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 | 68,272,000 | 68,272,000 | 1.74% | $65.29M |
| US TREASURY N/B | 0 | 63,300,000 | 63,300,000 | 1.66% | $62.38M |
| US TREASURY N/B | 0 | 40,600,000 | 40,600,000 | 1.06% | $39.97M |
| US TREASURY N/B | 0 | 40,500,000 | 40,500,000 | 1.05% | $39.51M |
| Government National Mortgage Association, TBA | 0 | 36,750,000 | 36,750,000 | 0.98% | $36.88M |
| FNCL 2 4/26 | 0 | 45,000,000 | 45,000,000 | 0.96% | $36.17M |
| US TREASURY N/B | 0 | 25,000,000 | 25,000,000 | 0.66% | $24.81M |
| FNCL 5 4/26 | 0 | 15,350,000 | 15,350,000 | 0.40% | $15.13M |
| Uniform Mortgage-Backed Security, TBA | 0 | 14,825,000 | 14,825,000 | 0.40% | $15.09M |
| Government National Mortgage Association, TBA | 0 | 17,750,000 | 17,750,000 | 0.39% | $14.62M |
| G2SF 5.5 4/25 | 0 | 12,250,000 | 12,250,000 | 0.33% | $12.32M |
| FNCL 5.5 4/26 | 0 | 11,500,000 | 11,500,000 | 0.31% | $11.55M |
| G2SF 2 4/26 | 0 | 13,650,000 | 13,650,000 | 0.30% | $11.25M |
| FNCL 2 5/26 | 0 | 13,100,000 | 13,100,000 | 0.28% | $10.52M |
| FNCI 5 4/21 | 0 | 9,900,000 | 9,900,000 | 0.27% | $9.97M |
| Government National Mortgage Association, TBA | 0 | 9,625,000 | 9,625,000 | 0.26% | $9.77M |
| BROADCOM INC | 0 | 7,110,000 | 7,110,000 | 0.19% | $7.01M |
| Uniform Mortgage-Backed Security, TBA | 0 | 6,350,000 | 6,350,000 | 0.17% | $6.39M |
| FIRSTENERGY TRAN | 0 | 6,262,000 | 6,262,000 | 0.16% | $6.17M |
| Morgan Stanley | 0 | 5,400,000 | 5,400,000 | 0.14% | $5.36M |
| PLYM Commercial Mortgage Trust 2026-IND | 0 | 4,427,000 | 4,427,000 | 0.12% | $4.40M |
| Extended Stay America Trust, Series 2026-ESH2, Class A | 0 | 4,138,067 | 4,138,067 | 0.11% | $4.14M |
| BX COMMERCIAL MORTGAGE TRUST 2026-XL6 TSFR1M+130 03/15/2043 144A | 0 | 3,823,000 | 3,823,000 | 0.10% | $3.81M |
| Government National Mortgage Association, TBA | 0 | 3,400,000 | 3,400,000 | 0.09% | $3.52M |
| Athene Global Funding | 0 | 3,520,000 | 3,520,000 | 0.09% | $3.52M |
| FNMA 30YR 6.5% 12/01/2053#FS6526 | 0 | 3,289,232 | 3,289,232 | 0.09% | $3.46M |
| JPMORGAN CHASE | 0 | 3,500,000 | 3,500,000 | 0.09% | $3.45M |
| BX Commercial Mortgage Trust 2026-ALOHA | 0 | 2,991,000 | 2,991,000 | 0.08% | $2.99M |
| G2SF 6 4/25 | 0 | 2,900,000 | 2,900,000 | 0.08% | $2.95M |
| BARCLAYS PLC | 0 | 2,851,000 | 2,851,000 | 0.07% | $2.81M |
| AIMCO CLO SER 2018-BA / LLC AR3 TSFR3M+120 04/16/2037 144A | 0 | 2,766,000 | 2,766,000 | 0.07% | $2.77M |
| Grand River Funding Trust I | 0 | 2,737,000 | 2,737,000 | 0.07% | $2.76M |
| FNMA 30YR 6% 07/01/2055#FA3377 | 0 | 2,563,351 | 2,563,351 | 0.07% | $2.65M |
| Barings 2026-SBP Issuer LLC | 0 | 2,646,156 | 2,646,156 | 0.07% | $2.63M |
| RR 44 LTD A1A TSFR3M+ 04/15/2041 144A | 0 | 2,567,000 | 2,567,000 | 0.07% | $2.56M |
| FNCL 2.5 4/26 | 0 | 3,000,000 | 3,000,000 | 0.07% | $2.52M |
| BENEFIT STR PARTNERS CLO XXXIII LTD / BENEFIT STR PARTNERS CLO XXXIII LLC AR TSFR3M+119 01/25/2039 144A | 0 | 2,229,000 | 2,229,000 | 0.06% | $2.22M |
| FHLG 30YR 7% 09/01/2055#SL3648 | 0 | 1,968,904 | 1,968,904 | 0.06% | $2.10M |
| PALMER SQUARE CLO 2026-1 LTD A TSFR3M+119 04/20/2039 144A | 0 | 1,964,000 | 1,964,000 | 0.05% | $1.96M |
| OCP Aegis CLO 2024-39 Ltd | 0 | 1,788,000 | 1,788,000 | 0.05% | $1.78M |
| PHNTOM 2026-1 A | 0 | 1,743,227 | 1,743,227 | 0.05% | $1.71M |
| RR LTD 2023-25A A1A2 TSFR3M+118 04/15/2041 144A | 0 | 1,696,000 | 1,696,000 | 0.05% | $1.70M |
| Takeoff Merger Sub Inc | 0 | 1,649,000 | 1,649,000 | 0.04% | $1.63M |
| Freddie Mac Multifamily Structured Pass Through Certificates | 0 | 1,600,000 | 1,600,000 | 0.04% | $1.60M |
| RKTL 2026-1A 4.31% 02/26/2035 144A | 0 | 1,586,969 | 1,586,969 | 0.04% | $1.59M |
| GOVERNMENT NATIONAL MORTGAGE CORPORATION | 0 | 1,802,396 | 1,802,396 | 0.04% | $1.49M |
| FNMA 30YR 6% 01/01/2056#FA4441 | 0 | 1,378,369 | 1,378,369 | 0.04% | $1.43M |
| Goldentree Loan Management US Clo 28 Ltd | 0 | 1,412,000 | 1,412,000 | 0.04% | $1.41M |
| FEDERAL HOME LN MTG MLT CTF GT SOFR30A+50 12/25/2030 | 0 | 1,399,984 | 1,399,984 | 0.04% | $1.40M |
| AFRMT 2026-1A A 144A 4.37% 02-15-34 | 0 | 1,400,000 | 1,400,000 | 0.04% | $1.40M |
| SOUTHWESTN EL PR | 0 | 1,371,000 | 1,371,000 | 0.04% | $1.39M |
| Takeoff Merger Sub Inc | 0 | 1,328,000 | 1,328,000 | 0.04% | $1.32M |
| Takeoff Merger Sub, Inc. | 0 | 1,315,000 | 1,315,000 | 0.03% | $1.31M |
| FEDERAL HOME LN MTG MLT CTF GT SOFR30A+54 10/25/2030 | 0 | 1,306,683 | 1,306,683 | 0.03% | $1.30M |
| Freddie Mac Pool | 0 | 1,098,554 | 1,098,554 | 0.03% | $1.14M |
| SOUTHWESTN EL PR | 0 | 1,134,000 | 1,134,000 | 0.03% | $1.12M |
| FHMS K555 SOFR30A+50 11/25/2030 | 0 | 1,099,951 | 1,099,951 | 0.03% | $1.10M |
| BANK 2023-BNK46 A4 | 0 | 1,017,000 | 1,017,000 | 0.03% | $1.06M |
| O'REILLY AUTOMOT | 0 | 1,057,000 | 1,057,000 | 0.03% | $1.04M |
| BANK5 2026-5YR21 | 0 | 1,000,000 | 1,000,000 | 0.03% | $1.03M |
| UNITED STATES TREASURY INFLATION INDEXED BONDS I/L 2.375% 02-15-56 | 0 | 1,100,000 | 1,100,000 | 0.03% | $1.03M |
| Targa Resources Corp | 0 | 1,047,000 | 1,047,000 | 0.03% | $1.02M |
| Fannie Mae Pool | 0 | 982,442 | 982,442 | 0.03% | $1.01M |
| Phillips Edison Grocery Center Operating Partnership I LP | 0 | 974,000 | 974,000 | 0.03% | $950.42K |
| OPTN 2026-A A 0% 01/09/2034 144A | 0 | 810,000 | 810,000 | 0.02% | $805.78K |
| JP Morgan Mortgage Trust Series 2026-NQX1 | 0 | 800,000 | 800,000 | 0.02% | $800.05K |
| AOMT 2026-2 VAR 02/25/2071 144A | 0 | 788,865 | 788,865 | 0.02% | $781.96K |
| EXETER AUTOMOBILE RECEIVABLES TRUST 2026-1 SER 2026-1A CL A3 REGD 4.03000000 | 0 | 755,000 | 755,000 | 0.02% | $752.56K |
| PLYM COMMERCIAL MORTGAGE TRUST 2026-IND TSFR1M+185 03/15/2043 144A | 0 | 733,000 | 733,000 | 0.02% | $726.59K |
| BMARK 2026-V20 A3 | 0 | 700,000 | 700,000 | 0.02% | $712.53K |
| BANK5 2026-5YR20 A3 5.244% 02/15/2057 | 0 | 700,000 | 700,000 | 0.02% | $710.17K |
| AFRMT 2026-2A A | 0 | 710,000 | 710,000 | 0.02% | $709.92K |
| RCO X Mortgage LLC, Series 2026-1, Class A1 | 0 | 700,000 | 700,000 | 0.02% | $697.83K |
| PEAC SOLUTIONS RECEIVABLES 2026-1 LLC PEAC 2026-1A A2 | 0 | 690,000 | 690,000 | 0.02% | $689.02K |
| AEP TEXAS | 0 | 700,000 | 700,000 | 0.02% | $688.42K |
| FORD MOTOR CRED | 0 | 694,000 | 694,000 | 0.02% | $685.44K |
| FNMA 30YR 2% 04/01/2052#FA5085 | 0 | 800,948 | 800,948 | 0.02% | $658.30K |
| PLYM COMMERCIAL MORTGAGE TRUST 2026-IND TSFR1M+155 03/15/2043 144A | 0 | 660,000 | 660,000 | 0.02% | $655.05K |
| FEDERAL HOME LN MTG MLT CTF GT 4.16889% 12/25/2030 | 0 | 600,000 | 600,000 | 0.02% | $600.00K |
| FEDERAL HOME LN MTG MLT CTF GT SOFR30A+52 11/25/2030 | 0 | 599,863 | 599,863 | 0.02% | $599.02K |
| BRAVO RESIDENTIAL FDG TR 2026-NQM3 STEP 11/25/2065 144A | 0 | 591,428 | 591,428 | 0.02% | $588.91K |
| Fannie Mae Pool | 0 | 705,995 | 705,995 | 0.02% | $573.42K |
| Freddie Mac Pool | 0 | 497,470 | 497,470 | 0.01% | $523.83K |
| PEAC SOLUTIONS RECEIVABLES LLC PEAC 2026 1A A3 144A | 0 | 505,000 | 505,000 | 0.01% | $504.48K |
| BX COMMERCIAL MORTGAGE TRUST 2026-XL6 B VAR 03/15/2043 144A | 0 | 505,000 | 505,000 | 0.01% | $501.21K |
| WLAKE 2026-1A A3 | 0 | 500,000 | 500,000 | 0.01% | $498.97K |
| VERISK ANALYTICS | 0 | 473,000 | 473,000 | 0.01% | $465.13K |
| Consolidated Communications LLC/Fidium Fiber Finance Holdco LLC | 0 | 470,000 | 470,000 | 0.01% | $463.93K |
| FHLG 30YR 2% 01/01/2051#BQ9683 | 0 | 541,434 | 541,434 | 0.01% | $440.44K |
| Extended Stay America Trust, Series 2026-ESH2, Class B | 0 | 425,001 | 425,001 | 0.01% | $425.40K |
| BBCMS 2024-C26 A5 | 0 | 400,000 | 400,000 | 0.01% | $420.39K |
| CROSS 2026-NQM2 A1A MTG TR VAR 03/25/2061 144A | 0 | 396,374 | 396,374 | 0.01% | $393.48K |
| VCAT ASSET SECURITIZATION LLC STEP 02/25/2056 144A | 0 | 389,002 | 389,002 | 0.01% | $389.34K |
| Freddie Mac Pool | 0 | 351,202 | 351,202 | 0.01% | $367.70K |
| FNMA 30YR 2% 11/01/2051#FM9500 | 0 | 444,235 | 444,235 | 0.01% | $362.90K |
| FREDDIE MAC POOL UMBS P#SD5219 6.00000000 | 0 | 348,943 | 348,943 | 0.01% | $360.08K |
| FHLG 30YR 2% 07/01/2051#QC4827 | 0 | 440,401 | 440,401 | 0.01% | $357.70K |
| Nissan Auto Lease Trust 2026-A | 0 | 350,000 | 350,000 | 0.01% | $347.73K |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 0 | 421,223 | 421,223 | 0.01% | $342.12K |
| US TREASURY N/B | 0 | 340,000 | 340,000 | 0.01% | $324.86K |
| US TREASURY N/B | 0 | 330,000 | 330,000 | 0.01% | $321.85K |
| FN BQ3004 | 0 | 395,226 | 395,226 | 0.01% | $321.75K |
| FHLB 30YR 6% 03/01/2056#RJ6037 | 0 | 300,105 | 300,105 | 0.01% | $312.22K |
| G2SF 2.5 4/24 | 0 | 350,000 | 350,000 | 0.01% | $300.47K |
| 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 | 288,288 | 288,288 | 0.01% | $288.74K |
| CarMax Select Receivables Trust 2026-A | 0 | 270,000 | 270,000 | 0.01% | $269.83K |
| FNMA 30YR 2% 04/01/2051#BR7792 | 0 | 289,068 | 289,068 | 0.01% | $234.79K |
| Freddie Mac Pool | 0 | 204,444 | 204,444 | 0.01% | $214.62K |
| FHLG 30YR 2% 01/01/2051#BQ9687 | 0 | 262,978 | 262,978 | 0.01% | $213.92K |
| FNMA 30YR 2% 12/01/2050#BQ5162 | 0 | 257,704 | 257,704 | 0.01% | $209.79K |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 0 | 252,793 | 252,793 | 0.01% | $205.80K |
| FN MA4182 | 0 | 250,576 | 250,576 | 0.01% | $203.99K |
| 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 |
| OneMain Financial Issuance Trust, Series 2021-1A, Class A1 | 0 | 200,000 | 200,000 | 0.01% | $195.45K |
| FN MA4119 | 0 | 231,439 | 231,439 | 0.01% | $188.41K |
| FN MA4100 | 0 | 218,698 | 218,698 | 0.00% | $178.04K |
| FNMA 30YR 2% 12/01/2050#FM5215 | 0 | 205,623 | 205,623 | 0.00% | $168.17K |
| FHLG 30YR 6.5% 08/01/2054#SD7277 | 0 | 133,521 | 133,521 | 0.00% | $140.45K |
| FREDDIE MAC POOL FR RA3205 | 0 | 170,998 | 170,998 | 0.00% | $139.96K |
| Freddie Mac Pool | 0 | 128,068 | 128,068 | 0.00% | $134.47K |
| FR SD3936 | 0 | 126,602 | 126,602 | 0.00% | $132.22K |
| FNMA 30YR 2% 02/01/2051#FM5984 | 0 | 130,014 | 130,014 | 0.00% | $106.37K |
| FHLG 30YR 7% 11/01/2055#RJ5266 | 0 | 99,440 | 99,440 | 0.00% | $106.24K |
| Freddie Mac Pool | 0 | 100,472 | 100,472 | 0.00% | $104.95K |
| CMXS 2026-A A3 | 0 | 105,000 | 105,000 | 0.00% | $104.23K |
| FHLG 30YR 6% 03/01/2056#SL4425 | 0 | 100,000 | 100,000 | 0.00% | $103.56K |
| FHLG 30YR 2% 07/01/2051#QC4665 | 0 | 126,071 | 126,071 | 0.00% | $102.40K |
| FHLG 30YR 2% 01/01/2051#QB7563 | 0 | 124,688 | 124,688 | 0.00% | $101.94K |
| ONEMAIN FINANCIAL ISSUANCE TRUST 2025-1 SER 2025-1A CL A REGD 144A P/P 4.82000000 | 0 | 100,000 | 100,000 | 0.00% | $100.20K |
| FNMA 30YR 2% 08/01/2051#FM8176 | 0 | 112,873 | 112,873 | 0.00% | $92.56K |
| Freddie Mac Pool | 0 | 84,258 | 84,258 | 0.00% | $88.16K |
| Freddie Mac Pool | 0 | 83,411 | 83,411 | 0.00% | $86.91K |
| FHLG 30YR 7% 11/01/2055#RJ5265 | 0 | 80,443 | 80,443 | 0.00% | $86.02K |
| FNMA 30YR 7% 01/01/2055#CB9850 | 0 | 80,345 | 80,345 | 0.00% | $85.44K |
| JPMORGAN CHASE | 0 | 80,000 | 80,000 | 0.00% | $78.28K |
| FHLM 30YR 6.5% 02/01/2055#RJ3573 | 0 | 69,650 | 69,650 | 0.00% | $73.50K |
| FHLG 30YR 2% 01/01/2051#BQ8400 | 0 | 87,741 | 87,741 | 0.00% | $71.73K |
| Freddie Mac Pool | 0 | 67,171 | 67,171 | 0.00% | $70.38K |
| FHLG 30YR 7% 11/01/2055#RJ5264 | 0 | 65,475 | 65,475 | 0.00% | $70.17K |
| FHLM 30YR 6.5% 01/01/2055#RJ3342 | 0 | 64,547 | 64,547 | 0.00% | $68.11K |
| Freddie Mac Pool | 0 | 61,528 | 61,528 | 0.00% | $64.61K |
| Freddie Mac Pool | 0 | 61,044 | 61,044 | 0.00% | $64.09K |
| FNMA 30YR 7% 01/01/2055#CB9848 | 0 | 59,591 | 59,591 | 0.00% | $63.47K |
| FHLMC REMI 30YR 6.5% 03/01/2055#RJ3702 | 0 | 58,962 | 58,962 | 0.00% | $62.24K |
| US TREASURY N/B | 0 | 60,000 | 60,000 | 0.00% | $59.47K |
| FNMA 30YR 7% 01/01/2055#CB9849 | 0 | 52,234 | 52,234 | 0.00% | $55.58K |
| Freddie Mac Pool | 0 | 48,124 | 48,124 | 0.00% | $49.92K |
| FHLG 30YR 7% 11/01/2055#RJ5273 | 0 | 41,860 | 41,860 | 0.00% | $44.94K |
| FHLM 30YR 7% 11/01/2055#QZ7974 | 0 | 41,140 | 41,140 | 0.00% | $43.59K |
| Freddie Mac Pool | 0 | 41,097 | 41,097 | 0.00% | $42.92K |
| Freddie Mac Pool | 0 | 39,470 | 39,470 | 0.00% | $40.95K |
| FNMA 30YR 7% 04/01/2055#QX9261 | 0 | 38,490 | 38,490 | 0.00% | $40.76K |
| Freddie Mac Pool | 0 | 33,027 | 33,027 | 0.00% | $34.53K |
| Freddie Mac Pool | 0 | 31,520 | 31,520 | 0.00% | $32.88K |
| Freddie Mac Pool | 0 | 30,315 | 30,315 | 0.00% | $31.72K |
| FNMA 30YR 7% 11/01/2055#DF0895 | 0 | 29,928 | 29,928 | 0.00% | $31.51K |
| FNMA 30YR 6.5% 03/01/2055#QX9870 | 0 | 28,933 | 28,933 | 0.00% | $30.55K |
| Freddie Mac Pool | 0 | 27,036 | 27,036 | 0.00% | $28.44K |
| FHLG 30YR 7% 11/01/2055#QZ8386 | 0 | 25,881 | 25,881 | 0.00% | $27.43K |
| FHLM 30YR 7% 10/01/2055#QZ7349 | 0 | 24,885 | 24,885 | 0.00% | $26.59K |
| FNMA 30YR 7% 12/01/2055#DF5909 | 0 | 24,933 | 24,933 | 0.00% | $26.56K |
| FNMA 30YR 7% 10/01/2055#DD8742 | 0 | 24,889 | 24,889 | 0.00% | $26.55K |
| FNMA 30YR 7% 11/01/2055#DE6887 | 0 | 24,819 | 24,819 | 0.00% | $26.48K |
| FNMA 30YR 7% 10/01/2055#DF1302 | 0 | 24,876 | 24,876 | 0.00% | $26.46K |
| FHLG 30YR 7% 11/01/2055#QZ8601 | 0 | 24,920 | 24,920 | 0.00% | $26.42K |
| FNMA 30YR 7% 12/01/2055#DF5921 | 0 | 24,927 | 24,927 | 0.00% | $26.42K |
| FNMA 30YR 7% 03/01/2055#DD6252 | 0 | 24,768 | 24,768 | 0.00% | $26.36K |
| FNMA 30YR 7% 08/01/2055#DE6720 | 0 | 24,877 | 24,877 | 0.00% | $26.36K |
| FNMA 30YR 7% 11/01/2055#DF3887 | 0 | 24,864 | 24,864 | 0.00% | $26.33K |
| FHLG 30YR 7% 11/01/2055#TA0012 | 0 | 24,929 | 24,929 | 0.00% | $26.24K |
| FNMA 30YR 7% 10/01/2055#DF0828 | 0 | 24,864 | 24,864 | 0.00% | $26.18K |
| FHLG 30YR 7% 11/01/2055#QZ8261 | 0 | 24,658 | 24,658 | 0.00% | $26.17K |
| FNMA 30YR 6.5% 04/01/2055#QX9357 | 0 | 24,090 | 24,090 | 0.00% | $25.26K |
| FNMA 30YR 7% 02/01/2054#DA8692 | 0 | 22,449 | 22,449 | 0.00% | $23.80K |
| FHLM 30YR 7% 01/01/2055#QX3612 | 0 | 22,219 | 22,219 | 0.00% | $23.60K |
| FNMA 30YR 7% 08/01/2055#DE6368 | 0 | 22,099 | 22,099 | 0.00% | $23.56K |
| FHLG 30YR 7% 05/01/2055#QY2286 | 0 | 22,227 | 22,227 | 0.00% | $23.55K |
| FHLM 30YR 7% 03/01/2055#QX8717 | 0 | 22,135 | 22,135 | 0.00% | $23.43K |
| FHLG 30YR 7% 03/01/2054#QI2259 | 0 | 21,709 | 21,709 | 0.00% | $22.92K |
| FNMA 30YR 7% 08/01/2055#DE6664 | 0 | 20,295 | 20,295 | 0.00% | $21.51K |
| FHLG 30YR 7% 10/01/2055#QZ5921 | 0 | 20,135 | 20,135 | 0.00% | $21.47K |
| FHLG 30YR 7% 01/01/2054#QH9288 | 0 | 19,695 | 19,695 | 0.00% | $20.90K |
| FHLG 30YR 7% 08/01/2054#QJ0866 | 0 | 19,322 | 19,322 | 0.00% | $20.47K |
| FHLG 30YR 6.5% 01/01/2054#SD4792 | 0 | 19,512 | 19,512 | 0.00% | $20.47K |
| FHLM 30YR 7% 12/01/2053#QH6575 | 0 | 19,186 | 19,186 | 0.00% | $20.38K |
| FNMA 30YR 7% 01/01/2053#CB5719 | 0 | 18,490 | 18,490 | 0.00% | $19.76K |
| FHLG 30YR 6.5% 06/01/2054#QI7406 | 0 | 17,949 | 17,949 | 0.00% | $18.88K |
| Freddie Mac Pool | 0 | 17,878 | 17,878 | 0.00% | $18.84K |
| FHLG 30YR 6.5% 06/01/2054#QI7056 | 0 | 17,599 | 17,599 | 0.00% | $18.62K |
| FHLM 30YR 6.5% 12/01/2054#QX2080 | 0 | 17,416 | 17,416 | 0.00% | $18.28K |
| FNMA 30YR 7% 04/01/2054#DB1392 | 0 | 16,856 | 16,856 | 0.00% | $17.90K |
| FNMA 30YR 7% 02/01/2053#CB5720 | 0 | 16,510 | 16,510 | 0.00% | $17.61K |
| FHLG 30YR 7% 03/01/2054#QI0954 | 0 | 15,200 | 15,200 | 0.00% | $16.06K |
| FHLG 30YR 7% 12/01/2053#QH5712 | 0 | 13,926 | 13,926 | 0.00% | $14.81K |
| FHLG 30YR 6.5% 01/01/2054#SD4533 | 0 | 12,797 | 12,797 | 0.00% | $13.28K |
| FHLG 30YR 7% 07/01/2054#QI8711 | 0 | 12,031 | 12,031 | 0.00% | $12.76K |
| FNMA 30YR 7% 12/01/2053#DA6500 | 0 | 11,382 | 11,382 | 0.00% | $12.09K |
| G2SF 4 4/23 | 0 | 0 | 0 | 0.00% | $0 |
| FNCL 6 4/26 | 0 | 0 | 0 | 0.00% | $0 |
| FNCL 3 4/26 | 0 | 0 | 0 | 0.00% | $0 |
| FNCL 4 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 | -500,000 | -500,000 | -0.01% | -$467.50K |
| Uniform Mortgage-Backed Security, TBA | 0 | -525,000 | -525,000 | -0.01% | -$494.36K |
| FNCL 3.5 4/26 | 0 | -900,000 | -900,000 | -0.02% | -$824.55K |
| FNCL 4.5 4/26 | 0 | -5,050,000 | -5,050,000 | -0.13% | -$4.87M |
| Security | Shares Dec 2025 | Shares Mar 2026 | Δ shares | End % | Δ value |
|---|---|---|---|---|---|
| US TREASURY N/B | 78,200,000 | 0 | -78,200,000 | 0.00% | -$66.08M |
| US TREASURY N/B | 53,000,000 | 0 | -53,000,000 | 0.00% | -$53.69M |
| Uniform Mortgage-Backed Security, TBA | 32,575,000 | 0 | -32,575,000 | 0.00% | -$33.42M |
| US TREASURY N/B | 30,000,000 | 0 | -30,000,000 | 0.00% | -$29.01M |
| TBA GNMA 30 YR 5.50000000 | 24,825,000 | 0 | -24,825,000 | 0.00% | -$25.05M |
| Uniform Mortgage-Backed Security, TBA | 27,825,000 | 0 | -27,825,000 | 0.00% | -$22.48M |
| G2SF 2 1/26 | 23,525,000 | 0 | -23,525,000 | 0.00% | -$19.47M |
| PNC Financial Services Group, Inc. (The) | 15,000,000 | 0 | -15,000,000 | 0.00% | -$14.87M |
| Uniform Mortgage-Backed Security, TBA | 13,250,000 | 0 | -13,250,000 | 0.00% | -$13.42M |
| Government National Mortgage Association, TBA | 12,525,000 | 0 | -12,525,000 | 0.00% | -$12.75M |
| G2 MA7935 | 14,526,081 | 0 | -14,526,081 | 0.00% | -$12.03M |
| Government National Mortgage Association, TBA | 10,100,000 | 0 | -10,100,000 | 0.00% | -$10.06M |
| FR SD8506 | 9,590,204 | 0 | -9,590,204 | 0.00% | -$9.73M |
| FIRSTENERGY TRAN | 6,262,000 | 0 | -6,262,000 | 0.00% | -$6.26M |
| FNCL 2 1/26 | 7,525,000 | 0 | -7,525,000 | 0.00% | -$6.08M |
| G2 MA7826 | 5,999,403 | 0 | -5,999,403 | 0.00% | -$4.97M |
| Uniform Mortgage-Backed Security, TBA | 4,500,000 | 0 | -4,500,000 | 0.00% | -$4.56M |
| AES CORP/THE | 4,000,000 | 0 | -4,000,000 | 0.00% | -$4.00M |
| CEDAR FUNDING XV CLO LTD | 3,994,984 | 0 | -3,994,984 | 0.00% | -$3.99M |
| G2 MA7880 | 4,470,767 | 0 | -4,470,767 | 0.00% | -$3.70M |
| FNCL 6.5 1/26 | 3,450,000 | 0 | -3,450,000 | 0.00% | -$3.58M |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 3,400,000 | 0 | -3,400,000 | 0.00% | -$3.51M |
| BARINGS CLO LTD 2023-IV A TSFR3M+175 01/20/2037 144A | 3,356,000 | 0 | -3,356,000 | 0.00% | -$3.36M |
| FNCL 6 1/26 | 3,175,000 | 0 | -3,175,000 | 0.00% | -$3.26M |
| FR QJ5533 | 2,709,938 | 0 | -2,709,938 | 0.00% | -$2.75M |
| FNMA 30YR 6% 09/01/2054#CB9216 | 2,415,041 | 0 | -2,415,041 | 0.00% | -$2.49M |
| Dryden 98 CLO Ltd., Series 2022-98A, Class A | 2,345,807 | 0 | -2,345,807 | 0.00% | -$2.35M |
| FNMA 30YR 6% 08/01/2054#CB9061 | 2,083,075 | 0 | -2,083,075 | 0.00% | -$2.15M |
| FNMA 30YR 6% 06/01/2054#CB8711 | 2,002,522 | 0 | -2,002,522 | 0.00% | -$2.06M |
| FNMA 30YR 6% 07/01/2055#CC0730 | 1,966,799 | 0 | -1,966,799 | 0.00% | -$2.03M |
| G2SF 5.5 1/25 | 1,975,000 | 0 | -1,975,000 | 0.00% | -$1.99M |
| SREIT Trust 2021-MFP | 1,964,066 | 0 | -1,964,066 | 0.00% | -$1.96M |
| FNMA 15YR 5% 10/01/2040#MA5860 | 1,828,365 | 0 | -1,828,365 | 0.00% | -$1.85M |
| VERISK ANALYTICS | 1,832,000 | 0 | -1,832,000 | 0.00% | -$1.84M |
| FNMA 30YR 6% 05/01/2054# | 1,773,558 | 0 | -1,773,558 | 0.00% | -$1.83M |
| FHMS K077 A2 | 1,800,000 | 0 | -1,800,000 | 0.00% | -$1.80M |
| MDPK 2021-50A A CLO 144A FRN 04-19-34 | 1,795,369 | 0 | -1,795,369 | 0.00% | -$1.80M |
| FNCL 2.5 1/26 | 2,050,000 | 0 | -2,050,000 | 0.00% | -$1.73M |
| CAPITAL ONE FINL | 1,646,000 | 0 | -1,646,000 | 0.00% | -$1.72M |
| ISPIM 5.71 01/15/26 | 1,614,000 | 0 | -1,614,000 | 0.00% | -$1.61M |
| GMAC LLC | 1,409,000 | 0 | -1,409,000 | 0.00% | -$1.60M |
| SREIT Trust, Series 2021-MFP, Class B | 1,485,832 | 0 | -1,485,832 | 0.00% | -$1.48M |
| KFW | 1,471,000 | 0 | -1,471,000 | 0.00% | -$1.47M |
| BX TRUST | 1,447,054 | 0 | -1,447,054 | 0.00% | -$1.45M |
| FNMA 30YR 6% 07/01/2054#CB8857 | 1,212,179 | 0 | -1,212,179 | 0.00% | -$1.25M |
| JPMORGAN CHASE | 1,198,000 | 0 | -1,198,000 | 0.00% | -$1.20M |
| Freddie Mac Pool | 1,231,814 | 0 | -1,231,814 | 0.00% | -$1.18M |
| FR RR0017 | 1,099,960 | 0 | -1,099,960 | 0.00% | -$1.11M |
| FNCL 3 2/26 | 1,200,000 | 0 | -1,200,000 | 0.00% | -$1.06M |
| PSTAT 2024-2A A1N CLO 144A FRN 01-15-33 | 1,058,068 | 0 | -1,058,068 | 0.00% | -$1.06M |
| FNMA 30YR 5.5% 07/01/2055#DD9902 | 997,974 | 0 | -997,974 | 0.00% | -$1.01M |
| Barings CLO Ltd. 2021-I | 934,550 | 0 | -934,550 | 0.00% | -$935.66K |
| FNMA 30YR 1.5% 11/01/2050#CA7696 | 1,200,679 | 0 | -1,200,679 | 0.00% | -$933.73K |
| BANK 2020-BNK26 2.313% 03/15/2063 | 938,692 | 0 | -938,692 | 0.00% | -$908.66K |
| FHMS K763 A2 | 900,000 | 0 | -900,000 | 0.00% | -$894.83K |
| JPMORGAN CHASE | 867,000 | 0 | -867,000 | 0.00% | -$858.77K |
| VERISK ANALYTICS | 814,000 | 0 | -814,000 | 0.00% | -$820.16K |
| FNMA 15YR 5% 11/01/2040#MA5886 | 782,275 | 0 | -782,275 | 0.00% | -$792.50K |
| EXP-IMP BK KOREA | 719,000 | 0 | -719,000 | 0.00% | -$716.57K |
| FN BM2007 | 725,492 | 0 | -725,492 | 0.00% | -$699.20K |
| CAPITAL ONE FINL | 674,000 | 0 | -674,000 | 0.00% | -$671.25K |
| Uniform Mortgage-Backed Securities | 794,589 | 0 | -794,589 | 0.00% | -$648.15K |
| ASIAN DEV BANK | 611,000 | 0 | -611,000 | 0.00% | -$609.15K |
| DEUTSCHE BANK NY | 598,000 | 0 | -598,000 | 0.00% | -$597.97K |
| FR SB8058 | 594,805 | 0 | -594,805 | 0.00% | -$566.38K |
| JPMORGAN CHASE | 563,000 | 0 | -563,000 | 0.00% | -$562.46K |
| FR SB8062 | 585,883 | 0 | -585,883 | 0.00% | -$557.88K |
| MSBAM 2025-5C2 A3 5.072% 11/15/2030 | 540,000 | 0 | -540,000 | 0.00% | -$553.96K |
| BANK OF AMER CRP | 547,000 | 0 | -547,000 | 0.00% | -$547.39K |
| FN MA4095 | 584,072 | 0 | -584,072 | 0.00% | -$545.42K |
| BANK OF AMER CRP | 532,000 | 0 | -532,000 | 0.00% | -$529.51K |
| WSFIN 4.9 05/01/30 144A | 514,000 | 0 | -514,000 | 0.00% | -$526.03K |
| SYMPHONY CLO XXVI LTD / SYMPHONY CLO XXVI LLC AR TSFR3M+134.161 04/20/2033 144A | 518,856 | 0 | -518,856 | 0.00% | -$518.94K |
| AFFRM 2024-A 1A 144A 5.61% 02-15-29 | 500,000 | 0 | -500,000 | 0.00% | -$500.78K |
| FHMS K072 A2 | 500,000 | 0 | -500,000 | 0.00% | -$496.36K |
| Federal National Mortgage Association, Inc. | 571,532 | 0 | -571,532 | 0.00% | -$487.67K |
| CITIGROUP INC SR UNSECURED 01/27 VAR | 487,000 | 0 | -487,000 | 0.00% | -$485.89K |
| Freddie Mac Pool | 566,350 | 0 | -566,350 | 0.00% | -$484.31K |
| UMBS, 30 Year | 497,527 | 0 | -497,527 | 0.00% | -$478.72K |
| FNMA 30YR 6% 03/01/2054#CB8112 | 457,671 | 0 | -457,671 | 0.00% | -$471.84K |
| FNMA 30YR 4% 6/1/52#CB3785 | 478,245 | 0 | -478,245 | 0.00% | -$458.22K |
| CITIGROUP INC | 441,000 | 0 | -441,000 | 0.00% | -$441.30K |
| FNMA 30YR 4% 6/1/52#CB3766 | 460,426 | 0 | -460,426 | 0.00% | -$441.15K |
| FNMA 30YR 4% 09/01/2049#FM3102 | 451,840 | 0 | -451,840 | 0.00% | -$434.48K |
| FN BN5258 | 450,882 | 0 | -450,882 | 0.00% | -$433.70K |
| FHLM 30YR 5% 08/01/2053#RA9615 | 424,351 | 0 | -424,351 | 0.00% | -$427.16K |
| FN MA4053 | 445,618 | 0 | -445,618 | 0.00% | -$424.46K |
| FNMA 15YR 2.5% 08/01/2035#CA6563 | 444,003 | 0 | -444,003 | 0.00% | -$422.78K |
| FR SB8079 | 442,532 | 0 | -442,532 | 0.00% | -$411.59K |
| Freddie Mac Pool | 419,210 | 0 | -419,210 | 0.00% | -$411.13K |
| Madison Park Funding XIX Ltd., Series 2015-19A, Class AR3 | 410,000 | 0 | -410,000 | 0.00% | -$410.29K |
| FN FA2096 | 399,019 | 0 | -399,019 | 0.00% | -$404.23K |
| PACIFIC GAS&ELEC | 400,355 | 0 | -400,355 | 0.00% | -$400.36K |
| FHMS K054 A2 | 398,549 | 0 | -398,549 | 0.00% | -$397.51K |
| AERCAP IRELAND | 393,000 | 0 | -393,000 | 0.00% | -$393.04K |
| FNMA 15YR 3% 01/01/2035#CA5039 | 403,219 | 0 | -403,219 | 0.00% | -$392.62K |
| BX TRUST | 391,657 | 0 | -391,657 | 0.00% | -$392.02K |
| FN MA3638 | 379,689 | 0 | -379,689 | 0.00% | -$365.22K |
| JBS USA/FOOD/FIN | 381,000 | 0 | -381,000 | 0.00% | -$356.53K |
| JPMORGAN CHASE | 335,000 | 0 | -335,000 | 0.00% | -$338.45K |
| JPMORGAN CHASE | 334,000 | 0 | -334,000 | 0.00% | -$333.94K |
| DEUTSCHE BANK AG SR NON PREF 4.1% 01-13-26 | 330,000 | 0 | -330,000 | 0.00% | -$330.00K |
| SREIT TRUST 2021 MFP | 301,798 | 0 | -301,798 | 0.00% | -$301.61K |
| G2 MA7534 | 347,646 | 0 | -347,646 | 0.00% | -$299.98K |
| SBA TOWER TRUST | 300,000 | 0 | -300,000 | 0.00% | -$299.67K |
| AT&T INC | 400,000 | 0 | -400,000 | 0.00% | -$281.08K |
| Uniform Mortgage-Backed Securities | 290,434 | 0 | -290,434 | 0.00% | -$280.27K |
| FR SD8006 | 287,903 | 0 | -287,903 | 0.00% | -$276.84K |
| FNMA 15YR 2% 10/01/2035#FM4685 | 283,348 | 0 | -283,348 | 0.00% | -$263.54K |
| SPGN 2022 TFLM MORTGAGE TRUST | 263,000 | 0 | -263,000 | 0.00% | -$262.91K |
| VENTAS REALTY LP | 235,000 | 0 | -235,000 | 0.00% | -$234.97K |
| FNMA 15YR 2% 07/01/2035#FM3159 | 237,158 | 0 | -237,158 | 0.00% | -$221.47K |
| FR SB8092 | 233,267 | 0 | -233,267 | 0.00% | -$211.47K |
| CORPORATE OFFICE | 209,000 | 0 | -209,000 | 0.00% | -$208.08K |
| SREIT Trust, Series 2021-MFP, Class D | 198,355 | 0 | -198,355 | 0.00% | -$198.23K |
| FNMA 30YR 4.5% 12/01/2048#BM5106 | 179,602 | 0 | -179,602 | 0.00% | -$179.06K |
| FN MA3495 | 185,995 | 0 | -185,995 | 0.00% | -$178.96K |
| BX TRUST | 173,274 | 0 | -173,274 | 0.00% | -$173.60K |
| FN BK4769 | 147,967 | 0 | -147,967 | 0.00% | -$150.80K |
| FNMA 15YR 2% 08/01/2035#BP6586 | 156,033 | 0 | -156,033 | 0.00% | -$145.71K |
| FN MA4074 | 149,112 | 0 | -149,112 | 0.00% | -$139.25K |
| SPGN 2022-TFLM MORTGAGE TRUST SER 2022-TFLM CL C V/R REGD 144A P/P 6.33019000 | 137,000 | 0 | -137,000 | 0.00% | -$137.23K |
| ALEXANDRIA REAL | 193,000 | 0 | -193,000 | 0.00% | -$117.93K |
| FNMA 30YR 4% 03/01/2050#FM3663 | 120,380 | 0 | -120,380 | 0.00% | -$115.68K |
| FNMA 30YR 4% 02/01/2050#FS3237 | 113,667 | 0 | -113,667 | 0.00% | -$109.72K |
| FNMA 15YR 1.5% 02/01/2036#FM6507 | 111,949 | 0 | -111,949 | 0.00% | -$101.49K |
| G2 MA8041 | 119,274 | 0 | -119,274 | 0.00% | -$98.84K |
| FNMA 30YR 4% 06/01/2048#BJ9252 | 96,487 | 0 | -96,487 | 0.00% | -$92.99K |
| FHLG 30YR 5.5% 10/01/2054#RJ2667 | 90,864 | 0 | -90,864 | 0.00% | -$92.50K |
| UMBS, 30 Year | 95,997 | 0 | -95,997 | 0.00% | -$92.34K |
| UMBS, 30 Year | 90,752 | 0 | -90,752 | 0.00% | -$92.07K |
| FN MA3687 | 82,270 | 0 | -82,270 | 0.00% | -$79.11K |
| FNMA 30YR 5% 02/01/2049#FM1922 | 77,420 | 0 | -77,420 | 0.00% | -$78.90K |
| FHLG 30YR 5.5% 09/01/2055#QZ3311 | 76,118 | 0 | -76,118 | 0.00% | -$77.20K |
| LEXINGTON REALTY | 83,000 | 0 | -83,000 | 0.00% | -$72.56K |
| FHLG 30YR 4% 03/01/2049#ZT2206 | 72,758 | 0 | -72,758 | 0.00% | -$69.98K |
| ONTARIO PROVINCE | 70,000 | 0 | -70,000 | 0.00% | -$69.88K |
| FNMA 30YR 5.5% 12/01/2054#DC6797 | 68,157 | 0 | -68,157 | 0.00% | -$69.13K |
| FNMA 30YR 4% 03/01/2050#QA8154 | 68,569 | 0 | -68,569 | 0.00% | -$65.81K |
| FNMA 15YR 2.5% 11/01/2035#BQ6299 | 61,882 | 0 | -61,882 | 0.00% | -$58.92K |
| FN BK0920 | 60,823 | 0 | -60,823 | 0.00% | -$58.52K |
| FN CA4574 | 59,889 | 0 | -59,889 | 0.00% | -$57.59K |
| FR SD8064 | 59,787 | 0 | -59,787 | 0.00% | -$57.38K |
| FNMA 30YR 4% 02/01/2049#CA3129 | 58,907 | 0 | -58,907 | 0.00% | -$56.66K |
| FNMA POOL BD7165 FN 04/47 FIXED 4 | 57,142 | 0 | -57,142 | 0.00% | -$55.16K |
| FNMA 15YR 2.5% 08/01/2035#CA6848 | 57,165 | 0 | -57,165 | 0.00% | -$54.43K |
| FN MA3693 | 56,530 | 0 | -56,530 | 0.00% | -$54.36K |
| FNMA 30YR 4% 01/01/2052#FM9939 | 53,467 | 0 | -53,467 | 0.00% | -$51.13K |
| FNMA 30YR 4% 05/01/2050#FM4459 | 53,098 | 0 | -53,098 | 0.00% | -$51.07K |
| FNMA 15YR 3% 12/34#FM0045 | 51,158 | 0 | -51,158 | 0.00% | -$49.85K |
| FR SB8053 | 51,335 | 0 | -51,335 | 0.00% | -$48.88K |
| FNMA 30YR 4% 04/01/2049#CA3334 | 44,991 | 0 | -44,991 | 0.00% | -$43.28K |
| FNMA 30YR 4% 08/01/2050#FM7461 | 44,925 | 0 | -44,925 | 0.00% | -$43.14K |
| FNMA 15YR 2% 08/01/2035#FM3313 | 45,939 | 0 | -45,939 | 0.00% | -$42.90K |
| FNMA POOL BE8036 FN 04/47 FIXED 4 | 44,436 | 0 | -44,436 | 0.00% | -$42.90K |
| FN MA3538 | 40,299 | 0 | -40,299 | 0.00% | -$41.02K |
| FN MA3415 | 41,336 | 0 | -41,336 | 0.00% | -$39.77K |
| FHLG 30YR 5% 12/01/2048#ZT1547 | 35,714 | 0 | -35,714 | 0.00% | -$36.35K |
| AASET 2019 2 TRUST | 36,285 | 0 | -36,285 | 0.00% | -$36.25K |
| FR SD8012 | 37,673 | 0 | -37,673 | 0.00% | -$36.23K |
| FN MA4056 | 37,559 | 0 | -37,559 | 0.00% | -$36.03K |
| FNMA 30YR 4% 06/01/2048#BK0252 | 36,069 | 0 | -36,069 | 0.00% | -$34.71K |
| FNMA 30YR 5% 08/01/2049#FM1294 | 34,051 | 0 | -34,051 | 0.00% | -$34.66K |
| FN MA3776 | 33,580 | 0 | -33,580 | 0.00% | -$32.29K |
| FN MA4013 | 33,844 | 0 | -33,844 | 0.00% | -$32.24K |
| Freddie Mac Pool | 34,242 | 0 | -34,242 | 0.00% | -$31.98K |
| FN MA3804 | 32,877 | 0 | -32,877 | 0.00% | -$31.59K |
| FN AS9314 | 32,589 | 0 | -32,589 | 0.00% | -$31.49K |
| FNMA 30YR 5% 12/01/2048#BN0341 | 30,511 | 0 | -30,511 | 0.00% | -$31.06K |
| UMBS, 30 Year | 29,462 | 0 | -29,462 | 0.00% | -$28.34K |
| FHLG 30YR 5% 08/01/2048#ZS4794 | 27,629 | 0 | -27,629 | 0.00% | -$28.16K |
| FN MA3746 | 28,133 | 0 | -28,133 | 0.00% | -$27.05K |
| FNMA 30YR 5% 05/01/2048#CA1720 | 26,105 | 0 | -26,105 | 0.00% | -$26.34K |
| FN BK0916 | 25,834 | 0 | -25,834 | 0.00% | -$26.33K |
| FNMA POOL AS9671 FN 05/47 FIXED 4 | 26,209 | 0 | -26,209 | 0.00% | -$25.28K |
| FNMA 30YR 4% 12/01/2049#FM8409 | 25,789 | 0 | -25,789 | 0.00% | -$24.85K |
| FN FM3755 | 26,562 | 0 | -26,562 | 0.00% | -$24.80K |
| FNMA 30YR 5% 06/01/2048#CA1922 | 24,494 | 0 | -24,494 | 0.00% | -$24.50K |
| FR ZT1594 | 25,419 | 0 | -25,419 | 0.00% | -$24.45K |
| FNMA 30YR 4% 01/01/2049#BN2006 | 24,317 | 0 | -24,317 | 0.00% | -$23.39K |
| FHLG 30YR 4% 01/01/2052#SD8203 | 23,358 | 0 | -23,358 | 0.00% | -$22.33K |
| FNMA 15YR 2.5% 06/01/2035#BQ3260 | 23,181 | 0 | -23,181 | 0.00% | -$22.08K |
| FN BN5342 | 22,834 | 0 | -22,834 | 0.00% | -$21.96K |
| UMBS | 21,552 | 0 | -21,552 | 0.00% | -$20.73K |
| FNMA 30YR 4% 08/01/2051#FS1501 | 20,908 | 0 | -20,908 | 0.00% | -$20.04K |
| FHLG 15YR 1.5% 05/01/2036#BR1069 | 21,730 | 0 | -21,730 | 0.00% | -$19.69K |
| Castlelake Aircraft Structured Trust 2021-1 | 19,538 | 0 | -19,538 | 0.00% | -$19.37K |
| Freddie Mac Pool | 19,920 | 0 | -19,920 | 0.00% | -$19.16K |
| FN MA3443 | 19,643 | 0 | -19,643 | 0.00% | -$18.90K |
| FN MA2960 | 19,336 | 0 | -19,336 | 0.00% | -$18.67K |
| FNMA 15YR 2.5% 05/01/2035#CA5656 | 19,251 | 0 | -19,251 | 0.00% | -$18.34K |
| Uniform Mortgage-Backed Securities | 19,088 | 0 | -19,088 | 0.00% | -$18.33K |
| FNMA 15YR 2.5% 02/35#BO9279 | 18,841 | 0 | -18,841 | 0.00% | -$17.98K |
| FNMA 30YR 5% 08/01/2048#CA2219 | 17,561 | 0 | -17,561 | 0.00% | -$17.90K |
| FN MA3563 | 18,241 | 0 | -18,241 | 0.00% | -$17.55K |
| FR SB8035 | 17,934 | 0 | -17,934 | 0.00% | -$17.09K |
| FNMA 30YR 4% 05/01/2050#BO8460 | 17,661 | 0 | -17,661 | 0.00% | -$16.94K |
| FNMA 15YR 2% 10/01/2035#FM4601 | 17,670 | 0 | -17,670 | 0.00% | -$16.43K |
| Freddie Mac Pool | 17,227 | 0 | -17,227 | 0.00% | -$16.41K |
| FN MA3472 | 15,468 | 0 | -15,468 | 0.00% | -$15.76K |
| FN FM8302 | 16,247 | 0 | -16,247 | 0.00% | -$15.62K |
| FNMA 30YR 4% 11/01/2049#MA3836 | 15,938 | 0 | -15,938 | 0.00% | -$15.32K |
| FN MA4354 | 19,729 | 0 | -19,729 | 0.00% | -$15.29K |
| FNMA 15YR 2.5% 07/01/2035#FM3748 | 15,724 | 0 | -15,724 | 0.00% | -$14.97K |
| FNMA 30YR 5% 09/01/2049#FM6263 | 14,678 | 0 | -14,678 | 0.00% | -$14.96K |
| FHLG 15YR 2% 01/01/2036#RC1688 | 15,966 | 0 | -15,966 | 0.00% | -$14.85K |
| FNMA 30YR 4% 01/01/2050#FM2200 | 15,371 | 0 | -15,371 | 0.00% | -$14.76K |
| FN MA3357 | 15,130 | 0 | -15,130 | 0.00% | -$14.58K |
| FNMA 30YR 4% 08/01/2049#CA4030 | 15,108 | 0 | -15,108 | 0.00% | -$14.53K |
| FN MA3955 | 15,198 | 0 | -15,198 | 0.00% | -$14.48K |
| FHLG 30YR 5% 07/01/2048#ZM7224 | 14,018 | 0 | -14,018 | 0.00% | -$14.02K |
| FNMA 30YR 5% 09/01/2048#BM4644 | 13,595 | 0 | -13,595 | 0.00% | -$13.85K |
| Freddie Mac Pool | 13,106 | 0 | -13,106 | 0.00% | -$13.34K |
| FNMA 15YR 2.5% 07/01/2035#FM3749 | 13,937 | 0 | -13,937 | 0.00% | -$13.27K |
| Freddie Mac Pool | 13,668 | 0 | -13,668 | 0.00% | -$13.07K |
| Freddie Mac Pool | 12,795 | 0 | -12,795 | 0.00% | -$13.04K |
| FNMA POOL FM4126 FN 07/49 FIXED VAR | 12,802 | 0 | -12,802 | 0.00% | -$12.31K |
| FR ZS4785 | 12,443 | 0 | -12,443 | 0.00% | -$11.97K |
| FNMA 30YR 4% 02/01/2051#FM7003 | 12,063 | 0 | -12,063 | 0.00% | -$11.57K |
| FN AS9600 | 11,790 | 0 | -11,790 | 0.00% | -$11.39K |
| FREDDIE MAC POOL 4.00% | 11,820 | 0 | -11,820 | 0.00% | -$11.37K |
| FNMA 15YR 2% 10/01/2035#FM4517 | 11,671 | 0 | -11,671 | 0.00% | -$10.86K |
| FN BK5254 | 11,073 | 0 | -11,073 | 0.00% | -$10.67K |
| UMBS, 30 Year | 10,918 | 0 | -10,918 | 0.00% | -$10.50K |
| Freddie Mac Pool | 10,369 | 0 | -10,369 | 0.00% | -$9.97K |
| FHLG 30YR 4% 07/01/2048#ZT2222 | 10,302 | 0 | -10,302 | 0.00% | -$9.91K |
| FN MA4155 | 10,503 | 0 | -10,503 | 0.00% | -$9.77K |
| FNMA 30YR 4% 05/01/2049#FM5826 | 10,091 | 0 | -10,091 | 0.00% | -$9.71K |
| FNMA 30YR 5% 12/01/2048#CA2858 | 9,375 | 0 | -9,375 | 0.00% | -$9.54K |
| FHLG 30YR 4% 04/01/2050#SD0290 | 9,834 | 0 | -9,834 | 0.00% | -$9.44K |
| FNMA 30YR 5% 05/01/2048#CA1795 | 9,240 | 0 | -9,240 | 0.00% | -$9.42K |
| FNMA 30YR 4% 02/01/2050#CA5173 | 9,715 | 0 | -9,715 | 0.00% | -$9.33K |
| FN MA3527 | 9,034 | 0 | -9,034 | 0.00% | -$9.21K |
| FR ZT1712 | 8,604 | 0 | -8,604 | 0.00% | -$8.76K |
| FNMA POOL MA3993 FN 04/50 FIXED 4 | 9,021 | 0 | -9,021 | 0.00% | -$8.66K |
| FNMA 30YR 5% 01/01/2049#BN3950 | 7,321 | 0 | -7,321 | 0.00% | -$7.45K |
| UMBS, 30 Year | 7,727 | 0 | -7,727 | 0.00% | -$7.43K |
| UMBS | 7,510 | 0 | -7,510 | 0.00% | -$7.21K |
| FN MA3938 | 6,881 | 0 | -6,881 | 0.00% | -$6.61K |
| FHLG 30YR 4% 07/01/2049#RA1101 | 6,660 | 0 | -6,660 | 0.00% | -$6.40K |
| FNMA 30YR 4% 06/01/2049#CA3641 | 6,497 | 0 | -6,497 | 0.00% | -$6.25K |
| FNMA 30YR 4% 07/01/2049#BO0983 | 6,469 | 0 | -6,469 | 0.00% | -$6.22K |
| FNMA 15YR 2% 04/01/2035#FM2627 | 6,428 | 0 | -6,428 | 0.00% | -$6.02K |
| FHLG 30YR 4% 03/01/2049#ZA6538 | 6,065 | 0 | -6,065 | 0.00% | -$5.83K |
| FNMA 30YR 5% 12/01/2048#BN2806 | 5,544 | 0 | -5,544 | 0.00% | -$5.64K |
| Upgrade Receivables Trust, Series 2024-1A, Class A | 5,626 | 0 | -5,626 | 0.00% | -$5.63K |
| FNMA 30YR 4% 03/01/2050#MA3962 | 5,734 | 0 | -5,734 | 0.00% | -$5.51K |
| FR ZT2087 | 5,608 | 0 | -5,608 | 0.00% | -$5.39K |
| FNMA 30YR 4% 05/01/2049#BN6067 | 5,538 | 0 | -5,538 | 0.00% | -$5.31K |
| FN MA3448 | 5,162 | 0 | -5,162 | 0.00% | -$5.26K |
| FNMA UMBS, 30 Year | 5,243 | 0 | -5,243 | 0.00% | -$5.04K |
| FNMA 30YR 5% 12/01/2048#BN2815 | 4,911 | 0 | -4,911 | 0.00% | -$4.91K |
| FR ZT1952 | 5,059 | 0 | -5,059 | 0.00% | -$4.87K |
| UMBS | 4,868 | 0 | -4,868 | 0.00% | -$4.68K |
| FNMA 30YR 4% 02/01/2049#CA3084 | 4,677 | 0 | -4,677 | 0.00% | -$4.50K |
| FN MA3615 | 4,201 | 0 | -4,201 | 0.00% | -$4.04K |
| FHLG 30YR 4% 05/01/2049#ZN6179 | 3,665 | 0 | -3,665 | 0.00% | -$3.52K |
| FREDDIE MAC POOL | 3,423 | 0 | -3,423 | 0.00% | -$3.49K |
| FNMA 30YR 5% 07/01/2048#BK7797 | 3,379 | 0 | -3,379 | 0.00% | -$3.44K |
| FHLG 30YR 5% 01/01/2049#ZT2159 | 3,329 | 0 | -3,329 | 0.00% | -$3.39K |
| UMBS, 30 Year | 3,511 | 0 | -3,511 | 0.00% | -$3.38K |
| FR ZA6548 | 3,198 | 0 | -3,198 | 0.00% | -$3.08K |
| FNMA 30YR 5% 09/01/2048#BN0628 | 2,933 | 0 | -2,933 | 0.00% | -$2.99K |
| FN CA3503 | 2,492 | 0 | -2,492 | 0.00% | -$2.40K |
| FNMA 30YR 4% 01/01/2049#BN4472 | 2,456 | 0 | -2,456 | 0.00% | -$2.36K |
| FN MA3386 | 2,103 | 0 | -2,103 | 0.00% | -$2.14K |
| FNMA 30YR 3.5% 01/01/2042#AK0981 | 1,466 | 0 | -1,466 | 0.00% | -$1.40K |
| FNMA 7.50% 7/28 #506236 | 324 | 0 | -324 | 0.00% | -$329 |
| FNMA 15YR 3% 01/01/2030#AY0857 | 201 | 0 | -201 | 0.00% | -$200 |
| FNMA 7.00% 4/26 #343081 | 21 | 0 | -21 | 0.00% | -$21 |
| FN 250551 | 11 | 0 | -11 | 0.00% | -$11 |
| FNMA 7.00% 5/26 #303913 | 6 | 0 | -6 | 0.00% | -$6 |
| GNMA 7.50% 2/27 #444741 | 5 | 0 | -5 | 0.00% | -$5 |
| FNMA 7.00% 4/26 #343282 | 5 | 0 | -5 | 0.00% | -$5 |
| FNMA 7.00% 4/26 #303856 | 5 | 0 | -5 | 0.00% | -$5 |
| FNMA 7.00% 5/26 #303884 | 2 | 0 | -2 | 0.00% | -$2 |
| FNMA 7.00% 9/26 #313264 | 2 | 0 | -2 | 0.00% | -$2 |
| FHLG 30YR 8.5% 05/01/2027# | 1 | 0 | -1 | 0.00% | -$1 |
| FNMA 7.50% 2/26 #336195 | 1 | 0 | -1 | 0.00% | -$1 |
| G2SF 6 1/25 | 0 | 0 | 0 | 0.00% | $0 |
| FNCL 5.5 1/26 | 0 | 0 | 0 | 0.00% | $0 |
| G2SF 5 1/26 | 0 | 0 | 0 | 0.00% | $0 |
| FNCL 3 1/26 | 0 | 0 | 0 | 0.00% | $0 |
| FNCL 5 1/26 | 0 | 0 | 0 | 0.00% | $0 |
| FNCL 4.5 1/26 | -50,000 | 0 | 50,000 | 0.00% | $48.80K |
| Uniform Mortgage-Backed Security, TBA | -2,000,000 | 0 | 2,000,000 | 0.00% | $1.99M |
| Security | Shares Dec 2025 | Shares Mar 2026 | Δ shares | End % | Δ value |
|---|---|---|---|---|---|
| Fidelity Cash Central Fund | 74,581,212 | 87,406,256 | 12,825,044 | 2.33% | $12.83M |
| US TREASURY N/B | 46,600,000 | 47,230,000 | 630,000 | 1.23% | $213.49K |
| Fidelity Specialized High Income Central Fund | 202,340 | 205,444 | 3,104 | 0.49% | $4.10K |
| BX Trust, Series 2025-ROIC, Class A | 6,604,242 | 6,763,789 | 159,546 | 0.18% | $133.98K |
| TCO Commercial Mortgage Trust, Series 2024-DPM, Class A | 2,790,000 | 3,113,000 | 323,000 | 0.08% | $318.14K |
| CHARTER COMM OPT | 143,000 | 3,682,000 | 3,539,000 | 0.08% | $2.95M |
| ATHENE GLOBAL FU | 2,226,000 | 2,898,000 | 672,000 | 0.08% | $638.04K |
| MSCI INC | 1,987,000 | 2,630,000 | 643,000 | 0.07% | $576.12K |
| BX Trust, Series 2025-DIME, Class A | 2,237,000 | 2,437,000 | 200,000 | 0.06% | $192.95K |
| FR SD8090 | 1,515,380 | 1,607,545 | 92,165 | 0.03% | $71.16K |
| CHARTER COMM OPT | 1,149,000 | 1,240,000 | 91,000 | 0.03% | $78.84K |
| SWP: IFS 3.185000 15-NOV-2027 UKR | -140,515,000 | -128,748,000 | 11,767,000 | 0.01% | $651.18K |
| OMEGA HEALTHCARE | 416,000 | 516,000 | 100,000 | 0.01% | $88.52K |
| FN MA4158 | 189,260 | 307,714 | 118,455 | 0.01% | $95.95K |
| VOYG 5/07/2026 JPM 0bps + OBFR ETRS | 2,000,000 | 5,000,000 | 3,000,000 | 0.00% | $63.67K |
| GSCOFI SWAP CZ030008 12/17/57 B | 2,200,000 | 3,890,000 | 1,690,000 | 0.00% | $9.21K |
| WHEAT MAY 26 | 30,000 | 1,330,000 | 1,300,000 | 0.00% | $15.53K |
| SBLOFI SWAP CZ030008 12/17/57 B | 3,250,000 | 8,026,574 | 4,776,574 | 0.00% | -$91.42K |
| WHEAT SEP 26 | 311 | 430 | 119 | -0.01% | -$292.06K |
| Security | Shares Dec 2025 | Shares Mar 2026 | Δ shares | End % | Δ value |
|---|---|---|---|---|---|
| US TREASURY N/B | 27,245,000 | 25,825,000 | -1,420,000 | 0.69% | -$1.77M |
| US TREASURY N/B | 11,110,000 | 10,790,000 | -320,000 | 0.28% | -$446.34K |
| Aaset LLC, Series 2022-1A, Class A | 7,381,911 | 7,166,071 | -215,840 | 0.19% | -$254.15K |
| GGAMMT 2025-1A A 144A 5.923% 09-30-60 | 5,360,000 | 4,862,771 | -497,229 | 0.13% | -$549.33K |
| FNMA 30YR 4% 09/01/2053#FS9322 | 4,855,724 | 4,715,693 | -140,030 | 0.12% | -$178.14K |
| BX Commercial Mortgage Trust, Series 2024-XL5, Class A | 4,743,400 | 4,308,342 | -435,059 | 0.11% | -$433.04K |
| PLNT 2019-1A A2 | 4,332,460 | 4,320,938 | -11,522 | 0.11% | -$35.97K |
| Subway Funding LLC, Series 2024-1A, Class A2I | 3,992,670 | 3,982,588 | -10,082 | 0.11% | -$39.56K |
| G2 MB0024 | 4,084,824 | 4,001,349 | -83,476 | 0.10% | -$118.41K |
| Freddie Mac Multifamily Structured Pass Through Certificates | 3,700,000 | 3,698,942 | -1,058 | 0.10% | -$6.19K |
| FNMA 30YR 6% 05/01/2055#CC0404 | 3,353,062 | 3,267,799 | -85,263 | 0.09% | -$113.80K |
| NAVTR 2025-1 A | 3,474,939 | 3,421,765 | -53,174 | 0.09% | -$90.73K |
| BX Trust, Series 2024-CNYN, Class A | 3,240,401 | 3,203,337 | -37,064 | 0.09% | -$38.99K |
| Government National Mortgage Association | 3,786,882 | 3,712,465 | -74,418 | 0.08% | -$60.60K |
| Gilead Aviation LLC, Series 2025-1A, Class A | 3,162,556 | 3,120,452 | -42,104 | 0.08% | -$68.66K |
| FN FM7484 | 3,705,871 | 3,630,671 | -75,200 | 0.08% | -$77.81K |
| FR SD8106 | 3,869,616 | 3,813,060 | -56,557 | 0.08% | -$55.93K |
| Subway Funding LLC, Series 2024-3A, Class A2I | 2,995,740 | 2,988,175 | -7,565 | 0.08% | -$36.96K |
| Subway Funding LLC, Series 2024-3A, Class A23 | 2,872,980 | 2,865,725 | -7,255 | 0.07% | -$74.01K |
| FREDDIE MAC REMICS FHR 5207 PA | 2,990,339 | 2,886,087 | -104,253 | 0.07% | -$121.76K |
| BX TRUST BX 2024 MDHS A 144A | 2,853,812 | 2,588,020 | -265,792 | 0.07% | -$270.20K |
| Freddie Mac REMICS | 2,772,596 | 2,553,358 | -219,238 | 0.07% | -$215.90K |
| FHMS K063 A2 | 2,600,000 | 2,575,648 | -24,352 | 0.07% | -$26.18K |
| FHMS K074 A2 | 2,597,308 | 2,582,497 | -14,811 | 0.07% | -$26.93K |
| FNMA 30YR 2.5% 04/01/2052#FA2214 | 3,000,121 | 2,943,787 | -56,333 | 0.07% | -$59.64K |
| CHARTER COMM OPT | 8,242,000 | 3,382,000 | -4,860,000 | 0.07% | -$3.69M |
| BX TRUST | 2,846,284 | 2,451,095 | -395,189 | 0.07% | -$394.15K |
| FHLG 30YR 6.5% 09/01/2054#SD6617 | 2,382,300 | 2,290,653 | -91,647 | 0.06% | -$108.19K |
| Subway Funding LLC, Series 2024-1A, Class A2I | 2,374,020 | 2,368,025 | -5,995 | 0.06% | -$36.12K |
| G2 MA8266 | 2,644,706 | 2,588,467 | -56,239 | 0.06% | -$47.22K |
| FR SD7526 | 2,797,550 | 2,741,826 | -55,723 | 0.06% | -$55.98K |
| FNMA 30YR 2.5% 12/01/2051#CB2320 | 2,811,427 | 2,758,677 | -52,750 | 0.06% | -$57.56K |
| JPMORGAN CHASE | 2,300,000 | 2,220,000 | -80,000 | 0.06% | -$133.03K |
| TOWD PT MTG TR 2022 3.75% 07/25/2062 144A | 2,433,391 | 2,361,114 | -72,277 | 0.06% | -$95.48K |
| FR SB8073 | 2,526,662 | 2,441,743 | -84,920 | 0.06% | -$83.70K |
| Freddie Mac Multifamily Structured Pass Through Certificates | 2,200,000 | 2,199,141 | -859 | 0.06% | -$4.00K |
| FNMA 20YR 2% 05/01/2042#FS4603 | 2,514,144 | 2,457,562 | -56,582 | 0.06% | -$57.25K |
| FNMA 30YR 2% 12/01/2051#CB2350 | 2,700,434 | 2,636,799 | -63,636 | 0.06% | -$64.79K |
| FR SB1215 | 2,341,348 | 2,080,070 | -261,278 | 0.06% | -$287.92K |
| FNMA 30YR 2.5% 05/01/2051#CB0506 | 2,467,426 | 2,433,909 | -33,516 | 0.06% | -$38.15K |
| Subway Funding LLC, Series 2024-1A, Class A23 | 2,081,970 | 2,076,712 | -5,258 | 0.06% | -$74.32K |
| Palmer Square Loan Funding Ltd., Series 2025-1A, Class A1 | 2,291,565 | 2,066,916 | -224,649 | 0.06% | -$222.23K |
| MFRA TRUST MFRA 2022 RPL1 A1 144A | 2,259,971 | 2,185,154 | -74,816 | 0.05% | -$90.75K |
| FNMA 30YR 3.5% 10/01/2050#FM5298 | 2,235,287 | 2,189,980 | -45,307 | 0.05% | -$64.15K |
| PSTAT 2025-2A A1 | 2,260,000 | 2,015,221 | -244,779 | 0.05% | -$246.58K |
| FN FS4922 | 2,279,749 | 2,236,207 | -43,542 | 0.05% | -$50.26K |
| JMIKE 2024-1A A2 | 1,980,038 | 1,975,050 | -4,988 | 0.05% | -$23.30K |
| FR SD7530 | 2,294,090 | 2,247,828 | -46,262 | 0.05% | -$49.86K |
| CFCRE COMMERCIAL MORTGAGE TRUST 2017-C8 SER 2017-C8 CL A3 REGD 3.30480000 | 1,958,314 | 1,894,860 | -63,454 | 0.05% | -$61.88K |
| FR SB8066 | 2,124,375 | 2,050,238 | -74,137 | 0.05% | -$75.59K |
| DNKN 2025-1A A2I | 1,885,000 | 1,880,288 | -4,712 | 0.05% | -$36.94K |
| Freddie Mac Pool | 1,811,561 | 1,768,011 | -43,550 | 0.05% | -$59.97K |
| FEDERAL NAT MTG ASN GTD REM PA 2% 10/25/2047 | 2,100,155 | 2,034,612 | -65,544 | 0.05% | -$67.43K |
| ALTDE Trust, Series 2025-1A, Class A | 1,853,540 | 1,814,335 | -39,204 | 0.05% | -$70.39K |
| WILLIS ENGINE STRUCTURED TRUST WESTF 2025 A A 144A | 1,817,236 | 1,800,530 | -16,706 | 0.05% | -$24.44K |
| FEDERAL NAT MTG ASN GTD REM PA 22-67 FA SOFR30A+80 10/25/2052 | 1,921,600 | 1,843,940 | -77,659 | 0.05% | -$91.36K |
| BX TRUST | 1,840,497 | 1,797,999 | -42,498 | 0.05% | -$42.50K |
| FHLG 30YR 5% 12/01/2052#RA8291 | 1,755,153 | 1,689,433 | -65,720 | 0.04% | -$89.43K |
| GOVERNMENT NATIONAL MORTGAGE CORPORATION | 1,984,157 | 1,942,393 | -41,764 | 0.04% | -$41.12K |
| BCSTAT 2025-1A AR | 2,245,000 | 1,663,268 | -581,732 | 0.04% | -$582.95K |
| FNMA 30YR 3% 05/01/2052#CB3579 | 1,906,346 | 1,870,076 | -36,270 | 0.04% | -$40.92K |
| Aaset Trust, Series 2024-1A, Class A1 | 1,656,890 | 1,631,042 | -25,848 | 0.04% | -$49.91K |
| FHLG 20YR 2.5% 11/01/2041#SC0210 | 1,830,547 | 1,784,529 | -46,018 | 0.04% | -$42.86K |
| US TREASURY N/B | 4,130,000 | 1,610,000 | -2,520,000 | 0.04% | -$2.53M |
| U.S. Treasury Inflation-Protected Indexed Bonds | 2,550,000 | 1,640,000 | -910,000 | 0.04% | -$925.94K |
| FR SD8193 | 1,954,851 | 1,925,565 | -29,286 | 0.04% | -$28.06K |
| FHLG 30YR 5% 12/01/2052#RA8292 | 1,569,458 | 1,557,913 | -11,545 | 0.04% | -$31.90K |
| WFLF 2024-2A A1 | 1,728,283 | 1,527,390 | -200,893 | 0.04% | -$207.18K |
| FEDERAL NAT MTG ASN GTD REM PA 22-56 FJ SOFR30A+80 09/25/2052 | 1,607,535 | 1,559,004 | -48,531 | 0.04% | -$63.88K |
| AASET 2024-1 US LTD / AASET 2024-1 INTL LTD 6.261% 05/16/2049 144A | 1,508,347 | 1,484,817 | -23,531 | 0.04% | -$44.89K |
| FHLG 30YR 5.5% 03/01/2053#SD7559 | 1,519,860 | 1,473,850 | -46,010 | 0.04% | -$64.47K |
| DNKN 2025-1A A2II | 1,525,000 | 1,521,188 | -3,812 | 0.04% | -$30.27K |
| FHLG 20YR 2% 07/01/2041#SC0162 | 1,760,105 | 1,710,818 | -49,288 | 0.04% | -$48.50K |
| Slam Ltd. | 1,500,597 | 1,477,552 | -23,045 | 0.04% | -$45.39K |
| FNMA UMBS, 30 Year | 1,500,659 | 1,400,561 | -100,098 | 0.04% | -$113.10K |
| FR SD8146 | 1,804,138 | 1,776,208 | -27,930 | 0.04% | -$27.86K |
| FR SD8134 | 1,799,395 | 1,772,064 | -27,331 | 0.04% | -$28.48K |
| Jersey Mike's Funding, Series 2025-1A, Class A2 | 1,411,462 | 1,407,925 | -3,538 | 0.04% | -$9.78K |
| Subway Funding LLC, Series 2024-3A, Class A2I | 1,416,690 | 1,413,112 | -3,578 | 0.04% | -$13.57K |
| FEDERAL NAT MTG ASN GTD REM PA SOFR30A+120 12/25/2054 | 1,521,315 | 1,384,605 | -136,711 | 0.04% | -$136.57K |
| APOLLO AVIATION SECURITIZATION EQUITY TRUST | 1,366,362 | 1,339,123 | -27,239 | 0.04% | -$45.39K |
| FNMA 30YR 2.5% 05/01/2051#CB0447 | 1,597,731 | 1,559,941 | -37,791 | 0.04% | -$38.27K |
| BX TRUST 2025-ROIC C TSFR1M+169 03/15/2030 144A | 1,362,685 | 1,335,189 | -27,496 | 0.04% | -$34.04K |
| FEDERAL NAT MTG ASN GTD REM PA 2.5% 04/25/2052 | 1,519,964 | 1,437,955 | -82,008 | 0.04% | -$80.12K |
| FNMA 30YR 6% 07/01/2054#CB8850 | 1,317,755 | 1,272,936 | -44,818 | 0.04% | -$53.95K |
| FNMA 30YR 6.5% 06/01/2054#FS8226 | 1,296,618 | 1,245,721 | -50,897 | 0.03% | -$58.14K |
| FHLG 30YR 5% 11/01/2052#SD1863 | 1,348,160 | 1,308,195 | -39,965 | 0.03% | -$58.21K |
| FHLG 30YR 3% 01/01/2047#G61826 | 1,470,617 | 1,440,928 | -29,689 | 0.03% | -$34.50K |
| WILLIS ENGINE STRUCTURED TRUST WESTF 2025 B A 144A | 1,300,000 | 1,285,210 | -14,790 | 0.03% | -$23.39K |
| UMBS | 1,290,074 | 1,215,554 | -74,520 | 0.03% | -$82.98K |
| FHLG 30YR 3.5% 03/01/2050#SD0506 | 1,390,044 | 1,361,532 | -28,512 | 0.03% | -$37.44K |
| FNMA 30YR 3.5% 07/01/2047#FM8492 | 1,373,378 | 1,339,893 | -33,486 | 0.03% | -$46.98K |
| FHLG 30YR 6.5% 01/01/2054#RJ0706 | 1,297,965 | 1,195,915 | -102,050 | 0.03% | -$111.54K |
| FNMA 30YR 2.5% 03/01/2052#FA2410 | 1,475,609 | 1,446,214 | -29,395 | 0.03% | -$31.32K |
| G2 MA6931 | 1,466,049 | 1,436,241 | -29,809 | 0.03% | -$28.56K |
| FNMA 30YR 6% 11/01/2053#FS6498 | 1,261,442 | 1,187,150 | -74,292 | 0.03% | -$86.30K |
| FANNIEMAE 30YR 2% 03/01/2052# | 1,489,589 | 1,470,473 | -19,116 | 0.03% | -$20.73K |
| FNMA 30YR 6% 11/01/2054#CB9502 | 1,184,558 | 1,150,296 | -34,262 | 0.03% | -$42.98K |
| Freddie Mac Multifamily Structured Pass Through Certificates | 1,196,870 | 1,195,608 | -1,262 | 0.03% | -$2.26K |
| G2 MA7767 | 1,410,564 | 1,382,718 | -27,846 | 0.03% | -$29.32K |
| G2 MA7988 | 1,342,896 | 1,313,800 | -29,096 | 0.03% | -$35.42K |
| FNMA 30YR 2.5% 11/01/2051#FM9517 | 1,382,347 | 1,360,551 | -21,796 | 0.03% | -$25.12K |
| FNMA 30YR 2.5% 04/01/2052#FA2409 | 1,374,002 | 1,347,420 | -26,581 | 0.03% | -$27.10K |
| FNMA 30YR 2.5% 07/01/2050#CA6399 | 1,365,777 | 1,341,121 | -24,656 | 0.03% | -$27.22K |
| FNMA 30YR 6% 02/01/2055#CB9989 | 1,169,819 | 1,107,777 | -62,042 | 0.03% | -$73.01K |
| FREDDIE MAC POOL UMBS P#SD7570 6.00000000 | 1,140,608 | 1,098,755 | -41,852 | 0.03% | -$51.68K |
| FNMA 30YR 3% 10/01/2051#FM9049 | 1,298,100 | 1,268,988 | -29,112 | 0.03% | -$32.82K |
| FR SD7569 | 1,138,179 | 1,091,649 | -46,530 | 0.03% | -$54.72K |
| BRAVO RESIDENTIAL FUNDING TRUST 2023-RPL1 SER 2023-RPL1 CL A1 V/R REGD 144A P/P 5.00000000 | 1,176,000 | 1,132,060 | -43,940 | 0.03% | -$57.27K |
| G2 MA6865 | 1,328,050 | 1,300,972 | -27,078 | 0.03% | -$25.94K |
| Fannie Mae Pool Pool # FA0543 | 1,324,001 | 1,296,804 | -27,197 | 0.03% | -$28.37K |
| FEDERAL HOME LN MTG MLT CTF GT 1.75% 02/25/2052 | 1,207,634 | 1,174,838 | -32,795 | 0.03% | -$33.72K |
| UMBS, 30 Year | 1,121,382 | 1,078,238 | -43,144 | 0.03% | -$51.64K |
| FNMA 30YR 2.5% 05/01/2051#CB0443 | 1,214,023 | 1,193,746 | -20,277 | 0.03% | -$22.02K |
| GNII II 5.5% 12/20/2054#787741 | 1,012,427 | 987,505 | -24,922 | 0.03% | -$31.80K |
| FNMA 20YR 2.5% 11/01/2041#FS1573 | 1,139,330 | 1,115,858 | -23,472 | 0.03% | -$21.98K |
| FNMA 30YR 3.5% 08/01/2050#FM7147 | 1,104,527 | 1,082,810 | -21,717 | 0.03% | -$33.56K |
| GOVERNMENT NATIONAL MORTGAGE CORPORATION | 1,189,385 | 1,166,755 | -22,629 | 0.03% | -$19.13K |
| Federal National Mortgage Association, Inc. | 1,244,650 | 1,221,520 | -23,130 | 0.03% | -$22.01K |
| FEDERAL NAT MTG ASN GTD REM PA 2021-96 AH 2.5% 03/25/2049 | 1,118,223 | 1,089,546 | -28,677 | 0.03% | -$27.87K |
| Uniform Mortgage-Backed Securities | 1,202,143 | 1,182,235 | -19,908 | 0.03% | -$19.28K |
| GNMA II 5.5% 03/20/2054#787292 | 979,210 | 944,425 | -34,785 | 0.03% | -$41.59K |
| FNMA 30YR 2.5% 04/01/2052#FA2411 | 1,128,930 | 1,105,989 | -22,941 | 0.03% | -$22.98K |
| FNMA 30YR 6% 09/01/2052#CB4643 | 954,332 | 923,013 | -31,319 | 0.03% | -$39.47K |
| FNMA 30YR 5.5% 05/01/2053#FS4631 | 959,437 | 930,794 | -28,643 | 0.03% | -$38.38K |
| SORT 2021-1A A1 | 1,180,767 | 1,172,151 | -8,616 | 0.03% | -$10.50K |
| FNMA 30YR 6% 06/01/2053#CB6538 | 954,325 | 910,750 | -43,574 | 0.03% | -$52.89K |
| BX Trust, Series 2025-ROIC, Class B | 967,228 | 947,711 | -19,516 | 0.03% | -$23.59K |
| FN MA3744 | 1,057,714 | 1,036,380 | -21,334 | 0.02% | -$27.55K |
| G2 MA7649 | 1,086,035 | 1,064,019 | -22,017 | 0.02% | -$23.07K |
| FNMA 30YR 3% 03/01/2052#CB3114 | 1,037,375 | 1,017,113 | -20,262 | 0.02% | -$22.60K |
| DNKN 2021-1A A2I | 916,800 | 914,412 | -2,388 | 0.02% | $821 |
| FEDERAL NAT MTG ASN GTD REM PA 3% 05/25/2044 | 975,752 | 928,260 | -47,492 | 0.02% | -$49.15K |
| TPMT 2020-1 A1 | 988,767 | 922,656 | -66,111 | 0.02% | -$64.59K |
| FHLG 30YR 5.5% 05/01/2053#SD2891 | 900,176 | 874,163 | -26,013 | 0.02% | -$35.41K |
| Apollo aviation securitization | 957,935 | 937,491 | -20,444 | 0.02% | -$22.92K |
| FNMA, Series 2023-54, Class FD | 943,952 | 873,114 | -70,838 | 0.02% | -$70.29K |
| FNMA 30YR 2.5% 10/01/2050#CA7229 | 1,048,056 | 1,027,050 | -21,006 | 0.02% | -$21.08K |
| FNMA 30YR 3% 12/01/2050#MA4211 | 1,023,488 | 994,935 | -28,552 | 0.02% | -$31.38K |
| MBALT 2024-B A3 | 1,000,000 | 879,125 | -120,875 | 0.02% | -$122.77K |
| FNMA 30YR 2.5% 11/01/2051#FM9505 | 1,055,335 | 1,032,933 | -22,402 | 0.02% | -$24.74K |
| MSC 2024-NSTB A | 932,201 | 888,799 | -43,402 | 0.02% | -$43.47K |
| Government National Mortgage Association | 900,912 | 880,259 | -20,653 | 0.02% | -$26.64K |
| FG G30703 | 940,061 | 891,818 | -48,243 | 0.02% | -$52.20K |
| FHLG 30YR 5.5% 12/01/2054#QX1072 | 862,395 | 859,758 | -2,638 | 0.02% | -$11.40K |
| FNMA 30YR 5% 10/01/2052#CB4893 | 895,894 | 873,136 | -22,758 | 0.02% | -$34.89K |
| FNMA UMBS, 30 Year | 1,143,771 | 1,125,173 | -18,598 | 0.02% | -$20.86K |
| FNMA 30YR 5% 10/01/2052#FS3047 | 884,484 | 869,991 | -14,494 | 0.02% | -$25.93K |
| FR SB8068 | 991,684 | 956,049 | -35,635 | 0.02% | -$36.22K |
| FR SD8128 | 1,077,771 | 1,061,265 | -16,506 | 0.02% | -$15.84K |
| CARMX 2024-2 A3 | 1,011,000 | 854,567 | -156,433 | 0.02% | -$161.92K |
| Government National Mortgage Association | 1,013,278 | 994,095 | -19,183 | 0.02% | -$15.91K |
| FNMA 30YR 6.5% 05/01/2053#FS4662 | 868,092 | 805,311 | -62,781 | 0.02% | -$68.88K |
| Hyundai Auto Lease Securitization Trust, Series 2025-B, Class A2A | 987,603 | 841,733 | -145,870 | 0.02% | -$147.85K |
| FN MA4077 | 1,037,296 | 1,021,778 | -15,518 | 0.02% | -$14.97K |
| Government National Mortgage Association | 986,119 | 966,700 | -19,419 | 0.02% | -$15.82K |
| Government National Mortgage Association | 990,585 | 963,215 | -27,370 | 0.02% | -$23.24K |
| CARMX 2025-2 A2A | 1,093,205 | 823,473 | -269,732 | 0.02% | -$271.34K |
| Ally Auto Receivables Trust, Series 2024-1, Class A3 | 1,035,787 | 820,500 | -215,286 | 0.02% | -$218.80K |
| FEDERAL HOME LN MTG MLT CTF GT SOFR30A+115 02/25/2055 | 970,370 | 817,194 | -153,175 | 0.02% | -$154.27K |
| GNII II 5.5% 01/20/2055#787767 | 845,771 | 804,790 | -40,981 | 0.02% | -$46.25K |
| FNMA 20YR 2.5% 02/01/2042#FS1810 | 928,371 | 909,021 | -19,350 | 0.02% | -$18.07K |
| FNMA 30YR 2.5% 03/01/2050#MA3964 | 963,986 | 950,368 | -13,619 | 0.02% | -$14.97K |
| FHLM 30YR 5.5% 08/01/2053#RA9619 | 809,106 | 787,627 | -21,478 | 0.02% | -$30.00K |
| VERDANT RECEIVABLES LLC VERD 2025 1A A2 144A | 945,466 | 798,729 | -146,737 | 0.02% | -$148.60K |
| CARMX 2023-4 A3 | 997,764 | 788,278 | -209,486 | 0.02% | -$214.51K |
| SoFi Consumer Loan Program Trust, Series 2025-3, Class A | 1,063,073 | 791,703 | -271,370 | 0.02% | -$274.41K |
| FNMA GTD MTG PASS THRU CTF SOFR30A+160 08/25/2054 | 889,727 | 778,425 | -111,302 | 0.02% | -$109.56K |
| Freddie Mac Pool | 863,715 | 841,098 | -22,617 | 0.02% | -$29.96K |
| FNMA GTD MTG PASS THRU CTF SOFR30A+120 02/25/2055 | 837,632 | 776,392 | -61,241 | 0.02% | -$60.65K |
| FEDERAL NAT MTG ASN GTD REM PA 2.25% 11/25/2047 | 885,310 | 864,653 | -20,657 | 0.02% | -$21.71K |
| FNMA 30YR 3% 04/01/2052#CB3239 | 885,213 | 863,128 | -22,085 | 0.02% | -$23.61K |
| Freddie Mac Pool | 1,015,996 | 999,951 | -16,045 | 0.02% | -$17.23K |
| FNMA 30YR 3.5% 03/01/2046#FM2316 | 836,252 | 815,816 | -20,436 | 0.02% | -$28.65K |
| MFF 2024-1A A 144A 5.82% 04-20-37 | 869,254 | 761,717 | -107,538 | 0.02% | -$109.74K |
| EFF 2023-3 A2 | 951,710 | 744,238 | -207,472 | 0.02% | -$212.49K |
| FN MA5586 | 794,361 | 745,141 | -49,220 | 0.02% | -$56.53K |
| Government National Mortgage Association (GNMA) | 857,139 | 835,880 | -21,259 | 0.02% | -$24.91K |
| FNMA 30YR 6.5% 07/01/2054#CB8875 | 808,606 | 718,048 | -90,558 | 0.02% | -$97.17K |
| PRPM 2024-RPL2, LLC | 796,898 | 763,909 | -32,990 | 0.02% | -$37.87K |
| SBNA Auto Lease Trust, Series 2024-C, Class A3 | 962,070 | 741,262 | -220,808 | 0.02% | -$222.27K |
| FHLG 30YR 2% 04/01/2052#SD6932 | 929,396 | 905,691 | -23,705 | 0.02% | -$22.01K |
| Federal Home Loan Mortgage Corporation | 789,700 | 736,117 | -53,583 | 0.02% | -$52.89K |
| FEDERAL NAT MTG ASN GTD REM PA 22-53 FG SOFR30A+80 08/25/2052 | 764,852 | 741,761 | -23,091 | 0.02% | -$28.67K |
| G2 MA3873 | 826,407 | 808,513 | -17,894 | 0.02% | -$21.90K |
| FHLG 30YR 2.5% 08/01/2050#SD0430 | 865,697 | 850,435 | -15,262 | 0.02% | -$14.76K |
| FNMA 30YR 5.5% 07/01/2054#FS8456 | 731,865 | 714,330 | -17,535 | 0.02% | -$24.94K |
| G2 MA4451 | 788,435 | 769,600 | -18,835 | 0.02% | -$11.91K |
| USAA AUTO OWNER TRUST USAOT 2024 A A3 144A | 884,676 | 711,673 | -173,002 | 0.02% | -$175.94K |
| SBNA Auto Lease Trust, Series 2024-B, Class A3 | 983,554 | 711,494 | -272,059 | 0.02% | -$275.09K |
| G2 MA6410 | 780,111 | 763,251 | -16,860 | 0.02% | -$9.76K |
| FNMA 30YR 6% 09/01/2054#CB9149 | 703,035 | 670,276 | -32,759 | 0.02% | -$39.96K |
| Federal National Mortgage Association, Inc. | 726,402 | 701,056 | -25,347 | 0.02% | -$32.28K |
| G2 MA7052 | 821,252 | 804,914 | -16,338 | 0.02% | -$16.81K |
| FNMA 30YR 3% 12/01/2051#FM9919 | 788,536 | 778,127 | -10,409 | 0.02% | -$13.40K |
| DNKN 2017-1A A2II 4.03% 11/20/2047 144A | 698,332 | 696,440 | -1,892 | 0.02% | -$4.29K |
| BRAVO RESIDENTIAL FUNDING TRUST 2022-RPL1 SER 2022-RPL1 CL A1 V/R REGD 144A P/P 2.75000000 | 774,538 | 748,357 | -26,181 | 0.02% | -$30.91K |
| FNMA 30YR 6.5% 08/01/2055#CC0888 | 664,712 | 646,919 | -17,794 | 0.02% | -$22.62K |
| FEDERAL NAT MTG ASN GTD REM PA 2.5% 06/25/2049 | 789,091 | 767,555 | -21,536 | 0.02% | -$20.97K |
| FNMA 30YR 3.5% 07/01/2047#FS1789 | 729,774 | 712,169 | -17,606 | 0.02% | -$24.74K |
| Blackbird Capital II Aircraft Lease Ltd., Series 2021-1A, Class A | 727,929 | 708,766 | -19,164 | 0.02% | -$19.39K |
| Federal Home Loan Mortgage Corporation | 701,948 | 667,805 | -34,143 | 0.02% | -$32.64K |
| G2 MA7419 | 763,981 | 748,561 | -15,420 | 0.02% | -$18.79K |
| FNMA 30YR 3% 10/01/2049#FM1675 | 761,088 | 748,450 | -12,638 | 0.02% | -$15.27K |
| FN MA4228 | 763,279 | 737,495 | -25,784 | 0.02% | -$25.40K |
| GNII II 3% 02/20/2046#MA3453 | 752,620 | 734,123 | -18,497 | 0.02% | -$21.16K |
| FEDERAL NAT MTG ASN GTD REM PA 2.5% 11/25/2047 | 748,237 | 726,540 | -21,697 | 0.02% | -$21.76K |
| SFS AUTO RECEIVABLES SECURITIZ SFAST 2024 2A A3 144A | 782,861 | 654,766 | -128,095 | 0.02% | -$130.69K |
| FNMA 30YR 6% 03/01/2055#CC0116 | 654,523 | 629,773 | -24,751 | 0.02% | -$30.45K |
| Verus Securitization Trust, Series 2025-4, Class A1 | 700,851 | 646,447 | -54,404 | 0.02% | -$59.11K |
| G2 MA8799 | 676,559 | 660,285 | -16,274 | 0.02% | -$21.84K |
| Federal Home Loan Mortgage Corporation | 725,964 | 701,262 | -24,702 | 0.02% | -$24.91K |
| FHLG 20YR 2.5% 05/01/2041#SC0237 | 731,643 | 704,945 | -26,698 | 0.02% | -$23.15K |
| BMO 2023-C6 MTG TR VAR 09/15/2056 | 13,255,666 | 13,244,181 | -11,485 | 0.02% | -$20.97K |
| Government National Mortgage Association | 698,995 | 679,707 | -19,288 | 0.02% | -$12.24K |
| PRET Trust, Series 2025-RPL3, Class A1 | 662,911 | 645,892 | -17,019 | 0.02% | -$22.88K |
| FNMA 30YR 2% 03/01/2052#FA0995 | 778,903 | 765,798 | -13,105 | 0.02% | -$14.17K |
| FN MA4237 | 780,808 | 768,613 | -12,196 | 0.02% | -$11.20K |
| FEDERAL NAT MTG ASN GTD REM PA 2% 02/25/2048 | 718,682 | 692,869 | -25,813 | 0.02% | -$24.43K |
| OWN Equipment Fund I LLC, Series 2024-2M, Class A | 667,223 | 618,970 | -48,253 | 0.02% | -$54.21K |
| FHLG 30YR 3% 12/01/2042#C04320 | 694,046 | 674,254 | -19,792 | 0.02% | -$22.14K |
| Chase Auto Owner Trust, Series 2024-1A, Class A3 | 747,207 | 613,076 | -134,130 | 0.02% | -$136.34K |
| BofA Auto Trust, Series 2025-1A, Class A2A | 1,053,669 | 614,114 | -439,555 | 0.02% | -$440.79K |
| FNMA 30YR 1.5% 11/01/2050#CA7695 | 805,480 | 793,806 | -11,675 | 0.02% | -$13.59K |
| FNMA GTD MTG PASS THRU CTF SOFR30A+120 06/25/2054 | 706,508 | 609,974 | -96,534 | 0.02% | -$97.35K |
| PRPM LLC, Series 2024-RCF3, Class A1 | 648,743 | 616,400 | -32,343 | 0.02% | -$34.23K |
| VERUS SECURITIZATION TRUST VERUS 2025 6 A1 144A | 660,787 | 605,975 | -54,813 | 0.02% | -$59.05K |
| SoFi Consumer Loan Program Trust, Series 2025-2, Class A | 789,057 | 598,447 | -190,610 | 0.02% | -$193.23K |
| GNII II 2.5% 07/20/2050#MA6765 | 708,828 | 694,235 | -14,593 | 0.02% | -$14.41K |
| FN MA4122 | 681,697 | 657,975 | -23,723 | 0.02% | -$24.20K |
| FNMA 15YR 2.5% 07/31#BC1465 | 655,945 | 612,372 | -43,573 | 0.02% | -$44.13K |
| FR SD8029 | 705,259 | 691,054 | -14,205 | 0.02% | -$14.15K |
| FNMA 30YR 3% 07/01/2051#CB1142 | 664,434 | 654,917 | -9,517 | 0.02% | -$11.99K |
| Volofin Finance (Ireland) Designated Activity Company | 778,618 | 574,683 | -203,935 | 0.02% | -$211.46K |
| FEDERAL NAT MTG ASN GTD REM PA 2% 06/25/2046 | 650,123 | 635,098 | -15,026 | 0.02% | -$15.96K |
| G2 MA4068 | 652,455 | 637,730 | -14,725 | 0.02% | -$17.42K |
| FNMA 30YR 2% 12/01/2051#BQ7458 | 718,929 | 712,903 | -6,027 | 0.02% | -$7.81K |
| FNMA POOL CB2662 FN 01/52 FIXED 3 | 660,029 | 647,176 | -12,852 | 0.02% | -$15.26K |
| FNMA 30YR 5.5% 11/01/2054#DC7013 | 644,468 | 567,349 | -77,119 | 0.02% | -$83.36K |
| ARI Fleet Lease Trust, Series 2025-A, Class A2 | 669,054 | 569,172 | -99,882 | 0.02% | -$101.35K |
| FHLG 30YR 5% 01/01/2053#SD2186 | 589,555 | 568,969 | -20,586 | 0.02% | -$28.17K |
| FN MA4364 | 660,618 | 646,248 | -14,370 | 0.02% | -$14.58K |
| FNMA 30YR 2.5% 08/01/2051#CB1281 | 668,881 | 658,156 | -10,725 | 0.01% | -$11.47K |
| FNMA 30YR 3% 09/01/2046#BC2817 | 632,107 | 616,927 | -15,180 | 0.01% | -$19.19K |
| Onity Loan Investment Trust 2025-HB2 | 800,000 | 568,298 | -231,702 | 0.01% | -$226.49K |
| FHLM 30YR 6% 06/01/2053#RA9276 | 559,576 | 534,710 | -24,866 | 0.01% | -$30.13K |
| FN MA4473 | 670,265 | 654,600 | -15,665 | 0.01% | -$12.97K |
| FHLG 30YR 3.5% 09/01/2042#ZL3774 | 597,758 | 584,939 | -12,818 | 0.01% | -$18.77K |
| Government National Mortgage Association | 650,692 | 642,815 | -7,877 | 0.01% | -$6.41K |
| FHLG 30YR 5.5% 08/01/2055#SL2271 | 548,347 | 540,542 | -7,805 | 0.01% | -$13.80K |
| Freddie Mac REMICS | 619,082 | 539,957 | -79,125 | 0.01% | -$79.96K |
| UMBS | 611,665 | 601,044 | -10,620 | 0.01% | -$14.54K |
| BENCHMARK 2019-B9 MTG TR 3.9325% 03/15/2052 | 599,195 | 544,749 | -54,447 | 0.01% | -$56.11K |
| FEDERAL NAT MTG ASN GTD REM PA 22-64 GF SOFR30A+80 10/25/2052 | 571,850 | 548,326 | -23,524 | 0.01% | -$28.33K |
| FNMA 30YR 3% 03/01/2052#FS0840 | 627,742 | 608,330 | -19,412 | 0.01% | -$20.48K |
| Freddie Mac REMICS | 557,295 | 538,894 | -18,401 | 0.01% | -$22.82K |
| FN MA3870 | 631,800 | 620,644 | -11,156 | 0.01% | -$11.33K |
| FR SD8115 | 612,284 | 595,975 | -16,309 | 0.01% | -$18.09K |
| FNMA 30YR 3% 11/01/2046#AL9547 | 600,982 | 582,783 | -18,199 | 0.01% | -$21.31K |
| FNMA 15YR 1.5% 11/01/2036#BT9443 | 596,954 | 582,386 | -14,567 | 0.01% | -$16.29K |
| FHLM 30YR 6% 06/01/2053#RA9278 | 534,278 | 506,271 | -28,007 | 0.01% | -$31.98K |
| PLNT 2022-1A A2II | 561,138 | 559,680 | -1,458 | 0.01% | -$10.23K |
| FNMA 30YR 6.5% 06/01/2054#CB8729 | 591,361 | 500,624 | -90,737 | 0.01% | -$96.52K |
| FR SB8083 | 591,243 | 571,503 | -19,741 | 0.01% | -$19.47K |
| Federal Home Loan Mortgage Corporation | 540,117 | 513,721 | -26,396 | 0.01% | -$25.13K |
| G2 MA0317 | 571,898 | 557,727 | -14,172 | 0.01% | -$16.42K |
| Federal Home Loan Mortgage Corporation | 575,540 | 507,915 | -67,625 | 0.01% | -$67.69K |
| G2 MA7136 | 606,225 | 593,835 | -12,391 | 0.01% | -$12.60K |
| BX Trust 2024-CNYN | 516,387 | 510,481 | -5,906 | 0.01% | -$7.18K |
| Benchmark Mortgage Trust, Series 2023-V3, Class XA | 31,963,272 | 31,956,701 | -6,571 | 0.01% | -$69.67K |
| FNMA 30YR 2.5% 04/01/2052#FS8772 | 602,361 | 592,335 | -10,026 | 0.01% | -$11.40K |
| FNMA 30YR 6.5% 08/01/2055#CC0887 | 497,003 | 477,733 | -19,271 | 0.01% | -$22.76K |
| FNMA GTD MTG PASS THRU CTF 2025-7 DF SOFR30A+140 09/25/2054 | 568,652 | 500,463 | -68,190 | 0.01% | -$68.26K |
| Federal Home Loan Mortgage Corporation | 559,859 | 499,752 | -60,106 | 0.01% | -$60.67K |
| FHLM 30YR 5.5% 8/53 #RA9560 | 502,271 | 491,521 | -10,750 | 0.01% | -$15.99K |
| FHLMC REMI 30YR 6% 03/01/2055#RJ3645 | 501,117 | 479,756 | -21,361 | 0.01% | -$25.89K |
| FNMA 30YR 5% 11/01/2052#FS3248 | 512,911 | 496,053 | -16,858 | 0.01% | -$23.79K |
| FHLG 30YR 3% 04/01/2050#SD0516 | 563,168 | 552,499 | -10,670 | 0.01% | -$12.47K |
| FR RA6623 | 586,020 | 574,334 | -11,686 | 0.01% | -$12.59K |
| FHLG 30YR 5.5% 10/01/2054#RJ2653 | 496,841 | 482,256 | -14,585 | 0.01% | -$19.39K |
| G2 MA5399 | 508,222 | 497,270 | -10,953 | 0.01% | -$16.42K |
| FHLG 30YR 3% 03/01/2050#SD0517 | 563,043 | 548,785 | -14,258 | 0.01% | -$15.67K |
| FNMA 30YR 5.5% 08/01/2053#CB6911 | 494,465 | 477,699 | -16,766 | 0.01% | -$22.21K |
| FNMA 30YR 3% 01/01/2051#MA4239 | 561,547 | 547,769 | -13,778 | 0.01% | -$15.19K |
| AES CORP/THE | 807,000 | 549,000 | -258,000 | 0.01% | -$245.97K |
| Federal Home Loan Mortgage Corporation | 552,256 | 539,070 | -13,186 | 0.01% | -$12.24K |
| CGCMT 2016-C1 A4 | 508,851 | 482,985 | -25,866 | 0.01% | -$24.59K |
| FHLG 30YR 3.5% 09/01/2042#ZS3589 | 526,547 | 510,778 | -15,769 | 0.01% | -$20.75K |
| FNMA 15YR 2% 02/01/2036#CA9140 | 538,535 | 517,572 | -20,964 | 0.01% | -$22.80K |
| ZSCALER INC | 29,300,000 | 8,480,000 | -20,820,000 | 0.01% | -$121.93K |
| FHLG 30YR 3% 06/01/2052#SD1082 | 562,696 | 537,965 | -24,730 | 0.01% | -$24.85K |
| Freddie Mac Pool | 481,923 | 452,633 | -29,290 | 0.01% | -$32.53K |
| FNMA 30YR 2.5% 03/01/2052#CB3109 | 563,901 | 555,599 | -8,302 | 0.01% | -$9.51K |
| FHLM 30YR 6% 07/01/2053#RA9382 | 480,037 | 447,796 | -32,241 | 0.01% | -$37.14K |
| FNMA 15YR 1.5% 11/01/2035#BQ6318 | 528,874 | 512,281 | -16,593 | 0.01% | -$16.45K |
| FN MA4205 | 530,185 | 512,109 | -18,077 | 0.01% | -$17.80K |
| FHLG 30YR 5.5% 11/01/2054#SD6971 | 462,445 | 453,092 | -9,353 | 0.01% | -$14.62K |
| G2 MA3454 | 504,455 | 492,383 | -12,072 | 0.01% | -$8.96K |
| GOVERNMENT NATIONAL MORTGAGE CORPORATION | 546,041 | 534,332 | -11,709 | 0.01% | -$11.00K |
| FNMA 30YR 6.5% 07/01/2055#FA2138 | 454,016 | 433,996 | -20,019 | 0.01% | -$23.46K |
Top 300 of 3284, by weight.
| Security | Shares Dec 2025 | Shares Mar 2026 | Δ shares | End % | Δ value |
|---|---|---|---|---|---|
| US TREASURY N/B | 145,800,000 | 145,800,000 | 0 | 3.78% | -$1.56M |
| US TREASURY N/B | 82,800,000 | 82,800,000 | 0 | 2.19% | -$850.64K |
| US TREASURY N/B | 81,000,000 | 81,000,000 | 0 | 2.15% | -$885.94K |
| US TREASURY N/B | 73,600,000 | 73,600,000 | 0 | 1.89% | -$710.13K |
| US TREASURY N/B | 78,700,000 | 78,700,000 | 0 | 1.88% | -$651.73K |
| US TREASURY N/B | 57,000,000 | 57,000,000 | 0 | 1.55% | -$632.34K |
| US TREASURY N/B | 55,000,000 | 55,000,000 | 0 | 1.46% | -$472.66K |
| US TREASURY N/B | 53,500,000 | 53,500,000 | 0 | 1.42% | -$585.16K |
| US TREASURY N/B | 52,000,000 | 52,000,000 | 0 | 1.39% | -$465.16K |
| US TREASURY N/B | 48,598,100 | 48,598,100 | 0 | 1.33% | -$615.07K |
| US TREASURY N/B | 49,200,000 | 49,200,000 | 0 | 1.29% | -$428.58K |
| US TREASURY N/B | 46,000,000 | 46,000,000 | 0 | 1.24% | -$440.23K |
| US TREASURY N/B | 45,200,000 | 45,200,000 | 0 | 1.24% | -$506.73K |
| US TREASURY N/B | 45,000,000 | 45,000,000 | 0 | 1.21% | -$404.30K |
| US TREASURY N/B | 44,500,000 | 44,500,000 | 0 | 1.18% | -$458.91K |
| US TREASURY N/B | 57,000,000 | 57,000,000 | 0 | 1.08% | -$305.04K |
| US TREASURY N/B | 39,286,000 | 39,286,000 | 0 | 1.00% | -$343.75K |
| US TREASURY N/B | 37,100,000 | 37,100,000 | 0 | 0.97% | -$388.39K |
| US TREASURY N/B | 41,293,000 | 41,293,000 | 0 | 0.96% | -$341.96K |
| US TREASURY N/B | 34,300,000 | 34,300,000 | 0 | 0.90% | -$340.32K |
| US TREASURY N/B | 31,800,000 | 31,800,000 | 0 | 0.84% | -$324.21K |
| US TREASURY N/B | 31,335,000 | 31,335,000 | 0 | 0.84% | -$336.94K |
| US TREASURY N/B | 30,000,000 | 30,000,000 | 0 | 0.80% | -$284.77K |
| US TREASURY N/B | 29,800,000 | 29,800,000 | 0 | 0.79% | -$254.93K |
| US TREASURY N/B | 25,000,000 | 25,000,000 | 0 | 0.67% | -$238.28K |
| US TREASURY N/B | 24,600,000 | 24,600,000 | 0 | 0.67% | -$263.30K |
| US TREASURY N/B | 31,000,000 | 31,000,000 | 0 | 0.66% | -$217.97K |
| MORGAN STANLEY | 15,700,000 | 15,700,000 | 0 | 0.45% | -$408.17K |
| US TREASURY N/B | 16,342,000 | 16,342,000 | 0 | 0.42% | -$146.18K |
| Petroleos Mexicanos | 15,000,000 | 15,000,000 | 0 | 0.42% | -$310.65K |
| GOLDMAN SACHS GP | 16,994,000 | 16,994,000 | 0 | 0.41% | -$307.20K |
| US TREASURY N/B | 16,200,000 | 16,200,000 | 0 | 0.40% | -$145.55K |
| BANK OF AMER CRP | 14,951,000 | 14,951,000 | 0 | 0.40% | -$205.50K |
| JPMORGAN CHASE | 15,028,000 | 15,028,000 | 0 | 0.40% | -$270.79K |
| US TREASURY N/B | 15,100,000 | 15,100,000 | 0 | 0.38% | -$180.92K |
| US TREASURY N/B | 14,100,000 | 14,100,000 | 0 | 0.38% | -$139.35K |
| Barings CLO Ltd., Series 2020-1A, Class A1R2 | 14,191,000 | 14,191,000 | 0 | 0.38% | -$39.73K |
| WELLS FARGO CO | 13,435,000 | 13,435,000 | 0 | 0.36% | -$277.68K |
| US TREASURY N/B | 14,000,000 | 14,000,000 | 0 | 0.34% | -$163.52K |
| CITIGROUP INC | 11,248,000 | 11,248,000 | 0 | 0.30% | -$185.72K |
| US TREASURY N/B | 10,600,000 | 10,600,000 | 0 | 0.28% | -$96.48K |
| US TREASURY N/B | 15,000,000 | 15,000,000 | 0 | 0.28% | -$78.52K |
| MORGAN STANLEY | 10,161,000 | 10,161,000 | 0 | 0.27% | -$211.16K |
| ABN AMRO BANK NV 4.988%/VAR 12/03/2028 144A | 10,000,000 | 10,000,000 | 0 | 0.27% | -$100.61K |
| BANK OF AMER CRP | 10,000,000 | 10,000,000 | 0 | 0.26% | -$150.34K |
| WELLS FARGO CO | 9,468,000 | 9,468,000 | 0 | 0.26% | -$143.13K |
| JPMORGAN CHASE | 8,275,000 | 8,275,000 | 0 | 0.22% | -$153.86K |
| US TREASURY N/B | 14,846,000 | 14,846,000 | 0 | 0.22% | -$50.45K |
| Avolon Holdings Funding Ltd. | 7,612,000 | 7,612,000 | 0 | 0.21% | -$96.42K |
| American Homes 4 Rent LP | 7,639,000 | 7,639,000 | 0 | 0.20% | -$124.92K |
| US TREASURY N/B | 7,200,000 | 7,200,000 | 0 | 0.18% | -$69.19K |
| US TREASURY N/B | 11,359,700 | 11,359,700 | 0 | 0.18% | -$46.15K |
| FORD MOTOR CRED | 6,610,000 | 6,610,000 | 0 | 0.18% | -$80.00K |
| MORGAN STANLEY | 6,399,000 | 6,399,000 | 0 | 0.17% | -$107.47K |
| BANK OF AMER CRP | 6,247,000 | 6,247,000 | 0 | 0.17% | -$55.71K |
| BRIXMOR OPERATIN | 6,304,000 | 6,304,000 | 0 | 0.16% | -$81.46K |
| HCA INC | 6,450,000 | 6,450,000 | 0 | 0.16% | -$77.51K |
| US TREASURY N/B | 7,500,000 | 7,500,000 | 0 | 0.16% | -$53.32K |
| RRAM 2022-24A A1A2 TSFR3M+131 01/15/2037 144A | 6,000,000 | 6,000,000 | 0 | 0.16% | -$4.88K |
| STORE CAPITAL | 6,596,000 | 6,596,000 | 0 | 0.16% | -$71.71K |
| INVITATION HOMES | 6,299,000 | 6,299,000 | 0 | 0.16% | -$201.09K |
| SUN COMMUNITIES OPER LP REGD 2.70000000 | 6,542,000 | 6,542,000 | 0 | 0.16% | -$93.19K |
| TANGER PROP LP | 6,551,000 | 6,551,000 | 0 | 0.16% | -$77.71K |
| GOLDMAN SACHS GP | 5,717,000 | 5,717,000 | 0 | 0.15% | -$20.14K |
| Phillips Edison Grocery Center Operating Partnership I, L.P. | 5,482,000 | 5,482,000 | 0 | 0.15% | -$107.34K |
| CITIGROUP INC | 5,000,000 | 5,000,000 | 0 | 0.14% | -$99.92K |
| US TREASURY N/B | 5,817,000 | 5,817,000 | 0 | 0.13% | -$46.35K |
| BARCLAYS PLC | 4,830,000 | 4,830,000 | 0 | 0.13% | -$21.95K |
| STLA 4.95 09/15/28 144A | 4,842,000 | 4,842,000 | 0 | 0.13% | -$93.17K |
| Petroleos Mexicanos | 5,536,000 | 5,536,000 | 0 | 0.13% | -$165.19K |
| WELLS FARGO CO | 4,588,000 | 4,588,000 | 0 | 0.12% | -$74.04K |
| CITIZENS FIN GRP | 4,546,000 | 4,546,000 | 0 | 0.12% | -$93.20K |
| Extended Stay America Trust, Series 2025-ESH, Class A | 4,640,000 | 4,640,000 | 0 | 0.12% | -$7.24K |
| AERCAP IRELAND | 4,500,000 | 4,500,000 | 0 | 0.12% | -$48.67K |
| EXTRA SPACE STOR | 4,608,000 | 4,608,000 | 0 | 0.12% | -$110.46K |
| US TREASURY N/B | 4,977,000 | 4,977,000 | 0 | 0.12% | -$42.38K |
| ATHENE GLOBAL FUNDING SECURED 144A 01/27 5.339 | 4,421,000 | 4,421,000 | 0 | 0.12% | -$27.00K |
| BX TRUST | 4,424,413 | 4,424,413 | 0 | 0.12% | -$2.08K |
| T-MOBILE USA INC | 5,000,000 | 5,000,000 | 0 | 0.12% | -$34.20K |
| SOUTHERN CO | 4,500,000 | 4,500,000 | 0 | 0.12% | -$67.06K |
| COREBRIDGE FIN | 4,362,000 | 4,362,000 | 0 | 0.12% | -$11.94K |
| REINSURANCE GRP | 4,140,000 | 4,140,000 | 0 | 0.11% | -$110.77K |
| Dryden 37 Senior Loan Fund | 4,174,000 | 4,174,000 | 0 | 0.11% | -$6.42K |
| INVITATION HOMES OP REGD 4.95000000 | 4,255,000 | 4,255,000 | 0 | 0.11% | -$161.47K |
| CIFC FUNDING 2021-III LTD A1R TSFR3M+ 10/15/2038 144A | 4,128,000 | 4,128,000 | 0 | 0.11% | -$4.24K |
| COREBRIDGE GLOBAL FUNDING GIC 144A LIFE SR UNSEC 4.9% 12-03-29 | 4,000,000 | 4,000,000 | 0 | 0.11% | -$55.84K |
| OHA Credit Funding 13 Ltd | 3,898,000 | 3,898,000 | 0 | 0.10% | -$4.86K |
| MORGAN STANLEY | 3,820,000 | 3,820,000 | 0 | 0.10% | -$61.80K |
| GS MTG SECS TR 2018-GS10 A4 3.89% 07/10/2051 | 3,800,000 | 3,800,000 | 0 | 0.10% | $7.69K |
| EQUITABLE HOLDINGS INC SR UNSECURED 144A 02/29 4.572 | 3,685,000 | 3,685,000 | 0 | 0.10% | -$41.17K |
| Allegro CLO XII Ltd., Series 2020-1A, Class A1R | 3,577,000 | 3,577,000 | 0 | 0.10% | -$5.94K |
| COLUMBIA PIPE HC | 3,600,000 | 3,600,000 | 0 | 0.10% | -$23.39K |
| Ares XLI CLO Ltd., Series 2016-41A, Class AR2 | 3,561,718 | 3,561,718 | 0 | 0.09% | -$5.27K |
| REINSURANCE GRP | 3,500,000 | 3,500,000 | 0 | 0.09% | -$94.72K |
| FIFTH THIRD BANC | 3,500,000 | 3,500,000 | 0 | 0.09% | -$44.78K |
| DELL INT / EMC | 3,460,000 | 3,460,000 | 0 | 0.09% | -$33.77K |
| BNP PARIBAS | 3,269,000 | 3,269,000 | 0 | 0.09% | -$54.63K |
| Taco Bell Funding, LLC, Series 2025-1A, Class A2I | 3,310,000 | 3,310,000 | 0 | 0.09% | -$35.08K |
| COF V5.247 07/26/30 | 3,190,000 | 3,190,000 | 0 | 0.09% | -$57.21K |
| DELL INT / EMC | 3,271,000 | 3,271,000 | 0 | 0.09% | -$34.00K |
| BANK OF AMER CRP | 3,213,000 | 3,213,000 | 0 | 0.08% | -$16.23K |
| CHARTER COMM OPT | 4,000,000 | 4,000,000 | 0 | 0.08% | -$26.59K |
| CITIGROUP INC | 3,118,000 | 3,118,000 | 0 | 0.08% | -$19.97K |
| ALLY FINANCIAL | 2,990,000 | 2,990,000 | 0 | 0.08% | -$38.52K |
| Carlyle US CLO Ltd., Series 2021-11A, Class A1R | 3,068,000 | 3,068,000 | 0 | 0.08% | -$12.34K |
| DRYDEN SENIOR LOAN FUND | 3,018,000 | 3,018,000 | 0 | 0.08% | -$4.07K |
| CAPITAL ONE FINL | 2,857,000 | 2,857,000 | 0 | 0.08% | -$77.34K |
| MAGNETITE XXVIII LTD A1RR TSFR3M+124 01/15/2038 144A | 2,973,000 | 2,973,000 | 0 | 0.08% | -$3.62K |
| NXP BV/NXP FDG | 2,902,000 | 2,902,000 | 0 | 0.08% | -$51.67K |
| LIFE MORTGAGE TRUST US | 2,976,439 | 2,976,439 | 0 | 0.08% | $1.80K |
| WELLS FARGO CO | 2,798,000 | 2,798,000 | 0 | 0.08% | -$69.35K |
| JPMORGAN CHASE | 2,777,000 | 2,777,000 | 0 | 0.08% | -$51.86K |
| TARGA RESOURCES | 2,819,000 | 2,819,000 | 0 | 0.08% | -$35.24K |
| CHARTER COMM OPT | 3,000,000 | 3,000,000 | 0 | 0.08% | -$55.35K |
| AIMCO CLO Series 2018-B | 2,766,000 | 2,766,000 | 0 | 0.07% | -$7.22K |
| METLIFE INC | 2,696,000 | 2,696,000 | 0 | 0.07% | -$45.29K |
| MADISON PK FDG LXVII LTD / MADISON PK FDG LXVII LLC A1 TSFR3M+151 04/25/2037 144A | 2,755,000 | 2,755,000 | 0 | 0.07% | -$6.33K |
| FNMA GTD MTG PASS THRU CTF 4.62% 04/25/2030 | 2,700,000 | 2,700,000 | 0 | 0.07% | -$20.98K |
| ARES LIV CLO LTD | 2,723,000 | 2,723,000 | 0 | 0.07% | -$7.61K |
| Brandywine Operating Partnership, L.P. | 2,672,000 | 2,672,000 | 0 | 0.07% | -$97.92K |
| OHA CR FDG 4 LTD / OHA CR FDG 4 LLC AR2 TSFR3M+129 01/22/2038 144A | 2,694,000 | 2,694,000 | 0 | 0.07% | -$674 |
| BARCLAYS PLC | 2,572,000 | 2,572,000 | 0 | 0.07% | -$68.42K |
| Bain Capital Credit CLO Ltd., Series 2023-4A, Class A1R | 2,680,000 | 2,680,000 | 0 | 0.07% | -$7.26K |
| MORGAN STANLEY EATON VANCE CLO 2025-21 LTD / LLC A1 TSFR3M+117 04/15/2038 144A | 2,660,000 | 2,660,000 | 0 | 0.07% | $4.02K |
| Blueberry Park CLO Ltd., Series 2024-1A, Class A | 2,642,000 | 2,642,000 | 0 | 0.07% | -$4.38K |
| CLOVER CLO 2019-1 LTD 19-1A ARR TSFR3M+100 04/18/2035 144A | 2,644,000 | 2,644,000 | 0 | 0.07% | -$9.10K |
| Carlyle US CLO Ltd., Series 2025-6A, Class A1 | 2,597,000 | 2,597,000 | 0 | 0.07% | -$2.90K |
| TIME WARNER CABL | 2,538,000 | 2,538,000 | 0 | 0.07% | -$31.12K |
| PETROLEOS MEXICANOS SR UNSEC SF 6.7% 02-16-32 | 2,603,000 | 2,603,000 | 0 | 0.07% | -$47.84K |
| Bain Capital Credit CLO Ltd., Series 2023-2A, Class A1R | 2,540,000 | 2,540,000 | 0 | 0.07% | -$3.97K |
| WILLIAMS COS INC | 2,571,000 | 2,571,000 | 0 | 0.07% | -$34.47K |
| AerCap Ireland Capital Designated Activity Company | 2,464,000 | 2,464,000 | 0 | 0.07% | -$20.75K |
| MPLX LP | 2,488,000 | 2,488,000 | 0 | 0.07% | -$28.09K |
| BROADCOM INC | 2,705,000 | 2,705,000 | 0 | 0.07% | -$17.55K |
| Eaton Vance CLO Ltd., Series 2019-1A, Class AR2 | 2,449,000 | 2,449,000 | 0 | 0.07% | -$2.67K |
| Ares Loan Funding V Ltd., Series 2024-ALF5A, Class A1 | 2,450,000 | 2,450,000 | 0 | 0.07% | -$10.76K |
| DPABS 2021-1A A2II | 2,659,788 | 2,659,788 | 0 | 0.06% | -$26.75K |
| EATON VANCE CLO 2020-1 LTD ARR TSFR3M+139 10/15/2037 144A | 2,398,000 | 2,398,000 | 0 | 0.06% | -$5.34K |
| BSP 2025-43A A | 2,395,000 | 2,395,000 | 0 | 0.06% | -$3.88K |
| OCP CLO Ltd., Series 2025-44A, Class A | 2,387,000 | 2,387,000 | 0 | 0.06% | -$4.54K |
| DRYDEN 83 CLO LTD AR TSFR3M+153 04/18/2037 144A | 2,387,000 | 2,387,000 | 0 | 0.06% | -$4.25K |
| JPMORGAN CHASE | 2,338,000 | 2,338,000 | 0 | 0.06% | -$33.48K |
| HAMLIN PK CLO LTD / HAMLIN PK CLO LLC 2024-1A A TSFR3M+134 10/20/2037 144A | 2,323,000 | 2,323,000 | 0 | 0.06% | -$6.47K |
| Neuberger Berman Loan Advisers CLO 25 Ltd., Series 2017-25A, Class AR2 | 2,320,000 | 2,320,000 | 0 | 0.06% | -$4.95K |
| AIMCO CLO 17 Ltd., Series 2022-17A, Class A1R | 2,320,000 | 2,320,000 | 0 | 0.06% | -$4.57K |
| MARS INC | 2,279,000 | 2,279,000 | 0 | 0.06% | -$26.07K |
| OMEGA HEALTHCARE | 2,605,000 | 2,605,000 | 0 | 0.06% | -$22.83K |
| OMEGA HEALTHCARE | 2,294,000 | 2,294,000 | 0 | 0.06% | -$10.61K |
| BENEFIT STREET PARTNERS CLO LT BSP 2025 44A A1 144A | 2,294,000 | 2,294,000 | 0 | 0.06% | -$6.28K |
| Green Lakes Park CLO LLC, Series 2025-1A, Class ARR | 2,288,000 | 2,288,000 | 0 | 0.06% | -$5.90K |
| CIFC Funding Ltd., Series 2019-5A, Class A1R2 | 2,278,000 | 2,278,000 | 0 | 0.06% | -$6.77K |
| FLATIRON CLO 31 LTD A1 TSFR3M+120 01/18/2039 144A | 2,274,000 | 2,274,000 | 0 | 0.06% | -$2.54K |
| FLATIRON CLO 26 LTD / FLATIRON CLO 26 LLC A TSFR3M+133 01/15/2038 144A | 2,270,000 | 2,270,000 | 0 | 0.06% | -$3.98K |
| Sixth Street CLO XVIII Ltd., Series 2021-18A, Class A1R | 2,272,000 | 2,272,000 | 0 | 0.06% | -$4.10K |
| Ares LXX CLO Ltd., Series 2023-70A, Class A1R | 2,271,000 | 2,271,000 | 0 | 0.06% | -$4.64K |
| SOCIETE GENERALE SA | 2,232,000 | 2,232,000 | 0 | 0.06% | -$20.59K |
| OCP CLO Ltd., Series 2020-8RA, Class AR2 | 2,255,000 | 2,255,000 | 0 | 0.06% | -$6.87K |
| FLATIRON CLO 32 LTD 32A A1 TSFR3M+129 10/22/2038 144A | 2,233,000 | 2,233,000 | 0 | 0.06% | -$5.56K |
| ARES LVIII CLO LTD / ARES LVIII CLO LLC A1R2 TSFR3M+124 04/15/2038 144A | 2,235,000 | 2,235,000 | 0 | 0.06% | -$4.88K |
| Magnetite XXXVI Ltd | 2,228,000 | 2,228,000 | 0 | 0.06% | -$3.93K |
| Flatiron RR CLO 30 Ltd | 2,232,000 | 2,232,000 | 0 | 0.06% | -$922 |
| FHMS K547 A2 | 2,200,000 | 2,200,000 | 0 | 0.06% | -$18.31K |
| Magnetite XXVI Ltd., Series 2020-26A, Class AR2 | 2,192,000 | 2,192,000 | 0 | 0.06% | -$5.48K |
| DELL INT / EMC | 2,181,000 | 2,181,000 | 0 | 0.06% | -$28.12K |
| OHA CR FDG 6 LTD / OHA CR FDG 6 LLC AR2 TSFR3M+133 10/20/2037 144A | 2,146,000 | 2,146,000 | 0 | 0.06% | $197 |
| Cedar Funding XII CLO Ltd., Series 2020-12A, Class ARR | 2,137,000 | 2,137,000 | 0 | 0.06% | -$4.43K |
| PLAINS ALL AMER | 2,117,000 | 2,117,000 | 0 | 0.06% | -$18.38K |
| DEUTSCHE BANK NY | 2,100,000 | 2,100,000 | 0 | 0.06% | -$22.35K |
| CAPITAL ONE FINL | 2,078,000 | 2,078,000 | 0 | 0.06% | -$24.28K |
| OHA Credit Partners VII Ltd., Series 2012-7A, Class AR4 | 2,111,000 | 2,111,000 | 0 | 0.06% | -$1.79K |
| OCP AEGIS CLO 2025-47 LTD A1 TSFR3M+111 01/21/2038 144A | 2,087,000 | 2,087,000 | 0 | 0.06% | -$8.30K |
| Cedar Funding XVII CLO, Ltd. | 2,065,000 | 2,065,000 | 0 | 0.06% | -$3.17K |
| Aimco CLO 14 Ltd., Series 2021-14A, Class A1R | 2,044,526 | 2,044,526 | 0 | 0.05% | -$1.97K |
| FLATIRON CLO LT A1R TSFR3M+136 10/19/2037 144A | 2,033,000 | 2,033,000 | 0 | 0.05% | -$4.87K |
| BXP 6.75 12/01/27 | 1,962,000 | 1,962,000 | 0 | 0.05% | -$24.31K |
| CHARTER COMM OPT | 2,518,000 | 2,518,000 | 0 | 0.05% | -$47.98K |
| MHP Commercial Mortgage Trust, Series 2025-MHIL2, Class A | 2,000,000 | 2,000,000 | 0 | 0.05% | -$8.84K |
| ORACLE CORP | 2,073,000 | 2,073,000 | 0 | 0.05% | -$27.10K |
| RWE FINANCE US LLC COMPANY GUAR 144A 09/35 5.125 | 2,026,000 | 2,026,000 | 0 | 0.05% | -$44.95K |
| OHA Credit Funding 18 Ltd | 1,960,000 | 1,960,000 | 0 | 0.05% | -$4.36K |
| AIMCO CLO Ltd., Series 2024-22A, Class A | 1,960,000 | 1,960,000 | 0 | 0.05% | -$4.78K |
| Eaton Vance CLO Ltd., Series 2020-2A, Class AR2 | 1,958,000 | 1,958,000 | 0 | 0.05% | -$5.44K |
| VERIZON COMM INC | 2,142,000 | 2,142,000 | 0 | 0.05% | -$11.41K |
| CENT 2025-CITY A | 1,913,000 | 1,913,000 | 0 | 0.05% | -$11.12K |
| FHMS K104 A2 | 2,053,820 | 2,053,820 | 0 | 0.05% | -$6.89K |
| BANK OF AMER CRP | 2,174,000 | 2,174,000 | 0 | 0.05% | -$24.83K |
| SYMPHONY CLO LTD SYMP 2024 43A A1 144A | 1,901,000 | 1,901,000 | 0 | 0.05% | -$4.16K |
| VERIZON COMM INC | 1,917,000 | 1,917,000 | 0 | 0.05% | -$22.20K |
| GOLDMAN SACHS GP | 1,945,000 | 1,945,000 | 0 | 0.05% | -$24.15K |
| Invesco US CLO Ltd., Series 2024-3A, Class A | 1,884,000 | 1,884,000 | 0 | 0.05% | -$6.96K |
| DPABS 2018-1A A2II | 1,895,000 | 1,895,000 | 0 | 0.05% | -$8.27K |
| Freddie Mac Multifamily Structured Pass Through Certificates | 2,100,000 | 2,100,000 | 0 | 0.05% | -$8.02K |
| DEUTSCHE BANK NY | 1,810,000 | 1,810,000 | 0 | 0.05% | -$19.72K |
| GMF FLOORPLAN OWNER REVOLVING TRUST SER 2024-4A CL A1 REGD 144A P/P 4.73000000 | 1,860,000 | 1,860,000 | 0 | 0.05% | -$12.08K |
| AIMCO CLO 21 LTD / AIMCO CLO 21 LLC A1 TSFR3M+150 04/18/2037 144A | 1,864,000 | 1,864,000 | 0 | 0.05% | -$4.80K |
| AUTONATION INC | 2,004,000 | 2,004,000 | 0 | 0.05% | -$20.44K |
| COREBRIDGE GF | 1,806,000 | 1,806,000 | 0 | 0.05% | -$25.85K |
| SIXTH STREET CLO XX LTD 2021-20A A1R TSFR3M+132 07/17/2038 144A | 1,835,000 | 1,835,000 | 0 | 0.05% | -$5.24K |
| Carlyle US CLO Ltd., Series 2021-10A, Class A1R | 1,826,000 | 1,826,000 | 0 | 0.05% | -$5.03K |
| CLECO CORP | 1,810,000 | 1,810,000 | 0 | 0.05% | $3.66K |
| OPTN 2025-C A | 1,800,000 | 1,800,000 | 0 | 0.05% | -$8.12K |
| BROOKFIELD 2024-MF23 A TSFR1M+149.177 06/15/2041 144A | 1,792,000 | 1,792,000 | 0 | 0.05% | -$3.92K |
| WELLS FARGO CO | 1,796,000 | 1,796,000 | 0 | 0.05% | -$27.38K |
| ORACLE CORP | 1,887,000 | 1,887,000 | 0 | 0.05% | -$37.90K |
| NISOURCE INC | 1,800,000 | 1,800,000 | 0 | 0.05% | -$14.23K |
| MARS INC | 1,711,000 | 1,711,000 | 0 | 0.05% | -$32.29K |
| GOLDMAN SACHS GP | 1,960,000 | 1,960,000 | 0 | 0.05% | -$25.16K |
| CHARTER COMM OPT | 1,665,000 | 1,665,000 | 0 | 0.05% | -$13.03K |
| HCA INC | 1,674,000 | 1,674,000 | 0 | 0.05% | -$21.62K |
| MORGAN STANLEY | 1,681,000 | 1,681,000 | 0 | 0.05% | -$42.70K |
| BX Trust, Series 2021-BXMF, Class A | 1,718,942 | 1,718,942 | 0 | 0.05% | $428 |
| FORDF 2023-1 A1 144A 4.92% 05-15-28 | 1,700,000 | 1,700,000 | 0 | 0.05% | -$3.35K |
| CAPITAL ONE FINL | 1,693,000 | 1,693,000 | 0 | 0.04% | -$6.20K |
| PUGET ENERGY | 1,710,000 | 1,710,000 | 0 | 0.04% | -$17.38K |
| ONEOK INC | 1,669,000 | 1,669,000 | 0 | 0.04% | -$26.60K |
| DELL INT / EMC | 1,653,000 | 1,653,000 | 0 | 0.04% | -$11.96K |
| ALA Trust 2025-OANA | 1,620,000 | 1,620,000 | 0 | 0.04% | -$2.02K |
| CELANESE US HLDS | 1,533,000 | 1,533,000 | 0 | 0.04% | $4.23K |
| UBER TECHNOLOGIE | 1,645,000 | 1,645,000 | 0 | 0.04% | -$30.44K |
| LAKESIDE PK CLO LTD / LLC A TSFR3M+115 04/15/2038 144A | 1,612,000 | 1,612,000 | 0 | 0.04% | -$4.66K |
| GMF Floorplan Owner Revolving Trust, Series 2023-1, Class A1 | 1,600,000 | 1,600,000 | 0 | 0.04% | -$5.01K |
| Peace Park CLO Ltd., Series 2021-1A, Class AR | 1,606,000 | 1,606,000 | 0 | 0.04% | -$4.01K |
| OCP CLO Ltd., Series 2025-46A, Class A | 1,605,000 | 1,605,000 | 0 | 0.04% | -$5.78K |
| JPMORGAN CHASE | 1,607,000 | 1,607,000 | 0 | 0.04% | -$22.65K |
| AT&T INC | 1,877,000 | 1,877,000 | 0 | 0.04% | -$13.58K |
| AMGEN INC | 1,562,000 | 1,562,000 | 0 | 0.04% | -$13.64K |
| CITIGROUP INC | 1,601,000 | 1,601,000 | 0 | 0.04% | -$18.03K |
| PLNT 2025-1A A2I | 1,570,000 | 1,570,000 | 0 | 0.04% | -$8.72K |
| FHMS K116 A2 | 1,745,881 | 1,745,881 | 0 | 0.04% | -$3.54K |
| BROADCOM INC | 1,777,000 | 1,777,000 | 0 | 0.04% | -$11.11K |
| Magnetite Xlv Ltd., Series 2025-45A, Class A1 | 1,559,000 | 1,559,000 | 0 | 0.04% | -$5.23K |
| ELP Commercial Mortgage Trust, Series 2025-ELP, Class A | 1,564,000 | 1,564,000 | 0 | 0.04% | -$18.53K |
| HCA INC | 1,513,000 | 1,513,000 | 0 | 0.04% | -$16.46K |
| AIMCO CLO 11 Ltd., Series 2020-11A, Class A1R2 | 1,526,000 | 1,526,000 | 0 | 0.04% | -$2.61K |
| CIFC FUNDING 2025-VI LTD A1 TSFR3M+125 10/23/2038 144A | 1,522,000 | 1,522,000 | 0 | 0.04% | -$1.88K |
| INVESCO US CLO 2024-1 LTD AR TSFR3M+155 04/15/2037 144A | 1,500,000 | 1,500,000 | 0 | 0.04% | -$2.30K |
| EXETER AUTOMOBILE RECEIVABLES TRUST 2025-4 SER 2025-4A CL B REGD 4.40000000 | 1,500,000 | 1,500,000 | 0 | 0.04% | -$9.83K |
| CIGNA GROUP/THE | 1,489,000 | 1,489,000 | 0 | 0.04% | -$14.71K |
| BBCMS Mortgage Trust, Series 2023-C21, Class A3 | 1,422,000 | 1,422,000 | 0 | 0.04% | -$33.24K |
| OCP CLO Ltd., Series 2018-15A, Class AR | 1,483,000 | 1,483,000 | 0 | 0.04% | -$3.71K |
| MORGAN STANLEY CAPITAL I TRUST 2017-H1 A4 3.259% 06/15/2050 | 1,500,000 | 1,500,000 | 0 | 0.04% | -$2.65K |
| MAGNETITE XLI LTD A TSFR3M+129 01/25/2038 144A | 1,475,000 | 1,475,000 | 0 | 0.04% | -$1.22K |
| OHA HILL CREDIT | 1,471,000 | 1,471,000 | 0 | 0.04% | -$2.06K |
| BOEING CO | 1,466,000 | 1,466,000 | 0 | 0.04% | -$28.16K |
| SIXTH STREET CLO XIX LTD A1R TSFR3M+128 07/17/2038 144A | 1,460,000 | 1,460,000 | 0 | 0.04% | -$5.70K |
| MARS INC | 1,422,000 | 1,422,000 | 0 | 0.04% | -$26.04K |
| VERIZON COMM INC | 1,473,000 | 1,473,000 | 0 | 0.04% | -$24.57K |
| MOLSON COORS | 1,419,000 | 1,419,000 | 0 | 0.04% | $2.39K |
| VERIZON COMM INC | 1,607,000 | 1,607,000 | 0 | 0.04% | -$13.49K |
| FHMS K762 A2 | 1,400,000 | 1,400,000 | 0 | 0.04% | -$15.21K |
| INTERAMER DEV BK | 1,388,000 | 1,388,000 | 0 | 0.04% | $9.77K |
| US TREASURY N/B | 2,427,600 | 2,427,600 | 0 | 0.04% | -$8.53K |
| FHMS K094 A2 | 1,410,116 | 1,410,116 | 0 | 0.04% | -$7.11K |
| BARINGS CLO LTD 2020-IV AR TSFR3M+137 10/20/2037 144A | 1,352,000 | 1,352,000 | 0 | 0.04% | -$2.70K |
| INTL Commercial Mortgage Trust 2025-PLAZA | 1,351,000 | 1,351,000 | 0 | 0.04% | -$9.59K |
| AIMCO CLO Ltd., Series 2019-10A, Class ARR | 1,348,000 | 1,348,000 | 0 | 0.04% | -$3.65K |
| Imperial Brands PLC 6.125 07/27/2027 | 1,309,000 | 1,309,000 | 0 | 0.04% | -$11.83K |
| DCP MIDSTREAM OPER LP 6.75% 09/15/2037 144A | 1,205,000 | 1,205,000 | 0 | 0.03% | -$5.58K |
| T-MOBILE USA INC | 1,339,000 | 1,339,000 | 0 | 0.03% | -$12.73K |
| FIVE CORNERS II | 1,385,000 | 1,385,000 | 0 | 0.03% | -$13.69K |
| DCP MIDSTREAM OP | 1,257,000 | 1,257,000 | 0 | 0.03% | -$6.71K |
| WFCM 2018-C48 A5 | 1,284,202 | 1,284,202 | 0 | 0.03% | -$10.17K |
| CVS HEALTH CORP | 1,255,000 | 1,255,000 | 0 | 0.03% | -$10.28K |
| PETROLEOS MEXICANOS SR UNSEC 6.35% 02-12-48 | 1,658,000 | 1,658,000 | 0 | 0.03% | -$34.24K |
| Jackson Financial Inc. | 1,260,000 | 1,260,000 | 0 | 0.03% | -$44.83K |
| BANK OF AMER CRP | 1,318,000 | 1,318,000 | 0 | 0.03% | -$8.99K |
| AVOLON HOLDINGS FUNDING LTD 5.375% 05/30/2030 144A | 1,248,000 | 1,248,000 | 0 | 0.03% | -$19.60K |
| VENTAS REALTY LP | 1,258,000 | 1,258,000 | 0 | 0.03% | -$15.46K |
| UBER TECHNOLOGIE | 1,297,000 | 1,297,000 | 0 | 0.03% | -$31.60K |
| MSC 2018-H4 A4 | 1,275,945 | 1,275,945 | 0 | 0.03% | -$12.12K |
| ORACLE CORP | 1,502,000 | 1,502,000 | 0 | 0.03% | -$79.32K |
| MADISON PK FDG XLV LTD / MADISON PK FDG XLV LLC ARR TSFR3M+108 07/15/2034 144A | 1,248,118 | 1,248,118 | 0 | 0.03% | -$4.09K |
| COREBRIDGE FIN | 1,323,000 | 1,323,000 | 0 | 0.03% | -$15.02K |
| ORACLE CORP | 1,459,000 | 1,459,000 | 0 | 0.03% | -$65.28K |
| VICI PROPERTIE | 1,228,000 | 1,228,000 | 0 | 0.03% | -$16.70K |
| COLUMBIA PIPE OC | 1,163,000 | 1,163,000 | 0 | 0.03% | -$19.53K |
| AT&T INC | 1,880,000 | 1,880,000 | 0 | 0.03% | -$28.73K |
| KITE REALTY GROU | 1,220,000 | 1,220,000 | 0 | 0.03% | -$13.69K |
| PETROLEOS MEXICANOS SR UNSEC 6.75% 09-21-47 | 1,520,000 | 1,520,000 | 0 | 0.03% | -$33.06K |
| MORGAN STANLEY | 1,260,000 | 1,260,000 | 0 | 0.03% | -$16.03K |
| FHMS K548 A2 | 1,200,000 | 1,200,000 | 0 | 0.03% | -$9.90K |
| NTT FINANCE | 1,195,000 | 1,195,000 | 0 | 0.03% | -$14.45K |
| ORACLE CORP | 1,243,000 | 1,243,000 | 0 | 0.03% | -$18.22K |
| MSC 2016-UB11 A4 | 1,200,000 | 1,200,000 | 0 | 0.03% | $3.95K |
| UBS GROUP | 1,208,000 | 1,208,000 | 0 | 0.03% | -$14.56K |
| TARGA RESOURCES | 1,171,000 | 1,171,000 | 0 | 0.03% | -$12.22K |
| JACKSON FINANCIAL INC SR UNSECURED 06/27 5.17 | 1,172,000 | 1,172,000 | 0 | 0.03% | -$6.67K |
| RR 34 LTD A1R TSFR3M+135 10/15/2039 144A | 1,175,000 | 1,175,000 | 0 | 0.03% | -$2.60K |
| GSMS 2020-GC45 A5 | 1,245,771 | 1,245,771 | 0 | 0.03% | $1.47K |
| BMARK 2018-B8 A5 | 1,180,306 | 1,180,306 | 0 | 0.03% | -$10.63K |
| CENTENE CORP | 1,232,000 | 1,232,000 | 0 | 0.03% | -$6.66K |
| FHMS K068 A2 | 1,152,712 | 1,152,712 | 0 | 0.03% | -$3.03K |
| Western Midstream Oper Lp Sr Glb 4.65% Due 07/01/2026 | 1,137,000 | 1,137,000 | 0 | 0.03% | -$181 |
| BOEING CO/THE | 1,023,000 | 1,023,000 | 0 | 0.03% | -$23.08K |
| N A | 1,123,076 | 1,123,076 | 0 | 0.03% | -$428 |
| MAGNETITE XXIX LTD / MAGNETITE XXIX LLC AR TSFR3M+135 07/15/2037 144A | 1,119,000 | 1,119,000 | 0 | 0.03% | -$1.70K |
| BX COMMERCIAL MORTGAGE TRUST 2024 XL5 | 1,119,300 | 1,119,300 | 0 | 0.03% | -$1.38K |
| GEN MOTORS FIN | 1,080,000 | 1,080,000 | 0 | 0.03% | -$16.71K |
| BX Mortgage Trust, Series 2021-PAC, Class A | 1,109,960 | 1,109,960 | 0 | 0.03% | $684 |
| CITIGROUP INC | 1,119,000 | 1,119,000 | 0 | 0.03% | -$4.80K |
Top 300 of 1080, by weight.
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