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 |
|---|---|---|---|---|---|
| FNCL 5 4/26 | 0 | 13,020,000 | 13,020,000 | 14.62% | $12.84M |
| Uniform Mortgage-Backed Security, TBA | 0 | 3,650,000 | 3,650,000 | 4.01% | $3.52M |
| Government National Mortgage Association, TBA | 0 | 3,000,000 | 3,000,000 | 3.54% | $3.11M |
| G2SF 3.5 4/24 | 0 | 3,000,000 | 3,000,000 | 3.13% | $2.75M |
| FRANCE (GOVT OF) BONDS 144A REGS 02/29 2.75 | 0 | 1,100,000 | 1,100,000 | 1.44% | $1.27M |
| SR UNSECURED REGS 04/28 3.4 | 0 | 1,000,000 | 1,000,000 | 1.33% | $1.17M |
| LETRA TESOURO NACIONAL BILLS 07/26 0.00000 | 0 | 5,500,000 | 5,500,000 | 1.17% | $1.03M |
| Uniform Mortgage-Backed Security, TBA | 0 | 900,000 | 900,000 | 1.01% | $886.56K |
| Uniform Mortgage-Backed Security, TBA | 0 | 780,000 | 780,000 | 0.89% | $782.59K |
| LETRA TESOURO NACIONAL BILLS 10/26 0.00000 | 0 | 4,100,000 | 4,100,000 | 0.84% | $741.53K |
| G2SF 3 4/26 | 0 | 800,000 | 800,000 | 0.81% | $714.32K |
| FNCL 2.5 4/26 | 0 | 600,000 | 600,000 | 0.57% | $504.56K |
| FNCL 4 6/24 | 0 | 500,000 | 500,000 | 0.54% | $470.84K |
| THAILAND GOVERNMENT BOND SR UNSECURED 06/40 2.7 | 0 | 13,100,000 | 13,100,000 | 0.45% | $391.15K |
| BONOS Y OBLIG DEL ESTADO SR UNSECURED 05/29 3.5 | 0 | 300,000 | 300,000 | 0.40% | $353.99K |
| Government National Mortgage Association, TBA | 0 | 300,000 | 300,000 | 0.29% | $257.98K |
| Uniform Mortgage-Backed Security, TBA | 0 | 200,000 | 200,000 | 0.24% | $206.75K |
| GNMA II, Single Family, 30 Year | 0 | 199,980 | 199,980 | 0.21% | $183.56K |
| JAPAN (30 YEAR ISSUE) BONDS 12/55 3.4 | 0 | 30,000,000 | 30,000,000 | 0.21% | $180.62K |
| Elevance Health Inc | 0 | 150,000 | 150,000 | 0.17% | $149.78K |
| EURO-OAT FUTURE JUN26 | 0 | -30 | -30 | 0.15% | $131.33K |
| THAILAND GOVERNMENT BOND SR UNSECURED 05/36 1.84 | 0 | 4,177,000 | 4,177,000 | 0.14% | $122.46K |
| NEW S WALES TREASURY CRP LOCAL GOVT G REGS 11/37 3.5 | 0 | 200,000 | 200,000 | 0.13% | $111.58K |
| THAILAND GOVERNMENT BOND SR UNSECURED 06/45 2.98 | 0 | 3,524,000 | 3,524,000 | 0.12% | $102.99K |
| HARLEY DAVIDSON FINL SVCS INC CP 0% 04/16/2026 | 0 | 100,000 | 100,000 | 0.11% | $99.82K |
| US TREASURY N/B | 0 | 100,000 | 100,000 | 0.11% | $98.45K |
| SOUTHERN CAL ED | 0 | 100,000 | 100,000 | 0.11% | $98.26K |
| CDX IG46 5Y ICE | 0 | 1 | 1 | 0.11% | $95.01K |
| TURKIYE CENTR BANK BILL BILLS 04/26 0.00000 | 0 | 4,000,000 | 4,000,000 | 0.10% | $89.34K |
| BONOS Y OBLIG DEL ESTADO SR UNSECURED 144A REGS 04/29 1 | 0 | 72,000 | 72,000 | 0.09% | $80.02K |
| EGYPT GOVERNMENT BOND BONDS 10/30 19.698 | 0 | 4,400,000 | 4,400,000 | 0.09% | $79.26K |
| QUEBEC PROVINCE CDA 4.45% 09/01/2034 | 0 | 100,000 | 100,000 | 0.09% | $75.10K |
| OIS SGD SIBSORA/1.75000 09/16/26-5Y LCH | 0 | 2 | 2 | 0.08% | $72.74K |
| TREASURY CORP VICTORIA LOCAL GOVT G 09/36 4.75 | 0 | 100,000 | 100,000 | 0.07% | $63.89K |
| EURO-SCHATZ FUT JUN26 DUM6 | 0 | -53 | -53 | 0.07% | $59.06K |
| RFR USD SOFR/3.40694 07/06/26-4Y* LCH | 0 | 2 | 2 | 0.06% | $55.76K |
| EURO-BOBL FUTURE JUN26 | 0 | -23 | -23 | 0.06% | $48.36K |
| RFR GBP SONIO/4.50000 09/16/26-30Y LCH | 0 | 1 | 1 | 0.02% | $21.36K |
| EURO-BUND FUTURE JUN26 | 0 | -8 | -8 | 0.02% | $19.86K |
| RFR JPY MUTK/1.75000 09/16/26-5Y LCH | 0 | 1 | 1 | 0.02% | $15.86K |
| RFR USD SOFR/3.75000 06/17/26-10Y LCH | 0 | 1 | 1 | 0.02% | $15.48K |
| IRS EUR 2.35000 12/15/27-1Y (GRN) LCH | 0 | 1 | 1 | 0.02% | $14.80K |
| RFR JPY MUTK/1.50000 09/16/26-2Y LCH | 0 | 1 | 1 | 0.02% | $14.75K |
| RFR USD SOFR/3.32500 07/06/26-2Y* CME | 0 | 1 | 1 | 0.02% | $14.72K |
| OIS THB THORON/1.25000 09/16/26-5Y LCH | 0 | 1 | 1 | 0.01% | $11.23K |
| IRS EUR 3.00000 09/16/26-30Y LCH | 0 | 1 | 1 | 0.01% | $5.04K |
| CCS USD R USSOFR/JPYMUTKCALM -45 FAR | 0 | 2 | 2 | 0.00% | $1.59K |
| RFR USD SOFR/3.7547* 03/13/26-10Y* LCH | 0 | 1 | 1 | 0.00% | $865 |
| EGYPT TREASURY BILL BILLS 10/26 0.00000 | 0 | 50,000 | 50,000 | 0.00% | $804 |
| 31750SBB0 PIMCO FXVAN PUT USD KRW 1350.0000000 | 0 | 0 | 0 | 0.00% | $756 |
| EURO-BUXL 30Y BND JUN26 | 0 | -1 | -1 | 0.00% | $716 |
| 31750SC03 PIMCO FXVAN PUT USD KRW 1350.0000000 | 0 | 0 | 0 | 0.00% | $506 |
| SINGAPORE REPUBLIC OF 3.375% 05/01/2034 | 0 | 1 | 1 | 0.00% | $193 |
| 31750SCK9 PIMCO FXVAN PUT USD KRW 1350.0000000 | 0 | 0 | 0 | 0.00% | $61 |
| 31750SHO6 PIMCO FXVAN PUT EUR CZK 24.04000000 | 0 | 82,000 | 82,000 | 0.00% | $48 |
| 317UC4YA2 PIMCO SWAPTION 3.6 CALL USD 20260416 | 0 | -100,000 | -100,000 | 0.00% | -$89 |
| IRS NOK 4.50000 09/16/26-5Y LCH | 0 | 1 | 1 | 0.00% | -$126 |
| Options on Euro(OGBL) Bund Futures | 0 | -1 | -1 | 0.00% | -$127 |
| 317UC8QA2 PIMCO SWAPTION 4.055 PUT USD 2026042 | 0 | -100,000 | -100,000 | 0.00% | -$278 |
| 317UC8RA1 PIMCO SWAPTION 3.695 CALL USD 202604 | 0 | -100,000 | -100,000 | 0.00% | -$288 |
| 317UC4XA3 PIMCO SWAPTION 3.9 PUT USD 20260416 | 0 | -100,000 | -100,000 | 0.00% | -$522 |
| 317UC6EA9 PIMCO SWAPTION 3.62 CALL USD 2026042 | 0 | -500,000 | -500,000 | 0.00% | -$625 |
| Options on Euro(OGBL) Bund Futures | 0 | -1 | -1 | 0.00% | -$1.05K |
| RFR CHF SRFXON3/0.25000 03/18/26-5Y LCH | 0 | 1 | 1 | 0.00% | -$1.48K |
| RFR CHF SRFXON3/0.25000 09/16/26-5Y LCH | 0 | 1 | 1 | 0.00% | -$2.31K |
| 317UC6DA0 PIMCO SWAPTION 3.9 PUT USD 20260420 | 0 | -500,000 | -500,000 | 0.00% | -$2.83K |
| IRS SEK 2.75000 09/16/26-5Y LCH | 0 | 1 | 1 | 0.00% | -$3.02K |
| RFR USD SOFR/4.22201 03/31/26-27Y* LCH | 0 | 7 | 7 | -0.01% | -$8.33K |
| IRS EUR 2.82500 09/19/45-10Y LCH | 0 | 1 | 1 | -0.01% | -$9.25K |
| IRS SEK 2.50000 03/18/26-5Y LCH | 0 | 1 | 1 | -0.01% | -$10.83K |
| IRS NOK 3.75000 03/18/26-5Y LCH | 0 | 1 | 1 | -0.01% | -$10.96K |
| RFR EUR ESTRON/2.17000 12/15/27-1Y LCH | 0 | 1 | 1 | -0.02% | -$14.56K |
| RFR USD SOFR/3.25000 06/17/26-5Y LCH | 0 | 1 | 1 | -0.02% | -$15.30K |
| IRS CNY R 1.50000 03/17/27-5Y BOA | 0 | 2 | 2 | -0.03% | -$24.29K |
| RFR GBP SONIO/4.00000 09/16/26-10Y LCH | 0 | 1 | 1 | -0.03% | -$26.17K |
| RFR USD SOFR/3.00000 06/17/26-2Y LCH | 0 | 1 | 1 | -0.03% | -$29.41K |
| RFR GBP SONIO/3.50000 09/16/26-5Y LCH | 0 | 1 | 1 | -0.04% | -$39.44K |
| RFR GBP SONIO/3.50000 09/16/26-2Y LCH | 0 | 1 | 1 | -0.06% | -$50.52K |
| CDX ITRAXX MAIN45 5Y ICE | 0 | 1 | 1 | -0.06% | -$53.60K |
| IRS EUR 2.50000 09/16/26-5Y LCH | 0 | 1 | 1 | -0.07% | -$58.77K |
| Long Gilt | 0 | 12 | 12 | -0.07% | -$63.69K |
| EURIBOR 90DAY FUT ERZ6 12-14-26 | 0 | 100 | 100 | -0.11% | -$99.26K |
| IRS EUR 2.75000 09/16/26-10Y LCH | 0 | 1 | 1 | -0.19% | -$170.26K |
| EURO-BTP (ITALY GOVT) JUN 26 | 0 | 34 | 34 | -0.20% | -$176.15K |
| IRS EUR 2.25000 09/16/26-2Y LCH | 0 | 1 | 1 | -0.21% | -$186.90K |
| FNCL 3 6/24 | 0 | -300,000 | -300,000 | -0.30% | -$263.10K |
| Uniform Mortgage-Backed Security, TBA | 0 | -500,000 | -500,000 | -0.52% | -$457.38K |
| FNCL 6 6/24 | 0 | -1,500,000 | -1,500,000 | -1.74% | -$1.53M |
| FNMA-15YR | 0 | -1,900,000 | -1,900,000 | -1.99% | -$1.75M |
| FNCL 2 5/26 | 0 | -5,500,000 | -5,500,000 | -5.04% | -$4.43M |
| Security | Shares Dec 2025 | Shares Mar 2026 | Δ shares | End % | Δ value |
|---|---|---|---|---|---|
| Uniform Mortgage-Backed Security, TBA | 10,500,000 | 0 | -10,500,000 | 0.00% | -$10.46M |
| Uniform Mortgage-Backed Security, TBA | 9,200,000 | 0 | -9,200,000 | 0.00% | -$9.56M |
| Uniform Mortgage-Backed Security, TBA | 4,800,000 | 0 | -4,800,000 | 0.00% | -$4.93M |
| Government National Mortgage Association, TBA | 3,300,000 | 0 | -3,300,000 | 0.00% | -$3.00M |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2,400,000 | 0 | -2,400,000 | 0.00% | -$2.48M |
| Uniform Mortgage-Backed Security, TBA | 2,100,000 | 0 | -2,100,000 | 0.00% | -$2.13M |
| BUONI POLIENNALI DEL TES SR UNSECURED REGS 08/27 2.1 | 1,400,000 | 0 | -1,400,000 | 0.00% | -$1.64M |
| LETRA TESOURO NACIONAL BILLS 04/26 0.00000 | 9,300,000 | 0 | -9,300,000 | 0.00% | -$1.64M |
| FRANCE (GOVT OF) BONDS 144A REGS 02/28 0.75 | 950,000 | 0 | -950,000 | 0.00% | -$1.08M |
| G2SF 3 1/26 | 1,200,000 | 0 | -1,200,000 | 0.00% | -$1.08M |
| FRANCE (GOVT OF) BONDS 144A REGS 10/27 2.75 | 850,000 | 0 | -850,000 | 0.00% | -$1.01M |
| JAPAN (2 YEAR ISSUE) BONDS 01/26 0.1 | 130,000,000 | 0 | -130,000,000 | 0.00% | -$829.91K |
| Government National Mortgage Association | 900,000 | 0 | -900,000 | 0.00% | -$776.29K |
| BONOS Y OBLIG DEL ESTADO SR UNSECURED 01/28 0.00000 | 650,000 | 0 | -650,000 | 0.00% | -$730.56K |
| FNCL 2.5 1/26 | 600,000 | 0 | -600,000 | 0.00% | -$507.33K |
| THAILAND GOVERNMENT BOND SR UNSECURED 11/29 2.5 | 12,780,000 | 0 | -12,780,000 | 0.00% | -$425.31K |
| Bain Capital Credit CLO Ltd., Series 2020-2A, Class ARR | 300,000 | 0 | -300,000 | 0.00% | -$300.15K |
| Uniform Mortgage-Backed Security, TBA | 300,000 | 0 | -300,000 | 0.00% | -$284.41K |
| CHINA GOVERNMENT BOND BONDS 05/35 1.65 | 1,700,000 | 0 | -1,700,000 | 0.00% | -$239.05K |
| REP OF POLAND | 200,000 | 0 | -200,000 | 0.00% | -$204.38K |
| IRS EUR 2.21300 03/12/40-15Y LCH | 1 | 0 | -1 | 0.00% | -$199.45K |
| Uniform Mortgage-Backed Security, TBA | 200,000 | 0 | -200,000 | 0.00% | -$195.09K |
| BRSP Ltd., Series 2021-FL1, Class A | 145,996 | 0 | -145,996 | 0.00% | -$146.09K |
| CAIRN CLO BV CRNCL 2018 10A AR 144A | 123,655 | 0 | -123,655 | 0.00% | -$145.43K |
| ROMANIA SR UNSECURED 144A 03/30 5.25 | 100,000 | 0 | -100,000 | 0.00% | -$122.98K |
| SAUDI INTERNATIONAL BOND SR UNSECURED 144A 03/37 3.75 | 100,000 | 0 | -100,000 | 0.00% | -$115.64K |
| ROMANIA SR UNSECURED 144A 05/37 5.625 | 100,000 | 0 | -100,000 | 0.00% | -$114.52K |
| SWOP CDX IG45 (V1 ONLY) 5Y SP | 1 | 0 | -1 | 0.00% | -$109.24K |
| ROMANIA SR UNSECURED REGS 10/45 6.5 | 90,000 | 0 | -90,000 | 0.00% | -$105.31K |
| BRISTOL-MYERS | 100,000 | 0 | -100,000 | 0.00% | -$104.16K |
| THAILAND GOVERNMENT BOND SR UNSECURED 03/35 2.41 | 2,400,000 | 0 | -2,400,000 | 0.00% | -$81.46K |
| ROMANIA SR UNSECURED 144A 04/42 2.875 | 100,000 | 0 | -100,000 | 0.00% | -$77.65K |
| THAILAND GOVERNMENT BOND SR UNSECURED 06/32 3.775 | 1,550,000 | 0 | -1,550,000 | 0.00% | -$56.49K |
| OIS SGD SIBSORA/2.00000 03/18/26-5Y LCH | 1 | 0 | -1 | 0.00% | -$50.20K |
| ROMANIA UNSECURED 144A 04/33 2 | 50,000 | 0 | -50,000 | 0.00% | -$47.82K |
| FGBM Mar 2026 | -24 | 0 | 24 | 0.00% | -$25.20K |
| UKG 10YR FUT G H6 03-27-26 | 27 | 0 | -27 | 0.00% | -$22.58K |
| FUT. EURO-BUND EUX MAR26 | -10 | 0 | 10 | 0.00% | -$20.73K |
| OIS CAD CAONREPO/3.50000 03/19/25-1Y LCH | 1 | 0 | -1 | 0.00% | -$18.09K |
| RFR GBP SONIO/3.75000 03/18/26-5Y LCH | 1 | 0 | -1 | 0.00% | -$17.89K |
| FUT. EUR FOAT MAR26 | -30 | 0 | 30 | 0.00% | -$16.52K |
| IRS NZD 3.50000 03/18/26-5Y LCH | 1 | 0 | -1 | 0.00% | -$12.84K |
| FUT. EURX E-SCHATZ MAR26 | -60 | 0 | 60 | 0.00% | -$10.34K |
| IRS EUR 3.00000 03/18/26-30Y LCH | 1 | 0 | -1 | 0.00% | -$8.94K |
| IRS NZD 2.50000 03/12/26-2Y LCH | 1 | 0 | -1 | 0.00% | -$8.77K |
| OIS SGD SIBSORA/1.25000 03/18/26-1Y LCH | 1 | 0 | -1 | 0.00% | -$5.06K |
| RFR GBP SONIO/3.50000 09/17/25-2Y LCH | 1 | 0 | -1 | 0.00% | -$4.06K |
| RFR USD SOFR/3.37500 03/31/26-4Y* LCH | 1 | 0 | -1 | 0.00% | -$3.23K |
| RFR GBP SONIO/4.25000 03/18/26-10Y LCH | 1 | 0 | -1 | 0.00% | -$2.92K |
| 31750RZO8 PIMCO FXVAN PUT USD KRW 1380.0000000 | 0 | 0 | 0 | 0.00% | -$1.83K |
| 31750RLA3 PIMCO FXVAN PUT EUR CZK 24.20000000 | 217,599 | 0 | -217,599 | 0.00% | -$1.26K |
| GSAA Home Equity Trust, Series 2007-8, Class A3 | 1,154 | 0 | -1,154 | 0.00% | -$1.15K |
| 31750RNL7 PIMCO FXVAN PUT EUR CZK 24.10000000 | 195,000 | 0 | -195,000 | 0.00% | -$770 |
| 31750RZW0 PIMCO FXVAN PUT USD KRW 1385.0000000 | 0 | 0 | 0 | 0.00% | -$599 |
| 31750RMC8 PIMCO FXVAN PUT EUR CZK 24.20000000 | 82,000 | 0 | -82,000 | 0.00% | -$494 |
| 31750RFD4 PIMCO FXVAN PUT EUR CZK 24.20000000 | 84,000 | 0 | -84,000 | 0.00% | -$422 |
| 31750S493 PIMCO FXVAN PUT EUR HUF 378.00000000 | 100,000 | 0 | -100,000 | 0.00% | -$298 |
| 31750S584 PIMCO FXVAN PUT EUR HUF 376.00000000 | 124,000 | 0 | -124,000 | 0.00% | -$262 |
| 31750S543 PIMCO FXVAN PUT EUR HUF 375.00000000 | 127,000 | 0 | -127,000 | 0.00% | -$219 |
| REALKREDIT DANMARK COVERED REGS 10/53 1 | 1 | 0 | -1 | 0.00% | -$0 |
| USD - SGD | 0 | 0 | 0 | 0.00% | $0 |
| EUR - CZK | 0 | 0 | 0 | 0.00% | $0 |
| USD - HKD | 0 | 0 | 0 | 0.00% | $0 |
| EUR - CZK | 0 | 0 | 0 | 0.00% | $0 |
| USD - KRW | 0 | 0 | 0 | 0.00% | $0 |
| USD - HKD | 0 | 0 | 0 | 0.00% | $0 |
| USD - KRW | 0 | 0 | 0 | 0.00% | $0 |
| EUR - CZK | 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 |
| EUR - HUF | 0 | 0 | 0 | 0.00% | $0 |
| EUR - CZK | 0 | 0 | 0 | 0.00% | $0 |
| RFR USD SOFR/4.00000 03/18/26-30Y LCH | 1 | 0 | -1 | 0.00% | $281 |
| RFR GBP SONIO/4.50000 09/17/25-30Y LCH | 1 | 0 | -1 | 0.00% | $2.06K |
| RFR USD SOFR/3.32500 03/31/26-2Y* CME | 1 | 0 | -1 | 0.00% | $3.96K |
| ITA GB 10YR FUT IKH6 03-06-26 | 37 | 0 | -37 | 0.00% | $11.18K |
| IRS CNY R 1.50000 03/18/26-5Y SCX | 2 | 0 | -2 | 0.00% | $13.41K |
| IRS EUR 2.00000 03/18/26-2Y LCH | 1 | 0 | -1 | 0.00% | $18.28K |
| IRS EUR 2.50000 03/18/26-5Y LCH | 1 | 0 | -1 | 0.00% | $42.84K |
| IRS AUD 4.25000 03/18/26-10Y LCH | 1 | 0 | -1 | 0.00% | $48.24K |
| IRS EUR 2.75000 03/18/26-10Y LCH | 1 | 0 | -1 | 0.00% | $90.68K |
| FNCL 3 2/26 | -200,000 | 0 | 200,000 | 0.00% | $176.79K |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 30YR TBA FEB | -400,000 | 0 | 400,000 | 0.00% | $359.02K |
| FNCL 3.5 2/26 | -500,000 | 0 | 500,000 | 0.00% | $460.72K |
| FNCI 2 1/26 | -1,900,000 | 0 | 1,900,000 | 0.00% | $1.76M |
| FNCL 2 1/26 | -5,500,000 | 0 | 5,500,000 | 0.00% | $4.45M |
| Security | Shares Dec 2025 | Shares Mar 2026 | Δ shares | End % | Δ value |
|---|---|---|---|---|---|
| CHINA DEVELOPMENT BANK UNSECURED 01/34 2.63 | 7,290,000 | 9,190,000 | 1,900,000 | 1.60% | $313.35K |
| JAPAN GOVT CPI LINKED BONDS 03/28 0.1 | 135,155,440 | 135,358,930 | 203,490 | 0.97% | -$22.06K |
| NEW S WALES TREASURY CRP LOCAL GOVT G REGS 03/34 1.75 | 535,000 | 735,000 | 200,000 | 0.44% | $111.00K |
| CDX ITRAXX XOV44 5Y 35-100% SP MYC | 2 | 4 | 2 | 0.14% | $72.93K |
| IRS AUD 3.75000 03/18/26-5Y LCH | 1 | 2 | 1 | -0.36% | -$6.95K |
| Security | Shares Dec 2025 | Shares Mar 2026 | Δ shares | End % | Δ value |
|---|---|---|---|---|---|
| U.S. TREASURY INFLATION-PROTECTED SECURITIES 0-1/2% 01/15/2028 | 1,980,030 | 1,977,660 | -2,370 | 2.24% | $17.27K |
| G2 MA7988 | 1,266,117 | 1,238,684 | -27,432 | 1.26% | -$32.50K |
| QUEBEC PROVINCE CDA 3.6% 09/01/2033 | 1,100,000 | 1,000,000 | -100,000 | 0.81% | -$85.95K |
| JP MORGAN MORTGAGE TRUST JPMMT 2021 INV8 A2 144A | 708,320 | 696,247 | -12,073 | 0.69% | -$16.07K |
| U.S. TREASURY INFLATION-PROTECTED SECURITIES 1.125% 01/15/2033 | 601,200 | 600,474 | -726 | 0.66% | $1.48K |
| COUNTRYWIDE ASSET BACKED CERTI CWL 2005 1 MV7 | 573,287 | 522,880 | -50,407 | 0.59% | -$50.03K |
| ST PAULS CLO SPAUL 11A AR 144A | 425,945 | 379,600 | -46,344 | 0.50% | -$62.26K |
| FN MA5217 | 499,567 | 421,496 | -78,071 | 0.50% | -$83.25K |
| JP MORGAN MORTGAGE TRUST JPMMT 2021 INV4 A2 144A | 499,800 | 490,582 | -9,217 | 0.49% | -$10.73K |
| GS MORTGAGE BACKED SECURITIES GSMBS 2022 HP1 A2 144A | 484,419 | 474,463 | -9,956 | 0.47% | -$12.79K |
| JP MORGAN MORTGAGE TRUST JPMMT 2021 INV6 A2 144A | 473,861 | 465,905 | -7,956 | 0.46% | -$11.25K |
| JP MORGAN MORTGAGE TRUST JPMMT 2022 INV1 A3 144A | 468,012 | 459,188 | -8,824 | 0.46% | -$9.86K |
| GCAT Trust, Series 2023-NQM4, Class A1 | 414,438 | 401,883 | -12,555 | 0.43% | -$16.78K |
| FREDDIE MAC REMICS SER 5517 CL FE V/R 4.82419000 | 397,145 | 372,618 | -24,526 | 0.43% | -$23.54K |
| TPMT 2024-4 A1A | 399,439 | 374,267 | -25,172 | 0.43% | -$26.11K |
| CITIGROUP MORTGAGE LOAN TRUST CMLTI 2021 INV1 A3A 144A | 444,367 | 438,151 | -6,217 | 0.42% | -$7.42K |
| FREDDIE MAC REMICS SER 5513 CL MF V/R 5.01180000 | 405,534 | 361,056 | -44,478 | 0.41% | -$43.84K |
| AOMT 2024-2 A1 144A 5.985% 01-25-69 | 353,563 | 335,713 | -17,850 | 0.38% | -$19.53K |
| FREDDIE MAC FHR 5511 FB | 357,018 | 301,347 | -55,670 | 0.35% | -$56.45K |
| GOVERNMENT NATIONAL MORTGAGE CORPORATION | 333,018 | 323,580 | -9,439 | 0.33% | -$10.33K |
| VOYA CLO LTD VOYA 2019 2A AR 144A | 345,854 | 288,553 | -57,301 | 0.33% | -$57.65K |
| FR SD8384 | 312,106 | 278,499 | -33,606 | 0.32% | -$36.52K |
| GCAT Trust, Series 2022-INV2, Class A5 | 315,032 | 310,147 | -4,884 | 0.31% | -$6.75K |
| FREDDIE MAC POOL FR 01/52 FIXED 2.5 | 316,973 | 311,593 | -5,380 | 0.30% | -$5.29K |
| FED HM LN PC POOL QH4279 FR 11/53 FIXED 6.5 | 270,929 | 235,398 | -35,532 | 0.28% | -$38.09K |
| TPMT 2019-4 A1 | 264,234 | 250,136 | -14,097 | 0.27% | -$14.50K |
| CITIGROUP MORTGAGE LOAN TRUST CMLTI 2005 5 1A4 | 254,502 | 248,643 | -5,860 | 0.26% | -$3.40K |
| MORGAN STANLEY CAPITAL INC MSAC 2006 NC5 A2D | 416,916 | 414,011 | -2,906 | 0.25% | -$3.05K |
| NOMURA HOME EQUITY LOAN INC NHELI 2006 HE1 M2 | 229,356 | 220,769 | -8,587 | 0.23% | -$8.25K |
| NEW CENTURY HOME EQUITY LOAN T NCHET 2001 NC1 M3 | 214,857 | 212,627 | -2,230 | 0.22% | -$2.76K |
| ONSLOW BAY FINANCIAL LLC OBX 2022 INV2 A1 144A | 225,523 | 221,836 | -3,687 | 0.22% | -$4.99K |
| JP MORGAN MORTGAGE TRUST JPMMT 2021 10 A3 144A | 222,957 | 218,279 | -4,677 | 0.21% | -$5.68K |
| PMT LOAN TRUST 2021-INV2 SER 2021-INV1 CL A3 V/R REGD 144A P/P 2.50000000 | 221,952 | 218,048 | -3,903 | 0.21% | -$4.23K |
| FNMA POOL DA1139 FN 10/53 FIXED 6.5 | 147,830 | 147,421 | -409 | 0.17% | -$1.17K |
| RMAC SECURITIES PLC RMACS 2006 NS4X A3A REGS | 112,608 | 107,912 | -4,695 | 0.16% | -$9.08K |
| SMB PRIVATE EDUCATION LOAN TRUST 2022-B SER 2022-B CL A1B V/R REGD 144A P/P 5.59202000 | 145,142 | 137,479 | -7,663 | 0.16% | -$7.76K |
| FG G08692 | 154,243 | 150,323 | -3,920 | 0.16% | -$4.48K |
| Argent Securities Trust, Series 2006-W4, Class A2C | 535,529 | 531,760 | -3,769 | 0.14% | -$2.95K |
| INDYMAC RESIDENTIAL ASSET BACK INABS 2007 A 2A3 | 180,834 | 176,998 | -3,836 | 0.14% | -$3.30K |
| FNMA POOL CA4346 FN 10/49 FIXED 3 | 122,445 | 120,355 | -2,090 | 0.12% | -$2.58K |
| EUROSAIL PLC ESAIL 2007 4X A3 REGS | 91,110 | 76,548 | -14,562 | 0.12% | -$21.63K |
| NORDEA KREDIT REALKREDIT COVERED 10/53 1.5 | 802,020 | 795,596 | -6,424 | 0.11% | -$3.45K |
| CANADIAN GOVERNMENT RRB BONDS 12/44 1.5 | 142,993 | 142,734 | -259 | 0.11% | -$787 |
| HARVEST CLO HARVT 21A A1R 144A | 125,858 | 84,426 | -41,431 | 0.11% | -$50.33K |
| ARCLO 2022-FL1 A SOFR30A+145 01/15/2037 144A | 121,183 | 96,685 | -24,498 | 0.11% | -$25.04K |
| FR SD8385 | 105,760 | 90,430 | -15,330 | 0.11% | -$16.40K |
| Argent Securities Trust, Series 2006-M1, Class A2C | 306,755 | 305,693 | -1,062 | 0.09% | -$814 |
| NRZT 2019-RPL3 A1 144A FRN 07-25-59 | 81,327 | 75,976 | -5,350 | 0.08% | -$5.23K |
| DEUTSCHE ALT A SECURITIES INC DBALT 2007 OA1 A1 | 133,974 | 131,030 | -2,944 | 0.08% | -$2.71K |
| PIMCO PRV SHORT TERM FLT III MUTUAL FUND | 27,113 | 7,392 | -19,721 | 0.08% | -$192.12K |
| CREDIT BASED ASSET SERVICING A CBASS 2007 CB3 A3 | 200,091 | 198,917 | -1,175 | 0.08% | -$1.26K |
| FED HM LN PC POOL 849407 FH 09/37 FLOATING VAR | 72,075 | 68,657 | -3,419 | 0.08% | -$3.77K |
| MASTR Asset-Backed Securities Trust, Series 2007-HE1, Class A3 | 75,170 | 68,934 | -6,236 | 0.08% | -$5.93K |
| FG G08788 | 73,714 | 72,052 | -1,661 | 0.08% | -$2.21K |
| FNMA POOL BF0334 FN 01/59 FIXED 3.5 | 71,106 | 69,881 | -1,225 | 0.07% | -$1.49K |
| Government National Mortgage Association | 76,598 | 62,054 | -14,544 | 0.07% | -$14.63K |
| GS MORTGAGE-BACKED SECURITIES TRUST 2021-INV1 SER 2021-INV1 CL A2 V/R REGD 144A P/P 2.50000000 | 73,005 | 71,979 | -1,026 | 0.07% | -$1.13K |
| AIR CDA PASS THRU TR 2017-1 3.3% 07/15/2031 144A | 64,160 | 61,600 | -2,560 | 0.07% | -$2.42K |
| TPMT 2020-1 A1 | 64,373 | 60,069 | -4,304 | 0.07% | -$4.25K |
| Government National Mortgage Association | 65,779 | 54,810 | -10,969 | 0.06% | -$11.25K |
| Freddie Mac Gold Pool | 60,489 | 59,443 | -1,045 | 0.06% | -$1.47K |
| CSMC 2021-INV1TRUST SER 2021-INV1 CL A3 V/R REGD 144A P/P 2.50000000 | 67,624 | 65,840 | -1,784 | 0.06% | -$1.83K |
| BCAP LLC Trust, Series 2007-AA2, Class 12A1 | 55,126 | 54,597 | -530 | 0.06% | -$369 |
| NRZT 2020-RPL1 A1 144A FRN 11-25-59 | 58,587 | 55,386 | -3,200 | 0.06% | -$3.41K |
| FNMA POOL BR1297 FN 02/51 FIXED 2.5 | 64,246 | 62,467 | -1,779 | 0.06% | -$1.78K |
| LoanCore Issuer Ltd., Series 2022-CRE7, Class A | 86,727 | 51,290 | -35,437 | 0.06% | -$35.63K |
| FNMA POOL FM3972 FN 07/50 FIXED VAR | 55,186 | 54,064 | -1,122 | 0.06% | -$1.46K |
| FN FM3243 | 47,108 | 46,064 | -1,043 | 0.05% | -$1.34K |
| Uniform Mortgage-Backed Securities | 46,497 | 44,641 | -1,856 | 0.05% | -$2.00K |
| ALBA PLC ALBA 2005 1 A3 REGS | 50,106 | 31,947 | -18,159 | 0.05% | -$25.18K |
| BANC OF AMERICA FUNDING CORPOR BAFC 2007 5 2A3 | 46,133 | 46,018 | -116 | 0.04% | -$418 |
| Merrill Lynch Mortgage Investors Trust Series 2006-A1 | 85,268 | 81,756 | -3,512 | 0.04% | -$2.29K |
| SMB PRIVATE EDUCATION LOAN TRUST 2020-B 1.29% 07/15/2053 144A | 42,237 | 37,510 | -4,727 | 0.04% | -$4.54K |
| BANC OF AMERICA FUNDING CORPOR BAFC 2007 B A1 | 41,271 | 40,957 | -314 | 0.04% | -$152 |
| RESIDENTIAL ACCREDIT LOANS, IN RALI 2006 QS6 1A1 | 40,721 | 39,882 | -839 | 0.04% | -$788 |
| FREDDIE MAC REMICS SER 4579 CL FD V/R 4.77904000 | 35,624 | 33,103 | -2,520 | 0.04% | -$2.47K |
| MORGAN STANLEY MORTGAGE LOAN T MSM 2006 6AR 4A1 | 58,308 | 58,308 | -0 | 0.04% | $128 |
| DEUTSCHE ALT A SECURITIES INC DBALT 2006 AB1 A4 | 35,013 | 33,957 | -1,056 | 0.04% | -$1.09K |
| Option One Mortgage Loan Trust, Series 2007-CP1, Class 1A1 | 33,754 | 33,250 | -504 | 0.04% | -$480 |
| CWABS Asset-Backed Certificates Trust, Series 2007-1, Class 1A | 30,470 | 29,753 | -716 | 0.03% | -$633 |
| FN 753173 | 27,216 | 26,016 | -1,200 | 0.03% | -$1.36K |
| FNMA POOL BJ8703 FN 05/49 FIXED 3.5 | 26,922 | 26,619 | -302 | 0.03% | -$536 |
| STRUCTURED ASSET SECURITIES CO SASC 2006 RF1 1A 144A | 29,704 | 29,027 | -677 | 0.03% | -$692 |
| GREENPOINT MORTGAGE FUNDING TR GPMF 2005 AR2 A1 | 30,820 | 30,057 | -763 | 0.03% | -$701 |
| CITIGROUP MORTGAGE LOAN TRUST CMLTI 2007 AR5 2A2A | 24,331 | 24,004 | -326 | 0.02% | -$91 |
| CHASE MORTGAGE FINANCE CORPORA CHASE 2007 A1 12M3 | 22,568 | 21,795 | -773 | 0.02% | -$590 |
| STWD Ltd., Series 2021-FL2, Class A | 83,796 | 20,733 | -63,062 | 0.02% | -$63.13K |
| REPUBLIC OF ARGENTINA BONDS 07/30 VAR | 28,000 | 25,200 | -2,800 | 0.02% | $2.31K |
| SMB Private Education Loan Trust | 21,118 | 18,755 | -2,363 | 0.02% | -$2.37K |
| FREDDIE MAC POOL UMBS P#RB5012 3.50000000 | 17,193 | 16,737 | -456 | 0.02% | -$502 |
| PHH Alternative Mortgage Trust Series 2007-2 | 16,796 | 16,507 | -289 | 0.02% | -$333 |
| RESIDENTIAL FUNDING MTG SEC I RFMSI 2007 S6 2A3 | 16,523 | 15,830 | -693 | 0.01% | -$422 |
| FNMA POOL FM1796 FN 10/34 FIXED VAR | 13,598 | 12,670 | -928 | 0.01% | -$1.00K |
| WAMU MORTGAGE PASS THROUGH CER WAMU 2006 AR10 2A1 | 13,614 | 13,472 | -142 | 0.01% | -$44 |
| MORGAN STANLEY MORTGAGE LOAN T MSM 2005 5AR 2A1 | 40,284 | 40,103 | -181 | 0.01% | -$587 |
| MORGAN STANLEY MORTGAGE LOAN T MSM 2007 10XS A18 | 7,703 | 7,541 | -163 | 0.01% | -$176 |
| MORGN 2018-3A AR CLO 144A FRN 10-20-31 | 52,489 | 4,632 | -47,857 | 0.01% | -$47.88K |
| CHASE MORTGAGE FINANCE CORPORA CHASE 2007 A2 7A1 | 4,316 | 4,271 | -44 | 0.00% | -$12 |
| TERWIN MORTGAGE TRUST TMTS 2003 6HE A1 | 3,206 | 2,908 | -298 | 0.00% | -$281 |
| FIRST FRANKLIN MTG LOAN ASSET FFML 2004 FF10 M1 | 3,880 | 2,585 | -1,295 | 0.00% | -$1.29K |
| JYSKE REALKREDIT A/S COVERED 10/50 1 | 19,715 | 19,687 | -27 | 0.00% | -$74 |
| J.P. MORGAN ALTERNATIVE LOAN T JPALT 2006 A7 2A7 | 3,313 | 2,091 | -1,223 | 0.00% | -$1.18K |
| FANNIE MAE REMICS SER 2006-48 CL TF V/R 4.58628000 | 2,096 | 2,045 | -51 | 0.00% | -$50 |
| CWABS Asset-Backed Certificates Trust 2006-1 | 1,762 | 1,648 | -114 | 0.00% | -$122 |
| FREDDIE MAC REMICS SER 4579 CL SD V/R 1.67118500 | 35,624 | 33,103 | -2,520 | 0.00% | -$238 |
| NYKREDIT REALKREDIT A/S COVERED REGS 10/52 1.5 | 822 | 821 | -1 | 0.00% | -$3 |
| NORDEA KREDIT REALKREDIT COVERED 10/50 1 | 15 | 15 | -0 | 0.00% | -$0 |
| NYKREDIT REALKREDIT A/S COVERED REGS 10/50 1 | 14 | 14 | -0 | 0.00% | -$0 |
| JYSKE REALKREDIT A/S COVERED REGS 10/50 1 | 4 | 4 | -0 | 0.00% | -$0 |
| NYKREDIT REALKREDIT A/S COVERED REGS 10/53 1 | 3 | 3 | -0 | 0.00% | $0 |
| NYKREDIT REALKREDIT A/S COVERED REGS 10/50 1.5 | 1 | 1 | -0 | 0.00% | -$0 |
| REALKREDIT DANMARK COVERED REGS 10/50 1 | 1 | 1 | -0 | 0.00% | -$0 |
| IRS AUD 4.50000 03/19/25-10Y LCH | 2 | 1 | -1 | -0.03% | $123 |
| US ULTRA BOND CBT Sep25 | -7,470,661 | -7,537,113 | -66,452 | -8.10% | $709.30K |
| Security | Shares Dec 2025 | Shares Mar 2026 | Δ shares | End % | Δ value |
|---|---|---|---|---|---|
| UNITED KINGDOM GILT BONDS REGS 03/30 4.375 | 1,800,000 | 1,800,000 | 0 | 2.71% | -$89.95K |
| US TREASURY N/B | 2,300,000 | 2,300,000 | 0 | 2.45% | -$20.84K |
| FRANCE (GOVT OF) BONDS 144A REGS 02/30 2.75 | 1,800,000 | 1,800,000 | 0 | 2.35% | -$61.62K |
| CHINA DEVELOPMENT BANK UNSECURED 05/33 2.82 | 7,810,000 | 7,810,000 | 0 | 1.37% | $23.25K |
| US TREASURY N/B | 1,700,000 | 1,700,000 | 0 | 1.34% | -$9.93K |
| BONOS DE TESORERIA SR UNSECURED 144A REGS 08/33 7 | 3,700,000 | 3,700,000 | 0 | 1.33% | -$91.15K |
| US TREASURY N/B | 1,200,000 | 1,200,000 | 0 | 1.30% | -$11.39K |
| REPUBLIC OF SOUTH AFRICA BONDS 02/35 8.875 | 17,600,000 | 17,600,000 | 0 | 1.16% | -$86.92K |
| CANADIAN GOVERNMENT /CAD/ REGD 3.00000000 | 1,300,000 | 1,300,000 | 0 | 1.04% | -$14.69K |
| BONOS Y OBLIG DEL ESTADO SR UNSECURED 144A REGS 10/34 3 | 740,000 | 740,000 | 0 | 0.98% | -$27.00K |
| PROJECT CASHMERE CLASS A1 144A | 1,200,000 | 1,200,000 | 0 | 0.94% | $27.12K |
| COMMONWEALTH BANK AUST COVERED 144A 01/30 4.971 | 800,000 | 800,000 | 0 | 0.94% | -$7.86K |
| RPLDCI 6.581 05/30/49 144A | 740,000 | 740,000 | 0 | 0.87% | -$21.07K |
| KOREA TREASURY BOND BONDS 06/28 2.625 | 1,130,790,000 | 1,130,790,000 | 0 | 0.83% | -$48.85K |
| MALAYSIA GOVERNMENT BONDS 04/28 3.519 | 2,831,000 | 2,831,000 | 0 | 0.80% | -$2.25K |
| US TREASURY N/B | 750,000 | 750,000 | 0 | 0.78% | -$7.92K |
| CHINA GOVERNMENT BOND BONDS 09/54 2.19 | 4,800,000 | 4,800,000 | 0 | 0.76% | $8.33K |
| CANADIAN IMPERIAL BANK REGD 144A P/P 4.87600000 | 600,000 | 600,000 | 0 | 0.70% | -$5.84K |
| EUROPEAN UNION SR UNSECURED REGS 10/45 3.75 | 500,000 | 500,000 | 0 | 0.64% | -$20.09K |
| TREASURY CORP VICTORIA LOCAL GOVT G REGS 09/33 2.25 | 1,000,000 | 1,000,000 | 0 | 0.63% | $11.02K |
| ARBOUR CLO ARBR 11A AR | 450,000 | 450,000 | 0 | 0.59% | -$9.49K |
| BONOS Y OBLIG DEL ESTADO SR UNSECURED 05/28 2.4 | 450,000 | 450,000 | 0 | 0.59% | -$14.05K |
| GOLDMAN SACHS GP | 500,000 | 500,000 | 0 | 0.58% | -$10.77K |
| TRYSAIL CLO LTD TRYSL 2022 1A A 144A | 500,000 | 500,000 | 0 | 0.57% | $124 |
| TCW CLO 2019 1 AMR, LTD. TCW 2019 1A ASNR 144A | 500,000 | 500,000 | 0 | 0.57% | $250 |
| HSBC HOLDINGS PLC SR UNSECURED REGS 05/33 VAR | 400,000 | 400,000 | 0 | 0.55% | -$19.85K |
| 37 CAPITAL CLO LTD PUTNM 2021 1A AR 144A | 450,000 | 450,000 | 0 | 0.51% | -$188 |
| JAPAN (20 YEAR ISSUE) BONDS 06/40 0.4 | 100,000,000 | 100,000,000 | 0 | 0.51% | -$23.21K |
| PETRONAS CAPITAL LTD COMPANY GUAR 144A 01/32 2.48 | 500,000 | 500,000 | 0 | 0.51% | -$1.34K |
| SUMITOMO MITSUI | 400,000 | 400,000 | 0 | 0.47% | -$6.09K |
| STATE OF ISRAEL | 400,000 | 400,000 | 0 | 0.46% | -$7.82K |
| ITALY GOV T INT BOND SR UNSECURED REGS 08/28 6 | 300,000 | 300,000 | 0 | 0.46% | -$13.55K |
| Eagle Funding LuxCo S.a.r.l. | 400,000 | 400,000 | 0 | 0.46% | -$5.34K |
| BARCLAYS PLC | 400,000 | 400,000 | 0 | 0.46% | -$4.26K |
| BWAY Mortgage Trust, Series 2021-1450, Class A | 400,000 | 400,000 | 0 | 0.45% | $2.85K |
| ARBOUR CLO ARBR 6A AR 144A | 300,000 | 300,000 | 0 | 0.39% | -$6.42K |
| ROCKFORD TOWER EUROPE CLO RFTE 2018 1A A1RR 144A | 300,000 | 300,000 | 0 | 0.39% | -$6.29K |
| US TREASURY N/B | 430,000 | 430,000 | 0 | 0.38% | -$3.24K |
| US TREASURY N/B | 525,000 | 525,000 | 0 | 0.38% | -$2.73K |
| NEW S WALES TREASURY CRP LOCAL GOVT G REGS 09/35 4.75 | 500,000 | 500,000 | 0 | 0.37% | $4.52K |
| JAPAN (20 YEAR ISSUE) BONDS 12/44 2 | 60,000,000 | 60,000,000 | 0 | 0.36% | -$19.24K |
| GREENSAIF PIPELI | 300,000 | 300,000 | 0 | 0.35% | -$17.00K |
| NATWEST GROUP | 300,000 | 300,000 | 0 | 0.35% | -$7.16K |
| BPCE | 300,000 | 300,000 | 0 | 0.35% | -$4.51K |
| SAUDI INT BOND | 300,000 | 300,000 | 0 | 0.35% | -$8.05K |
| SUMITOMO MITSUI | 300,000 | 300,000 | 0 | 0.35% | -$2.96K |
| BANK OF AMER CRP | 300,000 | 300,000 | 0 | 0.35% | -$4.00K |
| BONOS Y OBLIG DEL ESTADO SR UNSECURED 144A REGS 04/35 3 | 270,000 | 270,000 | 0 | 0.35% | -$9.44K |
| JAPAN (30 YEAR ISSUE) BONDS 12/48 0.7 | 85,000,000 | 85,000,000 | 0 | 0.35% | -$22.09K |
| NATWEST GROUP | 300,000 | 300,000 | 0 | 0.35% | -$3.39K |
| MORGAN STANLEY | 300,000 | 300,000 | 0 | 0.34% | -$3.77K |
| NYO Commercial Mortgage Trust, Series 2021-1290, Class A | 300,000 | 300,000 | 0 | 0.34% | -$236 |
| WELLS FARGO CO | 300,000 | 300,000 | 0 | 0.34% | -$7.79K |
| NATIONWIDE BUILDING SOC(UNGTD) 2.972%/VAR 02/16/2028 144A | 300,000 | 300,000 | 0 | 0.34% | -$628 |
| NSANY 1.85 09/16/26 | 300,000 | 300,000 | 0 | 0.34% | $1.39K |
| Avis Budget Rental Car Funding AESOP LLC, Series 2021-2A, Class A | 300,000 | 300,000 | 0 | 0.34% | $1.29K |
| ABU DHABI DEVELO | 300,000 | 300,000 | 0 | 0.33% | -$7.77K |
| UNITED KINGDOM GILT BONDS REGS 07/51 1.25 | 500,000 | 500,000 | 0 | 0.32% | -$22.36K |
| BONOS DE TESORERIA SR UNSECURED 144A REGS 08/35 6 | 900,000 | 900,000 | 0 | 0.30% | -$24.65K |
| CRED AGRICOLE SA | 250,000 | 250,000 | 0 | 0.29% | -$6.23K |
| ROMANIA SR UNSECURED 144A 09/26 5 | 220,000 | 220,000 | 0 | 0.29% | -$6.93K |
| SOUTH AFRICA TREASURY BILL SA TREASURY BILL 0 08/26 | 4,400,000 | 4,400,000 | 0 | 0.29% | -$1.46K |
| REPUBLIC OF SOUTH AFRICA BONDS 01/30 8 | 4,300,000 | 4,300,000 | 0 | 0.29% | -$14.16K |
| JAPAN (20 YEAR ISSUE) BONDS 03/45 2.4 | 45,000,000 | 45,000,000 | 0 | 0.29% | -$15.39K |
| UBS GROUP | 250,000 | 250,000 | 0 | 0.28% | -$1.25K |
| UBS GROUP | 250,000 | 250,000 | 0 | 0.28% | -$3.04K |
| TITULOS DE TESORERIA BONDS 11/40 12.75 | 914,300,000 | 914,300,000 | 0 | 0.28% | $4.95K |
| US TREASURY N/B | 325,000 | 325,000 | 0 | 0.27% | -$2.12K |
| MORGAN STANLEY SR UNSECURED 05/29 VAR | 200,000 | 200,000 | 0 | 0.26% | -$4.58K |
| STRUCTURED ASSET INVESTMENT LO SAIL 2004 9 M3 | 232,325 | 232,325 | 0 | 0.26% | -$2.36K |
| TITULOS DE TESORERIA BONDS 08/29 11 | 906,800,000 | 906,800,000 | 0 | 0.26% | $1.68K |
| BONOS Y OBLIG DEL ESTADO SR UNSECURED 144A REGS 10/35 3 | 200,000 | 200,000 | 0 | 0.26% | -$7.12K |
| INTESA SANPAOLO SPA REGD 144A P/P 7.20000000 | 200,000 | 200,000 | 0 | 0.26% | -$4.28K |
| SAUDI INTERNATIONAL BOND SR UNSECURED 144A 03/32 3.375 | 200,000 | 200,000 | 0 | 0.26% | -$12.13K |
| JAPAN (30 YEAR ISSUE) BONDS 03/49 0.5 | 66,400,000 | 66,400,000 | 0 | 0.25% | -$16.38K |
| US TREASURY N/B | 300,000 | 300,000 | 0 | 0.25% | -$2.03K |
| TITULOS DE TESORERIA BONDS 01/35 11.75 | 862,700,000 | 862,700,000 | 0 | 0.24% | $1.18K |
| VMED O2 UK FINANCING I SR SECURED 144A 04/32 5.625 | 200,000 | 200,000 | 0 | 0.24% | -$24.03K |
| TITULOS DE TESORERIA BONDS 02/33 13.25 | 791,500,000 | 791,500,000 | 0 | 0.24% | -$148 |
| BANK OF NOVA SCOTIA COVERED REGS 09/29 0.01 | 200,000 | 200,000 | 0 | 0.24% | -$4.78K |
| KOREA TREASURY BOND BONDS 12/28 2.375 | 326,550,000 | 326,550,000 | 0 | 0.24% | -$14.46K |
| GOLDMAN SACHS GP | 200,000 | 200,000 | 0 | 0.24% | -$5.10K |
| SANTANDER UK GRP | 200,000 | 200,000 | 0 | 0.24% | -$2.60K |
| UBS V5.699 02/08/35 144A | 200,000 | 200,000 | 0 | 0.23% | -$5.31K |
| JPMORGAN CHASE | 200,000 | 200,000 | 0 | 0.23% | -$4.37K |
| MORGAN STANLEY | 200,000 | 200,000 | 0 | 0.23% | -$5.10K |
| ABU DHABI DEVELO | 200,000 | 200,000 | 0 | 0.23% | -$3.81K |
| STATE OF ISRAEL | 200,000 | 200,000 | 0 | 0.23% | -$2.93K |
| STATE OF ISRAEL | 200,000 | 200,000 | 0 | 0.23% | -$4.62K |
| KSA SUKUK LTD SR UNSECURED 144A 10/28 5.268 | 200,000 | 200,000 | 0 | 0.23% | -$3.65K |
| SANDS CHINA LTD | 200,000 | 200,000 | 0 | 0.23% | -$2.32K |
| REP OF POLAND | 200,000 | 200,000 | 0 | 0.23% | -$4.05K |
| ROYAL BANK OF CANADA COVERED 144A 12/26 4.851 | 200,000 | 200,000 | 0 | 0.23% | -$876 |
| WELLS FARGO CO | 200,000 | 200,000 | 0 | 0.23% | -$1.38K |
| GOLDMAN SACHS GP | 200,000 | 200,000 | 0 | 0.23% | -$4.82K |
| SAUDI INTERNATIONAL BOND SR UNSECURED 144A 01/28 4.75 | 200,000 | 200,000 | 0 | 0.23% | -$2.29K |
| QUEENSLAND TREASURY CORP LOCAL GOVT G 144A REGS 07/36 5 | 300,000 | 300,000 | 0 | 0.23% | $3.30K |
| GA GLOBAL FUNDING TRUST SECURED 144A 01/30 5.4 | 200,000 | 200,000 | 0 | 0.23% | -$4.82K |
| CASSA DEPOSITI E PRESTIT SR UNSECURED 144A 05/26 5.75 | 200,000 | 200,000 | 0 | 0.23% | -$832 |
| ATHENE GLOBAL FUNDING SECURED 144A 03/27 VAR | 200,000 | 200,000 | 0 | 0.23% | -$1.04K |
| ROYAL BK CANADA | 200,000 | 200,000 | 0 | 0.23% | -$1.99K |
| SAUDI INTERNATIONAL BOND SR UNSECURED 144A 01/30 4.75 | 200,000 | 200,000 | 0 | 0.23% | -$4.31K |
| SUMITOMO MITSUI TRUST BANK LTD SR UNSECURED 144A 09/30 4.35 | 200,000 | 200,000 | 0 | 0.23% | -$2.13K |
| MITSUB UFJ FIN | 200,000 | 200,000 | 0 | 0.23% | -$2.97K |
| CSMC 2020-FACT SER 2020-FACT CL A V/R REGD 144A P/P 5.71548000 | 200,000 | 200,000 | 0 | 0.23% | -$1.74K |
| State of Kuwait | 200,000 | 200,000 | 0 | 0.22% | -$3.23K |
| STANDARD CHARTERED PLC SR UNSECURED 144A 01/28 VAR | 200,000 | 200,000 | 0 | 0.22% | $116 |
| State of Kuwait | 200,000 | 200,000 | 0 | 0.22% | -$7.88K |
| SAUDI INTERNATIONAL BOND SR UNSECURED REGS 10/30 3.25 | 200,000 | 200,000 | 0 | 0.21% | -$3.51K |
| Arbor Multifamily Mortgage Securities Trust, Series 2020-MF1, Class A5 | 200,000 | 200,000 | 0 | 0.21% | -$1.50K |
| UNITED KINGDOM GILT BONDS REGS 10/50 0.625 | 400,000 | 400,000 | 0 | 0.21% | -$15.11K |
| US TREASURY N/B | 250,000 | 250,000 | 0 | 0.21% | -$1.56K |
| RFR JPY MUT+5.89/0.4000 06/19/19-20Y LCH | 1 | 1 | 0 | 0.20% | $15.36K |
| US TREASURY N/B | 250,000 | 250,000 | 0 | 0.18% | -$1.30K |
| GA GLOBAL FUNDING TRUST SECURED 144A 01/27 2.25 | 150,000 | 150,000 | 0 | 0.17% | $207 |
| SOUTH AFRICA TREASURY BILL SOUTH AFRICAN T BILLS 7.775 2 | 2,530,000 | 2,530,000 | 0 | 0.17% | -$801 |
| PROVINCE OF ONTARIO CANADA | 200,000 | 200,000 | 0 | 0.16% | -$2.77K |
| EXPORT DEVELOPMNT CANADA EXPORT DEVELOPMNT CANADA | 13,500,000 | 13,500,000 | 0 | 0.16% | -$12.03K |
| FORESEA HOLDING SA C REG S (NON-VOTING) (NOT LISTED OR TRADING) | 5,769 | 5,769 | 0 | 0.15% | $2.52K |
| STATE OF ISRAEL SR UNSECURED REGS 05/60 3.8 | 200,000 | 200,000 | 0 | 0.15% | -$5.46K |
| TREASURY CORP VICTORIA LOCAL GOVT G 12/32 4.25 | 200,000 | 200,000 | 0 | 0.15% | $2.00K |
| NIGERIA OMO BILL OMO260629 | 178,760,000 | 178,760,000 | 0 | 0.14% | $10.94K |
| GOLDEN ST TOBACCO -B | 135,000 | 135,000 | 0 | 0.14% | -$573 |
| JAPAN (40 YEAR ISSUE) BONDS 03/64 2.2 | 27,000,000 | 27,000,000 | 0 | 0.13% | -$7.56K |
| UNITED MEXICAN STATES UNITED MEXICAN STATES | 100,000 | 100,000 | 0 | 0.13% | -$4.95K |
| BANCA MONTE DEI PASCHI S COVERED REGS 10/27 0.875 | 100,000 | 100,000 | 0 | 0.13% | -$1.86K |
| MORGAN STANLEY 03/35 1 | 100,000 | 100,000 | 0 | 0.13% | -$4.84K |
| SOUTH AFRICAN T BILLS BILLS 04/26 0.00000 | 1,930,000 | 1,930,000 | 0 | 0.13% | -$638 |
| FAIRFAX FINL HLDGS LTD SR UNSECURED REGS 03/28 2.75 | 100,000 | 100,000 | 0 | 0.13% | -$3.44K |
| ROMANIA SR UNSECURED 144A 03/28 2.125 | 100,000 | 100,000 | 0 | 0.13% | -$3.46K |
| NEW S WALES TREASURY CRP LOCAL GOVT G 03/33 2 | 200,000 | 200,000 | 0 | 0.13% | $2.20K |
| BULGARIA SR UNSECURED REGS 07/35 3.375 | 100,000 | 100,000 | 0 | 0.13% | -$4.89K |
| REPUBLIC OF INDONESIA SR UNSECURED 01/37 4.125 | 100,000 | 100,000 | 0 | 0.12% | -$9.02K |
| BULGARIA SR UNSECURED REGS 07/45 4.125 | 100,000 | 100,000 | 0 | 0.12% | -$4.66K |
| RENAISSANCE HOME EQUITY LOAN T RAMC 2006 4 AF3 | 363,086 | 363,086 | 0 | 0.12% | -$2.32K |
| REPUBLIC OF SERBIA SR UNSECURED 144A 09/28 1 | 100,000 | 100,000 | 0 | 0.12% | -$2.92K |
| BOEING CO/THE | 100,000 | 100,000 | 0 | 0.12% | -$1.89K |
| CS AT1 CLAIMS US225401AL29 CREDIT SUISSE GROUP AG | 300,000 | 300,000 | 0 | 0.12% | $16.50K |
| PHILIP MORRIS IN | 100,000 | 100,000 | 0 | 0.12% | -$1.32K |
| REP OF POLAND | 100,000 | 100,000 | 0 | 0.12% | -$841 |
| PACIFICORP | 100,000 | 100,000 | 0 | 0.12% | -$1.61K |
| TX NATURAL GAS SECZ | 100,000 | 100,000 | 0 | 0.12% | -$709 |
| TREASURY CORP VICTORIA LOCAL GOVT G 09/35 2 | 200,000 | 200,000 | 0 | 0.12% | $1.89K |
| ROYAL BK CANADA | 100,000 | 100,000 | 0 | 0.12% | -$1.23K |
| BANK OF AMER CRP | 100,000 | 100,000 | 0 | 0.12% | -$1.73K |
| GOLDMAN SACHS GP | 100,000 | 100,000 | 0 | 0.11% | -$1.29K |
| REPUBLIC OF PERU | 100,000 | 100,000 | 0 | 0.11% | -$2.44K |
| US TREASURY N/B | 100,000 | 100,000 | 0 | 0.11% | -$1.09K |
| PCG 4.2 03/01/29 | 100,000 | 100,000 | 0 | 0.11% | -$568 |
| US TREASURY N/B | 100,000 | 100,000 | 0 | 0.11% | -$1.05K |
| RFR USD SOFR/3.25000 03/19/25-10Y LCH | 1 | 1 | 0 | 0.11% | -$8.63K |
| US TREASURY N/B | 100,000 | 100,000 | 0 | 0.11% | -$963 |
| MALAYSIA GOVERNMENT BONDS 04/31 2.632 | 400,000 | 400,000 | 0 | 0.11% | -$160 |
| ROMANIA SR UNSECURED 144A 12/29 1.375 | 90,000 | 90,000 | 0 | 0.11% | -$4.20K |
| JPMORGAN CHASE | 100,000 | 100,000 | 0 | 0.10% | -$1.04K |
| SOUTH AFRICA TREASURY BILL 7.93 13.05.2026 | 1,400,000 | 1,400,000 | 0 | 0.09% | -$468 |
| RFR JPY MUTK/1.50000 09/18/24-30Y LCH | 1 | 1 | 0 | 0.08% | $6.29K |
| UNITED KINGDOM GILT BONDS REGS 01/49 1.75 | 100,000 | 100,000 | 0 | 0.08% | -$5.13K |
| KOMMUNALBANKEN AS SR UNSECURED REGS 01/27 1.9 | 100,000 | 100,000 | 0 | 0.08% | $2.25K |
| KOREA TREASURY BOND BONDS 06/30 1.375 | 111,630,000 | 111,630,000 | 0 | 0.08% | -$5.05K |
| IRS EUR 0.06350 11/17/22-30Y LCH | 1 | 1 | 0 | 0.07% | -$3.68K |
| FORESEA HOLDING SA SR SECURED REGS 06/30 7.5 | 65,935 | 65,935 | 0 | 0.07% | -$298 |
| AUSTRALIAN GOVERNMENT BONDS 05/30 2.5 | 100,000 | 100,000 | 0 | 0.07% | $1.31K |
| JAPAN (5 YEAR ISSUE) BONDS 06/29 0.4 | 10,000,000 | 10,000,000 | 0 | 0.07% | -$1.01K |
| REPUBLIC OF SOUTH AFRICA NOTES 12/26 10.5 | 1,000,000 | 1,000,000 | 0 | 0.07% | -$1.89K |
| REPUBLIC OF SOUTH AFRICA BONDS 02/48 8.75 | 1,100,000 | 1,100,000 | 0 | 0.07% | -$5.28K |
| UNITED KINGDOM GILT BONDS REGS 07/53 1.5 | 100,000 | 100,000 | 0 | 0.07% | -$4.72K |
| NIGERIA OMO BILL OMO110626 | 81,000,000 | 81,000,000 | 0 | 0.06% | $4.98K |
| NIGERIA OMO BILL OMO120626 | 81,000,000 | 81,000,000 | 0 | 0.06% | $4.98K |
| CCS USD R USSOFR/JPYMUTKCALM-35.65 CBK | 2 | 2 | 0 | 0.06% | $874 |
| DRILLCO HLDG LUX S A COMMON STOCK | 2,408 | 2,408 | 0 | 0.06% | $1.05K |
| MALAYSIA GOVERNMENT BONDS 04/37 4.762 | 200,000 | 200,000 | 0 | 0.06% | -$385 |
| QUEENSLAND TREASURY CORP LOCAL GOVT G 144A REGS 07/34 1 | 100,000 | 100,000 | 0 | 0.06% | $1.10K |
| NEW ZEALAND GOVERNMENT UNSECURED 05/31 1.5 | 100,000 | 100,000 | 0 | 0.06% | -$689 |
| FORSEA 7 1/2 06/15/30 | 47,388 | 47,388 | 0 | 0.05% | -$214 |
| RFR USD SOFR/3.25000 03/19/25-30Y LCH | 1 | 1 | 0 | 0.05% | -$3.75K |
| JAPAN (30 YEAR ISSUE) BONDS 12/50 0.7 | 13,000,000 | 13,000,000 | 0 | 0.05% | -$2.91K |
| JAPAN (30 YEAR ISSUE) BONDS 03/51 0.7 | 13,000,000 | 13,000,000 | 0 | 0.05% | -$2.80K |
| SOUTH AFRICAN T BILLS BILLS 06/26 0.00000 | 700,000 | 700,000 | 0 | 0.05% | -$219 |
| RFR USD SOFR/2.96478 10/05/22-4Y* LCH | 1 | 1 | 0 | 0.05% | $12.35K |
| RFR USD SOFR/3.00000 03/19/25-2Y LCH | 1 | 1 | 0 | 0.05% | -$47.44K |
| US TREASURY N/B | 38,000 | 38,000 | 0 | 0.04% | -$496 |
| RFR USD SOFR/3.75000 12/17/25-10Y LCH | 1 | 1 | 0 | 0.04% | $22.07K |
| JAPAN (30 YEAR ISSUE) BONDS 06/51 0.7 | 11,000,000 | 11,000,000 | 0 | 0.04% | -$2.33K |
| RFR GBP SONIO/3.50000 03/18/26-2Y LCH | 1 | 1 | 0 | 0.04% | $34.16K |
| REPUBLIC OF SOUTH AFRICA BONDS 03/36 6.25 | 700,000 | 700,000 | 0 | 0.04% | -$2.89K |
| REPUBLIC OF PERU SR UNSECURED 144A 08/32 6.15 | 100,000 | 100,000 | 0 | 0.03% | -$2.05K |
| RFR USD SOFR/1.00000 12/15/21-5Y LCH | 2 | 2 | 0 | 0.03% | $2.87K |
| RFR USD SOFR/3.86092 03/14/25-30Y* LCH | 4 | 4 | 0 | 0.03% | -$4.18K |
| US TREASURY N/B | 50,000 | 50,000 | 0 | 0.03% | -$166 |
| RFR USD SOFR/3.50000 09/17/25-30Y LCH | 1 | 1 | 0 | 0.03% | -$800 |
| RFR USD SOFR/3.25000 06/18/25-10Y LCH | 1 | 1 | 0 | 0.02% | $2.18K |
| RFR USD SOFR/3.74863 03/31/26-9Y* LCH | 3 | 3 | 0 | 0.02% | $8.97K |
| RFR JPY MUTK/1.50000 12/18/24-30Y LCH | 1 | 1 | 0 | 0.02% | $1.56K |
| RFR JPY MUTK/2.25000 09/17/25-30Y LCH | 1 | 1 | 0 | 0.02% | $3.82K |
| RFR USD SOFR/4.12982 02/14/25-30Y* LCH | 5 | 5 | 0 | 0.02% | -$3.12K |
| AUSTRALIAN GOVERNMENT SR UNSECURED REGS 06/51 1.75 | 50,000 | 50,000 | 0 | 0.02% | $237 |
| RFR USD SOFR/3.50000 03/18/26-5Y LCH | 1 | 1 | 0 | 0.02% | $16.73K |
| REPUBLIC OF ARGENTINA BONDS 07/35 VAR | 24,000 | 24,000 | 0 | 0.02% | -$510 |
| FORESEA HOLDING SA B REG S (NOT LISTED OR TRADING) | 641 | 641 | 0 | 0.02% | $280 |
| RFR JPY MUTK/2.50000 12/17/25-30Y LCH | 1 | 1 | 0 | 0.01% | $4.03K |
| RFR GBP SONIO/4.75000 03/18/26-30Y LCH | 1 | 1 | 0 | 0.01% | $14.22K |
| COUNTRYWIDE HOME LOANS CWHL 2006 J4 A5 | 33,723 | 33,723 | 0 | 0.01% | -$721 |
| RFR USD SOFR/3.64300 08/28/24-10Y LCH | 2 | 2 | 0 | 0.01% | $3.61K |
| JAPAN (30 YEAR ISSUE) BONDS 06/54 2.2 | 1,750,000 | 1,750,000 | 0 | 0.01% | -$578 |
| RFR USD SOFR/3.75000 09/17/25-10Y LCH | 1 | 1 | 0 | 0.01% | $5.10K |
| RFR USD SOFR/3.70000 02/20/24-25Y LCH | 1 | 1 | 0 | 0.01% | -$720 |
| RFR USD SOFR/3.53200 08/20/24-10Y LCH | 1 | 1 | 0 | 0.01% | $1.81K |
| FORESEA HLDG S A COMMON STOCK | 267 | 267 | 0 | 0.01% | $117 |
| RFR USD SOFR/3.55800 08/21/24-10Y LCH | 1 | 1 | 0 | 0.01% | $1.81K |
| RFR USD SOFR/3.96000 06/27/25-30Y LCH | 1 | 1 | 0 | 0.01% | -$832 |
| RFR USD SOFR/3.93000 06/25/25-30Y LCH | 1 | 1 | 0 | 0.01% | -$677 |
| OIS INR MIBOR/5.75000 03/18/26-5Y LCH | 1 | 1 | 0 | 0.01% | $4.01K |
| IRS EUR 3.00000 03/19/25-2Y LCH | 1 | 1 | 0 | 0.00% | -$29.97K |
| IRS PLN 4.72250 12/01/30-5Y CME | 1 | 1 | 0 | 0.00% | $3.64K |
| RFR USD SOFR/3.75000 12/17/25-5Y LCH | 1 | 1 | 0 | 0.00% | -$2.87K |
| CCS USD R USSOFR/JPYMUTKCALM-44.2 FAR | 1 | 1 | 0 | 0.00% | -$913 |
| RFR USD SOFR/3.75000 12/18/24-2Y LCH | 1 | 1 | 0 | 0.00% | -$19.62K |
| OIS CAD CAONREPO/3.92500 06/19/25-1Y LCH | 1 | 1 | 0 | 0.00% | -$7 |
| RFR USD SOFR/4.00500 09/29/25-30Y LCH | 1 | 1 | 0 | 0.00% | -$402 |
| RFR USD SOFR/4.06500 06/26/25-30Y LCH | 1 | 1 | 0 | 0.00% | -$679 |
| RFR CHF SRFXON3/0.29400 02/10/22-5Y LCH | 1 | 1 | 0 | 0.00% | -$1.13K |
| RFR CHF SRFXON3/0.28250 02/14/22-5Y LCH | 1 | 1 | 0 | 0.00% | -$1.12K |
| RFR USD SOFR/3.75000 12/18/24-10Y LCH | 1 | 1 | 0 | 0.00% | $1.15K |
| OIS CAD CAONREPO/3.0000 01/10/25-9Y* LCH | 2 | 2 | 0 | 0.00% | $216 |
| OIS CAD CAONREPO/2.8500 12/19/24-8Y* LCH | 1 | 1 | 0 | 0.00% | $119 |
| RFR USD SOFR/3.80740 03/01/24-4Y* LCH | 3 | 3 | 0 | 0.00% | $2.12K |
| RFR USD SOFR/3.75000 09/17/25-2Y LCH | 1 | 1 | 0 | 0.00% | -$45.79K |
| 31750RXQ5 PIMCO FXVAN CALL USD SGD 1.31500000 | 148,000 | 148,000 | 0 | 0.00% | $73 |
| RFR USD SOFR/4.02000 05/15/25-1Y LCH | 1 | 1 | 0 | 0.00% | $162 |
| OIS CAD CAONREPO/3.0000 01/23/25-9Y* LCH | 1 | 1 | 0 | 0.00% | $108 |
| 31750RI33 PIMCO FXVAN CALL USD HKD 7.85000000 | 0 | 0 | 0 | 0.00% | $270 |
| 31750RIW9 PIMCO FXVAN CALL USD HKD 7.85000000 | 0 | 0 | 0 | 0.00% | $232 |
| OIS CAD CAONREPO/3.0000 01/13/25-8Y* LCH | 1 | 1 | 0 | 0.00% | $127 |
| 31750S451 PIMCO FXVAN PUT EUR CZK 23.90000000 | 140,000 | 140,000 | 0 | 0.00% | -$433 |
| NORDEA KREDIT REALKREDIT COVERED 10/53 1.5 | 10 | 10 | 0 | 0.00% | -$0 |
| NYKREDIT REALKREDIT A/S COVERED REGS 10/50 1 | 3 | 3 | 0 | 0.00% | -$0 |
| NYKREDIT REALKREDIT A/S COVERED REGS 10/50 1.5 | 1 | 1 | 0 | 0.00% | $0 |
| NORDEA KREDIT REALKREDIT COVERED 10/50 1.5 | 1 | 1 | 0 | 0.00% | -$0 |
| RFR USD SOFR/3.90500 08/15/25-1Y LCH | 1 | 1 | 0 | 0.00% | $877 |
| 31750RXR3 PIMCO FXVAN PUT USD SGD 1.23650000 | -148,000 | -148,000 | 0 | 0.00% | $336 |
| RFR USD SOFR/3.88400 03/25/25-10Y LCH | 1 | 1 | 0 | 0.00% | $510 |
| RFR USD SOFR/3.97500 03/21/25-10Y LCH | 1 | 1 | 0 | 0.00% | $339 |
| CDX IG45 10Y ICE | 1 | 1 | 0 | 0.00% | $13.12K |
| IRS CZK 4.52250 12/01/30-5Y CME | 1 | 1 | 0 | 0.00% | -$1.80K |
| RFR USD SOFR/3.50000 03/18/26-2Y LCH | 1 | 1 | 0 | 0.00% | $1.46K |
| OIS CAD CAONREPO/3.3000 01/18/24-9Y* LCH | 1 | 1 | 0 | 0.00% | $141 |
| OIS CAD CAONREPO/3.2500 12/18/24-10Y LCH | 1 | 1 | 0 | 0.00% | $229 |
| RFR USD SOFR/3.93000 03/24/25-10Y LCH | 1 | 1 | 0 | 0.00% | $596 |
| RFR USD SOFR/3.85961 12/02/24-9Y* LCH | 3 | 3 | 0 | 0.00% | $5.56K |
| IRS SEK 2.47375 02/03/25-5Y LCH | 1 | 1 | 0 | 0.00% | -$6.70K |
| RFR JPY MUTK/0.75000 03/19/25-2Y LCH | 1 | 1 | 0 | 0.00% | -$2.41K |
| SOUTH KOREA GOVT AS BP MYC | 1 | 1 | 0 | 0.00% | $489 |
| OIS CAD CAONREPO/3.2500 03/15/23-10Y LCH | 1 | 1 | 0 | 0.00% | $1.86K |
| RFR USD SOFR/4.00000 03/18/26-10Y LCH | 1 | 1 | 0 | -0.01% | -$9.51K |
| IRS CZK 1.91250 01/30/19-10Y CME | 1 | 1 | 0 | -0.01% | -$1.09K |
| IRS AUD 4.50000 06/18/25-10Y LCH | 1 | 1 | 0 | -0.01% | -$2.53K |
| RFR USD SOFR/3.45975 09/02/25-2Y* LCH | 1 | 1 | 0 | -0.01% | -$5.16K |
| OIS CAD CAONREPO/3.1800 11/25/24-9Y* LCH | 1 | 1 | 0 | -0.01% | $1.08K |
| OIS CAD CAONREPO/3.40000 03/14/24-9Y* LC | 1 | 1 | 0 | -0.01% | $585 |
| RFR USD SOFR/4.08000 06/05/24-10Y LCH | 1 | 1 | 0 | -0.01% | $2.43K |
| IRS AUD 1.75000 03/16/22-5Y LCH | 1 | 1 | 0 | -0.01% | $913 |
| SOUTH KOREA GOVT AS BP MYC | 2 | 2 | 0 | -0.01% | $2.55K |
| RFR JPY MUTK/1.25000 12/17/25-5Y LCH | 1 | 1 | 0 | -0.01% | -$5.03K |
| RFR USD SOFR/3.86166 12/02/24-4Y* LCH | 2 | 2 | 0 | -0.02% | $5.96K |
| RFR EUR ESTRON/1.92859 03/10/25-5Y* LCH | 2 | 2 | 0 | -0.03% | -$13.61K |
| RFR USD SOFR/3.75000 12/17/25-30Y LCH | 1 | 1 | 0 | -0.04% | -$68.53K |
| IRS AUD 4.50000 09/17/25-10Y LCH | 2 | 2 | 0 | -0.04% | -$9.41K |
| OIS CAD CAONREPO/1.5000 06/17/20-10Y LCH | 1 | 1 | 0 | -0.05% | -$2.01K |
| IRS KRW 2.75000 03/18/26-10Y LCH | 1 | 1 | 0 | -0.06% | -$25.83K |
| RFR JPY MUTK/0.75000 03/19/25-5Y LCH | 1 | 1 | 0 | -0.07% | -$13.98K |
| RFR GBP SONIO/3.00000 06/17/25-2Y LCH | 1 | 1 | 0 | -0.09% | -$33.51K |
| IRS EUR 0.45100 05/27/25-25Y LCH | 1 | 1 | 0 | -0.09% | $4.23K |
| RFR JPY MUTK/1.00000 03/19/25-7Y LCH | 1 | 1 | 0 | -0.09% | -$27.33K |
| RFR JPY MUTK/0.50000 12/15/21-10Y LCH | 1 | 1 | 0 | -0.10% | -$7.85K |
| RFR JPY MUT+5.89/0.0000 03/17/21-10Y LCH | 1 | 1 | 0 | -0.11% | -$4.72K |
| RFR JPY MUTK/1.00000 03/19/25-10Y LCH | 1 | 1 | 0 | -0.11% | -$24.79K |
| RFR JPY MUTK/1.25000 09/17/25-10Y LCH | 1 | 1 | 0 | -0.17% | -$39.80K |
| RFR JPY MUTK/1.00000 09/18/24-10Y LCH | 1 | 1 | 0 | -0.25% | -$45.34K |
| RFR JPY MUTK/1.00000 06/19/24-20Y LCH | 1 | 1 | 0 | -0.27% | -$23.63K |
| FRANCE (GOVT OF) BONDS 144A REGS 06/49 3 | -500,000 | -500,000 | 0 | -0.53% | $9.15K |
Machine-readable: JSON · Markdown. Programmatic access via the agent surface.