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 | 364,300,000 | 364,300,000 | 16.82% | $358.86M |
| FNCL 5 6/24 | 0 | 99,000,000 | 99,000,000 | 4.57% | $97.44M |
| G2 MB0255 | 0 | 77,399,970 | 77,399,970 | 3.33% | $71.06M |
| Government National Mortgage Association, TBA | 0 | 68,100,000 | 68,100,000 | 3.31% | $70.58M |
| Uniform Mortgage-Backed Security, TBA | 0 | 56,400,000 | 56,400,000 | 2.55% | $54.38M |
| Uniform Mortgage-Backed Security, TBA | 0 | 53,650,000 | 53,650,000 | 2.42% | $51.70M |
| FRANCE (GOVT OF) BONDS 144A REGS 02/29 2.75 | 0 | 19,700,000 | 19,700,000 | 1.06% | $22.66M |
| SR UNSECURED REGS 04/28 3.4 | 0 | 19,300,000 | 19,300,000 | 1.06% | $22.54M |
| Government National Mortgage Association, TBA | 0 | 25,000,000 | 25,000,000 | 1.05% | $22.30M |
| LETRA TESOURO NACIONAL BILLS 10/26 0.00000 | 0 | 116,000,000 | 116,000,000 | 0.98% | $20.98M |
| LETRA TESOURO NACIONAL BILLS 07/26 0.00000 | 0 | 71,600,000 | 71,600,000 | 0.63% | $13.39M |
| TITULOS DE TESORERIA BONDS 02/33 13.25 | 0 | 49,618,000,000 | 49,618,000,000 | 0.62% | $13.30M |
| BONOS Y OBLIG DEL ESTADO SR UNSECURED 05/29 3.5 | 0 | 10,000,000 | 10,000,000 | 0.55% | $11.80M |
| FNCL 3 6/24 | 0 | 13,100,000 | 13,100,000 | 0.54% | $11.49M |
| TITULOS DE TESORERIA BONDS 11/40 12.75 | 0 | 40,182,000,000 | 40,182,000,000 | 0.50% | $10.65M |
| G2 MA8098 | 0 | 10,862,676 | 10,862,676 | 0.46% | $9.71M |
| GNMA II POOL MB0741 G2 11/55 FIXED 3 | 0 | 8,060,475 | 8,060,475 | 0.34% | $7.21M |
| Republic of Colombia | 0 | 7,300,000 | 7,300,000 | 0.34% | $7.19M |
| TITULOS DE TESORERIA BONDS 01/35 11.75 | 0 | 28,975,500,000 | 28,975,500,000 | 0.34% | $7.18M |
| THAILAND GOVERNMENT BOND SR UNSECURED 06/40 2.7 | 0 | 211,700,000 | 211,700,000 | 0.30% | $6.32M |
| HCA INC CP 0% 05/11/2026 | 0 | 6,250,000 | 6,250,000 | 0.29% | $6.22M |
| CDX IG46 5Y ICE | 0 | 1 | 1 | 0.29% | $6.16M |
| Phillips 66 0% CP 08/04/2026 | 0 | 5,550,000 | 5,550,000 | 0.26% | $5.55M |
| TREASURY CORP VICTORIA LOCAL GOVT G 11/37 2 | 0 | 10,000,000 | 10,000,000 | 0.22% | $4.66M |
| WELLS FARGO CO | 0 | 4,600,000 | 4,600,000 | 0.21% | $4.58M |
| EURO-OAT FUTURE JUN26 | 0 | -1,034 | -1,034 | 0.21% | $4.50M |
| PROVIDUS CLO PRVD 7A ARR 144A | 0 | 3,900,000 | 3,900,000 | 0.21% | $4.49M |
| CRBG 4.55 01/09/31 144A | 0 | 4,500,000 | 4,500,000 | 0.21% | $4.45M |
| BANK OF NOVA SCOTIA COVERED 144A 03/29 3.791 | 0 | 4,400,000 | 4,400,000 | 0.21% | $4.38M |
| HCA INC CP 0% 05/13/2026 | 0 | 4,050,000 | 4,050,000 | 0.19% | $4.03M |
| Government National Mortgage Association, TBA | 0 | 4,650,000 | 4,650,000 | 0.19% | $4.00M |
| IRS EUR 2.50000 09/16/26-5Y LCH | 0 | 1 | 1 | 0.17% | $3.66M |
| US TREASURY N/B | 0 | 3,400,000 | 3,400,000 | 0.16% | $3.35M |
| BFCM 4.541 01/15/31 144A | 0 | 3,300,000 | 3,300,000 | 0.15% | $3.26M |
| Federal Home Loan Mortgage Corp. Variable Rate Notes, Series 5548, Class FA | 0 | 3,005,311 | 3,005,311 | 0.14% | $3.04M |
| PHILLIPS 66 | 0 | 3,000,000 | 3,000,000 | 0.14% | $2.98M |
| COSTA RICA GOVERNMENT BONDS 144A 01/36 6.001 | 0 | 2,500,000 | 2,500,000 | 0.14% | $2.98M |
| Alimentation Couche-Tard Inc | 0 | 2,950,000 | 2,950,000 | 0.14% | $2.94M |
| JABIL INC | 0 | 2,950,000 | 2,950,000 | 0.14% | $2.93M |
| EGYPT GOVERNMENT BOND BONDS 10/30 19.698 | 0 | 162,800,000 | 162,800,000 | 0.14% | $2.93M |
| PERU 6.85 08/12/35 REGS | 0 | 9,990,000 | 9,990,000 | 0.14% | $2.93M |
| BRACCAN MORTGAGE FUNDING BRACN 2026 1A A 144A | 0 | 2,200,000 | 2,200,000 | 0.14% | $2.91M |
| CROWN CASTLE | 0 | 2,850,000 | 2,850,000 | 0.13% | $2.84M |
| Boyce Park Clo Ltd | 0 | 2,800,000 | 2,800,000 | 0.13% | $2.80M |
| NAVESINK CLO, LIMITED NAVS 2026 6A A1 144A | 0 | 2,700,000 | 2,700,000 | 0.13% | $2.70M |
| OIS SGD SIBSORA/1.75000 09/16/26-5Y LCH | 0 | 2 | 2 | 0.12% | $2.58M |
| BONOS Y OBLIG DEL ESTADO SR UNSECURED 144A REGS 04/29 1 | 0 | 2,315,000 | 2,315,000 | 0.12% | $2.57M |
| PHILLIPS 66 GTD DISC 4/02/2026 0.00000000 | 0 | 2,500,000 | 2,500,000 | 0.12% | $2.50M |
| EURO-BUND FUTURE JUN26 | 0 | -802 | -802 | 0.11% | $2.44M |
| NEW S WALES TREASURY CRP LOCAL GOVT G REGS 11/37 3.5 | 0 | 3,500,000 | 3,500,000 | 0.09% | $1.95M |
| THAILAND GOVERNMENT BOND SR UNSECURED 06/45 2.98 | 0 | 66,738,000 | 66,738,000 | 0.09% | $1.95M |
| IRS EUR 2.35000 12/15/27-1Y (GRN) LCH | 0 | 1 | 1 | 0.08% | $1.81M |
| Metropolitan Life Global Funding I | 0 | 1,800,000 | 1,800,000 | 0.08% | $1.78M |
| New York Life Global Funding | 0 | 1,800,000 | 1,800,000 | 0.08% | $1.78M |
| Mutual of Omaha Cos. Global Funding | 0 | 1,800,000 | 1,800,000 | 0.08% | $1.78M |
| NORTHERN TERRITORY TREAS LOCAL GOVT G REGS 04/39 6 | 0 | 2,500,000 | 2,500,000 | 0.08% | $1.73M |
| EURO-SCHATZ FUT JUN26 DUM6 | 0 | -1,425 | -1,425 | 0.08% | $1.69M |
| THE AES CORPORATION | 0 | 1,600,000 | 1,600,000 | 0.07% | $1.60M |
| Jones Lang LaSalle Finance BV | 0 | 1,600,000 | 1,600,000 | 0.07% | $1.60M |
| Phillips 66 | 0 | 1,450,000 | 1,450,000 | 0.07% | $1.45M |
| BARCLAYS PLC JR SUBORDINA REGS 12/99 VAR | 0 | 1,000,000 | 1,000,000 | 0.06% | $1.36M |
| EURO-BOBL FUTURE JUN26 | 0 | -532 | -532 | 0.06% | $1.33M |
| Keurig Dr Pepper Inc | 0 | 1,300,000 | 1,300,000 | 0.06% | $1.30M |
| IRS EUR 3.00000 09/16/26-30Y LCH | 0 | 1 | 1 | 0.06% | $1.23M |
| Constellation Energy Generation LLC | 0 | 1,200,000 | 1,200,000 | 0.06% | $1.20M |
| Elevance Health Inc | 0 | 1,050,000 | 1,050,000 | 0.05% | $1.05M |
| VIRGIN MEDIA INV HLDGS LTD 2025 GBP TERM LOAN | 0 | 800,000 | 800,000 | 0.05% | $1.02M |
| SOUTHERN CO JR SUBORDINA 09/81 VAR | 0 | 900,000 | 900,000 | 0.05% | $1.01M |
| U.S. Treasury Bills | 0 | 985,000 | 985,000 | 0.05% | $979.53K |
| AMETEK INC DISC COML | 0 | 900,000 | 900,000 | 0.04% | $899.10K |
| US TREASURY N/B | 0 | 900,000 | 900,000 | 0.04% | $867.73K |
| ENBRIDGE U S INC DISC COML PAP COMMERCIAL PAPER (ISITC) | 0 | 800,000 | 800,000 | 0.04% | $798.85K |
| RFR JPY MUTK/1.75000 09/16/26-5Y LCH | 0 | 1 | 1 | 0.04% | $778.32K |
| U.S. Treasury Bills | 0 | 771,000 | 771,000 | 0.04% | $768.20K |
| TITULOS DE TESORERIA BONDS 03/58 12 | 0 | 2,838,100,000 | 2,838,100,000 | 0.03% | $697.48K |
| RFR JPY MUTK/1.50000 09/16/26-2Y LCH | 0 | 1 | 1 | 0.03% | $657.75K |
| NATWEST GROUP PLC JR SUBORDINA 12/99 VAR | 0 | 500,000 | 500,000 | 0.03% | $651.81K |
| NextEra Energy Capital Holdings Inc | 0 | 550,000 | 550,000 | 0.03% | $548.77K |
| LLOYDS BANKING GROUP PLC JR SUBORDINA REGS 12/49 VAR | 0 | 400,000 | 400,000 | 0.03% | $541.38K |
| THAILAND GOVERNMENT BOND SR UNSECURED 05/36 1.84 | 0 | 17,187,000 | 17,187,000 | 0.02% | $503.88K |
| US TREASURY N/B | 0 | 500,000 | 500,000 | 0.02% | $487.73K |
| Alimentation Couche-Tard Inc. 0% CP 10/04/2026 | 0 | 450,000 | 450,000 | 0.02% | $449.49K |
| RFR GBP SONIO/4.50000 09/16/26-30Y LCH | 0 | 1 | 1 | 0.02% | $444.34K |
| NEXTERA ENERGY DISC 04/07/26 0.00000000 | 0 | 400,000 | 400,000 | 0.02% | $399.69K |
| G2SF 2.5 4/24 | 0 | 450,000 | 450,000 | 0.02% | $387.21K |
| RFR USD SOFR/3.40694 07/06/26-4Y* LCH | 0 | 4 | 4 | 0.02% | $369.59K |
| Keurig Dr Pepper Inc 0% CP 09/04/2026 | 0 | 300,000 | 300,000 | 0.01% | $299.69K |
| Jabil Inc | 0 | 300,000 | 300,000 | 0.01% | $299.40K |
| U.S. Treasury Bills | 0 | 300,000 | 300,000 | 0.01% | $299.34K |
| LLOYDS BANKING GROUP PLC JR SUBORDINA 12/99 VAR | 0 | 200,000 | 200,000 | 0.01% | $273.21K |
| BECTON DICKINSON+CO. | 0 | 250,000 | 250,000 | 0.01% | $249.97K |
| JABIL INC | 0 | 250,000 | 250,000 | 0.01% | $249.75K |
| U.S. Treasury Bills | 0 | 200,000 | 200,000 | 0.01% | $199.70K |
| U.S. Treasury Bills | 0 | 200,000 | 200,000 | 0.01% | $199.32K |
| CCS USD R USSOFR/JPYMUTKCALM -45 FAR | 0 | 2 | 2 | 0.01% | $197.80K |
| RFR USD SOFR/3.75000 06/17/26-10Y LCH | 0 | 1 | 1 | 0.01% | $196.80K |
| OIS THB THORON/1.25000 09/16/26-5Y LCH | 0 | 1 | 1 | 0.01% | $175.46K |
| RFR USD SOFR/3.71199 06/30/26-9Y* LCH | 0 | 3 | 3 | 0.01% | $156.94K |
| Elevance Health Inc | 0 | 150,000 | 150,000 | 0.01% | $149.98K |
| RFR USD SOFR/4.08316 06/30/26-27Y* LCH | 0 | 3 | 3 | 0.01% | $117.97K |
| FNCL 6.5 4/26 | 0 | 100,000 | 100,000 | 0.00% | $103.47K |
| U.S. Treasury Bills | 0 | 100,000 | 100,000 | 0.00% | $99.73K |
| FWD0M1442 COLOMBIA GOVT | 0 | 459,700,000 | 459,700,000 | 0.00% | $96.35K |
| FWD0Z3AA3 COLOMBIA GOVT NDF | 0 | 230,800,000 | 230,800,000 | 0.00% | $61.26K |
| RFR GBP SONIO/3.50000 03/18/26-2Y LCH | 0 | 1 | 1 | 0.00% | $55.90K |
| EGYPT TREASURY BILL BILLS 10/26 0.00000 | 0 | 2,650,000 | 2,650,000 | 0.00% | $42.61K |
| 31750SBB0 PIMCO FXVAN PUT USD KRW 1350.0000000 | 0 | 0 | 0 | 0.00% | $33.97K |
| RFR USD SOFR/3.7547* 03/13/26-10Y* LCH | 0 | 1 | 1 | 0.00% | $27.67K |
| 31750SC03 PIMCO FXVAN PUT USD KRW 1350.0000000 | 0 | 0 | 0 | 0.00% | $22.72K |
| EURO-BUXL 30Y BND JUN26 | 0 | -12 | -12 | 0.00% | $18.18K |
| TITULOS DE TESORERIA BONDS 07/46 11.5 | 0 | 60,400,000 | 60,400,000 | 0.00% | $14.57K |
| RFR USD SOFR/3.56436 06/30/26-7Y* LCH | 0 | 1 | 1 | 0.00% | $10.92K |
| RFR USD SOFR/4.0658* 03/13/26-20Y* LCH | 0 | 2 | 2 | 0.00% | $10.21K |
| RFR USD SOFR/4.0520* 03/16/26-30Y* LCH | 0 | 1 | 1 | 0.00% | $5.68K |
| SINGAPORE REPUBLIC OF 3.375% 05/01/2034 | 0 | 1 | 1 | 0.00% | $3.28K |
| 31750SCK9 PIMCO FXVAN PUT USD KRW 1350.0000000 | 0 | 0 | 0 | 0.00% | $2.73K |
| 31750SHO6 PIMCO FXVAN PUT EUR CZK 24.04000000 | 0 | 2,242,000 | 2,242,000 | 0.00% | $1.31K |
| 317UC4YA2 PIMCO SWAPTION 3.6 CALL USD 20260416 | 0 | -1,600,000 | -1,600,000 | 0.00% | -$1.43K |
| Options on Euro(OGBL) Bund Futures | 0 | -17 | -17 | 0.00% | -$2.16K |
| IRS CNY R 1.50000 03/17/27-5Y BOA | 0 | 1 | 1 | 0.00% | -$2.65K |
| IRS NOK 4.50000 09/16/26-5Y LCH | 0 | 1 | 1 | 0.00% | -$2.94K |
| 317UC8QA2 PIMCO SWAPTION 4.055 PUT USD 2026042 | 0 | -1,600,000 | -1,600,000 | 0.00% | -$4.45K |
| 317UC8RA1 PIMCO SWAPTION 3.695 CALL USD 202604 | 0 | -1,600,000 | -1,600,000 | 0.00% | -$4.60K |
| 317UC4XA3 PIMCO SWAPTION 3.9 PUT USD 20260416 | 0 | -1,600,000 | -1,600,000 | 0.00% | -$8.36K |
| 317UC6EA9 PIMCO SWAPTION 3.62 CALL USD 2026042 | 0 | -11,200,000 | -11,200,000 | 0.00% | -$14.00K |
| Options on Euro(OGBL) Bund Futures | 0 | -17 | -17 | 0.00% | -$17.88K |
| RFR CHF SRFXON3/0.25000 09/16/26-5Y LCH | 0 | 1 | 1 | 0.00% | -$37.03K |
| 317UC6DA0 PIMCO SWAPTION 3.9 PUT USD 20260420 | 0 | -11,200,000 | -11,200,000 | 0.00% | -$63.43K |
| IRS SEK 2.75000 09/16/26-5Y LCH | 0 | 1 | 1 | 0.00% | -$72.57K |
| RFR CHF SRFXON3/0.25000 03/18/26-5Y LCH | 0 | 1 | 1 | -0.01% | -$179.04K |
| RFR USD SOFR/3.25000 06/17/26-5Y LCH | 0 | 1 | 1 | -0.01% | -$203.96K |
| IRS EUR 2.82500 09/19/45-10Y LCH | 0 | 1 | 1 | -0.02% | -$378.54K |
| RFR USD SOFR/3.00000 06/17/26-2Y LCH | 0 | 1 | 1 | -0.02% | -$394.79K |
| RFR GBP SONIO/4.00000 09/16/26-10Y LCH | 0 | 1 | 1 | -0.03% | -$696.01K |
| CDX ITRAXX MAIN45 5Y ICE | 0 | 1 | 1 | -0.05% | -$971.32K |
| IRS SEK 2.50000 03/18/26-5Y LCH | 0 | 1 | 1 | -0.05% | -$1.03M |
| Long Gilt | 0 | 322 | 322 | -0.07% | -$1.55M |
| RFR EUR ESTRON/2.17000 12/15/27-1Y LCH | 0 | 1 | 1 | -0.08% | -$1.75M |
| Uniform Mortgage-Backed Security, TBA | 0 | -3,200,000 | -3,200,000 | -0.13% | -$2.69M |
| RFR GBP SONIO/3.50000 09/16/26-2Y LCH | 0 | 1 | 1 | -0.13% | -$2.70M |
| IRS NOK 3.75000 03/18/26-5Y LCH | 0 | 1 | 1 | -0.13% | -$2.71M |
| RFR GBP SONIO/3.50000 09/16/26-5Y LCH | 0 | 1 | 1 | -0.14% | -$2.90M |
| EURO-BTP (ITALY GOVT) JUN 26 | 0 | 763 | 763 | -0.17% | -$3.52M |
| EURIBOR 90DAY FUT ERZ6 12-14-26 | 0 | 4,080 | 4,080 | -0.19% | -$4.06M |
| IRS EUR 2.75000 09/16/26-10Y LCH | 0 | 1 | 1 | -0.25% | -$5.24M |
| IRS EUR 2.25000 09/16/26-2Y LCH | 0 | 1 | 1 | -0.30% | -$6.44M |
| Uniform Mortgage-Backed Security, TBA | 0 | -7,400,000 | -7,400,000 | -0.32% | -$6.77M |
| Uniform Mortgage-Backed Security, TBA | 0 | -10,600,000 | -10,600,000 | -0.50% | -$10.64M |
| FNMA-15YR | 0 | -16,700,000 | -16,700,000 | -0.72% | -$15.37M |
| G2SF 3.5 4/24 | 0 | -30,400,000 | -30,400,000 | -1.31% | -$27.89M |
| Uniform Mortgage-Backed Security, TBA | 0 | -29,700,000 | -29,700,000 | -1.44% | -$30.70M |
| FNCL 6 6/24 | 0 | -32,000,000 | -32,000,000 | -1.53% | -$32.57M |
| FNCL 2 4/26 | 0 | -59,900,000 | -59,900,000 | -2.26% | -$48.26M |
| FNCL 6.5 6/24 | 0 | -66,800,000 | -66,800,000 | -3.24% | -$69.05M |
| FNCL 2 5/26 | 0 | -95,000,000 | -95,000,000 | -3.59% | -$76.50M |
| Security | Shares Dec 2025 | Shares Mar 2026 | Δ shares | End % | Δ value |
|---|---|---|---|---|---|
| Uniform Mortgage-Backed Security, TBA | 309,600,000 | 0 | -309,600,000 | 0.00% | -$308.48M |
| FNCL 6 3/24 | 75,000,000 | 0 | -75,000,000 | 0.00% | -$76.98M |
| G2 MB0143 | 77,094,938 | 0 | -77,094,938 | 0.00% | -$70.27M |
| Uniform Mortgage-Backed Security, TBA | 56,700,000 | 0 | -56,700,000 | 0.00% | -$58.94M |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 54,400,000 | 0 | -54,400,000 | 0.00% | -$56.18M |
| Uniform Mortgage-Backed Security, TBA | 54,300,000 | 0 | -54,300,000 | 0.00% | -$55.73M |
| G2SF 3 1/26 | 44,100,000 | 0 | -44,100,000 | 0.00% | -$39.63M |
| LETRA TESOURO NACIONAL BILLS 04/26 0.00000 | 178,200,000 | 0 | -178,200,000 | 0.00% | -$31.46M |
| BUONI POLIENNALI DEL TES SR UNSECURED REGS 08/27 2.1 | 26,800,000 | 0 | -26,800,000 | 0.00% | -$31.45M |
| BONOS Y OBLIG DEL ESTADO SR UNSECURED 01/28 0.00000 | 18,300,000 | 0 | -18,300,000 | 0.00% | -$20.57M |
| FRANCE (GOVT OF) BONDS 144A REGS 02/28 0.75 | 16,400,000 | 0 | -16,400,000 | 0.00% | -$18.65M |
| FRANCE (GOVT OF) BONDS 144A REGS 10/27 2.75 | 15,000,000 | 0 | -15,000,000 | 0.00% | -$17.78M |
| FNMA POOL MA5675 FN 04/55 FIXED 6.5 | 15,384,879 | 0 | -15,384,879 | 0.00% | -$15.99M |
| FN MA5702 | 13,012,934 | 0 | -13,012,934 | 0.00% | -$13.53M |
| FR SD8526 | 11,954,907 | 0 | -11,954,907 | 0.00% | -$12.43M |
| FNCL 3 2/26 | 13,100,000 | 0 | -13,100,000 | 0.00% | -$11.58M |
| CROWN CASTLE INTL CORP 4(2) 144A DISC NT 1/20/2026 | 10,650,000 | 0 | -10,650,000 | 0.00% | -$10.63M |
| JAPAN (2 YEAR ISSUE) BONDS 01/26 0.1 | 1,550,000,000 | 0 | -1,550,000,000 | 0.00% | -$9.90M |
| FNMA POOL MA5737 FN 06/55 FIXED 6.5 | 6,838,007 | 0 | -6,838,007 | 0.00% | -$7.11M |
| IRS EUR 2.21300 03/12/40-15Y LCH | 1 | 0 | -1 | 0.00% | -$5.34M |
| Government National Mortgage Association | 5,000,000 | 0 | -5,000,000 | 0.00% | -$4.31M |
| PARALLEL LTD PARL 2021 1A AR 144A | 4,100,000 | 0 | -4,100,000 | 0.00% | -$4.09M |
| BONOS Y OBLIG DEL ESTADO SR UNSECURED 05/27 2.5 | 3,400,000 | 0 | -3,400,000 | 0.00% | -$4.01M |
| JABIL INC DISC 01/07/26 0.00000000 | 3,650,000 | 0 | -3,650,000 | 0.00% | -$3.65M |
| Bain Capital Credit CLO Ltd., Series 2020-2A, Class ARR | 3,500,000 | 0 | -3,500,000 | 0.00% | -$3.50M |
| IRS EUR 3.00000 03/18/26-30Y LCH | 1 | 0 | -1 | 0.00% | -$3.02M |
| CROWN CASTLE INTL CORP | 2,700,000 | 0 | -2,700,000 | 0.00% | -$2.69M |
| ENBRIDGE U S INC DISC 01/07/26 0.00000000 | 2,550,000 | 0 | -2,550,000 | 0.00% | -$2.55M |
| BAIN CAPITAL CREDIT CLO, LIMIT BCC 2021 2A A1R 144A | 2,100,000 | 0 | -2,100,000 | 0.00% | -$2.10M |
| AIR LEASE CORP DISC COML 01/26 ZCP | 1,900,000 | 0 | -1,900,000 | 0.00% | -$1.90M |
| Keurig Dr Pepper Inc | 1,900,000 | 0 | -1,900,000 | 0.00% | -$1.90M |
| JABIL INC DISC 01/13/26 0.00000000 | 1,700,000 | 0 | -1,700,000 | 0.00% | -$1.70M |
| FUT. EUR FOAT MAR26 | -1,049 | 0 | 1,049 | 0.00% | -$1.54M |
| REP OF POLAND | 1,400,000 | 0 | -1,400,000 | 0.00% | -$1.43M |
| FUT. EURO-BUND EUX MAR26 | -671 | 0 | 671 | 0.00% | -$1.34M |
| OIS SGD SIBSORA/2.00000 03/18/26-5Y LCH | 1 | 0 | -1 | 0.00% | -$1.29M |
| ROMANIA ROMANIA | 1,100,000 | 0 | -1,100,000 | 0.00% | -$1.28M |
| FED HM LN PC POOL QJ5545 FR 09/54 FIXED 6.5 | 1,221,190 | 0 | -1,221,190 | 0.00% | -$1.27M |
| ROMANIA SR UNSECURED REGS 04/33 2 | 1,200,000 | 0 | -1,200,000 | 0.00% | -$1.15M |
| ENBRIDGE (US) INC | 1,100,000 | 0 | -1,100,000 | 0.00% | -$1.10M |
| UKG 10YR FUT G H6 03-27-26 | 948 | 0 | -948 | 0.00% | -$1.03M |
| U.S. Treasury Bills | 1,029,000 | 0 | -1,029,000 | 0.00% | -$1.02M |
| FED HM LN PC POOL QY1895 FR 04/55 FIXED 6.5 | 878,106 | 0 | -878,106 | 0.00% | -$912.68K |
| Government National Mortgage Association | 983,812 | 0 | -983,812 | 0.00% | -$896.76K |
| FR SD8535 | 831,629 | 0 | -831,629 | 0.00% | -$864.45K |
| HA SUSTAINABLE INFRASTRUCTURE 01/26 ZCP | 850,000 | 0 | -850,000 | 0.00% | -$848.67K |
| FED HM LN PC POOL QX3521 FR 12/54 FIXED 6.5 | 799,362 | 0 | -799,362 | 0.00% | -$830.91K |
| SOUTHERN CALIFORNIA EDISON CO CP 0% 01/05/2026 | 800,000 | 0 | -800,000 | 0.00% | -$799.55K |
| BACARDI MARTINI DISC 01/29/26 0.00000000 | 800,000 | 0 | -800,000 | 0.00% | -$797.32K |
| ROMANIA SR UNSECURED 144A 04/42 2.875 | 1,000,000 | 0 | -1,000,000 | 0.00% | -$776.45K |
| ROMANIA UNSECURED 144A 04/33 2 | 800,000 | 0 | -800,000 | 0.00% | -$765.15K |
| CORDATUS CLO PLC CORDA 24A A 144A | 640,311 | 0 | -640,311 | 0.00% | -$753.90K |
| U.S. Treasury Bills | 709,000 | 0 | -709,000 | 0.00% | -$702.44K |
| FGBM Mar 2026 | -561 | 0 | 561 | 0.00% | -$567.54K |
| PANTHEON SNR DBT SCNDRS IIIUSD TERM LOAN | 500,000 | 0 | -500,000 | 0.00% | -$500.00K |
| ROMANIA SR UNSECURED 144A 09/34 6.25 | 400,000 | 0 | -400,000 | 0.00% | -$493.95K |
| Keurig Dr Pepper Inc | 450,000 | 0 | -450,000 | 0.00% | -$449.77K |
| AMETEK INC NEW CP 0% 01/12/2026 | 400,000 | 0 | -400,000 | 0.00% | -$399.49K |
| FED HM LN PC POOL QH3216 FR 10/53 FIXED 6.5 | 382,853 | 0 | -382,853 | 0.00% | -$398.81K |
| JABIL INC DISC 01/12/2026 0.00000000 | 350,000 | 0 | -350,000 | 0.00% | -$349.49K |
| PRJCT ALFA INVSTINDUSTRAL VIII 2025 EUR TERM LOAN 2 | 283,500 | 0 | -283,500 | 0.00% | -$333.17K |
| IRS NZD 2.50000 03/12/26-2Y LCH | 1 | 0 | -1 | 0.00% | -$313.46K |
| IRS NZD 3.50000 03/18/26-5Y LCH | 1 | 0 | -1 | 0.00% | -$258.23K |
| FUT. EURX E-SCHATZ MAR26 | -1,410 | 0 | 1,410 | 0.00% | -$257.79K |
| EDISON INTERNATIONAL 01/26 ZCP | 250,000 | 0 | -250,000 | 0.00% | -$249.86K |
| FNMA POOL DC9630 FN 01/55 FIXED 6.5 | 231,029 | 0 | -231,029 | 0.00% | -$240.15K |
| ROMANIA SR UNSECURED REGS 10/45 6.5 | 200,000 | 0 | -200,000 | 0.00% | -$234.03K |
| Saranac CLO VI Ltd., Series 2018-6A, Class A1R | 230,252 | 0 | -230,252 | 0.00% | -$230.38K |
| FNMA POOL DD0765 FN 02/55 FIXED 6.5 | 216,179 | 0 | -216,179 | 0.00% | -$224.71K |
| CHINA GOVERNMENT BOND BONDS 05/35 1.65 | 1,000,000 | 0 | -1,000,000 | 0.00% | -$140.62K |
| GPMT Ltd., Series 2021-FL3, Class A | 138,028 | 0 | -138,028 | 0.00% | -$138.02K |
| Newark BSL CLO Ltd., Series 2017-1A, Class A1R | 136,578 | 0 | -136,578 | 0.00% | -$136.64K |
| GNMA II POOL MB0304 G2 04/55 FIXED 3.5 | 147,576 | 0 | -147,576 | 0.00% | -$134.45K |
| OIS SGD SIBSORA/1.25000 03/18/26-1Y LCH | 1 | 0 | -1 | 0.00% | -$123.42K |
| Government National Mortgage Association, TBA | 100,000 | 0 | -100,000 | 0.00% | -$86.27K |
| 31750RZO8 PIMCO FXVAN PUT USD KRW 1380.0000000 | 0 | 0 | 0 | 0.00% | -$82.02K |
| Venture XXIX CLO Ltd | 64,431 | 0 | -64,431 | 0.00% | -$64.47K |
| 31750RZZ3 PIMCO FXVAN PUT USD BRL 5.12000000 | 0 | 0 | 0 | 0.00% | -$50.34K |
| IRS NZD 3.00000 03/18/26-2Y LCH | 1 | 0 | -1 | 0.00% | -$45.50K |
| 31750RLA3 PIMCO FXVAN PUT EUR CZK 24.20000000 | 6,876,627 | 0 | -6,876,627 | 0.00% | -$39.94K |
| SOUND POINT CLO XVIII LTD SER 2017-4A CL A1 V/R REGD 144A P/P 5.26605000 | 32,089 | 0 | -32,089 | 0.00% | -$32.13K |
| RFR GBP SONIO/3.75000 09/17/25-5Y LCH | 1 | 0 | -1 | 0.00% | -$30.02K |
| 31750RZW0 PIMCO FXVAN PUT USD KRW 1385.0000000 | 0 | 0 | 0 | 0.00% | -$27.03K |
| FUT. EURO BUXL BND MAR26 | -12 | 0 | 12 | 0.00% | -$24.64K |
| 31750RNL7 PIMCO FXVAN PUT EUR CZK 24.10000000 | 6,235,000 | 0 | -6,235,000 | 0.00% | -$24.61K |
| 31750RXM4 PIMCO FXVAN PUT USD BRL 5.40000000 | 0 | 0 | 0 | 0.00% | -$22.02K |
| RFR USD SOFR/3.37500 03/31/26-4Y* LCH | 1 | 0 | -1 | 0.00% | -$19.36K |
| 31750RMC8 PIMCO FXVAN PUT EUR CZK 24.20000000 | 2,242,000 | 0 | -2,242,000 | 0.00% | -$13.52K |
| 31750RFD4 PIMCO FXVAN PUT EUR CZK 24.20000000 | 2,376,000 | 0 | -2,376,000 | 0.00% | -$11.93K |
| 31750S493 PIMCO FXVAN PUT EUR HUF 378.00000000 | 2,970,000 | 0 | -2,970,000 | 0.00% | -$8.86K |
| 31750S584 PIMCO FXVAN PUT EUR HUF 376.00000000 | 4,087,000 | 0 | -4,087,000 | 0.00% | -$8.65K |
| RFR GBP SONIO/3.50000 09/17/25-2Y LCH | 1 | 0 | -1 | 0.00% | -$6.71K |
| 31750S543 PIMCO FXVAN PUT EUR HUF 375.00000000 | 3,871,000 | 0 | -3,871,000 | 0.00% | -$6.68K |
| COUNTRYWIDE ASSET BACKED CERTI CWL 2005 AB3 1A1 | 221 | 0 | -221 | 0.00% | -$221 |
| 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 |
| RFR USD SOFR/3.92750 01/20/26-10Y LCH | 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 |
| USD - KRW | 0 | 0 | 0 | 0.00% | $0 |
| RFR USD SOFR/3.84750 01/06/26-10Y LCH | 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 |
| 317UB7ZA5 PIMCO SWAPTION 3.5475 CALL USD 20260 | -4,300,000 | 0 | 4,300,000 | 0.00% | $0 |
| 317UB9VA5 PIMCO SWAPTION 3.58 CALL USD 2026010 | -6,400,000 | 0 | 6,400,000 | 0.00% | $1 |
| 317UB7YA6 PIMCO SWAPTION 3.8475 PUT USD 202601 | -4,300,000 | 0 | 4,300,000 | 0.00% | $378 |
| 317UBA6A0 PIMCO SWAPTION 3.625 CALL USD 202601 | -6,500,000 | 0 | 6,500,000 | 0.00% | $588 |
| 317UBA5A1 PIMCO SWAPTION 3.925 PUT USD 2026010 | -6,500,000 | 0 | 6,500,000 | 0.00% | $1.29K |
| 317UBC4A8 PIMCO SWAPTION 3.639 CALL USD 202601 | -4,300,000 | 0 | 4,300,000 | 0.00% | $1.35K |
| IRS CNY R 1.50000 03/18/26-5Y SCX | 1 | 0 | -1 | 0.00% | $1.46K |
| 317UBC3A9 PIMCO SWAPTION 3.919 PUT USD 2026011 | -4,300,000 | 0 | 4,300,000 | 0.00% | $2.11K |
| 317UBCLA9 PIMCO SWAPTION 3.6475 CALL USD 20260 | -4,300,000 | 0 | 4,300,000 | 0.00% | $2.97K |
| 317UBCKA0 PIMCO SWAPTION 3.9275 PUT USD 202601 | -4,300,000 | 0 | 4,300,000 | 0.00% | $3.44K |
| RFR GBP SONIO/4.00000 09/17/25-10Y LCH | 1 | 0 | -1 | 0.00% | $7.55K |
| 317UB9UA6 PIMCO SWAPTION 3.86 PUT USD 20260105 | -6,400,000 | 0 | 6,400,000 | 0.00% | $9.55K |
| 31750RXK8 PIMCO FXVAN CALL USD BRL 5.69000000 | -3,930,000 | 0 | 3,930,000 | 0.00% | $30.52K |
| RFR GBP SONIO/4.50000 09/17/25-30Y LCH | 1 | 0 | -1 | 0.00% | $31.01K |
| 31750RZX8 PIMCO FXVAN CALL USD BRL 5.64000000 | -8,100,000 | 0 | 8,100,000 | 0.00% | $57.54K |
| IRS EUR 2.50000 03/18/26-5Y LCH | 1 | 0 | -1 | 0.00% | $189.05K |
| ITA GB 10YR FUT IKH6 03-06-26 | 623 | 0 | -623 | 0.00% | $358.97K |
| IRS EUR 2.00000 03/18/26-2Y LCH | 1 | 0 | -1 | 0.00% | $1.26M |
| FNCL 4.5 1/26 | -1,700,000 | 0 | 1,700,000 | 0.00% | $1.66M |
| IRS EUR 2.75000 03/18/26-10Y LCH | 1 | 0 | -1 | 0.00% | $2.52M |
| FNCL 2.5 1/26 | -3,200,000 | 0 | 3,200,000 | 0.00% | $2.71M |
| Uniform Mortgage-Backed Security, TBA | -3,950,000 | 0 | 3,950,000 | 0.00% | $3.74M |
| Uniform Mortgage-Backed Security, TBA | -5,300,000 | 0 | 5,300,000 | 0.00% | $5.37M |
| FNCL 3.5 2/26 | -7,400,000 | 0 | 7,400,000 | 0.00% | $6.82M |
| FNCI 2 1/26 | -16,700,000 | 0 | 16,700,000 | 0.00% | $15.47M |
| FNCL 2 1/26 | -19,500,000 | 0 | 19,500,000 | 0.00% | $15.77M |
| Government National Mortgage Association, TBA | -30,500,000 | 0 | 30,500,000 | 0.00% | $27.76M |
| Uniform Mortgage-Backed Security, TBA | -107,000,000 | 0 | 107,000,000 | 0.00% | $86.50M |
| Security | Shares Dec 2025 | Shares Mar 2026 | Δ shares | End % | Δ value |
|---|---|---|---|---|---|
| PIMCO PRV SHORT TERM FLT III MUTUAL FUND | 8,488,893 | 8,497,099 | 8,206 | 3.88% | $62.94K |
| JAPAN GOVT CPI LINKED BONDS 03/28 0.1 | 1,216,398,960 | 1,218,230,370 | 1,831,410 | 0.36% | -$198.53K |
| 365 BANK AS REGS 07/28 VAR | 3,700,000 | 4,300,000 | 600,000 | 0.24% | $576.84K |
| CDX ITRAXX XOV44 5Y 35-100% SP MYC | 4 | 5 | 1 | 0.14% | $1.47M |
| JAPAN GOVT CPI LINKED BONDS 03/29 0.1 | 394,772,000 | 395,363,500 | 591,500 | 0.12% | -$78.12K |
| CHINA DEVELOPMENT BANK UNSECURED 01/34 2.63 | 600,000 | 1,700,000 | 1,100,000 | 0.01% | $170.14K |
| American Home Mortgage Assets Trust, Series 2006-1, Class 2A1 | 67,433 | 67,465 | 32 | 0.00% | -$236 |
| RESIDENTIAL ASSET SECURITIZATI RAST 2006 R1 A2 | 45,767 | 45,770 | 3 | 0.00% | -$381 |
| IRS AUD 3.75000 03/18/26-5Y LCH | 1 | 2 | 1 | -0.62% | -$2.28M |
| Security | Shares Dec 2025 | Shares Mar 2026 | Δ shares | End % | Δ value |
|---|---|---|---|---|---|
| FR SD8455 | 44,856,289 | 37,705,658 | -7,150,630 | 1.83% | -$7.61M |
| US ULTRA BOND CBT Sep25 | 8,075,049 | 7,405,182 | -669,867 | 0.97% | $19.92M |
| G2 MA8345 | 17,269,094 | 16,950,035 | -319,059 | 0.73% | -$203.76K |
| G2 MA8149 | 15,439,529 | 15,131,051 | -308,478 | 0.66% | -$205.23K |
| Barclays Mortgage Loan Trust, Series 2025-NQM3, Class A1 | 9,988,969 | 9,492,384 | -496,586 | 0.45% | -$524.88K |
| U.S. TREASURY INFLATION-PROTECTED SECURITIES 1.125% 01/15/2033 | 8,088,866 | 8,079,098 | -9,768 | 0.36% | $19.90K |
| FN 190445 | 8,548,648 | 7,290,885 | -1,257,763 | 0.35% | -$1.34M |
| FED HM LN PC POOL RJ0140 FR 12/53 FIXED 6.5 | 7,268,041 | 6,528,915 | -739,126 | 0.32% | -$802.28K |
| FN MA5421 | 6,658,318 | 5,838,896 | -819,422 | 0.28% | -$885.42K |
| STRATTON MORTGAGE FUNDING PLC STRA 2024 1A A 144A | 4,630,130 | 4,367,876 | -262,253 | 0.27% | -$460.43K |
| FNMA POOL CB7606 FN 12/53 FIXED 6.5 | 6,435,220 | 5,562,434 | -872,786 | 0.27% | -$934.49K |
| U.S. TREASURY INFLATION-PROTECTED SECURITIES 0-1/2% 01/15/2028 | 5,412,082 | 5,405,604 | -6,478 | 0.25% | $47.21K |
| FNMA POOL DA1608 FN 11/53 FIXED 6.5 | 6,502,366 | 5,035,861 | -1,466,505 | 0.24% | -$1.55M |
| FREDDIE MAC REMICS SER 5513 CL MF V/R 5.01180000 | 5,758,582 | 5,127,002 | -631,580 | 0.24% | -$622.57K |
| FN MA5217 | 5,649,762 | 4,766,832 | -882,931 | 0.23% | -$941.53K |
| U.S. TREASURY INFLATION-PROTECTED SECURITIES 0-3/8% 07/15/2027 | 4,924,959 | 4,919,039 | -5,920 | 0.23% | $50.36K |
| FNMA POOL CB7197 FN 07/53 FIXED 5.5 | 4,901,853 | 4,735,339 | -166,514 | 0.22% | -$213.52K |
| FR SD8384 | 4,907,461 | 4,379,046 | -528,415 | 0.21% | -$574.21K |
| Ellington Financial Mortgage Trust, Series 2025-NQM2, Class A1 | 4,317,886 | 4,025,019 | -292,867 | 0.19% | -$317.41K |
| BRACCAN MORTGAGE FUNDING BRACN 2025 1X A REGS | 2,975,029 | 2,943,799 | -31,230 | 0.18% | -$123.59K |
| CHESHIRE CHESH 2025 1 A REGS | 3,200,000 | 2,860,003 | -339,997 | 0.18% | -$530.86K |
| U.S. TREASURY INFLATION-PROTECTED SECURITIES 2-1/2% 01/15/29 | 3,639,744 | 3,635,376 | -4,368 | 0.18% | $14.26K |
| FNMA POOL FS5611 FN 07/53 FIXED VAR | 4,036,168 | 3,980,866 | -55,303 | 0.18% | -$78.93K |
| BOSPHORUS CLO BOPHO 6A A 144A | 3,967,722 | 3,214,630 | -753,093 | 0.17% | -$949.66K |
| U.S. TREASURY INFLATION-PROTECTED SECURITIES 0-1/8% 07/15/2031 | 3,887,520 | 3,882,848 | -4,672 | 0.17% | $25.89K |
| TOGETHER ASSET BACKED SECURITI TOGET 2025 1ST1A A 144A | 2,892,273 | 2,658,575 | -233,698 | 0.16% | -$383.09K |
| ATLAS FUNDING AFUND 2025 1 A REGS | 2,584,285 | 2,570,761 | -13,524 | 0.16% | -$87.27K |
| JP MORGAN MORTGAGE TRUST JPMMT 2021 INV8 A2 144A | 3,966,594 | 3,898,982 | -67,612 | 0.16% | -$89.99K |
| FREDDIE MAC FHR 5511 FB | 3,784,385 | 3,194,279 | -590,107 | 0.15% | -$598.35K |
| U.S. TREASURY INFLATION-PROTECTED SECURITIES 3-7/8% 04/15/29 | 2,970,960 | 2,967,390 | -3,570 | 0.15% | $831 |
| RESIDENTIAL ASSET SECURITIES C RASC 2006 KS9 AI4 | 3,697,403 | 3,613,607 | -83,796 | 0.15% | -$106.95K |
| G2 MA7828 | 3,420,751 | 3,352,286 | -68,464 | 0.14% | -$85.37K |
| GS MORTGAGE BACKED SECURITIES GSMBS 2022 HP1 A2 144A | 3,471,669 | 3,400,315 | -71,354 | 0.14% | -$91.65K |
| MERRILL LYNCH MORTGAGE INVESTO MLMI 2005 HE3 A1B | 3,074,022 | 3,053,165 | -20,857 | 0.13% | -$17.52K |
| NOVASTAR MORTGAGE FUNDING TRUST SERIES 2006-1 SER 2006-1 CL A2D V/R REGD 4.60876000 | 2,796,180 | 2,783,950 | -12,230 | 0.13% | -$15.04K |
| Freddie Mac REMICS | 2,819,393 | 2,694,260 | -125,133 | 0.13% | -$119.93K |
| CHASE MORTGAGE FINANCE CORPORA CHASE 2025 RPL1 A1A 144A | 3,075,979 | 3,007,043 | -68,936 | 0.13% | -$82.50K |
| JP MORGAN MORTGAGE TRUST JPMMT 2021 INV4 A2 144A | 3,141,598 | 3,083,661 | -57,937 | 0.13% | -$67.45K |
| JP MORGAN MORTGAGE TRUST JPMMT 2022 INV1 A3 144A | 3,120,083 | 3,061,254 | -58,829 | 0.13% | -$65.73K |
| FREDDIE MAC REMICS SER 5517 CL FE V/R 4.82419000 | 2,780,013 | 2,608,328 | -171,685 | 0.12% | -$164.77K |
| TOWD POINT MORTGAGE FUNDING TPMF 2023 V3 A1 REGS | 2,083,651 | 1,939,942 | -143,709 | 0.12% | -$244.05K |
| TPMT 2019-4 A1 | 2,800,876 | 2,651,445 | -149,431 | 0.12% | -$153.68K |
| Atlas Senior Loan Fund XV Ltd., Series 2019-15A, Class A1R | 3,519,180 | 2,544,264 | -974,917 | 0.12% | -$973.30K |
| JP MORGAN MORTGAGE TRUST JPMMT 2021 INV6 A2 144A | 2,978,556 | 2,928,547 | -50,008 | 0.12% | -$70.74K |
| J P MORGAN SEASONED MTG TR 2024-1 4.482731% 10/25/2054 144A | 2,691,477 | 2,619,461 | -72,016 | 0.12% | -$74.71K |
| FR SD8364 | 2,573,262 | 2,265,379 | -307,883 | 0.11% | -$331.12K |
| Cross Mortgage Trust, Series 2024-H8, Class A1 | 2,558,182 | 2,311,904 | -246,277 | 0.11% | -$258.01K |
| FHLG 30YR 5.5% 08/01/2053#QG9137 | 2,252,878 | 2,182,502 | -70,376 | 0.10% | -$91.82K |
| FREDDIE MAC FHR 5508 AF | 2,452,013 | 2,134,993 | -317,020 | 0.10% | -$312.23K |
| UMBS | 2,395,402 | 2,037,238 | -358,164 | 0.10% | -$382.38K |
| FNR 2025-54 FM | 2,189,254 | 2,040,394 | -148,861 | 0.10% | -$145.16K |
| TOWER BRIDGE FUNDING TWRBG 2024 2A A 144A | 2,068,874 | 1,491,048 | -577,826 | 0.09% | -$817.60K |
| FR SD8471 | 2,189,389 | 1,876,214 | -313,175 | 0.09% | -$334.82K |
| CITIGROUP MORTGAGE LOAN TRUST CMLTI 2014 11 2A2 144A | 4,880,540 | 4,856,522 | -24,018 | 0.09% | -$23.63K |
| STRUCTURED ASSET SECURITIES CO SASC 2005 NC1 M4 | 1,756,011 | 1,702,817 | -53,194 | 0.09% | -$52.98K |
| U.S. TREASURY INFLATION-PROTECTED SECURITIES 0-1/8% 01/15/32 | 1,996,837 | 1,994,440 | -2,397 | 0.09% | $10.82K |
| FNMA POOL DC1355 FN 09/54 FIXED 6.5 | 1,714,556 | 1,710,129 | -4,427 | 0.08% | -$13.01K |
| ARES EURO CLO ARESE 14A AR 144A | 2,054,677 | 1,497,692 | -556,985 | 0.08% | -$684.91K |
| FED HM LN PC POOL QI9547 FR 07/54 FIXED 6.5 | 1,671,273 | 1,667,010 | -4,263 | 0.08% | -$12.70K |
| FR SD8374 | 1,895,303 | 1,633,055 | -262,248 | 0.08% | -$281.07K |
| CITIGROUP MORTGAGE LOAN TRUST CMLTI 2005 OPT4 M6 | 1,866,537 | 1,732,719 | -133,819 | 0.08% | -$126.42K |
| FHLG 30YR 6.5% 08/01/2054#QJ2139 | 1,729,846 | 1,543,608 | -186,237 | 0.08% | -$207.29K |
| FNMA POOL DC0244 FN 08/54 FIXED 6.5 | 1,762,546 | 1,547,363 | -215,183 | 0.08% | -$226.31K |
| FN MA5390 | 1,642,488 | 1,418,067 | -224,421 | 0.07% | -$240.32K |
| FNMA POOL DE1166 FN 06/55 FIXED 6.5 | 1,579,322 | 1,380,282 | -199,039 | 0.07% | -$214.74K |
| FNMA POOL CA4346 FN 10/49 FIXED 3 | 1,591,784 | 1,564,611 | -27,173 | 0.06% | -$33.48K |
| OCEANVIEW MORTGAGE TRUST BVINV 2021 5 A1 144A | 1,562,798 | 1,540,357 | -22,441 | 0.06% | -$27.93K |
| PMT LOAN TRUST 2021-INV2 SER 2021-INV1 CL A3 V/R REGD 144A P/P 2.50000000 | 1,627,646 | 1,599,021 | -28,625 | 0.06% | -$31.02K |
| FNMA POOL DB2414 FN 06/54 FIXED 6 | 1,424,617 | 1,301,901 | -122,716 | 0.06% | -$135.65K |
| BULGARIA SR UNSECURED REGS 07/35 3.375 | 2,000,000 | 1,200,000 | -800,000 | 0.06% | -$983.01K |
| FR SD8448 | 1,494,897 | 1,271,337 | -223,560 | 0.06% | -$237.94K |
| G2 MA8266 | 1,440,600 | 1,409,966 | -30,634 | 0.06% | -$29.49K |
| STRATTON MORTGAGE FUNDING PLC STRA 2024 2A A 144A | 1,044,393 | 983,278 | -61,116 | 0.06% | -$106.87K |
| ONSLOW BAY FINANCIAL LLC OBX 2023 NQM9 A1 144A | 1,372,060 | 1,280,256 | -91,804 | 0.06% | -$99.29K |
| SOUNDVIEW HOME LOAN TRUST 2006-3 SER 2006-3 CL A4 V/R REGD 4.56876000 | 1,394,514 | 1,339,666 | -54,847 | 0.06% | -$51.63K |
| FNMA POOL BF0334 FN 01/59 FIXED 3.5 | 1,422,112 | 1,397,620 | -24,492 | 0.06% | -$29.85K |
| PALMER SQUARE EUROPEAN LOAN FU PSTET 2023 3A AR 144A | 1,508,436 | 1,079,178 | -429,257 | 0.06% | -$523.48K |
| GPMT Ltd., Series 2021-FL4, Class A | 1,395,339 | 1,213,862 | -181,476 | 0.06% | -$185.18K |
| COUNTRYWIDE ASSET BACKED CERTI CWL 2007 BC2 1A | 1,183,185 | 1,176,173 | -7,012 | 0.06% | -$9.94K |
| GSAMP TRUST GSAMP 2006 HE3 A2D | 1,212,662 | 1,158,681 | -53,981 | 0.05% | -$51.03K |
| TRTX Issuer Ltd., Series 2022-FL5, Class A | 1,302,966 | 1,121,107 | -181,858 | 0.05% | -$176.71K |
| CITIGROUP MORTGAGE LOAN TRUST CMLTI 2007 AMC2 A3B | 1,514,726 | 1,495,919 | -18,807 | 0.05% | -$14.95K |
| ONSLOW BAY FINANCIAL LLC OBX 2023 NQM10 A1 144A | 1,175,542 | 1,107,309 | -68,233 | 0.05% | -$72.22K |
| FNMA POOL DB8624 FN 07/54 FIXED 6.5 | 1,145,324 | 1,038,560 | -106,764 | 0.05% | -$112.66K |
| GSAMP TRUST GSAMP 2006 FM2 A2D | 3,071,958 | 3,046,817 | -25,142 | 0.05% | -$19.86K |
| Citigroup Mortgage Loan Trust, Series 2021-INV3, Class A3 | 1,251,000 | 1,230,050 | -20,950 | 0.05% | -$23.71K |
| NYKREDIT REALKREDIT A/S COVERED REGS 10/53 1.5 | 8,264,120 | 8,198,193 | -65,927 | 0.05% | -$36.33K |
| CVC CORDATUS OPPORTUNITY LOAN COLFR 1A AR 144A | 917,779 | 870,858 | -46,921 | 0.05% | -$72.04K |
| GSMPS Mortgage Loan Trust, Series 2006-RP1, Class 1AF1 | 1,234,744 | 1,200,285 | -34,459 | 0.05% | -$34.33K |
| IAGLN 3.35 06/15/29 144A | 1,057,983 | 982,413 | -75,570 | 0.04% | -$75.56K |
| ACE SECURITIES CORP HOME EQUITY LOAN TRUST SERIE SER 2005-HE5 CL M4 V/R REGD 4.96876000 | 968,170 | 932,306 | -35,864 | 0.04% | -$36.07K |
| G2 MA8044 | 1,030,571 | 1,008,536 | -22,035 | 0.04% | -$16.47K |
| MASTR ASSET BACKED SECURITIES MABS 2006 HE2 A4 | 2,827,522 | 2,801,296 | -26,226 | 0.04% | -$30.35K |
| FNCL UMBS 6.5 QY1579 04-01-55 | 997,132 | 895,065 | -102,067 | 0.04% | -$112.58K |
| FNMA POOL DC3275 FN 09/54 FIXED 6.5 | 913,143 | 883,016 | -30,127 | 0.04% | -$32.60K |
| BRACCAN MORTGAGE FUNDING BRACN 2025 1A A 144A | 694,174 | 686,887 | -7,287 | 0.04% | -$28.84K |
| VERUS SECURITIZATION TRUST VERUS 2023 7 A1 144A | 992,557 | 884,383 | -108,174 | 0.04% | -$114.79K |
| LEHMAN XS TRUST LXS 2006 GP4 1A1 | 985,163 | 963,985 | -21,178 | 0.04% | -$16.24K |
| FNMA POOL DB4022 FN 05/54 FIXED 6.5 | 903,377 | 852,211 | -51,167 | 0.04% | -$54.48K |
| MORGAN STANLEY CAPITAL INC MSAC 2004 HE8 M1 | 844,724 | 817,707 | -27,016 | 0.04% | -$23.67K |
| SMB PRIVATE EDUCATION LOAN TRUST 2022-B SER 2022-B CL A1B V/R REGD 144A P/P 5.59202000 | 919,235 | 870,703 | -48,532 | 0.04% | -$49.14K |
| FNMA POOL DB4023 FN 05/54 FIXED 6.5 | 921,065 | 840,380 | -80,684 | 0.04% | -$85.53K |
| MORGAN STANLEY CAPITAL INC MSAC 2007 NC3 A2B | 1,161,290 | 1,134,446 | -26,844 | 0.04% | -$41.84K |
| FED HM LN PC POOL QG4720 FR 06/53 FIXED 5.5 | 870,740 | 857,865 | -12,875 | 0.04% | -$21.07K |
| FNMA POOL FS8786 FN 07/54 FIXED VAR | 885,479 | 825,955 | -59,525 | 0.04% | -$63.39K |
| FNMA POOL DD5425 FN 05/55 FIXED 6.5 | 914,783 | 818,481 | -96,302 | 0.04% | -$103.98K |
| COUNTRYWIDE ALTERNATIVE LOAN T CWALT 2006 36T2 2A1 | 2,200,647 | 2,188,703 | -11,944 | 0.04% | -$32.19K |
| FNCL UMBS 6.5 RJ2411 09-01-54 | 904,057 | 812,697 | -91,360 | 0.04% | -$99.38K |
| FNMA POOL DD7762 FN 05/55 FIXED 6.5 | 994,706 | 810,582 | -184,124 | 0.04% | -$195.82K |
| FNMA POOL FS8790 FN 07/54 FIXED VAR | 892,602 | 809,758 | -82,844 | 0.04% | -$90.35K |
| RESIDENTIAL ACCREDIT LOANS, IN RALI 2007 QS3 A3 | 1,019,147 | 996,703 | -22,445 | 0.04% | -$24.63K |
| CHASE MORTGAGE FINANCE CORPORA CHASE 2023 RPL2 A1 144A | 932,332 | 915,930 | -16,402 | 0.04% | -$21.09K |
| CHASE MORTGAGE FINANCE CORPORA CHASE 2023 RPL3 A1 144A | 926,470 | 914,006 | -12,464 | 0.04% | -$17.49K |
| Soundview Home Loan Trust, Series 2007-OPT5, Class 2A2 | 1,041,081 | 1,026,112 | -14,969 | 0.04% | -$11.59K |
| FNMA POOL DC0245 FN 08/54 FIXED 6.5 | 867,516 | 760,956 | -106,560 | 0.04% | -$112.47K |
| FNMA POOL DD6411 FN 04/55 FIXED 6.5 | 880,706 | 765,633 | -115,073 | 0.04% | -$122.76K |
| FED HM LN PC POOL QX9934 FR 04/55 FIXED 6.5 | 792,117 | 761,429 | -30,688 | 0.04% | -$34.99K |
| NRZT 2019-RPL3 A1 144A FRN 07-25-59 | 867,485 | 810,415 | -57,069 | 0.04% | -$55.80K |
| FED HM LN PC POOL QI4230 FR 04/54 FIXED 6.5 | 1,163,395 | 759,072 | -404,323 | 0.04% | -$424.04K |
| WASHINGTON MUTUAL MORTGAGE PAS WMALT 2006 2 2CB | 1,182,856 | 1,162,368 | -20,488 | 0.04% | -$17.10K |
| FED HM LN PC POOL QI8203 FR 06/54 FIXED 6.5 | 871,797 | 746,732 | -125,065 | 0.04% | -$131.80K |
| STRUCTURED ASSET SECURITIES CO SASC 2006 RF1 1A 144A | 950,538 | 928,880 | -21,658 | 0.04% | -$22.14K |
| UMBS | 845,128 | 743,785 | -101,343 | 0.04% | -$109.02K |
| FED HM LN PC POOL QX9880 FR 04/55 FIXED 6.5 | 898,823 | 737,119 | -161,704 | 0.04% | -$171.76K |
| FR SD8331 | 795,696 | 755,876 | -39,820 | 0.04% | -$47.03K |
| RESLOC UK PLC RLOC 2007 1X A3B REGS | 609,302 | 583,492 | -25,810 | 0.04% | -$44.55K |
| FNMA POOL CB6989 FN 06/53 FIXED 5.5 | 784,551 | 749,502 | -35,048 | 0.04% | -$42.41K |
| ARCLO 2022-FL1 A SOFR30A+145 01/15/2037 144A | 929,072 | 741,250 | -187,822 | 0.03% | -$191.95K |
| CAIRN CLO BV CRNCL 2016 7A A1R 144A | 794,071 | 628,976 | -165,095 | 0.03% | -$205.81K |
| LUMINENT MORTGAGE TRUST LUM 2006 4 A1A | 845,267 | 811,590 | -33,677 | 0.03% | -$28.20K |
| FNMA POOL DD5569 FN 03/55 FIXED 6.5 | 882,556 | 682,758 | -199,798 | 0.03% | -$209.92K |
| TPMT 2020-2 A1A | 806,739 | 770,565 | -36,174 | 0.03% | -$36.87K |
| MORGAN STANLEY CAPITAL INC MSAC 2007 HE2 A2C | 1,546,738 | 1,533,845 | -12,893 | 0.03% | -$11.22K |
| GALLATIN LOAN MANAGEMENT, LLC GALL 2017 1A A1R 144A | 842,830 | 696,753 | -146,077 | 0.03% | -$145.81K |
| FED HM LN PC POOL QX6702 FR 02/55 FIXED 6.5 | 912,859 | 668,287 | -244,572 | 0.03% | -$257.94K |
| FED HM LN PC POOL QX9932 FR 04/55 FIXED 6.5 | 792,374 | 665,295 | -127,079 | 0.03% | -$134.86K |
| FN FS9204 | 801,387 | 655,793 | -145,594 | 0.03% | -$154.59K |
| Freddie Mac Pool | 821,676 | 641,371 | -180,305 | 0.03% | -$199.93K |
| GSC Capital Corp Mortgage Trust 2006-2 | 654,507 | 644,013 | -10,494 | 0.03% | -$4.46K |
| NRZT 2020-RPL1 A1 144A FRN 11-25-59 | 703,042 | 664,638 | -38,405 | 0.03% | -$40.97K |
| MASTR Asset Backed Securities Trust 2006-AM1 | 640,279 | 628,025 | -12,254 | 0.03% | -$9.86K |
| Argent Securities Inc Asset-Backed Pass-Through Certificates Series 2005-W4 | 769,110 | 759,246 | -9,865 | 0.03% | -$11.16K |
| FN MA5445 | 654,388 | 572,526 | -81,862 | 0.03% | -$87.91K |
| COUNTRYWIDE ALTERNATIVE LOAN T CWALT 2006 OA6 1A1A | 632,150 | 625,256 | -6,894 | 0.03% | -$6.31K |
| MORGAN STANLEY CAPITAL INC MSAC 2006 HE4 A4 | 1,187,018 | 1,166,250 | -20,768 | 0.03% | -$19.89K |
| CREDIT BASED ASSET SERVICING A CBASS 2006 CB3 AV4 | 634,796 | 618,338 | -16,458 | 0.03% | -$16.88K |
| FNMA POOL FM3972 FN 07/50 FIXED VAR | 620,844 | 608,225 | -12,619 | 0.03% | -$16.44K |
| NovaStar Mortgage Funding Trust Series 2007-1 | 874,869 | 854,440 | -20,429 | 0.03% | -$15.11K |
| Morgan Stanley Home Equity Loan Trust 2007-2 | 1,095,199 | 1,083,659 | -11,540 | 0.03% | -$11.70K |
| FIRST FRANKLIN MTG LOAN ASSET FFML 2006 FF10 A1 | 580,248 | 574,592 | -5,656 | 0.03% | -$5.02K |
| Saxon Asset Securities Trust, Series 2007-3, Class 1A | 597,362 | 556,230 | -41,132 | 0.03% | -$38.95K |
| U.S. TREASURY INFLATION-PROTECTED SECURITIES 0-5/8% 07/15/2032 | 560,325 | 559,655 | -670 | 0.02% | $2.36K |
| JP MORGAN MORTGAGE TRUST JPMMT 2007 S2 1A11 | 1,390,402 | 1,388,892 | -1,511 | 0.02% | -$2.36K |
| GOVERNMENT NATIONAL MORTGAGE A GNR 2016 H24 F | 578,080 | 496,641 | -81,440 | 0.02% | -$81.94K |
| STRUCTURED ASSET INVESTMENT LO SAIL 2006 4 A1 | 853,066 | 846,739 | -6,328 | 0.02% | -$4.75K |
| Structured Asset Mortgage Investments II Trust, Series 2006-AR7, Class A1BG | 565,348 | 550,070 | -15,277 | 0.02% | -$17.46K |
| PREFERRED TERM SECS XXVI SR SECURED 144A 09/37 VAR | 516,778 | 515,075 | -1,703 | 0.02% | $3.56K |
| FNMA POOL BF0463 FN 03/60 FIXED 3 | 550,421 | 545,935 | -4,486 | 0.02% | -$7.21K |
| AMERICAN HOME MORTGAGE INVESTM AHM 2007 2 13A1 | 823,078 | 802,869 | -20,209 | 0.02% | -$24.10K |
| TPMT 2020-1 A1 | 514,983 | 480,550 | -34,433 | 0.02% | -$34.00K |
| Uniform Mortgage-Backed Securities | 497,519 | 477,654 | -19,864 | 0.02% | -$21.36K |
| RESIDENTIAL ASSET SECURITIZATI RAST 2005 A15 3A1 | 706,998 | 676,934 | -30,064 | 0.02% | -$36.00K |
| G2 MA7988 | 506,463 | 495,490 | -10,973 | 0.02% | -$13.00K |
| CWABS Asset-Backed Certificates Trust 2006-11 | 476,186 | 469,164 | -7,021 | 0.02% | -$6.68K |
| FNCL UMBS 2.5 RA4542 02-01-51 | 514,795 | 507,272 | -7,523 | 0.02% | -$8.54K |
| FN MA5422 | 480,600 | 402,676 | -77,924 | 0.02% | -$82.99K |
| STRUCTURED ASSET SECURITIES CO SASC 2006 RF4 1A1 144A | 486,640 | 480,867 | -5,773 | 0.02% | -$4.89K |
| FNCL UMBS 6.5 QJ6336 10-01-54 | 467,277 | 389,350 | -77,927 | 0.02% | -$82.92K |
| CANADIAN GOVERNMENT RRB BONDS 12/44 1.5 | 571,972 | 570,936 | -1,036 | 0.02% | -$3.15K |
| ONSLOW BAY FINANCIAL LLC OBX 2022 INV2 A1 144A | 451,046 | 443,672 | -7,375 | 0.02% | -$9.98K |
| MF1 MULTIFAMILY HOUSING MORTGA MF1 2021 FL7 A 144A | 540,617 | 376,066 | -164,552 | 0.02% | -$163.89K |
| FREDDIE MAC POOL UMBS P#QG5960 5.50000000 | 364,088 | 354,929 | -9,160 | 0.02% | -$12.62K |
| FN FM3243 | 376,861 | 368,515 | -8,346 | 0.02% | -$10.74K |
| CHEVY CHASE MORTGAGE FUNDING C CCMFC 2005 1A A1 144A | 357,472 | 344,931 | -12,541 | 0.02% | -$11.36K |
| CWABS Asset-Backed Certificates Trust, Series 2006-24, Class 1A | 373,167 | 364,238 | -8,928 | 0.02% | -$7.28K |
| DRYDEN LEVERAGED LOAN CDO DRYD 2017 27A AR 144A | 438,886 | 284,251 | -154,635 | 0.02% | -$187.09K |
| COUNTRYWIDE HOME LOANS CWHL 2006 12 A1 | 703,600 | 703,597 | -3 | 0.02% | -$5.05K |
| FNMA POOL DD5573 FN 03/55 FIXED 6.5 | 425,124 | 310,561 | -114,564 | 0.02% | -$121.41K |
| SMB PRIVATE EDUCATION LOAN TRUST 2020-B 1.29% 07/15/2053 144A | 380,130 | 337,590 | -42,539 | 0.02% | -$40.82K |
| NEWGATE FUNDING PLC NGATE 2007 3X A3 REGS | 252,882 | 244,641 | -8,241 | 0.02% | -$16.32K |
| CWABS Asset-Backed Certificates Trust 2006-25 | 345,168 | 335,417 | -9,751 | 0.01% | -$9.39K |
| Morgan Stanley Mortgage Loan Trust, Series 2007-1XS, Class 2A3 | 1,559,535 | 1,553,213 | -6,322 | 0.01% | -$6.01K |
| MASTR SPECIALIZED LOAN TRUST MASD 2007 1 A 144A | 793,571 | 783,142 | -10,429 | 0.01% | -$8.57K |
| GS MORTGAGE-BACKED SECURITIES TRUST 2021-INV1 SER 2021-INV1 CL A2 V/R REGD 144A P/P 2.50000000 | 365,025 | 359,893 | -5,132 | 0.01% | -$5.66K |
| Government National Mortgage Association | 312,062 | 280,667 | -31,395 | 0.01% | -$31.71K |
| WAMU MORTGAGE PASS THROUGH CER WAMU 2005 AR13 A1B3 | 281,063 | 275,810 | -5,252 | 0.01% | -$4.88K |
| CITIGROUP MORTGAGE LOAN TRUST CMLTI 2005 5 1A4 | 262,455 | 256,413 | -6,043 | 0.01% | -$3.51K |
| FIRST FRANKLIN MTG LOAN ASSET FFML 2005 FF2 M5 | 239,785 | 212,324 | -27,461 | 0.01% | -$25.86K |
| COUNTRYWIDE ALTERNATIVE LOAN T CWALT 2007 OA11 A1B | 263,424 | 261,552 | -1,872 | 0.01% | -$1.10K |
| WAMU MORTGAGE PASS THROUGH CER WAMU 2005 AR8 2A1A | 241,772 | 234,090 | -7,682 | 0.01% | -$6.97K |
| Soundview Home Loan Trust 2006-OPT2 | 256,132 | 224,288 | -31,844 | 0.01% | -$30.79K |
| CSMC 2021-INV1TRUST SER 2021-INV1 CL A3 V/R REGD 144A P/P 2.50000000 | 270,497 | 263,360 | -7,137 | 0.01% | -$7.31K |
| STRUCTURED ASSET INVESTMENT LO SAIL 2003 BC1 A2 | 251,052 | 219,266 | -31,786 | 0.01% | -$31.66K |
| WAMU MORTGAGE PASS THROUGH CER WAMU 2006 AR16 1A1 | 239,434 | 234,289 | -5,144 | 0.01% | -$2.95K |
| Deutsche Alt-A Securities Mortgage Loan Trust Series 2007-OA3 | 224,684 | 222,317 | -2,367 | 0.01% | -$1.46K |
| FN BM2007 | 224,977 | 219,983 | -4,994 | 0.01% | -$6.71K |
| U.S. Treasury Bills | 471,000 | 203,000 | -268,000 | 0.01% | -$263.57K |
| FNMA POOL BJ8703 FN 05/49 FIXED 3.5 | 215,374 | 212,956 | -2,418 | 0.01% | -$4.29K |
| Citigroup Mortgage Loan Trust, Series 2007-AMC1, Class A1 | 358,355 | 353,274 | -5,081 | 0.01% | -$4.20K |
| MASTR ALTERNATIVE LOANS TRUST MALT 2006 1 A1 | 498,276 | 493,667 | -4,609 | 0.01% | -$9.47K |
| RESIDENTIAL ACCREDIT LOANS, IN RALI 2007 QH8 A | 244,590 | 243,846 | -743 | 0.01% | -$120 |
| SPECIALTY UNDERWRITING + RESID SURF 2006 BC3 A2C | 309,648 | 308,311 | -1,336 | 0.01% | $2.07K |
| REALKREDIT DANMARK COVERED REGS 10/53 1.5 | 1,513,854 | 1,501,703 | -12,151 | 0.01% | -$6.62K |
| FR SD8439 | 197,827 | 175,217 | -22,611 | 0.01% | -$24.39K |
| NORDEA KREDIT REALKREDIT COVERED 10/53 1.5 | 1,425,813 | 1,414,393 | -11,420 | 0.01% | -$6.13K |
| FR SD8385 | 198,008 | 169,307 | -28,701 | 0.01% | -$30.70K |
| FNMA POOL DD7358 FN 04/55 FIXED 6.5 | 165,931 | 165,494 | -438 | 0.01% | -$1.90K |
| CWABS INC ASSET-BACKED CERTIFICATES SERIES 2007-12 SER 2007-12 CL 1A1 V/R REGD 4.80876000 | 183,866 | 170,378 | -13,488 | 0.01% | -$14.28K |
| EUROSAIL PLC ESAIL 2007 3X A3A REGS | 138,295 | 120,934 | -17,361 | 0.01% | -$26.36K |
| ONSLOW BAY FINANCIAL LLC OBX 2018 1 A2 144A | 172,799 | 159,919 | -12,880 | 0.01% | -$11.31K |
| NEWGATE FUNDING PLC NGATE 2007 3X BA REGS | 126,441 | 122,320 | -4,121 | 0.01% | -$8.18K |
| FREDDIE MAC POOL UMBS P#RB5012 3.50000000 | 155,209 | 151,094 | -4,116 | 0.01% | -$4.53K |
| GSAMP TRUST GSAMP 2004 OPT M1 | 158,160 | 147,439 | -10,721 | 0.01% | -$10.00K |
| FREDDIE MAC REMICS SER 4579 CL FD V/R 4.77904000 | 124,683 | 115,861 | -8,822 | 0.01% | -$8.65K |
| COUNTRYWIDE HOME LOANS CWHL 2006 OA5 3A1 | 123,609 | 122,311 | -1,298 | 0.01% | -$945 |
| FNMA POOL BH4169 FN 12/47 FIXED 3.5 | 118,903 | 118,051 | -852 | 0.01% | -$1.46K |
| COUNTRYWIDE ALTERNATIVE LOAN T CWALT 2005 41 1A1 | 153,524 | 147,582 | -5,942 | 0.01% | -$3.39K |
| Government National Mortgage Association | 114,281 | 108,545 | -5,737 | 0.01% | -$6.23K |
| REPUBLIC OF ARGENTINA BONDS 07/30 VAR | 147,200 | 132,480 | -14,720 | 0.01% | $12.14K |
| MORGAN STANLEY CAPITAL INC MSAC 2006 WMC2 A1 | 119,495 | 117,881 | -1,613 | 0.01% | -$1.32K |
| U.S. Treasury Bills | 1,271,000 | 100,000 | -1,171,000 | 0.00% | -$1.16M |
| FNMA POOL FM1796 FN 10/34 FIXED VAR | 108,786 | 101,361 | -7,425 | 0.00% | -$8.00K |
| SMB Private Education Loan Trust | 105,592 | 93,775 | -11,816 | 0.00% | -$11.86K |
| FNMA POOL MA5167 FN 10/53 FIXED 6.5 | 102,972 | 89,559 | -13,413 | 0.00% | -$14.31K |
| STRUCTURED ASSET MORTGAGE INVESTMENTS II TRUST 2007-AR4 SER 2007-AR4 CL A3 V/R REGD 4.50876000 | 102,445 | 99,762 | -2,683 | 0.00% | -$2.12K |
| WAMU MORTGAGE PASS THROUGH CER WAMU 2006 AR10 2A1 | 104,372 | 103,282 | -1,090 | 0.00% | -$340 |
| BEAR STEARNS ALT A TRUST BALTA 2005 9 24A1 | 116,402 | 113,335 | -3,067 | 0.00% | -$2.82K |
| RESIDENTIAL ACCREDIT LOANS, IN RALI 2005 QO1 A2 | 100,146 | 99,799 | -347 | 0.00% | -$1.09K |
| COUNTRYWIDE ALTERNATIVE LOAN T CWALT 2005 81 A1 | 91,914 | 90,772 | -1,142 | 0.00% | -$951 |
| THORNBURG MORTGAGE SECURITIES TMST 2007 2 A3A | 86,823 | 86,352 | -471 | 0.00% | -$124 |
| G2 MA7937 | 85,340 | 83,467 | -1,874 | 0.00% | -$2.21K |
| WAMU MORTGAGE PASS THROUGH CER WAMU 2005 AR16 1A3 | 77,740 | 71,891 | -5,849 | 0.00% | -$4.68K |
| FNMA POOL FM7441 FN 05/51 FIXED VAR | 66,686 | 65,738 | -949 | 0.00% | -$1.18K |
| WELLS FARGO ALTERNATIVE LOAN T WFALT 2007 PA2 1A1 | 64,094 | 62,801 | -1,292 | 0.00% | -$1.43K |
| EUROHOME UK MORTGAGES PLC EHMU 2007 1 A REGS | 88,818 | 42,314 | -46,504 | 0.00% | -$63.71K |
| Crown Point CLO 7 Ltd., Series 2018-7A, Class AR | 244,299 | 54,619 | -189,679 | 0.00% | -$189.84K |
| Structured Asset Mortgage Investments II Trust 2006-AR3 | 63,329 | 60,853 | -2,475 | 0.00% | -$2.11K |
| COUNTRYWIDE ALTERNATIVE LOAN T CWALT 2006 OA9 2A1A | 59,885 | 57,818 | -2,067 | 0.00% | -$1.58K |
| COUNTRYWIDE ALTERNATIVE LOAN T CWALT 2005 63 3A1 | 53,800 | 52,998 | -802 | 0.00% | -$334 |
| MORGAN STANLEY MORTGAGE LOAN T MSM 2007 6XS 2A6S | 139,907 | 136,444 | -3,463 | 0.00% | -$3.26K |
| CMLTI 2007-10 22AA 9/37 | 45,754 | 45,308 | -446 | 0.00% | $18 |
| BSARM 2007-3 1A1 | 44,789 | 43,433 | -1,355 | 0.00% | -$899 |
| FANNIE MAE FNR 2002 90 A2 | 41,786 | 38,285 | -3,501 | 0.00% | -$3.76K |
| NOMURA HOME EQUITY LOAN INC NHELI 2006 WF1 M2 | 110,048 | 35,847 | -74,201 | 0.00% | -$74.19K |
| THORNBURG MORTGAGE SECURITIES TMST 2007 2 A1 | 37,867 | 37,360 | -508 | 0.00% | -$383 |
| Structured Adjustable Rate Mortgage Loan Trust, Series 2005-17, Class 3A1 | 44,461 | 40,116 | -4,344 | 0.00% | -$3.54K |
| GSAMP TRUST GSAMP 2006 SD3 A 144A | 38,264 | 36,350 | -1,915 | 0.00% | -$1.86K |
| CREDIT SUISSE MORTGAGE TRUST CSMC 2007 3 1A6A | 125,797 | 125,006 | -790 | 0.00% | -$621 |
| HARBORVIEW MORTGAGE LOAN TRUST SER 2006-SB1 CL A1A V/R REGD 4.92810000 | 36,324 | 35,928 | -396 | 0.00% | -$184 |
| Sequoia Mortgage Trust, Series 2007-3, Class 1A1 | 42,078 | 38,911 | -3,166 | 0.00% | -$3.00K |
| WELLS FARGO ALTERNATIVE LOAN T WFALT 2007 PA3 1A1 | 38,129 | 37,523 | -606 | 0.00% | -$644 |
| TBW MORTGAGE BACKED PASS THROU TBW 2006 6 A6A | 143,407 | 141,901 | -1,506 | 0.00% | -$1.76K |
| STRUCTURED ASSET INVESTMENT LO SAIL 2004 8 M1 | 31,778 | 28,097 | -3,681 | 0.00% | -$3.62K |
| STRUCTURED ADJUSTABLE RATE MOR SARM 2005 18 6A1 | 31,554 | 29,946 | -1,608 | 0.00% | -$987 |
| FNW 2004-W12 1A1 6% 7/25/44 6.00000000 | 26,350 | 25,773 | -577 | 0.00% | -$902 |
| Impac CMB Trust Series 2004-8 | 28,759 | 25,968 | -2,791 | 0.00% | -$2.75K |
| CHASE MORTGAGE FINANCE CORPORA CHASE 2007 A2 7A1 | 31,648 | 31,324 | -324 | 0.00% | -$86 |
| FN MA3384 | 26,368 | 25,816 | -552 | 0.00% | -$915 |
| MORGN 2018-3A AR CLO 144A FRN 10-20-31 | 275,569 | 24,319 | -251,250 | 0.00% | -$251.36K |
| FSPC T-62 1A1 V/R 10/25/44 5.27810000 | 27,377 | 26,319 | -1,058 | 0.00% | -$936 |
| CWALT 2007-11T V/R 05/25/37 4.41876000 | 77,215 | 77,213 | -2 | 0.00% | $681 |
| CIFC Funding Ltd., Series 2017-4A, Class A1R | 326,825 | 23,680 | -303,144 | 0.00% | -$303.52K |
| MLCC MORTGAGE INVESTORS INC MLCC 2006 1 2A1 | 23,541 | 23,518 | -23 | 0.00% | $121 |
| IndyMac INDX Mortgage Loan Trust 2005-AR15 | 28,223 | 27,938 | -285 | 0.00% | -$208 |
| TERWIN MORTGAGE TRUST TMTS 2003 6HE A1 | 23,513 | 21,327 | -2,185 | 0.00% | -$2.06K |
| WMALT 2006-AR5 3A | 27,519 | 27,343 | -175 | 0.00% | -$81 |
| COUNTRYWIDE ALTERNATIVE LOAN T CWALT 2006 15CB A1 | 37,670 | 37,668 | -2 | 0.00% | -$96 |
| Structured Asset Mortgage Investments II Trust, Series 2006-AR5, Class 1A1 | 23,564 | 23,054 | -510 | 0.00% | -$428 |
| Reperforming Loan REMIC Trust, Series 2005-R2, Class 1AF1 | 18,742 | 16,621 | -2,121 | 0.00% | -$2.03K |
| SMALL BUSINESS ADMINISTRATION SBAP 2008 20I 1 | 18,677 | 15,278 | -3,399 | 0.00% | -$3.50K |
| BSSP 2007-R6 V/R 1/26/36 5.66300000 | 21,287 | 20,933 | -354 | 0.00% | -$58 |
| BOAMS 2005-E 2A1 | 16,636 | 16,348 | -288 | 0.00% | -$413 |
| Bear Stearns ARM Trust | 13,068 | 12,894 | -174 | 0.00% | -$56 |
| COUNTRYWIDE ALTERNATIVE LOAN T CWALT 2006 HY13 4A1 | 13,222 | 12,263 | -959 | 0.00% | -$839 |
| COUNTRYWIDE ALTERNATIVE LOAN T CWALT 2005 56 2A3 | 10,272 | 10,156 | -116 | 0.00% | $106 |
| FANNIE MAE REMICS SER 2006-48 CL TF V/R 4.58628000 | 9,432 | 9,205 | -228 | 0.00% | -$224 |
| Thornburg Mortgage Securities Trust, Series 2007-3, Class 3A1 | 10,451 | 9,714 | -737 | 0.00% | -$706 |
| Bear Stearns ALT-A Trust, Series 2006-8, Class 3A1 | 9,707 | 8,684 | -1,023 | 0.00% | -$966 |
| HVMLT 2005-9 2A1A TSFR1M+79.448 6/35 | 8,835 | 8,672 | -164 | 0.00% | -$143 |
| Thornburg Mortgage Securities Trust 2007-3 | 9,001 | 7,937 | -1,063 | 0.00% | -$1.05K |
| FNMA, REMIC | 7,876 | 7,332 | -543 | 0.00% | -$591 |
| Sequoia Mortgage Trust, Series 2003-4, Class 2A1 | 7,472 | 7,255 | -217 | 0.00% | -$207 |
| AMRESCO RESIDENTIAL SECURITIES AMRES 1999 1 A | 5,802 | 5,670 | -133 | 0.00% | -$146 |
| FNGT 2004-T3 1A1 6% 2/25/44 6.00000000 | 6,005 | 5,888 | -117 | 0.00% | -$173 |
| FANNIE MAE REMICS SER 2003-34 CL A1 6.00000000 | 5,966 | 5,796 | -170 | 0.00% | -$206 |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION SER 2017-121 CL PE 3.00000000 | 6,580 | 5,849 | -731 | 0.00% | -$731 |
| FREDDIE MAC REMICS SER 4579 CL SD V/R 1.67118500 | 124,683 | 115,861 | -8,822 | 0.00% | -$834 |
| BCAP LLC TRUST BCAP 2011 RR5 7A1 144A | 5,674 | 5,277 | -397 | 0.00% | -$352 |
| GOVERNMENT NATIONAL MORTGAGE A GNR 2017 133 EC | 5,197 | 5,077 | -120 | 0.00% | -$148 |
| COUNTRYWIDE HOME LOANS CWHL 2004 16 1A4A | 4,570 | 4,474 | -96 | 0.00% | -$84 |
| FNMA POOL 800171 FN 12/34 FLOATING VAR | 4,388 | 4,279 | -109 | 0.00% | -$125 |
| Freddie Mac REMICS | 4,043 | 3,954 | -90 | 0.00% | -$90 |
| WAMU MORTGAGE PASS THROUGH CER WAMU 2005 AR2 2A1A | 4,216 | 3,866 | -350 | 0.00% | -$345 |
| COUNTRYWIDE ALTERNATIVE LOAN T CWALT 2005 21CB A3 | 5,492 | 5,299 | -193 | 0.00% | -$224 |
| MLMI 2003-A4 3A | 3,808 | 3,709 | -99 | 0.00% | -$81 |
| MASTR Alternative Loan Trust 2006-2 | 43,285 | 43,218 | -67 | 0.00% | -$196 |
| GSR Mortgage Loan Trust, Series 2005-AR1, Class 1A1 | 3,439 | 3,367 | -72 | 0.00% | -$49 |
| COUNTRYWIDE ALTERNATIVE LOAN T CWALT 2005 56 2A2 | 3,426 | 3,388 | -39 | 0.00% | $34 |
| GSR MORTGAGE LOAN TRUST GSR 2004 7 1A1 | 3,224 | 3,181 | -43 | 0.00% | -$21 |
| WAMU MORTGAGE PASS THROUGH CER WAMU 2002 AR2 A | 3,166 | 2,915 | -252 | 0.00% | -$243 |
Top 300 of 338, by weight.
| Security | Shares Dec 2025 | Shares Mar 2026 | Δ shares | End % | Δ value |
|---|---|---|---|---|---|
| UNITED KINGDOM GILT BONDS REGS 03/30 4.375 | 51,900,000 | 51,900,000 | 0 | 3.21% | -$2.59M |
| FRANCE (GOVT OF) BONDS 144A REGS 02/30 2.75 | 48,100,000 | 48,100,000 | 0 | 2.58% | -$1.65M |
| US TREASURY N/B | 42,500,000 | 42,500,000 | 0 | 1.86% | -$385.16K |
| US TREASURY N/B | 39,575,000 | 39,575,000 | 0 | 1.68% | -$418.17K |
| BONOS Y OBLIG DEL ESTADO SR UNSECURED 144A REGS 10/34 3 | 29,970,000 | 29,970,000 | 0 | 1.63% | -$1.09M |
| REPUBLIC OF SOUTH AFRICA BONDS 02/35 8.875 | 481,500,000 | 481,500,000 | 0 | 1.31% | -$2.38M |
| US TREASURY N/B | 24,300,000 | 24,300,000 | 0 | 1.09% | -$230.66K |
| PROJECT CASHMERE CLASS A1 144A | 26,000,000 | 26,000,000 | 0 | 0.84% | $587.60K |
| RPLDCI 6.581 05/30/49 144A | 17,200,000 | 17,200,000 | 0 | 0.83% | -$489.82K |
| REPUBLIC OF PERU SR UNSECURED REGS 08/31 6.95 | 48,561,000 | 48,561,000 | 0 | 0.71% | -$927.79K |
| BONOS Y OBLIG DEL ESTADO SR UNSECURED 05/28 2.4 | 12,200,000 | 12,200,000 | 0 | 0.66% | -$380.80K |
| CANADIAN GOVERNMENT BONDS 03/29 4 | 18,700,000 | 18,700,000 | 0 | 0.65% | -$286.72K |
| SWOP CDX IG45 (V1 ONLY) 5Y SP | 1 | 1 | 0 | 0.63% | -$10.55M |
| CANADIAN GOVERNMENT /CAD/ REGD 3.00000000 | 18,100,000 | 18,100,000 | 0 | 0.59% | -$204.57K |
| US TREASURY N/B | 14,500,000 | 14,500,000 | 0 | 0.53% | -$109.32K |
| EUROPEAN UNION SR UNSECURED REGS 10/45 3.75 | 9,900,000 | 9,900,000 | 0 | 0.52% | -$397.71K |
| CANADIAN GOVERNMENT BONDS 12/33 3.25 | 14,500,000 | 14,500,000 | 0 | 0.49% | -$175.61K |
| REPUBLIC OF PERU SR UNSECURED 144A 08/32 6.15 | 29,700,000 | 29,700,000 | 0 | 0.42% | -$610.08K |
| SAUDI INTERNATIONAL BOND SR UNSECURED 144A 01/30 4.75 | 8,900,000 | 8,900,000 | 0 | 0.42% | -$191.82K |
| Eagle Funding LuxCo S.a.r.l. | 8,800,000 | 8,800,000 | 0 | 0.42% | -$117.39K |
| CAISSE DES DEPOTS ET CON SR UNSECURED REGS 02/28 4.25 | 6,700,000 | 6,700,000 | 0 | 0.41% | -$282.94K |
| QUEENSLAND TREASURY CORP LOCAL GOVT G 144A REGS 08/32 1 | 14,400,000 | 14,400,000 | 0 | 0.37% | $176.21K |
| Bank of Nova Scotia/The | 7,400,000 | 7,400,000 | 0 | 0.35% | -$54.82K |
| HAYFIN EMERALD CLO HAYEM 14A A 144A | 6,200,000 | 6,200,000 | 0 | 0.34% | -$125.99K |
| REPUBLIC OF SOUTH AFRICA BONDS 01/30 8 | 118,000,000 | 118,000,000 | 0 | 0.32% | -$388.70K |
| REALKREDIT DANMARK COVERED REGS 01/27 1 | 44,548,000 | 44,548,000 | 0 | 0.32% | -$121.25K |
| CITIGROUP INC SR UNSECURED REGS 09/26 2.125 | 5,600,000 | 5,600,000 | 0 | 0.30% | -$124.58K |
| QATAR ENERGY SR UNSECURED REGS 09/26 1.375 | 6,400,000 | 6,400,000 | 0 | 0.30% | $34.65K |
| Santander UK Group Holdings PLC | 6,200,000 | 6,200,000 | 0 | 0.29% | $4.49K |
| NYKREDIT REALKREDIT A/S COVERED REGS 04/26 1 | 38,100,000 | 38,100,000 | 0 | 0.28% | -$92.29K |
| NIGERIA OMO BILL OMO260629 | 8,434,182,000 | 8,434,182,000 | 0 | 0.27% | $516.01K |
| TREASURY CORP VICTORIA LOCAL GOVT G 09/35 2 | 11,300,000 | 11,300,000 | 0 | 0.27% | $106.87K |
| SOUTH AFRICA TREASURY BILL SA TREASURY BILL 0 08/26 | 98,000,000 | 98,000,000 | 0 | 0.27% | -$32.46K |
| VMED O2 UK FINANCING I SR SECURED 144A 04/32 5.625 | 5,300,000 | 5,300,000 | 0 | 0.26% | -$636.83K |
| SCULPTOR EUROPEAN CLO SCULE 6A AR 144A | 4,700,000 | 4,700,000 | 0 | 0.25% | -$92.56K |
| Standard Chartered PLC | 4,900,000 | 4,900,000 | 0 | 0.23% | -$49.21K |
| JAPAN (20 YEAR ISSUE) BONDS 03/45 2.4 | 892,000,000 | 892,000,000 | 0 | 0.23% | -$305.16K |
| MORGAN STANLEY SR UNSECURED 10/27 VAR | 4,300,000 | 4,300,000 | 0 | 0.23% | -$72.49K |
| SANUK 4.496 12/12/27 144A | 4,800,000 | 4,800,000 | 0 | 0.23% | -$24.88K |
| JAPAN (20 YEAR ISSUE) BONDS 06/40 0.4 | 1,070,000,000 | 1,070,000,000 | 0 | 0.23% | -$248.32K |
| Toronto-Dominion Bank/The | 4,800,000 | 4,800,000 | 0 | 0.23% | -$10.51K |
| ROCKFORD TOWER EUROPE CLO RFTE 2018 1A A1RR 144A | 4,100,000 | 4,100,000 | 0 | 0.22% | -$85.98K |
| ROYAL BANK OF CANADA SR UNSECURED 08/29 VAR | 4,700,000 | 4,700,000 | 0 | 0.22% | $2.21K |
| Toronto-Dominion Bank/The | 4,600,000 | 4,600,000 | 0 | 0.22% | -$29.47K |
| QUEENSLAND TREASURY CORP LOCAL GOVT G 144A REGS 07/36 5 | 6,900,000 | 6,900,000 | 0 | 0.22% | $75.89K |
| PALMER SQUARE EUROPEAN LOAN FU PSTET 2025 3A A 144A | 3,900,000 | 3,900,000 | 0 | 0.21% | -$75.54K |
| MV CREDIT EURO CLO MVCLO 3A AR 144A | 3,900,000 | 3,900,000 | 0 | 0.21% | -$75.54K |
| JYSKE REALKREDIT A/S COVERED 01/27 1 | 29,009,000 | 29,009,000 | 0 | 0.21% | -$78.18K |
| TORONTO DOMINION BANK COVERED 09/28 VAR | 6,300,000 | 6,300,000 | 0 | 0.21% | $137.21K |
| UNITED KINGDOM GILT BONDS REGS 01/56 5.375 | 3,300,000 | 3,300,000 | 0 | 0.20% | -$311.88K |
| US TREASURY N/B | 4,300,000 | 4,300,000 | 0 | 0.20% | -$45.35K |
| Madison Park Funding XLVI Ltd., Series 2020-46A, Class ARR | 4,200,000 | 4,200,000 | 0 | 0.20% | $126 |
| HAYFIN EMERALD CLO HAYEM 10A ARR 144A | 3,600,000 | 3,600,000 | 0 | 0.19% | -$75.96K |
| NWG 4.789 03/21/28 144A | 4,100,000 | 4,100,000 | 0 | 0.19% | -$41.53K |
| F+G GLOBAL FUNDING SECURED 144A 09/28 VAR | 4,100,000 | 4,100,000 | 0 | 0.19% | -$14.22K |
| WELLS FARGO CO | 4,100,000 | 4,100,000 | 0 | 0.19% | -$41.63K |
| State of Kuwait | 4,100,000 | 4,100,000 | 0 | 0.19% | -$66.18K |
| REPUBLIC OF SOUTH AFRICA BONDS 01/44 8.75 | 74,900,000 | 74,900,000 | 0 | 0.19% | -$333.31K |
| TCW CLO 2019 1 AMR, LTD. TCW 2019 1A ASNR 144A | 4,000,000 | 4,000,000 | 0 | 0.19% | $2.00K |
| WELLS FARGO + COMPANY SR UNSECURED 09/29 VAR | 4,000,000 | 4,000,000 | 0 | 0.19% | -$21.95K |
| FOXCONN FAR EAST LTD COMPANY GUAR 08/28 1.875 | 4,300,000 | 4,300,000 | 0 | 0.19% | -$21.54K |
| NTT FIN. CORP FRN | 3,900,000 | 3,900,000 | 0 | 0.18% | -$10.16K |
| ATLANTIC AVENUE LTD MCCP 2024 3A A 144A | 3,900,000 | 3,900,000 | 0 | 0.18% | -$1.68K |
| HPS CORPORATE LE | 4,000,000 | 4,000,000 | 0 | 0.18% | -$81.21K |
| MORGAN STANLEY PVT BANK SR UNSECURED 07/28 VAR | 3,900,000 | 3,900,000 | 0 | 0.18% | -$13.95K |
| BARCLAYS PLC | 3,900,000 | 3,900,000 | 0 | 0.18% | -$42.74K |
| POST CLO LTD POST 2021 1A AR 144A | 3,800,000 | 3,800,000 | 0 | 0.18% | $3.53K |
| STATE OF ISRAEL | 3,700,000 | 3,700,000 | 0 | 0.18% | -$85.40K |
| TRALEE CLO V LTD SER 2018-5A CL A1RR V/R REGD 144A P/P 4.96444000 | 3,700,000 | 3,700,000 | 0 | 0.17% | -$4.70K |
| AUST + NZ BANKING GROUP COVERED 144A 06/26 4.675 | 3,600,000 | 3,600,000 | 0 | 0.17% | -$8.86K |
| PENTA CLO S.A. PENTA 2021 9A A 144A | 3,100,000 | 3,100,000 | 0 | 0.17% | -$69.01K |
| CASSA DEPOSITI E PRESTIT CASSA DEPOSITI E PRESTIT | 3,500,000 | 3,500,000 | 0 | 0.16% | -$43.75K |
| UBS V4.844 11/06/33 144A | 3,500,000 | 3,500,000 | 0 | 0.16% | -$60.55K |
| SAUDI INTERNATIONAL BOND SR UNSECURED 144A 01/28 5.125 | 3,400,000 | 3,400,000 | 0 | 0.16% | -$38.43K |
| ROCKFORD TOWER EUROPE CLO RFTE 2021 2A A 144A | 2,900,000 | 2,900,000 | 0 | 0.16% | -$70.21K |
| REP OF POLAND | 3,300,000 | 3,300,000 | 0 | 0.16% | -$66.83K |
| GOLDMAN SACHS GP | 3,200,000 | 3,200,000 | 0 | 0.15% | -$68.91K |
| COSTA RICA GOVERNMENT BONDS 144A 11/30 5.4995 | 2,750,000 | 2,750,000 | 0 | 0.15% | -$60.03K |
| NATIONWIDE BLDG SOCIETY COVERED 144A 11/26 5.264 | 3,200,000 | 3,200,000 | 0 | 0.15% | -$17.31K |
| ROMANIA SR UNSECURED 144A 09/29 6.625 | 2,600,000 | 2,600,000 | 0 | 0.15% | -$136.81K |
| JPMORGAN CHASE | 3,200,000 | 3,200,000 | 0 | 0.15% | -$31.65K |
| SAUDI ARAB OIL | 3,200,000 | 3,200,000 | 0 | 0.15% | -$117.41K |
| MITSUB UFJ FIN | 3,200,000 | 3,200,000 | 0 | 0.15% | -$47.59K |
| EMIRATE OF ABU DHABI 5.5% 04/30/2054 144A | 3,300,000 | 3,300,000 | 0 | 0.15% | -$210.16K |
| JPMORGAN CHASE | 3,100,000 | 3,100,000 | 0 | 0.15% | -$47.31K |
| COMMONSPIRIT | 3,200,000 | 3,200,000 | 0 | 0.15% | -$39.41K |
| BAIN CAPITAL EURO CLO BCCE 2022 2A ARR 144A | 2,700,000 | 2,700,000 | 0 | 0.15% | -$56.45K |
| SOUTH AFRICA TREASURY BILL SOUTH AFRICAN T BILLS 7.775 2 | 53,220,000 | 53,220,000 | 0 | 0.14% | -$16.84K |
| WELLS FARGO CO | 3,100,000 | 3,100,000 | 0 | 0.14% | -$80.51K |
| JAPAN (20 YEAR ISSUE) BONDS 12/44 2 | 580,000,000 | 580,000,000 | 0 | 0.14% | -$185.95K |
| REPUBLIC OF PANAMA EUR TERM LOAN | 2,600,000 | 2,600,000 | 0 | 0.14% | -$53.41K |
| CAPITAL FOUR CLO CFOUR 3A A 144A | 2,600,000 | 2,600,000 | 0 | 0.14% | -$54.02K |
| NAVESINK CLO, LIMITED NAVS 2024 2A A1R 144A | 3,000,000 | 3,000,000 | 0 | 0.14% | $138 |
| JPMORGAN CHASE | 2,900,000 | 2,900,000 | 0 | 0.14% | -$15.77K |
| REPUBLIC OF PERU SR UNSECURED 144A 08/37 6.9 | 10,200,000 | 10,200,000 | 0 | 0.14% | -$261.86K |
| BLACKROCK EUROPEAN CLO DAC BECLO 3A AR 144A | 2,500,000 | 2,500,000 | 0 | 0.14% | -$46.13K |
| State of Kuwait | 3,000,000 | 3,000,000 | 0 | 0.14% | -$118.18K |
| ABN AMRO BANK NV REGD V/R 144A P/P 5.51500000 | 2,800,000 | 2,800,000 | 0 | 0.13% | -$52.68K |
| Nationwide Building Society | 2,800,000 | 2,800,000 | 0 | 0.13% | -$21.48K |
| REPUBLIC OF PERU SR UNSECURED REGS 08/34 5.4 | 10,300,000 | 10,300,000 | 0 | 0.13% | -$245.91K |
| US TREASURY N/B | 3,800,000 | 3,800,000 | 0 | 0.13% | -$25.68K |
| US TREASURY N/B | 4,425,000 | 4,425,000 | 0 | 0.13% | -$22.99K |
| JAPAN (5 YEAR ISSUE) BONDS 06/29 0.4 | 450,000,000 | 450,000,000 | 0 | 0.13% | -$45.32K |
| RFR JPY MUT+5.89/0.4000 06/19/19-20Y LCH | 1 | 1 | 0 | 0.13% | $234.52K |
| UBS GROUP AG SR UNSECURED 144A 09/29 VAR | 2,600,000 | 2,600,000 | 0 | 0.13% | -$35.02K |
| MORGAN STANLEY CAPITAL INC MSAC 2005 WMC2 M4 | 2,866,157 | 2,866,157 | 0 | 0.13% | -$3.05K |
| DEVELOPMENT BK OF JAPAN SR UNSECURED 144A 08/27 4 | 2,700,000 | 2,700,000 | 0 | 0.13% | -$13.01K |
| Atlas Senior Loan Fund XVIII Ltd., Series 2021-18A, Class A1R | 2,700,000 | 2,700,000 | 0 | 0.13% | -$3.24K |
| NATL AUSTRALIABK | 2,600,000 | 2,600,000 | 0 | 0.13% | -$29.42K |
| COM BK AUSTRALIA | 2,600,000 | 2,600,000 | 0 | 0.12% | -$24.45K |
| Bain Capital Credit CLO Ltd., Series 2021-5A, Class A1R | 2,500,000 | 2,500,000 | 0 | 0.12% | $2.27K |
| JAPAN (40 YEAR ISSUE) BONDS 03/64 2.2 | 572,300,000 | 572,300,000 | 0 | 0.12% | -$160.32K |
| JAPAN (30 YEAR ISSUE) BONDS 12/54 2.3 | 509,400,000 | 509,400,000 | 0 | 0.11% | -$175.47K |
| ROYAL BANK OF CANADA/SYD COVERED 06/26 VAR | 3,500,000 | 3,500,000 | 0 | 0.11% | $76.77K |
| ROYAL BANK OF CANADA COVERED 144A 12/26 4.851 | 2,400,000 | 2,400,000 | 0 | 0.11% | -$10.51K |
| SAUDI INTERNATIONAL BOND SR UNSECURED 144A 01/28 4.75 | 2,400,000 | 2,400,000 | 0 | 0.11% | -$27.46K |
| SUMITOMO TR&BK | 2,400,000 | 2,400,000 | 0 | 0.11% | -$4.34K |
| MORGAN STANLEY 03/35 1 | 2,100,000 | 2,100,000 | 0 | 0.11% | -$101.70K |
| SOUTH AFRICAN T BILLS BILLS 04/26 0.00000 | 40,460,000 | 40,460,000 | 0 | 0.11% | -$13.37K |
| SANTANDER UK GRP | 2,300,000 | 2,300,000 | 0 | 0.11% | -$29.92K |
| MORGAN STANLEY | 2,300,000 | 2,300,000 | 0 | 0.11% | -$25.74K |
| NEW S WALES TREASURY CRP LOCAL GOVT G REGS 03/34 1.75 | 4,400,000 | 4,400,000 | 0 | 0.11% | $45.01K |
| KRATON CORP COMPANY GUAR 144A 07/27 5 | 2,300,000 | 2,300,000 | 0 | 0.11% | -$17.02K |
| Madison Park Funding XXXIX Ltd., Series 2021-39A, Class AR | 2,300,000 | 2,300,000 | 0 | 0.11% | $43 |
| AMMC CLO 24 LTD SER 2021-24A CL AR V/R REGD 144A P/P 5.08444000 | 2,300,000 | 2,300,000 | 0 | 0.11% | $165 |
| NYO Commercial Mortgage Trust, Series 2021-1290, Class A | 2,300,000 | 2,300,000 | 0 | 0.11% | -$1.81K |
| BULGARIA SR UNSECURED REGS 07/45 4.125 | 2,100,000 | 2,100,000 | 0 | 0.11% | -$97.81K |
| BONOS Y OBLIG DEL ESTADO SR UNSECURED 144A REGS 04/35 3 | 2,000,000 | 2,000,000 | 0 | 0.11% | -$69.92K |
| STATE OF ISRAEL | 2,200,000 | 2,200,000 | 0 | 0.11% | -$59.35K |
| BPCE SA REGD V/R 144A P/P 6.61200000 | 2,200,000 | 2,200,000 | 0 | 0.10% | -$17.52K |
| CIBC SYDNEY COVERED 09/26 VAR | 3,200,000 | 3,200,000 | 0 | 0.10% | $72.37K |
| JAPAN (30 YEAR ISSUE) BONDS 03/55 2.4 | 447,000,000 | 447,000,000 | 0 | 0.10% | -$159.05K |
| NIGERIA OMO BILL OMO110626 | 3,118,000,000 | 3,118,000,000 | 0 | 0.10% | $191.87K |
| NIGERIA OMO BILL OMO120626 | 3,115,000,000 | 3,115,000,000 | 0 | 0.10% | $191.62K |
| TREASURY CORP VICTORIA LOCAL GOVT G 12/32 4.25 | 3,200,000 | 3,200,000 | 0 | 0.10% | $32.00K |
| QUEENSLAND TREASURY CORP LOCAL GOVT G 144A REGS 08/35 4 | 3,200,000 | 3,200,000 | 0 | 0.10% | $34.37K |
| RFR USD SOFR/3.75000 12/17/25-30Y LCH | 1 | 1 | 0 | 0.10% | -$1.97M |
| SAUDI INTERNATIONAL BOND SR UNSECURED 144A 03/32 3.375 | 1,800,000 | 1,800,000 | 0 | 0.09% | -$109.19K |
| RFR USD SOFR/3.25000 12/20/23-30Y LCH | 1 | 1 | 0 | 0.09% | -$40.87K |
| State of Kuwait | 2,000,000 | 2,000,000 | 0 | 0.09% | -$44.66K |
| PANAMA INFRASTRUCTURE SR SECURED 144A 04/32 0.00000 | 2,500,000 | 2,500,000 | 0 | 0.09% | $27.11K |
| SAUDI INT BOND | 1,900,000 | 1,900,000 | 0 | 0.09% | -$50.99K |
| OMW 2020-1MW A 144A 2.13% 09-10-39 | 2,000,000 | 2,000,000 | 0 | 0.09% | $2.79K |
| ONEOK INC | 1,900,000 | 1,900,000 | 0 | 0.09% | -$11.59K |
| CRED AGRICOLE SA | 1,800,000 | 1,800,000 | 0 | 0.09% | -$24.64K |
| HSBC HOLDINGS | 1,900,000 | 1,900,000 | 0 | 0.09% | -$16.73K |
| NEW S WALES TREASURY CRP LOCAL GOVT G 03/33 2 | 3,300,000 | 3,300,000 | 0 | 0.09% | $36.34K |
| UNITED KINGDOM GILT BONDS REGS 07/51 1.25 | 3,300,000 | 3,300,000 | 0 | 0.09% | -$147.56K |
| SOUTH AFRICA TREASURY BILL 7.93 13.05.2026 | 30,500,000 | 30,500,000 | 0 | 0.08% | -$10.20K |
| DEVELOPMENT BK KAZAKHSTAN JSC 18.4% 10/16/2028 144A | 831,000,000 | 831,000,000 | 0 | 0.08% | $84.10K |
| QUEENSLAND TREASURY CORP LOCAL GOVT G 144A REGS 07/34 1 | 3,400,000 | 3,400,000 | 0 | 0.08% | $37.26K |
| WELLS FARGO CO | 1,700,000 | 1,700,000 | 0 | 0.08% | -$43.65K |
| ICG US CLO LTD ICG 2021 1A A1R 144A | 1,726,000 | 1,726,000 | 0 | 0.08% | -$95 |
| NATWEST GROUP | 1,700,000 | 1,700,000 | 0 | 0.08% | -$19.03K |
| ROMANIA SR UNSECURED 144A 03/30 5.25 | 1,400,000 | 1,400,000 | 0 | 0.08% | -$79.18K |
| KONA SPC LTD COMPANY GUAR 144A 09/26 VAR | 1,400,000 | 1,400,000 | 0 | 0.08% | -$22.46K |
| STATE OF ISRAEL | 1,600,000 | 1,600,000 | 0 | 0.08% | -$31.27K |
| GROSVENOR PLACE CLO BV GROSV 2025 4A A 144A | 1,400,000 | 1,400,000 | 0 | 0.08% | -$27.13K |
| DEUTSCHE BANK NY | 1,600,000 | 1,600,000 | 0 | 0.08% | -$12.04K |
| ROMANIA SR UNSECURED 144A 09/31 5.125 | 1,400,000 | 1,400,000 | 0 | 0.08% | -$77.58K |
| BANK OF AMER CRP | 1,500,000 | 1,500,000 | 0 | 0.07% | -$31.41K |
| BANK OF AMER CRP | 1,500,000 | 1,500,000 | 0 | 0.07% | -$34.63K |
| Saudi Arabian Oil Co. | 1,500,000 | 1,500,000 | 0 | 0.07% | -$33.69K |
| KOMMUNALBANKEN AS SR UNSECURED REGS 01/27 1.9 | 2,200,000 | 2,200,000 | 0 | 0.07% | $49.52K |
| RFR USD SOFR/3.00000 03/19/25-2Y LCH | 1 | 1 | 0 | 0.07% | -$1.72M |
| AUSTRALIAN GOVERNMENT BONDS 05/30 2.5 | 2,300,000 | 2,300,000 | 0 | 0.07% | $30.13K |
| TREASURY CORP VICTORIA LOCAL GOVT G REGS 09/33 2.25 | 2,600,000 | 2,600,000 | 0 | 0.07% | $28.66K |
| RFR JPY MUTK/2.50000 12/17/25-30Y LCH | 1 | 1 | 0 | 0.07% | $453.86K |
| MALAYSIA GOVERNMENT BONDS 04/31 2.632 | 6,000,000 | 6,000,000 | 0 | 0.07% | -$2.40K |
| CASSA DEPOSITI E PRESTIT SR UNSECURED 144A 05/26 5.75 | 1,400,000 | 1,400,000 | 0 | 0.07% | -$5.82K |
| GACI FIRST INVESTMENT COMPANY GUAR REGS 01/34 5.25 | 1,400,000 | 1,400,000 | 0 | 0.07% | -$48.41K |
| BARINGS EURO CLO DAC BABSE 2025 1A A 144A | 1,200,000 | 1,200,000 | 0 | 0.06% | -$25.88K |
| BANCA MONTE DEI PASCHI S COVERED REGS 10/27 0.875 | 1,200,000 | 1,200,000 | 0 | 0.06% | -$22.36K |
| QUEENSLAND TREASURY CORP LOCAL GOVT G 08/33 2 | 2,400,000 | 2,400,000 | 0 | 0.06% | $27.44K |
| WELLS FARGO CO | 1,200,000 | 1,200,000 | 0 | 0.06% | -$19.73K |
| INTER AMERICAN DEVEL BK UNSECURED REGS 04/27 2.5 | 1,800,000 | 1,800,000 | 0 | 0.06% | $37.44K |
| REPUBLIC OF SOUTH AFRICA BONDS 03/36 6.25 | 25,400,000 | 25,400,000 | 0 | 0.06% | -$104.84K |
| REALKREDIT DANMARK COVERED REGS 04/26 1 | 7,600,000 | 7,600,000 | 0 | 0.06% | -$17.94K |
| RFR USD SOFR/3.25000 06/18/25-10Y LCH | 1 | 1 | 0 | 0.06% | $123.85K |
| REPUBLIC OF SOUTH AFRICA BONDS 02/48 8.75 | 21,900,000 | 21,900,000 | 0 | 0.05% | -$105.17K |
| FAIRFAX FINL HLDGS LTD SR UNSECURED REGS 03/28 2.75 | 1,000,000 | 1,000,000 | 0 | 0.05% | -$34.41K |
| BNP PARIBAS REGS 02/35 VAR | 1,100,000 | 1,100,000 | 0 | 0.05% | -$25.96K |
| PACIFICORP | 1,100,000 | 1,100,000 | 0 | 0.05% | -$8.55K |
| SERBIA REPUBLIC OF 6% 06/12/2034 144A | 1,100,000 | 1,100,000 | 0 | 0.05% | -$37.17K |
| BOEING CO/THE | 1,000,000 | 1,000,000 | 0 | 0.05% | -$11.68K |
| RFR USD SOFR/3.86092 03/14/25-30Y* LCH | 4 | 4 | 0 | 0.05% | -$149.59K |
| NEW S WALES TREASURY CRP LOCAL GOVT G REGS 09/35 4.75 | 1,600,000 | 1,600,000 | 0 | 0.05% | $14.46K |
| BNP PARIBAS | 1,000,000 | 1,000,000 | 0 | 0.05% | -$16.65K |
| PHILIP MORRIS IN | 1,000,000 | 1,000,000 | 0 | 0.05% | -$13.19K |
| REP OF POLAND | 1,000,000 | 1,000,000 | 0 | 0.05% | -$8.41K |
| PHILIP MORRIS IN | 1,000,000 | 1,000,000 | 0 | 0.05% | -$8.81K |
| CHILE | 1,000,000 | 1,000,000 | 0 | 0.05% | -$9.90K |
| UBS GROUP | 1,100,000 | 1,100,000 | 0 | 0.05% | -$12.60K |
| US TREASURY N/B | 1,575,000 | 1,575,000 | 0 | 0.05% | -$8.18K |
| US TREASURY N/B | 1,325,000 | 1,325,000 | 0 | 0.05% | -$8.64K |
| CCS USD R USSOFR/JPYMUTKCALM-35.65 CBK | 2 | 2 | 0 | 0.04% | $23.72K |
| TREASURY CORP VICTORIA LOCAL GOVT G REGS 09/33 2.25 | 1,700,000 | 1,700,000 | 0 | 0.04% | $18.74K |
| DLR KREDIT A/S COVERED 01/27 1 | 6,100,000 | 6,100,000 | 0 | 0.04% | -$16.44K |
| UBS GROUP | 900,000 | 900,000 | 0 | 0.04% | -$12.39K |
| COUNTRYWIDE HOME LOANS CWHL 2006 OA4 A2 | 3,245,933 | 3,245,933 | 0 | 0.04% | -$24.60K |
| HSBC HOLDINGS | 900,000 | 900,000 | 0 | 0.04% | -$3.06K |
| STANDARD CHARTERED PLC SR UNSECURED 144A 01/28 VAR | 900,000 | 900,000 | 0 | 0.04% | $520 |
| SOUTH AFRICAN T BILLS BILLS 06/26 0.00000 | 15,100,000 | 15,100,000 | 0 | 0.04% | -$4.71K |
| ABU DHABI DEVELOPMENT HO SR UNSECURED 144A 05/35 5 | 900,000 | 900,000 | 0 | 0.04% | -$37.97K |
| ROMANIA UNSECURED 144A 07/30 1.75 | 800,000 | 800,000 | 0 | 0.04% | -$35.57K |
| ITALY GOV T INT BOND SR UNSECURED REGS 08/28 6 | 600,000 | 600,000 | 0 | 0.04% | -$27.10K |
| PROJECT DORCHESTER EUR TERM LOAN | 700,000 | 700,000 | 0 | 0.04% | -$13.54K |
| SANDS CHINA LTD | 800,000 | 800,000 | 0 | 0.04% | -$9.28K |
| US TREASURY N/B | 800,000 | 800,000 | 0 | 0.04% | -$8.75K |
| SAUDI INTERNATIONAL BOND SR UNSECURED REGS 07/33 4.875 | 800,000 | 800,000 | 0 | 0.04% | -$22.27K |
| US TREASURY N/B | 800,000 | 800,000 | 0 | 0.04% | -$7.70K |
| REPUBLIC OF SERBIA SR UNSECURED 144A 09/28 1 | 700,000 | 700,000 | 0 | 0.04% | -$20.41K |
| AVOLON HDGS | 758,000 | 758,000 | 0 | 0.03% | -$2.93K |
| JAPAN (30 YEAR ISSUE) BONDS 12/48 0.7 | 201,000,000 | 201,000,000 | 0 | 0.03% | -$52.23K |
| REP OF POLAND | 700,000 | 700,000 | 0 | 0.03% | -$12.98K |
| GLP CAP/FIN II | 700,000 | 700,000 | 0 | 0.03% | -$4.47K |
| US TREASURY N/B | 700,000 | 700,000 | 0 | 0.03% | -$7.70K |
| SAUDI ARAB OIL | 700,000 | 700,000 | 0 | 0.03% | -$35.12K |
| ROMANIA SR UNSECURED 144A 03/28 2.125 | 600,000 | 600,000 | 0 | 0.03% | -$20.76K |
| PROJECT FENNO EUR DELAYED DRAW TERM LOAN A | 568,334 | 568,334 | 0 | 0.03% | -$10.37K |
| IRS PLN 4.72250 12/01/30-5Y CME | 1 | 1 | 0 | 0.03% | $680.24K |
| RFR JPY MUTK/1.50000 09/18/24-30Y LCH | 1 | 1 | 0 | 0.03% | $53.12K |
| PROJECT HUDSON II FIXED TERM LOAN | 600,000 | 600,000 | 0 | 0.03% | -$3.34K |
| RENAISSANCE HOME EQUITY LOAN T RAMC 2006 3 AF6 | 1,934,397 | 1,934,397 | 0 | 0.03% | -$10.56K |
| GA GLOBAL FUNDING TRUST SECURED 144A 01/27 2.25 | 600,000 | 600,000 | 0 | 0.03% | $827 |
| NOMURA HOLDINGS | 600,000 | 600,000 | 0 | 0.03% | $466 |
| RFR USD SOFR/3.75000 12/17/25-10Y LCH | 1 | 1 | 0 | 0.03% | $346.35K |
| UBS GROUP | 600,000 | 600,000 | 0 | 0.03% | -$7.29K |
| STATE OF ISRAEL | 600,000 | 600,000 | 0 | 0.03% | -$12.64K |
| ROMANIA SR UNSECURED REGS 09/31 5.125 | 500,000 | 500,000 | 0 | 0.03% | -$27.71K |
| OIS CAD CAONREPO/3.92500 06/19/25-1Y LCH | 2 | 2 | 0 | 0.03% | -$1.71K |
| SAUDI INTERNATIONAL BOND SR UNSECURED 144A 03/37 3.75 | 500,000 | 500,000 | 0 | 0.03% | -$33.32K |
| US TREASURY N/B | 542,000 | 542,000 | 0 | 0.03% | -$7.07K |
| AERCAP IRELAND | 550,000 | 550,000 | 0 | 0.02% | -$3.81K |
| REPUBLIC OF SERBIA SR UNSECURED 144A 09/36 2.05 | 600,000 | 600,000 | 0 | 0.02% | -$24.33K |
| RFR USD SOFR/3.75000 12/17/25-5Y LCH | 1 | 1 | 0 | 0.02% | -$1.10M |
| KSA SUKUK LTD SR UNSECURED 144A 10/28 5.268 | 500,000 | 500,000 | 0 | 0.02% | -$9.13K |
| RFR USD SOFR/3.50000 03/18/26-5Y LCH | 1 | 1 | 0 | 0.02% | $500.26K |
| SAUDI INT BOND | 500,000 | 500,000 | 0 | 0.02% | -$13.92K |
| PACIFIC GAS&ELEC | 500,000 | 500,000 | 0 | 0.02% | -$4.66K |
| CS AT1 CLAIMS US225401AL29 CREDIT SUISSE GROUP AG | 1,300,000 | 1,300,000 | 0 | 0.02% | $71.50K |
| VMED O2 UK FINC. I 6.75% | 500,000 | 500,000 | 0 | 0.02% | -$48.75K |
| TX NATURAL GAS SECZ | 418,654 | 418,654 | 0 | 0.02% | -$903 |
| RFR USD SOFR/3.50000 09/17/25-30Y LCH | 1 | 1 | 0 | 0.02% | -$15.20K |
| PROJECT NOVA TERM LOAN | 400,000 | 400,000 | 0 | 0.02% | $0 |
| MEAG TXB-PLT VOGTLE | 369,000 | 369,000 | 0 | 0.02% | -$4.00K |
| FORD MOTOR CRED | 400,000 | 400,000 | 0 | 0.02% | -$1.97K |
| UNITED MEXICAN | 500,000 | 500,000 | 0 | 0.02% | -$11.28K |
| RFR JPY MUTK/0.8000 06/15/22-30Y LCH | 1 | 1 | 0 | 0.02% | $19.10K |
| GENERALITAT DE CATALUNYA SR UNSECURED 04/35 4.22 | 300,000 | 300,000 | 0 | 0.02% | -$8.17K |
| PROJECT FENNO EUR REVOLVER | 296,007 | 296,007 | 0 | 0.02% | -$5.40K |
| PROJ ALFA 3 TERM LOAN | 323,566 | 323,566 | 0 | 0.02% | $0 |
| US TREASURY N/B | 500,000 | 500,000 | 0 | 0.02% | -$2.51K |
| RFR USD SOFR/3.77259 03/04/25-30Y LCH | 1 | 1 | 0 | 0.01% | -$43.59K |
| PROJECT FENNO EUR DELAYED DRAW TERM LOAN B | 269,959 | 269,959 | 0 | 0.01% | -$4.92K |
| ABU DHABI DEVELOPMENT HO SR UNSECURED 144A 05/30 4.5 | 300,000 | 300,000 | 0 | 0.01% | -$6.62K |
| RFR USD SOFR/3.00000 03/19/25-5Y LCH | 1 | 1 | 0 | 0.01% | -$60.87K |
| RFR JPY MUTK/0.4500 12/15/21-30Y LCH | 1 | 1 | 0 | 0.01% | $10.57K |
| QATAR ENERGY | 300,000 | 300,000 | 0 | 0.01% | -$5.97K |
| PETRONAS CAP LTD 4.8% 04/21/2060 144A | 300,000 | 300,000 | 0 | 0.01% | -$9.57K |
| PETRONAS CAPITAL LTD REGD 144A P/P MTN 4.55000000 | 300,000 | 300,000 | 0 | 0.01% | -$6.33K |
| OIS CAD CAONREPO/3.2500 06/21/23-30Y LCH | 1 | 1 | 0 | 0.01% | -$3.44K |
| JAPAN (30 YEAR ISSUE) BONDS 06/54 2.2 | 54,150,000 | 54,150,000 | 0 | 0.01% | -$17.88K |
| RFR USD SOFR/4.12982 02/14/25-30Y* LCH | 5 | 5 | 0 | 0.01% | -$109.05K |
| RFR USD SOFR/3.75000 09/17/25-10Y LCH | 1 | 1 | 0 | 0.01% | $147.86K |
| RFR USD SOFR/3.25000 03/19/25-30Y LCH | 1 | 1 | 0 | 0.01% | -$18.75K |
| RFR USD SOFR/2.96478 10/05/22-4Y* LCH | 1 | 1 | 0 | 0.01% | $66.39K |
| IRS PLN 4.68500 12/02/30-5Y CME | 1 | 1 | 0 | 0.01% | $199.40K |
| CASSA DEPOSITI E PRESTIT SR UNSECURED 144A 10/30 4.375 | 200,000 | 200,000 | 0 | 0.01% | -$2.50K |
| IRS EUR 0.06350 11/17/22-30Y LCH | 1 | 1 | 0 | 0.01% | -$11.03K |
| JAPAN (30 YEAR ISSUE) BONDS 06/52 1.3 | 50,000,000 | 50,000,000 | 0 | 0.01% | -$12.45K |
| SAUDI INTERNATIONAL BOND SR UNSECURED REGS 10/30 3.25 | 200,000 | 200,000 | 0 | 0.01% | -$3.51K |
| DOCTORS CO INTERINSURANC SUBORDINATED 144A 01/32 4.5 | 200,000 | 200,000 | 0 | 0.01% | $2.28K |
| RFR GBP SONIO/4.75000 03/18/26-30Y LCH | 1 | 1 | 0 | 0.01% | $227.39K |
| SAUDI ARABIAN OIL CO SR UNSECURED REGS 11/30 2.25 | 200,000 | 200,000 | 0 | 0.01% | -$4.25K |
| RENAISSANCE HOME EQUITY LOAN T RAMC 2006 4 AF3 | 544,629 | 544,629 | 0 | 0.01% | -$3.49K |
| RFR USD SOFR/3.74863 03/31/26-9Y* LCH | 3 | 3 | 0 | 0.01% | $71.05K |
| RFR GBP SONIO/4.25000 03/18/26-10Y LCH | 1 | 1 | 0 | 0.01% | $68.97K |
| IRS EUR 3.00000 03/19/25-2Y LCH | 1 | 1 | 0 | 0.01% | -$1.06M |
| CS AT1 CLAIMS XS0989394589 CREDIT SUISSE GROUP AG | 400,000 | 400,000 | 0 | 0.01% | $22.00K |
| RFR USD SOFR/4.00000 03/18/26-30Y LCH | 1 | 1 | 0 | 0.01% | $131.63K |
| CDX IG44 5Y ICE | 1 | 1 | 0 | 0.01% | -$4.38M |
| US TREASURY N/B | 200,000 | 200,000 | 0 | 0.01% | -$688 |
| RFR USD SOFR/4.16066 03/31/26-28Y* LCH | 1 | 1 | 0 | 0.01% | -$36.51K |
| Sandor-Palota | 100,000 | 100,000 | 0 | 0.00% | -$1.95K |
| JAPAN (30 YEAR ISSUE) BONDS 06/51 0.7 | 30,000,000 | 30,000,000 | 0 | 0.00% | -$6.35K |
| PACIFIC GAS&ELEC | 100,000 | 100,000 | 0 | 0.00% | -$52 |
| RFR USD SOFR/3.98104 09/01/23-4Y* LCH | 1 | 1 | 0 | 0.00% | -$104.44K |
| CHINA DEVELOPMENT BANK UNSECURED 05/33 2.82 | 600,000 | 600,000 | 0 | 0.00% | $1.79K |
| AUSTRALIAN GOVERNMENT SR UNSECURED REGS 06/51 1.75 | 250,000 | 250,000 | 0 | 0.00% | $1.18K |
| REPUBLIC OF ARGENTINA BONDS 07/35 VAR | 122,000 | 122,000 | 0 | 0.00% | -$2.59K |
| RFR USD SOFR/3.96000 06/27/25-30Y LCH | 1 | 1 | 0 | 0.00% | -$12.28K |
| RFR USD SOFR/3.28000 09/16/24-10Y LCH | 1 | 1 | 0 | 0.00% | $10.87K |
| RFR USD SOFR/3.93000 06/25/25-30Y LCH | 1 | 1 | 0 | 0.00% | -$9.69K |
| PACIFIC GAS&ELEC | 100,000 | 100,000 | 0 | 0.00% | -$1.50K |
| PACIFIC GAS&ELEC | 100,000 | 100,000 | 0 | 0.00% | -$2.55K |
| OIS CAD CAONREPO/3.50000 12/18/24-2Y LCH | 1 | 1 | 0 | 0.00% | -$4.77K |
| CCS USD R USSOFR/JPYMUTKCALM-44.2 FAR | 2 | 2 | 0 | 0.00% | -$8.18K |
| PACIFIC GAS&ELEC | 100,000 | 100,000 | 0 | 0.00% | -$2.00K |
| RESIDENTIAL ACCREDIT LOANS, IN RALI 2006 QO6 A1 | 272,331 | 272,331 | 0 | 0.00% | -$845 |
Top 300 of 365, by weight.
Machine-readable: JSON · Markdown. Programmatic access via the agent surface.