Portfolio moves
Net position changes between two of this fund's N-PORT snapshots. These are differences between point-in-time reports — not a trade log — and share counts can be affected by splits and other corporate actions.
Dec 31, 2025 → Mar 31, 2026
Expand a category to see the positions behind it, ranked by weight.
| Security | Shares Dec 2025 | Shares Mar 2026 | Δ shares | End % | Δ value |
|---|---|---|---|---|---|
| 20260422/CNY/USD | 0 | 1 | 1 | 2.51% | $33.05M |
| FNCL 5.5 4/26 | 0 | 23,170,000 | 23,170,000 | 1.77% | $23.28M |
| US TREASURY N/B | 0 | 16,360,000 | 16,360,000 | 1.21% | $15.95M |
| BKO 2 12/16/27 | 0 | 12,000,000 | 12,000,000 | 1.04% | $13.73M |
| 20260521/EUR/USD | 0 | 1 | 1 | 0.97% | $12.81M |
| US TREASURY N/B | 0 | 11,000,000 | 11,000,000 | 0.80% | $10.60M |
| COLTES 12.5 02/27/30 B | 0 | 31,531,399,168 | 31,531,399,168 | 0.62% | $8.15M |
| 20260521/CNY/USD | 0 | 1 | 1 | 0.61% | $8.02M |
| US TREASURY N/B | 0 | 7,400,000 | 7,400,000 | 0.55% | $7.30M |
| 20260422/CNY/USD | 0 | 1 | 1 | 0.51% | $6.70M |
| POLAND 2.875 01/15/31 EmTn | 0 | 5,860,000 | 5,860,000 | 0.50% | $6.64M |
| FNCL 3 4/26 | 0 | 6,290,000 | 6,290,000 | 0.42% | $5.52M |
| MELLON BANK | 0 | 1 | 1 | 0.40% | $5.33M |
| G2SF 5 4/26 | 0 | 5,220,000 | 5,220,000 | 0.39% | $5.17M |
| FNCL 2 4/26 | 0 | 6,100,000 | 6,100,000 | 0.37% | $4.91M |
| EAGLE FUNDING LUXCO SARL SR UNSECURED REGS 08/30 5.5 | 0 | 4,850,000 | 4,850,000 | 0.37% | $4.88M |
| 20260422/MXN/USD | 0 | 1 | 1 | 0.35% | $4.58M |
| CHILE 3.875 04/14/36 | 0 | 3,917,000 | 3,917,000 | 0.33% | $4.37M |
| FNCL 2.5 4/26 | 0 | 4,690,000 | 4,690,000 | 0.30% | $3.94M |
| MEX 3.875 05/16/31 | 0 | 3,480,000 | 3,480,000 | 0.30% | $3.92M |
| U.S. Treasury Inflation-Protected Indexed Bonds | 0 | 4,076,800 | 4,076,800 | 0.30% | $3.90M |
| US TREASURY N/B | 0 | 3,800,000 | 3,800,000 | 0.29% | $3.77M |
| MELLON BANK | 0 | 1 | 1 | 0.26% | $3.39M |
| POLAND 3.625 06/15/36 EMTN | 0 | 2,920,000 | 2,920,000 | 0.25% | $3.28M |
| PEMEX 10.8 08/08/34 26-2 | 0 | 59,000,000 | 59,000,000 | 0.25% | $3.26M |
| GOLDMAN SACHS GROUP INC | 0 | 1 | 1 | 0.25% | $3.24M |
| MELLON BANK | 0 | 1 | 1 | 0.24% | $3.11M |
| UNITED KINGDOM GILT /GBP/ REGD REG S 5.25000000 | 0 | 2,300,000 | 2,300,000 | 0.23% | $3.03M |
| FREDDIE MAC POOL FR RA6565 | 0 | 3,525,001 | 3,525,001 | 0.23% | $3.03M |
| G2SF 3.5 4/24 | 0 | 3,210,000 | 3,210,000 | 0.22% | $2.94M |
| 20260422/CNY/USD | 0 | 1 | 1 | 0.21% | $2.80M |
| REPUBLIC OF PERU SR UNSECURED REGS 08/37 6.9 | 0 | 9,500,000 | 9,500,000 | 0.21% | $2.70M |
| FNCL 6 4/26 | 0 | 2,620,000 | 2,620,000 | 0.20% | $2.67M |
| 20260422/MXN/USD | 0 | 1 | 1 | 0.19% | $2.50M |
| 20260521/EUR/USD | 0 | 1 | 1 | 0.19% | $2.49M |
| ROMANI 4.625 03/04/33 144A | 0 | 2,220,000 | 2,220,000 | 0.18% | $2.40M |
| MELLON BANK | 0 | 1 | 1 | 0.18% | $2.39M |
| 20260521/USD/SEK | 0 | 1 | 1 | 0.18% | $2.37M |
| 20260521/GBP/USD | 0 | 1 | 1 | 0.17% | $2.22M |
| MELLON BANK | 0 | 1 | 1 | 0.16% | $2.08M |
| Romania Government Bond | 0 | 2,206,000 | 2,206,000 | 0.16% | $2.05M |
| 20260521/CAD/USD | 0 | 1 | 1 | 0.15% | $2.00M |
| DBR 2.2 02/15/34 | 0 | 1,820,000 | 1,820,000 | 0.15% | $2.00M |
| FREDDIE MAC POOL UMBS P#RR0039 5.50000000 | 0 | 1,881,098 | 1,881,098 | 0.15% | $1.92M |
| Freddie Mac Pool | 0 | 1,883,072 | 1,883,072 | 0.14% | $1.91M |
| 20260505/BRL/USD | 0 | 1 | 1 | 0.14% | $1.82M |
| MEX 4.875 05/16/36 | 0 | 1,614,000 | 1,614,000 | 0.14% | $1.82M |
| 20260422/KZT/USD | 0 | 1 | 1 | 0.14% | $1.81M |
| FR SA0142 | 0 | 1,750,000 | 1,750,000 | 0.13% | $1.77M |
| Ginnie Mae II Pool | 0 | 1,848,386 | 1,848,386 | 0.13% | $1.73M |
| DBR 2.9 02/15/36 | 0 | 1,500,000 | 1,500,000 | 0.13% | $1.72M |
| CITIGROUP GLOBAL MARKETS | 0 | 1 | 1 | 0.13% | $1.71M |
| FN FA1205 | 0 | 1,673,978 | 1,673,978 | 0.13% | $1.71M |
| CITIGROUP GLOBAL MARKETS | 0 | 1 | 1 | 0.13% | $1.70M |
| TORONTO DOMINION BANK | 0 | 1 | 1 | 0.13% | $1.69M |
| 20260521/CAD/USD | 0 | 1 | 1 | 0.13% | $1.69M |
| UBS INVESTMENT BANK | 0 | 1 | 1 | 0.13% | $1.69M |
| US TREASURY N/B | 0 | 1,700,000 | 1,700,000 | 0.13% | $1.69M |
| GOLDMAN SACHS GROUP INC | 0 | 1 | 1 | 0.13% | $1.68M |
| WESTPAC BANKING CORP | 0 | 1 | 1 | 0.13% | $1.66M |
| HSBC SECURITIES INC | 0 | 1 | 1 | 0.13% | $1.65M |
| SIERRA PAC POWER | 0 | 1,659,000 | 1,659,000 | 0.12% | $1.65M |
| 20260505/BRL/USD | 0 | 1 | 1 | 0.12% | $1.63M |
| HSBC SECURITIES INC | 0 | 1 | 1 | 0.12% | $1.62M |
| CITIGROUP GLOBAL MARKETS | 0 | 1 | 1 | 0.12% | $1.61M |
| FN FM8784 | 0 | 1,977,055 | 1,977,055 | 0.12% | $1.60M |
| MS V3.981 01/23/37 GMTN | 0 | 1,392,000 | 1,392,000 | 0.12% | $1.57M |
| ALPHABET INC | 0 | 1,483,000 | 1,483,000 | 0.11% | $1.48M |
| 20260521/AUD/USD | 0 | 1 | 1 | 0.11% | $1.47M |
| MITSUB UFJ FIN | 0 | 1,479,000 | 1,479,000 | 0.11% | $1.45M |
| FNCL 4 4/26 | 0 | 1,500,000 | 1,500,000 | 0.11% | $1.42M |
| FR RR0038 | 0 | 1,397,788 | 1,397,788 | 0.11% | $1.41M |
| 20260521/USD/GBP | 0 | 1 | 1 | 0.11% | $1.40M |
| MGS 3.476 07/02/35 0225 | 0 | 5,600,000 | 5,600,000 | 0.10% | $1.36M |
| ANHEUSER-BUSCH INBEV SA/ /EUR/ REGD REG S EMTN 2.75000000 | 0 | 1,290,000 | 1,290,000 | 0.10% | $1.36M |
| CITIGROUP GLOBAL MARKETS | 0 | 1 | 1 | 0.10% | $1.34M |
| 20260521/USD/CAD | 0 | 1 | 1 | 0.10% | $1.32M |
| UNITED KINGDOM GILT /GBP/ REGD REG S 5.37500000 | 0 | 1,000,000 | 1,000,000 | 0.10% | $1.29M |
| 20260521/USD/AUD | 0 | 1 | 1 | 0.10% | $1.29M |
| FNMA 30YR 4.5% 08/01/2053#FA1108 | 0 | 1,283,757 | 1,283,757 | 0.09% | $1.25M |
| MELLON BANK | 0 | 1 | 1 | 0.09% | $1.24M |
| G2SF 2.5 4/24 | 0 | 1,430,000 | 1,430,000 | 0.09% | $1.23M |
| MELLON BANK | 0 | 1 | 1 | 0.09% | $1.23M |
| SUEZFP 5 11/03/32 EMTN | 0 | 1,000,000 | 1,000,000 | 0.09% | $1.22M |
| 20260521/CNY/USD | 0 | 1 | 1 | 0.09% | $1.18M |
| Uniform Mortgage-Backed Securities | 0 | 1,392,114 | 1,392,114 | 0.09% | $1.14M |
| MERCK & CO INC | 0 | 1,170,000 | 1,170,000 | 0.09% | $1.14M |
| FN FA3846 | 0 | 1,345,415 | 1,345,415 | 0.08% | $1.11M |
| 20260521/NOK/USD | 0 | 1 | 1 | 0.08% | $1.10M |
| AMAZON.COM INC | 0 | 1,094,000 | 1,094,000 | 0.08% | $1.10M |
| Freddie Mac Pool | 0 | 1,059,506 | 1,059,506 | 0.08% | $1.07M |
| AMZN 3.7 03/16/35 | 0 | 934,000 | 934,000 | 0.08% | $1.07M |
| Uniform Mortgage-Backed Securities | 0 | 1,176,788 | 1,176,788 | 0.08% | $1.05M |
| 20260422/MXN/USD | 0 | 1 | 1 | 0.08% | $1.05M |
| BUNDESREPUB. DEUTSCHLAND /EUR/ REGD REG S 2.90000000 | 0 | 989,000 | 989,000 | 0.08% | $1.02M |
| 20260521/USD/GBP | 0 | 1 | 1 | 0.08% | $1.02M |
| 20260521/USD/JPY | 0 | 1 | 1 | 0.08% | $1.01M |
| 20260521/EUR/USD | 0 | 1 | 1 | 0.08% | $991.91K |
| KOREA TREASURY BOND /KRW/ REGD SER 3512 3.25000000 | 0 | 1,600,000,000 | 1,600,000,000 | 0.08% | $991.44K |
| INTNED V3.5 08/17/36 EMTN | 0 | 900,000 | 900,000 | 0.07% | $987.30K |
| 20260521/USD/EUR | 0 | 1 | 1 | 0.07% | $981.78K |
| 20260521/AUD/USD | 0 | 1 | 1 | 0.07% | $960.56K |
| 20260521/AUD/USD | 0 | 1 | 1 | 0.07% | $960.56K |
| 20260422/CNY/USD | 0 | 1 | 1 | 0.07% | $948.64K |
| ABIBB 3.875 05/19/38 EMTN | 0 | 840,000 | 840,000 | 0.07% | $943.41K |
| FR RB5350 | 0 | 896,261 | 896,261 | 0.07% | $905.86K |
| MELLON BANK | 0 | 1 | 1 | 0.07% | $897.68K |
| MELLON BANK | 0 | 1 | 1 | 0.07% | $893.55K |
| 20260521/USD/EUR | 0 | 1 | 1 | 0.07% | $892.77K |
| Uniform Mortgage-Backed Securities | 0 | 1,092,970 | 1,092,970 | 0.07% | $887.49K |
| AMZN 4.05 03/16/39 | 0 | 770,000 | 770,000 | 0.07% | $873.52K |
| 20260521/AUD/USD | 0 | 1 | 1 | 0.07% | $872.98K |
| 20260505/BRL/USD | 0 | 1 | 1 | 0.07% | $861.16K |
| 20260521/USD/CAD | 0 | 1 | 1 | 0.07% | $860.16K |
| 20260521/GBP/USD | 0 | 1 | 1 | 0.06% | $853.95K |
| BGB 3.4 06/22/36 106 | 0 | 740,000 | 740,000 | 0.06% | $839.20K |
| QUEENSLAND TREASURY CORP /AUD/ REGD 5.00000000 | 0 | 1,279,000 | 1,279,000 | 0.06% | $826.09K |
| 20260521/NOK/USD | 0 | 1 | 1 | 0.06% | $810.96K |
| CITIGROUP GLOBAL MARKETS | 0 | 1 | 1 | 0.06% | $803.89K |
| SUMIBK V3.686 10/06/36 EMTN | 0 | 720,000 | 720,000 | 0.06% | $802.04K |
| BANCO SANTANDER SA REGD 5.12700000 | 0 | 800,000 | 800,000 | 0.06% | $779.90K |
| 20260521/USD/EUR | 0 | 1 | 1 | 0.06% | $777.31K |
| Uniform Mortgage-Backed Securities | 0 | 817,087 | 817,087 | 0.06% | $776.48K |
| MELLON BANK | 0 | 1 | 1 | 0.06% | $775.36K |
| 20260521/EUR/USD | 0 | 1 | 1 | 0.06% | $772.90K |
| MELLON BANK | 0 | 1 | 1 | 0.06% | $772.37K |
| MELLON BANK | 0 | 1 | 1 | 0.06% | $772.19K |
| Federal National Mortgage Association | 0 | 858,429 | 858,429 | 0.06% | $771.78K |
| 20260521/EUR/USD | 0 | 1 | 1 | 0.05% | $721.91K |
| HSBC V3.911 05/13/34 EMTN | 0 | 630,000 | 630,000 | 0.05% | $720.34K |
| VOD V4.625 09/12/55 EMTN | 0 | 640,000 | 640,000 | 0.05% | $711.24K |
| ORACLE CORP | 0 | 730,000 | 730,000 | 0.05% | $701.89K |
| FLUXBB 4 11/28/30 . | 0 | 600,000 | 600,000 | 0.05% | $696.07K |
| 20260521/EUR/CAD | 0 | 1 | 1 | 0.05% | $687.75K |
| FN FS7743 | 0 | 676,184 | 676,184 | 0.05% | $686.97K |
| 20260521/USD/NOK | 0 | 1 | 1 | 0.05% | $686.27K |
| PACIFIC GAS&ELEC | 0 | 694,000 | 694,000 | 0.05% | $676.39K |
| 20260521/JPY/USD | 0 | 1 | 1 | 0.05% | $667.13K |
| KPN 3.375 02/17/35 GMTN | 0 | 600,000 | 600,000 | 0.05% | $659.20K |
| 20260521/AUD/USD | 0 | 1 | 1 | 0.05% | $650.94K |
| 20260521/USD/CAD | 0 | 1 | 1 | 0.05% | $647.52K |
| 20260521/USD/EUR | 0 | 1 | 1 | 0.05% | $644.50K |
| INDOGB 8.375 03/15/34 FR68 | 0 | 10,000,000,000 | 10,000,000,000 | 0.05% | $640.96K |
| BARCLAYS PLC /EUR/ REGD V/R REG S 3.94100000 | 0 | 560,000 | 560,000 | 0.05% | $629.08K |
| FR RB5255 | 0 | 613,244 | 613,244 | 0.05% | $621.88K |
| LONG GILT | 0 | -109 | -109 | 0.05% | $620.62K |
| CABKSM V5.125 07/19/34 EMTN | 0 | 500,000 | 500,000 | 0.05% | $620.26K |
| 20260521/USD/GBP | 0 | 1 | 1 | 0.05% | $619.35K |
| 20260521/USD/NOK | 0 | 1 | 1 | 0.05% | $619.28K |
| FN FA4350 | 0 | 623,458 | 623,458 | 0.05% | $616.92K |
| 20260521/GBP/USD | 0 | 1 | 1 | 0.05% | $616.71K |
| 20260521/CHF/USD | 0 | 1 | 1 | 0.05% | $616.42K |
| CDTFIN 3.75 04/16/33 EMTN | 0 | 540,000 | 540,000 | 0.05% | $612.96K |
| 20260521/USD/CHF | 0 | 1 | 1 | 0.05% | $612.14K |
| NATIONAL GRID NA INC /EUR/ REGD REG S EMTN 4.66800000 | 0 | 501,000 | 501,000 | 0.05% | $603.53K |
| 20260521/SEK/USD | 0 | 1 | 1 | 0.05% | $601.92K |
| EUREX, EURO-OAT, JUN26, PHYSICAL, FIXED INCOME FUTURES | 0 | -176 | -176 | 0.05% | $598.05K |
| GA Global Funding Trust | 0 | 550,000 | 550,000 | 0.05% | $597.10K |
| 20260521/USD/CAD | 0 | 1 | 1 | 0.04% | $590.85K |
| CANADIAN IMPERIAL BANK OF COMM JR SUBORDINA 07/86 VAR | 0 | 600,000 | 600,000 | 0.04% | $586.48K |
| Western Alliance Bank 6.54 11/15/2035 | 0 | 590,000 | 590,000 | 0.04% | $577.86K |
| NEE V4.75 02/26/56 | 0 | 518,000 | 518,000 | 0.04% | $576.66K |
| 20260521/USD/AUD | 0 | 1 | 1 | 0.04% | $573.56K |
| BPCEGP V4 01/20/34 EMTN | 0 | 500,000 | 500,000 | 0.04% | $571.77K |
| BANCO SANTANDER SA /EUR/ REGD REG S EMTN 3.50000000 | 0 | 500,000 | 500,000 | 0.04% | $566.54K |
| APOLLO DEBT SOLU | 0 | 580,000 | 580,000 | 0.04% | $565.81K |
| 20260521/USD/CAD | 0 | 1 | 1 | 0.04% | $563.23K |
| 20260422/MXN/USD | 0 | 1 | 1 | 0.04% | $561.77K |
| INFLN 3.25 10/23/30 EMTN | 0 | 500,000 | 500,000 | 0.04% | $560.55K |
| 20260422/CNY/USD | 0 | 1 | 1 | 0.04% | $555.46K |
| VERTIV HLDNG CO | 0 | 570,000 | 570,000 | 0.04% | $547.91K |
| 20260423/ILS/USD | 0 | 1 | 1 | 0.04% | $544.40K |
| AMAZON.COM INC | 0 | 543,000 | 543,000 | 0.04% | $542.56K |
| POLGB 5 10/25/34 1034 | 0 | 2,100,000 | 2,100,000 | 0.04% | $538.02K |
| BARCLAYS BANK INTL | 0 | 1 | 1 | 0.04% | $536.21K |
| 20260521/USD/EUR | 0 | 1 | 1 | 0.04% | $528.40K |
| MNDILN 3.75 05/18/33 EMTN | 0 | 470,000 | 470,000 | 0.04% | $526.41K |
| FR SL4475 | 0 | 630,000 | 630,000 | 0.04% | $508.72K |
| ORACLE CORP | 0 | 550,000 | 550,000 | 0.04% | $505.63K |
| HUNTINGTON BANCS | 0 | 510,000 | 510,000 | 0.04% | $497.71K |
| 20260521/CAD/USD | 0 | 1 | 1 | 0.04% | $483.41K |
| CHILE 3.8 07/01/35 | 0 | 424,282 | 424,282 | 0.04% | $477.12K |
| MELLON BANK | 0 | 1 | 1 | 0.04% | $471.51K |
| 20260521/AUD/USD | 0 | 1 | 1 | 0.04% | $468.21K |
| VW V5.994 PERP . | 0 | 400,000 | 400,000 | 0.04% | $462.11K |
| 20260521/AUD/USD | 0 | 1 | 1 | 0.04% | $462.00K |
| BANQUE FED CRED MUTUEL /EUR/ REGD REG S EMTN 3.75000000 | 0 | 400,000 | 400,000 | 0.03% | $456.86K |
| DB V3 06/16/29 EMTN | 0 | 400,000 | 400,000 | 0.03% | $456.07K |
| 20260521/USD/SEK | 0 | 1 | 1 | 0.03% | $454.16K |
| MELLON BANK | 0 | 1 | 1 | 0.03% | $450.59K |
| 20260521/USD/SEK | 0 | 1 | 1 | 0.03% | $449.28K |
| BLACKSTONE PRIVA | 0 | 453,000 | 453,000 | 0.03% | $447.46K |
| 20260521/SEK/USD | 0 | 1 | 1 | 0.03% | $446.83K |
| AKEFP 3.5 09/09/33 EMTN | 0 | 400,000 | 400,000 | 0.03% | $442.65K |
| MELLON BANK | 0 | 1 | 1 | 0.03% | $440.09K |
| 20260521/USD/CHF | 0 | 1 | 1 | 0.03% | $434.64K |
| 20260521/AUD/USD | 0 | 1 | 1 | 0.03% | $425.84K |
| PG&E CORP SUB (H) 7.375% 03-15-55/30 | 0 | 420,000 | 420,000 | 0.03% | $422.69K |
| 20260521/USD/CAD | 0 | 1 | 1 | 0.03% | $421.62K |
| ANGOL 9.875 03/31/37 144A | 0 | 420,000 | 420,000 | 0.03% | $415.06K |
| 20260521/USD/EUR | 0 | 1 | 1 | 0.03% | $413.93K |
| 20260521/USD/NZD | 0 | 1 | 1 | 0.03% | $407.67K |
| ONCRTX 3.625 06/15/34 REGS | 0 | 360,000 | 360,000 | 0.03% | $405.88K |
| BARCLAYS BANK INTL | 0 | 1 | 1 | 0.03% | $404.53K |
| STATE STREET BANK | 0 | 1 | 1 | 0.03% | $403.43K |
| 20260521/USD/CAD | 0 | 1 | 1 | 0.03% | $401.61K |
| 20260521/NZD/USD | 0 | 1 | 1 | 0.03% | $398.92K |
| 20260521/NZD/USD | 0 | 1 | 1 | 0.03% | $398.92K |
| US T-BOND ULTRA | 0 | -154 | -154 | 0.03% | $394.42K |
| BHI 4.737 03/11/46 | 0 | 344,000 | 344,000 | 0.03% | $392.85K |
| BLACKSTONE PRIVA | 0 | 402,000 | 402,000 | 0.03% | $381.83K |
| NWGLN 5.5 10/02/37 EMTN | 0 | 310,000 | 310,000 | 0.03% | $378.12K |
| 20260422/MXN/USD | 0 | 1 | 1 | 0.03% | $377.15K |
| BELGIUM KINGDOM /EUR/ REGD SER 101 3.50000000 | 0 | 374,000 | 374,000 | 0.03% | $371.89K |
| BHI 4.193 03/11/38 | 0 | 318,000 | 318,000 | 0.03% | $361.71K |
| SRTGR 4.5 09/14/32 | 0 | 300,000 | 300,000 | 0.03% | $354.97K |
| 20260521/USD/NOK | 0 | 1 | 1 | 0.03% | $342.49K |
| NETHERLANDS GOVERNMENT /EUR/ REGD 4.00000000 | 0 | 275,000 | 275,000 | 0.03% | $340.77K |
| 20260521/USD/NOK | 0 | 1 | 1 | 0.03% | $340.34K |
| WERFEN 3.625 02/12/32 EMTn | 0 | 300,000 | 300,000 | 0.03% | $340.05K |
| EUREX, EURO-BUND, JUN26, PHYSICAL, FIXED INCOME FUTURES | 0 | -238 | -238 | 0.03% | $339.44K |
| 20260521/USD/AUD | 0 | 1 | 1 | 0.03% | $337.85K |
| 20260521/USD/NOK | 0 | 1 | 1 | 0.03% | $337.58K |
| 20260521/SEK/USD | 0 | 1 | 1 | 0.03% | $334.33K |
| BHI 3.812 03/11/34 | 0 | 291,000 | 291,000 | 0.03% | $332.12K |
| ARES CAPITAL COR | 0 | 335,000 | 335,000 | 0.03% | $330.52K |
| 20260521/USD/NOK | 0 | 1 | 1 | 0.03% | $329.92K |
| ARES CAPITAL COR | 0 | 335,000 | 335,000 | 0.02% | $329.03K |
| VERTIV HLDNG CO | 0 | 340,000 | 340,000 | 0.02% | $325.42K |
| UNITED MEXICAN | 0 | 335,000 | 335,000 | 0.02% | $324.11K |
| BROWN & BROWN | 0 | 310,000 | 310,000 | 0.02% | $309.59K |
| FN FM7048 | 0 | 330,955 | 330,955 | 0.02% | $308.43K |
| BROWN & BROWN | 0 | 300,000 | 300,000 | 0.02% | $302.55K |
| 20260521/USD/NOK | 0 | 1 | 1 | 0.02% | $299.28K |
| MELLON BANK | 0 | 1 | 1 | 0.02% | $294.38K |
| BACR V4.347 05/08/35 | 0 | 250,000 | 250,000 | 0.02% | $290.35K |
| 20260521/NOK/USD | 0 | 1 | 1 | 0.02% | $286.72K |
| PRYIM V5.25 PERP . | 0 | 240,000 | 240,000 | 0.02% | $281.65K |
| 20260521/AUD/USD | 0 | 1 | 1 | 0.02% | $279.27K |
| UNITED MEXICAN | 0 | 286,000 | 286,000 | 0.02% | $278.71K |
| MORGAN STANLEY | 0 | 1 | 1 | 0.02% | $277.20K |
| 20260521/NZD/USD | 0 | 1 | 1 | 0.02% | $274.31K |
| 20260422/CNY/USD | 0 | 1 | 1 | 0.02% | $271.86K |
| 20260521/USD/NZD | 0 | 1 | 1 | 0.02% | $268.49K |
| 20260521/MXN/USD | 0 | 1 | 1 | 0.02% | $260.00K |
| US T-NOTE ULTRA 10Y | 0 | -128 | -128 | 0.02% | $246.16K |
| 20260521/NZD/USD | 0 | 1 | 1 | 0.02% | $245.80K |
| 20260521/USD/EUR | 0 | 1 | 1 | 0.02% | $241.80K |
| VOWIBA V5.75 06/21/34 | 0 | 200,000 | 200,000 | 0.02% | $236.58K |
| 10-year JGB Trade Future JUN 2026 | 0 | -34 | -34 | 0.02% | $235.75K |
| 20260521/USD/SEK | 0 | 1 | 1 | 0.02% | $229.35K |
| 20260521/PLN/USD | 0 | 1 | 1 | 0.02% | $228.71K |
| 20260521/SEK/USD | 0 | 1 | 1 | 0.02% | $227.44K |
| 20260521/USD/CHF | 0 | 1 | 1 | 0.02% | $227.41K |
| EVERSOURCE ENERG | 0 | 230,000 | 230,000 | 0.02% | $227.16K |
| 20260521/CHF/USD | 0 | 1 | 1 | 0.02% | $226.42K |
| BPCEGP V3.625 10/01/33 EMTN | 0 | 200,000 | 200,000 | 0.02% | $224.60K |
| 20260521/EUR/USD | 0 | 1 | 1 | 0.02% | $219.01K |
| 20260521/USD/EUR | 0 | 1 | 1 | 0.02% | $215.01K |
| BROWN & BROWN | 0 | 210,000 | 210,000 | 0.02% | $209.42K |
| 20260521/SEK/USD | 0 | 1 | 1 | 0.02% | $209.01K |
| SPIRE INC | 0 | 205,000 | 205,000 | 0.02% | $202.71K |
| 20260521/JPY/USD | 0 | 1 | 1 | 0.02% | $199.46K |
| 20260521/USD/JPY | 0 | 1 | 1 | 0.02% | $199.04K |
| MELLON BANK | 0 | 1 | 1 | 0.01% | $187.95K |
| MELLON BANK | 0 | 1 | 1 | 0.01% | $175.01K |
| STORE CAPITA | 0 | 150,000 | 150,000 | 0.01% | $150.69K |
| 20260521/EUR/USD | 0 | 1 | 1 | 0.01% | $150.64K |
| MELLON BANK | 0 | 1 | 1 | 0.01% | $131.26K |
| 20260423/ILS/USD | 0 | 1 | 1 | 0.01% | $129.82K |
| BANK OF AMERICA | 0 | 1 | 1 | 0.01% | $127.37K |
| 20260521/USD/EUR | 0 | 1 | 1 | 0.01% | $125.86K |
| TORONTO DOMINION BANK | 0 | 1 | 1 | 0.01% | $125.25K |
| 20260505/BRL/USD | 0 | 1 | 1 | 0.01% | $121.68K |
| EVERSOURCE ENERG | 0 | 117,000 | 117,000 | 0.01% | $115.42K |
| VRLAFP 4.375 11/14/33 | 0 | 100,000 | 100,000 | 0.01% | $111.10K |
| MORGAN STANLEY | 0 | 1 | 1 | 0.01% | $98.11K |
| 20260521/CHF/USD | 0 | 1 | 1 | 0.01% | $98.08K |
| 20260521/USD/NOK | 0 | 1 | 1 | 0.01% | $95.52K |
| EUREX, LONG-TERM EURO-BTP, JUN26, PHYSICAL, FIXED INCOME FUTURES | 0 | -6 | -6 | 0.01% | $84.90K |
| CITIGROUP GLOBAL MARKETS | 0 | 1 | 1 | 0.01% | $82.05K |
| CITIGROUP GLOBAL MARKETS | 0 | 1 | 1 | 0.01% | $70.50K |
| 20260422/MXN/USD | 0 | 1 | 1 | 0.01% | $68.71K |
| CDX SWAPTIONS | 0 | 23,500,000 | 23,500,000 | 0.00% | $64.66K |
| 20260521/USD/CAD | 0 | 1 | 1 | 0.00% | $61.25K |
| CDX SWAPTIONS | 0 | 33,700,000 | 33,700,000 | 0.00% | $52.07K |
| 20260521/USD/AUD | 0 | 1 | 1 | 0.00% | $39.66K |
| CDX SWAPTIONS | 0 | 20,525,000 | 20,525,000 | 0.00% | $33.91K |
| STATE STREET BANK | 0 | 1 | 1 | 0.00% | $26.53K |
| CDX SWAPTIONS | 0 | 23,500,000 | 23,500,000 | 0.00% | $23.90K |
| CDX SWAPTIONS | 0 | 23,500,000 | 23,500,000 | 0.00% | $22.34K |
| CDX SWAPTIONS | 0 | 23,500,000 | 23,500,000 | 0.00% | $22.34K |
| US T-NOTE 2YR | 0 | -38 | -38 | 0.00% | $21.47K |
| FGBX Jun 2026 | 0 | 24 | 24 | 0.00% | $12.22K |
| 20260521/GBP/USD | 0 | 1 | 1 | 0.00% | $3.62K |
| 20260521/USD/GBP | 0 | 1 | 1 | 0.00% | $865 |
| 20260521/USD/EUR | 0 | 1 | 1 | 0.00% | $267 |
| CDX SWAPTIONS | 0 | -17,000,000 | -17,000,000 | 0.00% | -$7 |
| CDX SWAPTIONS | 0 | -17,050,000 | -17,050,000 | 0.00% | -$7 |
| CDX SWAPTIONS | 0 | -11,900,000 | -11,900,000 | 0.00% | -$418 |
Top 300 of 325, by weight.
| Security | Shares Dec 2025 | Shares Mar 2026 | Δ shares | End % | Δ value |
|---|---|---|---|---|---|
| FNCL 5.5 1/26 | 23,170,000 | 0 | -23,170,000 | 0.00% | -$23.49M |
| US TREASURY N/B | 12,500,000 | 0 | -12,500,000 | 0.00% | -$12.56M |
| BARCLAYS BANK INTL | 1 | 0 | -1 | 0.00% | -$9.14M |
| BARCLAYS BANK INTL | 1 | 0 | -1 | 0.00% | -$9.05M |
| BUONI POLIENNALI DEL TES /EUR/ REGD REG S SER 10Y 4.40000000 | 5,250,000 | 0 | -5,250,000 | 0.00% | -$6.67M |
| BARCLAYS BANK INTL | 1 | 0 | -1 | 0.00% | -$6.61M |
| BANK OF AMERICA | 1 | 0 | -1 | 0.00% | -$6.32M |
| BARCLAYS BANK INTL | 1 | 0 | -1 | 0.00% | -$6.27M |
| FNCL 3 1/26 | 6,290,000 | 0 | -6,290,000 | 0.00% | -$5.56M |
| G2SF 5 1/26 | 5,220,000 | 0 | -5,220,000 | 0.00% | -$5.21M |
| US TREASURY N/B | 5,300,000 | 0 | -5,300,000 | 0.00% | -$5.20M |
| DBR 2.4 11/15/30 | 4,211,000 | 0 | -4,211,000 | 0.00% | -$4.94M |
| FNCL 2 1/26 | 6,100,000 | 0 | -6,100,000 | 0.00% | -$4.93M |
| BNTNF 10 01/01/33 NTNF | 28,560 | 0 | -28,560 | 0.00% | -$4.39M |
| BNP PARIBAS | 1 | 0 | -1 | 0.00% | -$4.35M |
| TITULOS DE TESORERIA /COP/ REGD SER B 11.00000000 | 16,947,300,352 | 0 | -16,947,300,352 | 0.00% | -$4.23M |
| BARCLAYS BANK INTL | 1 | 0 | -1 | 0.00% | -$4.20M |
| UNITED KINGDOM GILT /GBP/ REGD REG S 4.50000000 | 2,950,000 | 0 | -2,950,000 | 0.00% | -$4.04M |
| DBR 0 02/15/32 | 3,870,000 | 0 | -3,870,000 | 0.00% | -$3.90M |
| TITULOS DE TESORERIA /COP/ REGD SER B 11.75000000 | 14,460,699,648 | 0 | -14,460,699,648 | 0.00% | -$3.57M |
| US TREASURY N/B | 3,400,000 | 0 | -3,400,000 | 0.00% | -$3.41M |
| COLTES 7 03/26/31 B | 15,896,999,936 | 0 | -15,896,999,936 | 0.00% | -$3.29M |
| Banco Santander SA | 1 | 0 | -1 | 0.00% | -$3.28M |
| DBR 0.25 02/15/29 | 2,916,000 | 0 | -2,916,000 | 0.00% | -$3.22M |
| FNCL 2.5 1/26 | 3,790,000 | 0 | -3,790,000 | 0.00% | -$3.20M |
| BANK OF AMERICA | 1 | 0 | -1 | 0.00% | -$3.14M |
| ROMANIA /EUR/ REGD REG S EMTN 6.37500000 | 2,470,000 | 0 | -2,470,000 | 0.00% | -$3.12M |
| SGROLN 1.25 03/23/26 EMTN | 2,500,000 | 0 | -2,500,000 | 0.00% | -$2.93M |
| BARCLAYS BANK INTL | 1 | 0 | -1 | 0.00% | -$2.88M |
| UMBS, 30 Year | 3,298,142 | 0 | -3,298,142 | 0.00% | -$2.86M |
| US TREASURY N/B | 2,800,000 | 0 | -2,800,000 | 0.00% | -$2.75M |
| DBR 0.5 02/15/28 | 2,410,000 | 0 | -2,410,000 | 0.00% | -$2.74M |
| BANK OF AMERICA | 1 | 0 | -1 | 0.00% | -$2.72M |
| PEMEX 4.75 02/26/29 | 2,296,000 | 0 | -2,296,000 | 0.00% | -$2.71M |
| FNCL 6 1/26 | 2,620,000 | 0 | -2,620,000 | 0.00% | -$2.69M |
| AUSTRALIAN GOVERNMENT /AUD/ REGD SER 162 1.75000000 | 7,785,000 | 0 | -7,785,000 | 0.00% | -$2.66M |
| SAGB 8.875 02/28/35 2035 | 38,160,001 | 0 | -38,160,001 | 0.00% | -$2.40M |
| BANK OF AMERICA | 1 | 0 | -1 | 0.00% | -$2.36M |
| UNITED KINGDOM GILT /GBP/ REGD REG S 0.87500000 | 3,629,281 | 0 | -3,629,281 | 0.00% | -$2.31M |
| JGB 2.3 12/20/54 85 | 447,600,000 | 0 | -447,600,000 | 0.00% | -$2.29M |
| FR RA8715 | 2,241,674 | 0 | -2,241,674 | 0.00% | -$2.25M |
| SPGB 4 10/31/54 | 1,940,000 | 0 | -1,940,000 | 0.00% | -$2.23M |
| BANK OF AMERICA | 1 | 0 | -1 | 0.00% | -$2.22M |
| US TREASURY N/B | 2,200,000 | 0 | -2,200,000 | 0.00% | -$2.22M |
| UNITED KINGDOM GILT /GBP/ REGD REG S 3.25000000 | 1,750,000 | 0 | -1,750,000 | 0.00% | -$2.22M |
| BARCLAYS BANK INTL | 1 | 0 | -1 | 0.00% | -$2.17M |
| G2 MA8347 | 2,159,100 | 0 | -2,159,100 | 0.00% | -$2.12M |
| FN CA6051 | 2,318,521 | 0 | -2,318,521 | 0.00% | -$2.10M |
| US TREASURY N/B | 2,000,000 | 0 | -2,000,000 | 0.00% | -$2.05M |
| G2SF 3.5 1/26 | 2,210,000 | 0 | -2,210,000 | 0.00% | -$2.01M |
| Government of Canada | 2,778,000 | 0 | -2,778,000 | 0.00% | -$2.00M |
| UNITED KINGDOM GILT /GBP/ REGD REG S 4.25000000 | 1,475,000 | 0 | -1,475,000 | 0.00% | -$1.96M |
| EUROPEAN UNION MTN 3.000000% 12/04/2034 | 1,666,000 | 0 | -1,666,000 | 0.00% | -$1.95M |
| BANK OF AMERICA | 1 | 0 | -1 | 0.00% | -$1.94M |
| UMBS | 1,925,877 | 0 | -1,925,877 | 0.00% | -$1.93M |
| OBL 2.4 10/19/28 188 | 1,600,000 | 0 | -1,600,000 | 0.00% | -$1.89M |
| US TREASURY N/B | 1,650,000 | 0 | -1,650,000 | 0.00% | -$1.67M |
| CANADIAN GOVERNMENT BONDS 09/28 3.25 | 2,150,000 | 0 | -2,150,000 | 0.00% | -$1.59M |
| BANK OF NOVA SCOTIA | 1 | 0 | -1 | 0.00% | -$1.58M |
| BANK OF AMERICA | 1 | 0 | -1 | 0.00% | -$1.56M |
| DBR 0 02/15/30 | 1,447,000 | 0 | -1,447,000 | 0.00% | -$1.55M |
| MGS 4.642 11/07/33 0318 | 5,810,000 | 0 | -5,810,000 | 0.00% | -$1.54M |
| Mexican Bonos | 26,760,000 | 0 | -26,760,000 | 0.00% | -$1.50M |
| BANK OF AMERICA | 1 | 0 | -1 | 0.00% | -$1.43M |
| FR SD1657 | 1,602,269 | 0 | -1,602,269 | 0.00% | -$1.38M |
| Fannie Mae Pool | 1,554,560 | 0 | -1,554,560 | 0.00% | -$1.34M |
| ROMANI 6.5 10/07/45 144A | 1,090,000 | 0 | -1,090,000 | 0.00% | -$1.28M |
| US TREASURY N/B | 1,275,000 | 0 | -1,275,000 | 0.00% | -$1.23M |
| Government National Mortgage Association, TBA | 1,430,000 | 0 | -1,430,000 | 0.00% | -$1.23M |
| UMBS | 1,178,709 | 0 | -1,178,709 | 0.00% | -$1.18M |
| FNCL UMBS 2.0 CB1186 07-01-51 | 1,419,274 | 0 | -1,419,274 | 0.00% | -$1.15M |
| BARCLAYS BANK INTL | 1 | 0 | -1 | 0.00% | -$1.10M |
| DBR 1.7 08/15/32 | 845,000 | 0 | -845,000 | 0.00% | -$939.85K |
| FN FS4165 | 1,066,494 | 0 | -1,066,494 | 0.00% | -$921.84K |
| MEX BONOS DESARR FIX RT /MXN/ REGD SER M 7.50000000 | 17,000,000 | 0 | -17,000,000 | 0.00% | -$878.03K |
| FN FS9562 | 815,646 | 0 | -815,646 | 0.00% | -$853.89K |
| SBA TOWER TRUST | 840,000 | 0 | -840,000 | 0.00% | -$839.06K |
| FR SD7526 | 964,397 | 0 | -964,397 | 0.00% | -$832.98K |
| BARCLAYS BANK INTL | 1 | 0 | -1 | 0.00% | -$826.97K |
| BARCLAYS BANK INTL | 1 | 0 | -1 | 0.00% | -$814.30K |
| INDONESIA GOVERNMENT /IDR/ REGD SER FR83 7.50000000 | 12,050,000,128 | 0 | -12,050,000,128 | 0.00% | -$788.77K |
| ISPIM V8.248 11/21/33 144A | 650,000 | 0 | -650,000 | 0.00% | -$767.37K |
| BPCEGP 4.5 01/13/33 EMtN | 600,000 | 0 | -600,000 | 0.00% | -$738.98K |
| BANK OF AMERICA | 1 | 0 | -1 | 0.00% | -$711.78K |
| BARCLAYS BANK INTL | 1 | 0 | -1 | 0.00% | -$711.04K |
| ISPIM V7.75 PERP | 580,000 | 0 | -580,000 | 0.00% | -$709.78K |
| CAPITAL ONE FINL | 560,000 | 0 | -560,000 | 0.00% | -$660.24K |
| REPUBLIC OF NIGERIA SR UNSECURED 144A 01/36 8.6308 | 600,000 | 0 | -600,000 | 0.00% | -$644.23K |
| NTT FINANCE CORP 144A 3.678000% 07/16/2033 | 505,000 | 0 | -505,000 | 0.00% | -$596.76K |
| EUROPEAN UNION /EUR/ REGD REG S EMTN SER UFA 3.37500000 | 572,384 | 0 | -572,384 | 0.00% | -$595.58K |
| ZIONS BANCORP | 557,000 | 0 | -557,000 | 0.00% | -$591.54K |
| UMBS | 641,285 | 0 | -641,285 | 0.00% | -$577.07K |
| BARCLAYS BANK INTL | 1 | 0 | -1 | 0.00% | -$575.95K |
| Tricon American Homes Trust, Series 2019-SFR1, Class A | 564,832 | 0 | -564,832 | 0.00% | -$562.55K |
| BARCLAYS BANK INTL | 1 | 0 | -1 | 0.00% | -$555.27K |
| ENBRIDGE INC SUBORDINATED 01/84 VAR | 480,000 | 0 | -480,000 | 0.00% | -$550.40K |
| BANK OF AMERICA | 1 | 0 | -1 | 0.00% | -$540.00K |
| DOW CHEMICAL CO | 590,000 | 0 | -590,000 | 0.00% | -$536.77K |
| BARCLAYS BANK INTL | 1 | 0 | -1 | 0.00% | -$497.19K |
| BARCLAYS BANK INTL | 1 | 0 | -1 | 0.00% | -$463.28K |
| SWEDISH GOVERNMENT /SEK/ REGD REG S SER 1066 2.25000000 | 4,400,000 | 0 | -4,400,000 | 0.00% | -$458.35K |
| REPSOL E+P CAP MARKETS COMPANY GUAR 144A 09/30 5.204 | 451,000 | 0 | -451,000 | 0.00% | -$457.38K |
| RWE FINANCE US LLC REGD 144A P/P 6.25000000 | 440,000 | 0 | -440,000 | 0.00% | -$451.54K |
| BARCLAYS BANK INTL | 1 | 0 | -1 | 0.00% | -$449.81K |
| META PLATFORMS | 450,000 | 0 | -450,000 | 0.00% | -$449.40K |
| BARCLAYS BANK INTL | 1 | 0 | -1 | 0.00% | -$444.90K |
| BARCLAYS BANK INTL | 1 | 0 | -1 | 0.00% | -$443.34K |
| AES CORP/THE | 430,000 | 0 | -430,000 | 0.00% | -$440.96K |
| BARCLAYS BANK INTL | 1 | 0 | -1 | 0.00% | -$430.67K |
| BARCLAYS BANK INTL | 1 | 0 | -1 | 0.00% | -$426.18K |
| Ginnie Mae II Pool | 441,653 | 0 | -441,653 | 0.00% | -$420.84K |
| FR RA6135 | 484,189 | 0 | -484,189 | 0.00% | -$416.72K |
| BARCLAYS BANK INTL | 1 | 0 | -1 | 0.00% | -$410.00K |
| BARCLAYS BANK INTL | 1 | 0 | -1 | 0.00% | -$396.99K |
| BARCLAYS BANK INTL | 1 | 0 | -1 | 0.00% | -$382.97K |
| Ginnie Mae II Pool | 386,665 | 0 | -386,665 | 0.00% | -$379.58K |
| RCV 5.00 PAY 100.00 12/20/2030 | 0 | 0 | 0 | 0.00% | -$364.82K |
| KROGER CO | 379,000 | 0 | -379,000 | 0.00% | -$361.53K |
| 10-year JGB Trade Future MAR 2026 | -50 | 0 | 50 | 0.00% | -$333.45K |
| ATOSTR 2 01/15/30 | 292,000 | 0 | -292,000 | 0.00% | -$327.82K |
| MRK 3.5 05/30/37 | 266,000 | 0 | -266,000 | 0.00% | -$306.63K |
| BNP PARIBAS | 330,000 | 0 | -330,000 | 0.00% | -$301.26K |
| FGBL Mar 2026 | -65 | 0 | 65 | 0.00% | -$298.40K |
| MS V3.521 05/22/31 . | 240,000 | 0 | -240,000 | 0.00% | -$285.14K |
| ROMANIA /EUR/ REGD REG S EMTN 3.37500000 | 298,000 | 0 | -298,000 | 0.00% | -$274.32K |
| BANK OF AMERICA | 1 | 0 | -1 | 0.00% | -$262.58K |
| BANK OF AMERICA | 1 | 0 | -1 | 0.00% | -$262.54K |
| BANK OF AMERICA | 1 | 0 | -1 | 0.00% | -$262.31K |
| Raizen Fuels Finance S.A. 6.45%, Due 03/05/2034 | 320,000 | 0 | -320,000 | 0.00% | -$261.00K |
| FMC CORP | 280,000 | 0 | -280,000 | 0.00% | -$245.43K |
| BARCLAYS BANK INTL | 1 | 0 | -1 | 0.00% | -$204.16K |
| PFIZER INVSTMNT | 215,000 | 0 | -215,000 | 0.00% | -$203.58K |
| VLTO 4.15 09/19/31 | 163,000 | 0 | -163,000 | 0.00% | -$198.84K |
| BARCLAYS BANK INTL | 1 | 0 | -1 | 0.00% | -$194.49K |
| US T-BOND ULTRA | -135 | 0 | 135 | 0.00% | -$177.24K |
| NBNAUS 4.375 03/15/33 GMTN | 139,000 | 0 | -139,000 | 0.00% | -$173.27K |
| BARCLAYS BANK INTL | 1 | 0 | -1 | 0.00% | -$161.43K |
| STACK INFRASTRUCTURE ISSUER LLC SER 2023-1A CL A2 REGD 144A P/P 5.90000000 | 156,000 | 0 | -156,000 | 0.00% | -$156.37K |
| CHARTER COMM OPT | 163,000 | 0 | -163,000 | 0.00% | -$156.28K |
| STORE CAPITA | 150,000 | 0 | -150,000 | 0.00% | -$152.79K |
| US T-NOTE ULTRA 10Y | -236 | 0 | 236 | 0.00% | -$117.69K |
| UMBS, 30 Year | 131,140 | 0 | -131,140 | 0.00% | -$117.37K |
| R Tot Ret PAY EUR3M 03/20/2026 | 3,800,000 | 0 | -3,800,000 | 0.00% | -$72.09K |
| DEUTSCHE BAHN AG /EUR/ REGD REG S EMTN 0.62500000 | 120,000 | 0 | -120,000 | 0.00% | -$64.33K |
| BARCLAYS BANK INTL | 1 | 0 | -1 | 0.00% | -$63.72K |
| R Tot Ret PAY EUR3M 03/20/2026 | 3,700,000 | 0 | -3,700,000 | 0.00% | -$44.76K |
| FOAT Mar 2026 | -72 | 0 | 72 | 0.00% | -$29.22K |
| FGBX Mar 2026 | 7 | 0 | -7 | 0.00% | -$15.76K |
| R Tot Ret PAY EUR3M 03/20/2026 | 1,250,000 | 0 | -1,250,000 | 0.00% | -$6.81K |
| ASX 10 Year Treasury Bond Futures | 216 | 0 | -216 | 0.00% | -$5.59K |
| R Tot Ret PAY EUR3M 03/20/2026 | 600,000 | 0 | -600,000 | 0.00% | -$4.03K |
| CDX SWAPTIONS | 21,700,000 | 0 | -21,700,000 | 0.00% | -$3.35K |
| ASX 3 Year Treasury Bond Futures | 16 | 0 | -16 | 0.00% | -$214 |
| CDX SWAPTIONS | -31,100,000 | 0 | 31,100,000 | 0.00% | $5.01K |
| US T-NOTE 10YR | -73 | 0 | 73 | 0.00% | $5.72K |
| US T-NOTE 5YR | 201 | 0 | -201 | 0.00% | $12.40K |
| Three Month SONIA - ICEU - Dec26 | 240 | 0 | -240 | 0.00% | $13.29K |
| S&P/TSX Capped Information Technology Index Futures,Mar-2026,Composite | 125 | 0 | -125 | 0.00% | $13.73K |
| US T-NOTE 2YR | 33 | 0 | -33 | 0.00% | $14.41K |
| FGBM Mar 2026 | 55 | 0 | -55 | 0.00% | $22.59K |
| CANADIAN 10YR BOND FUTURES | 41 | 0 | -41 | 0.00% | $30.96K |
| FBTP Mar 2026 | -14 | 0 | 14 | 0.00% | $36.78K |
| US T-BOND 30YR | 62 | 0 | -62 | 0.00% | $37.25K |
| LONG GILT | -10 | 0 | 10 | 0.00% | $168.36K |
| Security | Shares Dec 2025 | Shares Mar 2026 | Δ shares | End % | Δ value |
|---|---|---|---|---|---|
| TITULOS DE TESORERIA /COP/ REGD SER B 13.25000000 | 28,336,000,256 | 41,746,099,456 | 13,410,099,200 | 0.85% | $3.63M |
| JGB 2.2 03/20/64 17 | 1,637,749,952 | 2,298,449,984 | 660,700,032 | 0.76% | $2.36M |
| BUONI POLIENNALI DEL TES /EUR/ REGD SER 30Y 4.30000000 | 6,185,000 | 8,335,000 | 2,150,000 | 0.70% | $2.04M |
| US TREASURY N/B | 7,409,700 | 7,889,700 | 480,000 | 0.60% | $397.16K |
| US TREASURY N/B | 6,420,000 | 7,720,000 | 1,300,000 | 0.58% | $1.23M |
| UNITED KINGDOM GILT /GBP/ REGD REG S 4.37500000 | 4,875,000 | 6,675,000 | 1,800,000 | 0.56% | $1.60M |
| CHINA GOVERNMENT BOND /CNY/ REGD SER INBK 1.92000000 | 35,830,000 | 39,830,000 | 4,000,000 | 0.40% | $521.06K |
| PETROLEOS MEXICANOS SR UNSEC SF 6.7% 02-16-32 | 3,333,000 | 3,543,000 | 210,000 | 0.26% | $143.36K |
| US TREASURY N/B | 5,008,000 | 5,438,000 | 430,000 | 0.26% | $247.98K |
| CHINA GOVERNMENT BOND /CNY/ REGD SER INBK 3.73000000 | 3,600,000 | 15,000,000 | 11,400,000 | 0.22% | $2.19M |
| SPGB 3.45 10/31/34 | 1,440,000 | 2,440,000 | 1,000,000 | 0.22% | $1.11M |
| US TREASURY N/B | 1,770,000 | 2,390,000 | 620,000 | 0.17% | $560.57K |
| ICEGB 6.5 02/15/38 | 220,746,561 | 277,746,561 | 57,000,000 | 0.16% | $396.55K |
| US TREASURY N/B | 3,590,000 | 4,350,000 | 760,000 | 0.16% | $345.95K |
| THAILAND GOVERNMENT BOND /THB/ REGD 2.00000000 | 22,850,000 | 62,850,000 | 40,000,000 | 0.15% | $1.18M |
| REPUBLIC OF AUSTRIA /EUR/ REGD 2.90000000 | 1,100,000 | 1,650,000 | 550,000 | 0.14% | $589.38K |
| ROMANIA /EUR/ REGD REG S 2.62500000 | 1,619,000 | 2,019,000 | 400,000 | 0.11% | $208.56K |
| HYPER 2025-1A A2 | 907,000 | 1,490,000 | 583,000 | 0.11% | $551.89K |
| WINTERSHALL DEA FIN 2BV /EUR/ REGD V/R /PERP/ REG S SER NC8 3.00000000 | 800,000 | 1,300,000 | 500,000 | 0.11% | $530.65K |
| THAILAND GOVERNMENT BOND /THB/ REGD 2.41000000 | 43,000,000 | 44,980,000 | 1,980,000 | 0.11% | -$70.01K |
| KTB 3.25 03/10/53 5303 | 857,000,000 | 1,847,000,000 | 990,000,000 | 0.08% | $492.15K |
| Kingdom of Belgium Government Bond | 750,000 | 1,050,000 | 300,000 | 0.08% | $275.00K |
| POLGB 6 10/25/33 1033 | 1,325,000 | 3,125,000 | 1,800,000 | 0.07% | $465.23K |
| AARB V5.625 12/12/34 EMTN | 100,000 | 700,000 | 600,000 | 0.06% | $701.99K |
| PGB 2.875 10/20/34 11Y | 500,000 | 550,000 | 50,000 | 0.05% | $37.27K |
| IRISH 2.6 10/18/34 | 450,000 | 550,000 | 100,000 | 0.05% | $99.19K |
| BUONI POLIENNALI DEL TES /EUR/ REGD SER 30Y 2.15000000 | 394,000 | 654,000 | 260,000 | 0.04% | $176.69K |
| Urad Vlady Ceske Republiky | 8,790,000 | 11,290,000 | 2,500,000 | 0.04% | $86.13K |
| RCV 5.00 PAY 100.00 12/20/2030 | -187,237 | 33,318 | 220,555 | 0.02% | $470.53K |
| USD/TWD FWD 20260114 DEUTGB2L | -475,834 | -237,433 | 238,401 | -0.02% | $249.82K |
| RCV 100.00 PAY 1.00 12/20/2030 | -86,175 | -54,011 | 32,164 | -0.03% | -$295.88K |
| Security | Shares Dec 2025 | Shares Mar 2026 | Δ shares | End % | Δ value |
|---|---|---|---|---|---|
| US TREASURY N/B | 40,992,000 | 34,292,000 | -6,700,000 | 2.60% | -$6.84M |
| US TREASURY N/B | 8,700,000 | 7,200,000 | -1,500,000 | 0.55% | -$1.58M |
| US TREASURY N/B | 7,900,000 | 7,300,000 | -600,000 | 0.54% | -$665.52K |
| JGB 2.2 06/20/54 83 | 896,600,016 | 866,600,016 | -30,000,000 | 0.31% | -$448.22K |
| FR SD4362 | 2,700,470 | 2,657,614 | -42,857 | 0.21% | -$63.36K |
| MEX BONOS DESARR FIX RT 8.000000% 02/21/2036 | 92,000,000 | 45,350,000 | -46,650,000 | 0.18% | -$2.41M |
| FN FS9412 | 2,281,238 | 2,236,148 | -45,090 | 0.17% | -$55.76K |
| FR SL3456 | 2,194,698 | 2,174,528 | -20,170 | 0.17% | -$39.48K |
| JGB 2.1 09/20/54 84 | 641,550,000 | 411,550,000 | -230,000,000 | 0.14% | -$1.27M |
| FN CB9205 | 1,688,263 | 1,661,721 | -26,542 | 0.13% | -$44.72K |
| FR SD6304 | 1,628,477 | 1,580,588 | -47,889 | 0.12% | -$57.38K |
| FN FA0447 | 1,367,156 | 1,231,053 | -136,102 | 0.10% | -$147.59K |
| UKPONE 3.837 06/11/37 EMTN | 1,209,000 | 1,109,000 | -100,000 | 0.09% | -$162.16K |
| UNITED KINGDOM GILT /GBP/ REGD REG S 1.25000000 | 2,850,000 | 2,210,000 | -640,000 | 0.09% | -$479.86K |
| ROMANIA /EUR/ REGD REG S EMTN 2.87500000 | 2,924,000 | 1,579,000 | -1,345,000 | 0.09% | -$1.13M |
| UMBS | 970,240 | 954,583 | -15,656 | 0.07% | -$19.69K |
| Dreyfus Instl Resv PFD GOVT INSTL | 1,012,077 | 751,191 | -260,886 | 0.06% | -$260.89K |
| Triton Container International 5.48%, Due 05/22/2034 | 758,419 | 742,050 | -16,369 | 0.06% | -$16.13K |
| NWGLN 6.375 10/28/34 EMTN | 859,000 | 549,000 | -310,000 | 0.06% | -$478.22K |
| Ford Auto Securitization Trust II Series 2022-A Asset-Backed Notes | 1,189,407 | 983,046 | -206,360 | 0.05% | -$165.44K |
| US TREASURY N/B | 4,200,000 | 700,000 | -3,500,000 | 0.05% | -$3.50M |
| CGB 1.61 02/15/35 INBK | 46,780,000 | 4,300,000 | -42,480,000 | 0.05% | -$5.94M |
| TMCL 2021-1A A 144A 1.68% 02-20-46 | 659,333 | 637,833 | -21,500 | 0.05% | -$21.25K |
| APTV 4.25 06/11/36 | 663,000 | 523,000 | -140,000 | 0.04% | -$186.98K |
| ONEMAIN FINL ISSUANCE TR 2020-2 1.75% 09/14/2035 144A | 748,399 | 582,940 | -165,459 | 0.04% | -$161.72K |
| OBX Trust, Series 2025-NQM18, Class A1 | 515,131 | 456,624 | -58,507 | 0.03% | -$61.39K |
| BMY 3.363 11/10/33 | 504,000 | 403,000 | -101,000 | 0.03% | -$133.35K |
| COLT Mortgage Loan Trust, Series 2023-4, Class A1 | 408,096 | 365,159 | -42,937 | 0.03% | -$45.37K |
| NRZT 2022-NQM1 A1 | 409,323 | 398,644 | -10,679 | 0.03% | -$6.18K |
| PFIZER INVSTMNT | 574,000 | 374,000 | -200,000 | 0.03% | -$199.45K |
| DEUTSCHE BAHN AG /EUR/ REGD REG S EMTN 0.62500000 | 370,000 | 360,000 | -10,000 | 0.02% | -$17.04K |
| AVY 4 09/11/35 | 428,000 | 268,000 | -160,000 | 0.02% | -$201.45K |
| ATDBCN 4.011 02/12/36 REGS | 407,000 | 257,000 | -150,000 | 0.02% | -$187.70K |
| UMBS | 288,928 | 283,276 | -5,652 | 0.02% | -$6.92K |
| HELLENIC REPUBLIC /EUR/ REGD 4.37500000 | 361,000 | 211,000 | -150,000 | 0.02% | -$202.10K |
| ADMT 2023-NQM2 A1 | 245,756 | 219,683 | -26,074 | 0.02% | -$26.69K |
| TRL 2020-2A A1 | 235,391 | 202,287 | -33,103 | 0.02% | -$31.71K |
| FRESR 2017-SR01 A3 | 222,962 | 193,847 | -29,115 | 0.01% | -$29.27K |
| MSAIC 2023-2A A | 201,639 | 197,425 | -4,214 | 0.01% | -$5.52K |
| COLT Mortgage Loan Trust, Series 2023-2, Class A1 | 164,992 | 148,010 | -16,981 | 0.01% | -$17.65K |
| VERUS SECURITIZATION TRUST VERUS 2023 5 A1 144A | 156,574 | 141,518 | -15,056 | 0.01% | -$15.66K |
| SpringCastle America Funding LLC, Series 2020-AA, Class A | 161,985 | 148,352 | -13,634 | 0.01% | -$13.26K |
| APTIV SWISS HOLD | 300,000 | 220,000 | -80,000 | 0.01% | -$56.97K |
| VERUS SECURITIZATION TRUST VERUS 2023 4 A1 144A | 146,502 | 130,704 | -15,798 | 0.01% | -$16.15K |
| CyrusOne Data Centers Issuer I LLC, Series 2023-1A, Class B | 109,028 | 105,307 | -3,720 | 0.01% | -$3.43K |
| JGB 1.1 03/20/43 184 | 159,000,000 | 21,100,000 | -137,900,000 | 0.01% | -$686.49K |
| ORACLE CORP | 200,000 | 90,000 | -110,000 | 0.01% | -$107.37K |
| ENT AUTO RECEIVABLES TRUST ENT 2023 1A A3 144A | 128,147 | 85,094 | -43,053 | 0.01% | -$43.46K |
| SUNNOVA HESTIA I ISSUER, LLC SNVA 2023 GRID1 1A 144A | 86,873 | 85,866 | -1,007 | 0.01% | -$2.91K |
| JGB 1 03/20/62 15 | 328,600,000 | 16,100,000 | -312,500,000 | 0.00% | -$1.01M |
| CRVNA 2021-N2 C | 56,791 | 46,683 | -10,108 | 0.00% | -$9.73K |
| DEUTSCHE BAHN AG /EUR/ REGD REG S EMTN 1.12500000 | 80,000 | 20,000 | -60,000 | 0.00% | -$37.81K |
| JGB 1.4 12/20/42 183 | 360,800,000 | 1,000,000 | -359,800,000 | 0.00% | -$1.88M |
| Verizon Wireless | 93,241 | 0 | -93,241 | 0.00% | -$112.23K |
| Recv Bcomtr Index Trs | 14,483 | -98,810 | -113,293 | -0.01% | -$111.92K |
| ZSCALER INC | -72,277 | -221,735 | -149,458 | -0.03% | -$193.69K |
| RCV 100.00 PAY 5.00 12/20/2030 | -269,367 | -520,756 | -251,390 | -0.04% | -$298.07K |
| RCV 5.00 PAY 100.00 12/20/2029 | -615,036 | -656,246 | -41,210 | -0.09% | -$2.42M |
| ZAR/USD FWD 20260116 BOFAUS6N | -207,856 | -1,074,866 | -867,010 | -0.10% | -$1.14M |
| Security | Shares Dec 2025 | Shares Mar 2026 | Δ shares | End % | Δ value |
|---|---|---|---|---|---|
| GOLDMAN SACHS GROUP INC | 1 | 1 | 0 | 3.30% | $39.03M |
| HSBC SECURITIES INC | 1 | 1 | 0 | 1.45% | $19.00M |
| US TREASURY N/B | 13,500,000 | 13,500,000 | 0 | 1.02% | -$73.30K |
| GOLDMAN SACHS GROUP INC | 1 | 1 | 0 | 0.96% | $12.05M |
| US TREASURY N/B | 11,150,000 | 11,150,000 | 0 | 0.84% | -$121.95K |
| US TREASURY N/B | 11,147,200 | 11,147,200 | 0 | 0.84% | -$82.30K |
| CITIGROUP GLOBAL MARKETS | 1 | 1 | 0 | 0.82% | $9.98M |
| CITIGROUP GLOBAL MARKETS | 1 | 1 | 0 | 0.80% | -$11.03M |
| US TREASURY N/B | 10,300,000 | 10,300,000 | 0 | 0.78% | -$88.52K |
| US TREASURY N/B | 9,800,000 | 9,800,000 | 0 | 0.76% | -$117.52K |
| HSBC SECURITIES INC | 1 | 1 | 0 | 0.76% | $9.98M |
| BNP PARIBAS | 1 | 1 | 0 | 0.68% | $8.09M |
| KTB 2.625 06/10/35 3506 | 15,000,000,000 | 15,000,000,000 | 0 | 0.67% | -$958.97K |
| GOLDMAN SACHS GROUP INC | 1 | 1 | 0 | 0.65% | $8.36M |
| TORONTO DOMINION BANK | 1 | 1 | 0 | 0.51% | $1.80M |
| GOLDMAN SACHS GROUP INC | 1 | 1 | 0 | 0.50% | $6.07M |
| BNP PARIBAS | 1 | 1 | 0 | 0.50% | $2.94M |
| HSBC SECURITIES INC | 1 | 1 | 0 | 0.48% | $6.10M |
| UNITED KINGDOM GILT /GBP/ REGD REG S 1.50000000 | 10,720,000 | 10,720,000 | 0 | 0.47% | -$498.70K |
| BNP PARIBAS | 1 | 1 | 0 | 0.46% | $5.82M |
| GOLDMAN SACHS GROUP INC | 1 | 1 | 0 | 0.46% | $5.84M |
| US TREASURY N/B | 5,850,000 | 5,850,000 | 0 | 0.45% | -$52.56K |
| BNP PARIBAS | 1 | 1 | 0 | 0.45% | $2.75M |
| US TREASURY N/B | 6,180,000 | 6,180,000 | 0 | 0.42% | -$25.11K |
| DBR 2.3 02/15/33 TWIN | 4,911,000 | 4,911,000 | 0 | 0.42% | -$154.98K |
| GOLDMAN SACHS GROUP INC | 1 | 1 | 0 | 0.41% | $4.96M |
| MORGAN STANLEY | 1 | 1 | 0 | 0.40% | $256.16K |
| JP MORGAN SECURITIES INC | 1 | 1 | 0 | 0.39% | $4.66M |
| US TREASURY N/B | 5,000,000 | 5,000,000 | 0 | 0.38% | -$50.78K |
| MORGAN STANLEY | 1 | 1 | 0 | 0.36% | $4.54M |
| HSBC SECURITIES INC | 1 | 1 | 0 | 0.36% | $3.78M |
| JP MORGAN SECURITIES INC | 1 | 1 | 0 | 0.36% | $4.49M |
| GOLDMAN SACHS GROUP INC | 1 | 1 | 0 | 0.33% | $4.07M |
| United Mexican States | 3,806,000 | 3,806,000 | 0 | 0.32% | -$180.16K |
| WELLS FARGO BANK NA | 1 | 1 | 0 | 0.32% | $3.83M |
| JGB 0.1 03/20/27 346 | 669,400,000 | 669,400,000 | 0 | 0.32% | -$52.80K |
| Eagle Funding LuxCo S.a.r.l. | 4,100,000 | 4,100,000 | 0 | 0.31% | -$54.69K |
| GOLDMAN SACHS GROUP INC | 1 | 1 | 0 | 0.31% | $3.77M |
| HSBC SECURITIES INC | 1 | 1 | 0 | 0.31% | $3.73M |
| MORGAN STANLEY | 1 | 1 | 0 | 0.30% | -$656.97K |
| GOLDMAN SACHS GROUP INC | 1 | 1 | 0 | 0.29% | $3.29M |
| HSBC SECURITIES INC | 1 | 1 | 0 | 0.29% | $3.54M |
| JGB 0.1 12/20/27 349 | 600,000,000 | 600,000,000 | 0 | 0.28% | -$50.21K |
| BROWN BROTHERS HARRIMAN | 1 | 1 | 0 | 0.28% | $3.51M |
| US TREASURY N/B | 3,740,000 | 3,740,000 | 0 | 0.27% | -$36.09K |
| MORGAN STANLEY | 1 | 1 | 0 | 0.27% | -$5.99M |
| GOLDMAN SACHS GROUP INC | 1 | 1 | 0 | 0.27% | $3.39M |
| HSBC SECURITIES INC | 1 | 1 | 0 | 0.27% | $1.17M |
| HSBC SECURITIES INC | 1 | 1 | 0 | 0.26% | $3.01M |
| HSBC SECURITIES INC | 1 | 1 | 0 | 0.26% | $3.31M |
| CITIGROUP GLOBAL MARKETS | 1 | 1 | 0 | 0.26% | $1.39M |
| HSBC SECURITIES INC | 1 | 1 | 0 | 0.26% | $3.35M |
| HSBC SECURITIES INC | 1 | 1 | 0 | 0.25% | $3.07M |
| HSBC SECURITIES INC | 1 | 1 | 0 | 0.25% | $2.16M |
| GOLDMAN SACHS GROUP INC | 1 | 1 | 0 | 0.25% | $3.12M |
| GOLDMAN SACHS GROUP INC | 1 | 1 | 0 | 0.25% | $1.51M |
| HSBC SECURITIES INC | 1 | 1 | 0 | 0.25% | -$9.60M |
| MORGAN STANLEY | 1 | 1 | 0 | 0.25% | $2.93M |
| MORGAN STANLEY | 1 | 1 | 0 | 0.25% | -$3.18M |
| JP MORGAN SECURITIES INC | 1 | 1 | 0 | 0.25% | $3.25M |
| MORGAN STANLEY | 1 | 1 | 0 | 0.25% | $3.07M |
| UBS INVESTMENT BANK | 1 | 1 | 0 | 0.25% | -$2.76M |
| MORGAN STANLEY | 1 | 1 | 0 | 0.25% | $2.87M |
| GOLDMAN SACHS GROUP INC | 1 | 1 | 0 | 0.24% | $3.20M |
| SPGB 0.7 04/30/32 | 3,175,000 | 3,175,000 | 0 | 0.24% | -$83.34K |
| JP MORGAN SECURITIES INC | 1 | 1 | 0 | 0.24% | $3.03M |
| UNITED MEXICAN STATES 4.000000% 03/15/2115 | 4,220,000 | 4,220,000 | 0 | 0.24% | -$290.45K |
| GOLDMAN SACHS GROUP INC | 1 | 1 | 0 | 0.24% | $3.00M |
| GOLDMAN SACHS GROUP INC | 1 | 1 | 0 | 0.23% | $2.48M |
| TREASURY CORP VICTORIA /AUD/ REGD MTN 4.75000000 | 4,733,000 | 4,733,000 | 0 | 0.23% | $48.26K |
| BROWN BROTHERS HARRIMAN | 1 | 1 | 0 | 0.23% | $2.83M |
| US TREASURY N/B | 2,975,000 | 2,975,000 | 0 | 0.23% | -$10.27K |
| U.S. TREASURY INFLATION-PROTECTED SECURITIES 0-1/8% 02/15/2052 | 4,890,000 | 4,890,000 | 0 | 0.22% | -$50.59K |
| CAT 3.742 09/04/26 EMTN | 2,500,000 | 2,500,000 | 0 | 0.22% | -$63.12K |
| SPGB 2.35 07/30/33 | 2,648,000 | 2,648,000 | 0 | 0.22% | -$87.21K |
| GOLDMAN SACHS GROUP INC | 1 | 1 | 0 | 0.22% | $1.69M |
| JGB 1.5 03/20/45 46 | 589,699,968 | 589,699,968 | 0 | 0.21% | -$175.33K |
| FRTR 3 05/25/33 OAT | 2,400,000 | 2,400,000 | 0 | 0.20% | -$83.26K |
| EUROPEAN UNION 3% 03/04/2053 REGS | 2,797,247 | 2,797,247 | 0 | 0.20% | -$74.55K |
| JP MORGAN SECURITIES INC | 1 | 1 | 0 | 0.20% | $2.15M |
| HSBC SECURITIES INC | 1 | 1 | 0 | 0.20% | $2.07M |
| JGB 1.5 06/20/34 149 | 431,500,000 | 431,500,000 | 0 | 0.20% | -$79.80K |
| GOLDMAN SACHS GROUP INC | 1 | 1 | 0 | 0.19% | $2.27M |
| JGB 1.8 09/20/53 80 | 590,000,000 | 590,000,000 | 0 | 0.19% | -$179.17K |
| JP MORGAN SECURITIES INC | 1 | 1 | 0 | 0.19% | $2.08M |
| GOLDMAN SACHS GROUP INC | 1 | 1 | 0 | 0.19% | $2.24M |
| JGB 1.6 12/20/53 81 | 606,049,984 | 606,049,984 | 0 | 0.19% | -$178.93K |
| GOLDMAN SACHS GROUP INC | 1 | 1 | 0 | 0.18% | $2.26M |
| BNP PARIBAS | 1 | 1 | 0 | 0.18% | -$19.14M |
| BROWN BROTHERS HARRIMAN | 1 | 1 | 0 | 0.18% | -$1.30M |
| HSBC SECURITIES INC | 1 | 1 | 0 | 0.18% | $847.25K |
| GOLDMAN SACHS GROUP INC | 1 | 1 | 0 | 0.17% | $2.12M |
| HSBC SECURITIES INC | 1 | 1 | 0 | 0.17% | $1.82M |
| BROWN BROTHERS HARRIMAN | 1 | 1 | 0 | 0.17% | $1.67M |
| US TREASURY N/B | 2,175,000 | 2,175,000 | 0 | 0.17% | -$21.33K |
| UNITED KINGDOM GILT /GBP/ REGD REG S 3.50000000 | 2,159,140 | 2,159,140 | 0 | 0.17% | -$138.63K |
| HSBC SECURITIES INC | 1 | 1 | 0 | 0.16% | $1.88M |
| DBR 0 08/15/31 TWIN | 2,110,000 | 2,110,000 | 0 | 0.16% | -$49.46K |
| GOLDMAN SACHS GROUP INC | 1 | 1 | 0 | 0.16% | $1.80M |
| GOLDMAN SACHS GROUP INC | 1 | 1 | 0 | 0.16% | $1.05M |
| DBR 0 05/15/35 | 2,350,000 | 2,350,000 | 0 | 0.16% | -$42.68K |
| JP MORGAN SECURITIES INC | 1 | 1 | 0 | 0.15% | $1.99M |
| GOLDMAN SACHS GROUP INC | 1 | 1 | 0 | 0.15% | $1.02M |
| GOLDMAN SACHS GROUP INC | 1 | 1 | 0 | 0.15% | $1.80M |
| UNITED KINGDOM GILT /GBP/ REGD REG S 4.75000000 | 1,429,541 | 1,429,541 | 0 | 0.15% | -$78.01K |
| GOLDMAN SACHS GROUP INC | 1 | 1 | 0 | 0.14% | $1.15M |
| BUONI POLIENNALI DEL TES /EUR/ REGD SER 10Y 3.65000000 | 1,638,000 | 1,638,000 | 0 | 0.14% | -$88.17K |
| BUNDESSCHATZANWEISUNGEN /EUR/ REGD REG S 1.90000000 | 1,630,000 | 1,630,000 | 0 | 0.14% | -$44.04K |
| BNP PARIBAS | 1 | 1 | 0 | 0.14% | -$2.81M |
| PETROLEOS MEXICANOS SR UNSEC 5.95% 01-28-31 | 1,894,000 | 1,894,000 | 0 | 0.14% | -$22.29K |
| ACGB 4.5 04/21/33 140 | 2,675,000 | 2,675,000 | 0 | 0.14% | $28.71K |
| ICEGB 4.5 02/17/42 | 286,078,016 | 286,078,016 | 0 | 0.14% | -$51.80K |
| SWITZERLAND /CHF/ REGD REG S SER 14Y 0.50000000 | 1,410,000 | 1,410,000 | 0 | 0.14% | -$23.42K |
| MORGAN STANLEY | 1 | 1 | 0 | 0.13% | $1.62M |
| MORGAN STANLEY | 1 | 1 | 0 | 0.13% | $1.31M |
| TOYOTA 3.125 04/21/28 EMTN | 1,500,000 | 1,500,000 | 0 | 0.13% | -$56.64K |
| FRTR 4 10/25/38 OAT | 1,475,000 | 1,475,000 | 0 | 0.13% | -$55.33K |
| BNP PARIBAS | 1 | 1 | 0 | 0.13% | -$11.36M |
| SYK 2.125 11/30/27 | 1,500,000 | 1,500,000 | 0 | 0.13% | -$44.79K |
| GOLDMAN SACHS GROUP INC | 1 | 1 | 0 | 0.13% | $1.40M |
| GOLDMAN SACHS GROUP INC | 1 | 1 | 0 | 0.13% | -$1.65M |
| BNP PARIBAS | 1 | 1 | 0 | 0.13% | $1.43M |
| MORGAN STANLEY | 1 | 1 | 0 | 0.13% | $1.17M |
| MORGAN STANLEY | 1 | 1 | 0 | 0.13% | $35.31K |
| GOLDMAN SACHS GROUP INC | 1 | 1 | 0 | 0.13% | $1.47M |
| GOLDMAN SACHS GROUP INC | 1 | 1 | 0 | 0.13% | -$7.91M |
| GOLDMAN SACHS GROUP INC | 1 | 1 | 0 | 0.13% | $1.35M |
| UNITED MEXICAN | 1,690,000 | 1,690,000 | 0 | 0.13% | -$24.50K |
| AVOLON HOLDINGS FUNDING LTD 144A 2.750000% 02/21/2028 | 1,692,000 | 1,692,000 | 0 | 0.12% | -$6.87K |
| MORGAN STANLEY | 1 | 1 | 0 | 0.12% | $1.29M |
| GOLDMAN SACHS GROUP INC | 1 | 1 | 0 | 0.12% | $1.33M |
| HSBC SECURITIES INC | 1 | 1 | 0 | 0.12% | $1.22M |
| HSBC SECURITIES INC | 1 | 1 | 0 | 0.12% | $793.33K |
| WELLS FARGO BANK NA | 1 | 1 | 0 | 0.11% | $1.44M |
| GOLDMAN SACHS GROUP INC | 1 | 1 | 0 | 0.11% | $1.30M |
| DBR 2.5 02/15/35 TWIN | 1,298,480 | 1,298,480 | 0 | 0.11% | -$39.66K |
| NETHERLANDS GOVERNMENT /EUR/ REGD 2.50000000 | 1,300,000 | 1,300,000 | 0 | 0.11% | -$40.89K |
| HSBC SECURITIES INC | 1 | 1 | 0 | 0.11% | -$8.79M |
| SWISS 3.5 04/08/33 | 930,000 | 930,000 | 0 | 0.11% | -$26.42K |
| BNP PARIBAS | 1 | 1 | 0 | 0.11% | $629.66K |
| BPCEGP V2.125 10/13/46 NC10 | 1,400,000 | 1,400,000 | 0 | 0.11% | -$64.20K |
| BUONI POLIENNALI DEL TES /EUR/ REGD REG S SER 16Y 0.95000000 | 1,652,000 | 1,652,000 | 0 | 0.11% | -$66.10K |
| GOLDMAN SACHS GROUP INC | 1 | 1 | 0 | 0.10% | $1.14M |
| GOLDMAN SACHS GROUP INC | 1 | 1 | 0 | 0.10% | $1.13M |
| US TREASURY N/B | 1,300,000 | 1,300,000 | 0 | 0.10% | -$11.88K |
| ACAFP 4.375 11/27/33 EMTN | 1,100,000 | 1,100,000 | 0 | 0.10% | -$46.40K |
| CITIGROUP GLOBAL MARKETS | 1 | 1 | 0 | 0.10% | $578.90K |
| CITADL 5.9 02/10/30 144A | 1,290,000 | 1,290,000 | 0 | 0.10% | -$20.70K |
| GOLDMAN SACHS GROUP INC | 1 | 1 | 0 | 0.10% | $671.00K |
| Province of Ontario Canada | 1,762,000 | 1,762,000 | 0 | 0.10% | -$31.42K |
| GOLDMAN SACHS GROUP INC | 1 | 1 | 0 | 0.10% | $873.26K |
| EUROPEAN UNION /EUR/ REGD REG S EMTN SER SURE 0.20000000 | 1,474,000 | 1,474,000 | 0 | 0.09% | -$29.12K |
| GOLDMAN SACHS GROUP INC | 1 | 1 | 0 | 0.09% | $679.69K |
| GLP CAP/FIN II | 1,266,000 | 1,266,000 | 0 | 0.09% | -$33.86K |
| SPGB 3.25 04/30/34 | 1,060,000 | 1,060,000 | 0 | 0.09% | -$38.24K |
| Romanian Government International Bond | 1,089,000 | 1,089,000 | 0 | 0.09% | -$57.06K |
| CHARTER COMM OPT | 1,633,000 | 1,633,000 | 0 | 0.09% | -$19.34K |
| RBC CAPITAL MARKETS | 1 | 1 | 0 | 0.09% | $607.01K |
| FRTR 2.75 02/25/29 OAT | 1,025,000 | 1,025,000 | 0 | 0.09% | -$34.48K |
| ROMANIA /EUR/ REGD REG S EMTN 3.37500000 | 1,664,000 | 1,664,000 | 0 | 0.09% | -$85.62K |
| ICEGB 6.5 01/24/31 | 150,051,888 | 150,051,888 | 0 | 0.09% | -$27.54K |
| UBS INVESTMENT BANK | 1 | 1 | 0 | 0.09% | -$481.21K |
| QUEENSLAND TREASURY CORP /AUD/ REGD 1.75000000 | 2,209,000 | 2,209,000 | 0 | 0.09% | $24.48K |
| GOLDMAN SACHS GROUP INC | 1 | 1 | 0 | 0.09% | -$74.44K |
| META PLATFORMS | 1,150,000 | 1,150,000 | 0 | 0.09% | -$20.53K |
| ICEGB 7 09/17/35 | 141,644,768 | 141,644,768 | 0 | 0.09% | -$34.31K |
| KFW /EUR/ REGD EMTN 0.37500000 | 1,070,000 | 1,070,000 | 0 | 0.09% | -$27.23K |
| INDONESIA GOVERNMENT /IDR/ REGD SER FR82 7.00000000 | 18,826,999,808 | 18,826,999,808 | 0 | 0.08% | -$70.66K |
| GOLDMAN SACHS GROUP INC | 1 | 1 | 0 | 0.08% | $884.21K |
| NSWTC 2 03/08/33 | 1,961,000 | 1,961,000 | 0 | 0.08% | $21.66K |
| GOLDMAN SACHS GROUP INC | 1 | 1 | 0 | 0.08% | -$3.02M |
| BNP PARIBAS | 1 | 1 | 0 | 0.08% | $869.23K |
| BROWN BROTHERS HARRIMAN | 1 | 1 | 0 | 0.08% | $994.21K |
| GOLDMAN SACHS GROUP INC | 1 | 1 | 0 | 0.08% | -$5.82M |
| HSBC SECURITIES INC | 1 | 1 | 0 | 0.08% | $803.65K |
| Invesco US CLO Ltd., Series 2023-3A, Class AR | 975,000 | 975,000 | 0 | 0.07% | -$1.32K |
| EUROPEAN UNION REG S SR UNSEC EUR (B) 3.125% 12-04-30 | 830,000 | 830,000 | 0 | 0.07% | -$31.56K |
| DB V1.75 11/19/30 EMTN | 900,000 | 900,000 | 0 | 0.07% | -$32.62K |
| C V4.113 04/29/36 | 830,000 | 830,000 | 0 | 0.07% | -$38.60K |
| FORD MOTOR CRED | 900,000 | 900,000 | 0 | 0.07% | -$21.26K |
| ERFFP 4.75 09/06/30 | 790,000 | 790,000 | 0 | 0.07% | -$37.23K |
| UBIFP 0.878 11/24/27 | 1,000,000 | 1,000,000 | 0 | 0.07% | -$149.60K |
| WELLS FARGO BANK NA | 1 | 1 | 0 | 0.07% | $741.34K |
| HSBC SECURITIES INC | 1 | 1 | 0 | 0.07% | $764.40K |
| MS V4.892 10/22/36 I | 917,000 | 917,000 | 0 | 0.07% | -$22.41K |
| GOLDMAN SACHS GROUP INC | 1 | 1 | 0 | 0.07% | $836.62K |
| HSBC SECURITIES INC | 1 | 1 | 0 | 0.07% | -$18.04M |
| MORGAN STANLEY | 1 | 1 | 0 | 0.07% | $68.31K |
| AMCR 3.95 05/29/32 | 768,000 | 768,000 | 0 | 0.07% | -$40.92K |
| ROMANI 5.25 05/30/32 144a | 749,000 | 749,000 | 0 | 0.06% | -$45.48K |
| CANADIAN GOVERNMENT BOND CAD 2.75% 12-01-55 | 1,486,000 | 1,486,000 | 0 | 0.06% | -$23.97K |
| GOLDMAN SACHS GROUP INC | 1 | 1 | 0 | 0.06% | $404.67K |
| BNP PARIBAS | 1 | 1 | 0 | 0.06% | -$424.24K |
| RFGB 0.5 09/15/27 10Y | 750,000 | 750,000 | 0 | 0.06% | -$17.18K |
| MORGAN STANLEY | 1 | 1 | 0 | 0.06% | $740.52K |
| SRTGR 4.875 09/14/35 | 700,000 | 700,000 | 0 | 0.06% | -$33.46K |
| PELOG 2025-1A B | 723,000 | 723,000 | 0 | 0.06% | -$21.40K |
| KTB 4.25 12/10/32 3212 | 1,236,000,000 | 1,236,000,000 | 0 | 0.06% | -$77.91K |
| NEXTERA ENERGY CAPITAL HOLDINGS INC 4.496000% 05/15/2056 | 742,000 | 742,000 | 0 | 0.06% | -$44.17K |
| Nomura International Plc | 1 | 1 | 0 | 0.06% | -$581.49K |
| BNP V7.75 PERP 144A | 789,000 | 789,000 | 0 | 0.06% | -$19.48K |
| CITIGROUP GLOBAL MARKETS | 1 | 1 | 0 | 0.06% | $493.99K |
| MORGAN STANLEY | 1 | 1 | 0 | 0.06% | $288.96K |
| GOLDMAN SACHS GROUP INC | 1 | 1 | 0 | 0.06% | $609.13K |
| AUSTRALIAN GOVERNMENT /AUD/ REGD REG S SER 147 3.25000000 | 1,385,000 | 1,385,000 | 0 | 0.06% | $14.07K |
| MEDTRONIC INC 4.150000% 10/15/2043 | 700,000 | 700,000 | 0 | 0.06% | -$33.55K |
| GLOBAL PAY INC | 800,000 | 800,000 | 0 | 0.06% | -$24.23K |
| ORACLE CORP | 1,074,000 | 1,074,000 | 0 | 0.06% | -$19.18K |
| CITIGROUP GLOBAL MARKETS | 1 | 1 | 0 | 0.06% | $491.52K |
| C V3.493 10/22/34 | 680,000 | 680,000 | 0 | 0.06% | -$29.25K |
| UNITED KINGDOM GILT /GBP/ REGD REG S 1.62500000 | 600,000 | 600,000 | 0 | 0.06% | -$21.15K |
| ROMANI 4.625 04/03/49 REGS | 849,000 | 849,000 | 0 | 0.06% | -$46.96K |
| BAYNGR V7 09/25/83 | 600,000 | 600,000 | 0 | 0.06% | -$39.55K |
| ORACLE CORP | 780,000 | 780,000 | 0 | 0.06% | -$15.67K |
| BECTON DICKINSON & CO 3.828000% 06/07/2032 | 635,000 | 635,000 | 0 | 0.06% | -$29.01K |
| MORGAN STANLEY | 1 | 1 | 0 | 0.06% | $455.60K |
| EUROPEAN UNION /EUR/ REGD REG S EMTN SER UFA 3.75000000 | 651,843 | 651,843 | 0 | 0.06% | -$26.24K |
| JAB HOLDINGS BV /EUR/ REGD REG S 5.00000000 | 600,000 | 600,000 | 0 | 0.06% | -$26.94K |
| GOLDMAN SACHS GROUP INC | 1 | 1 | 0 | 0.06% | $520.24K |
| DB V7.375 PERP | 600,000 | 600,000 | 0 | 0.05% | -$40.97K |
| GOLDMAN SACHS GROUP INC | 1 | 1 | 0 | 0.05% | $498.84K |
| VOWIBA V5.5 12/04/35 | 600,000 | 600,000 | 0 | 0.05% | -$28.87K |
| CITIGROUP GLOBAL MARKETS | 1 | 1 | 0 | 0.05% | -$5.24M |
| KTB 3.125 09/10/52 5209 | 1,219,000,064 | 1,219,000,064 | 0 | 0.05% | -$122.92K |
| Romanian Government International Bond | 680,000 | 680,000 | 0 | 0.05% | -$14.15K |
| RESLIF 8.25 07/17/31 | 635,000 | 635,000 | 0 | 0.05% | -$24.27K |
| Gildan Activewear Inc | 700,000 | 700,000 | 0 | 0.05% | -$3.94K |
| US TREASURY N/B | 684,000 | 684,000 | 0 | 0.05% | -$6.09K |
| ELECTRICITE DE FRANCE SA /EUR/ REGD REG S EMTN 2.00000000 | 1,000,000 | 1,000,000 | 0 | 0.05% | -$8.32K |
| Province of Ontario Canada | 1,032,000 | 1,032,000 | 0 | 0.05% | -$17.12K |
| UBS INVESTMENT BANK | 1 | 1 | 0 | 0.05% | $321.92K |
| Octagon 61 Ltd | 680,000 | 680,000 | 0 | 0.05% | -$1.79K |
| BROWN BROTHERS HARRIMAN | 1 | 1 | 0 | 0.05% | $631.64K |
| WEA FINANCE LLC REGD 144A P/P 2.87500000 | 683,000 | 683,000 | 0 | 0.05% | $2.31K |
| TORONTO DOMINION BANK | 1 | 1 | 0 | 0.05% | -$8.68M |
| FOUNDRY JV HOLDC | 640,000 | 640,000 | 0 | 0.05% | -$8.32K |
| ATOSTR 2.25 01/25/32 EMTN | 629,000 | 629,000 | 0 | 0.05% | -$22.46K |
| UBS V7 PERP 144a | 680,000 | 680,000 | 0 | 0.05% | -$33.07K |
| FOUNDRY JV HOLDCO LLC SR SECURED 144A 01/36 6.1 | 640,000 | 640,000 | 0 | 0.05% | -$9.80K |
| HSBC SECURITIES INC | 1 | 1 | 0 | 0.05% | $121.59K |
| NSWTC 4.25 02/20/36 | 1,060,400 | 1,060,400 | 0 | 0.05% | $10.85K |
| GOLDMAN SACHS GROUP INC | 1 | 1 | 0 | 0.05% | $248.45K |
| GOLDMAN SACHS GROUP INC | 1 | 1 | 0 | 0.05% | $313.19K |
| FOUNDRY JV HOLDC | 630,000 | 630,000 | 0 | 0.05% | -$10.97K |
| GOLDMAN SACHS GROUP INC | 1 | 1 | 0 | 0.05% | -$947.30K |
| NSWTC 4.75 02/20/35 | 989,000 | 989,000 | 0 | 0.05% | $9.84K |
| CITIGROUP GLOBAL MARKETS | 1 | 1 | 0 | 0.05% | $257.93K |
| CHINA GOVERNMENT BOND /CNY/ REGD SER INBK 3.81000000 | 3,530,000 | 3,530,000 | 0 | 0.05% | $4.38K |
| ISPIM V9.125 PERP | 500,000 | 500,000 | 0 | 0.05% | -$33.99K |
| ROYALTY PHARM | 670,000 | 670,000 | 0 | 0.05% | -$18.16K |
| MS V4.099 05/22/36 | 560,000 | 560,000 | 0 | 0.05% | -$26.91K |
| HTHROW 3.875 01/16/36 EMTN | 570,000 | 570,000 | 0 | 0.05% | -$24.09K |
| GOLDMAN SACHS GROUP INC | 1 | 1 | 0 | 0.05% | $215.16K |
| CITIGROUP GLOBAL MARKETS | 1 | 1 | 0 | 0.05% | -$121.63K |
| JGB 0.8 12/20/47 57 | 163,700,000 | 163,700,000 | 0 | 0.05% | -$47.19K |
| CREDIT AGRICOLE | 1 | 1 | 0 | 0.05% | -$3.11M |
| MFF 2025-1A A | 619,000 | 619,000 | 0 | 0.05% | -$1.20K |
| BROWN BROTHERS HARRIMAN | 1 | 1 | 0 | 0.05% | $561.46K |
| HBRLN 1.823 09/25/31 | 600,000 | 600,000 | 0 | 0.05% | -$12.79K |
| ATIM 2.375 11/25/33 EMTN | 600,000 | 600,000 | 0 | 0.05% | -$20.57K |
| GPN 4.875 03/17/31 | 517,000 | 517,000 | 0 | 0.05% | -$24.36K |
| FRTR 3.25 05/25/55 OAT | 650,000 | 650,000 | 0 | 0.05% | -$10.69K |
| BNP V4.75 11/13/32 EMTN | 500,000 | 500,000 | 0 | 0.05% | -$21.95K |
| HSBC SECURITIES INC | 1 | 1 | 0 | 0.04% | -$1.58M |
| CITIGROUP GLOBAL MARKETS | 1 | 1 | 0 | 0.04% | $218.56K |
| GOLDMAN SACHS GROUP INC | 1 | 1 | 0 | 0.04% | $281.66K |
| GOLDMAN SACHS GROUP INC | 1 | 1 | 0 | 0.04% | $511.39K |
| Regatta XXV Funding Ltd., Series 2023-1A, Class A1R | 575,000 | 575,000 | 0 | 0.04% | -$1.75K |
| GOLDMAN SACHS GROUP INC | 1 | 1 | 0 | 0.04% | $110.37K |
| VDCR 2023-1A A2A | 565,000 | 565,000 | 0 | 0.04% | $158 |
| SKANDINAVISKA ENSKILDA | 1 | 1 | 0 | 0.04% | -$2.70M |
| CORPORACION NACIONAL DEL COBRE DE CHILE 5.95% 01/08/2034 144A | 540,000 | 540,000 | 0 | 0.04% | -$12.50K |
| VARNO V7.862 11/15/83 | 440,000 | 440,000 | 0 | 0.04% | -$19.20K |
| BNP PARIBAS | 1 | 1 | 0 | 0.04% | $374.25K |
| Ballyrock CLO 24 Ltd | 545,000 | 545,000 | 0 | 0.04% | -$1.03K |
| VW V4.375 PERP . | 500,000 | 500,000 | 0 | 0.04% | -$31.73K |
| PTHREE 3.75 04/02/33 EMTN | 490,000 | 490,000 | 0 | 0.04% | -$24.83K |
| CHARTER COMM OPT | 924,000 | 924,000 | 0 | 0.04% | -$10.99K |
| NZGB 4.25 05/15/34 0534 | 950,000 | 950,000 | 0 | 0.04% | -$10.62K |
| CANADIAN GOVERNMENT /CAD/ REGD 4.00000000 | 710,000 | 710,000 | 0 | 0.04% | -$10.31K |
| SINGAPORE GOVERNMENT /SGD/ REGD 3.37500000 | 630,000 | 630,000 | 0 | 0.04% | -$5.63K |
| GFL ENVIRONMENTAL INC REGD 144A P/P 6.75000000 | 510,000 | 510,000 | 0 | 0.04% | -$7.32K |
| BMY 4.581 11/10/55 | 451,000 | 451,000 | 0 | 0.04% | -$11.10K |
| CyrusOne Data Centers Issuer I LLC, Series 2023-2A, Class A2 | 502,000 | 502,000 | 0 | 0.04% | -$3.58K |
| ATOSTR 4.625 02/28/36 EMTN | 425,000 | 425,000 | 0 | 0.04% | -$16.90K |
| ORACLE CORP | 588,000 | 588,000 | 0 | 0.04% | -$26.31K |
| EDF V7.5 PERP EMTN | 400,000 | 400,000 | 0 | 0.04% | -$18.27K |
| CIXCN 4.625 12/12/31 144a | 420,000 | 420,000 | 0 | 0.04% | -$9.83K |
| AMERICAN NATL GR | 492,000 | 492,000 | 0 | 0.04% | -$19.26K |
| CANADIAN GOVERNMENT BOND CAD 1.5% 12-01-31 | 730,000 | 730,000 | 0 | 0.04% | -$7.86K |
| CMZB V6.5 PERP | 400,000 | 400,000 | 0 | 0.04% | -$23.78K |
| RWE FINANCE US LLC REGD 144A P/P 5.87500000 | 460,000 | 460,000 | 0 | 0.04% | -$9.41K |
| VPARKI 4.5 04/18/30 | 400,000 | 400,000 | 0 | 0.04% | -$16.08K |
| US TREASURY N/B | 463,000 | 463,000 | 0 | 0.04% | -$5.48K |
| GOLDMAN SACHS GROUP INC | 1 | 1 | 0 | 0.04% | $61.00K |
| BUONI POLIENNALI DEL TES /EUR/ REGD SER 50Y 2.15000000 | 699,000 | 699,000 | 0 | 0.04% | -$16.09K |
| W P CAREY INC /EUR/ REGD 3.70000000 | 429,000 | 429,000 | 0 | 0.04% | -$19.69K |
| FISV 4 06/15/36 | 428,000 | 428,000 | 0 | 0.04% | -$24.27K |
| GOLDMAN SACHS GROUP INC | 1 | 1 | 0 | 0.04% | $276.77K |
| HSBC SECURITIES INC | 1 | 1 | 0 | 0.04% | $296.52K |
Top 300 of 439, by weight.
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