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 | 193,040,000 | 193,040,000 | 15.72% | $190.16M |
| Government National Mortgage Association, TBA | 0 | 34,800,000 | 34,800,000 | 2.98% | $36.07M |
| Uniform Mortgage-Backed Security, TBA | 0 | 26,510,000 | 26,510,000 | 2.11% | $25.56M |
| GNMA II POOL MB0867 G2 01/56 FIXED 3 | 0 | 15,042,849 | 15,042,849 | 1.11% | $13.45M |
| SR UNSECURED REGS 04/28 3.4 | 0 | 11,500,000 | 11,500,000 | 1.11% | $13.43M |
| FNCL 5 4/26 | 0 | 13,000,000 | 13,000,000 | 1.06% | $12.82M |
| GNMA II, Single Family, 30 Year | 0 | 12,955,587 | 12,955,587 | 0.98% | $11.89M |
| LETRA TESOURO NACIONAL BILLS 10/26 0.00000 | 0 | 46,000,000 | 46,000,000 | 0.69% | $8.32M |
| PERU 6.85 08/12/35 REGS | 0 | 27,380,000 | 27,380,000 | 0.66% | $8.03M |
| Government National Mortgage Association, TBA | 0 | 8,200,000 | 8,200,000 | 0.60% | $7.32M |
| THAILAND GOVERNMENT BOND SR UNSECURED 06/40 2.7 | 0 | 202,500,000 | 202,500,000 | 0.50% | $6.05M |
| FRANCE (GOVT OF) BONDS 144A REGS 02/29 2.75 | 0 | 5,200,000 | 5,200,000 | 0.49% | $5.98M |
| LETRA TESOURO NACIONAL BILLS 07/26 0.00000 | 0 | 28,600,000 | 28,600,000 | 0.44% | $5.35M |
| Uniform Mortgage-Backed Security, TBA | 0 | 5,500,000 | 5,500,000 | 0.44% | $5.30M |
| TREASURY CORP VICTORIA LOCAL GOVT G 11/37 2 | 0 | 10,700,000 | 10,700,000 | 0.41% | $4.99M |
| TITULOS DE TESORERIA BONDS 02/33 13.25 | 0 | 18,263,000,000 | 18,263,000,000 | 0.40% | $4.90M |
| HCA INC CP 0% 05/11/2026 | 0 | 4,800,000 | 4,800,000 | 0.39% | $4.78M |
| WELLS FARGO CO | 0 | 4,500,000 | 4,500,000 | 0.37% | $4.46M |
| GOLDMAN SACHS GP | 0 | 3,900,000 | 3,900,000 | 0.32% | $3.88M |
| Phillips 66 0% CP 08/04/2026 | 0 | 3,550,000 | 3,550,000 | 0.29% | $3.55M |
| G2 MB0868 | 0 | 3,699,997 | 3,699,997 | 0.28% | $3.40M |
| KOREA HOUSING FINANCE CO COVERED REGS 03/31 2.696 | 0 | 3,000,000 | 3,000,000 | 0.28% | $3.39M |
| THAILAND GOVERNMENT BOND SR UNSECURED 05/36 1.84 | 0 | 112,711,000 | 112,711,000 | 0.27% | $3.30M |
| BONOS Y OBLIG DEL ESTADO SR UNSECURED 05/29 3.5 | 0 | 2,800,000 | 2,800,000 | 0.27% | $3.30M |
| G2SF 2.5 4/24 | 0 | 3,500,000 | 3,500,000 | 0.25% | $3.01M |
| UBS A.G./Stamford CT | 0 | 3,000,000 | 3,000,000 | 0.25% | $3.00M |
| TITULOS DE TESORERIA BONDS 11/40 12.75 | 0 | 11,073,700,000 | 11,073,700,000 | 0.24% | $2.94M |
| GNMA II POOL MB0681 G2 10/55 FIXED 3 | 0 | 3,261,879 | 3,261,879 | 0.24% | $2.92M |
| ICG EURO CLO ICGE 2023 2A A1R 144A | 0 | 2,500,000 | 2,500,000 | 0.24% | $2.89M |
| PROVIDUS CLO PRVD 7A ARR 144A | 0 | 2,500,000 | 2,500,000 | 0.24% | $2.88M |
| Federal Home Loan Mortgage Corp. Variable Rate Notes, Series 5548, Class FA | 0 | 2,747,713 | 2,747,713 | 0.23% | $2.78M |
| CARLYLE EURO CLO CGMSE 2021 2A A1 144A | 0 | 2,400,000 | 2,400,000 | 0.23% | $2.77M |
| POLARIS PLRS 2026 1A A 144A | 0 | 2,099,963 | 2,099,963 | 0.23% | $2.77M |
| JPMORGAN CHASE | 0 | 2,800,000 | 2,800,000 | 0.23% | $2.74M |
| TITULOS DE TESORERIA BONDS 01/35 11.75 | 0 | 10,383,100,000 | 10,383,100,000 | 0.21% | $2.57M |
| THAILAND GOVERNMENT BOND SR UNSECURED 06/45 2.98 | 0 | 85,862,000 | 85,862,000 | 0.21% | $2.51M |
| SOUTH AUST GOVT FIN AUTH LOCAL GOVT G REGS 05/35 4.75 | 0 | 3,000,000 | 3,000,000 | 0.16% | $1.95M |
| ENBRIDGE U S INC DISC COML PAP COMMERCIAL PAPER (ISITC) | 0 | 1,900,000 | 1,900,000 | 0.16% | $1.90M |
| JABIL INC | 0 | 1,900,000 | 1,900,000 | 0.16% | $1.89M |
| BRACCAN MORTGAGE FUNDING BRACN 2026 1A A 144A | 0 | 1,400,000 | 1,400,000 | 0.15% | $1.85M |
| SANDSTONE PEAK LTD. SAND 2021 1A A1R2 144A | 0 | 1,800,000 | 1,800,000 | 0.15% | $1.80M |
| FNCL 4 6/24 | 0 | 1,880,000 | 1,880,000 | 0.15% | $1.77M |
| PHILLIPS 66 GTD DISC 4/02/2026 0.00000000 | 0 | 1,700,000 | 1,700,000 | 0.14% | $1.70M |
| Alimentation Couche-Tard Inc | 0 | 1,600,000 | 1,600,000 | 0.13% | $1.60M |
| SOUTHERN CAL ED | 0 | 1,200,000 | 1,200,000 | 0.10% | $1.22M |
| CROWN CASTLE | 0 | 1,200,000 | 1,200,000 | 0.10% | $1.20M |
| GNMA | 0 | 1,288,811 | 1,288,811 | 0.10% | $1.18M |
| Harvest US CLO 2023-1 Ltd | 0 | 1,100,000 | 1,100,000 | 0.09% | $1.10M |
| WELLS FARGO CO | 0 | 1,100,000 | 1,100,000 | 0.09% | $1.09M |
| Jones Lang LaSalle Finance BV | 0 | 1,050,000 | 1,050,000 | 0.09% | $1.05M |
| OIS SGD SIBSORA/1.75000 09/16/26-5Y LCH | 0 | 2 | 2 | 0.08% | $1.01M |
| Post CLO Ltd. | 0 | 1,000,000 | 1,000,000 | 0.08% | $1.00M |
| US TREASURY N/B | 0 | 1,000,000 | 1,000,000 | 0.08% | $964.14K |
| EGYPT GOVERNMENT BOND BONDS 10/30 19.698 | 0 | 52,800,000 | 52,800,000 | 0.08% | $951.11K |
| G2 MB0255 | 0 | 1,000,000 | 1,000,000 | 0.08% | $918.15K |
| TITULOS DE TESORERIA BONDS 03/58 12 | 0 | 3,571,600,000 | 3,571,600,000 | 0.07% | $877.74K |
| Phillips 66 | 0 | 850,000 | 850,000 | 0.07% | $849.91K |
| EURO-OAT FUTURE JUN26 | 0 | -190 | -190 | 0.07% | $826.88K |
| BARCLAYS PLC JR SUBORDINA REGS 12/99 VAR | 0 | 600,000 | 600,000 | 0.07% | $817.19K |
| RFR USD SOFR/3.40694 07/06/26-4Y* LCH | 0 | 4 | 4 | 0.07% | $813.16K |
| THE AES CORPORATION | 0 | 800,000 | 800,000 | 0.07% | $799.82K |
| Keurig Dr Pepper Inc | 0 | 800,000 | 800,000 | 0.07% | $798.60K |
| EURO-BOBL FUTURE JUN26 | 0 | -281 | -281 | 0.06% | $703.27K |
| Keurig Dr Pepper Inc 0% CP 09/04/2026 | 0 | 700,000 | 700,000 | 0.06% | $699.27K |
| Elevance Health Inc | 0 | 700,000 | 700,000 | 0.06% | $698.98K |
| Constellation Energy Generation LLC | 0 | 700,000 | 700,000 | 0.06% | $697.93K |
| US TREASURY N/B | 0 | 700,000 | 700,000 | 0.06% | $689.12K |
| BONOS Y OBLIG DEL ESTADO SR UNSECURED 144A REGS 04/29 1 | 0 | 610,000 | 610,000 | 0.06% | $677.92K |
| SOUTHERN CO JR SUBORDINA 09/81 VAR | 0 | 600,000 | 600,000 | 0.06% | $672.83K |
| GNII II 3.5% 12/20/2055#MB0810 | 0 | 711,188 | 711,188 | 0.05% | $652.81K |
| EURO-BUND FUTURE JUN26 | 0 | -254 | -254 | 0.05% | $636.74K |
| COSTA RICA GOVERNMENT BONDS 144A 01/36 6.001 | 0 | 500,000 | 500,000 | 0.05% | $595.59K |
| RFR GBP SONIO/4.00000 09/16/26-10Y LCH | 0 | 1 | 1 | 0.05% | $591.35K |
| AMETEK INC DISC COML | 0 | 550,000 | 550,000 | 0.05% | $549.45K |
| RFR USD SOFR/3.71199 06/30/26-9Y* LCH | 0 | 3 | 3 | 0.04% | $532.89K |
| US TREASURY N/B | 0 | 500,000 | 500,000 | 0.04% | $487.73K |
| NextEra Energy Capital Holdings Inc | 0 | 400,000 | 400,000 | 0.03% | $399.11K |
| VIRGIN MEDIA INV HLDGS LTD 2025 GBP TERM LOAN | 0 | 300,000 | 300,000 | 0.03% | $381.20K |
| U.S. Treasury Bills | 0 | 304,000 | 304,000 | 0.02% | $301.27K |
| U.S. Treasury Bill | 0 | 294,000 | 294,000 | 0.02% | $290.74K |
| BARCLAYS PLC JR SUBORDINA 12/99 VAR | 0 | 200,000 | 200,000 | 0.02% | $278.95K |
| LLOYDS BANKING GROUP PLC JR SUBORDINA 12/99 VAR | 0 | 200,000 | 200,000 | 0.02% | $273.21K |
| LLOYDS BANKING GROUP PLC JR SUBORDINA REGS 12/49 VAR | 0 | 200,000 | 200,000 | 0.02% | $270.69K |
| NATWEST GROUP PLC JR SUBORDINA 12/99 VAR | 0 | 200,000 | 200,000 | 0.02% | $260.72K |
| RFR JPY MUTK/1.75000 09/16/26-5Y LCH | 0 | 1 | 1 | 0.02% | $254.15K |
| JABIL INC | 0 | 250,000 | 250,000 | 0.02% | $249.75K |
| Alimentation Couche-Tard Inc. 0% CP 10/04/2026 | 0 | 250,000 | 250,000 | 0.02% | $249.72K |
| Jabil Inc | 0 | 250,000 | 250,000 | 0.02% | $249.50K |
| RFR JPY MUTK/1.50000 09/16/26-2Y LCH | 0 | 1 | 1 | 0.02% | $238.48K |
| IRS EUR 2.35000 12/15/27-1Y (GRN) LCH | 0 | 1 | 1 | 0.02% | $236.84K |
| RFR GBP SONIO/4.50000 09/16/26-30Y LCH | 0 | 1 | 1 | 0.02% | $225.96K |
| RFR USD SOFR/4.08316 06/30/26-27Y* LCH | 0 | 5 | 5 | 0.01% | $159.76K |
| Elevance Health Inc | 0 | 150,000 | 150,000 | 0.01% | $149.98K |
| CCS USD R USSOFR/JPYMUTKCALM -45 FAR | 0 | 2 | 2 | 0.01% | $121.42K |
| FWD0M1442 COLOMBIA GOVT | 0 | 578,500,000 | 578,500,000 | 0.01% | $121.25K |
| OIS THB THORON/1.25000 09/16/26-5Y LCH | 0 | 1 | 1 | 0.01% | $113.54K |
| FNCL 6.5 4/26 | 0 | 100,000 | 100,000 | 0.01% | $103.47K |
| FWD0Z3AA3 COLOMBIA GOVT NDF | 0 | 290,400,000 | 290,400,000 | 0.01% | $77.08K |
| RFR USD SOFR/3.75000 06/17/26-10Y LCH | 0 | 1 | 1 | 0.01% | $64.17K |
| YI4360438 NIGERIA OMO BILL | 0 | 59,900,000 | 59,900,000 | 0.00% | $37.76K |
| YI4360529 NIGERIA OMO BILL | 0 | 57,900,000 | 57,900,000 | 0.00% | $36.28K |
| YI4360503 NIGERIA OMO BILL | 0 | 57,600,000 | 57,600,000 | 0.00% | $36.20K |
| IRS PLN 4.70000 01/20/31-5Y CME | 0 | 1 | 1 | 0.00% | $28.39K |
| CDX IG46 5Y ICE | 0 | 1 | 1 | 0.00% | $21.11K |
| TITULOS DE TESORERIA BONDS 07/46 11.5 | 0 | 75,900,000 | 75,900,000 | 0.00% | $18.31K |
| 31750SBB0 PIMCO FXVAN PUT USD KRW 1350.0000000 | 0 | 0 | 0 | 0.00% | $13.98K |
| EGYPT TREASURY BILL BILLS 10/26 0.00000 | 0 | 850,000 | 850,000 | 0.00% | $13.67K |
| RFR USD SOFR/3.74800 03/03/26-10Y LCH | 0 | 1 | 1 | 0.00% | $13.25K |
| RFR USD SOFR/4.0658* 03/13/26-20Y* LCH | 0 | 2 | 2 | 0.00% | $11.57K |
| 31750SC03 PIMCO FXVAN PUT USD KRW 1350.0000000 | 0 | 0 | 0 | 0.00% | $9.31K |
| RFR USD SOFR/3.7547* 03/13/26-10Y* LCH | 0 | 1 | 1 | 0.00% | $6.05K |
| RFR USD SOFR/4.0593* 03/13/26-30Y* LCH | 0 | 1 | 1 | 0.00% | $3.88K |
| RFR USD SOFR/4.0520* 03/16/26-30Y* LCH | 0 | 1 | 1 | 0.00% | $2.84K |
| RFR USD SOFR/3.56436 06/30/26-7Y* LCH | 0 | 1 | 1 | 0.00% | $2.52K |
| SINGAPORE REPUBLIC OF 3.375% 05/01/2034 | 0 | 1 | 1 | 0.00% | $2.12K |
| 31750SCK9 PIMCO FXVAN PUT USD KRW 1350.0000000 | 0 | 0 | 0 | 0.00% | $1.13K |
| 31750SHO6 PIMCO FXVAN PUT EUR CZK 24.04000000 | 0 | 685,000 | 685,000 | 0.00% | $399 |
| 317UC4YA2 PIMCO SWAPTION 3.6 CALL USD 20260416 | 0 | -1,000,000 | -1,000,000 | 0.00% | -$893 |
| Options on Euro(OGBL) Bund Futures | 0 | -11 | -11 | 0.00% | -$1.40K |
| IRS NOK 4.50000 09/16/26-5Y LCH | 0 | 1 | 1 | 0.00% | -$1.89K |
| 317UC8QA2 PIMCO SWAPTION 4.055 PUT USD 2026042 | 0 | -1,000,000 | -1,000,000 | 0.00% | -$2.78K |
| 317UC8RA1 PIMCO SWAPTION 3.695 CALL USD 202604 | 0 | -1,000,000 | -1,000,000 | 0.00% | -$2.88K |
| 317UC4XA3 PIMCO SWAPTION 3.9 PUT USD 20260416 | 0 | -1,000,000 | -1,000,000 | 0.00% | -$5.22K |
| EURO-BUXL 30Y BND JUN26 | 0 | 6 | 6 | 0.00% | -$9.16K |
| Options on Euro(OGBL) Bund Futures | 0 | -11 | -11 | 0.00% | -$11.57K |
| IRS CZK 4.35000 01/20/31-5Y CME | 0 | 1 | 1 | 0.00% | -$21.21K |
| RFR CHF SRFXON3/0.25000 09/16/26-5Y LCH | 0 | 1 | 1 | 0.00% | -$23.92K |
| IRS SEK 2.75000 09/16/26-5Y LCH | 0 | 1 | 1 | 0.00% | -$47.13K |
| RFR CHF SRFXON3/0.25000 03/18/26-5Y LCH | 0 | 1 | 1 | 0.00% | -$47.72K |
| RFR USD SOFR/3.25000 06/17/26-5Y LCH | 0 | 1 | 1 | 0.00% | -$59.49K |
| EURO-SCHATZ FUT JUN26 DUM6 | 0 | 153 | 153 | -0.01% | -$110.51K |
| RFR USD SOFR/3.00000 06/17/26-2Y LCH | 0 | 1 | 1 | -0.01% | -$115.38K |
| IRS EUR 2.82500 09/19/45-10Y LCH | 0 | 1 | 1 | -0.01% | -$149.31K |
| RFR USD SOFR/4.22201 03/31/26-27Y* LCH | 0 | 12 | 12 | -0.01% | -$153.56K |
| IRS EUR 3.00000 09/16/26-30Y LCH | 0 | 1 | 1 | -0.02% | -$215.68K |
| IRS NOK 3.75000 03/18/26-5Y LCH | 0 | 1 | 1 | -0.02% | -$217.20K |
| IRS SEK 2.50000 03/18/26-5Y LCH | 0 | 1 | 1 | -0.02% | -$220.65K |
| RFR EUR ESTRON/2.17000 12/15/27-1Y LCH | 0 | 1 | 1 | -0.02% | -$229.38K |
| RFR JPY MUTK/1.50000 03/18/26-10Y LCH | 0 | 1 | 1 | -0.03% | -$317.91K |
| RFR JPY MUTK/2.50000 03/18/26-30Y LCH | 0 | 1 | 1 | -0.03% | -$324.48K |
| CDX ITRAXX MAIN45 5Y ICE | 0 | 1 | 1 | -0.05% | -$594.49K |
| IRS CNY R 1.50000 03/17/27-5Y BOA | 0 | 4 | 4 | -0.05% | -$609.86K |
| RFR GBP SONIO/3.50000 09/16/26-5Y LCH | 0 | 1 | 1 | -0.10% | -$1.24M |
| RFR GBP SONIO/3.50000 09/16/26-2Y LCH | 0 | 1 | 1 | -0.12% | -$1.43M |
| EURIBOR 90DAY FUT ERZ6 12-14-26 | 0 | 1,725 | 1,725 | -0.14% | -$1.73M |
| IRS EUR 2.50000 09/16/26-5Y LCH | 0 | 1 | 1 | -0.17% | -$2.09M |
| Long Gilt | 0 | 416 | 416 | -0.20% | -$2.41M |
| IRS EUR 2.75000 09/16/26-10Y LCH | 0 | 1 | 1 | -0.24% | -$2.88M |
| IRS EUR 2.25000 09/16/26-2Y LCH | 0 | 1 | 1 | -0.30% | -$3.67M |
| EURO-BTP (ITALY GOVT) JUN 26 | 0 | 726 | 726 | -0.31% | -$3.75M |
| Uniform Mortgage-Backed Security, TBA | 0 | -8,400,000 | -8,400,000 | -0.58% | -$7.06M |
| Uniform Mortgage-Backed Security, TBA | 0 | -8,600,000 | -8,600,000 | -0.74% | -$8.89M |
| Uniform Mortgage-Backed Security, TBA | 0 | -9,800,000 | -9,800,000 | -0.74% | -$8.96M |
| FNCL 6 6/24 | 0 | -9,006,000 | -9,006,000 | -0.76% | -$9.17M |
| FNCL 2 4/26 | 0 | -11,750,000 | -11,750,000 | -0.78% | -$9.47M |
| FNCL 3 6/24 | 0 | -11,000,000 | -11,000,000 | -0.80% | -$9.65M |
| Uniform Mortgage-Backed Security, TBA | 0 | -9,820,000 | -9,820,000 | -0.81% | -$9.85M |
| G2SF 3.5 4/24 | 0 | -20,900,000 | -20,900,000 | -1.59% | -$19.17M |
| FNMA-15YR | 0 | -21,000,000 | -21,000,000 | -1.60% | -$19.32M |
| FNCL 6.5 6/24 | 0 | -22,400,000 | -22,400,000 | -1.91% | -$23.15M |
| FNCL 2 5/26 | 0 | -75,000,000 | -75,000,000 | -4.99% | -$60.40M |
| Security | Shares Dec 2025 | Shares Mar 2026 | Δ shares | End % | Δ value |
|---|---|---|---|---|---|
| Uniform Mortgage-Backed Security, TBA | 140,800,000 | 0 | -140,800,000 | 0.00% | -$140.29M |
| FNCL 6 3/24 | 42,194,000 | 0 | -42,194,000 | 0.00% | -$43.31M |
| Government National Mortgage Association | 40,323,783 | 0 | -40,323,783 | 0.00% | -$36.74M |
| FNMA POOL MA5675 FN 04/55 FIXED 6.5 | 34,777,443 | 0 | -34,777,443 | 0.00% | -$36.15M |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 25,900,000 | 0 | -25,900,000 | 0.00% | -$26.75M |
| BUONI POLIENNALI DEL TES SR UNSECURED REGS 08/27 2.1 | 16,000,000 | 0 | -16,000,000 | 0.00% | -$18.78M |
| G2SF 3 1/26 | 18,385,000 | 0 | -18,385,000 | 0.00% | -$16.52M |
| Uniform Mortgage-Backed Security, TBA | 14,400,000 | 0 | -14,400,000 | 0.00% | -$14.97M |
| LETRA TESOURO NACIONAL BILLS 04/26 0.00000 | 70,900,000 | 0 | -70,900,000 | 0.00% | -$12.52M |
| Uniform Mortgage-Backed Security, TBA | 10,220,000 | 0 | -10,220,000 | 0.00% | -$10.35M |
| Uniform Mortgage-Backed Security, TBA | 9,700,000 | 0 | -9,700,000 | 0.00% | -$9.96M |
| BONOS Y OBLIG DEL ESTADO SR UNSECURED 01/28 0.00000 | 5,500,000 | 0 | -5,500,000 | 0.00% | -$6.18M |
| THAILAND GOVERNMENT BOND SR UNSECURED 11/29 2.5 | 185,290,000 | 0 | -185,290,000 | 0.00% | -$6.17M |
| FRANCE (GOVT OF) BONDS 144A REGS 10/27 2.75 | 4,200,000 | 0 | -4,200,000 | 0.00% | -$4.98M |
| FRANCE (GOVT OF) BONDS 144A REGS 02/28 0.75 | 4,200,000 | 0 | -4,200,000 | 0.00% | -$4.78M |
| Government National Mortgage Association | 3,738,214 | 0 | -3,738,214 | 0.00% | -$3.41M |
| HCA INC DISC COML PAPER 02/26 ZCP | 3,050,000 | 0 | -3,050,000 | 0.00% | -$3.04M |
| HCA INC DISC COML PAPER 02/26 ZCP | 3,050,000 | 0 | -3,050,000 | 0.00% | -$3.04M |
| Government National Mortgage Association | 3,500,000 | 0 | -3,500,000 | 0.00% | -$3.02M |
| NTT FINANCE | 2,200,000 | 0 | -2,200,000 | 0.00% | -$2.26M |
| THAILAND GOVERNMENT BOND SR UNSECURED 06/32 3.775 | 55,960,000 | 0 | -55,960,000 | 0.00% | -$2.04M |
| IRS EUR 2.21300 03/12/40-15Y LCH | 1 | 0 | -1 | 0.00% | -$1.75M |
| REP OF POLAND | 1,600,000 | 0 | -1,600,000 | 0.00% | -$1.64M |
| HCA INC DISC COML PAPER 01/26 ZCP | 1,450,000 | 0 | -1,450,000 | 0.00% | -$1.45M |
| BRISTOL-MYERS | 900,000 | 0 | -900,000 | 0.00% | -$935.90K |
| ROMANIA SR UNSECURED 144A 04/42 2.875 | 1,200,000 | 0 | -1,200,000 | 0.00% | -$931.75K |
| G2 MB0420 | 989,492 | 0 | -989,492 | 0.00% | -$901.24K |
| GNMA II POOL MB0201 G2 02/55 FIXED 3.5 | 988,167 | 0 | -988,167 | 0.00% | -$900.62K |
| G2 MB0022 | 985,962 | 0 | -985,962 | 0.00% | -$898.91K |
| G2 MB0088 | 985,555 | 0 | -985,555 | 0.00% | -$897.89K |
| CAIRN CLO BV CRNCL 2018 10A AR 144A | 741,929 | 0 | -741,929 | 0.00% | -$872.56K |
| ROMANIA SR UNSECURED 144A 05/37 5.625 | 700,000 | 0 | -700,000 | 0.00% | -$801.67K |
| THAILAND GOVERNMENT BOND SR UNSECURED 03/35 2.41 | 20,670,000 | 0 | -20,670,000 | 0.00% | -$701.57K |
| JABIL INC DISC 01/07/26 0.00000000 | 650,000 | 0 | -650,000 | 0.00% | -$649.45K |
| OIS SGD SIBSORA/2.00000 03/18/26-5Y LCH | 1 | 0 | -1 | 0.00% | -$631.05K |
| IRS EUR 0.06350 11/17/22-30Y LCH | 1 | 0 | -1 | 0.00% | -$621.38K |
| UKG 10YR FUT G H6 03-27-26 | 534 | 0 | -534 | 0.00% | -$578.51K |
| U.S. Treasury Bills | 509,000 | 0 | -509,000 | 0.00% | -$504.64K |
| ERAC USA FIN LLC DISC 01/12/26 0.00000000 | 350,000 | 0 | -350,000 | 0.00% | -$349.55K |
| FUT. EURO-BUND EUX MAR26 | -175 | 0 | 175 | 0.00% | -$328.65K |
| FGBM Mar 2026 | -296 | 0 | 296 | 0.00% | -$310.96K |
| FUT. EUR FOAT MAR26 | -194 | 0 | 194 | 0.00% | -$254.82K |
| AIR LEASE CORP DISCOUNT_______ COMMERCIAL PAPER 0.00000000 | 250,000 | 0 | -250,000 | 0.00% | -$249.78K |
| ROMANIA SR UNSECURED 144A 09/34 6.25 | 200,000 | 0 | -200,000 | 0.00% | -$246.97K |
| IRS NZD 3.50000 03/18/26-5Y LCH | 1 | 0 | -1 | 0.00% | -$171.56K |
| IRS NZD 2.50000 03/12/26-2Y LCH | 1 | 0 | -1 | 0.00% | -$116.96K |
| OIS SGD SIBSORA/1.25000 03/18/26-1Y LCH | 1 | 0 | -1 | 0.00% | -$86.29K |
| RFR USD SOFR/3.37500 03/31/26-4Y* LCH | 1 | 0 | -1 | 0.00% | -$45.04K |
| 31750RZO8 PIMCO FXVAN PUT USD KRW 1380.0000000 | 0 | 0 | 0 | 0.00% | -$33.59K |
| RFR GBP SONIO/3.50000 09/17/25-2Y LCH | 1 | 0 | -1 | 0.00% | -$31.94K |
| 31750RZZ3 PIMCO FXVAN PUT USD BRL 5.12000000 | 0 | 0 | 0 | 0.00% | -$20.51K |
| RFR GBP SONIO/3.75000 09/17/25-5Y LCH | 1 | 0 | -1 | 0.00% | -$18.34K |
| 31750RLA3 PIMCO FXVAN PUT EUR CZK 24.20000000 | 2,737,919 | 0 | -2,737,919 | 0.00% | -$15.90K |
| 31750RZW0 PIMCO FXVAN PUT USD KRW 1385.0000000 | 0 | 0 | 0 | 0.00% | -$11.24K |
| 31750RNL7 PIMCO FXVAN PUT EUR CZK 24.10000000 | 2,582,000 | 0 | -2,582,000 | 0.00% | -$10.19K |
| 31750RXM4 PIMCO FXVAN PUT USD BRL 5.40000000 | 0 | 0 | 0 | 0.00% | -$8.85K |
| 31750RMZ7 PIMCO FXVAN PUT EUR CZK 24.20000000 | 1,289,000 | 0 | -1,289,000 | 0.00% | -$7.76K |
| 31750RMC8 PIMCO FXVAN PUT EUR CZK 24.20000000 | 685,000 | 0 | -685,000 | 0.00% | -$4.13K |
| 31750RFD4 PIMCO FXVAN PUT EUR CZK 24.20000000 | 728,000 | 0 | -728,000 | 0.00% | -$3.65K |
| 31750S493 PIMCO FXVAN PUT EUR HUF 378.00000000 | 1,100,000 | 0 | -1,100,000 | 0.00% | -$3.28K |
| 31750S584 PIMCO FXVAN PUT EUR HUF 376.00000000 | 1,342,000 | 0 | -1,342,000 | 0.00% | -$2.84K |
| 31750S543 PIMCO FXVAN PUT EUR HUF 375.00000000 | 1,445,000 | 0 | -1,445,000 | 0.00% | -$2.49K |
| 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 |
| EUR - CZK | 0 | 0 | 0 | 0.00% | $0 |
| EUR - HUF | 0 | 0 | 0 | 0.00% | $0 |
| USD - BRL | 0 | 0 | 0 | 0.00% | $0 |
| EUR - CZK | 0 | 0 | 0 | 0.00% | $0 |
| USD - SGD | 0 | 0 | 0 | 0.00% | $0 |
| USD - BRL | 0 | 0 | 0 | 0.00% | $0 |
| EUR - CZK | 0 | 0 | 0 | 0.00% | $0 |
| USD - HKD | 0 | 0 | 0 | 0.00% | $0 |
| RFR USD SOFR/3.86000 01/07/26-10Y LCH | 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 |
| 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 | -2,500,000 | 0 | 2,500,000 | 0.00% | $0 |
| 317UBA6A0 PIMCO SWAPTION 3.625 CALL USD 202601 | -3,800,000 | 0 | 3,800,000 | 0.00% | $344 |
| 317UBA5A1 PIMCO SWAPTION 3.925 PUT USD 2026010 | -3,800,000 | 0 | 3,800,000 | 0.00% | $754 |
| 317UBC4A8 PIMCO SWAPTION 3.639 CALL USD 202601 | -3,900,000 | 0 | 3,900,000 | 0.00% | $1.22K |
| 317UBC3A9 PIMCO SWAPTION 3.919 PUT USD 2026011 | -3,900,000 | 0 | 3,900,000 | 0.00% | $1.91K |
| 317UB9UA6 PIMCO SWAPTION 3.86 PUT USD 20260105 | -2,500,000 | 0 | 2,500,000 | 0.00% | $3.73K |
| 317UBEXA2 PIMCO SWAPTION 3.622 CALL USD 202601 | -3,900,000 | 0 | 3,900,000 | 0.00% | $5.33K |
| RFR GBP SONIO/4.50000 09/17/25-30Y LCH | 1 | 0 | -1 | 0.00% | $5.72K |
| FUT. EURX E-SCHATZ MAR26 | 37 | 0 | -37 | 0.00% | $6.46K |
| 317UBEWA3 PIMCO SWAPTION 3.882 PUT USD 2026012 | -3,900,000 | 0 | 3,900,000 | 0.00% | $11.53K |
| 31750RXK8 PIMCO FXVAN CALL USD BRL 5.69000000 | -1,580,000 | 0 | 1,580,000 | 0.00% | $12.27K |
| IRS CNY 1.50000 03/18/26-4Y* LCH | 1 | 0 | -1 | 0.00% | $15.35K |
| Uniform Mortgage-Backed Security, TBA | -20,000 | 0 | 20,000 | 0.00% | $18.96K |
| 31750RZX8 PIMCO FXVAN CALL USD BRL 5.64000000 | -3,300,000 | 0 | 3,300,000 | 0.00% | $23.44K |
| RFR GBP SONIO/4.75000 03/18/26-30Y LCH | 1 | 0 | -1 | 0.00% | $36.96K |
| FUT. EURO BUXL BND MAR26 | 16 | 0 | -16 | 0.00% | $43.17K |
| IRS CNY R 1.50000 03/18/26-5Y SCX | 3 | 0 | -3 | 0.00% | $175.66K |
| IRS EUR 3.00000 03/18/26-30Y LCH | 1 | 0 | -1 | 0.00% | $261.77K |
| ITA GB 10YR FUT IKH6 03-06-26 | 554 | 0 | -554 | 0.00% | $319.00K |
| IRS EUR 2.00000 03/18/26-2Y LCH | 1 | 0 | -1 | 0.00% | $567.29K |
| IRS EUR 2.50000 03/18/26-5Y LCH | 1 | 0 | -1 | 0.00% | $905.53K |
| FNCL 4.5 1/26 | -1,040,000 | 0 | 1,040,000 | 0.00% | $1.02M |
| IRS EUR 2.75000 03/18/26-10Y LCH | 1 | 0 | -1 | 0.00% | $1.64M |
| FNCL 3 2/26 | -7,300,000 | 0 | 7,300,000 | 0.00% | $6.45M |
| Uniform Mortgage-Backed Security, TBA | -8,400,000 | 0 | 8,400,000 | 0.00% | $7.10M |
| FNCL 3.5 2/26 | -9,800,000 | 0 | 9,800,000 | 0.00% | $9.03M |
| Government National Mortgage Association, TBA | -20,900,000 | 0 | 20,900,000 | 0.00% | $19.02M |
| FNCI 2 1/26 | -21,000,000 | 0 | 21,000,000 | 0.00% | $19.45M |
| Uniform Mortgage-Backed Security, TBA | -61,950,000 | 0 | 61,950,000 | 0.00% | $50.08M |
| Security | Shares Dec 2025 | Shares Mar 2026 | Δ shares | End % | Δ value |
|---|---|---|---|---|---|
| CHINA DEVELOPMENT BANK UNSECURED 01/34 2.63 | 189,660,000 | 252,560,000 | 62,900,000 | 3.19% | $10.21M |
| PIMCO PRV SHORT TERM FLT III MUTUAL FUND | 2,548,674 | 3,194,565 | 645,891 | 2.57% | $6.29M |
| GNMA II POOL MB0304 G2 04/55 FIXED 3.5 | 197,511 | 28,344,393 | 28,146,882 | 2.15% | $25.84M |
| EUROPEAN UNION SR UNSECURED REGS 12/35 3.375 | 1,000,000 | 9,700,000 | 8,700,000 | 0.92% | $9.99M |
| RPLDCI 6.581 05/30/49 144A | 10,300,000 | 10,600,000 | 300,000 | 0.90% | $15.35K |
| JAPAN GOVT CPI LINKED BONDS 03/28 0.1 | 1,504,882,000 | 1,507,147,750 | 2,265,750 | 0.79% | -$245.62K |
| QUEENSLAND TREASURY CORP LOCAL GOVT G 08/33 2 | 2,900,000 | 6,000,000 | 3,100,000 | 0.27% | $1.74M |
| CDX ITRAXX XOV44 5Y 35-100% SP MYC | 4 | 5 | 1 | 0.16% | $1.07M |
| QUEBEC PROVINCE CDA 4.45% 09/01/2034 | 2,000,000 | 2,400,000 | 400,000 | 0.15% | $271.53K |
| COUNTRYWIDE ALTERNATIVE LOAN T CWALT 2006 OA12 A1C | 1,047,936 | 1,049,260 | 1,324 | 0.08% | $4.16K |
| COUNTRYWIDE ALTERNATIVE LOAN T CWALT 2006 OA8 2A4 | 674,507 | 674,617 | 110 | 0.04% | $5.18K |
| RESIDENTIAL ASSET SECURITIZATI RAST 2006 A8 2A4 | 658,369 | 658,478 | 108 | 0.01% | -$8.31K |
| US ULTRA BOND CBT Sep25 | -30,172,877 | -957,046 | 29,215,831 | -1.38% | $6.27M |
| Security | Shares Dec 2025 | Shares Mar 2026 | Δ shares | End % | Δ value |
|---|---|---|---|---|---|
| FR SD8455 | 28,991,214 | 24,369,667 | -4,621,547 | 2.08% | -$4.92M |
| G2 MA8345 | 17,269,094 | 16,950,035 | -319,059 | 1.30% | -$203.76K |
| CHINA GOVERNMENT BOND BONDS 05/35 1.65 | 158,200,000 | 101,700,000 | -56,500,000 | 1.21% | -$7.67M |
| U.S. TREASURY INFLATION-PROTECTED SECURITIES 0-1/2% 01/15/2028 | 9,768,148 | 9,756,456 | -11,692 | 0.80% | $85.21K |
| QUEBEC PROVINCE CDA 3.6% 09/01/2033 | 10,500,000 | 10,000,000 | -500,000 | 0.59% | -$495.32K |
| JP MORGAN MORTGAGE TRUST JPMMT 2021 INV8 A2 144A | 7,083,203 | 6,962,468 | -120,735 | 0.50% | -$160.70K |
| FNMA POOL CB7197 FN 07/53 FIXED 5.5 | 4,901,853 | 4,735,339 | -166,514 | 0.39% | -$213.52K |
| JP MORGAN MORTGAGE TRUST JPMMT 2021 INV4 A2 144A | 5,569,196 | 5,466,490 | -102,706 | 0.39% | -$119.57K |
| CITIGROUP MORTGAGE LOAN TRUST CMLTI 2021 INV1 A3A 144A | 5,332,409 | 5,257,808 | -74,602 | 0.36% | -$89.03K |
| JP MORGAN MORTGAGE TRUST JPMMT 2022 INV1 A3 144A | 5,070,134 | 4,974,537 | -95,597 | 0.36% | -$106.81K |
| U.S. TREASURY INFLATION-PROTECTED SECURITIES 1.125% 01/15/2033 | 4,372,360 | 4,367,080 | -5,280 | 0.35% | $10.76K |
| JP MORGAN MORTGAGE TRUST JPMMT 2021 INV6 A2 144A | 4,603,222 | 4,525,937 | -77,286 | 0.33% | -$109.33K |
| BRACCAN MORTGAGE FUNDING BRACN 2025 1A A 144A | 2,875,861 | 2,845,673 | -30,189 | 0.31% | -$119.47K |
| ONYP 2020-1NYP A | 3,700,000 | 3,492,461 | -207,539 | 0.28% | -$256.31K |
| TPMT 2019-4 A1 | 3,620,000 | 3,426,868 | -193,133 | 0.27% | -$198.62K |
| U.S. TREASURY INFLATION-PROTECTED SECURITIES 2-1/2% 01/15/29 | 3,033,120 | 3,029,480 | -3,640 | 0.26% | $11.88K |
| U.S. TREASURY INFLATION-PROTECTED SECURITIES 0-1/8% 07/15/2031 | 3,280,095 | 3,276,153 | -3,942 | 0.25% | $21.85K |
| CITIGROUP MORTGAGE LOAN TRUST CMLTI 2022 INV1 A3B 144A | 3,414,914 | 3,362,744 | -52,170 | 0.24% | -$78.83K |
| ONSLOW BAY FINANCIAL LLC OBX 2022 INV2 A1 144A | 3,232,498 | 3,179,648 | -52,851 | 0.23% | -$71.54K |
| G2 MA7988 | 3,091,459 | 3,024,477 | -66,982 | 0.22% | -$79.36K |
| FNMA POOL DD6416 FN 04/55 FIXED 6.5 | 2,672,239 | 2,575,875 | -96,364 | 0.22% | -$112.91K |
| FREDDIE MAC POOL FR 01/52 FIXED 2.5 | 3,169,729 | 3,115,931 | -53,798 | 0.22% | -$52.93K |
| U.S. TREASURY INFLATION-PROTECTED SECURITIES 3-7/8% 04/15/29 | 2,376,768 | 2,373,912 | -2,856 | 0.21% | $665 |
| FANNIE MAE FNR 2025 24 FB | 2,753,160 | 2,516,932 | -236,228 | 0.21% | -$234.79K |
| ONSLOW BAY FINANCIAL LLC OBX 2024 NQM17 A1 144A | 2,820,104 | 2,502,479 | -317,625 | 0.21% | -$331.93K |
| FREDDIE MAC FHR 5511 FB | 2,927,543 | 2,471,046 | -456,498 | 0.21% | -$462.87K |
| TOWER BRIDGE FUNDING TWRBG 2024 3A A 144A | 1,925,001 | 1,877,010 | -47,991 | 0.21% | -$112.68K |
| ANGEL OAK MORTGAGE TRUST AOMT 2025 R1 A1 144A | 2,477,349 | 2,369,904 | -107,445 | 0.19% | -$127.22K |
| FREDDIE MAC FHR 5563 FV | 2,603,045 | 2,301,094 | -301,950 | 0.19% | -$298.33K |
| TOWD POINT MORTGAGE FUNDING TPMF 2024 GR6A A1 144A | 1,881,946 | 1,748,186 | -133,760 | 0.19% | -$223.81K |
| TOWD POINT MORTGAGE FUNDING TPMF 2023 V3 A1 REGS | 1,831,088 | 1,704,798 | -126,290 | 0.19% | -$214.47K |
| TOGETHER ASSET BACKED SECURITI TOGET 2025 1ST1A A 144A | 1,831,773 | 1,683,764 | -148,009 | 0.18% | -$242.62K |
| FHLG 30YR 5.5% 08/01/2053#QG9137 | 2,252,878 | 2,182,502 | -70,376 | 0.18% | -$91.82K |
| CROSS MORTGAGE TRUST CROSS 2025 H9 A1 144A | 2,188,786 | 2,136,809 | -51,976 | 0.18% | -$66.73K |
| FED HM LN PC POOL QX9880 FR 04/55 FIXED 6.5 | 2,431,232 | 1,993,839 | -437,394 | 0.17% | -$464.60K |
| CURZON MORTGAGES PLC CRZN 1 A2 REGS | 1,632,711 | 1,519,298 | -113,413 | 0.17% | -$191.70K |
| TRTX Issuer Ltd., Series 2022-FL5, Class A | 2,309,802 | 1,987,417 | -322,385 | 0.16% | -$313.26K |
| FNMA POOL DA3439 FN 11/53 FIXED 6.5 | 2,117,805 | 1,785,599 | -332,206 | 0.15% | -$353.88K |
| FNMA POOL CA4346 FN 10/49 FIXED 3 | 2,020,341 | 1,985,853 | -34,489 | 0.14% | -$42.49K |
| FN MA5217 | 1,966,965 | 1,659,573 | -307,392 | 0.14% | -$327.79K |
| FREDDIE MAC REMICS SER 5513 CL MF V/R 5.01180000 | 1,865,456 | 1,660,860 | -204,596 | 0.14% | -$201.68K |
| FNMA POOL BF0334 FN 01/59 FIXED 3.5 | 1,848,746 | 1,816,906 | -31,840 | 0.14% | -$38.80K |
| FNR 2025-19 FC | 1,735,452 | 1,588,633 | -146,819 | 0.13% | -$140.59K |
| BULGARIA SR UNSECURED REGS 07/35 3.375 | 2,300,000 | 1,400,000 | -900,000 | 0.13% | -$1.11M |
| Avolon TLB Borrower 1 (US) LLC, Term Loan B6 | 1,532,748 | 1,525,026 | -7,722 | 0.13% | -$13.79K |
| FNMA POOL BY7552 FN 07/54 FIXED 6 | 1,349,797 | 1,339,158 | -10,639 | 0.11% | -$17.62K |
| PALMER SQUARE EUROPEAN LOAN FU PSTET 2025 1A A 144A | 1,264,063 | 1,168,284 | -95,780 | 0.11% | -$137.35K |
| SMB PRIVATE EDUCATION LOAN TRUST 2022-B SER 2022-B CL A1B V/R REGD 144A P/P 5.59202000 | 1,403,043 | 1,328,968 | -74,075 | 0.11% | -$75.01K |
| ARCLO 2022-FL1 A SOFR30A+145 01/15/2037 144A | 1,534,988 | 1,224,674 | -310,314 | 0.10% | -$317.14K |
| ARES EURO CLO ARESE 14A AR 144A | 1,447,614 | 1,055,192 | -392,421 | 0.10% | -$482.55K |
| FNMA POOL DB9539 FN 08/54 FIXED 6 | 1,128,318 | 1,122,896 | -5,423 | 0.10% | -$11.02K |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION SER 2024-H02 CL FJ V/R 4.91765000 | 1,142,657 | 1,134,780 | -7,877 | 0.09% | -$5.42K |
| MASTR Adjustable Rate Mortgages Trust 2007-3 | 1,360,864 | 1,330,756 | -30,108 | 0.09% | -$31.74K |
| CVC CORDATUS OPPORTUNITY LOAN COLFR 1A AR 144A | 1,001,213 | 950,026 | -51,187 | 0.09% | -$78.59K |
| ONSLOW BAY FINANCIAL LLC OBX 2023 NQM9 A1 144A | 1,152,530 | 1,075,415 | -77,115 | 0.09% | -$83.40K |
| CANADIAN GOVERNMENT RRB BONDS 12/44 1.5 | 1,572,923 | 1,570,074 | -2,849 | 0.09% | -$8.66K |
| Popular ABS Mortgage Pass-Through Trust 2007-A | 1,189,612 | 1,143,405 | -46,208 | 0.09% | -$46.61K |
| TPMT 2020-2 A1A | 1,176,495 | 1,123,740 | -52,754 | 0.09% | -$53.77K |
| NRZT 2019-RPL3 A1 144A FRN 07-25-59 | 1,111,465 | 1,038,345 | -73,120 | 0.08% | -$71.49K |
| Venture CLO Ltd., Series 2019-36A, Class A1AR | 1,317,434 | 972,517 | -344,916 | 0.08% | -$344.64K |
| NRZT 2020-RPL1 A1 144A FRN 11-25-59 | 995,977 | 941,570 | -54,407 | 0.07% | -$58.04K |
| J.P. MORGAN ALTERNATIVE LOAN T JPALT 2006 A5 1A4 | 935,818 | 909,432 | -26,386 | 0.07% | -$13.53K |
| VERUS SECURITIZATION TRUST VERUS 2023 INV3 A1 144A | 856,424 | 795,901 | -60,522 | 0.07% | -$66.39K |
| FNMA POOL FM3972 FN 07/50 FIXED VAR | 874,700 | 856,922 | -17,778 | 0.07% | -$23.17K |
| FNMA POOL DB8974 FN 07/54 FIXED 6 | 1,056,012 | 767,732 | -288,279 | 0.06% | -$299.73K |
| Government National Mortgage Association | 799,968 | 759,812 | -40,156 | 0.06% | -$43.62K |
| FNMA POOL DA0866 FN 09/53 FIXED 5.5 | 781,152 | 756,882 | -24,271 | 0.06% | -$31.58K |
| U.S. TREASURY INFLATION-PROTECTED SECURITIES 0-1/8% 01/15/32 | 822,227 | 821,240 | -987 | 0.06% | $4.46K |
| FNMA POOL BF0463 FN 03/60 FIXED 3 | 871,500 | 864,397 | -7,103 | 0.06% | -$11.41K |
| FNCL UMBS 2.5 RA4542 02-01-51 | 900,892 | 887,727 | -13,165 | 0.06% | -$14.95K |
| CHASE MORTGAGE FINANCE CORPORA CHASE 2023 RPL2 A1 144A | 847,575 | 832,663 | -14,911 | 0.06% | -$19.18K |
| FNMA POOL DB6394 FN 08/54 FIXED 6 | 928,588 | 729,327 | -199,262 | 0.06% | -$218.50K |
| FN MA5138 | 780,771 | 733,175 | -47,595 | 0.06% | -$55.06K |
| TCI SYMPHONY CLO TSYMP 2016 1A AR2 144A | 1,287,919 | 722,172 | -565,747 | 0.06% | -$565.67K |
| FREDDIE MAC POOL UMBS P#QG5960 5.50000000 | 728,176 | 709,857 | -18,319 | 0.06% | -$25.25K |
| ACE Securities Corp Home Equity Loan Trust Series 2006-FM1 | 2,146,641 | 2,139,483 | -7,158 | 0.06% | -$17.18K |
| DRYDEN LEVERAGED LOAN CDO DRYD 2017 27A AR 144A | 932,632 | 604,034 | -328,599 | 0.06% | -$397.57K |
| TPMT 2020-1 A1 | 772,474 | 720,825 | -51,649 | 0.06% | -$51.00K |
| OPTION ONE MORTGAGE LOAN TRUST OOMLT 2007 4 1A1 | 975,141 | 960,733 | -14,408 | 0.06% | -$9.79K |
| FR SD8448 | 762,971 | 648,869 | -114,102 | 0.06% | -$121.44K |
| FN MA5421 | 738,612 | 647,713 | -90,899 | 0.05% | -$98.22K |
| Uniform Mortgage-Backed Securities | 711,405 | 683,001 | -28,404 | 0.05% | -$30.55K |
| GS MORTGAGE-BACKED SECURITIES TRUST 2021-GR3 SER 2021-GR3 CL A2 V/R REGD 144A P/P 2.50000000 | 792,847 | 779,907 | -12,940 | 0.05% | -$12.80K |
| NYKREDIT REALKREDIT A/S COVERED REGS 10/53 1.5 | 5,189,408 | 5,148,010 | -41,398 | 0.05% | -$22.82K |
| JUBILEE CDO BV JUBIL 2016 17A A2RR 144A | 892,623 | 545,977 | -346,646 | 0.05% | -$417.70K |
| LoanCore Issuer Ltd., Series 2022-CRE7, Class A | 1,069,630 | 632,578 | -437,052 | 0.05% | -$439.39K |
| STRUCTURED ASSET SECURITIES CO SASC 2006 RF4 1A1 144A | 706,413 | 698,033 | -8,379 | 0.05% | -$7.09K |
| J.P. MORGAN ALTERNATIVE LOAN T JPALT 2005 A2 2A1 | 862,401 | 857,795 | -4,606 | 0.05% | -$2.60K |
| FNMA POOL DA7768 FN 02/54 FIXED 6 | 605,818 | 531,532 | -74,286 | 0.04% | -$79.22K |
| WASHINGTON MUTUAL MORTGAGE PAS WMALT 2006 AR3 A1A | 621,129 | 604,540 | -16,588 | 0.04% | -$15.07K |
| JP MORGAN MORTGAGE TRUST JPMMT 2005 ALT1 1A1 | 908,106 | 874,809 | -33,297 | 0.04% | -$82.46K |
| GS MORTGAGE-BACKED SECURITIES TRUST 2021-INV1 SER 2021-INV1 CL A2 V/R REGD 144A P/P 2.50000000 | 657,045 | 647,808 | -9,237 | 0.04% | -$10.19K |
| GSAMP TRUST GSAMP 2006 FM2 A2D | 1,572,184 | 1,559,317 | -12,867 | 0.04% | -$10.16K |
| U.S. TREASURY INFLATION-PROTECTED SECURITIES 0-5/8% 07/15/2032 | 560,325 | 559,655 | -670 | 0.04% | $2.36K |
| Structured Asset Mortgage Investments II Trust 2007-AR6 | 600,459 | 594,795 | -5,664 | 0.04% | -$4.04K |
| GSAMP TRUST GSAMP 2007 NC1 A1 | 966,907 | 956,724 | -10,183 | 0.04% | -$10.97K |
| REALKREDIT DANMARK COVERED REGS 10/53 1.5 | 4,007,262 | 3,975,097 | -32,165 | 0.04% | -$17.52K |
| MFRA TRUST MFRA 2023 NQM4 A1 144A | 542,178 | 482,036 | -60,142 | 0.04% | -$62.16K |
| STWD Ltd., Series 2022-FL3, Class A | 1,305,281 | 469,610 | -835,671 | 0.04% | -$838.95K |
| SMB PRIVATE EDUCATION LOAN TRUST 2020-B 1.29% 07/15/2053 144A | 549,076 | 487,631 | -61,446 | 0.04% | -$58.97K |
| MORGAN STANLEY HOME EQUITY LOA MSHEL 2007 2 A4 | 912,666 | 903,049 | -9,617 | 0.04% | -$9.77K |
| UWM MORTGAGE TRUST 2021-INV5 SER 2021-INV5 CL A12 V/R REGD 144A P/P 3.00000000 | 542,041 | 532,790 | -9,252 | 0.04% | -$11.95K |
| GREENPOINT MORTGAGE FUNDING TR GPMF 2006 AR7 1A32 | 462,921 | 454,540 | -8,381 | 0.04% | -$3.32K |
| CSMC 2021-INV1TRUST SER 2021-INV1 CL A3 V/R REGD 144A P/P 2.50000000 | 540,994 | 526,720 | -14,274 | 0.04% | -$14.62K |
| IndyMac INDX Mortgage Loan Trust 2006-AR4 | 449,453 | 440,169 | -9,284 | 0.03% | -$7.58K |
| VERUS SECURITIZATION TRUST VERUS 2023 8 A1 144A | 447,582 | 400,706 | -46,876 | 0.03% | -$49.18K |
| BEAR STEARNS ALT A TRUST BALTA 2006 6 32A1 | 818,439 | 806,028 | -12,411 | 0.03% | -$9.23K |
| ROMANIA SR UNSECURED 144A 02/34 3.75 | 1,200,000 | 400,000 | -800,000 | 0.03% | -$871.57K |
| INDYMAC INDX MORTGAGE LOAN TRU INDX 2007 FLX1 A3 | 618,515 | 602,569 | -15,947 | 0.03% | -$10.59K |
| COUNTRYWIDE ALTERNATIVE LOAN T CWALT 2007 OA6 A1B | 429,231 | 420,427 | -8,803 | 0.03% | -$7.33K |
| WAMU MORTGAGE PASS THROUGH CER WAMU 2006 AR2 2A1 | 434,665 | 432,032 | -2,633 | 0.03% | $1.52K |
| STWD Ltd., Series 2021-FL2, Class A | 1,550,220 | 383,567 | -1,166,653 | 0.03% | -$1.17M |
| G2 MA7828 | 435,305 | 426,593 | -8,712 | 0.03% | -$10.86K |
| FNMA POOL DA8029 FN 02/54 FIXED 6 | 500,206 | 369,149 | -131,058 | 0.03% | -$136.83K |
| FED HM LN PC POOL QJ0287 FR 07/54 FIXED 6 | 358,712 | 357,534 | -1,178 | 0.03% | -$3.89K |
| REPUBLIC OF ARGENTINA SR UNSECURED 07/30 VAR | 471,969 | 424,772 | -47,197 | 0.03% | -$46.54K |
| American Home Mortgage Assets Trust, Series 2006-2, Class 2A1 | 381,891 | 366,267 | -15,624 | 0.03% | -$14.11K |
| TPMT 2019-HY2 A1 144A FRN 05-25-58 | 377,583 | 341,452 | -36,131 | 0.03% | -$37.06K |
| Citigroup Mortgage Loan Trust Series 2007 AHL3 | 494,820 | 490,484 | -4,336 | 0.03% | -$4.37K |
| WAMU MORTGAGE PASS THROUGH CER WAMU 2007 HY4 1A1 | 386,297 | 378,807 | -7,490 | 0.03% | -$3.52K |
| Citigroup Mortgage Loan Trust Inc Mortgage Pass-Through Ctfs Series 2005-7 | 371,506 | 366,413 | -5,094 | 0.03% | -$1.78K |
| COUNTRYWIDE ALTERNATIVE LOAN T CWALT 2006 OA6 1A2 | 356,579 | 352,690 | -3,889 | 0.03% | -$2.55K |
| BSARM 2004-8 13A1 | 365,705 | 362,237 | -3,468 | 0.03% | -$510 |
| GreenPoint Mortgage Funding Trust 2006-OH1 | 341,500 | 330,943 | -10,557 | 0.03% | -$10.01K |
| COUNTRYWIDE HOME LOANS CWHL 2005 2 1A1 | 334,893 | 321,381 | -13,512 | 0.02% | -$12.05K |
| WAMU MORTGAGE PASS THROUGH CER WAMU 2006 AR4 1A1A | 328,302 | 323,009 | -5,293 | 0.02% | -$4.10K |
| CWALT 2005-14 2A1 | 296,727 | 291,626 | -5,101 | 0.02% | -$4.52K |
| MFRA TRUST MFRA 2020 NQM2 A1 144A | 320,245 | 281,023 | -39,222 | 0.02% | -$38.22K |
| NORDEA KREDIT REALKREDIT COVERED 10/53 1.5 | 2,227,833 | 2,209,989 | -17,844 | 0.02% | -$9.58K |
| HARBORVIEW MORTGAGE LOAN TRUST HVMLT 2007 5 A1A | 325,062 | 309,514 | -15,549 | 0.02% | -$12.44K |
| STRUCTURED ADJUSTABLE RATE MORTGAGE LOAN TRUST SER SARM 2005-7 1A3 | 294,472 | 290,851 | -3,621 | 0.02% | -$1.22K |
| Bear Stearns Asset Backed Securities Trust 2007-SD2 | 286,132 | 276,983 | -9,149 | 0.02% | -$16.19K |
| EUROSAIL PLC ESAIL 2007 3X A3A REGS | 225,369 | 197,077 | -28,292 | 0.02% | -$42.96K |
| RESIDENTIAL ACCREDIT LOANS, IN RALI 2007 QH8 A | 320,497 | 319,523 | -974 | 0.02% | -$157 |
| BANC OF AMERICA FUNDING CORPOR BAFC 2006 I 4A1 | 360,914 | 309,904 | -51,010 | 0.02% | -$51.54K |
| Morgan Stanley Mortgage Loan Trust, Series 2007-1XS, Class 2A3 | 1,264,488 | 1,259,362 | -5,126 | 0.02% | -$4.87K |
| FNMA POOL BJ8703 FN 05/49 FIXED 3.5 | 269,217 | 266,195 | -3,023 | 0.02% | -$5.36K |
| Structured Asset Mortgage Investments II Trust, Series 2006-AR6, Class 2A1 | 357,806 | 347,545 | -10,262 | 0.02% | -$7.27K |
| BANC OF AMERICA FUNDING CORPOR BAFC 2005 5 2A1 | 246,735 | 243,987 | -2,748 | 0.02% | -$3.75K |
| RESIDENTIAL ACCREDIT LOANS, IN RALI 2006 QS6 1A1 | 285,049 | 279,173 | -5,875 | 0.02% | -$5.52K |
| FREDDIE MAC REMICS SER 4579 CL FD V/R 4.77904000 | 249,365 | 231,722 | -17,643 | 0.02% | -$17.30K |
| JP Morgan Mortgage Trust, Series 2008-R2, Class 1A1 | 251,111 | 242,364 | -8,748 | 0.02% | -$10.56K |
| FREDDIE MAC POOL UMBS P#RB5012 3.50000000 | 241,411 | 235,009 | -6,401 | 0.02% | -$7.05K |
| FN MA5445 | 218,129 | 190,842 | -27,287 | 0.02% | -$29.30K |
| WASHINGTON MUTUAL MORTGAGE PAS WMALT 2005 8 3CB1 | 236,321 | 233,045 | -3,276 | 0.02% | -$2.89K |
| WAMU MORTGAGE PASS THROUGH CER WAMU 2006 AR17 2A | 221,398 | 187,726 | -33,672 | 0.01% | -$29.59K |
| Securitized Asset-Backed Receivables LLC Trust, Series 2007-BR5, Class A2A | 222,579 | 217,088 | -5,491 | 0.01% | -$4.43K |
| WAMU MORTGAGE PASS THROUGH CER WAMU 2004 AR13 A2A | 172,407 | 165,412 | -6,994 | 0.01% | -$6.62K |
| COUNTRYWIDE HOME LOANS CWHL 2007 HY4 1A1 | 183,323 | 178,001 | -5,323 | 0.01% | -$2.84K |
| WAMU MORTGAGE PASS THROUGH CER WAMU 2005 AR8 2A1A | 168,292 | 162,945 | -5,347 | 0.01% | -$4.85K |
| IndyMac INDX Mortgage Loan Trust 2007-FLX3 | 169,687 | 165,895 | -3,792 | 0.01% | -$3.36K |
| First Horizon Alternative Mortgage Securities Trust, Series 2005-AA6, Class 3A1 | 190,436 | 189,476 | -960 | 0.01% | -$752 |
| WMALT 2006-AR5 3A | 247,668 | 246,089 | -1,579 | 0.01% | -$729 |
| SMB Private Education Loan Trust | 168,947 | 150,040 | -18,906 | 0.01% | -$18.98K |
| Deutsche Alt-A Securities Inc Mortgage Loan Trust Series 2005-6 | 169,023 | 167,320 | -1,703 | 0.01% | -$1.69K |
| GreenPoint Mortgage Funding Trust 2006-AR3 | 155,058 | 152,780 | -2,277 | 0.01% | -$1.92K |
| Thornburg Mortgage Securities Trust, Series 2007-3, Class 3A1 | 170,200 | 158,197 | -12,003 | 0.01% | -$11.49K |
| RESIDENTIAL ACCREDIT LOANS, IN RALI 2007 QS8 A6 | 173,825 | 168,605 | -5,220 | 0.01% | -$6.30K |
| NOMURA ASSET ACCEPTANCE CORPOR NAA 2007 1 1A6 | 152,320 | 144,892 | -7,427 | 0.01% | -$8.14K |
| WAMU MORTGAGE PASS THROUGH CER WAMU 2007 HY1 1A1 | 153,369 | 148,015 | -5,354 | 0.01% | -$3.93K |
| INDYMAC INDX MORTGAGE LOAN TRU INDX 2006 FLX1 A2 | 141,392 | 137,114 | -4,278 | 0.01% | -$4.10K |
| COUNTRYWIDE ALTERNATIVE LOAN T CWALT 2006 OA22 A1 | 140,140 | 138,951 | -1,189 | 0.01% | -$2.55K |
| BANC OF AMERICA FUNDING CORPOR BAFC 2004 B 5A1 | 149,035 | 130,337 | -18,698 | 0.01% | -$18.63K |
| FSPC T-62 1A1 V/R 10/25/44 5.27810000 | 142,362 | 136,860 | -5,503 | 0.01% | -$4.87K |
| EUROMASTR PLC EMAST 2007 1V A2 REGS | 103,482 | 97,104 | -6,378 | 0.01% | -$11.94K |
| FNMA POOL FM1796 FN 10/34 FIXED VAR | 135,982 | 126,701 | -9,281 | 0.01% | -$10.00K |
| Thornburg Mortgage Securities Trust 2007-3 | 141,008 | 124,353 | -16,655 | 0.01% | -$16.49K |
| Deutsche Alt-B Securities Mortgage Loan Trust Series 2006-AB3 | 142,144 | 140,493 | -1,651 | 0.01% | -$2.25K |
| COUNTRYWIDE ALTERNATIVE LOAN T CWALT 2005 56 2A3 | 130,113 | 128,648 | -1,465 | 0.01% | $1.35K |
| FNW 2004-W12 1A1 6% 7/25/44 6.00000000 | 117,110 | 114,546 | -2,564 | 0.01% | -$4.01K |
| NOMURA ASSET ACCEPTANCE CORPOR NAA 2007 1 1A4 | 130,264 | 123,912 | -6,352 | 0.01% | -$6.96K |
| COUNTRYWIDE ALTERNATIVE LOAN T CWALT 2007 OA4 A1 | 131,005 | 126,377 | -4,628 | 0.01% | -$4.01K |
| WAMU MORTGAGE PASS THROUGH CER WAMU 2004 AR13 A1B2 | 116,822 | 112,083 | -4,739 | 0.01% | -$4.54K |
| Structured Adjustable Rate Mortgage Loan Trust, Series 2007-9, Class 1A1 | 121,190 | 117,707 | -3,484 | 0.01% | -$3.19K |
| INDYMAC INDA MORTGAGE LOAN TRU INDA 2005 AR1 3A1 | 140,504 | 140,052 | -452 | 0.01% | $342 |
| MFRA TRUST MFRA 2020 NQM2 A3 144A | 122,648 | 107,627 | -15,021 | 0.01% | -$14.69K |
| JP MORGAN MORTGAGE TRUST JPMMT 2006 A1 2A4 | 154,789 | 151,093 | -3,697 | 0.01% | -$3.07K |
| Argent Securities, Inc. Asset-Backed Pass-Through Certificates, Series 2004-W3, Class A3 | 96,171 | 94,718 | -1,453 | 0.01% | -$1.06K |
| G2 MA7368 | 116,598 | 114,147 | -2,451 | 0.01% | -$2.93K |
| BANC OF AMERICA FUNDING CORPOR BAFC 2005 7 4A3 | 105,928 | 104,571 | -1,357 | 0.01% | -$1.79K |
| CWALT 2007-11T V/R 05/25/37 4.41876000 | 327,879 | 327,868 | -11 | 0.01% | $2.89K |
| BCAP LLC TRUST BCAP 2011 RR5 7A1 144A | 107,801 | 100,263 | -7,537 | 0.01% | -$6.69K |
| FED HM LN PC POOL SD3121 FR 06/53 FIXED 6 | 98,323 | 95,407 | -2,916 | 0.01% | -$3.54K |
| WAMU MORTGAGE PASS THROUGH CER WAMU 2006 AR17 1A1A | 111,205 | 109,294 | -1,911 | 0.01% | -$1.09K |
| Washington Mutual Mortgage Pass-Through Certificates Series 2003-AR9 Trust | 103,136 | 102,051 | -1,084 | 0.01% | -$207 |
| WAMU MORTGAGE PASS THROUGH CER WAMU 2007 HY1 3A1 | 107,125 | 106,256 | -869 | 0.01% | $205 |
| RMAC SECURITIES PLC RMACS 2007 NS1X A2B REGS | 96,580 | 92,674 | -3,906 | 0.01% | -$4.21K |
| Structured Asset Mortgage Investments II Trust, Series 2005-AR2, Class 2A1 | 97,340 | 93,395 | -3,945 | 0.01% | -$3.81K |
| COUNTRYWIDE ALTERNATIVE LOAN T CWALT 2005 56 2A2 | 92,512 | 91,470 | -1,042 | 0.01% | $927 |
| HARBORVIEW MORTGAGE LOAN TRUST HVMLT 2005 10 2A1A | 139,215 | 134,931 | -4,284 | 0.01% | -$4.27K |
| WAMU MORTGAGE PASS THROUGH CER WAMU 2005 AR15 A1A2 | 90,402 | 88,807 | -1,595 | 0.01% | -$1.44K |
| COUNTRYWIDE ALTERNATIVE LOAN T CWALT 2005 27 1A2 | 91,771 | 82,997 | -8,775 | 0.01% | -$7.91K |
| FNMA, REMIC | 82,693 | 76,988 | -5,705 | 0.01% | -$6.21K |
| Morgan Stanley Mortgage Loan Trust 2007-7AX | 306,664 | 303,023 | -3,641 | 0.01% | -$2.10K |
| HarborView Mortgage Loan Trust, Series 2005-13, Class 2A11 | 195,880 | 195,738 | -141 | 0.01% | -$1.58K |
| RFMSI Series 2005-SA4 Trust | 127,145 | 124,352 | -2,794 | 0.01% | -$2.33K |
| Credit Suisse First Boston Mortgage Securities Corp | 106,901 | 104,144 | -2,758 | 0.01% | -$1.74K |
| NOMURA ASSET ACCEPTANCE CORPOR NAA 2005 AR5 2A1 | 82,135 | 80,997 | -1,137 | 0.01% | -$779 |
| COUNTRYWIDE ALTERNATIVE LOAN T CWALT 2006 14CB A2 | 185,993 | 185,304 | -689 | 0.01% | -$1.65K |
| MASTR Adjustable Rate Mortgages Trust 2006-OA1 | 77,296 | 76,817 | -479 | 0.01% | -$267 |
| WAMU MORTGAGE PASS THROUGH CER WAMU 2005 AR3 A2 | 74,120 | 72,649 | -1,472 | 0.01% | -$3.01K |
| GOVERNMENT NATIONAL MORTGAGE CORPORATION | 75,747 | 73,600 | -2,147 | 0.01% | -$2.35K |
| INDYMAC INDX MORTGAGE LOAN TRU INDX 2005 AR11 A4 | 90,009 | 88,351 | -1,658 | 0.01% | -$1.47K |
| WAMU MORTGAGE PASS THROUGH CER WAMU 2004 AR9 A1 | 72,641 | 67,908 | -4,733 | 0.01% | -$4.10K |
| Freddie Mac REMICS | 66,493 | 65,016 | -1,477 | 0.01% | -$1.48K |
| FN MA5216 | 71,047 | 63,490 | -7,556 | 0.01% | -$8.28K |
| FN MA5166 | 69,516 | 62,716 | -6,800 | 0.01% | -$7.40K |
| WAMU MORTGAGE PASS THROUGH CER WAMU 2006 AR15 2A | 74,616 | 74,471 | -145 | 0.01% | -$5.28K |
| PEOPLE S CHOICE HOME LOAN SECU PCHLT 2005 1 M4 | 82,620 | 62,600 | -20,020 | 0.01% | -$19.61K |
| FR SD8331 | 63,656 | 60,470 | -3,186 | 0.01% | -$3.76K |
| WAMU MORTGAGE PASS THROUGH CER WAMU 2004 AR1 A | 61,352 | 59,502 | -1,851 | 0.01% | -$1.86K |
| Bear Stearns ARM Trust 2005-12 | 65,082 | 64,528 | -554 | 0.00% | $52 |
| FREDDIE MAC POOL UMBS P#RA5502 3.00000000 | 67,873 | 66,268 | -1,605 | 0.00% | -$1.81K |
| FNMA POOL FM7441 FN 05/51 FIXED VAR | 66,686 | 65,738 | -949 | 0.00% | -$1.18K |
| Credit-Based Asset Servicing and Securitization LLC | 87,409 | 86,001 | -1,408 | 0.00% | -$1.22K |
| FR SD8385 | 64,890 | 55,484 | -9,406 | 0.00% | -$10.06K |
| COUNTRYWIDE HOME LOANS CWHL 2004 25 1A1 | 59,716 | 57,860 | -1,856 | 0.00% | -$2.04K |
| FNMA, Series 2007-73, Class A1 | 58,314 | 55,820 | -2,493 | 0.00% | -$2.45K |
| MLCC MORTGAGE INVESTORS INC MLCC 2007 2 2A1 | 56,540 | 56,016 | -524 | 0.00% | -$337 |
| FNMA POOL BR1297 FN 02/51 FIXED 2.5 | 64,246 | 62,467 | -1,779 | 0.00% | -$1.78K |
| Real Estate Asset Liquidity Trust | 166,660 | 70,789 | -95,870 | 0.00% | -$70.14K |
| FNMA POOL DA2723 FN 11/53 FIXED 6 | 49,710 | 49,530 | -180 | 0.00% | -$521 |
| FR SD8439 | 53,079 | 47,012 | -6,067 | 0.00% | -$6.54K |
| GreenPoint MTA Trust, Series 2005-AR1, Class A2 | 51,950 | 51,025 | -925 | 0.00% | -$1.29K |
| COUNTRYWIDE ALTERNATIVE LOAN T CWALT 2005 21CB A3 | 63,725 | 61,484 | -2,241 | 0.00% | -$2.60K |
| HarborView Mortgage Loan Trust, Series 2006-1, Class 2A1A | 48,426 | 47,670 | -756 | 0.00% | -$533 |
| Citigroup Mortgage Loan Trust, Inc., Series 2005-6, Class A1 | 44,779 | 43,443 | -1,336 | 0.00% | -$1.35K |
| FR SD8396 | 47,823 | 42,373 | -5,450 | 0.00% | -$5.92K |
| CWABS, Inc. | 48,994 | 48,339 | -656 | 0.00% | -$477 |
| Structured Asset Mortgage Investments II Trust, Series 2006-AR3, Class 11A1 | 45,357 | 43,560 | -1,797 | 0.00% | -$1.51K |
| CITIGROUP MORTGAGE LOAN TRUST CMLTI 2007 AHL2 A3A | 59,667 | 58,638 | -1,029 | 0.00% | -$750 |
| BEAR STEARNS ARM TRUST 2004-2 SER 2004-2 CL 22A V/R REGD 0.00000000 | 41,378 | 40,425 | -953 | 0.00% | -$720 |
| GSR Mortgage Loan Trust, Series 2005-AR3, Class 6A1 | 54,593 | 52,882 | -1,712 | 0.00% | -$1.45K |
| CHASE MORTGAGE FINANCE CORPORA CHASE 2007 A2 7A1 | 48,910 | 48,410 | -500 | 0.00% | -$134 |
| BANC OF AMERICA FUNDING CORPOR BAFC 2006 6 3A4 | 41,594 | 40,957 | -636 | 0.00% | -$739 |
| Merrill Lynch Mortgage Investors Trust, Series 2005-A5, Class A9 | 40,007 | 39,115 | -892 | 0.00% | -$621 |
| WELLS FARGO ALTERNATIVE LOAN T WFALT 2007 PA3 1A1 | 42,365 | 41,692 | -674 | 0.00% | -$716 |
| FNMA POOL DB6395 FN 08/54 FIXED 6 | 47,656 | 35,524 | -12,132 | 0.00% | -$13.07K |
| STRUCTURED ASSET MORTGAGE INVESTMENTS II TRUST 2007-AR4 SER 2007-AR4 CL A3 V/R REGD 4.50876000 | 40,978 | 39,905 | -1,073 | 0.00% | -$846 |
| FANNIE MAE REMICS SER 2003-34 CL A1 6.00000000 | 35,799 | 34,779 | -1,020 | 0.00% | -$1.23K |
| FED HM LN PC POOL QJ4297 FR 09/54 FIXED 6 | 34,470 | 34,313 | -156 | 0.00% | -$393 |
| BANC OF AMERICA MORTGAGE SECUR BOAMS 2005 H 2A5 | 39,328 | 38,849 | -480 | 0.00% | -$164 |
| MASTR Alternative Loan Trust 2006-2 | 411,212 | 410,572 | -639 | 0.00% | -$1.86K |
| Banc of America Funding Trust, Series 2006-J, Class 4A1 | 37,748 | 37,179 | -570 | 0.00% | -$233 |
| COUNTRYWIDE HOME LOANS CWHL 2005 2 2A1 | 34,278 | 33,367 | -911 | 0.00% | -$859 |
| Sequoia Mortgage Trust, Series 2003-4, Class 2A1 | 33,208 | 32,243 | -965 | 0.00% | -$921 |
| JP MORGAN MORTGAGE TRUST JPMMT 2005 A7 1A4 | 34,673 | 33,162 | -1,511 | 0.00% | -$1.43K |
| RESIDENTIAL ACCREDIT LOANS, IN RALI 2005 QA9 NB21 | 91,130 | 91,063 | -67 | 0.00% | -$132 |
| TERWIN MORTGAGE TRUST TMTS 2003 6HE A1 | 37,407 | 33,930 | -3,477 | 0.00% | -$3.27K |
| JP MORGAN MORTGAGE TRUST JPMMT 2007 A1 3A2 | 34,110 | 31,778 | -2,332 | 0.00% | -$2.16K |
| FED HM LN PC POOL QJ0915 FR 08/54 FIXED 6 | 29,669 | 29,483 | -186 | 0.00% | -$568 |
| IndyMac INDX Mortgage Loan Trust, Series 2004-AR11, Class 2A | 31,711 | 31,258 | -453 | 0.00% | -$191 |
| BOAMS 2005-F 3A1 | 33,227 | 32,776 | -452 | 0.00% | -$188 |
| COUNTRYWIDE ASSET BACKED CERTI CWL 2006 SD4 A1 144A | 32,949 | 32,444 | -505 | 0.00% | -$384 |
| FNMA POOL DA7553 FN 01/54 FIXED 6 | 26,635 | 26,560 | -75 | 0.00% | -$265 |
| CHASE MORTGAGE FINANCE CORPORA CHASE 2007 A1 1A1 | 28,000 | 24,473 | -3,527 | 0.00% | -$3.50K |
| GSR Mortgage Loan Trust, Series 2005-AR6, Class 2A1 | 25,680 | 25,199 | -481 | 0.00% | -$321 |
| FNGT 2004-T3 1A1 6% 2/25/44 6.00000000 | 24,022 | 23,552 | -470 | 0.00% | -$693 |
| CWHL 2004-25 2A1 | 25,350 | 24,800 | -549 | 0.00% | -$380 |
| COUNTRYWIDE ALTERNATIVE LOAN T CWALT 2006 OA1 2A1 | 24,432 | 24,330 | -102 | 0.00% | -$62 |
| Washington Mutual Mortgage Pass-Through Certificates Series 2003-AR9 Trust | 23,881 | 23,435 | -446 | 0.00% | -$406 |
| FED HM LN PC POOL QH8983 FR 01/54 FIXED 6 | 24,183 | 21,712 | -2,471 | 0.00% | -$2.80K |
| Citigroup Mortgage Loan Trust, Series 2005-3, Class 2A2A | 23,639 | 23,122 | -518 | 0.00% | -$346 |
| HVMLT 2005-4 3A1 | 30,125 | 29,483 | -641 | 0.00% | -$245 |
| BSSP 2007-R6 V/R 1/26/36 5.66300000 | 31,213 | 30,694 | -519 | 0.00% | -$85 |
| WAMU MORTGAGE PASS THROUGH CER WAMU 2005 AR1 A1A | 22,566 | 21,668 | -898 | 0.00% | -$890 |
| CITICORP MORTGAGE SECURITIES, CMSI 2007 3 1A1 | 25,498 | 23,549 | -1,949 | 0.00% | -$1.87K |
| Merrill Lynch Mortgage Investors Trust, Series 2006-RM4, Class A2A | 101,604 | 101,514 | -90 | 0.00% | -$185 |
| COUNTRYWIDE ALTERNATIVE LOAN T CWALT 2006 OA6 1A1A | 20,681 | 20,455 | -226 | 0.00% | -$206 |
| Structured Adjustable Rate Mortgage Loan Trust Series 2007-4 | 20,392 | 19,986 | -406 | 0.00% | -$330 |
| FANNIE MAE REMICS SER 2006-48 CL TF V/R 4.58628000 | 18,865 | 18,409 | -456 | 0.00% | -$448 |
| WAMU MORTGAGE PASS THROUGH CER WAMU 2005 AR2 2A1A | 19,391 | 17,781 | -1,610 | 0.00% | -$1.59K |
| GreenPoint Mortgage Funding Trust, Series 2005-AR5, Class 1A1 | 19,369 | 18,072 | -1,296 | 0.00% | -$1.22K |
| Structured Asset Securities Corporation | 18,418 | 17,885 | -533 | 0.00% | -$443 |
| FNMA POOL BY7566 FN 07/54 FIXED 6 | 16,921 | 16,844 | -77 | 0.00% | -$203 |
| BEAR STEARNS ARM TRUST 2004-2 SER 2004-2 CL 23A V/R REGD 0.00000000 | 18,538 | 18,451 | -88 | 0.00% | $163 |
| Deutsche Alt-B Securities Mortgage Loan Trust, Series 2006-AB4, Class A1B1 | 20,785 | 20,356 | -429 | 0.00% | -$418 |
| CWALT 2005-61 2A1 | 17,766 | 17,617 | -149 | 0.00% | -$82 |
| ARMT 2005-5 2A1 | 24,941 | 19,244 | -5,698 | 0.00% | -$5.29K |
| MORGAN STANLEY CAPITAL INC MSAC 2006 WMC2 A2FP | 46,178 | 45,924 | -254 | 0.00% | -$294 |
| FNMA POOL BM3369 FN 01/48 FIXED VAR | 16,712 | 16,574 | -138 | 0.00% | -$280 |
| FHLMC | 14,006 | 13,755 | -250 | 0.00% | -$304 |
| Structured Asset Mortgage Investments II Trust, Series 2005-AR5, Class A2 | 15,159 | 14,231 | -928 | 0.00% | -$1.30K |
| BEAR STEARNS ALT A TRUST BALTA 2005 9 24A1 | 18,624 | 18,134 | -491 | 0.00% | -$451 |
| FNMA POOL 806506 FN 10/44 FLOATING VAR | 13,696 | 13,367 | -329 | 0.00% | -$336 |
| Merrill Lynch Mortgage Investors Trust, Series MLCC 2003-C | 14,420 | 13,870 | -550 | 0.00% | -$498 |
| WAMU MORTGAGE PASS THROUGH CER WAMU 2006 AR16 1A1 | 13,302 | 13,016 | -286 | 0.00% | -$164 |
| WASHINGTON MUTUAL ASSET BACKED WMABS 2006 HE5 2A1 | 34,611 | 34,249 | -363 | 0.00% | -$240 |
| HARBORVIEW MORTGAGE LOAN TRUST HVMLT 2004 11 3A1A | 12,119 | 11,980 | -139 | 0.00% | -$423 |
| Impac CMB Trust, Series 2004-6, Class 1A2 | 14,939 | 11,371 | -3,568 | 0.00% | -$3.57K |
| SECURITIZED ASSET BACKED RECEI SABR 2007 NC1 A2A | 22,631 | 22,570 | -61 | 0.00% | -$71 |
| FREDDIE MAC REMICS SER 4579 CL SD V/R 1.67118500 | 249,365 | 231,722 | -17,643 | 0.00% | -$1.67K |
| FNMA, REMIC | 10,989 | 10,467 | -522 | 0.00% | -$531 |
| BSARM 2003-7 6A | 10,854 | 10,546 | -308 | 0.00% | -$244 |
| Bear Stearns ARM Trust, Series 2003-3, Class 3A2 | 12,216 | 10,639 | -1,577 | 0.00% | -$1.50K |
| Structured Adjustable Rate Mortgage Loan Trust, Series 2004-19, Class 2A1 | 10,909 | 10,735 | -174 | 0.00% | -$123 |
| Washington Mutual Mortgage Pass-Through Certificates Series 2002-AR17 Trust | 10,319 | 9,874 | -446 | 0.00% | -$426 |
| WAMU MORTGAGE PASS THROUGH CER WAMU 2002 AR6 A | 10,584 | 10,342 | -242 | 0.00% | -$200 |
| REPUBLIC OF ARGENTINA SR UNSECURED 07/29 1 | 12,097 | 10,585 | -1,512 | 0.00% | -$1.50K |
| Merrill Lynch Mortgage Investors Trust Series 2007-HE2 | 32,798 | 32,508 | -291 | 0.00% | -$255 |
Top 300 of 348, by weight.
| Security | Shares Dec 2025 | Shares Mar 2026 | Δ shares | End % | Δ value |
|---|---|---|---|---|---|
| CHINA DEVELOPMENT BANK UNSECURED 05/33 2.82 | 191,170,000 | 191,170,000 | 0 | 2.44% | $569.01K |
| UNITED KINGDOM GILT BONDS REGS 03/30 4.375 | 16,600,000 | 16,600,000 | 0 | 1.81% | -$829.56K |
| FRANCE (GOVT OF) BONDS 144A REGS 02/30 2.75 | 13,900,000 | 13,900,000 | 0 | 1.31% | -$475.82K |
| US TREASURY N/B | 14,800,000 | 14,800,000 | 0 | 1.14% | -$134.12K |
| REPUBLIC OF SOUTH AFRICA BONDS 02/35 8.875 | 217,000,000 | 217,000,000 | 0 | 1.04% | -$1.07M |
| KOREA TREASURY BOND BONDS 06/28 2.625 | 18,630,300,000 | 18,630,300,000 | 0 | 1.00% | -$804.80K |
| MALAYSIA GOVERNMENT BONDS 04/28 3.519 | 47,830,000 | 47,830,000 | 0 | 0.98% | -$37.98K |
| BONOS Y OBLIG DEL ESTADO SR UNSECURED 144A REGS 04/35 3 | 10,392,000 | 10,392,000 | 0 | 0.97% | -$363.29K |
| PROJECT CASHMERE CLASS A1 144A | 16,400,000 | 16,400,000 | 0 | 0.94% | $370.64K |
| PROVINCE OF ONTARIO CANADA | 13,500,000 | 13,500,000 | 0 | 0.80% | -$187.01K |
| CHINA GOVERNMENT BOND BONDS 01/55 1.92 | 70,800,000 | 70,800,000 | 0 | 0.77% | -$21.16K |
| BONOS Y OBLIG DEL ESTADO SR UNSECURED 144A REGS 10/34 3 | 7,270,000 | 7,270,000 | 0 | 0.70% | -$265.28K |
| CHINA GOVERNMENT BOND BONDS 10/51 3.53 | 47,500,000 | 47,500,000 | 0 | 0.70% | $64.27K |
| US TREASURY N/B | 8,700,000 | 8,700,000 | 0 | 0.69% | -$82.58K |
| SAUDI INTERNATIONAL BOND SR UNSECURED 144A 01/30 4.75 | 6,600,000 | 6,600,000 | 0 | 0.55% | -$142.25K |
| BONOS Y OBLIG DEL ESTADO SR UNSECURED 144A REGS 10/35 3 | 5,500,000 | 5,500,000 | 0 | 0.51% | -$195.90K |
| EUROPEAN UNION SR UNSECURED REGS 10/45 3.75 | 5,500,000 | 5,500,000 | 0 | 0.51% | -$220.95K |
| COMMONWEALTH BANK AUST COVERED 144A 01/30 4.971 | 5,900,000 | 5,900,000 | 0 | 0.50% | -$58.00K |
| Eagle Funding LuxCo S.a.r.l. | 5,300,000 | 5,300,000 | 0 | 0.44% | -$70.70K |
| NEW S WALES TREASURY CRP LOCAL GOVT G REGS 11/32 2.5 | 8,400,000 | 8,400,000 | 0 | 0.41% | $89.45K |
| REPUBLIC OF PERU SR UNSECURED 144A 08/32 6.15 | 16,200,000 | 16,200,000 | 0 | 0.40% | -$332.77K |
| OCP EURO CLO OCPE 2020 4A ARR 144A | 4,000,000 | 4,000,000 | 0 | 0.38% | -$83.24K |
| CANADIAN IMPERIAL BANK REGD 144A P/P 4.87600000 | 4,500,000 | 4,500,000 | 0 | 0.38% | -$43.81K |
| BUONI POLIENNALI DEL TES SR UNSECURED REGS 10/27 2.7 | 3,800,000 | 3,800,000 | 0 | 0.36% | -$117.25K |
| BONOS Y OBLIG DEL ESTADO SR UNSECURED 05/28 2.4 | 3,800,000 | 3,800,000 | 0 | 0.36% | -$118.61K |
| JAPAN (30 YEAR ISSUE) BONDS 12/54 2.3 | 872,150,000 | 872,150,000 | 0 | 0.34% | -$300.42K |
| JAPAN (20 YEAR ISSUE) BONDS 03/45 2.4 | 738,000,000 | 738,000,000 | 0 | 0.34% | -$252.48K |
| DRYDEN LEVERAGED LOAN CDO DRYD 2020 74A AR 144A | 3,400,000 | 3,400,000 | 0 | 0.32% | -$71.45K |
| Santander UK Group Holdings PLC | 3,900,000 | 3,900,000 | 0 | 0.32% | $2.82K |
| JAPAN (20 YEAR ISSUE) BONDS 06/40 0.4 | 850,000,000 | 850,000,000 | 0 | 0.32% | -$197.26K |
| QUEENSLAND TREASURY CORP LOCAL GOVT G 144A REGS 07/36 5 | 5,700,000 | 5,700,000 | 0 | 0.31% | $62.69K |
| TREASURY CORP VICTORIA LOCAL GOVT G REGS 09/33 2.25 | 6,700,000 | 6,700,000 | 0 | 0.31% | $73.85K |
| MORGAN STANLEY 03/35 1 | 3,100,000 | 3,100,000 | 0 | 0.29% | -$150.13K |
| BANK OF NEW ZEALAND COVERED REGS 12/28 3.7075 | 3,000,000 | 3,000,000 | 0 | 0.29% | -$110.49K |
| BANK OF AMER CRP | 3,400,000 | 3,400,000 | 0 | 0.29% | -$78.50K |
| BONOS Y OBLIG DEL ESTADO SR UNSECURED 01/30 2.7 | 3,000,000 | 3,000,000 | 0 | 0.28% | -$100.90K |
| ARCANO EURO CLO ARCAN 2A A 144A | 2,900,000 | 2,900,000 | 0 | 0.28% | -$58.63K |
| VMED O2 UK FINANCING I SR SECURED 144A 04/32 5.625 | 3,100,000 | 3,100,000 | 0 | 0.27% | -$372.48K |
| UNITED KINGDOM GILT BONDS REGS 01/41 5.25 | 2,500,000 | 2,500,000 | 0 | 0.27% | -$184.71K |
| PROVINCE OF BRITISH COLUMBIA CANADA | 4,300,000 | 4,300,000 | 0 | 0.26% | -$65.04K |
| UNITED KINGDOM GILT BONDS REGS 07/51 1.25 | 5,700,000 | 5,700,000 | 0 | 0.26% | -$254.88K |
| Trinitas CLO XVII Ltd., Series 2021-17A, Class AR | 3,100,000 | 3,100,000 | 0 | 0.26% | $2.76K |
| MF1 Trust | 3,100,000 | 3,100,000 | 0 | 0.26% | -$10.36K |
| US TREASURY N/B | 3,375,000 | 3,375,000 | 0 | 0.25% | -$35.66K |
| NEW S WALES TREASURY CRP LOCAL GOVT G REGS 03/34 1.75 | 5,800,000 | 5,800,000 | 0 | 0.25% | $59.33K |
| US TREASURY N/B | 3,900,000 | 3,900,000 | 0 | 0.25% | -$29.40K |
| TIKEHAU TIKEH 5A AR 144A | 2,600,000 | 2,600,000 | 0 | 0.25% | -$53.45K |
| NATWEST GROUP | 2,900,000 | 2,900,000 | 0 | 0.25% | -$69.23K |
| JPMORGAN CHASE | 2,800,000 | 2,800,000 | 0 | 0.24% | -$59.07K |
| BANK OF AMER CRP | 2,700,000 | 2,700,000 | 0 | 0.23% | -$54.14K |
| REPUBLIC OF PERU SR UNSECURED REGS 08/31 6.95 | 8,961,000 | 8,961,000 | 0 | 0.23% | -$171.21K |
| SAUDI INTERNATIONAL BOND SR UNSECURED 144A 01/28 4.75 | 2,700,000 | 2,700,000 | 0 | 0.22% | -$30.89K |
| JPMORGAN CHASE | 2,600,000 | 2,600,000 | 0 | 0.22% | -$37.30K |
| QUEENSLAND TREASURY CORP LOCAL GOVT G 144A REGS 08/32 1 | 4,900,000 | 4,900,000 | 0 | 0.22% | $59.96K |
| CAIRN CLO BV CRNCL 2019 11A AR 144A | 2,300,000 | 2,300,000 | 0 | 0.22% | -$48.74K |
| CORDATUS CLO PLC CORDA 30A AR 144A | 2,300,000 | 2,300,000 | 0 | 0.22% | -$48.43K |
| HARVEST CLO HARVT 16A AR3 144A | 2,300,000 | 2,300,000 | 0 | 0.22% | -$46.23K |
| NSANY 1.85 09/16/26 | 2,700,000 | 2,700,000 | 0 | 0.22% | $12.47K |
| ROMARK CLO LTD RMRK 2021 4A A1R 144A | 2,600,000 | 2,600,000 | 0 | 0.22% | $1.62K |
| NEW S WALES TREASURY CRP LOCAL GOVT G 03/33 2 | 4,600,000 | 4,600,000 | 0 | 0.21% | $50.65K |
| JAPAN (40 YEAR ISSUE) BONDS 03/64 2.2 | 588,000,000 | 588,000,000 | 0 | 0.21% | -$164.71K |
| State of Kuwait | 2,600,000 | 2,600,000 | 0 | 0.21% | -$41.97K |
| F+G GLOBAL FUNDING SECURED 144A 09/28 VAR | 2,500,000 | 2,500,000 | 0 | 0.21% | -$8.67K |
| CASSA DEPOSITI E PRESTIT CASSA DEPOSITI E PRESTIT | 2,500,000 | 2,500,000 | 0 | 0.21% | -$31.25K |
| WELLS FARGO CO | 2,500,000 | 2,500,000 | 0 | 0.20% | -$25.38K |
| BPCE SA REGD V/R 144A P/P 5.71600000 | 2,400,000 | 2,400,000 | 0 | 0.20% | -$24.67K |
| JAPAN (20 YEAR ISSUE) BONDS 12/44 2 | 470,000,000 | 470,000,000 | 0 | 0.20% | -$150.69K |
| STATE OF ISRAEL | 2,400,000 | 2,400,000 | 0 | 0.20% | -$46.91K |
| SANTANDER UK GRP | 2,350,000 | 2,350,000 | 0 | 0.20% | -$30.57K |
| STANDARD CHARTERED PLC SR UNSECURED 144A 07/27 VAR | 2,400,000 | 2,400,000 | 0 | 0.20% | -$14.99K |
| TREASURY CORP VICTORIA LOCAL GOVT G 09/35 2 | 4,700,000 | 4,700,000 | 0 | 0.20% | $44.45K |
| WELLS FARGO CO | 2,300,000 | 2,300,000 | 0 | 0.19% | -$34.91K |
| PSP CAPITAL INC COMPANY GUAR 09/31 4.5 | 3,500,000 | 3,500,000 | 0 | 0.19% | $45.90K |
| ABU DHABI DEVELO | 2,400,000 | 2,400,000 | 0 | 0.19% | -$62.18K |
| SUMITOMO MITSUI FINL GRP SR UNSECURED 07/36 VAR | 2,300,000 | 2,300,000 | 0 | 0.19% | -$49.89K |
| MORGAN STANLEY | 2,300,000 | 2,300,000 | 0 | 0.19% | -$15.52K |
| SYMPHONY CLO XXIX LTD SER 2021-29A CL AR V/R REGD 144A P/P 5.43307000 | 2,300,000 | 2,300,000 | 0 | 0.19% | -$2.93K |
| ROYAL BK CANADA | 2,300,000 | 2,300,000 | 0 | 0.19% | -$34.83K |
| Aircastle Ltd. / Aircastle Ireland DAC | 2,300,000 | 2,300,000 | 0 | 0.19% | -$29.71K |
| MORGAN STANLEY | 2,300,000 | 2,300,000 | 0 | 0.19% | -$38.66K |
| SAUDI INTERNATIONAL BOND SR UNSECURED REGS 01/35 5.625 | 2,200,000 | 2,200,000 | 0 | 0.19% | -$56.67K |
| POST CLO LTD POST 2021 1A AR 144A | 2,250,000 | 2,250,000 | 0 | 0.19% | $2.09K |
| REPUBLIC OF SOUTH AFRICA BONDS 01/30 8 | 38,000,000 | 38,000,000 | 0 | 0.18% | -$125.17K |
| NATWEST MARKETS PLC SR UNSECURED 144A 03/30 VAR | 2,200,000 | 2,200,000 | 0 | 0.18% | -$4.71K |
| SCULPTOR EUROPEAN CLO SCULE 6A AR 144A | 1,900,000 | 1,900,000 | 0 | 0.18% | -$37.42K |
| GOLDMAN SACHS GP | 2,100,000 | 2,100,000 | 0 | 0.18% | -$30.65K |
| MORGAN STANLEY | 2,100,000 | 2,100,000 | 0 | 0.18% | -$34.15K |
| HSBC HOLDINGS PLC SR UNSECURED REGS 05/33 VAR | 1,800,000 | 1,800,000 | 0 | 0.18% | -$89.31K |
| KKR FINANCIAL CLO LTD KKR 2022 41A A1 144A | 2,100,000 | 2,100,000 | 0 | 0.17% | -$939 |
| ROYAL BK CANADA | 2,100,000 | 2,100,000 | 0 | 0.17% | -$20.87K |
| GROSVENOR PLACE CLO BV GROSV 2024 2A A 144A | 1,800,000 | 1,800,000 | 0 | 0.17% | -$35.63K |
| COSTA RICA GOVERNMENT BONDS 144A 11/30 5.4995 | 1,750,000 | 1,750,000 | 0 | 0.17% | -$38.20K |
| ROMANIA SR UNSECURED 144A 09/31 5.125 | 1,800,000 | 1,800,000 | 0 | 0.17% | -$99.74K |
| BANCA MONTE DEI PASCHI S COVERED REGS 10/27 0.875 | 1,800,000 | 1,800,000 | 0 | 0.17% | -$33.54K |
| KOREA NATIONAL OIL CORP SR UNSECURED 144A 09/29 4.25 | 2,000,000 | 2,000,000 | 0 | 0.16% | -$17.10K |
| BANK OF NOVA SCOTIA COVERED REGS 09/29 0.01 | 1,900,000 | 1,900,000 | 0 | 0.16% | -$45.39K |
| JAPAN (5 YEAR ISSUE) BONDS 06/29 0.4 | 320,000,000 | 320,000,000 | 0 | 0.16% | -$32.23K |
| GLENCORE FDG LLC | 1,900,000 | 1,900,000 | 0 | 0.16% | -$21.85K |
| AMERICAN EXPRESS CO SR UNSECURED 05/32 VAR | 1,700,000 | 1,700,000 | 0 | 0.16% | -$72.93K |
| WELLS FARGO CO | 1,900,000 | 1,900,000 | 0 | 0.16% | -$27.05K |
| KOREA GAS CORP SR UNSECURED REGS 10/29 3.5 | 2,000,000 | 2,000,000 | 0 | 0.16% | -$1.45K |
| REALTY INCOME CORP SR UNSECURED 06/31 3.375 | 1,700,000 | 1,700,000 | 0 | 0.16% | -$78.07K |
| GOLUB CAPITAL PARTNERS CLO, LT GCBSL 2020 50A A1R2 144A | 1,900,000 | 1,900,000 | 0 | 0.16% | $637 |
| WAREHOUSES DE PAUW SCA SR UNSECURED REGS 01/31 3.125 | 1,700,000 | 1,700,000 | 0 | 0.16% | -$74.54K |
| REPUBLIC OF PERU SR UNSECURED 144A 08/37 6.9 | 6,600,000 | 6,600,000 | 0 | 0.16% | -$169.44K |
| PALMER SQUARE EUROPEAN LOAN FU PSTET 2025 3A A 144A | 1,600,000 | 1,600,000 | 0 | 0.15% | -$30.99K |
| State of Kuwait | 1,900,000 | 1,900,000 | 0 | 0.15% | -$74.84K |
| ROMARK CREDIT FUNDING LTD SER 2025-4A CL A REGD 144A P/P 5.42300000 | 1,800,000 | 1,800,000 | 0 | 0.15% | -$1.58K |
| DEVELOPMENT BK OF JAPAN SR UNSECURED 144A 08/27 4 | 1,800,000 | 1,800,000 | 0 | 0.15% | -$8.67K |
| JAPAN (30 YEAR ISSUE) BONDS 03/52 1 | 500,000,000 | 500,000,000 | 0 | 0.15% | -$117.75K |
| SAUDI INTERNATIONAL BOND SR UNSECURED 144A 01/28 5.125 | 1,700,000 | 1,700,000 | 0 | 0.14% | -$19.22K |
| LADDER CAP FINAN | 1,700,000 | 1,700,000 | 0 | 0.14% | -$36.51K |
| NIGERIA OMO BILL OMO260629 | 2,433,050,000 | 2,433,050,000 | 0 | 0.14% | $148.86K |
| REAL ESTATE ASSET LIQUIDITY TR REALT 2020 1A A2 144A | 2,400,000 | 2,400,000 | 0 | 0.14% | -$18.61K |
| GOLDMAN SACHS GP | 1,600,000 | 1,600,000 | 0 | 0.13% | -$27.40K |
| Mitsubishi Ufj Financial Group, Inc. | 1,600,000 | 1,600,000 | 0 | 0.13% | -$26.13K |
| NATWEST GROUP | 1,600,000 | 1,600,000 | 0 | 0.13% | -$17.91K |
| UNITED KINGDOM GILT BONDS REGS 10/50 0.625 | 3,500,000 | 3,500,000 | 0 | 0.13% | -$132.17K |
| PHILIP MORRIS INTL INC SR UNSECURED 06/32 3.25 | 1,400,000 | 1,400,000 | 0 | 0.13% | -$54.67K |
| GOLDMAN SACHS GP | 1,600,000 | 1,600,000 | 0 | 0.13% | -$38.19K |
| RFR JPY MUT+5.89/0.4000 06/19/19-20Y LCH | 1 | 1 | 0 | 0.13% | $134.46K |
| REPUBLIC OF PERU SR UNSECURED REGS 08/34 5.4 | 5,700,000 | 5,700,000 | 0 | 0.13% | -$136.09K |
| UBS GROUP | 1,500,000 | 1,500,000 | 0 | 0.13% | -$20.64K |
| OPTION ONE MORTGAGE LOAN TRUST OOMLT 2005 2 M3 | 1,743,000 | 1,743,000 | 0 | 0.13% | $171 |
| BULGARIA SR UNSECURED REGS 07/45 4.125 | 1,400,000 | 1,400,000 | 0 | 0.13% | -$65.20K |
| SANDS CHINA LTD | 1,500,000 | 1,500,000 | 0 | 0.13% | -$17.39K |
| BLACKROCK EUROPEAN CLO DAC BECLO 3A AR 144A | 1,300,000 | 1,300,000 | 0 | 0.12% | -$23.99K |
| KOMMUNALBANKEN AS SR UNSECURED REGS 01/27 1.9 | 2,200,000 | 2,200,000 | 0 | 0.12% | $49.52K |
| RFR USD SOFR/1.75000 06/15/22-30Y LCH | 1 | 1 | 0 | 0.12% | -$2.17K |
| WELLS FARGO CO | 1,400,000 | 1,400,000 | 0 | 0.12% | -$21.33K |
| GOLDMAN SACHS GP | 1,400,000 | 1,400,000 | 0 | 0.12% | -$35.72K |
| CASSA DEPOSITI E PRESTIT SR UNSECURED 144A 05/26 5.75 | 1,400,000 | 1,400,000 | 0 | 0.12% | -$5.82K |
| WELLS FARGO CO | 1,400,000 | 1,400,000 | 0 | 0.12% | -$36.36K |
| JAPAN (30 YEAR ISSUE) BONDS 09/55 3.2 | 240,000,000 | 240,000,000 | 0 | 0.11% | -$95.82K |
| UNITED KINGDOM GILT BONDS REGS 07/53 1.5 | 2,400,000 | 2,400,000 | 0 | 0.11% | -$113.31K |
| HPS CORPORATE LE | 1,400,000 | 1,400,000 | 0 | 0.11% | -$28.42K |
| JAPAN (30 YEAR ISSUE) BONDS 03/49 0.5 | 404,200,000 | 404,200,000 | 0 | 0.11% | -$99.70K |
| US TREASURY N/B | 1,400,000 | 1,400,000 | 0 | 0.11% | -$13.48K |
| SAUDI INTERNATIONAL BOND SR UNSECURED 144A 03/32 3.375 | 1,200,000 | 1,200,000 | 0 | 0.11% | -$72.80K |
| REP OF POLAND | 1,300,000 | 1,300,000 | 0 | 0.11% | -$24.10K |
| STATE OF ISRAEL | 1,300,000 | 1,300,000 | 0 | 0.11% | -$19.07K |
| STATE OF ISRAEL | 1,300,000 | 1,300,000 | 0 | 0.11% | -$30.00K |
| US TREASURY N/B | 2,100,000 | 2,100,000 | 0 | 0.11% | -$10.91K |
| Trinitas CLO XX Ltd., Series 2022-20A, Class A1R | 1,300,000 | 1,300,000 | 0 | 0.11% | $3.18K |
| GOLDEN ST TOBACCO SECURITIZATI GLDGEN 06/26 FIXED 2.158 | 1,300,000 | 1,300,000 | 0 | 0.11% | $5.94K |
| UNITED KINGDOM GILT BONDS REGS 01/49 1.75 | 1,900,000 | 1,900,000 | 0 | 0.11% | -$97.43K |
| UNITED KINGDOM GILT BONDS REGS 01/56 5.375 | 1,000,000 | 1,000,000 | 0 | 0.11% | -$94.51K |
| SWOP CDX IG45 (V1 ONLY) 5Y SP | 1 | 1 | 0 | 0.11% | -$286.02K |
| FORD MOTOR CRED | 1,300,000 | 1,300,000 | 0 | 0.11% | -$6.45K |
| EXPORT DEVELOPMNT CANADA EXPORT DEVELOPMNT CANADA | 123,600,000 | 123,600,000 | 0 | 0.11% | -$110.11K |
| State of Kuwait | 1,300,000 | 1,300,000 | 0 | 0.11% | -$29.03K |
| AVOLON HOLDINGS FUNDING LTD 4.95% 10/15/2032 144A | 1,300,000 | 1,300,000 | 0 | 0.10% | -$21.78K |
| BUONI POLIENNALI DEL TES SR UNSECURED REGS 10/35 3.6 | 1,100,000 | 1,100,000 | 0 | 0.10% | -$58.62K |
| MORGAN STANLEY | 1,200,000 | 1,200,000 | 0 | 0.10% | -$27.59K |
| INTER AMERICAN DEVEL BK UNSECURED REGS 04/27 2.5 | 1,800,000 | 1,800,000 | 0 | 0.10% | $37.44K |
| STATE OF ISRAEL | 1,300,000 | 1,300,000 | 0 | 0.10% | -$42.28K |
| RFR USD SOFR/3.25000 03/19/25-10Y LCH | 1 | 1 | 0 | 0.10% | -$105.98K |
| SAUDI INTERNATIONAL BOND SR UNSECURED REGS 01/34 5 | 1,200,000 | 1,200,000 | 0 | 0.10% | -$34.01K |
| PCG 4.2 03/01/29 | 1,200,000 | 1,200,000 | 0 | 0.10% | -$6.82K |
| US TREASURY N/B | 1,600,000 | 1,600,000 | 0 | 0.10% | -$10.81K |
| REPUBLIC OF SERBIA SR UNSECURED 144A 09/28 1 | 1,100,000 | 1,100,000 | 0 | 0.10% | -$32.07K |
| KONA SPC LTD COMPANY GUAR 144A 09/26 VAR | 1,000,000 | 1,000,000 | 0 | 0.10% | -$16.04K |
| ISPIM V8.248 11/21/33 144A | 1,000,000 | 1,000,000 | 0 | 0.10% | -$28.49K |
| JAPAN (20 YEAR ISSUE) BONDS 06/45 2.5 | 190,000,000 | 190,000,000 | 0 | 0.09% | -$66.44K |
| QUEENSLAND TREASURY CORP LOCAL GOVT G 144A REGS 07/34 1 | 2,000,000 | 2,000,000 | 0 | 0.09% | $21.92K |
| SAUDI INT BOND | 1,000,000 | 1,000,000 | 0 | 0.08% | -$26.84K |
| FAIRFAX FINL HLDGS LTD SR UNSECURED REGS 03/28 2.75 | 900,000 | 900,000 | 0 | 0.08% | -$30.97K |
| PACIFICORP | 1,000,000 | 1,000,000 | 0 | 0.08% | -$16.12K |
| MORGAN STANLEY SR UNSECURED 11/31 VAR | 900,000 | 900,000 | 0 | 0.08% | -$36.86K |
| UBS GROUP | 1,100,000 | 1,100,000 | 0 | 0.08% | -$12.60K |
| UBS V4.844 11/06/33 144A | 1,000,000 | 1,000,000 | 0 | 0.08% | -$17.30K |
| NOMURA HOLDINGS | 1,000,000 | 1,000,000 | 0 | 0.08% | $777 |
| TREASURY CORP VICTORIA LOCAL GOVT G 12/32 4.25 | 1,500,000 | 1,500,000 | 0 | 0.08% | $15.00K |
| GROSVENOR PLACE CLO BV GROSV 2025 4A A 144A | 800,000 | 800,000 | 0 | 0.08% | -$15.50K |
| BFCM 5.088 01/23/27 144A | 900,000 | 900,000 | 0 | 0.07% | -$4.24K |
| HSBC HOLDINGS | 900,000 | 900,000 | 0 | 0.07% | -$5.20K |
| MORGAN STANLEY SR UNSECURED 11/36 VAR | 800,000 | 800,000 | 0 | 0.07% | -$34.80K |
| GA GLOBAL FUNDING TRUST SECURED 144A 01/27 2.25 | 900,000 | 900,000 | 0 | 0.07% | $1.24K |
| MALAYSIA GOVERNMENT BONDS 04/31 2.632 | 3,700,000 | 3,700,000 | 0 | 0.07% | -$1.48K |
| CREDICORP CAPITAL SOCIED /PEN/ REGD P/P 10.10000000 | 2,800,000 | 2,800,000 | 0 | 0.07% | -$32.94K |
| RFR USD SOFR/3.50000 09/17/25-30Y LCH | 1 | 1 | 0 | 0.07% | -$41.94K |
| JAPAN (30 YEAR ISSUE) BONDS 12/50 0.7 | 250,000,000 | 250,000,000 | 0 | 0.07% | -$56.03K |
| JAPAN (30 YEAR ISSUE) BONDS 03/51 0.7 | 250,000,000 | 250,000,000 | 0 | 0.07% | -$53.93K |
| PHILIP MORRIS IN | 800,000 | 800,000 | 0 | 0.07% | -$10.55K |
| GLENCORE FDG LLC | 800,000 | 800,000 | 0 | 0.07% | -$11.42K |
| CHILE | 800,000 | 800,000 | 0 | 0.07% | -$7.92K |
| KSA SUKUK LTD SR UNSECURED 144A 10/28 5.268 | 800,000 | 800,000 | 0 | 0.07% | -$14.60K |
| ING GROEP NV | 800,000 | 800,000 | 0 | 0.07% | -$21.65K |
| BARINGS EURO CLO DAC BABSE 2025 1A A 144A | 700,000 | 700,000 | 0 | 0.07% | -$15.10K |
| JAPAN (30 YEAR ISSUE) BONDS 06/55 2.8 | 150,000,000 | 150,000,000 | 0 | 0.07% | -$56.30K |
| ROMANIA ROMANIA | 700,000 | 700,000 | 0 | 0.07% | -$42.38K |
| SAUDI ARAB OIL | 800,000 | 800,000 | 0 | 0.07% | -$40.14K |
| REPUBLIC OF SERBIA SR UNSECURED 144A 09/36 2.05 | 900,000 | 900,000 | 0 | 0.07% | -$36.49K |
| RFR USD SOFR/3.25000 12/20/23-30Y LCH | 1 | 1 | 0 | 0.06% | -$15.83K |
| SAGB 8.75 02/28/48 2048 | 13,600,000 | 13,600,000 | 0 | 0.06% | -$65.31K |
| BOEING CO/THE | 700,000 | 700,000 | 0 | 0.06% | -$6.24K |
| GOLDMAN SACHS GP | 700,000 | 700,000 | 0 | 0.06% | -$11.17K |
| SAUDI ARABIAN OIL CO SR UNSECURED REGS 11/30 2.25 | 800,000 | 800,000 | 0 | 0.06% | -$16.99K |
| ROMANIA SR UNSECURED 144A 03/30 5.25 | 600,000 | 600,000 | 0 | 0.06% | -$33.93K |
| MORGAN STANLEY | 700,000 | 700,000 | 0 | 0.06% | -$8.79K |
| BROWN & BROWN | 700,000 | 700,000 | 0 | 0.06% | -$30.14K |
| AUSTRALIAN GOVERNMENT BONDS 05/30 2.5 | 1,100,000 | 1,100,000 | 0 | 0.06% | $14.41K |
| NATIONWIDE BUILDING SOC(UNGTD) 2.972%/VAR 02/16/2028 144A | 700,000 | 700,000 | 0 | 0.06% | -$1.47K |
| JAPAN (30 YEAR ISSUE) BONDS 06/51 0.7 | 200,000,000 | 200,000,000 | 0 | 0.05% | -$42.31K |
| VMED O2 UK FINC. I 6.75% | 700,000 | 700,000 | 0 | 0.05% | -$68.25K |
| MDGH GMTN RSC LTD COMPANY GUAR 144A 04/33 5.5 | 600,000 | 600,000 | 0 | 0.05% | -$26.05K |
| REPUBLIC OF SOUTH AFRICA BONDS 03/36 6.25 | 12,800,000 | 12,800,000 | 0 | 0.05% | -$52.83K |
| US TREASURY N/B | 600,000 | 600,000 | 0 | 0.05% | -$6.87K |
| LEHMAN XS TRUST LXS 2006 16N A322 | 764,856 | 764,856 | 0 | 0.05% | -$130 |
| FORD MOTOR CRED | 600,000 | 600,000 | 0 | 0.05% | -$106 |
| GENERALITAT DE CATALUNYA SR UNSECURED 04/35 4.22 | 500,000 | 500,000 | 0 | 0.05% | -$13.61K |
| NIGERIA OMO BILL OMO110626 | 841,000,000 | 841,000,000 | 0 | 0.05% | $51.75K |
| US TREASURY N/B | 600,000 | 600,000 | 0 | 0.05% | -$5.32K |
| NIGERIA OMO BILL OMO120626 | 840,000,000 | 840,000,000 | 0 | 0.05% | $51.67K |
| ROMANIA SR UNSECURED 144A 12/40 2.625 | 800,000 | 800,000 | 0 | 0.05% | -$40.68K |
| STATE OF ISRAEL | 600,000 | 600,000 | 0 | 0.05% | -$12.64K |
| DEVELOPMENT BK KAZAKHSTAN JSC 18.4% 10/16/2028 144A | 268,000,000 | 268,000,000 | 0 | 0.05% | $27.12K |
| ROMANIA SR UNSECURED REGS 01/32 2 | 600,000 | 600,000 | 0 | 0.05% | -$27.15K |
| OIS CAD CAONREPO/3.92500 06/19/25-1Y LCH | 3 | 3 | 0 | 0.05% | -$1.81K |
| REPUBLIC OF PERU | 1,000,000 | 1,000,000 | 0 | 0.04% | -$15.55K |
| QATAR ENERGY | 600,000 | 600,000 | 0 | 0.04% | -$11.94K |
| PETRONAS CAP LTD 3.404% 04/28/2061 144A | 800,000 | 800,000 | 0 | 0.04% | -$17.95K |
| REP OF POLAND | 500,000 | 500,000 | 0 | 0.04% | -$4.21K |
| CCS USD R USSOFR/JPYMUTKCALM-35.65 CBK | 2 | 2 | 0 | 0.04% | $7.17K |
| HSBC HOLDINGS | 500,000 | 500,000 | 0 | 0.04% | -$3.75K |
| NEW ZEALAND GOVERNMENT UNSECURED 05/31 1.5 | 1,000,000 | 1,000,000 | 0 | 0.04% | -$6.89K |
| US TREASURY N/B | 500,000 | 500,000 | 0 | 0.04% | -$5.47K |
| AVOLON HDGS | 503,000 | 503,000 | 0 | 0.04% | -$1.94K |
| RFR USD SOFR/3.25000 03/19/25-30Y LCH | 1 | 1 | 0 | 0.04% | -$41.52K |
| UNITED MEXICAN | 600,000 | 600,000 | 0 | 0.04% | -$13.53K |
| MALAYSIA GOVERNMENT BONDS 04/37 4.762 | 1,700,000 | 1,700,000 | 0 | 0.04% | -$3.27K |
| TX NATURAL GAS SECZ | 418,654 | 418,654 | 0 | 0.04% | -$903 |
| REPHUN 6 09/26/35 144A | 400,000 | 400,000 | 0 | 0.03% | -$10.23K |
| SAUDI INT BOND | 400,000 | 400,000 | 0 | 0.03% | -$11.13K |
| UBS GROUP | 400,000 | 400,000 | 0 | 0.03% | -$2.39K |
| PACIFIC GAS&ELEC | 400,000 | 400,000 | 0 | 0.03% | -$3.73K |
| ABU DHABI DEVELOPMENT HO SR UNSECURED 144A 05/35 5 | 400,000 | 400,000 | 0 | 0.03% | -$16.88K |
| RFR USD SOFR/3.50000 03/18/26-5Y LCH | 1 | 1 | 0 | 0.03% | $398.06K |
| DOCTORS CO INTERINSURANC SUBORDINATED 144A 01/32 4.5 | 400,000 | 400,000 | 0 | 0.03% | $4.55K |
| PETRONAS CAP LTD 4.8% 04/21/2060 144A | 400,000 | 400,000 | 0 | 0.03% | -$12.76K |
| BEAR STEARNS ALT A TRUST BALTA 2006 5 2A2 | 775,163 | 775,163 | 0 | 0.03% | $476 |
| AUSTRALIAN GOVERNMENT SR UNSECURED REGS 06/51 1.75 | 1,000,000 | 1,000,000 | 0 | 0.03% | $4.74K |
| PETRONAS CAPITAL LTD REGD 144A P/P MTN 4.55000000 | 400,000 | 400,000 | 0 | 0.03% | -$8.44K |
| RFR USD SOFR/3.75000 12/17/25-10Y LCH | 1 | 1 | 0 | 0.03% | $198.87K |
| RFR USD SOFR/3.86092 03/14/25-30Y* LCH | 5 | 5 | 0 | 0.03% | -$47.07K |
| ROMANIA SR UNSECURED REGS 10/45 6.5 | 300,000 | 300,000 | 0 | 0.03% | -$19.41K |
| SAUDI INTERNATIONAL BOND SR UNSECURED 144A 03/37 3.75 | 300,000 | 300,000 | 0 | 0.03% | -$19.99K |
| US TREASURY N/B | 315,000 | 315,000 | 0 | 0.03% | -$4.11K |
| RFR USD SOFR/2.96478 10/05/22-4Y* LCH | 1 | 1 | 0 | 0.03% | $94.35K |
| STATE OF ISRAEL | 300,000 | 300,000 | 0 | 0.03% | -$8.09K |
| FORD MOTOR CRED | 300,000 | 300,000 | 0 | 0.02% | -$1.22K |
| CREDIT SUISSE FIRST BOSTON MOR CSFB 2004 CF2 2M1 144A | 267,611 | 267,611 | 0 | 0.02% | -$7.72K |
| JAPAN (30 YEAR ISSUE) BONDS 09/46 0.5 | 74,000,000 | 74,000,000 | 0 | 0.02% | -$20.04K |
| RFR GBP SONIO/3.50000 03/18/26-2Y LCH | 1 | 1 | 0 | 0.02% | $239.15K |
| RFR USD SOFR/3.00000 03/19/25-2Y LCH | 1 | 1 | 0 | 0.02% | -$298.46K |
| RFR USD SOFR/4.12982 02/14/25-30Y* LCH | 6 | 6 | 0 | 0.02% | -$53.64K |
| RESIDENTIAL ACCREDIT LOANS, IN RALI 2007 QO2 A1 | 763,501 | 763,501 | 0 | 0.02% | -$7.55K |
| ROMANIA SR UNSECURED REGS 07/31 2.124 | 200,000 | 200,000 | 0 | 0.02% | -$7.70K |
| ABU DHABI DEVELOPMENT HO SR UNSECURED 144A 05/30 4.5 | 200,000 | 200,000 | 0 | 0.02% | -$4.41K |
| RFR USD SOFR/3.25000 06/18/25-2Y LCH | 1 | 1 | 0 | 0.02% | $80.00K |
| US TREASURY N/B | 250,000 | 250,000 | 0 | 0.02% | -$1.56K |
| BCAP LLC TRUST BCAP 2011 RR4 8A1 144A | 496,903 | 496,903 | 0 | 0.02% | -$5.93K |
| CS AT1 CLAIMS US22546DAB29 CREDIT SUISSE GROUP AG | 500,000 | 500,000 | 0 | 0.01% | $27.50K |
| PACIFIC GAS&ELEC | 200,000 | 200,000 | 0 | 0.01% | -$3.99K |
| KOREA TREASURY BOND BONDS 12/28 2.375 | 227,450,000 | 227,450,000 | 0 | 0.01% | -$10.07K |
| COUNTRYWIDE ALTERNATIVE LOAN T CWALT 2007 16CB 5A1 | 295,712 | 295,712 | 0 | 0.01% | -$1.43K |
| US TREASURY N/B | 175,000 | 175,000 | 0 | 0.01% | -$1.14K |
| CSMC TRUST 2007-5R SER 2007-5R CL A5 REGD 6.50000000 | 584,825 | 584,825 | 0 | 0.01% | -$1.68K |
| RFR USD SOFR/3.75000 09/17/25-10Y LCH | 1 | 1 | 0 | 0.01% | $73.93K |
| US TREASURY N/B | 175,000 | 175,000 | 0 | 0.01% | -$909 |
| RFR USD SOFR/3.25000 06/18/25-10Y LCH | 1 | 1 | 0 | 0.01% | $10.91K |
| RFR GBP SONIO/4.25000 03/18/26-10Y LCH | 1 | 1 | 0 | 0.01% | $52.20K |
| GSR MORTGAGE LOAN TRUST GSR 2006 OA1 2A2 | 461,075 | 461,075 | 0 | 0.01% | -$3.20K |
| BEAR STEARNS ALT A TRUST BALTA 2006 6 2A1 | 230,326 | 230,326 | 0 | 0.01% | -$356 |
| PACIFIC GAS&ELEC | 100,000 | 100,000 | 0 | 0.01% | -$52 |
| RFR USD SOFR/3.82761 12/30/22-9Y* LCH | 2 | 2 | 0 | 0.01% | $72.55K |
| RFR USD SOFR/3.74863 03/31/26-9Y* LCH | 3 | 3 | 0 | 0.01% | $41.30K |
| ROMANIA UNSECURED 144A 04/33 2 | 100,000 | 100,000 | 0 | 0.01% | -$4.84K |
| RFR USD SOFR/3.75000 06/20/24-10Y LCH | 1 | 1 | 0 | 0.01% | $110.64K |
| RFR USD SOFR/3.77259 03/04/25-30Y LCH | 1 | 1 | 0 | 0.01% | -$12.20K |
| ROMANIA SR UNSECURED 144A 09/26 5 | 73,000 | 73,000 | 0 | 0.01% | -$2.30K |
| RFR USD SOFR/3.64300 08/28/24-10Y LCH | 3 | 3 | 0 | 0.01% | $27.69K |
| PACIFIC GAS&ELEC | 100,000 | 100,000 | 0 | 0.01% | -$2.55K |
| Government of Canada | 100,000 | 100,000 | 0 | 0.01% | -$1.26K |
| CS AT1 CLAIMS US225436AA21 CREDIT SUISSE GROUP AG | 200,000 | 200,000 | 0 | 0.01% | $11.00K |
| US TREASURY N/B | 100,000 | 100,000 | 0 | 0.01% | -$584 |
| ARGENTINA | 100,000 | 100,000 | 0 | 0.01% | -$2.30K |
| RFR USD SOFR/3.96000 06/27/25-30Y LCH | 1 | 1 | 0 | 0.00% | -$7.70K |
| RFR USD SOFR/3.93000 06/25/25-30Y LCH | 1 | 1 | 0 | 0.00% | -$6.31K |
| OIS INR MIBOR/5.75000 03/18/26-5Y LCH | 1 | 1 | 0 | 0.00% | $35.98K |
| KOREA TREASURY BOND BONDS 06/30 1.375 | 77,760,000 | 77,760,000 | 0 | 0.00% | -$3.52K |
| IRS PLN 4.72250 12/01/30-5Y CME | 1 | 1 | 0 | 0.00% | $49.63K |
| RFR USD SOFR/4.00000 03/18/26-30Y LCH | 1 | 1 | 0 | 0.00% | -$34.51K |
| CCS USD R USSOFR/JPYMUTKCALM-44.2 FAR | 2 | 2 | 0 | 0.00% | -$3.80K |
| RFR USD SOFR/3.59500 08/19/24-10Y LCH | 2 | 2 | 0 | 0.00% | $12.06K |
| RFR CHF SRFXON3/0.34250 05/16/22-5Y LCH | 1 | 1 | 0 | 0.00% | -$5.53K |
| RFR USD SOFR/4.16066 03/31/26-28Y* LCH | 1 | 1 | 0 | 0.00% | -$7.38K |
| RFR USD SOFR/3.53200 08/20/24-10Y LCH | 1 | 1 | 0 | 0.00% | $6.04K |
| Bear Stearns ALT-A Trust, Series 2006-4, Class 21A1 | 33,766 | 33,766 | 0 | 0.00% | $34 |
| RFR CHF SRFXON3/0.28250 02/14/22-5Y LCH | 1 | 1 | 0 | 0.00% | -$19.13K |
Top 300 of 382, by weight.
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