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 6 6/24 | 0 | 53,000,000 | 53,000,000 | 2.70% | $53.95M |
| Uniform Mortgage-Backed Security, TBA | 0 | 44,500,000 | 44,500,000 | 2.20% | $43.84M |
| Government National Mortgage Association, TBA | 0 | 36,902,000 | 36,902,000 | 1.73% | $34.55M |
| LETRA TESOURO NACIONAL BILLS 10/26 0.00000 | 0 | 162,500,000 | 162,500,000 | 1.47% | $29.39M |
| G2SF 3 4/26 | 0 | 30,000,000 | 30,000,000 | 1.34% | $26.79M |
| FNCL 4 4/26 | 0 | 28,100,000 | 28,100,000 | 1.33% | $26.52M |
| FNCL 6 7/25 | 0 | 24,000,000 | 24,000,000 | 1.22% | $24.42M |
| US TREASURY N/B | 0 | 27,200,000 | 27,200,000 | 1.01% | $20.22M |
| Uniform Mortgage-Backed Security, TBA | 0 | 21,000,000 | 21,000,000 | 0.99% | $19.80M |
| LETRA TESOURO NACIONAL BILLS 07/26 0.00000 | 0 | 100,500,000 | 100,500,000 | 0.94% | $18.79M |
| FNCL 5 4/26 | 0 | 18,300,000 | 18,300,000 | 0.90% | $18.05M |
| US TREASURY N/B | 0 | 18,100,000 | 18,100,000 | 0.64% | $12.77M |
| Uniform Mortgage-Backed Security, TBA | 0 | 7,300,000 | 7,300,000 | 0.35% | $7.04M |
| US TREASURY N/B | 0 | 8,900,000 | 8,900,000 | 0.33% | $6.63M |
| FNCL 3.5 4/26 | 0 | 6,600,000 | 6,600,000 | 0.30% | $6.05M |
| NELNET STUDENT LOAN TRUST 2026-A SER 2026-A CL A1B V/R REGD 144A P/P 0.00000000 | 0 | 5,274,860 | 5,274,860 | 0.27% | $5.30M |
| BARCLAYS PLC | 0 | 4,500,000 | 4,500,000 | 0.22% | $4.40M |
| G2SF 5 5/26 | 0 | 4,300,000 | 4,300,000 | 0.21% | $4.25M |
| CAPITAL ONE FINL | 0 | 4,200,000 | 4,200,000 | 0.21% | $4.14M |
| ACORE 2026-FL1 ISSUER LLC SER 2026-FL1 CL A V/R REGD 144A P/P 5.15000000 | 0 | 3,800,000 | 3,800,000 | 0.19% | $3.80M |
| UBS Group AG | 0 | 3,800,000 | 3,800,000 | 0.19% | $3.75M |
| Morgan Stanley | 0 | 3,200,000 | 3,200,000 | 0.16% | $3.18M |
| AMAZON.COM INC | 0 | 3,200,000 | 3,200,000 | 0.16% | $3.17M |
| PACIFIC GAS&ELEC | 0 | 3,250,000 | 3,250,000 | 0.16% | $3.17M |
| INVESCO EURO CLO XII DAC INVSC 12A A1R 144A | 0 | 2,300,000 | 2,300,000 | 0.13% | $2.65M |
| VIRGINIA EL&PWR | 0 | 2,700,000 | 2,700,000 | 0.13% | $2.63M |
| GLP Capital LP / GLP Financing II Inc | 0 | 2,700,000 | 2,700,000 | 0.13% | $2.63M |
| Takeoff Merger Sub, Inc. | 0 | 2,600,000 | 2,600,000 | 0.13% | $2.58M |
| ICG EURO CLO ICGE 2023 2A A1R 144A | 0 | 2,100,000 | 2,100,000 | 0.12% | $2.43M |
| BANK HAPOALIM SR UNSECURED 144A REGS 07/29 4 | 0 | 2,400,000 | 2,400,000 | 0.12% | $2.37M |
| NIAGARA MOHAWK POWER SR UNSECURED 144A 01/36 5.112 | 0 | 2,400,000 | 2,400,000 | 0.12% | $2.36M |
| Nova Securitisation SARL | 0 | 2,400,000 | 2,400,000 | 0.12% | $2.32M |
| ENTERGY LA LLC | 0 | 2,400,000 | 2,400,000 | 0.12% | $2.31M |
| MADISON PARK EURO FUNDING MDPKE 14A A1R 144A | 0 | 1,979,963 | 1,979,963 | 0.11% | $2.29M |
| RFR GBP SONIO/4.00000 09/16/26-10Y LCH | 0 | 1 | 1 | 0.11% | $2.18M |
| EQUINIX ASIA FIN | 0 | 2,200,000 | 2,200,000 | 0.11% | $2.15M |
| INTESA SANPAOLO SPA JR SUBORDINA REGS 12/99 VAR | 0 | 1,800,000 | 1,800,000 | 0.11% | $2.12M |
| BANK NOVA SCOTIA | 0 | 2,100,000 | 2,100,000 | 0.10% | $2.07M |
| ORANGE SA 144A LIFE SR UNSEC 4.25% 01-13-31 | 0 | 2,100,000 | 2,100,000 | 0.10% | $2.06M |
| G2SF 4 4/23 | 0 | 2,098,000 | 2,098,000 | 0.10% | $1.97M |
| BPCE SA 144A LIFE SR NON PREF 4.76% 01-13-32/31 | 0 | 1,900,000 | 1,900,000 | 0.09% | $1.87M |
| CHENIERE ENERGY | 0 | 1,800,000 | 1,800,000 | 0.09% | $1.78M |
| AMGEN INC | 0 | 1,800,000 | 1,800,000 | 0.09% | $1.77M |
| RRE LOAN MANAGEMENT RRME 3A A1R 144A | 0 | 1,500,000 | 1,500,000 | 0.09% | $1.73M |
| Ford Motor Credit Co LLC | 0 | 1,750,000 | 1,750,000 | 0.09% | $1.72M |
| CENTENE CORP | 0 | 1,800,000 | 1,800,000 | 0.08% | $1.68M |
| Credit Agricole SA | 0 | 1,700,000 | 1,700,000 | 0.08% | $1.66M |
| Nova Securitisation SARL | 0 | 1,700,000 | 1,700,000 | 0.08% | $1.62M |
| ENTERGY LA LLC | 0 | 1,600,000 | 1,600,000 | 0.08% | $1.56M |
| MAPLE PARENT | 0 | 1,400,000 | 1,400,000 | 0.07% | $1.40M |
| PACIFIC GAS&ELEC | 0 | 1,350,000 | 1,350,000 | 0.07% | $1.40M |
| BANCO BILBAO VIZ | 0 | 1,400,000 | 1,400,000 | 0.07% | $1.36M |
| Grand River Funding Trust II | 0 | 1,300,000 | 1,300,000 | 0.07% | $1.36M |
| BARCLAYS PLC | 0 | 1,400,000 | 1,400,000 | 0.07% | $1.36M |
| Databricks Inc 2025 1st Amendment Term Loan | 0 | 1,333,908 | 1,333,908 | 0.07% | $1.33M |
| SOUTHERN CAL ED | 0 | 1,300,000 | 1,300,000 | 0.07% | $1.32M |
| Palmer Square Loan Funding Ltd., Series 2024-2A, Class A1R | 0 | 1,300,000 | 1,300,000 | 0.07% | $1.30M |
| FEDEX FREIGHT HO | 0 | 1,300,000 | 1,300,000 | 0.06% | $1.28M |
| Blackstone Secured Lending Fund | 0 | 1,300,000 | 1,300,000 | 0.06% | $1.27M |
| Banco BTG Pactual SA/Cayman Islands | 0 | 1,300,000 | 1,300,000 | 0.06% | $1.26M |
| BROOKLYN UNION GAS CO/THE 144A 6.415000% 07/18/2054 | 0 | 1,200,000 | 1,200,000 | 0.06% | $1.22M |
| ELECTRONIC ARTS INC USD TERM LOAN B | 0 | 1,200,000 | 1,200,000 | 0.06% | $1.19M |
| Societe Generale SA 4.45 04/12/2030 | 0 | 1,200,000 | 1,200,000 | 0.06% | $1.19M |
| SYNCHRONY FINANC | 0 | 1,200,000 | 1,200,000 | 0.06% | $1.17M |
| BOSPHORUS CLO BOPHO 9A AR 144A | 0 | 1,000,000 | 1,000,000 | 0.06% | $1.16M |
| FAIR OAKS LOAN FUNDING FOAKS 5A AR 144A | 0 | 1,000,000 | 1,000,000 | 0.06% | $1.16M |
| MARGAY CLO MARGA 2A AR 144A | 0 | 1,000,000 | 1,000,000 | 0.06% | $1.15M |
| ARBOUR CLO ARBR 13A AR 144A | 0 | 1,000,000 | 1,000,000 | 0.06% | $1.15M |
| Post CLO Ltd. | 0 | 1,100,000 | 1,100,000 | 0.06% | $1.10M |
| Trimaran Cavu 2021-2 Ltd | 0 | 1,100,000 | 1,100,000 | 0.06% | $1.10M |
| Zions Bancorp NA | 0 | 1,100,000 | 1,100,000 | 0.05% | $1.09M |
| BAKER HUGHES | 0 | 1,100,000 | 1,100,000 | 0.05% | $1.08M |
| DTE ELECTRIC CO | 0 | 1,100,000 | 1,100,000 | 0.05% | $1.08M |
| CDX ITRAXX XOV44 5Y 35-100% SP MYC | 0 | 2 | 2 | 0.05% | $1.06M |
| FS Rialto Issuer LLC, Series 2026-FL11, Class A | 0 | 1,000,000 | 1,000,000 | 0.05% | $1.00M |
| LCM 39 LTD A1R2 TSFR3M+104 10/15/2034 144A | 0 | 1,000,000 | 1,000,000 | 0.05% | $1.00M |
| Palmer Square Loan Funding 2024-1 Ltd | 0 | 1,000,000 | 1,000,000 | 0.05% | $999.84K |
| ABBVIE INC | 0 | 1,000,000 | 1,000,000 | 0.05% | $985.71K |
| Citadel Finance LLC | 0 | 1,000,000 | 1,000,000 | 0.05% | $980.52K |
| AERCAP IRELAND | 0 | 1,000,000 | 1,000,000 | 0.05% | $972.32K |
| CREDIT AGRICOLE SA JR SUBORDINA REGS 12/99 VAR | 0 | 800,000 | 800,000 | 0.05% | $970.16K |
| CONSTL ENRGY GEN | 0 | 1,000,000 | 1,000,000 | 0.05% | $960.78K |
| RFR GBP SONIO/4.25000 03/18/26-10Y LCH | 0 | 1 | 1 | 0.05% | $953.94K |
| BRSP 2026-FL3 LTD SER 2026-FL3 CL A V/R REGD 144A P/P 5.15000000 | 0 | 900,000 | 900,000 | 0.05% | $898.35K |
| Fidelity National Information Services, Inc. | 0 | 900,000 | 900,000 | 0.04% | $897.73K |
| AT&T INC | 0 | 900,000 | 900,000 | 0.04% | $891.74K |
| SOUTHWESTN EL PR | 0 | 900,000 | 900,000 | 0.04% | $885.36K |
| Avolon Holdings Funding Ltd | 0 | 900,000 | 900,000 | 0.04% | $883.43K |
| PROVIDUS CLO PRVD 7A ARR 144A | 0 | 700,000 | 700,000 | 0.04% | $806.66K |
| Norinchukin Bank (The) | 0 | 800,000 | 800,000 | 0.04% | $791.23K |
| Vistra Operations Company, LLC | 0 | 800,000 | 800,000 | 0.04% | $787.57K |
| CENTERPOINT HOUS | 0 | 800,000 | 800,000 | 0.04% | $783.77K |
| GALXY 2016-22A AR4 | 0 | 700,000 | 700,000 | 0.04% | $699.72K |
| BLACK HILLS CORP | 0 | 700,000 | 700,000 | 0.03% | $692.84K |
| CAPITAL FOUR CLO CFOUR 4A ARR 144A | 0 | 600,000 | 600,000 | 0.03% | $691.41K |
| DTRGR 4 1/2 04/12/31 | 0 | 700,000 | 700,000 | 0.03% | $687.38K |
| EASTMAN CHEMICAL | 0 | 700,000 | 700,000 | 0.03% | $684.72K |
| EURO-OAT FUTURE JUN26 | 0 | -156 | -156 | 0.03% | $677.76K |
| MARRIOTT INTL | 0 | 700,000 | 700,000 | 0.03% | $676.64K |
| Perusahaan Perseroan Persero PT Perusahaan Listrik Negara 5.45 02/03/2036 | 0 | 700,000 | 700,000 | 0.03% | $670.46K |
| FNCL 4 6/24 | 0 | 700,000 | 700,000 | 0.03% | $659.18K |
| Prologis Targeted US Logistics Fund LP | 0 | 600,000 | 600,000 | 0.03% | $583.73K |
| BAKER HUGHES LLC/CO OBL COMPANY GUAR 03/30 3.226 | 0 | 500,000 | 500,000 | 0.03% | $572.59K |
| BAKER HUGHES LLC/CO OBL COMPANY GUAR 03/34 3.812 | 0 | 500,000 | 500,000 | 0.03% | $571.60K |
| WP CAREY INC SR UNSECURED 10/31 3.25 | 0 | 500,000 | 500,000 | 0.03% | $558.21K |
| STANLN V6.75 02/08/28 REGS | 0 | 500,000 | 500,000 | 0.03% | $508.93K |
| PFP Ltd., Series 2026-13, Class A | 0 | 500,000 | 500,000 | 0.03% | $500.58K |
| ACRES Commercial Realty Issuer LLC, Series 2026-FL4, Class A | 0 | 500,000 | 500,000 | 0.03% | $499.68K |
| IRS EUR 3.00000 09/16/26-30Y LCH | 0 | 1 | 1 | 0.02% | $474.96K |
| Vitality Re XVII Ltd., Series A | 0 | 450,000 | 450,000 | 0.02% | $450.02K |
| GNMA II POOL MB0681 G2 10/55 FIXED 3 | 0 | 498,189 | 498,189 | 0.02% | $445.39K |
| RFR USD SOFR/3.50000 06/17/26-7Y LCH | 0 | 1 | 1 | 0.02% | $417.81K |
| Genesis Energy LP / Genesis Energy Finance Corp | 0 | 400,000 | 400,000 | 0.02% | $398.38K |
| Store Capital LLC | 0 | 400,000 | 400,000 | 0.02% | $396.71K |
| AEP TEXAS | 0 | 400,000 | 400,000 | 0.02% | $393.54K |
| ABBOTT LABS | 0 | 400,000 | 400,000 | 0.02% | $391.30K |
| REGENCY CENTERS | 0 | 400,000 | 400,000 | 0.02% | $390.20K |
| HA SUST INF CAP | 0 | 400,000 | 400,000 | 0.02% | $388.37K |
| DATABRICKS INC 2025 DELAYED DRAW TERM LOAN | 0 | 312,439 | 312,439 | 0.02% | $310.88K |
| WESCO Distribution Inc | 0 | 300,000 | 300,000 | 0.01% | $298.96K |
| O'REILLY AUTOMOT | 0 | 300,000 | 300,000 | 0.01% | $296.19K |
| Republic of Colombia | 0 | 300,000 | 300,000 | 0.01% | $295.50K |
| Vitality Re XVII 2026 Class B | 0 | 250,000 | 250,000 | 0.01% | $250.01K |
| Locke Tavern Re Ltd., Series A | 0 | 250,000 | 250,000 | 0.01% | $250.00K |
| GOLDEN BEAR RE LTD SERIES 2026 1 | 0 | 250,000 | 250,000 | 0.01% | $250.00K |
| LOCKE TAVERN RE LTD UNSECURED 144A 04/33 VAR | 0 | 250,000 | 250,000 | 0.01% | $250.00K |
| TREMONT RE LTD UNSECURED 144A 03/33 VAR | 0 | 250,000 | 250,000 | 0.01% | $250.00K |
| Windrose Re 2026-1 Class A | 0 | 250,000 | 250,000 | 0.01% | $249.28K |
| RFR USD SOFR/4.00000 06/17/26-30Y LCH | 0 | 1 | 1 | 0.01% | $243.84K |
| RFR USD SOFR/3.75000 06/17/26-10Y LCH | 0 | 1 | 1 | 0.01% | $233.24K |
| U.S. Treasury Bills | 0 | 105,000 | 105,000 | 0.01% | $104.62K |
| FNCL 3 4/26 | 0 | 100,000 | 100,000 | 0.00% | $87.85K |
| RFR USD SOFR/3.74800 03/03/26-10Y LCH | 0 | 1 | 1 | 0.00% | $22.36K |
| 31750SBB0 PIMCO FXVAN PUT USD KRW 1350.0000000 | 0 | 0 | 0 | 0.00% | $19.42K |
| U.S. Treasury Bills | 0 | 19,000 | 19,000 | 0.00% | $18.89K |
| Uniform Mortgage-Backed Security, TBA | 0 | 0 | 0 | 0.00% | $0 |
| 317UC4YA2 PIMCO SWAPTION 3.6 CALL USD 20260416 | 0 | -7,600,000 | -7,600,000 | 0.00% | -$6.78K |
| 317UC8QA2 PIMCO SWAPTION 4.055 PUT USD 2026042 | 0 | -7,700,000 | -7,700,000 | 0.00% | -$21.43K |
| 317UC8RA1 PIMCO SWAPTION 3.695 CALL USD 202604 | 0 | -7,700,000 | -7,700,000 | 0.00% | -$22.14K |
| 317UC4XA3 PIMCO SWAPTION 3.9 PUT USD 20260416 | 0 | -7,600,000 | -7,600,000 | 0.00% | -$39.70K |
| IRS EUR 2.75000 09/16/26-10Y LCH | 0 | 1 | 1 | -0.05% | -$1.02M |
| RFR GBP SONIO/3.75000 03/18/26-5Y LCH | 0 | 1 | 1 | -0.10% | -$1.94M |
| Long Gilt | 0 | 513 | 513 | -0.16% | -$3.18M |
| FNCL 2 5/26 | 0 | -5,100,000 | -5,100,000 | -0.21% | -$4.11M |
| Uniform Mortgage-Backed Security, TBA | 0 | -43,300,000 | -43,300,000 | -1.82% | -$36.39M |
| Security | Shares Dec 2025 | Shares Mar 2026 | Δ shares | End % | Δ value |
|---|---|---|---|---|---|
| FNCL 6 3/24 | 57,124,078 | 0 | -57,124,078 | 0.00% | -$58.63M |
| LETRA TESOURO NACIONAL BILLS 04/26 0.00000 | 249,800,000 | 0 | -249,800,000 | 0.00% | -$44.10M |
| G2SF 4 1/26 | 39,000,000 | 0 | -39,000,000 | 0.00% | -$36.85M |
| Uniform Mortgage-Backed Security, TBA | 31,800,000 | 0 | -31,800,000 | 0.00% | -$33.09M |
| G2SF 3 1/26 | 30,500,000 | 0 | -30,500,000 | 0.00% | -$27.41M |
| Uniform Mortgage-Backed Security, TBA | 26,500,000 | 0 | -26,500,000 | 0.00% | -$26.40M |
| Uniform Mortgage-Backed Security, TBA | 25,000,000 | 0 | -25,000,000 | 0.00% | -$25.99M |
| Uniform Mortgage-Backed Security, TBA | 21,500,000 | 0 | -21,500,000 | 0.00% | -$20.97M |
| Uniform Mortgage-Backed Security, TBA | 19,875,922 | 0 | -19,875,922 | 0.00% | -$20.40M |
| CANADIAN GOVERNMENT /CAD/ REGD 3.00000000 | 6,500,000 | 0 | -6,500,000 | 0.00% | -$4.63M |
| G2SF 5 1/26 | 4,300,000 | 0 | -4,300,000 | 0.00% | -$4.29M |
| ROMANIA SR UNSECURED REGS 01/32 2 | 4,000,000 | 0 | -4,000,000 | 0.00% | -$4.02M |
| STATE OF ISRAEL | 4,100,000 | 0 | -4,100,000 | 0.00% | -$3.83M |
| BERRY GLOBAL INC | 3,600,000 | 0 | -3,600,000 | 0.00% | -$3.60M |
| VWALT 2023-A A4 | 3,400,000 | 0 | -3,400,000 | 0.00% | -$3.41M |
| BDS LTD BDS 2022 FL11 ATS 144A | 1,728,232 | 0 | -1,728,232 | 0.00% | -$1.73M |
| TESLA AUTO LEASE TRUST TESLA 2023 B A4 144A | 1,670,773 | 0 | -1,670,773 | 0.00% | -$1.67M |
| STATE OF ISRAEL | 1,400,000 | 0 | -1,400,000 | 0.00% | -$1.45M |
| PACIFIC GAS&ELEC | 1,400,000 | 0 | -1,400,000 | 0.00% | -$1.40M |
| DATABRICKS INC LAST OUT TERM LOAN | 1,333,908 | 0 | -1,333,908 | 0.00% | -$1.36M |
| PROVINCE OF ONTARIO CANADA | 1,700,000 | 0 | -1,700,000 | 0.00% | -$1.24M |
| EAST LANE RE VII LTD UNSECURED 144A 03/26 VAR | 1,000,000 | 0 | -1,000,000 | 0.00% | -$1.02M |
| Hyundai Auto Lease Securitization Trust, Series 2023-C, Class A4 | 1,000,000 | 0 | -1,000,000 | 0.00% | -$1.00M |
| IRS EUR 3.00000 03/18/26-30Y LCH | 1 | 0 | -1 | 0.00% | -$637.43K |
| PANTHEON SNR DBT SCNDRS IIIUSD TERM LOAN | 500,000 | 0 | -500,000 | 0.00% | -$500.00K |
| JPMORGAN CHASE | 458,000 | 0 | -458,000 | 0.00% | -$457.93K |
| INTESA SANPAOLO SPA REGD 144A P/P 7.20000000 | 400,000 | 0 | -400,000 | 0.00% | -$457.04K |
| PROVINCE OF BRITISH COLUMBIA CANADA | 600,000 | 0 | -600,000 | 0.00% | -$451.49K |
| U.S. Treasury Bills | 414,000 | 0 | -414,000 | 0.00% | -$414.00K |
| U.S. Treasury Bills | 405,000 | 0 | -405,000 | 0.00% | -$401.53K |
| PRJCT ALFA INVSTINDUSTRAL VIII 2025 EUR TERM LOAN 2 | 283,500 | 0 | -283,500 | 0.00% | -$333.17K |
| Hyundai Auto Lease Securitization Trust, Series 2023-C, Class A3 | 324,265 | 0 | -324,265 | 0.00% | -$324.56K |
| DATABRICKS INC USD DELAYED DRAW TERM LOAN | 312,439 | 0 | -312,439 | 0.00% | -$313.22K |
| U.S. Treasury Bills | 315,000 | 0 | -315,000 | 0.00% | -$312.08K |
| DATABRICKS INC DELAYED DRAW TERM LOAN | 295,238 | 0 | -295,238 | 0.00% | -$300.40K |
| SBNA Auto Lease Trust, Series 2024-A, Class A3 | 275,875 | 0 | -275,875 | 0.00% | -$276.35K |
| RFR GBP SONIO/3.75000 09/17/25-5Y LCH | 1 | 0 | -1 | 0.00% | -$272.90K |
| FUT. EUR FOAT MAR26 | -159 | 0 | 159 | 0.00% | -$208.37K |
| REPUBLIC OF SOUTH AFRICA BONDS 02/48 8.75 | 3,000,000 | 0 | -3,000,000 | 0.00% | -$174.80K |
| ENTERPRISE FLEET FING 2022-3 LLC 4.38% 07/20/2029 144A | 145,866 | 0 | -145,866 | 0.00% | -$145.94K |
| U.S. Treasury Bills | 131,000 | 0 | -131,000 | 0.00% | -$129.69K |
| FUT. EURO-BUND EUX MAR26 | -45 | 0 | 45 | 0.00% | -$93.30K |
| TIAA CLO III Ltd | 84,394 | 0 | -84,394 | 0.00% | -$84.44K |
| Venture XXVII CLO Ltd. | 76,773 | 0 | -76,773 | 0.00% | -$76.87K |
| FNMA POOL FS4377 FN 04/52 FIXED VAR | 57,077 | 0 | -57,077 | 0.00% | -$50.56K |
| MEXICAN UDIBONOS BONDS 11/28 4 | 519,977 | 0 | -519,977 | 0.00% | -$28.75K |
| UKG 10YR FUT G H6 03-27-26 | 33 | 0 | -33 | 0.00% | -$27.16K |
| OIS MXN TIIE1/7.79000 04/07/25-5Y* CME | 3 | 0 | -3 | 0.00% | -$21.84K |
| Soundview Home Loan Trust 2005-OPT1 | 2,572 | 0 | -2,572 | 0.00% | -$2.57K |
| OIS MXN TIIE1/7.91000 04/07/25-7Y* CME | 1 | 0 | -1 | 0.00% | -$619 |
| RFR USD SOFR/3.91900 01/14/26-10Y LCH | 0 | 0 | 0 | 0.00% | $0 |
| RFR USD SOFR/3.92750 01/20/26-10Y LCH | 0 | 0 | 0 | 0.00% | $0 |
| RFR USD SOFR/3.86000 01/07/26-10Y LCH | 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 |
| RFR USD SOFR/3.84750 01/06/26-10Y LCH | 0 | 0 | 0 | 0.00% | $0 |
| 317UB7ZA5 PIMCO SWAPTION 3.5475 CALL USD 20260 | -5,000,000 | 0 | 5,000,000 | 0.00% | $0 |
| 317UB9VA5 PIMCO SWAPTION 3.58 CALL USD 2026010 | -9,900,000 | 0 | 9,900,000 | 0.00% | $1 |
| OIS MXN TIIE1/8.10000 04/07/25-10Y* CME | 1 | 0 | -1 | 0.00% | $330 |
| 317UBA6A0 PIMCO SWAPTION 3.625 CALL USD 202601 | -4,500,000 | 0 | 4,500,000 | 0.00% | $407 |
| 317UB7YA6 PIMCO SWAPTION 3.8475 PUT USD 202601 | -5,000,000 | 0 | 5,000,000 | 0.00% | $440 |
| 317UBA5A1 PIMCO SWAPTION 3.925 PUT USD 2026010 | -4,500,000 | 0 | 4,500,000 | 0.00% | $893 |
| 317UBC4A8 PIMCO SWAPTION 3.639 CALL USD 202601 | -6,900,000 | 0 | 6,900,000 | 0.00% | $1.90K |
| 317UBEXA2 PIMCO SWAPTION 3.622 CALL USD 202601 | -2,000,000 | 0 | 2,000,000 | 0.00% | $2.73K |
| OIS MXN TIIE1/7.74750 04/08/25-5Y* CME | 1 | 0 | -1 | 0.00% | $2.73K |
| 317UBCLA9 PIMCO SWAPTION 3.6475 CALL USD 20260 | -5,200,000 | 0 | 5,200,000 | 0.00% | $3.59K |
| 317UBC3A9 PIMCO SWAPTION 3.919 PUT USD 2026011 | -6,900,000 | 0 | 6,900,000 | 0.00% | $4.03K |
| 317UBCKA0 PIMCO SWAPTION 3.9275 PUT USD 202601 | -5,200,000 | 0 | 5,200,000 | 0.00% | $4.17K |
| 317UBEWA3 PIMCO SWAPTION 3.882 PUT USD 2026012 | -2,000,000 | 0 | 2,000,000 | 0.00% | $5.92K |
| 317UB9UA6 PIMCO SWAPTION 3.86 PUT USD 20260105 | -9,900,000 | 0 | 9,900,000 | 0.00% | $9.69K |
| IRS EUR 2.75000 03/18/26-10Y LCH | 1 | 0 | -1 | 0.00% | $205.04K |
| FNCL 2 1/26 | -5,100,000 | 0 | 5,100,000 | 0.00% | $4.12M |
| Uniform Mortgage-Backed Security, TBA | -43,300,000 | 0 | 43,300,000 | 0.00% | $36.61M |
| Security | Shares Dec 2025 | Shares Mar 2026 | Δ shares | End % | Δ value |
|---|---|---|---|---|---|
| PIMCO MORTGAGE BACKED SECURITI PIMCO MBS ACTIVE ETF | 1,716,442 | 2,074,954 | 358,512 | 5.16% | $17.62M |
| GBLATL 4.5 09/18/30 144A | 150,000 | 2,250,000 | 2,100,000 | 0.11% | $2.02M |
| Security | Shares Dec 2025 | Shares Mar 2026 | Δ shares | End % | Δ value |
|---|---|---|---|---|---|
| U.S. Treasury Inflation-Protected Notes 1.75%, Due 01/15/2034 | 35,273,025 | 35,230,734 | -42,291 | 1.76% | $8.93K |
| U.S. TREASURY INFLATION-PROTECTED SECURITIES 1.125% 01/15/2033 | 21,435,495 | 21,409,610 | -25,885 | 1.03% | $52.75K |
| U.S. TREASURY INFLATION-PROTECTED SECURITIES 0-5/8% 07/15/2032 | 19,387,245 | 19,364,063 | -23,182 | 0.92% | $81.74K |
| U.S. TREASURY INFLATION-PROTECTED SECURITIES 0-1/8% 01/15/32 | 15,974,696 | 15,955,520 | -19,176 | 0.74% | $86.58K |
| FR SD8383 | 14,338,930 | 13,615,430 | -723,500 | 0.69% | -$865.34K |
| US TREASURY N/B | 14,000,000 | 13,300,000 | -700,000 | 0.67% | -$808.31K |
| FNMA POOL BX9758 FN 04/53 FIXED 5 | 9,835,500 | 9,556,101 | -279,400 | 0.47% | -$381.18K |
| GNMA II POOL MA9360 G2 12/53 FIXED 4.5 | 9,788,318 | 9,686,660 | -101,658 | 0.47% | -$176.57K |
| FED HM LN PC POOL QF7482 FR 02/53 FIXED 5 | 8,997,331 | 8,820,299 | -177,032 | 0.44% | -$268.09K |
| FANNIEMAE WHOLE LOAN FNW 2004 W6 3A5 | 6,579,382 | 6,351,441 | -227,942 | 0.33% | -$311.92K |
| FIRST FRANKLIN MTG LOAN ASSET FFML 2006 FF14 A6 | 5,755,138 | 5,700,951 | -54,187 | 0.24% | -$71.14K |
| U.S. Treasury Inflation-Protected Indexed Notes | 4,126,960 | 4,122,000 | -4,960 | 0.21% | -$8.32K |
| Invitation Homes Trust, Series 2024-SFR1, Class A | 3,993,160 | 3,989,995 | -3,165 | 0.19% | -$45.09K |
| MFIT 2021-AA A | 4,000,000 | 3,919,549 | -80,451 | 0.19% | -$63.97K |
| CVC CORDATUS OPPORTUNITY LOAN COLFR 1A AR 144A | 3,253,943 | 3,087,586 | -166,357 | 0.18% | -$255.41K |
| Structured Asset Mortgage Investments II Trust, Series 2007-AR7, Class 1A1 | 3,803,340 | 3,774,179 | -29,160 | 0.16% | -$23.47K |
| COLLEGE AVE STUDENT LOANS CASL 2023 B A1B 144A | 3,227,423 | 3,053,136 | -174,287 | 0.15% | -$175.81K |
| FREDDIE MAC MULTIFAMILY STRUCTURED PASS THROUGH CERTIFI SER Q034 CL APT2 V/R 2.90299700 | 3,129,521 | 2,982,254 | -147,267 | 0.15% | -$149.04K |
| SUNRUN DEMETER ISSUER LLC SUNRN 2021 2A A 144A | 3,084,188 | 3,030,739 | -53,449 | 0.14% | -$61.28K |
| GS MORTGAGE BACKED SECURITIES GSMBS 2022 HP1 A2 144A | 3,229,459 | 3,163,083 | -66,376 | 0.14% | -$85.25K |
| ONYP 2020-1NYP A | 3,000,000 | 2,831,725 | -168,275 | 0.14% | -$207.82K |
| INDYMAC INDX MORTGAGE LOAN TRU INDX 2007 FLX1 A3 | 4,213,636 | 4,105,000 | -108,637 | 0.14% | -$72.15K |
| UWM MORTGAGE TRUST 2021-INV5 SER 2021-INV5 CL A12 V/R REGD 144A P/P 3.00000000 | 3,097,379 | 3,044,513 | -52,866 | 0.13% | -$68.31K |
| ONSLOW BAY FINANCIAL LLC OBX 2022 INV2 A1 144A | 3,006,975 | 2,957,812 | -49,163 | 0.13% | -$66.54K |
| UWM Mortgage Trust 2021-INV3 | 3,027,202 | 2,984,359 | -42,842 | 0.12% | -$47.18K |
| GS MORTGAGE BACKED SECURITIES GSMBS 2022 PJ4 A4 144A | 2,832,165 | 2,791,197 | -40,968 | 0.12% | -$41.34K |
| U.S. Treasury Inflation-Protected Indexed Notes | 2,282,874 | 2,280,146 | -2,728 | 0.11% | -$622 |
| OWNIT MORTGAGE LOAN ASSET BACK OWNIT 2005 5 M1 | 2,390,800 | 2,298,544 | -92,256 | 0.11% | -$106.12K |
| FNMA POOL BW5055 FN 12/52 FIXED 4 | 2,486,900 | 2,408,608 | -78,292 | 0.11% | -$94.82K |
| Deutsche Alt-A Securities Mortgage Loan Trust, Series 2007-AR3, Class 2A5 | 2,472,902 | 2,443,983 | -28,920 | 0.11% | -$16.95K |
| FNMA POOL BX6179 FN 02/53 FIXED 5 | 2,219,769 | 2,176,212 | -43,557 | 0.11% | -$65.35K |
| UMBS | 2,237,052 | 2,151,527 | -85,525 | 0.11% | -$107.61K |
| MF1 MULTIFAMILY HOUSING MORTGA MF1 2022 FL9 A 144A | 2,895,676 | 2,117,606 | -778,070 | 0.11% | -$778.95K |
| BANK BANK 2019 BN19 ASB | 2,190,371 | 2,027,745 | -162,626 | 0.10% | -$161.26K |
| GPMT Ltd., Series 2021-FL4, Class A | 2,267,425 | 1,972,526 | -294,899 | 0.10% | -$300.91K |
| UMBS | 2,045,515 | 2,030,684 | -14,832 | 0.10% | -$27.74K |
| AOMT 2021-8 A1 | 2,068,589 | 2,020,476 | -48,113 | 0.09% | -$55.55K |
| FREDDIE MAC REMICS SER 5532 CL FA V/R 5.02180000 | 1,952,251 | 1,733,300 | -218,951 | 0.09% | -$215.82K |
| T/L JANE STREET GROUP LLC REGD ZCP TERM LOAN 0.00000000 | 1,691,406 | 1,682,527 | -8,879 | 0.08% | -$31.74K |
| FN MA4867 | 1,716,598 | 1,690,815 | -25,783 | 0.08% | -$44.33K |
| PK ALIFT LOAN FUNDING PKAIR 2025 1 A 144A | 1,689,493 | 1,592,720 | -96,773 | 0.08% | -$97.88K |
| FR SD8329 | 1,653,996 | 1,607,223 | -46,774 | 0.08% | -$62.97K |
| FHLG 30YR 5.5% 08/01/2053#QG9137 | 1,501,918 | 1,455,001 | -46,917 | 0.07% | -$61.21K |
| Arbor Realty Commercial Real Estate Notes Ltd., Series 2021-FL4, Class A | 1,969,220 | 1,373,291 | -595,929 | 0.07% | -$605.55K |
| CITZN 2023-2 A3 144A 5.83% 02-15-28 | 1,926,088 | 1,285,716 | -640,372 | 0.06% | -$647.20K |
| FN MA5273 | 1,382,368 | 1,155,323 | -227,044 | 0.06% | -$241.06K |
| UMBS | 1,291,770 | 1,200,982 | -90,788 | 0.06% | -$102.75K |
| WELLS FARGO ALTERNATIVE LOAN T WFALT 2007 PA2 1A1 | 1,320,335 | 1,293,710 | -26,625 | 0.06% | -$29.51K |
| CITZN 2023-1 A3 | 1,954,519 | 1,171,982 | -782,537 | 0.06% | -$789.72K |
| GSAMP TRUST GSAMP 2004 FM2 M1 | 1,154,149 | 1,127,415 | -26,733 | 0.06% | -$23.13K |
| GNMA II POOL 679640 G2 06/48 FIXED 4 | 1,240,004 | 1,229,082 | -10,921 | 0.06% | -$19.86K |
| UMBS | 1,175,264 | 1,167,810 | -7,454 | 0.06% | -$15.16K |
| HAROT 2023-2 A3 | 1,564,042 | 1,083,139 | -480,903 | 0.05% | -$485.49K |
| STONEPEAK SALTT 2021 1A AA 144A | 1,145,687 | 1,094,885 | -50,802 | 0.05% | -$46.79K |
| FORD AUTO SECURITIZATION TRUST FASTR 2023 BA A2 144A | 1,793,029 | 1,396,587 | -396,443 | 0.05% | -$312.14K |
| PALMER SQUARE EUROPEAN LOAN FU PSTET 2024 1A AR 144A | 1,021,596 | 858,198 | -163,398 | 0.05% | -$206.82K |
| FREDDIE MAC POOL UMBS P#SD8403 6.50000000 | 1,147,812 | 959,326 | -188,485 | 0.05% | -$200.67K |
| Quikrete Term Loan B-3 (Incremental) 225 2032-01-23 | 992,500 | 990,000 | -2,500 | 0.05% | -$7.30K |
| ENT AUTO RECEIVABLES TRUST ENT 2023 1A A3 144A | 1,450,723 | 963,330 | -487,393 | 0.05% | -$492.08K |
| FNMA ACES, Series 2020-M33, Class X2 | 20,250,795 | 20,222,318 | -28,477 | 0.05% | -$104.05K |
| COUNTRYWIDE ALTERNATIVE LOAN T CWALT 2005 J12 2A1 | 1,747,039 | 1,734,510 | -12,529 | 0.04% | -$8.34K |
| FNMA POOL BX3687 FN 12/52 FIXED 4 | 920,691 | 914,361 | -6,330 | 0.04% | -$11.95K |
| FNMA POOL BY4760 FN 07/53 FIXED 5.5 | 879,271 | 857,343 | -21,928 | 0.04% | -$30.32K |
| CFE Fibra E | 892,502 | 887,219 | -5,283 | 0.04% | -$29.03K |
| FNMA POOL BX9039 FN 03/53 FIXED 4 | 890,783 | 885,171 | -5,612 | 0.04% | -$10.04K |
| RESIDENTIAL ASSET SECURITIES C RASC 2006 KS8 A4 | 846,786 | 817,243 | -29,543 | 0.04% | -$29.20K |
| PARK PLACE SECURITIES INC PPSI 2004 WWF1 M5 | 853,941 | 797,734 | -56,208 | 0.04% | -$56.52K |
| FR SD8313 | 840,238 | 827,719 | -12,519 | 0.04% | -$16.38K |
| FED HM LN PC POOL QE8999 FR 08/52 FIXED 4 | 796,237 | 785,674 | -10,563 | 0.04% | -$14.84K |
| AREIT LTD 2023-CRE8 20410812__ FLT VARIABLE 5.84744000 | 1,053,548 | 741,484 | -312,064 | 0.04% | -$311.58K |
| FN CB6395 | 708,930 | 698,268 | -10,662 | 0.03% | -$17.87K |
| RESIDENTIAL ASSET MORTGAGE PRO RAMP 2006 NC2 M1 | 733,292 | 710,123 | -23,169 | 0.03% | -$22.64K |
| G2 MA5399 | 702,355 | 687,219 | -15,136 | 0.03% | -$20.38K |
| MF1 MULTIFAMILY HOUSING MORTGA MF1 2021 FL7 A 144A | 933,793 | 649,568 | -284,226 | 0.03% | -$283.09K |
| FED HM LN PC POOL QF6557 FR 01/53 FIXED 4 | 738,466 | 685,561 | -52,905 | 0.03% | -$55.18K |
| FNCL UMBS 5.0 QG0749 04-01-53 | 676,907 | 652,383 | -24,524 | 0.03% | -$31.17K |
| RESLOC UK PLC RLOC 2007 1X A3B REGS | 501,778 | 480,523 | -21,255 | 0.03% | -$36.69K |
| CITIMORTGAGE ALTERNATIVE LOAN CMALT 2006 A7 1A9 | 760,839 | 747,903 | -12,936 | 0.03% | -$12.53K |
| STRUCTURED ASSET INVESTMENT LO SAIL 2005 4 M4 | 687,210 | 609,505 | -77,704 | 0.03% | -$76.42K |
| FREDDIE MAC FHR 3740 FC | 623,797 | 583,323 | -40,474 | 0.03% | -$40.25K |
| CITIGROUP MORTGAGE LOAN TRUST CMLTI 2004 OPT1 M3 | 645,922 | 550,008 | -95,914 | 0.03% | -$93.07K |
| STRUCTURED ASSET SECURITIES CO SASC 2007 WF1 A6 | 575,963 | 548,529 | -27,434 | 0.03% | -$26.53K |
| FNMA POOL BW1462 FN 06/52 FIXED 4 | 560,221 | 556,409 | -3,813 | 0.03% | -$7.07K |
| UMBS | 551,974 | 530,901 | -21,073 | 0.03% | -$26.15K |
| STRUCTURED ADJUSTABLE RATE MOR SARM 2007 1 2A3 | 806,807 | 802,240 | -4,566 | 0.03% | -$2.58K |
| WAMU MORTGAGE PASS THROUGH CER WAMU 2007 HY1 5A1 | 538,550 | 532,633 | -5,917 | 0.03% | -$1.12K |
| COUNTRYWIDE ASSET BACKED CERTI CWL 2006 12 2A3 | 551,707 | 513,239 | -38,467 | 0.02% | -$36.75K |
| STWD Ltd., Series 2022-FL3, Class A | 1,377,797 | 495,700 | -882,097 | 0.02% | -$885.56K |
| Government National Mortgage Association REMICS | 671,924 | 494,224 | -177,700 | 0.02% | -$178.13K |
| Bank of America Corporation | 550,808 | 482,877 | -67,932 | 0.02% | -$53.12K |
| VENTURE CDO LTD VENTR 2018 33A A1LR 144A | 852,503 | 464,483 | -388,020 | 0.02% | -$388.00K |
| FNMA POOL BD3604 FN 05/48 FIXED 4 | 487,310 | 484,215 | -3,095 | 0.02% | -$6.06K |
| WAMU MORTGAGE PASS THROUGH CER WAMU 2006 AR16 2A3 | 516,520 | 510,607 | -5,913 | 0.02% | -$1.13K |
| Bear Stearns ALT-A Trust, Series 2005-8, Class 21A1 | 554,539 | 538,751 | -15,788 | 0.02% | -$7.63K |
| FNMA POOL BX6175 FN 02/53 FIXED 5 | 437,178 | 434,644 | -2,534 | 0.02% | -$6.99K |
| PFP Ltd., Series 2024-11, Class A | 478,159 | 392,014 | -86,144 | 0.02% | -$86.80K |
| GOVERNMENT NATIONAL MORTGAGE A GNR 2017 H14 FB | 430,052 | 381,017 | -49,036 | 0.02% | -$48.85K |
| UMBS | 420,300 | 409,001 | -11,299 | 0.02% | -$12.86K |
| FR SD8367 | 403,196 | 380,189 | -23,006 | 0.02% | -$26.59K |
| GNMA POOL BC3794 GN 10/47 FIXED 3.5 | 398,491 | 395,525 | -2,966 | 0.02% | -$181 |
| FNMA POOL BW9648 FN 07/53 FIXED 3.5 | 387,599 | 384,915 | -2,684 | 0.02% | -$5.86K |
| UMBS | 362,959 | 357,423 | -5,536 | 0.02% | -$7.04K |
| FNMA POOL BW8859 FN 09/52 FIXED 4 | 349,079 | 347,511 | -1,568 | 0.02% | -$3.89K |
| FED HM LN PC POOL QF0330 FR 09/52 FIXED 4 | 350,579 | 345,673 | -4,906 | 0.02% | -$6.36K |
| VERUS SECURITIZATION TRUST VERUS 2023 4 A1 144A | 363,948 | 324,701 | -39,247 | 0.02% | -$40.16K |
| FNMA POOL AL5548 FN 05/38 FLOATING VAR | 322,173 | 306,160 | -16,013 | 0.02% | -$17.77K |
| FNMA POOL 797491 FN 03/35 FIXED 5.5 | 301,263 | 293,537 | -7,726 | 0.02% | -$12.09K |
| FNMA POOL BN8902 FN 05/49 FIXED 3.5 | 323,990 | 321,268 | -2,722 | 0.01% | -$4.99K |
| FED HM LN PC POOL C91305 FG 06/30 FIXED 4.5 | 316,555 | 280,584 | -35,970 | 0.01% | -$37.44K |
| FNMA POOL DA6087 FN 12/53 FIXED 6.5 | 276,721 | 251,371 | -25,350 | 0.01% | -$27.64K |
| FED HM LN PC POOL QA2045 FR 08/49 FIXED 3.5 | 279,623 | 277,753 | -1,870 | 0.01% | -$3.86K |
| FNMASECY | 263,387 | 247,926 | -15,461 | 0.01% | -$18.04K |
| RESIDENTIAL ASSET MORTGAGE PRO RAMP 2005 NC1 AII | 273,350 | 264,255 | -9,096 | 0.01% | -$9.00K |
| FNMA POOL AB0528 FN 04/39 FIXED 5 | 237,885 | 234,285 | -3,600 | 0.01% | -$7.85K |
| COUNTRYWIDE HOME LOANS CWHL 2004 2 3A1 | 231,165 | 225,729 | -5,435 | 0.01% | -$4.31K |
| G2 MA6287 | 227,837 | 221,704 | -6,133 | 0.01% | -$7.83K |
| Citigroup Mortgage Loan Trust, Inc., Series 2005-6, Class A1 | 213,820 | 207,439 | -6,381 | 0.01% | -$6.44K |
| GOVERNMENT NATIONAL MORTGAGE A GNR 2015 H10 FM | 242,955 | 200,731 | -42,224 | 0.01% | -$42.30K |
| COUNTRYWIDE ASSET BACKED CERTI CWL 2006 22 1A | 213,660 | 208,990 | -4,670 | 0.01% | -$3.99K |
| FR SD8385 | 208,960 | 178,672 | -30,289 | 0.01% | -$32.40K |
| Bear Stearns ALT-A Trust, Series 2005-4, Class 23A1 | 198,690 | 185,331 | -13,359 | 0.01% | -$11.46K |
| AIR CDA PASS THRU TR 2017-1 3.3% 07/15/2031 144A | 192,480 | 184,800 | -7,680 | 0.01% | -$7.26K |
| MASTR Specialized Loan Trust, Series 2006-3, Class A | 174,856 | 171,037 | -3,819 | 0.01% | -$4.93K |
| U.S. Treasury Bills | 425,000 | 166,000 | -259,000 | 0.01% | -$254.81K |
| RESIDENTIAL FUNDING MTG SEC I RFMSI 2005 SA4 1A31 | 204,124 | 202,639 | -1,485 | 0.01% | $436 |
| FNMA POOL BX6752 FN 03/53 FIXED 5 | 170,562 | 166,018 | -4,545 | 0.01% | -$6.27K |
| STRUCTURED ASSET SECURITIES CO SASC 2005 WF4 M6 | 202,127 | 162,911 | -39,216 | 0.01% | -$39.31K |
| FED HM LN PC POOL ZM5960 FR 03/48 FIXED 4 | 169,439 | 168,106 | -1,333 | 0.01% | -$2.77K |
| Chase Mortgage Finance Trust Series 2007-A1 | 176,569 | 170,718 | -5,850 | 0.01% | -$4.39K |
| FNMA POOL AC6150 FN 11/39 FIXED 5.5 | 176,480 | 154,686 | -21,794 | 0.01% | -$24.92K |
| FNMA POOL MA0563 FN 11/30 FIXED 4 | 171,481 | 158,097 | -13,384 | 0.01% | -$14.20K |
| FN 835178 | 159,454 | 148,374 | -11,081 | 0.01% | -$13.61K |
| Citigroup Mortgage Loan Trust, Series 2007-AMC1, Class A1 | 273,032 | 269,161 | -3,871 | 0.01% | -$3.20K |
| FNCL UMBS 4.0 QF2443 11-01-52 | 147,772 | 146,798 | -973 | 0.01% | -$1.97K |
| FNMA POOL BW1299 FN 11/52 FIXED 4 | 147,504 | 146,721 | -783 | 0.01% | -$1.77K |
| FNMA POOL 829708 FN 06/35 FLOATING VAR | 137,990 | 134,290 | -3,700 | 0.01% | -$4.19K |
| Freddie Mac Pool | 146,963 | 142,439 | -4,523 | 0.01% | -$5.68K |
| FNMA POOL BX5713 FN 02/53 FIXED 4 | 142,910 | 142,124 | -786 | 0.01% | -$1.65K |
| FNMA POOL 889176 FN 03/38 FIXED VAR | 133,062 | 128,791 | -4,271 | 0.01% | -$6.27K |
| CARMX 2023-1 A3 | 242,129 | 131,393 | -110,735 | 0.01% | -$111.13K |
| BMW CANADA AUTO TRUST BMWC 2024 1A A2 144A | 394,810 | 176,540 | -218,270 | 0.01% | -$161.89K |
| FNMA POOL AD0649 FN 08/38 FIXED VAR | 124,428 | 117,718 | -6,710 | 0.01% | -$8.62K |
| United Airlines Pass-Through Trust, Series AA | 130,119 | 124,180 | -5,939 | 0.01% | -$5.09K |
| FNMA POOL AE0233 FN 07/39 FIXED VAR | 120,356 | 115,508 | -4,848 | 0.01% | -$6.64K |
| FR SD8362 | 121,274 | 115,728 | -5,546 | 0.01% | -$6.66K |
| GSR Mortgage Loan Trust, Series 2005-AR6, Class 2A1 | 112,769 | 110,655 | -2,113 | 0.01% | -$1.41K |
| FNMA POOL AE5151 FN 11/30 FIXED 4 | 115,153 | 104,145 | -11,008 | 0.01% | -$11.42K |
| CWMBS, Inc. | 108,361 | 106,491 | -1,869 | 0.01% | -$1.12K |
| FNMA POOL 310020 FN 11/35 FIXED VAR | 98,762 | 94,478 | -4,285 | 0.00% | -$5.84K |
| FNMA POOL CB3909 FN 06/52 FIXED 4 | 99,356 | 97,083 | -2,272 | 0.00% | -$2.82K |
| MASTR SPECIALIZED LOAN TRUST SER 2006-2 CL A V/R REGD 144A P/P 4.36621000 | 105,519 | 91,829 | -13,689 | 0.00% | -$13.14K |
| FED HM LN PC POOL G61239 FG 10/47 FIXED 4 | 89,096 | 88,325 | -771 | 0.00% | -$1.54K |
| MASTR SPECIALIZED LOAN TRUST MASD 2007 1 A 144A | 211,619 | 208,838 | -2,781 | 0.00% | -$2.29K |
| FREDDIE MAC POOL FR RA8790 | 81,800 | 77,744 | -4,055 | 0.00% | -$4.83K |
| RFMSI Series 2005-SA4 Trust | 127,145 | 124,352 | -2,794 | 0.00% | -$2.33K |
| MAN GLG EURO CLO GLGE 5A A1R 144A | 370,523 | 64,477 | -306,046 | 0.00% | -$361.11K |
| Bear Stearns ALT-A Trust, Series 2005-7, Class 22A1 | 146,139 | 141,476 | -4,663 | 0.00% | -$3.96K |
| FNMA POOL BW8846 FN 09/52 FIXED 4 | 76,583 | 76,181 | -401 | 0.00% | -$923 |
| FNMA POOL 995938 FN 01/39 FIXED VAR | 70,785 | 68,273 | -2,512 | 0.00% | -$3.25K |
| Uniform Mortgage-Backed Securities | 76,787 | 68,041 | -8,746 | 0.00% | -$10.08K |
| FNMA POOL MA0299 FN 01/30 FIXED 4 | 78,093 | 67,286 | -10,806 | 0.00% | -$11.02K |
| PIMCO PRV SHORT TERM FLT III MUTUAL FUND | 486,965 | 6,784 | -480,181 | 0.00% | -$4.68M |
| FN MA0534 | 69,583 | 63,809 | -5,774 | 0.00% | -$6.03K |
| Uniform Mortgage-Backed Securities | 66,221 | 64,574 | -1,647 | 0.00% | -$1.98K |
| EUROHOME UK MORTGAGES PLC EHMU 2007 1 A REGS | 86,928 | 41,414 | -45,515 | 0.00% | -$62.35K |
| Washington Mutual Mortgage Pass-Through Certificates Series 2003-AR9 Trust | 56,947 | 55,883 | -1,064 | 0.00% | -$969 |
| Structured Asset Mortgage Investments II Trust, Series 2005-AR5, Class A2 | 58,678 | 55,086 | -3,592 | 0.00% | -$5.04K |
| MortgageIT Trust, Series 2005-4, Class A1 | 54,644 | 50,146 | -4,498 | 0.00% | -$4.47K |
| FNMA POOL 967211 FN 12/37 FIXED 5.5 | 49,212 | 48,441 | -771 | 0.00% | -$1.49K |
| CWABS Asset-Backed Certificates Trust 2006-18 | 50,811 | 48,488 | -2,323 | 0.00% | -$2.26K |
| FNMA, Series 2007-73, Class A1 | 50,486 | 48,328 | -2,159 | 0.00% | -$2.12K |
| MASTR REPERFORMING LOAN TRUST MARP 2006 1 1A4 144A | 69,681 | 68,686 | -995 | 0.00% | -$1.39K |
| FNMA POOL 824598 FN 12/34 FIXED 5.5 | 47,204 | 45,641 | -1,563 | 0.00% | -$1.92K |
| FNMA, REMIC Trust, Whole Loan, Series 2003-W1, Class 1A1 | 43,759 | 41,602 | -2,157 | 0.00% | -$2.71K |
| FNMA POOL 953000 FN 07/37 FIXED 5.5 | 40,299 | 39,559 | -740 | 0.00% | -$1.35K |
| Chase Mortgage Finance Trust Series 2007-A1 | 40,000 | 39,242 | -758 | 0.00% | -$527 |
| FNMA POOL 929187 FN 03/38 FIXED 5.5 | 38,542 | 36,677 | -1,866 | 0.00% | -$2.46K |
| BSARM 2006-4 1A1 | 36,477 | 35,859 | -617 | 0.00% | -$337 |
| FN 735227 | 35,716 | 34,005 | -1,710 | 0.00% | -$2.50K |
| FNMA POOL 762626 FN 01/34 FIXED 5.5 | 35,109 | 33,658 | -1,451 | 0.00% | -$1.72K |
| Freddie Mac Gold Pool | 33,658 | 32,527 | -1,130 | 0.00% | -$1.63K |
| FNMA POOL 745093 FN 12/35 FIXED VAR | 33,032 | 31,472 | -1,560 | 0.00% | -$2.06K |
| Structured Adjustable Rate Mortgage Loan Trust, Series 2004-8, Class 3A | 33,519 | 32,315 | -1,204 | 0.00% | -$1.08K |
| FNMA POOL 805516 FN 03/35 FIXED 5.5 | 32,541 | 31,316 | -1,225 | 0.00% | -$1.52K |
| Banc of America Funding Trust, Series 2006-A, Class 1A1 | 31,877 | 31,150 | -727 | 0.00% | -$527 |
| FNMA POOL 783798 FN 07/34 FIXED 5.5 | 26,842 | 25,841 | -1,001 | 0.00% | -$1.15K |
| Freddie Mac REMICS | 26,957 | 26,358 | -599 | 0.00% | -$601 |
| UMBS | 25,675 | 24,562 | -1,113 | 0.00% | -$1.50K |
| FN 995112 | 23,986 | 22,941 | -1,046 | 0.00% | -$1.57K |
| FNMA POOL AL0442 FN 06/40 FIXED VAR | 23,580 | 22,609 | -971 | 0.00% | -$1.32K |
| Morgan Stanley Mortgage Loan Trust, Series 2006-8AR, Class 5A4 | 25,299 | 23,482 | -1,817 | 0.00% | -$1.73K |
| FNMA POOL 889992 FN 06/38 FIXED VAR | 21,484 | 21,079 | -404 | 0.00% | -$712 |
| MORGAN STANLEY CAPITAL INC MSAC 2006 HE2 A2C | 26,390 | 25,635 | -755 | 0.00% | -$1.02K |
| FN 310104 | 21,817 | 20,784 | -1,033 | 0.00% | -$1.25K |
| FNMA POOL MA0538 FN 10/30 FIXED 4.5 | 22,563 | 20,683 | -1,880 | 0.00% | -$1.99K |
| FNMA POOL 683271 FN 02/33 FIXED 5.5 | 18,482 | 17,411 | -1,071 | 0.00% | -$1.20K |
| FNMA POOL 357886 FN 07/35 FIXED 5.5 | 17,534 | 17,040 | -494 | 0.00% | -$843 |
| FN MA3088 | 17,953 | 17,551 | -402 | 0.00% | -$549 |
| FED HM LN PC POOL G04595 FG 12/33 FIXED 5.5 | 16,972 | 15,683 | -1,289 | 0.00% | -$1.45K |
| FNMA POOL 821707 FN 06/35 FIXED 5.5 | 15,527 | 15,202 | -326 | 0.00% | -$567 |
| FN BM2003 | 15,735 | 15,350 | -385 | 0.00% | -$502 |
| FED HM LN PC POOL G04625 FG 06/36 FIXED 6 | 14,780 | 14,321 | -459 | 0.00% | -$883 |
| FG G03812 | 14,056 | 13,710 | -346 | 0.00% | -$554 |
| Freddie Mac Gold 4.50 05/01/2030 | 15,313 | 14,065 | -1,248 | 0.00% | -$1.32K |
| FED HM LN PC POOL A14613 FG 10/33 FIXED 5 | 14,391 | 13,972 | -418 | 0.00% | -$512 |
| FNMA POOL AE0517 FN 11/35 FIXED VAR | 13,965 | 13,441 | -524 | 0.00% | -$732 |
| Countrywide Alternative Loan Trust | 16,828 | 15,462 | -1,366 | 0.00% | -$1.09K |
| MELLON RESIDENTIAL FUNDING COR MRFC 2002 TBC2 A | 12,885 | 12,452 | -433 | 0.00% | -$412 |
| FNMA POOL 947005 FN 10/37 FIXED 6 | 11,724 | 11,355 | -369 | 0.00% | -$484 |
| FN MA0511 | 12,675 | 11,588 | -1,087 | 0.00% | -$1.15K |
| FN 888023 | 12,085 | 11,381 | -704 | 0.00% | -$820 |
| FNMA POOL 835168 FN 08/35 FIXED 5.5 | 11,473 | 11,228 | -245 | 0.00% | -$408 |
| FNMA POOL 765387 FN 08/34 FIXED 6 | 11,958 | 11,209 | -749 | 0.00% | -$859 |
| FNMA POOL AA2374 FN 03/39 FIXED 5.5 | 11,244 | 11,099 | -144 | 0.00% | -$303 |
| FNMA POOL 889037 FN 08/37 FIXED VAR | 11,160 | 10,627 | -533 | 0.00% | -$641 |
| GOVERNMENT NATIONAL MORTGAGE A GNR 2008 27 JD | 10,880 | 10,500 | -379 | 0.00% | -$379 |
| FNMA POOL 992629 FN 11/38 FIXED 5.5 | 10,390 | 10,222 | -168 | 0.00% | -$315 |
| Federal National Mortgage Association Trust | 10,790 | 10,117 | -673 | 0.00% | -$780 |
| CWMBS, Inc. | 15,799 | 10,164 | -5,634 | 0.00% | -$5.60K |
| FNMA POOL AE4703 FN 09/30 FIXED 4 | 10,858 | 10,162 | -696 | 0.00% | -$743 |
| FNMA POOL 759360 FN 01/34 FIXED 5.5 | 9,876 | 9,568 | -308 | 0.00% | -$382 |
| FNMA POOL 889977 FN 10/38 FIXED VAR | 9,140 | 8,863 | -276 | 0.00% | -$409 |
| Banc of America Mortgage Trust, Series 2004-A, Class 2A2 | 9,381 | 9,031 | -351 | 0.00% | -$322 |
| FED HM LN PC POOL C91275 FG 11/29 FIXED 4.5 | 9,694 | 8,604 | -1,090 | 0.00% | -$1.13K |
| FED HM LN PC POOL G03436 FG 11/37 FIXED 6 | 8,407 | 8,133 | -274 | 0.00% | -$359 |
| Bear Stearns ARM Trust | 9,299 | 8,223 | -1,076 | 0.00% | -$1.07K |
| INDYMAC ARM TRUST INARM 2001 H2 A1 | 8,236 | 7,867 | -369 | 0.00% | -$326 |
| FNMA POOL AL3681 FN 10/40 FIXED VAR | 7,602 | 7,318 | -283 | 0.00% | -$363 |
| FNMA UMBS, 30 Year | 7,573 | 7,303 | -269 | 0.00% | -$384 |
| Bear Stearns ARM Trust, Series 2004-10, Class 13A1 | 7,638 | 7,547 | -91 | 0.00% | -$33 |
| Prime Mortgage Trust, Series 2004-CL1, Class 1A2 | 8,041 | 7,724 | -317 | 0.00% | -$328 |
| FNMA POOL 983496 FN 07/35 FIXED 5.5 | 7,690 | 7,065 | -626 | 0.00% | -$750 |
| FNMA POOL 761558 FN 12/33 FIXED 5.5 | 7,414 | 7,198 | -216 | 0.00% | -$283 |
| CITIGROUP MORTGAGE LOAN TRUST CMLTI 2004 HYB2 2A | 7,628 | 7,465 | -163 | 0.00% | -$114 |
| STRUCTURED ASSET MORTGAGE INVE SAMI 2003 AR1 A3 | 7,911 | 7,474 | -437 | 0.00% | -$410 |
| Bear Stearns ARM Trust, Series 2003-9, Class 2A1 | 7,474 | 7,381 | -93 | 0.00% | -$65 |
| FNMA POOL 909597 FN 02/37 FIXED 5.5 | 6,890 | 6,759 | -131 | 0.00% | -$235 |
| FNMA POOL 759477 FN 02/34 FIXED 5.5 | 7,071 | 6,844 | -227 | 0.00% | -$279 |
| FNMA POOL AA7356 FN 02/38 FIXED 4.5 | 7,154 | 6,967 | -187 | 0.00% | -$222 |
| FNMA POOL 254692 FN 03/33 FIXED 5.5 | 7,014 | 6,645 | -369 | 0.00% | -$411 |
| FNMA POOL 888103 FN 09/36 FIXED VAR | 6,640 | 6,409 | -231 | 0.00% | -$328 |
| FNMA POOL 889982 FN 11/38 FIXED VAR | 6,670 | 6,382 | -288 | 0.00% | -$390 |
| Freddie Mac Gold Pool | 7,005 | 6,396 | -609 | 0.00% | -$640 |
| FNMA POOL 735883 FN 03/33 FIXED VAR | 6,578 | 6,178 | -400 | 0.00% | -$461 |
| FED HM LN PC POOL G03640 FG 12/37 FIXED 5.5 | 5,962 | 5,817 | -145 | 0.00% | -$231 |
| JP MORGAN MORTGAGE TRUST JPMMT 2004 A1 1A1 | 6,594 | 6,456 | -138 | 0.00% | -$110 |
| FNMA POOL 806506 FN 10/44 FLOATING VAR | 5,870 | 5,729 | -141 | 0.00% | -$144 |
| FNMA POOL 810851 FN 01/35 FIXED 5.5 | 5,653 | 5,519 | -135 | 0.00% | -$213 |
| GNMA II POOL 080180 G2 03/28 FLOATING VAR | 6,352 | 5,592 | -760 | 0.00% | -$775 |
| Freddie Mac Gold Pool | 6,000 | 5,379 | -621 | 0.00% | -$734 |
| FNMA POOL AD0570 FN 08/37 FIXED VAR | 5,448 | 5,208 | -240 | 0.00% | -$292 |
| FNMA POOL 735861 FN 09/33 FIXED VAR | 5,438 | 5,154 | -284 | 0.00% | -$327 |
| FN 888893 | 5,256 | 5,015 | -241 | 0.00% | -$320 |
| GNMA II POOL 080968 G2 07/34 FLOATING VAR | 5,410 | 4,991 | -419 | 0.00% | -$445 |
| FNMA POOL MA0800 FN 07/41 FIXED 5.5 | 4,895 | 4,820 | -75 | 0.00% | -$147 |
| FNMA POOL 802084 FN 11/34 FIXED 5.5 | 5,152 | 4,828 | -323 | 0.00% | -$432 |
| FNMA POOL 750548 FN 02/34 FIXED 5.5 | 4,888 | 4,765 | -123 | 0.00% | -$164 |
| FN 256022 | 4,831 | 4,639 | -192 | 0.00% | -$264 |
| FNMA POOL MA0130 FN 07/29 FIXED 5 | 4,968 | 4,564 | -404 | 0.00% | -$430 |
| FNMA POOL 985615 FN 04/34 FIXED 5.5 | 4,897 | 4,498 | -400 | 0.00% | -$432 |
| FNMA POOL 929451 FN 05/38 FIXED 5.5 | 4,494 | 4,425 | -69 | 0.00% | -$135 |
| FNMA POOL 743579 FN 11/33 FIXED 5.5 | 4,422 | 4,311 | -110 | 0.00% | -$150 |
| FED HM LN PC POOL A10695 FG 07/33 FIXED 4.5 | 4,472 | 4,328 | -144 | 0.00% | -$170 |
| CSFB 2002-P1A A | 4,590 | 4,396 | -194 | 0.00% | -$179 |
| Freddie Mac Gold Pool | 4,107 | 4,015 | -91 | 0.00% | -$111 |
| FNMA POOL 357906 FN 08/35 FIXED 5.5 | 4,150 | 4,015 | -135 | 0.00% | -$194 |
| FN 735036 | 4,271 | 4,045 | -226 | 0.00% | -$269 |
| FNMA POOL 971726 FN 02/38 FIXED 5.5 | 4,185 | 4,086 | -99 | 0.00% | -$185 |
| FNMA POOL 819030 FN 04/35 FIXED 5.5 | 4,248 | 4,053 | -196 | 0.00% | -$234 |
| FNMA POOL MA0493 FN 08/30 FIXED 4 | 4,332 | 3,988 | -344 | 0.00% | -$359 |
| FNMA POOL 939419 FN 05/37 FLOATING VAR | 3,935 | 3,879 | -57 | 0.00% | -$68 |
| FNMA POOL 725943 FN 10/34 FIXED VAR | 3,983 | 3,777 | -206 | 0.00% | -$244 |
| FN 725425 | 3,695 | 3,510 | -186 | 0.00% | -$221 |
| FED HM LN PC POOL 1B3413 FH 05/37 FLOATING VAR | 3,367 | 3,313 | -55 | 0.00% | -$67 |
| UMBS | 3,195 | 3,050 | -145 | 0.00% | -$194 |
| FNMA POOL 895606 FN 06/36 FLOATING VAR | 3,132 | 3,081 | -51 | 0.00% | -$62 |
| Freddie Mac Gold Pool | 3,164 | 3,007 | -158 | 0.00% | -$188 |
| FNMA POOL 889234 FN 03/38 FIXED VAR | 3,088 | 3,021 | -67 | 0.00% | -$113 |
| FNMA POOL 888352 FN 05/37 FIXED VAR | 3,030 | 2,898 | -132 | 0.00% | -$177 |
| FED HM LN PC POOL 1L0113 FH 05/35 FLOATING VAR | 2,915 | 2,770 | -146 | 0.00% | -$159 |
| FNMA POOL 775474 FN 05/34 FIXED 5.5 | 2,828 | 2,761 | -67 | 0.00% | -$102 |
| Freddie Mac Gold Pool | 2,921 | 2,707 | -214 | 0.00% | -$261 |
| CWHL 2005-3 2A1 V/R 4/25/35 4.64876000 | 3,035 | 2,827 | -209 | 0.00% | -$199 |
| FED HM LN PC POOL G02461 FG 11/36 FIXED 6.5 | 2,589 | 2,522 | -66 | 0.00% | -$79 |
| FNMA UMBS, 20 Year | 2,864 | 2,632 | -232 | 0.00% | -$244 |
| FNMA POOL 764388 FN 03/34 FLOATING VAR | 2,559 | 2,492 | -67 | 0.00% | -$73 |
| FN 254548 | 2,593 | 2,439 | -154 | 0.00% | -$174 |
| FNMA POOL 871251 FN 04/36 FIXED 5.5 | 2,466 | 2,423 | -43 | 0.00% | -$73 |
| FN 256059 | 2,435 | 2,367 | -68 | 0.00% | -$103 |
| FN 745418 | 2,430 | 2,321 | -109 | 0.00% | -$146 |
| FNMA POOL 704101 FN 05/33 FIXED 5.5 | 2,336 | 2,259 | -77 | 0.00% | -$93 |
| Freddie Mac Gold Pool | 2,340 | 2,145 | -194 | 0.00% | -$216 |
| Freddie Mac Gold Pool | 2,001 | 1,956 | -45 | 0.00% | -$73 |
| ADJUSTABLE RATE MORTGAGE TRUST ARMT 2005 7 4A1 | 2,230 | 2,116 | -115 | 0.00% | -$98 |
| FNMA POOL 763798 FN 03/34 FIXED 5.5 | 2,001 | 1,935 | -67 | 0.00% | -$82 |
| Freddie Mac Gold Pool | 1,914 | 1,802 | -112 | 0.00% | -$128 |
| FNMA POOL 928480 FN 07/37 FIXED 6 | 1,749 | 1,715 | -34 | 0.00% | -$50 |
| FNMA POOL 888256 FN 02/37 FLOATING VAR | 1,732 | 1,703 | -30 | 0.00% | -$36 |
| FNMA POOL 930140 FN 11/38 FIXED 6 | 1,702 | 1,661 | -41 | 0.00% | -$57 |
| FED HM LN PC POOL G04604 FG 12/34 FIXED 5.5 | 1,779 | 1,690 | -89 | 0.00% | -$100 |
Top 300 of 343, by weight.
| Security | Shares Dec 2025 | Shares Mar 2026 | Δ shares | End % | Δ value |
|---|---|---|---|---|---|
| US TREASURY N/B | 81,000,000 | 81,000,000 | 0 | 4.06% | -$689.77K |
| US TREASURY N/B | 78,200,000 | 78,200,000 | 0 | 3.28% | -$772.84K |
| US TREASURY N/B | 73,700,000 | 73,700,000 | 0 | 2.90% | -$555.63K |
| US TREASURY N/B | 37,200,000 | 37,200,000 | 0 | 1.79% | -$164.93K |
| US TREASURY N/B | 56,700,000 | 56,700,000 | 0 | 1.77% | -$294.57K |
| US TREASURY N/B | 32,600,000 | 32,600,000 | 0 | 1.67% | -$298.62K |
| US TREASURY N/B | 32,700,000 | 32,700,000 | 0 | 1.63% | -$201.82K |
| US TREASURY N/B | 31,400,000 | 31,400,000 | 0 | 1.55% | -$210.97K |
| US TREASURY N/B | 31,700,000 | 31,700,000 | 0 | 1.54% | -$380.77K |
| US TREASURY N/B | 31,700,000 | 31,700,000 | 0 | 1.52% | -$300.90K |
| US TREASURY N/B | 29,600,000 | 29,600,000 | 0 | 1.51% | -$315.66K |
| US TREASURY N/B | 31,400,000 | 31,400,000 | 0 | 1.48% | -$69.30K |
| US TREASURY N/B | 32,300,000 | 32,300,000 | 0 | 1.47% | -$341.30K |
| REPUBLIC OF SOUTH AFRICA BONDS 02/35 8.875 | 450,300,000 | 450,300,000 | 0 | 1.31% | -$2.22M |
| US TREASURY N/B | 24,300,000 | 24,300,000 | 0 | 1.23% | -$241.10K |
| US TREASURY N/B | 23,100,000 | 23,100,000 | 0 | 1.15% | -$204.38K |
| US TREASURY N/B | 23,200,000 | 23,200,000 | 0 | 1.13% | -$287.28K |
| US TREASURY N/B | 22,700,000 | 22,700,000 | 0 | 1.07% | -$256.70K |
| US TREASURY N/B | 19,700,000 | 19,700,000 | 0 | 0.97% | -$99.27K |
| US TREASURY N/B | 18,600,000 | 18,600,000 | 0 | 0.96% | -$184.55K |
| RPLDCI 6.581 05/30/49 144A | 17,850,000 | 17,850,000 | 0 | 0.92% | -$508.34K |
| PROJECT CASHMERE CLASS A1 144A | 26,500,000 | 26,500,000 | 0 | 0.92% | $598.90K |
| US TREASURY N/B | 19,200,000 | 19,200,000 | 0 | 0.91% | -$19.50K |
| US TREASURY N/B | 19,200,000 | 19,200,000 | 0 | 0.90% | -$29.63K |
| REPUBLIC OF PERU SR UNSECURED 144A 08/32 6.15 | 56,200,000 | 56,200,000 | 0 | 0.85% | -$1.15M |
| US TREASURY N/B | 14,700,000 | 14,700,000 | 0 | 0.77% | -$170.26K |
| US TREASURY N/B | 14,700,000 | 14,700,000 | 0 | 0.76% | -$158.48K |
| US TREASURY N/B | 13,900,000 | 13,900,000 | 0 | 0.70% | -$111.58K |
| RFR USD SOFR/3.50000 12/21/22-30Y CME | 1 | 1 | 0 | 0.55% | -$19.49K |
| US TREASURY N/B | 14,600,000 | 14,600,000 | 0 | 0.54% | -$95.24K |
| US TREASURY N/B | 10,400,000 | 10,400,000 | 0 | 0.52% | -$88.56K |
| US TREASURY N/B | 10,400,000 | 10,400,000 | 0 | 0.52% | -$87.75K |
| TENN VALLEY AUTH | 9,900,000 | 9,900,000 | 0 | 0.51% | -$69.16K |
| US TREASURY N/B | 12,000,000 | 12,000,000 | 0 | 0.50% | -$120.47K |
| US TREASURY N/B | 14,600,000 | 14,600,000 | 0 | 0.47% | -$73.29K |
| US TREASURY N/B | 7,800,000 | 7,800,000 | 0 | 0.39% | -$82.27K |
| QUEBEC PROVINCE CDA 4.45% 09/01/2034 | 10,100,000 | 10,100,000 | 0 | 0.38% | -$145.71K |
| JAPAN (20 YEAR ISSUE) BONDS 12/44 2 | 1,340,000,000 | 1,340,000,000 | 0 | 0.35% | -$429.62K |
| PACIFIC GAS&ELEC | 5,900,000 | 5,900,000 | 0 | 0.31% | -$108.66K |
| JPMORGAN CHASE | 5,950,000 | 5,950,000 | 0 | 0.30% | -$86.63K |
| LAS VEGAS SAN | 5,900,000 | 5,900,000 | 0 | 0.30% | -$72.47K |
| SWTCH 2025-2A A21 | 6,000,000 | 6,000,000 | 0 | 0.29% | -$130.37K |
| Eagle Funding LuxCo S.a.r.l. | 5,700,000 | 5,700,000 | 0 | 0.29% | -$76.04K |
| Avis Budget Rental Car Funding AESOP LLC | 5,300,000 | 5,300,000 | 0 | 0.28% | -$59.01K |
| TENN VALLEY AUTH | 5,400,000 | 5,400,000 | 0 | 0.27% | -$26.03K |
| GMF FLOORPLAN OWNER REVOLVING TRUST GFORT 2023-2 A | 5,100,000 | 5,100,000 | 0 | 0.26% | -$52.70K |
| IVORY COAST SR UNSECURED REGS 01/32 4.875 | 4,800,000 | 4,800,000 | 0 | 0.26% | -$300.76K |
| BARCLAYS COMMERCIAL MORTGAGE S BBCMS 2025 5C37 A2 | 5,000,000 | 5,000,000 | 0 | 0.25% | -$50.38K |
| JAPAN (30 YEAR ISSUE) BONDS 12/54 2.3 | 1,040,000,000 | 1,040,000,000 | 0 | 0.25% | -$358.24K |
| MORGAN STANLEY | 5,000,000 | 5,000,000 | 0 | 0.25% | -$90.57K |
| US TREASURY N/B | 5,100,000 | 5,100,000 | 0 | 0.24% | -$56.68K |
| EIX 6.25 03/15/30 | 4,600,000 | 4,600,000 | 0 | 0.24% | -$43.88K |
| US TREASURY N/B | 4,900,000 | 4,900,000 | 0 | 0.22% | -$57.42K |
| AMT 5.8 11/15/28 | 4,300,000 | 4,300,000 | 0 | 0.22% | -$55.15K |
| UNITED KINGDOM GILT BONDS REGS 07/54 4.375 | 4,000,000 | 4,000,000 | 0 | 0.22% | -$324.60K |
| SFO COMMERICAL MORTGAGE TRUST SFO 2021 555 A 144A | 4,200,000 | 4,200,000 | 0 | 0.21% | $1.68K |
| CBAMR Ltd., Series 2019-9A, Class AR | 4,000,000 | 4,000,000 | 0 | 0.20% | $6.32K |
| RESIDENTIAL ASSET SECURITIES C RASC 2006 KS2 M3 | 3,900,000 | 3,900,000 | 0 | 0.19% | -$3.09K |
| NSANY 1.85 09/16/26 | 3,800,000 | 3,800,000 | 0 | 0.19% | $17.55K |
| LFT 2021-1A A | 3,800,000 | 3,800,000 | 0 | 0.19% | $17.39K |
| PUBLIC SERV COLO | 3,700,000 | 3,700,000 | 0 | 0.18% | -$62.90K |
| BMO MORTGAGE TRUST BMO 2025 5C11 A2 | 3,600,000 | 3,600,000 | 0 | 0.18% | -$41.46K |
| Government of Canada | 5,100,000 | 5,100,000 | 0 | 0.18% | -$59.73K |
| WELLS FARGO CO | 3,500,000 | 3,500,000 | 0 | 0.17% | -$5.96K |
| BROADCOM INC | 3,759,000 | 3,759,000 | 0 | 0.17% | -$41.95K |
| US TREASURY N/B | 3,400,000 | 3,400,000 | 0 | 0.17% | -$44.36K |
| WELLS FARGO COMMERCIAL MORTGAG WFCM 2018 1745 A 144A | 3,500,000 | 3,500,000 | 0 | 0.17% | $10.86K |
| JP Morgan Chase Commercial Mortgage Securities Trust, Series 2022-DATA, Class A | 3,500,000 | 3,500,000 | 0 | 0.16% | -$30.53K |
| RFR USD SOFR/2.61740 09/30/22-25Y* LCH | 1 | 1 | 0 | 0.15% | -$225.27K |
| US BANCORP | 3,000,000 | 3,000,000 | 0 | 0.15% | -$38.00K |
| ATHENE GLOBAL FUNDING SECURED REGS 02/27 VAR | 2,600,000 | 2,600,000 | 0 | 0.15% | -$61.81K |
| IVORY COAST SR UNSECURED REGS 03/30 5.25 | 2,600,000 | 2,600,000 | 0 | 0.15% | -$99.32K |
| AERCAP IRELAND | 3,000,000 | 3,000,000 | 0 | 0.15% | -$43.09K |
| KINDER MORGAN | 2,800,000 | 2,800,000 | 0 | 0.15% | -$27.53K |
| IMPERIAL BRANDS FIN NETH COMPANY GUAR REGS 02/31 5.25 | 2,400,000 | 2,400,000 | 0 | 0.15% | -$116.95K |
| JAPAN (30 YEAR ISSUE) BONDS 06/55 2.8 | 520,000,000 | 520,000,000 | 0 | 0.14% | -$195.19K |
| US TREASURY N/B | 4,000,000 | 4,000,000 | 0 | 0.14% | -$23.36K |
| Avis Budget Rental Car Funding AESOP LLC, Series 2023-3A, Class A | 2,700,000 | 2,700,000 | 0 | 0.14% | -$13.37K |
| FORD MOTOR CRED | 2,600,000 | 2,600,000 | 0 | 0.13% | -$34.90K |
| MORGAN STANLEY | 2,648,000 | 2,648,000 | 0 | 0.13% | -$25.55K |
| GMREV 2023-1 A 144A 5.12% 04-11-35 | 2,600,000 | 2,600,000 | 0 | 0.13% | -$25.57K |
| SANUSA V5.473 03/20/29 | 2,600,000 | 2,600,000 | 0 | 0.13% | -$20.67K |
| AVIS BUDGET RENTAL CAR FUNDING AESOP LLC SER 2023-5A CL A REGD 144A P/P 5.78000000 | 2,600,000 | 2,600,000 | 0 | 0.13% | -$13.56K |
| FREDDIE MAC MULTICLASS CERTIFI FHMR 2024 P016 A2 | 2,600,000 | 2,600,000 | 0 | 0.13% | -$12.68K |
| HUNGARY SR UNSECURED REGS 06/34 4.5 | 2,200,000 | 2,200,000 | 0 | 0.13% | -$89.27K |
| BANK OF AMER CRP | 2,400,000 | 2,400,000 | 0 | 0.12% | -$29.34K |
| JP MORGAN CHASE COMMERCIAL MOR JPMCC 2018 ASH8 A 144A | 2,493,038 | 2,493,038 | 0 | 0.12% | -$10.07K |
| SAMMONS FIN GLO | 2,400,000 | 2,400,000 | 0 | 0.12% | -$25.19K |
| HCA INC | 2,400,000 | 2,400,000 | 0 | 0.12% | -$43.70K |
| LRECS 2025 CRE1 LLC LRECS 2025 CRE1 A 144A | 2,200,000 | 2,200,000 | 0 | 0.11% | -$7.98K |
| EQUINIX EU 2 FIN | 2,200,000 | 2,200,000 | 0 | 0.11% | -$26.68K |
| REPUBLIC OF PERU SR UNSECURED REGS 08/31 6.95 | 6,801,000 | 6,801,000 | 0 | 0.11% | -$129.94K |
| VOYA CLO LTD VOYA 2017 3A A1RR 144A | 2,100,000 | 2,100,000 | 0 | 0.11% | $1.79K |
| HPS CORPORATE LE | 2,100,000 | 2,100,000 | 0 | 0.10% | -$23.48K |
| JPMORGAN CHASE | 2,000,000 | 2,000,000 | 0 | 0.10% | -$30.52K |
| TRANS-ALLEGHENY | 2,000,000 | 2,000,000 | 0 | 0.10% | -$23.22K |
| BMW US CAPITAL LLC REGD 144A P/P 4.65000000 | 2,000,000 | 2,000,000 | 0 | 0.10% | -$8.05K |
| MORGAN STANLEY | 2,000,000 | 2,000,000 | 0 | 0.10% | -$33.62K |
| SANTANDER UK GRP | 2,000,000 | 2,000,000 | 0 | 0.10% | -$20.57K |
| GROSVENOR PLACE CLO BV GROSV 2025 4A A 144A | 1,700,000 | 1,700,000 | 0 | 0.10% | -$32.94K |
| BAIN CAPITAL EURO CLO BCCE 2022 2A ARR 144A | 1,700,000 | 1,700,000 | 0 | 0.10% | -$35.54K |
| Var Energi ASA | 1,900,000 | 1,900,000 | 0 | 0.10% | -$17.60K |
| PHILIP MORRIS INTL INC SR UNSECURED 06/32 3.25 | 1,700,000 | 1,700,000 | 0 | 0.10% | -$66.39K |
| CASSA DEPOSITI E PRESTIT SR UNSECURED 144A 10/30 4.375 | 1,900,000 | 1,900,000 | 0 | 0.09% | -$23.75K |
| NRG ENERGY INC SR SECURED 144A 10/30 4.734 | 1,900,000 | 1,900,000 | 0 | 0.09% | -$20.22K |
| BLACKSTONE REG | 1,900,000 | 1,900,000 | 0 | 0.09% | -$28.76K |
| JAPAN (20 YEAR ISSUE) BONDS 03/45 2.4 | 326,000,000 | 326,000,000 | 0 | 0.09% | -$111.53K |
| NWG 4.789 03/21/28 144A | 1,800,000 | 1,800,000 | 0 | 0.09% | -$18.23K |
| Dai-ichi Life Insurance Co., Ltd. (The) | 1,800,000 | 1,800,000 | 0 | 0.09% | -$76.18K |
| AEP TEXAS | 1,800,000 | 1,800,000 | 0 | 0.09% | -$11.28K |
| FORD MOTOR CRED | 1,800,000 | 1,800,000 | 0 | 0.09% | -$8.94K |
| BARINGS EURO CLO BABSE 2020 1A ARR 144A | 1,500,000 | 1,500,000 | 0 | 0.09% | -$28.23K |
| DAE SUKUK DIFC LTD SR UNSECURED 144A 10/30 4.5 | 1,800,000 | 1,800,000 | 0 | 0.09% | -$57.76K |
| SANDERS RE III LTD UNSECURED 144A 04/29 VAR | 2,600,000 | 2,600,000 | 0 | 0.08% | $156.00K |
| BANC OF AMERICA MERRILL LYNCH BAMLL 2016 ISQ A 144A | 2,000,000 | 2,000,000 | 0 | 0.08% | $4.75K |
| MORGAN STANLEY | 1,580,000 | 1,580,000 | 0 | 0.08% | -$40.56K |
| HAYFIN EMERALD CLO HAYEM 6A AR 144A | 1,400,000 | 1,400,000 | 0 | 0.08% | -$29.44K |
| AMCOR FLEXIBLES | 1,600,000 | 1,600,000 | 0 | 0.08% | -$12.87K |
| CASSA DEPOSITI E PRESTIT SR UNSECURED 144A 05/26 5.75 | 1,600,000 | 1,600,000 | 0 | 0.08% | -$6.66K |
| CAPST 2024-1 A | 1,600,000 | 1,600,000 | 0 | 0.08% | $663 |
| SCE REC FUND | 1,600,000 | 1,600,000 | 0 | 0.08% | -$14.02K |
| ANCHORAGE CREDIT FUNDING LTD. ANCHF 2025 19A A 144A | 1,600,000 | 1,600,000 | 0 | 0.08% | -$14.40K |
| ARES STRATEGIC I | 1,600,000 | 1,600,000 | 0 | 0.08% | -$30.42K |
| UBS GROUP | 1,600,000 | 1,600,000 | 0 | 0.08% | -$9.57K |
| STATE STREET CRP | 1,600,000 | 1,600,000 | 0 | 0.08% | -$35.96K |
| CREDICORP CAPITAL SOCIED /PEN/ REGD P/P 10.10000000 | 4,900,000 | 4,900,000 | 0 | 0.08% | -$57.64K |
| ROMANIA SR UNSECURED 144A 03/30 5.25 | 1,300,000 | 1,300,000 | 0 | 0.08% | -$73.52K |
| CAIRN CLO BV CRNCL 2019 11A AR 144A | 1,300,000 | 1,300,000 | 0 | 0.08% | -$27.55K |
| BAYFRONT IABS VII PTE. LTD. BAYFRT 7A A 144A | 1,500,000 | 1,500,000 | 0 | 0.08% | -$53 |
| ENEL FINANCE INTL NV STEP 07/12/2026 144A | 1,506,000 | 1,506,000 | 0 | 0.07% | $7.49K |
| COMMONSPIRIT | 1,500,000 | 1,500,000 | 0 | 0.07% | -$15.63K |
| AVOLON HOLDINGS FUNDING LTD 4.95% 10/15/2032 144A | 1,500,000 | 1,500,000 | 0 | 0.07% | -$25.13K |
| Banc of America Merrill Lynch Commercial Mortgage Series 2020-BOC, Class A | 1,600,000 | 1,600,000 | 0 | 0.07% | $42.02K |
| NextEra Energy Capital Holdings Inc | 2,000,000 | 2,000,000 | 0 | 0.07% | -$37.46K |
| INTRALOT CAPITAL LUX SR SECURED 144A 10/31 VAR | 1,300,000 | 1,300,000 | 0 | 0.07% | -$73.63K |
| NextEra Energy Capital Holdings, Inc. | 2,000,000 | 2,000,000 | 0 | 0.07% | -$32.27K |
| HCA INC | 1,400,000 | 1,400,000 | 0 | 0.07% | -$26.20K |
| REPUBLIC OF SOUTH AFRICA BONDS 01/37 8.5 | 25,900,000 | 25,900,000 | 0 | 0.07% | -$124.19K |
| BANK OF AMER CRP | 1,400,000 | 1,400,000 | 0 | 0.07% | -$18.66K |
| Vibrant CLO XII Ltd | 1,400,000 | 1,400,000 | 0 | 0.07% | $1.42K |
| AMERICAN EXPRESS CO SR UNSECURED 05/32 VAR | 1,200,000 | 1,200,000 | 0 | 0.07% | -$51.48K |
| ROMARK CREDIT FUNDING LTD SER 2025-4A CL A REGD 144A P/P 5.42300000 | 1,300,000 | 1,300,000 | 0 | 0.07% | -$1.14K |
| RGA GLOBAL FUNDING SECURED 144A 11/30 4.6 | 1,300,000 | 1,300,000 | 0 | 0.06% | -$14.61K |
| PROVIDUS CLO PRVD 5A AR 144A | 1,100,000 | 1,100,000 | 0 | 0.06% | -$23.13K |
| INVESCO EURO CLO XI DAC INVSC 11A A1R 144A | 1,100,000 | 1,100,000 | 0 | 0.06% | -$23.16K |
| JP MORGAN CHASE COMMERCIAL MORTGAGE SE SER 2019-FL12 CL A V/R REGD 144A P/P 5.45601000 | 1,267,988 | 1,267,988 | 0 | 0.06% | $961 |
| AES CORP/THE | 1,250,000 | 1,250,000 | 0 | 0.06% | -$17.69K |
| BROADCOM INC | 1,368,000 | 1,368,000 | 0 | 0.06% | -$9.18K |
| REPUBLIC OF PERU SR UNSECURED REGS 08/34 5.4 | 4,500,000 | 4,500,000 | 0 | 0.06% | -$107.44K |
| GA GLOBAL FNDING | 1,250,000 | 1,250,000 | 0 | 0.06% | -$43.90K |
| SOUTHERN CALIFORNIA EDISON CO SR SEC 1ST LIEN 5.25% 03-15-30 | 1,200,000 | 1,200,000 | 0 | 0.06% | -$12.35K |
| SOUTHERN CAL ED | 1,200,000 | 1,200,000 | 0 | 0.06% | -$3.28K |
| GLOBAL PAY INC | 1,200,000 | 1,200,000 | 0 | 0.06% | -$13.81K |
| MET TOWER GLOBAL FUNDING SR SECURED 144A 09/30 4.2 | 1,200,000 | 1,200,000 | 0 | 0.06% | -$15.89K |
| POST HOLDINGS INC REGD 144A P/P 6.50000000 | 1,200,000 | 1,200,000 | 0 | 0.06% | -$26.23K |
| PALMER SQUARE EUROPEAN LOAN FU PSTET 2025 3A A 144A | 1,000,000 | 1,000,000 | 0 | 0.06% | -$19.37K |
| ROCKFORD TOWER EUROPE CLO RFTE 2018 1A A1RR 144A | 1,000,000 | 1,000,000 | 0 | 0.06% | -$20.97K |
| BARINGS EURO CLO DAC BABSE 2025 1A A 144A | 1,000,000 | 1,000,000 | 0 | 0.06% | -$21.57K |
| MILLER HOMES GROUP FIN SR SECURED 144A 10/30 VAR | 1,000,000 | 1,000,000 | 0 | 0.06% | -$50.62K |
| UBS GROUP | 1,100,000 | 1,100,000 | 0 | 0.06% | -$15.14K |
| ROMANIA SR UNSECURED 144A 06/33 5.375 | 1,000,000 | 1,000,000 | 0 | 0.06% | -$61.39K |
| URSA RE LTD UNSECURED 144A 12/26 VAR | 1,100,000 | 1,100,000 | 0 | 0.06% | -$15.46K |
| DRYDEN SENIOR LOAN FUND DRSLF 2021 95A AR 144A | 1,100,000 | 1,100,000 | 0 | 0.06% | $614 |
| WELLS FARGO COMMERCIAL MORTGAG WFCM 2025 AURA A 144A | 1,100,000 | 1,100,000 | 0 | 0.06% | -$4.13K |
| VICI PROPERTIE | 1,100,000 | 1,100,000 | 0 | 0.05% | -$28.47K |
| TD SYNNEX CORP | 1,100,000 | 1,100,000 | 0 | 0.05% | -$10.21K |
| CHILE ELECTRICITY LUX REGD 144A P/P 5.67200000 | 1,067,958 | 1,067,958 | 0 | 0.05% | -$32.76K |
| RFR USD SOFR/3.50000 06/24/25-30Y CME | 1 | 1 | 0 | 0.05% | -$34.96K |
| GOLDMAN SACHS GP | 1,000,000 | 1,000,000 | 0 | 0.05% | -$15.95K |
| F+G GLOBAL FUNDING SECURED 144A 01/30 5.875 | 1,000,000 | 1,000,000 | 0 | 0.05% | -$25.26K |
| FORD MOTOR CRED | 1,000,000 | 1,000,000 | 0 | 0.05% | -$10.58K |
| VIPER ENERGY PAR | 1,000,000 | 1,000,000 | 0 | 0.05% | -$12.74K |
| PINNACLE WST CAP | 1,000,000 | 1,000,000 | 0 | 0.05% | -$10.88K |
| CONSTELLATION BR | 1,000,000 | 1,000,000 | 0 | 0.05% | -$10.69K |
| CAPST 2025-1 A | 1,000,000 | 1,000,000 | 0 | 0.05% | $165 |
| Atlas Senior Loan Fund XVIII Ltd., Series 2021-18A, Class A1R | 1,000,000 | 1,000,000 | 0 | 0.05% | -$1.20K |
| LCM LTD PARTNERSHIP LCM 35A A1R 144A | 1,000,000 | 1,000,000 | 0 | 0.05% | -$1.37K |
| TRALEE CLO V LTD SER 2018-5A CL A1RR V/R REGD 144A P/P 4.96444000 | 1,000,000 | 1,000,000 | 0 | 0.05% | -$1.27K |
| NATIONAL FOOTBALL LEAGUE 9YR JUL SR SEC | 1,000,000 | 1,000,000 | 0 | 0.05% | -$22.57K |
| JAPAN (30 YEAR ISSUE) BONDS 03/55 2.4 | 204,000,000 | 204,000,000 | 0 | 0.05% | -$72.59K |
| NATIONAL FOOTBALL LEAGUE 5YR JUL SR SEC | 1,000,000 | 1,000,000 | 0 | 0.05% | -$22.22K |
| NATIONAL FOOTBALL LEAGUE 5YR OCT SR SEC | 1,000,000 | 1,000,000 | 0 | 0.05% | -$21.86K |
| WOODSIDE FINANCE | 1,000,000 | 1,000,000 | 0 | 0.05% | -$3.73K |
| MORGAN STANLEY | 941,000 | 941,000 | 0 | 0.05% | -$4.68K |
| FREMONT HOME LOAN TRUST FHLT 2006 2 2A4 | 1,000,000 | 1,000,000 | 0 | 0.05% | $1.55K |
| WOODSIDE FINANCE | 900,000 | 900,000 | 0 | 0.05% | -$3.42K |
| POLESTAR RE LTD UNSECURED 144A 01/27 VAR | 900,000 | 900,000 | 0 | 0.05% | -$8.46K |
| FORD MOTOR CRED | 900,000 | 900,000 | 0 | 0.05% | -$9.69K |
| VMED O2 UK FINC. I 6.75% | 1,000,000 | 1,000,000 | 0 | 0.04% | -$97.49K |
| VICI PROPERTIE | 900,000 | 900,000 | 0 | 0.04% | -$18.23K |
| LLOYDS BK GR PLC | 900,000 | 900,000 | 0 | 0.04% | -$9.82K |
| CAPE LOOKOUT RE LTD UNSECURED 144A 03/32 VAR | 850,000 | 850,000 | 0 | 0.04% | -$13.60K |
| FORD MOTOR CRED | 900,000 | 900,000 | 0 | 0.04% | -$4.43K |
| ARES STRATEGIC I | 900,000 | 900,000 | 0 | 0.04% | -$17.92K |
| PACIFICORP | 900,000 | 900,000 | 0 | 0.04% | -$57.31K |
| ENI SPA SR UNSECURED 144A 05/35 5.75 | 800,000 | 800,000 | 0 | 0.04% | -$8.31K |
| CANADIAN NATL RE | 800,000 | 800,000 | 0 | 0.04% | -$8.04K |
| HCA INC | 800,000 | 800,000 | 0 | 0.04% | -$16.09K |
| LLOYDS BK GR PLC | 800,000 | 800,000 | 0 | 0.04% | -$506 |
| CENCORA INC SR UNSECURED 05/32 3.625 | 700,000 | 700,000 | 0 | 0.04% | -$28.15K |
| Aircastle Ltd. / Aircastle Ireland DAC | 800,000 | 800,000 | 0 | 0.04% | -$10.33K |
| BANK BANK 2025 BNK49 ASB | 763,000 | 763,000 | 0 | 0.04% | -$10.66K |
| CCL 5.125 05/01/29 144A | 800,000 | 800,000 | 0 | 0.04% | -$14.71K |
| RFR USD SOFR/3.86092 03/14/25-30Y* LCH | 2 | 2 | 0 | 0.04% | -$114.48K |
| EVERSOURCE ENERG | 800,000 | 800,000 | 0 | 0.04% | -$6.49K |
| EMBRAER NL FINAN | 750,000 | 750,000 | 0 | 0.04% | -$22.80K |
| WINSTON RE LTD UNSECURED 144A 02/31 VAR | 700,000 | 700,000 | 0 | 0.04% | -$11.20K |
| UBS GROUP | 700,000 | 700,000 | 0 | 0.04% | -$8.94K |
| BROADCOM INC | 831,000 | 831,000 | 0 | 0.04% | -$9.57K |
| BANK OF AMER CRP | 700,000 | 700,000 | 0 | 0.04% | -$5.55K |
| PROJECT HUDSON II FIXED TERM LOAN | 700,000 | 700,000 | 0 | 0.04% | -$3.89K |
| VOLKSWAGEN GRP. OF 4.45% | 700,000 | 700,000 | 0 | 0.03% | -$4.27K |
| NATIONAL FOOTBALL LEAGUE 9YR OCT SR SEC | 700,000 | 700,000 | 0 | 0.03% | -$15.93K |
| PEACEHEALTH OBLI | 700,000 | 700,000 | 0 | 0.03% | -$6.55K |
| CENOVUS ENERGY | 700,000 | 700,000 | 0 | 0.03% | -$2.65K |
| PROLOGIS TARGETED US REGD 144A P/P 4.25000000 | 700,000 | 700,000 | 0 | 0.03% | -$9.90K |
| Coty Inc/HFC Prestige Products Inc/HFC Prestige International US LLC 5.60 01/15/2031 | 700,000 | 700,000 | 0 | 0.03% | -$28.98K |
| ONEMAIN FIN. CORP 6.75% | 700,000 | 700,000 | 0 | 0.03% | -$37.64K |
| Teva Pharmaceutical Finance Netherlands IV B.V. | 640,000 | 640,000 | 0 | 0.03% | -$15.87K |
| RFR USD SOFR/3.25000 03/19/25-7Y LCH | 1 | 1 | 0 | 0.03% | -$63.56K |
| SIXTH STREET LEN | 600,000 | 600,000 | 0 | 0.03% | -$14.01K |
| CORP0HRG0 HRDFDG 5.33 06/09/35 | 600,000 | 600,000 | 0 | 0.03% | -$11.01K |
| FORD MOTOR CRED | 600,000 | 600,000 | 0 | 0.03% | $283 |
| NBN Company, Ltd. | 600,000 | 600,000 | 0 | 0.03% | -$4.43K |
| AVILES 4.75 11/12/30 144A | 600,000 | 600,000 | 0 | 0.03% | -$11.20K |
| ALPHABET INC SR UNSECURED 11/38 3.5 | 500,000 | 500,000 | 0 | 0.03% | -$20.61K |
| RFR JPY MUTK/0.5000 03/15/22-20Y LCH | 1 | 1 | 0 | 0.03% | $43.43K |
| GA GLOBAL FUNDING TRUST SR SECURED 144A 04/32 5.5 | 550,000 | 550,000 | 0 | 0.03% | -$20.46K |
| Venture Global Plaquemines LNG, LLC | 500,000 | 500,000 | 0 | 0.03% | $17.52K |
| CORPORACION NACIONAL DEL COBRE DE CHILE 6.33% 01/13/2035 144A | 500,000 | 500,000 | 0 | 0.03% | -$12.40K |
| Clydesdale Acquisition Holdings Inc | 550,000 | 550,000 | 0 | 0.03% | -$44.89K |
| PCG 6 08/15/35 | 500,000 | 500,000 | 0 | 0.03% | -$9.02K |
| GOLDEN BEAR RE LTD UNSECURED 144A 01/29 VAR | 500,000 | 500,000 | 0 | 0.03% | $8.67K |
| NATWEST MARKETS PLC SR UNSECURED 144A 03/30 VAR | 500,000 | 500,000 | 0 | 0.03% | -$1.07K |
| STOAU 5.75 11/13/35 144A | 500,000 | 500,000 | 0 | 0.03% | $4.06K |
| JACKSON NATL LIFE GLOBAL SECURED 144A 01/28 VAR | 500,000 | 500,000 | 0 | 0.03% | -$2.20K |
| CLECO POWER LLC SR UNSECURED 144A 01/36 5.3 | 500,000 | 500,000 | 0 | 0.02% | -$8.75K |
| NORINCHUKIN BANK/THE 144A 4.674000% 09/09/2030 | 500,000 | 500,000 | 0 | 0.02% | -$7.55K |
| DUKE ENERGY FLA | 530,000 | 530,000 | 0 | 0.02% | -$5.79K |
| CAPITAL FOUR CLO CFOUR 10A A 144A | 400,000 | 400,000 | 0 | 0.02% | -$8.92K |
| RFR USD SOFR/3.94474 03/31/25-30Y* LCH | 2 | 2 | 0 | 0.02% | -$71.72K |
| POLESTAR RE LTD UNSECURED 144A 01/28 VAR | 400,000 | 400,000 | 0 | 0.02% | -$1.62K |
| SANTANDER UK GRP | 400,000 | 400,000 | 0 | 0.02% | -$5.20K |
| FORD MOTOR CRED | 400,000 | 400,000 | 0 | 0.02% | -$1.71K |
| NOMURA HOLDINGS | 400,000 | 400,000 | 0 | 0.02% | -$6.19K |
| Norinchukin Bank/The | 400,000 | 400,000 | 0 | 0.02% | -$7.44K |
| COPT DEFENSE LP | 400,000 | 400,000 | 0 | 0.02% | -$3.74K |
| FORD MOTOR CRED | 400,000 | 400,000 | 0 | 0.02% | -$1.62K |
| UBS GROUP AG SR UNSECURED REGS 08/30 VAR | 400,000 | 400,000 | 0 | 0.02% | -$2.83K |
| CPPIB CAPITAL INC COMPANY GUAR REGS 06/34 4.3 | 500,000 | 500,000 | 0 | 0.02% | -$7.37K |
| MATTEL INC | 350,000 | 350,000 | 0 | 0.02% | -$4.56K |
| CREDICORP CAPITAL SOCIED /PEN/ REGD 144A P/P 9.70000000 | 1,100,000 | 1,100,000 | 0 | 0.02% | -$10.58K |
| MEDTRONIC INC COMPANY GUAR 10/45 4.2 | 300,000 | 300,000 | 0 | 0.02% | -$11.75K |
| PROJ ALFA 3 TERM LOAN | 323,566 | 323,566 | 0 | 0.02% | $0 |
| RFR USD SOFR/4.12982 02/14/25-30Y* LCH | 1 | 1 | 0 | 0.02% | -$44.47K |
| TORREY PINES RE LTD UNSECURED 144A 06/32 VAR | 300,000 | 300,000 | 0 | 0.02% | -$3.93K |
| ORANGE CAPITAL RE DAC SR UNSECURED 144A 01/29 VAR | 250,000 | 250,000 | 0 | 0.02% | -$2.50K |
| SANUSA 5.353 09/06/30 | 300,000 | 300,000 | 0 | 0.02% | -$3.61K |
| VW 5.05 03/27/28 144A | 300,000 | 300,000 | 0 | 0.02% | -$2.73K |
| WINDMILL III RE DAC UNSECURED 144A 07/28 VAR | 250,000 | 250,000 | 0 | 0.02% | -$2.75K |
| QUERCUS RE DESIGNATED ACTIVITY 07/27 1 | 250,000 | 250,000 | 0 | 0.01% | -$1.99K |
| PROTECTIVE LIFE CORP SR UNSECURED 144A 01/31 4.7 | 300,000 | 300,000 | 0 | 0.01% | -$4.01K |
| EDISON INTL | 300,000 | 300,000 | 0 | 0.01% | -$3.16K |
| RFR JPY MUTK/1.00000 03/18/26-2Y LCH | 1 | 1 | 0 | 0.01% | $84.44K |
| NHI 5.35 02/01/33 | 300,000 | 300,000 | 0 | 0.01% | -$4.32K |
| Broadstone Net Lease LLC | 300,000 | 300,000 | 0 | 0.01% | -$5.99K |
| RWE FINANCE US LLC COMPANY GUAR 144A 09/35 5.125 | 300,000 | 300,000 | 0 | 0.01% | -$6.62K |
| PHILIP MORRIS IN | 300,000 | 300,000 | 0 | 0.01% | -$4.61K |
| QUERCUS II RE DAC UNSECURED 144A 01/31 VAR | 250,000 | 250,000 | 0 | 0.01% | -$4.87K |
| INTEGRITY RE III UNSECURED 144A 06/27 VAR | 250,000 | 250,000 | 0 | 0.01% | -$13.15K |
| UNTD AIR 19-2 AA | 292,545 | 292,545 | 0 | 0.01% | $337 |
| INTEGRITY RE III UNSECURED 144A 06/28 VAR | 250,000 | 250,000 | 0 | 0.01% | -$4.12K |
| RFR JPY MUT+5.89/0.7850 11/12/18-20Y LCH | 1 | 1 | 0 | 0.01% | $30.29K |
| 123 LIGHTS RE LTD UNSECURED 144A 09/31 VAR | 250,000 | 250,000 | 0 | 0.01% | -$62 |
| INTEGRITY RE III UNSECURED 144A 06/27 VAR | 250,000 | 250,000 | 0 | 0.01% | -$5.72K |
| KIZUNA RE III PTE LTD UNSECURED 144A 04/29 VAR | 250,000 | 250,000 | 0 | 0.01% | -$1.60K |
| VITALITY RE XVI LTD UNSECURED 144A 01/30 VAR | 250,000 | 250,000 | 0 | 0.01% | -$2.19K |
| VITALITY RE XVI LTD UNSECURED 144A 01/30 VAR | 250,000 | 250,000 | 0 | 0.01% | -$1.75K |
| RFR USD SOFR/3.70000 06/24/25-10Y CME | 1 | 1 | 0 | 0.01% | $90.47K |
| MEDTRONIC INC COMPANY GUAR 10/30 2.95 | 200,000 | 200,000 | 0 | 0.01% | -$8.14K |
| RENAISSANCE HOME EQUITY LOAN TRUST 2007-1 SER 2007-1 CL AF3 V/R REGD 5.61200000 | 927,119 | 927,119 | 0 | 0.01% | -$6.59K |
| LADDER CAP FINAN | 200,000 | 200,000 | 0 | 0.01% | -$4.30K |
| RFR USD SOFR/3.28000 09/16/24-10Y LCH | 3 | 3 | 0 | 0.01% | $28.97K |
| NATWEST GROUP | 200,000 | 200,000 | 0 | 0.01% | -$713 |
| HPS CORPORATE LE | 200,000 | 200,000 | 0 | 0.01% | -$4.06K |
| AM AIRLN 15-1 A | 189,634 | 189,634 | 0 | 0.01% | $30 |
| RFR USD SOFR/3.64300 08/28/24-10Y LCH | 7 | 7 | 0 | 0.01% | $66.76K |
| RFR JPY MUT+5.89/0.8000 10/22/18-20Y LCH | 1 | 1 | 0 | 0.01% | $19.75K |
| RFR USD SOFR/3.7626* 03/01/24-9Y* LCH | 3 | 3 | 0 | 0.01% | $102.38K |
| RFR USD SOFR/3.52500 09/04/24-10Y LCH | 2 | 2 | 0 | 0.01% | $39.12K |
| GOLDEN ST TOBACCO-A1 | 200,000 | 200,000 | 0 | 0.01% | $5.23K |
| REPUBLIC OF SOUTH AFRICA BONDS 01/40 9 | 2,600,000 | 2,600,000 | 0 | 0.01% | -$13.01K |
| HEATHROW FUNDING LTD SR SECURED REGS 12/33 6.45 | 100,000 | 100,000 | 0 | 0.01% | -$6.89K |
| RFR USD SOFR/3.56900 08/14/24-10Y LCH | 1 | 1 | 0 | 0.01% | $44.18K |
| RFR USD SOFR/3.75000 09/17/25-10Y LCH | 1 | 1 | 0 | 0.01% | $20.58K |
| RFR JPY MUT+5.89/0.7500 6/20/19-20Y* LCH | 1 | 1 | 0 | 0.00% | $10.60K |
| RFR JPY MUT+5.89/0.7500 03/20/19-19Y LCH | 1 | 1 | 0 | 0.00% | $11.17K |
| RFR EUR ESTRON/2.06280 11/14/24-5Y* LCH | 1 | 1 | 0 | 0.00% | $60.38K |
| CENTENE CORP | 100,000 | 100,000 | 0 | 0.00% | -$2.41K |
| RFR USD SOFR/3.59500 08/19/24-10Y LCH | 1 | 1 | 0 | 0.00% | $27.75K |
Top 300 of 360, by weight.
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