FTCB(FTCB)
FTCB
| Symbol | Name | Price | Change% | Shares | Weight | Value |
|---|---|---|---|---|---|---|
| Pagaya AI Debt Selection Trust Series 2024-8, Class A, 5.331%, due 01/15/2032 | -- | -- | -- | 0.00% | -- | |
| FLUTTER TREASURY DAC 6.375%, due 04/29/2029 | -- | -- | -- | 0.00% | -- | |
| Fannie Mae or Freddie Mac TBA, 2.50%, due 11/01/2051 | -- | -- | -- | 0.00% | -- | |
| SKY1 2025-LINE A Series 2025-LINE, Class A, Variable rate, due 04/15/2030 | -- | -- | -- | 0.00% | -- | |
| Bluemountain CLO Ltd Series 2018-3A, Class A2R, Variable rate, due 10/25/2030 | -- | -- | -- | 0.00% | -- | |
| HCA INC 4.625%, due 03/15/2052 | -- | -- | -- | 0.00% | -- | |
| UNITEDHEALTH GROUP INC 5.875%, due 02/15/2053 | -- | -- | -- | 0.00% | -- | |
| Freddie Mac Series 5259, Class FA, Variable rate, due 09/25/2052 | -- | -- | -- | 0.00% | -- | |
| Fannie Mae Series 2022-66, Class CF, Variable rate, due 10/25/2052 | -- | -- | -- | 0.00% | -- | |
| Pagaya AI Debt Selection Trust Series 2026-1, Class A1, 4.228%, due 02/15/2027 | -- | -- | -- | 0.00% | -- | |
| GS Mortgage Securities Trust Series 2017-GS5, Class AAB, 3.467%, due 03/10/2050 | -- | -- | -- | 0.00% | -- | |
| GNMA Series 2018-14, Class NZ, 3%, due 01/20/2048 | -- | -- | -- | 0.00% | -- | |
| GNMA Series 2025-131, Class ST, Variable rate, due 08/20/2055 | -- | -- | -- | 0.00% | -- | |
| FREMF Mortgage Trust Series 2018-K156, Class X2A, 0.10%, due 07/25/2036 | -- | -- | -- | 0.00% | -- | |
| Freddie Mac Series 5202, Class NV, 3%, due 01/25/2037 | -- | -- | -- | 0.00% | -- | |
| U.S. Treasury Bond, 4.25%, due 02/15/2054 | -- | -- | -- | 0.00% | -- | |
| JP Morgan Mortgage Trust Series 2020-LTV2, Class B1, Variable rate, due 11/25/2050 | -- | -- | -- | 0.00% | -- | |
| U.S. Treasury Bond, 0%, due 11/15/2042 | -- | -- | -- | 0.00% | -- | |
| Silver Point CLO, Ltd Series 2025-9A, Class A1, Variable rate, due 03/31/2038 | -- | -- | -- | 0.00% | -- | |
| Onslow Bay Financial LLC Series 2019-EXP3, Class 2A1B, Variable rate, due 10/25/2059 | -- | -- | -- | 0.00% | -- | |
| DELL INT LLC / EMC CORP 5.30%, due 04/01/2032 | -- | -- | -- | 0.00% | -- | |
| U.S. Treasury Bond, 0%, due 08/15/2044 | -- | -- | -- | 0.00% | -- | |
| GNMA GN AU4920, 3.02%, due 09/15/2041 | -- | -- | -- | 0.00% | -- | |
| COLT Funding LLC Series 2021-6, Class A1, Variable rate, due 12/25/2066 | -- | -- | -- | 0.00% | -- | |
| TENN VALLEY AUTHORITY N/C, 5.25%, due 02/01/2055 | -- | -- | -- | 0.00% | -- | |
| Freddie Mac FR SD0257, 3%, due 01/01/2050 | -- | -- | -- | 0.00% | -- | |
| BSTN Commercial Mortgage Trust Series 2025-1C, Class A, Variable rate, due 06/15/2044 | -- | -- | -- | 0.00% | -- | |
| WNU6C 116 | 2026-08-21 US ULTRA BOND CBT Sep26 C 116 | -- | -- | -- | 0.00% | -- |
| Whitebox CLO Ltd Series 2021-3A, Class A1R, Variable rate, due 10/15/2035 | -- | -- | -- | 0.00% | -- | |
| Fannie Mae Series 2024-39, Class AV, 3%, due 11/25/2033 | -- | -- | -- | 0.00% | -- | |
| Towd Point Mortgage Trust Series 2022-2, Class A1, Variable rate, due 07/01/2062 | -- | -- | -- | 0.00% | -- | |
| Fannie Mae Series 2022-31, Class GZ, 2%, due 03/25/2052 | -- | -- | -- | 0.00% | -- | |
| FIGRE Trust Series 2026-FL2, Class A1LC, Variable rate, due 06/25/2056 | -- | -- | -- | 0.00% | -- | |
| BIOGEN INC 5.75%, due 05/15/2035 | -- | -- | -- | 0.00% | -- | |
| GNMA Series 2012-113, Class BZ, 3%, due 09/16/2042 | -- | -- | -- | 0.00% | -- | |
| TYU6P 109 | 2026-08-21 US 10YR NOTE (CBT)Sep26 P 109 | -- | -- | -- | 0.00% | -- |
| Freddie Mac - STACR Series 2025-DNA1, Class A1, Variable rate, due 01/25/2045 | -- | -- | -- | 0.00% | -- | |
| BMO Mortgage Trust Series 2023-C6, Class ASB, 6.2118%, due 09/15/2056 | -- | -- | -- | 0.00% | -- | |
| Freddie Mac - SCRT Series 2019-4, Class HA, 3%, due 02/25/2059 | -- | -- | -- | 0.00% | -- | |
| PRKCM Trust Series 2025-AFC2, Class A1, Variable rate, due 12/25/2060 | -- | -- | -- | 0.00% | -- | |
| Freddie Mac - SLST Series 2018-2, Class A2, 3.50%, due 11/25/2028 | -- | -- | -- | 0.00% | -- | |
| FNA VI LLC Series 2021-1A, Class A, Variable rate, due 01/10/2032 | -- | -- | -- | 0.00% | -- | |
| ZIONS BANCORP NA Variable rate, due 08/18/2028 | -- | -- | -- | 0.00% | -- | |
| FIDELITY NATL INFO SERV 3.10%, due 03/01/2041 | -- | -- | -- | 0.00% | -- | |
| Flagstar Mortgage Trust Series 2018-2, Class B1, Variable rate, due 04/25/2048 | -- | -- | -- | 0.00% | -- | |
| ROCKETMTGE CO-ISSUER INC 3.875%, due 03/01/2031 | -- | -- | -- | 0.00% | -- | |
| Freddie Mac Series 5506, Class DZ, 3.50%, due 08/25/2042 | -- | -- | -- | 0.00% | -- | |
| CHARTER COMM OPT LLC/CAP 5.85%, due 12/01/2035 | -- | -- | -- | 0.00% | -- | |
| Freddie Mac Series 5351, Class EO, 0%, due 10/25/2053 | -- | -- | -- | 0.00% | -- | |
| Elmwood CLO X Ltd Series 2021-3A, Class AR2, Variable rate, due 07/20/2038 | -- | -- | -- | 0.00% | -- | |
| CAAA | First Trust AAA CMBS ETF | -- | -- | 12.00K | 0.00% | -- |
| Bank Series 2020-BN26, Class XA, Variable rate, due 03/15/2063 | -- | -- | -- | 0.00% | -- | |
| JACOBS SOLUTIONS INC 5.375%, due 03/03/2036 | -- | -- | -- | 0.00% | -- | |
| FREMF Mortgage Trust Series 2020-K117, Class X2A, 0.10%, due 10/25/2053 | -- | -- | -- | 0.00% | -- | |
| Freddie Mac - SCRT Series 2018-2, Class MZ, 3.50%, due 11/25/2057 | -- | -- | -- | 0.00% | -- | |
| COOPERATIEVE RABOBANK UA Variable rate, due 01/21/2033 | -- | -- | -- | 0.00% | -- | |
| Chase Mortgage Finance Corporation Series 2019-ATR2, Class B2, Variable rate, due 07/25/2049 | -- | -- | -- | 0.00% | -- | |
| Luxury Lease Partners Auto Lease Trust Series 2025-A, Class A, 5.51%, due 03/15/2032 | -- | -- | -- | 0.00% | -- | |
| Freddie Mac - SCRT Series 2019-3, Class MZ, 3.50%, due 10/25/2058 | -- | -- | -- | 0.00% | -- | |
| Preston Ridge Partners Mortgage Trust Series 2024-RCF1, Class A3, Variable rate, due 01/25/2054 | -- | -- | -- | 0.00% | -- | |
| GNMA TBA, 4%, due 09/01/2055 | -- | -- | -- | 0.00% | -- | |
| FVU6P 107 | 2026-08-21 US 5YR NOTE (CBT) Sep26 P 107 | -- | -- | -- | 0.00% | -- |
| Pagaya AI Debt Selection Trust Series 2025-R1, Class A2, 5.338%, due 06/15/2032 | -- | -- | -- | 0.00% | -- | |
| $USD | US Dollar | -- | -- | -- | 0.00% | -- |
| NEW YORK NY 5.25%, due 02/01/2050 | -- | -- | -- | 0.00% | -- | |
| U.S. Treasury Inflation Indexed Note, 1.625%, due 10/15/2029 | -- | -- | -- | 0.00% | -- | |
| BARCLAYS PLC Variable rate, due 08/09/2033 | -- | -- | -- | 0.00% | -- | |
| ROCKET COS INC 6.375%, due 08/01/2033 | -- | -- | -- | 0.00% | -- | |
| Fannie Mae Series 2022-29, Class JZ, 1.50%, due 06/25/2042 | -- | -- | -- | 0.00% | -- | |
| AMCOR FLEXIBLES NORTH AMERICA 5.10%, due 03/17/2030 | -- | -- | -- | 0.00% | -- | |
| Freddie Mac - SCRT Series 2018-1, Class MT, 3%, due 05/25/2057 | -- | -- | -- | 0.00% | -- | |
| Freddie Mac FG Q43173, 3%, due 09/01/2046 | -- | -- | -- | 0.00% | -- | |
| Fanniemae-Aces Series 2026-M4, Class Z, 2.8864%, due 04/25/2052 | -- | -- | -- | 0.00% | -- | |
| CIFC Funding Ltd Series 2024-3, Class A1, Variable rate, due 07/21/2037 | -- | -- | -- | 0.00% | -- | |
| WNN6P 116.5 | 2026-06-26 US ULTRA BOND CBT Sep26 P 116.50 | -- | -- | -- | 0.00% | -- |
| PRP Advisors, LLC Series 2025-RPL3, Class A1, Variable rate, due 04/25/2055 | -- | -- | -- | 0.00% | -- | |
| Progress Residential Trust Series 2025-SFR3, Class A, 3.39%, due 07/17/2030 | -- | -- | -- | 0.00% | -- | |
| U.S. Treasury Bond, 0%, due 08/15/2039 | -- | -- | -- | 0.00% | -- | |
| Wells Fargo Commercial Mortgage Trust Series 2017-C41, Class XA, Variable rate, due 11/15/2050 | -- | -- | -- | 0.00% | -- | |
| AMCOR FLEXIBLES NORTH AMERICA 5.50%, due 03/17/2035 | -- | -- | -- | 0.00% | -- | |
| Vista Point Securitization Trust Series 2020-1, Class M1, Variable rate, due 03/25/2065 | -- | -- | -- | 0.00% | -- | |
| U.S. Treasury Bond, 0%, due 02/15/2037 | -- | -- | -- | 0.00% | -- | |
| THE BOEING CO 6.625%, due 02/15/2038 | -- | -- | -- | 0.00% | -- | |
| MFRA Trust Series 2026-NQM1, Class A1, Variable rate, due 02/25/2071 | -- | -- | -- | 0.00% | -- | |
| FLORIDA POWER & LIGHT CO 5.75%, due 06/01/2056 | -- | -- | -- | 0.00% | -- | |
| UXYU6 | US 10yr Ultra Fut Sep26 | -- | -- | -- | 0.00% | -- |
| U.S. Treasury Bond, 4.625%, due 05/15/2054 | -- | -- | -- | 0.00% | -- | |
| ASHTEAD CAPITAL INC 5.50%, due 08/11/2032 | -- | -- | -- | 0.00% | -- | |
| GNMA Series 2021-137, Class MT, Variable rate, due 08/20/2051 | -- | -- | -- | 0.00% | -- | |
| GNMA GN DO5687, 5.72%, due 06/15/2053 | -- | -- | -- | 0.00% | -- | |
| GNMA Series 2025-98, Class SX, Variable rate, due 06/20/2055 | -- | -- | -- | 0.00% | -- | |
| JP Morgan Mortgage Trust Series 2019-INV3, Class A1, Variable rate, due 05/25/2050 | -- | -- | -- | 0.00% | -- | |
| CEMEX SAB DE CV N/C, 5.45%, due 11/19/2029 | -- | -- | -- | 0.00% | -- | |
| GNMA Series 2025-100, Class JS, Variable rate, due 06/20/2055 | -- | -- | -- | 0.00% | -- | |
| UNITED RENTALS (NORTH AMERICA) 6%, due 12/15/2029 | -- | -- | -- | 0.00% | -- | |
| Freddie Mac - SCRT Series 2019-3, Class MV, 3.50%, due 10/25/2058 | -- | -- | -- | 0.00% | -- | |
| Freddie Mac - SLST Series 2019-2, Class A1C, 2.75%, due 09/25/2029 | -- | -- | -- | 0.00% | -- | |
| BWAY Mortgage Trust Series 2025-1535, Class B, Variable rate, due 05/05/2030 | -- | -- | -- | 0.00% | -- | |
| UBS Commercial Mortgage Trust Series 2019-C17, Class XA, Variable rate, due 10/15/2052 | -- | -- | -- | 0.00% | -- | |
| INDIANA MICHIGAN POWER 5.60%, due 03/15/2056 | -- | -- | -- | 0.00% | -- | |
| Freddie Mac - SCRT Series 2019-4, Class MA, 3%, due 02/25/2059 | -- | -- | -- | 0.00% | -- | |
| GNMA TBA, 4.50%, due 04/01/2056 | -- | -- | -- | 0.00% | -- | |
| ALCON FINANCE CORP 5.75%, due 12/06/2052 | -- | -- | -- | 0.00% | -- | |
| ARTHUR J GALLAGHER & CO 5.55%, due 02/15/2055 | -- | -- | -- | 0.00% | -- | |
| APPLOVIN CORP 5.375%, due 12/01/2031 | -- | -- | -- | 0.00% | -- | |
| JW Commercial Mortgage Trust Series 2024-BERY, Class A, Variable rate, due 11/15/2039 | -- | -- | -- | 0.00% | -- | |
| CONAGRA BRANDS INC 5.75%, due 08/01/2035 | -- | -- | -- | 0.00% | -- | |
| SBNA Auto Receivables Trust Series 2024-A, Class B, 5.29%, due 09/17/2029 | -- | -- | -- | 0.00% | -- | |
| CITADEL SECURITIES GLOBAL HLDGS 5.125%, due 01/27/2032 | -- | -- | -- | 0.00% | -- | |
| BENCHMARK Mortgage Trust Series 2021-B25, Class A4, 2.268%, due 04/15/2054 | -- | -- | -- | 0.00% | -- | |
| MSWF Commercial Mortgage Trust Series 2023-1, Class XA, Variable rate, due 05/15/2056 | -- | -- | -- | 0.00% | -- | |
| WNU6 | US ULTRA BOND CBT Sep26 | -- | -- | -- | 0.00% | -- |
| Barclays Commercial Mortgage Securities LLC Series 2025-C35, Class XA, Variable rate, due 07/15/2058 | -- | -- | -- | 0.00% | -- | |
| USU6C 120 | 2026-08-21 US LONG BOND(CBT) Sep26 C 120 | -- | -- | -- | 0.00% | -- |
| Sequoia Mortgage Trust Series 2026-HYB1, Class A1B, Variable rate, due 04/25/2056 | -- | -- | -- | 0.00% | -- | |
| GS Mortgage-Backed Securities Trust Series 2026-PJ1, Class A27, Variable rate, due 06/25/2056 | -- | -- | -- | 0.00% | -- | |
| LLOYDS BANKING GROUP PLC Variable rate, due 11/04/2036 | -- | -- | -- | 0.00% | -- | |
| U.S. Treasury Bond, 0%, due 05/15/2037 | -- | -- | -- | 0.00% | -- | |
| USU6P 116 | 2026-08-21 US LONG BOND(CBT) Sep26 P 116 | -- | -- | -- | 0.00% | -- |
| JP Morgan Mortgage Trust Series 2019-6, Class B1, Variable rate, due 12/25/2049 | -- | -- | -- | 0.00% | -- | |
| Arbor Multifamily Mortgage Securities Trust Series 2020-MF1, Class A4, 2.4953%, due 05/15/2053 | -- | -- | -- | 0.00% | -- | |
| Cross Mortgage Trust Series 2025-H3, Class A1, Variable rate, due 05/25/2070 | -- | -- | -- | 0.00% | -- | |
| DALLAS-FORT WORTH TX INTL ARPT REV 5.25%, due 11/01/2046 | -- | -- | -- | 0.00% | -- | |
| U.S. Treasury Bond, 0%, due 08/15/2038 | -- | -- | -- | 0.00% | -- | |
| Fannie Mae FN FA1265, 4.50%, due 12/01/2050 | -- | -- | -- | 0.00% | -- | |
| NEW HOPE CULTURAL EDU FACS FIN CORP TX 5.50%, due 08/15/2049 | -- | -- | -- | 0.00% | -- | |
| Pagaya AI Debt Selection Trust Series 2024-11, Class A, 5.092%, due 07/15/2032 | -- | -- | -- | 0.00% | -- | |
| U.S. Treasury Note, 3.50%, due 03/15/2029 | -- | -- | -- | 0.00% | -- | |
| Fannie Mae FN BM4629, 4%, due 10/01/2048 | -- | -- | -- | 0.00% | -- | |
| MORGAN STANLEY Variable rate, due 10/18/2033 | -- | -- | -- | 0.00% | -- | |
| HOMES Trust Series 2024-AFC2, Class A1, Variable rate, due 10/25/2059 | -- | -- | -- | 0.00% | -- | |
| ELEVANCE HEALTH INC 5.125%, due 02/15/2053 | -- | -- | -- | 0.00% | -- | |
| U.S. Treasury Bond, 0%, due 02/15/2041 | -- | -- | -- | 0.00% | -- | |
| Fannie Mae Series 2015-65, Class CZ, 3.50%, due 09/25/2045 | -- | -- | -- | 0.00% | -- | |
| Freddie Mac Series 4499, Class CZ, 3.50%, due 08/15/2045 | -- | -- | -- | 0.00% | -- | |
| SFRZ7P 96 | 2027-12-10 3 MONTH SOFR FUT Dec27 P 96 | -- | -- | -- | 0.00% | -- |
| Research-Driven Pagaya Motor Asset Trust I Series 2025-6A, Class A3, 5.013%, due 08/25/2034 | -- | -- | -- | 0.00% | -- | |
| U.S. Treasury Bond, 1.25%, due 05/15/2050 | -- | -- | -- | 0.00% | -- | |
| OZLM Ltd Series 2019-24A, Class A1AR, Variable rate, due 07/20/2032 | -- | -- | -- | 0.00% | -- | |
| DUKE ENERGY CAROLINAS 5.30%, due 02/15/2040 | -- | -- | -- | 0.00% | -- | |
| Barclays Commercial Mortgage Securities LLC Series 2018-TALL, Class A, Variable rate, due 03/15/2037 | -- | -- | -- | 0.00% | -- | |
| Garnet CLO Ltd Series 2025-2A, Class A, Variable rate, due 10/20/2038 | -- | -- | -- | 0.00% | -- | |
| Fannie Mae FN AL9394, 3%, due 11/01/2046 | -- | -- | -- | 0.00% | -- | |
| CITADEL SECURITIES GLOBAL HLDGS 5.50%, due 06/18/2030 | -- | -- | -- | 0.00% | -- | |
| Fannie Mae or Freddie Mac TBA, 5%, due 02/01/2056 | -- | -- | -- | 0.00% | -- | |
| Wells Fargo Mortgage Backed Securities Trust Series 2018-1, Class B1, Variable rate, due 07/25/2047 | -- | -- | -- | 0.00% | -- | |
| Pagaya AI Debt Selection Trust Series 2025-R3, Class A, 4.841%, due 01/18/2033 | -- | -- | -- | 0.00% | -- | |
| HCA INC 4.90%, due 11/15/2035 | -- | -- | -- | 0.00% | -- | |
| Farmer Mac Agricultural Real Estate Trust Series 2024-2, Class A, Variable rate, due 08/01/2054 | -- | -- | -- | 0.00% | -- | |
| Metlife Securitization Trust Series 2018-1A, Class A, Variable rate, due 03/25/2057 | -- | -- | -- | 0.00% | -- | |
| BX Trust Series 2020-VIV4, Class A, 2.843%, due 03/09/2044 | -- | -- | -- | 0.00% | -- | |
| USN6P 110 | 2026-06-26 US LONG BOND(CBT) Sep26 P 110 | -- | -- | -- | 0.00% | -- |
| Fannie Mae Variable rate, due 09/25/2052 | -- | -- | -- | 0.00% | -- | |
| HUNTINGTON BANCSHARES Variable rate, due 05/17/2033 | -- | -- | -- | 0.00% | -- | |
| PRP Advisors, LLC Series 2024-RPL3, Class A1, Variable rate, due 11/25/2054 | -- | -- | -- | 0.00% | -- | |
| PFS Financing Corp. Series 2025-C, Class A, 0%, due 04/16/2029 | -- | -- | -- | 0.00% | -- | |
| WELLS FARGO & COMPANY Variable rate, due 07/25/2033 | -- | -- | -- | 0.00% | -- | |
| PRP Advisors, LLC Series 2026-RCF4, Class A1, Variable rate, due 06/25/2056 | -- | -- | -- | 0.00% | -- | |
| Ellington Financial Mortgage Trust Series 2026-NQM3, Class A1, Variable rate, due 03/25/2071 | -- | -- | -- | 0.00% | -- | |
| RYAN SPECIALTY GROUP 4.375%, due 02/01/2030 | -- | -- | -- | 0.00% | -- | |
| Ellington Financial Mortgage Trust Series 2019-2, Class M1, Variable rate, due 11/25/2059 | -- | -- | -- | 0.00% | -- | |
| Verus Securitization Trust Series 2022-2, Class A1, Variable rate, due 02/25/2067 | -- | -- | -- | 0.00% | -- | |
| PRKCM Trust Series 2025-HOME1, Class A1A, Variable rate, due 02/25/2060 | -- | -- | -- | 0.00% | -- | |
| American Heritage Auto Receivables Trust Series 2024-1A, Class A3, 4.90%, due 09/17/2029 | -- | -- | -- | 0.00% | -- | |
| QTS FAYETTEV I DC1-2/TRS 5.70%, due 04/15/2036 | -- | -- | -- | 0.00% | -- | |
| TCI-Symphony CLO Series 2017-1A, Class BR, Variable rate, due 07/15/2030 | -- | -- | -- | 0.00% | -- | |
| USZ6P 104 | 2026-11-20 US LONG BOND(CBT) Dec26 P 104 | -- | -- | -- | 0.00% | -- |
| UNIVERSAL HEALTH SVCS 5.05%, due 10/15/2034 | -- | -- | -- | 0.00% | -- | |
| Dryden Senior Loan Fund Series 2020-85A, Class A1R2, Variable rate, due 07/15/2037 | -- | -- | -- | 0.00% | -- | |
| GILDAN ACTIVEWEAR INC 4.70%, due 10/07/2030 | -- | -- | -- | 0.00% | -- | |
| Fannie Mae Series 2023-54, Class PO, 0%, due 11/25/2053 | -- | -- | -- | 0.00% | -- | |
| BX Trust Series 2025-GW, Class A, Variable rate, due 07/15/2042 | -- | -- | -- | 0.00% | -- | |
| U.S. Treasury Inflation Indexed Note, 2.125%, due 04/15/2029 | -- | -- | -- | 0.00% | -- | |
| LSEG US FIN CORP 4.50%, due 03/23/2031 | -- | -- | -- | 0.00% | -- | |
| Bank Series 2025-BNK49, Class XA, Variable rate, due 03/15/2058 | -- | -- | -- | 0.00% | -- | |
| BROWN & BROWN INC 5.65%, due 06/11/2034 | -- | -- | -- | 0.00% | -- | |
| Freddie Mac Series 5478, Class NF, Variable rate, due 12/25/2054 | -- | -- | -- | 0.00% | -- | |
| Freddie Mac - SCRT Series 2017-2, Class MA, 3%, due 08/25/2056 | -- | -- | -- | 0.00% | -- | |
| Freddie Mac - SCRT Series 2018-4, Class MB, 3.50%, due 03/25/2058 | -- | -- | -- | 0.00% | -- | |
| Rockland Park CLO Ltd Series 2021-1A, Class A1R, Variable rate, due 07/20/2038 | -- | -- | -- | 0.00% | -- | |
| THE CIGNA GROUP 4.80%, due 08/15/2038 | -- | -- | -- | 0.00% | -- | |
| FACTSET RESEARCH SYSTEMS 3.45%, due 03/01/2032 | -- | -- | -- | 0.00% | -- | |
| WASTE MANAGEMENT INC 5.35%, due 10/15/2054 | -- | -- | -- | 0.00% | -- | |
| TUU6 | US 2YR NOTE (CBT) Sep26 | -- | -- | -- | 0.00% | -- |
| THE CIGNA GROUP 4.80%, due 07/15/2046 | -- | -- | -- | 0.00% | -- | |
| Research-Driven Pagaya Motor Asset Trust I Series 2025-1A, Class A, 5.044%, due 06/27/2033 | -- | -- | -- | 0.00% | -- | |
| BX Trust Series 2025-ARIA, Class A, Variable rate, due 12/13/2042 | -- | -- | -- | 0.00% | -- | |
| FHLMC Multifamily Structured Pass Through Certs. Series K-1510, Class A3, 3.794%, due 01/25/2034 | -- | -- | -- | 0.00% | -- | |
| New Residential Mortgage Loan Trust Series 2018-4A, Class A1S, Variable rate, due 01/25/2048 | -- | -- | -- | 0.00% | -- | |
| Fannie Mae - CAS Series 2024-R05, Class 2A1, Variable rate, due 07/25/2044 | -- | -- | -- | 0.00% | -- | |
| CENTENE CORP 4.25%, due 12/15/2027 | -- | -- | -- | 0.00% | -- | |
| U.S. Treasury Bond, 0%, due 08/15/2040 | -- | -- | -- | 0.00% | -- | |
| UBS GROUP AG Variable rate, due 04/01/2031 | -- | -- | -- | 0.00% | -- | |
| Onslow Bay Financial LLC Series 2018-1, Class A2, Variable rate, due 06/25/2057 | -- | -- | -- | 0.00% | -- | |
| Freddie Mac Multiclass Certificates Series 2019-RR01, Class X, Variable rate, due 06/25/2028 | -- | -- | -- | 0.00% | -- | |
| USU6C 113 | 2026-08-21 US LONG BOND(CBT) Sep26 C 113 | -- | -- | -- | 0.00% | -- |
| USU6C 116 | 2026-08-21 US LONG BOND(CBT) Sep26 C 116 | -- | -- | -- | 0.00% | -- |
| FVU6P 108.5 | 2026-08-21 US 5YR NOTE (CBT) Sep26 P 108.50 | -- | -- | -- | 0.00% | -- |
| Towd Point Mortgage Trust Series 2019-HY2, Class A1, Variable rate, due 05/25/2058 | -- | -- | -- | 0.00% | -- | |
| NEW YORK ST DORM AUTH ST PERSONAL INC TAX 5.50%, due 03/15/2053 | -- | -- | -- | 0.00% | -- | |
| BERRY GLOBAL INC 5.65%, due 01/15/2034 | -- | -- | -- | 0.00% | -- | |
| U.S. Treasury Bond, 0%, due 11/15/2044 | -- | -- | -- | 0.00% | -- | |
| LSEG US FIN CORP 5.25%, due 03/23/2036 | -- | -- | -- | 0.00% | -- | |
| BANK OF AMERICA CORP Variable rate, due 04/27/2033 | -- | -- | -- | 0.00% | -- | |
| Toorak Mortgage Corp. Series 2022-INV1, Class A1, Variable rate, due 02/25/2057 | -- | -- | -- | 0.00% | -- | |
| Fannie Mae FN FS6440, 4%, due 10/01/2048 | -- | -- | -- | 0.00% | -- | |
| LPL HOLDINGS INC 5.15%, due 06/15/2030 | -- | -- | -- | 0.00% | -- | |
| Silver Point CLO, Ltd Series 2024-7A, Class A1, Variable rate, due 01/15/2038 | -- | -- | -- | 0.00% | -- | |
| Hilton USA Trust Series 2016-HHV, Class A, 3.719%, due 11/05/2038 | -- | -- | -- | 0.00% | -- | |
| U.S. Treasury Bond, 0%, due 08/15/2042 | -- | -- | -- | 0.00% | -- | |
| PRP Advisors, LLC Series 2025-RCF6, Class A1, Variable rate, due 12/25/2055 | -- | -- | -- | 0.00% | -- | |
| TUU6P 102.5 | 2026-08-21 US 2YR NOTE (CBT) Sep26 P 102.50 | -- | -- | -- | 0.00% | -- |
| FIRST-CITIZENS BANK/TRST Variable rate, due 07/13/2029 | -- | -- | -- | 0.00% | -- | |
| Fannie Mae FN FS1046, 4.50%, due 11/01/2049 | -- | -- | -- | 0.00% | -- | |
| AON GLOBAL LTD 4.75%, due 05/15/2045 | -- | -- | -- | 0.00% | -- | |
| OSCAR US Funding Trust Series 2024-2A, Class A3, 4.47%, due 03/12/2029 | -- | -- | -- | 0.00% | -- | |
| Preston Ridge Partners Mortgage Trust Series 2024-RCF2, Class A2, Variable rate, due 03/25/2054 | -- | -- | -- | 0.00% | -- | |
| SALESFORCE INC 5.55%, due 03/15/2036 | -- | -- | -- | 0.00% | -- | |
| Neuberger Berman CLO Ltd Series 2017-16SA, Class A1R, Variable rate, due 04/15/2039 | -- | -- | -- | 0.00% | -- | |
| CONSTELLATION BRANDS INC 5.25%, due 11/15/2048 | -- | -- | -- | 0.00% | -- | |
| Carlyle Global Market Strategies Series 2019-1A, Class A1B2, Variable rate, due 04/20/2031 | -- | -- | -- | 0.00% | -- | |
| Freddie Mac Series 5435, Class BS, Variable rate, due 07/25/2054 | -- | -- | -- | 0.00% | -- | |
| TUU6C 104.75 | 2026-08-21 US 2YR NOTE (CBT) Sep26 C 104.75 | -- | -- | -- | 0.00% | -- |
| MSCI INC 5.15%, due 03/15/2036 | -- | -- | -- | 0.00% | -- | |
| Fannie Mae Series 2025-49, Class FA, Variable rate, due 06/25/2055 | -- | -- | -- | 0.00% | -- | |
| Bank Series 2020-BN29, Class A4, 1.997%, due 11/15/2053 | -- | -- | -- | 0.00% | -- | |
| MOLSON COORS BEVERAGE CO 4.20%, due 07/15/2046 | -- | -- | -- | 0.00% | -- | |
| GNMA Series 2025-95, Class DC, Variable rate, due 05/20/2055 | -- | -- | -- | 0.00% | -- | |
| Freddie Mac FR ZT0794, 4.50%, due 10/01/2048 | -- | -- | -- | 0.00% | -- | |
| HalseyPoint CLO Ltd. Series 2021-4A, Class A, Variable rate, due 04/20/2034 | -- | -- | -- | 0.00% | -- | |
| Pagaya AI Debt Selection Trust Series 2025-5, Class A2, 5.108%, due 03/15/2033 | -- | -- | -- | 0.00% | -- | |
| Neuberger Berman CLO Ltd Series 2014-17A, Class AR3, Variable rate, due 07/22/2038 | -- | -- | -- | 0.00% | -- | |
| Fannie Mae or Freddie Mac TBA, 4%, due 09/01/2037 | -- | -- | -- | 0.00% | -- | |
| MSCI INC 5.25%, due 09/01/2035 | -- | -- | -- | 0.00% | -- | |
| CHARLES RIVER LABORATORIES 3.75%, due 03/15/2029 | -- | -- | -- | 0.00% | -- | |
| AT&T INC 5.55%, due 11/01/2045 | -- | -- | -- | 0.00% | -- | |
| Venture CDO Ltd Series 2014-19A, Class ARR, Variable rate, due 01/15/2032 | -- | -- | -- | 0.00% | -- | |
| Chase Mortgage Finance Corporation Series 2025-8. Class A11, Variable rate, due 06/25/2056 | -- | -- | -- | 0.00% | -- | |
| Fannie Mae or Freddie Mac TBA, 5.50%, due 03/01/2056 | -- | -- | -- | 0.00% | -- | |
| FVU6C 110 | 2026-08-21 US 5YR NOTE (CBT) Sep26 C 110 | -- | -- | -- | 0.00% | -- |
| CoreVest American Finance Ltd Series 2020-2, Class B, Variable rate, due 05/15/2052 | -- | -- | -- | 0.00% | -- | |
| Pagaya AI Debt Selection Trust Series 2025-1, Class A2, 5.156%, due 07/15/2032 | -- | -- | -- | 0.00% | -- | |
| Freddie Mac - SCRT Series 2017-1, Class HA, Variable rate, due 01/25/2056 | -- | -- | -- | 0.00% | -- | |
| U.S. Treasury Bond, 0%, due 05/15/2039 | -- | -- | -- | 0.00% | -- | |
| PMT Loan Trust Series 2026-CNF3, Class A23, Variable rate, due 04/25/2057 | -- | -- | -- | 0.00% | -- | |
| Freddie Mac - SCRT Series 2019-4, Class MV, 3%, due 02/25/2059 | -- | -- | -- | 0.00% | -- | |
| THE CIGNA GROUP 6%, due 01/15/2056 | -- | -- | -- | 0.00% | -- | |
| GILDAN ACTIVEWEAR INC 5.40%, due 10/07/2035 | -- | -- | -- | 0.00% | -- | |
| Madison Park Funding Ltd Series 2022-62A, Class A1R2, Variable rate, due 07/16/2038 | -- | -- | -- | 0.00% | -- | |
| Fannie Mae FN FA0606, 3.50%, due 09/01/2047 | -- | -- | -- | 0.00% | -- | |
| JP Morgan Mortgage Trust Series 2025-5MPR, Class A1, Variable rate, due 11/25/2055 | -- | -- | -- | 0.00% | -- | |
| TYU6C 109 | 2026-08-21 US 10YR NOTE (CBT)Sep26 C 109 | -- | -- | -- | 0.00% | -- |
| Towd Point Mortgage Trust Series 2022-1, Class A1, Variable rate, due 07/25/2062 | -- | -- | -- | 0.00% | -- | |
| MFRA Trust Series 2025-NQM5, Class A1, Variable rate, due 11/25/2070 | -- | -- | -- | 0.00% | -- | |
| CIM Trust Series 2019-INV3, Class B1A, Variable rate, due 08/25/2049 | -- | -- | -- | 0.00% | -- | |
| FLORIDA POWER & LIGHT CO 5.30%, due 04/01/2053 | -- | -- | -- | 0.00% | -- | |
| TYU6 | US 10YR NOTE (CBT)Sep26 | -- | -- | -- | 0.00% | -- |
| Freddie Mac FR RB5112, 2.50%, due 05/01/2041 | -- | -- | -- | 0.00% | -- | |
| Fannie Mae FN BF0207, 4.50%, due 04/01/2047 | -- | -- | -- | 0.00% | -- | |
| FIFTH THIRD BANCORP Variable rate, due 01/29/2037 | -- | -- | -- | 0.00% | -- | |
| Barclays Commercial Mortgage Securities LLC Series 2020-C8, Class A5, 2.04%, due 10/15/2053 | -- | -- | -- | 0.00% | -- | |
| SODEXO INC 5.80%, due 08/15/2035 | -- | -- | -- | 0.00% | -- | |
| ICON INVESTMENTS SIX DAC 5.849%, due 05/08/2029 | -- | -- | -- | 0.00% | -- | |
| RUN NQM TRUST Series 2022-NQM1, Class A1, Variable rate, due 03/25/2067 | -- | -- | -- | 0.00% | -- | |
| Arroyo Mortgage Trust Series 2020-1, Class A1A, 1.662%, due 03/25/2055 | -- | -- | -- | 0.00% | -- | |
| GNMA Series 2025-21, Class IO, Variable rate, due 04/16/2065 | -- | -- | -- | 0.00% | -- | |
| Fannie Mae Series 2022-29, Class KZ, 1.50%, due 06/25/2042 | -- | -- | -- | 0.00% | -- | |
| THE BOEING CO 3.55%, due 03/01/2038 | -- | -- | -- | 0.00% | -- | |
| Oak Hill Credit Series 2023-15RA, Class A, Variable rate, due 07/20/2038 | -- | -- | -- | 0.00% | -- | |
| COMM Mortgage Trust Series 2024-277P, Class X, Variable rate, due 08/10/2044 | -- | -- | -- | 0.00% | -- | |
| COSTAR GROUP INC 2.80%, due 07/15/2030 | -- | -- | -- | 0.00% | -- | |
| Fannie Mae FN BM7687, 3%, due 11/01/2046 | -- | -- | -- | 0.00% | -- | |
| Pagaya AI Debt Selection Trust Series 2024-9, Class A, 5.065%, due 03/15/2032 | -- | -- | -- | 0.00% | -- | |
| Home Partners of America Trust Series 2020-2, Class A, 1.532%, due 01/17/2041 | -- | -- | -- | 0.00% | -- | |
| LV Trust Series 2024-SHOW, Class A, Variable rate, due 10/10/2041 | -- | -- | -- | 0.00% | -- | |
| Kennedy Lewis CLO Ltd Series 9A, Class AR, Variable rate, due 01/20/2038 | -- | -- | -- | 0.00% | -- | |
| Fannie Mae or Freddie Mac TBA, 4%, due 08/01/2055 | -- | -- | -- | 0.00% | -- | |
| PMT Loan Trust Series 2026-INV3, Class A36, Variable rate, due 02/25/2057 | -- | -- | -- | 0.00% | -- | |
| Onslow Bay Financial LLC Series 2026-J1, Class AF, Variable rate, due 02/25/2056 | -- | -- | -- | 0.00% | -- | |
| Onslow Bay Financial LLC Series 2026-INV3, Class AF2, Variable rate, due 04/25/2056 | -- | -- | -- | 0.00% | -- | |
| FVU6C 109 | 2026-08-21 US 5YR NOTE (CBT) Sep26 C 109 | -- | -- | -- | 0.00% | -- |
| SFRZ7P 96.38 | 2027-12-10 3 MONTH SOFR FUT Dec27 P 96.38 | -- | -- | -- | 0.00% | -- |
| PRP Advisors, LLC Series 2025-NQM6, Class A1, Variable rate, due 12/25/2070 | -- | -- | -- | 0.00% | -- | |
| Preston Ridge Partners Mortgage Trust Series 2024-RCF2, Class A1, Variable rate, due 03/25/2054 | -- | -- | -- | 0.00% | -- | |
| FVU6P 108 | 2026-08-21 US 5YR NOTE (CBT) Sep26 P 108 | -- | -- | -- | 0.00% | -- |
| HOMES Trust Series 2024-AFC1, Class A1, Variable rate, due 08/25/2059 | -- | -- | -- | 0.00% | -- | |
| GLOBAL PAYMENTS INC 5.55%, due 11/15/2035 | -- | -- | -- | 0.00% | -- | |
| ROYAL CARIBBEAN CRUISES 4.75%, due 05/15/2033 | -- | -- | -- | 0.00% | -- | |
| UNIVERSAL HEALTH SVCS 4.625%, due 10/15/2029 | -- | -- | -- | 0.00% | -- | |
| Boca Commercial Mortgage Trust Series 2025-BOCA, Class A, Variable rate, due 12/15/2042 | -- | -- | -- | 0.00% | -- | |
| Fannie Mae FN FM9712, 3.50%, due 11/01/2050 | -- | -- | -- | 0.00% | -- | |
| FIGRE Trust Series 2026-HF3, Class A1A, Variable rate, due 03/25/2056 | -- | -- | -- | 0.00% | -- | |
| U.S. Treasury Bond, 0%, due 11/15/2039 | -- | -- | -- | 0.00% | -- | |
| ZOETIS INC 5%, due 08/17/2035 | -- | -- | -- | 0.00% | -- | |
| U.S. Treasury Bond, 0%, due 02/15/2034 | -- | -- | -- | 0.00% | -- | |
| Bank Series 2020-BN26, Class A3, 2.155%, due 03/15/2063 | -- | -- | -- | 0.00% | -- | |
| Credit Suisse Mortgage Trust Series 2019-AFC1, Class A1, Variable rate, due 07/25/2049 | -- | -- | -- | 0.00% | -- | |
| Colony American Finance Ltd Series 2020-1, Class A2, 2.296%, due 03/15/2050 | -- | -- | -- | 0.00% | -- | |
| HOUSTON GALLERIA MALL TRUST Series 2025-HGLR, Class A, Variable rate, due 02/05/2045 | -- | -- | -- | 0.00% | -- | |
| Chase Mortgage Finance Corporation Series 2025-10, Class A11, Variable rate, due 07/25/2056 | -- | -- | -- | 0.00% | -- | |
| Deutsche Bank Commercial Mortgage Trust Series 2020-C9, Class A5, 1.926%, due 08/15/2053 | -- | -- | -- | 0.00% | -- | |
| BX Trust Series 2025-VOLT, Class A, Variable rate, due 12/15/2044 | -- | -- | -- | 0.00% | -- | |
| FIGRE Trust Series 2026-FL1, Class A1LC, Variable rate, due 03/25/2056 | -- | -- | -- | 0.00% | -- | |
| AT&T INC 4.75%, due 05/15/2046 | -- | -- | -- | 0.00% | -- | |
| Fannie Mae Series 2025-32, Class FD, Variable rate, due 05/25/2055 | -- | -- | -- | 0.00% | -- | |
| Fannie Mae FN FM9416, 3.50%, due 07/01/2045 | -- | -- | -- | 0.00% | -- | |
| Aimco Series 2022-17A, Class A1R, Variable rate, due 07/20/2037 | -- | -- | -- | 0.00% | -- | |
| USU6C 119 | 2026-08-21 US LONG BOND(CBT) Sep26 C 119 | -- | -- | -- | 0.00% | -- |
| PRP Advisors, LLC Series 2025-RCF4, Class A1, Variable rate, due 08/25/2055 | -- | -- | -- | 0.00% | -- | |
| GS Mortgage-Backed Securities Trust Series 2022-LTV1, Class A14, Variable rate, due 06/25/2052 | -- | -- | -- | 0.00% | -- | |
| PRKCM Trust Series 2025-HOME1, Class A1B, Variable rate, due 02/25/2060 | -- | -- | -- | 0.00% | -- | |
| USZ6C 120 | 2026-11-20 US LONG BOND(CBT) Dec26 C 120 | -- | -- | -- | 0.00% | -- |
| Farmer Mac Agricultural Real Estate Trust Series 2024-1, Class A, Variable rate, due 10/01/2053 | -- | -- | -- | 0.00% | -- | |
| BERRY GLOBAL INC 5.50%, due 04/15/2028 | -- | -- | -- | 0.00% | -- | |
| SFO Commerical Mortgage Trust Series 2021-555, Class A, Variable rate, due 05/15/2038 | -- | -- | -- | 0.00% | -- | |
| Fannie Mae or Freddie Mac TBA, 5.50%, due 03/01/2056 | -- | -- | -- | 0.00% | -- | |
| Fannie Mae FN FA1024, 2.50%, due 05/01/2051 | -- | -- | -- | 0.00% | -- | |
| BMO Mortgage Trust Series 2024-5C3, Class XA, Variable rate, due 02/15/2057 | -- | -- | -- | 0.00% | -- | |
| U.S. Treasury Bond, 0%, due 02/15/2035 | -- | -- | -- | 0.00% | -- | |
| NY Commercial Mortgage Trust Series 2025-299P, Class A, Variable rate, due 02/10/2035 | -- | -- | -- | 0.00% | -- | |
| UNITEDHEALTH GROUP INC 5.95%, due 06/15/2055 | -- | -- | -- | 0.00% | -- | |
| NEW YORK NY CITY TRANSITIONAL FIN AUTH 5.50%, due 05/01/2050 | -- | -- | -- | 0.00% | -- | |
| JP Morgan Mortgage Trust Series 2019-INV1, Class A11, Variable rate, due 10/25/2049 | -- | -- | -- | 0.00% | -- | |
| Freddie Mac - SLST Series 2020-2, Class AC, 2%, due 09/25/2030 | -- | -- | -- | 0.00% | -- | |
| U.S. Treasury Bond, 2.75%, due 11/15/2047 | -- | -- | -- | 0.00% | -- | |
| FVU6C 109.5 | 2026-08-21 US 5YR NOTE (CBT) Sep26 C 109.50 | -- | -- | -- | 0.00% | -- |
| PRP Advisors, LLC Series 2025-RPL4, Class A1, Variable rate, due 05/25/2055 | -- | -- | -- | 0.00% | -- | |
| GNMA Series 2022-9, Class GJ, 5.50%, due 01/20/2052 | -- | -- | -- | 0.00% | -- | |
| BMO Mortgage Trust Series 2025-C13, Class XA, Variable rate, due 10/15/2058 | -- | -- | -- | 0.00% | -- | |
| Credit Suisse Mortgage Trust Series 2021-RPL6, Class A1, Variable rate, due 10/25/2060 | -- | -- | -- | 0.00% | -- | |
| Santander US Capital Markets L Series 2025-NQM2, Class A1, Variable rate, due 02/25/2065 | -- | -- | -- | 0.00% | -- | |
| GNMA Series 2053-153, Class IO, Variable rate, due 09/16/2067 | -- | -- | -- | 0.00% | -- | |
| FIGRE Trust Series 2026-FL1, Class A1FC, Variable rate, due 03/25/2056 | -- | -- | -- | 0.00% | -- | |
| INT Commercial Mortgage Trust Series 2025-PLAZA, Class A, Variable rate, due 11/05/2037 | -- | -- | -- | 0.00% | -- | |
| BRAVO Residential Funding Trust Series 2022-NQM1, Class A1, Variable rate, due 09/25/2061 | -- | -- | -- | 0.00% | -- | |
| Freddie Mac - SCRT Series 2018-4, Class MA, 3.50%, due 03/25/2058 | -- | -- | -- | 0.00% | -- | |
| GNMA Series 2021-105, Class DT, 5.50%, due 06/20/2051 | -- | -- | -- | 0.00% | -- | |
| U.S. Treasury Bond, 0%, due 11/15/2041 | -- | -- | -- | 0.00% | -- | |
| USU6P 113 | 2026-08-21 US LONG BOND(CBT) Sep26 P 113 | -- | -- | -- | 0.00% | -- |
| New Residential Mortgage Loan Trust Series 2016-3A, Class B1, Variable rate, due 09/25/2056 | -- | -- | -- | 0.00% | -- | |
| FEDEX CORP 4.55%, due 04/01/2046 | -- | -- | -- | 0.00% | -- | |
| Fannie Mae Series 2024-81, Class FE, Variable rate, due 07/25/2054 | -- | -- | -- | 0.00% | -- | |
| Fannie Mae FN AL8400, 3%, due 08/01/2043 | -- | -- | -- | 0.00% | -- | |
| Ellington Financial Mortgage Trust Series 2024-INV2, Class A1, Variable rate, due 10/25/2069 | -- | -- | -- | 0.00% | -- | |
| SWCH Commercial Mortgage Trust Series 2025-DATA, Class A, Variable rate, due 02/15/2042 | -- | -- | -- | 0.00% | -- | |
| Colony American Finance Ltd Series 2020-3, Class A, 1.358%, due 08/15/2053 | -- | -- | -- | 0.00% | -- | |
| Fannie Mae FN FS0704, 4%, due 03/01/2047 | -- | -- | -- | 0.00% | -- | |
| Invesco CLO LTD Series 2023-4A, Class A1R, Variable rate, due 01/18/2039 | -- | -- | -- | 0.00% | -- | |
| TYZ6C 111 | 2026-11-20 US 10YR NOTE (CBT)Dec26 C 111 | -- | -- | -- | 0.00% | -- |
| PRP Advisors, LLC Series 2025-NQM2, Class A1, Variable rate, due 04/25/2070 | -- | -- | -- | 0.00% | -- | |
| FVU6P 107.5 | 2026-08-21 US 5YR NOTE (CBT) Sep26 P 107.50 | -- | -- | -- | 0.00% | -- |
| MORGAN STANLEY Variable rate, due 04/21/2034 | -- | -- | -- | 0.00% | -- | |
| NRG ENERGY INC 5.407%, due 10/15/2035 | -- | -- | -- | 0.00% | -- | |
| PMT Loan Trust Series 2026-CNF4, Class A23, Variable rate, due 05/25/2057 | -- | -- | -- | 0.00% | -- | |
| Fannie Mae Series 2018-45, Class FT, Variable rate, due 06/25/2048 | -- | -- | -- | 0.00% | -- | |
| Fannie Mae or Freddie Mac TBA, 3%, due 01/01/2052 | -- | -- | -- | 0.00% | -- | |
| Freddie Mac FR ZS9776, 3.50%, due 08/01/2046 | -- | -- | -- | 0.00% | -- | |
| Fannie Mae Series 2014-60, Class EZ, 3%, due 10/25/2044 | -- | -- | -- | 0.00% | -- | |
| arbor multifamily mortgage securities trust Series 2021-MF2, Class A4, 2.2515%, due 06/15/2054 | -- | -- | -- | 0.00% | -- | |
| Fannie Mae Series 2025-101, Class CZ, 3%, due 07/25/2051 | -- | -- | -- | 0.00% | -- | |
| Onslow Bay Financial LLC Series 2026-INV1, Class AF, Variable rate, due 02/25/2056 | -- | -- | -- | 0.00% | -- | |
| ARTHUR J GALLAGHER & CO 6.50%, due 02/15/2034 | -- | -- | -- | 0.00% | -- | |
| U.S. Treasury Inflation Indexed Note, 1.625%, due 04/15/2030 | -- | -- | -- | 0.00% | -- | |
| Fannie Mae FN AS5843, 4%, due 09/01/2045 | -- | -- | -- | 0.00% | -- | |
| MEDLINE BORROWER LP 3.875%, due 04/01/2029 | -- | -- | -- | 0.00% | -- | |
| Madison Park Funding Ltd Series 2022-55A, Class A1R, Variable rate, due 07/18/2037 | -- | -- | -- | 0.00% | -- | |
| USU6P 112 | 2026-08-21 US LONG BOND(CBT) Sep26 P 112 | -- | -- | -- | 0.00% | -- |
| U.S. Treasury Bond, 0%, due 05/15/2036 | -- | -- | -- | 0.00% | -- | |
| Fannie Mae FN FA0983, 4%, due 11/01/2050 | -- | -- | -- | 0.00% | -- | |
| CCL INDUSTRIES INC 3.05%, due 06/01/2030 | -- | -- | -- | 0.00% | -- | |
| Fannie Mae Series 2026-5, Class CF, Variable rate, due 02/25/2056 | -- | -- | -- | 0.00% | -- | |
| SALESFORCE INC 4.90%, due 09/15/2031 | -- | -- | -- | 0.00% | -- | |
| Toorak Mortgage Corp. Series 2021-INV1, Class A1, Variable rate, due 07/25/2056 | -- | -- | -- | 0.00% | -- | |
| Generate CLO Ltd. Series 2024-16A, Class A1, Variable rate, due 07/20/2037 | -- | -- | -- | 0.00% | -- | |
| JP Morgan Mortgage Trust Series 2017-6, Class A7, Variable rate, due 12/25/2048 | -- | -- | -- | 0.00% | -- | |
| Fannie Mae FN MA1582, 3.50%, due 09/01/2043 | -- | -- | -- | 0.00% | -- | |
| GS Mortgage-Backed Securities Trust Series 2020-NQM1, Class A3, Variable rate, due 09/27/2060 | -- | -- | -- | 0.00% | -- | |
| BANK OF MONTREAL Variable rate, due 06/02/2037 | -- | -- | -- | 0.00% | -- | |
| CITIGROUP INC Variable rate, due 05/24/2033 | -- | -- | -- | 0.00% | -- | |
| BX Trust Series 2026-VLT10, Class A, Variable rate, due 06/13/2058 | -- | -- | -- | 0.00% | -- | |
| U.S. Treasury Bond, 3%, due 08/15/2048 | -- | -- | -- | 0.00% | -- | |
| CREDIT AGRICOLE SA Variable rate, due 09/25/2033 | -- | -- | -- | 0.00% | -- | |
| TYZ6P 107 | 2026-11-20 US 10YR NOTE (CBT)Dec26 P 107 | -- | -- | -- | 0.00% | -- |
| Preston Ridge Partners Mortgage Trust Series 2026-NQM1, Class A1, Variable rate, due 02/25/2071 | -- | -- | -- | 0.00% | -- | |
| VISTRA OPERATIONS CO LLC 5.70%, due 12/30/2034 | -- | -- | -- | 0.00% | -- | |
| BROWN & BROWN INC 4.95%, due 03/17/2052 | -- | -- | -- | 0.00% | -- | |
| UBS GROUP AG Variable rate, due 11/06/2033 | -- | -- | -- | 0.00% | -- | |
| CVS HEALTH CORP 6.20%, due 09/15/2055 | -- | -- | -- | 0.00% | -- | |
| U.S. Treasury Note, 3.875%, due 05/15/2029 | -- | -- | -- | 0.00% | -- | |
| USU6P 111 | 2026-08-21 US LONG BOND(CBT) Sep26 P 111 | -- | -- | -- | 0.00% | -- |
| PMT Loan Trust Series 2025-INV9, Class A34, Variable rate, due 09/01/2056 | -- | -- | -- | 0.00% | -- | |
| UBS GROUP AG Variable rate, due 05/09/2036 | -- | -- | -- | 0.00% | -- | |
| PRP Advisors, LLC Series 2024-RPL2, Class A1, Variable rate, due 05/25/2054 | -- | -- | -- | 0.00% | -- | |
| GNMA Series 2018-89, Class VZ, 3.50%, due 06/20/2048 | -- | -- | -- | 0.00% | -- | |
| KRAFT HEINZ FOODS CO N/C, 5%, due 06/04/2042 | -- | -- | -- | 0.00% | -- | |
| Wells Fargo Commercial Mortgage Trust Series 2022-C62, Class A4, Variable rate, due 04/15/2055 | -- | -- | -- | 0.00% | -- | |
| BROWN & BROWN INC 6.25%, due 06/23/2055 | -- | -- | -- | 0.00% | -- | |
| CTM CLO Ltd Series 2025-2A, Class A1, Variable rate, due 10/20/2038 | -- | -- | -- | 0.00% | -- | |
| New Residential Mortgage Loan Trust Series 2018-3A, Class A1, Variable rate, due 05/25/2058 | -- | -- | -- | 0.00% | -- | |
| U.S. Treasury Bond, 3%, due 02/15/2048 | -- | -- | -- | 0.00% | -- | |
| Onslow Bay Financial LLC Series 2026-INV4, Class AF2, Variable rate, due 05/25/2056 | -- | -- | -- | 0.00% | -- | |
| U.S. Treasury Note, 4.125%, due 06/15/2029 | -- | -- | -- | 0.00% | -- | |
| Credit Suisse Mortgage Trust Series 2018-RPL9, Class A, Variable rate, due 09/25/2057 | -- | -- | -- | 0.00% | -- | |
| Research-Driven Pagaya Motor Asset Trust I Series 2025-5A, Class A3, 4.838%, due 06/26/2034 | -- | -- | -- | 0.00% | -- | |
| Starwood Mortgage Residential Trust Series 2022-3, Class A1, Variable rate, due 03/25/2067 | -- | -- | -- | 0.00% | -- | |
| GNMA Series 2025-192, Class GZ, 4%, due 11/20/2055 | -- | -- | -- | 0.00% | -- | |
| Fannie Mae or Freddie Mac TBA, 4%, due 08/01/2055 | -- | -- | -- | 0.00% | -- | |
| U.S. Treasury Bond, 3.25%, due 05/15/2042 | -- | -- | -- | 0.00% | -- | |
| ARTHUR J GALLAGHER & CO 6.75%, due 02/15/2054 | -- | -- | -- | 0.00% | -- | |
| PRP Advisors, LLC Series 2025-RCF5, Class A1, Variable rate, due 10/25/2055 | -- | -- | -- | 0.00% | -- | |
| Arbor Multifamily Mortgage Securities Trust Series 2020-MF1, Class AS, Variable rate, due 05/15/2053 | -- | -- | -- | 0.00% | -- | |
| Freddie Mac - SCRT Series 2019-3, Class MA, 3.50%, due 10/25/2058 | -- | -- | -- | 0.00% | -- | |
| FVU6C 108 | 2026-08-21 US 5YR NOTE (CBT) Sep26 C 108 | -- | -- | -- | 0.00% | -- |
| Fannie Mae Series 2020-47, Class FA, Variable rate, due 07/25/2050 | -- | -- | -- | 0.00% | -- | |
| TUU6P 103.25 | 2026-08-21 US 2YR NOTE (CBT) Sep26 P 103.25 | -- | -- | -- | 0.00% | -- |
| Freddie Mac Series 5642, Class FN, Variable rate, due 03/25/2056 | -- | -- | -- | 0.00% | -- | |
| ROCKET COS INC 6.50%, due 06/15/2034 | -- | -- | -- | 0.00% | -- | |
| TYU6C 113 | 2026-08-21 US 10YR NOTE (CBT)Sep26 C 113 | -- | -- | -- | 0.00% | -- |
| USZ6C 115 | 2026-11-20 US LONG BOND(CBT) Dec26 C 115 | -- | -- | -- | 0.00% | -- |
| Research-Driven Pagaya Motor Asset Trust I Series 2025-3A, Class A2, 5.149%, due 02/27/2034 | -- | -- | -- | 0.00% | -- | |
| 180 MEDICAL INC 5.30%, due 10/08/2035 | -- | -- | -- | 0.00% | -- | |
| PRP Advisors, LLC Series 2023-NQM3, Class A1, Variable rate, due 11/25/2068 | -- | -- | -- | 0.00% | -- | |
| BRAVO Residential Funding Trust Series 2019-2, Class A3, Variable rate, due 10/25/2044 | -- | -- | -- | 0.00% | -- | |
| Freddie Mac Series 5476, Class FA, Variable rate, due 11/25/2054 | -- | -- | -- | 0.00% | -- | |
| Fortress Credit BSL Limited Series 2021-3A, Class A, Variable rate, due 07/20/2034 | -- | -- | -- | 0.00% | -- | |
| USZ6P 107 | 2026-11-20 US LONG BOND(CBT) Dec26 P 107 | -- | -- | -- | 0.00% | -- |
| Freddie Mac FR SD7309, 4%, due 02/01/2045 | -- | -- | -- | 0.00% | -- | |
| Citigroup Commercial Mortgage Trust Series 2020-420K, Class A, 2.456%, due 11/10/2042 | -- | -- | -- | 0.00% | -- | |
| Pagaya AI Debt Selection Trust Series 2025-2, Class A, Variable rate, due 10/15/2032 | -- | -- | -- | 0.00% | -- | |
| Stratus CLO Series 2025-1A, Class A2, Variable rate, due 07/15/2033 | -- | -- | -- | 0.00% | -- | |
| WHARF Commercial Mortgage Trust Series 2025-DC, Class A, Variable rate, due 07/15/2040 | -- | -- | -- | 0.00% | -- | |
| Battalion CLO LTD Series 2022-24A, Class AR, Variable rate, due 07/14/2036 | -- | -- | -- | 0.00% | -- | |
| GLOBAL PAYMENTS INC 5.20%, due 11/15/2032 | -- | -- | -- | 0.00% | -- | |
| GS Mortgage Securities Trust Series 2019-GC39, Class XA, Variable rate, due 05/10/2052 | -- | -- | -- | 0.00% | -- | |
| CONE Commercial Mortgage Trust Series 2026-DFW3, Class A, Variable rate, due 05/15/2043 | -- | -- | -- | 0.00% | -- | |
| U.S. Treasury Bond, 5%, due 05/15/2046 | -- | -- | -- | 0.00% | -- | |
| BRAVO Residential Funding Trust Series 2025-NQM3, Class A1, Variable rate, due 05/01/2055 | -- | -- | -- | 0.00% | -- | |
| MOLEX ELECTRONICS TECH 5.25%, due 04/30/2032 | -- | -- | -- | 0.00% | -- | |
| U.S. Treasury Bond, 0%, due 11/15/2040 | -- | -- | -- | 0.00% | -- | |
| U.S. Treasury Inflation Indexed Note, 1.125%, due 10/15/2030 | -- | -- | -- | 0.00% | -- | |
| Silver Point CLO, Ltd Series 2026-16A, Class A1, Variable rate, due 04/18/2039 | -- | -- | -- | 0.00% | -- | |
| Steele Creek CLO Ltd Series 2018-1A, Class B, Variable rate, due 04/15/2031 | -- | -- | -- | 0.00% | -- | |
| MOLSON COORS BEVERAGE 5.50%, due 07/08/2036 | -- | -- | -- | 0.00% | -- | |
| HYATT HOTELS CORP 5.75%, due 03/30/2032 | -- | -- | -- | 0.00% | -- | |
| Citigroup Commercial Mortgage Trust Series 2018-C5, Class A3, 3.963%, due 06/10/2051 | -- | -- | -- | 0.00% | -- | |
| DTE ELECTRIC CO 5.85%, due 05/15/2055 | -- | -- | -- | 0.00% | -- | |
| UXYU6C 113 | 2026-08-21 US 10yr Ultra Fut Sep26 C 113 | -- | -- | -- | 0.00% | -- |
| U.S. Treasury Bond, 5%, due 05/15/2056 | -- | -- | -- | 0.00% | -- | |
| MSCI INC 4%, due 11/15/2029 | -- | -- | -- | 0.00% | -- | |
| ELEVANCE HEALTH INC 4.65%, due 01/15/2043 | -- | -- | -- | 0.00% | -- | |
| Fannie Mae FN FM9645, 4.50%, due 11/01/2049 | -- | -- | -- | 0.00% | -- | |
| U.S. Treasury Bond, 0%, due 11/15/2043 | -- | -- | -- | 0.00% | -- | |
| MEDLINE BORROWER/MEDL CO 5.25%, due 06/15/2033 | -- | -- | -- | 0.00% | -- | |
| ICON INVESTMENTS SIX DAC 6%, due 05/08/2034 | -- | -- | -- | 0.00% | -- | |
| U.S. Treasury Bond, 0%, due 02/15/2036 | -- | -- | -- | 0.00% | -- | |
| USZ6P 108 | 2026-11-20 US LONG BOND(CBT) Dec26 P 108 | -- | -- | -- | 0.00% | -- |
| CHI Commercial Mortgage Trust Series 2025-SFT, Class XA, Variable rate, due 04/15/2042 | -- | -- | -- | 0.00% | -- | |
| PMT Loan Trust Series 2026-INV1, Class A36, Variable rate, due 01/25/2057 | -- | -- | -- | 0.00% | -- | |
| Sequoia Mortgage Trust Series 2026-INV2, Class A26F, Variable rate, due 04/25/2056 | -- | -- | -- | 0.00% | -- | |
| USU6 | US LONG BOND(CBT) Sep26 | -- | -- | -- | 0.00% | -- |
| BWAY Mortgage Trust Series 2025-1535, Class A, Variable rate, due 05/05/2030 | -- | -- | -- | 0.00% | -- | |
| ASHTEAD CAPITAL INC 5.80%, due 04/15/2034 | -- | -- | -- | 0.00% | -- | |
| U.S. Treasury Bond, 0%, due 11/15/2033 | -- | -- | -- | 0.00% | -- | |
| CLOROX COMPANY 5.25%, due 05/15/2036 | -- | -- | -- | 0.00% | -- | |
| TUU6P 103.5 | 2026-08-21 US 2YR NOTE (CBT) Sep26 P 103.50 | -- | -- | -- | 0.00% | -- |
| ROCKETMTGE CO-ISSUER INC 4%, due 10/15/2033 | -- | -- | -- | 0.00% | -- | |
| Starvest Emerging Markets CBO I Series 2025-SFR5, Class A, Variable rate, due 02/17/2042 | -- | -- | -- | 0.00% | -- | |
| GNMA Series JP-1773, Class SB, Variable rate, due 01/01/2056 | -- | -- | -- | 0.00% | -- | |
| Towd Point Mortgage Trust Series 2022-3, Class A1, Variable rate, due 08/01/2062 | -- | -- | -- | 0.00% | -- | |
| Freddie Mac FT ZT2264, 4%, due 03/01/2044 | -- | -- | -- | 0.00% | -- | |
| Freddie Mac - SCRT Series 2019-1, Class MA, 3.50%, due 07/25/2058 | -- | -- | -- | 0.00% | -- | |
| FHLMC Multifamily Structured Pass Through Certs. Series K142, Class A1, 2.40%, due 12/25/2031 | -- | -- | -- | 0.00% | -- | |
| ELEVANCE HEALTH INC 5.70%, due 09/15/2055 | -- | -- | -- | 0.00% | -- | |
| U.S. Treasury Bond, 0%, due 08/15/2034 | -- | -- | -- | 0.00% | -- | |
| AT&T INC 5.70%, due 11/01/2054 | -- | -- | -- | 0.00% | -- | |
| U.S. Treasury Bond, 0%, due 08/15/2036 | -- | -- | -- | 0.00% | -- | |
| BENCHMARK Mortgage Trust Series 2020-B21, Class XA, Variable rate, due 12/17/2053 | -- | -- | -- | 0.00% | -- | |
| Manhattan West Mortgage Trust Series 2026-2MW, Class A, Variable rate, due 06/10/2048 | -- | -- | -- | 0.00% | -- | |
| Research-Driven Pagaya Motor Asset Trust I Series 2026-R1A, Class A, 5.659%, due 07/25/2034 | -- | -- | -- | 0.00% | -- | |
| Wells Fargo Commercial Mortgage Trust Series 2019-C49, Class XA, Variable rate, due 03/15/2052 | -- | -- | -- | 0.00% | -- | |
| Pagaya AI Debt Selection Trust Series 2026-1, Class A2, 4.739%, due 09/15/2033 | -- | -- | -- | 0.00% | -- | |
| BMO Mortgage Trust Series 2025-C11, Class ASB, 5.6772%, due 02/15/2058 | -- | -- | -- | 0.00% | -- | |
| Freddie Mac - SLST Series 2019-3, Class A1C, 2.75%, due 11/25/2029 | -- | -- | -- | 0.00% | -- | |
| U.S. Treasury Note, 4%, due 06/30/2032 | -- | -- | -- | 0.00% | -- | |
| MFRA Trust Series 2023-INV2, Class A1, Variable rate, due 10/25/2058 | -- | -- | -- | 0.00% | -- | |
| Freddie Mac FR RE6076, 2%, due 12/01/2050 | -- | -- | -- | 0.00% | -- | |
| OCP CLO Ltd Series 2018-15A, Class AR, Variable rate, due 01/20/2038 | -- | -- | -- | 0.00% | -- | |
| GS Mortgage-Backed Securities Trust Series 2025-PJ11, Class A27, Variable rate, due 05/25/2056 | -- | -- | -- | 0.00% | -- | |
| NRTH PARK Mortgage Trust Series 2025-PARK, Class A, Variable rate, due 10/15/2040 | -- | -- | -- | 0.00% | -- | |
| Magnetite CLO Ltd Series 2024-40A, Class A1, Variable rate, due 07/15/2037 | -- | -- | -- | 0.00% | -- | |
| CEMEX SAB DE CV 3.875%, due 07/11/2031 | -- | -- | -- | 0.00% | -- | |
| Wells Fargo Commercial Mortgage Trust Series 2020-C58, Class A3, 1.81%, due 07/15/2053 | -- | -- | -- | 0.00% | -- | |
| Wells Fargo Commercial Mortgage Trust Series 2025-B33RP, Class A, Variable rate, due 08/15/2042 | -- | -- | -- | 0.00% | -- | |
| Onslow Bay Financial LLC Series 2021-NQM4, Class A1, Variable rate, due 10/25/2061 | -- | -- | -- | 0.00% | -- | |
| Credit Suisse Mortgage Trust Series 2018-J1, Class A2, Variable rate, due 02/25/2048 | -- | -- | -- | 0.00% | -- | |
| Rate Mortgage Trust Series 2025-J3, Class A27, Variable rate, due 11/25/2055 | -- | -- | -- | 0.00% | -- | |
| Sixth Street CLO LTD. Series 2021-20A, Class A1R, Variable rate, due 07/17/2038 | -- | -- | -- | 0.00% | -- | |
| FVZ6P 106.5 | 2026-11-20 US 5YR NOTE (CBT) Dec26 P 106.50 | -- | -- | -- | 0.00% | -- |
| FVZ6P 105 | 2026-11-20 US 5YR NOTE (CBT) Dec26 P 105 | -- | -- | -- | 0.00% | -- |
| U.S. Treasury Bond, 0%, due 11/15/2036 | -- | -- | -- | 0.00% | -- | |
| MFRA Trust Series 2025-NQM1, Class A1, Variable rate, due 03/25/2070 | -- | -- | -- | 0.00% | -- | |
| Fannie Mae FN BM7914, 2%, due 03/01/2052 | -- | -- | -- | 0.00% | -- | |
| KKR Financial CLO Ltd Series 18, Class A2R2, Variable rate, due 10/18/2035 | -- | -- | -- | 0.00% | -- | |
| Chase Mortgage Finance Corporation Series 2026-CINV1, Class A11, Variable rate, due 01/25/2057 | -- | -- | -- | 0.00% | -- | |
| OCP CLO Ltd Series 2014-5A, Class BR, Variable rate, due 04/26/2031 | -- | -- | -- | 0.00% | -- | |
| WNU6P 112 | 2026-08-21 US ULTRA BOND CBT Sep26 P 112 | -- | -- | -- | 0.00% | -- |
| CRH AMERICA FINANCE INC 5.40%, due 05/21/2034 | -- | -- | -- | 0.00% | -- | |
| Fannie Mae or Freddie Mac TBA, 4.50%, due 04/01/2056 | -- | -- | -- | 0.00% | -- | |
| Fannie Mae FN 310208, 3%, due 03/01/2048 | -- | -- | -- | 0.00% | -- | |
| U.S. Treasury Bond, 3.125%, due 05/15/2048 | -- | -- | -- | 0.00% | -- | |
| Venture CDO Ltd Series 2021-42A, Class A1A, Variable rate, due 04/15/2034 | -- | -- | -- | 0.00% | -- | |
| GNMA Series 2022-9, Class AC, 5.50%, due 01/20/2052 | -- | -- | -- | 0.00% | -- | |
| Fannie Mae FN MA4319, 2%, due 04/01/2051 | -- | -- | -- | 0.00% | -- | |
| FVU6C 111 | 2026-08-21 US 5YR NOTE (CBT) Sep26 C 111 | -- | -- | -- | 0.00% | -- |
| CoreVest American Finance Ltd Series 2021-2, Class A, 1.408%, due 07/15/2054 | -- | -- | -- | 0.00% | -- | |
| FIFTH THIRD BANCORP Variable rate, due 04/25/2033 | -- | -- | -- | 0.00% | -- | |
| OSCAR US Funding Trust Series 2023-1A, Class A3, 5.81%, due 12/10/2027 | -- | -- | -- | 0.00% | -- | |
| Freddie Mac - SCRT Series 2019-2, Class MA, 3.50%, due 08/25/2058 | -- | -- | -- | 0.00% | -- | |
| Fannie Mae FN FS8862, 3.50%, due 05/01/2048 | -- | -- | -- | 0.00% | -- | |
| Palmer Square Loan Funding Ltd Series 2023-2A, Class A2R, Variable rate, due 01/25/2032 | -- | -- | -- | 0.00% | -- | |
| TYU6C 112 | 2026-08-21 US 10YR NOTE (CBT)Sep26 C 112 | -- | -- | -- | 0.00% | -- |
| Freddie Mac Series 5224, Class HL, 4%, due 04/25/2052 | -- | -- | -- | 0.00% | -- | |
| Freddie Mac - STACR Series 2024-HQA2, Class A1, Variable rate, due 08/25/2044 | -- | -- | -- | 0.00% | -- | |
| Sound Point CLO LTD Series 2019-1A, Class BRR, Variable rate, due 01/20/2032 | -- | -- | -- | 0.00% | -- | |
| Fannie Mae Series 2024-84, Class FD, Variable rate, due 11/25/2054 | -- | -- | -- | 0.00% | -- | |
| U.S. Treasury Bond, 0%, due 02/15/2039 | -- | -- | -- | 0.00% | -- | |
| NEW JERSEY ST TRANSPRTN TRUST FUND AUTH 5%, due 06/15/2050 | -- | -- | -- | 0.00% | -- | |
| HUNTINGTON BANCSHARES Variable rate, due 02/02/2035 | -- | -- | -- | 0.00% | -- | |
| KRAFT HEINZ FOODS CO 5.20%, due 03/15/2032 | -- | -- | -- | 0.00% | -- | |
| Preston Ridge Partners Mortgage Trust Series 2024-RCF4, Class A2, Variable rate, due 07/25/2054 | -- | -- | -- | 0.00% | -- | |
| MARS INC 5.70%, due 05/01/2055 | -- | -- | -- | 0.00% | -- | |
| COLT Funding LLC Series 2025-4, Class A1, Variable rate, due 04/25/2070 | -- | -- | -- | 0.00% | -- | |
| Preston Ridge Partners Mortgage Trust Series 2024-RCF5, Class A2, Variable rate, due 08/25/2054 | -- | -- | -- | 0.00% | -- | |
| Sandstone Peak, Ltd Series 2024-1A, Class A1R, Variable rate, due 04/25/2037 | -- | -- | -- | 0.00% | -- | |
| Hilton USA Trust Series 2025-NVIL, Class A, Variable rate, due 07/15/2042 | -- | -- | -- | 0.00% | -- | |
| TYZ6C 109.5 | 2026-11-20 US 10YR NOTE (CBT)Dec26 C 109.50 | -- | -- | -- | 0.00% | -- |
| CoreVest American Finance Ltd Series 2021-1, Class A, 1.569%, due 04/15/2053 | -- | -- | -- | 0.00% | -- | |
| U.S. Treasury Bond, 0%, due 05/15/2035 | -- | -- | -- | 0.00% | -- | |
| TUU6P 103 | 2026-08-21 US 2YR NOTE (CBT) Sep26 P 103 | -- | -- | -- | 0.00% | -- |
| Citigroup Commercial Mortgage Trust Series 2019-GC43, Class AAB, 2.959%, due 11/10/2052 | -- | -- | -- | 0.00% | -- | |
| Fannie Mae or Freddie Mac TBA, 4.50%, due 04/01/2056 | -- | -- | -- | 0.00% | -- | |
| VIRGINIA ELEC & POWER CO 5.60%, due 09/15/2055 | -- | -- | -- | 0.00% | -- | |
| USU6P 106 | 2026-08-21 US LONG BOND(CBT) Sep26 P 106 | -- | -- | -- | 0.00% | -- |
| MFRA Trust Series 2024-NQM3, Class A1, Variable rate, due 12/25/2069 | -- | -- | -- | 0.00% | -- | |
| U.S. Treasury Inflation Indexed Note, 0.125%, due 07/15/2031 | -- | -- | -- | 0.00% | -- | |
| VIRGINIA ELEC & POWER CO 5.70%, due 03/15/2056 | -- | -- | -- | 0.00% | -- | |
| CBAM CLO Management Series 2018-7A, Class B1, Variable rate, due 07/20/2031 | -- | -- | -- | 0.00% | -- | |
| Freddie Mac Series 5266, Class FA, Variable rate, due 09/25/2052 | -- | -- | -- | 0.00% | -- | |
| Freddie Mac Series 5224, Class DZ, 4%, due 04/25/2052 | -- | -- | -- | 0.00% | -- | |
| Chase Mortgage Finance Corporation Series 2019-ATR2, Class B1, Variable rate, due 07/25/2049 | -- | -- | -- | 0.00% | -- | |
| Parallel Ltd Series 2023-1A, Class A1R, Variable rate, due 07/20/2036 | -- | -- | -- | 0.00% | -- | |
| GNMA Series 2025-83, Class SB, Variable rate, due 05/20/2055 | -- | -- | -- | 0.00% | -- | |
| Fannie Mae FN BM7699, 3.50%, due 02/01/2047 | -- | -- | -- | 0.00% | -- | |
| KRE Commercial Mortgage Trust Series 2026-ICNA, Class A, Variable rate, due 05/15/2043 | -- | -- | -- | 0.00% | -- | |
| JPMORGAN CHASE & CO Variable rate, due 07/25/2033 | -- | -- | -- | 0.00% | -- | |
| TUU6P 103.75 | 2026-08-21 US 2YR NOTE (CBT) Sep26 P 103.75 | -- | -- | -- | 0.00% | -- |
| DELL INT LLC / EMC CORP 4.75%, due 10/06/2032 | -- | -- | -- | 0.00% | -- | |
| Fannie Mae FN 310211, 3.50%, due 07/01/2048 | -- | -- | -- | 0.00% | -- | |
| TUU6P 102.75 | 2026-08-21 US 2YR NOTE (CBT) Sep26 P 102.75 | -- | -- | -- | 0.00% | -- |
| SFRZ7P 95.5 | 2027-12-10 3 MONTH SOFR FUT Dec27 P 95.50 | -- | -- | -- | 0.00% | -- |
| Pagaya AI Debt Selection Trust Series 2026-R1, Class A, 4.714%, due 12/15/2033 | -- | -- | -- | 0.00% | -- | |
| U.S. Treasury Bond, 0%, due 05/15/2038 | -- | -- | -- | 0.00% | -- | |
| Onslow Bay Financial LLC Series 2026-NQM4, Class A1LC, Variable rate, due 02/25/2066 | -- | -- | -- | 0.00% | -- | |
| USU6C 121 | 2026-08-21 US LONG BOND(CBT) Sep26 C 121 | -- | -- | -- | 0.00% | -- |
| Chase Auto Owner Trust Series 2024-1A, Class A4, 5.05%, due 10/25/2029 | -- | -- | -- | 0.00% | -- | |
| NORTHERN STATES PWR-MINN 5.65%, due 05/15/2055 | -- | -- | -- | 0.00% | -- | |
| Freddie Mac - SCRT Series 2018-3, Class MA, Variable rate, due 08/25/2057 | -- | -- | -- | 0.00% | -- | |
| SHOPS Trust Series 2026-CSTL, Class A, Variable rate, due 05/15/2039 | -- | -- | -- | 0.00% | -- | |
| JP Morgan Mortgage Trust Series 2026-1, Class A11, Variable rate, due 07/25/2056 | -- | -- | -- | 0.00% | -- | |
| USU6P 110 | 2026-08-21 US LONG BOND(CBT) Sep26 P 110 | -- | -- | -- | 0.00% | -- |
| Wells Fargo Mortgage Backed Securities Trust Series 2019-1, Class A1, Variable rate, due 11/25/2048 | -- | -- | -- | 0.00% | -- | |
| Fannie Mae Series 2017-49, Class ZJ, 4%, due 07/25/2057 | -- | -- | -- | 0.00% | -- | |
| Fannie Mae Series 2012-118, Class VZ, 3%, due 11/25/2042 | -- | -- | -- | 0.00% | -- | |
| Freddie Mac Series 5500, Class CZ, 4.50%, due 02/25/2055 | -- | -- | -- | 0.00% | -- | |
| GNMA Series 2021-31, Class IO, Variable rate, due 01/16/2061 | -- | -- | -- | 0.00% | -- | |
| 180 MEDICAL INC 3.875%, due 10/15/2029 | -- | -- | -- | 0.00% | -- | |
| FVZ6C 108 | 2026-11-20 US 5YR NOTE (CBT) Dec26 C 108 | -- | -- | -- | 0.00% | -- |
| JP Morgan Mortgage Trust Series 2019-INV3, Class A3, Variable rate, due 05/25/2050 | -- | -- | -- | 0.00% | -- | |
| PMT Loan Trust Series 2025-CNF1, Class A35, Variable rate, due 10/25/2056 | -- | -- | -- | 0.00% | -- | |
| GNMA TBA, 3%, due 01/01/2052 | -- | -- | -- | 0.00% | -- | |
| Freddiemac Strip Series 459, Class GE, 4.65%, due 07/25/2031 | -- | -- | -- | 0.00% | -- | |
| U.S. Treasury Bond, 0%, due 05/15/2040 | -- | -- | -- | 0.00% | -- | |
| Freddie Mac - SCRT Series 2018-1, Class MA, 3%, due 05/25/2057 | -- | -- | -- | 0.00% | -- | |
| NYO Commercial Mortgage Trust Series 2021-1290, Class A, Variable rate, due 11/15/2038 | -- | -- | -- | 0.00% | -- | |
| BMO Mortgage Trust Series 2025-C12, Class ASB, 5.76198%, due 06/15/2058 | -- | -- | -- | 0.00% | -- | |
| Fannie Mae or Freddie Mac TBA, 5.50%, due 02/01/2040 | -- | -- | -- | 0.00% | -- | |
| CHI Commercial Mortgage Trust Series 2025-SFT, Class A, Variable rate, due 04/15/2042 | -- | -- | -- | 0.00% | -- | |
| PMT Loan Trust Series 2026-INV2, Class A35, Variable rate, due 01/25/2057 | -- | -- | -- | 0.00% | -- | |
| Pagaya AI Debt Selection Trust Series 2025-4, Class A2, 5.373%, due 01/17/2033 | -- | -- | -- | 0.00% | -- | |
| AMERICAN WATER CAPITAL CORP 5.70%, due 09/01/2055 | -- | -- | -- | 0.00% | -- | |
| GOLDMAN SACHS GROUP INC Variable rate, due 01/21/2032 | -- | -- | -- | 0.00% | -- | |
| ILLUMINA INC 4.75%, due 12/12/2030 | -- | -- | -- | 0.00% | -- | |
| MIDAMERICAN ENERGY CO 5.50%, due 11/15/2056 | -- | -- | -- | 0.00% | -- | |
| Fannie Mae FN MA4025, 2.50%, due 05/01/2050 | -- | -- | -- | 0.00% | -- | |
| Fannie Mae or Freddie Mac TBA, 3.50%, due 03/01/2052 | -- | -- | -- | 0.00% | -- | |
| Fannie Mae FN CA7695, 1.50%, due 11/01/2050 | -- | -- | -- | 0.00% | -- | |
| U.S. Treasury Bond, 1.375%, due 08/15/2050 | -- | -- | -- | 0.00% | -- | |
| USZ6P 106 | 2026-11-20 US LONG BOND(CBT) Dec26 P 106 | -- | -- | -- | 0.00% | -- |
| RYAN SPECIALTY 5.875%, due 08/01/2032 | -- | -- | -- | 0.00% | -- | |
| GS Mortgage Securities Trust Series 2024-FAIR, Class A, Variable rate, due 07/15/2029 | -- | -- | -- | 0.00% | -- | |
| Pagaya AI Debt Selection Trust Series 2024-10, Class A, 5.183%, due 06/15/2032 | -- | -- | -- | 0.00% | -- | |
| Freddie Mac - SCRT Series 2019-2, Class MV, 3.50%, due 08/25/2058 | -- | -- | -- | 0.00% | -- | |
| Ellington Financial Mortgage Trust Series 2026-AE3, Class A28, Variable rate, due 06/25/2061 | -- | -- | -- | 0.00% | -- | |
| Ellington Financial Mortgage Trust Series 2026-AE1, Class A29, Variable rate, due 11/25/2060 | -- | -- | -- | 0.00% | -- | |
| Harriman Park CLO Series 2020-1A, Class ARR, Variable rate, due 07/20/2038 | -- | -- | -- | 0.00% | -- | |
| TUZ6P 102.5 | 2026-11-20 US 2YR NOTE (CBT) Dec26 P 102.50 | -- | -- | -- | 0.00% | -- |
| Fortress Credit BSL Limited Series 2020-1A, Class A2R, Variable rate, due 10/20/2033 | -- | -- | -- | 0.00% | -- | |
| Bank Series 2019-BN19, Class XA, Variable rate, due 08/15/2061 | -- | -- | -- | 0.00% | -- | |
| Gracie Point International Funding Series 2025-1A, Class A, Variable rate, due 08/15/2028 | -- | -- | -- | 0.00% | -- | |
| USZ6C 116 | 2026-11-20 US LONG BOND(CBT) Dec26 C 116 | -- | -- | -- | 0.00% | -- |
| NRG ENERGY INC 4.734%, due 10/15/2030 | -- | -- | -- | 0.00% | -- | |
| Citigroup Mortgage Loan Trust Inc Series 2014-A, Class B3, Variable rate, due 01/25/2035 | -- | -- | -- | 0.00% | -- | |
| Freddie Mac - SCRT Series 2019-2, Class HV, 3%, due 08/25/2058 | -- | -- | -- | 0.00% | -- | |
| BX Trust Series 2025-DELC, Class A, Variable rate, due 12/15/2030 | -- | -- | -- | 0.00% | -- | |
| THE 2023-MIC Trust Series 2023-MIC, Class A, Variable rate, due 12/05/2038 | -- | -- | -- | 0.00% | -- | |
| JACOBS SOLUTIONS INC 4.75%, due 03/03/2031 | -- | -- | -- | 0.00% | -- | |
| PMT Loan Trust Series 2026-J1, Class A25, Variable rate, due 01/25/2057 | -- | -- | -- | 0.00% | -- | |
| CANADIAN PACIFIC RR CO 5.50%, due 03/15/2056 | -- | -- | -- | 0.00% | -- | |
| GNMA Series SAN-8168, Class C, Variable rate, due 12/01/2055 | -- | -- | -- | 0.00% | -- | |
| Fannie Mae FN FS9392, 3.50%, due 05/01/2049 | -- | -- | -- | 0.00% | -- | |
| Fannie Mae or Freddie Mac TBA, 6%, due 05/01/2055 | -- | -- | -- | 0.00% | -- | |
| Freddie Mac Series 4639, Class HZ, Variable rate, due 04/15/2053 | -- | -- | -- | 0.00% | -- | |
| Fannie Mae Series 2024-20, Class ZQ, 4%, due 10/25/2045 | -- | -- | -- | 0.00% | -- | |
| HOMES Trust Series 2025-AFC4, Class A1, Variable rate, due 11/25/2060 | -- | -- | -- | 0.00% | -- | |
| JP Morgan Mortgage Trust Series 2019-INV1, Class B1, Variable rate, due 10/25/2049 | -- | -- | -- | 0.00% | -- | |
| Morgan Stanley Capital I Trust Series 2019-L2, Class XA, Variable rate, due 03/15/2052 | -- | -- | -- | 0.00% | -- | |
| UNIVERSAL HEALTH SVCS 2.65%, due 10/15/2030 | -- | -- | -- | 0.00% | -- | |
| TUU6C 103.75 | 2026-08-21 US 2YR NOTE (CBT) Sep26 C 103.75 | -- | -- | -- | 0.00% | -- |
| USZ6P 105 | 2026-11-20 US LONG BOND(CBT) Dec26 P 105 | -- | -- | -- | 0.00% | -- |
| BRAVO Residential Funding Trust Series 2019-1, Class A3, 3.50%, due 03/25/2058 | -- | -- | -- | 0.00% | -- | |
| Bridge Street CLO Series 2024-1A, Class A1R, Variable rate, due 04/20/2039 | -- | -- | -- | 0.00% | -- | |
| Freddie Mac Multiclass Certificates Series 2020-RR07, Class BX, Variable rate, due 10/27/2028 | -- | -- | -- | 0.00% | -- | |
| Allegro CLO Ltd Series 2019-1A, Class BRR, Variable rate, due 04/20/2032 | -- | -- | -- | 0.00% | -- | |
| DUKE ENERGY PROGRESS LLC 5.55%, due 03/15/2055 | -- | -- | -- | 0.00% | -- | |
| Freddie Mac FR RB5126, 2.50%, due 09/01/2041 | -- | -- | -- | 0.00% | -- | |
| U.S. Treasury Inflation Indexed Note, 0.125%, due 04/15/2027 | -- | -- | -- | 0.00% | -- | |
| Arbor Multifamily Mortgage Securities Trust Series 2020-MF1, Class XA, Variable rate, due 05/15/2053 | -- | -- | -- | 0.00% | -- | |
| Preston Ridge Partners Mortgage Trust Series 2026-NQM2, Class A1LC, Variable rate, due 04/25/2071 | -- | -- | -- | 0.00% | -- | |
| Freddie Mac - SCRT Series 2018-3, Class HA, 3%, due 08/25/2057 | -- | -- | -- | 0.00% | -- | |
| Onslow Bay Financial LLC Series 2022-NQM2, Class A1B, Variable rate, due 01/25/2062 | -- | -- | -- | 0.00% | -- | |
| BX Trust Series 2026-CSMO, Class A, Variable rate, due 02/15/2042 | -- | -- | -- | 0.00% | -- | |
| Sound Point CLO LTD Series 2020-3A, Class A1R, Variable rate, due 01/25/2032 | -- | -- | -- | 0.00% | -- | |
| ZIONS BANCORP NA Variable rate, due 02/09/2029 | -- | -- | -- | 0.00% | -- | |
| HOMES Trust Series 2025-AFC2, Class A1, Variable rate, due 06/25/2060 | -- | -- | -- | 0.00% | -- | |
| Freddie Mac FR SD7550, 3%, due 02/01/2052 | -- | -- | -- | 0.00% | -- | |
| GCAT Series 2025-INV5, Class A28, Variable rate, due 12/25/2055 | -- | -- | -- | 0.00% | -- | |
| Fannie Mae Series 2016-44, Class ZD, 3%, due 07/25/2046 | -- | -- | -- | 0.00% | -- | |
| U.S. Treasury Inflation Indexed Note, 0.125%, due 01/15/2032 | -- | -- | -- | 0.00% | -- | |
| PRP Advisors, LLC Series 2025-NQM3, Class A1, Variable rate, due 05/25/2070 | -- | -- | -- | 0.00% | -- | |
| U.S. Treasury Bond, 2.875%, due 11/15/2046 | -- | -- | -- | 0.00% | -- | |
| CONAGRA BRANDS INC 5.40%, due 11/01/2048 | -- | -- | -- | 0.00% | -- | |
| Fannie Mae Series 2019-33, Class F, Variable rate, due 07/25/2049 | -- | -- | -- | 0.00% | -- | |
| Fanniemae-Aces Series 2024-M3, Class Z, Variable rate, due 04/25/2053 | -- | -- | -- | 0.00% | -- | |
| CONSTELLATION SOFTWARE 5.461%, due 02/16/2034 | -- | -- | -- | 0.00% | -- | |
| Freddie Mac Series 5325, Class SA, Variable rate, due 11/25/2052 | -- | -- | -- | 0.00% | -- | |
| Freddie Mac Series 5460, Class FN, Variable rate, due 10/25/2054 | -- | -- | -- | 0.00% | -- | |
| Fannie Mae FN FS8780, 3%, due 07/01/2050 | -- | -- | -- | 0.00% | -- | |
| Fannie Mae FN BM7521, 3.50%, due 10/01/2048 | -- | -- | -- | 0.00% | -- | |
| Freddie Mac Multiclass Certificates Series 2020-RR14, Class X, Variable rate, due 03/27/2034 | -- | -- | -- | 0.00% | -- | |
| U.S. Treasury Bond, 0%, due 08/15/2035 | -- | -- | -- | 0.00% | -- | |
| Fannie Mae FN FM3972, 3.50%, due 07/01/2050 | -- | -- | -- | 0.00% | -- | |
| SFRZ7C 97.5 | 2027-12-10 3 MONTH SOFR FUT Dec27 C 97.50 | -- | -- | -- | 0.00% | -- |
| CONSTELLATION BRANDS INC 4.95%, due 11/01/2035 | -- | -- | -- | 0.00% | -- | |
| One New York Plaza Trust 2020-1NYP Series 2020-1NYP, Class A, Variable rate, due 01/15/2036 | -- | -- | -- | 0.00% | -- | |
| Preston Ridge Partners Mortgage Trust Series 2026-RCF1, Class A1, Variable rate, due 01/25/2056 | -- | -- | -- | 0.00% | -- | |
| Freddie Mac - STACR Series 2024-DNA2, Class A1, Variable rate, due 05/25/2044 | -- | -- | -- | 0.00% | -- | |
| VISTRA OPERATIONS CO LLC 4.60%, due 10/15/2030 | -- | -- | -- | 0.00% | -- | |
| Freddie Mac Series 4885, Class PZ, 3%, due 06/15/2049 | -- | -- | -- | 0.00% | -- | |
| CONAGRA BRANDS INC 5.30%, due 11/01/2038 | -- | -- | -- | 0.00% | -- | |
| Chase Auto Owner Trust Series 2022-AA, Class A4, 3.99%, due 03/27/2028 | -- | -- | -- | 0.00% | -- | |
| Fannie Mae Series 2024-98, Class FG, Variable rate, due 11/25/2054 | -- | -- | -- | 0.00% | -- | |
| Freddie Mac - SCRT Series 2018-3, Class MZ, Variable rate, due 08/25/2057 | -- | -- | -- | 0.00% | -- | |
| Fannie Mae - CAS Series 2025-R01, Class 1A1, Variable rate, due 01/25/2045 | -- | -- | -- | 0.00% | -- | |
| U.S. Treasury Inflation Indexed Note, 2.375%, due 10/15/2028 | -- | -- | -- | 0.00% | -- | |
| FLUTTER TREASURY DAC 5.875%, due 06/04/2031 | -- | -- | -- | 0.00% | -- | |
| Fannie Mae FN MA4320, 2.50%, due 04/01/2051 | -- | -- | -- | 0.00% | -- | |
| IQVIA INC 5.70%, due 05/15/2028 | -- | -- | -- | 0.00% | -- | |
| Fannie Mae FN FP0122, 4.50%, due 07/01/2051 | -- | -- | -- | 0.00% | -- | |
| Fannie Mae - CAS Series 2025-R02, Class 1A1, Variable rate, due 02/25/2045 | -- | -- | -- | 0.00% | -- | |
| Wells Fargo Commercial Mortgage Trust Series 2018-C47, Class AS, Variable rate, due 09/15/2061 | -- | -- | -- | 0.00% | -- | |
| Fannie Mae FN BM6429, 3%, due 09/01/2048 | -- | -- | -- | 0.00% | -- | |
| Freddiemac Strip Series 457, Class EC, 4.70%, due 06/25/2031 | -- | -- | -- | 0.00% | -- | |
| U.S. Treasury Bond, 0%, due 11/15/2034 | -- | -- | -- | 0.00% | -- | |
| MSCI INC 3.875%, due 02/15/2031 | -- | -- | -- | 0.00% | -- | |
| THE BOEING CO 5.805%, due 05/01/2050 | -- | -- | -- | 0.00% | -- | |
| IQVIA INC 5.70%, due 05/15/2028 | -- | -- | -- | 0.00% | -- | |
| GOLDMAN SACHS GROUP INC Variable rate, due 02/24/2033 | -- | -- | -- | 0.00% | -- | |
| Freddie Mac - SLST Series 2025-1, Class A2, 3%, due 05/25/2035 | -- | -- | -- | 0.00% | -- | |
| U.S. Treasury Bond, 0%, due 11/15/2035 | -- | -- | -- | 0.00% | -- | |
| FHLMC Multifamily Structured Pass Through Certs. Series K-152, Class A1, 3.78%, due 01/25/2032 | -- | -- | -- | 0.00% | -- | |
| Madison Park Funding Ltd Series 2023-63A, Class A1R, Variable rate, due 07/21/2038 | -- | -- | -- | 0.00% | -- | |
| GNMA Series 2024-32, Class IO, Variable rate, due 06/16/2063 | -- | -- | -- | 0.00% | -- | |
| TYU6C 115 | 2026-08-21 US 10YR NOTE (CBT)Sep26 C 115 | -- | -- | -- | 0.00% | -- |
| Freddie Mac - STACR Series 2025-HQA1, Class A1, Variable rate, due 02/25/2045 | -- | -- | -- | 0.00% | -- | |
| Rockford Tower CLO Ltd Series 2019-2A, Class BR2, Variable rate, due 08/20/2032 | -- | -- | -- | 0.00% | -- | |
| BEACON POINT DC LLC 6.129%, due 11/30/2042 | -- | -- | -- | 0.00% | -- | |
| Capital Street Master Trust Series 2025-1, Class A, Variable rate, due 08/16/2029 | -- | -- | -- | 0.00% | -- | |
| GCAT Series 2019-RPL1, Class A1, Variable rate, due 10/25/2068 | -- | -- | -- | 0.00% | -- | |
| Freddie Mac - SLST Series 2024-2, Class VF, Variable rate, due 10/25/2034 | -- | -- | -- | 0.00% | -- | |
| PMT Loan Trust Series 2025-CNF2, Class A26, Variable rate, due 01/25/2057 | -- | -- | -- | 0.00% | -- | |
| CROWDSTRIKE HOLDINGS INC 3%, due 02/15/2029 | -- | -- | -- | 0.00% | -- | |
| Preston Ridge Partners Mortgage Trust Series 2024-RCF1, Class A2, Variable rate, due 01/25/2054 | -- | -- | -- | 0.00% | -- | |
| GNMA Series 2024-79, Class VB, Variable rate, due 05/20/2054 | -- | -- | -- | 0.00% | -- | |
| Freddie Mac Series 4942, Class FA, Variable rate, due 01/25/2050 | -- | -- | -- | 0.00% | -- | |
| Fannie Mae Series 2022-62, Class FM, Variable rate, due 09/25/2052 | -- | -- | -- | 0.00% | -- | |
| GNMA TBA, 3.50%, due 09/01/2055 | -- | -- | -- | 0.00% | -- | |
| Fannie Mae or Freddie Mac TBA, 4%, due 08/01/2055 | -- | -- | -- | 0.00% | -- | |
| Onslow Bay Financial LLC Series 2025-NQM6, Class A1, Variable rate, due 03/25/2065 | -- | -- | -- | 0.00% | -- | |
| GNMA Series 2020-24, Class IO, Variable rate, due 04/16/2062 | -- | -- | -- | 0.00% | -- | |
| FVU6 | US 5YR NOTE (CBT) Sep26 | -- | -- | -- | 0.00% | -- |
| U.S. Treasury Bond, 3%, due 11/15/2045 | -- | -- | -- | 0.00% | -- | |
| GNMA Series 2025-78, Class IO, Variable rate, due 11/16/2063 | -- | -- | -- | 0.00% | -- | |
| CoreVest American Finance Ltd Series 2019-3, Class A, 2.705%, due 10/15/2052 | -- | -- | -- | 0.00% | -- | |
| USZ6P 110 | 2026-11-20 US LONG BOND(CBT) Dec26 P 110 | -- | -- | -- | 0.00% | -- |
| U.S. Treasury Bond, 0%, due 02/15/2040 | -- | -- | -- | 0.00% | -- | |
| Cedar Funding Ltd Series 2019-10A, Class AR2, Variable rate, due 10/20/2037 | -- | -- | -- | 0.00% | -- | |
| THE CAMPBELLS COMPANY 5.40%, due 03/21/2034 | -- | -- | -- | 0.00% | -- | |
| Fannie Mae Series 2022-69, Class FA, Variable rate, due 10/25/2052 | -- | -- | -- | 0.00% | -- | |
| Freddie Mac Series 5487, Class ZM, 3.50%, due 12/25/2054 | -- | -- | -- | 0.00% | -- | |
| CFCRE Commercial Mortgage Trust Series 2017-C8, Class ASB, 3.3674%, due 06/15/2050 | -- | -- | -- | 0.00% | -- | |
| PRKCM Trust Series 2022-AFC2, Class A1, Variable rate, due 08/25/2057 | -- | -- | -- | 0.00% | -- | |
| JP Morgan Mortgage Trust Series 2026-LTV1, Class A1, Variable rate, due 09/25/2056 | -- | -- | -- | 0.00% | -- | |
| U.S. Treasury Bond, 2.50%, due 02/15/2046 | -- | -- | -- | 0.00% | -- | |
| GNMA Series 2021-1, Class ZQ, 3%, due 11/20/2050 | -- | -- | -- | 0.00% | -- | |
| PRP Advisors, LLC Series 2024-RPL4, Class A1, Variable rate, due 12/25/2054 | -- | -- | -- | 0.00% | -- | |
| Ellington Financial Mortgage Trust Series 2025-NQM6, Class A1, Variable rate, due 12/25/2070 | -- | -- | -- | 0.00% | -- | |
| Freddie Mac - SCRT Series 2018-3, Class HV, 3%, due 08/25/2057 | -- | -- | -- | 0.00% | -- | |
| BROWN & BROWN INC 4.20%, due 03/17/2032 | -- | -- | -- | 0.00% | -- | |
| GNMA G2 MA7192, 2%, due 02/20/2051 | -- | -- | -- | 0.00% | -- | |
| CEMEX SAB DE CV 5.75%, due 06/05/2036 | -- | -- | -- | 0.00% | -- | |
| Freddie Mac FR SL0847, 3.50%, due 04/01/2049 | -- | -- | -- | 0.00% | -- | |
| PMT Loan Trust Series 2026-INV5, Class A36, Variable rate, due 05/25/2057 | -- | -- | -- | 0.00% | -- | |
| Empower CLO Ltd. Series 2023-3A, Class AR, Variable rate, due 01/20/2039 | -- | -- | -- | 0.00% | -- | |
| GNMA Series 2024-181, Class FQ, Variable rate, due 11/20/2054 | -- | -- | -- | 0.00% | -- | |
| Fannie Mae FN BM7345, 4.50%, due 03/01/2050 | -- | -- | -- | 0.00% | -- | |
| Progress Residential Trust Series 2025-SFR1, Class A, 3.40%, due 02/17/2042 | -- | -- | -- | 0.00% | -- | |
| WNU6C 118 | 2026-08-21 US ULTRA BOND CBT Sep26 C 118 | -- | -- | -- | 0.00% | -- |
| Fannie Mae FN BM6210, 3.50%, due 12/01/2047 | -- | -- | -- | 0.00% | -- | |
| GNMA Series 2025-164, Class PO, 0%, due 08/20/2054 | -- | -- | -- | 0.00% | -- | |
| JP Morgan Mortgage Trust Series 2025-3, Class A1C, Variable rate, due 09/25/2055 | -- | -- | -- | 0.00% | -- | |
| GLS Auto Select Receivables Trust Series 2023-1A, Class A3, 5.96%, due 10/16/2028 | -- | -- | -- | 0.00% | -- | |
| JH NORTH AMERICA HOLDING 6.125%, due 07/31/2032 | -- | -- | -- | 0.00% | -- | |
| Verus Securitization Trust Series 2022-1, Class A1, Variable rate, due 01/25/2067 | -- | -- | -- | 0.00% | -- | |
| Fannie Mae or Freddie Mac TBA, 6%, due 05/01/2055 | -- | -- | -- | 0.00% | -- | |
| Bank Series 2020-BN29, Class XA, Variable rate, due 11/15/2053 | -- | -- | -- | 0.00% | -- | |
| TYU6C 114 | 2026-08-21 US 10YR NOTE (CBT)Sep26 C 114 | -- | -- | -- | 0.00% | -- |
| AGL CLO Ltd. Series 2024-32A, Class A1, Variable rate, due 07/21/2037 | -- | -- | -- | 0.00% | -- | |
| HUNTINGTON INGALLS INDUSTRIES 5.749%, due 01/15/2035 | -- | -- | -- | 0.00% | -- | |
| FHLMC Multifamily Structured Pass Through Certs. Series K103, Class A1, 2.312%, due 06/25/2029 | -- | -- | -- | 0.00% | -- | |
| U.S. Treasury Bond, 0%, due 05/15/2034 | -- | -- | -- | 0.00% | -- | |
| GNMA Series 2022-139, Class AL, 4%, due 07/20/2051 | -- | -- | -- | 0.00% | -- | |
| GNMA Series 2025-206, Class IO, Variable rate, due 04/16/2064 | -- | -- | -- | 0.00% | -- | |
| VICI PROPERTIES LP 5.125%, due 05/15/2032 | -- | -- | -- | 0.00% | -- | |
| Onslow Bay Financial LLC Series 2025-NQM13, Class A1, Variable rate, due 05/25/2065 | -- | -- | -- | 0.00% | -- | |
| GGP Trust Series 2026-2PAK, Class A, Variable rate, due 04/10/2043 | -- | -- | -- | 0.00% | -- | |
| CENTENE CORP 3%, due 10/15/2030 | -- | -- | -- | 0.00% | -- | |
| Cantor Commercial Real Estate Lending Series 2019-CF1, Class A2, 3.6234%, due 05/15/2052 | -- | -- | -- | 0.00% | -- | |
| Freddie Mac - SLST Series 2025-2, Class A2, 3%, due 10/25/2035 | -- | -- | -- | 0.00% | -- |