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 | 570,700,000 | 570,700,000 | 1.24% | $561.78M |
| US TREASURY N/B | 0 | 514,500,000 | 514,500,000 | 1.12% | $507.04M |
| Government National Mortgage Association, TBA | 0 | 434,900,000 | 434,900,000 | 0.96% | $436.42M |
| US TREASURY N/B | 0 | 423,952,000 | 423,952,000 | 0.89% | $405.42M |
| FNCL 2 4/26 | 0 | 448,325,000 | 448,325,000 | 0.80% | $360.32M |
| US TREASURY N/B | 0 | 264,200,000 | 264,200,000 | 0.58% | $262.18M |
| Uniform Mortgage-Backed Security, TBA | 0 | 182,175,000 | 182,175,000 | 0.41% | $185.41M |
| G2SF 5.5 4/25 | 0 | 182,000,000 | 182,000,000 | 0.40% | $183.01M |
| FNCL 5 4/26 | 0 | 176,725,000 | 176,725,000 | 0.38% | $174.19M |
| FNCL 2 5/26 | 0 | 212,325,000 | 212,325,000 | 0.38% | $170.58M |
| Government National Mortgage Association, TBA | 0 | 148,700,000 | 148,700,000 | 0.33% | $150.97M |
| FNCL 5.5 4/26 | 0 | 138,800,000 | 138,800,000 | 0.31% | $139.38M |
| FNCI 5 4/21 | 0 | 109,175,000 | 109,175,000 | 0.24% | $109.90M |
| FNCL 2.5 4/26 | 0 | 121,850,000 | 121,850,000 | 0.23% | $102.43M |
| Uniform Mortgage-Backed Security, TBA | 0 | 70,000,000 | 70,000,000 | 0.16% | $70.40M |
| Government National Mortgage Association, TBA | 0 | 84,625,000 | 84,625,000 | 0.15% | $69.68M |
| US TREASURY N/B | 0 | 63,000,000 | 63,000,000 | 0.14% | $62.46M |
| US TREASURY N/B | 0 | 62,751,000 | 62,751,000 | 0.14% | $62.21M |
| G2SF 6 4/25 | 0 | 58,325,000 | 58,325,000 | 0.13% | $59.29M |
| G2SF 2.5 4/24 | 0 | 65,200,000 | 65,200,000 | 0.12% | $55.97M |
| PLYM Commercial Mortgage Trust 2026-IND | 0 | 53,293,000 | 53,293,000 | 0.12% | $53.03M |
| Extended Stay America Trust, Series 2026-ESH2, Class A | 0 | 50,914,964 | 50,914,964 | 0.11% | $50.91M |
| BX COMMERCIAL MORTGAGE TRUST 2026-XL6 TSFR1M+130 03/15/2043 144A | 0 | 49,593,000 | 49,593,000 | 0.11% | $49.47M |
| Athene Global Funding | 0 | 42,730,000 | 42,730,000 | 0.09% | $42.74M |
| FNMA 30YR 3.5% 11/01/2048#FA4142 | 0 | 42,905,993 | 42,905,993 | 0.09% | $40.06M |
| ARES STRATEGIC I | 0 | 40,000,000 | 40,000,000 | 0.08% | $38.32M |
| Government National Mortgage Association, TBA | 0 | 35,825,000 | 35,825,000 | 0.08% | $37.12M |
| BX Commercial Mortgage Trust 2026-ALOHA | 0 | 36,165,000 | 36,165,000 | 0.08% | $36.16M |
| FEDERAL HOME LN MTG MLT CTF GT 4.16889% 12/25/2030 | 0 | 35,400,000 | 35,400,000 | 0.08% | $35.40M |
| AIMCO CLO SER 2018-BA / LLC AR3 TSFR3M+120 04/16/2037 144A | 0 | 35,255,000 | 35,255,000 | 0.08% | $35.26M |
| MORGAN STANLEY | 0 | 34,677,000 | 34,677,000 | 0.08% | $34.09M |
| Grand River Funding Trust I | 0 | 33,234,000 | 33,234,000 | 0.07% | $33.53M |
| Barings 2026-SBP Issuer LLC | 0 | 32,002,231 | 32,002,231 | 0.07% | $31.76M |
| RR 44 LTD A1A TSFR3M+ 04/15/2041 144A | 0 | 31,136,000 | 31,136,000 | 0.07% | $31.03M |
| FHLG 30YR 5.5% 01/01/2056#SL3998 | 0 | 30,349,963 | 30,349,963 | 0.07% | $30.91M |
| FNCL 4.5 4/26 | 0 | 31,700,000 | 31,700,000 | 0.07% | $30.57M |
| BENEFIT STR PARTNERS CLO XXXIII LTD / BENEFIT STR PARTNERS CLO XXXIII LLC AR TSFR3M+119 01/25/2039 144A | 0 | 27,357,000 | 27,357,000 | 0.06% | $27.30M |
| FEDERAL HOME LN MTG MLT CTF GT SOFR30A+54 10/25/2030 | 0 | 27,246,384 | 27,246,384 | 0.06% | $27.21M |
| Fannie Mae Pool | 0 | 28,828,077 | 28,828,077 | 0.06% | $25.62M |
| FHMS K555 SOFR30A+50 11/25/2030 | 0 | 24,498,909 | 24,498,909 | 0.05% | $24.48M |
| PALMER SQUARE CLO 2026-1 LTD A TSFR3M+119 04/20/2039 144A | 0 | 24,105,000 | 24,105,000 | 0.05% | $24.10M |
| OCP Aegis CLO 2024-39 Ltd | 0 | 21,588,000 | 21,588,000 | 0.05% | $21.45M |
| RR LTD 2023-25A A1A2 TSFR3M+118 04/15/2041 144A | 0 | 20,499,000 | 20,499,000 | 0.05% | $20.49M |
| G2SF 2 4/26 | 0 | 24,550,000 | 24,550,000 | 0.04% | $20.23M |
| PHNTOM 2026-1 A | 0 | 20,420,655 | 20,420,655 | 0.04% | $20.02M |
| Takeoff Merger Sub Inc | 0 | 19,987,000 | 19,987,000 | 0.04% | $19.74M |
| Freddie Mac Multifamily Structured Pass Through Certificates | 0 | 19,200,000 | 19,200,000 | 0.04% | $19.20M |
| FNMA 30YR 5.5% 03/01/2056#CC2223 | 0 | 18,560,314 | 18,560,314 | 0.04% | $18.96M |
| WHEELS FLEET LEASE FUNDING LLC WFLF 2025 2A A1 144A | 0 | 18,443,000 | 18,443,000 | 0.04% | $18.48M |
| RKTL 2026-1A 4.31% 02/26/2035 144A | 0 | 17,456,655 | 17,456,655 | 0.04% | $17.44M |
| Goldentree Loan Management US Clo 28 Ltd | 0 | 17,134,000 | 17,134,000 | 0.04% | $17.13M |
| SOUTHWESTN EL PR | 0 | 16,634,000 | 16,634,000 | 0.04% | $16.87M |
| Takeoff Merger Sub Inc | 0 | 16,102,000 | 16,102,000 | 0.04% | $16.02M |
| AFRMT 2026-1A A 144A 4.37% 02-15-34 | 0 | 15,900,000 | 15,900,000 | 0.03% | $15.86M |
| Takeoff Merger Sub, Inc. | 0 | 15,942,000 | 15,942,000 | 0.03% | $15.84M |
| ARES Commercial Mortgage Trust, Series 2026-GCP, Class A | 0 | 15,110,000 | 15,110,000 | 0.03% | $15.07M |
| FEDERAL HOME LN MTG MLT CTF GT SOFR30A+50 12/25/2030 | 0 | 14,099,843 | 14,099,843 | 0.03% | $14.08M |
| G2 MA7418 | 0 | 16,000,072 | 16,000,072 | 0.03% | $13.75M |
| VERUS SECURITIZATION TRUST 2026-2 A1FC STEP 02/25/2071 144A | 0 | 13,675,767 | 13,675,767 | 0.03% | $13.54M |
| SOUTHWESTN EL PR | 0 | 13,758,000 | 13,758,000 | 0.03% | $13.53M |
| BANK5 2026-5YR21 | 0 | 12,800,000 | 12,800,000 | 0.03% | $13.19M |
| FHLG 30YR 6% 02/01/2055#SL0360 | 0 | 12,384,689 | 12,384,689 | 0.03% | $12.87M |
| O'REILLY AUTOMOT | 0 | 12,832,000 | 12,832,000 | 0.03% | $12.66M |
| Targa Resources Corp | 0 | 12,653,000 | 12,653,000 | 0.03% | $12.39M |
| FEDERAL HOME LN MTG MLT CTF GT SOFR30A+52 11/25/2030 | 0 | 11,997,251 | 11,997,251 | 0.03% | $11.98M |
| FHLG 30YR 6.5% 02/01/2056#SL4094 | 0 | 11,038,438 | 11,038,438 | 0.03% | $11.66M |
| Phillips Edison Grocery Center Operating Partnership I LP | 0 | 11,774,000 | 11,774,000 | 0.03% | $11.49M |
| FNMA 30YR 6% 01/01/2056#CC1868 | 0 | 10,640,163 | 10,640,163 | 0.02% | $11.03M |
| FHLG 30YR 6% 09/01/2054#SD6993 | 0 | 10,404,176 | 10,404,176 | 0.02% | $10.80M |
| G2 MA7987 | 0 | 11,842,206 | 11,842,206 | 0.02% | $10.17M |
| AT&T INC | 0 | 10,145,000 | 10,145,000 | 0.02% | $10.04M |
| OPTN 2026-A A 0% 01/09/2034 144A | 0 | 9,830,000 | 9,830,000 | 0.02% | $9.78M |
| DRVPNK 2026-1A A3 | 0 | 9,600,000 | 9,600,000 | 0.02% | $9.57M |
| AOMT 2026-2 VAR 02/25/2071 144A | 0 | 9,466,386 | 9,466,386 | 0.02% | $9.38M |
| EXETER AUTOMOBILE RECEIVABLES TRUST 2026-1 SER 2026-1A CL A3 REGD 4.03000000 | 0 | 9,280,000 | 9,280,000 | 0.02% | $9.25M |
| WFCM 2026-5C8 A3 | 0 | 9,100,000 | 9,100,000 | 0.02% | $9.19M |
| UNITED STATES TREASURY INFLATION INDEXED BONDS I/L 2.375% 02-15-56 | 0 | 9,790,000 | 9,790,000 | 0.02% | $9.13M |
| Freddie Mac Pool | 0 | 8,719,340 | 8,719,340 | 0.02% | $8.99M |
| FNMA 30YR 6% 08/01/2054#FS8834 | 0 | 8,631,044 | 8,631,044 | 0.02% | $8.96M |
| US TREASURY N/B | 0 | 9,150,000 | 9,150,000 | 0.02% | $8.94M |
| PLYM COMMERCIAL MORTGAGE TRUST 2026-IND TSFR1M+185 03/15/2043 144A | 0 | 8,875,000 | 8,875,000 | 0.02% | $8.80M |
| AFRMT 2026-2A A | 0 | 8,660,000 | 8,660,000 | 0.02% | $8.66M |
| Freddie Mac Pool | 0 | 8,373,269 | 8,373,269 | 0.02% | $8.65M |
| FNMA 30YR 6% 01/01/2056#FA4441 | 0 | 8,220,985 | 8,220,985 | 0.02% | $8.52M |
| Fannie Mae Pool | 0 | 8,206,592 | 8,206,592 | 0.02% | $8.47M |
| FORD MOTOR CRED | 0 | 8,515,000 | 8,515,000 | 0.02% | $8.41M |
| RCO X Mortgage LLC, Series 2026-1, Class A1 | 0 | 8,400,000 | 8,400,000 | 0.02% | $8.37M |
| AEP TEXAS | 0 | 8,488,000 | 8,488,000 | 0.02% | $8.35M |
| PLYM COMMERCIAL MORTGAGE TRUST 2026-IND TSFR1M+155 03/15/2043 144A | 0 | 7,997,000 | 7,997,000 | 0.02% | $7.94M |
| CARMX 2026-1 A3 | 0 | 7,800,000 | 7,800,000 | 0.02% | $7.77M |
| BMARK 2026-V20 A3 | 0 | 7,600,000 | 7,600,000 | 0.02% | $7.74M |
| PEAC SOLUTIONS RECEIVABLES 2026-1 LLC PEAC 2026-1A A2 | 0 | 7,740,000 | 7,740,000 | 0.02% | $7.73M |
| BANK5 2026-5YR20 A3 5.244% 02/15/2057 | 0 | 7,500,000 | 7,500,000 | 0.02% | $7.61M |
| FANNIEMAE 30YR 6% 12/01/2054#FA0103 | 0 | 7,069,011 | 7,069,011 | 0.02% | $7.35M |
| BRAVO RESIDENTIAL FDG TR 2026-NQM3 STEP 11/25/2065 144A | 0 | 6,801,419 | 6,801,419 | 0.01% | $6.77M |
| FNMA 30YR 6% 07/01/2053#CB6751 | 0 | 6,488,095 | 6,488,095 | 0.01% | $6.73M |
| BX COMMERCIAL MORTGAGE TRUST 2026-XL6 B VAR 03/15/2043 144A | 0 | 6,714,000 | 6,714,000 | 0.01% | $6.66M |
| PRPM 2026-RCF1 A1 | 0 | 6,563,376 | 6,563,376 | 0.01% | $6.54M |
| FNCL 3.5 4/26 | 0 | 7,100,000 | 7,100,000 | 0.01% | $6.50M |
| FNMA 30YR 6.5% 12/01/2053#FS6526 | 0 | 6,143,125 | 6,143,125 | 0.01% | $6.47M |
| Enterprise Fleet Financing 2026-1 LLC | 0 | 6,500,000 | 6,500,000 | 0.01% | $6.46M |
| PRPM 2026-RCF2 LLC | 0 | 6,400,000 | 6,400,000 | 0.01% | $6.42M |
| FNMA 30YR 2.5% 04/01/2052#FA4112 | 0 | 7,236,736 | 7,236,736 | 0.01% | $6.21M |
| PEAC SOLUTIONS RECEIVABLES LLC PEAC 2026 1A A3 144A | 0 | 6,185,000 | 6,185,000 | 0.01% | $6.18M |
| FNMA 30YR 6% 07/01/2054#FS8833 | 0 | 5,731,930 | 5,731,930 | 0.01% | $5.95M |
| FHLG 30YR 6% 02/01/2055#SL2499 | 0 | 5,723,027 | 5,723,027 | 0.01% | $5.94M |
| Extended Stay America Trust, Series 2026-ESH2, Class B | 0 | 5,869,774 | 5,869,774 | 0.01% | $5.88M |
| VERISK ANALYTICS | 0 | 5,721,000 | 5,721,000 | 0.01% | $5.63M |
| JP Morgan Mortgage Trust Series 2026-NQX1 | 0 | 5,600,000 | 5,600,000 | 0.01% | $5.60M |
| MMAF EQUIPMENT FINANCE LLC 2023 A | 0 | 5,530,205 | 5,530,205 | 0.01% | $5.59M |
| WLAKE 2026-1A A3 | 0 | 5,500,000 | 5,500,000 | 0.01% | $5.49M |
| OBX 2026-NQM4 Trust | 0 | 5,400,000 | 5,400,000 | 0.01% | $5.39M |
| Consolidated Communications LLC/Fidium Fiber Finance Holdco LLC | 0 | 5,450,000 | 5,450,000 | 0.01% | $5.38M |
| VCAT ASSET SECURITIZATION LLC STEP 02/25/2056 144A | 0 | 5,057,032 | 5,057,032 | 0.01% | $5.06M |
| AFFRM 2024-B A 144A 4.62% 09-15-29 | 0 | 5,000,000 | 5,000,000 | 0.01% | $5.01M |
| VERUS SECURITIZATION TR 2026-R2 STEP 10/25/2067 144A | 0 | 4,980,000 | 4,980,000 | 0.01% | $4.98M |
| GOVERNMENT NATIONAL MORTGAGE CORPORATION | 0 | 5,917,067 | 5,917,067 | 0.01% | $4.88M |
| FNMA 30YR 6% 07/01/2055#FA3377 | 0 | 4,028,122 | 4,028,122 | 0.01% | $4.16M |
| CROSS 2026-NQM2 A1A MTG TR VAR 03/25/2061 144A | 0 | 4,161,929 | 4,161,929 | 0.01% | $4.13M |
| Nissan Auto Lease Trust 2026-A | 0 | 4,070,000 | 4,070,000 | 0.01% | $4.04M |
| FNMA 30YR 6% 10/01/2053#FS5894 | 0 | 3,735,680 | 3,735,680 | 0.01% | $3.89M |
| Extended Stay America Trust 2026-ESH2 | 0 | 3,546,631 | 3,546,631 | 0.01% | $3.55M |
| Avis Budget Rental Car Funding AESOP LLC, Series 2024-2A, Class A | 0 | 3,449,000 | 3,449,000 | 0.01% | $3.48M |
| CARVANA AUTO RECEIVABLES TRUST CRVNA 2025 N1 A3 144A | 0 | 3,360,000 | 3,360,000 | 0.01% | $3.38M |
| SFS AUTO RECEIVABLES SECURITIZATION TRUST 2026-1A A3 4.13% 07/21/2031 144A | 0 | 3,300,000 | 3,300,000 | 0.01% | $3.27M |
| CarMax Select Receivables Trust 2026-A | 0 | 3,110,000 | 3,110,000 | 0.01% | $3.11M |
| NYMT Loan Trust, Series 2025-CP1, Class A1 | 0 | 2,934,403 | 2,934,403 | 0.01% | $2.84M |
| SFS AUTO RECEIVABLES SECURITIZATION TRUST 2026-1 4.05% 08/20/2029 144A | 0 | 2,800,000 | 2,800,000 | 0.01% | $2.79M |
| CSTL COMMERCIAL MORTGAGE TRUST 2026-GATE3 4.7579% 02/10/2043 144A | 0 | 2,800,000 | 2,800,000 | 0.01% | $2.77M |
| JPMORGAN CHASE | 0 | 2,621,000 | 2,621,000 | 0.01% | $2.56M |
| MORGAN STANLEY RESIDENTIAL MORTGAGE LOAN TRUST 2026-NQM3 VAR 03/25/2071 144A | 0 | 2,500,000 | 2,500,000 | 0.01% | $2.49M |
| Fannie Mae Pool | 0 | 2,694,202 | 2,694,202 | 0.00% | $2.19M |
| FHLG 30YR 2% 01/01/2051#BQ9683 | 0 | 2,067,618 | 2,067,618 | 0.00% | $1.68M |
| FHLG 30YR 6% 03/01/2056#SL4425 | 0 | 1,595,711 | 1,595,711 | 0.00% | $1.65M |
| AFFIRM MASTER TR SER 2026-2A B 4.99% 04/16/2035 144A | 0 | 1,500,000 | 1,500,000 | 0.00% | $1.50M |
| AFFIRM MASTER TR SER 2026-2A C 5.24% 04/16/2035 144A | 0 | 1,500,000 | 1,500,000 | 0.00% | $1.50M |
| FNMA 30YR 2% 11/01/2051#FM9500 | 0 | 1,695,553 | 1,695,553 | 0.00% | $1.39M |
| FHLG 30YR 2% 07/01/2051#QC4827 | 0 | 1,682,213 | 1,682,213 | 0.00% | $1.37M |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 0 | 1,606,798 | 1,606,798 | 0.00% | $1.31M |
| ONEMAIN FINANCIAL ISSUANCE TRUST 2025-1 SER 2025-1A CL A REGD 144A P/P 4.82000000 | 0 | 1,300,000 | 1,300,000 | 0.00% | $1.30M |
| FN BQ3004 | 0 | 1,509,969 | 1,509,969 | 0.00% | $1.23M |
| FHLG 30YR 7% 11/01/2055#RJ5266 | 0 | 1,117,108 | 1,117,108 | 0.00% | $1.19M |
| CMXS 2026-A A3 | 0 | 1,035,000 | 1,035,000 | 0.00% | $1.03M |
| FHLG 30YR 7% 11/01/2055#RJ5265 | 0 | 901,987 | 901,987 | 0.00% | $964.50K |
| FNMA 30YR 7% 01/01/2055#CB9850 | 0 | 897,048 | 897,048 | 0.00% | $953.89K |
| FNMA 30YR 2% 04/01/2051#BR7792 | 0 | 1,102,151 | 1,102,151 | 0.00% | $895.18K |
| FHLG 30YR 2% 01/01/2051#BQ9687 | 0 | 1,003,490 | 1,003,490 | 0.00% | $816.30K |
| FNMA 30YR 2% 12/01/2050#BQ5162 | 0 | 982,786 | 982,786 | 0.00% | $800.08K |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 0 | 964,015 | 964,015 | 0.00% | $784.79K |
| FN MA4182 | 0 | 955,370 | 955,370 | 0.00% | $777.76K |
| FHLG 30YR 7% 11/01/2055#RJ5264 | 0 | 716,447 | 716,447 | 0.00% | $767.78K |
| FN MA4119 | 0 | 883,196 | 883,196 | 0.00% | $719.00K |
| FNMA 30YR 7% 01/01/2055#CB9848 | 0 | 655,536 | 655,536 | 0.00% | $698.20K |
| FN MA4100 | 0 | 835,078 | 835,078 | 0.00% | $679.83K |
| FNMA 30YR 2% 12/01/2050#FM5215 | 0 | 784,346 | 784,346 | 0.00% | $641.47K |
| FNMA 30YR 7% 01/01/2055#CB9849 | 0 | 567,410 | 567,410 | 0.00% | $603.77K |
| FREDDIE MAC POOL UMBS P#SD5219 6.00000000 | 0 | 581,575 | 581,575 | 0.00% | $600.14K |
| FREDDIE MAC POOL FR RA3205 | 0 | 652,702 | 652,702 | 0.00% | $534.21K |
| G2 MA7649 | 0 | 575,337 | 575,337 | 0.00% | $494.26K |
| FHLG 30YR 7% 11/01/2055#RJ5273 | 0 | 455,098 | 455,098 | 0.00% | $488.56K |
| G2 MA7254 | 0 | 576,625 | 576,625 | 0.00% | $475.43K |
| FHLM 30YR 7% 11/01/2055#QZ7974 | 0 | 440,752 | 440,752 | 0.00% | $467.02K |
| FNMA 30YR 6% 01/01/2055#DC7868 | 0 | 441,284 | 441,284 | 0.00% | $455.68K |
| FNMA 30YR 7% 04/01/2055#QX9261 | 0 | 405,043 | 405,043 | 0.00% | $428.94K |
| FNMA 30YR 2% 02/01/2051#FM5984 | 0 | 497,885 | 497,885 | 0.00% | $407.35K |
| FHLG 30YR 2% 07/01/2051#QC4665 | 0 | 480,073 | 480,073 | 0.00% | $389.92K |
| FHLG 30YR 2% 01/01/2051#QB7563 | 0 | 475,073 | 475,073 | 0.00% | $388.38K |
| FN MA4158 | 0 | 466,278 | 466,278 | 0.00% | $379.59K |
| FNMA 30YR 6% 06/01/2055#DE1630 | 0 | 362,999 | 362,999 | 0.00% | $376.83K |
| FNMA 30YR 2% 08/01/2051#FM8176 | 0 | 429,063 | 429,063 | 0.00% | $351.84K |
| FNMA 30YR 6% 07/01/2055#DE2216 | 0 | 338,321 | 338,321 | 0.00% | $350.79K |
| FNMA 30YR 7% 11/01/2055#DF0895 | 0 | 308,538 | 308,538 | 0.00% | $324.89K |
| FHLG 30YR 7% 11/01/2055#QZ8386 | 0 | 263,331 | 263,331 | 0.00% | $279.07K |
| FHLG 30YR 2% 01/01/2051#BQ8400 | 0 | 334,745 | 334,745 | 0.00% | $273.66K |
| FNMA 30YR 7% 10/01/2055#DD8742 | 0 | 229,317 | 229,317 | 0.00% | $244.64K |
| FHLM 30YR 7% 03/01/2055#QX8717 | 0 | 230,242 | 230,242 | 0.00% | $243.69K |
| FNMA 30YR 7% 08/01/2055#DE6720 | 0 | 216,045 | 216,045 | 0.00% | $228.92K |
| FHLG 30YR 7% 11/01/2055#QZ8261 | 0 | 199,876 | 199,876 | 0.00% | $212.10K |
| FNMA 30YR 7% 10/01/2055#DF1302 | 0 | 197,848 | 197,848 | 0.00% | $210.41K |
| FHLM 30YR 7% 12/01/2053#QH6575 | 0 | 184,874 | 184,874 | 0.00% | $196.37K |
| FNMA 30YR 7% 01/01/2053#CB5719 | 0 | 183,006 | 183,006 | 0.00% | $195.56K |
| FHLG 30YR 7% 08/01/2054#QJ0866 | 0 | 184,505 | 184,505 | 0.00% | $195.48K |
| FHLG 30YR 7% 11/01/2055#QZ8601 | 0 | 184,231 | 184,231 | 0.00% | $195.32K |
| FHLG 30YR 7% 01/01/2054#QH9288 | 0 | 181,750 | 181,750 | 0.00% | $192.86K |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 0 | 232,561 | 232,561 | 0.00% | $191.75K |
| FNMA 30YR 7% 02/01/2054#DA8692 | 0 | 179,998 | 179,998 | 0.00% | $190.81K |
| FNMA 30YR 7% 11/01/2055#DE6887 | 0 | 178,314 | 178,314 | 0.00% | $190.23K |
| FHLG 30YR 7% 10/01/2055#QZ5921 | 0 | 177,674 | 177,674 | 0.00% | $189.47K |
| FNMA 30YR 7% 12/01/2055#DF5921 | 0 | 175,878 | 175,878 | 0.00% | $186.39K |
| FNMA 30YR 6% 01/01/2055#DC7867 | 0 | 176,814 | 176,814 | 0.00% | $182.71K |
| FNMA 30YR 7% 12/01/2055#DF5910 | 0 | 169,019 | 169,019 | 0.00% | $179.35K |
| FNMA 30YR 7% 08/01/2055#DE6368 | 0 | 156,528 | 156,528 | 0.00% | $166.89K |
| FNMA 30YR 6% 07/01/2055#DE2354 | 0 | 160,476 | 160,476 | 0.00% | $166.24K |
| US TREASURY N/B | 0 | 170,000 | 170,000 | 0.00% | $163.97K |
| FNMA 30YR 7% 02/01/2053#CB5720 | 0 | 152,147 | 152,147 | 0.00% | $162.28K |
| FHLG 30YR 7% 05/01/2055#QY2286 | 0 | 152,122 | 152,122 | 0.00% | $161.19K |
| FNMA 30YR 7% 08/01/2055#DE6664 | 0 | 151,097 | 151,097 | 0.00% | $160.17K |
| FHLM 30YR 7% 01/01/2055#QX3612 | 0 | 150,359 | 150,359 | 0.00% | $159.70K |
| FNMA 30YR 7% 11/01/2055#DF3887 | 0 | 147,437 | 147,437 | 0.00% | $156.11K |
| FNMA 30YR 6% 02/01/2055#DD2206 | 0 | 147,550 | 147,550 | 0.00% | $153.02K |
| FNMA 30YR 6% 02/01/2055#DD2207 | 0 | 143,775 | 143,775 | 0.00% | $148.98K |
| FNMA 30YR 6% 02/01/2055#DC0757 | 0 | 143,181 | 143,181 | 0.00% | $148.49K |
| FNMA 30YR 7% 03/01/2054#DB0160 | 0 | 132,962 | 132,962 | 0.00% | $141.09K |
| FNMA 30YR 7% 01/01/2056#DF8575 | 0 | 130,021 | 130,021 | 0.00% | $138.04K |
| FHLG 30YR 7% 10/01/2055#QZ5362 | 0 | 125,593 | 125,593 | 0.00% | $133.94K |
| FNMA 30YR 7% 04/01/2053#CB6113 | 0 | 124,352 | 124,352 | 0.00% | $132.63K |
| FHLG 30YR 7% 12/01/2054#QX0164 | 0 | 125,292 | 125,292 | 0.00% | $132.00K |
| FHLG 30YR 7% 12/01/2055#TA0011 | 0 | 125,340 | 125,340 | 0.00% | $131.98K |
| FNMA 30YR 7% 11/01/2055#DF0893 | 0 | 124,498 | 124,498 | 0.00% | $131.40K |
| FNMA 30YR 7% 12/01/2055#DF6132 | 0 | 124,146 | 124,146 | 0.00% | $130.71K |
| FNMA 30YR 7% 08/01/2055#DE6367 | 0 | 120,194 | 120,194 | 0.00% | $128.53K |
| FHLM 30YR 7% 01/01/2055#QX3613 | 0 | 120,615 | 120,615 | 0.00% | $127.92K |
| G2 MA7881 | 0 | 148,134 | 148,134 | 0.00% | $127.26K |
| FHLG 30YR 7% 09/01/2055#QZ5363 | 0 | 118,013 | 118,013 | 0.00% | $125.94K |
| FNMA 30YR 7% 11/01/2055#DF4148 | 0 | 116,746 | 116,746 | 0.00% | $123.85K |
| FHLMC 30YR 7% 01/01/2055#QX3484 | 0 | 116,143 | 116,143 | 0.00% | $123.55K |
| FNMA 30YR 7% 09/01/2055#DE5292 | 0 | 116,713 | 116,713 | 0.00% | $123.00K |
| FNMA 30YR 7% 12/01/2055#DF5909 | 0 | 112,915 | 112,915 | 0.00% | $120.28K |
| FNMA 30YR 7% 11/01/2055#DF0894 | 0 | 112,589 | 112,589 | 0.00% | $118.67K |
| FNMA 30YR 7% 03/01/2055#DD6252 | 0 | 110,679 | 110,679 | 0.00% | $117.81K |
| FHLM 30YR 7% 07/01/2055#QY8637 | 0 | 110,116 | 110,116 | 0.00% | $117.65K |
| FHLG 30YR 7% 03/01/2054#QI2259 | 0 | 110,172 | 110,172 | 0.00% | $116.30K |
| FNMA 30YR 7% 11/01/2055#DF0897 | 0 | 110,239 | 110,239 | 0.00% | $116.05K |
| FNMA 30YR 7% 10/01/2055#DF0828 | 0 | 110,018 | 110,018 | 0.00% | $115.84K |
| FHLG 30YR 7% 11/01/2055#QZ8377 | 0 | 108,816 | 108,816 | 0.00% | $115.50K |
| FHLG 30YR 7% 11/01/2055#TA0012 | 0 | 105,488 | 105,488 | 0.00% | $111.05K |
| FNMA 30YR 6% 09/01/2054#DC0035 | 0 | 106,440 | 106,440 | 0.00% | $110.73K |
| FHLM 30YR 7% 10/01/2055#QZ7349 | 0 | 103,350 | 103,350 | 0.00% | $110.42K |
| FHLM 30YR 7% 09/01/2055#QZ2154 | 0 | 104,016 | 104,016 | 0.00% | $109.51K |
| FNMA 30YR 7% 04/01/2054#DB1392 | 0 | 96,800 | 96,800 | 0.00% | $102.77K |
| FNMA 30YR 7% 08/01/2054#DC0024 | 0 | 95,771 | 95,771 | 0.00% | $101.93K |
| FHLM 30YR 7% 12/01/2054#QX2122 | 0 | 95,518 | 95,518 | 0.00% | $101.89K |
| G2 MA7766 | 0 | 123,446 | 123,446 | 0.00% | $101.78K |
| FHLG 30YR 7% 10/01/2055#QZ9174 | 0 | 94,486 | 94,486 | 0.00% | $100.77K |
| FHLG 30YR 7% 03/01/2054#QI2089 | 0 | 93,018 | 93,018 | 0.00% | $98.29K |
| FNMA 30YR 7% 09/01/2054#DC1697 | 0 | 90,013 | 90,013 | 0.00% | $95.66K |
| FHLG 30YR 7% 12/01/2053#QH5691 | 0 | 87,870 | 87,870 | 0.00% | $93.43K |
| FNMA 30YR 7% 11/01/2054#DC5974 | 0 | 84,172 | 84,172 | 0.00% | $89.32K |
| FNMA 30YR 7% 02/01/2054#DA8952 | 0 | 82,802 | 82,802 | 0.00% | $88.12K |
| FHLG 30YR 7% 03/01/2054#QI0954 | 0 | 83,107 | 83,107 | 0.00% | $87.81K |
| FHLG 30YR 7% 07/01/2054#QI9291 | 0 | 82,168 | 82,168 | 0.00% | $87.28K |
| FHLG 30YR 7% 12/01/2053#QH5712 | 0 | 72,358 | 72,358 | 0.00% | $76.95K |
| FHLG 30YR 7% 07/01/2054#QI8711 | 0 | 72,291 | 72,291 | 0.00% | $76.70K |
| FNMA 30YR 7% 12/01/2053#DA6500 | 0 | 60,057 | 60,057 | 0.00% | $63.78K |
| US TREASURY N/B | 0 | 60,000 | 60,000 | 0.00% | $59.47K |
| FNMA 30YR 7% 03/01/2053#CB5869 | 0 | 54,579 | 54,579 | 0.00% | $58.32K |
| FNMA 30YR 7% 05/01/2053#BX9939 | 0 | 53,863 | 53,863 | 0.00% | $57.34K |
| G2SF 4 4/23 | 0 | 0 | 0 | 0.00% | $0 |
| FNCL 6 4/26 | 0 | 0 | 0 | 0.00% | $0 |
| G2SF 6.5 4/25 | 0 | 0 | 0 | 0.00% | $0 |
| Government National Mortgage Association, TBA | 0 | -10,900,000 | -10,900,000 | -0.02% | -$10.19M |
| FNCL 6.5 4/26 | 0 | -19,000,000 | -19,000,000 | -0.04% | -$19.65M |
| Security | Shares Dec 2025 | Shares Mar 2026 | Δ shares | End % | Δ value |
|---|---|---|---|---|---|
| US TREASURY N/B | 504,000,000 | 0 | -504,000,000 | 0.00% | -$485.57M |
| US TREASURY N/B | 485,600,000 | 0 | -485,600,000 | 0.00% | -$410.33M |
| TBA GNMA 30 YR 5.50000000 | 345,850,000 | 0 | -345,850,000 | 0.00% | -$348.92M |
| Uniform Mortgage-Backed Security, TBA | 335,975,000 | 0 | -335,975,000 | 0.00% | -$344.73M |
| US TREASURY N/B | 297,500,000 | 0 | -297,500,000 | 0.00% | -$299.74M |
| US TREASURY N/B | 273,317,000 | 0 | -273,317,000 | 0.00% | -$264.33M |
| Government National Mortgage Association, TBA | 254,225,000 | 0 | -254,225,000 | 0.00% | -$258.87M |
| FNCL 5.5 1/26 | 185,000,000 | 0 | -185,000,000 | 0.00% | -$187.58M |
| US TREASURY N/B | 153,000,000 | 0 | -153,000,000 | 0.00% | -$152.98M |
| Uniform Mortgage-Backed Security, TBA | 149,150,000 | 0 | -149,150,000 | 0.00% | -$151.02M |
| Uniform Mortgage-Backed Security, TBA | 170,450,000 | 0 | -170,450,000 | 0.00% | -$137.68M |
| G2SF 2 1/26 | 165,375,000 | 0 | -165,375,000 | 0.00% | -$136.87M |
| Government National Mortgage Association, TBA | 57,500,000 | 0 | -57,500,000 | 0.00% | -$57.30M |
| ARES CAPITAL COR | 54,729,000 | 0 | -54,729,000 | 0.00% | -$54.72M |
| ISPIM 5.71 01/15/26 | 48,607,000 | 0 | -48,607,000 | 0.00% | -$48.63M |
| BARINGS CLO LTD 2023-IV A TSFR3M+175 01/20/2037 144A | 42,652,000 | 0 | -42,652,000 | 0.00% | -$42.71M |
| Uniform Mortgage-Backed Security, TBA | 42,150,000 | 0 | -42,150,000 | 0.00% | -$42.69M |
| G2 MA7589 | 48,995,106 | 0 | -48,995,106 | 0.00% | -$42.28M |
| FR SD8506 | 41,276,185 | 0 | -41,276,185 | 0.00% | -$41.86M |
| FNCL 6 1/26 | 37,825,000 | 0 | -37,825,000 | 0.00% | -$38.83M |
| FNCL 3 2/26 | 42,875,000 | 0 | -42,875,000 | 0.00% | -$37.87M |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 35,825,000 | 0 | -35,825,000 | 0.00% | -$36.99M |
| SREIT Trust 2021-MFP | 36,284,089 | 0 | -36,284,089 | 0.00% | -$36.26M |
| G2SF 4.5 1/26 | 37,000,000 | 0 | -37,000,000 | 0.00% | -$36.04M |
| CEDAR FUNDING XV CLO LTD | 35,314,000 | 0 | -35,314,000 | 0.00% | -$35.31M |
| FNCL 2 1/26 | 42,200,000 | 0 | -42,200,000 | 0.00% | -$34.09M |
| FHLG 15YR 2% 06/01/2035#QN2507 | 34,449,211 | 0 | -34,449,211 | 0.00% | -$32.17M |
| MDPK 2021-50A A CLO 144A FRN 04-19-34 | 30,470,000 | 0 | -30,470,000 | 0.00% | -$30.49M |
| AES CORP/THE | 30,500,000 | 0 | -30,500,000 | 0.00% | -$30.46M |
| FNCL 6.5 1/26 | 28,625,000 | 0 | -28,625,000 | 0.00% | -$29.74M |
| G2SF 5.5 1/25 | 28,650,000 | 0 | -28,650,000 | 0.00% | -$28.93M |
| BARCLAYS PLC | 28,767,000 | 0 | -28,767,000 | 0.00% | -$28.77M |
| G2 MA8149 | 29,458,884 | 0 | -29,458,884 | 0.00% | -$27.13M |
| SREIT Trust, Series 2021-MFP, Class B | 24,310,465 | 0 | -24,310,465 | 0.00% | -$24.30M |
| MAGNETITE XXIII LTD AR TSFR3M+139.161 01/25/2035 144A | 23,616,000 | 0 | -23,616,000 | 0.00% | -$23.63M |
| FHMS K077 A2 | 22,800,000 | 0 | -22,800,000 | 0.00% | -$22.81M |
| VERISK ANALYTICS | 22,439,000 | 0 | -22,439,000 | 0.00% | -$22.54M |
| FNMA 30YR 5.5% 06/01/2055#FA1959 | 22,027,750 | 0 | -22,027,750 | 0.00% | -$22.34M |
| AFFRM 2024-A 1A 144A 5.61% 02-15-29 | 20,700,000 | 0 | -20,700,000 | 0.00% | -$20.73M |
| FNMA 30YR 1.5% 09/01/2051#FS2529 | 25,709,185 | 0 | -25,709,185 | 0.00% | -$19.93M |
| Dryden 98 CLO Ltd., Series 2022-98A, Class A | 19,817,000 | 0 | -19,817,000 | 0.00% | -$19.83M |
| BX TRUST | 18,400,710 | 0 | -18,400,710 | 0.00% | -$18.42M |
| SYMPHONY CLO XXVI LTD / SYMPHONY CLO XXVI LLC AR TSFR3M+134.161 04/20/2033 144A | 17,905,943 | 0 | -17,905,943 | 0.00% | -$17.91M |
| FNMA 15YR 2% 05/01/2035#BP5703 | 18,971,555 | 0 | -18,971,555 | 0.00% | -$17.72M |
| JBS USA/FOOD/FIN | 18,075,000 | 0 | -18,075,000 | 0.00% | -$16.91M |
| FR RR0017 | 16,549,409 | 0 | -16,549,409 | 0.00% | -$16.77M |
| CAPITAL ONE FINL | 16,228,000 | 0 | -16,228,000 | 0.00% | -$16.16M |
| FNMA 15YR 5% 11/01/2040#MA5886 | 15,891,429 | 0 | -15,891,429 | 0.00% | -$16.10M |
| AERCAP IRELAND | 15,328,000 | 0 | -15,328,000 | 0.00% | -$15.33M |
| FNMA 15YR 1.5% 11/01/2035#BQ6318 | 16,524,493 | 0 | -16,524,493 | 0.00% | -$14.98M |
| PSTAT 2024-2A A1N CLO 144A FRN 01-15-33 | 12,981,483 | 0 | -12,981,483 | 0.00% | -$12.98M |
| G2 MA7936 | 14,999,991 | 0 | -14,999,991 | 0.00% | -$12.95M |
| Freddie Mac Pool | 12,318,142 | 0 | -12,318,142 | 0.00% | -$11.80M |
| Government National Mortgage Association, TBA | 12,700,000 | 0 | -12,700,000 | 0.00% | -$10.95M |
| FHLG 30YR 4.5% 04/01/2053#QG0756 | 11,073,495 | 0 | -11,073,495 | 0.00% | -$10.91M |
| FNMA 15YR 2.5% 01/01/2037#FS1654 | 11,233,504 | 0 | -11,233,504 | 0.00% | -$10.69M |
| SREIT TRUST 2021 MFP | 10,521,590 | 0 | -10,521,590 | 0.00% | -$10.52M |
| SBA TOWER TRUST | 10,516,000 | 0 | -10,516,000 | 0.00% | -$10.50M |
| VERISK ANALYTICS | 9,982,000 | 0 | -9,982,000 | 0.00% | -$10.06M |
| CAPITAL ONE FINL | 9,574,000 | 0 | -9,574,000 | 0.00% | -$10.02M |
| G2 MA7986 | 11,762,886 | 0 | -11,762,886 | 0.00% | -$9.74M |
| COM BK AUSTRALIA | 10,165,000 | 0 | -10,165,000 | 0.00% | -$9.68M |
| FHMS K763 A2 | 9,700,000 | 0 | -9,700,000 | 0.00% | -$9.64M |
| Uniform Mortgage-Backed Securities | 10,782,331 | 0 | -10,782,331 | 0.00% | -$9.41M |
| SPGN 2022 TFLM MORTGAGE TRUST | 9,333,000 | 0 | -9,333,000 | 0.00% | -$9.33M |
| ENTERPRISE PRODU | 8,600,000 | 0 | -8,600,000 | 0.00% | -$8.59M |
| FHLG 30YR 4.5% 03/01/2053#RA8778 | 8,218,498 | 0 | -8,218,498 | 0.00% | -$8.09M |
| VENTAS REALTY LP | 7,649,000 | 0 | -7,649,000 | 0.00% | -$7.65M |
| CORPORATE OFFICE | 7,272,000 | 0 | -7,272,000 | 0.00% | -$7.24M |
| SREIT Trust, Series 2021-MFP, Class D | 6,914,571 | 0 | -6,914,571 | 0.00% | -$6.91M |
| WSFIN 4.9 05/01/30 144A | 6,523,000 | 0 | -6,523,000 | 0.00% | -$6.68M |
| FNMA 15YR 1.5% 11/01/2035#BQ5806 | 7,218,449 | 0 | -7,218,449 | 0.00% | -$6.54M |
| FHMS K072 A2 | 6,100,000 | 0 | -6,100,000 | 0.00% | -$6.06M |
| SEMPRA ENERGY | 5,386,000 | 0 | -5,386,000 | 0.00% | -$5.61M |
| FHLM 30YR 5% 08/01/2053#RA9615 | 5,431,699 | 0 | -5,431,699 | 0.00% | -$5.47M |
| FN MA4095 | 5,689,524 | 0 | -5,689,524 | 0.00% | -$5.31M |
| BX TRUST | 4,987,717 | 0 | -4,987,717 | 0.00% | -$4.99M |
| FNMA 30YR 4.5% 12/01/2052#CB5259 | 4,981,203 | 0 | -4,981,203 | 0.00% | -$4.91M |
| SPGN 2022-TFLM MORTGAGE TRUST SER 2022-TFLM CL C V/R REGD 144A P/P 6.33019000 | 4,854,000 | 0 | -4,854,000 | 0.00% | -$4.86M |
| FN FM4661 | 4,954,018 | 0 | -4,954,018 | 0.00% | -$4.72M |
| FNMA 30YR 4% 6/1/52#CB3785 | 4,701,475 | 0 | -4,701,475 | 0.00% | -$4.50M |
| FHMS K054 A2 | 4,505,956 | 0 | -4,505,956 | 0.00% | -$4.49M |
| Freddie Mac Pool | 4,506,503 | 0 | -4,506,503 | 0.00% | -$4.42M |
| FNMA 30YR 4% 6/1/52#CB3766 | 4,526,301 | 0 | -4,526,301 | 0.00% | -$4.34M |
| GMAC LLC | 3,051,000 | 0 | -3,051,000 | 0.00% | -$3.46M |
| BX TRUST BX 2021 XL2 A 144A | 3,315,128 | 0 | -3,315,128 | 0.00% | -$3.31M |
| FNMA 15YR 1.5% 02/01/2036#FM6507 | 3,633,537 | 0 | -3,633,537 | 0.00% | -$3.29M |
| BANK OF AMER CRP | 3,182,000 | 0 | -3,182,000 | 0.00% | -$3.18M |
| FNMA 15YR 2% 07/01/2035#FM3159 | 3,319,173 | 0 | -3,319,173 | 0.00% | -$3.10M |
| FN FA2096 | 2,920,587 | 0 | -2,920,587 | 0.00% | -$2.96M |
| FNMA 30YR 5.5% 10/01/2054#DC0449 | 2,774,053 | 0 | -2,774,053 | 0.00% | -$2.81M |
| FN MA5700 | 2,722,994 | 0 | -2,722,994 | 0.00% | -$2.76M |
| Federal National Mortgage Association, Inc. | 2,830,442 | 0 | -2,830,442 | 0.00% | -$2.42M |
| Freddie Mac Pool | 2,795,212 | 0 | -2,795,212 | 0.00% | -$2.39M |
| FHLG 30YR 4% 01/01/2049#ZA6262 | 2,425,634 | 0 | -2,425,634 | 0.00% | -$2.33M |
| BX TRUST | 2,203,875 | 0 | -2,203,875 | 0.00% | -$2.21M |
| FNMA 30YR 5.5% 04/01/2054#DB0820 | 2,124,484 | 0 | -2,124,484 | 0.00% | -$2.16M |
| FHLG 30YR 5.5% 10/01/2054#QJ6131 | 2,103,554 | 0 | -2,103,554 | 0.00% | -$2.14M |
| FNMA POOL DE4676 FN 07/55 FIXED 5.5 | 2,090,778 | 0 | -2,090,778 | 0.00% | -$2.12M |
| FNMA 30YR 4% 02/01/2049#CA3129 | 2,106,674 | 0 | -2,106,674 | 0.00% | -$2.03M |
| GS MTG SECS TR 2011-GC5 5.209% 08/10/2044 144A | 1,831,649 | 0 | -1,831,649 | 0.00% | -$1.81M |
| FNCL 3.5 2/26 | 1,450,000 | 0 | -1,450,000 | 0.00% | -$1.33M |
| AASET 2019 2 TRUST | 1,309,669 | 0 | -1,309,669 | 0.00% | -$1.31M |
| UMBS | 1,265,886 | 0 | -1,265,886 | 0.00% | -$1.17M |
| FNMA 30YR 4.5% 12/01/2048#BM5106 | 905,721 | 0 | -905,721 | 0.00% | -$902.99K |
| AASET Trust | 906,251 | 0 | -906,251 | 0.00% | -$894.41K |
| Castlelake Aircraft Structured Trust 2021-1 | 660,562 | 0 | -660,562 | 0.00% | -$654.96K |
| FNMA 30YR 4% 03/01/2048#BJ4970 | 628,445 | 0 | -628,445 | 0.00% | -$605.67K |
| FHLM 30YR 5.5% 02/01/2055#QX5758 | 539,044 | 0 | -539,044 | 0.00% | -$546.73K |
| FNMA POOL DE1973 FN 07/55 FIXED 5.5 | 481,492 | 0 | -481,492 | 0.00% | -$488.36K |
| FR SD8533 | 435,944 | 0 | -435,944 | 0.00% | -$442.16K |
| FNMA POOL DD9598 FN 05/55 FIXED 5.5 | 360,521 | 0 | -360,521 | 0.00% | -$365.66K |
| FHLG 15YR 2.5% 05/01/2034#ZN6003 | 332,108 | 0 | -332,108 | 0.00% | -$318.21K |
| FNMA POOL DC3245 FN 09/54 FIXED 5.5 | 267,025 | 0 | -267,025 | 0.00% | -$271.38K |
| FNMA 30YR 4% 01/01/2049#BN4472 | 251,314 | 0 | -251,314 | 0.00% | -$241.73K |
| FNCL UMBS 3.5 RA7510 06-01-52 | 212,599 | 0 | -212,599 | 0.00% | -$196.49K |
| FN MA5735 | 193,610 | 0 | -193,610 | 0.00% | -$196.37K |
| FNCL 2.5 1/26 | 150,000 | 0 | -150,000 | 0.00% | -$126.77K |
| FNMA 30YR 4% 04/01/2049#BN6036 | 111,918 | 0 | -111,918 | 0.00% | -$107.65K |
| FHLG 15YR 1.5% 11/01/2035#QN4142 | 84,249 | 0 | -84,249 | 0.00% | -$76.38K |
| FHLG 15YR 1.5% 05/01/2036#BR1069 | 69,863 | 0 | -69,863 | 0.00% | -$63.31K |
| Fidelity Securities Lending Cash Central Fund | 36,238 | 0 | -36,238 | 0.00% | -$36.24K |
| FR SB8092 | 39,835 | 0 | -39,835 | 0.00% | -$36.11K |
| FNMA 4.00% 2/41 #AB2343 | 33,956 | 0 | -33,956 | 0.00% | -$33.13K |
| FHLG 30YR 3.5% 05/01/2045#Q33801 | 31,680 | 0 | -31,680 | 0.00% | -$29.87K |
| FNMA 30YR 5.5% 07/01/2055#DE5114 | 28,606 | 0 | -28,606 | 0.00% | -$29.01K |
| FNMA 15YR 1.5% 03/01/2036#FM6804 | 22,849 | 0 | -22,849 | 0.00% | -$20.71K |
| FN MA4287 | 15,665 | 0 | -15,665 | 0.00% | -$13.78K |
| GNMA 7.00% 7/28 #468054 | 9,878 | 0 | -9,878 | 0.00% | -$10.01K |
| FNMA 7.50% 7/28 #506236 | 2,911 | 0 | -2,911 | 0.00% | -$2.96K |
| GNMA 7.00% 3/28 #459593 | 1,013 | 0 | -1,013 | 0.00% | -$1.03K |
| GNMA 7.50% 2/27 #399107 | 550 | 0 | -550 | 0.00% | -$553 |
| FNMA 7.50% 11/27 #401093 | 529 | 0 | -529 | 0.00% | -$540 |
| GNMA 7.00% 2/30 #477030 | 518 | 0 | -518 | 0.00% | -$532 |
| FNMA 7.00% 2/31 #689547 | 456 | 0 | -456 | 0.00% | -$457 |
| FHLG 30YR 6% 03/01/2029# | 377 | 0 | -377 | 0.00% | -$387 |
| GNMA 30YR 4% 07/15/2041#769171 | 347 | 0 | -347 | 0.00% | -$346 |
| GNMA 7.50% 1/28 #427211 | 328 | 0 | -328 | 0.00% | -$332 |
| FNMA 7.00% 3/26 #339493 | 154 | 0 | -154 | 0.00% | -$153 |
| GNMA 7.50% 9/28 #468222 | 136 | 0 | -136 | 0.00% | -$137 |
| GNMA 7.50% 12/27 #436026 | 104 | 0 | -104 | 0.00% | -$105 |
| GNMA 7.00% 6/32 #569880 | 66 | 0 | -66 | 0.00% | -$68 |
| GNMA I, Single-family, 30 Year | 54 | 0 | -54 | 0.00% | -$55 |
| FHLG 30YR 6% 05/01/2029# | 44 | 0 | -44 | 0.00% | -$44 |
| FNMA 7.00% 4/26 #303856 | 27 | 0 | -27 | 0.00% | -$27 |
| FHLG 30YR 6% 04/01/2029# | 26 | 0 | -26 | 0.00% | -$26 |
| GNMA 7.00% 6/28 #456947 | 24 | 0 | -24 | 0.00% | -$24 |
| FNMA 7.00% 5/26 #303890 | 22 | 0 | -22 | 0.00% | -$22 |
| FNMA 7.50% 3/28 #417218 | 22 | 0 | -22 | 0.00% | -$21 |
| GNMA 7.50% 10/27 #453745 | 13 | 0 | -13 | 0.00% | -$13 |
| FNMA 7.00% 5/26 #303884 | 9 | 0 | -9 | 0.00% | -$9 |
| FNMA 7.00% 12/26 #323242 | 6 | 0 | -6 | 0.00% | -$6 |
| FNMA 7.00% 3/26 #250495 | 6 | 0 | -6 | 0.00% | -$6 |
| GNMA 7.00% 4/28 #467737 | 5 | 0 | -5 | 0.00% | -$5 |
| GN 422511 | 4 | 0 | -4 | 0.00% | -$4 |
| GNMA 7.50% 9/27 #455561 | 3 | 0 | -3 | 0.00% | -$3 |
| FNMA 7.00% 4/26 #342459 | 3 | 0 | -3 | 0.00% | -$3 |
| GNMA 7.50% 3/26 #416180 | 3 | 0 | -3 | 0.00% | -$3 |
| GNMA I, 30 Year | 2 | 0 | -2 | 0.00% | -$2 |
| FNR 2013-133 IB 3% 04/32 | 458 | 0 | -458 | 0.00% | -$0 |
| G2SF 6 1/25 | 0 | 0 | 0 | 0.00% | $0 |
| G2SF 5 1/26 | 0 | 0 | 0 | 0.00% | $0 |
| FNCL 4.5 1/26 | 0 | 0 | 0 | 0.00% | $0 |
| FNCL 3 1/26 | 0 | 0 | 0 | 0.00% | $0 |
| FNCL 3.5 1/26 | -1,450,000 | 0 | 1,450,000 | 0.00% | $1.34M |
| FNCL 5 1/26 | -11,300,000 | 0 | 11,300,000 | 0.00% | $11.27M |
| Security | Shares Dec 2025 | Shares Mar 2026 | Δ shares | End % | Δ value |
|---|---|---|---|---|---|
| Fidelity Cash Central Fund | 1,031,774,712 | 1,148,641,761 | 116,867,049 | 2.53% | $116.89M |
| US TREASURY N/B | 383,000,000 | 390,170,000 | 7,170,000 | 0.84% | $3.10M |
| US TREASURY N/B | 180,900,000 | 183,780,000 | 2,880,000 | 0.40% | $1.25M |
| BX Trust, Series 2025-ROIC, Class A | 83,914,720 | 89,053,621 | 5,138,901 | 0.20% | $4.80M |
| G2 MA7533 | 87,036,305 | 96,155,262 | 9,118,958 | 0.17% | $7.21M |
| TCO Commercial Mortgage Trust, Series 2024-DPM, Class A | 40,690,000 | 47,856,000 | 7,166,000 | 0.11% | $7.09M |
| MSCI INC | 24,615,000 | 42,087,000 | 17,472,000 | 0.09% | $16.45M |
| ATHENE GLOBAL FU | 28,541,000 | 36,667,000 | 8,126,000 | 0.08% | $7.69M |
| G2 MA7534 | 32,955,140 | 39,313,692 | 6,358,553 | 0.07% | $5.34M |
| BX Trust, Series 2025-DIME, Class A | 28,123,000 | 30,623,000 | 2,500,000 | 0.07% | $2.41M |
| CHARTER COMM OPT | 14,327,000 | 16,400,000 | 2,073,000 | 0.04% | $1.96M |
| BX TRUST 2022-IND TSFR1M+184.8 04/15/2024 144A | 14,018,200 | 14,018,200 | 0 | 0.03% | -$12.84K |
| OneMain Financial Issuance Trust, Series 2021-1A, Class A1 | 5,137,000 | 13,317,000 | 8,180,000 | 0.03% | $8.01M |
| GSCOFI SWAP CZ030008 12/17/57 B | 20,970,000 | 53,470,000 | 32,500,000 | 0.00% | $247.63K |
| FNR 2011-4 PZ 5% 2/41 | 671,745 | 680,177 | 8,432 | 0.00% | $21.83K |
| WHEAT MAY 26 | 2,580,000 | 8,430,000 | 5,850,000 | 0.00% | $213.65K |
| FNR 2010-135 ZA 4.5% 12/40 | 219,123 | 221,597 | 2,474 | 0.00% | $7.94K |
| GOVERNMENT NAT MTG ASSN HECM 2016-H21 DF TSFR1M+76.448 05/20/2061 | 791 | 800 | 9 | 0.00% | $10 |
| SBLOFI SWAP CZ030008 12/17/57 B | 99,104,630 | 111,593,581 | 12,488,951 | 0.00% | -$408.73K |
| WHEAT SEP 26 | 10,099 | 10,925 | 826 | -0.02% | -$8.55M |
| Security | Shares Dec 2025 | Shares Mar 2026 | Δ shares | End % | Δ value |
|---|---|---|---|---|---|
| US TREASURY N/B | 1,126,050,000 | 861,450,000 | -264,600,000 | 1.90% | -$276.21M |
| US TREASURY N/B | 700,478,000 | 679,898,000 | -20,580,000 | 1.50% | -$29.60M |
| US TREASURY N/B | 473,050,000 | 423,050,000 | -50,000,000 | 0.96% | -$57.28M |
| US TREASURY N/B | 733,544,000 | 693,544,000 | -40,000,000 | 0.87% | -$25.35M |
| G2 MA7135 | 119,961,993 | 117,630,364 | -2,331,629 | 0.21% | -$2.37M |
| JPMORGAN CHASE | 75,200,000 | 72,579,000 | -2,621,000 | 0.17% | -$4.35M |
| Uniform Mortgage-Backed Securities | 90,937,897 | 89,492,365 | -1,445,532 | 0.16% | -$1.38M |
| US TREASURY N/B | 76,570,000 | 72,320,000 | -4,250,000 | 0.15% | -$5.05M |
| FR SD7530 | 76,938,522 | 75,386,999 | -1,551,523 | 0.14% | -$1.67M |
| Uniform Mortgage-Backed Securities | 80,307,391 | 78,767,146 | -1,540,244 | 0.14% | -$1.69M |
| BX Commercial Mortgage Trust, Series 2024-XL5, Class A | 66,781,802 | 60,656,660 | -6,125,142 | 0.13% | -$6.10M |
| G2 MA8043 | 68,282,656 | 66,761,218 | -1,521,438 | 0.13% | -$1.84M |
| GGAMMT 2025-1A A 144A 5.923% 09-30-60 | 64,650,000 | 58,652,642 | -5,997,358 | 0.13% | -$6.63M |
| SORT 2020-1 A1 | 63,873,745 | 63,407,655 | -466,090 | 0.12% | -$616.35K |
| Subway Funding LLC, Series 2024-1A, Class A2I | 49,746,510 | 49,620,888 | -125,622 | 0.11% | -$492.90K |
| G2 MA7880 | 61,295,233 | 55,106,493 | -6,188,739 | 0.10% | -$5.34M |
| G2 MB0024 | 45,440,034 | 44,511,439 | -928,595 | 0.09% | -$1.32M |
| BX Trust, Series 2024-CNYN, Class A | 43,244,530 | 42,749,896 | -494,634 | 0.09% | -$520.37K |
| Subway Funding LLC, Series 2024-3A, Class A2I | 42,468,030 | 42,360,788 | -107,242 | 0.09% | -$523.93K |
| NAVTR 2025-1 A | 42,319,015 | 41,671,439 | -647,576 | 0.09% | -$1.10M |
| FR SD8090 | 50,147,908 | 49,847,693 | -300,215 | 0.09% | -$372.48K |
| Government National Mortgage Association | 47,441,221 | 46,508,933 | -932,287 | 0.09% | -$759.24K |
| Gilead Aviation LLC, Series 2025-1A, Class A | 39,708,609 | 39,179,963 | -528,646 | 0.09% | -$862.08K |
| G2 MA7935 | 50,100,147 | 47,293,943 | -2,806,204 | 0.09% | -$2.51M |
| SORT 2021-1A A1 | 46,299,068 | 45,961,222 | -337,846 | 0.08% | -$411.85K |
| DNKN 2017-1A A2II 4.03% 11/20/2047 144A | 35,306,842 | 35,211,160 | -95,682 | 0.08% | -$216.95K |
| Subway Funding LLC, Series 2024-3A, Class A23 | 35,698,410 | 35,608,262 | -90,148 | 0.08% | -$919.61K |
| Freddie Mac Pool | 35,043,744 | 32,615,193 | -2,428,551 | 0.08% | -$2.67M |
| BX TRUST BX 2024 MDHS A 144A | 37,765,884 | 34,248,524 | -3,517,360 | 0.08% | -$3.58M |
| FHLG 30YR 5.5% 03/01/2053#SD7559 | 31,879,980 | 30,914,894 | -965,085 | 0.07% | -$1.35M |
| BX TRUST | 36,536,745 | 31,463,840 | -5,072,906 | 0.07% | -$5.06M |
| Apollo aviation securitization | 33,695,699 | 32,976,587 | -719,113 | 0.07% | -$806.14K |
| FHMS K074 A2 | 31,067,795 | 30,890,638 | -177,157 | 0.07% | -$322.08K |
| FR SD7525 | 36,306,650 | 35,522,010 | -784,640 | 0.07% | -$814.19K |
| FHLG 30YR 2% 02/52#RA6824 | 37,421,373 | 36,913,192 | -508,181 | 0.07% | -$557.81K |
| Subway Funding LLC, Series 2024-1A, Class A2I | 29,574,270 | 29,499,588 | -74,682 | 0.07% | -$449.95K |
| FN MA4077 | 36,471,306 | 35,925,699 | -545,607 | 0.06% | -$526.27K |
| FNMA 30YR 6% 09/01/2054#CB9216 | 29,334,993 | 27,037,553 | -2,297,440 | 0.06% | -$2.58M |
| Palmer Square Loan Funding Ltd., Series 2025-1A, Class A1 | 28,776,965 | 25,955,878 | -2,821,087 | 0.06% | -$2.79M |
| Subway Funding LLC, Series 2024-1A, Class A23 | 25,936,020 | 25,870,525 | -65,495 | 0.06% | -$925.86K |
| US TREASURY N/B | 45,730,000 | 25,740,000 | -19,990,000 | 0.06% | -$20.21M |
| FNMA 30YR 6.5% 07/01/2054#CB8867 | 25,127,025 | 24,014,362 | -1,112,663 | 0.06% | -$1.26M |
| NJ ECON-SER A | 32,466,000 | 24,047,000 | -8,419,000 | 0.06% | -$8.69M |
| PSTAT 2025-2A A1 | 28,000,000 | 24,967,340 | -3,032,660 | 0.06% | -$3.05M |
| JMIKE 2024-1A A2 | 24,509,788 | 24,448,050 | -61,738 | 0.05% | -$288.41K |
| FNMA 30YR 6% 08/01/2054#CB9061 | 25,430,872 | 23,953,419 | -1,477,454 | 0.05% | -$1.71M |
| FNMA 30YR 2.5% 06/01/2051#FM7507 | 28,918,418 | 28,389,738 | -528,680 | 0.05% | -$563.58K |
| FR SD8127 | 31,513,046 | 31,076,212 | -436,834 | 0.05% | -$437.63K |
| FNMA 30YR 2.5% 08/01/2051#CB1281 | 28,527,757 | 28,070,356 | -457,401 | 0.05% | -$489.34K |
| FNMA 30YR 2.5% 05/01/2051#FM7352 | 27,844,929 | 27,379,118 | -465,811 | 0.05% | -$530.81K |
| WILLIS ENGINE STRUCTURED TRUST WESTF 2025 A A 144A | 23,236,067 | 23,022,458 | -213,609 | 0.05% | -$312.55K |
| G2 MA8266 | 25,505,068 | 24,962,712 | -542,356 | 0.05% | -$455.40K |
| Freddie Mac Multifamily Structured Pass Through Certificates | 23,000,000 | 22,991,018 | -8,982 | 0.05% | -$41.80K |
| ALTDE Trust, Series 2025-1A, Class A | 23,266,651 | 22,774,538 | -492,112 | 0.05% | -$883.61K |
| FHLG 30YR 2% 10/01/2051#RA6076 | 28,354,387 | 27,908,373 | -446,013 | 0.05% | -$498.79K |
| DNKN 2025-1A A2I | 23,125,000 | 23,067,188 | -57,812 | 0.05% | -$453.15K |
| FEDERAL NAT MTG ASN GTD REM PA 2% 10/25/2047 | 25,998,471 | 25,187,088 | -811,384 | 0.05% | -$834.79K |
| Blackbird Capital II Aircraft Lease Ltd., Series 2021-1A, Class A | 24,368,595 | 23,727,063 | -641,532 | 0.05% | -$648.96K |
| FR SB1215 | 24,371,314 | 21,651,644 | -2,719,670 | 0.05% | -$3.00M |
| FNMA 30YR 2% 11/01/2051#FM9568 | 27,240,973 | 26,716,940 | -524,033 | 0.05% | -$533.18K |
| FR SD7535 | 25,789,075 | 25,254,311 | -534,764 | 0.05% | -$558.38K |
| FNMA 30YR 6% 06/01/2054#CB8711 | 23,159,607 | 20,931,815 | -2,227,792 | 0.05% | -$2.45M |
| BCSTAT 2025-1A AR | 28,623,000 | 21,206,109 | -7,416,891 | 0.05% | -$7.43M |
| PLNT 2019-1A A2 | 21,625,640 | 21,568,125 | -57,515 | 0.05% | -$179.56K |
| Aaset Trust, Series 2024-1A, Class A1 | 20,552,951 | 20,232,319 | -320,632 | 0.05% | -$619.12K |
| FNMA 30YR 2.5% 04/01/2051#FM6540 | 24,201,945 | 23,647,086 | -554,859 | 0.05% | -$616.74K |
| FNMA 30YR 6% 05/01/2054# | 21,799,049 | 19,819,834 | -1,979,215 | 0.04% | -$2.18M |
| FHLG 30YR 2% 11/01/2051#RA6241 | 24,739,324 | 24,318,448 | -420,875 | 0.04% | -$461.12K |
| SORT 2020-1 A2 144A 1.99% 07-15-60 | 24,539,080 | 24,360,017 | -179,063 | 0.04% | -$762.83K |
| FNMA 30YR 3% 02/01/2052#FS0631 | 22,607,131 | 22,179,769 | -427,361 | 0.04% | -$498.67K |
| Freddie Mac Pool | 21,812,174 | 21,277,350 | -534,824 | 0.04% | -$683.96K |
| FNMA 30YR 5.5% 08/01/2053#CB6911 | 19,531,388 | 18,869,113 | -662,275 | 0.04% | -$877.45K |
| FN MA4254 | 25,262,573 | 24,918,871 | -343,701 | 0.04% | -$345.82K |
| FNMA 30YR 2.5% 08/01/2051#CB1331 | 22,907,853 | 22,464,364 | -443,489 | 0.04% | -$457.83K |
| Slam Ltd. | 19,044,548 | 18,752,080 | -292,468 | 0.04% | -$576.05K |
| FNMA 30YR 6% 07/01/2055#CC0730 | 18,881,274 | 18,437,079 | -444,195 | 0.04% | -$601.78K |
| U.S. Treasury Inflation-Protected Indexed Bonds | 26,310,000 | 19,580,000 | -6,730,000 | 0.04% | -$7.00M |
| AASET 2024-1 US LTD / AASET 2024-1 INTL LTD 6.261% 05/16/2049 144A | 18,785,113 | 18,492,060 | -293,053 | 0.04% | -$559.09K |
| FR SD7540 | 22,059,171 | 21,634,923 | -424,248 | 0.04% | -$427.60K |
| DNKN 2025-1A A2II | 18,755,000 | 18,708,112 | -46,888 | 0.04% | -$372.26K |
| FNMA POOL CB1280 FN 08/51 FIXED 2.5 | 22,001,902 | 21,615,050 | -386,852 | 0.04% | -$406.43K |
| FHLG 20YR 2% 07/01/2041#SC0162 | 21,624,820 | 21,019,265 | -605,555 | 0.04% | -$595.84K |
| PLNT 2022-1A A2II | 19,697,562 | 19,646,400 | -51,162 | 0.04% | -$359.16K |
| G2 MA7988 | 20,907,653 | 20,454,655 | -452,999 | 0.04% | -$551.46K |
| FREDDIE MAC POOL UMBS P#SD7570 6.00000000 | 18,028,140 | 17,366,631 | -661,509 | 0.04% | -$816.82K |
| GOVERNMENT NATIONAL MORTGAGE CORPORATION | 21,294,975 | 20,889,817 | -405,159 | 0.04% | -$342.43K |
| Aaset LLC, Series 2022-1A, Class A | 18,038,504 | 17,511,075 | -527,429 | 0.04% | -$621.04K |
| Jersey Mike's Funding, Series 2025-1A, Class A2 | 17,556,000 | 17,512,000 | -44,000 | 0.04% | -$121.66K |
| Freddie Mac Pool | 17,479,113 | 17,058,915 | -420,198 | 0.04% | -$578.60K |
| AES CORP/THE | 28,885,000 | 19,673,000 | -9,212,000 | 0.04% | -$8.78M |
| Subway Funding LLC, Series 2024-3A, Class A2I | 17,606,160 | 17,561,700 | -44,460 | 0.04% | -$168.68K |
| FEDERAL NAT MTG ASN GTD REM PA 22-67 FA SOFR30A+80 10/25/2052 | 17,980,682 | 17,254,014 | -726,667 | 0.04% | -$854.83K |
| APOLLO AVIATION SECURITIZATION EQUITY TRUST | 17,191,593 | 16,848,871 | -342,722 | 0.04% | -$571.14K |
| FNMA 30YR 2% 10/01/2051#CB1799 | 21,228,610 | 20,581,863 | -646,747 | 0.04% | -$631.21K |
| FNMA 30YR 5% 10/01/2052#CB4893 | 17,216,743 | 16,779,401 | -437,342 | 0.04% | -$670.51K |
| FNMA 30YR 6% 07/01/2054#CB8850 | 16,691,555 | 16,123,859 | -567,696 | 0.04% | -$683.37K |
| BX TRUST 2025-ROIC C TSFR1M+169 03/15/2030 144A | 17,104,291 | 16,759,165 | -345,126 | 0.04% | -$427.24K |
| MSC 2024-NSTB A | 17,432,160 | 16,620,545 | -811,616 | 0.04% | -$812.81K |
| BX Trust, Series 2022-IND, Class A | 18,727,561 | 16,197,358 | -2,530,204 | 0.04% | -$2.55M |
| Freddie Mac Multifamily Structured Pass Through Certificates | 16,200,000 | 16,195,369 | -4,631 | 0.04% | -$27.09K |
| FHLG 30YR 5% 11/01/2052#SD1863 | 16,701,322 | 16,206,226 | -495,096 | 0.04% | -$721.08K |
| OBX Trust, Series 2025-NQM8, Class A1 | 17,341,317 | 15,860,973 | -1,480,343 | 0.04% | -$1.59M |
| FNMA 30YR 3% 11/01/2051#FM9633 | 18,226,865 | 17,875,025 | -351,840 | 0.04% | -$420.24K |
| Freddie Mac Pool | 19,628,503 | 19,252,140 | -376,362 | 0.03% | -$395.56K |
| G2 MA8199 | 17,416,433 | 17,068,344 | -348,089 | 0.03% | -$290.44K |
| G2 MA6864 | 19,289,140 | 18,934,736 | -354,404 | 0.03% | -$349.70K |
| FHLG 30YR 6.5% 01/01/2054#RJ0706 | 15,791,907 | 14,550,303 | -1,241,604 | 0.03% | -$1.36M |
| FN MA4178 | 17,273,180 | 16,712,066 | -561,115 | 0.03% | -$554.64K |
| FNMA 30YR 6% 03/01/2055#CC0116 | 14,773,537 | 14,214,877 | -558,660 | 0.03% | -$687.19K |
| FEDERAL NAT MTG ASN GTD REM PA 22-56 FJ SOFR30A+80 09/25/2052 | 15,376,422 | 14,912,209 | -464,214 | 0.03% | -$611.03K |
| Federal Home Loan Mortgage Corporation | 16,540,115 | 16,145,183 | -394,932 | 0.03% | -$366.49K |
| Freddie Mac Pool | 14,265,441 | 13,871,867 | -393,574 | 0.03% | -$528.45K |
| FEDERAL NAT MTG ASN GTD REM PA SOFR30A+120 12/25/2054 | 15,693,569 | 14,283,292 | -1,410,277 | 0.03% | -$1.41M |
| FR SD8106 | 17,824,596 | 17,564,079 | -260,517 | 0.03% | -$257.61K |
| FHLG 30YR 5% 10/01/2052#SD1733 | 14,616,113 | 14,091,143 | -524,970 | 0.03% | -$722.47K |
| FR SB8078 | 16,005,012 | 15,470,072 | -534,939 | 0.03% | -$527.49K |
| FN MA4473 | 16,832,853 | 16,439,448 | -393,405 | 0.03% | -$325.78K |
| FNMA 30YR 2% 11/01/2051#FM9539 | 17,239,855 | 16,868,327 | -371,527 | 0.03% | -$369.66K |
| WILLIS ENGINE STRUCTURED TRUST WESTF 2025 B A 144A | 14,000,000 | 13,840,728 | -159,272 | 0.03% | -$251.86K |
| CD 2017-CD5 MTG TR 3.171% 08/15/2050 | 14,084,976 | 13,831,503 | -253,472 | 0.03% | -$264.59K |
| FREDDIE MAC POOL FR 03/52 FIXED 3.5 | 14,982,149 | 14,694,850 | -287,299 | 0.03% | -$414.74K |
| TOWD PT MTG TR 2022 3.75% 07/25/2062 144A | 14,152,089 | 13,731,740 | -420,349 | 0.03% | -$555.29K |
| UMBS | 13,246,778 | 12,481,593 | -765,185 | 0.03% | -$852.06K |
| FEDERAL HOME LN MTG MLT CTF GT SOFR30A+115 02/25/2055 | 14,968,563 | 13,077,611 | -1,890,952 | 0.03% | -$1.86M |
| SLVRR 2019-1 A | 14,643,109 | 13,323,078 | -1,320,031 | 0.03% | -$1.53M |
| FN MA3744 | 14,726,633 | 14,429,601 | -297,032 | 0.03% | -$383.57K |
| JBS HLD/FD/LUX | 43,240,000 | 14,377,000 | -28,863,000 | 0.03% | -$26.04M |
| BX Trust, Series 2025-ROIC, Class B | 13,136,765 | 12,871,694 | -265,070 | 0.03% | -$320.41K |
| FR SD7518 | 14,419,075 | 14,109,820 | -309,255 | 0.03% | -$357.47K |
| FHLG 30YR 2% 11/01/2051#RA6302 | 15,695,289 | 15,340,799 | -354,490 | 0.03% | -$334.24K |
| Freddie Mac Multifamily Structured Pass Through Certificates | 12,467,397 | 12,454,255 | -13,142 | 0.03% | -$23.50K |
| FREDDIE MAC POOL UMBS P#RA2457 3.00000000 | 14,083,053 | 13,810,405 | -272,648 | 0.03% | -$322.46K |
| FNMA 30YR 2.5% 12/01/2051#CB2320 | 14,633,493 | 14,358,929 | -274,564 | 0.03% | -$299.60K |
| BANK OF AMERICA MERRIL LYNCH LARGE LOAN INC | 12,932,881 | 12,613,431 | -319,451 | 0.03% | -$135.47K |
| FR SD7569 | 12,230,251 | 11,730,260 | -499,991 | 0.03% | -$588.02K |
| FHLM 30YR 5.5% 08/01/2053#RA9619 | 12,217,496 | 11,893,171 | -324,325 | 0.03% | -$453.04K |
| FNMA 30YR 2.5% 05/01/2051#CB0506 | 14,053,597 | 13,862,700 | -190,897 | 0.03% | -$217.26K |
| FNMA 30YR 6% 10/01/2054#CB9336 | 12,049,923 | 11,439,199 | -610,724 | 0.03% | -$724.27K |
| FHLG 30YR 3% 10/01/2051#RA5998 | 13,732,280 | 13,317,110 | -415,170 | 0.03% | -$454.54K |
| FNMA 30YR 6% 06/01/2053#CB6538 | 11,855,649 | 11,314,321 | -541,327 | 0.03% | -$657.06K |
| FNMA 30YR 2% 12/01/2051#CB2350 | 14,643,515 | 14,298,441 | -345,074 | 0.03% | -$351.33K |
| FNMA 30YR 6% 02/01/2055#CB9989 | 11,791,772 | 11,166,390 | -625,382 | 0.03% | -$735.96K |
| DNKN 2021-1A A2I | 11,553,600 | 11,523,512 | -30,088 | 0.03% | $10.35K |
| FNMA 30YR 3% 12/01/2050#MA4211 | 12,895,677 | 12,535,925 | -359,752 | 0.02% | -$395.34K |
| FNCL UMBS 5.5 RJ2917 11-01-54 | 11,273,398 | 11,013,754 | -259,644 | 0.02% | -$361.77K |
| FN MA4228 | 12,677,235 | 12,248,993 | -428,242 | 0.02% | -$421.91K |
| Ally Auto Receivables Trust, Series 2024-1, Class A3 | 13,793,471 | 10,926,524 | -2,866,947 | 0.02% | -$2.91M |
| BINOM SECURITIZATION TRUST BINOM 2022 RPL1 A1 144A | 12,024,883 | 11,693,142 | -331,742 | 0.02% | -$361.36K |
| FNMA 30YR 6% 07/01/2054#CB8857 | 11,775,455 | 10,709,022 | -1,066,433 | 0.02% | -$1.18M |
| FNMA 30YR 5% 10/01/2052#FS3047 | 11,176,665 | 10,993,519 | -183,146 | 0.02% | -$327.71K |
| FNMA POOL CB8013 FN 02/54 FIXED 6.5 | 11,240,721 | 10,346,192 | -894,529 | 0.02% | -$977.28K |
| Freddie Mac Gold Pool | 11,912,085 | 11,592,432 | -319,653 | 0.02% | -$420.81K |
| Government National Mortgage Association | 12,828,832 | 12,585,960 | -242,872 | 0.02% | -$201.47K |
| FHLG 30YR 2.5% 12/01/2051#RA6434 | 12,762,242 | 12,545,347 | -216,895 | 0.02% | -$245.25K |
| FNMA 30YR 6.5% 05/01/2053#FS4662 | 10,851,180 | 10,066,413 | -784,767 | 0.02% | -$861.06K |
| Federal Home Loan Mortgage Corporation | 12,304,538 | 12,066,303 | -238,235 | 0.02% | -$263.50K |
| BRAVO RESIDENTIAL FUNDING TRUST 2022-RPL1 SER 2022-RPL1 CL A1 V/R REGD 144A P/P 2.75000000 | 11,809,876 | 11,410,677 | -399,199 | 0.02% | -$471.24K |
| CENTENE CORP | 19,645,000 | 10,677,000 | -8,968,000 | 0.02% | -$9.04M |
| Government National Mortgage Association | 12,353,883 | 12,110,601 | -243,282 | 0.02% | -$198.15K |
| DNKN 2021-1A A23 | 11,741,760 | 11,711,182 | -30,578 | 0.02% | -$111.73K |
| Government National Mortgage Association | 12,409,831 | 12,066,946 | -342,885 | 0.02% | -$291.11K |
| UMBS, 30 Year | 11,101,678 | 10,674,549 | -427,129 | 0.02% | -$511.27K |
| Federal National Mortgage Association, Inc. | 11,025,433 | 10,574,116 | -451,317 | 0.02% | -$473.65K |
| Thunderbolt III Aircraft Lease Ltd., Series 2019-1, Class A | 13,485,861 | 10,144,629 | -3,341,233 | 0.02% | -$3.30M |
| CARMX 2023-4 A3 | 12,592,627 | 9,948,733 | -2,643,894 | 0.02% | -$2.71M |
| FHLM 30YR 5.5% 09/01/2054#SL1653 | 10,115,538 | 9,780,409 | -335,129 | 0.02% | -$435.78K |
| MFF 2024-1A A 144A 5.82% 04-20-37 | 11,010,554 | 9,648,412 | -1,362,142 | 0.02% | -$1.39M |
| Dell Equipment Finance Trust, Series 2025-1, Class A2 | 13,745,000 | 9,629,355 | -4,115,645 | 0.02% | -$4.15M |
| SBNA Auto Lease Trust, Series 2024-C, Class A3 | 12,419,455 | 9,569,018 | -2,850,437 | 0.02% | -$2.87M |
| APOLLO AVIATION SECURITIZATION EQUITY TRUST | 12,075,334 | 9,880,462 | -2,194,872 | 0.02% | -$2.10M |
| EFF 2023-3 A2 | 12,015,951 | 9,396,480 | -2,619,471 | 0.02% | -$2.68M |
| Freddie Mac Gold Pool | 10,304,750 | 10,020,977 | -283,774 | 0.02% | -$375.34K |
| FNMA 30YR 6% 05/01/2055#CC0404 | 9,161,887 | 8,928,915 | -232,972 | 0.02% | -$310.93K |
| FEDERAL NAT MTG ASN GTD REM PA 2.25% 11/25/2047 | 10,490,927 | 10,246,136 | -244,791 | 0.02% | -$257.27K |
| Uniform Mortgage-Backed Securities | 10,123,209 | 9,898,248 | -224,961 | 0.02% | -$281.70K |
| PRPM 2024-RPL2, LLC | 9,801,852 | 9,396,080 | -405,772 | 0.02% | -$465.83K |
| CHARTER COMM OPT | 11,421,000 | 9,755,000 | -1,666,000 | 0.02% | -$1.64M |
| SBNA Auto Lease Trust, Series 2024-B, Class A3 | 12,540,309 | 9,071,555 | -3,468,754 | 0.02% | -$3.51M |
| FNMA 30YR 3% 03/01/2052#BV0350 | 10,109,031 | 10,048,542 | -60,489 | 0.02% | -$106.72K |
| STORE MASTER FUNDING I-VII XIV XIX XX STR 2021-1A A1 | 9,481,750 | 9,469,625 | -12,125 | 0.02% | $26.45K |
| FR SB8065 | 10,183,464 | 9,805,930 | -377,534 | 0.02% | -$414.24K |
| FNMA 30YR 5.5% 07/01/2054#FS8456 | 8,873,866 | 8,661,251 | -212,616 | 0.02% | -$302.38K |
| FNMA 30YR 5% 11/01/2052#FS3248 | 9,049,212 | 8,751,791 | -297,421 | 0.02% | -$419.78K |
| FNMA 30YR 3% 03/01/2052#CB3114 | 9,955,050 | 9,760,605 | -194,445 | 0.02% | -$216.85K |
| FNMA 30YR 3% 07/46#AS7533 | 9,849,109 | 9,621,009 | -228,100 | 0.02% | -$291.63K |
| FEDERAL NAT MTG ASN GTD REM PA 2.5% 06/25/2049 | 10,050,526 | 9,776,228 | -274,298 | 0.02% | -$267.09K |
| FNMA 30YR 2.5% 11/01/2051#FM9517 | 10,356,632 | 10,193,335 | -163,297 | 0.02% | -$188.19K |
| BX TRUST | 8,878,210 | 8,673,207 | -205,002 | 0.02% | -$205.00K |
| FR SB8068 | 9,916,836 | 9,560,485 | -356,351 | 0.02% | -$362.18K |
| FNMA 30YR 3% 11/01/2051#FM9632 | 9,851,903 | 9,676,815 | -175,087 | 0.02% | -$195.75K |
| Federal National Mortgage Association, Inc. | 9,012,534 | 8,698,053 | -314,480 | 0.02% | -$400.51K |
| FHMS K069 A2 | 8,740,232 | 8,692,076 | -48,157 | 0.02% | -$64.94K |
| FHLG 30YR 3% 02/01/2050#SD0265 | 9,758,873 | 9,588,377 | -170,496 | 0.02% | -$210.00K |
| FNMA 15YR 2.5% 12/01/2033#FM4036 | 9,387,558 | 8,814,008 | -573,550 | 0.02% | -$591.09K |
| FEDERAL NAT MTG ASN GTD REM PA 2.5% 11/25/2047 | 9,530,184 | 9,253,828 | -276,355 | 0.02% | -$277.21K |
| FNMA 30YR 3.5% 07/01/2047#FS1789 | 9,026,162 | 8,808,406 | -217,755 | 0.02% | -$306.05K |
| SFS AUTO RECEIVABLES SECURITIZ SFAST 2024 2A A3 144A | 9,766,196 | 8,168,207 | -1,597,990 | 0.02% | -$1.63M |
| FNMA 30YR 2% 12/01/2051#CB2348 | 10,182,234 | 10,055,144 | -127,089 | 0.02% | -$142.75K |
| FEDERAL NAT MTG ASN GTD REM PA 2% 02/25/2048 | 9,462,632 | 9,122,763 | -339,869 | 0.02% | -$321.72K |
| FNMA 20YR 2.5% 11/01/2041#FM9558 | 9,285,385 | 9,132,580 | -152,805 | 0.02% | -$142.75K |
| PRETIUM MORTGAGE CREDIT PARTNE PRET 2024 RPL1 A1 144A | 8,710,565 | 8,466,881 | -243,684 | 0.02% | -$304.21K |
| Federal Home Loan Mortgage Corporation | 9,072,971 | 8,764,244 | -308,726 | 0.02% | -$311.36K |
| FR RB5142 | 9,104,134 | 8,888,423 | -215,711 | 0.02% | -$194.79K |
| FNMA GTD MTG PASS THRU CTF SOFR30A+120 02/25/2055 | 8,460,080 | 7,841,551 | -618,529 | 0.02% | -$612.52K |
| Government National Mortgage Association | 8,108,208 | 7,922,330 | -185,878 | 0.02% | -$239.76K |
| FNMA 30YR 5.5% 08/01/2054#CB8984 | 7,868,680 | 7,688,256 | -180,424 | 0.02% | -$278.00K |
| PRMI Securitization Trust, Series 2024-CMG1, Class A1 | 8,319,777 | 7,837,028 | -482,749 | 0.02% | -$480.01K |
| FREDDIE MAC POOL | 8,436,389 | 8,324,844 | -111,545 | 0.02% | -$184.36K |
| FNMA 30YR 6% 11/01/2054#CB9502 | 7,611,885 | 7,391,721 | -220,164 | 0.02% | -$276.17K |
| WHEELS FLEET LEASE FUNDING LLC WFLF 2024 1A A1 144A | 8,833,201 | 7,566,914 | -1,266,287 | 0.02% | -$1.31M |
| NYMT LOAN TRUST 2022-CP1 NYMT 2022 CP1 A1 144A | 8,599,929 | 8,093,476 | -506,452 | 0.02% | -$516.15K |
| FR RB5131 | 8,915,081 | 8,732,642 | -182,439 | 0.02% | -$190.19K |
| FR SD7509 | 8,657,794 | 8,473,754 | -184,040 | 0.02% | -$218.63K |
| FNMA 30YR 6.5% 09/01/2053#CB7134 | 7,507,263 | 7,211,330 | -295,932 | 0.02% | -$333.54K |
| FHLG 30YR 3.5% 03/01/2052#RA6987 | 8,238,779 | 8,116,471 | -122,308 | 0.02% | -$193.03K |
| Federal Home Loan Mortgage Corporation | 7,915,756 | 7,505,324 | -410,432 | 0.02% | -$435.92K |
| FHLG 15YR 1.5% 11/01/2035#QN4156 | 8,591,332 | 8,269,877 | -321,455 | 0.02% | -$314.16K |
| FNMA 30YR 3% 04/01/2052#CB3239 | 8,492,830 | 8,280,946 | -211,884 | 0.02% | -$226.51K |
| CFMT LLC, Series 2024-HB13, Class A | 8,344,756 | 7,493,432 | -851,324 | 0.02% | -$831.11K |
| FHLG 30YR 5% 12/01/2052#SD1924 | 7,578,440 | 7,432,979 | -145,460 | 0.02% | -$248.24K |
| HORZN 2018-1 A | 7,909,000 | 7,455,241 | -453,758 | 0.02% | -$423.53K |
| Wells Fargo Commercial Mortgage Trust 2016-LC25 | 8,288,513 | 7,418,045 | -870,468 | 0.02% | -$852.35K |
| FNMA 30YR 3% 03/01/2052#FS0840 | 8,455,574 | 8,194,096 | -261,478 | 0.02% | -$275.92K |
| Volofin Finance (Ireland) Designated Activity Company | 9,698,211 | 7,158,060 | -2,540,151 | 0.02% | -$2.63M |
| FR SB8073 | 8,252,367 | 7,975,010 | -277,357 | 0.02% | -$273.37K |
| FHLG 30YR 5% 01/01/2053#SD2186 | 7,487,355 | 7,225,914 | -261,441 | 0.02% | -$357.79K |
| FNMA 30YR 2% 10/01/2050#CA7323 | 8,828,457 | 8,704,203 | -124,253 | 0.02% | -$116.78K |
| ARI Fleet Lease Trust, Series 2025-A, Class A2 | 8,429,104 | 7,170,730 | -1,258,373 | 0.02% | -$1.28M |
| FNMA 30YR 2% 10/01/2051#BU1269 | 8,873,544 | 8,743,662 | -129,882 | 0.02% | -$140.22K |
| GOVERNMENT NATIONAL MORTGAGE CORPORATION | 8,512,683 | 8,342,407 | -170,276 | 0.02% | -$138.69K |
| ZSCALER INC | 266,720,000 | 175,460,000 | -91,260,000 | 0.02% | $524.31K |
| AJAX MTG LN TR 2021-E 1.74% 12/25/2060 144A | 8,138,539 | 7,960,286 | -178,253 | 0.02% | -$228.66K |
| FHLG 30YR 3.5% 03/01/2052# | 7,742,964 | 7,636,997 | -105,967 | 0.02% | -$162.91K |
| FHLG 30YR 5% 06/01/2052#RA7575 | 7,194,165 | 7,022,480 | -171,685 | 0.02% | -$267.55K |
| FN FM8850 | 7,928,842 | 7,777,352 | -151,490 | 0.02% | -$141.19K |
| Government National Mortgage Association | 8,229,919 | 8,130,294 | -99,625 | 0.02% | -$81.02K |
| FR SD8133 | 9,185,840 | 9,057,100 | -128,739 | 0.02% | -$142.80K |
| FNMA 30YR 6.5% 07/01/2054#CB8875 | 7,546,983 | 6,701,776 | -845,207 | 0.02% | -$906.89K |
| FNMA 30YR 3% 02/01/2050#CA5122 | 7,903,514 | 7,741,050 | -162,464 | 0.02% | -$191.89K |
| FEDERAL NAT MTG ASN GTD REM PA 22-53 FG SOFR30A+80 08/25/2052 | 7,231,325 | 7,013,012 | -218,314 | 0.02% | -$271.05K |
| FN BM1257 | 7,715,370 | 7,441,879 | -273,490 | 0.02% | -$259.18K |
| GNMA II 3% 02/20/2050#BS8922 | 8,007,758 | 7,702,858 | -304,899 | 0.02% | -$325.10K |
| Federal Home Loan Mortgage Corporation | 7,354,082 | 6,855,090 | -498,992 | 0.02% | -$492.51K |
| FHLG 30YR 3% 04/01/2050#SD0516 | 7,841,037 | 7,692,485 | -148,552 | 0.02% | -$173.62K |
| FNMA 30YR 6% 03/01/2054#CB8112 | 7,156,305 | 6,672,786 | -483,519 | 0.02% | -$544.65K |
| FNMA 30YR 3.5% 01/01/2047#AL9776 | 7,461,551 | 7,314,268 | -147,283 | 0.02% | -$207.01K |
| BX Trust 2024-CNYN | 6,891,892 | 6,813,062 | -78,830 | 0.02% | -$95.86K |
| FHLG 30YR 3% 03/01/2050#SD0517 | 7,839,293 | 7,640,781 | -198,512 | 0.02% | -$218.13K |
| FR SD8115 | 7,714,369 | 7,508,883 | -205,486 | 0.01% | -$227.86K |
| FNMA 30YR 2.5% 11/01/2051#FM9505 | 7,906,639 | 7,738,799 | -167,839 | 0.01% | -$185.37K |
| AT&T INC | 13,106,000 | 6,610,000 | -6,496,000 | 0.01% | -$6.55M |
| FNMA 30YR 6.5% 08/01/2055#CC0888 | 6,314,768 | 6,145,730 | -169,038 | 0.01% | -$214.88K |
| FNMA 30YR 3.5% 03/01/2052#CB3174 | 7,185,798 | 7,011,069 | -174,729 | 0.01% | -$223.59K |
| FN MA4205 | 7,392,465 | 7,140,420 | -252,046 | 0.01% | -$248.13K |
| FR SB8083 | 7,346,166 | 7,100,889 | -245,278 | 0.01% | -$241.88K |
| FHLG 30YR 3% 06/01/2052#SD1082 | 7,575,724 | 7,242,773 | -332,951 | 0.01% | -$334.56K |
| G2 MB0092 | 6,863,077 | 6,346,284 | -516,793 | 0.01% | -$532.69K |
| FG G30703 | 6,802,999 | 6,453,874 | -349,125 | 0.01% | -$377.74K |
| Federal Home Loan Mortgage Corporation | 6,538,820 | 6,220,768 | -318,051 | 0.01% | -$304.05K |
| Freddie Mac Pool | 7,034,809 | 6,735,748 | -299,061 | 0.01% | -$342.24K |
| FR RB5122 | 7,121,752 | 6,930,007 | -191,745 | 0.01% | -$176.83K |
| Government National Mortgage Association | 7,120,899 | 6,103,050 | -1,017,849 | 0.01% | -$1.05M |
| CFII 2024-1A A1 | 7,041,767 | 6,152,614 | -889,153 | 0.01% | -$911.49K |
| FNMA 30YR 3% 01/01/2051#MA4239 | 7,112,828 | 6,938,314 | -174,515 | 0.01% | -$192.38K |
| FNMA 30YR 5% 12/01/2052#CB5273 | 6,278,055 | 6,150,655 | -127,400 | 0.01% | -$212.52K |
| FNMA 30YR 5.5% 05/01/2053#FS4631 | 6,156,387 | 5,972,595 | -183,792 | 0.01% | -$246.30K |
| FR SB8066 | 6,946,281 | 6,703,869 | -242,412 | 0.01% | -$247.18K |
| GOVERNMENT NATIONAL MORTGAGE CORPORATION | 7,210,459 | 7,067,595 | -142,864 | 0.01% | -$116.40K |
| FNMA 30YR 6.5% 06/01/2054#CB8729 | 6,839,211 | 5,789,823 | -1,049,388 | 0.01% | -$1.12M |
| VERUS SECURITIZATION TRUST VERUS 2025 6 A1 144A | 6,513,473 | 5,973,178 | -540,295 | 0.01% | -$582.11K |
| FHLG 30YR 3.5% 09/01/2042#ZS3589 | 6,512,550 | 6,317,514 | -195,036 | 0.01% | -$256.59K |
| SoFi Consumer Loan Program Trust, Series 2025-2, Class A | 7,829,871 | 5,938,438 | -1,891,433 | 0.01% | -$1.92M |
| Freddie Mac REMICS | 6,897,187 | 5,851,580 | -1,045,607 | 0.01% | -$1.05M |
| FN FS0216 | 6,602,660 | 6,325,754 | -276,906 | 0.01% | -$303.93K |
| FR SD7523 | 6,874,659 | 6,736,117 | -138,543 | 0.01% | -$139.08K |
| REACH FINANCIAL LLC REACH 2025 2A A 144A | 7,260,854 | 5,776,655 | -1,484,199 | 0.01% | -$1.49M |
| FN MA4122 | 6,621,140 | 6,390,728 | -230,412 | 0.01% | -$235.02K |
| FEDERAL NAT MTG ASN GTD REM PA 2.5% 09/25/2048 | 6,655,432 | 6,429,611 | -225,822 | 0.01% | -$216.57K |
| Onity Loan Investment Trust 2025-HB2 | 8,300,000 | 5,896,093 | -2,403,907 | 0.01% | -$2.35M |
| Government National Mortgage Association | 6,830,030 | 6,675,971 | -154,060 | 0.01% | -$128.51K |
| FNMA 30YR 5% 11/01/2052#FS3295 | 5,849,012 | 5,747,509 | -101,503 | 0.01% | -$177.14K |
| FHLG 30YR 5.5% 05/01/2053#SD2891 | 5,776,125 | 5,609,208 | -166,917 | 0.01% | -$227.22K |
| FHLM 30YR 6% 07/01/2053#RA9382 | 5,904,453 | 5,507,891 | -396,562 | 0.01% | -$456.79K |
| Freddie Mac REMICS | 6,116,021 | 5,632,408 | -483,612 | 0.01% | -$476.26K |
| BX Trust, Series 2024-CNYN, Class C | 5,722,088 | 5,656,638 | -65,450 | 0.01% | -$83.13K |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 6,170,967 | 6,016,612 | -154,355 | 0.01% | -$63.08K |
| CITZN 2024-2 A3 | 7,450,823 | 5,596,886 | -1,853,937 | 0.01% | -$1.88M |
| FNMA 30YR 5.5% 06/01/2053#CB6642 | 5,700,724 | 5,507,549 | -193,175 | 0.01% | -$257.76K |
| FN FS4922 | 6,359,299 | 6,237,841 | -121,458 | 0.01% | -$140.19K |
| FNMA 30YR 6% 08/01/2055#FA2563 | 5,469,680 | 5,377,435 | -92,245 | 0.01% | -$138.26K |
| NRZT 2020-1A A1B | 6,171,595 | 5,930,999 | -240,596 | 0.01% | -$274.89K |
| WOART 2023-B A3 | 8,143,322 | 5,533,393 | -2,609,929 | 0.01% | -$2.62M |
| Freddie Mac Gold Pool | 5,927,579 | 5,599,561 | -328,019 | 0.01% | -$351.61K |
| FNMA 30YR 3% 12/01/2051#FS0002 | 6,379,718 | 6,210,880 | -168,838 | 0.01% | -$173.41K |
| FHLM 30YR 6% 06/01/2053#RA9276 | 5,567,781 | 5,320,367 | -247,414 | 0.01% | -$299.79K |
| Freddie Mac Pool | 5,515,342 | 5,180,136 | -335,205 | 0.01% | -$372.33K |
| FNMA UMBS, 30 Year | 5,934,194 | 5,798,081 | -136,113 | 0.01% | -$166.00K |
| FHLG 20YR 2.5% 11/01/2041#SC0210 | 6,167,581 | 6,012,535 | -155,046 | 0.01% | -$144.42K |
| FHLM 30YR 6% 06/01/2053#RA9278 | 5,503,060 | 5,214,587 | -288,474 | 0.01% | -$329.37K |
| FNMA 20YR 2% 11/01/2041#FS0106 | 6,310,333 | 6,174,606 | -135,727 | 0.01% | -$137.03K |
Top 300 of 3503, by weight.
| Security | Shares Dec 2025 | Shares Mar 2026 | Δ shares | End % | Δ value |
|---|---|---|---|---|---|
| US TREASURY N/B | 1,606,800,000 | 1,606,800,000 | 0 | 3.56% | -$15.31M |
| US TREASURY N/B | 1,542,250,000 | 1,542,250,000 | 0 | 3.39% | -$16.87M |
| US TREASURY N/B | 1,134,063,000 | 1,134,063,000 | 0 | 2.46% | -$11.34M |
| US TREASURY N/B | 1,126,475,000 | 1,126,475,000 | 0 | 2.23% | -$9.33M |
| US TREASURY N/B | 825,807,000 | 825,807,000 | 0 | 1.82% | -$9.16M |
| US TREASURY N/B | 813,762,000 | 813,762,000 | 0 | 1.66% | -$5.91M |
| US TREASURY N/B | 763,588,000 | 763,588,000 | 0 | 1.58% | -$5.85M |
| US TREASURY N/B | 660,000,000 | 660,000,000 | 0 | 1.44% | -$6.01M |
| US TREASURY N/B | 609,000,000 | 609,000,000 | 0 | 1.32% | -$5.45M |
| US TREASURY N/B | 574,600,000 | 574,600,000 | 0 | 1.27% | -$5.84M |
| US TREASURY N/B | 543,000,000 | 543,000,000 | 0 | 1.19% | -$4.81M |
| US TREASURY N/B | 528,900,000 | 528,900,000 | 0 | 1.15% | -$4.24M |
| US TREASURY N/B | 514,100,000 | 514,100,000 | 0 | 1.13% | -$4.40M |
| US TREASURY N/B | 461,200,000 | 461,200,000 | 0 | 1.03% | -$4.41M |
| US TREASURY N/B | 522,303,000 | 522,303,000 | 0 | 1.01% | -$4.33M |
| US TREASURY N/B | 470,900,000 | 470,900,000 | 0 | 1.00% | -$4.54M |
| US TREASURY N/B | 465,000,000 | 465,000,000 | 0 | 0.98% | -$4.07M |
| US TREASURY N/B | 419,800,000 | 419,800,000 | 0 | 0.93% | -$4.53M |
| US TREASURY N/B | 392,000,000 | 392,000,000 | 0 | 0.86% | -$4.03M |
| US TREASURY N/B | 556,400,000 | 556,400,000 | 0 | 0.85% | -$2.91M |
| US TREASURY N/B | 355,600,000 | 355,600,000 | 0 | 0.80% | -$4.21M |
| US TREASURY N/B | 313,000,000 | 313,000,000 | 0 | 0.69% | -$3.19M |
| US TREASURY N/B | 281,659,000 | 281,659,000 | 0 | 0.61% | -$2.52M |
| US TREASURY N/B | 251,500,000 | 251,500,000 | 0 | 0.55% | -$2.19M |
| US TREASURY N/B | 232,400,000 | 232,400,000 | 0 | 0.50% | -$2.48M |
| US TREASURY N/B | 271,460,000 | 271,460,000 | 0 | 0.44% | -$1.71M |
| US TREASURY N/B | 192,000,000 | 192,000,000 | 0 | 0.40% | -$1.85M |
| US TREASURY N/B | 177,500,000 | 177,500,000 | 0 | 0.38% | -$1.73M |
| US TREASURY N/B | 193,384,000 | 193,384,000 | 0 | 0.34% | -$1.36M |
| US TREASURY N/B | 192,000,000 | 192,000,000 | 0 | 0.34% | -$1.36M |
| US TREASURY N/B | 129,398,000 | 129,398,000 | 0 | 0.25% | -$1.03M |
| Petroleos Mexicanos | 117,141,000 | 117,141,000 | 0 | 0.22% | -$3.50M |
| US TREASURY N/B | 110,733,000 | 110,733,000 | 0 | 0.22% | -$942.96K |
| OMEGA HEALTHCARE | 86,567,000 | 86,567,000 | 0 | 0.19% | -$400.33K |
| WELLS FARGO CO | 80,251,000 | 80,251,000 | 0 | 0.18% | -$1.21M |
| PETROLEOS MEXICANOS SR UNSEC 6.75% 09-21-47 | 102,130,000 | 102,130,000 | 0 | 0.18% | -$2.22M |
| US TREASURY N/B | 81,000,000 | 81,000,000 | 0 | 0.17% | -$645.47K |
| HPS CORPORATE LE | 77,521,000 | 77,521,000 | 0 | 0.17% | -$1.41M |
| US TREASURY N/B | 75,000,000 | 75,000,000 | 0 | 0.17% | -$744.14K |
| TIME WARNER CABL | 73,937,000 | 73,937,000 | 0 | 0.16% | -$906.69K |
| AT&T INC | 106,127,000 | 106,127,000 | 0 | 0.16% | -$1.33M |
| BANK OF AMER CRP | 80,000,000 | 80,000,000 | 0 | 0.16% | -$913.88K |
| CITIGROUP INC | 69,500,000 | 69,500,000 | 0 | 0.15% | -$445.11K |
| JPMORGAN CHASE | 70,000,000 | 70,000,000 | 0 | 0.15% | -$1.30M |
| CHARTER COMM OPT | 83,513,000 | 83,513,000 | 0 | 0.15% | -$1.59M |
| CIGNA GROUP/THE | 67,800,000 | 67,800,000 | 0 | 0.15% | -$273.21K |
| US TREASURY N/B | 120,053,000 | 120,053,000 | 0 | 0.15% | -$407.99K |
| GOLDMAN SACHS GP | 67,720,000 | 67,720,000 | 0 | 0.15% | -$840.73K |
| MORGAN STANLEY | 58,000,000 | 58,000,000 | 0 | 0.14% | -$1.51M |
| AMGEN INC | 65,000,000 | 65,000,000 | 0 | 0.14% | $22.61K |
| JPMORGAN CHASE | 60,000,000 | 60,000,000 | 0 | 0.14% | -$1.12M |
| CLECO CORP | 60,730,000 | 60,730,000 | 0 | 0.13% | $122.78K |
| CEDAR FUNDING A TSFR3M+155 04/23/2037 144A | 60,600,000 | 60,600,000 | 0 | 0.13% | -$126.11K |
| AerCap Ireland Capital Designated Activity Company | 59,444,000 | 59,444,000 | 0 | 0.13% | -$500.59K |
| WELLS FARGO CO | 60,800,000 | 60,800,000 | 0 | 0.13% | -$927.04K |
| ALLY FINANCIAL | 60,000,000 | 60,000,000 | 0 | 0.13% | -$408.17K |
| BANK OF AMER CRP | 58,915,000 | 58,915,000 | 0 | 0.13% | -$181.33K |
| Extended Stay America Trust, Series 2025-ESH, Class A | 57,280,000 | 57,280,000 | 0 | 0.13% | -$89.43K |
| BX TRUST | 57,177,384 | 57,177,384 | 0 | 0.13% | -$26.82K |
| ATHENE GLOBAL FUNDING SECURED 144A 01/27 5.339 | 56,732,000 | 56,732,000 | 0 | 0.13% | -$346.53K |
| PETROLEOS MEXICANOS SR UNSEC SF 6.7% 02-16-32 | 58,171,000 | 58,171,000 | 0 | 0.13% | -$1.07M |
| CAPITAL ONE FINL | 57,194,000 | 57,194,000 | 0 | 0.13% | -$209.32K |
| AIMCO CLO Ltd., Series 2024-22A, Class A | 55,620,000 | 55,620,000 | 0 | 0.12% | -$135.60K |
| BROADCOM INC | 61,131,000 | 61,131,000 | 0 | 0.12% | -$396.67K |
| LIFE MORTGAGE TRUST US | 57,498,000 | 57,498,000 | 0 | 0.12% | $34.84K |
| PRUDENTIAL FIN | 55,017,000 | 55,017,000 | 0 | 0.12% | -$1.52M |
| Flatiron CLO 20 Ltd., Series 2020-1A, Class A1R2 | 55,130,000 | 55,130,000 | 0 | 0.12% | -$85.45K |
| MORGAN STANLEY | 50,000,000 | 50,000,000 | 0 | 0.12% | -$1.50M |
| MORGAN STANLEY | 54,318,000 | 54,318,000 | 0 | 0.12% | -$545.46K |
| BROADCOM INC | 61,131,000 | 61,131,000 | 0 | 0.12% | -$382.06K |
| CITIGROUP INC | 52,072,000 | 52,072,000 | 0 | 0.11% | -$119.18K |
| Dryden 37 Senior Loan Fund | 51,421,000 | 51,421,000 | 0 | 0.11% | -$79.09K |
| BANK OF AMER CRP | 50,000,000 | 50,000,000 | 0 | 0.11% | -$1.05M |
| JPMORGAN CHASE | 50,000,000 | 50,000,000 | 0 | 0.11% | -$1.05M |
| BANK OF AMER CRP | 50,000,000 | 50,000,000 | 0 | 0.11% | -$687.25K |
| MORGAN STANLEY | 50,000,000 | 50,000,000 | 0 | 0.11% | -$1.32M |
| BX Mortgage Trust, Series 2021-PAC, Class A | 49,523,000 | 49,523,000 | 0 | 0.11% | $30.52K |
| BARCLAYS PLC | 45,000,000 | 45,000,000 | 0 | 0.11% | -$1.19M |
| MOLSON COORS | 48,345,000 | 48,345,000 | 0 | 0.11% | $81.32K |
| MORGAN STANLEY | 47,424,000 | 47,424,000 | 0 | 0.11% | -$1.22M |
| CITIGROUP INC | 47,460,000 | 47,460,000 | 0 | 0.10% | -$783.63K |
| VENTAS RLTY LTD PARTNERSHIP 2.5% 09/01/2031 | 53,031,000 | 53,031,000 | 0 | 0.10% | -$420.55K |
| Aimco CLO 14 Ltd., Series 2021-14A, Class A1R | 46,919,000 | 46,919,000 | 0 | 0.10% | -$45.23K |
| JPMORGAN CHASE | 46,000,000 | 46,000,000 | 0 | 0.10% | -$418.98K |
| AT&T INC | 53,719,000 | 53,719,000 | 0 | 0.10% | -$388.54K |
| FIVE CORNERS II | 48,444,000 | 48,444,000 | 0 | 0.10% | -$478.67K |
| CITIGROUP INC | 45,100,000 | 45,100,000 | 0 | 0.10% | -$507.98K |
| BLACKSTONE PRIVA | 42,550,000 | 42,550,000 | 0 | 0.10% | -$1.71M |
| IPALCO ENTPRS IN | 43,698,000 | 43,698,000 | 0 | 0.10% | -$1.13M |
| WILLIAMS COS INC | 45,537,000 | 45,537,000 | 0 | 0.10% | -$406.59K |
| GOLDMAN SACHS GP | 47,500,000 | 47,500,000 | 0 | 0.09% | -$858.64K |
| BNP PARIBAS | 41,000,000 | 41,000,000 | 0 | 0.09% | -$685.22K |
| KITE REALTY GROU | 42,235,000 | 42,235,000 | 0 | 0.09% | -$473.82K |
| VENTAS REALTY LP | 41,973,000 | 41,973,000 | 0 | 0.09% | -$515.99K |
| WELLS FARGO CO | 42,125,000 | 42,125,000 | 0 | 0.09% | -$73.66K |
| OHA Credit Funding 18 Ltd | 41,264,000 | 41,264,000 | 0 | 0.09% | -$91.81K |
| DELL INT / EMC | 41,980,000 | 41,980,000 | 0 | 0.09% | -$409.70K |
| COF V5.247 07/26/30 | 40,470,000 | 40,470,000 | 0 | 0.09% | -$725.79K |
| Avolon Holdings Funding Ltd. | 40,000,000 | 40,000,000 | 0 | 0.09% | -$456.40K |
| AES CORP/THE SR UNSECURED 144A 07/30 3.95 | 42,717,000 | 42,717,000 | 0 | 0.09% | -$853.64K |
| MORGAN STANLEY | 41,803,000 | 41,803,000 | 0 | 0.09% | -$531.68K |
| BANK OF AMER CRP | 40,000,000 | 40,000,000 | 0 | 0.09% | -$189.01K |
| FORD MOTOR CRED | 40,000,000 | 40,000,000 | 0 | 0.09% | -$656.24K |
| MORGAN STANLEY | 40,000,000 | 40,000,000 | 0 | 0.09% | -$201.64K |
| Taco Bell Funding, LLC, Series 2025-1A, Class A2I | 40,265,000 | 40,265,000 | 0 | 0.09% | -$426.75K |
| DELL INT / EMC | 39,739,000 | 39,739,000 | 0 | 0.09% | -$413.01K |
| UBS GROUP | 40,079,000 | 40,079,000 | 0 | 0.09% | -$483.18K |
| Avolon Holdings Funding Ltd. | 37,945,000 | 37,945,000 | 0 | 0.09% | -$480.63K |
| ALLY FINANCIAL | 37,620,000 | 37,620,000 | 0 | 0.09% | -$484.62K |
| NISOURCE INC | 40,740,000 | 40,740,000 | 0 | 0.09% | -$376.53K |
| RR 7 LTD A1AB TSFR3M+134 01/15/2037 144A | 38,243,000 | 38,243,000 | 0 | 0.08% | -$69.83K |
| VICI PROPERTIE | 38,231,000 | 38,231,000 | 0 | 0.08% | -$520.04K |
| Carlyle US CLO Ltd., Series 2021-11A, Class A1R | 38,098,000 | 38,098,000 | 0 | 0.08% | -$153.27K |
| DRYDEN SENIOR LOAN FUND | 37,665,000 | 37,665,000 | 0 | 0.08% | -$50.77K |
| MAGNETITE XXVIII LTD A1RR TSFR3M+124 01/15/2038 144A | 37,187,000 | 37,187,000 | 0 | 0.08% | -$45.33K |
| AMRIZE FINANCE | 36,803,000 | 36,803,000 | 0 | 0.08% | -$149.71K |
| SANTANDER HOLD | 35,670,000 | 35,670,000 | 0 | 0.08% | -$387.05K |
| MADISON PK FDG LXVII LTD / MADISON PK FDG LXVII LLC A1 TSFR3M+151 04/25/2037 144A | 36,634,000 | 36,634,000 | 0 | 0.08% | -$84.22K |
| TARGA RESOURCES | 36,079,000 | 36,079,000 | 0 | 0.08% | -$451.01K |
| JPMORGAN CHASE | 35,305,000 | 35,305,000 | 0 | 0.08% | -$659.32K |
| WELLS FARGO CO | 35,549,000 | 35,549,000 | 0 | 0.08% | -$881.05K |
| SABRA HEALTH CAR | 39,949,000 | 39,949,000 | 0 | 0.08% | -$480.56K |
| ARES LIV CLO LTD | 36,024,000 | 36,024,000 | 0 | 0.08% | -$100.65K |
| T-MOBILE USA INC | 36,970,000 | 36,970,000 | 0 | 0.08% | -$351.36K |
| DUKE ENERGY COR | 36,862,000 | 36,862,000 | 0 | 0.08% | -$617.99K |
| NXP BV/NXP FDG | 35,555,000 | 35,555,000 | 0 | 0.08% | -$633.07K |
| AIMCO CLO Series 2018-B | 35,255,000 | 35,255,000 | 0 | 0.08% | -$91.98K |
| T-MOBILE USA INC | 40,000,000 | 40,000,000 | 0 | 0.08% | -$273.57K |
| BARCLAYS PLC | 35,020,000 | 35,020,000 | 0 | 0.08% | -$483.06K |
| GOLDMAN SACHS GP | 39,755,000 | 39,755,000 | 0 | 0.08% | -$510.37K |
| BROADCOM INC | 43,849,000 | 43,849,000 | 0 | 0.08% | -$687.35K |
| MORGAN STANLEY EATON VANCE CLO 2025-21 LTD / LLC A1 TSFR3M+117 04/15/2038 144A | 34,398,000 | 34,398,000 | 0 | 0.08% | $52.01K |
| Brandywine Operating Partnership, L.P. | 33,242,000 | 33,242,000 | 0 | 0.07% | -$1.22M |
| BOEING CO | 34,788,000 | 34,788,000 | 0 | 0.07% | -$586.80K |
| OHA CR FDG 4 LTD / OHA CR FDG 4 LLC AR2 TSFR3M+129 01/22/2038 144A | 33,564,000 | 33,564,000 | 0 | 0.07% | -$8.39K |
| SABINE PASS LIQU | 33,855,000 | 33,855,000 | 0 | 0.07% | -$382.86K |
| VENTAS REALTY LP | 35,454,000 | 35,454,000 | 0 | 0.07% | -$361.31K |
| GOLDMAN SACHS GP | 30,816,000 | 30,816,000 | 0 | 0.07% | -$1.16M |
| BARCLAYS PLC | 33,090,000 | 33,090,000 | 0 | 0.07% | -$150.39K |
| OCCIDENTAL PETE | 29,749,000 | 29,749,000 | 0 | 0.07% | -$361.84K |
| CLOVER CLO 2019-1 LTD 19-1A ARR TSFR3M+100 04/18/2035 144A | 33,197,000 | 33,197,000 | 0 | 0.07% | -$114.26K |
| Magnetite XXX, Limited | 32,900,000 | 32,900,000 | 0 | 0.07% | -$34.71K |
| Eaton Vance CLO Ltd., Series 2020-2A, Class AR2 | 32,919,000 | 32,919,000 | 0 | 0.07% | -$91.42K |
| CHARTER COMM OPT | 51,000,000 | 51,000,000 | 0 | 0.07% | -$599.44K |
| Blueberry Park CLO Ltd., Series 2024-1A, Class A | 32,753,000 | 32,753,000 | 0 | 0.07% | -$54.27K |
| COREBRIDGE FIN | 33,012,000 | 33,012,000 | 0 | 0.07% | -$90.40K |
| FLATIRON CLO LT A1R TSFR3M+136 10/19/2037 144A | 32,703,000 | 32,703,000 | 0 | 0.07% | -$78.39K |
| BARCLAYS PLC | 31,185,000 | 31,185,000 | 0 | 0.07% | -$829.58K |
| Ares Loan Funding V Ltd., Series 2024-ALF5A, Class A1 | 32,417,000 | 32,417,000 | 0 | 0.07% | -$142.34K |
| REGIONS BK ALAB | 30,566,000 | 30,566,000 | 0 | 0.07% | -$891.92K |
| Bain Capital Credit CLO Ltd., Series 2023-4A, Class A1R | 32,197,000 | 32,197,000 | 0 | 0.07% | -$87.19K |
| WILLIAMS COS INC | 32,200,000 | 32,200,000 | 0 | 0.07% | -$431.69K |
| LINCOLN NATL CRP | 34,132,000 | 34,132,000 | 0 | 0.07% | -$661.22K |
| HUDSON PACIFIC | 37,205,000 | 37,205,000 | 0 | 0.07% | -$2.66M |
| DRYDEN 83 CLO LTD AR TSFR3M+153 04/18/2037 144A | 31,605,000 | 31,605,000 | 0 | 0.07% | -$56.29K |
| Bain Capital Credit CLO Ltd., Series 2023-2A, Class A1R | 31,507,000 | 31,507,000 | 0 | 0.07% | -$49.21K |
| Carlyle US CLO Ltd., Series 2025-6A, Class A1 | 31,205,000 | 31,205,000 | 0 | 0.07% | -$34.82K |
| CAPITAL ONE FINL | 32,130,000 | 32,130,000 | 0 | 0.07% | -$239.27K |
| CIGNA GROUP/THE | 30,000,000 | 30,000,000 | 0 | 0.07% | -$399.91K |
| LIFE MORTGAGE TRUST US | 33,561,000 | 33,561,000 | 0 | 0.07% | $462.80K |
| MPLX LP | 30,925,000 | 30,925,000 | 0 | 0.07% | -$349.11K |
| Eaton Vance CLO Ltd., Series 2019-1A, Class AR2 | 30,522,000 | 30,522,000 | 0 | 0.07% | -$33.24K |
| WELLS FARGO CO | 30,000,000 | 30,000,000 | 0 | 0.07% | -$763.68K |
| CITIZENS FIN GRP | 35,537,000 | 35,537,000 | 0 | 0.07% | -$351.29K |
| JPMORGAN CHASE | 29,723,000 | 29,723,000 | 0 | 0.07% | -$425.62K |
| CENTENE CORP | 32,380,000 | 32,380,000 | 0 | 0.07% | -$174.93K |
| SYNCHRONY FINANC | 30,327,000 | 30,327,000 | 0 | 0.07% | -$230.59K |
| Ares XLI CLO Ltd., Series 2016-41A, Class AR2 | 29,947,000 | 29,947,000 | 0 | 0.07% | -$44.32K |
| AIA GROUP | 30,867,000 | 30,867,000 | 0 | 0.07% | -$191.36K |
| EATON VANCE CLO 2020-1 LTD ARR TSFR3M+139 10/15/2037 144A | 29,715,000 | 29,715,000 | 0 | 0.07% | -$66.18K |
| OCP CLO Ltd., Series 2025-44A, Class A | 29,697,000 | 29,697,000 | 0 | 0.07% | -$56.48K |
| DAIMLER TRUCKS FINAN NA COMPANY GUAR 144A 12/26 2 | 30,000,000 | 30,000,000 | 0 | 0.07% | $91.82K |
| COREBRIDGE FIN | 31,447,000 | 31,447,000 | 0 | 0.07% | -$357.02K |
| OCCIDENTAL PETE | 28,439,000 | 28,439,000 | 0 | 0.06% | $43.00K |
| BLACKSTONE PRIVA | 30,000,000 | 30,000,000 | 0 | 0.06% | -$121.40K |
| VICI PROPERTIE | 29,291,000 | 29,291,000 | 0 | 0.06% | -$259.60K |
| MARS INC | 28,803,000 | 28,803,000 | 0 | 0.06% | -$329.47K |
| CIGNA GROUP/THE | 29,050,000 | 29,050,000 | 0 | 0.06% | -$286.90K |
| CENTENE CORP | 30,530,000 | 30,530,000 | 0 | 0.06% | -$630.79K |
| OMEGA HEALTHCARE | 28,933,000 | 28,933,000 | 0 | 0.06% | -$251.39K |
| ARES LVIII CLO LTD / ARES LVIII CLO LLC A1R2 TSFR3M+124 04/15/2038 144A | 28,873,000 | 28,873,000 | 0 | 0.06% | -$63.06K |
| Neuberger Berman Loan Advisers CLO 25 Ltd., Series 2017-25A, Class AR2 | 28,786,000 | 28,786,000 | 0 | 0.06% | -$61.43K |
| BARINGS CLO LTD 2020-IV AR TSFR3M+137 10/20/2037 144A | 28,775,000 | 28,775,000 | 0 | 0.06% | -$57.38K |
| Magnetite XXXVI Ltd | 28,737,000 | 28,737,000 | 0 | 0.06% | -$50.75K |
| Flatiron RR CLO 30 Ltd | 28,802,000 | 28,802,000 | 0 | 0.06% | -$11.90K |
| SOUTHERN CO | 27,735,000 | 27,735,000 | 0 | 0.06% | -$458.66K |
| Green Lakes Park CLO LLC, Series 2025-1A, Class ARR | 28,775,000 | 28,775,000 | 0 | 0.06% | -$74.24K |
| TANGER PROP LP | 28,881,000 | 28,881,000 | 0 | 0.06% | -$78.84K |
| DELL INT / EMC | 28,212,000 | 28,212,000 | 0 | 0.06% | -$260.43K |
| MAGNETITE XXIX LTD / MAGNETITE XXIX LLC AR TSFR3M+135 07/15/2037 144A | 28,521,000 | 28,521,000 | 0 | 0.06% | -$43.24K |
| INVESCO US CLO 2024-1 LTD AR TSFR3M+155 04/15/2037 144A | 28,432,000 | 28,432,000 | 0 | 0.06% | -$43.64K |
| SOCIETE GENERALE SA | 27,997,000 | 27,997,000 | 0 | 0.06% | -$258.23K |
| HAMLIN PK CLO LTD / HAMLIN PK CLO LLC 2024-1A A TSFR3M+134 10/20/2037 144A | 28,343,000 | 28,343,000 | 0 | 0.06% | -$78.96K |
| OCCIDENTAL PETE | 27,742,000 | 27,742,000 | 0 | 0.06% | -$84.66K |
| FLATIRON CLO 32 LTD 32A A1 TSFR3M+129 10/22/2038 144A | 28,157,000 | 28,157,000 | 0 | 0.06% | -$70.05K |
| AIMCO CLO 17 Ltd., Series 2022-17A, Class A1R | 28,099,438 | 28,099,438 | 0 | 0.06% | -$55.38K |
| CIFC Funding Ltd., Series 2019-5A, Class A1R2 | 27,911,000 | 27,911,000 | 0 | 0.06% | -$82.90K |
| Sixth Street CLO XVIII Ltd., Series 2021-18A, Class A1R | 27,844,000 | 27,844,000 | 0 | 0.06% | -$50.29K |
| FLATIRON CLO 26 LTD / FLATIRON CLO 26 LLC A TSFR3M+133 01/15/2038 144A | 27,814,000 | 27,814,000 | 0 | 0.06% | -$48.81K |
| MADISON PK FDG XLV LTD / MADISON PK FDG XLV LLC ARR TSFR3M+108 07/15/2034 144A | 27,800,000 | 27,800,000 | 0 | 0.06% | -$91.10K |
| BENEFIT STREET PARTNERS CLO LT BSP 2025 44A A1 144A | 27,563,000 | 27,563,000 | 0 | 0.06% | -$75.44K |
| Magnetite XXVI Ltd., Series 2020-26A, Class AR2 | 27,555,000 | 27,555,000 | 0 | 0.06% | -$68.86K |
| FLATIRON CLO 31 LTD A1 TSFR3M+120 01/18/2039 144A | 27,473,000 | 27,473,000 | 0 | 0.06% | -$30.74K |
| Ares LXX CLO Ltd., Series 2023-70A, Class A1R | 27,474,000 | 27,474,000 | 0 | 0.06% | -$56.13K |
| OCP CLO Ltd., Series 2020-8RA, Class AR2 | 27,412,000 | 27,412,000 | 0 | 0.06% | -$83.47K |
| MORGAN STANLEY | 26,943,000 | 26,943,000 | 0 | 0.06% | -$435.91K |
| Jackson Financial Inc. | 27,163,000 | 27,163,000 | 0 | 0.06% | -$966.49K |
| CAPITAL ONE FINL | 26,778,000 | 26,778,000 | 0 | 0.06% | -$312.87K |
| UNUM GROUP | 27,888,000 | 27,888,000 | 0 | 0.06% | -$525.20K |
| ALABAMA POWER CO | 29,471,000 | 29,471,000 | 0 | 0.06% | -$274.01K |
| SYNCHRONY BANK | 26,739,000 | 26,739,000 | 0 | 0.06% | -$235.81K |
| ENERGY TRANSFER | 27,891,000 | 27,891,000 | 0 | 0.06% | -$181.57K |
| Peace Park CLO Ltd., Series 2021-1A, Class AR | 26,956,000 | 26,956,000 | 0 | 0.06% | -$67.28K |
| Cedar Funding XII CLO Ltd., Series 2020-12A, Class ARR | 26,883,000 | 26,883,000 | 0 | 0.06% | -$55.73K |
| PINE STR TR II 5.568% 02/15/2049 144A | 29,500,000 | 29,500,000 | 0 | 0.06% | -$772.37K |
| SIMON PROP GP LP | 30,000,000 | 30,000,000 | 0 | 0.06% | -$250.11K |
| BRIXMOR OPERATIN | 26,610,000 | 26,610,000 | 0 | 0.06% | -$76 |
| OHA Credit Partners VII Ltd., Series 2012-7A, Class AR4 | 26,623,000 | 26,623,000 | 0 | 0.06% | -$22.52K |
| AMRIZE FINANCE | 26,383,000 | 26,383,000 | 0 | 0.06% | -$149.03K |
| SIXTH STREET LEN | 26,655,000 | 26,655,000 | 0 | 0.06% | -$858.54K |
| FNMA GTD MTG PASS THRU CTF 4.62% 04/25/2030 | 26,000,000 | 26,000,000 | 0 | 0.06% | -$202.06K |
| DELL INT / EMC | 26,492,000 | 26,492,000 | 0 | 0.06% | -$341.62K |
| OHA CR FDG 6 LTD / OHA CR FDG 6 LLC AR2 TSFR3M+133 10/20/2037 144A | 26,023,000 | 26,023,000 | 0 | 0.06% | $2.39K |
| PUGET ENERGY INC SR SECURED 03/32 4.224 | 27,319,000 | 27,319,000 | 0 | 0.06% | -$134.78K |
| TEACHERS INS&ANN | 29,277,000 | 29,277,000 | 0 | 0.06% | -$538.42K |
| OMEGA HEALTHCARE | 26,970,000 | 26,970,000 | 0 | 0.06% | -$209.16K |
| PETROLEOS MEXICANOS SR UNSEC 5.95% 01-28-31 | 26,624,000 | 26,624,000 | 0 | 0.06% | -$304.84K |
| Freddie Mac Multifamily Structured Pass Through Certificates | 25,500,000 | 25,500,000 | 0 | 0.06% | -$202.02K |
| T-MOBILE USA INC | 25,540,000 | 25,540,000 | 0 | 0.06% | -$77.86K |
| HUMANA INC | 25,106,000 | 25,106,000 | 0 | 0.06% | -$580.88K |
| SYMPHONY CLO LTD SYMP 2024 43A A1 144A | 25,363,000 | 25,363,000 | 0 | 0.06% | -$55.44K |
| Cedar Funding XVII CLO, Ltd. | 25,314,000 | 25,314,000 | 0 | 0.06% | -$38.83K |
| BXP 6.75 12/01/27 | 24,397,000 | 24,397,000 | 0 | 0.06% | -$302.24K |
| SANUSA V2.49 01/06/28 | 25,589,000 | 25,589,000 | 0 | 0.06% | $4.43K |
| MAGNETITE XXI LTD 2019-21A A AR TSFR3M+128.161 04/20/2034 144A | 25,147,000 | 25,147,000 | 0 | 0.06% | -$7.64K |
| VLS Commercial Mortgage Trust, Series 2020-LAB, Class A | 29,470,000 | 29,470,000 | 0 | 0.06% | -$208.83K |
| PUGET ENERGY | 25,767,000 | 25,767,000 | 0 | 0.06% | -$261.86K |
| ALLEGRO CLO XV LTD / ALLEGRO CLO VX LLC A1R TSFR3M+118 04/20/2038 144A | 25,047,000 | 25,047,000 | 0 | 0.05% | -$125.18K |
| Invesco US CLO Ltd., Series 2024-3A, Class A | 24,935,000 | 24,935,000 | 0 | 0.05% | -$92.16K |
| BRANDYWINE OPER PARTNERS REGD 4.55000000 | 27,295,000 | 27,295,000 | 0 | 0.05% | -$1.16M |
| BX Mortgage Trust | 25,035,000 | 25,035,000 | 0 | 0.05% | -$109.70K |
| OCP AEGIS CLO 2025-47 LTD A1 TSFR3M+111 01/21/2038 144A | 24,882,000 | 24,882,000 | 0 | 0.05% | -$98.91K |
| AIMCO CLO 21 LTD / AIMCO CLO 21 LLC A1 TSFR3M+150 04/18/2037 144A | 24,647,000 | 24,647,000 | 0 | 0.05% | -$63.52K |
| UBS GROUP | 24,731,000 | 24,731,000 | 0 | 0.05% | $128.05K |
| REGENCY CENTERS | 25,000,000 | 25,000,000 | 0 | 0.05% | -$266.12K |
| ARES STRATEGIC I | 24,383,000 | 24,383,000 | 0 | 0.05% | -$457.55K |
| VOYA CLO LTD VOYA 2024 1A A1 144A | 24,125,000 | 24,125,000 | 0 | 0.05% | -$54.33K |
| CENT 2025-CITY A | 23,933,000 | 23,933,000 | 0 | 0.05% | -$139.16K |
| ORACLE CORP | 25,181,000 | 25,181,000 | 0 | 0.05% | -$329.22K |
| DISCOVER BANK SUBORDINATED 08/28 VAR | 23,162,000 | 23,162,000 | 0 | 0.05% | -$339.61K |
| BRIXMOR OPERATIN | 24,028,000 | 24,028,000 | 0 | 0.05% | -$228.46K |
| ANHEUSER-BUSCH | 23,200,000 | 23,200,000 | 0 | 0.05% | -$448.52K |
| SIXTH STREET CLO XX LTD 2021-20A A1R TSFR3M+132 07/17/2038 144A | 23,436,000 | 23,436,000 | 0 | 0.05% | -$66.89K |
| DEUTSCHE BANK NY | 22,570,000 | 22,570,000 | 0 | 0.05% | -$245.88K |
| GMF FLOORPLAN OWNER REVOLVING TRUST SER 2024-4A CL A1 REGD 144A P/P 4.73000000 | 23,130,000 | 23,130,000 | 0 | 0.05% | -$150.16K |
| HESS CORP | 23,059,000 | 23,059,000 | 0 | 0.05% | -$84.16K |
| TIME WARNER CABL | 22,049,000 | 22,049,000 | 0 | 0.05% | -$546.93K |
| BANK OF AMER CRP | 23,187,000 | 23,187,000 | 0 | 0.05% | -$117.11K |
| BANK OF AMER CRP | 22,749,000 | 22,749,000 | 0 | 0.05% | -$132.31K |
| Carlyle US CLO Ltd., Series 2021-10A, Class A1R | 22,613,000 | 22,613,000 | 0 | 0.05% | -$62.32K |
| CHARTER COMM OPT | 24,519,000 | 24,519,000 | 0 | 0.05% | -$446.28K |
| HESS CORP | 20,178,000 | 20,178,000 | 0 | 0.05% | -$262.75K |
| BROADCOM INC | 23,167,000 | 23,167,000 | 0 | 0.05% | -$395.81K |
| BROOKFIELD 2024-MF23 A TSFR1M+149.177 06/15/2041 144A | 22,372,000 | 22,372,000 | 0 | 0.05% | -$48.90K |
| CITIGROUP INC | 21,587,000 | 21,587,000 | 0 | 0.05% | -$579.98K |
| OMEGA HEALTHCARE | 25,245,000 | 25,245,000 | 0 | 0.05% | -$221.26K |
| Bethpage Park CLO Ltd., Series 2021-1A, Class A | 22,234,000 | 22,234,000 | 0 | 0.05% | -$47.16K |
| MHP, Series 2021-STOR, Class A | 22,147,000 | 22,147,000 | 0 | 0.05% | $13.30K |
| NISOURCE INC | 22,835,000 | 22,835,000 | 0 | 0.05% | -$180.47K |
| MORGAN STANLEY | 21,369,000 | 21,369,000 | 0 | 0.05% | -$542.83K |
| MARS INC | 21,623,000 | 21,623,000 | 0 | 0.05% | -$408.03K |
| Cedar Funding X CLO Ltd | 21,787,000 | 21,787,000 | 0 | 0.05% | -$31.74K |
| HCA INC | 21,003,000 | 21,003,000 | 0 | 0.05% | -$271.22K |
| AUTOZONE INC | 22,128,000 | 22,128,000 | 0 | 0.05% | -$285.94K |
| CHARTER COMM OPT | 20,760,000 | 20,760,000 | 0 | 0.05% | -$162.50K |
| ORACLE CORP | 22,924,000 | 22,924,000 | 0 | 0.05% | -$460.45K |
| BRIXMOR OPERATIN | 22,047,000 | 22,047,000 | 0 | 0.05% | -$284.88K |
| AVOLON HOLDINGS FUNDING LTD 4.375% 05/01/2026 144A | 21,306,000 | 21,306,000 | 0 | 0.05% | -$7.61K |
| Allegro CLO XIII Ltd., Series 2021-1A, Class A1R | 21,007,000 | 21,007,000 | 0 | 0.05% | -$38.57K |
| CBRE SERVICES IN | 23,518,000 | 23,518,000 | 0 | 0.05% | -$318.26K |
| GOLDMAN SACHS GP | 21,000,000 | 21,000,000 | 0 | 0.05% | -$73.97K |
| LAKESIDE PK CLO LTD / LLC A TSFR3M+115 04/15/2038 144A | 20,845,000 | 20,845,000 | 0 | 0.05% | -$60.20K |
| UNUM GROUP | 21,076,000 | 21,076,000 | 0 | 0.05% | -$191.34K |
| ONEOK INC | 20,697,000 | 20,697,000 | 0 | 0.05% | -$329.83K |
| AUTONATION INC | 21,966,000 | 21,966,000 | 0 | 0.05% | -$224.10K |
| ENERGY TRANS | 20,000,000 | 20,000,000 | 0 | 0.04% | -$199.02K |
| AMGEN INC | 20,069,000 | 20,069,000 | 0 | 0.04% | -$175.31K |
| BANK OF AMER CRP | 20,189,000 | 20,189,000 | 0 | 0.04% | -$57.79K |
| Magnetite Xlv Ltd., Series 2025-45A, Class A1 | 20,150,000 | 20,150,000 | 0 | 0.04% | -$67.64K |
| CVS HEALTH CORP | 20,000,000 | 20,000,000 | 0 | 0.04% | -$394.44K |
| CELANESE US HLDS | 18,931,000 | 18,931,000 | 0 | 0.04% | $52.26K |
| DPABS 2019-1A A2 | 20,812,800 | 20,812,800 | 0 | 0.04% | -$61.64K |
| DELL INT / EMC | 20,070,000 | 20,070,000 | 0 | 0.04% | -$145.18K |
| WELLS FARGO COMMERCIAL MORTGAGE TRUST 2021-FCMT A TSFR1M+131.448 12/31/2049 144A | 19,889,000 | 19,889,000 | 0 | 0.04% | $5.13K |
| INVITATION HOMES | 21,143,000 | 21,143,000 | 0 | 0.04% | -$674.97K |
| NATWEST GROUP | 20,149,000 | 20,149,000 | 0 | 0.04% | -$67.65K |
| LIBERTY MUTUAL | 19,896,000 | 19,896,000 | 0 | 0.04% | -$193.14K |
| MARSH & MCLENNAN | 19,688,000 | 19,688,000 | 0 | 0.04% | -$157.74K |
| UBER TECHNOLOGIE | 20,008,000 | 20,008,000 | 0 | 0.04% | -$370.28K |
| HCA INC | 19,094,000 | 19,094,000 | 0 | 0.04% | -$207.73K |
Top 300 of 666, by weight.
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