100,000 | 1,087,486 | -12,514 | 0.03% | -$19.79K |
| Federal Home Loan Mortgage Corporation | 1,127,649 | 1,080,660 | -46,988 | 0.03% | -$55.87K |
| FR RA4352 | 1,315,509 | 1,290,729 | -24,780 | 0.03% | -$22.77K |
| FNMA 30YR 7% 01/01/2054#FS6966 | 1,089,875 | 988,289 | -101,587 | 0.03% | -$107.76K |
| FHLG 30YR 4% 10/01/2052#SD1772 | 1,116,037 | 1,099,385 | -16,652 | 0.03% | -$24.91K |
| FNMA 30YR 2.5% 11/01/2051#FM9517 | 1,250,695 | 1,230,975 | -19,720 | 0.03% | -$22.73K |
| FHLG 30YR 2% 12/01/2051#RA6510 | 1,298,332 | 1,276,023 | -22,309 | 0.03% | -$23.20K |
| UMBS | 1,234,208 | 1,220,551 | -13,657 | 0.03% | -$15.59K |
| FNMA 15YR 1.5% 11/01/2035#BQ6318 | 1,189,966 | 1,152,632 | -37,335 | 0.03% | -$37.02K |
| G2 MA7368 | 1,185,243 | 1,160,324 | -24,919 | 0.03% | -$30.41K |
| FHLG 30YR 2% 10/01/2051#RA6076 | 1,269,467 | 1,249,498 | -19,969 | 0.03% | -$22.33K |
| FNMA 30YR 3% 11/01/2051#CB2164 | 1,157,900 | 1,143,680 | -14,220 | 0.03% | -$18.05K |
| FN MA4205 | 1,166,748 | 1,126,968 | -39,780 | 0.03% | -$39.16K |
| FR SB8078 | 1,150,195 | 1,111,752 | -38,443 | 0.03% | -$37.91K |
| JBS HLD/FD/LUX | 3,400,000 | 1,130,000 | -2,270,000 | 0.03% | -$2.05M |
| FHLM 30YR 5.5% 05/01/2053#RA9058 | 1,018,733 | 982,031 | -36,702 | 0.03% | -$47.55K |
| FNMA 30YR 2.5% 05/01/2051#CB0506 | 1,180,073 | 1,164,044 | -16,029 | 0.03% | -$18.24K |
| Freddie Mac Multifamily Structured Pass Through Certificates | 997,392 | 996,340 | -1,051 | 0.03% | -$1.88K |
| FNMA 15YR 1.5% 11/01/2035#BQ5806 | 1,134,070 | 1,099,175 | -34,895 | 0.03% | -$34.66K |
| Freddie Mac REMICS | 1,034,859 | 1,002,320 | -32,540 | 0.03% | -$28.83K |
| FNMA 30YR 2.5% 12/01/2051#CB2289 | 1,192,397 | 1,165,264 | -27,133 | 0.03% | -$28.76K |
| FG G60989 | 1,122,032 | 1,093,555 | -28,477 | 0.03% | -$35.47K |
| G2 MA8199 | 1,089,231 | 1,067,462 | -21,770 | 0.03% | -$18.16K |
| FHLG 30YR 3% 06/01/2052#SD1082 | 1,160,166 | 1,109,177 | -50,989 | 0.03% | -$51.24K |
| FNMA 30YR 4% 04/01/2052#FS1647 | 1,034,699 | 1,016,547 | -18,152 | 0.03% | -$26.93K |
| FNMA 30YR 6.5% 07/01/2055#FA2138 | 955,823 | 913,677 | -42,146 | 0.03% | -$49.39K |
| FNMA 30YR 6% 02/01/2055#CB9989 | 982,648 | 930,533 | -52,115 | 0.03% | -$61.33K |
| Freddie Mac Gold Pool | 1,026,185 | 969,398 | -56,787 | 0.03% | -$60.87K |
| FNMA 30YR 7% 01/01/2054#FS6771 | 1,013,192 | 894,707 | -118,486 | 0.03% | -$125.72K |
| FR SD7569 | 951,932 | 913,015 | -38,916 | 0.03% | -$45.77K |
| CENTENE CORP | 1,762,000 | 958,000 | -804,000 | 0.03% | -$810.57K |
| FREDDIE MAC POOL FR 02/52 FIXED 2 | 1,158,933 | 1,133,964 | -24,969 | 0.03% | -$25.87K |
| FHLG 30YR 3.5% 10/01/2049#SD0114 | 1,002,108 | 994,126 | -7,982 | 0.03% | -$18.35K |
| FNMA 30YR 3.5% 08/01/2050#FM7147 | 994,074 | 974,529 | -19,545 | 0.03% | -$30.21K |
| BANK 2018-BN13 A4 | 915,887 | 909,828 | -6,059 | 0.03% | -$13.89K |
| BX Trust, Series 2025-ROIC, Class B | 886,542 | 868,654 | -17,888 | 0.03% | -$21.62K |
| FNMA 30YR 6% 05/01/2055#CC0404 | 850,072 | 828,456 | -21,616 | 0.03% | -$28.85K |
| CHARTER COMM OPT | 1,073,000 | 917,000 | -156,000 | 0.03% | -$153.54K |
| FNMA 30YR 3% 12/01/2051#FS0002 | 977,003 | 951,147 | -25,856 | 0.02% | -$26.56K |
| FNMA 30YR 2.5% 04/01/2051#FM6540 | 997,920 | 975,042 | -22,879 | 0.02% | -$25.43K |
| FR SD7518 | 959,134 | 938,563 | -20,571 | 0.02% | -$23.78K |
| BANK OF AMERICA MERRIL LYNCH LARGE LOAN INC | 885,496 | 863,624 | -21,872 | 0.02% | -$9.28K |
| SLVRR 2019-1 A | 941,896 | 856,987 | -84,909 | 0.02% | -$98.68K |
| DNKN 2021-1A A2I | 844,800 | 842,600 | -2,200 | 0.02% | $757 |
| Federal Home Loan Mortgage Corporation | 873,349 | 840,993 | -32,356 | 0.02% | -$39.23K |
| GNMA II, Single-family, 30 Year | 862,415 | 854,847 | -7,568 | 0.02% | -$15.82K |
| G2 MA7254 | 986,454 | 966,877 | -19,577 | 0.02% | -$19.68K |
| FNMA 30YR 2.5% 11/01/2051#FM9505 | 954,827 | 934,558 | -20,269 | 0.02% | -$22.39K |
| FNMA 30YR 3% 12/01/2050#MA4211 | 921,236 | 895,536 | -25,700 | 0.02% | -$28.24K |
| Freddie Mac Pool | 776,394 | 736,645 | -39,749 | 0.02% | -$45.72K |
| FNMA 30YR 3% 10/01/2051#CB1872 | 897,200 | 871,805 | -25,396 | 0.02% | -$25.85K |
| FHLG 30YR 2.5% 12/01/2051#RA6434 | 917,803 | 902,205 | -15,598 | 0.02% | -$17.64K |
| FNMA 30YR 3.5% 12/01/2046#BM5096 | 827,454 | 807,544 | -19,910 | 0.02% | -$28.08K |
| HORZN 2019-1 A | 894,055 | 758,103 | -135,952 | 0.02% | -$126.43K |
| FNMA 30YR 2% 10/01/2051#CB1799 | 945,873 | 917,056 | -28,817 | 0.02% | -$28.12K |
| FHLG 30YR 5% 11/01/2052#SD1862 | 761,941 | 751,963 | -9,978 | 0.02% | -$20.59K |
| G2 MA4126 | 849,304 | 829,961 | -19,343 | 0.02% | -$22.84K |
| FNMA 30YR 3% 07/01/2050#CA6312 | 861,513 | 836,705 | -24,807 | 0.02% | -$26.98K |
| FNMA 30YR 4% 02/47#AL9779 | 773,571 | 766,275 | -7,296 | 0.02% | -$16.64K |
| Uniform Mortgage-Backed Securities | 890,145 | 873,073 | -17,072 | 0.02% | -$18.78K |
| FHLG 15YR 3.5% 11/01/2033#ZT1410 | 758,789 | 707,383 | -51,406 | 0.02% | -$58.52K |
| Thunderbolt III Aircraft Lease Ltd., Series 2019-1, Class A | 918,846 | 691,195 | -227,652 | 0.02% | -$225.05K |
| Government National Mortgage Association | 700,710 | 684,646 | -16,064 | 0.02% | -$20.72K |
| FNMA 30YR 3% 02/01/2052#CB2886 | 775,210 | 761,970 | -13,239 | 0.02% | -$15.84K |
| APOLLO AVIATION SECURITIZATION EQUITY TRUST | 851,716 | 696,904 | -154,812 | 0.02% | -$147.98K |
| G2 MA7418 | 795,156 | 779,776 | -15,380 | 0.02% | -$16.26K |
| UMBS | 750,679 | 737,645 | -13,034 | 0.02% | -$17.85K |
| FREDDIE MAC GOLD POOL FG G67713 | 710,976 | 693,310 | -17,667 | 0.02% | -$25.79K |
| Freddie Mac Pool | 656,184 | 614,777 | -41,408 | 0.02% | -$45.20K |
| Fannie Mae Pool Pool # FA0543 | 774,554 | 758,644 | -15,910 | 0.02% | -$16.60K |
| FNMA 30YR 3% 11/01/2046#AL9547 | 737,569 | 715,234 | -22,336 | 0.02% | -$26.15K |
| FNMA 30YR 6% 11/01/2054#CB9502 | 636,151 | 617,751 | -18,400 | 0.02% | -$23.08K |
| FHLG 20YR 4% 05/01/2037#C91938 | 675,837 | 647,969 | -27,867 | 0.02% | -$30.60K |
| FNMA 30YR 4.5% 09/01/2049#FM1534 | 663,795 | 650,793 | -13,002 | 0.02% | -$23.81K |
| Freddie Mac Gold Pool | 667,367 | 652,866 | -14,501 | 0.02% | -$17.37K |
| FNMA 30YR 5% 11/01/2052#FS3248 | 659,457 | 637,783 | -21,674 | 0.02% | -$30.59K |
| Freddie Mac Pool | 677,319 | 597,774 | -79,545 | 0.02% | -$84.22K |
| FHLG 30YR 3.5% 09/01/2042#ZS3589 | 692,824 | 672,076 | -20,748 | 0.02% | -$27.30K |
| Freddie Mac Pool | 659,953 | 595,717 | -64,236 | 0.02% | -$68.14K |
| FNMA 30YR 3% 11/01/2051#FM9632 | 714,451 | 701,754 | -12,697 | 0.02% | -$14.20K |
| FNMA 4.50% 4/39 #AB0042 | 655,714 | 617,022 | -38,692 | 0.02% | -$41.96K |
| FNMA 20YR 2% 12/01/2041#BU7091 | 721,203 | 700,728 | -20,474 | 0.02% | -$20.35K |
| FNMA 30YR 2.5% 12/01/2051#CB2320 | 724,430 | 710,838 | -13,592 | 0.02% | -$14.83K |
| FHLG 30YR 3% 01/01/2052#QD4275 | 706,911 | 681,599 | -25,312 | 0.02% | -$26.56K |
| FNMA 30YR 2% 12/01/2051#CB2350 | 752,880 | 735,138 | -17,742 | 0.02% | -$18.06K |
| FNMA 15YR 6% 07/01/2039#FS8581 | 644,108 | 579,472 | -64,637 | 0.02% | -$71.74K |
| FHLG 30YR 6.5% 01/01/2053#RA8433 | 628,244 | 569,649 | -58,595 | 0.02% | -$63.03K |
| FHLG 30YR 2% 11/01/2051#RA6302 | 743,272 | 726,485 | -16,787 | 0.02% | -$15.83K |
| FR SD7554 | 701,748 | 688,587 | -13,161 | 0.02% | -$14.40K |
| FNMA 30YR 7% 06/01/2054#FS8247 | 575,485 | 542,915 | -32,570 | 0.02% | -$35.80K |
| FNMA 20YR 2% 11/01/2041#FS0106 | 675,532 | 661,002 | -14,530 | 0.02% | -$14.67K |
| FNMA 30YR 7% 12/01/2053#FS6922 | 613,229 | 538,797 | -74,432 | 0.02% | -$79.18K |
| FNMA 30YR 2% 02/01/2052#CB2765 | 706,788 | 695,157 | -11,631 | 0.02% | -$10.39K |
| FNCL UMBS 3.0 RA6347 11-01-51 | 642,682 | 635,500 | -7,182 | 0.02% | -$9.35K |
| FNMA 30YR 3.5% 10/01/2046#BC4760 | 608,935 | 601,088 | -7,847 | 0.02% | -$11.69K |
| FNMA 30YR 2% 12/01/2050#CA8108 | 700,377 | 685,683 | -14,695 | 0.02% | -$12.91K |
| FG G67716 | 583,674 | 566,093 | -17,581 | 0.02% | -$26.30K |
| FNMA 20YR 2.5% 08/01/2041#CB1342 | 620,291 | 608,421 | -11,870 | 0.02% | -$11.19K |
| FNMA 30YR 7% 01/01/2054#FS6964 | 553,888 | 513,825 | -40,064 | 0.02% | -$42.56K |
| FNMA UMBS, 30 Year | 652,827 | 639,004 | -13,822 | 0.02% | -$13.88K |
| GOVERNMENT NATIONAL MORTGAGE CORPORATION | 644,901 | 632,001 | -12,900 | 0.02% | -$10.51K |
| FNMA 30YR 7% 02/01/2054#FS6962 | 539,430 | 503,836 | -35,594 | 0.02% | -$38.66K |
| FNMA 15YR 1.5% 11/01/2035#CA7953 | 613,224 | 590,193 | -23,031 | 0.02% | -$22.50K |
| FNMA 30YR 3% 10/01/2046#AL9371 | 595,840 | 587,844 | -7,996 | 0.02% | -$12.23K |
| Volofin Finance (Ireland) Designated Activity Company | 708,385 | 522,845 | -185,540 | 0.02% | -$192.39K |
| FNMA 30YR 6.5% 09/01/2053#CB7134 | 524,195 | 503,531 | -20,663 | 0.02% | -$23.29K |
| FHLM 30YR 6% 06/01/2053#RA9276 | 531,597 | 507,975 | -23,622 | 0.02% | -$28.62K |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 592,587 | 569,706 | -22,881 | 0.02% | -$24.45K |
| FREDDIE MAC POOL FR 05/51 FIXED 3 | 593,953 | 582,533 | -11,420 | 0.02% | -$13.45K |
| GNII 15YR 3% 01/20/2032#MA4170 | 566,700 | 527,907 | -38,793 | 0.02% | -$40.28K |
| G2 5280 | 544,102 | 530,482 | -13,620 | 0.02% | -$16.83K |
| Freddie Mac Pool | 502,279 | 476,572 | -25,707 | 0.01% | -$27.49K |
| BX Trust 2024-CNYN | 512,781 | 506,916 | -5,865 | 0.01% | -$7.13K |
| HORZN 2018-1 A | 534,729 | 504,050 | -30,679 | 0.01% | -$28.64K |
| FNCL UMBS 3.0 RA5901 09-01-51 | 574,992 | 562,894 | -12,098 | 0.01% | -$13.94K |
| FHLM 30YR 5.5% 06/01/2053#RA9161 | 497,496 | 487,549 | -9,946 | 0.01% | -$15.27K |
| FNMA 30YR 4.5% 08/01/2049#FM1338 | 504,587 | 500,641 | -3,946 | 0.01% | -$11.95K |
| G2 MB0092 | 521,242 | 481,992 | -39,250 | 0.01% | -$40.46K |
| FNMA 30YR 6% 06/01/2055#CC0577 | 482,449 | 467,800 | -14,649 | 0.01% | -$19.15K |
| Onity Loan Investment Trust 2025-HB2 | 700,000 | 497,261 | -202,739 | 0.01% | -$198.18K |
| FN MA4228 | 551,819 | 533,178 | -18,641 | 0.01% | -$18.36K |
| FNMA 30YR 3% 12/01/2051#FM9777 | 550,497 | 539,295 | -11,201 | 0.01% | -$13.20K |
| FR SB8083 | 546,979 | 528,716 | -18,263 | 0.01% | -$18.01K |
| FR SD8115 | 551,195 | 536,513 | -14,682 | 0.01% | -$16.28K |
| FHLG 4.00% 4/42 #G06973 | 501,860 | 487,144 | -14,716 | 0.01% | -$16.91K |
| FNMA 30YR 3.5% 01/01/2047#BE5602 | 536,005 | 506,979 | -29,026 | 0.01% | -$30.94K |
| FHLM 30YR 6% 06/01/2053#RA9278 | 480,850 | 455,644 | -25,206 | 0.01% | -$28.78K |
| FNMA 30YR 6% 03/01/2055#CC0116 | 467,517 | 449,838 | -17,679 | 0.01% | -$21.75K |
| MFRA TRUST MFRA 2022 RPL1 A1 144A | 505,520 | 488,784 | -16,735 | 0.01% | -$20.30K |
| GOVERNMENT NATIONAL MORTGAGE CORPORATION | 546,247 | 535,424 | -10,823 | 0.01% | -$8.82K |
| FNMA 30YR 3% 02/01/2050#CA5122 | 522,866 | 512,118 | -10,748 | 0.01% | -$12.69K |
| FNMA 20YR 2% 11/01/2041#CB2110 | 543,687 | 525,551 | -18,136 | 0.01% | -$17.71K |
| FHLG 30YR 3.5% 02/01/2043#ZS3684 | 496,096 | 484,616 | -11,480 | 0.01% | -$16.35K |
| FNMA 30YR 4.0% 03/01/2045#AL6541 | 481,498 | 474,267 | -7,231 | 0.01% | -$10.69K |
| PPGLP 2000-C1 A2 7.75% 7/28 | 529,063 | 448,149 | -80,914 | 0.01% | -$83.93K |
| FR SD7523 | 524,721 | 514,146 | -10,575 | 0.01% | -$10.62K |
| FNMA 30YR 5% 12/01/2052#CB5273 | 448,433 | 439,333 | -9,100 | 0.01% | -$15.18K |
| FNMA 30YR 3% 01/01/2051#MA4239 | 505,488 | 493,086 | -12,402 | 0.01% | -$13.67K |
| FHLG 30YR 5% 06/01/2052#QE4088 | 450,947 | 438,413 | -12,534 | 0.01% | -$17.94K |
| FR SD7535 | 514,634 | 503,963 | -10,672 | 0.01% | -$11.14K |
| G2 MA3664 | 460,191 | 451,671 | -8,520 | 0.01% | -$12.63K |
| FNMA 30YR 3.5% 01/01/2047#AL9776 | 473,241 | 463,900 | -9,341 | 0.01% | -$13.13K |
| FNMA 30YR 5% 11/01/2052#FS3295 | 440,679 | 433,031 | -7,648 | 0.01% | -$13.35K |
| AT&T INC | 859,000 | 433,000 | -426,000 | 0.01% | -$429.83K |
| FNMA POOL MA4514 FN 01/52 FIXED 3.5 | 477,461 | 465,105 | -12,356 | 0.01% | -$15.70K |
| FHLMC REMI 30YR 6% 03/01/2055#RJ3645 | 429,529 | 411,220 | -18,310 | 0.01% | -$22.19K |
| FNMA 30YR 2% 12/01/2051#CB2348 | 522,166 | 515,649 | -6,517 | 0.01% | -$7.32K |
| FN AQ9316 | 487,762 | 474,831 | -12,931 | 0.01% | -$12.53K |
| FNMA 30YR 2.5% 04/01/2052#FS8772 | 501,967 | 493,612 | -8,355 | 0.01% | -$9.50K |
| BX Trust, Series 2024-CNYN, Class C | 425,514 | 420,647 | -4,867 | 0.01% | -$6.18K |
| FR SD7540 | 495,059 | 485,538 | -9,521 | 0.01% | -$9.60K |
| G2 MA7535 | 470,519 | 461,635 | -8,884 | 0.01% | -$10.88K |
| FNMA 30YR 5.5% 06/01/2053#CB6642 | 414,926 | 400,866 | -14,060 | 0.01% | -$18.76K |
| GOVERNMENT NATIONAL MORTGAGE CORPORATION | 484,441 | 475,224 | -9,217 | 0.01% | -$7.79K |
| AES CORP/THE | 673,000 | 459,000 | -214,000 | 0.01% | -$204.10K |
| FNMA 30YR 6% 08/01/2055#FA2563 | 390,691 | 384,103 | -6,589 | 0.01% | -$9.88K |
| FNMA 30YR 2.5% 03/01/2052#CB3109 | 469,918 | 462,999 | -6,918 | 0.01% | -$7.92K |
| FNMA 20YR 2% 09/01/2041#FM8862 | 458,713 | 451,859 | -6,854 | 0.01% | -$7.58K |
| TOWD POINT MORTGAGE TRUST TPMT 2021 1 A1 144A | 437,040 | 414,821 | -22,219 | 0.01% | -$22.50K |
| NAKILAT INC 6.067% 12/31/2033 144A | 390,345 | 390,343 | -3 | 0.01% | -$23.95K |
| FHLG 30YR 6% 09/01/2054#SD6419 | 387,289 | 375,603 | -11,686 | 0.01% | -$15.41K |
| ZSCALER INC | 12,540,000 | 9,410,000 | -3,130,000 | 0.01% | $178.17K |
| FHLM 30YR 6.5% 01/01/2055#RJ3308 | 397,465 | 361,984 | -35,481 | 0.01% | -$38.72K |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 408,847 | 396,076 | -12,771 | 0.01% | -$15.10K |
| Freddie Mac Gold Pool | 409,189 | 400,006 | -9,184 | 0.01% | -$13.12K |
| FHLG 30YR 4% 05/48#ZA5379 | 400,333 | 392,846 | -7,487 | 0.01% | -$11.51K |
| FNMA 30YR 3% 08/01/2051#FM9973 | 425,316 | 417,307 | -8,010 | 0.01% | -$9.39K |
| FNMA 20YR 2% 07/01/2041#CB1069 | 432,831 | 424,762 | -8,070 | 0.01% | -$9.51K |
| Freddie Mac Gold Pool | 406,818 | 392,550 | -14,268 | 0.01% | -$17.58K |
| FNMA 30YR 2.5% 01/01/2051#FM5651 | 436,958 | 429,537 | -7,420 | 0.01% | -$7.99K |
| G2 MA6541 | 409,917 | 400,893 | -9,024 | 0.01% | -$10.77K |
| FNMA 30YR 7% 10/01/2053#CB7313 | 358,395 | 336,147 | -22,248 | 0.01% | -$23.63K |
| G2 MA3035 | 379,030 | 370,446 | -8,583 | 0.01% | -$10.94K |
| FNMA 30YR 2% 03/01/2052#FS3863 | 436,525 | 429,797 | -6,728 | 0.01% | -$7.31K |
| Freddie Mac Pool | 434,471 | 426,140 | -8,331 | 0.01% | -$8.76K |
| GNII 15YR 3% 05/20/2031#MA3639 | 383,219 | 355,979 | -27,240 | 0.01% | -$28.07K |
| G2 MA7473 | 396,982 | 388,428 | -8,554 | 0.01% | -$10.13K |
Top 300 of 1221, by weight.
| Security | Shares Dec 2025 | Shares Mar 2026 | Δ shares | End % | Δ value |
|---|---|---|---|---|---|
| US TREASURY N/B | 128,800,000 | 128,800,000 | 0 | 3.70% | -$1.38M |
| US TREASURY N/B | 93,600,000 | 93,600,000 | 0 | 2.75% | -$1.02M |
| US TREASURY N/B | 88,200,000 | 88,200,000 | 0 | 2.65% | -$944.02K |
| US TREASURY N/B | 85,000,000 | 85,000,000 | 0 | 2.51% | -$776.95K |
| US TREASURY N/B | 70,000,000 | 70,000,000 | 0 | 2.07% | -$727.34K |
| US TREASURY N/B | 65,800,000 | 65,800,000 | 0 | 1.93% | -$670.85K |
| US TREASURY N/B | 67,451,000 | 67,451,000 | 0 | 1.90% | -$590.20K |
| US TREASURY N/B | 67,700,000 | 67,700,000 | 0 | 1.79% | -$560.64K |
| US TREASURY N/B | 63,000,000 | 63,000,000 | 0 | 1.79% | -$607.85K |
| US TREASURY N/B | 47,300,000 | 47,300,000 | 0 | 1.43% | -$598.64K |
| US TREASURY N/B | 53,171,000 | 53,171,000 | 0 | 1.38% | -$440.32K |
| US TREASURY N/B | 39,600,000 | 39,600,000 | 0 | 1.17% | -$433.12K |
| US TREASURY N/B | 39,100,000 | 39,100,000 | 0 | 1.16% | -$371.14K |
| US TREASURY N/B | 38,824,000 | 38,824,000 | 0 | 1.15% | -$430.70K |
| US TREASURY N/B | 36,190,000 | 36,190,000 | 0 | 1.05% | -$361.90K |
| US TREASURY N/B | 32,366,000 | 32,366,000 | 0 | 0.93% | -$289.52K |
| US TREASURY N/B | 30,200,000 | 30,200,000 | 0 | 0.89% | -$310.26K |
| US TREASURY N/B | 26,400,000 | 26,400,000 | 0 | 0.76% | -$339.28K |
| US TREASURY N/B | 24,900,000 | 24,900,000 | 0 | 0.74% | -$246.08K |
| US TREASURY N/B | 25,100,000 | 25,100,000 | 0 | 0.72% | -$215.70K |
| US TREASURY N/B | 24,300,000 | 24,300,000 | 0 | 0.71% | -$242.05K |
| US TREASURY N/B | 22,600,000 | 22,600,000 | 0 | 0.69% | -$260.43K |
| US TREASURY N/B | 36,300,000 | 36,300,000 | 0 | 0.65% | -$147.47K |
| US TREASURY N/B | 26,100,000 | 26,100,000 | 0 | 0.62% | -$185.55K |
| US TREASURY N/B | 22,874,000 | 22,874,000 | 0 | 0.58% | -$182.28K |
| US TREASURY N/B | 19,575,000 | 19,575,000 | 0 | 0.52% | -$166.69K |
| US TREASURY N/B | 17,400,000 | 17,400,000 | 0 | 0.51% | -$154.29K |
| BANK OF AMER CRP | 17,054,000 | 17,054,000 | 0 | 0.51% | -$234.41K |
| US TREASURY N/B | 16,400,000 | 16,400,000 | 0 | 0.49% | -$176.81K |
| US TREASURY N/B | 23,300,000 | 23,300,000 | 0 | 0.48% | -$121.96K |
| JPMORGAN CHASE | 12,887,000 | 12,887,000 | 0 | 0.38% | -$239.61K |
| GOLDMAN SACHS GP | 12,774,000 | 12,774,000 | 0 | 0.37% | -$45.00K |
| US TREASURY N/B | 12,830,000 | 12,830,000 | 0 | 0.36% | -$123.29K |
| US TREASURY N/B | 11,900,000 | 11,900,000 | 0 | 0.35% | -$103.66K |
| CITIZENS FIN GRP | 9,000,000 | 9,000,000 | 0 | 0.27% | -$118.55K |
| WELLS FARGO CO | 8,981,000 | 8,981,000 | 0 | 0.27% | -$135.77K |
| ABN AMRO BANK NV 4.988%/VAR 12/03/2028 144A | 9,000,000 | 9,000,000 | 0 | 0.27% | -$90.55K |
| ARES STRATEGIC I | 8,922,000 | 8,922,000 | 0 | 0.26% | -$130.82K |
| US TREASURY N/B | 13,856,800 | 13,856,800 | 0 | 0.22% | -$47.09K |
| CITIGROUP INC | 7,000,000 | 7,000,000 | 0 | 0.22% | -$139.88K |
| BPR Commercial Mortgage Trust, Series 2024-PARK, Class A | 7,379,000 | 7,379,000 | 0 | 0.22% | -$68.72K |
| MORGAN STANLEY | 7,464,000 | 7,464,000 | 0 | 0.22% | -$125.36K |
| WALT DISNEY CO | 7,061,000 | 7,061,000 | 0 | 0.20% | -$70.66K |
| AFRMT 2025-1A A | 6,800,000 | 6,800,000 | 0 | 0.20% | -$26.72K |
| Extended Stay America Trust, Series 2025-ESH, Class A | 6,780,000 | 6,780,000 | 0 | 0.20% | -$10.59K |
| PETROLEOS MEXICANOS SR UNSEC SF 6.7% 02-16-32 | 6,634,000 | 6,634,000 | 0 | 0.19% | -$121.93K |
| MORGAN STANLEY | 6,522,000 | 6,522,000 | 0 | 0.19% | -$135.54K |
| TIME WARNER CABL | 6,199,000 | 6,199,000 | 0 | 0.18% | -$76.02K |
| US TREASURY N/B | 6,200,000 | 6,200,000 | 0 | 0.18% | -$61.52K |
| BANK OF AMER CRP | 5,903,000 | 5,903,000 | 0 | 0.17% | -$52.64K |
| BANK OF AMER CRP | 5,817,000 | 5,817,000 | 0 | 0.17% | -$29.38K |
| HPS CORPORATE LE | 5,651,000 | 5,651,000 | 0 | 0.17% | -$103.14K |
| BMARK 2018-B7 A3 4.241% 05-15-53 | 5,650,000 | 5,650,000 | 0 | 0.17% | -$43.44K |
| MORGAN STANLEY | 5,000,000 | 5,000,000 | 0 | 0.16% | -$129.99K |
| CITIGROUP INC | 5,245,000 | 5,245,000 | 0 | 0.15% | -$33.59K |
| JPMORGAN CHASE | 5,229,000 | 5,229,000 | 0 | 0.15% | -$94.22K |
| BX Commercial Mortgage Trust, Series 2020-VIV2, Class C | 5,519,000 | 5,519,000 | 0 | 0.15% | -$42.14K |
| WELLS FARGO CO | 5,000,000 | 5,000,000 | 0 | 0.15% | -$103.34K |
| OMEGA HEALTHCARE | 4,967,000 | 4,967,000 | 0 | 0.15% | -$22.97K |
| WHEELS FLEET LEASE FUNDING LLC WFLF 2025 3A A1 144A | 4,900,000 | 4,900,000 | 0 | 0.14% | -$40.29K |
| US TREASURY N/B | 5,000,000 | 5,000,000 | 0 | 0.14% | -$59.91K |
| Freddie Mac Multifamily Structured Pass Through Certificates | 4,750,000 | 4,750,000 | 0 | 0.14% | -$43.50K |
| CHARTER COMM OPT | 5,834,000 | 5,834,000 | 0 | 0.14% | -$111.17K |
| GOLDMAN SACHS GP | 4,751,000 | 4,751,000 | 0 | 0.14% | -$58.98K |
| JPMORGAN CHASE | 4,500,000 | 4,500,000 | 0 | 0.14% | -$68.82K |
| US TREASURY N/B | 4,600,000 | 4,600,000 | 0 | 0.14% | -$47.44K |
| HPEFS EQUIPMENT TRUST 2025-2A A3 4.5% 11/22/2032 144A | 4,500,000 | 4,500,000 | 0 | 0.13% | -$19.82K |
| GOLDMAN SACHS GP | 4,837,000 | 4,837,000 | 0 | 0.13% | -$87.44K |
| WELLS FARGO CO | 4,386,000 | 4,386,000 | 0 | 0.13% | -$66.88K |
| Petroleos Mexicanos | 4,972,000 | 4,972,000 | 0 | 0.13% | -$148.36K |
| WELLS FARGO CO | 4,173,000 | 4,173,000 | 0 | 0.13% | -$67.35K |
| BX TRUST | 4,211,353 | 4,211,353 | 0 | 0.12% | -$1.98K |
| ONEMAIN FINANCIAL ISSUANCE TRUST 2025-1 SER 2025-1A CL A REGD 144A P/P 4.82000000 | 4,200,000 | 4,200,000 | 0 | 0.12% | -$39.71K |
| METLIFE INC | 4,063,000 | 4,063,000 | 0 | 0.12% | -$68.25K |
| ATHENE GLOBAL FUNDING SECURED 144A 01/27 5.339 | 4,132,000 | 4,132,000 | 0 | 0.12% | -$25.24K |
| AIMCO CLO Ltd., Series 2024-22A, Class A | 4,137,000 | 4,137,000 | 0 | 0.12% | -$10.09K |
| AerCap Ireland Capital Designated Activity Company | 4,054,000 | 4,054,000 | 0 | 0.12% | -$34.14K |
| FHMS K547 A2 | 4,100,000 | 4,100,000 | 0 | 0.12% | -$34.12K |
| BANK OF AMER CRP | 4,656,000 | 4,656,000 | 0 | 0.12% | -$53.19K |
| CAPITAL ONE FINL | 4,134,000 | 4,134,000 | 0 | 0.12% | -$15.13K |
| BMARK 2020-B19 A5 | 4,596,963 | 4,596,963 | 0 | 0.12% | $8.91K |
| AT&T INC | 4,816,000 | 4,816,000 | 0 | 0.12% | -$126.19K |
| CLECO CORP | 4,043,000 | 4,043,000 | 0 | 0.12% | $8.17K |
| MORGAN STANLEY | 3,980,000 | 3,980,000 | 0 | 0.12% | -$64.39K |
| BROADCOM INC | 4,340,000 | 4,340,000 | 0 | 0.12% | -$28.16K |
| ONEMAIN FINL ISSUANCE TR 2019-2 3.14% 10/14/2036 144A | 4,000,000 | 4,000,000 | 0 | 0.12% | -$9.62K |
| REINSURANCE GRP | 3,764,000 | 3,764,000 | 0 | 0.12% | -$100.71K |
| JPMORGAN CHASE | 3,926,000 | 3,926,000 | 0 | 0.12% | -$55.33K |
| AT&T INC | 4,584,000 | 4,584,000 | 0 | 0.11% | -$33.16K |
| INVITATION HOMES OP REGD 4.95000000 | 3,959,000 | 3,959,000 | 0 | 0.11% | -$150.24K |
| BROADCOM INC | 4,340,000 | 4,340,000 | 0 | 0.11% | -$27.12K |
| OHA Credit Funding 13 Ltd | 3,605,000 | 3,605,000 | 0 | 0.11% | -$4.50K |
| MORGAN STANLEY | 3,524,000 | 3,524,000 | 0 | 0.11% | -$90.42K |
| BARCLAYS PLC | 3,300,000 | 3,300,000 | 0 | 0.11% | -$87.16K |
| CITIGROUP INC | 3,492,000 | 3,492,000 | 0 | 0.10% | -$57.66K |
| MORGAN STANLEY | 3,374,000 | 3,374,000 | 0 | 0.10% | -$5.31K |
| Allegro CLO XII Ltd., Series 2020-1A, Class A1R | 3,308,000 | 3,308,000 | 0 | 0.10% | -$5.49K |
| LIFE MORTGAGE TRUST US | 3,430,000 | 3,430,000 | 0 | 0.10% | $2.08K |
| COLUMBIA PIPE HC | 3,300,000 | 3,300,000 | 0 | 0.10% | -$21.44K |
| CITIGROUP INC | 3,258,000 | 3,258,000 | 0 | 0.10% | -$36.70K |
| FIVE CORNERS II | 3,419,000 | 3,419,000 | 0 | 0.09% | -$33.78K |
| BLACKSTONE PRIVA | 3,100,000 | 3,100,000 | 0 | 0.09% | -$124.82K |
| Aimco CLO 14 Ltd., Series 2021-14A, Class A1R | 3,132,569 | 3,132,569 | 0 | 0.09% | -$3.02K |
| DELL INT / EMC | 3,190,000 | 3,190,000 | 0 | 0.09% | -$31.13K |
| PETROLEOS MEXICANOS SR UNSEC 6.35% 02-12-48 | 4,049,000 | 4,049,000 | 0 | 0.09% | -$83.61K |
| VENTAS REALTY LP | 3,072,000 | 3,072,000 | 0 | 0.09% | -$37.76K |
| OHA Credit Funding 18 Ltd | 3,069,000 | 3,069,000 | 0 | 0.09% | -$6.83K |
| BNP PARIBAS | 2,966,000 | 2,966,000 | 0 | 0.09% | -$49.57K |
| FIFTH THIRD BANC | 3,000,000 | 3,000,000 | 0 | 0.09% | -$38.38K |
| COREBRIDGE GLOBAL FUNDING GIC 144A LIFE SR UNSEC 4.9% 12-03-29 | 3,000,000 | 3,000,000 | 0 | 0.09% | -$41.88K |
| AMERICAN HOMES 4 | 3,001,000 | 3,001,000 | 0 | 0.09% | -$98.08K |
| Taco Bell Funding, LLC, Series 2025-1A, Class A2I | 3,045,000 | 3,045,000 | 0 | 0.09% | -$32.27K |
| KITE REALTY GROU | 2,980,000 | 2,980,000 | 0 | 0.09% | -$33.43K |
| DELL INT / EMC | 3,015,000 | 3,015,000 | 0 | 0.09% | -$31.33K |
| PETROLEOS MEXICANOS SR UNSEC 6.75% 09-21-47 | 3,713,000 | 3,713,000 | 0 | 0.09% | -$80.76K |
| MORGAN STANLEY | 3,078,000 | 3,078,000 | 0 | 0.09% | -$39.15K |
| UBS GROUP | 2,950,000 | 2,950,000 | 0 | 0.09% | -$35.56K |
| WELLS FARGO CO | 2,893,000 | 2,893,000 | 0 | 0.08% | -$5.06K |
| Avolon Holdings Funding Ltd. | 2,774,000 | 2,774,000 | 0 | 0.08% | -$35.14K |
| Carlyle US CLO Ltd., Series 2021-11A, Class A1R | 2,843,000 | 2,843,000 | 0 | 0.08% | -$11.44K |
| MORGAN STANLEY | 2,830,000 | 2,830,000 | 0 | 0.08% | -$74.82K |
| BMARK 2018-B8 A5 | 2,882,896 | 2,882,896 | 0 | 0.08% | -$25.96K |
| DRYDEN SENIOR LOAN FUND | 2,806,000 | 2,806,000 | 0 | 0.08% | -$3.78K |
| COF V5.247 07/26/30 | 2,770,000 | 2,770,000 | 0 | 0.08% | -$49.68K |
| CENTENE CORP | 3,009,000 | 3,009,000 | 0 | 0.08% | -$16.26K |
| Western Midstream Oper Lp Sr Glb 4.65% Due 07/01/2026 | 2,778,000 | 2,778,000 | 0 | 0.08% | -$442 |
| TARGA RESOURCES | 2,723,000 | 2,723,000 | 0 | 0.08% | -$34.04K |
| MADISON PK FDG LXVII LTD / MADISON PK FDG LXVII LLC A1 TSFR3M+151 04/25/2037 144A | 2,724,000 | 2,724,000 | 0 | 0.08% | -$6.26K |
| MAGNETITE XXVIII LTD A1RR TSFR3M+124 01/15/2038 144A | 2,717,000 | 2,717,000 | 0 | 0.08% | -$3.31K |
| JPMORGAN CHASE | 2,615,000 | 2,615,000 | 0 | 0.08% | -$48.84K |
| WELLS FARGO CO | 2,633,000 | 2,633,000 | 0 | 0.08% | -$65.26K |
| NXP BV/NXP FDG | 2,700,000 | 2,700,000 | 0 | 0.08% | -$48.07K |
| ARES LIV CLO LTD | 2,687,000 | 2,687,000 | 0 | 0.08% | -$7.51K |
| SANTANDER HOLD | 2,600,000 | 2,600,000 | 0 | 0.08% | -$28.21K |
| BARCLAYS PLC | 2,670,000 | 2,670,000 | 0 | 0.08% | -$12.14K |
| ALLY FINANCIAL | 2,560,000 | 2,560,000 | 0 | 0.08% | -$32.98K |
| Flatiron CLO 20 Ltd., Series 2020-1A, Class A1R2 | 2,662,000 | 2,662,000 | 0 | 0.08% | -$4.13K |
| VICI PROPERTIE | 2,648,000 | 2,648,000 | 0 | 0.08% | -$36.02K |
| BX Mortgage Trust, Series 2021-PAC, Class A | 2,648,253 | 2,648,253 | 0 | 0.08% | $1.63K |
| T-MOBILE USA INC | 2,705,000 | 2,705,000 | 0 | 0.08% | -$25.71K |
| RR 7 LTD A1AB TSFR3M+134 01/15/2037 144A | 2,626,000 | 2,626,000 | 0 | 0.08% | -$4.80K |
| OCCIDENTAL PETE | 2,356,000 | 2,356,000 | 0 | 0.08% | -$28.66K |
| CENTENE CORP | 2,738,000 | 2,738,000 | 0 | 0.08% | -$56.57K |
| SABRA HEALTH CAR | 2,870,000 | 2,870,000 | 0 | 0.08% | -$34.52K |
| AIMCO CLO Series 2018-B | 2,577,000 | 2,577,000 | 0 | 0.08% | -$6.72K |
| MORGAN STANLEY | 2,500,000 | 2,500,000 | 0 | 0.08% | -$31.61K |
| GOLDMAN SACHS GP | 2,893,000 | 2,893,000 | 0 | 0.08% | -$37.14K |
| MORGAN STANLEY EATON VANCE CLO 2025-21 LTD / LLC A1 TSFR3M+117 04/15/2038 144A | 2,531,000 | 2,531,000 | 0 | 0.07% | $3.83K |
| NISOURCE INC | 2,624,000 | 2,624,000 | 0 | 0.07% | -$24.25K |
| REGIONS BK ALAB | 2,368,000 | 2,368,000 | 0 | 0.07% | -$69.10K |
| FHMS K762 A2 | 2,500,000 | 2,500,000 | 0 | 0.07% | -$27.17K |
| BROADCOM INC | 3,113,000 | 3,113,000 | 0 | 0.07% | -$48.80K |
| WILLIAMS COS INC | 2,609,000 | 2,609,000 | 0 | 0.07% | -$23.30K |
| OHA CR FDG 4 LTD / OHA CR FDG 4 LLC AR2 TSFR3M+129 01/22/2038 144A | 2,452,000 | 2,452,000 | 0 | 0.07% | -$613 |
| Blueberry Park CLO Ltd., Series 2024-1A, Class A | 2,445,000 | 2,445,000 | 0 | 0.07% | -$4.05K |
| Bain Capital Credit CLO Ltd., Series 2023-4A, Class A1R | 2,447,000 | 2,447,000 | 0 | 0.07% | -$6.63K |
| SABINE PASS LIQU | 2,447,000 | 2,447,000 | 0 | 0.07% | -$27.67K |
| CLOVER CLO 2019-1 LTD 19-1A ARR TSFR3M+100 04/18/2035 144A | 2,425,000 | 2,425,000 | 0 | 0.07% | -$8.35K |
| COREBRIDGE FIN | 2,576,000 | 2,576,000 | 0 | 0.07% | -$29.25K |
| Ares Loan Funding V Ltd., Series 2024-ALF5A, Class A1 | 2,418,000 | 2,418,000 | 0 | 0.07% | -$10.62K |
| STORE CAPITAL | 2,676,000 | 2,676,000 | 0 | 0.07% | -$29.09K |
| Exeter Automobile Receivables Trust, Series 2025-5A, Class A3 | 2,400,000 | 2,400,000 | 0 | 0.07% | -$6.46K |
| Bain Capital Credit CLO Ltd., Series 2023-2A, Class A1R | 2,397,000 | 2,397,000 | 0 | 0.07% | -$3.74K |
| FLATIRON CLO LT A1R TSFR3M+136 10/19/2037 144A | 2,396,000 | 2,396,000 | 0 | 0.07% | -$5.74K |
| DELL EQUIPMENT FINANCE TRUST 2025-2 SER 2025-2 CL A3 REGD 144A P/P 4.12000000 | 2,400,000 | 2,400,000 | 0 | 0.07% | -$13.78K |
| OPORTUN ISSUANCE TRUST 2025-D SER 2025-D CL A REGD 144A P/P 4.53000000 | 2,400,000 | 2,400,000 | 0 | 0.07% | -$11.33K |
| BARCLAYS PLC | 2,277,000 | 2,277,000 | 0 | 0.07% | -$60.57K |
| Brandywine Operating Partnership, L.P. | 2,334,000 | 2,334,000 | 0 | 0.07% | -$85.53K |
| Carlyle US CLO Ltd., Series 2025-6A, Class A1 | 2,370,000 | 2,370,000 | 0 | 0.07% | -$2.64K |
| Magnetite XXX, Limited | 2,357,478 | 2,357,478 | 0 | 0.07% | -$2.49K |
| DRYDEN 83 CLO LTD AR TSFR3M+153 04/18/2037 144A | 2,356,000 | 2,356,000 | 0 | 0.07% | -$4.20K |
| CAPITAL ONE FINL | 2,300,000 | 2,300,000 | 0 | 0.07% | -$20.90K |
| MOLSON COORS | 2,300,000 | 2,300,000 | 0 | 0.07% | $3.87K |
| Eaton Vance CLO Ltd., Series 2020-2A, Class AR2 | 2,283,000 | 2,283,000 | 0 | 0.07% | -$6.34K |
| Eaton Vance CLO Ltd., Series 2019-1A, Class AR2 | 2,272,000 | 2,272,000 | 0 | 0.07% | -$2.47K |
| BARCLAYS PLC | 2,253,000 | 2,253,000 | 0 | 0.07% | -$31.08K |
| COREBRIDGE FIN | 2,280,000 | 2,280,000 | 0 | 0.07% | -$6.24K |
| OCP CLO Ltd., Series 2025-44A, Class A | 2,254,000 | 2,254,000 | 0 | 0.07% | -$4.29K |
| JPMORGAN CHASE | 2,202,000 | 2,202,000 | 0 | 0.07% | -$31.53K |
| OPTN 2025-C A | 2,240,000 | 2,240,000 | 0 | 0.07% | -$10.11K |
| BSP 2025-43A A | 2,227,000 | 2,227,000 | 0 | 0.07% | -$3.61K |
| EATON VANCE CLO 2020-1 LTD ARR TSFR3M+139 10/15/2037 144A | 2,219,000 | 2,219,000 | 0 | 0.07% | -$4.94K |
| VENTAS REALTY LP | 2,340,000 | 2,340,000 | 0 | 0.07% | -$23.85K |
| AES CORP/THE SR UNSECURED 144A 07/30 3.95 | 2,298,000 | 2,298,000 | 0 | 0.06% | -$45.92K |
| AIMCO CLO 11 Ltd., Series 2020-11A, Class A1R2 | 2,190,000 | 2,190,000 | 0 | 0.06% | -$3.75K |
| LIFE MORTGAGE TRUST US | 2,383,000 | 2,383,000 | 0 | 0.06% | $32.86K |
| WILLIAMS COS INC | 2,206,000 | 2,206,000 | 0 | 0.06% | -$29.57K |
| Ares XLI CLO Ltd., Series 2016-41A, Class AR2 | 2,173,138 | 2,173,138 | 0 | 0.06% | -$3.22K |
| Magnetite XXXVI Ltd | 2,169,000 | 2,169,000 | 0 | 0.06% | -$3.83K |
| Neuberger Berman Loan Advisers CLO 25 Ltd., Series 2017-25A, Class AR2 | 2,147,000 | 2,147,000 | 0 | 0.06% | -$4.58K |
| AIMCO CLO 17 Ltd., Series 2022-17A, Class A1R | 2,147,000 | 2,147,000 | 0 | 0.06% | -$4.23K |
| FLATIRON CLO 32 LTD 32A A1 TSFR3M+129 10/22/2038 144A | 2,133,000 | 2,133,000 | 0 | 0.06% | -$5.31K |
| MARS INC | 2,106,000 | 2,106,000 | 0 | 0.06% | -$24.09K |
| SOUTHERN CO | 2,053,000 | 2,053,000 | 0 | 0.06% | -$33.95K |
| ARES LVIII CLO LTD / ARES LVIII CLO LLC A1R2 TSFR3M+124 04/15/2038 144A | 2,126,000 | 2,126,000 | 0 | 0.06% | -$4.64K |
| CIFC Funding Ltd., Series 2019-5A, Class A1R2 | 2,120,000 | 2,120,000 | 0 | 0.06% | -$6.30K |
| Flatiron RR CLO 30 Ltd | 2,121,000 | 2,121,000 | 0 | 0.06% | -$876 |
| INVESCO US CLO 2024-1 LTD AR TSFR3M+155 04/15/2037 144A | 2,115,000 | 2,115,000 | 0 | 0.06% | -$3.25K |
| BANK 2019-BN19 A3 | 2,230,000 | 2,230,000 | 0 | 0.06% | -$982 |
| Sixth Street CLO XVIII Ltd., Series 2021-18A, Class A1R | 2,113,000 | 2,113,000 | 0 | 0.06% | -$3.82K |
| MPLX LP | 2,116,000 | 2,116,000 | 0 | 0.06% | -$23.89K |
| BARINGS CLO LTD 2020-IV AR TSFR3M+137 10/20/2037 144A | 2,095,000 | 2,095,000 | 0 | 0.06% | -$4.18K |
| HAMLIN PK CLO LTD / HAMLIN PK CLO LLC 2024-1A A TSFR3M+134 10/20/2037 144A | 2,092,000 | 2,092,000 | 0 | 0.06% | -$5.83K |
| BENEFIT STREET PARTNERS CLO LT BSP 2025 44A A1 144A | 2,095,000 | 2,095,000 | 0 | 0.06% | -$5.73K |
| MAGNETITE XXIX LTD / MAGNETITE XXIX LLC AR TSFR3M+135 07/15/2037 144A | 2,086,000 | 2,086,000 | 0 | 0.06% | -$3.16K |
| FLATIRON CLO 31 LTD A1 TSFR3M+120 01/18/2039 144A | 2,090,000 | 2,090,000 | 0 | 0.06% | -$2.34K |
| Ares LXX CLO Ltd., Series 2023-70A, Class A1R | 2,088,000 | 2,088,000 | 0 | 0.06% | -$4.27K |
| OCP CLO Ltd., Series 2020-8RA, Class AR2 | 2,081,000 | 2,081,000 | 0 | 0.06% | -$6.34K |
| Green Lakes Park CLO LLC, Series 2025-1A, Class ARR | 2,081,000 | 2,081,000 | 0 | 0.06% | -$5.37K |
| UNUM GROUP | 2,118,000 | 2,118,000 | 0 | 0.06% | -$39.89K |
| FLATIRON CLO 26 LTD / FLATIRON CLO 26 LLC A TSFR3M+133 01/15/2038 144A | 2,057,000 | 2,057,000 | 0 | 0.06% | -$3.61K |
| SOCIETE GENERALE SA | 2,025,000 | 2,025,000 | 0 | 0.06% | -$18.68K |
| VERIZON COMM INC | 2,099,000 | 2,099,000 | 0 | 0.06% | -$35.02K |
| VICI PROPERTIE | 2,029,000 | 2,029,000 | 0 | 0.06% | -$17.98K |
| HUDSON PACIFIC | 2,374,000 | 2,374,000 | 0 | 0.06% | -$169.69K |
| Magnetite XXVI Ltd., Series 2020-26A, Class AR2 | 1,997,000 | 1,997,000 | 0 | 0.06% | -$4.99K |
| CAPITAL ONE FINL | 1,952,000 | 1,952,000 | 0 | 0.06% | -$22.81K |
| DELL INT / EMC | 2,010,000 | 2,010,000 | 0 | 0.06% | -$25.92K |
| PLAINS ALL AMER | 1,973,000 | 1,973,000 | 0 | 0.06% | -$17.13K |
| AVOLON HOLDINGS FUNDING LTD 4.7% 01/30/2031 144A | 2,000,000 | 2,000,000 | 0 | 0.06% | -$27.34K |
| OMEGA HEALTHCARE | 1,958,000 | 1,958,000 | 0 | 0.06% | -$17.01K |
| Cedar Funding XII CLO Ltd., Series 2020-12A, Class ARR | 1,960,000 | 1,960,000 | 0 | 0.06% | -$4.06K |
| WALT DISNEY CO | 2,229,000 | 2,229,000 | 0 | 0.06% | -$51.15K |
| OHA Credit Partners VII Ltd., Series 2012-7A, Class AR4 | 1,936,000 | 1,936,000 | 0 | 0.06% | -$1.64K |
| OHA CR FDG 6 LTD / OHA CR FDG 6 LLC AR2 TSFR3M+133 10/20/2037 144A | 1,921,000 | 1,921,000 | 0 | 0.06% | $177 |
| SIXTH STREET LEN | 1,928,000 | 1,928,000 | 0 | 0.06% | -$62.10K |
| BARCLAYS PLC | 1,908,000 | 1,908,000 | 0 | 0.06% | -$7.01K |
| PETROLEOS MEXICANOS SR UNSEC 6.95% 01-28-60 | 2,417,000 | 2,417,000 | 0 | 0.06% | -$61.63K |
| SYMPHONY CLO LTD SYMP 2024 43A A1 144A | 1,886,000 | 1,886,000 | 0 | 0.06% | -$4.12K |
| OCP AEGIS CLO 2025-47 LTD A1 TSFR3M+111 01/21/2038 144A | 1,891,000 | 1,891,000 | 0 | 0.06% | -$7.52K |
| SYNCHRONY FINANC | 1,904,000 | 1,904,000 | 0 | 0.06% | -$14.48K |
| SOUTHERN CO | 1,930,000 | 1,930,000 | 0 | 0.06% | -$28.76K |
| PETROLEOS MEXICANOS SR UNSEC 5.95% 01-28-31 | 1,957,000 | 1,957,000 | 0 | 0.06% | -$22.41K |
| MSC 2018-H4 A4 | 1,895,246 | 1,895,246 | 0 | 0.06% | -$18.01K |
| ALABAMA POWER CO | 2,030,000 | 2,030,000 | 0 | 0.06% | -$18.87K |
| TANGER PROP LP | 1,874,000 | 1,874,000 | 0 | 0.05% | $3.06K |
| T-MOBILE USA INC | 1,871,000 | 1,871,000 | 0 | 0.05% | -$5.70K |
| CIGNA GROUP/THE | 1,860,000 | 1,860,000 | 0 | 0.05% | -$18.37K |
| Invesco US CLO Ltd., Series 2024-3A, Class A | 1,856,000 | 1,856,000 | 0 | 0.05% | -$6.86K |
| BMO 2025-5C10 MORTGAGE TRUST 5.5784% 05/15/2058 | 1,800,000 | 1,800,000 | 0 | 0.05% | -$23.49K |
| Cedar Funding XVII CLO, Ltd. | 1,848,000 | 1,848,000 | 0 | 0.05% | -$2.83K |
| CAPITAL ONE FINL | 1,912,000 | 1,912,000 | 0 | 0.05% | -$14.24K |
| CENT 2025-CITY A | 1,812,000 | 1,812,000 | 0 | 0.05% | -$10.54K |
| MAGNETITE XXI LTD 2019-21A A AR TSFR3M+128.161 04/20/2034 144A | 1,823,166 | 1,823,166 | 0 | 0.05% | -$554 |
| ARES STRATEGIC I | 1,840,000 | 1,840,000 | 0 | 0.05% | -$34.53K |
| ORACLE CORP | 1,911,000 | 1,911,000 | 0 | 0.05% | -$24.98K |
| RWE FINANCE US LLC COMPANY GUAR 144A 09/35 5.125 | 1,867,000 | 1,867,000 | 0 | 0.05% | -$41.42K |
| CENOVUS ENERGY | 2,600,000 | 2,600,000 | 0 | 0.05% | -$3.28K |
| OCCIDENTAL PETE | 1,751,000 | 1,751,000 | 0 | 0.05% | $2.65K |
| PUGET ENERGY INC SR SECURED 03/32 4.224 | 1,875,000 | 1,875,000 | 0 | 0.05% | -$9.25K |
| BX Mortgage Trust | 1,789,733 | 1,789,733 | 0 | 0.05% | -$7.84K |
| SIXTH STREET CLO XX LTD 2021-20A A1R TSFR3M+132 07/17/2038 144A | 1,771,000 | 1,771,000 | 0 | 0.05% | -$5.05K |
| UBS GROUP | 1,788,000 | 1,788,000 | 0 | 0.05% | $9.26K |
| OMEGA HEALTHCARE | 1,814,000 | 1,814,000 | 0 | 0.05% | -$14.07K |
| VERIZON COMM INC | 1,762,000 | 1,762,000 | 0 | 0.05% | -$20.40K |
| ALLEGRO CLO XV LTD / ALLEGRO CLO VX LLC A1R TSFR3M+118 04/20/2038 144A | 1,736,000 | 1,736,000 | 0 | 0.05% | -$8.68K |
| SANUSA V2.49 01/06/28 | 1,754,000 | 1,754,000 | 0 | 0.05% | $304 |
| BXP 6.75 12/01/27 | 1,655,000 | 1,655,000 | 0 | 0.05% | -$20.50K |
| PETROLEOS MEXICANOS SR UNSEC 6.5% 01-23-29 | 1,705,000 | 1,705,000 | 0 | 0.05% | -$25.42K |
| COREBRIDGE GF | 1,659,000 | 1,659,000 | 0 | 0.05% | -$23.74K |
| GMF FLOORPLAN OWNER REVOLVING TRUST SER 2024-4A CL A1 REGD 144A P/P 4.73000000 | 1,690,000 | 1,690,000 | 0 | 0.05% | -$10.97K |
| FHMS K761 A2 | 1,700,000 | 1,700,000 | 0 | 0.05% | -$13.57K |
| CVS HEALTH CORP | 1,830,000 | 1,830,000 | 0 | 0.05% | -$40.94K |
| BROOKFIELD 2024-MF23 A TSFR1M+149.177 06/15/2041 144A | 1,665,000 | 1,665,000 | 0 | 0.05% | -$3.64K |
| DEUTSCHE BANK NY | 1,600,000 | 1,600,000 | 0 | 0.05% | -$17.43K |
| Carlyle US CLO Ltd., Series 2021-10A, Class A1R | 1,648,000 | 1,648,000 | 0 | 0.05% | -$4.54K |
| BRANDYWINE OPER PARTNERS REGD 4.55000000 | 1,792,000 | 1,792,000 | 0 | 0.05% | -$76.41K |
| ORACLE CORP | 1,740,000 | 1,740,000 | 0 | 0.05% | -$34.95K |
| CITIGROUP INC | 1,574,000 | 1,574,000 | 0 | 0.05% | -$42.29K |
| MORGAN STANLEY | 1,583,000 | 1,583,000 | 0 | 0.05% | -$40.21K |
| OMEGA HEALTHCARE | 1,822,000 | 1,822,000 | 0 | 0.05% | -$15.97K |
| CHARTER COMM OPT | 1,545,000 | 1,545,000 | 0 | 0.05% | -$12.09K |
| MARS INC | 1,581,000 | 1,581,000 | 0 | 0.05% | -$29.83K |
| Bethpage Park CLO Ltd., Series 2021-1A, Class A | 1,601,217 | 1,601,217 | 0 | 0.05% | -$3.40K |
| BROADCOM INC | 1,645,000 | 1,645,000 | 0 | 0.05% | -$28.11K |
| AUTOZONE INC | 1,629,000 | 1,629,000 | 0 | 0.05% | -$21.05K |
| PINE STR TR II 5.568% 02/15/2049 144A | 1,748,000 | 1,748,000 | 0 | 0.05% | -$45.77K |
| WELLS FARGO CO | 1,539,000 | 1,539,000 | 0 | 0.05% | -$39.12K |
| Cedar Funding X CLO Ltd | 1,562,000 | 1,562,000 | 0 | 0.05% | -$2.28K |
| NISOURCE INC | 1,602,000 | 1,602,000 | 0 | 0.05% | -$12.66K |
| VERIZON COMM INC | 1,698,000 | 1,698,000 | 0 | 0.05% | -$9.04K |
| Allegro CLO XIII Ltd., Series 2021-1A, Class A1R | 1,532,000 | 1,532,000 | 0 | 0.05% | -$2.81K |
| LAKESIDE PK CLO LTD / LLC A TSFR3M+115 04/15/2038 144A | 1,534,000 | 1,534,000 | 0 | 0.05% | -$4.43K |
| BRIXMOR OPERATIN | 1,549,000 | 1,549,000 | 0 | 0.05% | -$14.73K |
| CBRE SERVICES IN | 1,708,000 | 1,708,000 | 0 | 0.05% | -$23.11K |
| Benchmark 2020-B17 Mortgage Trust | 1,675,000 | 1,675,000 | 0 | 0.04% | -$6.21K |
| ONEOK INC | 1,529,000 | 1,529,000 | 0 | 0.04% | -$24.37K |
| BRIXMOR OPERATIN | 1,554,000 | 1,554,000 | 0 | 0.04% | -$20.08K |
| DELL INT / EMC | 1,523,000 | 1,523,000 | 0 | 0.04% | -$11.02K |
| OCCIDENTAL PETE | 1,412,000 | 1,412,000 | 0 | 0.04% | $3.92K |
| VLS Commercial Mortgage Trust, Series 2020-LAB, Class A | 1,766,729 | 1,766,729 | 0 | 0.04% | -$12.52K |
| HESS CORP | 1,346,000 | 1,346,000 | 0 | 0.04% | -$17.53K |
| HESS CORP | 1,500,000 | 1,500,000 | 0 | 0.04% | -$5.47K |
| HCA INC | 1,446,000 | 1,446,000 | 0 | 0.04% | -$18.67K |
| AMGEN INC | 1,463,000 | 1,463,000 | 0 | 0.04% | -$12.78K |
| UBER TECHNOLOGIE | 1,514,000 | 1,514,000 | 0 | 0.04% | -$28.02K |
| Magnetite Xlv Ltd., Series 2025-45A, Class A1 | 1,483,000 | 1,483,000 | 0 | 0.04% | -$4.98K |
| CELANESE US HLDS | 1,399,000 | 1,399,000 | 0 | 0.04% | $3.86K |
| PACIFIC LIFECORP 5.125% 01/30/2043 144A | 1,611,000 | 1,611,000 | 0 | 0.04% | -$47.13K |
| OCP CLO Ltd., Series 2025-46A, Class A | 1,470,000 | 1,470,000 | 0 | 0.04% | -$5.30K |
Top 300 of 592, by weight.
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