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 | 30,620,000 | 30,620,000 | 13.86% | $30.20M |
| Government National Mortgage Association, TBA | 0 | 6,200,000 | 6,200,000 | 2.95% | $6.43M |
| GNII II 3.5% 12/20/2055#MB0810 | 0 | 5,699,998 | 5,699,998 | 2.40% | $5.23M |
| Uniform Mortgage-Backed Security, TBA | 0 | 4,850,000 | 4,850,000 | 2.15% | $4.68M |
| G2SF 3 4/26 | 0 | 3,700,000 | 3,700,000 | 1.52% | $3.30M |
| G2SF 2.5 4/24 | 0 | 3,400,000 | 3,400,000 | 1.34% | $2.93M |
| FWD0Z35T8 COLOMBIA GOVT | 0 | 9,294,700,000 | 9,294,700,000 | 1.06% | $2.30M |
| SR UNSECURED REGS 04/28 3.4 | 0 | 1,900,000 | 1,900,000 | 1.02% | $2.22M |
| FWD0M1400 COLOMBIA GOVT NDF | 0 | 8,930,600,000 | 8,930,600,000 | 0.90% | $1.95M |
| FRANCE (GOVT OF) BONDS 144A REGS 02/29 2.75 | 0 | 1,500,000 | 1,500,000 | 0.79% | $1.73M |
| Uniform Mortgage-Backed Security, TBA | 0 | 1,680,000 | 1,680,000 | 0.77% | $1.69M |
| KINGDOM OF MOROCCO SR UNSECURED REGS 04/29 3.875 | 0 | 1,000,000 | 1,000,000 | 0.53% | $1.15M |
| FNCL 4 6/24 | 0 | 1,165,488 | 1,165,488 | 0.50% | $1.10M |
| Uniform Mortgage-Backed Security, TBA | 0 | 900,000 | 900,000 | 0.41% | $886.56K |
| THAILAND GOVERNMENT BOND SR UNSECURED 06/40 2.7 | 0 | 26,500,000 | 26,500,000 | 0.36% | $791.26K |
| Uniform Mortgage-Backed Security, TBA | 0 | 800,000 | 800,000 | 0.35% | $770.88K |
| POLARIS PLRS 2026 1A A 144A | 0 | 499,991 | 499,991 | 0.30% | $660.23K |
| TREASURY CORP VICTORIA LOCAL GOVT G 11/37 2 | 0 | 1,400,000 | 1,400,000 | 0.30% | $653.09K |
| Phillips 66 0% CP 08/04/2026 | 0 | 650,000 | 650,000 | 0.30% | $649.42K |
| ELSTREE FUNDING ELSTR 252 1ST A REGS | 0 | 491,627 | 491,627 | 0.30% | $649.36K |
| G2 MB0088 | 0 | 699,931 | 699,931 | 0.29% | $642.64K |
| BONOS Y OBLIG DEL ESTADO SR UNSECURED 05/29 3.5 | 0 | 500,000 | 500,000 | 0.27% | $589.98K |
| ICG EURO CLO ICGE 2023 2A A1R 144A | 0 | 500,000 | 500,000 | 0.27% | $577.81K |
| FAIR OAKS LOAN FUNDING FOAKS 5A AR 144A | 0 | 500,000 | 500,000 | 0.27% | $577.60K |
| PROVIDUS CLO PRVD 7A ARR 144A | 0 | 500,000 | 500,000 | 0.26% | $576.19K |
| CAPITAL FOUR CLO CFOUR 4A ARR 144A | 0 | 500,000 | 500,000 | 0.26% | $576.17K |
| KOREA HOUSING FINANCE CO COVERED REGS 03/31 2.696 | 0 | 500,000 | 500,000 | 0.26% | $565.07K |
| HCA INC CP 0% 05/11/2026 | 0 | 500,000 | 500,000 | 0.23% | $497.51K |
| JPMORGAN CHASE | 0 | 500,000 | 500,000 | 0.22% | $489.44K |
| EURO-OAT FUTURE JUN26 | 0 | -93 | -93 | 0.19% | $403.91K |
| EGYPT GOVERNMENT BOND BONDS 10/30 19.698 | 0 | 17,600,000 | 17,600,000 | 0.15% | $317.04K |
| THAILAND GOVERNMENT BOND SR UNSECURED 05/36 1.84 | 0 | 9,011,000 | 9,011,000 | 0.12% | $264.18K |
| TREASURY CORP VICTORIA LOCAL GOVT G 09/36 4.75 | 0 | 400,000 | 400,000 | 0.12% | $255.56K |
| PHILLIPS 66 GTD DISC 4/02/2026 0.00000000 | 0 | 250,000 | 250,000 | 0.11% | $249.94K |
| Crown Castle Inc | 0 | 250,000 | 250,000 | 0.11% | $249.74K |
| Alimentation Couche-Tard Inc. 0% CP 10/04/2026 | 0 | 250,000 | 250,000 | 0.11% | $249.72K |
| Jabil Inc | 0 | 250,000 | 250,000 | 0.11% | $249.50K |
| NextEra Energy Capital Holdings Inc | 0 | 250,000 | 250,000 | 0.11% | $249.44K |
| Alimentation Couche-Tard Inc | 0 | 250,000 | 250,000 | 0.11% | $249.41K |
| CROWN CASTLE | 0 | 250,000 | 250,000 | 0.11% | $249.39K |
| HCA INC CP 0% 05/13/2026 | 0 | 250,000 | 250,000 | 0.11% | $248.69K |
| JABIL INC | 0 | 250,000 | 250,000 | 0.11% | $248.63K |
| THAILAND GOVERNMENT BOND SR UNSECURED 06/45 2.98 | 0 | 8,388,000 | 8,388,000 | 0.11% | $245.13K |
| UNITED KINGDOM GILT BONDS REGS 07/54 4.375 | 0 | 200,000 | 200,000 | 0.10% | $220.43K |
| TURKIYE CENTR BANK BILL BILLS 04/26 0.00000 | 0 | 9,000,000 | 9,000,000 | 0.09% | $201.02K |
| REPUBLIC OF ECUADOR SR UNSECURED 144A 01/39 9.25 | 0 | 200,000 | 200,000 | 0.09% | $196.65K |
| G2SF 3.5 4/24 | 0 | 200,000 | 200,000 | 0.08% | $183.47K |
| BONOS DE TESORERIA SR UNSECURED 144A REGS 08/35 6 | 0 | 600,000 | 600,000 | 0.08% | $176.05K |
| OIS SGD SIBSORA/1.75000 09/16/26-5Y LCH | 0 | 2 | 2 | 0.08% | $167.57K |
| Elevance Health Inc | 0 | 150,000 | 150,000 | 0.07% | $149.78K |
| BONOS Y OBLIG DEL ESTADO SR UNSECURED 144A REGS 04/29 1 | 0 | 107,000 | 107,000 | 0.05% | $118.91K |
| SOUTHERN CO JR SUBORDINA 09/81 VAR | 0 | 100,000 | 100,000 | 0.05% | $112.14K |
| FNCL 6 6/24 | 0 | 100,000 | 100,000 | 0.05% | $101.79K |
| EURO-SCHATZ FUT JUN26 DUM6 | 0 | -93 | -93 | 0.05% | $100.18K |
| US TREASURY N/B | 0 | 100,000 | 100,000 | 0.05% | $98.45K |
| US TREASURY N/B | 0 | 100,000 | 100,000 | 0.04% | $97.55K |
| US TREASURY N/B | 0 | 100,000 | 100,000 | 0.04% | $96.41K |
| EURO-BUND FUTURE JUN26 | 0 | -34 | -34 | 0.04% | $90.23K |
| EURO-BOBL FUTURE JUN26 | 0 | -42 | -42 | 0.04% | $88.31K |
| CDX IG46 5Y ICE | 0 | 1 | 1 | 0.03% | $75.66K |
| RFR USD SOFR/3.40694 07/06/26-4Y* LCH | 0 | 2 | 2 | 0.03% | $73.06K |
| IRS EUR 3.00000 09/16/26-30Y LCH | 0 | 1 | 1 | 0.03% | $70.05K |
| FNCI 3.5 4/25 | 0 | 47,000 | 47,000 | 0.02% | $45.25K |
| RFR JPY MUTK/1.75000 09/16/26-5Y LCH | 0 | 1 | 1 | 0.02% | $39.27K |
| RFR JPY MUTK/1.50000 09/16/26-2Y LCH | 0 | 1 | 1 | 0.02% | $37.03K |
| IRS EUR 2.35000 12/15/27-1Y (GRN) LCH | 0 | 1 | 1 | 0.02% | $36.08K |
| RFR USD SOFR/4.08316 06/30/26-27Y* LCH | 0 | 2 | 2 | 0.01% | $32.10K |
| RFR GBP SONIO/4.50000 09/16/26-30Y LCH | 0 | 1 | 1 | 0.01% | $21.36K |
| OIS THB THORON/1.25000 09/16/26-5Y LCH | 0 | 1 | 1 | 0.01% | $17.21K |
| RFR USD SOFR/3.75000 06/17/26-10Y LCH | 0 | 1 | 1 | 0.01% | $15.37K |
| YI4360438 NIGERIA OMO BILL | 0 | 19,300,000 | 19,300,000 | 0.01% | $12.17K |
| YI4360529 NIGERIA OMO BILL | 0 | 18,700,000 | 18,700,000 | 0.01% | $11.72K |
| YI4360503 NIGERIA OMO BILL | 0 | 18,500,000 | 18,500,000 | 0.01% | $11.63K |
| RFR GBP SONIO/4.00000 09/16/26-10Y LCH | 0 | 1 | 1 | 0.00% | $10.47K |
| EGYPT TREASURY BILL BILLS 10/26 0.00000 | 0 | 275,000 | 275,000 | 0.00% | $4.42K |
| 31750SBB0 PIMCO FXVAN PUT USD KRW 1350.0000000 | 0 | 0 | 0 | 0.00% | $2.30K |
| EURO-BUXL 30Y BND JUN26 | 0 | -2 | -2 | 0.00% | $1.62K |
| 31750SC03 PIMCO FXVAN PUT USD KRW 1350.0000000 | 0 | 0 | 0 | 0.00% | $1.53K |
| RFR USD SOFR/4.0593* 03/13/26-30Y* LCH | 0 | 1 | 1 | 0.00% | $1.29K |
| RFR USD SOFR/4.0658* 03/13/26-20Y* LCH | 0 | 1 | 1 | 0.00% | $1.23K |
| RFR USD SOFR/3.7547* 03/13/26-10Y* LCH | 0 | 1 | 1 | 0.00% | $865 |
| SINGAPORE REPUBLIC OF 3.375% 05/01/2034 | 0 | 1 | 1 | 0.00% | $386 |
| 31750SCK9 PIMCO FXVAN PUT USD KRW 1350.0000000 | 0 | 0 | 0 | 0.00% | $187 |
| 31750SHO6 PIMCO FXVAN PUT EUR CZK 24.04000000 | 0 | 269,000 | 269,000 | 0.00% | $157 |
| Uniform Mortgage-Backed Security, TBA | 0 | 0 | 0 | 0.00% | $0 |
| 317UC4YA2 PIMCO SWAPTION 3.6 CALL USD 20260416 | 0 | -200,000 | -200,000 | 0.00% | -$179 |
| IRS NOK 4.50000 09/16/26-5Y LCH | 0 | 1 | 1 | 0.00% | -$284 |
| 317UC8QA2 PIMCO SWAPTION 4.055 PUT USD 2026042 | 0 | -200,000 | -200,000 | 0.00% | -$557 |
| 317UC8RA1 PIMCO SWAPTION 3.695 CALL USD 202604 | 0 | -200,000 | -200,000 | 0.00% | -$575 |
| 317UC4XA3 PIMCO SWAPTION 3.9 PUT USD 20260416 | 0 | -200,000 | -200,000 | 0.00% | -$1.04K |
| RFR CHF SRFXON3/0.25000 09/16/26-5Y LCH | 0 | 1 | 1 | 0.00% | -$3.09K |
| IRS SEK 2.75000 09/16/26-5Y LCH | 0 | 1 | 1 | 0.00% | -$7.29K |
| RFR CHF SRFXON3/0.25000 03/18/26-5Y LCH | 0 | 1 | 1 | 0.00% | -$8.14K |
| RFR JPY MUTK/1.50000 03/18/26-10Y LCH | 0 | 1 | 1 | -0.01% | -$11.09K |
| RFR USD SOFR/4.22201 03/31/26-27Y* LCH | 0 | 9 | 9 | -0.01% | -$12.11K |
| IRS EUR 2.82500 09/19/45-10Y LCH | 0 | 1 | 1 | -0.01% | -$22.71K |
| RFR USD SOFR/3.25000 06/17/26-5Y LCH | 0 | 1 | 1 | -0.01% | -$25.49K |
| IRS SEK 2.50000 03/18/26-5Y LCH | 0 | 1 | 1 | -0.01% | -$29.33K |
| OIS COP IBR/9.82000 11/14/25-9Y* CME | 0 | 1 | 1 | -0.01% | -$30.65K |
| RFR EUR ESTRON/2.17000 12/15/27-1Y LCH | 0 | 1 | 1 | -0.02% | -$34.59K |
| RFR USD SOFR/3.00000 06/17/26-2Y LCH | 0 | 1 | 1 | -0.02% | -$47.51K |
| IRS CNY R 1.50000 03/17/27-5Y BOA | 0 | 5 | 5 | -0.02% | -$48.32K |
| IRS EUR 2.50000 09/16/26-5Y LCH | 0 | 1 | 1 | -0.03% | -$56.42K |
| IRS NOK 3.75000 03/18/26-5Y LCH | 0 | 1 | 1 | -0.03% | -$67.70K |
| CDX ITRAXX MAIN45 5Y ICE | 0 | 1 | 1 | -0.04% | -$86.09K |
| RFR GBP SONIO/3.50000 09/16/26-5Y LCH | 0 | 1 | 1 | -0.05% | -$105.18K |
| RFR GBP SONIO/3.50000 09/16/26-2Y LCH | 0 | 1 | 1 | -0.08% | -$179.20K |
| Long Gilt | 0 | 33 | 33 | -0.08% | -$182.65K |
| EURIBOR 90DAY FUT ERZ6 12-14-26 | 0 | 243 | 243 | -0.11% | -$242.82K |
| EURO-BTP (ITALY GOVT) JUN 26 | 0 | 66 | 66 | -0.15% | -$317.08K |
| Uniform Mortgage-Backed Security, TBA | 0 | -475,000 | -475,000 | -0.18% | -$399.24K |
| FNCL 3 6/24 | 0 | -500,000 | -500,000 | -0.20% | -$438.50K |
| IRS EUR 2.25000 09/16/26-2Y LCH | 0 | 1 | 1 | -0.20% | -$445.58K |
| IRS EUR 2.75000 09/16/26-10Y LCH | 0 | 1 | 1 | -0.26% | -$572.27K |
| Uniform Mortgage-Backed Security, TBA | 0 | -679,000 | -679,000 | -0.29% | -$621.13K |
| Uniform Mortgage-Backed Security, TBA | 0 | -1,200,000 | -1,200,000 | -0.57% | -$1.24M |
| FNMA-15YR | 0 | -3,900,000 | -3,900,000 | -1.65% | -$3.59M |
| FNCL 2 5/26 | 0 | -9,890,000 | -9,890,000 | -3.65% | -$7.96M |
| Security | Shares Dec 2025 | Shares Mar 2026 | Δ shares | End % | Δ value |
|---|---|---|---|---|---|
| Uniform Mortgage-Backed Security, TBA | 23,800,000 | 0 | -23,800,000 | 0.00% | -$23.71M |
| Uniform Mortgage-Backed Security, TBA | 11,000,000 | 0 | -11,000,000 | 0.00% | -$11.44M |
| Uniform Mortgage-Backed Security, TBA | 9,900,000 | 0 | -9,900,000 | 0.00% | -$10.16M |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 4,800,000 | 0 | -4,800,000 | 0.00% | -$4.96M |
| Uniform Mortgage-Backed Security, TBA | 4,400,000 | 0 | -4,400,000 | 0.00% | -$4.46M |
| G2SF 3 1/26 | 4,400,000 | 0 | -4,400,000 | 0.00% | -$3.95M |
| Government National Mortgage Association | 3,700,000 | 0 | -3,700,000 | 0.00% | -$3.19M |
| Government National Mortgage Association, TBA | 3,400,000 | 0 | -3,400,000 | 0.00% | -$3.09M |
| BUONI POLIENNALI DEL TES SR UNSECURED REGS 08/27 2.1 | 2,600,000 | 0 | -2,600,000 | 0.00% | -$3.05M |
| FNCL UMBS 6.5 RJ5151 08-01-55 | 2,884,064 | 0 | -2,884,064 | 0.00% | -$3.00M |
| Government National Mortgage Association | 2,656,293 | 0 | -2,656,293 | 0.00% | -$2.42M |
| FWD035949 COLOMBIA GOVT NDF | 9,294,700,000 | 0 | -9,294,700,000 | 0.00% | -$2.29M |
| Uniform Mortgage-Backed Security, TBA | 2,100,000 | 0 | -2,100,000 | 0.00% | -$2.18M |
| FRANCE (GOVT OF) BONDS 144A REGS 02/28 0.75 | 1,800,000 | 0 | -1,800,000 | 0.00% | -$2.05M |
| FWD0893J9 COLOMBIA GOVT NDF | 8,930,600,000 | 0 | -8,930,600,000 | 0.00% | -$1.94M |
| BONOS Y OBLIG DEL ESTADO SR UNSECURED 01/28 0.00000 | 950,000 | 0 | -950,000 | 0.00% | -$1.07M |
| CROWN CASTLE INTL CORP 4(2) 144A DISC NT 1/20/2026 | 1,000,000 | 0 | -1,000,000 | 0.00% | -$997.68K |
| FRANCE (GOVT OF) BONDS 144A REGS 10/27 2.75 | 700,000 | 0 | -700,000 | 0.00% | -$829.92K |
| Uniform Mortgage-Backed Security, TBA | 865,488 | 0 | -865,488 | 0.00% | -$820.51K |
| Uniform Mortgage-Backed Security, TBA | 821,000 | 0 | -821,000 | 0.00% | -$756.70K |
| FNMA POOL MA5631 FN 02/55 FIXED 6.5 | 651,007 | 0 | -651,007 | 0.00% | -$676.70K |
| IRS EUR 2.21300 03/12/40-15Y LCH | 1 | 0 | -1 | 0.00% | -$609.42K |
| REPUBLIC OF SENEGAL SR UNSECURED REGS 03/28 4.75 | 700,000 | 0 | -700,000 | 0.00% | -$572.03K |
| THAILAND GOVERNMENT BOND SR UNSECURED 11/29 2.5 | 13,900,000 | 0 | -13,900,000 | 0.00% | -$462.58K |
| CHINA GOVERNMENT BOND BONDS 05/35 1.65 | 2,900,000 | 0 | -2,900,000 | 0.00% | -$407.79K |
| FNCL 3 2/26 | 400,000 | 0 | -400,000 | 0.00% | -$353.58K |
| SAUDI INTERNATIONAL BOND SR UNSECURED 144A 03/37 3.75 | 300,000 | 0 | -300,000 | 0.00% | -$346.93K |
| BRISTOL-MYERS | 300,000 | 0 | -300,000 | 0.00% | -$312.49K |
| CROWN CASTLE INTL CORP | 300,000 | 0 | -300,000 | 0.00% | -$299.27K |
| Uniform Mortgage-Backed Security, TBA | 300,000 | 0 | -300,000 | 0.00% | -$292.63K |
| EDISON INTERNATIONAL 01/26 ZCP | 250,000 | 0 | -250,000 | 0.00% | -$249.86K |
| ENBRIDGE U S INC DISC 01/07/26 0.00000000 | 250,000 | 0 | -250,000 | 0.00% | -$249.81K |
| JABIL INC DISC 01/07/26 0.00000000 | 250,000 | 0 | -250,000 | 0.00% | -$249.79K |
| ALIMENTATION COUCHETARD INC | 250,000 | 0 | -250,000 | 0.00% | -$249.78K |
| AIR LEASE CORP DISC COML 01/26 ZCP | 250,000 | 0 | -250,000 | 0.00% | -$249.66K |
| JABIL INC DISC 01/12/2026 0.00000000 | 250,000 | 0 | -250,000 | 0.00% | -$249.64K |
| Keurig Dr Pepper Inc | 250,000 | 0 | -250,000 | 0.00% | -$249.63K |
| ROMANIA UNSECURED 144A 04/33 2 | 250,000 | 0 | -250,000 | 0.00% | -$239.11K |
| PROSUS NV SR UNSECURED 144A 01/26 1.207 | 200,000 | 0 | -200,000 | 0.00% | -$234.92K |
| CAIRN CLO BV CRNCL 2018 10A AR 144A | 197,848 | 0 | -197,848 | 0.00% | -$232.68K |
| THAILAND GOVERNMENT BOND SR UNSECURED 03/35 2.41 | 6,300,000 | 0 | -6,300,000 | 0.00% | -$213.83K |
| GNMA II POOL MB0304 G2 04/55 FIXED 3.5 | 225,192 | 0 | -225,192 | 0.00% | -$205.16K |
| ROMANIA SR UNSECURED REGS 04/33 2 | 200,000 | 0 | -200,000 | 0.00% | -$191.29K |
| ROMANIA SR UNSECURED 144A 09/33 6.375 | 100,000 | 0 | -100,000 | 0.00% | -$126.02K |
| ROMANIA SR UNSECURED 144A 09/34 6.25 | 100,000 | 0 | -100,000 | 0.00% | -$123.49K |
| ROMANIA SR UNSECURED REGS 09/34 6.25 | 100,000 | 0 | -100,000 | 0.00% | -$123.49K |
| OIS SGD SIBSORA/2.00000 03/18/26-5Y LCH | 1 | 0 | -1 | 0.00% | -$109.90K |
| FUT. EUR FOAT MAR26 | -93 | 0 | 93 | 0.00% | -$78.87K |
| IRS EUR 3.00000 03/18/26-30Y LCH | 1 | 0 | -1 | 0.00% | -$71.55K |
| FUT. EURO-BUND EUX MAR26 | -27 | 0 | 27 | 0.00% | -$55.98K |
| UKG 10YR FUT G H6 03-27-26 | 62 | 0 | -62 | 0.00% | -$51.46K |
| FGBM Mar 2026 | -44 | 0 | 44 | 0.00% | -$46.50K |
| FNCI 3.5 1/25 | 47,000 | 0 | -47,000 | 0.00% | -$45.70K |
| INDONESIA AS SP MYC | 1 | 0 | -1 | 0.00% | -$33.10K |
| IRS NZD 3.50000 03/18/26-5Y LCH | 1 | 0 | -1 | 0.00% | -$26.75K |
| FUT. EURX E-SCHATZ MAR26 | -119 | 0 | 119 | 0.00% | -$21.17K |
| IRS NZD 2.50000 03/12/26-2Y LCH | 1 | 0 | -1 | 0.00% | -$18.71K |
| RFR USD SOFR/3.75000 09/17/25-5Y LCH | 1 | 0 | -1 | 0.00% | -$14.94K |
| OIS SGD SIBSORA/1.25000 03/18/26-1Y LCH | 1 | 0 | -1 | 0.00% | -$14.46K |
| RFR GBP SONIO/3.50000 09/17/25-2Y LCH | 1 | 0 | -1 | 0.00% | -$12.88K |
| RFR GBP SONIO/4.25000 03/18/26-10Y LCH | 1 | 0 | -1 | 0.00% | -$7.63K |
| 31750RZO8 PIMCO FXVAN PUT USD KRW 1380.0000000 | 0 | 0 | 0 | 0.00% | -$5.53K |
| GSAA Home Equity Trust, Series 2007-8, Class A3 | 4,614 | 0 | -4,614 | 0.00% | -$4.59K |
| RFR USD SOFR/3.37500 03/31/26-4Y* LCH | 1 | 0 | -1 | 0.00% | -$4.05K |
| 31750RZZ3 PIMCO FXVAN PUT USD BRL 5.12000000 | 0 | 0 | 0 | 0.00% | -$3.11K |
| CWABS, Inc. Asset-Backed Certificates Trust, Series 2004-4, Class M1 | 2,612 | 0 | -2,612 | 0.00% | -$2.98K |
| 31750RZW0 PIMCO FXVAN PUT USD KRW 1385.0000000 | 0 | 0 | 0 | 0.00% | -$1.85K |
| 31750RXM4 PIMCO FXVAN PUT USD BRL 5.40000000 | 0 | 0 | 0 | 0.00% | -$1.68K |
| 31750RMC8 PIMCO FXVAN PUT EUR CZK 24.20000000 | 269,000 | 0 | -269,000 | 0.00% | -$1.62K |
| 31750RFD4 PIMCO FXVAN PUT EUR CZK 24.20000000 | 287,000 | 0 | -287,000 | 0.00% | -$1.44K |
| 31750RLA3 PIMCO FXVAN PUT EUR CZK 24.20000000 | 214,123 | 0 | -214,123 | 0.00% | -$1.24K |
| 31750RMZ7 PIMCO FXVAN PUT EUR CZK 24.20000000 | 96,000 | 0 | -96,000 | 0.00% | -$578 |
| 31750S493 PIMCO FXVAN PUT EUR HUF 378.00000000 | 190,000 | 0 | -190,000 | 0.00% | -$567 |
| 31750RNL7 PIMCO FXVAN PUT EUR CZK 24.10000000 | 127,000 | 0 | -127,000 | 0.00% | -$501 |
| 31750S584 PIMCO FXVAN PUT EUR HUF 376.00000000 | 229,000 | 0 | -229,000 | 0.00% | -$485 |
| 31750S543 PIMCO FXVAN PUT EUR HUF 375.00000000 | 246,000 | 0 | -246,000 | 0.00% | -$425 |
| RFR USD SOFR/3.91900 01/14/26-10Y LCH | 0 | 0 | 0 | 0.00% | $0 |
| EUR - CZK | 0 | 0 | 0 | 0.00% | $0 |
| USD - KRW | 0 | 0 | 0 | 0.00% | $0 |
| EUR - CZK | 0 | 0 | 0 | 0.00% | $0 |
| EUR - CZK | 0 | 0 | 0 | 0.00% | $0 |
| EUR - HUF | 0 | 0 | 0 | 0.00% | $0 |
| USD - BRL | 0 | 0 | 0 | 0.00% | $0 |
| EUR - CZK | 0 | 0 | 0 | 0.00% | $0 |
| USD - SGD | 0 | 0 | 0 | 0.00% | $0 |
| USD - BRL | 0 | 0 | 0 | 0.00% | $0 |
| EUR - CZK | 0 | 0 | 0 | 0.00% | $0 |
| USD - HKD | 0 | 0 | 0 | 0.00% | $0 |
| RFR USD SOFR/3.86000 01/07/26-10Y LCH | 0 | 0 | 0 | 0.00% | $0 |
| USD - HKD | 0 | 0 | 0 | 0.00% | $0 |
| RFR USD SOFR/3.92500 01/12/26-10Y LCH | 0 | 0 | 0 | 0.00% | $0 |
| RFR USD SOFR/3.88200 02/02/26-10Y LCH | 0 | 0 | 0 | 0.00% | $0 |
| USD - KRW | 0 | 0 | 0 | 0.00% | $0 |
| EUR - HUF | 0 | 0 | 0 | 0.00% | $0 |
| EUR - HUF | 0 | 0 | 0 | 0.00% | $0 |
| EUR - CZK | 0 | 0 | 0 | 0.00% | $0 |
| 317UB9VA5 PIMCO SWAPTION 3.58 CALL USD 2026010 | -1,000,000 | 0 | 1,000,000 | 0.00% | $0 |
| 317UBA6A0 PIMCO SWAPTION 3.625 CALL USD 202601 | -400,000 | 0 | 400,000 | 0.00% | $36 |
| RFR JPY MUTK/1.00000 06/18/25-5Y LCH | 1 | 0 | -1 | 0.00% | $40 |
| 317UBA5A1 PIMCO SWAPTION 3.925 PUT USD 2026010 | -400,000 | 0 | 400,000 | 0.00% | $79 |
| 317UBC4A8 PIMCO SWAPTION 3.639 CALL USD 202601 | -600,000 | 0 | 600,000 | 0.00% | $188 |
| 317UBEXA2 PIMCO SWAPTION 3.622 CALL USD 202601 | -200,000 | 0 | 200,000 | 0.00% | $273 |
| 317UBC3A9 PIMCO SWAPTION 3.919 PUT USD 2026011 | -600,000 | 0 | 600,000 | 0.00% | $294 |
| 317UBEWA3 PIMCO SWAPTION 3.882 PUT USD 2026012 | -200,000 | 0 | 200,000 | 0.00% | $592 |
| 317UB9UA6 PIMCO SWAPTION 3.86 PUT USD 20260105 | -1,000,000 | 0 | 1,000,000 | 0.00% | $971 |
| 31750RXK8 PIMCO FXVAN CALL USD BRL 5.69000000 | -300,000 | 0 | 300,000 | 0.00% | $2.33K |
| 31750RZX8 PIMCO FXVAN CALL USD BRL 5.64000000 | -500,000 | 0 | 500,000 | 0.00% | $3.55K |
| ITA GB 10YR FUT IKH6 03-06-26 | 56 | 0 | -56 | 0.00% | $20.46K |
| IRS CNY R 1.50000 03/18/26-5Y SCX | 3 | 0 | -3 | 0.00% | $23.32K |
| IRS EUR 2.00000 03/18/26-2Y LCH | 1 | 0 | -1 | 0.00% | $29.52K |
| IRS EUR 2.50000 03/18/26-5Y LCH | 1 | 0 | -1 | 0.00% | $79.36K |
| IRS EUR 2.75000 03/18/26-10Y LCH | 1 | 0 | -1 | 0.00% | $268.46K |
| FNCL 2.5 1/26 | -475,000 | 0 | 475,000 | 0.00% | $401.63K |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 30YR TBA FEB | -700,000 | 0 | 700,000 | 0.00% | $628.28K |
| FNCL 3.5 2/26 | -1,500,000 | 0 | 1,500,000 | 0.00% | $1.38M |
| FNCI 2 1/26 | -3,900,000 | 0 | 3,900,000 | 0.00% | $3.61M |
| FNCL 2 1/26 | -9,590,000 | 0 | 9,590,000 | 0.00% | $7.75M |
| Security | Shares Dec 2025 | Shares Mar 2026 | Δ shares | End % | Δ value |
|---|---|---|---|---|---|
| PIMCO PRV SHORT TERM FLT III MUTUAL FUND | 228,126 | 776,628 | 548,502 | 3.47% | $5.34M |
| JAPAN GOVT CPI LINKED BONDS 03/29 0.1 | 473,726,400 | 474,436,200 | 709,800 | 1.37% | -$93.75K |
| CHINA DEVELOPMENT BANK UNSECURED 01/34 2.63 | 7,710,000 | 10,910,000 | 3,200,000 | 0.77% | $513.53K |
| JAPAN GOVT CPI LINKED BONDS 03/28 0.1 | 260,089,040 | 260,480,630 | 391,590 | 0.76% | -$42.45K |
| US ULTRA BOND CBT Sep25 | 597,108 | 597,413 | 305 | 0.44% | $958.78K |
| TITULOS DE TESORERIA BONDS 01/31 6.5 | 1,350,247,780 | 1,377,920,720 | 27,672,940 | 0.17% | $3.64K |
| CDX ITRAXX XOV44 5Y 35-100% SP MYC | 3 | 4 | 1 | 0.14% | $205.91K |
| COUNTRYWIDE ALTERNATIVE LOAN T CWALT 2006 45T1 1A11 | 491,780 | 491,832 | 52 | 0.08% | -$6.78K |
| Security | Shares Dec 2025 | Shares Mar 2026 | Δ shares | End % | Δ value |
|---|---|---|---|---|---|
| U.S. TREASURY INFLATION-PROTECTED SECURITIES 2-1/2% 01/15/29 | 3,260,604 | 3,256,691 | -3,913 | 1.55% | $12.77K |
| U.S. TREASURY INFLATION-PROTECTED SECURITIES 0-1/8% 07/15/2031 | 3,401,580 | 3,397,492 | -4,088 | 1.46% | $22.66K |
| FR SD8471 | 2,187,430 | 1,874,535 | -312,895 | 0.89% | -$334.52K |
| SAUDI INT BOND | 1,800,000 | 1,600,000 | -200,000 | 0.73% | -$250.26K |
| Barclays Mortgage Loan Trust, Series 2025-NQM3, Class A1 | 998,897 | 949,238 | -49,659 | 0.44% | -$52.49K |
| FED HM LN PC POOL QJ4152 FR 08/54 FIXED 6.5 | 851,115 | 848,186 | -2,928 | 0.40% | -$7.26K |
| FR SD8384 | 936,317 | 835,498 | -100,819 | 0.39% | -$109.56K |
| FN MA5217 | 917,652 | 774,244 | -143,408 | 0.37% | -$152.93K |
| CVS PASS-THROUGH TRUST REGD 144A P/P 7.50700000 | 783,723 | 756,846 | -26,877 | 0.37% | -$32.67K |
| FREDDIE MAC FHR 5511 FB | 928,246 | 783,502 | -144,743 | 0.36% | -$146.76K |
| G2 MA7828 | 855,188 | 838,072 | -17,116 | 0.34% | -$21.34K |
| U.S. TREASURY INFLATION-PROTECTED SECURITIES 0-5/8% 07/15/2032 | 784,455 | 783,517 | -938 | 0.34% | $3.31K |
| FREDDIE MAC REMICS SER 5513 CL MF V/R 5.01180000 | 811,068 | 722,113 | -88,955 | 0.33% | -$87.69K |
| FRANCE (GOVT OF) BONDS 144A REGS 07/31 0.1 | 614,810 | 610,410 | -4,400 | 0.31% | $493 |
| G2 MA8345 | 727,055 | 713,623 | -13,433 | 0.30% | -$8.58K |
| BRACCAN MORTGAGE FUNDING BRACN 2025 1A A 144A | 495,838 | 490,633 | -5,205 | 0.30% | -$20.60K |
| Cross Mortgage Trust, Series 2025-H5, Class A1 | 658,618 | 610,124 | -48,494 | 0.28% | -$52.11K |
| U.S. TREASURY INFLATION-PROTECTED SECURITIES .125 07/15/2030 | 634,975 | 634,215 | -760 | 0.28% | $4.47K |
| GNMA II POOL MA8644 G2 02/53 FIXED 3.5 | 654,305 | 640,307 | -13,999 | 0.27% | -$7.36K |
| MSRM 2025-DSC2 A1 | 579,623 | 566,400 | -13,223 | 0.26% | -$17.39K |
| FNR 2025-19 FC | 607,408 | 556,022 | -51,387 | 0.26% | -$49.21K |
| PMT LOAN TRUST 2021-INV2 SER 2021-INV1 CL A3 V/R REGD 144A P/P 2.50000000 | 665,855 | 654,145 | -11,710 | 0.25% | -$12.69K |
| REALKREDIT DANMARK COVERED REGS 10/53 1.5 | 4,452,513 | 4,416,774 | -35,739 | 0.25% | -$19.47K |
| U.S. TREASURY INFLATION-PROTECTED SECURITIES 0-1/8% 01/15/32 | 587,305 | 586,600 | -705 | 0.25% | $3.18K |
| CANADIAN GOVERNMENT RRB BONDS 12/36 3 | 641,996 | 640,828 | -1,168 | 0.24% | -$1.66K |
| G2 MA7988 | 581,448 | 568,850 | -12,598 | 0.23% | -$14.93K |
| CHASE MORTGAGE FINANCE CORPORA CHASE 2025 RPL1 A1A 144A | 576,746 | 563,821 | -12,925 | 0.23% | -$15.47K |
| JP MORGAN MORTGAGE TRUST JPMMT 2021 10 A3 144A | 594,551 | 582,078 | -12,473 | 0.22% | -$15.15K |
| FNMA POOL BF0334 FN 01/59 FIXED 3.5 | 533,292 | 524,108 | -9,185 | 0.22% | -$11.19K |
| GPMT Ltd., Series 2021-FL4, Class A | 523,252 | 455,198 | -68,054 | 0.21% | -$69.44K |
| TRTX Issuer Ltd., Series 2022-FL5, Class A | 473,806 | 407,675 | -66,130 | 0.19% | -$64.26K |
| GSAMP TRUST GSAMP 2006 FM1 A2D | 524,974 | 517,102 | -7,871 | 0.16% | -$19.83K |
| MORGAN STANLEY CAPITAL INC MSAC 2006 NC5 A2D | 641,009 | 636,542 | -4,467 | 0.15% | -$4.69K |
| FNR 2024-38 FA | 343,461 | 328,831 | -14,630 | 0.15% | -$13.89K |
| SMB PRIVATE EDUCATION LOAN TRUST 2022-B SER 2022-B CL A1B V/R REGD 144A P/P 5.59202000 | 338,665 | 320,785 | -17,880 | 0.15% | -$18.11K |
| CHILE ELECTRICITY LUX MPC SARL 6.01% 01/20/2033 144A | 313,250 | 301,000 | -12,250 | 0.14% | -$18.17K |
| Government National Mortgage Association | 347,970 | 294,891 | -53,080 | 0.14% | -$52.72K |
| UNITED KINGDOM I/L GILT BONDS REGS 11/42 0.625 | 268,450 | 267,835 | -615 | 0.13% | -$3.70K |
| NORDEA KREDIT REALKREDIT COVERED 10/53 1.5 | 2,138,720 | 2,121,589 | -17,130 | 0.12% | -$9.20K |
| TPMT 2020-2 A1A | 302,527 | 288,962 | -13,565 | 0.12% | -$13.83K |
| MASTR Asset-Backed Securities Trust, Series 2006-FRE2, Class A5 | 438,768 | 436,188 | -2,580 | 0.12% | -$3.00K |
| PALMER SQUARE EUROPEAN LOAN FU PSTET 2023 3A AR 144A | 301,687 | 215,836 | -85,851 | 0.11% | -$104.70K |
| MERRILL LYNCH MORTGAGE INVESTO MLMI 2006 FM1 A2D | 521,859 | 503,885 | -17,974 | 0.11% | -$19.66K |
| BULGARIA SR UNSECURED REGS 07/35 3.375 | 300,000 | 200,000 | -100,000 | 0.10% | -$125.32K |
| MORGAN STANLEY CAPITAL INC MSAC 2006 HE8 A2C | 489,740 | 485,888 | -3,852 | 0.10% | -$3.91K |
| STRUCTURED ASSET SECURITIES CO SASC 2006 RF4 1A1 144A | 251,169 | 248,190 | -2,979 | 0.10% | -$2.52K |
| FN MA5166 | 222,755 | 200,965 | -21,789 | 0.09% | -$23.72K |
| Argent Securities Trust 2006-M1 | 766,889 | 764,234 | -2,655 | 0.09% | -$2.04K |
| RESIDENTIAL ACCREDIT LOANS, IN RALI 2007 QA3 A1 | 219,088 | 215,815 | -3,273 | 0.09% | $1.48K |
| WMALT 2007-HY1 A2A | 257,836 | 255,344 | -2,492 | 0.09% | -$897 |
| FNMA POOL MA5167 FN 10/53 FIXED 6.5 | 221,328 | 192,498 | -28,830 | 0.09% | -$30.75K |
| MERRILL LYNCH MORTGAGE INVESTO MLMI 2006 HE5 A2B | 411,239 | 408,273 | -2,967 | 0.09% | -$3.09K |
| MSAC 2007-HE2 A2B | 437,227 | 433,583 | -3,644 | 0.09% | -$3.17K |
| FNMA POOL BF0463 FN 03/60 FIXED 3 | 229,342 | 227,473 | -1,869 | 0.09% | -$3.00K |
| ASSET BACKED FUNDING CERTIFICA ABFC 2006 HE1 A2C | 355,922 | 353,228 | -2,694 | 0.09% | -$2.94K |
| TPMT 2020-1 A1 | 214,576 | 200,229 | -14,347 | 0.09% | -$14.17K |
| BDS Ltd., Series 2021-FL10, Class A | 254,768 | 187,755 | -67,014 | 0.09% | -$67.01K |
| Bluemountain CLO XXX Ltd | 274,680 | 174,764 | -99,916 | 0.08% | -$100.07K |
| Uniform Mortgage-Backed Securities | 190,638 | 183,026 | -7,612 | 0.08% | -$8.19K |
| LCM LTD PARTNERSHIP LCM 30A AR 144A | 257,190 | 173,813 | -83,378 | 0.08% | -$83.36K |
| U.S. TREASURY INFLATION-PROTECTED SECURITIES 3-7/8% 04/15/29 | 158,451 | 158,261 | -190 | 0.08% | $44 |
| COUNTRYWIDE ALTERNATIVE LOAN T CWALT 2006 39CB 1A20 | 204,315 | 202,155 | -2,160 | 0.08% | -$3.36K |
| Argent Securities Trust, Series 2006-M1, Class A2C | 613,511 | 611,387 | -2,124 | 0.08% | -$1.63K |
| WAMU MORTGAGE PASS THROUGH CER WAMU 2006 AR12 3A3 | 199,197 | 174,524 | -24,673 | 0.07% | -$21.24K |
| FREDDIE MAC REMICS SER 4579 CL FD V/R 4.77904000 | 169,212 | 157,240 | -11,972 | 0.07% | -$11.74K |
| NEWGATE FUNDING PLC NGATE 2007 3X A2B REGS | 135,739 | 131,315 | -4,424 | 0.07% | -$6.81K |
| COUNTRYWIDE ALTERNATIVE LOAN T CWALT 2006 36T2 1A7 | 376,866 | 376,866 | -0 | 0.07% | -$1.00K |
| JUBILEE CDO BV JUBIL 2016 17A A2RR 144A | 205,990 | 125,995 | -79,995 | 0.07% | -$96.39K |
| RESIDENTIAL ACCREDIT LOANS, IN RALI 2006 QA6 A1 | 156,385 | 153,934 | -2,451 | 0.07% | -$1.72K |
| Structured Asset Mortgage Investments II Trust 2006-AR3 | 179,428 | 172,415 | -7,013 | 0.07% | -$5.97K |
| SPECIALTY UNDERWRITING + RESID SURF 2006 BC2 A2D | 442,339 | 439,586 | -2,753 | 0.06% | -$2.31K |
| DEUTSCHE ALT A SECURITIES INC DBALT 2006 AB1 A4 | 140,051 | 135,827 | -4,224 | 0.06% | -$4.37K |
| GS MORTGAGE-BACKED SECURITIES TRUST 2021-INV1 SER 2021-INV1 CL A2 V/R REGD 144A P/P 2.50000000 | 146,010 | 143,957 | -2,053 | 0.06% | -$2.26K |
| BCAP LLC Trust, Series 2007-AA2, Class 12A1 | 123,940 | 122,750 | -1,191 | 0.06% | -$829 |
| AIR CDA PASS THRU TR 2017-1 3.3% 07/15/2031 144A | 128,320 | 123,200 | -5,120 | 0.05% | -$4.84K |
| J.P. Morgan Alternative Loan Trust, Series 2007-A2, Class 2A1 | 136,974 | 134,032 | -2,942 | 0.05% | -$2.76K |
| WAMU MORTGAGE PASS THROUGH CER WAMU 2006 AR16 3A3 | 129,233 | 128,199 | -1,035 | 0.05% | $213 |
| ROMANIA SR UNSECURED 144A 09/31 5.125 | 500,000 | 100,000 | -400,000 | 0.05% | -$486.88K |
| CSMC 2021-INV1TRUST SER 2021-INV1 CL A3 V/R REGD 144A P/P 2.50000000 | 135,249 | 131,680 | -3,568 | 0.05% | -$3.66K |
| BANC OF AMERICA FUNDING CORPOR BAFC 2007 5 2A3 | 126,498 | 126,181 | -317 | 0.05% | -$1.15K |
| RESIDENTIAL ACCREDIT LOANS, IN RALI 2006 QA11 A1 | 119,795 | 114,313 | -5,482 | 0.05% | -$2.57K |
| HSI ASSET SECURITIZATION CORPO HASC 2006 HE2 2A4 | 467,962 | 463,972 | -3,990 | 0.05% | -$3.64K |
| DRYDEN LEVERAGED LOAN CDO DRYD 2017 27A AR 144A | 137,152 | 88,828 | -48,323 | 0.05% | -$58.47K |
| IndyMac INDX Mortgage Loan Trust, Series 2006-AR11, Class 2A1 | 114,974 | 112,801 | -2,173 | 0.05% | -$1.21K |
| Credit-Based Asset Servicing & Securitization LLC, Series 2007-CB6, Class A3 | 150,009 | 147,593 | -2,417 | 0.05% | -$2.08K |
| STRUCTURED ASSET SECURITIES CO SASC 2006 RF1 1A 144A | 118,817 | 116,110 | -2,707 | 0.04% | -$2.77K |
| CHASE MORTGAGE FINANCE CORPORA CHASE 2007 A1 12M3 | 97,794 | 94,446 | -3,348 | 0.04% | -$2.56K |
| FN MA5422 | 103,288 | 86,541 | -16,747 | 0.04% | -$17.84K |
| STWD Ltd., Series 2021-FL2, Class A | 335,183 | 82,934 | -252,249 | 0.04% | -$252.53K |
| RESIDENTIAL ACCREDIT LOANS, IN RALI 2006 QS16 A1 | 115,394 | 113,614 | -1,780 | 0.04% | -$1.70K |
| MORGAN STANLEY CAPITAL INC MSAC 2007 NC1 A2C | 169,052 | 168,032 | -1,020 | 0.04% | -$1.13K |
| MORGAN STANLEY CAPITAL INC MSAC 2007 NC1 A2D | 169,052 | 168,032 | -1,020 | 0.04% | -$1.13K |
| JP MORGAN MORTGAGE TRUST JPMMT 2005 ALT1 2A1 | 123,144 | 118,607 | -4,537 | 0.04% | -$14.75K |
| NYKREDIT REALKREDIT A/S COVERED REGS 10/53 1.5 | 622,031 | 617,068 | -4,962 | 0.03% | -$2.73K |
| CITIGROUP MORTGAGE LOAN TRUST CMLTI 2007 AR5 2A2A | 83,805 | 82,681 | -1,124 | 0.03% | -$314 |
| FR SD8439 | 81,749 | 72,406 | -9,343 | 0.03% | -$10.08K |
| GSAMP TRUST GSAMP 2007 FM2 A2B | 121,735 | 119,307 | -2,428 | 0.03% | -$1.96K |
| GOVERNMENT NATIONAL MORTGAGE CORPORATION | 83,254 | 80,895 | -2,360 | 0.03% | -$2.58K |
| ACE Securities Corp Home Equity Loan Trust Series 2004-HE4 | 86,333 | 77,959 | -8,374 | 0.03% | -$7.58K |
| COUNTRYWIDE ALTERNATIVE LOAN T CWALT 2007 HY4 1A1 | 86,636 | 85,412 | -1,224 | 0.03% | -$158 |
| ALBA PLC ALBA 2005 1 A3 REGS | 83,511 | 53,245 | -30,265 | 0.03% | -$41.96K |
| MORGAN STANLEY MORTGAGE LOAN T MSM 2006 6AR 4A1 | 120,309 | 120,309 | -0 | 0.03% | $263 |
| BEAR STEARNS ALT A TRUST BALTA 2005 7 26A1 | 186,566 | 186,566 | -0 | 0.03% | -$2.05K |
| LEHMAN MORTGAGE TRUST LMT 2007 8 1A1 | 53,917 | 52,943 | -974 | 0.02% | -$1.26K |
| Structured Adjustable Rate Mortgage Loan Trust, Series 2006-3, Class 4A | 92,616 | 92,358 | -258 | 0.02% | -$241 |
| WASHINGTON MUTUAL MORTGAGE PAS WMALT 2005 9 2A2 | 51,586 | 49,856 | -1,730 | 0.02% | -$1.72K |
| Bear Stearns Asset Backed Securities Trust 2007-SD2 | 50,494 | 48,879 | -1,614 | 0.02% | -$2.86K |
| COUNTRYWIDE HOME LOANS CWHL 2006 21 A13 | 103,048 | 102,922 | -126 | 0.02% | -$1.64K |
| COUNTRYWIDE ALTERNATIVE LOAN T CWALT 2006 OA9 2A1A | 47,908 | 46,254 | -1,654 | 0.02% | -$1.26K |
| Reperforming Loan REMIC Trust, Series 2005-R2, Class 1AF1 | 46,135 | 40,914 | -5,221 | 0.02% | -$5.00K |
| Structured Adjustable Rate Mortgage Loan Trust Series 2005-19XS | 41,734 | 40,854 | -880 | 0.02% | -$796 |
| FED HM LN PC POOL QI0325 FR 02/54 FIXED 6.5 | 40,558 | 36,448 | -4,110 | 0.02% | -$4.49K |
| WAMU MORTGAGE PASS THROUGH CER WAMU 2005 AR15 A1A2 | 40,681 | 39,963 | -718 | 0.02% | -$646 |
| FNMA POOL BJ5957 FN 04/48 FIXED 4 | 38,413 | 38,166 | -247 | 0.02% | -$539 |
| CWABS Asset-Backed Certificates Trust 2007-6 | 34,192 | 32,921 | -1,271 | 0.02% | -$896 |
| BANC OF AMERICA FUNDING CORPOR BAFC 2007 B A1 | 41,271 | 40,957 | -314 | 0.02% | -$152 |
| SUNTRUST ADJUSTABLE RATE MORTG STARM 2007 1 3A2 | 43,800 | 36,904 | -6,896 | 0.02% | -$6.03K |
| BEAR STEARNS ADJUSTABLE RATE M BSARM 2004 1 13A2 | 49,763 | 33,730 | -16,033 | 0.02% | -$15.17K |
| WASHINGTON MUTUAL MORTGAGE PAS WMALT 2005 6 1CB | 36,133 | 35,360 | -773 | 0.02% | -$845 |
| WAMU MORTGAGE PASS THROUGH CER WAMU 2004 AR12 A2A | 33,934 | 32,651 | -1,283 | 0.01% | -$1.16K |
| BANC OF AMERICA FUNDING CORPOR BAFC 2007 3 TA3A | 40,007 | 38,583 | -1,424 | 0.01% | -$1.59K |
| FNMA POOL 990784 FN 10/38 FIXED 6 | 29,699 | 29,152 | -546 | 0.01% | -$805 |
| Bear Stearns ALT-A Trust, Series 2005-4, Class 23A1 | 31,045 | 28,958 | -2,087 | 0.01% | -$1.79K |
| BANC OF AMERICA MORTGAGE SECUR BOAMS 2006 3 1A10 | 35,012 | 31,916 | -3,096 | 0.01% | -$2.76K |
| Bank of America Corporation | 30,727 | 26,937 | -3,790 | 0.01% | -$2.96K |
| FN AE0218 | 26,807 | 25,937 | -870 | 0.01% | -$1.35K |
| REPUBLIC OF ARGENTINA BONDS 07/30 VAR | 34,400 | 30,960 | -3,440 | 0.01% | $2.84K |
| Merrill Lynch Mortgage Investors Trust Series 2006-A1 | 56,845 | 54,504 | -2,341 | 0.01% | -$1.53K |
| RESIDENTIAL ACCREDIT LOANS, IN RALI 2006 QS12 2A11 | 32,366 | 31,228 | -1,138 | 0.01% | -$928 |
| IMSA 2005-1 4A | 34,826 | 23,991 | -10,834 | 0.01% | -$10.21K |
| MORGAN STANLEY MORTGAGE LOAN T MSM 2005 5AR 2A1 | 93,997 | 93,575 | -422 | 0.01% | -$1.37K |
| EMF NL BV EMFNL 2008 APRX A2 REGS | 23,899 | 17,442 | -6,457 | 0.01% | -$7.89K |
| FNMA POOL 931425 FN 06/39 FIXED 4.5 | 18,793 | 18,430 | -362 | 0.01% | -$716 |
| FNMA POOL AB8086 FN 10/37 FIXED 6 | 16,578 | 15,932 | -646 | 0.01% | -$789 |
| COUNTRYWIDE ALTERNATIVE LOAN T CWALT 2005 86CB A5 | 29,137 | 28,794 | -343 | 0.01% | -$506 |
| FNMA POOL 930158 FN 11/38 FIXED 6 | 14,885 | 14,699 | -187 | 0.01% | -$323 |
| CHASE MORTGAGE FINANCE CORPORA CHASE 2007 A2 7A1 | 18,701 | 18,510 | -191 | 0.01% | -$51 |
| FNMA POOL AC9305 FN 08/41 FIXED 5 | 14,394 | 14,157 | -237 | 0.01% | -$495 |
| FNMA POOL AP8523 FN 09/42 FIXED 3 | 15,754 | 15,572 | -181 | 0.01% | -$307 |
| FNMA POOL AI8194 FN 08/41 FIXED 4.5 | 15,007 | 14,385 | -622 | 0.01% | -$859 |
| COUNTRYWIDE ALTERNATIVE LOAN T CWALT 2006 29T1 2A25 | 19,750 | 19,750 | -0 | 0.01% | -$166 |
| FNMA POOL AH8897 FN 03/41 FIXED 4.5 | 13,917 | 13,717 | -200 | 0.01% | -$432 |
| FNMA POOL AH9502 FN 05/41 FIXED 5 | 12,756 | 12,618 | -138 | 0.01% | -$359 |
| Citigroup Mortgage Loan Trust, Inc., Series 2005-2, Class 1A4 | 13,956 | 12,622 | -1,334 | 0.01% | -$1.20K |
| FANNIE MAE REMICS SER 2006-48 CL TF V/R 4.58628000 | 12,577 | 12,273 | -304 | 0.01% | -$299 |
| FN AL0933 | 12,088 | 11,791 | -297 | 0.01% | -$514 |
| Prime Mortgage Trust, Series 2006-CL1, Class A1 | 14,829 | 11,652 | -3,177 | 0.01% | -$3.18K |
| Structured Asset Mortgage Investments II Trust, Series 2006-AR5, Class 1A1 | 15,709 | 15,369 | -340 | 0.00% | -$286 |
| FNMA POOL 960119 FN 11/37 FIXED 6 | 10,012 | 9,852 | -161 | 0.00% | -$304 |
| Thornburg Mortgage Securities Trust, Series 2004-3, Class A | 10,725 | 10,521 | -205 | 0.00% | -$183 |
| MAN GLG EURO CLO GLGE 5A A1R 144A | 49,403 | 8,597 | -40,806 | 0.00% | -$48.15K |
| BEAR STEARNS ADJUSTABLE RATE M BSARM 2006 1 A3 | 10,882 | 10,724 | -158 | 0.00% | -$128 |
| MORGAN STANLEY MORTGAGE LOAN T MSM 2006 2 2A1 | 10,427 | 10,228 | -199 | 0.00% | -$227 |
| FN AD7136 | 9,079 | 8,940 | -139 | 0.00% | -$302 |
| CIFC Funding Ltd., Series 2017-4A, Class A1R | 124,505 | 9,021 | -115,484 | 0.00% | -$115.63K |
| RESIDENTIAL FUNDING MTG SEC I RFMSI 2007 S6 2A3 | 11,015 | 10,553 | -462 | 0.00% | -$281 |
| Merrill Lynch Mortgage Investors Trust MLMI Series 2005-A10 | 8,216 | 7,950 | -265 | 0.00% | -$254 |
| Massachusetts Educational Financing Authority, Series 2008-1, Class A1 | 8,276 | 7,734 | -542 | 0.00% | -$565 |
| FREDDIE MAC REMICS SER 4579 CL SD V/R 1.67118500 | 169,212 | 157,240 | -11,972 | 0.00% | -$1.13K |
| COUNTRYWIDE ALTERNATIVE LOAN T CWALT 2005 J10 1A12 | 11,712 | 11,549 | -164 | 0.00% | -$215 |
| FNMA POOL 986751 FN 07/38 FIXED 5.5 | 7,148 | 7,021 | -127 | 0.00% | -$228 |
| FNMA POOL 987393 FN 10/38 FIXED 6 | 7,013 | 6,910 | -103 | 0.00% | -$161 |
| CWABS Asset-Backed Certificates Trust 2006-1 | 7,048 | 6,591 | -457 | 0.00% | -$489 |
| FNMA POOL AA7962 FN 01/37 FIXED 4 | 6,738 | 6,595 | -143 | 0.00% | -$227 |
| FIRST FRANKLIN MTG LOAN ASSET FFML 2004 FF10 M1 | 9,054 | 6,032 | -3,022 | 0.00% | -$3.01K |
| FNMA POOL 931923 FN 04/38 FIXED 5.5 | 5,522 | 5,413 | -109 | 0.00% | -$191 |
| JYSKE REALKREDIT A/S COVERED 10/50 1 | 46,998 | 46,933 | -65 | 0.00% | -$176 |
| FNMA POOL 828138 FN 07/35 FIXED 5.5 | 5,301 | 5,186 | -115 | 0.00% | -$190 |
| Credit Suisse First Boston Mortgage Securities Corp., Series 2001-HE17, Class A1 | 5,488 | 5,312 | -176 | 0.00% | -$201 |
| GSR MORTGAGE LOAN TRUST GSR 2007 AR2 2A1 | 10,356 | 10,347 | -9 | 0.00% | -$50 |
| J.P. MORGAN ALTERNATIVE LOAN T JPALT 2006 A7 2A7 | 7,731 | 4,878 | -2,853 | 0.00% | -$2.76K |
| ADJUSTABLE RATE MORTGAGE TRUST ARMT 2004 1 3A1 | 5,478 | 5,395 | -83 | 0.00% | -$31 |
| FNMA POOL AH3256 FN 01/41 FIXED 4 | 4,918 | 4,842 | -76 | 0.00% | -$138 |
| FNMA POOL 889684 FN 08/37 FIXED VAR | 4,543 | 4,370 | -172 | 0.00% | -$240 |
| FNMA POOL 972295 FN 02/38 FIXED 5.5 | 3,843 | 3,753 | -90 | 0.00% | -$146 |
| FNMA POOL 928349 FN 05/27 FIXED 6 | 4,448 | 3,644 | -804 | 0.00% | -$850 |
| FNMA POOL 968976 FN 01/38 FIXED 5.5 | 3,655 | 3,598 | -57 | 0.00% | -$111 |
| IndyMac MBS, Inc. | 4,081 | 3,889 | -193 | 0.00% | -$177 |
| FN 890296 | 3,585 | 3,475 | -110 | 0.00% | -$164 |
| FNMA POOL AA0869 FN 01/39 FIXED 6 | 3,497 | 3,446 | -51 | 0.00% | -$79 |
| FNMA POOL 963597 FN 06/38 FIXED 5.5 | 3,426 | 3,378 | -47 | 0.00% | -$90 |
| FNMA POOL 991083 FN 11/38 FIXED 6 | 3,208 | 3,168 | -40 | 0.00% | -$70 |
| FNMA POOL 889928 FN 09/38 FIXED VAR | 2,902 | 2,848 | -55 | 0.00% | -$97 |
| FNMA POOL AE9954 FN 02/41 FIXED 4 | 3,759 | 2,991 | -768 | 0.00% | -$817 |
| Bear Stearns ARM Trust, Series 2003-9, Class 2A1 | 2,990 | 2,952 | -37 | 0.00% | -$26 |
| FNMA POOL AJ4016 FN 10/41 FIXED 4 | 2,574 | 2,530 | -44 | 0.00% | -$85 |
| GOVERNMENT NATIONAL MORTGAGE A GNR 2017 133 EC | 2,599 | 2,538 | -60 | 0.00% | -$74 |
| FNMA POOL 995705 FN 01/39 FIXED VAR | 2,354 | 2,309 | -45 | 0.00% | -$80 |
| FNMA POOL 766972 FN 01/34 FIXED 5 | 2,388 | 2,324 | -64 | 0.00% | -$78 |
| FNMA POOL 256852 FN 08/27 FIXED 6 | 2,598 | 2,083 | -515 | 0.00% | -$542 |
| GREENPOINT MORTGAGE PASS THROU GMSI 2003 1 A1 | 2,118 | 2,056 | -62 | 0.00% | -$50 |
| IndyMac INDX Mortgage Loan Trust, Series 2004-AR11, Class 2A | 2,114 | 2,084 | -30 | 0.00% | -$13 |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION SER 2017-121 CL PE 3.00000000 | 2,193 | 1,950 | -244 | 0.00% | -$244 |
| FNMA POOL 986422 FN 08/38 FIXED 5.5 | 1,871 | 1,845 | -26 | 0.00% | -$72 |
| FNMA POOL 898832 FN 11/36 FIXED 5.5 | 1,796 | 1,764 | -32 | 0.00% | -$58 |
| FNMA POOL 942125 FN 07/37 FIXED 5.5 | 1,608 | 1,576 | -32 | 0.00% | -$54 |
| Washington Mutual Mortgage Securities Corp. | 1,685 | 1,518 | -168 | 0.00% | -$162 |
| FNMA POOL 975103 FN 06/38 FIXED 5.5 | 1,404 | 1,382 | -21 | 0.00% | -$42 |
| JP MORGAN MORTGAGE ACQUISITION JPMAC 2006 RM1 A2 | 3,133 | 3,117 | -16 | 0.00% | -$21 |
| FNMA POOL AL0065 FN 04/41 FIXED VAR | 1,367 | 1,313 | -54 | 0.00% | -$76 |
| JP Morgan Mortgage Trust, Series 2005-A1, Class 6T1 | 1,257 | 1,229 | -28 | 0.00% | -$22 |
| FNMA POOL 956918 FN 11/37 FIXED 5.5 | 1,088 | 1,071 | -16 | 0.00% | -$27 |
| FN AK3264 | 1,510 | 1,083 | -426 | 0.00% | -$422 |
| FNMA POOL 726951 FN 08/33 FIXED 5 | 981 | 941 | -41 | 0.00% | -$46 |
| FN 740225 | 758 | 722 | -37 | 0.00% | -$41 |
| FNMA POOL AB2038 FN 01/31 FIXED 4.5 | 760 | 710 | -50 | 0.00% | -$55 |
| FNMA POOL 256601 FN 02/27 FIXED 6 | 940 | 647 | -293 | 0.00% | -$305 |
| FNMA POOL AC3143 FN 09/39 FIXED 6 | 575 | 568 | -7 | 0.00% | -$11 |
| FNMA POOL AI5887 FN 07/41 FIXED 4.5 | 504 | 495 | -9 | 0.00% | -$16 |
| FNMA POOL 880109 FN 04/36 FIXED 6 | 267 | 261 | -6 | 0.00% | -$8 |
| FNMA POOL 257237 FN 06/28 FIXED 4.5 | 220 | 194 | -26 | 0.00% | -$26 |
| FNMA POOL 257154 FN 03/28 FIXED 4.5 | 251 | 177 | -74 | 0.00% | -$75 |
| FNMA POOL 256275 FN 06/26 FIXED 6 | 220 | 46 | -174 | 0.00% | -$179 |
| NYKREDIT REALKREDIT A/S COVERED REGS 10/53 1 | 77 | 77 | -0 | 0.00% | -$0 |
| NORDEA KREDIT REALKREDIT COVERED 10/50 1 | 15 | 15 | -0 | 0.00% | -$0 |
| JYSKE REALKREDIT A/S COVERED REGS 10/50 1 | 9 | 9 | -0 | 0.00% | -$0 |
| NYKREDIT REALKREDIT A/S COVERED REGS 10/50 1 | 5 | 5 | -0 | 0.00% | -$0 |
| NORDEA KREDIT REALKREDIT COVERED REGS 10/50 1 | 3 | 3 | -0 | 0.00% | -$0 |
| REALKREDIT DANMARK COVERED REGS 10/50 1 | 1 | 1 | -0 | 0.00% | $0 |
| Security | Shares Dec 2025 | Shares Mar 2026 | Δ shares | End % | Δ value |
|---|---|---|---|---|---|
| FRANCE (GOVT OF) BONDS 144A REGS 02/30 2.75 | 3,810,000 | 3,810,000 | 0 | 2.00% | -$130.42K |
| UNITED KINGDOM GILT BONDS REGS 03/30 4.375 | 3,100,000 | 3,100,000 | 0 | 1.88% | -$154.92K |
| CANADIAN GOVERNMENT /CAD/ REGD 3.00000000 | 2,900,000 | 2,900,000 | 0 | 0.93% | -$32.78K |
| REPUBLIC OF SOUTH AFRICA BONDS 01/30 8 | 33,400,000 | 33,400,000 | 0 | 0.90% | -$110.02K |
| PROJECT CASHMERE CLASS A1 144A | 2,700,000 | 2,700,000 | 0 | 0.85% | $61.02K |
| RPLDCI 6.581 05/30/49 144A | 1,700,000 | 1,700,000 | 0 | 0.80% | -$48.41K |
| BONOS TESORERIA PESOS BONDS 144A REGS 10/29 5.8 | 1,555,000,000 | 1,555,000,000 | 0 | 0.78% | -$87.27K |
| REPUBLIC OF SOUTH AFRICA BONDS 02/35 8.875 | 28,400,000 | 28,400,000 | 0 | 0.76% | -$140.25K |
| BONOS Y OBLIG DEL ESTADO SR UNSECURED 144A REGS 10/34 3 | 1,090,000 | 1,090,000 | 0 | 0.58% | -$39.77K |
| SOUTH AFRICA TREASURY BILL SA TREASURY BILL 0 08/26 | 21,800,000 | 21,800,000 | 0 | 0.58% | -$7.22K |
| BONOS DE TESORERIA SR UNSECURED 144A REGS 08/33 7 | 4,000,000 | 4,000,000 | 0 | 0.58% | -$98.54K |
| REPUBLIC OF SERBIA SR UNSECURED 144A 05/27 3.125 | 1,100,000 | 1,100,000 | 0 | 0.58% | -$28.96K |
| COMMONWEALTH BANK AUST COVERED 144A 01/30 4.971 | 1,200,000 | 1,200,000 | 0 | 0.57% | -$11.80K |
| JAPAN (20 YEAR ISSUE) BONDS 06/40 0.4 | 250,000,000 | 250,000,000 | 0 | 0.52% | -$58.02K |
| BONOS TESORERIA PESOS UNSECURED 144A REGS 09/30 4.7 | 1,045,000,000 | 1,045,000,000 | 0 | 0.51% | -$53.44K |
| KOREA TREASURY BOND BONDS 06/28 2.625 | 1,708,930,000 | 1,708,930,000 | 0 | 0.51% | -$73.82K |
| EUROPEAN UNION SR UNSECURED REGS 10/45 3.75 | 950,000 | 950,000 | 0 | 0.49% | -$38.16K |
| CHINA GOVERNMENT BOND BONDS 09/54 2.19 | 7,400,000 | 7,400,000 | 0 | 0.47% | $12.85K |
| SUMITOMO MITSUI | 1,000,000 | 1,000,000 | 0 | 0.47% | -$15.23K |
| MORGAN STANLEY 03/35 1 | 900,000 | 900,000 | 0 | 0.47% | -$43.59K |
| BAYFRONT IABS VII PTE. LTD. BAYFRT 7A A 144A | 1,000,000 | 1,000,000 | 0 | 0.46% | -$35 |
| MITSUB UFJ FIN | 1,100,000 | 1,100,000 | 0 | 0.45% | -$12.94K |
| CHINA DEVELOPMENT BANK UNSECURED 05/33 2.82 | 6,000,000 | 6,000,000 | 0 | 0.43% | $17.86K |
| CANADIAN IMPERIAL BANK REGD 144A P/P 4.87600000 | 900,000 | 900,000 | 0 | 0.42% | -$8.76K |
| CREDICORP CAPITAL SOCIED /PEN/ REGD P/P 10.10000000 | 2,900,000 | 2,900,000 | 0 | 0.41% | -$34.12K |
| ASIAN DEVELOPMENT BANK SR UNSECURED 02/30 6.15 | 86,850,000 | 86,850,000 | 0 | 0.40% | -$79.49K |
| MALAYSIA GOVERNMENT BONDS 04/28 3.519 | 3,431,000 | 3,431,000 | 0 | 0.39% | -$2.72K |
| GOLDMAN SACHS GP | 800,000 | 800,000 | 0 | 0.37% | -$17.23K |
| JPMORGAN CHASE | 800,000 | 800,000 | 0 | 0.37% | -$16.88K |
| Mitsubishi Ufj Financial Group, Inc. | 800,000 | 800,000 | 0 | 0.37% | -$13.06K |
| CAPITAL FOUR CLO CFOUR 10A A 144A | 700,000 | 700,000 | 0 | 0.37% | -$15.62K |
| Eagle Funding LuxCo S.a.r.l. | 800,000 | 800,000 | 0 | 0.37% | -$10.67K |
| ROYAL BANK OF CANADA COVERED 144A 12/26 4.851 | 800,000 | 800,000 | 0 | 0.37% | -$3.50K |
| MORGAN STANLEY | 800,000 | 800,000 | 0 | 0.36% | -$8.96K |
| JAPAN (20 YEAR ISSUE) BONDS 03/45 2.4 | 142,000,000 | 142,000,000 | 0 | 0.36% | -$48.58K |
| US TREASURY N/B | 980,000 | 980,000 | 0 | 0.35% | -$7.39K |
| REPUBLIC OF PERU SR UNSECURED 144A 08/37 6.9 | 2,600,000 | 2,600,000 | 0 | 0.34% | -$66.75K |
| FORESEA HOLDING SA C REG S (NON-VOTING) (NOT LISTED OR TRADING) | 32,190 | 32,190 | 0 | 0.34% | $14.08K |
| SANTANDER UK GRP | 700,000 | 700,000 | 0 | 0.33% | -$9.11K |
| CRED AGRICOLE SA | 700,000 | 700,000 | 0 | 0.33% | -$17.44K |
| STATE OF ISRAEL | 700,000 | 700,000 | 0 | 0.33% | -$18.88K |
| MAGYAR EXPORT-IMPORT BANK ZRT | 700,000 | 700,000 | 0 | 0.33% | -$11.73K |
| ROMANIA SR UNSECURED 144A 03/30 5.25 | 600,000 | 600,000 | 0 | 0.32% | -$33.93K |
| STANDARD CHARTERED PLC SR UNSECURED 144A 07/27 VAR | 700,000 | 700,000 | 0 | 0.32% | -$4.37K |
| Presidencia de la Republica Dominicana | 700,000 | 700,000 | 0 | 0.32% | -$37.48K |
| Madison Park Funding XXXIX Ltd., Series 2021-39A, Class AR | 700,000 | 700,000 | 0 | 0.32% | $13 |
| BANCA MONTE DEI PASCHI S COVERED REGS 10/27 0.875 | 600,000 | 600,000 | 0 | 0.32% | -$11.18K |
| QUEENSLAND TREASURY CORP LOCAL GOVT G 144A REGS 07/36 5 | 1,000,000 | 1,000,000 | 0 | 0.31% | $11.00K |
| TITULOS DE TESORERIA BONDS 08/29 11 | 2,610,200,000 | 2,610,200,000 | 0 | 0.30% | $4.85K |
| REPUBLIC OF COLOMBIA SR UNSECURED 11/34 5.75 | 600,000 | 600,000 | 0 | 0.30% | -$29.01K |
| CHINA GOVERNMENT BOND BONDS 01/55 1.92 | 4,900,000 | 4,900,000 | 0 | 0.30% | -$1.46K |
| 37 CAPITAL CLO LTD PUTNM 2023 2A AR 144A | 600,000 | 600,000 | 0 | 0.28% | $204 |
| COSTA RICA GOVERNMENT BONDS 144A 11/30 5.4995 | 500,000 | 500,000 | 0 | 0.27% | -$10.91K |
| US TREASURY N/B | 800,000 | 800,000 | 0 | 0.27% | -$5.41K |
| INDONESIA GOVERNMENT BONDS 03/34 8.375 | 9,105,000,000 | 9,105,000,000 | 0 | 0.27% | -$42.33K |
| REPUBLIC OF PANAMA EUR TERM LOAN | 500,000 | 500,000 | 0 | 0.27% | -$10.27K |
| ARCANO EURO CLO ARCAN 2A A 144A | 500,000 | 500,000 | 0 | 0.27% | -$10.11K |
| ROCKFORD TOWER EUROPE CLO RFTE 2018 1A A1RR 144A | 500,000 | 500,000 | 0 | 0.27% | -$10.49K |
| BLACKROCK EUROPEAN CLO DAC BECLO 3A AR 144A | 500,000 | 500,000 | 0 | 0.26% | -$9.23K |
| NATWEST GROUP | 550,000 | 550,000 | 0 | 0.26% | -$13.13K |
| REPUBLIC OF SERBIA SR UNSECURED REGS 03/33 1.65 | 600,000 | 600,000 | 0 | 0.26% | -$24.85K |
| JAPAN (30 YEAR ISSUE) BONDS 06/51 0.7 | 168,000,000 | 168,000,000 | 0 | 0.25% | -$35.54K |
| VMED O2 UK FINANCING I SR SECURED 144A 04/32 5.625 | 500,000 | 500,000 | 0 | 0.24% | -$60.08K |
| NIGERIA OMO BILL OMO260629 | 744,080,000 | 744,080,000 | 0 | 0.24% | $45.52K |
| BANK OF AMER CRP | 500,000 | 500,000 | 0 | 0.23% | -$11.54K |
| Guatemala Government Bond | 500,000 | 500,000 | 0 | 0.23% | -$14.25K |
| Ecopetrol S.A. | 500,000 | 500,000 | 0 | 0.23% | -$7.53K |
| TREASURY CORP VICTORIA LOCAL GOVT G 09/35 2 | 1,000,000 | 1,000,000 | 0 | 0.23% | $9.46K |
| UNITED MEXICAN | 500,000 | 500,000 | 0 | 0.23% | -$11.90K |
| TITULOS DE TESORERIA BONDS 01/35 11.75 | 2,025,300,000 | 2,025,300,000 | 0 | 0.23% | $2.78K |
| WELLFLEET CLO LTD WELF 2021 1A A1R 144A | 500,000 | 500,000 | 0 | 0.23% | -$47 |
| Atlas Senior Loan Fund XVIII Ltd., Series 2021-18A, Class A1R | 500,000 | 500,000 | 0 | 0.23% | -$600 |
| WELLS FARGO CO | 500,000 | 500,000 | 0 | 0.23% | -$12.99K |
| UBS GROUP | 500,000 | 500,000 | 0 | 0.23% | -$2.99K |
| KAZMUNAYGAS NATIONAL CO SR UNSECURED REGS 04/33 3.5 | 550,000 | 550,000 | 0 | 0.23% | -$3.02K |
| HUNGARY SR UNSECURED REGS 09/33 5.375 | 400,000 | 400,000 | 0 | 0.22% | -$18.20K |
| NEW S WALES TREASURY CRP LOCAL GOVT G REGS 03/34 1.75 | 900,000 | 900,000 | 0 | 0.22% | $9.21K |
| TIKEHAU TIKEH 5A AR 144A | 400,000 | 400,000 | 0 | 0.21% | -$8.22K |
| MORGAN STANLEY SR UNSECURED 05/29 VAR | 400,000 | 400,000 | 0 | 0.21% | -$9.17K |
| WELLS FARGO CO | 450,000 | 450,000 | 0 | 0.21% | -$11.45K |
| QUEENSLAND TREASURY CORP LOCAL GOVT G 08/33 2 | 800,000 | 800,000 | 0 | 0.20% | $9.15K |
| SAUDI ARABIAN OIL CO SR UNSECURED REGS 04/29 3.5 | 450,000 | 450,000 | 0 | 0.20% | -$7.36K |
| SAUDI INT BOND | 400,000 | 400,000 | 0 | 0.19% | -$10.73K |
| GOLDMAN SACHS GP | 400,000 | 400,000 | 0 | 0.19% | -$6.38K |
| REPHUN 6 09/26/35 144A | 400,000 | 400,000 | 0 | 0.19% | -$10.23K |
| STATE OF ISRAEL | 400,000 | 400,000 | 0 | 0.19% | -$5.87K |
| ABN AMRO BANK NV REGD V/R 144A P/P 5.51500000 | 400,000 | 400,000 | 0 | 0.19% | -$7.53K |
| CASSA DEPOSITI E PRESTIT SR UNSECURED 144A 05/26 5.75 | 400,000 | 400,000 | 0 | 0.18% | -$1.66K |
| REPUBLIC OF PERU | 400,000 | 400,000 | 0 | 0.18% | -$9.78K |
| State of Kuwait | 400,000 | 400,000 | 0 | 0.18% | -$6.46K |
| UBS V4.844 11/06/33 144A | 400,000 | 400,000 | 0 | 0.18% | -$6.92K |
| ROYAL BK CANADA RY 4.305 11/03/31 | 400,000 | 400,000 | 0 | 0.18% | -$4.83K |
| GOLDMAN SACHS GP | 400,000 | 400,000 | 0 | 0.18% | -$9.55K |
| BPCE SA REGD V/R 144A P/P 5.71600000 | 375,000 | 375,000 | 0 | 0.18% | -$3.85K |
| WELLS FARGO CO | 380,000 | 380,000 | 0 | 0.17% | -$3.86K |
| JAPAN (5 YEAR ISSUE) BONDS 06/29 0.4 | 60,000,000 | 60,000,000 | 0 | 0.17% | -$6.04K |
| FORESEA HOLDING SA SR SECURED REGS 06/30 7.5 | 367,870 | 367,870 | 0 | 0.17% | -$1.66K |
| ANTOFAGASTA PLC SR UNSECURED 144A 10/30 2.375 | 400,000 | 400,000 | 0 | 0.16% | -$4.28K |
| REPUBLIC OF SERBIA SR UNSECURED REGS 05/27 3.125 | 300,000 | 300,000 | 0 | 0.16% | -$7.90K |
| KOREA HOUSING FINANCE CO COVERED REGS 09/30 2.765 | 300,000 | 300,000 | 0 | 0.16% | -$9.91K |
| FAIRFAX FINL HLDGS LTD SR UNSECURED REGS 03/28 2.75 | 300,000 | 300,000 | 0 | 0.16% | -$10.32K |
| IVORY COAST SR UNSECURED REGS 10/31 5.875 | 300,000 | 300,000 | 0 | 0.16% | -$16.08K |
| REPUBLIC OF PERU | 350,000 | 350,000 | 0 | 0.16% | -$9.38K |
| SAUDI INTERNATIONAL BOND SR UNSECURED 144A 03/32 3.375 | 300,000 | 300,000 | 0 | 0.15% | -$18.20K |
| MALAYSIA GOVERNMENT BONDS 04/31 2.632 | 1,400,000 | 1,400,000 | 0 | 0.15% | -$561 |
| NEW S WALES TREASURY CRP LOCAL GOVT G REGS 09/35 4.75 | 500,000 | 500,000 | 0 | 0.15% | $4.52K |
| SOUTH AFRICA TREASURY BILL SOUTH AFRICAN T BILLS 7.775 2 | 5,600,000 | 5,600,000 | 0 | 0.15% | -$1.77K |
| BOEING CO/THE | 300,000 | 300,000 | 0 | 0.15% | -$5.67K |
| REPUBLIC OF PHILIPPINES SR UNSECURED 01/36 6.25 | 20,000,000 | 20,000,000 | 0 | 0.14% | -$23.68K |
| PANAMA INFRASTRUCTURE SR SECURED 144A 04/32 0.00000 | 400,000 | 400,000 | 0 | 0.14% | $4.34K |
| BANK OF NOVA SCOTIA COVERED REGS 09/29 0.01 | 300,000 | 300,000 | 0 | 0.14% | -$7.17K |
| SWOP CDX IG45 (V1 ONLY) 5Y SP | 1 | 1 | 0 | 0.14% | -$78.82K |
| DRILLCO HLDG LUX S A COMMON STOCK | 13,438 | 13,438 | 0 | 0.14% | $5.88K |
| PHILIP MORRIS IN | 300,000 | 300,000 | 0 | 0.14% | -$3.96K |
| UNITED MEXICAN | 300,000 | 300,000 | 0 | 0.14% | -$7.35K |
| CHILE | 300,000 | 300,000 | 0 | 0.14% | -$2.97K |
| SANDS CHINA LTD | 300,000 | 300,000 | 0 | 0.14% | -$3.48K |
| HSBC HOLDINGS | 300,000 | 300,000 | 0 | 0.14% | -$1.73K |
| IRB INFRASTRUCTURE DEVE SR SECURED 144A 03/32 7.11 | 300,000 | 300,000 | 0 | 0.14% | -$8.66K |
| REPUBLIC OF SERBIA SR UNSECURED REGS 06/34 6 | 300,000 | 300,000 | 0 | 0.14% | -$10.14K |
| REP OF POLAND | 300,000 | 300,000 | 0 | 0.14% | -$5.09K |
| PACIFICORP | 300,000 | 300,000 | 0 | 0.14% | -$5.44K |
| SUMITOMO MITSUI TRUST BANK LTD SR UNSECURED 144A 09/30 4.35 | 300,000 | 300,000 | 0 | 0.14% | -$3.20K |
| AERCAP IRELAND | 300,000 | 300,000 | 0 | 0.14% | $739 |
| ABU DHABI DEVELOPMENT HO SR UNSECURED 144A 05/30 4.5 | 300,000 | 300,000 | 0 | 0.14% | -$6.62K |
| WELLS FARGO CO | 300,000 | 300,000 | 0 | 0.13% | -$7.18K |
| AERCAP IRELAND | 300,000 | 300,000 | 0 | 0.13% | -$2.08K |
| RFR JPY MUTK/1.50000 09/18/24-30Y LCH | 1 | 1 | 0 | 0.13% | $24.43K |
| State of Kuwait | 300,000 | 300,000 | 0 | 0.13% | -$11.82K |
| QUEENSLAND TREASURY CORP LOCAL GOVT G 144A REGS 08/32 1 | 500,000 | 500,000 | 0 | 0.13% | $6.12K |
| KOMMUNALBANKEN AS SR UNSECURED REGS 01/27 1.9 | 400,000 | 400,000 | 0 | 0.12% | $9.00K |
| BX TRUST BX 2021 21M A 144A | 267,766 | 267,766 | 0 | 0.12% | -$20 |
| FORSEA 7 1/2 06/15/30 | 264,392 | 264,392 | 0 | 0.12% | -$1.19K |
| RFR USD SOFR/3.25000 03/19/25-10Y LCH | 1 | 1 | 0 | 0.12% | -$22.91K |
| SOUTH AFRICAN T BILLS BILLS 04/26 0.00000 | 4,250,000 | 4,250,000 | 0 | 0.11% | -$1.40K |
| EXPORT DEVELOPMNT CANADA EXPORT DEVELOPMNT CANADA | 22,900,000 | 22,900,000 | 0 | 0.11% | -$20.40K |
| GENERALITAT DE CATALUNYA SR UNSECURED 04/35 4.22 | 200,000 | 200,000 | 0 | 0.11% | -$5.44K |
| CZECH REPUBLIC BONDS REGS 05/30 0.95 | 5,600,000 | 5,600,000 | 0 | 0.11% | -$9.95K |
| INTESA SANPAOLO SPA REGD 144A P/P 7.20000000 | 200,000 | 200,000 | 0 | 0.10% | -$4.28K |
| NEW S WALES TREASURY CRP LOCAL GOVT G 03/33 2 | 400,000 | 400,000 | 0 | 0.10% | $4.40K |
| BULGARIA SR UNSECURED REGS 07/45 4.125 | 200,000 | 200,000 | 0 | 0.10% | -$9.31K |
| KOREA TREASURY BOND BONDS 06/30 1.375 | 355,110,000 | 355,110,000 | 0 | 0.10% | -$16.06K |
| OIS COP IBR/9.32860 12/17/25-10Y CME | 1 | 1 | 0 | 0.09% | $24.37K |
| NIGERIA OMO BILL OMO110626 | 296,000,000 | 296,000,000 | 0 | 0.09% | $18.21K |
| NIGERIA OMO BILL OMO120626 | 296,000,000 | 296,000,000 | 0 | 0.09% | $18.21K |
| REP OF POLAND | 200,000 | 200,000 | 0 | 0.09% | -$1.68K |
| REP OF POLAND | 200,000 | 200,000 | 0 | 0.09% | -$3.71K |
| ROMANIA UNSECURED 144A 07/30 1.75 | 200,000 | 200,000 | 0 | 0.09% | -$8.89K |
| STATE OF ISRAEL | 200,000 | 200,000 | 0 | 0.09% | -$4.62K |
| ING GROEP NV | 200,000 | 200,000 | 0 | 0.09% | -$5.41K |
| NEW ZEALAND GOVERNMENT UNSECURED 05/31 1.5 | 400,000 | 400,000 | 0 | 0.09% | -$2.76K |
| CHINA (PEOPLE'S) | 200,000 | 200,000 | 0 | 0.09% | -$1.49K |
| CHINA (PEOPLE'S) | 200,000 | 200,000 | 0 | 0.09% | -$1.62K |
| SAUDI ARAB OIL | 200,000 | 200,000 | 0 | 0.09% | -$10.03K |
| OLYMPUS CORP SR UNSECURED 144A 12/26 2.143 | 200,000 | 200,000 | 0 | 0.09% | $1.31K |
| OIS COP IBR/8.66500 07/03/25-5Y* CME | 1 | 1 | 0 | 0.09% | $51.66K |
| GA GLOBAL FUNDING TRUST SECURED 144A 01/27 2.25 | 200,000 | 200,000 | 0 | 0.09% | $276 |
| State of Kuwait | 200,000 | 200,000 | 0 | 0.09% | -$4.47K |
| Sandor-Palota | 200,000 | 200,000 | 0 | 0.09% | -$4.89K |
| CCS USD R USSOFR/JPYMUTKCALM-35.65 CBK | 2 | 2 | 0 | 0.09% | $2.81K |
| SAUDI INTERNATIONAL BOND SR UNSECURED REGS 10/30 3.25 | 200,000 | 200,000 | 0 | 0.09% | -$3.51K |
| DOMREP 4.875 09/23/32 REGS | 200,000 | 200,000 | 0 | 0.08% | -$8.16K |
| SOUTH AFRICA TREASURY BILL 7.93 13.05.2026 | 3,100,000 | 3,100,000 | 0 | 0.08% | -$1.04K |
| SANTA FE DE BOGOTA D.C. SR UNSECURED 144A 11/35 13.140 | 667,000,000 | 667,000,000 | 0 | 0.08% | $2.22K |
| PETRONAS CAPITAL LTD COMPANY GUAR 144A 01/32 2.48 | 200,000 | 200,000 | 0 | 0.08% | -$534 |
| QATAR ENERGY | 200,000 | 200,000 | 0 | 0.08% | -$3.98K |
| PETRONAS CAPITAL LTD REGD 144A P/P MTN 4.55000000 | 200,000 | 200,000 | 0 | 0.08% | -$4.22K |
| TX NATURAL GAS SECZ | 167,462 | 167,462 | 0 | 0.08% | -$361 |
| COUNTRYWIDE ALTERNATIVE LOAN T CWALT 2007 9T1 2A3 | 420,513 | 420,513 | 0 | 0.08% | -$2.38K |
| UNITED MEXICAN | 200,000 | 200,000 | 0 | 0.07% | -$5.33K |
| Renaissance Home Equity Loan Trust 2006-3 | 478,278 | 478,278 | 0 | 0.07% | -$3.63K |
| South Africa Government International Bond | 200,000 | 200,000 | 0 | 0.07% | -$14.64K |
| QUEENSLAND TREASURY CORP LOCAL GOVT G 144A REGS 07/34 1 | 300,000 | 300,000 | 0 | 0.07% | $3.29K |
| RFR JPY MUTK/0.8000 06/15/22-30Y LCH | 1 | 1 | 0 | 0.07% | $7.86K |
| CS AT1 CLAIMS USH3698DCP71 CREDIT SUISSE GROUP AG | 400,000 | 400,000 | 0 | 0.06% | $22.00K |
| RFR USD SOFR/3.25000 06/18/25-10Y LCH | 1 | 1 | 0 | 0.06% | $14.19K |
| JAPAN (30 YEAR ISSUE) BONDS 12/50 0.7 | 40,000,000 | 40,000,000 | 0 | 0.06% | -$8.96K |
| TITULOS DE TESORERIA BONDS 07/46 11.5 | 551,700,000 | 551,700,000 | 0 | 0.06% | $2.80K |
| JAPAN (30 YEAR ISSUE) BONDS 03/51 0.7 | 40,000,000 | 40,000,000 | 0 | 0.06% | -$8.63K |
| UNITED KINGDOM GILT BONDS REGS 01/56 5.375 | 100,000 | 100,000 | 0 | 0.06% | -$9.45K |
| COUNTRYWIDE ALTERNATIVE LOAN T CWALT 2007 19 2A1 | 307,283 | 307,283 | 0 | 0.06% | -$329 |
| US TREASURY N/B | 120,000 | 120,000 | 0 | 0.05% | -$1.31K |
| JAPAN (30 YEAR ISSUE) BONDS 09/55 3.2 | 20,000,000 | 20,000,000 | 0 | 0.05% | -$7.99K |
| BONOS Y OBLIG DEL ESTADO SR UNSECURED 144A REGS 10/35 3 | 100,000 | 100,000 | 0 | 0.05% | -$3.56K |
| RFR JPY MUTK/1.50000 12/18/24-30Y LCH | 1 | 1 | 0 | 0.05% | $9.33K |
| GOLDMAN SACHS GP | 100,000 | 100,000 | 0 | 0.05% | -$1.46K |
| JPMORGAN CHASE | 100,000 | 100,000 | 0 | 0.05% | -$1.43K |
| CITIBANK NA | 100,000 | 100,000 | 0 | 0.05% | -$998 |
| PACIFIC GAS&ELEC | 100,000 | 100,000 | 0 | 0.05% | -$932 |
| TITULOS DE TESORERIA BONDS 11/40 12.75 | 371,500,000 | 371,500,000 | 0 | 0.05% | $2.01K |
| RFR JPY MUTK/2.00000 06/18/25-30Y LCH | 1 | 1 | 0 | 0.04% | $14.31K |
| PACIFIC GAS&ELEC | 100,000 | 100,000 | 0 | 0.04% | -$52 |
| AVOLON HDGS | 98,000 | 98,000 | 0 | 0.04% | -$379 |
| RFR GBP SONIO/3.50000 03/18/26-2Y LCH | 1 | 1 | 0 | 0.04% | $93.02K |
| RFR USD SOFR/3.25000 03/19/25-30Y LCH | 1 | 1 | 0 | 0.04% | -$8.02K |
| DOCTORS CO INTERINSURANC SUBORDINATED 144A 01/32 4.5 | 100,000 | 100,000 | 0 | 0.04% | $1.14K |
| SOUTH AFRICAN T BILLS BILLS 06/26 0.00000 | 1,500,000 | 1,500,000 | 0 | 0.04% | -$468 |
| RFR JPY MUTK/2.25000 09/17/25-30Y LCH | 1 | 1 | 0 | 0.04% | $17.02K |
| FORESEA HOLDING SA B REG S (NOT LISTED OR TRADING) | 3,576 | 3,576 | 0 | 0.04% | $1.56K |
| RFR USD SOFR/3.75000 12/17/25-10Y LCH | 1 | 1 | 0 | 0.03% | $39.75K |
| RFR USD SOFR/3.50000 09/17/25-30Y LCH | 1 | 1 | 0 | 0.03% | -$2.40K |
| IRS EUR 0.06350 11/17/22-30Y LCH | 1 | 1 | 0 | 0.03% | -$3.68K |
| RFR USD SOFR/3.74863 03/31/26-9Y* LCH | 3 | 3 | 0 | 0.03% | $28.71K |
| IRS PLN 4.72250 12/01/30-5Y CME | 1 | 1 | 0 | 0.03% | $68.30K |
| RFR USD SOFR/3.86092 03/14/25-30Y* LCH | 2 | 2 | 0 | 0.03% | -$9.28K |
| COUNTRYWIDE HOME LOANS CWHL 2006 J4 A5 | 191,094 | 191,094 | 0 | 0.03% | -$4.09K |
| RFR USD SOFR/3.50000 03/18/26-5Y LCH | 1 | 1 | 0 | 0.02% | $53.51K |
| CZECH REPUBLIC BONDS REGS 08/28 2.5 | 900,000 | 900,000 | 0 | 0.02% | -$1.76K |
| US TREASURY N/B | 38,000 | 38,000 | 0 | 0.02% | -$496 |
| RFR USD SOFR/3.77259 03/04/25-30Y LCH | 1 | 1 | 0 | 0.02% | -$5.23K |
| FORESEA HLDG S A COMMON STOCK | 1,493 | 1,493 | 0 | 0.02% | $653 |
| RFR USD SOFR/3.75000 09/17/25-10Y LCH | 2 | 2 | 0 | 0.02% | $14.81K |
| REPUBLIC OF SOUTH AFRICA BONDS 03/36 6.25 | 500,000 | 500,000 | 0 | 0.01% | -$2.06K |
| RFR USD SOFR/3.75000 12/17/25-5Y LCH | 1 | 1 | 0 | 0.01% | -$30.53K |
| REPUBLIC OF ARGENTINA BONDS 07/35 VAR | 29,000 | 29,000 | 0 | 0.01% | -$616 |
| IRS PLN 4.68500 12/02/30-5Y CME | 1 | 1 | 0 | 0.01% | $19.44K |
| OIS CAD CAONREPO/3.2500 06/21/23-30Y LCH | 1 | 1 | 0 | 0.01% | -$253 |
| JAPAN (30 YEAR ISSUE) BONDS 12/54 2.3 | 3,800,000 | 3,800,000 | 0 | 0.01% | -$1.31K |
| JAPAN (30 YEAR ISSUE) BONDS 12/48 0.7 | 5,000,000 | 5,000,000 | 0 | 0.01% | -$1.30K |
| RFR USD SOFR/3.96000 06/27/25-30Y LCH | 1 | 1 | 0 | 0.01% | -$1.94K |
| JAPAN (30 YEAR ISSUE) BONDS 06/54 2.2 | 2,700,000 | 2,700,000 | 0 | 0.01% | -$891 |
| OIS CAD CAONREPO/3.00000 06/18/25-2Y LCH | 1 | 1 | 0 | 0.00% | -$2.57K |
| CCS USD R USSOFR/JPYMUTKCALM-44.2 FAR | 1 | 1 | 0 | 0.00% | -$2.91K |
| RFR USD SOFR/3.93000 06/25/25-30Y LCH | 1 | 1 | 0 | 0.00% | -$869 |
| RFR GBP SONIO/4.75000 03/18/26-30Y LCH | 1 | 1 | 0 | 0.00% | $8.95K |
| HARBORVIEW MORTGAGE LOAN TRUST HVMLT 2006 2 1A | 22,755 | 22,755 | 0 | 0.00% | -$24 |
| RFR USD SOFR/4.00500 09/29/25-30Y LCH | 1 | 1 | 0 | 0.00% | -$1.19K |
| RFR CHF SRFXON3/0.29400 02/10/22-5Y LCH | 1 | 1 | 0 | 0.00% | -$6.01K |
| RFR USD SOFR/4.06500 06/26/25-30Y LCH | 1 | 1 | 0 | 0.00% | -$1.87K |
| RFR USD SOFR/4.00000 03/18/26-30Y LCH | 1 | 1 | 0 | 0.00% | -$3.47K |
| RFR CHF SRFXON3/0.30000 02/15/22-5Y LCH | 1 | 1 | 0 | 0.00% | -$4.37K |
| OIS CAD CAONREPO/2.8500 12/31/24-5Y* LCH | 1 | 1 | 0 | 0.00% | -$11.16K |
| 31750RXQ5 PIMCO FXVAN CALL USD SGD 1.31500000 | 446,000 | 446,000 | 0 | 0.00% | $220 |
| RFR USD SOFR/4.00000 06/20/24-2Y LCH | 1 | 1 | 0 | 0.00% | $6.40K |
| RFR USD SOFR/4.02000 05/15/25-1Y LCH | 1 | 1 | 0 | 0.00% | $554 |
| RFR USD SOFR/3.75000 09/17/25-2Y LCH | 1 | 1 | 0 | 0.00% | -$73.14K |
| 31750RI33 PIMCO FXVAN CALL USD HKD 7.85000000 | 0 | 0 | 0 | 0.00% | $728 |
| 31750RIW9 PIMCO FXVAN CALL USD HKD 7.85000000 | 0 | 0 | 0 | 0.00% | $623 |
| OIS CAD CAONREPO/3.00000 06/18/25-5Y LCH | 1 | 1 | 0 | 0.00% | -$248 |
| OIS COP P 5.96/IBR 02/11/19 JPM | 1 | 1 | 0 | 0.00% | $46 |
| 31750S451 PIMCO FXVAN PUT EUR CZK 23.90000000 | 480,000 | 480,000 | 0 | 0.00% | -$1.48K |
| NORDEA KREDIT REALKREDIT COVERED 10/53 1.5 | 10 | 10 | 0 | 0.00% | -$0 |
| NYKREDIT REALKREDIT A/S COVERED REGS 10/50 1 | 5 | 5 | 0 | 0.00% | $0 |
| NORDEA KREDIT REALKREDIT COVERED 10/50 1.5 | 1 | 1 | 0 | 0.00% | $0 |
| JYSKE REALKREDIT A/S COVERED 07/50 1.5 | 1 | 1 | 0 | 0.00% | $0 |
| RFR USD SOFR/3.90500 08/15/25-1Y LCH | 2 | 2 | 0 | 0.00% | $3.21K |
| RFR USD SOFR/3.94000 08/22/25-1Y LCH | 1 | 1 | 0 | 0.00% | $522 |
| RFR USD SOFR/3.50000 03/18/26-2Y LCH | 1 | 1 | 0 | 0.00% | $11.53K |
| RFR USD SOFR/3.75000 12/18/24-2Y LCH | 1 | 1 | 0 | 0.00% | $22.67K |
| 31750RXR3 PIMCO FXVAN PUT USD SGD 1.23650000 | -446,000 | -446,000 | 0 | 0.00% | $1.01K |
| RFR JPY MUTK/1.00000 06/18/25-2Y LCH | 1 | 1 | 0 | 0.00% | $1.84K |
| OIS COP IBR/9.65500 11/07/25-9Y* CME | 1 | 1 | 0 | 0.00% | -$656 |
| RFR USD SOFR/3.50000 12/17/25-2Y LCH | 1 | 1 | 0 | 0.00% | -$7.22K |
| OIS COP IBR/9.78750 12/17/25-5Y CME | 3 | 3 | 0 | 0.00% | -$2.37K |
| OIS CAD CAONREPO/3.0000 03/18/26-10Y LCH | 1 | 1 | 0 | 0.00% | -$292 |
| IRS SEK 2.47375 02/03/25-5Y LCH | 1 | 1 | 0 | 0.00% | -$22.54K |
| CDX IG45 10Y ICE | 1 | 1 | 0 | 0.00% | $92.97K |
| IRS CZK 4.48500 12/02/30-5Y CME | 1 | 1 | 0 | 0.00% | -$9.81K |
| RFR JPY MUTK/0.75000 09/17/25-2Y LCH | 1 | 1 | 0 | 0.00% | -$1.67K |
| RFR USD SOFR/3.88500 07/12/24-10Y LCH | 1 | 1 | 0 | 0.00% | $9.68K |
| IRS SEK 2.26500 01/10/25-5Y LCH | 1 | 1 | 0 | -0.01% | -$18.61K |
| RFR GBP SONIO/3.75000 03/18/26-5Y LCH | 1 | 1 | 0 | -0.01% | -$52.26K |
| RFR CHF SRFXON3/-0.50000 09/15/21-5Y LCH | 1 | 1 | 0 | -0.01% | -$18 |
| IRS EUR 1.00000 05/13/22-5Y LCH | 1 | 1 | 0 | -0.01% | -$5.16K |
| OIS CAD CAONREPO/3.1800 11/25/24-9Y* LCH | 1 | 1 | 0 | -0.01% | $2.71K |
| IRS AUD 4.50000 06/18/25-10Y LCH | 1 | 1 | 0 | -0.01% | -$8.85K |
| OIS CAD CAONREPO/3.2500 03/15/23-10Y LCH | 1 | 1 | 0 | -0.01% | $8.85K |
| ZCS BRL 13.43 06/12/25-01/02/29 CME | 1 | 1 | 0 | -0.01% | -$23.56K |
| IRS AUD 4.50000 03/19/25-10Y LCH | 2 | 2 | 0 | -0.01% | $18.87K |
| IRS CZK 4.52250 12/01/30-5Y CME | 1 | 1 | 0 | -0.01% | -$33.27K |
| SOUTH KOREA GOVT AS BP MYC | 2 | 2 | 0 | -0.01% | $6.38K |
| RFR JPY MUTK/1.50000 12/17/25-10Y LCH | 1 | 1 | 0 | -0.01% | -$10.98K |
| IRS AUD 1.75000 03/16/22-5Y LCH | 1 | 1 | 0 | -0.02% | $3.10K |
| ZCS BRL 13.3 12/18/25-01/02/29 CME | 1 | 1 | 0 | -0.02% | -$61.23K |
| OIS CAD CAONREPO/1.5000 06/17/20-10Y LCH | 1 | 1 | 0 | -0.02% | -$2.61K |
| RFR USD SOFR/4.00000 03/18/26-10Y LCH | 1 | 1 | 0 | -0.02% | -$31.19K |
| IRS KRW 2.75000 03/18/26-10Y LCH | 1 | 1 | 0 | -0.03% | -$27.65K |
| IRS PLN 2.58500 10/14/21-8Y CME | 1 | 1 | 0 | -0.03% | -$25.26K |
| IRS AUD 4.25000 03/18/26-10Y LCH | 1 | 1 | 0 | -0.03% | $39.33K |
| RFR USD SOFR/3.75000 12/17/25-30Y LCH | 1 | 1 | 0 | -0.03% | -$186.60K |
| CDX IG44 5Y ICE | 1 | 1 | 0 | -0.03% | $17.71K |
| ZCS BRL 12.97 11/06/25-01/02/29 CME | 1 | 1 | 0 | -0.03% | -$54.73K |
| OIS COP IBR/9.69500 11/07/25-10Y CME | 1 | 1 | 0 | -0.04% | -$12.25K |
| RFR EUR ESTRON/1.92859 03/10/25-5Y* LCH | 2 | 2 | 0 | -0.04% | -$41.48K |
| IRS AUD 4.50000 09/17/25-10Y LCH | 2 | 2 | 0 | -0.04% | -$9.45K |
| OIS INR MIBOR/5.75000 03/18/26-5Y LCH | 1 | 1 | 0 | -0.05% | -$78.35K |
| RFR GBP SONIO/3.00000 06/17/25-2Y LCH | 1 | 1 | 0 | -0.12% | -$112.12K |
| IRS EUR 0.45100 05/27/25-25Y LCH | 1 | 1 | 0 | -0.12% | $14.09K |
| RFR JPY MUTK/1.00000 03/19/25-10Y LCH | 1 | 1 | 0 | -0.15% | -$79.87K |
| RFR JPY MUTK/1.00000 03/19/25-7Y LCH | 1 | 1 | 0 | -0.16% | -$117.40K |
| RFR JPY MUTK/1.25000 09/17/25-10Y LCH | 1 | 1 | 0 | -0.17% | -$96.23K |
| IRS AUD 3.75000 03/18/26-5Y LCH | 2 | 2 | 0 | -0.29% | -$35.29K |
| FRANCE (GOVT OF) BONDS 144A REGS 06/49 3 | -700,000 | -700,000 | 0 | -0.30% | $12.81K |
| RFR JPY MUTK/1.00000 06/19/24-20Y LCH | 1 | 1 | 0 | -0.35% | -$77.35K |
Machine-readable: JSON · Markdown. Programmatic access via the agent surface.