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 |
|---|---|---|---|---|---|
| Uniform Mortgage-Backed Security, TBA | 0 | 2,441,880,000 | 2,441,880,000 | 12.37% | $2.41B |
| Government National Mortgage Association, TBA | 0 | 642,900,000 | 642,900,000 | 3.43% | $666.29M |
| FNCL 5 6/24 | 0 | 498,000,000 | 498,000,000 | 2.52% | $490.18M |
| Uniform Mortgage-Backed Security, TBA | 0 | 436,448,000 | 436,448,000 | 2.16% | $420.56M |
| FNCL 6.5 6/24 | 0 | 296,200,000 | 296,200,000 | 1.57% | $306.18M |
| SR UNSECURED REGS 04/28 3.4 | 0 | 194,600,000 | 194,600,000 | 1.17% | $227.28M |
| LETRA TESOURO NACIONAL BILLS 10/26 0.00000 | 0 | 1,191,500,000 | 1,191,500,000 | 1.11% | $215.50M |
| GNMA II, 30 Year | 0 | 155,654,426 | 155,654,426 | 0.74% | $142.91M |
| FRANCE (GOVT OF) BONDS 144A REGS 02/29 2.75 | 0 | 121,600,000 | 121,600,000 | 0.72% | $139.89M |
| EUROPEAN UNION SR UNSECURED REGS 12/35 3.375 | 0 | 118,100,000 | 118,100,000 | 0.70% | $136.20M |
| LETRA TESOURO NACIONAL BILLS 07/26 0.00000 | 0 | 728,000,000 | 728,000,000 | 0.70% | $136.11M |
| Government National Mortgage Association, TBA | 0 | 135,600,000 | 135,600,000 | 0.62% | $120.97M |
| THAILAND GOVERNMENT BOND SR UNSECURED 06/40 2.7 | 0 | 3,343,700,000 | 3,343,700,000 | 0.51% | $99.84M |
| BONOS Y OBLIG DEL ESTADO SR UNSECURED 05/29 3.5 | 0 | 70,600,000 | 70,600,000 | 0.43% | $83.31M |
| G2 MB0682 | 0 | 88,500,009 | 88,500,009 | 0.42% | $81.24M |
| TITULOS DE TESORERIA BONDS 01/35 11.75 | 0 | 306,372,800,000 | 306,372,800,000 | 0.39% | $75.96M |
| TITULOS DE TESORERIA BONDS 02/33 13.25 | 0 | 276,018,600,000 | 276,018,600,000 | 0.38% | $74.00M |
| US TREASURY N/B | 0 | 74,000,000 | 74,000,000 | 0.37% | $72.85M |
| PERU 6.85 08/12/35 REGS | 0 | 233,073,000 | 233,073,000 | 0.35% | $68.39M |
| VALERIE ASSET LTD 09/50 1 | 0 | 69,707,000 | 69,707,000 | 0.35% | $68.22M |
| Uniform Mortgage-Backed Security, TBA | 0 | 67,800,000 | 67,800,000 | 0.34% | $65.37M |
| 83208D9A7 SMB 2026 B A1A 144A | 0 | 63,769,000 | 63,769,000 | 0.33% | $63.38M |
| THAILAND GOVERNMENT BOND SR UNSECURED 05/36 1.84 | 0 | 2,030,794,000 | 2,030,794,000 | 0.31% | $59.54M |
| Government National Mortgage Association, TBA | 0 | 68,878,000 | 68,878,000 | 0.30% | $59.23M |
| US TREASURY N/B | 0 | 44,900,000 | 44,900,000 | 0.23% | $43.80M |
| G2SF 3 4/26 | 0 | 48,400,000 | 48,400,000 | 0.22% | $43.22M |
| GNMA II POOL MB0867 G2 01/56 FIXED 3 | 0 | 41,650,709 | 41,650,709 | 0.19% | $37.24M |
| G2 MB0742 | 0 | 39,000,022 | 39,000,022 | 0.18% | $35.80M |
| G2 MA8043 | 0 | 38,771,073 | 38,771,073 | 0.18% | $34.66M |
| Republic of Colombia | 0 | 33,000,000 | 33,000,000 | 0.17% | $32.36M |
| POLARIS PLRS 2026 1A A 144A | 0 | 21,899,612 | 21,899,612 | 0.15% | $28.92M |
| GOLDMAN SACHS GP | 0 | 29,000,000 | 29,000,000 | 0.15% | $28.57M |
| GOLDMAN SACHS GP | 0 | 28,500,000 | 28,500,000 | 0.14% | $27.87M |
| TITULOS DE TESORERIA BONDS 11/40 12.75 | 0 | 104,570,100,000 | 104,570,100,000 | 0.14% | $27.72M |
| KOREA HOUSING FINANCE CO COVERED REGS 03/31 2.696 | 0 | 24,500,000 | 24,500,000 | 0.14% | $27.69M |
| THAILAND GOVERNMENT BOND SR UNSECURED 06/45 2.98 | 0 | 931,914,000 | 931,914,000 | 0.14% | $27.23M |
| BRACCAN MORTGAGE FUNDING BRACN 2026 1A A 144A | 0 | 19,900,000 | 19,900,000 | 0.14% | $26.34M |
| GNII II 3.5% 12/20/2055#MB0810 | 0 | 27,622,315 | 27,622,315 | 0.13% | $25.35M |
| NEW S WALES TREASURY CRP LOCAL GOVT G REGS 02/37 4.75 | 0 | 37,300,000 | 37,300,000 | 0.12% | $23.81M |
| Air Lease Corp. | 0 | 23,400,000 | 23,400,000 | 0.12% | $23.36M |
| Ginnie Mae II Pool | 0 | 25,544,495 | 25,544,495 | 0.12% | $22.84M |
| TREASURY CORP VICTORIA LOCAL GOVT G 11/34 2.25 | 0 | 42,600,000 | 42,600,000 | 0.12% | $22.76M |
| Goldman Sachs Group, Inc. (The) | 0 | 22,600,000 | 22,600,000 | 0.12% | $22.58M |
| BONOS Y OBLIG DEL ESTADO SR UNSECURED 144A REGS 04/29 1 | 0 | 19,213,000 | 19,213,000 | 0.11% | $21.35M |
| CANADIAN IMPERIAL BANK COVERED 144A 04/31 4.242 | 0 | 21,000,000 | 21,000,000 | 0.11% | $21.12M |
| TREASURY CORP VICTORIA LOCAL GOVT G 11/37 2 | 0 | 43,200,000 | 43,200,000 | 0.10% | $20.15M |
| NSCALE DELAYED DRAW TERM LOAN | 0 | 20,000,000 | 20,000,000 | 0.10% | $20.00M |
| CARLYLE EURO CLO CGMSE 2021 2A A1 144A | 0 | 17,000,000 | 17,000,000 | 0.10% | $19.64M |
| Republic of Colombia | 0 | 17,700,000 | 17,700,000 | 0.09% | $17.43M |
| Phillips 66 | 0 | 17,400,000 | 17,400,000 | 0.09% | $17.34M |
| WELLS FARGO CO | 0 | 16,900,000 | 16,900,000 | 0.08% | $16.47M |
| FNCL 4 4/26 | 0 | 17,400,000 | 17,400,000 | 0.08% | $16.42M |
| EGYPT GOVERNMENT BOND BONDS 10/30 19.698 | 0 | 906,400,000 | 906,400,000 | 0.08% | $16.33M |
| EURO-OAT FUTURE JUN26 | 0 | -3,813 | -3,813 | 0.08% | $16.20M |
| EURO-BOBL FUTURE JUN26 | 0 | -5,964 | -5,964 | 0.08% | $15.32M |
| S+P GLOBAL INC | 0 | 15,200,000 | 15,200,000 | 0.08% | $15.19M |
| OIS SGD SIBSORA/1.75000 09/16/26-5Y LCH | 0 | 2 | 2 | 0.08% | $14.94M |
| PHILLIPS 66 | 0 | 14,900,000 | 14,900,000 | 0.08% | $14.80M |
| FNCL 5 4/26 | 0 | 15,000,000 | 15,000,000 | 0.08% | $14.80M |
| BARCLAYS PLC JR SUBORDINA REGS 12/99 VAR | 0 | 10,100,000 | 10,100,000 | 0.07% | $13.76M |
| GNMA II POOL MB0741 G2 11/55 FIXED 3 | 0 | 15,161,909 | 15,161,909 | 0.07% | $13.56M |
| Air Lease Corporation 0% CP 02/04/2026 | 0 | 13,500,000 | 13,500,000 | 0.07% | $13.50M |
| US TREASURY N/B | 0 | 13,300,000 | 13,300,000 | 0.07% | $12.82M |
| GLOBAL PMTS INC | 0 | 12,700,000 | 12,700,000 | 0.07% | $12.70M |
| U.S. Treasury Bills | 0 | 12,248,000 | 12,248,000 | 0.06% | $12.18M |
| BONOS Y OBLIG DEL ESTADO SR UNSECURED 144A REGS 04/36 3 | 0 | 10,500,000 | 10,500,000 | 0.06% | $11.92M |
| HCA INC DISC COML PAPER | 0 | 11,900,000 | 11,900,000 | 0.06% | $11.87M |
| Air Lease Corp. | 0 | 11,700,000 | 11,700,000 | 0.06% | $11.68M |
| COSTA RICA GOVERNMENT BONDS 144A 01/36 6.001 | 0 | 9,500,000 | 9,500,000 | 0.06% | $11.32M |
| FRANCE (GOVT OF) BONDS 144A REGS 02/31 2.7 | 0 | 9,900,000 | 9,900,000 | 0.06% | $11.22M |
| BOSPHORUS CLO BOPHO 9A AR 144A | 0 | 9,300,000 | 9,300,000 | 0.06% | $10.75M |
| U.S. Treasury Bills | 0 | 10,772,000 | 10,772,000 | 0.06% | $10.72M |
| LEIDOS INC | 0 | 10,400,000 | 10,400,000 | 0.05% | $10.37M |
| G2 MB0868 | 0 | 11,200,487 | 11,200,487 | 0.05% | $10.28M |
| HCA, Inc. | 0 | 10,300,000 | 10,300,000 | 0.05% | $10.26M |
| NAVESINK CLO, LIMITED NAVS 2026 6A A1 144A | 0 | 10,100,000 | 10,100,000 | 0.05% | $10.10M |
| JAPAN (20 YEAR ISSUE) BONDS 12/45 3.2 | 0 | 1,574,400,000 | 1,574,400,000 | 0.05% | $9.83M |
| TARGA RES CORP CP 0% 05/01/2026 | 0 | 9,550,000 | 9,550,000 | 0.05% | $9.52M |
| Constellation Energy Generation LLC | 0 | 9,450,000 | 9,450,000 | 0.05% | $9.45M |
| SOUTHERN CO JR SUBORDINA 09/81 VAR | 0 | 8,400,000 | 8,400,000 | 0.05% | $9.42M |
| GWOLF 2019-1A A1R2 | 0 | 9,400,000 | 9,400,000 | 0.05% | $9.41M |
| Global Payments, Inc. | 0 | 9,100,000 | 9,100,000 | 0.05% | $9.09M |
| U.S. Treasury Bills | 0 | 8,993,000 | 8,993,000 | 0.05% | $8.94M |
| 83208D9E9 SMB 2026 B A1B SOFR30A+120BP | 0 | 8,696,000 | 8,696,000 | 0.04% | $8.70M |
| VALERIE ASSET LTD 09/50 1 | 0 | 9,470,000 | 9,470,000 | 0.04% | $8.47M |
| RFR USD SOFR/3.40694 07/06/26-4Y* LCH | 0 | 5 | 5 | 0.04% | $7.79M |
| JAPAN (30 YEAR ISSUE) BONDS 12/55 3.4 | 0 | 1,267,600,000 | 1,267,600,000 | 0.04% | $7.63M |
| ICG EURO CLO ICGE 2023 2A A1R 144A | 0 | 6,600,000 | 6,600,000 | 0.04% | $7.63M |
| CAPITAL FOUR CLO CFOUR 4A ARR 144A | 0 | 6,400,000 | 6,400,000 | 0.04% | $7.38M |
| United States Treasury Bill | 0 | 7,349,000 | 7,349,000 | 0.04% | $7.30M |
| PHILLIPS 66 | 0 | 7,050,000 | 7,050,000 | 0.04% | $7.03M |
| ERAC USA Finance LLC 0% CP 23/04/2026 | 0 | 6,800,000 | 6,800,000 | 0.03% | $6.78M |
| TITULOS DE TESORERIA BONDS 07/46 11.5 | 0 | 27,962,500,000 | 27,962,500,000 | 0.03% | $6.75M |
| 83208D990 SMB 2026 B D 144A | 0 | 6,135,000 | 6,135,000 | 0.03% | $6.08M |
| Global Payments, Inc. | 0 | 5,900,000 | 5,900,000 | 0.03% | $5.90M |
| ERAC USA Finance LLC 0% CP 20/04/2026 | 0 | 5,750,000 | 5,750,000 | 0.03% | $5.74M |
| Harvest US CLO 2023-1 Ltd | 0 | 5,700,000 | 5,700,000 | 0.03% | $5.70M |
| Jones Lang LaSalle Finance BV | 0 | 5,700,000 | 5,700,000 | 0.03% | $5.69M |
| NATWEST GROUP PLC JR SUBORDINA 12/99 VAR | 0 | 4,300,000 | 4,300,000 | 0.03% | $5.61M |
| WELLS FARGO CO | 0 | 5,600,000 | 5,600,000 | 0.03% | $5.55M |
| Nippon Life Insurance Co | 0 | 5,400,000 | 5,400,000 | 0.03% | $5.42M |
| Keurig Dr Pepper Inc 0% CP 07/05/2026 | 0 | 5,400,000 | 5,400,000 | 0.03% | $5.38M |
| Constellation Energy Generation LLC | 0 | 5,000,000 | 5,000,000 | 0.03% | $5.00M |
| LEIDOS INC | 0 | 5,000,000 | 5,000,000 | 0.03% | $4.99M |
| SANDSTONE PEAK LTD. SAND 2021 1A A1R2 144A | 0 | 4,900,000 | 4,900,000 | 0.03% | $4.89M |
| ELSTREE FUNDING ELSTR 252 1ST A REGS | 0 | 3,638,043 | 3,638,043 | 0.02% | $4.81M |
| GNMA II POOL MB0681 G2 10/55 FIXED 3 | 0 | 5,252,022 | 5,252,022 | 0.02% | $4.70M |
| Phillips 66 | 0 | 4,700,000 | 4,700,000 | 0.02% | $4.69M |
| LLOYDS BANKING GROUP PLC JR SUBORDINA REGS 12/49 VAR | 0 | 3,400,000 | 3,400,000 | 0.02% | $4.60M |
| ERAC USA FINANCE LLC | 0 | 4,400,000 | 4,400,000 | 0.02% | $4.39M |
| EURO-BUND FUTURE JUN26 | 0 | -1,986 | -1,986 | 0.02% | $4.34M |
| RFR GBP SONIO/4.50000 09/16/26-30Y LCH | 0 | 1 | 1 | 0.02% | $4.25M |
| Nippon Life Insurance Co. | 0 | 4,100,000 | 4,100,000 | 0.02% | $4.11M |
| TITULOS DE TESORERIA BONDS 05/42 9.25 | 0 | 18,924,000,000 | 18,924,000,000 | 0.02% | $3.87M |
| 83208D9F6 SMB 2026 B B 144A | 0 | 3,835,000 | 3,835,000 | 0.02% | $3.81M |
| Metropolitan Life Global Funding I | 0 | 3,800,000 | 3,800,000 | 0.02% | $3.76M |
| New York Life Global Funding | 0 | 3,700,000 | 3,700,000 | 0.02% | $3.66M |
| RFR JPY MUTK/1.75000 09/16/26-5Y LCH | 0 | 1 | 1 | 0.02% | $3.66M |
| AMETEK INC DISC COML 04/26 ZCP | 0 | 3,600,000 | 3,600,000 | 0.02% | $3.59M |
| JONES LANG LASALLE FIN BV | 0 | 3,500,000 | 3,500,000 | 0.02% | $3.50M |
| KEURIG DR PEPPER | 0 | 3,500,000 | 3,500,000 | 0.02% | $3.49M |
| GENUINE PTS CO DISC COML PAPER | 0 | 3,500,000 | 3,500,000 | 0.02% | $3.49M |
| RFR JPY MUTK/1.50000 09/16/26-2Y LCH | 0 | 1 | 1 | 0.02% | $3.44M |
| EURO-SCHATZ FUT JUN26 DUM6 | 0 | -3,021 | -3,021 | 0.02% | $3.41M |
| JAPAN (20 YEAR ISSUE) BONDS 03/41 0.5 | 0 | 759,000,000 | 759,000,000 | 0.02% | $3.38M |
| TARGA RES CORP DISC 05/04/26 0.00000000 | 0 | 3,350,000 | 3,350,000 | 0.02% | $3.34M |
| IRS EUR 2.35000 12/15/27-1Y (GRN) LCH | 0 | 1 | 1 | 0.02% | $3.31M |
| CROWN CASTLE | 0 | 3,300,000 | 3,300,000 | 0.02% | $3.29M |
| BARCLAYS PLC JR SUBORDINA 12/99 VAR | 0 | 2,300,000 | 2,300,000 | 0.02% | $3.21M |
| Sycamore Tree CLO 2023-2 Ltd | 0 | 3,060,000 | 3,060,000 | 0.02% | $3.06M |
| ROMANIA SR UNSECURED REGS 09/31 5.125 | 0 | 2,600,000 | 2,600,000 | 0.02% | $2.98M |
| EXTRA SPACE STORAGE LP | 0 | 2,700,000 | 2,700,000 | 0.01% | $2.69M |
| G2 MA7590 | 0 | 2,977,595 | 2,977,595 | 0.01% | $2.66M |
| RFR USD SOFR/3.75000 06/17/26-10Y LCH | 0 | 1 | 1 | 0.01% | $2.51M |
| OIS THB THORON/1.25000 09/16/26-5Y LCH | 0 | 1 | 1 | 0.01% | $2.49M |
| FIDELITY NATL INFORMATION SVCS | 0 | 2,250,000 | 2,250,000 | 0.01% | $2.24M |
| CCS USD R USSOFR/JPYMUTKCALM -45 FAR | 0 | 2 | 2 | 0.01% | $2.24M |
| MS V4.892 10/22/36 I | 0 | 2,300,000 | 2,300,000 | 0.01% | $2.22M |
| Ginnie Mae II Pool | 0 | 2,351,967 | 2,351,967 | 0.01% | $2.10M |
| CBRE SVCS INC DISC COML PAPER 06/26 ZCP | 0 | 2,050,000 | 2,050,000 | 0.01% | $2.03M |
| GENUINE PARTS CO | 0 | 2,000,000 | 2,000,000 | 0.01% | $2.00M |
| RFR USD SOFR/4.08316 06/30/26-27Y* LCH | 0 | 5 | 5 | 0.01% | $1.95M |
| HUMANA INC. | 0 | 1,800,000 | 1,800,000 | 0.01% | $1.80M |
| IRS PLN 4.70000 01/20/31-5Y CME | 0 | 1 | 1 | 0.01% | $1.67M |
| ROGERS COMMUNICATIONS | 0 | 1,600,000 | 1,600,000 | 0.01% | $1.60M |
| GOLDMAN SACHS GP | 0 | 1,600,000 | 1,600,000 | 0.01% | $1.59M |
| FWD0M1442 COLOMBIA GOVT | 0 | 7,533,600,000 | 7,533,600,000 | 0.01% | $1.58M |
| Keurig Dr Pepper Inc | 0 | 1,500,000 | 1,500,000 | 0.01% | $1.49M |
| COSTA RICA GOVERNMENT BONDS REGS 01/36 6.001 | 0 | 1,250,000 | 1,250,000 | 0.01% | $1.49M |
| TITULOS DE TESORERIA BONDS 03/58 12 | 0 | 5,924,800,000 | 5,924,800,000 | 0.01% | $1.46M |
| VIRGIN MEDIA INV HLDGS LTD 2025 GBP TERM LOAN | 0 | 1,100,000 | 1,100,000 | 0.01% | $1.40M |
| LLOYDS BANKING GROUP PLC JR SUBORDINA 12/99 VAR | 0 | 1,000,000 | 1,000,000 | 0.01% | $1.37M |
| U.S. Treasury Bills | 0 | 1,315,000 | 1,315,000 | 0.01% | $1.31M |
| GENUINE PTS CO DISC COML PAPER | 0 | 1,300,000 | 1,300,000 | 0.01% | $1.30M |
| RFR GBP SONIO/3.50000 03/18/26-2Y LCH | 0 | 1 | 1 | 0.01% | $1.29M |
| U.S. Treasury Bills | 0 | 1,238,000 | 1,238,000 | 0.01% | $1.23M |
| RFR GBP SONIO/4.00000 09/16/26-10Y LCH | 0 | 1 | 1 | 0.01% | $1.21M |
| GENUINE PTS CO DISC COML PAPER | 0 | 1,200,000 | 1,200,000 | 0.01% | $1.20M |
| BPCE SA REGS 01/36 VAR | 0 | 1,000,000 | 1,000,000 | 0.01% | $1.05M |
| JONES LANG LASALLE FIN BV | 0 | 1,000,000 | 1,000,000 | 0.01% | $997.44K |
| WELLS FARGO CO | 0 | 1,000,000 | 1,000,000 | 0.01% | $994.58K |
| RFR USD SOFR/3.71199 06/30/26-9Y* LCH | 0 | 3 | 3 | 0.00% | $828.60K |
| RFR USD SOFR/3.7547* 03/13/26-10Y* LCH | 0 | 2 | 2 | 0.00% | $816.59K |
| SANUK V4.858 09/11/30 | 0 | 800,000 | 800,000 | 0.00% | $801.98K |
| FWD0104H8 COLOMBIA GOVT FWD 04 24 2026 | 0 | 3,123,000,000 | 3,123,000,000 | 0.00% | $787.15K |
| 83208D9Y5 SMB 2026 B C 144A | 0 | 767,000 | 767,000 | 0.00% | $760.15K |
| RFR USD SOFR/4.00000 06/17/26-30Y LCH | 0 | 1 | 1 | 0.00% | $665.88K |
| 83208D909 SMB 2026 B R 144A | 0 | 4,000 | 4,000 | 0.00% | $655.33K |
| FWD0Z3AA3 COLOMBIA GOVT NDF | 0 | 1,937,000,000 | 1,937,000,000 | 0.00% | $514.15K |
| GNMA II, Single Family, 30 Year | 0 | 500,000 | 500,000 | 0.00% | $458.96K |
| EGYPT TREASURY BILL BILLS 10/26 0.00000 | 0 | 14,800,000 | 14,800,000 | 0.00% | $237.98K |
| 31750SBB0 PIMCO FXVAN PUT USD KRW 1350.0000000 | 0 | 0 | 0 | 0.00% | $215.82K |
| 31750SC03 PIMCO FXVAN PUT USD KRW 1350.0000000 | 0 | 0 | 0 | 0.00% | $143.75K |
| RFR USD SOFR/4.0520* 03/16/26-30Y* LCH | 0 | 1 | 1 | 0.00% | $103.64K |
| RFR USD SOFR/3.56436 06/30/26-7Y* LCH | 0 | 1 | 1 | 0.00% | $94.10K |
| RFR JPY MUTK/1.50000 06/17/26-2Y LCH | 0 | 1 | 1 | 0.00% | $74.29K |
| RFR USD SOFR/4.0658* 03/13/26-20Y* LCH | 0 | 2 | 2 | 0.00% | $57.60K |
| SINGAPORE REPUBLIC OF 3.375% 05/01/2034 | 0 | 1 | 1 | 0.00% | $29.90K |
| 31750SCK9 PIMCO FXVAN PUT USD KRW 1350.0000000 | 0 | 0 | 0 | 0.00% | $17.48K |
| 31750SHO6 PIMCO FXVAN PUT EUR CZK 24.04000000 | 0 | 15,897,000 | 15,897,000 | 0.00% | $9.26K |
| OIS CAD CAONREPO/3.2500 06/17/26-10Y LCH | 0 | 1 | 1 | 0.00% | $1.55K |
| 317UC4YA2 PIMCO SWAPTION 3.6 CALL USD 20260416 | 0 | -17,400,000 | -17,400,000 | 0.00% | -$15.53K |
| Options on Euro(OGBL) Bund Futures | 0 | -152 | -152 | 0.00% | -$19.33K |
| OIS CAD CAONREPO/3.5000 06/17/26-30Y LCH | 0 | 1 | 1 | 0.00% | -$25.53K |
| IRS NOK 4.50000 09/16/26-5Y LCH | 0 | 1 | 1 | 0.00% | -$26.93K |
| 317UC8QA2 PIMCO SWAPTION 4.055 PUT USD 2026042 | 0 | -16,200,000 | -16,200,000 | 0.00% | -$45.09K |
| 317UC8RA1 PIMCO SWAPTION 3.695 CALL USD 202604 | 0 | -16,200,000 | -16,200,000 | 0.00% | -$46.58K |
| IRS AUD 5.00000 09/16/26-10Y LCH | 0 | 1 | 1 | 0.00% | -$56.83K |
| RFR JPY MUTK/1.75000 06/17/26-5Y LCH | 0 | 1 | 1 | 0.00% | -$63.63K |
| 317UC4XA3 PIMCO SWAPTION 3.9 PUT USD 20260416 | 0 | -17,400,000 | -17,400,000 | 0.00% | -$90.89K |
| Options on Euro(OGBL) Bund Futures | 0 | -152 | -152 | 0.00% | -$159.88K |
| EURO-BUXL 30Y BND JUN26 | 0 | 151 | 151 | 0.00% | -$230.55K |
| RFR CHF SRFXON3/0.25000 09/16/26-5Y LCH | 0 | 1 | 1 | 0.00% | -$392.72K |
| RFR JPY MUTK/2.00000 06/17/26-10Y LCH | 0 | 1 | 1 | 0.00% | -$420.50K |
| IRS CNY 1.50000 06/17/26-5Y LCH | 0 | 1 | 1 | 0.00% | -$598.85K |
| RFR CHF SRFXON3/0.25000 03/18/26-5Y LCH | 0 | 1 | 1 | 0.00% | -$637.01K |
| IRS SEK 2.75000 09/16/26-5Y LCH | 0 | 1 | 1 | 0.00% | -$757.71K |
| IRS CZK 4.35000 01/20/31-5Y CME | 0 | 1 | 1 | -0.01% | -$1.22M |
| RFR USD SOFR/4.22201 03/31/26-27Y* LCH | 0 | 12 | 12 | -0.01% | -$1.54M |
| RFR USD SOFR/3.25000 06/17/26-5Y LCH | 0 | 1 | 1 | -0.01% | -$1.65M |
| IRS EUR 2.82500 09/19/45-10Y LCH | 0 | 1 | 1 | -0.01% | -$2.08M |
| IRS EUR 3.00000 09/16/26-30Y LCH | 0 | 1 | 1 | -0.01% | -$2.34M |
| IRS SEK 2.50000 03/18/26-5Y LCH | 0 | 1 | 1 | -0.01% | -$2.64M |
| CDX IG46 5Y ICE | 0 | 1 | 1 | -0.01% | -$2.81M |
| IRS NOK 3.75000 03/18/26-5Y LCH | 0 | 1 | 1 | -0.02% | -$3.08M |
| RFR EUR ESTRON/2.17000 12/15/27-1Y LCH | 0 | 1 | 1 | -0.02% | -$3.21M |
| RFR USD SOFR/3.00000 06/17/26-2Y LCH | 0 | 1 | 1 | -0.03% | -$5.19M |
| RFR JPY MUTK/1.50000 03/18/26-10Y LCH | 0 | 1 | 1 | -0.03% | -$5.57M |
| IRS CNY R 1.50000 03/17/27-5Y BOA | 0 | 5 | 5 | -0.04% | -$7.49M |
| CDX ITRAXX MAIN45 5Y ICE | 0 | 1 | 1 | -0.05% | -$10.18M |
| RFR GBP SONIO/3.50000 09/16/26-5Y LCH | 0 | 1 | 1 | -0.06% | -$12.20M |
| RFR GBP SONIO/3.50000 09/16/26-2Y LCH | 0 | 1 | 1 | -0.11% | -$21.13M |
| EURIBOR 90DAY FUT ERZ6 12-14-26 | 0 | 24,274 | 24,274 | -0.13% | -$24.36M |
| Long Gilt | 0 | 5,283 | 5,283 | -0.16% | -$30.45M |
| IRS EUR 2.50000 09/16/26-5Y LCH | 0 | 1 | 1 | -0.17% | -$32.76M |
| IRS EUR 2.75000 09/16/26-10Y LCH | 0 | 1 | 1 | -0.22% | -$43.66M |
| IRS EUR 2.25000 09/16/26-2Y LCH | 0 | 1 | 1 | -0.27% | -$53.17M |
| EURO-BTP (ITALY GOVT) JUN 26 | 0 | 10,311 | 10,311 | -0.28% | -$54.18M |
| Uniform Mortgage-Backed Security, TBA | 0 | -71,530,000 | -71,530,000 | -0.31% | -$60.12M |
| G2SF 3.5 4/24 | 0 | -98,590,000 | -98,590,000 | -0.47% | -$90.44M |
| FNCL 3 6/24 | 0 | -136,100,000 | -136,100,000 | -0.61% | -$119.36M |
| Uniform Mortgage-Backed Security, TBA | 0 | -143,100,000 | -143,100,000 | -0.67% | -$130.90M |
| Uniform Mortgage-Backed Security, TBA | 0 | -142,680,000 | -142,680,000 | -0.74% | -$143.15M |
| FNMA-15YR | 0 | -244,800,000 | -244,800,000 | -1.16% | -$225.25M |
| FNCL 2 4/26 | 0 | -419,500,399 | -419,500,399 | -1.74% | -$337.99M |
| Uniform Mortgage-Backed Security, TBA | 0 | -356,535,000 | -356,535,000 | -1.90% | -$368.57M |
| FNCL 6 6/24 | 0 | -458,360,000 | -458,360,000 | -2.40% | -$466.56M |
| FNCL 2 5/26 | 0 | -1,018,149,601 | -1,018,149,601 | -4.22% | -$819.89M |
| Security | Shares Dec 2025 | Shares Mar 2026 | Δ shares | End % | Δ value |
|---|---|---|---|---|---|
| Uniform Mortgage-Backed Security, TBA | 2,076,940,000 | 0 | -2,076,940,000 | 0.00% | -$2.07B |
| Uniform Mortgage-Backed Security, TBA | 1,337,165,000 | 0 | -1,337,165,000 | 0.00% | -$1.39B |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 486,600,000 | 0 | -486,600,000 | 0.00% | -$502.51M |
| Uniform Mortgage-Backed Security, TBA | 322,000,000 | 0 | -322,000,000 | 0.00% | -$335.01M |
| BUONI POLIENNALI DEL TES SR UNSECURED REGS 08/27 2.1 | 270,300,000 | 0 | -270,300,000 | 0.00% | -$317.24M |
| FNCL 5.5 1/26 | 311,000,000 | 0 | -311,000,000 | 0.00% | -$315.40M |
| FNCL 6 3/24 | 248,000,000 | 0 | -248,000,000 | 0.00% | -$254.54M |
| Uniform Mortgage-Backed Security, TBA | 228,620,000 | 0 | -228,620,000 | 0.00% | -$234.63M |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 30YR TBA FEB | 169,619,000 | 0 | -169,619,000 | 0.00% | -$152.24M |
| THAILAND GOVERNMENT BOND SR UNSECURED 11/29 2.5 | 4,301,080,000 | 0 | -4,301,080,000 | 0.00% | -$143.14M |
| G2 MB0088 | 154,764,127 | 0 | -154,764,127 | 0.00% | -$141.00M |
| BONOS Y OBLIG DEL ESTADO SR UNSECURED 01/28 0.00000 | 125,050,000 | 0 | -125,050,000 | 0.00% | -$140.55M |
| G2SF 3 1/26 | 149,281,000 | 0 | -149,281,000 | 0.00% | -$134.16M |
| FRANCE (GOVT OF) BONDS 144A REGS 10/27 2.75 | 96,750,000 | 0 | -96,750,000 | 0.00% | -$114.71M |
| GNMA II POOL MB0201 G2 02/55 FIXED 3.5 | 125,819,097 | 0 | -125,819,097 | 0.00% | -$114.67M |
| G2 MB0143 | 125,631,207 | 0 | -125,631,207 | 0.00% | -$114.51M |
| FRANCE (GOVT OF) BONDS 144A REGS 02/28 0.75 | 95,650,000 | 0 | -95,650,000 | 0.00% | -$108.77M |
| JYSKE REALKREDIT A/S COVERED 01/26 1 | 585,100,000 | 0 | -585,100,000 | 0.00% | -$92.06M |
| REALKREDIT DANMARK COVERED REGS 04/26 1 | 553,400,000 | 0 | -553,400,000 | 0.00% | -$86.90M |
| FNCL 5 1/26 | 85,960,000 | 0 | -85,960,000 | 0.00% | -$85.74M |
| Government National Mortgage Association | 68,878,000 | 0 | -68,878,000 | 0.00% | -$59.41M |
| BONOS Y OBLIG DEL ESTADO SR UNSECURED 05/27 2.5 | 48,200,000 | 0 | -48,200,000 | 0.00% | -$56.91M |
| JYSKE REALKREDIT A/S COVERED 01/27 1 | 274,518,000 | 0 | -274,518,000 | 0.00% | -$42.79M |
| IRS EUR 2.21300 03/12/40-15Y LCH | 1 | 0 | -1 | 0.00% | -$36.94M |
| THAILAND GOVERNMENT BOND SR UNSECURED 06/32 3.775 | 977,460,000 | 0 | -977,460,000 | 0.00% | -$35.63M |
| MORGAN STANLEY SR UNSECURED 03/27 VAR | 26,200,000 | 0 | -26,200,000 | 0.00% | -$30.84M |
| U.S. Treasury Bills | 26,281,000 | 0 | -26,281,000 | 0.00% | -$26.06M |
| NYKREDIT REALKREDIT A/S COVERED REGS 04/26 1 | 111,900,000 | 0 | -111,900,000 | 0.00% | -$17.58M |
| JYSKE REALKREDIT A/S COVERED 04/26 1 | 106,400,000 | 0 | -106,400,000 | 0.00% | -$16.71M |
| ROMANIA SR UNSECURED 144A 05/37 5.625 | 13,500,000 | 0 | -13,500,000 | 0.00% | -$15.46M |
| REP OF POLAND | 14,800,000 | 0 | -14,800,000 | 0.00% | -$15.12M |
| BRISTOL-MYERS | 14,300,000 | 0 | -14,300,000 | 0.00% | -$14.87M |
| THAILAND GOVERNMENT BOND SR UNSECURED 03/35 2.41 | 435,690,000 | 0 | -435,690,000 | 0.00% | -$14.79M |
| HCA INC DISC COML PAPER 01/26 ZCP | 14,800,000 | 0 | -14,800,000 | 0.00% | -$14.77M |
| ROMANIA SR UNSECURED 144A 04/42 2.875 | 17,900,000 | 0 | -17,900,000 | 0.00% | -$13.90M |
| ROMANIA SR UNSECURED 144A 09/33 6.375 | 10,900,000 | 0 | -10,900,000 | 0.00% | -$13.74M |
| JABIL INC DISC 01/14/26 0.00000000 | 12,900,000 | 0 | -12,900,000 | 0.00% | -$12.88M |
| BDS LTD BDS 2022 FL11 ATS 144A | 10,517,527 | 0 | -10,517,527 | 0.00% | -$10.54M |
| OIS SGD SIBSORA/2.00000 03/18/26-5Y LCH | 1 | 0 | -1 | 0.00% | -$10.47M |
| ROMANIA SR UNSECURED 144A 12/29 1.375 | 9,090,000 | 0 | -9,090,000 | 0.00% | -$9.82M |
| DLR KREDIT A/S COVERED 01/27 1 | 59,280,000 | 0 | -59,280,000 | 0.00% | -$9.24M |
| SOUTHERN CALIFORNIA EDISON CO CP 0% 01/05/2026 | 9,100,000 | 0 | -9,100,000 | 0.00% | -$9.09M |
| UKG 10YR FUT G H6 03-27-26 | 7,679 | 0 | -7,679 | 0.00% | -$8.34M |
| CROWN CASTLE INTL 0.0 22JAN26 144A | 8,100,000 | 0 | -8,100,000 | 0.00% | -$8.08M |
| REP OF POLAND | 7,800,000 | 0 | -7,800,000 | 0.00% | -$7.95M |
| FGBM Mar 2026 | -6,301 | 0 | 6,301 | 0.00% | -$6.37M |
| HCA INC DISC COML PAPER 01/26 ZCP | 6,350,000 | 0 | -6,350,000 | 0.00% | -$6.34M |
| ROMANIA SR UNSECURED 144A 09/34 6.25 | 4,900,000 | 0 | -4,900,000 | 0.00% | -$6.05M |
| ROMANIA SR UNSECURED 144A 12/40 2.625 | 7,700,000 | 0 | -7,700,000 | 0.00% | -$5.97M |
| Government National Mortgage Association | 6,254,029 | 0 | -6,254,029 | 0.00% | -$5.70M |
| FUT. EUR FOAT MAR26 | -3,768 | 0 | 3,768 | 0.00% | -$5.54M |
| PANTHEON SNR DBT SCNDRS IIIUSD TERM LOAN | 5,200,000 | 0 | -5,200,000 | 0.00% | -$5.20M |
| Air Lease Corporation 0% CP 02/01/2026 | 5,100,000 | 0 | -5,100,000 | 0.00% | -$5.10M |
| G2 MB0255 | 5,583,596 | 0 | -5,583,596 | 0.00% | -$5.09M |
| ONSLOW BAY FINANCIAL LLC OBX 2023 NQM1 A1 144A | 5,086,390 | 0 | -5,086,390 | 0.00% | -$5.07M |
| FUT. EURO-BUND EUX MAR26 | -2,388 | 0 | 2,388 | 0.00% | -$4.78M |
| HA SUSTAINABLE INFRASTRUCTURE 01/26 ZCP | 4,700,000 | 0 | -4,700,000 | 0.00% | -$4.70M |
| FIDELITY NATL INFORMATION SVCS 01/26 ZCP | 4,250,000 | 0 | -4,250,000 | 0.00% | -$4.24M |
| EDISON INTERNATIONAL 01/26 ZCP | 4,200,000 | 0 | -4,200,000 | 0.00% | -$4.20M |
| CONAGRA FOODS IN DISC 01/13/26 0.00000000 | 4,000,000 | 0 | -4,000,000 | 0.00% | -$3.99M |
| Air Lease Corporation 0% CP 14/01/2026 | 3,900,000 | 0 | -3,900,000 | 0.00% | -$3.89M |
| PRJCT ALFA INVSTINDUSTRAL VIII 2025 EUR TERM LOAN 2 | 3,118,500 | 0 | -3,118,500 | 0.00% | -$3.66M |
| AERCAP IRELAND | 3,600,000 | 0 | -3,600,000 | 0.00% | -$3.55M |
| CROWN CASTLE INTL CORP 4(2) 144A DISC NT 1/20/2026 | 3,350,000 | 0 | -3,350,000 | 0.00% | -$3.34M |
| ATH F 07/16/26 144A | 3,200,000 | 0 | -3,200,000 | 0.00% | -$3.21M |
| HCA INC DISC COML PAPER 02/26 ZCP | 2,800,000 | 0 | -2,800,000 | 0.00% | -$2.79M |
| ACRES Commercial Realty 2021-FL1 Issuer, Ltd. | 2,657,783 | 0 | -2,657,783 | 0.00% | -$2.65M |
| U.S. Treasury Bills | 2,626,000 | 0 | -2,626,000 | 0.00% | -$2.61M |
| UBS GROUP | 2,600,000 | 0 | -2,600,000 | 0.00% | -$2.60M |
| ROMANIA UNSECURED 144A 04/41 2.75 | 3,095,000 | 0 | -3,095,000 | 0.00% | -$2.42M |
| Vibrant CLO XI Ltd., Series 2019-11A, Class A1R1 | 2,304,612 | 0 | -2,304,612 | 0.00% | -$2.31M |
| PALMER SQUARE EUROPEAN LOAN FU PSTET 2023 2A AR 144A | 1,922,704 | 0 | -1,922,704 | 0.00% | -$2.26M |
| AIR LEASE CORP DISCOUNT_______ COMMERCIAL PAPER 0.00000000 | 2,150,000 | 0 | -2,150,000 | 0.00% | -$2.15M |
| IRS NZD 2.50000 03/12/26-2Y LCH | 1 | 0 | -1 | 0.00% | -$1.80M |
| IRS NZD 3.50000 03/18/26-5Y LCH | 1 | 0 | -1 | 0.00% | -$1.79M |
| AURIUM CLO ACLO 3A AR 144A | 1,521,210 | 0 | -1,521,210 | 0.00% | -$1.79M |
| ROMANIA UNSECURED 144A 04/33 2 | 1,700,000 | 0 | -1,700,000 | 0.00% | -$1.63M |
| HCA INC DISC COML PAPER 01/26 ZCP | 1,450,000 | 0 | -1,450,000 | 0.00% | -$1.45M |
| ROMANIA SR UNSECURED REGS 01/32 2 | 1,400,000 | 0 | -1,400,000 | 0.00% | -$1.41M |
| CONAGRA FOODS IN DISC 01/05/26 0.00000000 | 1,400,000 | 0 | -1,400,000 | 0.00% | -$1.40M |
| OCTAGON INVESTMENT PARTNERS 39 OCT39 2018 3A AR 144A | 1,312,443 | 0 | -1,312,443 | 0.00% | -$1.31M |
| U.S. Treasury Bills | 1,320,000 | 0 | -1,320,000 | 0.00% | -$1.31M |
| FIDELITY NATL INFORMATION SVCS | 1,200,000 | 0 | -1,200,000 | 0.00% | -$1.20M |
| OIS SGD SIBSORA/1.25000 03/18/26-1Y LCH | 1 | 0 | -1 | 0.00% | -$1.15M |
| ROMANIA SR UNSECURED REGS 10/45 6.5 | 900,000 | 0 | -900,000 | 0.00% | -$1.05M |
| GPMT Ltd., Series 2021-FL3, Class A | 999,061 | 0 | -999,061 | 0.00% | -$998.98K |
| ROMANIA SR UNSECURED 144A 02/34 3.75 | 900,000 | 0 | -900,000 | 0.00% | -$953.82K |
| FIDELITY NATL INFORMATION SVCS | 900,000 | 0 | -900,000 | 0.00% | -$898.66K |
| ALIMENTATION COUCHETARD INC 01/26 ZCP | 900,000 | 0 | -900,000 | 0.00% | -$897.95K |
| EDISON INTERNATIONAL 01/26 ZCP | 850,000 | 0 | -850,000 | 0.00% | -$849.51K |
| EDISON INTERNATIONAL 01/26 ZCP | 850,000 | 0 | -850,000 | 0.00% | -$849.41K |
| BACARDI MARTINI DISC 01/29/26 0.00000000 | 700,000 | 0 | -700,000 | 0.00% | -$697.65K |
| FUT. EURX E-SCHATZ MAR26 | -3,756 | 0 | 3,756 | 0.00% | -$667.42K |
| RFR GBP SONIO/3.75000 09/17/25-5Y LCH | 1 | 0 | -1 | 0.00% | -$539.69K |
| 31750RZO8 PIMCO FXVAN PUT USD KRW 1380.0000000 | 0 | 0 | 0 | 0.00% | -$518.88K |
| RFR USD SOFR/3.37500 03/31/26-4Y* LCH | 1 | 0 | -1 | 0.00% | -$416.96K |
| U.S. Treasury Bills | 411,000 | 0 | -411,000 | 0.00% | -$410.56K |
| U.S. Treasury Bills | 382,000 | 0 | -382,000 | 0.00% | -$380.02K |
| 31750RZZ3 PIMCO FXVAN PUT USD BRL 5.12000000 | 0 | 0 | 0 | 0.00% | -$337.47K |
| RFR GBP SONIO/3.50000 09/17/25-2Y LCH | 1 | 0 | -1 | 0.00% | -$293.75K |
| 31750RLA3 PIMCO FXVAN PUT EUR CZK 24.20000000 | 44,502,781 | 0 | -44,502,781 | 0.00% | -$258.46K |
| IRS NZD 3.00000 03/18/26-2Y LCH | 1 | 0 | -1 | 0.00% | -$216.27K |
| 31750RZW0 PIMCO FXVAN PUT USD KRW 1385.0000000 | 0 | 0 | 0 | 0.00% | -$173.10K |
| 31750RNL7 PIMCO FXVAN PUT EUR CZK 24.10000000 | 40,056,000 | 0 | -40,056,000 | 0.00% | -$158.12K |
| 31750RXM4 PIMCO FXVAN PUT USD BRL 5.40000000 | 0 | 0 | 0 | 0.00% | -$147.36K |
| U.S. Treasury Bills | 110,000 | 0 | -110,000 | 0.00% | -$109.58K |
| 31750RMC8 PIMCO FXVAN PUT EUR CZK 24.20000000 | 15,897,000 | 0 | -15,897,000 | 0.00% | -$95.84K |
| BROADCOM INC | 100,000 | 0 | -100,000 | 0.00% | -$91.51K |
| 31750RFD4 PIMCO FXVAN PUT EUR CZK 24.20000000 | 17,017,000 | 0 | -17,017,000 | 0.00% | -$85.43K |
| 31750S493 PIMCO FXVAN PUT EUR HUF 378.00000000 | 20,230,000 | 0 | -20,230,000 | 0.00% | -$60.34K |
| 31750S584 PIMCO FXVAN PUT EUR HUF 376.00000000 | 23,987,000 | 0 | -23,987,000 | 0.00% | -$50.77K |
| 31750S543 PIMCO FXVAN PUT EUR HUF 375.00000000 | 25,902,000 | 0 | -25,902,000 | 0.00% | -$44.72K |
| Bear Stearns Asset Backed Securities Trust 2001-3 | 599 | 0 | -599 | 0.00% | -$599 |
| RFR USD SOFR/3.91900 01/14/26-10Y LCH | 0 | 0 | 0 | 0.00% | $0 |
| EUR - CZK | 0 | 0 | 0 | 0.00% | $0 |
| USD - KRW | 0 | 0 | 0 | 0.00% | $0 |
| EUR - CZK | 0 | 0 | 0 | 0.00% | $0 |
| USD - BRL | 0 | 0 | 0 | 0.00% | $0 |
| USD - SGD | 0 | 0 | 0 | 0.00% | $0 |
| USD - HKD | 0 | 0 | 0 | 0.00% | $0 |
| USD - HKD | 0 | 0 | 0 | 0.00% | $0 |
| RFR USD SOFR/3.92500 01/12/26-10Y LCH | 0 | 0 | 0 | 0.00% | $0 |
| EUR - HUF | 0 | 0 | 0 | 0.00% | $0 |
| EUR - CZK | 0 | 0 | 0 | 0.00% | $0 |
| USD - BRL | 0 | 0 | 0 | 0.00% | $0 |
| EUR - CZK | 0 | 0 | 0 | 0.00% | $0 |
| RFR USD SOFR/3.86000 01/07/26-10Y LCH | 0 | 0 | 0 | 0.00% | $0 |
| RFR USD SOFR/3.88200 02/02/26-10Y LCH | 0 | 0 | 0 | 0.00% | $0 |
| USD - KRW | 0 | 0 | 0 | 0.00% | $0 |
| EUR - HUF | 0 | 0 | 0 | 0.00% | $0 |
| EUR - HUF | 0 | 0 | 0 | 0.00% | $0 |
| EUR - CZK | 0 | 0 | 0 | 0.00% | $0 |
| 317UB9VA5 PIMCO SWAPTION 3.58 CALL USD 2026010 | -37,500,000 | 0 | 37,500,000 | 0.00% | $6 |
| 317UBA6A0 PIMCO SWAPTION 3.625 CALL USD 202601 | -22,500,000 | 0 | 22,500,000 | 0.00% | $2.04K |
| 317UBA5A1 PIMCO SWAPTION 3.925 PUT USD 2026010 | -22,500,000 | 0 | 22,500,000 | 0.00% | $4.47K |
| EURO-BUND OPTION FEB26C 130.5 EXP 01/23/2026 | -445 | 0 | 445 | 0.00% | $20.92K |
| 317UBC4A8 PIMCO SWAPTION 3.639 CALL USD 202601 | -79,900,000 | 0 | 79,900,000 | 0.00% | $20.97K |
| 317UB9UA6 PIMCO SWAPTION 3.86 PUT USD 20260105 | -37,500,000 | 0 | 37,500,000 | 0.00% | $30.04K |
| 317UBC3A9 PIMCO SWAPTION 3.919 PUT USD 2026011 | -79,900,000 | 0 | 79,900,000 | 0.00% | $49.21K |
| RFR GBP SONIO/4.50000 09/17/25-30Y LCH | 1 | 0 | -1 | 0.00% | $86.96K |
| 317UBEXA2 PIMCO SWAPTION 3.622 CALL USD 202601 | -84,200,000 | 0 | 84,200,000 | 0.00% | $114.98K |
| RFR JPY MUTK/0.4500 12/15/21-30Y LCH | 1 | 0 | -1 | 0.00% | $174.26K |
| 31750RXK8 PIMCO FXVAN CALL USD BRL 5.69000000 | -26,300,000 | 0 | 26,300,000 | 0.00% | $204.22K |
| 317UBEWA3 PIMCO SWAPTION 3.882 PUT USD 2026012 | -84,200,000 | 0 | 84,200,000 | 0.00% | $249.03K |
| RFR GBP SONIO/4.00000 09/17/25-10Y LCH | 1 | 0 | -1 | 0.00% | $277.90K |
| EURO-BUND OPTION FEB26P 127.5 EXP 01/23/2026 | -445 | 0 | 445 | 0.00% | $313.78K |
| 31750RZX8 PIMCO FXVAN CALL USD BRL 5.64000000 | -54,300,000 | 0 | 54,300,000 | 0.00% | $385.75K |
| FUT. EURO BUXL BND MAR26 | 216 | 0 | -216 | 0.00% | $587.42K |
| RFR JPY MUTK/2.25000 09/17/25-30Y LCH | 1 | 0 | -1 | 0.00% | $721.68K |
| IRS CNY R 1.50000 03/18/26-5Y SCX | 3 | 0 | -3 | 0.00% | $3.56M |
| G2SF 3.5 1/26 | -5,000,000 | 0 | 5,000,000 | 0.00% | $4.55M |
| ITA GB 10YR FUT IKH6 03-06-26 | 9,299 | 0 | -9,299 | 0.00% | $5.79M |
| Uniform Mortgage-Backed Security, TBA | -6,300,000 | 0 | 6,300,000 | 0.00% | $5.97M |
| IRS EUR 2.00000 03/18/26-2Y LCH | 1 | 0 | -1 | 0.00% | $6.68M |
| IRS EUR 3.00000 03/18/26-30Y LCH | 1 | 0 | -1 | 0.00% | $7.49M |
| FNCL 4.5 1/26 | -14,100,000 | 0 | 14,100,000 | 0.00% | $13.77M |
| IRS EUR 2.50000 03/18/26-5Y LCH | 1 | 0 | -1 | 0.00% | $14.45M |
| IRS EUR 2.75000 03/18/26-10Y LCH | 1 | 0 | -1 | 0.00% | $25.89M |
| Uniform Mortgage-Backed Security, TBA | -71,530,000 | 0 | 71,530,000 | 0.00% | $60.47M |
| Government National Mortgage Association, TBA | -113,190,000 | 0 | 113,190,000 | 0.00% | $103.01M |
| FNCL 3 2/26 | -136,100,000 | 0 | 136,100,000 | 0.00% | $120.30M |
| FNCL 3.5 2/26 | -143,100,000 | 0 | 143,100,000 | 0.00% | $131.86M |
| Uniform Mortgage-Backed Security, TBA | -131,000,000 | 0 | 131,000,000 | 0.00% | $132.72M |
| FNCI 2 1/26 | -244,800,000 | 0 | 244,800,000 | 0.00% | $226.71M |
| FNCL 2 1/26 | -308,110,000 | 0 | 308,110,000 | 0.00% | $249.13M |
| Uniform Mortgage-Backed Security, TBA | -1,046,640,000 | 0 | 1,046,640,000 | 0.00% | $846.10M |
| Security | Shares Dec 2025 | Shares Mar 2026 | Δ shares | End % | Δ value |
|---|---|---|---|---|---|
| PIMCO SHORT ASSET PORTFOLIO MUTUAL FUND | 77,079,819 | 77,910,007 | 830,189 | 3.93% | $7.99M |
| CHINA DEVELOPMENT BANK UNSECURED 01/34 2.63 | 2,910,340,000 | 3,823,540,000 | 913,200,000 | 3.01% | $148.76M |
| PIMCO PRV SHORT TERM FLT III MUTUAL FUND | 7,529,713 | 44,174,078 | 36,644,364 | 2.21% | $356.86M |
| G2 MB0420 | 90,805,422 | 298,261,510 | 207,456,088 | 1.41% | $191.14M |
| RPLDCI 6.581 05/30/49 144A | 158,300,000 | 163,200,000 | 4,900,000 | 0.86% | $533.66K |
| REPUBLIC OF SOUTH AFRICA BONDS 02/35 8.875 | 2,665,800,000 | 2,800,400,000 | 134,600,000 | 0.84% | -$5.35M |
| KOREA TREASURY BOND BONDS 06/28 2.625 | 226,380,130,000 | 236,607,130,000 | 10,227,000,000 | 0.79% | -$3.17M |
| EUROPEAN UNION SR UNSECURED REGS 10/45 3.75 | 95,200,000 | 100,900,000 | 5,700,000 | 0.58% | $2.56M |
| NEW S WALES TREASURY CRP LOCAL GOVT G REGS 03/34 1.75 | 199,070,000 | 206,370,000 | 7,300,000 | 0.56% | $5.89M |
| U.S. TREASURY INFLATION-PROTECTED SECURITIES 1.125% 01/15/2033 | 104,663,368 | 112,616,076 | 7,952,708 | 0.56% | $8.04M |
| JAPAN GOVT CPI LINKED BONDS 03/28 0.1 | 15,691,660,160 | 15,715,285,520 | 23,625,360 | 0.51% | -$2.56M |
| U.S. TREASURY INFLATION-PROTECTED SECURITIES 0-1/2% 01/15/2028 | 92,269,398 | 97,300,872 | 5,031,474 | 0.50% | $5.91M |
| Eagle Funding LuxCo S.a.r.l. | 89,200,000 | 91,900,000 | 2,700,000 | 0.48% | $1.53M |
| G2 MB0022 | 15,669,188 | 87,999,981 | 72,330,793 | 0.42% | $66.51M |
| PROVINCE OF BRITISH COLUMBIA CANADA | 102,700,000 | 105,500,000 | 2,800,000 | 0.40% | $511.12K |
| UNITED KINGDOM GILT BONDS REGS 01/56 5.375 | 22,300,000 | 60,000,000 | 37,700,000 | 0.40% | $46.66M |
| U.S. TREASURY INFLATION-PROTECTED SECURITIES 0-1/8% 07/15/2031 | 55,883,100 | 60,912,178 | 5,029,078 | 0.29% | $5.14M |
| NATWEST GROUP | 51,000,000 | 52,800,000 | 1,800,000 | 0.28% | $643.78K |
| G2 MA7937 | 53,764,849 | 61,070,040 | 7,305,192 | 0.28% | $6.19M |
| QUEBEC PROVINCE CDA 4.45% 09/01/2034 | 45,700,000 | 69,900,000 | 24,200,000 | 0.27% | $17.51M |
| CHINA GOVERNMENT BOND BONDS 01/55 1.92 | 333,600,000 | 387,500,000 | 53,900,000 | 0.26% | $7.01M |
| AUST CAPITAL TERRITORY SR UNSECURED REGS 10/30 4.75 | 67,900,000 | 69,700,000 | 1,800,000 | 0.24% | $1.95M |
| QUEENSLAND TREASURY CORP LOCAL GOVT G 144A REGS 03/36 5 | 47,800,000 | 56,300,000 | 8,500,000 | 0.19% | $6.10M |
| MALAYSIA INVESTMNT ISSUE BONDS 10/32 4.193 | 125,660,000 | 129,060,000 | 3,400,000 | 0.17% | $781.84K |
| JAPAN GOVT CPI LINKED BONDS 03/29 0.1 | 5,007,964,800 | 5,015,468,400 | 7,503,600 | 0.16% | -$991.05K |
| CRED AGRICOLE SA | 27,562,000 | 28,362,000 | 800,000 | 0.15% | $137.84K |
| CDX ITRAXX XOV44 5Y 35-100% SP MYC | 4 | 5 | 1 | 0.15% | $18.81M |
| BANK OF AMER CRP | 21,600,000 | 22,700,000 | 1,100,000 | 0.12% | $623.46K |
| EXPORT DEVELOPMNT CANADA EXPORT DEVELOPMNT CANADA | 2,119,600,000 | 2,176,700,000 | 57,100,000 | 0.12% | -$1.30M |
| PROVINCE OF ONTARIO CANADA | 29,600,000 | 30,400,000 | 800,000 | 0.11% | $166.86K |
| UBS V4.844 11/06/33 144A | 20,200,000 | 21,700,000 | 1,500,000 | 0.11% | $1.13M |
| 365 BANK AS REGS 07/28 VAR | 10,900,000 | 17,400,000 | 6,500,000 | 0.11% | $7.41M |
| JPMORGAN CHASE | 15,000,000 | 20,800,000 | 5,800,000 | 0.11% | $5.63M |
| BARCLAYS PLC | 18,000,000 | 19,000,000 | 1,000,000 | 0.10% | $792.26K |
| KFW GOVT GUARANT REGS 02/30 4.25 | 12,800,000 | 13,100,000 | 300,000 | 0.09% | -$235.91K |
| CHILE | 14,300,000 | 14,700,000 | 400,000 | 0.08% | $263.73K |
| ACE SECURITIES CORP. ACE 2006 HE1 M1 | 15,633,250 | 15,638,306 | 5,056 | 0.07% | $18.36K |
| LLOYDS BK GR PLC | 12,300,000 | 13,400,000 | 1,100,000 | 0.07% | $758.45K |
| REP OF POLAND | 6,000,000 | 6,600,000 | 600,000 | 0.03% | $501.08K |
| COUNTRYWIDE HOME LOANS CWHL 2007 13 A2 | 970,427 | 972,436 | 2,009 | 0.00% | -$9.67K |
| RESIDENTIAL ASSET SECURITIZATI RAST 2006 A8 2A4 | 570,587 | 570,681 | 94 | 0.00% | -$7.20K |
| American Home Mortgage Assets Trust, Series 2006-1, Class 2A1 | 105,869 | 105,920 | 51 | 0.00% | -$370 |
| RESIDENTIAL ASSET SECURITIZATI RAST 2006 R1 A2 | 89,704 | 89,709 | 5 | 0.00% | -$747 |
| IRS AUD 3.75000 03/18/26-5Y LCH | 1 | 2 | 1 | -0.34% | -$8.63M |
| US ULTRA BOND CBT Sep25 | -694,130,798 | -627,777,629 | 66,353,169 | -2.70% | $318.55M |
| Security | Shares Dec 2025 | Shares Mar 2026 | Δ shares | End % | Δ value |
|---|---|---|---|---|---|
| UNITED KINGDOM GILT BONDS REGS 03/30 4.375 | 323,400,000 | 315,090,000 | -8,310,000 | 2.14% | -$27.14M |
| QUEBEC PROVINCE CDA 3.6% 09/01/2033 | 337,100,000 | 321,000,000 | -16,100,000 | 1.18% | -$15.94M |
| FNMA UMBS, 30 Year | 166,539,569 | 149,512,607 | -17,026,962 | 0.79% | -$18.32M |
| CHINA GOVERNMENT BOND BONDS 05/35 1.65 | 1,745,400,000 | 963,400,000 | -782,000,000 | 0.71% | -$107.31M |
| SMB PRIVATE EDUCATION LOAN TRUST 2025-C SER 2025-C CL A1A REGD 144A P/P 4.96000000 | 61,389,694 | 59,230,721 | -2,158,973 | 0.31% | -$2.19M |
| G2 MA7988 | 67,444,583 | 65,983,285 | -1,461,297 | 0.30% | -$1.73M |
| FNMA POOL MA5247 FN 01/54 FIXED 6 | 61,869,967 | 55,195,511 | -6,674,456 | 0.29% | -$7.33M |
| JP MORGAN MORTGAGE TRUST JPMMT 2021 INV8 A2 144A | 63,465,500 | 62,383,716 | -1,081,784 | 0.28% | -$1.44M |
| FR SD8384 | 55,139,379 | 49,202,201 | -5,937,178 | 0.26% | -$6.45M |
| U.S. TREASURY INFLATION-PROTECTED SECURITIES 0-1/8% 01/15/32 | 52,974,911 | 52,911,320 | -63,591 | 0.25% | $287.11K |
| FNMA POOL CB7907 FN 11/53 FIXED 6.5 | 51,813,510 | 43,527,359 | -8,286,151 | 0.23% | -$8.83M |
| JP MORGAN MORTGAGE TRUST JPMMT 2022 INV1 A3 144A | 49,765,317 | 48,826,995 | -938,322 | 0.22% | -$1.05M |
| FN MA5217 | 45,546,673 | 38,428,753 | -7,117,919 | 0.20% | -$7.59M |
| U.S. TREASURY INFLATION-PROTECTED SECURITIES 2-1/2% 01/15/29 | 38,141,484 | 38,095,711 | -45,773 | 0.20% | $149.42K |
| FR SD8331 | 40,581,445 | 38,550,575 | -2,030,870 | 0.20% | -$2.40M |
| U.S. TREASURY INFLATION-PROTECTED SECURITIES 0-5/8% 07/15/2032 | 35,972,865 | 35,929,851 | -43,014 | 0.17% | $151.67K |
| Government National Mortgage Association | 104,592,672 | 35,961,663 | -68,631,009 | 0.17% | -$62.29M |
| Ellington Financial Mortgage Trust, Series 2025-NQM3, Class A1 | 33,179,984 | 31,166,890 | -2,013,094 | 0.16% | -$2.21M |
| TPMT 2019-4 A1 | 32,632,849 | 30,891,836 | -1,741,013 | 0.15% | -$1.79M |
| BANC OF AMERICA MERRILL LYNCH BAMLL 2025 HMST A 144A | 28,408,545 | 28,244,908 | -163,637 | 0.14% | -$208.43K |
| CITIGROUP MORTGAGE LOAN TRUST CMLTI 2022 INV1 A3B 144A | 30,808,467 | 30,337,799 | -470,667 | 0.14% | -$711.21K |
| GS MORTGAGE BACKED SECURITIES GSMBS 2022 HP1 A2 144A | 31,002,811 | 30,365,601 | -637,210 | 0.14% | -$818.44K |
| PALMER SQUARE EUROPEAN LOAN FU PSTET 2025 2A A 144A | 23,660,716 | 22,625,900 | -1,034,816 | 0.13% | -$1.64M |
| ROMANIA SR UNSECURED 144A 09/31 5.125 | 38,780,000 | 22,630,000 | -16,150,000 | 0.13% | -$20.69M |
| MFRA TRUST MFRA 2025 NQM3 A1 144A | 26,548,697 | 25,281,740 | -1,266,958 | 0.13% | -$1.36M |
| ONSLOW BAY FINANCIAL LLC OBX 2022 INV2 A1 144A | 28,641,437 | 28,173,156 | -468,281 | 0.13% | -$633.84K |
| TRINITY SQUARE TRINI 2021 1A AR 144A | 18,718,875 | 17,589,515 | -1,129,360 | 0.12% | -$1.95M |
| FREDDIE MAC REMICS SER 5511 CL FG V/R 5.22180000 | 26,271,881 | 22,463,778 | -3,808,103 | 0.12% | -$3.74M |
| ANGEL OAK MORTGAGE TRUST AOMT 2025 R1 A1 144A | 23,439,533 | 22,422,937 | -1,016,596 | 0.11% | -$1.20M |
| FN MA5107 | 22,832,982 | 21,707,579 | -1,125,403 | 0.11% | -$1.34M |
| FANNIE MAE REMICS SER 2024-90 CL FA V/R 5.57180000 | 24,298,565 | 20,307,694 | -3,990,871 | 0.11% | -$4.08M |
| PALMER SQUARE EUROPEAN LOAN FU PSTET 2025 1A A 144A | 19,051,242 | 17,607,708 | -1,443,534 | 0.10% | -$2.07M |
| TOWD POINT MORTGAGE FUNDING TPMF 2024 GR6A A1 144A | 16,063,753 | 14,922,013 | -1,141,740 | 0.10% | -$1.91M |
| FN MA5295 | 20,960,306 | 18,565,858 | -2,394,448 | 0.10% | -$2.60M |
| WELLS FARGO COMMERCIAL MORTGAG WFCM 2022 ONL A 144A | 18,800,000 | 18,483,518 | -316,482 | 0.09% | -$404.78K |
| STRUCTURED ASSET SECURITIES CO SASC 2006 BC5 A5 | 19,167,000 | 18,447,234 | -719,766 | 0.09% | -$610.00K |
| BRACCAN MORTGAGE FUNDING BRACN 2025 1A A 144A | 13,090,128 | 12,952,717 | -137,411 | 0.09% | -$543.80K |
| CROSS MORTGAGE TRUST CROSS 2025 H6 A1 144A | 18,719,724 | 16,910,571 | -1,809,153 | 0.09% | -$1.92M |
| FNMA POOL CA4346 FN 10/49 FIXED 3 | 19,407,521 | 19,076,222 | -331,300 | 0.09% | -$408.21K |
| FR SD8453 | 17,894,381 | 16,611,359 | -1,283,021 | 0.09% | -$1.46M |
| U.S. TREASURY INFLATION-PROTECTED SECURITIES 3-7/8% 04/15/29 | 14,854,800 | 14,836,950 | -17,850 | 0.08% | $4.15K |
| SOFI CONSUMER LOAN PROGRAM TRU SCLP 2025 A A 144A | 20,780,002 | 15,894,221 | -4,885,781 | 0.08% | -$4.94M |
| FN MA5445 | 17,100,112 | 14,960,939 | -2,139,174 | 0.08% | -$2.30M |
| US TREASURY N/B | 39,750,000 | 24,250,000 | -15,500,000 | 0.08% | -$9.85M |
| WARWICK FINANCE RESIDENTIAL MO WARW 3A A 144A | 12,453,792 | 11,192,524 | -1,261,268 | 0.08% | -$1.98M |
| BULGARIA SR UNSECURED REGS 07/35 3.375 | 22,400,000 | 13,200,000 | -9,200,000 | 0.08% | -$11.28M |
| KINBANE DAC KINBN 2025 RPL2A A 144A | 12,888,397 | 12,562,676 | -325,720 | 0.07% | -$654.49K |
| MORGAN STANLEY CAPITAL INC MSAC 2007 NC3 A1 144A | 26,097,499 | 25,792,685 | -304,814 | 0.07% | -$744.98K |
| FNMA POOL BF0334 FN 01/59 FIXED 3.5 | 15,643,237 | 15,373,820 | -269,416 | 0.07% | -$328.32K |
| FNR 2025-16 FA | 15,122,186 | 13,297,041 | -1,825,145 | 0.07% | -$1.77M |
| FNCL UMBS 6.0 QI7562 06-01-54 | 14,260,893 | 12,879,709 | -1,381,184 | 0.07% | -$1.51M |
| CVC CORDATUS OPPORTUNITY LOAN COLFR 1A AR 144A | 11,847,690 | 11,241,979 | -605,711 | 0.07% | -$929.97K |
| FR SD8494 | 13,657,775 | 12,720,516 | -937,259 | 0.07% | -$1.07M |
| GCAT Trust, Series 2022-INV2, Class A5 | 13,703,871 | 13,491,399 | -212,472 | 0.06% | -$293.41K |
| FREDDIE MAC REMICS SER 5513 CL MF V/R 5.01180000 | 13,058,193 | 11,626,019 | -1,432,174 | 0.06% | -$1.41M |
| FNMA POOL FA1195 FN 01/55 FIXED VAR | 11,701,281 | 10,980,691 | -720,590 | 0.06% | -$816.75K |
| INVESCO EURO CLO INVSC 5A AR 144A | 10,100,000 | 9,787,166 | -312,834 | 0.06% | -$558.01K |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION SER 2024-H02 CL FJ V/R 4.91765000 | 11,236,131 | 11,158,672 | -77,459 | 0.06% | -$53.26K |
| FN MA5498 | 12,132,815 | 10,926,980 | -1,205,834 | 0.06% | -$1.32M |
| FNMASECY | 11,640,643 | 10,957,320 | -683,323 | 0.06% | -$797.13K |
| FNMA POOL DD6416 FN 04/55 FIXED 6.5 | 11,039,198 | 10,641,110 | -398,088 | 0.06% | -$466.45K |
| FNMA POOL DC1350 FN 08/54 FIXED 6.5 | 10,524,428 | 10,249,787 | -274,641 | 0.05% | -$349.14K |
| FN MA5272 | 11,791,397 | 10,340,625 | -1,450,772 | 0.05% | -$1.56M |
| WELLS FARGO HOME EQUITY TRUST WFHET 2006 3 M1 | 11,117,508 | 10,444,249 | -673,260 | 0.05% | -$642.69K |
| BANK OF INDUSTRY LIMITED 2024 EUR TERM LOAN B1 | 12,100,000 | 9,075,000 | -3,025,000 | 0.05% | -$3.72M |
| CWABS ASSET-BACKED CERTIFICATES TRUST 2005-9 SER 2005-9 CL M2 V/R REGD 4.82121000 | 11,123,272 | 10,384,837 | -738,435 | 0.05% | -$721.48K |
| CITIGROUP MORTGAGE LOAN TRUST CMLTI 2006 HE2 M2 | 10,911,668 | 10,426,635 | -485,033 | 0.05% | -$472.66K |
| FED HM LN PC POOL RJ2290 FR 08/54 FIXED 6 | 11,064,239 | 10,057,281 | -1,006,958 | 0.05% | -$1.11M |
| SMB PRIVATE EDUCATION LOAN TRUST 2022-B SER 2022-B CL A1A REGD 144A P/P 3.94000000 | 11,079,199 | 10,494,264 | -584,935 | 0.05% | -$680.01K |
| ARCLO 2022-FL1 A SOFR30A+145 01/15/2037 144A | 12,603,057 | 10,055,217 | -2,547,840 | 0.05% | -$2.60M |
| TPMT 2020-2 A1A | 11,428,804 | 10,916,332 | -512,472 | 0.05% | -$522.38K |
| CWABS ASSET-BACKED CERTIFICATES TRUST 2006-2 SER 2006-20 CL 2A4 V/R REGD 4.30621000 | 10,617,295 | 10,499,352 | -117,943 | 0.05% | -$95.03K |
| FNMA POOL DC3280 FN 09/54 FIXED 6.5 | 10,368,099 | 9,340,707 | -1,027,391 | 0.05% | -$1.13M |
| JP MORGAN MORTGAGE TRUST JPMMT 2021 14 A11 144A | 10,215,733 | 10,025,508 | -190,225 | 0.05% | -$141.48K |
| Arbor Realty Commercial Real Estate Notes Ltd., Series 2021-FL4, Class A | 13,390,697 | 9,338,382 | -4,052,315 | 0.05% | -$4.12M |
| FREDDIE MAC FHR 5508 AF | 10,361,732 | 9,022,069 | -1,339,663 | 0.05% | -$1.32M |
| NEW RESIDENTIAL MORTGAGE LOAN TRUST 2023-NQM1 SER 2023-NQM1 CL A1A V/R REGD 144A P/P 6.86400000 | 9,842,727 | 8,939,388 | -903,339 | 0.05% | -$947.73K |
| FNMA POOL DC0264 FN 08/54 FIXED 6.5 | 9,773,400 | 8,663,426 | -1,109,975 | 0.05% | -$1.20M |
| NRZT 2019-RPL3 A1 144A FRN 07-25-59 | 9,867,639 | 9,218,474 | -649,165 | 0.05% | -$634.67K |
| FED HM LN PC POOL QX9880 FR 04/55 FIXED 6.5 | 10,499,284 | 8,610,398 | -1,888,886 | 0.05% | -$2.01M |
| CANADIAN GOVERNMENT RRB BONDS 12/44 1.5 | 12,869,370 | 12,846,060 | -23,310 | 0.05% | -$70.84K |
| AOMT 2023-1 A1 | 8,845,525 | 8,651,094 | -194,431 | 0.04% | -$189.71K |
| FR SD8462 | 9,200,451 | 8,546,471 | -653,980 | 0.04% | -$741.95K |
| MF1 MULTIFAMILY HOUSING MORTGA MF1 2022 FL9 A 144A | 11,748,170 | 8,591,431 | -3,156,739 | 0.04% | -$3.16M |
| NRZT 2020-RPL1 A1 144A FRN 11-25-59 | 9,403,192 | 8,889,530 | -513,662 | 0.04% | -$547.93K |
| FED HM LN PC POOL QJ2132 FR 08/54 FIXED 6.5 | 9,168,854 | 8,196,894 | -971,960 | 0.04% | -$1.05M |
| NovaStar Mortgage Funding Trust Series 2007-1 | 13,105,208 | 12,799,195 | -306,014 | 0.04% | -$226.33K |
| TOGETHER ASSET BACKED SECURITI TOGET 2025 1ST1A A 144A | 6,845,046 | 6,291,961 | -553,086 | 0.04% | -$906.65K |
| FNMA POOL DA3439 FN 11/53 FIXED 6.5 | 9,251,937 | 7,800,646 | -1,451,291 | 0.04% | -$1.55M |
| FNCL UMBS 6.5 QJ0143 07-01-54 | 8,000,059 | 7,668,224 | -331,835 | 0.04% | -$385.08K |
| FED HM LN PC POOL QX4018 FR 01/55 FIXED 6.5 | 8,524,187 | 7,667,524 | -856,663 | 0.04% | -$977.70K |
| FNMA POOL FM3972 FN 07/50 FIXED VAR | 8,691,817 | 8,515,156 | -176,661 | 0.04% | -$230.22K |
| PMT LOAN TRUST 2021-INV2 SER 2021-INV1 CL A3 V/R REGD 144A P/P 2.50000000 | 9,654,900 | 9,485,102 | -169,798 | 0.04% | -$184.03K |
| Trinitas CLO XIX Ltd., Series 2022-19A, Class A1R | 9,314,123 | 7,896,732 | -1,417,392 | 0.04% | -$1.43M |
| COLT FUNDING LLC COLT 2022 3 A2 144A | 8,255,521 | 8,144,742 | -110,779 | 0.04% | -$171.93K |
| FREDDIE MAC FHR 5511 FB | 9,103,946 | 7,684,349 | -1,419,597 | 0.04% | -$1.44M |
| SOUND POINT CLO LTD SNDPT 2015 2A ARRR 144A | 9,204,621 | 7,748,160 | -1,456,461 | 0.04% | -$1.47M |
| NOMURA HOME EQUITY LOAN INC NHELI 2006 HE1 M2 | 8,803,490 | 8,473,888 | -329,602 | 0.04% | -$316.55K |
| DRYDEN EURO CLO DRYD 2019 73A A1 144A | 8,430,299 | 6,576,043 | -1,854,257 | 0.04% | -$2.32M |
| MASTR ASSET BACKED SECURITIES MABS 2005 HE2 M3 | 7,929,722 | 7,643,487 | -286,235 | 0.04% | -$292.76K |
| FNR 2025-19 FC | 8,069,851 | 7,387,143 | -682,708 | 0.04% | -$653.76K |
| FNMA POOL BF0463 FN 03/60 FIXED 3 | 8,531,529 | 8,461,994 | -69,536 | 0.04% | -$111.72K |
| MORTIMER BTL MORTI 2021 1 A REGS | 9,130,798 | 5,376,509 | -3,754,289 | 0.04% | -$5.20M |
| GS Mortgage-Backed Securities Trust, Series 2025-RPL3, Class A1 | 7,412,053 | 7,231,647 | -180,406 | 0.04% | -$226.41K |
| TPMT 2024-4 A1A | 7,429,571 | 6,961,375 | -468,196 | 0.04% | -$485.70K |
| U.S. TREASURY INFLATION-PROTECTED SECURITIES 2-3/8% 01/15/27 | 6,781,236 | 6,773,130 | -8,106 | 0.04% | $56.54K |
| FNMA POOL DA6038 FN 05/54 FIXED 6 | 6,765,528 | 6,741,782 | -23,747 | 0.04% | -$70.38K |
| FNCL UMBS 6.5 QJ0973 07-01-54 | 7,604,962 | 6,561,005 | -1,043,956 | 0.04% | -$1.12M |
| TPMT 2020-1 A1 | 7,510,164 | 7,008,019 | -502,146 | 0.03% | -$495.82K |
| STRATTON MORTGAGE FUNDING PLC STRA 2024 2A A 144A | 5,361,219 | 5,047,492 | -313,727 | 0.03% | -$548.58K |
| SMB PRIVATE EDUCATION LOAN TRUST 2025-C SOFR30A+ 03/15/2055 144A | 6,853,252 | 6,612,235 | -241,017 | 0.03% | -$241.46K |
| CWL 2004-10 MV4 | 7,090,531 | 6,924,784 | -165,747 | 0.03% | -$156.19K |
| Uniform Mortgage-Backed Securities | 7,116,377 | 6,832,241 | -284,135 | 0.03% | -$305.59K |
| NOMURA RESECURITIZATION TRUST NMRR 2016 2R 2A2 144A | 7,420,570 | 7,321,564 | -99,006 | 0.03% | -$175.65K |
| FED HM LN PC POOL QI8170 FR 06/54 FIXED 6 | 6,472,678 | 6,153,040 | -319,637 | 0.03% | -$404.59K |
| MORGAN STANLEY STRUCTURED TRUS MSST 2007 1 A4 | 6,845,510 | 6,574,336 | -271,173 | 0.03% | -$261.98K |
| FED HM LN PC POOL QI7525 FR 06/54 FIXED 6 | 5,909,009 | 5,890,854 | -18,156 | 0.03% | -$60.16K |
| FNMA POOL DB7685 FN 07/54 FIXED 6 | 6,279,403 | 5,869,713 | -409,690 | 0.03% | -$450.77K |
| GNMA II POOL MB0304 G2 04/55 FIXED 3.5 | 47,035,704 | 6,551,684 | -40,484,020 | 0.03% | -$36.84M |
| SOUNDVIEW HOME LOAN TRUST 2006-3 SER 2006-3 CL A4 V/R REGD 4.56876000 | 6,497,827 | 6,242,263 | -255,564 | 0.03% | -$240.56K |
| FNMA POOL DB5288 FN 06/54 FIXED 6 | 6,067,041 | 5,791,248 | -275,793 | 0.03% | -$352.75K |
| Verdelite Static CLO Ltd., Series 2024-1A, Class A | 6,882,505 | 5,952,621 | -929,884 | 0.03% | -$925.63K |
| FNMA POOL DD6419 FN 04/55 FIXED 6.5 | 7,206,287 | 5,604,030 | -1,602,257 | 0.03% | -$1.74M |
| FNMA POOL DC0374 FN 08/54 FIXED 6 | 6,139,515 | 5,476,299 | -663,216 | 0.03% | -$719.79K |
| Option One Mortgage Loan Trust, Series 2006-3, Class 2A3 | 11,348,916 | 11,236,152 | -112,763 | 0.03% | -$87.12K |
| FNMA POOL DB5291 FN 06/54 FIXED 6 | 5,658,353 | 5,273,938 | -384,416 | 0.03% | -$449.41K |
| ONSLOW BAY FINANCIAL LLC OBX 2023 NQM3 A1 144A | 5,625,661 | 5,381,812 | -243,849 | 0.03% | -$260.68K |
| CIM TRUST CIM 2023 R2 A1 144A | 5,528,168 | 5,322,131 | -206,037 | 0.03% | -$254.44K |
| GS MORTGAGE-BACKED SECURITIES TRUST 2021-GR3 SER 2021-GR3 CL A2 V/R REGD 144A P/P 2.50000000 | 6,486,930 | 6,381,061 | -105,869 | 0.03% | -$104.72K |
| FNMA POOL CA1535 FN 02/48 FIXED 3.5 | 5,872,613 | 5,691,797 | -180,816 | 0.03% | -$215.79K |
| NORDEA KREDIT REALKREDIT COVERED 10/53 1.5 | 42,774,392 | 42,431,788 | -342,604 | 0.03% | -$184.01K |
| POLARIS PLRS 2025 2 A REGS | 4,069,950 | 4,011,265 | -58,685 | 0.03% | -$185.82K |
| FED HM LN PC POOL QI6081 FR 05/54 FIXED 6 | 5,352,646 | 5,078,512 | -274,133 | 0.03% | -$341.83K |
| UWM MORTGAGE TRUST 2021-INV5 SER 2021-INV5 CL A12 V/R REGD 144A P/P 3.00000000 | 6,117,324 | 6,012,913 | -104,411 | 0.03% | -$134.92K |
| FED HM LN PC POOL QI4422 FR 05/54 FIXED 6 | 5,812,543 | 5,087,075 | -725,468 | 0.03% | -$783.72K |
| FED HM LN PC POOL QI6083 FR 05/54 FIXED 6 | 5,235,496 | 5,036,320 | -199,175 | 0.03% | -$266.79K |
| J.P. MORGAN ALTERNATIVE LOAN T JPALT 2006 A5 1A4 | 5,660,365 | 5,500,767 | -159,598 | 0.03% | -$81.85K |
| ALDBROOK MORTGAGE TRANSACTION ALDBR 2025 1 A REGS | 3,838,329 | 3,775,676 | -62,654 | 0.03% | -$190.19K |
| AREIT LLC, Series 2022-CRE7, Class A | 5,727,694 | 4,990,393 | -737,301 | 0.03% | -$736.27K |
| FNMA POOL DA4666 FN 01/54 FIXED 6 | 5,325,266 | 4,883,993 | -441,272 | 0.03% | -$487.88K |
| US TREASURY N/B | 7,500,000 | 4,980,000 | -2,520,000 | 0.03% | -$2.59M |
| FR SD8470 | 5,430,584 | 4,804,137 | -626,446 | 0.03% | -$678.58K |
| SOUNDVIEW HOME EQUITY LOAN TRU SVHE 2006 WF2 M2 | 5,128,338 | 4,901,695 | -226,642 | 0.02% | -$219.05K |
| Deutsche Alt-A Securities Mortgage Loan Trust, Series 2007-OA4, Class 3A1 | 5,610,627 | 5,505,066 | -105,561 | 0.02% | -$90.32K |
| FHLG 30YR 6% 05/01/2054#RJ2271 | 5,249,413 | 4,622,763 | -626,650 | 0.02% | -$674.71K |
| FED HM LN PC POOL QX2602 FR 01/55 FIXED 6.5 | 5,761,497 | 4,532,664 | -1,228,833 | 0.02% | -$1.31M |
| MORGAN STANLEY CAPITAL INC MSAC 2007 HE1 A2C | 7,978,509 | 7,880,685 | -97,824 | 0.02% | -$88.10K |
| Fortress Credit Bsl X Ltd | 6,500,000 | 4,622,729 | -1,877,271 | 0.02% | -$1.88M |
| SOFI CONSUMER LOAN PROGRAM TRU SCLP 2025 A R 144A | 4,823,583 | 4,633,190 | -190,393 | 0.02% | -$1.76M |
| INDYMAC RESIDENTIAL ASSET BACK INABS 2007 A 2A3 | 6,736,061 | 6,593,172 | -142,888 | 0.02% | -$122.80K |
| FR SD8421 | 4,783,599 | 4,304,633 | -478,965 | 0.02% | -$524.66K |
| COUNTRYWIDE ASSET BACKED CERTI CWL 2006 22 1A | 4,807,350 | 4,702,276 | -105,074 | 0.02% | -$89.87K |
| MORGAN STANLEY HOME EQUITY LOA MSHEL 2007 2 A2 | 8,615,566 | 8,524,784 | -90,782 | 0.02% | -$93.08K |
| FED HM LN PC POOL QG4720 FR 06/53 FIXED 5.5 | 4,353,702 | 4,289,325 | -64,377 | 0.02% | -$105.36K |
| RESIDENTIAL ACCREDIT LOANS, IN RALI 2007 QS3 A3 | 5,317,699 | 5,200,588 | -117,111 | 0.02% | -$128.53K |
| BLETCHLEY PARK FUNDING BPKF 2025 1 A REGS | 3,280,195 | 3,255,601 | -24,594 | 0.02% | -$116.34K |
| GS MORTGAGE-BACKED SECURITIES TRUST 2021-INV1 SER 2021-INV1 CL A2 V/R REGD 144A P/P 2.50000000 | 5,207,448 | 5,134,238 | -73,210 | 0.02% | -$80.74K |
| HSI ASSET SECURITIZATION CORPO HASC 2006 OPT2 M3 | 4,500,000 | 4,379,557 | -120,443 | 0.02% | -$115.23K |
| JUBILEE CDO BV JUBIL 2016 17A A1RR 144A | 5,973,706 | 3,653,845 | -2,319,862 | 0.02% | -$2.80M |
| REALKREDIT DANMARK COVERED REGS 10/53 1.5 | 34,373,399 | 34,097,496 | -275,904 | 0.02% | -$150.29K |
| STRUCTURED ASSET SECURITIES CO SASC 2006 RF4 1A1 144A | 4,991,514 | 4,932,304 | -59,209 | 0.02% | -$50.13K |
| GS Mortgage-Backed Securities Trust, Series 2024-RPL4, Class A1 | 4,272,234 | 4,175,344 | -96,890 | 0.02% | -$135.14K |
| CWABS Asset-Backed Certificates Trust 2007-8 | 4,545,860 | 4,474,873 | -70,986 | 0.02% | -$57.72K |
| NYKREDIT REALKREDIT A/S COVERED REGS 10/53 1.5 | 31,803,011 | 31,549,303 | -253,708 | 0.02% | -$139.82K |
| FNMA POOL FS8200 FN 06/54 FIXED VAR | 4,236,204 | 3,787,550 | -448,654 | 0.02% | -$489.19K |
| RAAC SERIES RAAC 2006 RP2 M1 144A | 3,925,030 | 3,850,056 | -74,974 | 0.02% | -$72.93K |
| FR SD8439 | 4,156,575 | 3,681,500 | -475,075 | 0.02% | -$512.41K |
| GSAMP TRUST GSAMP 2007 NC1 A1 | 7,116,436 | 7,041,490 | -74,946 | 0.02% | -$80.71K |
| WASHINGTON MUTUAL MORTGAGE PAS WMALT 2007 OA3 4A1 | 4,278,979 | 4,233,864 | -45,115 | 0.02% | -$31.89K |
| US TREASURY N/B | 9,225,000 | 5,525,000 | -3,700,000 | 0.02% | -$2.41M |
| MORGAN STANLEY RESIDENTIAL MTG LN TR 2024-RPL1 A1 4% 06/25/2064 | 3,773,381 | 3,601,462 | -171,919 | 0.02% | -$194.75K |
| MASTR Asset-Backed Securities Trust, Series 2006-WMC4, Class A5 | 10,745,926 | 10,682,620 | -63,306 | 0.02% | -$99.55K |
| SAXON ASSET SECURITIES TRUST SAST 2007 4 A2 144A | 3,798,813 | 3,774,138 | -24,675 | 0.02% | -$12.87K |
| PRPM 2024-RPL3 LLC | 3,497,093 | 3,419,427 | -77,666 | 0.02% | -$92.40K |
| New Century Home Equity Loan Trust, Series 2003-4, Class M1 | 3,422,780 | 3,288,388 | -134,392 | 0.02% | -$132.78K |
| WAMU ASSET BACKED CERTIFICATES WMHE 2007 HE3 2A4 | 3,673,511 | 3,622,211 | -51,300 | 0.02% | -$36.29K |
| JYSKE REALKREDIT A/S COVERED 10/53 1.5 | 26,458,908 | 26,257,038 | -201,870 | 0.02% | -$114.21K |
| ELSTREE FUNDING ELSTR 251 1ST A REGS | 2,525,943 | 2,448,427 | -77,516 | 0.02% | -$164.93K |
| FED HM LN PC POOL QE3059 FR 06/52 FIXED 4 | 3,417,982 | 3,395,965 | -22,017 | 0.02% | -$43.09K |
| Morgan Stanley Home Equity Loan Trust 2007-2 | 6,343,028 | 6,276,192 | -66,836 | 0.02% | -$67.75K |
| OZLM XXIV Ltd., Series 2019-24A, Class A1AR | 5,065,804 | 3,204,235 | -1,861,569 | 0.02% | -$1.86M |
| CREDIT BASED ASSET SERVICING A CBASS 2006 CB3 AV4 | 3,459,636 | 3,369,941 | -89,695 | 0.02% | -$91.99K |
| FNMA POOL CB6989 FN 06/53 FIXED 5.5 | 3,138,203 | 2,998,009 | -140,194 | 0.02% | -$169.64K |
| FNCL UMBS 2.5 RA4542 02-01-51 | 3,603,567 | 3,550,907 | -52,661 | 0.02% | -$59.81K |
| HSI ASSET SECURITIZATION CORPO HASC 2007 HE2 2A3 | 6,065,523 | 5,964,310 | -101,213 | 0.02% | -$90.75K |
| FNMA POOL CA8827 FN 02/51 FIXED 2.5 | 3,561,502 | 3,506,976 | -54,526 | 0.02% | -$61.12K |
| REPUBLIC OF ARGENTINA SR UNSECURED 07/30 VAR | 3,863,740 | 3,477,366 | -386,374 | 0.02% | -$381.01K |
| CITIGROUP MORTGAGE LOAN TRUST CMLTI 2007 AMC2 A3B | 3,961,591 | 3,912,404 | -49,187 | 0.02% | -$39.09K |
| STWD Ltd., Series 2022-FL3, Class A | 7,940,460 | 2,856,795 | -5,083,666 | 0.01% | -$5.10M |
| FIRST FRANKLIN MTG LOAN ASSET FFML 2003 FF5 M1 | 2,844,618 | 2,711,330 | -133,288 | 0.01% | -$109.65K |
| TOWER BRIDGE FUNDING TWRBG 2024 2X A REGS | 2,966,448 | 2,137,934 | -828,514 | 0.01% | -$1.17M |
| RMAC SECURITIES PLC RMACS 2006 NS4X A3A REGS | 2,274,672 | 2,179,824 | -94,847 | 0.01% | -$183.39K |
| COUNTRYWIDE ASSET BACKED CERTI CWL 2007 2 1A | 3,176,052 | 3,127,281 | -48,771 | 0.01% | -$42.64K |
| NEWGATE FUNDING PLC NGATE 2007 3X A2B REGS | 2,495,502 | 2,414,172 | -81,329 | 0.01% | -$125.26K |
| FR SD8385 | 3,088,178 | 2,640,547 | -447,631 | 0.01% | -$478.88K |
| CARLYLE GLOBAL MARKET STRATEGI CGMSE 2017 3A A1R 144A | 6,739,664 | 2,318,480 | -4,421,185 | 0.01% | -$5.24M |
| THORNBURG MORTGAGE SECURITIES TMST 2007 2 A2A | 2,998,889 | 2,971,047 | -27,842 | 0.01% | -$26.54K |
| ASSET BACKED FUNDING CERTIFICA ABFC 2006 HE1 A1 | 3,580,713 | 3,536,483 | -44,230 | 0.01% | -$72.88K |
| NYMT Loan Trust, Series 2024-INV1, Class A1 | 2,696,668 | 2,530,107 | -166,561 | 0.01% | -$177.08K |
| MFRA TRUST MFRA 2020 NQM2 A1 144A | 2,923,087 | 2,565,086 | -358,001 | 0.01% | -$348.88K |
| IndyMac INDX Mortgage Loan Trust 2005-AR15 | 2,946,045 | 2,916,313 | -29,733 | 0.01% | -$21.71K |
| FREMONT HOME LOAN TRUST FHLT 2006 C 2A2 | 6,050,980 | 5,982,391 | -68,589 | 0.01% | -$65.17K |
| TPMT 2019-HY2 A1 144A FRN 05-25-58 | 2,535,198 | 2,292,607 | -242,591 | 0.01% | -$248.80K |
| G2 MA8345 | 2,479,145 | 2,433,341 | -45,804 | 0.01% | -$29.25K |
| RESIDENTIAL ASSET SECURITIZATI RAST 2005 A15 3A1 | 3,482,825 | 3,334,723 | -148,103 | 0.01% | -$177.35K |
| ACRA Trust, Series 2024-NQM1, Class A1 | 2,384,257 | 2,207,935 | -176,322 | 0.01% | -$181.20K |
| INDYMAC RESIDENTIAL ASSET BACK INABS 2006 E 2A3 | 3,185,796 | 3,131,245 | -54,550 | 0.01% | -$89.21K |
| CONSUMER LOAN FINANCE ISSUER T CLFT 2024 A A1 144A | 3,122,596 | 2,195,637 | -926,959 | 0.01% | -$938.98K |
| NEWGATE FUNDING PLC NGATE 2007 3X A3 REGS | 1,738,565 | 1,681,906 | -56,660 | 0.01% | -$112.23K |
| INDYMAC INDX MORTGAGE LOAN TRU INDX 2006 AR3 1A1 | 2,975,655 | 2,957,512 | -18,143 | 0.01% | $32.32K |
| STRUCTURED ASSET INVESTMENT LO SAIL 2003 BC7 1A2 | 2,258,669 | 2,188,005 | -70,664 | 0.01% | -$71.10K |
| CONSUMER LOAN FINANCE ISSUER T CLFT 2024 A B 144A | 2,228,000 | 2,128,424 | -99,576 | 0.01% | -$116.43K |
| CITIGROUP MORTGAGE LOAN TRUST CMLTI 2007 AMC1 A2B | 5,824,677 | 5,765,142 | -59,536 | 0.01% | -$49.93K |
| COUNTRYWIDE ALTERNATIVE LOAN T CWALT 2007 OA11 A1A | 2,380,379 | 2,363,461 | -16,918 | 0.01% | -$9.90K |
| CAIRN CLO BV CRNCL 2016 7A A1R 144A | 2,297,134 | 1,819,537 | -477,597 | 0.01% | -$595.38K |
| MASTR Asset Backed Securities Trust, Series 2006-WMC3, Class A3 | 5,994,782 | 5,954,480 | -40,301 | 0.01% | -$4.44K |
| LoanCore Issuer Ltd., Series 2022-CRE7, Class A | 3,353,436 | 1,983,218 | -1,370,218 | 0.01% | -$1.38M |
| CSMC 2021-INV1TRUST SER 2021-INV1 CL A3 V/R REGD 144A P/P 2.50000000 | 2,434,473 | 2,370,241 | -64,232 | 0.01% | -$65.81K |
| J.P. MORGAN ALTERNATIVE LOAN T JPALT 2005 A2 2A1 | 2,911,967 | 2,896,414 | -15,553 | 0.01% | -$8.78K |
| RESIDENTIAL ACCREDIT LOANS, IN RALI 2007 QH8 A | 2,438,305 | 2,430,896 | -7,409 | 0.01% | -$1.19K |
| STRUCTURED ASSET SECURITIES CO SASC 2007 BC3 1A3 | 2,089,257 | 1,947,706 | -141,551 | 0.01% | -$137.40K |
| JP MORGAN MORTGAGE ACQUISITION JPMAC 2006 WMC2 A1 | 2,121,915 | 2,068,016 | -53,899 | 0.01% | -$45.73K |
| OPTION ONE MORTGAGE LOAN TRUST OOMLT 2005 1 M1 | 1,975,255 | 1,933,115 | -42,140 | 0.01% | -$39.46K |
| DEUTSCHE ALT-A SECURITIES MORTGAGE LOAN TRUST SERIES SER 2007-3 CL 2A1 V/R REGD 5.56876000 | 2,442,919 | 2,368,082 | -74,837 | 0.01% | -$49.85K |
| FREDDIE MAC POOL UMBS P#RB5012 3.50000000 | 1,988,281 | 1,935,557 | -52,723 | 0.01% | -$58.05K |
| GSAA HOME EQUITY TRUST GSAA 2006 5 2A2 | 5,780,374 | 5,742,329 | -38,046 | 0.01% | -$28.14K |
| FNMA POOL MA3414 FN 07/48 FIXED 3.5 | 2,000,684 | 1,951,078 | -49,607 | 0.01% | -$61.51K |
| REAL ESTATE ASSET LIQUIDITY TR REALT 2018 1A A2 144A | 2,561,339 | 2,522,075 | -39,264 | 0.01% | -$66.58K |
| BNPP AM EURO CLO BNPAM 2017 1A AR 144A | 1,814,739 | 1,543,940 | -270,799 | 0.01% | -$347.00K |
| MORGAN STANLEY CAPITAL INC MSAC 2007 NC3 A2B | 2,393,916 | 2,338,579 | -55,337 | 0.01% | -$86.24K |
| FNMA POOL FS8786 FN 07/54 FIXED VAR | 1,828,010 | 1,705,125 | -122,885 | 0.01% | -$130.87K |
| Long Beach Mortgage Loan Trust, Series 2005-3, Class 1A | 1,845,927 | 1,787,981 | -57,946 | 0.01% | -$56.81K |
| COUNTRYWIDE HOME LOANS CWHL 2006 HYB2 2A1B | 1,914,104 | 1,874,329 | -39,775 | 0.01% | -$22.13K |
| WASHINGTON MUTUAL MORTGAGE PAS WMALT 2006 AR6 1A | 2,024,695 | 2,012,223 | -12,472 | 0.01% | -$17.37K |
| LETRA TESOURO NACIONAL BILLS 04/26 0.00000 | 1,784,000,000 | 8,900,000 | -1,775,100,000 | 0.01% | -$313.21M |
| FNMA POOL FS2661 FN 07/52 FIXED VAR | 1,783,684 | 1,738,515 | -45,169 | 0.01% | -$72.05K |
| WAMU MORTGAGE PASS THROUGH CER WAMU 2007 HY1 1A1 | 1,935,677 | 1,868,103 | -67,575 | 0.01% | -$49.63K |
| ASSET BACKED SECURITIES CORP H ABSHE 2005 HE2 M3 | 1,726,938 | 1,609,705 | -117,233 | 0.01% | -$106.04K |
| FNMA POOL DB2414 FN 06/54 FIXED 6 | 1,778,209 | 1,625,034 | -153,174 | 0.01% | -$169.32K |
| Government National Mortgage Association | 1,694,676 | 1,609,607 | -85,068 | 0.01% | -$92.40K |
| MORGAN STANLEY CAPITAL INC MSAC 2006 HE4 A4 | 3,284,084 | 3,226,625 | -57,459 | 0.01% | -$55.02K |
| PALMER SQUARE EUROPEAN LOAN FU PSTET 2023 3A AR 144A | 1,930,798 | 1,381,348 | -549,449 | 0.01% | -$670.05K |
| MANSARD MORTGAGES PLC MANSD 2007 2X A1 REGS | 1,374,421 | 1,201,858 | -172,563 | 0.01% | -$261.47K |
| U.S. Treasury Bills | 35,081,000 | 1,567,000 | -33,514,000 | 0.01% | -$33.19M |
| GS MORTGAGE-BACKED SECURITIES TRUST 2018-RPL1 GSMBS 2018-RPL1 A1A | 1,653,914 | 1,568,644 | -85,270 | 0.01% | -$92.14K |
| ACE Securities Corp Home Equity Loan Trust Series 2007-WM1 | 3,668,183 | 3,638,366 | -29,817 | 0.01% | -$25.00K |
| COUNTRYWIDE ALTERNATIVE LOAN T CWALT 2005 J11 1A11 | 2,928,365 | 2,917,005 | -11,360 | 0.01% | -$31.01K |
| MORTIMER BTL PLC MORTI 2024 MIX A REGS | 1,154,785 | 1,080,197 | -74,588 | 0.01% | -$129.17K |
| FN MA5421 | 1,589,054 | 1,393,493 | -195,561 | 0.01% | -$211.31K |
| LoanCore Issuer Ltd., Series 2021-CRE6, Class A | 3,030,819 | 1,401,193 | -1,629,626 | 0.01% | -$1.64M |
| CONSUMER LOAN FINANCE ISSUER T CLFT 2024 A D 144A | 1,464,000 | 1,398,569 | -65,431 | 0.01% | -$77.31K |
| NEWGATE FUNDING PLC NGATE 2007 3X CB REGS | 1,296,021 | 1,253,784 | -42,237 | 0.01% | -$20.93K |
| FREDDIE MAC REMICS SER 4579 CL FD V/R 4.77904000 | 1,522,908 | 1,415,159 | -107,749 | 0.01% | -$105.66K |
| BLACKROCK EUROPEAN CLO DAC BECLO 7A AR 144A | 2,328,709 | 1,178,455 | -1,150,254 | 0.01% | -$1.38M |
| FNMA POOL BH7058 FN 12/47 FIXED 3.5 | 1,404,988 | 1,380,062 | -24,926 | 0.01% | -$35.74K |
| FN BH5752 | 1,379,721 | 1,358,799 | -20,923 | 0.01% | -$31.22K |
| IndyMac INDX Mortgage Loan Trust 2006-AR12 | 1,344,554 | 1,332,226 | -12,328 | 0.01% | -$3.58K |
| NEWGATE FUNDING PLC NGATE 2007 3X BA REGS | 979,919 | 947,983 | -31,936 | 0.01% | -$63.39K |
| FNMA POOL DB1033 FN 02/54 FIXED 6.5 | 1,164,033 | 1,161,017 | -3,016 | 0.01% | -$8.89K |
| CONSUMER LOAN FINANCE ISSUER T CLFT 2024 BA B 144A | 1,310,576 | 1,185,744 | -124,832 | 0.01% | -$134.43K |
| CITIGROUP MORTGAGE LOAN TRUST CMLTI 2007 AMC3 A1 144A | 1,333,922 | 1,296,687 | -37,235 | 0.01% | -$43.21K |
| ARES EURO CLO ARESE 14A AR 144A | 1,400,916 | 1,021,154 | -379,762 | 0.01% | -$466.98K |
| RESIDENTIAL ASSET MORTGAGE PRO RAMP 2005 NC1 AII | 1,321,193 | 1,277,231 | -43,962 | 0.01% | -$43.51K |
| Citigroup Mortgage Loan Trust, Series 2007-AMC1, Class A1 | 2,098,935 | 2,069,177 | -29,758 | 0.01% | -$24.59K |
| SMB PRIVATE EDUCATION LOAN TRUST 2022-B SER 2022-B CL A1B V/R REGD 144A P/P 5.59202000 | 1,209,520 | 1,145,662 | -63,858 | 0.01% | -$64.66K |
| GSR MORTGAGE LOAN TRUST GSR 2007 OA1 1A1 | 2,512,283 | 2,489,016 | -23,267 | 0.01% | -$24.82K |
| WAMU MORTGAGE PASS THROUGH CER WAMU 2005 AR15 A1A2 | 1,233,539 | 1,211,775 | -21,764 | 0.01% | -$19.60K |
| STRUCTURED ASSET MORTGAGE INVESTMENTS II TRUST 2007-AR4 SER 2007-AR4 CL A3 V/R REGD 4.50876000 | 1,290,803 | 1,257,000 | -33,803 | 0.01% | -$26.66K |
| CWABS Asset-Backed Certificates Trust 2006-21 | 1,193,078 | 1,163,071 | -30,007 | 0.01% | -$30.56K |
| FNMA POOL FM1796 FN 10/34 FIXED VAR | 1,217,598 | 1,134,495 | -83,103 | 0.01% | -$89.57K |
| CONSUMER LOAN FINANCE ISSUER T CLFT 2024 A R 144A | 2,299,925 | 2,111,296 | -188,629 | 0.01% | -$89.02K |
| THORNBURG MORTGAGE SECURITIES TMST 2007 2 A3A | 1,239,196 | 1,232,477 | -6,719 | 0.01% | -$1.76K |
| CONSUMER LOAN FINANCE ISSUER T CLFT 2024 A C 144A | 1,114,000 | 1,064,212 | -49,788 | 0.01% | -$57.04K |
| MFRA TRUST MFRA 2020 NQM2 A3 144A | 1,208,083 | 1,060,124 | -147,958 | 0.01% | -$144.67K |
| RMAC SECURITIES PLC RMACS 2007 NS1X A2A REGS | 830,584 | 796,994 | -33,590 | 0.01% | -$57.91K |
| FORTRESS CREDIT BSL VII LTD A1R TSFR3M+109 07/23/2032 144A | 1,657,952 | 1,031,593 | -626,359 | 0.01% | -$627.20K |
| Structured Asset Mortgage Investments II Trust 2006-AR3 | 1,277,126 | 1,227,211 | -49,915 | 0.01% | -$42.51K |
| MASTR ASSET BACKED SECURITIES MABS 2006 WMC4 A6 | 3,197,568 | 3,178,731 | -18,837 | 0.01% | -$28.11K |
| FNMA POOL DA1133 FN 10/53 FIXED 6.5 | 1,212,957 | 969,517 | -243,441 | 0.01% | -$257.99K |
| Option One Mortgage Loan Trust, Series 2007-5, Class 1A1 | 1,643,851 | 1,615,012 | -28,838 | 0.01% | -$21.13K |
| FED HM LN PC POOL QB8321 FR 01/51 FIXED 2.5 | 1,122,074 | 1,113,713 | -8,361 | 0.00% | -$11.84K |
| COUNTRYWIDE ALTERNATIVE LOAN T CWALT 2007 OA11 A1B | 1,024,427 | 1,017,146 | -7,281 | 0.00% | -$4.26K |
| STRUCTURED ASSET SECURITIES CO SASC 2006 BC1 A2 | 949,009 | 937,842 | -11,167 | 0.00% | -$12.88K |
| WAMU MORTGAGE PASS THROUGH CER WAMU 2006 AR10 2A1 | 1,030,104 | 1,019,348 | -10,756 | 0.00% | -$3.35K |
| U.S. Treasury Bills | 10,804,000 | 881,000 | -9,923,000 | 0.00% | -$9.81M |
| NEWGATE FUNDING PLC NGATE 2007 3X BB REGS | 790,257 | 764,502 | -25,754 | 0.00% | -$45.92K |
| IndyMac IMSC Mortgage Loan Trust, Series 2007-HOA1, Class A11 | 1,269,264 | 1,240,077 | -29,188 | 0.00% | -$28.91K |
| FNMA POOL MA5167 FN 10/53 FIXED 6.5 | 923,863 | 803,521 | -120,342 | 0.00% | -$128.36K |
| GSAMP TRUST GSAMP 2007 HE2 A2C | 1,106,566 | 1,101,486 | -5,080 | 0.00% | -$18.39K |
| CONSUMER LOAN FINANCE ISSUER T CLFT 2024 A E 144A | 834,000 | 796,726 | -37,274 | 0.00% | -$41.23K |
| FNMA POOL DA0863 FN 08/53 FIXED 4 | 830,760 | 827,242 | -3,518 | 0.00% | -$7.72K |
| Citigroup Mortgage Loan Trust Inc | 831,271 | 756,509 | -74,762 | 0.00% | -$73.94K |
| CONSUMER LOAN FINANCE ISSUER T CLFT 2024 BA D 144A | 824,743 | 746,187 | -78,556 | 0.00% | -$84.81K |
| CWABS Asset-Backed Certificates Trust 2006-11 | 779,959 | 768,459 | -11,500 | 0.00% | -$10.93K |
| CONSUMER LOAN FINANCE ISSUER T CLFT 2024 BA R 144A | 1,515,477 | 1,340,924 | -174,553 | 0.00% | -$75.67K |
| Citigroup Mortgage Loan Trust, Inc. | 738,968 | 718,442 | -20,526 | 0.00% | -$24.45K |
| FNMA POOL FM7441 FN 05/51 FIXED VAR | 800,237 | 788,851 | -11,385 | 0.00% | -$14.11K |
| CSMC Mortgage-Backed Trust, Series 2007-6, Class A1 | 1,223,897 | 1,213,506 | -10,391 | 0.00% | -$18.57K |
| Bear Stearns ALT-A Trust, Series 2005-7, Class 22A1 | 1,330,908 | 1,288,443 | -42,464 | 0.00% | -$36.09K |
| LUMINENT MORTGAGE TRUST LUM 2006 7 2A1 | 758,387 | 751,310 | -7,077 | 0.00% | -$4.08K |
Top 300 of 553, by weight.
| Security | Shares Dec 2025 | Shares Mar 2026 | Δ shares | End % | Δ value |
|---|---|---|---|---|---|
| CHINA DEVELOPMENT BANK UNSECURED 05/33 2.82 | 2,977,280,000 | 2,977,280,000 | 0 | 2.37% | $8.86M |
| FRANCE (GOVT OF) BONDS 144A REGS 02/30 2.75 | 361,800,000 | 361,800,000 | 0 | 2.13% | -$12.38M |
| US TREASURY N/B | 343,300,000 | 343,300,000 | 0 | 1.65% | -$3.11M |
| BONOS Y OBLIG DEL ESTADO SR UNSECURED 144A REGS 10/34 3 | 254,730,000 | 254,730,000 | 0 | 1.52% | -$9.30M |
| US TREASURY N/B | 213,900,000 | 213,900,000 | 0 | 1.05% | -$2.03M |
| MALAYSIA GOVERNMENT BONDS 04/28 3.519 | 765,672,000 | 765,672,000 | 0 | 0.98% | -$607.97K |
| PROJECT CASHMERE CLASS A1 144A | 224,800,000 | 224,800,000 | 0 | 0.80% | $5.08M |
| CANADIAN GOVERNMENT /CAD/ REGD 3.00000000 | 188,700,000 | 188,700,000 | 0 | 0.68% | -$2.13M |
| CHINA GOVERNMENT BOND BONDS 10/51 3.53 | 707,500,000 | 707,500,000 | 0 | 0.64% | $957.28K |
| CHINA GOVERNMENT BOND BONDS 09/54 2.19 | 846,400,000 | 846,400,000 | 0 | 0.61% | $1.47M |
| BONOS Y OBLIG DEL ESTADO SR UNSECURED 144A REGS 04/35 3 | 91,140,000 | 91,140,000 | 0 | 0.53% | -$3.19M |
| BONOS Y OBLIG DEL ESTADO SR UNSECURED 05/28 2.4 | 85,750,000 | 85,750,000 | 0 | 0.51% | -$2.68M |
| CANADIAN GOVERNMENT BONDS 12/33 3.25 | 132,000,000 | 132,000,000 | 0 | 0.49% | -$1.60M |
| QUEENSLAND TREASURY CORP LOCAL GOVT G 144A REGS 08/32 1 | 167,400,000 | 167,400,000 | 0 | 0.47% | $2.05M |
| REPUBLIC OF PERU SR UNSECURED 144A 08/32 6.15 | 299,500,000 | 299,500,000 | 0 | 0.46% | -$6.15M |
| STATE OF ISRAEL | 79,200,000 | 79,200,000 | 0 | 0.41% | -$1.55M |
| US TREASURY N/B | 87,750,000 | 87,750,000 | 0 | 0.41% | -$927.20K |
| NORDEA KREDIT REALKREDIT COVERED 04/26 1 | 509,200,000 | 509,200,000 | 0 | 0.41% | -$1.13M |
| KOREA TREASURY BOND BONDS 12/28 2.375 | 113,568,490,000 | 113,568,490,000 | 0 | 0.37% | -$5.03M |
| REPUBLIC OF PERU SR UNSECURED 144A 08/37 6.9 | 238,700,000 | 238,700,000 | 0 | 0.35% | -$6.13M |
| REALKREDIT DANMARK COVERED REGS 01/27 1 | 422,095,000 | 422,095,000 | 0 | 0.33% | -$1.15M |
| JAPAN (20 YEAR ISSUE) BONDS 06/40 0.4 | 14,093,700,000 | 14,093,700,000 | 0 | 0.33% | -$3.27M |
| REPUBLIC OF SOUTH AFRICA BONDS 01/30 8 | 1,044,300,000 | 1,044,300,000 | 0 | 0.31% | -$3.44M |
| US TREASURY N/B | 72,400,000 | 72,400,000 | 0 | 0.29% | -$545.83K |
| JAPAN (20 YEAR ISSUE) BONDS 09/44 1.8 | 10,720,000,000 | 10,720,000,000 | 0 | 0.28% | -$3.32M |
| UNITED KINGDOM GILT BONDS REGS 01/41 5.25 | 40,100,000 | 40,100,000 | 0 | 0.27% | -$2.96M |
| JAPAN (20 YEAR ISSUE) BONDS 03/45 2.4 | 9,271,000,000 | 9,271,000,000 | 0 | 0.27% | -$3.17M |
| SAUDI INTERNATIONAL BOND SR UNSECURED 144A 01/30 4.75 | 51,500,000 | 51,500,000 | 0 | 0.26% | -$1.11M |
| BANK OF AMER CRP | 49,300,000 | 49,300,000 | 0 | 0.26% | -$657.05K |
| JAPAN (40 YEAR ISSUE) BONDS 03/64 2.2 | 10,823,000,000 | 10,823,000,000 | 0 | 0.24% | -$3.03M |
| GOLDMAN SACHS GP | 47,050,000 | 47,050,000 | 0 | 0.24% | -$1.12M |
| JAPAN (20 YEAR ISSUE) BONDS 09/42 1.1 | 9,710,000,000 | 9,710,000,000 | 0 | 0.24% | -$2.68M |
| ABU DHABI DEVELO | 47,100,000 | 47,100,000 | 0 | 0.24% | -$1.22M |
| SAUDI INTERNATIONAL BOND SR UNSECURED 144A 01/28 5.125 | 44,400,000 | 44,400,000 | 0 | 0.23% | -$501.87K |
| JPMORGAN CHASE | 42,000,000 | 42,000,000 | 0 | 0.22% | -$474.76K |
| ROYAL BK CANADA RY Float 02/04/31 | 40,900,000 | 40,900,000 | 0 | 0.21% | -$147.25K |
| MORGAN STANLEY | 40,100,000 | 40,100,000 | 0 | 0.21% | -$519.23K |
| State of Kuwait | 41,200,000 | 41,200,000 | 0 | 0.21% | -$665.00K |
| REPUBLIC OF PANAMA EUR TERM LOAN | 34,600,000 | 34,600,000 | 0 | 0.21% | -$710.76K |
| WELLS FARGO CO | 38,900,000 | 38,900,000 | 0 | 0.20% | -$590.52K |
| WELLS FARGO CO | 38,000,000 | 38,000,000 | 0 | 0.19% | -$986.88K |
| TREASURY CORP VICTORIA LOCAL GOVT G REGS 09/33 2.25 | 67,600,000 | 67,600,000 | 0 | 0.19% | $745.12K |
| JAPAN (5 YEAR ISSUE) BONDS 06/29 0.4 | 6,120,000,000 | 6,120,000,000 | 0 | 0.19% | -$616.41K |
| VMED O2 UK FINANCING I SR SECURED 144A 04/32 5.625 | 33,700,000 | 33,700,000 | 0 | 0.18% | -$4.05M |
| SAUDI INT BOND | 35,500,000 | 35,500,000 | 0 | 0.18% | -$1.01M |
| BANK OF QUEENSLAND LTD BANK OF QUEENSLAND LTD | 30,377,000 | 30,377,000 | 0 | 0.18% | -$1.03M |
| JAPAN (30 YEAR ISSUE) BONDS 03/49 0.5 | 10,483,000,000 | 10,483,000,000 | 0 | 0.18% | -$2.59M |
| BONOS Y OBLIG DEL ESTADO SR UNSECURED 144A REGS 10/35 3 | 31,100,000 | 31,100,000 | 0 | 0.18% | -$1.11M |
| JAPAN (30 YEAR ISSUE) BONDS 12/48 0.7 | 9,439,000,000 | 9,439,000,000 | 0 | 0.17% | -$2.45M |
| BRACCAN MORTGAGE FUNDING BRACN 2025 2A A 144A | 25,000,000 | 25,000,000 | 0 | 0.17% | -$685.59K |
| POLARIS PLRS 2025 3A A 144A | 24,999,452 | 24,999,452 | 0 | 0.17% | -$636.39K |
| MORGAN STANLEY 03/35 1 | 28,400,000 | 28,400,000 | 0 | 0.17% | -$1.38M |
| INDIGO CREDIT MANAGEMENT INDI 2A A 144A | 28,000,000 | 28,000,000 | 0 | 0.17% | -$570.87K |
| SAUDI INTERNATIONAL BOND SR UNSECURED 144A 01/28 4.75 | 32,100,000 | 32,100,000 | 0 | 0.17% | -$367.29K |
| KOREA HOUSING FINANCE CO COVERED REGS 09/30 2.765 | 28,100,000 | 28,100,000 | 0 | 0.16% | -$928.46K |
| JAPAN (30 YEAR ISSUE) BONDS 06/51 0.7 | 9,715,000,000 | 9,715,000,000 | 0 | 0.16% | -$2.06M |
| MITSUBISHI UFJ FIN GRP SR UNSECURED 09/31 VAR | 31,000,000 | 31,000,000 | 0 | 0.16% | -$10.08K |
| QUEENSLAND TREASURY CORP LOCAL GOVT G 144A REGS 07/34 1 | 59,100,000 | 59,100,000 | 0 | 0.16% | $647.67K |
| UNITED KINGDOM GILT BONDS REGS 07/54 4.375 | 27,570,000 | 27,570,000 | 0 | 0.16% | -$2.24M |
| REPUBLIC OF SOUTH AFRICA BONDS 01/40 9 | 541,200,000 | 541,200,000 | 0 | 0.15% | -$2.71M |
| LLOYDS BK GR PLC | 28,500,000 | 28,500,000 | 0 | 0.15% | -$446.04K |
| PHILIP MORRIS INTL INC SR UNSECURED 06/29 2.75 | 25,900,000 | 25,900,000 | 0 | 0.15% | -$914.82K |
| COSTA RICA GOVERNMENT BONDS 144A 11/30 5.4995 | 24,750,000 | 24,750,000 | 0 | 0.15% | -$540.27K |
| CARLYLE GLOBAL MARKET STRATEGI CGMSE 2025 1A A1 144A | 25,000,000 | 25,000,000 | 0 | 0.15% | -$520.06K |
| REPUBLIC OF PERU SR UNSECURED REGS 08/34 5.4 | 105,600,000 | 105,600,000 | 0 | 0.15% | -$2.52M |
| SAUDI INT BOND | 27,600,000 | 27,600,000 | 0 | 0.15% | -$740.67K |
| NIGERIA OMO BILL OMO260626 | 40,737,394,000 | 40,737,394,000 | 0 | 0.14% | $2.49M |
| JAPAN (30 YEAR ISSUE) BONDS 09/55 3.2 | 4,850,000,000 | 4,850,000,000 | 0 | 0.14% | -$1.94M |
| State of Kuwait | 29,000,000 | 29,000,000 | 0 | 0.14% | -$1.14M |
| NEW S WALES TREASURY CRP LOCAL GOVT G 03/33 2 | 49,600,000 | 49,600,000 | 0 | 0.14% | $546.14K |
| MORGAN STANLEY | 27,600,000 | 27,600,000 | 0 | 0.14% | -$346.44K |
| VMED O2 UK FINANCING I SR SECURED 144A 04/32 7.75 | 28,600,000 | 28,600,000 | 0 | 0.14% | -$2.39M |
| RFR USD SOFR/1.75000 06/15/22-30Y LCH | 1 | 1 | 0 | 0.14% | -$40.13K |
| GACI FIRST INVESTMENT COMPANY GUAR REGS 07/34 5.625 | 25,800,000 | 25,800,000 | 0 | 0.13% | -$990.99K |
| PANAMA INFRASTRUCTURE SR SECURED 144A 04/32 0.00000 | 33,409,000 | 33,409,000 | 0 | 0.13% | $362.32K |
| UNITED KINGDOM GILT BONDS REGS 07/51 1.25 | 47,100,000 | 47,100,000 | 0 | 0.13% | -$2.11M |
| BAIN CAPITAL EURO CLO BCCE 2022 2A ARR 144A | 22,400,000 | 22,400,000 | 0 | 0.13% | -$468.34K |
| SAGB 7 02/28/31 R213 | 461,300,000 | 461,300,000 | 0 | 0.13% | -$1.70M |
| MORGAN STANLEY SR UNSECURED 03/30 VAR | 21,900,000 | 21,900,000 | 0 | 0.13% | -$876.15K |
| GOLDMAN SACHS GP | 25,000,000 | 25,000,000 | 0 | 0.13% | -$398.76K |
| US TREASURY N/B | 34,100,000 | 34,100,000 | 0 | 0.13% | -$230.44K |
| BANQUE FEDERATIVE DU CREDIT MUTUEL SA 144A 5.896000% 07/13/2026 | 24,800,000 | 24,800,000 | 0 | 0.13% | -$135.81K |
| KOREA TREASURY BOND BONDS 06/30 1.375 | 38,824,610,000 | 38,824,610,000 | 0 | 0.12% | -$1.76M |
| TREASURY CORP VICTORIA LOCAL GOVT G 12/32 4.25 | 34,900,000 | 34,900,000 | 0 | 0.12% | $348.99K |
| TELECOM SERBIA EUR TERM LOAN A | 19,400,000 | 19,400,000 | 0 | 0.12% | -$418.23K |
| OMW 2020-1MW A 144A 2.13% 09-10-39 | 23,200,000 | 23,200,000 | 0 | 0.12% | $32.31K |
| MSC 2021-230P A | 22,800,000 | 22,800,000 | 0 | 0.11% | $110.78K |
| JPMORGAN CHASE | 20,900,000 | 20,900,000 | 0 | 0.11% | -$299.86K |
| BULGARIA SR UNSECURED REGS 07/45 4.125 | 20,000,000 | 20,000,000 | 0 | 0.11% | -$931.48K |
| BANK OF AMER CRP | 24,300,000 | 24,300,000 | 0 | 0.11% | -$187.61K |
| BARINGS EURO CLO BABSE 2020 1A ARR 144A | 18,700,000 | 18,700,000 | 0 | 0.11% | -$351.90K |
| STATE OF ISRAEL | 22,900,000 | 22,900,000 | 0 | 0.11% | -$744.84K |
| CITIGROUP INC | 20,900,000 | 20,900,000 | 0 | 0.11% | -$226.72K |
| OZLME OZLME 4A AR 144A | 18,200,000 | 18,200,000 | 0 | 0.11% | -$393.87K |
| SAUDI INTERNATIONAL BOND SR UNSECURED 144A 03/32 3.375 | 18,700,000 | 18,700,000 | 0 | 0.11% | -$1.13M |
| WELLS FARGO CO | 20,200,000 | 20,200,000 | 0 | 0.11% | -$513.91K |
| JAPAN (30 YEAR ISSUE) BONDS 09/46 0.5 | 5,480,000,000 | 5,480,000,000 | 0 | 0.10% | -$1.48M |
| State of Kuwait | 20,500,000 | 20,500,000 | 0 | 0.10% | -$457.73K |
| CONTEGO CLO DAC CONTE 3A ARR 144A | 17,200,000 | 17,200,000 | 0 | 0.10% | -$361.77K |
| STATE OF ISRAEL | 19,550,000 | 19,550,000 | 0 | 0.10% | -$286.83K |
| QUEENSLAND TREASURY CORP LOCAL GOVT G 144A REGS 07/36 5 | 29,600,000 | 29,600,000 | 0 | 0.10% | $325.56K |
| HAYFIN EMERALD CLO HAYEM 5A AR 144A | 16,900,000 | 16,900,000 | 0 | 0.10% | -$294.32K |
| TREASURY CORP VICTORIA LOCAL GOVT G REGS 09/33 2.25 | 34,500,000 | 34,500,000 | 0 | 0.10% | $380.27K |
| UNITED KINGDOM GILT BONDS REGS 01/49 1.75 | 28,000,000 | 28,000,000 | 0 | 0.10% | -$1.44M |
| MORGAN STANLEY SR UNSECURED 11/31 VAR | 16,900,000 | 16,900,000 | 0 | 0.10% | -$692.22K |
| MALAYSIA GOVERNMENT BONDS 04/31 2.632 | 79,740,000 | 79,740,000 | 0 | 0.10% | -$31.93K |
| CASSA DEPOSITI E PRESTIT SR UNSECURED 144A 05/26 5.75 | 18,800,000 | 18,800,000 | 0 | 0.10% | -$78.20K |
| ROYAL BK SCOTLAND INTL LTD USD SR NT SER E | 19,000,000 | 19,000,000 | 0 | 0.10% | -$227.14K |
| SANUSA V6.124 05/31/27 | 18,300,000 | 18,300,000 | 0 | 0.09% | -$89.24K |
| JAPAN (30 YEAR ISSUE) BONDS 06/54 2.2 | 3,886,350,000 | 3,886,350,000 | 0 | 0.09% | -$1.28M |
| INVESCO EURO CLO INVSC 3A AR | 15,700,000 | 15,700,000 | 0 | 0.09% | -$319.53K |
| STANDARD CHARTERED PLC SR UNSECURED 144A 07/27 VAR | 18,000,000 | 18,000,000 | 0 | 0.09% | -$112.44K |
| UNITED KINGDOM GILT BONDS REGS 10/50 0.625 | 38,900,000 | 38,900,000 | 0 | 0.09% | -$1.47M |
| MORGAN STANLEY SR UNSECURED 11/36 VAR | 15,900,000 | 15,900,000 | 0 | 0.09% | -$691.69K |
| TREASURY CORP VICTORIA LOCAL GOVT G 09/35 2 | 34,900,000 | 34,900,000 | 0 | 0.09% | $330.06K |
| MORGAN STANLEY SR UNSECURED 05/29 VAR | 15,000,000 | 15,000,000 | 0 | 0.09% | -$343.87K |
| HARVEST CLO HARVT 16A AR3 144A | 14,900,000 | 14,900,000 | 0 | 0.09% | -$299.49K |
| UNITED KINGDOM GILT BONDS REGS 07/53 1.5 | 29,830,000 | 29,830,000 | 0 | 0.09% | -$1.41M |
| HSBC HOLDINGS | 16,900,000 | 16,900,000 | 0 | 0.09% | -$126.65K |
| BANCA MONTE DEI PASCHI S COVERED REGS 10/27 0.875 | 14,835,000 | 14,835,000 | 0 | 0.09% | -$276.44K |
| INTESA SANPAOLO SPA REGD 144A P/P 7.20000000 | 15,100,000 | 15,100,000 | 0 | 0.09% | -$322.93K |
| Sumitomo Mitsui Trust Bank, Ltd. | 16,400,000 | 16,400,000 | 0 | 0.09% | -$190.38K |
| RFR JPY MUT+5.89/0.4000 06/19/19-20Y LCH | 1 | 1 | 0 | 0.09% | $1.43M |
| ROMANIA SR UNSECURED 144A 03/28 2.125 | 14,800,000 | 14,800,000 | 0 | 0.09% | -$512.13K |
| MORGAN STANLEY | 15,700,000 | 15,700,000 | 0 | 0.08% | -$255.34K |
| WELLS FARGO CO | 16,100,000 | 16,100,000 | 0 | 0.08% | -$229.20K |
| ROMANIA SR UNSECURED 144A 09/29 6.625 | 13,100,000 | 13,100,000 | 0 | 0.08% | -$689.32K |
| ARCANO EURO CLO ARCAN 2A A 144A | 13,900,000 | 13,900,000 | 0 | 0.08% | -$281.03K |
| GOLDMAN SACHS GP | 15,200,000 | 15,200,000 | 0 | 0.08% | -$221.88K |
| PROJECT PANAMA SPV LLC 2024-1 | 15,804,000 | 15,804,000 | 0 | 0.08% | -$8.26K |
| GOLDMAN SACHS GP | 15,000,000 | 15,000,000 | 0 | 0.08% | -$195.97K |
| ABN AMRO BANK NV REGD V/R 144A P/P 5.51500000 | 15,200,000 | 15,200,000 | 0 | 0.08% | -$285.97K |
| STATE OF ISRAEL | 15,000,000 | 15,000,000 | 0 | 0.08% | -$404.64K |
| WELLS FARGO CO | 15,000,000 | 15,000,000 | 0 | 0.08% | -$385.11K |
| ROMANIA SR UNSECURED 144A 03/30 5.25 | 13,000,000 | 13,000,000 | 0 | 0.08% | -$735.21K |
| ISPIM V8.248 11/21/33 144A | 13,200,000 | 13,200,000 | 0 | 0.08% | -$376.05K |
| Santander UK Group Holdings PLC | 15,200,000 | 15,200,000 | 0 | 0.08% | $11.00K |
| NEW S WALES TREASURY CRP LOCAL GOVT G REGS 09/35 4.75 | 23,400,000 | 23,400,000 | 0 | 0.08% | $211.43K |
| GOLDMAN SACHS GP | 14,700,000 | 14,700,000 | 0 | 0.08% | -$316.53K |
| GROSVENOR PLACE CLO BV GROSV 2025 4A A 144A | 12,900,000 | 12,900,000 | 0 | 0.08% | -$249.98K |
| SYMPHONY CLO XXV LTD SER 2021-25A CL AR V/R REGD 144A P/P 0.00000000 | 14,900,000 | 14,900,000 | 0 | 0.08% | $8.87K |
| BANC OF AMERICA MERRILL LYNCH BAMLL 2021 JACX A 144A | 15,200,000 | 15,200,000 | 0 | 0.08% | -$26.44K |
| OCP EURO CLO OCPE 2022 6A ARR 144A | 12,600,000 | 12,600,000 | 0 | 0.07% | -$266.50K |
| BARINGS EURO CLO DAC BABSE 2025 1A A 144A | 12,600,000 | 12,600,000 | 0 | 0.07% | -$271.73K |
| Bain Capital Credit CLO Ltd., Series 2019-4A, Class A1RR | 14,400,000 | 14,400,000 | 0 | 0.07% | $8.74K |
| Standard Chartered PLC | 14,000,000 | 14,000,000 | 0 | 0.07% | -$140.60K |
| ARES XLIV CLO Ltd. Floating Rate, Due 04/15/2034 | 14,200,000 | 14,200,000 | 0 | 0.07% | $10.60K |
| WELLS FARGO CO | 13,600,000 | 13,600,000 | 0 | 0.07% | -$207.21K |
| JAPAN (30 YEAR ISSUE) BONDS 12/54 2.3 | 2,950,300,000 | 2,950,300,000 | 0 | 0.07% | -$1.02M |
| PROVIDUS CLO PRVD 5A AR 144A | 12,200,000 | 12,200,000 | 0 | 0.07% | -$256.51K |
| LAS VEGAS SAN | 13,900,000 | 13,900,000 | 0 | 0.07% | -$100.33K |
| BFCM 5.088 01/23/27 144A | 13,900,000 | 13,900,000 | 0 | 0.07% | -$65.54K |
| KOMMUNALBANKEN AS SR UNSECURED REGS 01/27 1.9 | 20,700,000 | 20,700,000 | 0 | 0.07% | $465.91K |
| SWOP CDX IG45 (V1 ONLY) 5Y SP | 1 | 1 | 0 | 0.07% | -$16.99M |
| Bank of Nova Scotia/The | 13,700,000 | 13,700,000 | 0 | 0.07% | -$101.50K |
| JAPAN (30 YEAR ISSUE) BONDS 12/50 0.7 | 4,080,000,000 | 4,080,000,000 | 0 | 0.07% | -$914.35K |
| BNP PARIBAS | 13,300,000 | 13,300,000 | 0 | 0.07% | -$313.93K |
| NATIONWIDE BUILDING SOC(UNGTD) 2.972%/VAR 02/16/2028 144A | 13,800,000 | 13,800,000 | 0 | 0.07% | -$28.91K |
| JAPAN (30 YEAR ISSUE) BONDS 03/51 0.7 | 4,080,000,000 | 4,080,000,000 | 0 | 0.07% | -$880.17K |
| TIKEHAU TIKEH 5A AR 144A | 11,600,000 | 11,600,000 | 0 | 0.07% | -$238.49K |
| BLACKSTONE HOLDINGS FINA COMPANY GUAR 144A 06/34 3.5 | 12,200,000 | 12,200,000 | 0 | 0.07% | -$834.90K |
| BAYFRONT IABS VII PTE. LTD. BAYFRT 7A A 144A | 13,400,000 | 13,400,000 | 0 | 0.07% | -$473 |
| PHILIP MORRIS IN | 13,000,000 | 13,000,000 | 0 | 0.07% | -$114.52K |
| Symphony CLO XXXII Ltd., Series 2022-32A, Class AR | 13,100,000 | 13,100,000 | 0 | 0.07% | $1.46K |
| BNP PARIBAS | 12,500,000 | 12,500,000 | 0 | 0.07% | -$133.63K |
| BCC 2022-2A A1R | 12,800,000 | 12,800,000 | 0 | 0.07% | -$5.33K |
| CORDATUS CLO PLC CORDA 12A ARR 144A | 11,080,000 | 11,080,000 | 0 | 0.07% | -$231.52K |
| ROMANIA UNSECURED 144A 07/30 1.75 | 12,500,000 | 12,500,000 | 0 | 0.07% | -$555.85K |
| SUMITOMO MITSUI FINL GRP SR UNSECURED 07/31 VAR | 12,600,000 | 12,600,000 | 0 | 0.06% | -$193.64K |
| MARBLE POINT CLO XXII LTD AR TSFR3M+ 07/25/2034 144A | 12,300,000 | 12,300,000 | 0 | 0.06% | -$19.27K |
| PPM CLO, LTD. PPMC 2021 5A AR 144A | 12,200,000 | 12,200,000 | 0 | 0.06% | $14.14K |
| BNP PARIBAS | 11,800,000 | 11,800,000 | 0 | 0.06% | -$196.50K |
| Romark CLO V Ltd., Series 2021-5A, Class AR | 12,200,000 | 12,200,000 | 0 | 0.06% | -$16.69K |
| GOLDMAN SACHS GROUP INC SR UNSECURED REGS 01/33 VAR | 10,500,000 | 10,500,000 | 0 | 0.06% | -$447.88K |
| UBS GROUP | 11,500,000 | 11,500,000 | 0 | 0.06% | -$158.26K |
| REAL ESTATE ASSET LIQUIDITY TR REALT 2020 1A A2 144A | 16,700,000 | 16,700,000 | 0 | 0.06% | -$129.48K |
| ROMARK CREDIT FUNDING LTD SER 2025-4A CL A REGD 144A P/P 5.42300000 | 11,500,000 | 11,500,000 | 0 | 0.06% | -$10.06K |
| ROCKFORD TOWER EUROPE CLO RFTE 2018 1A A1RR 144A | 10,000,000 | 10,000,000 | 0 | 0.06% | -$209.71K |
| INVESCO CLO 2022 2, LTD. INVCO 2022 2A A1R 144A | 11,500,000 | 11,500,000 | 0 | 0.06% | $3.66K |
| CARLYLE GLOBAL MARKET STRATEGIES CLO SER 2016-3A CL ARRR V/R REGD 144A P/P 4.97444000 | 11,300,000 | 11,300,000 | 0 | 0.06% | $1.09K |
| BANK OF AMER CRP | 11,000,000 | 11,000,000 | 0 | 0.06% | -$230.31K |
| STANDARD CHARTERED PLC SR UNSECURED 144A 01/28 VAR | 11,100,000 | 11,100,000 | 0 | 0.06% | $6.42K |
| NIGERIA OMO BILL OMO110626 | 15,694,000,000 | 15,694,000,000 | 0 | 0.06% | $965.75K |
| NIGERIA OMO BILL OMO120626 | 15,680,000,000 | 15,680,000,000 | 0 | 0.06% | $964.55K |
| MORGAN STANLEY | 10,800,000 | 10,800,000 | 0 | 0.06% | -$280.28K |
| STATE OF ISRAEL | 11,200,000 | 11,200,000 | 0 | 0.06% | -$236.03K |
| ROMANIA SR UNSECURED 144A 09/28 5.5 | 9,000,000 | 9,000,000 | 0 | 0.06% | -$447.71K |
| NATWEST GROUP | 10,500,000 | 10,500,000 | 0 | 0.05% | -$118.52K |
| OCP EURO CLO OCPE 2020 4A ARR 144A | 9,100,000 | 9,100,000 | 0 | 0.05% | -$189.38K |
| CAPITAL FOUR CLO CFOUR 10A A 144A | 9,100,000 | 9,100,000 | 0 | 0.05% | -$203.01K |
| GOLDMAN SACHS GP | 10,400,000 | 10,400,000 | 0 | 0.05% | -$250.49K |
| GA GLOBAL FNDING | 10,500,000 | 10,500,000 | 0 | 0.05% | -$344.33K |
| US TREASURY N/B | 10,200,000 | 10,200,000 | 0 | 0.05% | -$72.91K |
| REP OF POLAND | 10,000,000 | 10,000,000 | 0 | 0.05% | -$84.13K |
| FAIRFAX FINL HLDGS LTD SR UNSECURED REGS 03/28 2.75 | 9,000,000 | 9,000,000 | 0 | 0.05% | -$309.69K |
| US TREASURY N/B | 14,700,000 | 14,700,000 | 0 | 0.05% | -$85.85K |
| NOMURA HOLDINGS | 10,300,000 | 10,300,000 | 0 | 0.05% | $8.01K |
| INTER AMERICAN DEVEL BK UNSECURED REGS 04/27 2.5 | 15,000,000 | 15,000,000 | 0 | 0.05% | $312.03K |
| JAPAN (30 YEAR ISSUE) BONDS 03/52 1 | 2,860,000,000 | 2,860,000,000 | 0 | 0.05% | -$673.54K |
| AUSTRALIAN GOVERNMENT BONDS 05/30 2.5 | 15,800,000 | 15,800,000 | 0 | 0.05% | $207.00K |
| WELLS FARGO CO | 10,000,000 | 10,000,000 | 0 | 0.05% | -$205.29K |
| ICG US CLO LTD ICG 2021 3A AR 144A | 9,900,000 | 9,900,000 | 0 | 0.05% | $7.13K |
| Jamestown CLO XVI Ltd., Series 2021-16A, Class AR | 9,900,000 | 9,900,000 | 0 | 0.05% | $6.41K |
| BENEFIT STREET PARTNERS CLO XXII LTD AR2 TSFR3M+115 04/20/2035 144A | 9,900,000 | 9,900,000 | 0 | 0.05% | $759 |
| BARCLAYS PLC | 9,800,000 | 9,800,000 | 0 | 0.05% | -$83.79K |
| KSA SUKUK LTD SR UNSECURED 144A 10/28 5.268 | 9,700,000 | 9,700,000 | 0 | 0.05% | -$177.05K |
| MOUNTAIN VIEW CLO XIV LTD A1R TSFR3M+115.9 10/15/2034 144A | 9,800,000 | 9,800,000 | 0 | 0.05% | $8.68K |
| Neuberger Berman Loan Advisers CLO Ltd., Series 2021-45A, Class AR | 9,800,000 | 9,800,000 | 0 | 0.05% | $10.66K |
| PENTA CLO S.A. PENTA 2021 9A A 144A | 8,400,000 | 8,400,000 | 0 | 0.05% | -$187.01K |
| ARES EURO CLO ARESE 15A A 144A | 8,335,000 | 8,335,000 | 0 | 0.05% | -$189.84K |
| CAIRN CLO BV CRNCL 2019 11A AR 144A | 8,300,000 | 8,300,000 | 0 | 0.05% | -$175.88K |
| DRYDEN LEVERAGED LOAN CDO DRYD 2020 74A AR 144A | 8,300,000 | 8,300,000 | 0 | 0.05% | -$174.42K |
| CANADIAN GOVERNMENT /CAD/ REGD 1.75000000 | 20,660,000 | 20,660,000 | 0 | 0.05% | -$171.45K |
| REPUBLIC OF SOUTH AFRICA BONDS 03/36 6.25 | 196,600,000 | 196,600,000 | 0 | 0.05% | -$811.46K |
| Elevation CLO Ltd., Series 2022-16A, Class A1AR | 9,300,000 | 9,300,000 | 0 | 0.05% | $17.09K |
| SANDS CHINA LTD | 9,200,000 | 9,200,000 | 0 | 0.05% | -$106.67K |
| ST PAULS CLO SPAUL 2A AR4 144A | 8,000,000 | 8,000,000 | 0 | 0.05% | -$171.19K |
| GACI FIRST INVESTMENT COMPANY GUAR REGS 01/34 5.25 | 9,300,000 | 9,300,000 | 0 | 0.05% | -$321.57K |
| CONSUMER LOAN FINANCE ISSUER T CLFT 2024 A A2 144A | 9,080,000 | 9,080,000 | 0 | 0.05% | -$47.43K |
| Ares LXII CLO Ltd | 9,200,000 | 9,200,000 | 0 | 0.05% | $2.87K |
| RFR USD SOFR/3.25000 03/19/25-30Y LCH | 1 | 1 | 0 | 0.05% | -$778.59K |
| QATAR ENERGY | 10,200,000 | 10,200,000 | 0 | 0.05% | -$202.92K |
| BANC OF AMERICA MERRILL LYNCH BAMLL 2025 HMST B 144A | 10,000,000 | 10,000,000 | 0 | 0.05% | -$19.76K |
| BLACKROCK EUROPEAN CLO DAC BECLO 3A AR 144A | 7,600,000 | 7,600,000 | 0 | 0.05% | -$140.24K |
| PROJECT CASHMERE CLASS A2 144A | 12,700,000 | 12,700,000 | 0 | 0.05% | $287.02K |
| CCS USD R USSOFR/JPYMUTKCALM-35.65 CBK | 2 | 2 | 0 | 0.04% | $166.85K |
| OLYMPUS CORP SR UNSECURED 144A 12/26 2.143 | 8,700,000 | 8,700,000 | 0 | 0.04% | $57.03K |
| ROYAL BK CANADA | 8,300,000 | 8,300,000 | 0 | 0.04% | -$101.79K |
| BPCE S.A. | 8,000,000 | 8,000,000 | 0 | 0.04% | -$164.88K |
| STATE OF ISRAEL | 8,200,000 | 8,200,000 | 0 | 0.04% | -$189.26K |
| Riserva CLO Ltd., Series 2016-3A, Class AR3 | 8,300,000 | 8,300,000 | 0 | 0.04% | $5.00K |
| SAUDI ARAB OIL | 8,300,000 | 8,300,000 | 0 | 0.04% | -$416.40K |
| WARWICK FINANCE RESIDENTIAL MO WARW 3A B 144A | 6,230,000 | 6,230,000 | 0 | 0.04% | -$170.28K |
| DEVELOPMENT BK KAZAKHSTAN JSC 18.4% 10/16/2028 144A | 3,838,000,000 | 3,838,000,000 | 0 | 0.04% | $388.40K |
| EXPORT DEVELOPMNT CANADA GOVT GUARANT REGS 01/30 4.5 | 6,200,000 | 6,200,000 | 0 | 0.04% | -$311.45K |
| KBC GROUP NV | 8,000,000 | 8,000,000 | 0 | 0.04% | -$83.84K |
| SUMITOMO MITSUI FINL GRP SR UNSECURED 07/31 VAR | 8,100,000 | 8,100,000 | 0 | 0.04% | $492 |
| RENAISSANCE HOME EQUITY LOAN T RAMC 2006 3 AF6 | 26,069,224 | 26,069,224 | 0 | 0.04% | -$142.28K |
| DEUTSCHE BANK NY | 8,200,000 | 8,200,000 | 0 | 0.04% | $7.02K |
| ITALY GOV T INT BOND SR UNSECURED REGS 08/28 6 | 5,900,000 | 5,900,000 | 0 | 0.04% | -$266.46K |
| PROJECT DORCHESTER EUR TERM LOAN | 6,800,000 | 6,800,000 | 0 | 0.04% | -$131.58K |
| MORGAN STANLEY | 7,700,000 | 7,700,000 | 0 | 0.04% | -$177.03K |
| KONA SPC LTD COMPANY GUAR 144A 09/26 VAR | 6,700,000 | 6,700,000 | 0 | 0.04% | -$107.47K |
| TX NATURAL GAS SECZ | 7,535,767 | 7,535,767 | 0 | 0.04% | -$16.26K |
| UBS GROUP | 7,680,000 | 7,680,000 | 0 | 0.04% | -$45.95K |
| WELLS FARGO CO | 7,500,000 | 7,500,000 | 0 | 0.04% | -$51.80K |
| MITSUB UFJ FIN | 7,600,000 | 7,600,000 | 0 | 0.04% | -$113.02K |
| PROJECT HUDSON II FIXED TERM LOAN | 7,500,000 | 7,500,000 | 0 | 0.04% | -$41.72K |
| Sound Point CLO XXIII, Series 2019-2A, Class AR | 7,400,000 | 7,400,000 | 0 | 0.04% | -$13.29K |
| OIS CAD CAONREPO/3.92500 06/19/25-1Y LCH | 2 | 2 | 0 | 0.04% | -$23.24K |
| HSBC HOLDINGS | 7,400,000 | 7,400,000 | 0 | 0.04% | -$74.64K |
| MV CREDIT EURO CLO MVCLO 3A AR 144A | 6,300,000 | 6,300,000 | 0 | 0.04% | -$122.03K |
| GA GLOBAL FUNDING TRUST SECURED 144A 01/27 2.25 | 7,400,000 | 7,400,000 | 0 | 0.04% | $10.20K |
| UBS GROUP | 7,100,000 | 7,100,000 | 0 | 0.04% | -$90.72K |
| ABU DHABI DEVELOPMENT HO SR UNSECURED 144A 05/35 5 | 7,400,000 | 7,400,000 | 0 | 0.04% | -$312.20K |
| RFR USD SOFR/3.00000 03/19/25-2Y LCH | 1 | 1 | 0 | 0.04% | -$8.41M |
| SAUDI INT BOND | 7,200,000 | 7,200,000 | 0 | 0.04% | -$200.40K |
| FREMONT HOME LOAN TRUST FHLT 2006 2 2A4 | 7,522,000 | 7,522,000 | 0 | 0.04% | $11.63K |
| TRINITAS EURO CLO TRNTE 1A AR 144A | 6,000,000 | 6,000,000 | 0 | 0.04% | -$123.37K |
| BARCLAYS PLC | 6,600,000 | 6,600,000 | 0 | 0.04% | -$102.57K |
| JPMORGAN CHASE | 6,700,000 | 6,700,000 | 0 | 0.03% | -$80.57K |
| RFR USD SOFR/3.74863 03/31/26-9Y* LCH | 3 | 3 | 0 | 0.03% | $3.03M |
| JAPAN (30 YEAR ISSUE) BONDS 06/52 1.3 | 1,760,000,000 | 1,760,000,000 | 0 | 0.03% | -$438.41K |
| MDGH GMTN RSC LTD COMPANY GUAR 144A 04/33 5.5 | 6,600,000 | 6,600,000 | 0 | 0.03% | -$286.55K |
| PROJECT FENNO EUR DELAYED DRAW TERM LOAN A | 5,713,391 | 5,713,391 | 0 | 0.03% | -$104.21K |
| GOLDEN ST TOBACCO-A1 | 7,700,000 | 7,700,000 | 0 | 0.03% | $59.86K |
| RFR USD SOFR/3.86092 03/14/25-30Y* LCH | 6 | 6 | 0 | 0.03% | -$953.71K |
| MRVL 1.65 04/15/26 | 6,400,000 | 6,400,000 | 0 | 0.03% | $35.44K |
| HAYFIN EMERALD CLO HAYEM 14A A 144A | 5,500,000 | 5,500,000 | 0 | 0.03% | -$111.77K |
| US TREASURY N/B | 8,550,000 | 8,550,000 | 0 | 0.03% | -$55.78K |
| ROMANIA SR UNSECURED 144A 09/26 5 | 5,355,000 | 5,355,000 | 0 | 0.03% | -$168.60K |
| SAUDI INTERNATIONAL BOND SR UNSECURED 144A 03/37 3.75 | 5,700,000 | 5,700,000 | 0 | 0.03% | -$379.84K |
| JAPAN (30 YEAR ISSUE) BONDS 09/45 1.4 | 1,330,000,000 | 1,330,000,000 | 0 | 0.03% | -$395.11K |
| RFR USD SOFR/4.12982 02/14/25-30Y* LCH | 11 | 11 | 0 | 0.03% | -$1.19M |
| PROJECT CASHMERE CLASS B 144A | 8,900,000 | 8,900,000 | 0 | 0.03% | $201.14K |
| REP OF POLAND | 6,100,000 | 6,100,000 | 0 | 0.03% | -$123.53K |
| QUEENSLAND TREASURY CORP LOCAL GOVT G 08/33 2 | 11,000,000 | 11,000,000 | 0 | 0.03% | $125.76K |
| RFR USD SOFR/3.75000 12/17/25-10Y LCH | 1 | 1 | 0 | 0.03% | $3.44M |
| SMB PRIVATE EDUCATION LOAN TRUST 2025-C SER 2025-C CL D REGD 144A P/P 5.26000000 | 6,000,000 | 6,000,000 | 0 | 0.03% | -$21.93K |
| NATWEST GROUP | 5,732,000 | 5,732,000 | 0 | 0.03% | -$64.16K |
| MALAYSIA GOVERNMENT BONDS 07/32 3.582 | 23,340,000 | 23,340,000 | 0 | 0.03% | -$46.05K |
| Sandor-Palota | 5,800,000 | 5,800,000 | 0 | 0.03% | -$141.67K |
| RFR USD SOFR/3.50000 03/18/26-5Y LCH | 1 | 1 | 0 | 0.03% | $5.84M |
| JAPAN (30 YEAR ISSUE) BONDS 03/53 1.4 | 1,390,000,000 | 1,390,000,000 | 0 | 0.03% | -$361.82K |
| CONSUMER LOAN FINANCE ISSUER T CLFT 2024 BA A2 144A | 5,260,000 | 5,260,000 | 0 | 0.03% | -$34.02K |
| CORDATUS CLO PLC CORDA 30A AR 144A | 4,600,000 | 4,600,000 | 0 | 0.03% | -$96.86K |
| ABU DHABI DEVELOPMENT HO SR UNSECURED 144A 05/30 4.5 | 5,200,000 | 5,200,000 | 0 | 0.03% | -$114.68K |
| Capital Four US CLO II Ltd., Series 2022-1A, Class AR | 5,100,000 | 5,100,000 | 0 | 0.03% | -$20.80K |
| RFR GBP SONIO/4.25000 03/18/26-10Y LCH | 1 | 1 | 0 | 0.03% | $4.50M |
| WARWICK FINANCE RESIDENTIAL MO WARW 3A PRC 144A | 485 | 485 | 0 | 0.03% | -$330.16K |
| Bain Capital Credit CLO Ltd., Series 2022-3A, Class A1R | 5,000,000 | 5,000,000 | 0 | 0.03% | -$947 |
| Bain Capital Credit CLO Ltd., Series 2021-3A, Class AR | 4,900,000 | 4,900,000 | 0 | 0.03% | $11.00K |
| HSBC HOLDINGS | 5,000,000 | 5,000,000 | 0 | 0.03% | -$44.04K |
| GOLDEN ST TOBACCO SECURITIZATI GLDGEN 06/27 FIXED 2.332 | 5,000,000 | 5,000,000 | 0 | 0.03% | $22.07K |
| US TREASURY N/B | 4,867,100 | 4,867,100 | 0 | 0.02% | -$63.50K |
| REPUBLIC OF PERU SR UNSECURED REGS 08/31 6.95 | 15,441,000 | 15,441,000 | 0 | 0.02% | -$295.01K |
| FOXCONN FAR EAST LTD COMPANY GUAR 08/28 1.875 | 5,200,000 | 5,200,000 | 0 | 0.02% | -$26.05K |
| SYMPHONY CLO XXIX LTD SER 2021-29A CL AR V/R REGD 144A P/P 5.43307000 | 4,800,000 | 4,800,000 | 0 | 0.02% | -$6.13K |
| US TREASURY N/B | 4,970,000 | 4,970,000 | 0 | 0.02% | -$47.86K |
| UNITED MEXICAN | 6,100,000 | 6,100,000 | 0 | 0.02% | -$137.56K |
Top 300 of 509, by weight.
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