1 | 5 Year Treasury Note Future Sept 25 | N/A | 12.49% | 637,900,000 |
2 | 10 Year Treasury Note Future Sept 25 | N/A | 12.16% | 606,400,000 |
3 | 2 Year Treasury Note Future Sept 25 | N/A | 10.92% | 581,800,000 |
4 | Federal National Mortgage Association 3% | N/A | 5.63% | 366,065,910 |
5 | United States Treasury Bonds 3.875% | N/A | 5.06% | 318,300,000 |
6 | Federal National Mortgage Association 4.5% | N/A | 3.73% | 218,700,000 |
7 | Federal Home Loan Mortgage Corp. 6% | N/A | 2.93% | 160,344,814 |
8 | Federal Home Loan Mortgage Corp. 5% | N/A | 2.91% | 165,890,380 |
9 | United States Treasury Bonds 3.125% | N/A | 2.88% | 206,100,000 |
10 | United States Treasury Notes 1.75% | N/A | 2.80% | 157,319,064 |
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11 | Federal Home Loan Mortgage Corp. 6% | N/A | 2.43% | 132,874,060 |
12 | Federal National Mortgage Association 5% | N/A | 2.34% | 133,800,000 |
13 | Ultra US Treasury Bond Future Sept 25 | N/A | 2.18% | 103,600,000 |
14 | Government National Mortgage Association 3% | N/A | 1.95% | 124,000,000 |
15 | United States Treasury Bonds 2.375% | N/A | 1.93% | 150,000,000 |
16 | Federal National Mortgage Association 5.5% | N/A | 1.86% | 103,728,116 |
17 | Federal National Mortgage Association 5.5% | N/A | 1.86% | 103,986,717 |
18 | PMBS PIMCO Mortgage-Backed Securities Active ETF | $48.37 -0.4% | 1.77% | 2,030,273 |
19 | Federal National Mortgage Association 4% | N/A | 1.69% | 102,221,710 |
20 | United States Treasury Notes 2.125% | N/A | 1.50% | 82,494,830 |
21 | Government National Mortgage Association 2.5% | N/A | 1.44% | 95,000,000 |
22 | Federal National Mortgage Association 4% | N/A | 1.37% | 82,778,290 |
23 | LONZ PIMCO Senior Loan Active Exchange-Traded Fund | $50.52 -0.1% | 1.37% | 1,488,681 |
24 | Federal National Mortgage Association 6% | N/A | 1.35% | 73,931,960 |
25 | Federal Home Loan Mortgage Corp. 5.5% | N/A | 1.32% | 73,825,419 |
26 | Federal National Mortgage Association 5% | N/A | 1.28% | 72,818,430 |
27 | Government National Mortgage Association 3.5% | N/A | 1.21% | 75,000,000 |
28 | Federal National Mortgage Association 4.5% | N/A | 1.17% | 68,224,084 |
29 | Federal National Mortgage Association 4% | N/A | 1.12% | 67,420,963 |
30 | Federal Home Loan Mortgage Corp. 5.5% | N/A | 1.08% | 59,983,128 |
31 | Federal National Mortgage Association 6% | N/A | 1.08% | 59,329,922 |
32 | HYS PIMCO 0-5 Year High Yield Corporate Bond Index Exchange-Traded Fund | $93.68 -0.3% | 0.99% | 582,979 |
33 | Federal Home Loan Mortgage Corp. 4.5% | N/A | 0.95% | 55,739,001 |
34 | Fnma Pass-Thru I 4.5% | N/A | 0.93% | 54,343,703 |
35 | Federal Home Loan Mortgage Corp. 6% | N/A | 0.85% | 46,381,823 |
36 | Federal Home Loan Mortgage Corp. 6% | N/A | 0.83% | 45,231,458 |
37 | PRFD PIMCO Preferred and Capital Securities Active Exchange-Traded Fund | $50.32 -0.3% | 0.77% | 843,737 |
38 | Federal Home Loan Mortgage Corp. 5.5% | N/A | 0.75% | 41,786,262 |
39 | Federal Home Loan Mortgage Corp. 5.5% | N/A | 0.75% | 41,828,667 |
40 | Federal National Mortgage Association 6% | N/A | 0.72% | 39,487,108 |
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41 | Federal National Mortgage Association 6.5% | N/A | 0.71% | 38,118,028 |
42 | Federal Home Loan Mortgage Corp. 6% | N/A | 0.70% | 38,486,541 |
43 | Federal National Mortgage Association 5.5% | N/A | 0.70% | 38,859,494 |
44 | Fin Fut Uk Gilt Ice 09/26/25 | N/A | 0.69% | 31,100,000 |
45 | Federal Home Loan Mortgage Corp. 5% | N/A | 0.63% | 36,196,895 |
46 | United States Treasury Notes 0.375% | N/A | 0.63% | 35,065,940 |
47 | Federal Home Loan Mortgage Corp. 5.5% | N/A | 0.56% | 31,121,720 |
48 | Federal National Mortgage Association 7% | N/A | 0.53% | 27,997,210 |
49 | Federal National Mortgage Association 6% | N/A | 0.52% | 28,167,407 |
50 | Offset: Cash | N/A | 0.52% | 0 |
51 | Bamll 2025-Hmst 3.1089% | N/A | 0.51% | 29,739,634 |
52 | Federal Home Loan Mortgage Corp. 7% | N/A | 0.51% | 26,997,307 |
53 | Federal National Mortgage Association 7% | N/A | 0.51% | 26,997,305 |
54 | Federal National Mortgage Association 7% | N/A | 0.51% | 26,997,301 |
55 | Federal Home Loan Mortgage Corp. 4.5% | N/A | 0.49% | 28,690,641 |
56 | Federal Home Loan Mortgage Corp. 6% | N/A | 0.48% | 26,219,303 |
57 | Federal National Mortgage Association 6% | N/A | 0.45% | 24,472,766 |
58 | Government National Mortgage Association 3.5% | N/A | 0.45% | 27,800,000 |
59 | Federal National Mortgage Association 3.5% | N/A | 0.38% | 23,228,096 |
60 | Morgan Stanley 6.296% | N/A | 0.37% | 19,500,000 |
61 | Wells Fargo & Co. 4.897% | N/A | 0.37% | 21,000,000 |
62 | Federal Home Loan Mortgage Corp. 5% | N/A | 0.36% | 20,640,594 |
63 | Fnma Pass-Thru I 6% | N/A | 0.36% | 19,304,983 |
64 | Fnma Pass-Thru I 6% | N/A | 0.35% | 18,779,714 |
65 | Federal Home Loan Mortgage Corp. 5% | N/A | 0.34% | 19,163,820 |
66 | Bank of America Corp. 5.872% | N/A | 0.33% | 17,500,000 |
67 | Federal National Mortgage Association 5.5% | N/A | 0.33% | 18,407,627 |
68 | Fnma Pass-Thru I 6% | N/A | 0.33% | 17,977,677 |
69 | JPMorgan Chase & Co. 5.35% | N/A | 0.32% | 17,500,000 |
70 | Wells Fargo & Co. 5.557% | N/A | 0.31% | 17,000,000 |
71 | Federal National Mortgage Association 6% | N/A | 0.30% | 15,990,742 |
72 | Federal National Mortgage Association 6.5% | N/A | 0.30% | 16,300,000 |
73 | Fnma Pass-Thru I 5% | N/A | 0.30% | 16,904,997 |
74 | UBS Group AG 6.301% | N/A | 0.30% | 15,500,000 |
75 | Morgan Stanley 5.664% | N/A | 0.28% | 15,000,000 |
76 | JPMorgan Chase & Co. 5.572% | N/A | 0.26% | 14,000,000 |
77 | Texas Electric Market Stabilization Funding N LLC 5.057% | N/A | 0.26% | 15,500,000 |
78 | Goldman Sachs Group, Inc. 5.536% | N/A | 0.24% | 13,000,000 |
79 | Woodside Finance Ltd. 5.1% | N/A | 0.23% | 13,550,000 |
80 | JPMorgan Chase & Co. 4.565% | N/A | 0.22% | 12,000,000 |
81 | Oncor Electric Series H 5.15% 5/1/2029 | N/A | 0.22% | 12,000,000 |
82 | Energy Transfer LP 5.25% | N/A | 0.21% | 11,500,000 |
83 | Federal Home Loan Mortgage Corp. 4.5% | N/A | 0.21% | 12,158,375 |
84 | CIM TRUST 2023-R2 5.5% | N/A | 0.20% | 10,748,409 |
85 | U S Agency Mtge Repo | N/A | 0.20% | 11,100,000 |
86 | HSBC Holdings PLC 6.254% | N/A | 0.19% | 10,000,000 |
87 | ONEMAIN FINANCIAL ISSUANCE TRUST 2023-2 5.84% | N/A | 0.19% | 10,200,000 |
88 | Cobank ACB 7.25% | N/A | 0.18% | 10,000,000 |
89 | Federal Home Loan Mortgage Corp. 6% | N/A | 0.18% | 9,539,786 |
90 | Ford Motor Credit Company LLC 6.798% | N/A | 0.18% | 10,000,000 |
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91 | Goldman Sachs Group, Inc. 4.482% | N/A | 0.18% | 10,000,000 |
92 | ING Groep N.V. 5.335% | N/A | 0.18% | 10,000,000 |
93 | ANCHORAGE CAPITAL CLO 28 LTD 5.9695% | N/A | 0.17% | 9,100,000 |
94 | Bank of America Corp. 5.288% | N/A | 0.17% | 9,600,000 |
95 | Federal National Mortgage Association 6.5% | N/A | 0.17% | 9,036,576 |
96 | JPMorgan Chase & Co. 5.766% | N/A | 0.17% | 9,000,000 |
97 | Tennessee Valley Authority 5.25% | N/A | 0.17% | 10,000,000 |
98 | Bamll 2025-Hmst 3.1089% | N/A | 0.16% | 10,000,000 |
99 | Broadcom Inc 2.45% | N/A | 0.16% | 10,000,000 |
100 | DIAMETER CAPITAL CLO 6 LTD 5.8661% | N/A | 0.16% | 8,900,000 |