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 6/24 | 0 | 99,000,000 | 99,000,000 | 6.02% | $97.44M |
| FNCL 6 6/24 | 0 | 93,330,000 | 93,330,000 | 5.87% | $95.00M |
| Uniform Mortgage-Backed Security, TBA | 0 | 84,428,195 | 84,428,195 | 5.39% | $87.28M |
| FNCL 6 7/25 | 0 | 67,000,000 | 67,000,000 | 4.21% | $68.17M |
| Uniform Mortgage-Backed Security, TBA | 0 | 46,500,000 | 46,500,000 | 2.71% | $43.85M |
| Uniform Mortgage-Backed Security, TBA | 0 | 36,700,000 | 36,700,000 | 2.23% | $36.15M |
| FNCL 6.5 6/24 | 0 | 32,921,805 | 32,921,805 | 2.10% | $34.03M |
| Government National Mortgage Association, TBA | 0 | 22,500,000 | 22,500,000 | 1.41% | $22.85M |
| FNCL 5 4/26 | 0 | 18,580,000 | 18,580,000 | 1.13% | $18.33M |
| Government National Mortgage Association, TBA | 0 | 17,200,000 | 17,200,000 | 1.10% | $17.83M |
| US TREASURY N/B | 0 | 17,201,000 | 17,201,000 | 1.04% | $16.78M |
| Uniform Mortgage-Backed Security, TBA | 0 | 13,000,000 | 13,000,000 | 0.81% | $13.04M |
| LETRA TESOURO NACIONAL BILLS 10/26 0.00000 | 0 | 65,400,000 | 65,400,000 | 0.73% | $11.83M |
| Uniform Mortgage-Backed Security, TBA | 0 | 11,100,000 | 11,100,000 | 0.66% | $10.70M |
| FNCL 3 5/26 | 0 | 10,500,000 | 10,500,000 | 0.57% | $9.22M |
| Government National Mortgage Association, TBA | 0 | 7,900,000 | 7,900,000 | 0.47% | $7.62M |
| Opteum Mortgage Acceptance Corp Trust 2006-1 | 0 | 6,111,319 | 6,111,319 | 0.36% | $5.85M |
| PFP Ltd., Series 2026-13, Class A | 0 | 5,200,000 | 5,200,000 | 0.32% | $5.21M |
| FS Rialto Issuer LLC, Series 2026-FL11, Class A | 0 | 5,200,000 | 5,200,000 | 0.32% | $5.20M |
| G2SF 5 5/26 | 0 | 5,200,000 | 5,200,000 | 0.32% | $5.14M |
| SMB Private Education Loan Trust 2026-B | 0 | 5,100,000 | 5,100,000 | 0.32% | $5.11M |
| Boyce Park Clo Ltd | 0 | 5,100,000 | 5,100,000 | 0.32% | $5.10M |
| LCM 39 LTD A1R2 TSFR3M+104 10/15/2034 144A | 0 | 5,100,000 | 5,100,000 | 0.32% | $5.10M |
| NAVESINK CLO, LIMITED NAVS 2026 6A A1 144A | 0 | 5,100,000 | 5,100,000 | 0.32% | $5.10M |
| Sycamore Tree CLO 2023-2 Ltd | 0 | 5,100,000 | 5,100,000 | 0.31% | $5.10M |
| SANDSTONE PEAK LTD. SAND 2021 1A A1R2 144A | 0 | 5,100,000 | 5,100,000 | 0.31% | $5.09M |
| PSTAT 2025-3A A1 | 0 | 5,000,000 | 5,000,000 | 0.31% | $5.00M |
| VCAT ASSET SECURITIZATION LLC STEP 02/25/2056 144A | 0 | 4,959,782 | 4,959,782 | 0.31% | $4.94M |
| NELNET STUDENT LOAN TRUST 2026-A SER 2026-A CL A1A REGD 144A P/P 4.61000000 | 0 | 4,891,234 | 4,891,234 | 0.30% | $4.83M |
| EGYPT GOVERNMENT BOND BONDS 10/30 19.698 | 0 | 248,600,000 | 248,600,000 | 0.28% | $4.48M |
| Greystone CRE Notes LLC, Series 2025-FL4, Class A | 0 | 4,185,000 | 4,185,000 | 0.26% | $4.19M |
| Government National Mortgage Association, TBA | 0 | 3,900,000 | 3,900,000 | 0.24% | $3.92M |
| BRSP 2026-FL3 LTD SER 2026-FL3 CL A V/R REGD 144A P/P 5.15000000 | 0 | 3,800,000 | 3,800,000 | 0.23% | $3.79M |
| FNCL 3.5 5/26 | 0 | 4,000,000 | 4,000,000 | 0.23% | $3.66M |
| US TREASURY N/B | 0 | 3,619,000 | 3,619,000 | 0.22% | $3.49M |
| FNCL 4 6/24 | 0 | 3,100,000 | 3,100,000 | 0.18% | $2.92M |
| G2SF 4 4/23 | 0 | 2,600,000 | 2,600,000 | 0.15% | $2.44M |
| JAPAN (30 YEAR ISSUE) BONDS 12/55 3.4 | 0 | 391,050,000 | 391,050,000 | 0.15% | $2.35M |
| GSG BIDCO LTD SR SECURED 144A 06/36 5.375 | 0 | 1,700,000 | 1,700,000 | 0.12% | $1.95M |
| G2SF 3 4/26 | 0 | 2,000,000 | 2,000,000 | 0.11% | $1.79M |
| US TREASURY N/B | 0 | 1,300,000 | 1,300,000 | 0.08% | $1.28M |
| FLORA FOOD MANAGEMENT BV SR SECURED 144A 10/30 7.5 | 0 | 1,000,000 | 1,000,000 | 0.07% | $1.15M |
| Republic of Colombia | 0 | 900,000 | 900,000 | 0.06% | $892.80K |
| TURKIYE CENTR BANK BILL BILLS 04/26 0.00000 | 0 | 39,000,000 | 39,000,000 | 0.05% | $871.08K |
| JAPAN (20 YEAR ISSUE) BONDS 09/45 2.7 | 0 | 135,800,000 | 135,800,000 | 0.05% | $787.80K |
| G2SF 3.5 4/24 | 0 | 800,000 | 800,000 | 0.05% | $733.89K |
| US TREASURY N/B | 0 | 600,000 | 600,000 | 0.04% | $578.48K |
| EURO-BUND FUTURE JUN26 | 0 | -78 | -78 | 0.02% | $301.87K |
| FNCI 3 4/24 | 0 | 300,000 | 300,000 | 0.02% | $286.56K |
| IRS EUR 3.00000 09/16/26-30Y LCH | 0 | 1 | 1 | 0.02% | $271.62K |
| JAPAN (30 YEAR ISSUE) BONDS 03/54 1.8 | 0 | 46,000,000 | 46,000,000 | 0.01% | $196.10K |
| CDX HY46 5Y ICE | 0 | 1 | 1 | 0.01% | $188.39K |
| RFR USD SOFR/3.40694 07/06/26-4Y* LCH | 0 | 6 | 6 | 0.01% | $177.62K |
| TITULOS DE TESORERIA BONDS 07/46 11.5 | 0 | 707,200,000 | 707,200,000 | 0.01% | $170.61K |
| RFR GBP SONIO/4.25000 03/18/26-10Y LCH | 0 | 1 | 1 | 0.01% | $144.96K |
| CDX IG46 5Y ICE | 0 | 1 | 1 | 0.01% | $138.99K |
| TITULOS DE TESORERIA BONDS 05/42 9.25 | 0 | 648,000,000 | 648,000,000 | 0.01% | $132.40K |
| TITULOS DE TESORERIA BONDS 03/58 12 | 0 | 459,300,000 | 459,300,000 | 0.01% | $112.88K |
| JAPAN (30 YEAR ISSUE) BONDS 06/54 2.2 | 0 | 21,000,000 | 21,000,000 | 0.01% | $98.53K |
| THAMES WATER SUPER SENIOR ISSU 10/27 9.75 | 0 | 48,226 | 48,226 | 0.00% | $70.28K |
| EGYPT TREASURY BILL BILLS 10/26 0.00000 | 0 | 4,050,000 | 4,050,000 | 0.00% | $65.12K |
| EURO-BOBL FUTURE JUN26 | 0 | -22 | -22 | 0.00% | $46.26K |
| COUNTRY GARDEN HLDGS SR UNSECURED 12/31 0.00000 | 0 | 407,195 | 407,195 | 0.00% | $45.57K |
| FWD0M1442 COLOMBIA GOVT | 0 | 203,300,000 | 203,300,000 | 0.00% | $42.61K |
| RFR USD SOFR/3.7547* 03/13/26-10Y* LCH | 0 | 2 | 2 | 0.00% | $13.34K |
| RFR USD SOFR/3.50000 06/17/26-7Y LCH | 0 | 1 | 1 | 0.00% | $12.61K |
| RFR USD SOFR/4.08316 06/30/26-27Y* LCH | 0 | 5 | 5 | 0.00% | $12.23K |
| RFR GBP SONIO/4.75000 03/18/26-30Y LCH | 0 | 1 | 1 | 0.00% | $11.86K |
| COUNTRY GARDEN HOLDINGS CO LTD COMMON STOCK HKD.1 | 0 | 194,266 | 194,266 | 0.00% | $7.95K |
| RFR USD SOFR/4.0658* 03/13/26-20Y* LCH | 0 | 2 | 2 | 0.00% | $6.86K |
| ZCS BRL 13.681 03/18/26-01/02/31 CME | 0 | 5 | 5 | 0.00% | $6.42K |
| RFR USD SOFR/3.71199 06/30/26-9Y* LCH | 0 | 1 | 1 | 0.00% | $4.87K |
| RFR USD SOFR/3.56436 06/30/26-7Y* LCH | 0 | 1 | 1 | 0.00% | $2.77K |
| RFR USD SOFR/4.0520* 03/16/26-30Y* LCH | 0 | 1 | 1 | 0.00% | $2.56K |
| RFR USD SOFR/4.0593* 03/13/26-30Y* LCH | 0 | 1 | 1 | 0.00% | $2.33K |
| ZCS BRL 14.0671 03/27/26-01/02/31 CME | 0 | 2 | 2 | 0.00% | $1.23K |
| FWD0104H8 COLOMBIA GOVT FWD 04 24 2026 | 0 | 600,000 | 600,000 | 0.00% | $151 |
| 317UC50A6 PIMCO SWAPTION 2.54 CALL EUR 2026041 | 0 | -400,000 | -400,000 | 0.00% | -$61 |
| IRS CZK 4.48000 03/11/26-10Y CME | 0 | 1 | 1 | 0.00% | -$131 |
| Options on Euro(OGBL) Bund Futures | 0 | -5 | -5 | 0.00% | -$636 |
| 317UC4YA2 PIMCO SWAPTION 3.6 CALL USD 20260416 | 0 | -1,500,000 | -1,500,000 | 0.00% | -$1.34K |
| 317UC4ZA1 PIMCO SWAPTION 2.92 PUT EUR 20260416 | 0 | -400,000 | -400,000 | 0.00% | -$1.48K |
| IRS ZAR 6.77000 03/10/26-2Y CME | 0 | 1 | 1 | 0.00% | -$2.38K |
| 31750SG74 PIMCO FXVAN CALL USD TRY 49.99000000 | 0 | -400,000 | -400,000 | 0.00% | -$3.16K |
| Options on Euro(OGBL) Bund Futures | 0 | -5 | -5 | 0.00% | -$5.26K |
| 317UC4XA3 PIMCO SWAPTION 3.9 PUT USD 20260416 | 0 | -1,500,000 | -1,500,000 | 0.00% | -$7.84K |
| CDX EM45 ICE | 0 | 1 | 1 | 0.00% | -$8.37K |
| ZCS BRL 13.657 03/13/26-01/02/31 CME | 0 | 7 | 7 | 0.00% | -$26.13K |
| IRS EUR 2.75000 09/16/26-10Y LCH | 0 | 1 | 1 | 0.00% | -$80.40K |
| Government National Mortgage Association, TBA | 0 | -300,000 | -300,000 | -0.02% | -$257.98K |
| RFR GBP SONIO/3.50000 03/18/26-2Y LCH | 0 | 1 | 1 | -0.03% | -$474.18K |
| IRS EUR 2.50000 09/16/26-5Y LCH | 0 | 1 | 1 | -0.06% | -$999.07K |
| RFR GBP SONIO/3.75000 03/18/26-5Y LCH | 0 | 1 | 1 | -0.09% | -$1.47M |
| Long Gilt | 0 | 422 | 422 | -0.14% | -$2.22M |
| FNCL 2 5/26 | 0 | -3,200,000 | -3,200,000 | -0.16% | -$2.58M |
| Security | Shares Dec 2025 | Shares Mar 2026 | Δ shares | End % | Δ value |
|---|---|---|---|---|---|
| Uniform Mortgage-Backed Security, TBA | 165,200,000 | 0 | -165,200,000 | 0.00% | -$169.54M |
| Uniform Mortgage-Backed Security, TBA | 129,660,000 | 0 | -129,660,000 | 0.00% | -$129.19M |
| Uniform Mortgage-Backed Security, TBA | 85,900,000 | 0 | -85,900,000 | 0.00% | -$89.37M |
| Uniform Mortgage-Backed Security, TBA | 42,750,000 | 0 | -42,750,000 | 0.00% | -$44.44M |
| Uniform Mortgage-Backed Security, TBA | 41,500,000 | 0 | -41,500,000 | 0.00% | -$39.34M |
| Government National Mortgage Association, TBA | 21,100,000 | 0 | -21,100,000 | 0.00% | -$21.49M |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 15,600,000 | 0 | -15,600,000 | 0.00% | -$16.11M |
| LETRA TESOURO NACIONAL BILLS 04/26 0.00000 | 80,300,000 | 0 | -80,300,000 | 0.00% | -$14.18M |
| Uniform Mortgage-Backed Security, TBA | 13,000,000 | 0 | -13,000,000 | 0.00% | -$13.17M |
| Uniform Mortgage-Backed Security, TBA | 11,100,000 | 0 | -11,100,000 | 0.00% | -$10.83M |
| U.S. Treasury Notes | 9,560,166 | 0 | -9,560,166 | 0.00% | -$9.48M |
| FNCL 3 2/26 | 10,500,000 | 0 | -10,500,000 | 0.00% | -$9.28M |
| Government National Mortgage Association, TBA | 7,000,000 | 0 | -7,000,000 | 0.00% | -$6.81M |
| G2SF 5 1/26 | 5,200,000 | 0 | -5,200,000 | 0.00% | -$5.19M |
| ANCHORAGE CREDIT FUNDING LTD. ANCHF 2015 1A ARV 144A | 4,134,382 | 0 | -4,134,382 | 0.00% | -$4.10M |
| G2SF 5.5 1/25 | 3,900,000 | 0 | -3,900,000 | 0.00% | -$3.94M |
| FNCL 3.5 2/26 | 4,000,000 | 0 | -4,000,000 | 0.00% | -$3.69M |
| US TREASURY N/B | 3,405,000 | 0 | -3,405,000 | 0.00% | -$3.40M |
| PRET LLC, Series 2024-NPL7, Class A1 | 3,383,818 | 0 | -3,383,818 | 0.00% | -$3.39M |
| ANCHORAGE CREDIT FUNDING LTD. ANCHF 2019 7A A 144A | 3,295,473 | 0 | -3,295,473 | 0.00% | -$3.29M |
| Government National Mortgage Association, TBA | 2,600,000 | 0 | -2,600,000 | 0.00% | -$2.46M |
| PACIFIC GAS&ELEC | 2,072,000 | 0 | -2,072,000 | 0.00% | -$2.07M |
| G2SF 3 1/26 | 2,000,000 | 0 | -2,000,000 | 0.00% | -$1.80M |
| BANCA MONTE DEI PASCHI S REGS 01/26 1.875 | 1,515,000 | 0 | -1,515,000 | 0.00% | -$1.78M |
| AG TRUST AG 2024 NLP A 144A | 1,710,596 | 0 | -1,710,596 | 0.00% | -$1.72M |
| FNCL 4 1/26 | 1,800,000 | 0 | -1,800,000 | 0.00% | -$1.71M |
| RESEARCH-DRIVEN PAGAYA MOTOR ASSET TRUST 2023-3 7.13% 01/26/2032 144A | 1,572,301 | 0 | -1,572,301 | 0.00% | -$1.57M |
| G2SF 6.5 1/24 | 1,500,000 | 0 | -1,500,000 | 0.00% | -$1.55M |
| NSANY 2 03/09/26 | 1,500,000 | 0 | -1,500,000 | 0.00% | -$1.49M |
| G2SF 6 1/25 | 1,400,000 | 0 | -1,400,000 | 0.00% | -$1.43M |
| NSANY 8 1/8 07/17/35 | 1,200,000 | 0 | -1,200,000 | 0.00% | -$1.28M |
| ROMANIA SR UNSECURED 144A 07/39 6.75 | 1,000,000 | 0 | -1,000,000 | 0.00% | -$1.23M |
| TIAA CLO LTD TIA 2018 1A A1AR 144A | 1,083,144 | 0 | -1,083,144 | 0.00% | -$1.08M |
| MAGNETITE XXV LTD SER 2020-25A CL A V/R REGD 144A P/P 5.31959000 | 1,061,105 | 0 | -1,061,105 | 0.00% | -$1.06M |
| FNCL 6 3/24 | 1,030,000 | 0 | -1,030,000 | 0.00% | -$1.06M |
| BOEING CO | 1,000,000 | 0 | -1,000,000 | 0.00% | -$998.86K |
| G2SF 4.5 1/26 | 900,000 | 0 | -900,000 | 0.00% | -$876.80K |
| ROMANIA SR UNSECURED 144A 02/34 3.75 | 760,000 | 0 | -760,000 | 0.00% | -$805.44K |
| Government National Mortgage Association, TBA | 800,000 | 0 | -800,000 | 0.00% | -$728.06K |
| IRS EUR 3.00000 03/18/26-30Y LCH | 1 | 0 | -1 | 0.00% | -$610.00K |
| GLS AUTO RECEIVABLES TRUST GCAR 2024 4A A2 144A | 564,747 | 0 | -564,747 | 0.00% | -$564.99K |
| U.S. Treasury Bills | 567,000 | 0 | -567,000 | 0.00% | -$562.15K |
| ESSENT GROUP LTD | 500,000 | 0 | -500,000 | 0.00% | -$522.23K |
| ROMANIA ROMANIA | 350,000 | 0 | -350,000 | 0.00% | -$420.78K |
| COMMONSPIRIT | 300,000 | 0 | -300,000 | 0.00% | -$296.59K |
| BOEING CO | 290,000 | 0 | -290,000 | 0.00% | -$289.46K |
| FNCI 3 1/25 | 300,000 | 0 | -300,000 | 0.00% | -$288.64K |
| Chase Auto Owner Trust 2024-4 | 265,058 | 0 | -265,058 | 0.00% | -$265.37K |
| UKG 10YR FUT G H6 03-27-26 | 303 | 0 | -303 | 0.00% | -$259.79K |
| U.S. Treasury Bills | 261,000 | 0 | -261,000 | 0.00% | -$258.22K |
| COMMONSPIRIT | 250,000 | 0 | -250,000 | 0.00% | -$249.03K |
| RFR USD SOFR/1.60000 01/16/24-2Y LCH | 1 | 0 | -1 | 0.00% | -$220.15K |
| RFR GBP SONIO/3.75000 09/17/25-5Y LCH | 1 | 0 | -1 | 0.00% | -$206.21K |
| FUT. EURO-BUND EUX MAR26 | -75 | 0 | 75 | 0.00% | -$154.65K |
| SFRFP 6.5 10/15/31 144A | 154,020 | 0 | -154,020 | 0.00% | -$146.38K |
| RFR USD SOFR/2.30000 01/17/24-2Y LCH | 1 | 0 | -1 | 0.00% | -$116.88K |
| ALTICE FRANCE SA SR SECURED 144A 10/30 4.75 | 77,010 | 0 | -77,010 | 0.00% | -$85.33K |
| COUNTRY GARDEN HLDGS SR SECURED REGS 07/26 2.7 | 560,000 | 0 | -560,000 | 0.00% | -$53.41K |
| ILLINOIS ST-BABS | 30,769 | 0 | -30,769 | 0.00% | -$32.53K |
| FGBM Mar 2026 | -23 | 0 | 23 | 0.00% | -$24.15K |
| RFR USD SOFR/3.37500 03/31/26-4Y* LCH | 1 | 0 | -1 | 0.00% | -$11.03K |
| State of Illinois, Series 3 | 7,692 | 0 | -7,692 | 0.00% | -$8.15K |
| State of Illinois, Series 5 | 7,143 | 0 | -7,143 | 0.00% | -$7.78K |
| CDX HY40 5Y ICE | 1 | 0 | -1 | 0.00% | -$6.71K |
| CVS PASS THROUGH TRUST PASS THRU CE 144A 01/26 5.789 | 3,625 | 0 | -3,625 | 0.00% | -$3.63K |
| U.S. Treasury Bills | 2,000 | 0 | -2,000 | 0.00% | -$1.99K |
| RFR GBP SONIO/4.50000 09/17/25-30Y LCH | 1 | 0 | -1 | 0.00% | $2.06K |
| RFR GBP SONIO/4.00000 09/17/25-10Y LCH | 1 | 0 | -1 | 0.00% | $7.55K |
| ZCS BRL 9.93932 08/07/23-01/02/26 CME | 1 | 0 | -1 | 0.00% | $25.46K |
| IRS EUR 2.75000 03/18/26-10Y LCH | 1 | 0 | -1 | 0.00% | $27.48K |
| ZCS BRL 9.89906 08/03/23-01/02/26 CME | 2 | 0 | -2 | 0.00% | $49.02K |
| ZCS BRL 10.10457 07/28/23-01/02/26 CME | 1 | 0 | -1 | 0.00% | $55.29K |
| ZCS BRL 10.08501 08/01/23-01/02/26 CME | 1 | 0 | -1 | 0.00% | $56.48K |
| ZCS BRL 10.05205 08/02/23-01/02/26 CME | 1 | 0 | -1 | 0.00% | $57.12K |
| Government National Mortgage Association, TBA | -300,000 | 0 | 300,000 | 0.00% | $258.82K |
| IRS EUR 2.50000 03/18/26-5Y LCH | 1 | 0 | -1 | 0.00% | $259.38K |
| FNCL 2 1/26 | -3,200,000 | 0 | 3,200,000 | 0.00% | $2.59M |
| Security | Shares Dec 2025 | Shares Mar 2026 | Δ shares | End % | Δ value |
|---|---|---|---|---|---|
| LETRA TESOURO NACIONAL BILLS 07/26 0.00000 | 86,600,000 | 138,100,000 | 51,500,000 | 1.60% | $11.02M |
| CWABS Asset-Backed Certificates Trust, Series 2006-26, Class M1 | 14,334,212 | 14,425,581 | 91,369 | 0.87% | $69.33K |
| JAPAN (30 YEAR ISSUE) BONDS 09/55 3.2 | 575,800,000 | 1,041,600,000 | 465,800,000 | 0.37% | $2.47M |
| PIMCO PRV SHORT TERM FLT III MUTUAL FUND | 47,978 | 515,946 | 467,967 | 0.31% | $4.56M |
| ENVISION HEALTHCARE CORPORTION 2023 LAST OUT TERM LOAN | 4,577,676 | 4,652,906 | 75,231 | 0.30% | $77.49K |
| REPUBLIC OF SOUTH AFRICA BONDS 02/35 8.875 | 62,000,000 | 79,400,000 | 17,400,000 | 0.28% | $704.42K |
| TITULOS DE TESORERIA BONDS 02/33 13.25 | 6,021,800,000 | 11,999,500,000 | 5,977,700,000 | 0.20% | $1.60M |
| COUNTRYWIDE ALTERNATIVE LOAN T CWALT 2007 22 2A16 | 8,478,407 | 8,482,853 | 4,446 | 0.19% | $151.95K |
| TITULOS DE TESORERIA BONDS 01/35 11.75 | 6,563,900,000 | 10,699,100,000 | 4,135,200,000 | 0.16% | $1.03M |
| TITULOS DE TESORERIA BONDS 11/40 12.75 | 6,956,500,000 | 9,681,400,000 | 2,724,900,000 | 0.16% | $759.92K |
| SAGB 7 02/28/31 R213 | 39,400,000 | 39,900,000 | 500,000 | 0.14% | -$117.72K |
| REPUBLIC OF SOUTH AFRICA BONDS 01/37 8.5 | 21,100,000 | 28,100,000 | 7,000,000 | 0.10% | $285.49K |
| JAPAN (30 YEAR ISSUE) BONDS 03/55 2.4 | 25,000,000 | 190,200,000 | 165,200,000 | 0.06% | $798.78K |
| JAPAN (30 YEAR ISSUE) BONDS 09/54 2.1 | 93,400,000 | 170,750,000 | 77,350,000 | 0.05% | $322.99K |
| JAPAN (30 YEAR ISSUE) BONDS 12/54 2.3 | 106,400,000 | 160,550,000 | 54,150,000 | 0.05% | $222.35K |
| ENVISION HEALTHCARE CORPORTION 2023 1ST LIEN FIRST OUT TL | 675,550 | 686,652 | 11,102 | 0.04% | $11.10K |
| PETROLEOS DE VENEZUELA S REGD 5.37500000 | 385,000 | 1,585,000 | 1,200,000 | 0.03% | $440.38K |
| REPUBLIC OF SOUTH AFRICA BONDS 01/40 9 | 4,600,000 | 6,800,000 | 2,200,000 | 0.02% | $99.34K |
| PETROLEOS DE VENEZUELA S REGD 0.00000000 | 100,000 | 800,000 | 700,000 | 0.02% | $308.24K |
| VENZ 9.25 09/15/27 | 143,000 | 243,000 | 100,000 | 0.01% | $68.91K |
| VENZ 9.25 05/07/28 | 83,000 | 183,000 | 100,000 | 0.01% | $57.70K |
| T/L LEALAND FINANCE COMPANY B V REGD 0.00000000 | 16,383 | 16,506 | 123 | 0.00% | $997 |
| MEXICAN UDIBONOS BONDS 12/26 3 | 173,326 | 175,706 | 2,380 | 0.00% | $205 |
| RFR USD SOFR/3.75000 03/18/26-7Y LCH | 1 | 2 | 1 | 0.00% | -$3.25K |
| US ULTRA BOND CBT Sep25 | -59,357,058 | -44,703,520 | 14,653,537 | -3.10% | $11.66M |
| Security | Shares Dec 2025 | Shares Mar 2026 | Δ shares | End % | Δ value |
|---|---|---|---|---|---|
| U.S. Treasury Inflation-Protected Indexed Notes | 19,404,429 | 19,381,241 | -23,188 | 1.20% | -$5.29K |
| FR SD8397 | 16,200,911 | 13,473,687 | -2,727,224 | 0.86% | -$2.91M |
| U.S. TREASURY INFLATION-PROTECTED SECURITIES 1.375 07/15/33 | 11,793,100 | 11,778,910 | -14,190 | 0.71% | $19.05K |
| WAMU MORTGAGE PASS THROUGH CER WAMU 2006 AR1 1A1A | 10,490,722 | 10,287,076 | -203,646 | 0.58% | -$205.22K |
| New Century Home Equity Loan Trust 2004-3 | 6,714,903 | 6,554,821 | -160,083 | 0.41% | -$152.86K |
| GS Mortgage-Backed Securities Trust, Series 2024-RPL4, Class A1 | 6,499,342 | 6,351,944 | -147,398 | 0.38% | -$205.59K |
| CHASE MORTGAGE FINANCE CORPORA CHASE 2024 RPL3 A1A 144A | 6,689,953 | 6,540,537 | -149,416 | 0.36% | -$171.07K |
| BEAR STEARNS ASSET BACKED SECU BSABS 2004 HE11 M3 | 5,397,109 | 5,299,235 | -97,875 | 0.33% | -$108.46K |
| SMB Private Education Loan Trust, Series 2024-D, Class A1B | 5,442,440 | 5,162,621 | -279,819 | 0.32% | -$246.60K |
| WOODWARD CAPITAL MANAGEMENT RCKT 2025 CES11 A1A 144A | 5,352,800 | 5,115,374 | -237,426 | 0.31% | -$275.92K |
| TPMT 2024-3 A1A 144A FRN 07-25-65 | 5,274,574 | 5,080,740 | -193,834 | 0.31% | -$269.36K |
| PRKCM TRUST PRKCM 2025 AFC1 A1A 144A | 5,120,113 | 4,976,651 | -143,462 | 0.31% | -$164.97K |
| PRET 2025 NPL10 LLC 10/55 5.2498 | 5,047,601 | 4,963,299 | -84,302 | 0.31% | -$104.95K |
| PRETIUM MORTGAGE CREDIT PARTNE PRET 2025 NPL12 A1 144A | 5,192,080 | 4,972,186 | -219,894 | 0.31% | -$267.51K |
| RCO X MORTGAGE LLC 2025-5 SER 2025-5 CL A1 V/R REGD 144A P/P 5.41800000 | 5,277,049 | 4,949,391 | -327,657 | 0.31% | -$287.58K |
| PRETIUM MORTGAGE CREDIT PARTNE PRET 2025 NPL11 A1 144A | 5,027,639 | 4,891,073 | -136,565 | 0.30% | -$145.47K |
| CSMC Series 2015-12R | 5,404,054 | 5,268,196 | -135,858 | 0.30% | -$118.56K |
| TOWD POINT MORTGAGE FUNDING TPMF 2023 V3 A1 REGS | 3,914,739 | 3,644,740 | -269,999 | 0.30% | -$458.52K |
| WOODWARD CAPITAL MANAGEMENT RCKT 2024 CES7 A1A 144A | 5,309,871 | 4,772,254 | -537,616 | 0.29% | -$560.73K |
| MSRM 2025-NQM8 A1 | 5,132,906 | 4,751,801 | -381,106 | 0.29% | -$394.04K |
| PRETIUM MORTGAGE CREDIT PARTNE PRET 2025 RPL4 A1 144A | 4,991,470 | 4,867,313 | -124,157 | 0.29% | -$187.08K |
| KINBANE DAC KINBN 2025 RPL2A A 144A | 4,166,925 | 4,061,617 | -105,308 | 0.29% | -$211.60K |
| TPMT 2025-CES4 A1A | 5,008,714 | 4,701,824 | -306,890 | 0.29% | -$349.16K |
| PRPM, LLC 2025-8 | 4,756,223 | 4,669,491 | -86,732 | 0.29% | -$114.86K |
| SMB Private Education Loan Trust, Series 2024-A, Class A1B | 4,865,623 | 4,600,121 | -265,502 | 0.29% | -$272.26K |
| U.S. Treasury Inflation-Protected Notes 1.75%, Due 01/15/2034 | 4,660,700 | 4,655,112 | -5,588 | 0.29% | $1.18K |
| PRPM 2025-RCF5 LLC SER 2025-RCF5 CL A1 V/R REGD 144A P/P 4.83900000 | 4,977,605 | 4,679,333 | -298,272 | 0.29% | -$352.79K |
| MSRM 2025-NQM3 VAR 05/25/2070 144A | 4,823,793 | 4,540,793 | -283,001 | 0.28% | -$304.73K |
| WOODWARD CAPITAL MANAGEMENT RCKT 2025 CES9 A1A 144A | 4,921,561 | 4,552,172 | -369,389 | 0.28% | -$398.42K |
| U.S. TREASURY INFLATION-PROTECTED SECURITIES 0-5/8% 07/15/2032 | 4,706,730 | 4,701,102 | -5,628 | 0.27% | $19.85K |
| CREDIT SUISSE MORTGAGE TRUST CSMC 2007 2 1A4 | 8,681,335 | 8,660,620 | -20,715 | 0.27% | -$103.46K |
| JP Morgan Mortgage Trust, Series 2024-VIS1, Class A1 | 4,556,564 | 4,310,519 | -246,045 | 0.27% | -$266.02K |
| VERUS SECURITIZATION TRUST VERUS 2024 6 A1 144A | 4,842,572 | 4,298,006 | -544,566 | 0.27% | -$562.00K |
| NOVASTAR MORTGAGE FUNDING TRUST SERIES 2006-1 SER 2006-1 CL A2D V/R REGD 4.60876000 | 4,393,998 | 4,374,779 | -19,218 | 0.27% | -$23.63K |
| Cross Mortgage Trust, Series 2024-H8, Class A1 | 4,519,454 | 4,084,365 | -435,090 | 0.25% | -$455.82K |
| PRPM LLC, Series 2025-4, Class A1 | 4,162,585 | 4,054,816 | -107,769 | 0.25% | -$123.00K |
| MASTR ADJUSTABLE RATE MORTGAGE MARM 2007 HF2 A2 | 10,573,753 | 10,515,578 | -58,175 | 0.25% | -$73.28K |
| XROAD 2025-A A2 | 4,512,819 | 3,950,607 | -562,211 | 0.25% | -$576.06K |
| AVON FINANCE AVON 4A A 144A | 3,136,374 | 2,975,885 | -160,490 | 0.24% | -$291.34K |
| Pagaya AI Debt Trust 2025-4 | 4,599,837 | 3,908,418 | -691,418 | 0.24% | -$714.28K |
| SOUNDVIEW HOME EQUITY LOAN TRU SVHE 2004 WMC1 M1 | 4,177,137 | 4,149,833 | -27,304 | 0.24% | -$19.27K |
| TPMT 2024-5 A1A | 4,085,999 | 3,918,310 | -167,690 | 0.24% | -$216.05K |
| Option One Mortgage Loan Trust, Series 2006-1, Class M1 | 4,278,113 | 4,066,446 | -211,667 | 0.24% | -$195.82K |
| SEQUOIA MORTGAGE TRUST SEMT 2025 HYB1 A1A 144A | 4,566,551 | 3,867,790 | -698,761 | 0.24% | -$714.90K |
| U.S. TREASURY INFLATION-PROTECTED SECURITIES .25% 07/15/29 | 3,974,056 | 3,969,280 | -4,777 | 0.24% | $31.64K |
| ALTICE SA SR SECURED 144A 11/29 9.5 | 3,847,110 | 3,807,624 | -39,486 | 0.24% | -$124.14K |
| ANCHORAGE CREDIT FUNDING LTD. ANCHF 2020 10A AV 144A | 4,170,118 | 3,876,771 | -293,347 | 0.23% | -$317.28K |
| SMB Private Education Loan Trust, Series 2024-A, Class A1A | 3,923,889 | 3,709,775 | -214,114 | 0.23% | -$250.36K |
| CHASE MORTGAGE FINANCE CORPORA CHASE 2023 RPL1 A1 144A | 4,036,025 | 3,954,943 | -81,083 | 0.23% | -$92.65K |
| Fortress Credit Bsl X Ltd | 5,100,000 | 3,627,064 | -1,472,936 | 0.22% | -$1.48M |
| Argent Securities Trust 2006-M1 | 13,353,574 | 13,307,345 | -46,229 | 0.22% | -$35.50K |
| Carvana Auto Receivables Trust, Series 2024-P1, Class A3 | 4,227,989 | 3,404,150 | -823,839 | 0.21% | -$829.24K |
| RCKT TRUST RCKTL 2025 2A A 144A | 4,473,465 | 3,407,940 | -1,065,525 | 0.21% | -$1.07M |
| ANCHORAGE CREDIT FUNDING LTD. ANCHF 2019 8A A 144A | 4,084,079 | 3,342,881 | -741,199 | 0.20% | -$764.79K |
| LUGO FUNDING DAC LUGO 2024 1A A 144A | 2,969,440 | 2,844,726 | -124,715 | 0.20% | -$210.05K |
| Ellington Financial Mortgage Trust, Series 2022-4, Class A1 | 3,456,538 | 3,268,243 | -188,295 | 0.20% | -$195.61K |
| INDYMAC RESIDENTIAL ASSET BACK INABS 2006 A A4 | 3,555,027 | 3,457,963 | -97,064 | 0.20% | -$96.84K |
| EUROHOME UK MORTGAGES PLC EHMU 2007 2 M1 REGS | 2,656,821 | 2,401,277 | -255,544 | 0.20% | -$397.85K |
| CIM Trust, Series 2023-R4, Class A1 | 3,279,883 | 3,164,377 | -115,506 | 0.19% | -$133.56K |
| SMB Private Education Loan Trust (Private Loans) 5.06 03/16/2054 | 3,278,468 | 3,103,057 | -175,411 | 0.19% | -$196.29K |
| SPACE COAST CREDIT UNION SCCU 2024 1A A3 144A | 3,500,000 | 3,106,777 | -393,223 | 0.19% | -$402.80K |
| U.S. TREASURY INFLATION-PROTECTED SECURITIES 0-1/8% 07/15/2031 | 3,340,838 | 3,336,822 | -4,015 | 0.19% | $22.25K |
| MFRA TRUST MFRA 2023 NQM2 A1 144A | 3,186,145 | 3,086,191 | -99,954 | 0.19% | -$96.25K |
| WOSAT 2024-A A3 4.98% 02-15-30 | 3,500,000 | 3,027,550 | -472,450 | 0.19% | -$480.92K |
| COUNTRYWIDE ALTERNATIVE LOAN T CWALT 2006 OC8 1A2 | 3,268,165 | 3,184,468 | -83,697 | 0.19% | -$70.97K |
| LEHMAN XS TRUST LXS 2005 6 3A3A | 6,655,869 | 6,604,858 | -51,011 | 0.18% | -$58.34K |
| TRANSDIGM TERM J 1LN 02/28/2031 | 2,980,455 | 2,972,891 | -7,565 | 0.18% | -$18.38K |
| MFRA TRUST VAR 02/25/2066 144A | 3,132,518 | 3,057,986 | -74,533 | 0.18% | -$97.43K |
| FREMONT HOME LOAN TRUST FHLT 2005 2 M4 | 3,103,864 | 3,072,350 | -31,514 | 0.18% | -$23.96K |
| TSET 2024-1A A2 | 3,090,694 | 2,816,816 | -273,877 | 0.17% | -$287.07K |
| PRPM 2024-8 LLC 5.897% 12/25/2029 144A | 3,367,055 | 2,699,441 | -667,614 | 0.17% | -$673.80K |
| Government National Mortgage Association | 2,951,436 | 2,917,124 | -34,312 | 0.17% | -$11.46K |
| FN MA4894 | 2,851,599 | 2,599,999 | -251,601 | 0.16% | -$270.32K |
| MERRION SQUARE RESIDENTIAL MERRI 2024 1A A 144A | 2,380,795 | 2,295,275 | -85,521 | 0.16% | -$141.40K |
| CIM Trust, Series 2024-R1, Class A1 | 2,872,554 | 2,631,393 | -241,161 | 0.16% | -$270.64K |
| PRPM Trust, Series 2024-NQM4, Class A1 | 2,712,837 | 2,570,851 | -141,987 | 0.16% | -$152.39K |
| BEAR STEARNS ALT A TRUST BALTA 2006 8 1A1 | 2,763,246 | 2,743,343 | -19,903 | 0.16% | -$17.98K |
| SoFi Consumer Loan Program Trust, Series 2025-4, Class A | 3,231,315 | 2,487,365 | -743,950 | 0.15% | -$751.76K |
| Venture Global Plaquemines LNG, LLC | 3,050,000 | 2,330,000 | -720,000 | 0.15% | -$695.11K |
| U.S. TREASURY INFLATION-PROTECTED SECURITIES .875% 01/15/2029 | 2,433,305 | 2,430,381 | -2,925 | 0.15% | $16.87K |
| GOLDEN BAR SECURITISATION GOLDB 2023 2 A REGS | 2,376,946 | 2,068,684 | -308,262 | 0.15% | -$408.98K |
| STRUCTURED ASSET SECURITIES CO SASC 2007 GEL1 A3 144A | 2,952,673 | 2,865,130 | -87,543 | 0.15% | -$62.90K |
| HSI ASSET SECURITIZATION CORPO HASC 2007 OPT1 2A3 | 2,674,798 | 2,620,074 | -54,724 | 0.15% | -$37.14K |
| SMB PRIVATE EDUCATION LOAN TRUST 2022-B SER 2022-B CL A1B V/R REGD 144A P/P 5.59202000 | 2,419,039 | 2,291,324 | -127,715 | 0.14% | -$129.33K |
| PALMER SQUARE EUROPEAN LOAN FU PSTET 2024 2A A 144A | 2,292,145 | 1,993,054 | -299,090 | 0.14% | -$384.82K |
| PRPM LLC, Series 2024-RCF2, Class A1 | 2,401,697 | 2,286,464 | -115,233 | 0.14% | -$126.30K |
| UMBS | 2,498,769 | 2,108,438 | -390,332 | 0.13% | -$416.13K |
| Aegis Asset Backed Securities Trust 2006-1 | 2,892,078 | 2,847,620 | -44,458 | 0.13% | -$39.37K |
| FIRST FRANKLIN MTG LOAN ASSET FFML 2004 FFH2 M3 | 2,323,491 | 2,179,858 | -143,633 | 0.13% | -$137.61K |
| PRPM Trust, Series 2024-NQM2, Class A1 | 2,295,314 | 2,123,187 | -172,127 | 0.13% | -$182.48K |
| MORGAN STANLEY CAPITAL INC MSAC 2007 HE1 A2FP | 3,683,606 | 3,638,441 | -45,165 | 0.13% | -$40.67K |
| Woodward Capital Management Series 2024-CES5, Class A1A | 2,318,038 | 2,078,730 | -239,307 | 0.13% | -$251.70K |
| TOWD POINT MORTGAGE FUNDING TPMF 2024 GR6A A1 144A | 1,680,309 | 1,560,880 | -119,429 | 0.13% | -$199.83K |
| ASSET BACKED FUNDING CERTIFICA ABFC 2006 OPT3 A2 | 3,345,377 | 3,331,492 | -13,885 | 0.12% | -$6.00K |
| ENEL FIN INTL NV | 2,500,000 | 2,000,000 | -500,000 | 0.12% | -$526.28K |
| U.S. Treasury Notes | 1,943,415 | 1,941,097 | -2,318 | 0.12% | $7.46K |
| FNMA POOL DA5748 FN 12/53 FIXED 6.5 | 2,360,310 | 1,882,717 | -477,593 | 0.12% | -$508.74K |
| Fremont Home Loan Trust, Series 2005-D, Class M1 | 2,053,037 | 2,010,036 | -43,002 | 0.12% | -$39.02K |
| SOFTBANK VISION FUND II TRANCHE B1 TERM LOAN | 1,842,829 | 1,780,152 | -62,677 | 0.11% | -$41.20K |
| SOUNDVIEW HOME EQUITY LOAN TRU SVHE 2005 CTX1 M5 | 1,905,061 | 1,818,881 | -86,180 | 0.11% | -$85.97K |
| GSAMP TRUST GSAMP 2005 WMC2 M1 | 1,847,914 | 1,806,971 | -40,942 | 0.11% | -$35.49K |
| Saudi Arabian Oil Co. | 2,200,000 | 1,800,000 | -400,000 | 0.11% | -$446.05K |
| VOYA CLO LTD VOYA 2019 3A AR 144A | 2,091,917 | 1,767,380 | -324,537 | 0.11% | -$324.40K |
| Atlas Senior Loan Fund XV Ltd., Series 2019-15A, Class A1R | 2,390,387 | 1,728,179 | -662,208 | 0.11% | -$661.11K |
| MBS | 1,828,784 | 1,676,783 | -152,002 | 0.10% | -$161.81K |
| HSI ASSET SECURITIZ TR 07 HE1 TSFR1M+25.448 01/25/2037 | 2,215,490 | 2,191,859 | -23,630 | 0.10% | -$33.12K |
| TPMT 2019-4 A1 | 1,823,212 | 1,725,941 | -97,271 | 0.10% | -$100.04K |
| MORGAN STANLEY | 2,029,000 | 1,629,000 | -400,000 | 0.10% | -$424.09K |
| COOPERATIEVE RABOBANK UA JR SUBORDINA REGS 12/49 VAR | 1,369,650 | 1,269,650 | -100,000 | 0.10% | -$186.37K |
| Merrill Lynch Mortgage Investors Trust Series 2007-HE3 | 4,278,786 | 4,224,952 | -53,834 | 0.10% | -$48.86K |
| FNMA POOL CB5211 FN 12/52 FIXED 6 | 1,611,521 | 1,541,271 | -70,250 | 0.10% | -$80.02K |
| SBCLN 2024-B B | 1,777,064 | 1,569,010 | -208,054 | 0.10% | -$211.48K |
| U.S. Treasury Inflation Linked Bonds | 2,199,715 | 2,197,080 | -2,635 | 0.10% | -$27.22K |
| WASHINGTON MUTUAL MORTGAGE PAS WMALT 2006 AR8 3A1A | 1,693,953 | 1,680,241 | -13,712 | 0.09% | -$12.80K |
| PFP Ltd., Series 2024-11, Class A | 1,859,506 | 1,524,501 | -335,005 | 0.09% | -$337.54K |
| Venture Global LNG Inc | 2,160,000 | 1,460,000 | -700,000 | 0.09% | -$588.92K |
| CITIGROUP MORTGAGE LOAN TRUST INC SER 2005-OPT1 CL M1 V/R REGD 4.47621000 | 1,538,090 | 1,487,429 | -50,661 | 0.09% | -$35.74K |
| ROMANIA SR UNSECURED 144A 09/34 6.25 | 1,900,000 | 1,200,000 | -700,000 | 0.09% | -$936.88K |
| CREDIT BASED ASSET SERVICING A CBASS 2006 CB3 AV4 | 1,509,227 | 1,470,098 | -39,129 | 0.08% | -$40.13K |
| G2 MA9017 | 1,330,168 | 1,262,847 | -67,322 | 0.08% | -$72.41K |
| Carvana Co. | 1,281,207 | 1,181,207 | -100,000 | 0.08% | -$168.56K |
| T/L JANE STREET GROUP LLC REGD ZCP TERM LOAN 0.00000000 | 1,300,000 | 1,293,176 | -6,824 | 0.08% | -$24.39K |
| PAGAYA AI DEBT SELECTION TRUST PAID 2024 11 A 144A | 1,507,414 | 1,243,249 | -264,165 | 0.08% | -$267.08K |
| GSAMP TRUST GSAMP 2005 HE5 M4 | 1,291,452 | 1,246,014 | -45,438 | 0.08% | -$44.26K |
| Jane Street Group / JSG Finance Inc. | 1,300,000 | 1,200,000 | -100,000 | 0.08% | -$139.46K |
| VERUS SECURITIZATION TRUST VERUS 2023 8 A1 144A | 1,342,747 | 1,202,119 | -140,628 | 0.07% | -$147.54K |
| PALMER SQUARE EUROPEAN LOAN FU PSTET 2023 3A AR 144A | 1,452,408 | 1,039,094 | -413,313 | 0.07% | -$504.04K |
| UMBS, 30 Year | 1,258,554 | 1,139,948 | -118,606 | 0.07% | -$129.97K |
| MASTR Asset Backed Securities Trust 2007-HE2 | 1,317,134 | 1,297,530 | -19,604 | 0.07% | -$11.03K |
| UNTD AIR 20-1 A | 1,179,322 | 1,129,202 | -50,120 | 0.07% | -$61.25K |
| FNMA POOL FM7475 FN 10/50 FIXED VAR | 1,200,065 | 1,172,354 | -27,711 | 0.07% | -$42.27K |
| IXIS REAL ESTATE CAPITAL TRUST IXIS 2006 HE3 A3 | 3,503,812 | 3,494,075 | -9,737 | 0.07% | -$28.55K |
| BOEING CO | 1,400,000 | 1,100,000 | -300,000 | 0.07% | -$320.19K |
| SLM STUDENT LOAN TRUST SLMA 2005 B A4 | 1,219,835 | 1,136,885 | -82,950 | 0.07% | -$75.90K |
| ENVALIOR FINANCE GMBH USD TERM LOAN B1 | 1,264,694 | 1,261,532 | -3,162 | 0.07% | -$71.43K |
| SOUNDVIEW HOME EQUITY LOAN TRU SVHE 2006 WF2 M2 | 1,152,163 | 1,101,244 | -50,919 | 0.07% | -$49.21K |
| Nelnet Student Loan Trust, Series 2023-AA, Class AFL | 1,159,666 | 1,059,246 | -100,420 | 0.07% | -$103.18K |
| G2 MA9106 | 1,109,437 | 1,050,800 | -58,637 | 0.07% | -$61.84K |
| U.S. Treasury Inflation-Protected Indexed Bonds | 2,001,008 | 1,998,608 | -2,400 | 0.07% | -$17.95K |
| INDYMAC RESIDENTIAL ASSET BACK INABS 2007 A 1A | 1,356,715 | 1,325,584 | -31,131 | 0.06% | -$22.27K |
| PAGAYA AI DEBT SELECTION TRUST PAID 2024 10 A 144A | 1,264,968 | 1,025,602 | -239,366 | 0.06% | -$242.60K |
| U.S. TREASURY INFLATION-PROTECTED SECURITIES 1.50% 2/15/2053 | 1,314,444 | 1,312,872 | -1,572 | 0.06% | -$18.55K |
| MORGAN STANLEY CAPITAL INC MSAC 2006 NC5 A2FP | 1,857,399 | 1,844,454 | -12,945 | 0.06% | -$13.56K |
| NSANY 6 1/8 09/30/30 | 1,100,000 | 1,000,000 | -100,000 | 0.06% | -$139.06K |
| FNMA POOL MA5167 FN 10/53 FIXED 6.5 | 1,064,712 | 926,023 | -138,689 | 0.06% | -$147.93K |
| CitiMortgage Alternative Loan Trust Series 2007-A3 | 1,095,664 | 1,070,988 | -24,676 | 0.06% | -$35.25K |
| ANCHORAGE CREDIT FUNDING LTD. ANCHF 2020 12A A1 144A | 1,000,000 | 951,418 | -48,582 | 0.06% | -$58.28K |
| U.S. TREASURY INFLATION-PROTECTED SECURITIES 0-3/4% 07/15/2028 | 922,267 | 921,164 | -1,102 | 0.06% | $7.31K |
| COUNTRYWIDE ASSET BACKED CERTI CWL 2006 22 1A | 1,004,202 | 982,253 | -21,949 | 0.06% | -$18.77K |
| State of Kuwait | 1,300,000 | 900,000 | -400,000 | 0.05% | -$415.56K |
| FHLG 30YR 5% 07/01/2054#QI9919 | 880,927 | 877,791 | -3,136 | 0.05% | -$12.69K |
| Venture Global LNG, Inc. | 1,400,000 | 800,000 | -600,000 | 0.05% | -$587.59K |
| COUNTRYWIDE ASSET BACKED CERTI CWL 2006 BC2 M2 | 945,727 | 897,125 | -48,603 | 0.05% | -$56.67K |
| T/L SYNIVERSE HOLDINGS INC REGD 0.00000000 | 909,546 | 907,195 | -2,350 | 0.05% | -$40.59K |
| FR SD8404 | 943,443 | 778,173 | -165,271 | 0.05% | -$174.39K |
| FN MA5217 | 902,460 | 761,426 | -141,034 | 0.05% | -$150.39K |
| BAYER US FIN LLC 6.5% 11/21/2033 144A | 1,840,000 | 740,000 | -1,100,000 | 0.05% | -$1.21M |
| PRPM 2025-RCF1 LLC SER 2025-RCF1 CL A1 V/R REGD 144A P/P 4.50000000 | 844,962 | 760,044 | -84,917 | 0.05% | -$91.21K |
| PAGAYA AI DEBT SELECTION TRUST PAID 2024 7 A 144A | 924,271 | 743,657 | -180,614 | 0.05% | -$184.28K |
| CWABS Asset-Backed Certificates Trust 2007-BC1 | 777,905 | 769,219 | -8,686 | 0.05% | -$7.43K |
| OPTION ONE MORTGAGE LOAN TRUST OOMLT 2007 4 1A1 | 1,012,782 | 997,818 | -14,964 | 0.04% | -$10.17K |
| HSI Asset Securitization Corp Trust 2007-OPT1 | 826,977 | 814,387 | -12,590 | 0.04% | -$7.34K |
| COUNTRYWIDE ASSET BACKED CERTI CWL 2006 23 2A4 | 828,920 | 734,818 | -94,103 | 0.04% | -$90.01K |
| ROMANIA SR UNSECURED 144A 09/31 5.125 | 1,000,000 | 600,000 | -400,000 | 0.04% | -$514.58K |
| CWABS Asset-Backed Certificates Trust 2006-2 | 707,493 | 691,394 | -16,099 | 0.04% | -$15.39K |
| Aegis Asset Backed Securities Trust Mortgage Pass-Through Ctfs Ser 2004-5 | 766,444 | 734,152 | -32,293 | 0.04% | -$27.09K |
| CWABS Asset-Backed Certificates Trust 2006-25 | 726,815 | 705,692 | -21,124 | 0.04% | -$19.64K |
| U.S. TREASURY INFLATION-PROTECTED SECURITIES 0-7/8% 02/15/2047 | 944,202 | 943,068 | -1,134 | 0.04% | -$11.99K |
| STRUCTURED ASSET SECURITIES CO SASC 2006 GEL3 M1 144A | 728,506 | 686,501 | -42,005 | 0.04% | -$41.22K |
| U.S. TREASURY INFLATION-PROTECTED SECURITIES 1% 02/15/48 | 924,273 | 923,167 | -1,106 | 0.04% | -$12.16K |
| Citigroup Mortgage Loan Trust, Series 2007-AMC1, Class A1 | 1,194,516 | 1,177,580 | -16,935 | 0.04% | -$13.99K |
| REPUBLIC OF ARGENTINA BONDS 07/30 VAR | 855,217 | 769,695 | -85,522 | 0.04% | $70.51K |
| FNMA POOL DA3452 FN 11/53 FIXED 6 | 674,425 | 601,437 | -72,988 | 0.04% | -$77.94K |
| U.S. TREASURY INFLATION-PROTECTED SECURITIES 0-3/4% 02/15/2045 | 829,632 | 828,636 | -996 | 0.04% | -$9.64K |
| FREDDIE MAC GOLD POOL FG G08799 | 678,644 | 663,509 | -15,134 | 0.04% | -$17.61K |
| FNMA POOL DA2733 FN 01/54 FIXED 6 | 576,742 | 575,058 | -1,683 | 0.04% | -$5.83K |
| STRUCTURED ASSET SECURITIES CO SASC 2005 RMS1 M1 | 564,117 | 554,162 | -9,955 | 0.03% | -$15.94K |
| SAXON ASSET SECURITIES TRUST SAST 2007 4 A1 144A | 604,615 | 578,689 | -25,926 | 0.03% | -$24.56K |
| CWABS Asset-Backed Certificates Trust 2006-25 | 590,225 | 566,033 | -24,192 | 0.03% | -$23.14K |
| MORGAN STANLEY CAPITAL INC MSAC 2006 NC3 A2D | 596,325 | 540,358 | -55,967 | 0.03% | -$54.10K |
| ALTICE FRANCE SA 2025 EXT TERM LOAN B14 | 534,011 | 526,775 | -7,236 | 0.03% | -$5.71K |
| Oscar US Funding XIII LLC | 1,068,718 | 525,485 | -543,234 | 0.03% | -$515.51K |
| UMBS | 490,319 | 488,370 | -1,949 | 0.03% | -$3.43K |
| FN BK0909 | 532,876 | 520,612 | -12,264 | 0.03% | -$16.28K |
| FNMA POOL FM3093 FN 11/48 FIXED VAR | 522,952 | 507,847 | -15,105 | 0.03% | -$18.93K |
| G2 MB0149 | 524,131 | 428,311 | -95,820 | 0.03% | -$97.26K |
| FED HM LN PC POOL Q53731 FG 01/48 FIXED 3 | 494,594 | 486,722 | -7,872 | 0.03% | -$10.25K |
| U.S. TREASURY INFLATION-PROTECTED SECURITIES 0.25% 02/15/2050 | 759,882 | 758,970 | -912 | 0.03% | -$7.84K |
| FN MA4869 | 437,704 | 414,615 | -23,089 | 0.03% | -$27.35K |
| FN MA5070 | 430,843 | 420,443 | -10,400 | 0.03% | -$15.49K |
| U.S. Treasury Bills | 527,000 | 394,000 | -133,000 | 0.02% | -$128.36K |
| REACH FINANCIAL LLC REACH 2024 2A A 144A | 726,878 | 388,517 | -338,360 | 0.02% | -$340.59K |
| GNMA II POOL MB0094 G2 12/54 FIXED 6.5 | 430,298 | 356,311 | -73,986 | 0.02% | -$74.86K |
| FNMA POOL BY7878 FN 07/54 FIXED 5 | 376,706 | 373,191 | -3,515 | 0.02% | -$6.82K |
| COUNTRYWIDE ASSET BACKED CERTI CWL 2006 25 2A4 | 364,659 | 354,873 | -9,785 | 0.02% | -$9.40K |
| REPUBLIC OF ARGENTINA SR UNSECURED 07/30 VAR | 454,258 | 408,833 | -45,426 | 0.02% | -$44.80K |
| GRIFONAS FINANCE PLC GRIF 1 A REGS | 358,232 | 298,500 | -59,732 | 0.02% | -$74.57K |
| U.S. TREASURY INFLATION-PROTECTED SECURITIES 0-1/8% 01/15/32 | 352,383 | 351,960 | -423 | 0.02% | $1.91K |
| FIRST INVESTORS AUTO OWNER TRUST 2023-1 FIAOT 2023-1A A | 471,339 | 319,369 | -151,971 | 0.02% | -$153.74K |
| U.S. TREASURY INFLATION-PROTECTED SECURITIES 1.125% 01/15/2033 | 327,927 | 327,531 | -396 | 0.02% | $807 |
| RBSSP RESECURITIZATION TRUST RBSSP 2010 2 3A2 144A | 335,958 | 328,536 | -7,422 | 0.02% | -$4.65K |
| NOMURA HOME EQUITY LOAN INC NHELI 2006 HE3 1A1 | 342,377 | 326,961 | -15,416 | 0.02% | -$13.95K |
| G2 MA7987 | 366,406 | 358,751 | -7,655 | 0.02% | -$7.38K |
| FG G08791 | 342,059 | 336,870 | -5,189 | 0.02% | -$6.70K |
| FIRST FRANKLIN MTG LOAN ASSET FFML 2006 FF17 A1 | 319,192 | 306,754 | -12,438 | 0.02% | -$11.98K |
| FNMA POOL BO0973 FN 06/49 FIXED 4 | 289,654 | 287,737 | -1,918 | 0.02% | -$3.44K |
| GNMA II POOL MA9360 G2 12/53 FIXED 4.5 | 277,056 | 274,178 | -2,877 | 0.02% | -$5.00K |
| Soundview Home Loan Trust, Series 2007-WMC1, Class 3A1 | 999,430 | 996,600 | -2,830 | 0.02% | -$2.42K |
| LONG BEACH MORTGAGE LOAN TRUST LBMLT 2006 10 1A | 369,946 | 367,861 | -2,085 | 0.02% | -$2.09K |
| GREENSKY HOME IMPROVEMENT TRUST 2024-2 5.25% 10/27/2059 144A | 552,528 | 240,513 | -312,016 | 0.01% | -$313.23K |
| RESIDENTIAL ASSET SECURITIES C RASC 2006 EMX2 M1 | 248,702 | 241,033 | -7,669 | 0.01% | -$7.50K |
| FNMA POOL DB8407 FN 09/54 FIXED 6 | 261,217 | 232,700 | -28,517 | 0.01% | -$31.03K |
| SOFTBANK VISION FUND II TRANCHE B2 TERM LOAN | 235,832 | 227,811 | -8,021 | 0.01% | -$5.27K |
| U.S. Treasury Inflation-Protected Security 0.375%, due 01/15/27 | 227,800 | 227,526 | -274 | 0.01% | $2.98K |
| Freddie Mac Pool | 239,971 | 229,601 | -10,370 | 0.01% | -$11.69K |
| HSI Asset Securitization Corp Trust 2006-HE2 | 924,600 | 916,716 | -7,884 | 0.01% | -$6.64K |
| U.S. TREASURY INFLATION-PROTECTED SECURITIES 1% 02/15/46 | 274,836 | 274,506 | -330 | 0.01% | -$3.63K |
| FNMA POOL CB5583 FN 11/52 FIXED 5.5 | 201,881 | 189,563 | -12,318 | 0.01% | -$14.31K |
| FNMA POOL MA4697 FN 08/42 FIXED 4 | 192,802 | 186,505 | -6,296 | 0.01% | -$7.40K |
| FHLG 30YR 5.5% 01/01/2053#QF6139 | 172,872 | 162,778 | -10,094 | 0.01% | -$11.89K |
| TOPAZ SOLAR FARMS LLC SR SECURED 144A 09/39 5.75 | 167,676 | 164,101 | -3,575 | 0.01% | -$5.42K |
| Freddie Mac Pool | 171,258 | 165,186 | -6,072 | 0.01% | -$7.04K |
| G2 MA8345 | 172,354 | 169,170 | -3,184 | 0.01% | -$2.03K |
| EUROSAIL PLC ESAIL 2007 3X A3A REGS | 133,173 | 116,455 | -16,718 | 0.01% | -$25.39K |
| FLAGSHIP CREDIT AUTO TRUST FCAT 2024 1 A2 144A | 547,111 | 141,922 | -405,188 | 0.01% | -$406.15K |
| GSAR 2023-2A A2 144A 6.37% 06-15-28 | 353,942 | 134,815 | -219,126 | 0.01% | -$220.54K |
| FR SD8385 | 151,805 | 129,801 | -22,004 | 0.01% | -$23.54K |
| U.S. TREASURY INFLATION-PROTECTED SECURITIES 0-1/8% 01/15/2031 | 125,080 | 124,930 | -150 | 0.01% | $863 |
| GALLATIN LOAN MANAGEMENT, LLC GALL 2017 1A A1R 144A | 140,472 | 116,126 | -24,346 | 0.01% | -$24.30K |
| U.S. TREASURY INFLATION-PROTECTED SECURITIES 1-3/8% 02/15/2044 | 139,709 | 139,541 | -168 | 0.01% | -$1.69K |
| U.S. RENAL CARE, INC. 6/28/2028 | 117,898 | 117,596 | -302 | 0.01% | -$273 |
| U.S. TREASURY INFLATION-PROTECTED SECURITIES 0-3/4% 02/15/2042 | 144,098 | 143,925 | -173 | 0.01% | -$1.31K |
| FNMA POOL CA2038 FN 07/48 FIXED 4 | 114,271 | 112,957 | -1,315 | 0.01% | -$2.17K |
| FNMA POOL BX2438 FN 11/52 FIXED 6 | 111,356 | 101,736 | -9,620 | 0.01% | -$10.37K |
| GreenSky Home Improvement Trust, Series 2024-1, Class A2 | 206,115 | 101,327 | -104,788 | 0.01% | -$105.45K |
| FNCL UMBS 5.5 QF5251 01-01-53 | 106,324 | 98,262 | -8,061 | 0.01% | -$9.10K |
| FNMA POOL BN5298 FN 02/34 FIXED 3 | 101,325 | 95,392 | -5,933 | 0.01% | -$6.41K |
| CITIGROUP MORTGAGE LOAN TRUST CMLTI 2005 HE3 M3 | 190,551 | 91,676 | -98,874 | 0.01% | -$98.80K |
| ALTICE FRANCE SA 2025 EUR EXT TERM LOAN B14 | 76,232 | 75,199 | -1,033 | 0.01% | -$2.51K |
| Eurosail-UK plc, Series 2007-3A, Class A3C | 87,665 | 65,665 | -22,000 | 0.01% | -$31.28K |
| FED HM LN PC POOL Q61005 FG 01/49 FIXED 3 | 88,603 | 87,545 | -1,058 | 0.00% | -$1.43K |
| REPUBLIC OF ARGENTINA SR UNSECURED 07/29 1 | 99,697 | 87,235 | -12,462 | 0.00% | -$12.37K |
| FNCL UMBS 6.0 QH2941 10-01-53 | 68,609 | 68,328 | -281 | 0.00% | -$560 |
| LUXCO3 SHARES COMMON STOCK | 10,053 | 3,759 | -6,294 | 0.00% | -$107.84K |
| G2 MB0368 | 94,514 | 64,865 | -29,649 | 0.00% | -$30.36K |
| U.S. TREASURY INFLATION-PROTECTED SECURITIES 0-3/8% 07/15/2027 | 66,554 | 66,474 | -80 | 0.00% | $681 |
| Government National Mortgage Association | 72,212 | 60,845 | -11,366 | 0.00% | -$11.73K |
| FED HM LN PC POOL QH4807 FR 10/53 FIXED 6.5 | 86,888 | 58,028 | -28,860 | 0.00% | -$30.25K |
| FED HM LN PC POOL RQ0016 FR 06/55 FIXED 7 | 67,639 | 55,809 | -11,830 | 0.00% | -$12.50K |
| RESIDENTIAL ASSET SECURITIES C RASC 2007 KS4 A4 | 68,381 | 58,633 | -9,748 | 0.00% | -$9.72K |
| EUROSAIL PLC ESAIL 2007 3X A3C REGS | 47,786 | 41,787 | -5,999 | 0.00% | -$9.12K |
| FHLMC Pool, 30 Year | 48,242 | 47,135 | -1,108 | 0.00% | -$1.62K |
| FED HM LN PC POOL Q52560 FG 12/47 FIXED 3 | 52,290 | 51,234 | -1,056 | 0.00% | -$1.26K |
| FN MA5137 | 43,966 | 42,842 | -1,124 | 0.00% | -$1.57K |
| HarborView Mortgage Loan Trust, Series 2006-1, Class 2A1A | 33,526 | 33,003 | -523 | 0.00% | -$369 |
| FNMA POOL BK0261 FN 07/48 FIXED 4 | 30,420 | 30,188 | -232 | 0.00% | -$470 |
| Washington Mutual Mortgage Securities Corp. | 29,245 | 28,562 | -683 | 0.00% | -$672 |
| FNMA POOL BY6919 FN 08/53 FIXED 6 | 26,107 | 26,025 | -82 | 0.00% | -$245 |
| Freddie Mac Gold Pool | 26,942 | 26,424 | -518 | 0.00% | -$626 |
| Chase Mortgage Finance Trust Series 2005-A1 | 66,093 | 23,508 | -42,585 | 0.00% | -$40.23K |
| TOPAZ SOLAR FARMS LLC SR SECURED 144A 09/39 4.875 | 23,157 | 22,606 | -551 | 0.00% | -$296 |
| FED HM LN PC POOL Q40843 FG 06/46 FIXED 3 | 19,950 | 19,407 | -544 | 0.00% | -$612 |
| FHLMC Gold Pools, 30 Year | 18,957 | 18,565 | -392 | 0.00% | -$455 |
| Freddie Mac Gold Pool | 18,761 | 18,372 | -389 | 0.00% | -$463 |
| Freddie Mac Gold Pool | 17,735 | 17,170 | -565 | 0.00% | -$637 |
| CITIGROUP MORTGAGE LOAN TRUST CMLTI 2007 AMC3 A1 144A | 14,479 | 14,075 | -404 | 0.00% | -$469 |
| Freddie Mac Gold Pool | 13,997 | 13,160 | -837 | 0.00% | -$843 |
| FHLG 30YR 3% 09/01/2047#G08778 | 12,718 | 12,514 | -204 | 0.00% | -$256 |
| FNMA POOL AP7539 FN 09/27 FIXED 3 | 13,465 | 10,791 | -2,674 | 0.00% | -$2.65K |
| FNMA POOL MA4729 FN 09/42 FIXED 4 | 10,924 | 10,599 | -325 | 0.00% | -$391 |
| FED HM LN PC POOL V83950 FG 02/48 FIXED 3 | 11,699 | 11,229 | -469 | 0.00% | -$491 |
| FED HM LN PC POOL RA3831 FR 07/50 FIXED 4 | 10,406 | 10,350 | -56 | 0.00% | -$104 |
| MITCHELLS + BUTLERS FINA SECURED REGS 12/30 6.013 | 6,067 | 5,611 | -456 | 0.00% | -$836 |
| Freddie Mac Gold Pool | 8,168 | 8,038 | -131 | 0.00% | -$167 |
| FNMA POOL MA4779 FN 10/42 FIXED 4 | 7,478 | 7,328 | -150 | 0.00% | -$201 |
| FNMA POOL AL2908 FN 08/27 FIXED VAR | 9,830 | 6,891 | -2,939 | 0.00% | -$2.91K |
| WESTMORELAND COAL CO PIK TERM LOAN | 7,187 | 6,828 | -359 | 0.00% | -$84 |
| FED HM LN PC POOL RB5205 FR 12/42 FIXED 4 | 2,586 | 2,521 | -65 | 0.00% | -$82 |
| FNMA POOL MA4864 FN 01/43 FIXED 4 | 1,925 | 1,810 | -115 | 0.00% | -$126 |
| Security | Shares Dec 2025 | Shares Mar 2026 | Δ shares | End % | Δ value |
|---|---|---|---|---|---|
| RPLDCI 6.581 05/30/49 144A | 21,030,000 | 21,030,000 | 0 | 1.34% | -$598.90K |
| US TREASURY N/B | 19,300,000 | 19,300,000 | 0 | 1.19% | -$199.03K |
| US TREASURY N/B | 13,300,000 | 13,300,000 | 0 | 0.83% | -$63.12K |
| BRIDGEGATE FUNDING PLC BRGTE 2023 1A B 144A | 8,737,000 | 8,737,000 | 0 | 0.71% | -$245.42K |
| ASSET BACKED SECURITIES CORP H ABSHE 2005 HE5 M5 | 11,000,000 | 11,000,000 | 0 | 0.61% | -$16.01K |
| COUNTRYWIDE ASSET BACKED CERTI CWL 2005 16 MV3 | 9,800,000 | 9,800,000 | 0 | 0.60% | -$12.42K |
| US TREASURY N/B | 9,000,000 | 9,000,000 | 0 | 0.52% | -$81.56K |
| CENTERBRIDGE CREDIT FUNDING LT CBCF 2021 1A A 144A | 6,450,000 | 6,450,000 | 0 | 0.39% | -$22.55K |
| COUNTRYWIDE ASSET BACKED CERTI CWL 2005 12 M4 | 6,150,000 | 6,150,000 | 0 | 0.38% | -$3.68K |
| US TREASURY N/B | 5,800,000 | 5,800,000 | 0 | 0.34% | -$55.73K |
| PACIFIC GAS&ELEC | 5,600,000 | 5,600,000 | 0 | 0.34% | -$31.78K |
| CAIRN CLO BV CRNCL 2019 11A AR 144A | 4,700,000 | 4,700,000 | 0 | 0.34% | -$99.59K |
| KKR FINANCIAL CLO LTD KKR 33A AR 144A | 5,400,000 | 5,400,000 | 0 | 0.33% | $4.22K |
| STWD 2025-FL4 LLC | 5,400,000 | 5,400,000 | 0 | 0.33% | -$9.38K |
| NEUBERGER BERMAN LOAN ADVISERS NEUBL 2023 1A A1R 144A | 5,200,000 | 5,200,000 | 0 | 0.32% | -$5.66K |
| PROVIDUS CLO PRVD 5A AR 144A | 4,500,000 | 4,500,000 | 0 | 0.32% | -$94.61K |
| INVESCO EURO CLO XI DAC INVSC 11A A1R 144A | 4,500,000 | 4,500,000 | 0 | 0.32% | -$94.73K |
| ANCHORAGE CREDIT FUNDING LTD. ANCHF 2025 19A A 144A | 5,200,000 | 5,200,000 | 0 | 0.32% | -$46.79K |
| Vibrant CLO XII Ltd | 5,100,000 | 5,100,000 | 0 | 0.32% | $5.17K |
| WELLS FARGO COMMERCIAL MORTGAG WFCM 2025 AURA A 144A | 5,100,000 | 5,100,000 | 0 | 0.31% | -$19.14K |
| AFRMT 2025-3A A 144A 4.45% 10-16-34 | 5,100,000 | 5,100,000 | 0 | 0.31% | -$38.56K |
| STWD 5.25 10/15/28 144A | 5,100,000 | 5,100,000 | 0 | 0.31% | -$111.24K |
| Eagle Funding LuxCo S.a.r.l. | 5,000,000 | 5,000,000 | 0 | 0.31% | -$66.70K |
| PALMER SQUARE EUROPEAN LOAN FU PSTET 2025 1A B 144A | 4,200,000 | 4,200,000 | 0 | 0.30% | -$82.92K |
| GREENSKY HOME IMPROVEMENT ISSU GSKY 2025 1A A3 144A | 4,400,000 | 4,400,000 | 0 | 0.28% | -$33.54K |
| STRUCTURED ASSET SECURITIES CO SASC 2007 TC1 M3 144A | 4,114,000 | 4,114,000 | 0 | 0.26% | $10.57K |
| ARBOUR CLO ARBR 7A AR 144A | 3,600,000 | 3,600,000 | 0 | 0.26% | -$71.47K |
| INVESCO EURO CLO INVSC 3A AR | 3,600,000 | 3,600,000 | 0 | 0.26% | -$73.27K |
| GSAA HOME EQUITY TRUST GSAA 2005 8 M2 | 4,831,000 | 4,831,000 | 0 | 0.26% | $8.23K |
| TRYSAIL CLO LTD TRYSL 2022 1A A 144A | 4,000,000 | 4,000,000 | 0 | 0.25% | $990 |
| COMM Mortgage Trust, Series 2016-667M, Class A | 4,100,000 | 4,100,000 | 0 | 0.25% | $55.23K |
| US TREASURY N/B | 4,140,000 | 4,140,000 | 0 | 0.24% | $4.04K |
| HYUNDAI CAPITAL AMERICA SR UNSECURED 144A 09/27 4.3 | 3,900,000 | 3,900,000 | 0 | 0.24% | -$27.56K |
| BBCCRE Trust, Series 2015-GTP, Class A | 4,100,000 | 4,100,000 | 0 | 0.24% | $7.87K |
| J.P. Morgan Chase Commercial Mortgage Securities Trust, Series 2022-NLP, Class A | 3,757,100 | 3,757,100 | 0 | 0.23% | $7.82K |
| 37 CAPITAL CLO LTD PUTNM 2022 1A A1R 144A | 3,600,000 | 3,600,000 | 0 | 0.22% | -$3.09K |
| ARGENTINA | 5,070,763 | 5,070,763 | 0 | 0.21% | -$116.63K |
| ANCHORAGE CREDIT FUNDING LTD. ANCHF 2019 9A AV 144A | 3,418,842 | 3,418,842 | 0 | 0.21% | -$14.36K |
| UBS V5.959 01/12/34 144A | 3,224,000 | 3,224,000 | 0 | 0.21% | -$71.41K |
| NSANY 5.625 09/29/28 144A | 3,400,000 | 3,400,000 | 0 | 0.21% | -$72.73K |
| LCM LTD PARTNERSHIP LCM 31A AR 144A | 3,300,000 | 3,300,000 | 0 | 0.20% | -$1.05K |
| PACIFIC GAS&ELEC | 3,395,000 | 3,395,000 | 0 | 0.19% | -$31.60K |
| VOYA CLO LTD VOYA 2024 1A A1 144A | 3,100,000 | 3,100,000 | 0 | 0.19% | -$7.50K |
| BAYER US FIN II LLC 4.375% 12/15/2028 144A | 3,100,000 | 3,100,000 | 0 | 0.19% | -$34.51K |
| PETROLEOS MEXICANOS SR UNSEC SF 6.7% 02-16-32 | 3,081,000 | 3,081,000 | 0 | 0.19% | -$56.83K |
| REPUBLIC OF PERU SR UNSECURED 144A 08/32 6.15 | 9,710,000 | 9,710,000 | 0 | 0.18% | -$199.46K |
| FORD MOTOR CRED | 2,963,000 | 2,963,000 | 0 | 0.18% | -$14.59K |
| REPUBLIC OF COLOMBIA SR UNSECURED 09/32 5 | 2,600,000 | 2,600,000 | 0 | 0.18% | -$97.05K |
| BONOS DE TESORERIA SR UNSECURED 144A REGS 08/33 7 | 8,800,000 | 8,800,000 | 0 | 0.17% | -$216.78K |
| JP Morgan Chase Commercial Mortgage Securities Trust 2023-CCDC | 2,600,000 | 2,600,000 | 0 | 0.17% | -$49.59K |
| MAREX GROUP | 2,600,000 | 2,600,000 | 0 | 0.16% | -$15.90K |
| BANCO SANTANDER | 2,500,000 | 2,500,000 | 0 | 0.16% | -$41.64K |
| Guggenheim CLO Ltd., Series 2022-2A, Class A1R | 2,600,000 | 2,600,000 | 0 | 0.16% | $4.14K |
| CSMC 2021-RPL3 Trust | 3,182,675 | 3,182,675 | 0 | 0.16% | -$47.63K |
| RESIDENTIAL ASSET MORTGAGE PRO RAMP 2005 RS6 M6 | 2,600,000 | 2,600,000 | 0 | 0.16% | $161 |
| DISH DBS CORP SR SECURED 144A 12/28 5.75 | 2,630,000 | 2,630,000 | 0 | 0.16% | -$38.35K |
| PROSUS NV SR UNSECURED 144A 01/34 2.778 | 2,456,000 | 2,456,000 | 0 | 0.16% | -$116.71K |
| Nationwide Building Society | 2,500,000 | 2,500,000 | 0 | 0.16% | -$19.18K |
| WSTN TRUST WSTN 2023 MAUI A 144A | 2,500,000 | 2,500,000 | 0 | 0.16% | -$19.87K |
| RFRF USD SF+26.161/1.2* 9/17/23-7Y* CME | 1 | 1 | 0 | 0.15% | -$62.23K |
| MORGAN STANLEY CAPITAL I TRUST MSC 2021 230P D 144A | 2,645,000 | 2,645,000 | 0 | 0.15% | $32.38K |
| MEX BONOS DESARR FIX RT BONDS 03/29 8.5 | 42,600,000 | 42,600,000 | 0 | 0.15% | -$5.30K |
| SFO COMMERICAL MORTGAGE TRUST SFO 2021 555 E 144A | 2,400,000 | 2,400,000 | 0 | 0.15% | -$9.52K |
| SOCIETE GENERALE SA | 2,200,000 | 2,200,000 | 0 | 0.15% | -$45.68K |
| DISH DBS Corp | 2,300,000 | 2,300,000 | 0 | 0.14% | $49.44K |
| NATWEST GROUP | 2,200,000 | 2,200,000 | 0 | 0.14% | -$24.83K |
| PANAMA INFRASTRUCTURE SR SECURED 144A 04/32 0.00000 | 2,525,000 | 2,525,000 | 0 | 0.12% | $27.38K |
| MEX BONOS DESARR FIX RT SR UNSECURED 11/34 7.75 | 38,620,000 | 38,620,000 | 0 | 0.12% | -$19.27K |
| FORD MOTOR CRED | 1,970,000 | 1,970,000 | 0 | 0.12% | $931 |
| REPUBLIC OF PERU SR UNSECURED REGS 08/31 6.95 | 6,250,000 | 6,250,000 | 0 | 0.12% | -$119.41K |
| ROMANIA SR UNSECURED 144A 03/30 5.25 | 1,600,000 | 1,600,000 | 0 | 0.12% | -$90.49K |
| NIGERIA OMO BILL OMO260629 | 2,710,834,000 | 2,710,834,000 | 0 | 0.12% | $165.85K |
| RESIDENTIAL ASSET SECURITIES C RASC 2005 AHL2 M3 | 2,000,000 | 2,000,000 | 0 | 0.11% | -$682 |
| TITULOS DE TESORERIA BONDS 08/29 11 | 6,898,300,000 | 6,898,300,000 | 0 | 0.11% | $12.81K |
| NIGERIA OMO BILL OMO260626 | 2,508,911,000 | 2,508,911,000 | 0 | 0.11% | $153.63K |
| AMERIQUEST MORTGAGE SECURITIES AMSI 2004 R8 M3 | 1,815,321 | 1,815,321 | 0 | 0.11% | $1.09K |
| BOEING CO | 1,700,000 | 1,700,000 | 0 | 0.10% | -$5.45K |
| US TREASURY N/B | 1,750,000 | 1,750,000 | 0 | 0.10% | $1.44K |
| SOUTHERN CAL ED | 1,500,000 | 1,500,000 | 0 | 0.10% | -$10.04K |
| COUNTRYWIDE ASSET BACKED CERTI CWL 2005 BC4 M8 | 1,594,000 | 1,594,000 | 0 | 0.10% | -$1.24K |
| IRS EUR 0.83000 12/09/42-10Y LCH | 1 | 1 | 0 | 0.10% | -$353.61K |
| US TREASURY N/B | 1,600,000 | 1,600,000 | 0 | 0.09% | $625 |
| US TREASURY N/B | 1,600,000 | 1,600,000 | 0 | 0.09% | -$18.09K |
| INTESA SANPAOLO SPA REGD 144A P/P 7.20000000 | 1,300,000 | 1,300,000 | 0 | 0.09% | -$27.80K |
| US TREASURY N/B | 1,600,000 | 1,600,000 | 0 | 0.09% | -$13.72K |
| VENTURE GLOBAL CALCASIEU SR SECURED 144A 08/29 3.875 | 1,500,000 | 1,500,000 | 0 | 0.09% | $19.20K |
| Lendmark Funding Trust, Series 2024-1A, Class A | 1,400,000 | 1,400,000 | 0 | 0.09% | -$8.17K |
| GLP CAP/FIN II | 1,485,000 | 1,485,000 | 0 | 0.09% | -$18.64K |
| Renaissance Home Equity Loan Trust, Series 2006-4, Class AF2 | 4,629,343 | 4,629,343 | 0 | 0.08% | -$29.58K |
| ROMANIA SR UNSECURED 144A 06/33 5.375 | 1,200,000 | 1,200,000 | 0 | 0.08% | -$73.67K |
| BPCE | 1,250,000 | 1,250,000 | 0 | 0.08% | -$18.86K |
| RFRF USD SF+26.161/1.6* 8/03/23-27Y* CME | 1 | 1 | 0 | 0.08% | -$5.72K |
| BPCE SA REGD V/R 144A P/P 6.61200000 | 1,250,000 | 1,250,000 | 0 | 0.08% | -$9.95K |
| RFR JPY MUT+5.89/0.00000 03/15/21-8Y LCH | 1 | 1 | 0 | 0.08% | $3.07K |
| PACIFIC GAS&ELEC | 1,259,000 | 1,259,000 | 0 | 0.08% | -$11.74K |
| STATE OF ISRAEL | 1,200,000 | 1,200,000 | 0 | 0.08% | -$23.45K |
| DEVELOPMENT BK KAZAKHSTAN JSC 18.4% 10/16/2028 144A | 562,000,000 | 562,000,000 | 0 | 0.07% | $56.87K |
| RFR USD SOFR/2.00000 12/21/22-10Y CME | 1 | 1 | 0 | 0.07% | $79.72K |
| COSTA RICA GOVERNMENT BONDS 144A 11/30 5.4995 | 1,000,000 | 1,000,000 | 0 | 0.07% | -$21.83K |
| TURKIYE GOVERNMENT BOND BONDS 05/28 VAR | 52,000,000 | 52,000,000 | 0 | 0.07% | -$44.44K |
| GAZPROM PJSC (GAZ FN) SR UNSECURED 144A 01/29 2.95 | 1,500,000 | 1,500,000 | 0 | 0.07% | $45.00K |
| PCG 4.2 03/01/29 | 1,100,000 | 1,100,000 | 0 | 0.07% | -$6.25K |
| BONOS DE TESORERIA SR UNSECURED 144A REGS 08/39 7 | 3,600,000 | 3,600,000 | 0 | 0.07% | -$97.48K |
| Carvana Co | 1,020,904 | 1,020,904 | 0 | 0.07% | -$8.61K |
| US TREASURY N/B | 1,400,000 | 1,400,000 | 0 | 0.06% | -$10.55K |
| RFRF USD SF+26.161/1.2* 06/16/21-30Y LCH | 1 | 1 | 0 | 0.06% | -$18.87K |
| AMSURG EQUITY EQTYAS910 | 22,386 | 22,386 | 0 | 0.06% | -$21.02K |
| MORGAN STANLEY CAPITAL INC MSAC 2005 HE1 A2SS | 1,002,272 | 1,002,272 | 0 | 0.06% | -$4.37K |
| US TREASURY N/B | 955,000 | 955,000 | 0 | 0.06% | -$10.45K |
| RFR USD SOFR/3.50000 05/22/23-10Y LCH | 1 | 1 | 0 | 0.06% | $310.56K |
| Citigroup Mortgage Loan Trust, Inc., Series 2005-HE4, Class M3 | 900,000 | 900,000 | 0 | 0.05% | $4.02K |
| RUSSIAN FEDERATION SR UNSECURED 144A 04/42 5.625 | 1,200,000 | 1,200,000 | 0 | 0.05% | $0 |
| AVOLON HDGS | 865,000 | 865,000 | 0 | 0.05% | -$3.34K |
| MEX BONOS DESARR FIX RT BONDS 05/31 7.75 | 15,600,000 | 15,600,000 | 0 | 0.05% | -$5.26K |
| ARGENTINA | 1,079,658 | 1,079,658 | 0 | 0.05% | -$22.67K |
| RFR USD SOFR/1.50000 12/15/21-10Y CME | 1 | 1 | 0 | 0.05% | -$18.36K |
| RFRF USD SF+26.161/2.2* 9/11/23-26Y* CME | 1 | 1 | 0 | 0.04% | -$22.09K |
| TURKIYE REP OF | 700,000 | 700,000 | 0 | 0.04% | -$30.31K |
| American Home Mortgage Investment Trust 2006-2 | 6,155,350 | 6,155,350 | 0 | 0.04% | -$114.59K |
| MORGAN STANLEY CAPITAL INC MSAC 2005 HE1 A2MZ | 753,940 | 753,940 | 0 | 0.04% | -$3.28K |
| CDX HY45 5Y ICE | 1 | 1 | 0 | 0.04% | -$837.76K |
| RFRF USD SF+26.161/0.75 06/16/21-10Y LCH | 1 | 1 | 0 | 0.04% | -$10.42K |
| RFR USD SOFR/1.75000 06/15/22-7Y LCH | 3 | 3 | 0 | 0.04% | $49.65K |
| SAXON ASSET SECURITIES TRUST SAST 2004 3 M2 | 628,582 | 628,582 | 0 | 0.04% | $812 |
| US TREASURY N/B | 583,000 | 583,000 | 0 | 0.04% | -$7.61K |
| TURKIYE REP OF | 600,000 | 600,000 | 0 | 0.04% | -$23.54K |
| MEX BONOS DESARR FIX RT SR UNSECURED 05/29 8.5 | 10,100,000 | 10,100,000 | 0 | 0.03% | -$2.66K |
| CDX ITRAXX XOV44 5Y 35-100% SP MYC | 4 | 4 | 0 | 0.03% | -$99.59K |
| RUSSIAN FEDERATION SR UNSECURED REGS 04/42 5.625 | 800,000 | 800,000 | 0 | 0.03% | $0 |
| RFR JPY MUTK/1.00000 09/18/24-10Y LCH | 1 | 1 | 0 | 0.03% | $113.86K |
| FLORA FOOD MANAGEMENT BV SR SECURED 144A 07/29 6.875 | 500,000 | 500,000 | 0 | 0.03% | -$41.65K |
| JAPAN (20 YEAR ISSUE) BONDS 03/45 2.4 | 95,000,000 | 95,000,000 | 0 | 0.03% | -$32.50K |
| CS AT1 CLAIMS US225401AJ72 CREDIT SUISSE GROUP AG | 1,500,000 | 1,500,000 | 0 | 0.03% | $82.50K |
| RFR USD SOFR/3.00000 06/21/23-7Y LCH | 1 | 1 | 0 | 0.03% | $121.01K |
| REPUBLIC OF ARGENTINA BONDS 07/35 VAR | 726,000 | 726,000 | 0 | 0.03% | -$15.43K |
| NIGERIA OMO BILL OMO110626 | 707,100,000 | 707,100,000 | 0 | 0.03% | $43.51K |
| NIGERIA OMO BILL OMO120626 | 706,400,000 | 706,400,000 | 0 | 0.03% | $43.45K |
| RFRF USD SF+26.161/1.8* 8/07/23-27Y* CME | 1 | 1 | 0 | 0.03% | -$1.15K |
| CS AT1 CLAIMS US22546DAB29 CREDIT SUISSE GROUP AG | 1,345,000 | 1,345,000 | 0 | 0.03% | $73.98K |
| RFR JPY MUTK/0.5000 03/15/22-20Y LCH | 1 | 1 | 0 | 0.03% | $35.91K |
| RFR USD SOFR/3.50000 09/17/25-30Y LCH | 1 | 1 | 0 | 0.03% | -$15.60K |
| SES, SA CVR RT | 28,556 | 28,556 | 0 | 0.03% | -$15.46K |
| REPUBLIC OF PERU SR UNSECURED 144A 08/31 6.95 | 1,368,000 | 1,368,000 | 0 | 0.03% | -$26.14K |
| DEUTSCHE BANK NY | 400,000 | 400,000 | 0 | 0.03% | -$4.30K |
| RFR JPY MUTK/0.70000 09/18/24-5Y LCH | 1 | 1 | 0 | 0.03% | $67.72K |
| RFR USD SOFR/3.25000 06/21/23-5Y LCH | 1 | 1 | 0 | 0.03% | $208.12K |
| NATWEST GROUP | 400,000 | 400,000 | 0 | 0.02% | -$4.03K |
| REPUBLIC OF SOUTH AFRICA BONDS 01/30 8 | 6,700,000 | 6,700,000 | 0 | 0.02% | -$22.07K |
| REPUBLIC OF PERU SR UNSECURED 144A 08/37 6.9 | 1,366,000 | 1,366,000 | 0 | 0.02% | -$35.07K |
| US TREASURY N/B | 500,000 | 500,000 | 0 | 0.02% | -$3.12K |
| POSEIDON BIDCO SASU 2023 EUR TERM LOAN B | 1,000,000 | 1,000,000 | 0 | 0.02% | -$78.00K |
| US TREASURY N/B | 340,000 | 340,000 | 0 | 0.02% | $711 |
| CLEAR CHANNEL OUTDOOR HOLDINGS INC | 133,771 | 133,771 | 0 | 0.02% | $21.40K |
| RFRF USD SF+26.161/2.2* 9/12/23-26Y* CME | 1 | 1 | 0 | 0.02% | $990 |
| BOEING CO/THE | 290,000 | 290,000 | 0 | 0.02% | -$2.59K |
| RFR JPY MUTK/0.4000 06/15/22-10Y LCH | 1 | 1 | 0 | 0.02% | $35.48K |
| RFR USD SOFR/2.00000 12/21/22-7Y CME | 1 | 1 | 0 | 0.02% | $36.06K |
| US TREASURY N/B | 300,000 | 300,000 | 0 | 0.02% | $475 |
| RFR USD SOFR/3.00000 03/19/25-5Y LCH | 1 | 1 | 0 | 0.02% | -$56.63K |
| FORD MOTOR CRED | 260,000 | 260,000 | 0 | 0.02% | -$1.29K |
| THAMES WATER SUPER SEN SR SECURED 144A 10/27 9.75 | 161,514 | 161,514 | 0 | 0.01% | -$17.74K |
| RFR USD SOFR/3.25000 03/19/25-7Y LCH | 1 | 1 | 0 | 0.01% | -$23.17K |
| MORGAN STANLEY SR UNSECURED REGS 04/32 VAR | 300,000 | 300,000 | 0 | 0.01% | $3.50K |
| RFRF USD SF+26.161/1.7* 7/15/23-7Y* CME | 1 | 1 | 0 | 0.01% | $14.97K |
| CREDICORP CAPITAL SOCIED /PEN/ REGD 144A P/P 9.70000000 | 700,000 | 700,000 | 0 | 0.01% | -$6.73K |
| IRS EUR 0.50000 06/17/20-30Y LCH | 1 | 1 | 0 | 0.01% | -$11.29K |
| RFRF USD SF+26.161/1.7* 8/12/23-28Y CME | 1 | 1 | 0 | 0.01% | -$771 |
| EIX 6.25 03/15/30 | 200,000 | 200,000 | 0 | 0.01% | -$1.91K |
| SWOP CDX IG45 (V1 ONLY) 5Y SP | 1 | 1 | 0 | 0.01% | -$239.73K |
| RFR USD SOFR/3.50000 06/21/23-10Y LCH | 3 | 3 | 0 | 0.01% | $21.33K |
| NATWEST GROUP | 200,000 | 200,000 | 0 | 0.01% | -$2.24K |
| MORGAN STANLEY CAPITAL I TRUST MSC 2019 PLND A 144A | 1,400,000 | 1,400,000 | 0 | 0.01% | -$31 |
| BONOS DE TESORERIA SR UNSECURED 08/32 6.15 | 627,000 | 627,000 | 0 | 0.01% | -$12.88K |
| REPUBLIC OF PERU SR UNSECURED REGS 08/37 6.9 | 600,000 | 600,000 | 0 | 0.01% | -$15.40K |
| CREDICORP CAPITAL SOCIED /PEN/ REGD P/P 10.10000000 | 500,000 | 500,000 | 0 | 0.01% | -$5.88K |
| VENZ 11.95 08/05/31 | 300,000 | 300,000 | 0 | 0.01% | $55.80K |
| RFR USD SOFR/2.15000 06/15/22-5Y LCH | 1 | 1 | 0 | 0.01% | $13.82K |
| REPUBLIC OF PERU SR UNSECURED REGS 08/34 5.4 | 500,000 | 500,000 | 0 | 0.01% | -$11.94K |
| PETROLEOS DE VENEZUELA S REGD 5.50000000 | 382,000 | 382,000 | 0 | 0.01% | $39.23K |
| RFRF USD SF+26.161/1.8* 7/18/23-26Y* CME | 1 | 1 | 0 | 0.01% | -$3.13K |
| RFRF USD SF+26.161/1.9* 7/17/23-26Y* CME | 1 | 1 | 0 | 0.01% | -$3.24K |
| IRS EUR 0.25000 03/18/20-30Y LCH | 1 | 1 | 0 | 0.01% | -$7.64K |
| RFRF USD SF+26.161/1.4* 09/07/23-8Y CME | 1 | 1 | 0 | 0.01% | $3.95K |
| MEX BONOS DESARR FIX RT BONDS 05/33 7.5 | 2,200,000 | 2,200,000 | 0 | 0.01% | -$985 |
| RFRF USD SF+26.161/2.00 8/12/23-7Y* CME | 1 | 1 | 0 | 0.01% | $11.08K |
| RFR USD SOFR/3.70000 06/06/23-10Y LCH | 1 | 1 | 0 | 0.01% | $131.48K |
| RFR JPY MUT+5.89/-0.0200 3/20/21-8Y* LCH | 1 | 1 | 0 | 0.01% | -$2.62K |
| CDX HY43 5Y ICE | 1 | 1 | 0 | 0.01% | -$101.28K |
| RFRF USD SF+26.161/1.4* 07/16/23-8Y CME | 1 | 1 | 0 | 0.01% | $3.11K |
| IRS NZD 4.75000 06/19/24-5Y LCH | 1 | 1 | 0 | 0.01% | -$13.72K |
| IHEARTMEDIA INC | 31,404 | 31,404 | 0 | 0.01% | -$38.94K |
| Nissan Motor Co., Ltd. | 100,000 | 100,000 | 0 | 0.01% | -$3.45K |
| SOUTHERN CAL ED | 100,000 | 100,000 | 0 | 0.01% | $65 |
| PACIFIC GAS&ELEC | 90,000 | 90,000 | 0 | 0.01% | -$126 |
| CDX ITRAXX MAIN44 5Y ICE | 1 | 1 | 0 | 0.01% | -$52.15K |
| RFRF USD SF+26.161/1.00 9/16/23-7Y* CME | 1 | 1 | 0 | 0.01% | -$1.77K |
| BONOS DE TESORERIA SR UNSECURED 08/34 5.4 | 300,000 | 300,000 | 0 | 0.01% | -$7.16K |
| RFR JPY MUTK/1.25000 06/18/25-10Y LCH | 1 | 1 | 0 | 0.00% | $22.00K |
| RFR USD SOFR/3.52738 09/03/24-25Y* CME | 3 | 3 | 0 | 0.00% | -$1.12K |
| RFRF USD SF+26.161/1.4* 03/17/20-10Y LCH | 1 | 1 | 0 | 0.00% | $3.71K |
| RFR JPY MUTK/0.711* 04/27/22-20Y LCH | 1 | 1 | 0 | 0.00% | $6.79K |
| RFR USD SOFR/4.16066 03/31/26-28Y* LCH | 2 | 2 | 0 | 0.00% | -$16.65K |
| RFR USD SOFR/3.64300 08/28/24-10Y LCH | 7 | 7 | 0 | 0.00% | $26.47K |
| GLP CAP/FIN II | 66,000 | 66,000 | 0 | 0.00% | -$422 |
| RFRF USD SF+26.161/1.50 9/18/23-6Y* CME | 1 | 1 | 0 | 0.00% | -$2.00K |
| IHEARTMEDIA INC CLASS B COMMON STOCK | 24,427 | 24,427 | 0 | 0.00% | -$26.65K |
| RFRF USD SF+26.161/0.500 06/16/21-5Y LCH | 1 | 1 | 0 | 0.00% | -$77.49K |
| ARGENTINA | 81,568 | 81,568 | 0 | 0.00% | -$1.88K |
| RFR USD SOFR/3.30000 12/02/24-29Y* CME | 1 | 1 | 0 | 0.00% | -$1.16K |
| TURKIYE GOVERNMENT BOND BONDS 09/28 VAR | 2,500,000 | 2,500,000 | 0 | 0.00% | -$2.14K |
| RFRF USD SF+26.161/2.00 9/10/23-6Y* CME | 1 | 1 | 0 | 0.00% | $5.89K |
| BOEING CO/THE | 50,000 | 50,000 | 0 | 0.00% | -$584 |
| RFRF USD SF+26.161/2.00 9/10/23-6Y* CME | 1 | 1 | 0 | 0.00% | -$2.06K |
| RFR USD SOFR/3.25000 06/18/25-10Y LCH | 1 | 1 | 0 | 0.00% | $4.91K |
| OIS MXN TIIE1/9.10833 03/19/25-5Y* CME | 1 | 1 | 0 | 0.00% | -$18.54K |
| RFR USD SOFR/3.24800 09/18/24-10Y LCH | 2 | 2 | 0 | 0.00% | $6.04K |
| RFR USD SOFR/3.25000 06/18/25-7Y LCH | 1 | 1 | 0 | 0.00% | $10.08K |
| RFR USD SOFR/3.75000 09/17/25-10Y LCH | 2 | 2 | 0 | 0.00% | $20.42K |
| RFR USD SOFR/3.30000 12/02/24-7Y* CME | 1 | 1 | 0 | 0.00% | $12.83K |
| RFRF USD SF+26.161/2.25 06/20/18-10Y LCH | 1 | 1 | 0 | 0.00% | -$3.27K |
| RFR USD SOFR/3.28000 09/16/24-10Y LCH | 1 | 1 | 0 | 0.00% | $4.83K |
| ISRAEL GOVT EM SP JPM | 2 | 2 | 0 | 0.00% | -$10.00K |
| CMBX.NA.AAA.12 SP SAL | 1 | 1 | 0 | 0.00% | -$28.96K |
| RFR USD SOFR/4.45000 11/01/23-10Y LCH | 2 | 2 | 0 | 0.00% | -$3.84K |
| RFR USD SOFR/2.95500 10/04/22-5Y LCH | 2 | 2 | 0 | 0.00% | $4.31K |
| RFR USD SOFR/4.09000 04/30/24-10Y LCH | 1 | 1 | 0 | 0.00% | -$8.00K |
| IRS ZAR 8.54300 08/04/23-5Y CME | 4 | 4 | 0 | 0.00% | -$30.01K |
| RFR USD SOFR/4.07100 01/15/25-10Y LCH | 2 | 2 | 0 | 0.00% | -$4.25K |
| RFR USD SOFR/2.38500 06/08/22-10Y LCH | 1 | 1 | 0 | 0.00% | $2.19K |
| RFR USD SOFR/3.76877 09/03/24-7Y* LCH | 2 | 2 | 0 | 0.00% | $10.32K |
| IRS EUR 3.30000 10/03/23-10Y LCH | 1 | 1 | 0 | 0.00% | -$11.16K |
| CDX HY37 5Y ICE | 1 | 1 | 0 | 0.00% | -$10.39K |
| RFR USD SOFR/3.50000 12/20/23-7Y LCH | 2 | 2 | 0 | 0.00% | $32.87K |
| BONOS DE TESORERIA SR UNSECURED 08/40 5.35 | 100,000 | 100,000 | 0 | 0.00% | -$2.30K |
| IRS ZAR 8.42760 07/31/23-5Y CME | 3 | 3 | 0 | 0.00% | -$25.80K |
| RFR USD SOFR/3.55800 08/21/24-10Y LCH | 2 | 2 | 0 | 0.00% | $7.25K |
| RFR USD SOFR/4.16500 09/27/23-10Y LCH | 1 | 1 | 0 | 0.00% | -$5.20K |
| RFR USD SOFR/3.52500 09/04/24-10Y LCH | 1 | 1 | 0 | 0.00% | $6.02K |
| RFRF USD SF+26.161/1.2* 8/12/23-5Y* CME | 1 | 1 | 0 | 0.00% | -$1.28K |
| PETROLEOS DE VENEZUELA S REGD 6.00000000 | 63,000 | 63,000 | 0 | 0.00% | $6.56K |
| RFR USD SOFR/3.41000 09/05/24-10Y LCH | 2 | 2 | 0 | 0.00% | $4.23K |
| FORD MOTOR CREDIT COMPANY LLC SNR S* ICE | 1 | 1 | 0 | 0.00% | -$3.32K |
| RFR USD SOFR/2.00000 12/21/22-5Y CME | 1 | 1 | 0 | 0.00% | $4.41K |
| RFR USD SOFR/4.20000 05/06/24-10Y LCH | 1 | 1 | 0 | 0.00% | -$4.28K |
| REPUBLIC OF PERU SR UNSECURED 144A 08/34 5.4 | 71,000 | 71,000 | 0 | 0.00% | -$1.70K |
| NEW UNITY COMMON STOCKK | 2,018 | 2,018 | 0 | 0.00% | $5.33K |
| RFR USD SOFR/4.15000 04/22/24-10Y LCH | 2 | 2 | 0 | 0.00% | -$4.92K |
| RFR USD SOFR/3.50000 03/18/26-5Y LCH | 1 | 1 | 0 | 0.00% | $21.51K |
| IRS EUR 2.52000 04/09/25-10Y LCH | 2 | 2 | 0 | 0.00% | $6.48K |
| RFR USD SOFR/3.25000 06/18/25-5Y LCH | 1 | 1 | 0 | 0.00% | $6.60K |
| Venezuela Government International Bonds | 43,000 | 43,000 | 0 | 0.00% | $4.99K |
| OIS MXN TIIE1/9.15000 01/06/25-5Y* CME | 1 | 1 | 0 | 0.00% | -$7.55K |
| RFR USD SOFR/3.59500 08/19/24-10Y LCH | 2 | 2 | 0 | 0.00% | $6.03K |
| IRS ZAR 8.41000 08/07/23-5Y CME | 2 | 2 | 0 | 0.00% | -$19.49K |
| RFR USD SOFR/4.15500 10/02/23-10Y LCH | 1 | 1 | 0 | 0.00% | -$3.90K |
| RFR USD SOFR/4.10500 04/24/24-10Y LCH | 1 | 1 | 0 | 0.00% | -$4.31K |
| RFR USD SOFR/4.03000 10/04/23-10Y LCH | 1 | 1 | 0 | 0.00% | -$5.21K |
| NEW WINDSTREAM PREFERRED STOCK | 13 | 13 | 0 | 0.00% | $904 |
| RFR USD SOFR/4.25500 10/23/23-10Y LCH | 2 | 2 | 0 | 0.00% | -$2.58K |
| IRS ZAR 8.08000 01/08/25-6Y CME | 2 | 2 | 0 | 0.00% | -$31.77K |
| IRS EUR 3.27000 08/21/23-10Y LCH | 1 | 1 | 0 | 0.00% | -$8 |
| RFR USD SOFR/4.22000 10/20/23-10Y LCH | 1 | 1 | 0 | 0.00% | -$2.58K |
| RFR USD SOFR/4.09000 01/22/25-10Y LCH | 1 | 1 | 0 | 0.00% | -$2.13K |
| RFR USD SOFR/3.94000 02/22/24-5Y LCH | 1 | 1 | 0 | 0.00% | -$5.11K |
| IRS EUR 3.45000 10/20/23-5Y LCH | 1 | 1 | 0 | 0.00% | -$6.84K |
| OIS MXN TIIE1/9.13500 01/02/25-5Y* CME | 1 | 1 | 0 | 0.00% | -$5.26K |
| RFR USD SOFR/4.17500 10/10/23-10Y LCH | 1 | 1 | 0 | 0.00% | -$2.59K |
| IRS ZAR 8.05750 01/07/25-6Y CME | 4 | 4 | 0 | 0.00% | -$29.23K |
| IRS ZAR 8.46000 08/01/23-5Y CME | 2 | 2 | 0 | 0.00% | -$12.25K |
| AM AIRLN 17-2 AA | 11,882 | 11,882 | 0 | 0.00% | -$46 |
| CDX EM36 ICE | 1 | 1 | 0 | 0.00% | -$14.75K |
| RFR GBP SONIO/3.70000 03/28/24-10Y LCH | 1 | 1 | 0 | 0.00% | $7.09K |
| RFR USD SOFR/3.23200 09/10/24-10Y LCH | 1 | 1 | 0 | 0.00% | $1.51K |
| US RENAL CARE INC SR SECURED 144A 06/28 10.625 | 13,300 | 13,300 | 0 | 0.00% | -$299 |
| RFR USD SOFR/4.15000 10/12/23-10Y LCH | 1 | 1 | 0 | 0.00% | -$2.59K |
| RFR USD SOFR/3.95000 09/13/23-10Y LCH | 1 | 1 | 0 | 0.00% | -$5.25K |
| RFR USD SOFR/3.53200 08/20/24-10Y LCH | 1 | 1 | 0 | 0.00% | $3.02K |
| EPR PROPERTIES | 10,000 | 10,000 | 0 | 0.00% | -$93 |
| RFR USD SOFR/3.71500 08/07/24-10Y LCH | 2 | 2 | 0 | 0.00% | $6.04K |
| RFR USD SOFR/4.13000 05/03/24-10Y LCH | 1 | 1 | 0 | 0.00% | -$2.45K |
| RFR USD SOFR/3.90000 08/30/23-10Y LCH | 1 | 1 | 0 | 0.00% | -$6.60K |
| IRS EUR 2.82700 05/06/24-5Y LCH | 1 | 1 | 0 | 0.00% | -$6.99K |
| IRS EUR 2.95000 06/12/24-5Y LCH | 1 | 1 | 0 | 0.00% | -$5.62K |
| RFR USD SOFR/4.20000 10/18/23-10Y LCH | 1 | 1 | 0 | 0.00% | -$1.94K |
| IRS ZAR 8.55000 08/03/23-5Y CME | 1 | 1 | 0 | 0.00% | -$9.16K |
| RFR USD SOFR/3.56900 08/14/24-10Y LCH | 1 | 1 | 0 | 0.00% | $3.03K |
| ENERGY TRANS | 9,000 | 9,000 | 0 | 0.00% | -$73 |
| RFR USD SOFR/4.39250 10/25/23-10Y LCH | 1 | 1 | 0 | 0.00% | -$1.28K |
| IRS EUR 2.36000 10/07/24-5Y LCH | 1 | 1 | 0 | 0.00% | $7.06K |
| OIS MXN TIIE1/8.99000 12/24/24-5Y* CME | 1 | 1 | 0 | 0.00% | -$3.86K |
| RFR USD SOFR/3.75000 12/17/25-10Y LCH | 1 | 1 | 0 | 0.00% | $4.98K |
| IRS EUR 2.78000 05/02/24-5Y LCH | 1 | 1 | 0 | 0.00% | -$6.97K |
| IRS EUR 2.77000 04/16/24-5Y LCH | 1 | 1 | 0 | 0.00% | -$6.97K |
| RFR USD SOFR/4.08000 04/17/24-10Y LCH | 1 | 1 | 0 | 0.00% | -$2.47K |
| RFR USD SOFR/4.07800 04/29/24-10Y LCH | 1 | 1 | 0 | 0.00% | -$2.46K |
| RFR USD SOFR/3.90000 01/08/25-10Y LCH | 3 | 3 | 0 | 0.00% | -$1.71K |
| CDX HY36 5Y ICE | 1 | 1 | 0 | 0.00% | -$33.23K |
| IRS ZAR 8.46400 08/02/23-5Y CME | 1 | 1 | 0 | 0.00% | -$7.92K |
| RFR USD SOFR/3.61300 08/22/24-10Y LCH | 1 | 1 | 0 | 0.00% | $3.01K |
| US TREASURY N/B | 10,000 | 10,000 | 0 | 0.00% | -$65 |
Top 300 of 488, by weight.
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