Basic Stats
Portfolio Value $ 316,634,978
Current Positions 349
Latest Holdings, Performance, AUM (from 13F, 13D)

NOFIX - Northern Fixed Income Fund has disclosed 349 total holdings in their latest SEC filings. Most recent portfolio value is calculated to be $ 316,634,978 USD. Actual Assets Under Management (AUM) is this value plus cash (which is not disclosed). NOFIX - Northern Fixed Income Fund’s top holdings are United States Treasury Strip Principal (US:US912803FV03) , NORTHERN INSTITUTIONAL GOVERNMENT PORTFOLIO (US:US6652784041) , Fannie Mae-Aces (US:US3136AC7M73) , Ohio National Financial Services, Inc. (US:US67740QAH92) , and J.G. WENTWORTH XLI LLC SER 2018-1A CL A REGD 144A P/P 3.74000000 (US:US46651TAA97) . NOFIX - Northern Fixed Income Fund’s new positions include United States Treasury Strip Principal (US:US912803FV03) , Fannie Mae-Aces (US:US3136AC7M73) , Ohio National Financial Services, Inc. (US:US67740QAH92) , J.G. WENTWORTH XLI LLC SER 2018-1A CL A REGD 144A P/P 3.74000000 (US:US46651TAA97) , and Towd Point Mortgage Trust 2022-1 (US:US89170VAA61) .

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Top Increases This Quarter

We use the change in the portfolio allocation because this is the most meaningful metric. Changes can be due to trades or changes in share prices.

Security Shares
(MM)		 Value
(MM$)		 Portfolio % ΔPortfolio %
21.94 7.3535 7.3535
18.72 6.2752 6.2752
4.07 1.3635 1.3635
4.02 1.3459 1.3459
3.04 1.0185 1.0185
2.96 0.9935 0.9935
2.21 0.7405 0.7405
2.21 0.7403 0.7403
2.01 0.6731 0.6731
1.71 0.5746 0.5746
Top Decreases This Quarter

We use the change in the portfolio allocation because this is the most meaningful metric. Changes can be due to trades or changes in share prices.

Security Shares
(MM)		 Value
(MM$)		 Portfolio % ΔPortfolio %
-16.91 -5.6683 -5.6683
-6.79 -2.2759 -2.2759
0.32 0.1065 -2.0882
0.44 0.1479 -1.3471
0.90 0.3011 -1.0050
5.23 1.7536 -0.9561
0.44 0.1467 -0.1342
0.45 0.1496 -0.1093
0.42 0.1411 -0.0621
0.79 0.2664 -0.0579
13F and Fund Filings

This form was filed on 2025-08-26 for the reporting period 2025-06-30. Click the link icon to see the full transaction history.

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2022-07-28: Important Note - We have changed the treatment of the Δ Portfolio % column in this table. Previously, we were reporting it as the percent change in the portfolio allocation. We are now reporting it as the raw change in the portfolio allocation (still reported as a percent). In formula terms, we were previously reporting it as 100 * (current allocation - prior allocation ) / prior allocation. We are now reporting it as (current allocation - prior allocation).
Security Type Avg Share Price Shares
(MM)		 ΔShares
(%)		 ΔShares
(%)		 Value
($MM)		 Portfolio
(%)		 ΔPortfolio
(%)
FUT. U.S. T-BONDS SEP25 / DIR (000000000) 21.94 7.3535 7.3535
SEP 25 US 2YR SEP 25 / DIR (000000000) 18.72 6.2752 6.2752
US912803FV03 / United States Treasury Strip Principal 8.39 -4.43 2.8114 0.1386
UNITED STATES TSY. 4.50% / DBT (US912810UE63) 5.23 -41.20 1.7536 -0.9561
UNITED STATES TSY. 4.625% / DBT (US91282CMM00) 4.07 1.3635 1.3635
WELLS FARGO COMMER 5.309% / ABS-O (US94990FAE16) 4.04 0.30 1.3553 0.1276
UNITED STATES TSY. 3.875% / DBT (US91282CMZ13) 4.02 1.3459 1.3459
COMM 2024-277P MTGE. VAR / ABS-O (US12654FAE07) 3.08 0.20 1.0319 0.0963
US6652784041 / NORTHERN INSTITUTIONAL GOVERNMENT PORTFOLIO 3.04 27.85 3.04 27.86 1.0200 0.2951
UNITED STATES TSY. 4.25% / DBT (US91282CMG32) 3.04 1.0185 1.0185
UNITED STATES TSY. 4.625% / DBT (US912810UG12) 2.96 0.9935 0.9935
PROVIDENT FNDG. MTGE. VAR / ABS-O (US74389BAN10) 2.62 -3.75 0.8771 0.0491
US3136AC7M73 / Fannie Mae-Aces 2.40 -0.04 0.8035 0.0731
BHP BILLITON FIN. U 5.30% / DBT (US055451BL10) 2.30 1.19 0.7699 0.0787
HARBOUR ENERGY PLC 6.327% / DBT (US411618AD32) 2.29 -0.13 0.7664 0.0690
EXGR34 / Expedia Group, Inc. - Depositary Receipt (Common Stock) 2.24 1.13 0.7509 0.0760
AUSTRALIA & NEW ZEALA F2V / DBT (US052528AV80) 2.21 0.7405 0.7405
AUST & NZ BANKING 5.816% / DBT (US05252ADU25) 2.21 0.7403 0.7403
AERCAP IRELAND CAP 5.375% / DBT (US00774MBP95) 2.20 1.43 0.7365 0.0767
US69120VAU52 / BLUE OWL CREDIT 7.75 1/29 2.14 0.94 0.7167 0.0717
US67740QAH92 / Ohio National Financial Services, Inc. 2.08 0.68 0.6982 0.0678
JPM / JPMorgan Chase & Co. - Depositary Receipt (Common Stock) 2.08 0.68 0.6961 0.0678
V1MC34 / Vulcan Materials Company - Depositary Receipt (Common Stock) 2.01 0.85 0.6739 0.0669
PSEG POWER LLC 5.75% / DBT (US69362BBE11) 2.01 0.6731 0.6731
ANGEL OAK MTGE. TS 6.197% / ABS-O (US034943AA80) 1.92 -8.17 0.6440 0.0067
JOHN DEERE OWNER TS 4.06% / ABS-O (US477911AD37) 1.90 0.64 0.6365 0.0616
CAH / Cardinal Health, Inc. - Depositary Receipt (Common Stock) 1.89 1.62 0.6324 0.0670
SANTANDER DRIVE AUT 5.06% / ABS-O (US80287NAE58) 1.83 0.88 0.6124 0.0608
US46651TAA97 / J.G. WENTWORTH XLI LLC SER 2018-1A CL A REGD 144A P/P 3.74000000 1.82 -1.19 0.6100 0.0489
OBX 2024-NQM16 TRU 5.885% / ABS-O (US67120GAE89) 1.75 -8.15 0.5858 0.0065
US89170VAA61 / Towd Point Mortgage Trust 2022-1 1.73 -3.30 0.5802 0.0351
FOUNDRY JV HOLDCO L 6.30% / DBT (US350930AK91) 1.73 1.00 0.5785 0.0581
CARVANA AUTO RECEIV 5.48% / ABS-O (US14688YAF25) 1.71 0.5746 0.5746
PMT LOAN TST. 2024-IN VAR / ABS-O (US73015BAB18) 1.71 -3.00 0.5735 0.0360
SANTANDER NQM1 M1A VAR / ABS-O (US80262BAD29) 1.70 0.95 0.5682 0.0567
ROCKET COS INC 6.375% / DBT (US77311WAB72) 1.64 0.5487 0.5487
TESLA AUTO LEASE TS 5.11% / ABS-O (US881934AF07) 1.60 0.06 0.5378 0.0495
STORE CAP. LLC 5.40% / DBT (US862123AA45) 1.60 1.14 0.5366 0.0546
US01F0226344 / Uniform Mortgage-Backed Security, TBA 1.59 -2.45 0.5335 0.0366
US3132D6NT37 / Freddie Mac Pool 1.58 -2.89 0.5297 0.0342
US98212BAL71 / WPX ENERGY INC SR UNSECURED 01/30 4.5 1.57 6.57 0.5273 0.0775
CITADEL LP 6.375% / DBT (US17288XAC83) 1.50 1.76 0.5040 0.0540
M1TB34 / M&T Bank Corporation - Depositary Receipt (Common Stock) 1.48 0.4975 0.4975
JANE STREET GRP. / 7.125% / DBT (US47077WAC29) 1.46 2.45 0.4909 0.0554
US91159HJJ05 / US Bancorp 1.43 1.49 0.4796 0.0503
CBOM / Credit Bank of Moscow (public joint-stock company) 1.42 1.58 0.4748 0.0500
US983793AK61 / XPO Inc 1.40 2.33 0.4707 0.0526
M1PC34 / Marathon Petroleum Corporation - Depositary Receipt (Common Stock) 1.40 1.82 0.4691 0.0506
US3132DN3L52 / FED HM LN PC POOL SD1703 FR 09/52 FIXED 5 1.40 0.00 0.4682 0.0428
FMCC / Federal Home Loan Mortgage Corporation 1.39 -3.00 0.4660 0.0295
TYCO ELECTNCS. GRP. 5.00% / DBT (US902133BD84) 1.38 0.4640 0.4640
S1NP34 / Synopsys, Inc. - Depositary Receipt (Common Stock) 1.38 0.22 0.4628 0.0434
CRH AMERICA FIN. IN 5.50% / DBT (US12636YAF97) 1.35 1.20 0.4534 0.0463
US081926AH02 / BENCHMARK 2023-V4 C MTG TR 7.460404% 11/15/2056 1.32 -0.08 0.4433 0.0401
US01F0226344 / Uniform Mortgage-Backed Security, TBA 1.31 -4.31 0.4396 0.0223
COLT 2024-7 MTGE. 5.791% / ABS-O (US19688YAB02) 1.31 -3.68 0.4390 0.0251
FMCC / Federal Home Loan Mortgage Corporation 1.29 -6.13 0.4314 0.0137
GOOGL / Alphabet Inc. - Depositary Receipt (Common Stock) 1.28 0.4291 0.4291
GOOGL / Alphabet Inc. - Depositary Receipt (Common Stock) 1.27 0.4266 0.4266
US69047QAC69 / Ovintiv Inc 1.24 -0.08 0.4153 0.0378
US3140XJPE77 / 1% 01 Sep 2052 1.24 -10.42 0.4150 -0.0061
R1SG34 / Republic Services, Inc. - Depositary Receipt (Common Stock) 1.21 1.34 0.4067 0.0421
BX TST. 2024-PAT FRN / ABS-O (US05612FAA30) 1.21 0.17 0.4049 0.0375
US61747YFF79 / Morgan Stanley 1.20 0.59 0.4033 0.0389
FTAIM / FTAI Aviation Ltd. - Preferred Stock 1.20 1.78 0.4032 0.0434
US3140NCT252 / Fannie Mae Pool 1.19 -1.33 0.3983 0.0315
US3131XYGX10 / FHLMC UMBS, 30 Year 1.18 -2.64 0.3962 0.0265
US3132DPXE32 / Freddie Mac Pool 1.17 -1.68 0.3936 0.0299
JPM / JPMorgan Chase & Co. - Depositary Receipt (Common Stock) 1.17 0.95 0.3929 0.0391
US337964AC48 / FIVE 23-V1 A3 5.6679% 02-10-56/02-11-28 1.17 0.52 0.3915 0.0374
CAON34 / Capital One Financial Corporation - Depositary Receipt (Common Stock) 1.16 2.02 0.3890 0.0426
RELX CAP. INC 5.25% / DBT (US74949LAG77) 1.15 1.60 0.3841 0.0404
US08163VAC19 / Benchmark Mortgage Trust, Series 2023-V3, Class A3 1.14 0.53 0.3829 0.0369
US3140XLFD50 / FNMA POOL FS4663 FN 05/53 FIXED VAR 1.14 0.00 0.3826 0.0348
US06051GLS65 / Bank of America Corp 1.14 0.53 0.3813 0.0366
FMCC / Federal Home Loan Mortgage Corporation 1.13 -2.99 0.3804 0.0242
US3132DQG752 / FHLG 30YR 5% 05/01/2053#SD2922 1.13 -1.22 0.3787 0.0306
US09261HAC16 / Blackstone Private Credit Fund 1.11 0.3737 0.3737
US31418CR973 / Federal National Mortgage Association 1.11 -1.76 0.3735 0.0282
US3132DQKL94 / FREDDIE MAC POOL UMBS P#SD2999 5.50000000 1.11 -3.30 0.3732 0.0226
US3132DQG596 / FR SD2920 1.11 -2.28 0.3731 0.0260
US67117XAA46 / CORP CMO 1.11 -7.66 0.3718 0.0057
US3132DPSX77 / Federal Home Loan Mortgage Corp. 1.11 -2.47 0.3707 0.0254
US3132DP5B08 / UMBS Freddie Mac Pool 1.10 -2.58 0.3679 0.0250
US3133C5ED94 / FNCL UMBS 5.5 QG4632 06-01-53 1.09 -2.06 0.3669 0.0266
US3133BRD684 / Freddie Mac Pool 1.09 -1.00 0.3659 0.0303
SEP 25 5 YR T NOTESEP 25 / DIR (000000000) 1.09 0.3653 0.3653
US46617LAA98 / JGWPT XXX LLC HENDR 2013-3A A 1.08 -3.22 0.3629 0.0224
AXP / American Express Company - Depositary Receipt (Common Stock) 1.08 0.3610 0.3610
US01F0226344 / Uniform Mortgage-Backed Security, TBA 1.08 -2.54 0.3609 0.0244
US3132DQB217 / UMBS Freddie Mac Pool 1.07 -2.45 0.3599 0.0247
US31739TAA79 / FINANCE OF AMERICA STRUCTURED FASST 2023 S2 A1 144A 1.06 -3.71 0.3568 0.0201
US36179XVR42 / GINNIE MAE II POOL P#MA8724 4.50000000 1.06 -3.01 0.3560 0.0223
FMCC / Federal Home Loan Mortgage Corporation 1.06 -0.66 0.3552 0.0304
MUFG / Mitsubishi UFJ Financial Group, Inc. - Depositary Receipt (Common Stock) 1.06 0.3550 0.3550
US3133KKK248 / UMBS 1.04 -2.53 0.3493 0.0234
H1BA34 / Huntington Bancshares Incorporated - Depositary Receipt (Common Stock) 1.04 1.17 0.3485 0.0357
US3140XKP203 / Fannie Mae Pool 1.04 -2.73 0.3471 0.0228
US3133B7LC05 / FHLG 30YR 2.5% 04/01/2052#QD9323 1.03 -1.24 0.3469 0.0280
WFC / Wells Fargo & Company - Depositary Receipt (Common Stock) 1.02 0.79 0.3433 0.0337
FMCC / Federal Home Loan Mortgage Corporation 1.02 -2.67 0.3426 0.0227
US31418BYU42 / Fannie Mae Pool 1.02 -2.58 0.3419 0.0229
US3140XKB823 / Fannie Mae Pool 1.02 -1.45 0.3414 0.0267
US03073EAJ47 / Amerisourcebergen Corp 3.50% Senior Notes 11/15/21 1.02 0.89 0.3414 0.0338
US01F0226344 / Uniform Mortgage-Backed Security, TBA 1.01 -1.84 0.3394 0.0254
FMCC / Federal Home Loan Mortgage Corporation 1.01 -2.69 0.3394 0.0224
US36179XHX75 / GINNIE MAE II POOL 1.01 -3.17 0.3380 0.0207
US36179MC241 / Ginnie Mae II Pool 1.00 -2.71 0.3365 0.0222
A1JG34 / Arthur J. Gallagher & Co. - Depositary Receipt (Common Stock) 1.00 1.01 0.3353 0.0335
US3133KR4Z42 / Freddie Mac Pool 1.00 -2.44 0.3351 0.0231
CNH EQUIP. TST. 202 4.03% / ABS-O (US18978GAD60) 1.00 0.60 0.3346 0.0324
US01F0226344 / Uniform Mortgage-Backed Security, TBA 0.99 -5.33 0.3333 0.0133
321 HENDERSON RECEI 6.15% / ABS-O (US88576NAP33) 0.99 -3.78 0.3328 0.0186
GINNIE MAE I POOL 5.00% / ABS-MBS (US3622ACCF56) 0.99 -3.50 0.3327 0.0196
US01F0226344 / Uniform Mortgage-Backed Security, TBA 0.99 -0.90 0.3318 0.0278
US172967LS86 / Citigroup Inc 0.99 0.82 0.3315 0.0325
FMCC / Federal Home Loan Mortgage Corporation 0.99 -2.18 0.3308 0.0233
LPL HLDGS. INC 5.75% / DBT (US50212YAQ70) 0.98 0.3289 0.3289
FMCC / Federal Home Loan Mortgage Corporation 0.97 -2.89 0.3264 0.0210
US3132DNQM82 / Freddie Mac Pool 0.97 -2.70 0.3261 0.0218
US3133KQ2M74 / FED HM LN PC POOL RA8880 FR 04/53 FIXED 5.5 0.97 -4.62 0.3255 0.0154
US3140XJMM21 / 1% 01 Oct 2052 0.96 -3.12 0.3224 0.0200
US3132DQPV22 / Freddie Mac Pool 0.96 -1.33 0.3221 0.0253
J.P. MORGAN MTGE. TST VAR / ABS-O (US46655NAB64) 0.96 -1.23 0.3218 0.0258
FMCC / Federal Home Loan Mortgage Corporation 0.96 -1.94 0.3218 0.0239
US3140XJXV01 / UMBS 0.96 -1.74 0.3213 0.0241
US01F0226344 / Uniform Mortgage-Backed Security, TBA 0.95 -3.64 0.3192 0.0180
US3140X9YX77 / FN FM6125 0.95 -4.43 0.3187 0.0157
US01F0226344 / Uniform Mortgage-Backed Security, TBA 0.94 -1.98 0.3160 0.0231
US254683CY96 / Discover Card Execution Note Trust, Series 2023-A1, Class A 0.94 0.00 0.3148 0.0287
US3132DQQ330 / FREDDIE MAC POOL UMBS P#SD3174 5.50000000 0.94 -2.90 0.3139 0.0200
US01F0226344 / Uniform Mortgage-Backed Security, TBA 0.93 -4.98 0.3133 0.0136
R1LC34 / Ralph Lauren Corporation - Depositary Receipt (Common Stock) 0.93 0.3130 0.3130
US01F0226344 / Uniform Mortgage-Backed Security, TBA 0.93 -5.49 0.3120 0.0122
US3622ACSK77 / GOVERNMENT NATIONAL MORTGAGE CORPORATION 0.92 -4.48 0.3077 0.0153
FMCC / Federal Home Loan Mortgage Corporation 0.92 -6.81 0.3074 0.0076
69511JD28 / PACIFICORP 0.91 0.55 0.3059 0.0296
53219LAH2 / LifePoint Health, Inc. Bond 0.91 0.3036 0.3036
US06211CAG06 / BANK5 2023-5YR2 0.90 0.22 0.3016 0.0282
US3140QMRG10 / FNCL UMBS 2.5 CB2286 12-01-51 0.90 -2.81 0.3016 0.0196
UNITED STATES TSY. 3.875% / DBT (US91282CLF67) 0.90 -79.06 0.3011 -1.0050
US585494AA50 / Mello Mortgage Capital Acceptance, Series 2021-MTG2, Class A1 0.90 -1.75 0.3007 0.0225
US03465WAA99 / ANGEL OAK MORTGAGE TRUST 2023-1 SER 2023-1 CL A1 V/R REGD 144A P/P 4.75000000 0.89 -3.68 0.2984 0.0167
US3140XKW555 / UMBS 0.88 -4.44 0.2962 0.0147
OBX 2024-NQM9 TRUST 6.03% / ABS-O (US67119DAA63) 0.88 -6.98 0.2948 0.0069
CHRD / Chord Energy Corporation 0.87 0.2911 0.2911
US36230RYJ93 / Ginnie Mae I Pool 0.87 -4.41 0.2908 0.0143
AERCAP IRELAND CAP 4.625% / DBT (US00774MBL81) 0.86 1.18 0.2883 0.0293
VENTURE GBL. LNG IN 7.00% / DBT (US92332YAE14) 0.86 0.2880 0.2880
US06051GKD06 / Bank of America Corp 0.84 2.07 0.2818 0.0312
US3140QEB507 / Federal National Mortgage Association 0.83 -2.91 0.2798 0.0180
US143658BR27 / Carnival Corp 0.83 1.71 0.2794 0.0299
FMCC / Federal Home Loan Mortgage Corporation 0.83 -5.79 0.2784 0.0098
US3140H44J05 / FNMA POOL BJ3524 FN 11/47 FIXED 4 0.83 -6.43 0.2780 0.0081
US3138EQKK72 / Fannie Mae Pool 0.81 -0.98 0.2722 0.0222
US85172FAR01 / Springleaf Finance Corp 5.375% 11/15/2029 0.81 3.44 0.2720 0.0330
US3140XCDV77 / UMBS 0.81 -2.64 0.2716 0.0182
US25470DBJ72 / DISCOVERY COMMUNICATIONS LLC 3.625% 05/15/2030 0.81 -10.01 0.2714 -0.0026
US3138WGG651 / Fannie Mae Pool 0.81 -1.82 0.2713 0.0203
US451102BZ91 / CORP. NOTE 0.81 2.02 0.2712 0.0294
FMCC / Federal Home Loan Mortgage Corporation 0.81 -3.35 0.2711 0.0163
WESTLAKE AUTOMOBILE 5.15% / ABS-O (US96043LAF76) 0.81 0.2708 0.2708
US00653VAE11 / AdaptHealth LLC 0.81 0.2707 0.2707
US35564CCZ86 / SLST 19-2 A1C 2.75% 09-25-29 0.81 -2.77 0.2704 0.0177
US01F0226344 / Uniform Mortgage-Backed Security, TBA 0.80 -3.26 0.2687 0.0163
LMT / Lockheed Martin Corporation - Depositary Receipt (Common Stock) 0.80 1.40 0.2681 0.0281
US96041CAG78 / WLAKE 23-3 A3 144A 5.82% 05-17-27 0.79 -25.38 0.2664 -0.0579
US06540LBF31 / BANK, Series 2021-BN37, Class A5 0.79 1.16 0.2636 0.0269
A3KMYN / Air Lease Corporation - Preferred Stock 0.78 0.26 0.2622 0.0244
FMCC / Federal Home Loan Mortgage Corporation 0.78 -1.64 0.2621 0.0200
US95000U2S19 / Wells Fargo & Co 0.78 0.91 0.2616 0.0261
US3140MHSH35 / Fannie Mae Pool 0.77 -1.91 0.2586 0.0190
US465978AH79 / J.P. Morgan Mortgage Trust 2023-1 0.77 -4.58 0.2581 0.0122
US3140X4V450 / Fannie Mae Pool 0.77 -3.15 0.2575 0.0159
US3140X4NV44 / Federal National Mortgage Association 0.77 -1.41 0.2575 0.0201
FMCC / Federal Home Loan Mortgage Corporation 0.77 -5.55 0.2570 0.0097
US91324PEH10 / UNITEDHEALTH GROUP INC REGD 4.00000000 0.76 0.66 0.2552 0.0247
US01F0226344 / Uniform Mortgage-Backed Security, TBA 0.76 -3.20 0.2535 0.0155
FMCC / Federal Home Loan Mortgage Corporation 0.75 -3.23 0.2516 0.0155
US23918KAT51 / DaVita Inc 0.75 4.46 0.2515 0.0328
US87901JAH86 / TEGNA Inc 0.74 2.92 0.2481 0.0290
US3140XTAN14 / UMBS 0.74 -2.51 0.2475 0.0167
US3140QN3Z36 / Fannie Mae Pool 0.74 -2.39 0.2466 0.0171
FMCC / Federal Home Loan Mortgage Corporation 0.73 -2.65 0.2461 0.0163
US3140XLE387 / FANNIE MAE POOL FN FS4653 0.73 -1.48 0.2460 0.0189
US3140XMTJ57 / FN FS5952 0.73 -7.88 0.2430 0.0031
US3132CWLH50 / Freddie Mac Pool 0.72 -5.61 0.2424 0.0090
US55261FAS39 / M&T Bank Corp 0.72 0.56 0.2399 0.0234
US3132DQGK67 / Federal National Mortgage Association, Inc. 0.71 -2.35 0.2372 0.0167
C / Citigroup Inc. - Depositary Receipt (Common Stock) 0.70 1.59 0.2362 0.0249
US61747YFH36 / Morgan Stanley 0.70 0.43 0.2343 0.0222
US09261HAD98 / Blackstone Private Credit Fund 0.70 0.87 0.2332 0.0232
US3138WG2W36 / FNMA 15YR 2.5% 05/01/2031#AS7088 0.69 -5.83 0.2329 0.0084
FMCC / Federal Home Loan Mortgage Corporation 0.68 -1.59 0.2287 0.0175
US3137ASD354 / Freddie Mac REMICS 0.68 -2.99 0.2285 0.0146
US505742AM88 / LADDER CAP FIN LLLP/CORP SR UNSECURED 144A 02/27 4.25 0.68 1.34 0.2280 0.0234
US3132CWCV46 / FNCI UMBS 3.0 SB0084 02-01-32 0.67 -8.99 0.2241 0.0003
US3138WJQ688 / Fannie Mae Pool 0.67 -2.05 0.2240 0.0161
US01F0226344 / Uniform Mortgage-Backed Security, TBA 0.67 -6.33 0.2235 0.0069
US01F0226344 / Uniform Mortgage-Backed Security, TBA 0.66 -3.91 0.2224 0.0122
US01F0226344 / Uniform Mortgage-Backed Security, TBA 0.66 -3.22 0.2221 0.0136
CBAPJ / Commonwealth Bank of Australia - Preferred Security 0.66 -0.90 0.2205 0.0185
OBX 2024-NQM2 TRUS 5.878% / ABS-O (US67118HAA86) 0.66 -6.70 0.2196 0.0057
US49327M3H53 / KeyBank NA 0.65 1.40 0.2183 0.0225
US31418CFE93 / Fannie Mae Pool 0.65 -1.98 0.2165 0.0159
US48241FAB04 / KBC Group NV 0.64 0.63 0.2146 0.0206
US3140QEDX72 / Fannie Mae Pool 0.63 -3.09 0.2107 0.0133
ARCC / Ares Capital Corporation 0.62 0.81 0.2092 0.0204
BANK5 TST. 2024-5Y 6.225% / ABS-O (US066043AB64) 0.62 0.65 0.2082 0.0200
US052528AL09 / Australia & New Zealand Banking Group Ltd 0.62 0.65 0.2076 0.0201
GOVERNMENT NATL. MT 2.50% / ABS-O (US38380FMH63) 0.62 -4.64 0.2067 0.0098
FMCC / Federal Home Loan Mortgage Corporation 0.62 -2.69 0.2064 0.0138
US09261HAC16 / Blackstone Private Credit Fund 0.61 0.83 0.2032 0.0200
CITIGROUP COMMER. 3.585% / ABS-O (US29429CAF23) 0.59 1.03 0.1974 0.0201
US443510AK84 / Hubbell Inc 0.58 1.92 0.1955 0.0213
FMCC / Federal Home Loan Mortgage Corporation 0.58 -4.16 0.1931 0.0099
US3140QS3Y51 / Fannie Mae Pool 0.57 -3.70 0.1917 0.0108
US3128MFKH07 / Freddie Mac Gold Pool 0.56 -5.53 0.1892 0.0073
SEQUOIA MTGE. TST. 20 VAR / ABS-O (US81749BAA98) 0.56 -2.60 0.1880 0.0126
HYUNDAI AUTO LEASE 5.41% / ABS-O (US44934FAD78) 0.55 0.00 0.1858 0.0168
US01F0226344 / Uniform Mortgage-Backed Security, TBA 0.54 -4.90 0.1824 0.0079
US3131XBJA86 / FREDDIE MAC POOL FR ZK7457 0.54 -12.58 0.1795 -0.0071
MMAF EQUIP. FIN. LL 5.67% / ABS-O (US606940AD69) 0.53 -0.19 0.1778 0.0160
FREDDIE MAC POOL 3.00% / ABS-MBS (US3132DMBA27) 0.53 -2.22 0.1773 0.0127
NNN / NNN REIT, Inc. 0.52 1.95 0.1752 0.0191
FORD CREDIT AUTO OW 4.96% / ABS-O (US34531QAE98) 0.52 0.19 0.1742 0.0163
US3140QLZ824 / Fannie Mae Pool 0.51 -2.30 0.1712 0.0120
US31418CNE02 / Fannie Mae Pool 0.51 -2.30 0.1707 0.0118
MMAF EQUIP. FIN. LL 4.95% / ABS-O (US55318CAC82) 0.51 0.40 0.1701 0.0161
US31395XRF41 / FHLMC, REMIC, Series 3013, Class HZ 0.50 -6.15 0.1691 0.0052
FMCC / Federal Home Loan Mortgage Corporation 0.50 -2.52 0.1687 0.0113
DRIVE AUTO RECEIVAB 4.52% / ABS-O (US26207AAE38) 0.50 0.00 0.1675 0.0155
US3140X4XA96 / Fannie Mae Pool 0.48 -2.24 0.1615 0.0116
US362583AD87 / GM FINL CONSUMER AUTOMOBILE RECEIVABLES TR 2023-2 4.47% 02/16/2028 0.48 -20.83 0.1595 -0.0235
S1YF34 / Synchrony Financial - Depositary Receipt (Common Stock) 0.46 1.32 0.1550 0.0160
SAMMONS FINL. GRP. 6.875% / DBT (US79588TAF75) 0.46 0.44 0.1543 0.0147
US3140QQL294 / Fannie Mae Pool 0.45 -1.31 0.1520 0.0121
US24702EAC49 / Dell Equipment Finance Trust, Series 2023-3, Class A3 0.45 -8.70 0.1513 0.0006
US01F0226344 / Uniform Mortgage-Backed Security, TBA 0.45 -3.66 0.1502 0.0084
ENVA / Enova International, Inc. 0.45 -47.53 0.1496 -0.1093
US344930AD44 / Ford Credit Auto Owner Trust, Series 2023-B, Class A3 0.44 -8.28 0.1486 0.0012
US36179SCB16 / GINNIE MAE II POOL G2 MA3666 0.44 -3.70 0.1483 0.0084
UNITED STATES TSY. 4.625% / DBT (US912810UB25) 0.44 -91.01 0.1479 -1.3471
MORGAN STANLEY CAP 3.903% / ABS-O (US61766CAG42) 0.44 0.46 0.1475 0.0141
US34529NAD21 / FORDL 2023-B A3 0.44 -52.60 0.1467 -0.1342
US448979AD60 / Hyundai Auto Receivables Trust 2023-A 0.44 -28.52 0.1463 -0.0396
JGWPT XXVII LLC 3.22% / ABS-O (US46617AAA34) 0.43 -2.29 0.1433 0.0100
US04287KAB70 / ARSENAL AIC PARENT LLC 0.43 1.67 0.1426 0.0151
US01F0226344 / Uniform Mortgage-Backed Security, TBA 0.43 -1.39 0.1425 0.0111
SANTANDER DRIVE AUT 5.63% / ABS-O (US80286YAC66) 0.42 -0.24 0.1415 0.0126
US3140H1XQ86 / FN 04/48 FIXED 4 0.42 -1.86 0.1414 0.0107
US316773DK32 / Fifth Third Bancorp 0.42 0.72 0.1412 0.0139
US24702HAE36 / Dell Equipment Finance Trust 2023-1 0.42 -37.03 0.1411 -0.0621
HARLEY-DAVIDSON MOT 5.37% / ABS-O (US412922AC08) 0.41 -0.24 0.1389 0.0124
US3138WDBZ38 / Fannie Mae Pool 0.41 -3.07 0.1380 0.0088
US3131XY4R78 / Federal Home Loan Mortgage Corporation 0.41 -3.76 0.1372 0.0076
CNH EQUIP. TST. 202 4.77% / ABS-O (US18978FAC05) 0.40 0.25 0.1347 0.0123
US3132A5F424 / FHLG 30YR 2.5% 11/01/2046#ZS4687 0.40 -1.96 0.1344 0.0101
US09659W2R48 / BNP Paribas SA 0.40 1.27 0.1336 0.0139
MACQUARIE AIRFINANC 6.50% / DBT (US55609NAD03) 0.40 1.54 0.1330 0.0141
US31418CZN72 / Fannie Mae Pool 0.39 -4.63 0.1313 0.0062
US00774MAW55 / AerCap Ireland Capital DAC / AerCap Global Aviation Trust 0.39 1.32 0.1293 0.0134
US77578JAC27 / Rolls-Royce PLC 0.38 0.26 0.1290 0.0121
US01F0226344 / Uniform Mortgage-Backed Security, TBA 0.38 -9.69 0.1282 -0.0009
US31418MRQ77 / Federal National Mortgage Association, Inc. 0.37 -3.42 0.1230 0.0071
US31416CGK62 / Fannie Mae Pool 0.36 -3.19 0.1221 0.0074
US95000FAT30 / Wells Fargo Commercial Mortgage Trust 2016-C35 0.36 0.56 0.1217 0.0119
US31410KLW26 / Federal National Mortgage Association, Inc. 0.36 -3.21 0.1216 0.0074
XS1040508167 / Imperial Brands Finance plc 0.35 1.15 0.1186 0.0122
US36179VT345 / Ginnie Mae II Pool 0.35 -5.45 0.1165 0.0046
US61691GAS93 / Morgan Stanley Bank of America Merrill Lynch Trust 2016-C32 0.35 0.88 0.1158 0.0114
US084659BD28 / Berkshire Hathaway Energy Co 0.34 1.82 0.1128 0.0122
US62877VAA98 / NBM US Holdings Inc 0.33 0.00 0.1117 0.0101
US3140GU2H92 / FANNIE MAE POOL UMBS P#BH6175 3.50000000 0.33 0.00 0.1103 0.0099
US3132DM6T79 / FR30 0.33 -2.10 0.1098 0.0080
US89180YAA82 / Towd Point Mortgage Trust 2022-4 0.32 -2.72 0.1082 0.0072
FMCC / Federal Home Loan Mortgage Corporation 0.32 -6.14 0.1079 0.0034
UNITED STATES TSY. 4.375% / DBT (US91282CMD01) 0.32 -95.60 0.1065 -2.0882
US345397D591 / FORD MOTOR CREDIT CO LLC SR UNSEC 6.798% 11-07-28 0.32 0.64 0.1059 0.0104
US71427QAB41 / PERNOD RIC INTL FIN LLC COMPANY GUAR 144A 04/31 1.625 0.31 1.96 0.1046 0.0113
US345397C270 / Ford Motor Credit Co LLC 0.31 0.65 0.1041 0.0103
US01F0226344 / Uniform Mortgage-Backed Security, TBA 0.31 -9.62 0.1040 -0.0006
US718172CS62 / Philip Morris International, Inc. 0.31 1.67 0.1022 0.0106
SYNCHRONY CARD FNDG 5.04% / ABS-O (US87166PAM32) 0.30 0.00 0.1022 0.0093
WESTLAKE AUTOMOBILE 4.86% / ABS-O (US96043LAE02) 0.30 0.1015 0.1015
US01F0226344 / Uniform Mortgage-Backed Security, TBA 0.30 -2.89 0.1014 0.0064
US01F0226344 / Uniform Mortgage-Backed Security, TBA 0.30 -9.94 0.1005 -0.0007
US3140QQVF94 / Fannie Mae Pool 0.28 -4.70 0.0953 0.0045
OBX 2023-NQM7 TRUS 7.299% / ABS-O (US67117XAC02) 0.28 -7.87 0.0944 0.0014
US58770AAC71 / Mercedes-Benz Auto Receivables Trust 2023-1 0.28 -22.69 0.0927 -0.0162
US01F0226344 / Uniform Mortgage-Backed Security, TBA 0.27 -2.55 0.0902 0.0063
US31418CKS25 / Fannie Mae Pool 0.27 -2.90 0.0901 0.0058
CQP / Cheniere Energy Partners, L.P. - Limited Partnership 0.27 1.52 0.0895 0.0092
US31335BBR69 / Freddie Mac Gold Pool 0.25 -1.95 0.0842 0.0063
US38013JAD54 / GM Financial Consumer Automobile Receivables Trust, Series 2023-1, Class A3 0.24 -21.04 0.0819 -0.0125
US34959EAB56 / Fortinet Inc 0.24 0.84 0.0811 0.0083
US31417Y6Q53 / Fannie Mae Pool 0.24 -5.91 0.0804 0.0028
US31418CRD82 / FNMA POOL MA3183 FN 11/47 FIXED 4 0.24 -2.05 0.0802 0.0056
US01F0226344 / Uniform Mortgage-Backed Security, TBA 0.24 -4.08 0.0790 0.0041
US3138ET2J42 / UMBS 0.23 -2.09 0.0786 0.0057
CAON34 / Capital One Financial Corporation - Depositary Receipt (Common Stock) 0.23 2.23 0.0769 0.0085
US3133LPSP35 / FHLG 10YR 3% 04/01/2030#RD5026 0.23 -6.22 0.0758 0.0024
US70339PAA75 / Pattern Energy Operations LP / Pattern Energy Operations Inc 0.22 4.23 0.0747 0.0095
US639057AD02 / Natwest Group PLC 0.22 3.79 0.0736 0.0091
US3128M9FH03 / Freddie Mac Gold Pool 0.22 -2.23 0.0735 0.0052
N1WG34 / NatWest Group plc - Depositary Receipt (Common Stock) 0.22 2.87 0.0723 0.0084
US3132WFWW55 / FREDDIE MAC GOLD POOL P#Q42460 4.00000000 0.21 -0.94 0.0709 0.0060
US928563AF20 / VMware Inc 0.21 0.99 0.0690 0.0071
US06738EBY05 / Barclays PLC 0.20 0.50 0.0684 0.0066
US682680BL63 / CORPORATE BONDS 0.19 0.53 0.0633 0.0062
FMCC / Federal Home Loan Mortgage Corporation 0.19 -3.09 0.0632 0.0039
US36179QGD79 / Ginnie Mae II Pool 0.19 -3.14 0.0623 0.0039
FMCC / Federal Home Loan Mortgage Corporation 0.19 -0.54 0.0623 0.0054
US312934WB43 / Federal Home Loan Mortgage Corp. 0.14 -1.38 0.0480 0.0036
US3140J55X35 / Fannie Mae Pool 0.14 -4.79 0.0466 0.0020
US3132DP6A16 / Freddie Mac Pool 0.14 -4.93 0.0455 0.0022
US01F0226344 / Uniform Mortgage-Backed Security, TBA 0.13 -6.99 0.0449 0.0013
US3138LTJF62 / FNMA 30YR 4.0% 05/01/2042#AO2961 0.13 -2.24 0.0442 0.0032
JOHN DEERE OWNER TS 4.96% / ABS-O (US47800RAD52) 0.13 0.00 0.0440 0.0040
US928563AK15 / VMware Inc 0.12 0.81 0.0419 0.0044
US01F0226344 / Uniform Mortgage-Backed Security, TBA 0.12 -12.14 0.0413 -0.0015
US3140JAUJ56 / Fannie Mae Pool 0.10 -3.92 0.0332 0.0018
FMCC / Federal Home Loan Mortgage Corporation 0.09 -2.27 0.0291 0.0021
US3140JAUW67 / FANNIE MAE POOL FN BM5996 0.07 -4.11 0.0237 0.0013
US31335B4G83 / FHLMC Gold Pools, 30 Year 0.07 -2.90 0.0226 0.0015
US36179SNZ64 / GNII II 5.5% 10/20/2046#MA4008 0.07 -1.47 0.0225 0.0017
US01F0226344 / Uniform Mortgage-Backed Security, TBA 0.06 -6.06 0.0210 0.0007
US01F0226344 / Uniform Mortgage-Backed Security, TBA 0.06 -3.23 0.0203 0.0014
US3138EKMM41 / UMBS 0.05 -18.46 0.0178 -0.0021
US3128MMWD16 / FHLG 15YR 2.5% 05/01/2032#G18643 0.05 -4.00 0.0161 0.0007
US31418NA349 / UMBS 0.04 -2.27 0.0146 0.0010
US3128JN2H70 / Federal Home Loan Mortgage Corp (FHLMC) 0.04 -2.33 0.0142 0.0010
US31292HAK05 / 30 YR SINGLE FAMILY MBS 0.03 -8.33 0.0113 0.0002
US31417GTC05 / UMBS 0.02 -12.50 0.0072 -0.0002
US31418CRE65 / Fannie Mae Pool 0.02 0.00 0.0071 0.0005
US3138MRMJ72 / UMBS 0.02 -13.04 0.0070 -0.0003
US3140X4T637 / Fannie Mae Pool 0.02 -10.53 0.0059 -0.0002
US3128MEN563 / FHLMC 0.01 -18.75 0.0046 -0.0005
US31385H4W93 / FEDERAL NATIONAL MORTGAGE ASSOCIATION 0.01 -8.33 0.0039 0.0001
US31387EKT37 / Fannie Mae Pool 0.01 -9.09 0.0035 0.0002
US608190AM61 / Mohawk Industries Inc 0.01 0.00 0.0024 0.0002
US209111FX66 / Consolidated Edison Co of New York Inc 0.01 0.00 0.0023 0.0002
US31385JBZ03 / UMBS 0.01 0.00 0.0022 0.0001
US361448BF99 / GATX Corp 0.00 0.00 0.0016 0.0002
US01F0226344 / Uniform Mortgage-Backed Security, TBA 0.00 0.0001 0.0000
US80007RAQ83 / Sands China Ltd 0.00 0.0000 0.0000
US01F0226344 / Uniform Mortgage-Backed Security, TBA 0.00 0.0000 0.0000
FUT. CBT UL T-BONDS SEP25 / DIR (000000000) -6.79 -2.2759 -2.2759
FUT. CBT ULT TNOTE SEP25 / DIR (000000000) -16.91 -5.6683 -5.6683