FIAMX
Fidelity Sustainable Core Plus Bond Fund
Fidelity Salem Street Trust

Portfolio moves

Net position changes between two of this fund's N-PORT snapshots. These are differences between point-in-time reports — not a trade log — and share counts can be affected by splits and other corporate actions.

Nov 30, 2025 → Feb 28, 2026

Expand a category to see the positions behind it, ranked by weight.

Security Shares Nov 2025 Shares Feb 2026 Δ shares End % Δ value
US TREASURY N/B 0 1,226,000 1,226,000 1.97% $1.23M
US TREASURY N/B 0 1,200,000 1,200,000 1.93% $1.21M
US TREASURY N/B 0 1,191,000 1,191,000 1.93% $1.20M
US TREASURY N/B 0 611,000 611,000 0.98% $609.07K
Uniform Mortgage-Backed Security, TBA 0 700,000 700,000 0.97% $606.18K
FNCL 2 4/26 0 650,000 650,000 0.86% $538.36K
FNCL 6 4/26 0 450,000 450,000 0.74% $461.53K
FNCL 5.5 3/25 0 425,000 425,000 0.69% $431.84K
US TREASURY N/B 0 380,000 380,000 0.62% $386.53K
FNCL 6 3/24 0 375,000 375,000 0.62% $384.65K
US TREASURY N/B 0 316,000 316,000 0.51% $316.85K
Uniform Mortgage-Backed Security, TBA 0 375,000 375,000 0.50% $310.56K
BENEFIT STR PARTNERS CLO XXXIII LTD / BENEFIT STR PARTNERS CLO XXXIII LLC AR TSFR3M+119 01/25/2039 144A 0 250,000 250,000 0.40% $250.44K
Ares LXX CLO Ltd., Series 2023-70A, Class A1R 0 250,000 250,000 0.40% $250.14K
CIFC FUNDING 2026-I LTD A1 TSFR3M+117 04/25/2039 144A 0 250,000 250,000 0.40% $250.05K
OHA Credit Partners VII Ltd., Series 2012-7A, Class AR4 0 250,000 250,000 0.40% $249.82K
Uniform Mortgage-Backed Security, TBA 0 275,000 275,000 0.40% $248.67K
Government National Mortgage Association, TBA 0 200,000 200,000 0.33% $204.06K
G2SF 6 4/25 0 200,000 200,000 0.33% $203.92K
SUMITOMO MITSU 0 200,000 200,000 0.32% $201.97K
G2SF 5 4/26 0 200,000 200,000 0.32% $200.43K
BARCLAYS PLC 0 200,000 200,000 0.32% $200.04K
Uniform Mortgage-Backed Security, TBA 0 200,000 200,000 0.32% $197.77K
KILROY REALTY LP 0 220,000 220,000 0.30% $184.45K
American Express Co 0 170,000 170,000 0.28% $171.67K
G2SF 5.5 4/25 0 150,000 150,000 0.24% $151.77K
PHILLIPS EDIS 0 130,000 130,000 0.19% $118.09K
METLIFE INC 0 110,000 110,000 0.18% $114.44K
BROADCOM INC 0 110,000 110,000 0.18% $111.61K
TRUIST FINANCIAL 0 110,000 110,000 0.18% $111.16K
HPS CORPORATE LE 0 113,000 113,000 0.18% $111.04K
FNMA 30YR 6% 01/01/2056#CC1868 0 98,618 98,618 0.17% $103.33K
BANK OF AMER CRP 0 100,000 100,000 0.16% $100.75K
BX COMMERCIAL MORTGAGE TRUST 2026-XL6 TSFR1M+130 03/15/2043 144A 0 100,000 100,000 0.16% $100.06K
Magnetite Xlv Ltd., Series 2025-45A, Class A1 0 100,000 100,000 0.16% $100.02K
FN MA4654 0 99,573 99,573 0.15% $94.05K
G2SF 6.5 4/25 0 75,000 75,000 0.12% $77.85K
GOLDMAN SACHS GP 0 69,000 69,000 0.11% $69.43K
AMT 4.7 12/15/32 0 66,000 66,000 0.11% $66.76K
FNCL 5 3/24 0 50,000 50,000 0.08% $50.23K
MORGAN STANLEY 0 41,000 41,000 0.07% $41.24K
LVLT 8.5 01/15/36 144A 0 25,000 25,000 0.04% $26.03K
GNII II 5.5% 03/01/2056 #TBA 0 25,000 25,000 0.04% $25.32K
ERO COPPER CORP REGD 144A P/P 6.50000000 0 25,000 25,000 0.04% $25.12K
Uniform Mortgage-Backed Security, TBA 0 25,000 25,000 0.04% $24.30K
CSC SERVICEWORKS TERM Exchange FLSO TL 1LN 09/04/2030 0 30,649 30,649 0.04% $23.68K
ORACLE CORP 0 28,000 28,000 0.03% $21.16K
CELANESE US HOLDINGS LLC SR UNSEC 7.375% 02-15-34 0 20,000 20,000 0.03% $20.55K
FHLG 30YR 2% 01/01/2051#BQ9683 0 21,124 21,124 0.03% $17.68K
Fannie Mae Pool 0 20,323 20,323 0.03% $16.97K
FNMA 30YR 2% 11/01/2051#FM9500 0 19,633 19,633 0.03% $16.50K
FHLG 30YR 2% 07/01/2051#QC4827 0 19,401 19,401 0.03% $16.21K
FN BQ3004 0 18,566 18,566 0.02% $15.54K
Targa Resources Corp 0 15,000 15,000 0.02% $15.00K
CORPBOND 0 14,000 14,000 0.02% $14.70K
Phillips Edison Grocery Center Operating Partnership I LP 0 14,000 14,000 0.02% $14.02K
RIOT PLATFORMS INC CONV 0.75% 01/15/2030 0 10,000 10,000 0.02% $13.56K
ENVU TERM B 1LN 10/04/2029 0 13,000 13,000 0.02% $12.74K
ZSCALER INC 0 1 1 0.02% $11.60K
FLASH COMPUTE LLC SR SECURED 144A 12/30 7.25 0 10,000 10,000 0.02% $10.24K
ANTERO MIDSTREAM PARTNERS LP / COMPANY GUAR 144A 07/34 5.75 0 10,000 10,000 0.02% $10.16K
AROC 6 02/01/34 0 10,000 10,000 0.02% $10.12K
MIK 7.875 05/01/29 144A 0 10,000 10,000 0.02% $10.05K
ORACLE CORP 0 10,000 10,000 0.02% $10.03K
ORACLE CORP 0 10,000 10,000 0.02% $10.02K
REGENCY CENTERS 0 10,000 10,000 0.02% $10.00K
Oracle Corp 0 10,000 10,000 0.02% $9.99K
ASURION LLC/CO 0 10,000 10,000 0.02% $9.95K
BRADYPLUS TERM B 1LN 12/29/2032 0 10,000 10,000 0.02% $9.91K
TEAM Services Holding Inc 0 10,000 10,000 0.02% $9.78K
NLSN TL B 1L USD 0 10,000 10,000 0.02% $9.40K
HA SUST INF CAP 0 9,000 9,000 0.01% $8.95K
MRP Buyer LLC Term Loan 0 8,870 8,870 0.01% $8.86K
Oracle Corp., Series D 0 183 183 0.01% $8.39K
TRANSALTA CORP SR UNSECURED 02/34 5.875 0 8,000 8,000 0.01% $8.05K
Acadia Healthcare Co Inc 0 7,000 7,000 0.01% $7.23K
CELANESE US HOLDINGS LLC SR UNSEC 7.0% 02-15-31 0 7,000 7,000 0.01% $7.21K
Whirlpool Corp 0 146 146 0.01% $7.17K
WESCO Distribution, Inc. 0 7,000 7,000 0.01% $7.05K
VERISK ANALYTICS 0 7,000 7,000 0.01% $7.03K
NATL MENTOR HLDG 0 7,000 7,000 0.01% $6.97K
Asurion First-lien Term Loan B-14 375 2033-02-09 0 7,000 7,000 0.01% $6.87K
Michaels Cos Inc/The 0 7,000 7,000 0.01% $6.81K
Michaels Cos Inc/The 0 7,000 7,000 0.01% $6.54K
GERMANY FEDERAL REPUBLIC OF 2.5% 02/15/2035 REGS 0 5,000 5,000 0.01% $5.88K
CALUMET SPEC PROD PRT/FIN CORP 9.75% 02/15/2031 144A 0 5,000 5,000 0.01% $5.33K
CSC SERVICEWORKS TERM Initial FL1O 1LN 09/04/2030 0 5,216 5,216 0.01% $5.32K
VENTURE GLOBAL PLAQUE SR SECURED 144A 06/34 6.5 0 5,000 5,000 0.01% $5.25K
Jane Street Group / JSG Finance Inc. 0 5,000 5,000 0.01% $5.13K
ADVANCE AUTO PARTS REGD 144A P/P 7.37500000 0 5,000 5,000 0.01% $5.12K
Black Pearl Compute LLC 0 5,000 5,000 0.01% $5.12K
CHTR 7 02/01/33 144A 0 5,000 5,000 0.01% $5.11K
POST HOLDINGS INC REGD 144A P/P 6.50000000 0 5,000 5,000 0.01% $5.09K
TransDigm Inc 0 5,000 5,000 0.01% $5.08K
CHTR 7.375 02/01/36 144A 0 5,000 5,000 0.01% $5.08K
C V6.5 PERP JJ 0 5,000 5,000 0.01% $5.08K
UNITI GROUP LP / UNITI GROUP FINANCE INC / CSL CAPITAL LLC 8.625% 06/15/2032 144A 0 5,000 5,000 0.01% $5.07K
HRI 5.75 03/15/31 144A 0 5,000 5,000 0.01% $5.07K
HLT 5.5 03/31/34 144A 0 5,000 5,000 0.01% $5.05K
Energy Transfer LP 0 5,000 5,000 0.01% $5.05K
TRANSALTA CORP SR UNSECURED 03/40 6.5 0 5,000 5,000 0.01% $5.05K
Advanced Drainage Systems Inc 0 5,000 5,000 0.01% $5.04K
RHP Hotel Properties LP / RHP Finance Corp 0 5,000 5,000 0.01% $5.04K
HRI 6 03/15/34 144A 0 5,000 5,000 0.01% $5.03K
PRM 6.25 01/15/34 144A 0 5,000 5,000 0.01% $5.02K
ALBERTSONS COS INC SR UNSECURED 144A 03/32 5.625 0 5,000 5,000 0.01% $5.02K
Performance Food Group Inc 0 5,000 5,000 0.01% $5.02K
Cooper-Standard Automotive Inc 0 5,000 5,000 0.01% $5.01K
SUN 5.375 07/15/31 144A 0 5,000 5,000 0.01% $5.01K
SUN 5.625 07/15/34 144A 0 5,000 5,000 0.01% $5.00K
EDISON INTL 0 5,000 5,000 0.01% $5.00K
Matador Resources Co 0 5,000 5,000 0.01% $4.99K
Chemours Co/The 0 5,000 5,000 0.01% $4.99K
WESCO Distribution Inc 0 5,000 5,000 0.01% $4.99K
COLUMBUS MCKINNON TERM B 1LN 01/21/2033 0 5,000 5,000 0.01% $4.98K
OneSky Flight (fka FlexJet) Term Loan B 275 2033-01-24 0 5,000 5,000 0.01% $4.98K
TEVA PHARM. FIN. NE 3.15% 0 5,000 5,000 0.01% $4.96K
ONEMAIN FIN. CORP 6.75% 0 5,000 5,000 0.01% $4.96K
NLSN 9.5 02/15/33 144A 0 5,000 5,000 0.01% $4.89K
SOTHEBY'S/BIDFAIR HOLDINGS INC 5.875% 06/01/2029 144A 0 5,000 5,000 0.01% $4.81K
Aruba Investments Holdings LLC, First Lien Initial Dollar Term Loan 0 5,000 5,000 0.01% $4.79K
MICHAELS TERM 1LN 02/19/2033 0 5,000 5,000 0.01% $4.76K
TEAM SERVICES GROUP 2026 TERM LOAN B 0 5,000 5,000 0.01% $4.68K
Kosmos Energy Ltd. 0 6,000 6,000 0.01% $4.01K
KOSMOS ENERGY LTD COMPANY GUAR 144A 10/31 8.75 0 5,000 5,000 0.01% $3.75K
SAKS GLOBAL ENTERPRISES LLC DIP 1st OUT SUBSEQUENT Delayed Draw Term Loan 0 3,668 3,668 0.01% $3.37K
CABLEVISION LIGHTPATH SR UNSECURED 144A 09/28 5.625 0 3,000 3,000 0.00% $3.00K
MODIVCARE INC 0 1,939 1,939 0.00% $2.83K
Aruba Investments, Inc./USD 2nd Lien Term Loan 10/20 0 3,000 3,000 0.00% $2.68K
ORACLE CORP 0 2,000 2,000 0.00% $2.00K
ORACLE CORP 0 2,000 2,000 0.00% $2.00K
ORACLE CORP 0 2,000 2,000 0.00% $1.95K
ORACLE CORP 0 2,000 2,000 0.00% $1.94K
SGUS LLC TERM THIRD OUT 07/15/2026 0 1,530 1,530 0.00% $1.41K
CANACOL ENERGY LTD TERM DIP 1LN 06/30/2026 0 1,370 1,370 0.00% $1.37K
MRP Buyer LLC, First Lien, Delayed Draw Term Loan 0 1,130 1,130 0.00% $1.13K
ORGANON / ORGANON 4.125% 0 1,000 1,000 0.00% $982
SGUS LLC 10% 07/15/2026 Second Out 0 1,347 1,347 0.00% $404
SAKS Global Enterprises LLC DIP Second Out Roll-Up DDTL 0 1,322 1,322 0.00% $396
SGUS LLC TERM THIRD OUT 07/15/2026 0 3,114 3,114 0.00% $317
GNII II 6.5% 03/01/2056 #TBA 0 0 0 0.00% $0
G2SF 5 3/25 0 0 0 0.00% $0
Uniform Mortgage-Backed Security, TBA 0 0 0 0.00% $0
SAKS GLOBAL ENTERPRISES LLC PIK DIP FISRT OUT TERM LOAN 0 2,937 2,937 0.00% $0
Long Gilt 0 -1 -1 0.00% -$1.84K
FUT. EURO-BUND EUX MAR26 0 -1 -1 0.00% -$2.16K
FGBM Mar 2026 0 -3 -3 -0.01% -$3.14K
Security Shares Nov 2025 Shares Feb 2026 Δ shares End % Δ value
Uniform Mortgage-Backed Security, TBA 1,300,000 0 -1,300,000 0.00% -$1.06M
US TREASURY N/B 700,000 0 -700,000 0.00% -$603.37K
FNCL 2.5 1/26 550,000 0 -550,000 0.00% -$468.23K
SYMPHONY CLO XXVI LTD / SYMPHONY CLO XXVI LLC AR TSFR3M+134.161 04/20/2033 144A 337,647 0 -337,647 0.00% -$337.72K
US TREASURY N/B 300,000 0 -300,000 0.00% -$313.43K
FNCL 3.5 1/26 300,000 0 -300,000 0.00% -$277.43K
VOYA CLO 2023-1 LTD A1 TSFR3M+180 01/20/2037 144A 250,000 0 -250,000 0.00% -$250.47K
FNCL 3 12/22 275,000 0 -275,000 0.00% -$244.26K
FNMA POOL DB4448 FN 08/54 FIXED 5.5 233,659 0 -233,659 0.00% -$237.57K
US TREASURY N/B 200,000 0 -200,000 0.00% -$211.28K
ENEL FINANCE INTL NV COMPANY GUAR 144A 06/29 5.125 200,000 0 -200,000 0.00% -$205.61K
G2SF 6 1/25 200,000 0 -200,000 0.00% -$203.87K
Government National Mortgage Association, TBA 200,000 0 -200,000 0.00% -$203.73K
G2SF 5 1/26 200,000 0 -200,000 0.00% -$199.56K
BOSTON PROP LP 220,000 0 -220,000 0.00% -$182.34K
FN MA5614 145,353 0 -145,353 0.00% -$147.24K
AES CORP/THE 140,000 0 -140,000 0.00% -$139.27K
FR SD8266 123,495 0 -123,495 0.00% -$121.60K
G2SF 5.5 1/25 100,000 0 -100,000 0.00% -$100.93K
PLANET FITNESS MASTER ISSUER LLC 18-1A 3.251% 12/05/2051 144A 96,500 0 -96,500 0.00% -$94.98K
G2 MB0368 72,897 0 -72,897 0.00% -$75.15K
G2 MB0424 74,170 0 -74,170 0.00% -$74.98K
UMBS 67,831 0 -67,831 0.00% -$66.68K
FR SD8533 48,700 0 -48,700 0.00% -$49.33K
FN MA4841 39,936 0 -39,936 0.00% -$40.13K
FNCL 6 1/26 25,000 0 -25,000 0.00% -$25.59K
CCL 5.75 03/15/30 144A 23,000 0 -23,000 0.00% -$23.64K
Federal National Mortgage Association, Inc. 27,317 0 -27,317 0.00% -$23.50K
VERISK ANALYTICS 23,000 0 -23,000 0.00% -$23.33K
ONEMAIN FINANCE CORP SR UNSEC 3.875% 09-15-28 24,000 0 -24,000 0.00% -$23.29K
ALTAGAS LTD REGD V/R 144A P/P 7.20000000 22,000 0 -22,000 0.00% -$22.76K
SPIN HOLDCO INC. TL 27,721 0 -27,721 0.00% -$22.57K
LEVEL 3 FINANCING INC 4% 04/15/2031 144A 24,000 0 -24,000 0.00% -$21.12K
Open Text Corp 22,000 0 -22,000 0.00% -$20.86K
SCIENCE APPLICATIONS INT REGD 144A P/P 5.87500000 20,000 0 -20,000 0.00% -$19.92K
Uniform Mortgage-Backed Securities 20,202 0 -20,202 0.00% -$19.51K
UVN 7 3/8 06/30/30 19,000 0 -19,000 0.00% -$19.27K
Freddie Mac Pool 18,369 0 -18,369 0.00% -$15.85K
WEBSTP TL B 1L USD 15,000 0 -15,000 0.00% -$14.97K
NLSN 9.29% Secured Nts due 2029 144A 14,000 0 -14,000 0.00% -$13.90K
VTR Finance NV 14,000 0 -14,000 0.00% -$13.75K
CCO Holdings, LLC/CCO Holdings Capital Corporation 13,000 0 -13,000 0.00% -$12.99K
OTEXCN 3.875 02/15/28 144A 13,000 0 -13,000 0.00% -$12.68K
Carnival Corp. 12,000 0 -12,000 0.00% -$12.36K
CVR ENERGY INC REGD 144A P/P 8.50000000 12,000 0 -12,000 0.00% -$12.34K
LEVEL 3 FINANCING INC SECURED 144A 04/30 4.5 13,000 0 -13,000 0.00% -$11.98K
NORTONLIFELOCK INC 11,000 0 -11,000 0.00% -$11.38K
ESTC 4.125 07/15/29 144A 11,000 0 -11,000 0.00% -$10.61K
ADNT 7.5 02/15/33 144A 10,000 0 -10,000 0.00% -$10.35K
USLBMH 9 1/2 06/15/31 10,000 0 -10,000 0.00% -$10.31K
Carnival Corp. 10,000 0 -10,000 0.00% -$10.30K
Windstream Services LLC 10,000 0 -10,000 0.00% -$10.18K
CIPHER COMPUTE LLC SR SECURED 144A 11/30 7.125 10,000 0 -10,000 0.00% -$10.16K
NLSN 10.375 05/15/31 144A 10,000 0 -10,000 0.00% -$10.11K
VERISK ANALYTICS 10,000 0 -10,000 0.00% -$10.08K
WINDSTREAM SERVICES TL 10,000 0 -10,000 0.00% -$9.94K
ATKR 4.25 06/01/31 144A 10,000 0 -10,000 0.00% -$9.64K
DISH DBS CORP REGD 5.12500000 11,000 0 -11,000 0.00% -$9.31K
RIOT PLATFORMS INC CONV 0.75% 01/15/2030 144A 7,000 0 -7,000 0.00% -$9.29K
Fair Isaac Corp. 9,000 0 -9,000 0.00% -$9.25K
SATS 6.75 11/30/30 8,897 0 -8,897 0.00% -$9.24K
SCIENTIFIC GAMES HOLDINGS LP/SCIENTIFIC GAMES US FINCO INC 6.625% 03/01/2030 144A 10,000 0 -10,000 0.00% -$8.83K
T/L NEPTUNE BIDCO US INC REGD 0.00000000 8,929 0 -8,929 0.00% -$8.70K
Graphic Packaging International, LLC 8,000 0 -8,000 0.00% -$8.14K
CNX RESOURCES CORP REGD 144A P/P 6.00000000 8,000 0 -8,000 0.00% -$8.03K
VORTEX OPCO LLC PIK TL 8,000 0 -8,000 0.00% -$7.65K
OTEXCN 4.125 12/01/31 144A 8,000 0 -8,000 0.00% -$7.44K
WEX INC REGD 144A P/P 6.50000000 7,000 0 -7,000 0.00% -$7.14K
NBR 7.5 01/15/28 144A 7,000 0 -7,000 0.00% -$7.01K
US LBM TERM B 1LN 06/06/2031 6,997 0 -6,997 0.00% -$6.91K
ST 4 04/15/29 144A 7,000 0 -7,000 0.00% -$6.83K
MSSCRK 8.25 09/01/31 144A 7,000 0 -7,000 0.00% -$6.71K
OTEXCN 4.125 02/15/30 144A 7,000 0 -7,000 0.00% -$6.67K
GTE 9 1/2 10/15/29 8,000 0 -8,000 0.00% -$5.91K
Solera Term Loan B 400 2028-05-15 5,956 0 -5,956 0.00% -$5.60K
KOSMOS ENERGY LTD 7.75% 05/01/2027 144A 6,000 0 -6,000 0.00% -$5.25K
PFSI 6.75 02/15/34 144A 5,000 0 -5,000 0.00% -$5.15K
POWSOL 6.75 09/15/32 144A 5,000 0 -5,000 0.00% -$5.14K
Carnival Corp. 5,000 0 -5,000 0.00% -$5.13K
Ball Corp. 5,000 0 -5,000 0.00% -$5.09K
CRS 5.625 03/01/34 144A 5,000 0 -5,000 0.00% -$5.08K
LB 6.25 12/01/30 144A 5,000 0 -5,000 0.00% -$5.06K
CROSSCOUNTRY INTER REGD 144A P/P 6.75000000 5,000 0 -5,000 0.00% -$5.06K
ALSN 5.875 12/01/33 144A 5,000 0 -5,000 0.00% -$5.05K
Nourish Buyer I, Inc., First Lien, Initial CME Term Loan 5,000 0 -5,000 0.00% -$5.01K
AMERICAN AXLE & MFG INC 5,000 0 -5,000 0.00% -$5.00K
Rand Parent LLC, Term Loan B 4,987 0 -4,987 0.00% -$4.99K
T/L DAYFORCE INC REGD 0.00000000 5,000 0 -5,000 0.00% -$4.98K
CALUMET SPEC PROD PRT/FIN CORP 8.125% 01/15/2027 144A 5,000 0 -5,000 0.00% -$4.98K
QUIDELORTHO TL-B 8/13/2032 8/20/2032 5,000 0 -5,000 0.00% -$4.97K
OWENS & MINOR INC REGD 144A P/P 4.50000000 7,000 0 -7,000 0.00% -$4.95K
KOSMOS ENERGY LTD 7.125% 04/04/2026 144A 5,000 0 -5,000 0.00% -$4.92K
SGUS LLC 6,030 0 -6,030 0.00% -$4.89K
LVLT 4.875 06/15/29 144A 5,000 0 -5,000 0.00% -$4.76K
FORD MOTOR CRED 4,000 0 -4,000 0.00% -$4.07K
EIX 5 PERP 4,000 0 -4,000 0.00% -$3.98K
TTM TECHS. INC 4.00% 4,000 0 -4,000 0.00% -$3.87K
SOLERA TERM PIK TERM 2LN 06/04/2029 4,000 0 -4,000 0.00% -$3.76K
Help At Home Term Loan B 500 2031-09-09 3,982 0 -3,982 0.00% -$3.54K
HAH GRP. HLDG. CO L 9.75% 3,000 0 -3,000 0.00% -$2.83K
LEVEL 3 FINANCING INC 3.875% 10/15/2030 144A 3,000 0 -3,000 0.00% -$2.68K
WBD 5 09/20/37 * 3,000 0 -3,000 0.00% -$2.55K
NFICN 9.25 07/01/30 144A 2,000 0 -2,000 0.00% -$2.14K
MODIVCARE TERM B 1LN 07/01/2031 5,070 0 -5,070 0.00% -$2.08K
Hilton Domestic Operating Co. Inc. 2,000 0 -2,000 0.00% -$2.05K
NSIT 6.625 05/15/32 144A 2,000 0 -2,000 0.00% -$2.05K
WHTCAP 7.375 11/15/30 144A 2,000 0 -2,000 0.00% -$2.04K
LUMN 4.125 04/15/30 144A 2,000 0 -2,000 0.00% -$1.98K
T/L LUMEN TECHNOLOGIES INC REGD ZCP TERM LOAN 0.00000000 1,985 0 -1,985 0.00% -$1.97K
NLSN TL A 1L USD 1,000 0 -1,000 0.00% -$974
WarnerMedia Holdings, Inc. 1,000 0 -1,000 0.00% -$914
MODIVCARE TERM DD 1LN 02/22/2026 568 0 -568 0.00% -$551
ALTICE LUX FR SA 10 0 -10 0.00% -$115
MODIVCARE INC 5% 10/01/2029 144A 2,000 0 -2,000 0.00% -$0
Uniform Mortgage-Backed Security, TBA 0 0 0 0.00% $0
Government National Mortgage Association, TBA 0 0 0 0.00% $0
FNCL 6 12/24 0 0 0 0.00% $0
FNCL 3.5 12/22 0 0 0 0.00% $0
Government National Mortgage Association, TBA 0 0 0 0.00% $0
G2SF 5 12/24 0 0 0 0.00% $0
EURO-BOBL FUTURE DEC25 OEZ5 -3 0 3 0.00% $47
UKG 10YR FUT G H6 03-27-26 -1 0 1 0.00% $978
EURO-BUND FUTURE DEC25 RXZ5 -1 0 1 0.00% $1.13K
Security Shares Nov 2025 Shares Feb 2026 Δ shares End % Δ value
Fidelity Cash Central Fund 4,602,180 6,303,595 1,701,415 10.11% $1.70M
US TREASURY N/B 110,000 886,000 776,000 1.42% $775.27K
US TREASURY N/B 76,000 104,000 28,000 0.17% $28.77K
MSCI INC 25,000 105,000 80,000 0.17% $79.85K
MATTEL INC 39,000 99,000 60,000 0.16% $61.17K
UNITED KINGDOM GILT 4.250000% 07/31/2034 20,000 60,000 40,000 0.13% $55.14K
Whirlpool Corp. 31,000 52,000 21,000 0.08% $21.09K
BAUSCH HEALTH TERM B 1LN 10/08/2030 46,888 51,757 4,870 0.08% $4.09K
MPW 5 10/15/27 29,000 31,000 2,000 0.05% $2.35K
X Corp., Term Loan B 23,000 25,933 2,933 0.04% $3.61K
ORGANON / ORGANON 5.125% 23,000 29,000 6,000 0.04% $6.51K
LGI HOMES INC REGD 144A P/P 7.00000000 21,000 26,000 5,000 0.04% $4.92K
US TREASURY N/B 13,000 25,000 12,000 0.04% $12.17K
MOLINA HEALTHCARE INC SR UNSECURED 144A 01/33 6.25 15,000 25,000 10,000 0.04% $9.56K
LONZA SPECIALTY INGREDIENTS TERM B 1LN 07/03/2028 22,905 24,848 1,943 0.04% $1.80K
APLD COMPUTECO LLC SR SECURED 144A 12/30 9.25 17,000 21,000 4,000 0.04% $5.66K
IQVIA INC REGD 144A P/P 5.00000000 2,000 22,000 20,000 0.04% $19.98K
XPLR Infrastructure Operating Partners, L.P. 7.75%, Due 04/15/2034 5,000 20,000 15,000 0.03% $15.65K
CHEMOURS CO/THE COMPANY GUAR 144A 11/28 5.75 15,000 20,000 5,000 0.03% $5.56K
NEW FORTRESS ENERGY TERM B 1LN 10/30/2028 38,845 41,845 3,000 0.03% $2.53K
REDFIN CORP SR UNSECURED 04/27 0.5 17,000 20,000 3,000 0.03% $3.24K
IQVIA INC REGD 144A P/P 5.00000000 9,000 19,000 10,000 0.03% $9.97K
Consolidated Energy Finance SA 12,000 18,000 6,000 0.03% $6.49K
MOLINA HEALTHCARE INC SR UNSECURED 144A 02/31 6.5 5,000 17,000 12,000 0.03% $11.95K
LIQUID TELECOMMUNICATIONS FINANCING PLC 5.5% 09/04/2026 144A 14,000 17,000 3,000 0.03% $3.60K
CoreWeave, Inc. 15,000 17,000 2,000 0.03% $2.83K
Ply Gem Indust 04/01/2028 4,987 21,974 16,987 0.03% $12.09K
HERENS HOLDCO S LNZING 4 3/4 05/15/28 11,000 16,000 5,000 0.02% $4.51K
DISH DBS CORP REGD SER WI 7.75000000 12,000 14,000 2,000 0.02% $2.08K
STONEMOR INC SR SECURED 144A 05/29 8.5 11,000 13,000 2,000 0.02% $1.87K
CRASHC 8 3/4 02/15/29 7,000 13,000 6,000 0.02% $5.35K
TransDigm, Inc. 7,000 12,000 5,000 0.02% $5.10K
OWENS & MINOR INC REGD 144A P/P 6.62500000 19,000 24,000 5,000 0.02% -$638
JEFFIN 5 08/15/28 7,000 12,000 5,000 0.02% $4.76K
Cogent Communications Group LLC / Cogent Finance Inc 7.00 06/15/2027 10,000 11,000 1,000 0.02% $894
ORGANON & CO/ORGANON FOR REGD 144A P/P 7.87500000 3,000 11,000 8,000 0.02% $7.73K
TROX 4.625 03/15/29 144A 11,000 13,000 2,000 0.02% $2.95K
ALBERTSONS COS/SAFEWAY SR UNSECURED 144A 03/34 5.75 5,000 10,000 5,000 0.02% $4.91K
XPLR Infrastructure Operating Partners LP 8.63 03/15/2033 7,000 9,000 2,000 0.02% $2.21K
CSWHOL 5 12/15/28 144A 5,000 10,000 5,000 0.02% $4.81K
CANACOL ENERGY LTD 5.75% 11/24/2028 144A 31,000 32,000 1,000 0.02% $3.78K
WULF 0 05/01/32 4,000 8,000 4,000 0.01% $4.71K
PG&E Corporation, Convertible 7,000 8,000 1,000 0.01% $1.37K
MAJORDRIVE HOLDINGS IV, LLC TLB 6,000 8,976 2,976 0.01% $2.97K
WAYFAIR LLC SR SECURED 144A 11/32 6.75 5,000 8,000 3,000 0.01% $3.05K
Rivian Holdings LLC/Rivian LLC/Rivian Automotive LLC 10.00 01/15/2031 4,000 8,000 4,000 0.01% $3.73K
Tronox Term Loan B 250 2031-09-10 6,000 8,985 2,985 0.01% $2.52K
MATV 8 10/01/29 144A 5,000 7,000 2,000 0.01% $1.90K
DISH DBS Corp 1,000 7,000 6,000 0.01% $5.82K
GOLAR LNG LTD CONV 2.75% 12/15/2030 144A 5,000 6,000 1,000 0.01% $1.51K
LUXCO 3 337 347 10 0.01% $1.13K
NFE FINC. LLC 12.00% 12,548 16,548 4,000 0.01% $2.80K
IHS HOLDING LTD 5.625% 11/29/2026 144A 5,000 6,000 1,000 0.01% $1.01K
ADVANTAGE SALES + MARKET SR SECURED 144A 11/28 6.5 6,000 7,000 1,000 0.01% $655
DEL MONTE FOODS CORP II INC TERM TLB DIP ROLLUP 03/30/2026 6,833 7,039 205 0.01% -$947
STRATEGY INC CL A PFD FRN PRP 41 46 5 0.01% $632
CSC HOLDINGS LLC REGD 144A P/P 4.50000000 3,000 5,000 2,000 0.00% $1.30K
ALTICE FING SA 9.625% 07/15/2027 144A 3,000 4,000 1,000 0.00% $596
HEXION TERM 2LN 03/15/2030 1,706 2,853 1,147 0.00% $1.01K
GPD COS INC PIK 12.5% 12/31/2029 144A 4,588 4,646 58 0.00% -$45
Powerteam Services 2/24 TLC 2,000 2,992 992 0.00% $764
WOLFSPEED INC SR SECURED 144A 06/30 VAR 1,397 1,410 13 0.00% -$23
CANO HEALTH TERM Initial Exchange Term Loans 1LN 06/28/2029 1,769 1,833 63 0.00% $49
RADIOLOGY PARTNERS INC SECURED 144A 02/30 9.781 1,099 1,152 53 0.00% $14
Connect Holding II LLC 1,079 1,106 27 0.00% $80
Security Shares Nov 2025 Shares Feb 2026 Δ shares End % Δ value
US TREASURY N/B 1,070,000 390,000 -680,000 0.63% -$676.40K
G2 MA7826 223,337 219,140 -4,196 0.30% -$558
FNMA 30YR 5% 01/01/2054#CB7925 184,939 179,842 -5,097 0.29% -$4.05K
G2 MA7534 175,958 172,392 -3,566 0.24% -$631
US TREASURY N/B 940,000 150,000 -790,000 0.24% -$790.07K
UMBS 151,302 144,558 -6,744 0.24% -$6.19K
G2 MB0205 158,192 143,057 -15,135 0.23% -$14.77K
G2 MA7988 144,483 141,306 -3,178 0.21% -$784
UMBS 141,002 139,314 -1,688 0.20% $523
FNMA POOL DD9916 FN 09/55 FIXED 5.5 124,842 124,359 -483 0.20% -$25
G2 MA8042 132,126 129,285 -2,841 0.18% -$660
Freddie Mac Pool 100,456 93,376 -7,080 0.15% -$6.80K
G2 MA8266 95,119 93,194 -1,924 0.14% -$2
FNMA 30YR 6% 09/01/2054#CB9216 90,377 84,755 -5,621 0.14% -$5.61K
Fannie Mae Pool Pool # FA0543 100,930 98,795 -2,135 0.14% -$414
G2 MA7535 95,696 93,786 -1,911 0.14% -$401
FR SD8139 106,069 104,530 -1,538 0.13% $688
G2 MA8799 85,292 83,253 -2,039 0.13% -$1.12K
FNMA 30YR 3.5% 11/01/2048#FS6649 87,924 85,558 -2,366 0.13% -$842
FREDDIE MAC POOL UMBS P#SD7561 4.00000000 85,456 83,626 -1,829 0.13% -$184
G2 MA8346 84,173 82,152 -2,021 0.13% -$940
BX Trust, Series 2025-ROIC, Class A 74,709 73,201 -1,507 0.12% -$1.46K
G2 MA6930 87,015 85,294 -1,721 0.12% -$318
FHLG 30YR 2.5% 08/01/2052#RA7747 85,246 82,708 -2,538 0.12% -$941
G2 MA7135 85,473 83,808 -1,665 0.11% -$237
FHLMC REMI 30YR 6% 04/01/2055#RJ4028 69,129 67,333 -1,795 0.11% -$1.49K
FNMA 30YR 6% 04/01/2054# 72,225 67,963 -4,262 0.11% -$4.24K
FNMA 30YR 2% 02/01/2052#FS8764 84,506 83,054 -1,451 0.11% -$272
FNMA 30YR 6% 02/01/2055#CB9985 68,032 65,803 -2,230 0.11% -$2.04K
Uniform Mortgage-Backed Securities 80,893 79,523 -1,371 0.11% $90
CHS/Community Health Systems, Inc. 67,000 62,000 -5,000 0.09% -$3.06K
G2 MA4652 58,811 57,508 -1,304 0.09% $27
Freddie Mac Pool 49,295 48,196 -1,100 0.08% -$922
FHLG 30YR 5.5% 05/01/2055#QY3801 49,434 49,187 -247 0.08% -$32
FHLMC REMI 30YR 6.5% 03/01/2055#RJ3704 48,685 46,412 -2,274 0.08% -$2.26K
FNMA 30YR 3.5% 07/01/2052#FS5486 50,729 49,352 -1,377 0.08% -$424
FNMA 30YR 6% 02/01/2055#CB9989 47,176 44,943 -2,233 0.08% -$2.10K
FNMA 30YR 2.5% 05/01/2051#CB0506 54,070 53,109 -961 0.08% -$61
FHLMC REMI 30YR 6.5% 03/01/2055#RJ3703 43,252 40,743 -2,510 0.07% -$2.46K
FNMA 30YR 3% 11/01/2051#CB2095 48,283 47,352 -932 0.07% -$62
FR SD8106 51,526 50,771 -755 0.07% $173
FNMA 30YR 6% 06/01/2054#CB8711 44,950 41,112 -3,838 0.07% -$3.86K
G2 MA7935 50,000 49,035 -964 0.07% -$131
FNMA 30YR 2% 04/01/2052#FS8195 50,254 49,439 -815 0.07% $87
FNMA 30YR 3% 03/01/2048#FS8330 44,117 43,138 -979 0.06% -$293
FHLG 30YR 5% 12/01/2052#SD1924 38,668 37,710 -957 0.06% -$691
FNMA 30YR 5% 11/01/2052#CB5128 38,209 37,464 -745 0.06% -$468
FN MA4176 41,954 40,982 -972 0.06% -$237
G2 MA6994 43,882 43,037 -845 0.06% -$141
FNMA 30YR 4% 04/01/2052#FS1647 37,218 36,603 -615 0.06% $75
SATS 3.875 11/30/30 17,014 10,014 -7,000 0.06% -$4.76K
FNMA 30YR 3% 02/01/2052#CB2886 39,259 38,263 -996 0.06% -$288
FHLG 30YR 4% 10/01/2052#SD1772 36,230 35,536 -694 0.06% -$45
FNMA 30YR 2.5% 11/01/2051#FM9517 39,011 38,414 -596 0.05% -$15
FNMA 30YR 2.5% 03/01/2050#MA3964 31,299 30,766 -533 0.04% -$2
SFRFP 6.5 04/15/32 144A 27,723 27,439 -284 0.04% -$694
UNITED PLANET FITNESS TERM 1LN 12/30/2026 24,740 24,674 -65 0.04% -$59
FR SD7554 26,413 25,888 -526 0.04% -$95
FHLMC REMI 30YR 6.5% 03/01/2055#RJ3700 22,118 21,182 -936 0.04% -$885
Uniform Mortgage-Backed Securities 25,190 24,733 -457 0.04% -$68
G2 MA8199 22,669 22,237 -431 0.03% $25
FR SD7548 24,261 23,761 -499 0.03% -$102
FNMA 30YR 2% 03/01/2052#FS9368 22,864 22,451 -413 0.03% -$69
BRAND INDUSTRIAL SERVICE SR SECURED 144A 08/30 10.375 31,000 20,000 -11,000 0.03% -$11.72K
Freddie Mac Pool 19,050 18,764 -286 0.03% $55
FNMA 30YR 2% 03/01/2052#FS3863 21,516 21,142 -373 0.03% -$86
FHLG 30YR 3% 06/01/2052#SD1082 19,083 18,167 -915 0.03% -$578
Uniform Mortgage-Backed Securities 18,726 18,377 -350 0.03% -$47
FHLG 30YR 3% 01/01/2052#QD4275 18,324 17,666 -657 0.03% -$353
FHLG 30YR 2% 12/01/2051#RA6510 19,320 19,067 -253 0.03% $16
FNMA 30YR 3% 10/01/2051#CB1872 17,887 17,421 -466 0.03% -$163
FNMA 30YR 3% 03/01/2052#FS0840 18,081 17,171 -910 0.03% -$587
G2 MA7192 18,701 18,322 -379 0.02% -$64
Uniform Mortgage-Backed Securities 17,756 17,360 -396 0.02% -$102
FNMA 30YR 3% 12/01/2051#FS0002 16,405 15,944 -461 0.02% -$180
BRANDSAFWAY TERM B 1LN 08/01/2030 16,877 16,834 -43 0.02% -$723
FNMA 30YR 6.5% 06/01/2054#CB8729 13,456 11,499 -1,956 0.02% -$1.96K
Hexion Term Loan B 400 2029-03-01 11,965 10,827 -1,138 0.02% -$1.02K
AS 6.75 02/16/31 144A 12,000 10,000 -2,000 0.02% -$2.08K
X.AI TERM B 1LN 06/28/2030 10,000 9,975 -25 0.02% $678
STAPLES TERM B 1LN 9/4/2029 9,887 9,862 -25 0.01% -$464
TRAEGER GRILLS TERM B 1LN 06/29/2028 8,993 8,991 -1 0.01% -$82
INEOS US PETROCHEM LLC 9,975 9,949 -25 0.01% $435
SFR TERM B14 1LN 5/31/2031 7,681 7,577 -104 0.01% -$111
CONSOLIDATED ENERGY TERM B 1LN 11/15/2030 7,965 7,944 -20 0.01% $751
RAND PARENT LLC SR SECURED 144A 02/30 8.5 19,000 6,000 -13,000 0.01% -$13.35K
CHS/Community Health Systems, Inc. 11,000 6,000 -5,000 0.01% -$4.63K
MKS INC SR UNSECURED 06/30 1.25 4,000 3,000 -1,000 0.01% $184
WHOLESALE GROCERS TERM 5,000 4,988 -12 0.01% -$31
THE TRAVEL CORP TERM B 1LN 10/31/2031 7,979 4,958 -3,021 0.01% -$2.79K
CONSTANT CONTACT TERM B 1LN 02/10/2028 6,941 4,926 -2,015 0.01% -$2.38K
ESDEC SOLAR TERM B 1LN 8/30/2028 10,213 10,057 -156 0.01% -$627
US LBM TERM B 1LN 06/06/2031 4,935 4,923 -12 0.01% -$592
SFRFP 6.875 10/15/30 144A 3,850 3,811 -39 0.01% -$99
WarnerMedia Holdings, Inc. 6,000 5,000 -1,000 0.01% -$1.21K
PFGC 6.125 09/15/32 144A 7,000 3,000 -4,000 0.00% -$4.12K
ORGANON + CO/ORGANON FOR SR SECURED 144A 05/34 6.75 5,000 3,000 -2,000 0.00% -$1.59K
WBD 6.35 06/01/40 * 3,000 2,000 -1,000 0.00% -$1.08K
CORNERSTONE BUILDING REGD 144A P/P 6.12500000 8,000 3,000 -5,000 0.00% -$2.51K
Ply Gem/Pisces Midco/Cornerstone Building 7/22 TL 1,995 1,990 -5 0.00% -$153
UNITED PLANET FITNESS TERM B 1LN 12/30/2026 990 987 -3 0.00% -$0
AMR ROCK SALT 06/12/28 982 980 -3 0.00% $135
SFRFP 6.875 07/15/32 144A 770 762 -8 0.00% -$19
ALTICE FINANCING TERM B 1LN 10/31/2027 997 995 -3 0.00% -$2
WarnerMedia Holdings, Inc. 2,000 1,000 -1,000 0.00% -$831
AMERICAN ROCK SALT TERM 1ST OUT TL 474 473 -1 0.00% $5
Saks Global Enterprises LLC 10,152 1 -10,151 0.00% -$3.52K
Security Shares Nov 2025 Shares Feb 2026 Δ shares End % Δ value
US TREASURY N/B 1,445,000 1,445,000 0 2.26% $8.86K
US TREASURY N/B 1,950,000 1,950,000 0 1.98% $11.73K
US TREASURY N/B 1,063,000 1,063,000 0 1.75% $5.36K
US TREASURY N/B 940,000 940,000 0 1.52% $3.93K
US TREASURY N/B 913,000 913,000 0 1.52% $2.57K
US TREASURY N/B 916,000 916,000 0 1.47% $4.94K
US TREASURY N/B 891,000 891,000 0 1.46% $4.00K
US TREASURY N/B 785,000 785,000 0 1.29% $4.29K
US TREASURY N/B 663,000 663,000 0 1.07% $3.44K
US TREASURY N/B 626,000 626,000 0 1.02% $3.55K
US TREASURY N/B 611,000 611,000 0 1.01% $2.70K
US TREASURY N/B 611,000 611,000 0 1.00% $3.01K
US TREASURY N/B 580,000 580,000 0 0.98% $2.65K
US TREASURY N/B 645,000 645,000 0 0.97% $3.58K
US TREASURY N/B 565,000 565,000 0 0.92% $3.27K
US TREASURY N/B 571,000 571,000 0 0.91% $3.12K
US TREASURY N/B 546,000 546,000 0 0.90% $2.71K
US TREASURY N/B 531,000 531,000 0 0.83% $3.03K
US TREASURY N/B 500,000 500,000 0 0.81% $2.70K
US TREASURY N/B 412,000 412,000 0 0.67% $2.12K
US TREASURY N/B 360,000 360,000 0 0.59% $1.70K
US TREASURY N/B 350,000 350,000 0 0.57% $820
US TREASURY N/B 300,000 300,000 0 0.49% $917
MORGAN STANLEY 300,000 300,000 0 0.48% $382
GENERAL MILLS IN 290,000 290,000 0 0.42% $2.12K
VERIZON COMM INC 250,000 250,000 0 0.42% $1.35K
US TREASURY N/B 258,000 258,000 0 0.41% $1.43K
AMGEN INC 260,000 260,000 0 0.41% $1.94K
AIMCO CLO 19 LTD / AIMCO CLO 19 LLC A TSFR3M+135 10/20/2037 144A 250,000 250,000 0 0.40% $11
AIMCO CLO 11 Ltd., Series 2020-11A, Class A1R2 250,000 250,000 0 0.40% $2
Blueberry Park CLO Ltd., Series 2024-1A, Class A 250,000 250,000 0 0.40% -$40
RR Ltd., Series 2024-28RA, Class A1R 250,000 250,000 0 0.40% $42
AIMCO CLO Series 2018-B 250,000 250,000 0 0.40% -$449
Ares LIX CLO Ltd., Series 2021-59A, Class A 250,000 250,000 0 0.40% $80
OCP AEGIS CLO 2025-47 LTD A1 TSFR3M+111 01/21/2038 144A 250,000 250,000 0 0.40% $289
Dryden 37 Senior Loan Fund 250,000 250,000 0 0.40% -$420
BXHPP 2021-FILM A 250,000 250,000 0 0.38% -$3.19K
UNITED MEXICAN 250,000 250,000 0 0.35% $2.00K
US TREASURY N/B 205,000 205,000 0 0.34% $817
BANK OF AMER CRP 209,000 209,000 0 0.34% $115
AES CORP/THE 228,000 228,000 0 0.34% $4.58K
SNAM SPA SR UNSECURED 144A 05/30 5 200,000 200,000 0 0.33% $949
SOCIETE GENERALE SA 200,000 200,000 0 0.33% $391
NISOURCE INC 230,000 230,000 0 0.33% $2.49K
NTT FINANCE 200,000 200,000 0 0.33% $231
DOMINION ENERGY 220,000 220,000 0 0.32% $2.19K
EQUITABLE FINANC 200,000 200,000 0 0.32% $1.39K
WP CAREY INC SR UNSECURED 02/32 2.45 220,000 220,000 0 0.32% $2.41K
AIA GROUP 200,000 200,000 0 0.32% $1.24K
PROLOGIS LP 200,000 200,000 0 0.31% $1.51K
NORTHERN ST PR-M 210,000 210,000 0 0.31% $830
MRSH 2.375 12/15/31 210,000 210,000 0 0.30% $1.05K
ALEXANDRIA REAL 220,000 220,000 0 0.30% $2.55K
PUGET ENERGY INC SR SECURED 03/32 4.224 190,000 190,000 0 0.30% $3.28K
CON EDISON CO 190,000 190,000 0 0.30% $1.07K
US TREASURY N/B 250,000 250,000 0 0.29% $1.48K
RGA GLOBAL FUNDING SECURED 144A 11/30 4.6 180,000 180,000 0 0.29% $991
US TREASURY N/B 170,000 170,000 0 0.28% $750
BANK OF AMER CRP 168,000 168,000 0 0.28% $83
US TREASURY N/B 200,000 200,000 0 0.28% $1.93K
DUKE ENERGY CAR 170,000 170,000 0 0.27% $326
WISCONSIN ELECTR 160,000 160,000 0 0.26% $290
US TREASURY N/B 180,000 180,000 0 0.26% $1.02K
US TREASURY N/B 150,000 150,000 0 0.24% $170
JPMORGAN CHASE 150,000 150,000 0 0.24% $273
AERCAP IRELAND 150,000 150,000 0 0.24% $600
RWE FINANCE US LLC COMPANY GUAR 144A 09/35 5.125 150,000 150,000 0 0.24% $1.15K
ALLEGRO CLO XV LTD / ALLEGRO CLO VX LLC A1R TSFR3M+118 04/20/2038 144A 150,000 150,000 0 0.24% $735
US TREASURY N/B 155,500 155,500 0 0.23% $881
JPMORGAN CHASE 142,000 142,000 0 0.23% $40
COPT DEFENSE LP 150,000 150,000 0 0.23% $1.80K
ASTRAZENECA FIN 140,000 140,000 0 0.21% $668
WALT DISNEY CO 140,000 140,000 0 0.21% $1.40K
OTIS WORLDWIDE 140,000 140,000 0 0.21% $1.16K
INTESA SANPAOLO SPA 5.125% 08/29/2031 REGS 100,000 100,000 0 0.21% $2.33K
NATWEST GROUP PLC 2.057%/VAR 11/09/2028 REGS 100,000 100,000 0 0.21% $3.29K
SEVERN TRENT WATER UTIL FIN 4.625% 11/30/2034 REGS 100,000 100,000 0 0.21% $3.88K
TAPESTRY INC 140,000 140,000 0 0.21% $2.76K
TRANE TECH LUX 130,000 130,000 0 0.21% $932
ENEL FIN INTL NV 100,000 100,000 0 0.21% $3.07K
GOLDMAN SACHS GP 130,000 130,000 0 0.21% $263
ZOETIS INC 140,000 140,000 0 0.21% $988
ONCOR ELECTRIC D 130,000 130,000 0 0.21% $948
CARRIER GLOBAL 130,000 130,000 0 0.21% $713
NXP BV/NXP FDG 140,000 140,000 0 0.21% $1.45K
MICRON TECH 140,000 140,000 0 0.21% $2.46K
HUMANA INC 130,000 130,000 0 0.21% $230
CBRE SERVICES IN 140,000 140,000 0 0.20% $249
LOWE'S COS INC 130,000 130,000 0 0.20% $1.00K
STATE STREET CRP 130,000 130,000 0 0.20% $1.36K
HOME DEPOT INC 130,000 130,000 0 0.20% $1.45K
SSE PLC 4% 09/05/2031 REGS 100,000 100,000 0 0.20% $2.68K
PROLOGIS INTL FDG II SA 4.375% 07/01/2036 REGS 100,000 100,000 0 0.20% $3.22K
ENBW INTERNATIONAL FINANCE BV 3.85% 05/23/2030 REGS 100,000 100,000 0 0.20% $2.24K
RECKITT BEN TSY 100,000 100,000 0 0.20% $2.51K
ING GROEP NV 4.5%/VAR 05/23/2029 REGS 100,000 100,000 0 0.20% $1.91K
BNP Paribas SA 100,000 100,000 0 0.20% $2.50K
LLOYDS BANKING GROUP PLC EUR REG S SR UNSEC (B) 3.875% 05-14-32/31 100,000 100,000 0 0.20% $2.37K
TELUS CORP 130,000 130,000 0 0.19% $1.36K
US TREASURY N/B 120,000 120,000 0 0.19% $567
NORDEA BANK ABP 3.625% 03/15/2034 REGS 100,000 100,000 0 0.19% $2.66K
TJX COS INC 120,000 120,000 0 0.19% $682
IBERDROLA FINANZAS SAU 3% 09/30/2031 REGS 100,000 100,000 0 0.19% $2.31K
AIB GROUP PLC EUR REG S SUB (B) 2.875% 05-30-31/26 100,000 100,000 0 0.19% $2.11K
COMPASS GROUP PLC 3.25% 09/16/2033 REGS 100,000 100,000 0 0.19% $2.74K
DELL INT / EMC 110,000 110,000 0 0.19% $356
TELEFONICA EUROPE BV 2.502%/VAR PERP REGS 100,000 100,000 0 0.19% $3.18K
HUDSON PACIFIC 122,000 122,000 0 0.19% -$1.84K
NGG FINANCE PLC EUR REG S SUB (H) (B) 2.125% 09-05-82/27 100,000 100,000 0 0.19% $2.33K
Swiss Re Finance Luxembourg SA 100,000 100,000 0 0.18% $2.78K
I&M Holdings Limited 100,000 100,000 0 0.18% $3.34K
DNB BANK ASA 0.25%/VAR 02/23/2029 REGS 100,000 100,000 0 0.18% $2.69K
ALIMENTATION COUCHE-TARD INC 3.625% 05/13/2051 144A 150,000 150,000 0 0.18% -$0
COOPERATIEVE RABOBANK UA 1.125% 05/07/2031 REGS 100,000 100,000 0 0.17% $2.39K
VONOVIA SE 0.625% 03/24/2031 REGS 100,000 100,000 0 0.17% $3.27K
US TREASURY N/B 100,000 100,000 0 0.17% $441
DC Commercial Mortgage Trust, Series 2023-DC, Class A 100,000 100,000 0 0.17% -$2
GOLDMAN SACHS GP 109,000 109,000 0 0.16% $252
CHARTER COMM OPT 100,000 100,000 0 0.16% $81
BRIXMOR OPERATIN 90,000 90,000 0 0.15% $570
US TREASURY N/B 100,000 100,000 0 0.15% $871
CITIGROUP INC 90,000 90,000 0 0.15% $197
US TREASURY N/B 100,000 100,000 0 0.15% $547
NISOURCE INC 70,000 70,000 0 0.12% $532
MORGAN STANLEY 68,000 68,000 0 0.11% -$250
INTL FLAVOR & FRAGRANCES REGD 144A P/P 2.30000000 74,000 74,000 0 0.11% $739
JPMORGAN CHASE 70,000 70,000 0 0.10% $318
BANK OF AMER CRP 70,000 70,000 0 0.10% $368
MORGAN STANLEY 70,000 70,000 0 0.10% $223
BROADCOM INC 62,000 62,000 0 0.10% $125
California Buyer Ltd. / Atlantica Sustainable Infrastructure PLC 61,000 61,000 0 0.10% -$188
CVS Health Corp. 55,000 55,000 0 0.09% $211
TEP 6 12/31/30 144A 56,000 56,000 0 0.09% $937
PG&E CORP SR SEC 1ST LIEN 5.25% 07-01-30 55,000 55,000 0 0.09% $569
GEN MOTORS FIN 52,000 52,000 0 0.08% $167
BANK OF AMER CRP 50,000 50,000 0 0.08% -$219
FIFTH THIRD BANC 50,000 50,000 0 0.08% $180
DELL INT / EMC 50,000 50,000 0 0.08% $251
THC 6 1/8 10/01/28 47,000 47,000 0 0.08% -$95
REWORLD HOLDING CORP REGD 144A P/P 4.87500000 48,000 48,000 0 0.07% $774
XYZ 3.5 06/01/31 49,000 49,000 0 0.07% $46
Wayfair LLC 44,000 44,000 0 0.07% -$299
EUROPEAN INVESTMENT BANK 0.5% 11/13/2037 50,000 50,000 0 0.07% $1.78K
CRL 4.25 05/01/28 144A 45,000 45,000 0 0.07% -$131
US TREASURY N/B 42,000 42,000 0 0.07% $371
DELL INT / EMC 43,000 43,000 0 0.07% $205
TERRAFORM POWER OPERATIN REGD 144A P/P 4.75000000 43,000 43,000 0 0.07% $700
GENERAL MOTORS C 40,000 40,000 0 0.07% $143
UNITED KINGDOM GILT GBP REG S 4.25% 06-07-32 29,000 29,000 0 0.06% $1.12K
ENTG 3.625 05/01/29 144A 41,000 41,000 0 0.06% $235
SUNOCO LP / SUNOCO FIN CORP 4.5% 05/15/2029 39,000 39,000 0 0.06% $203
Chemours Co/The 4.63 11/15/2029 40,000 40,000 0 0.06% $2.16K
DPL LLC/Ohio 38,000 38,000 0 0.06% $129
JPMORGAN CHASE 33,000 33,000 0 0.06% -$159
UVN 8.5 07/31/31 144A 33,000 33,000 0 0.05% -$366
POWBUY 8.5 02/15/31 144A 40,000 40,000 0 0.05% -$1.14K
TEP 6 09/01/31 144A 33,000 33,000 0 0.05% $735
ZSCALER INC 1 1 0 0.05% $51.82K
UNITED KINGDOM GILT 0.875000% 07/31/2033 30,000 30,000 0 0.05% $1.27K
MINERAL RESOURCES LTD REGD 144A P/P MTN 8.50000000 31,000 31,000 0 0.05% -$148
ENTG 5.95 06/15/30 144A 31,000 31,000 0 0.05% -$123
THC 5 1/2 11/15/32 30,000 30,000 0 0.05% -$102
GO DADDY OP/FIN 32,000 32,000 0 0.05% -$687
DELL INT / EMC 29,000 29,000 0 0.05% $194
CCO Holdings, LLC/CCO Holdings Capital Corp. 33,000 33,000 0 0.05% $785
JPMORGAN CHASE 28,000 28,000 0 0.05% -$41
OLN 6.625 04/01/33 144A 29,000 29,000 0 0.05% -$489
SANTANDER HOLD 27,000 27,000 0 0.05% -$43
JPMORGAN CHASE 27,000 27,000 0 0.04% -$1
DELL INT / EMC 26,000 26,000 0 0.04% $128
MORGAN STANLEY 25,000 25,000 0 0.04% $23
ARDAGH METAL PACKAGING SR UNSECURED 144A 09/29 4 27,000 27,000 0 0.04% $640
CVS Health Corp. 24,000 24,000 0 0.04% $11
ALLY FINL. INC F2V 25,000 25,000 0 0.04% $449
DHL GROUP 3.75% 11/25/2037 REGS 20,000 20,000 0 0.04% $655
CNXMPF 4.75 04/15/30 144A 24,000 24,000 0 0.04% $387
Taylor Morrison Communities, Inc. 23,000 23,000 0 0.04% $96
CHARTER COMM OPT 22,000 22,000 0 0.04% $118
EG GLOBAL FINANCE PLC SR SECURED 144A 11/28 12 21,000 21,000 0 0.04% -$301
ON SEMICONDUCTOR CORP REGD 144A P/P 3.87500000 23,000 23,000 0 0.04% $94
DVA 3.75 02/15/31 144A 24,000 24,000 0 0.04% $172
XPLR INFRASTRUCTURE OPERATING SR UNSECURED 144A 01/29 7.25 21,000 21,000 0 0.03% $276
MORGAN STANLEY 20,000 20,000 0 0.03% -$96
UBER TECHNOLOGIE 21,000 21,000 0 0.03% $10
Hilton Domestic Operating Co. Inc. 20,000 20,000 0 0.03% -$27
ARDAGH METAL PACKAGING SR SECURED 144A 01/31 6.25 20,000 20,000 0 0.03% $123
OII 6 02/01/28 20,000 20,000 0 0.03% $42
TOPBUILD CORP REGD 144A P/P 5.62500000 20,000 20,000 0 0.03% -$102
NRG ENERGY INC REGD 144A P/P 5.75000000 20,000 20,000 0 0.03% -$65
ATI INC SR UNSEC 4.875% 10-01-29 20,000 20,000 0 0.03% $16
BXP 6.75 12/01/27 19,000 19,000 0 0.03% -$65
QUIKRETE HOLDINGS INC SR SECURED 144A 03/32 6.375 19,000 19,000 0 0.03% $17
Olympus Water US Holding Corporation 20,000 20,000 0 0.03% $152
KNTK 6.625 12/15/28 144A 19,000 19,000 0 0.03% $42
POST HOLDINGS INC REGD 144A P/P 6.37500000 19,000 19,000 0 0.03% $109
Uniti Group LP / Uniti Group Finance 2019 Inc / CSL Capital LLC 19,000 19,000 0 0.03% $1.05K
SOTHEBY'S SR SECURED 144A 10/27 7.375 19,000 19,000 0 0.03% -$32
HLT 3.625 02/15/32 144A 19,000 19,000 0 0.03% $47
BZH 7.5 03/15/31 144A 17,000 17,000 0 0.03% $234
PG&E CORP SUB (H) 7.375% 03-15-55/30 16,000 16,000 0 0.03% $18
CSC HOLDINGS LLC REGD 144A P/P 3.37500000 27,000 27,000 0 0.03% $1.10K
Archrock Partners LP / Archrock Partners Finance Corp 16,000 16,000 0 0.03% -$86
UBER TECHNOLOGIE 16,000 16,000 0 0.03% -$66
Level 3 Financing, Inc. 15,000 15,000 0 0.03% $230
CALUMET SPEC PROD PRT/FIN CORP 9.75% 07/15/2028 144A 15,000 15,000 0 0.02% $603
XYZ 6.5 05/15/32 15,000 15,000 0 0.02% -$245
IQVIA INC REGD 144A P/P 6.25000000 15,000 15,000 0 0.02% -$259
FORVIA SE SR UNSECURED 144A 09/33 6.75 15,000 15,000 0 0.02% $144
US TREASURY N/B 15,000 15,000 0 0.02% $32
NRG Energy Inc 15,000 15,000 0 0.02% $31
ADT SECURITY CORP/THE SR SECURED 144A 10/33 5.875 15,000 15,000 0 0.02% $21
NRG Energy Inc 15,000 15,000 0 0.02% $85
LNW 6.25 10/01/33 144A 15,000 15,000 0 0.02% -$27
IHS HOLDING LTD COMPANY GUAR 144A 11/31 8.25 14,000 14,000 0 0.02% $393
AL V4.125 PERP C 15,000 15,000 0 0.02% $348
1011778 BC ULC / New Red Finance Inc. 14,000 14,000 0 0.02% -$19
PEDIATRIX MEDICAL GROUP REGD 144A P/P 5.37500000 14,000 14,000 0 0.02% -$130
MSCI INC SR UNSECURED 03/36 5.15 14,000 14,000 0 0.02% -$110
MOLINA HEALTHCARE INC SR UNSECURED 144A 11/30 3.875 15,000 15,000 0 0.02% -$194
TULLOW OIL PLC 10.25% 05/15/2026 144A 15,000 15,000 0 0.02% $2.46K
GLOBAL PARTNERS LP SR UNSEC 6.875% 01-15-29 13,000 13,000 0 0.02% -$29
STAPLES INC SR SECURED 144A 09/29 10.75 14,000 14,000 0 0.02% -$914
CHARTER COMM OPT 12,000 12,000 0 0.02% $107
CORPBOND 12,000 12,000 0 0.02% $69
STWD 7.25 04/01/29 144A 12,000 12,000 0 0.02% -$143
STWD 6.5 10/15/30 144A 12,000 12,000 0 0.02% -$3
EDISON INTL 12,000 12,000 0 0.02% $82
DaVita Inc. 12,000 12,000 0 0.02% -$17
TEX 6.25 10/15/32 144A 12,000 12,000 0 0.02% $107
CVS HEALTH CORP 12,000 12,000 0 0.02% $15
CELANESE US HOLDINGS LLC SR UNSEC 6.75% 04-15-33 12,000 12,000 0 0.02% $361
REZI 6.5 07/15/32 144A 12,000 12,000 0 0.02% -$34
ALLY V6.646 01/17/40 12,000 12,000 0 0.02% -$85
GERMANY FEDERAL REPUBLIC OF 2.6% 08/15/2035 REGS 10,000 10,000 0 0.02% $290
ALTICE FING SA 5.75% 08/15/2029 144A 17,000 17,000 0 0.02% $446
ENCOMPASS HLTH 12,000 12,000 0 0.02% -$52
WULF COMPUTE LLC SR SECURED 144A 10/30 7.75 11,000 11,000 0 0.02% $276
CYH 6.125 04/01/30 144A 13,000 13,000 0 0.02% $692
AMN HEALTHCARE INC REGD 144A P/P 4.00000000 12,000 12,000 0 0.02% -$2
US ACUTE CARE SOLUTIONS SR SECURED 144A 05/29 9.75 11,000 11,000 0 0.02% -$171
Connect Holding II LLC, Delayed Draw Term Loan 12,000 12,000 0 0.02% $254
HRI 7 06/15/30 144A 10,000 10,000 0 0.02% -$18
BUILDERS FIRSTSOURCE INC REGD 144A P/P 6.75000000 10,000 10,000 0 0.02% -$111
EIX V7.875 06/15/54 10,000 10,000 0 0.02% $10
Level 3 Financing, Inc. 10,000 10,000 0 0.02% $173
KODIAK GAS SERVS. L 6.50% 10,000 10,000 0 0.02% $112
CROWN Americas LLC 10,000 10,000 0 0.02% $37
AECOM 10,000 10,000 0 0.02% -$62
CHARTER COMM OPT 10,000 10,000 0 0.02% $58
ANTERO MIDSTREAM PARTNERS LP / SR UNSECURED 144A 10/33 5.75 10,000 10,000 0 0.02% $102
NCLH 5.875 01/15/31 144A 10,000 10,000 0 0.02% $234
NCLH 6.25 09/15/33 144A 10,000 10,000 0 0.02% $214
URI 5.375 11/15/33 144A 10,000 10,000 0 0.02% $59
STWD 5.25 10/15/28 144A 10,000 10,000 0 0.02% -$20
ONEMAIN FIN. CORP 6.125% 10,000 10,000 0 0.02% -$122
GOLAR LNG LTD SR UNSECURED 144A 10/30 7.5 10,000 10,000 0 0.02% $291
Safeway Inc. 10,000 10,000 0 0.02% -$7
REALOGY GROUP LLC / REALOGY CO-ISSUER CORP 5.75% 01/15/2029 144A 10,000 10,000 0 0.02% $240
Cogent Communications Group LLC / Cogent Finance Inc 10,000 10,000 0 0.02% -$76
CoreWeave, Inc. 10,000 10,000 0 0.02% $568
JEFFIN 6.625 10/15/31 144A 10,000 10,000 0 0.02% -$22
WAYFAIR LLC SR SECURED 144A 09/30 7.75 9,000 9,000 0 0.02% -$127
KEHEFO 9 02/15/29 144A 9,000 9,000 0 0.02% $41
Whirlpool Corp. 9,000 9,000 0 0.01% -$50
LFS TOPCO LLC SR UNSECURED 144A 07/30 8.75 9,000 9,000 0 0.01% -$92
Carvana Co. 7,816 7,816 0 0.01% -$218
KOBE US MIDCO 2 INC PIK VAR 11/01/2026 144A 9,852 9,852 0 0.01% -$74
MINERAL RESOURCES LTD REGD 144A P/P MTN 8.00000000 8,000 8,000 0 0.01% -$3
ACRISURE HOLDINGS INC SER B-1 PC PP 282 282 0 0.01% $400
WHEAT SEP 26 10 10 0 0.01% $3.05K
WESTERN ALLIANCE BANCORP SUBORDINATED 06/31 VAR 8,000 8,000 0 0.01% $243
EMERGENT BIOSOLUTIONS REGD 144A P/P 3.87500000 9,000 9,000 0 0.01% -$163
POST HOLDINGS INC REGD 144A P/P 4.62500000 8,000 8,000 0 0.01% $39
CONSOLIDATED ENERGY FIN REGD 144A P/P 12.00000000 9,000 9,000 0 0.01% $1.66K
STX 4 1/8 01/15/31 8,000 8,000 0 0.01% $29
LVLT 3.75 07/15/29 144A 8,000 8,000 0 0.01% $347
XPLR INFRASTRUCTURE OPERATING PARTNERS LP 144A LIFE SR UNSEC 8.375% 01-15-31 7,000 7,000 0 0.01% $77
STX 8.25 12/15/29 144a 7,000 7,000 0 0.01% -$50
HA SUST INF CAP 7,000 7,000 0 0.01% $242
URI 6.125 03/15/34 144A 7,000 7,000 0 0.01% $22
ATI INC SR UNSEC 7.25% 08-15-30 7,000 7,000 0 0.01% -$58
BW REAL ESTATE INC SR UNSECURED 144A 12/99 VAR 7,000 7,000 0 0.01% $184
STWD 6.5 07/01/30 144A 7,000 7,000 0 0.01% -$27
QUIKRETE HOLDINGS INC SR UNSECURED 144A 03/33 6.75 7,000 7,000 0 0.01% -$12
CNX RESOURCES CORP REGD 144A P/P 7.37500000 7,000 7,000 0 0.01% -$7
NRG ENERGY INC REGD 144A P/P 6.25000000 7,000 7,000 0 0.01% $25
Hilton Domestic Operating Co. Inc. 7,000 7,000 0 0.01% -$22
ALBERTSONS COS/SAFEWAY SR UNSECURED 144A 03/33 6.25 7,000 7,000 0 0.01% -$30
BUILDERS FIRSTSOURCE INC REGD 144A P/P 6.37500000 7,000 7,000 0 0.01% -$71
Sunoco L.P. 7,000 7,000 0 0.01% $20
Hilton Domestic Operating Co. Inc. 7,000 7,000 0 0.01% -$13
POST HOLDINGS INC SR SECURED 144A 02/32 6.25 7,000 7,000 0 0.01% -$27
CELANESE US HOLDINGS LLC SR UNSEC 6.5% 04-15-30 7,000 7,000 0 0.01% $183
NRG ENERGY INC REGD 144A P/P 6.00000000 7,000 7,000 0 0.01% $21
STWD 6 04/15/30 144A 7,000 7,000 0 0.01% -$44
OneMain Finance Corp 7,000 7,000 0 0.01% -$136
POST HOLDINGS INC REGD 144A P/P 6.25000000 7,000 7,000 0 0.01% $40
OneMain Finance Corp. 7,000 7,000 0 0.01% -$97
TransDigm, Inc. 7,000 7,000 0 0.01% -$34
WMS 6 3/8 06/15/30 7,000 7,000 0 0.01% -$14

Top 300 of 402, by weight.

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