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 | 25,801,000 | 25,801,000 | 1.39% | $26.26M |
| Uniform Mortgage-Backed Security, TBA | 0 | 19,700,000 | 19,700,000 | 1.03% | $19.41M |
| FNCL 6 7/25 | 0 | 19,000,000 | 19,000,000 | 1.03% | $19.33M |
| G2SF 6 4/25 | 0 | 18,900,000 | 18,900,000 | 1.02% | $19.22M |
| FNCL 4 4/26 | 0 | 18,250,000 | 18,250,000 | 0.91% | $17.22M |
| Uniform Mortgage-Backed Security, TBA | 0 | 13,700,000 | 13,700,000 | 0.70% | $13.21M |
| FNCL 5 4/26 | 0 | 12,800,000 | 12,800,000 | 0.67% | $12.63M |
| Government National Mortgage Association, TBA | 0 | 12,553,000 | 12,553,000 | 0.62% | $11.75M |
| Uniform Mortgage-Backed Security, TBA | 0 | 9,000,000 | 9,000,000 | 0.49% | $9.30M |
| FNCL 4.5 4/26 | 0 | 8,400,000 | 8,400,000 | 0.43% | $8.11M |
| Uniform Mortgage-Backed Security, TBA | 0 | 8,000,000 | 8,000,000 | 0.41% | $7.71M |
| CAPITAL FOUR CLO CFOUR 4A ARR 144A | 0 | 6,000,000 | 6,000,000 | 0.37% | $6.91M |
| US TREASURY N/B | 0 | 7,200,000 | 7,200,000 | 0.36% | $6.88M |
| G2SF 5 5/26 | 0 | 6,040,000 | 6,040,000 | 0.32% | $5.97M |
| Mountain View CLO LLC, Series 2016-1A, Class AR3 | 0 | 4,800,000 | 4,800,000 | 0.25% | $4.80M |
| US TREASURY N/B | 0 | 5,150,000 | 5,150,000 | 0.23% | $4.40M |
| GOLDMAN SACHS GP | 0 | 4,200,000 | 4,200,000 | 0.22% | $4.18M |
| G2SF 4 4/23 | 0 | 4,447,000 | 4,447,000 | 0.22% | $4.17M |
| Uniform Mortgage-Backed Security, TBA | 0 | 4,035,000 | 4,035,000 | 0.21% | $4.05M |
| Government National Mortgage Association, TBA | 0 | 4,400,000 | 4,400,000 | 0.19% | $3.63M |
| UBS AG STAMFORD | 0 | 3,400,000 | 3,400,000 | 0.18% | $3.40M |
| MS V4.213 02/08/30 . | 0 | 3,400,000 | 3,400,000 | 0.18% | $3.37M |
| LLOYDS BK GR PLC | 0 | 3,400,000 | 3,400,000 | 0.18% | $3.36M |
| BANK OF AMER CRP | 0 | 3,400,000 | 3,400,000 | 0.18% | $3.36M |
| ORACLE CORP | 0 | 3,400,000 | 3,400,000 | 0.18% | $3.36M |
| PUBLIC SERV COLO | 0 | 3,400,000 | 3,400,000 | 0.18% | $3.36M |
| JPMORGAN CHASE | 0 | 3,400,000 | 3,400,000 | 0.18% | $3.35M |
| MORGAN STANLEY SR UNSECURED 10/29 VAR | 0 | 2,900,000 | 2,900,000 | 0.18% | $3.35M |
| BARCLAYS PLC | 0 | 3,400,000 | 3,400,000 | 0.18% | $3.33M |
| UNITED MEXICAN STATES SR UNSECURED 05/31 3.875 | 0 | 2,700,000 | 2,700,000 | 0.16% | $3.05M |
| HSBC Holdings PLC | 0 | 3,000,000 | 3,000,000 | 0.16% | $2.98M |
| GNMA I TBA 30 YR 5 SINGLE FAMILY MORTGAGE | 0 | 3,000,000 | 3,000,000 | 0.16% | $2.98M |
| US TREASURY N/B | 0 | 2,900,000 | 2,900,000 | 0.15% | $2.80M |
| GLOBAL PAY INC | 0 | 2,600,000 | 2,600,000 | 0.14% | $2.59M |
| Dhafrah Pv2 Energy Co. LLC | 0 | 2,500,000 | 2,500,000 | 0.13% | $2.43M |
| HA SUST INF CAP | 0 | 2,200,000 | 2,200,000 | 0.11% | $2.14M |
| Morgan Stanley | 0 | 1,900,000 | 1,900,000 | 0.10% | $1.89M |
| Ford Motor Credit Co LLC | 0 | 1,900,000 | 1,900,000 | 0.10% | $1.87M |
| Salesforce Inc | 0 | 1,850,000 | 1,850,000 | 0.10% | $1.85M |
| SALESFORCE INC | 0 | 1,850,000 | 1,850,000 | 0.10% | $1.85M |
| COSTA RICA GOVERNMENT BONDS 144A 01/36 6.001 | 0 | 1,500,000 | 1,500,000 | 0.09% | $1.79M |
| JPMORGAN CHASE | 0 | 1,783,000 | 1,783,000 | 0.09% | $1.70M |
| Takeoff Merger Sub, Inc. | 0 | 1,700,000 | 1,700,000 | 0.09% | $1.69M |
| CRED AGRICOLE SA | 0 | 1,700,000 | 1,700,000 | 0.09% | $1.68M |
| US TREASURY N/B | 0 | 2,200,000 | 2,200,000 | 0.09% | $1.60M |
| EURO-BUND FUTURE JUN26 | 0 | -337 | -337 | 0.07% | $1.31M |
| JPMORGAN CHASE | 0 | 1,300,000 | 1,300,000 | 0.07% | $1.27M |
| GSREFT 2026-FL1 A | 0 | 1,200,000 | 1,200,000 | 0.06% | $1.20M |
| GNMA I TBA 30 YR 4 SINGLE FAMILY MORTGAGE | 0 | 1,000,000 | 1,000,000 | 0.05% | $938.61K |
| JAPAN (30 YEAR ISSUE) BONDS 12/55 3.4 | 0 | 140,000,000 | 140,000,000 | 0.04% | $842.88K |
| RFR GBP SONIO/4.00000 09/16/26-10Y LCH | 0 | 1 | 1 | 0.04% | $821.61K |
| TREASURY CORP VICTORIA LOCAL GOVT G 11/37 2 | 0 | 1,200,000 | 1,200,000 | 0.03% | $559.80K |
| Republic of Colombia | 0 | 500,000 | 500,000 | 0.03% | $496.00K |
| Republic of Colombia | 0 | 500,000 | 500,000 | 0.03% | $490.25K |
| CDX ITRAXX SEN44 5Y ICE | 0 | 1 | 1 | 0.02% | $436.37K |
| IRS EUR 3.00000 09/16/26-30Y LCH | 0 | 1 | 1 | 0.02% | $350.24K |
| JPMORGAN CHASE | 0 | 317,000 | 317,000 | 0.02% | $322.96K |
| JAPAN (30 YEAR ISSUE) BONDS 09/54 2.1 | 0 | 47,250,000 | 47,250,000 | 0.01% | $215.95K |
| JAPAN (20 YEAR ISSUE) BONDS 09/45 2.7 | 0 | 37,150,000 | 37,150,000 | 0.01% | $215.51K |
| RFR USD SOFR/4.00000 06/17/26-30Y LCH | 0 | 1 | 1 | 0.01% | $213.36K |
| CDX IG46 5Y ICE | 0 | 1 | 1 | 0.01% | $186.94K |
| RFR GBP SONIO/4.50000 09/16/26-30Y LCH | 0 | 1 | 1 | 0.01% | $119.87K |
| RFR USD SOFR/3.74800 03/03/26-10Y LCH | 0 | 2 | 2 | 0.00% | $36.69K |
| RFR USD SOFR/3.50000 03/18/26-5Y LCH | 0 | 2 | 2 | 0.00% | $29.49K |
| Three Month SONIA Index Futures | 0 | 51 | 51 | 0.00% | $23.56K |
| U.S. Treasury Bills | 0 | 9,000 | 9,000 | 0.00% | $8.98K |
| RFR USD SOFR/4.08316 06/30/26-27Y* LCH | 0 | 1 | 1 | 0.00% | $8.81K |
| 317UC4OA3 PIMCO SWAPTION 3.25 CALL USD 2026071 | 0 | -60,700,000 | -60,700,000 | 0.00% | $2.86K |
| 317UC50A6 PIMCO SWAPTION 2.54 CALL EUR 2026041 | 0 | -800,000 | -800,000 | 0.00% | -$123 |
| Options on Euro(OGBL) Bund Futures | 0 | -10 | -10 | 0.00% | -$1.27K |
| 317UC6EA9 PIMCO SWAPTION 3.62 CALL USD 2026042 | 0 | -1,100,000 | -1,100,000 | 0.00% | -$1.37K |
| 317UC4YA2 PIMCO SWAPTION 3.6 CALL USD 20260416 | 0 | -2,000,000 | -2,000,000 | 0.00% | -$1.79K |
| 31750SCK9 PIMCO FXVAN PUT USD KRW 1350.0000000 | 0 | -2,373,326 | -2,373,326 | 0.00% | -$2.10K |
| 31750SOL4 PIMCO CDSOPT PUT EUR 1.05 20260520 | 0 | -2,200,000 | -2,200,000 | 0.00% | -$2.57K |
| 31750SC03 PIMCO FXVAN PUT USD KRW 1350.0000000 | 0 | -3,439,000 | -3,439,000 | 0.00% | -$2.82K |
| 317UC4ZA1 PIMCO SWAPTION 2.92 PUT EUR 20260416 | 0 | -800,000 | -800,000 | 0.00% | -$2.97K |
| 31750S7L3 PIMCO CDSOPT PUT USD 0.65 20260520 | 0 | -4,700,000 | -4,700,000 | 0.00% | -$3.82K |
| 31750SBB0 PIMCO FXVAN PUT USD KRW 1350.0000000 | 0 | -4,785,674 | -4,785,674 | 0.00% | -$3.82K |
| 317UC8QA2 PIMCO SWAPTION 4.055 PUT USD 2026042 | 0 | -2,100,000 | -2,100,000 | 0.00% | -$5.85K |
| 317UC8RA1 PIMCO SWAPTION 3.695 CALL USD 202604 | 0 | -2,100,000 | -2,100,000 | 0.00% | -$6.04K |
| 317UC6DA0 PIMCO SWAPTION 3.9 PUT USD 20260420 | 0 | -1,100,000 | -1,100,000 | 0.00% | -$6.23K |
| 317UC4LA6 PIMCO SWAPTION 3.5 CALL USD 20260720 | 0 | -63,100,000 | -63,100,000 | 0.00% | -$10.12K |
| 31750SOZ3 PIMCO CDSOPT CALL USD 97.37500000 20 | 0 | -2,400,000 | -2,400,000 | 0.00% | -$10.34K |
| 317UC4XA3 PIMCO SWAPTION 3.9 PUT USD 20260416 | 0 | -2,000,000 | -2,000,000 | 0.00% | -$10.45K |
| Options on Euro(OGBL) Bund Futures | 0 | -10 | -10 | 0.00% | -$10.52K |
| 31750SIK3 PIMCO CDSOPT PUT USD 0.8 20260617 | 0 | -8,000,000 | -8,000,000 | 0.00% | -$10.90K |
| 317UCACA2 PIMCO SWAPTION 3.669 CALL USD 202604 | 0 | -3,800,000 | -3,800,000 | 0.00% | -$10.91K |
| 317UCABA3 PIMCO SWAPTION 4.069 PUT USD 2026043 | 0 | -3,800,000 | -3,800,000 | 0.00% | -$11.45K |
| 317UC53A3 PIMCO SWAPTION 3.06 CALL USD 2026072 | 0 | -75,000,000 | -75,000,000 | 0.00% | -$11.65K |
| RFR USD SOFR/4.00000 03/18/26-10Y LCH | 0 | 1 | 1 | 0.00% | -$32.83K |
| Long Gilt | 0 | 283 | 283 | -0.09% | -$1.64M |
| Uniform Mortgage-Backed Security, TBA | 0 | -2,000,000 | -2,000,000 | -0.10% | -$1.83M |
| IRS EUR 2.75000 09/16/26-10Y LCH | 0 | 1 | 1 | -0.10% | -$1.86M |
| Security | Shares Dec 2025 | Shares Mar 2026 | Δ shares | End % | Δ value |
|---|---|---|---|---|---|
| FNCL 6 3/24 | 44,801,000 | 0 | -44,801,000 | 0.00% | -$45.98M |
| Uniform Mortgage-Backed Security, TBA | 32,399,000 | 0 | -32,399,000 | 0.00% | -$33.25M |
| Government National Mortgage Association, TBA | 18,900,000 | 0 | -18,900,000 | 0.00% | -$19.25M |
| PROVINCE OF ONTARIO CANADA | 22,700,000 | 0 | -22,700,000 | 0.00% | -$17.19M |
| Government National Mortgage Association, TBA | 17,000,000 | 0 | -17,000,000 | 0.00% | -$16.06M |
| NEDER WATERSCHAPSBANK SR UNSECURED 144A 03/26 2.375 | 11,000,000 | 0 | -11,000,000 | 0.00% | -$10.97M |
| JP Morgan Chase Commercial Mortgage Securities Trust, Series 2021-MHC, Class A | 9,871,800 | 0 | -9,871,800 | 0.00% | -$9.87M |
| Uniform Mortgage-Backed Security, TBA | 9,000,000 | 0 | -9,000,000 | 0.00% | -$9.36M |
| Uniform Mortgage-Backed Security, TBA | 8,600,000 | 0 | -8,600,000 | 0.00% | -$8.57M |
| INTL BK RECON + DEVELOP SR UNSECURED 02/26 5.31 | 126,000,000 | 0 | -126,000,000 | 0.00% | -$7.61M |
| ONTARIO (PROVINCE OF) UNSECURED 02/34 3.65 | 9,500,000 | 0 | -9,500,000 | 0.00% | -$6.94M |
| G2SF 5 1/26 | 6,040,000 | 0 | -6,040,000 | 0.00% | -$6.03M |
| Sandstone Peak Ltd., Series 2021-1A, Class A1R | 5,500,000 | 0 | -5,500,000 | 0.00% | -$5.51M |
| Regatta XVI Funding Ltd., Series 2019-2A, Class A1R | 5,016,851 | 0 | -5,016,851 | 0.00% | -$5.02M |
| Madison Park Funding XLIX Ltd., Series 2021-49A, Class AR | 4,500,000 | 0 | -4,500,000 | 0.00% | -$4.50M |
| Madison Park Funding XLVI Ltd., Series 2020-46A, Class ARR | 4,300,000 | 0 | -4,300,000 | 0.00% | -$4.30M |
| Uniform Mortgage-Backed Security, TBA | 4,035,000 | 0 | -4,035,000 | 0.00% | -$4.09M |
| Government National Mortgage Association | 4,400,000 | 0 | -4,400,000 | 0.00% | -$3.64M |
| 37 CAPITAL CLO LTD PUTNM 2023 2A AR 144A | 3,600,000 | 0 | -3,600,000 | 0.00% | -$3.60M |
| 37 CAPITAL CLO LTD PUTNM 2022 1A A1R 144A | 3,500,000 | 0 | -3,500,000 | 0.00% | -$3.51M |
| IRS EUR 0.25000 09/15/21-15Y LCH | 1 | 0 | -1 | 0.00% | -$3.30M |
| Madison Park Funding XXXVI Ltd., Series 2019-36A, Class A1RR | 3,300,000 | 0 | -3,300,000 | 0.00% | -$3.30M |
| GNMA I TBA 30 YR 5 SINGLE FAMILY MORTGAGE | 3,000,000 | 0 | -3,000,000 | 0.00% | -$3.00M |
| Bain Capital Credit CLO Ltd., Series 2021-3A, Class AR | 2,550,000 | 0 | -2,550,000 | 0.00% | -$2.55M |
| AVOCA STATIC CLO AVOST 1A AR 144A | 1,951,034 | 0 | -1,951,034 | 0.00% | -$2.29M |
| HAT HOLDINGS I LLC/HAT REGD 144A P/P 8.00000000 | 2,187,000 | 0 | -2,187,000 | 0.00% | -$2.27M |
| CANADIAN GOVERNMENT /CAD/ REGD 3.00000000 | 2,800,000 | 0 | -2,800,000 | 0.00% | -$1.99M |
| CANYON CLO 2020-1 LTD SER 2020-1A CL AR2 V/R REGD 144A P/P 4.98454000 | 1,900,000 | 0 | -1,900,000 | 0.00% | -$1.90M |
| US TREASURY N/B | 1,481,000 | 0 | -1,481,000 | 0.00% | -$1.49M |
| GNMA I TBA 30 YR 4 SINGLE FAMILY MORTGAGE | 1,000,000 | 0 | -1,000,000 | 0.00% | -$947.77K |
| U.S. Treasury Bills | 843,000 | 0 | -843,000 | 0.00% | -$835.78K |
| U.S. Treasury Bills | 841,000 | 0 | -841,000 | 0.00% | -$833.21K |
| IRS EUR 3.00000 03/18/26-30Y LCH | 1 | 0 | -1 | 0.00% | -$816.32K |
| FUT. EURO-BUND EUX MAR26 | -326 | 0 | 326 | 0.00% | -$652.16K |
| PRJCT ALFA INVSTINDUSTRAL VIII 2025 EUR TERM LOAN 2 | 378,000 | 0 | -378,000 | 0.00% | -$444.23K |
| U.S. Treasury Bills | 355,000 | 0 | -355,000 | 0.00% | -$351.22K |
| PROVINCE OF ONTARIO CANADA | 417,000 | 0 | -417,000 | 0.00% | -$305.10K |
| UKG 10YR FUT G H6 03-27-26 | 134 | 0 | -134 | 0.00% | -$117.39K |
| 31750S121 PIMCO FXVAN PUT USD KRW 1375.0000000 | 0 | 0 | 0 | 0.00% | -$64.30K |
| 31750S170 PIMCO FXVAN PUT USD KRW 1375.0000000 | 0 | 0 | 0 | 0.00% | -$11.83K |
| 31750S1B1 PIMCO FXVAN PUT USD KRW 1372.0000000 | 0 | 0 | 0 | 0.00% | -$8.28K |
| U.S. Treasury Bills | 8,000 | 0 | -8,000 | 0.00% | -$7.99K |
| FNMA POOL 822393 FN 04/35 FIXED 5.5 | 297 | 0 | -297 | 0.00% | -$301 |
| GNMA II POOL 008788 G2 01/26 FLOATING VAR | 2 | 0 | -2 | 0.00% | -$2 |
| RFR USD SOFR/3.91900 01/14/26-10Y LCH | 0 | 0 | 0 | 0.00% | $0 |
| USD - KRW | 0 | 0 | 0 | 0.00% | $0 |
| RFR USD SOFR/3.92750 01/20/26-10Y LCH | 0 | 0 | 0 | 0.00% | $0 |
| USD - KRW | 0 | 0 | 0 | 0.00% | $0 |
| USD - KRW | 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 | -2,000,000 | 0 | 2,000,000 | 0.00% | $0 |
| 317UB9VA5 PIMCO SWAPTION 3.58 CALL USD 2026010 | -7,000,000 | 0 | 7,000,000 | 0.00% | $1 |
| 317UB7YA6 PIMCO SWAPTION 3.8475 PUT USD 202601 | -2,000,000 | 0 | 2,000,000 | 0.00% | $176 |
| 317UBA6A0 PIMCO SWAPTION 3.625 CALL USD 202601 | -3,200,000 | 0 | 3,200,000 | 0.00% | $290 |
| EURO-BUND OPTION FEB26C 130.5 EXP 01/23/2026 | -10 | 0 | 10 | 0.00% | $470 |
| 317UBA5A1 PIMCO SWAPTION 3.925 PUT USD 2026010 | -3,200,000 | 0 | 3,200,000 | 0.00% | $635 |
| RFR GBP SONIO/4.50000 09/17/25-30Y LCH | 1 | 0 | -1 | 0.00% | $1.03K |
| 317UBCLA9 PIMCO SWAPTION 3.6475 CALL USD 20260 | -2,100,000 | 0 | 2,100,000 | 0.00% | $1.45K |
| 317UBCKA0 PIMCO SWAPTION 3.9275 PUT USD 202601 | -2,100,000 | 0 | 2,100,000 | 0.00% | $1.68K |
| 317UBC4A8 PIMCO SWAPTION 3.639 CALL USD 202601 | -7,200,000 | 0 | 7,200,000 | 0.00% | $1.83K |
| 317UBEXA2 PIMCO SWAPTION 3.622 CALL USD 202601 | -2,100,000 | 0 | 2,100,000 | 0.00% | $2.87K |
| 317UBC3A9 PIMCO SWAPTION 3.919 PUT USD 2026011 | -7,200,000 | 0 | 7,200,000 | 0.00% | $4.58K |
| 317UB9UA6 PIMCO SWAPTION 3.86 PUT USD 20260105 | -7,000,000 | 0 | 7,000,000 | 0.00% | $5.60K |
| 317UBEWA3 PIMCO SWAPTION 3.882 PUT USD 2026012 | -2,100,000 | 0 | 2,100,000 | 0.00% | $6.21K |
| EURO-BUND OPTION FEB26P 127.5 EXP 01/23/2026 | -10 | 0 | 10 | 0.00% | $7.05K |
| OIS CAD CAONREPO/3.5000 03/28/24-8Y* LCH | 1 | 0 | -1 | 0.00% | $600.74K |
| IRS EUR 2.75000 03/18/26-10Y LCH | 1 | 0 | -1 | 0.00% | $1.25M |
| FNCL 3.5 2/26 | -2,000,000 | 0 | 2,000,000 | 0.00% | $1.84M |
| Security | Shares Dec 2025 | Shares Mar 2026 | Δ shares | End % | Δ value |
|---|---|---|---|---|---|
| US TREASURY N/B | 69,900,000 | 70,400,000 | 500,000 | 3.08% | -$289.60K |
| US TREASURY N/B | 24,400,000 | 26,800,000 | 2,400,000 | 0.95% | $1.45M |
| US TREASURY N/B | 18,800,000 | 21,900,000 | 3,100,000 | 0.85% | $2.12M |
| US TREASURY N/B | 16,400,000 | 20,000,000 | 3,600,000 | 0.62% | $2.03M |
| CDX ITRAXX XOV44 5Y 35-100% SP MYC | 5 | 6 | 1 | 0.26% | $915.21K |
| US TREASURY N/B | 4,000,000 | 6,400,000 | 2,400,000 | 0.23% | $1.64M |
| JAPAN (30 YEAR ISSUE) BONDS 03/55 2.4 | 655,900,000 | 746,900,000 | 91,000,000 | 0.19% | $211.52K |
| JAPAN (30 YEAR ISSUE) BONDS 09/55 3.2 | 190,000,000 | 531,000,000 | 341,000,000 | 0.16% | $1.90M |
| JAPAN (30 YEAR ISSUE) BONDS 12/54 2.3 | 560,000,000 | 580,250,000 | 20,250,000 | 0.15% | -$96.04K |
| JP MORGAN MORTGAGE TRUST JPMMT 2006 S2 3A10 | 1,976,410 | 1,976,422 | 12 | 0.03% | -$2.69K |
| US ULTRA BOND CBT Sep25 | -291,888,884 | -243,750,139 | 48,138,746 | -12.78% | $48.04M |
| Security | Shares Dec 2025 | Shares Mar 2026 | Δ shares | End % | Δ value |
|---|---|---|---|---|---|
| FNMA POOL CB7589 FN 11/53 FIXED 5.5 | 29,026,116 | 27,832,753 | -1,193,363 | 1.49% | -$1.48M |
| FNMA POOL MB0293 FN 12/54 FIXED 6 | 23,921,742 | 21,634,277 | -2,287,465 | 1.17% | -$2.49M |
| FNMA POOL CB5223 FN 11/52 FIXED 4 | 22,165,842 | 22,024,753 | -141,089 | 1.11% | -$270.51K |
| FNMA POOL CB7216 FN 09/53 FIXED 4 | 21,365,462 | 21,168,724 | -196,739 | 1.06% | -$320.08K |
| FED HM LN PC POOL RA8481 FR 07/53 FIXED 4.5 | 18,210,481 | 17,943,468 | -267,012 | 0.92% | -$457.80K |
| FNMA POOL CB7217 FN 09/53 FIXED 4.5 | 17,950,738 | 17,812,429 | -138,309 | 0.91% | -$330.38K |
| FHLG 30YR 5% 06/01/2053#RA8573 | 15,577,760 | 14,990,102 | -587,659 | 0.79% | -$740.74K |
| FNMA POOL CB8271 FN 04/54 FIXED 5 | 14,303,338 | 13,987,456 | -315,882 | 0.73% | -$466.69K |
| FNMA POOL CB2786 FN 01/52 FIXED 3 | 15,984,421 | 15,604,556 | -379,864 | 0.73% | -$429.69K |
| UMBS | 13,814,494 | 13,650,181 | -164,314 | 0.70% | -$306.87K |
| FED HM LN PC POOL RJ1108 FR 03/54 FIXED 5 | 13,389,355 | 13,297,288 | -92,067 | 0.70% | -$236.43K |
| UMBS | 13,305,868 | 13,142,883 | -162,985 | 0.69% | -$298.17K |
| UMBS | 13,489,836 | 13,017,232 | -472,604 | 0.67% | -$605.17K |
| U.S. Treasury Inflation-Protected Indexed Bonds | 23,636,907 | 23,608,557 | -28,350 | 0.67% | -$211.99K |
| Freddie Mac Pool | 12,656,528 | 12,283,149 | -373,379 | 0.66% | -$490.84K |
| FNMA POOL CB7218 FN 10/53 FIXED 5 | 12,374,071 | 12,055,534 | -318,537 | 0.63% | -$441.02K |
| FNMA POOL CB7588 FN 11/53 FIXED 5 | 12,122,319 | 11,778,742 | -343,578 | 0.62% | -$460.15K |
| FED HM LN PC POOL RA8572 FR 06/53 FIXED 4.5 | 11,617,487 | 11,422,062 | -195,425 | 0.59% | -$317.86K |
| FNMA POOL CB6832 FN 07/53 FIXED 5 | 11,580,083 | 11,153,742 | -426,341 | 0.59% | -$542.77K |
| FED HM LN PC POOL RJ0138 FR 12/53 FIXED 5.5 | 12,038,498 | 10,822,200 | -1,216,298 | 0.58% | -$1.33M |
| FNMA POOL CB6418 FN 05/53 FIXED 5 | 10,721,278 | 10,427,644 | -293,635 | 0.55% | -$400.96K |
| FNMA POOL CB6609 FN 06/53 FIXED 4.5 | 10,572,907 | 10,497,740 | -75,167 | 0.54% | -$184.85K |
| FNMA POOL CB5401 FN 12/52 FIXED 4.5 | 10,321,826 | 10,129,272 | -192,554 | 0.52% | -$299.82K |
| FNMA POOL CB6417 FN 05/53 FIXED 4.5 | 9,871,494 | 9,714,919 | -156,574 | 0.50% | -$259.92K |
| SUNNOVA SOL IV ISSUER LLC SNVA 2022-A A | 10,948,178 | 10,799,204 | -148,974 | 0.48% | -$178.01K |
| FED HM LN PC POOL RA8520 FR 02/53 FIXED 4.5 | 9,354,838 | 9,293,468 | -61,369 | 0.48% | -$161.96K |
| U.S. TREASURY INFLATION-PROTECTED SECURITIES 0-3/4% 02/15/2045 | 12,444,480 | 12,429,540 | -14,940 | 0.47% | -$144.63K |
| FED HM LN PC POOL RJ0639 FR 01/54 FIXED 5.5 | 8,368,849 | 8,117,578 | -251,271 | 0.43% | -$329.91K |
| FED HM LN PC POOL RA8480 FR 07/53 FIXED 4 | 8,627,915 | 8,277,768 | -350,148 | 0.42% | -$381.81K |
| FNMA POOL BL1004 FN 12/28 FIXED 4.01 | 7,592,839 | 7,558,716 | -34,124 | 0.40% | -$65.79K |
| UMBS | 8,002,865 | 7,952,365 | -50,500 | 0.40% | -$106.29K |
| U.S. TREASURY INFLATION-PROTECTED SECURITIES 1.250 04/15/2028 | 7,055,945 | 7,047,495 | -8,450 | 0.38% | $48.20K |
| LPSLT 2021-2GS A 3/48 | 9,040,638 | 8,826,519 | -214,118 | 0.37% | -$408.51K |
| Freddie Mac Gold Pool | 7,428,643 | 7,343,157 | -85,486 | 0.36% | -$139.98K |
| BUONI POLIENNALI DEL TES SR UNSECURED 144A REGS 05/28 1 | 5,789,250 | 5,747,805 | -41,445 | 0.36% | -$33.63K |
| MSAIC 2022-1A A | 7,916,024 | 7,717,067 | -198,957 | 0.36% | -$130.47K |
| FR RA2970 | 6,924,579 | 6,798,868 | -125,711 | 0.31% | -$137.27K |
| FED HM LN PC POOL RJ0046 FR 10/53 FIXED 4 | 6,043,464 | 6,014,893 | -28,571 | 0.30% | -$57.43K |
| GoodLeap Sustainable Home Solutions Trust, Series 2021-3CS, Class A | 7,113,510 | 6,957,400 | -156,109 | 0.29% | -$396.77K |
| UMBS | 5,282,390 | 5,136,328 | -146,062 | 0.27% | -$193.96K |
| UMBS | 5,024,793 | 5,004,029 | -20,764 | 0.26% | -$75.09K |
| SUNRUN DEMETER ISSUER LLC SUNRN 2021 2A A 144A | 5,377,559 | 5,284,366 | -93,193 | 0.25% | -$106.85K |
| FNMA POOL CB6608 FN 07/53 FIXED 4 | 5,021,349 | 4,921,782 | -99,567 | 0.25% | -$126.75K |
| ONYP 2020-1NYP A | 5,000,000 | 4,719,542 | -280,458 | 0.24% | -$346.37K |
| U.S. Treasury Inflation-Protected Notes 2.125%, Due 02/15/2054 | 5,092,464 | 5,086,368 | -6,096 | 0.24% | -$91.02K |
| FNMA POOL CB6416 FN 05/53 FIXED 4 | 4,745,471 | 4,716,082 | -29,390 | 0.24% | -$62.01K |
| Freddie Mac Gold Pool | 4,947,939 | 4,764,753 | -183,185 | 0.24% | -$217.03K |
| UMBS | 4,753,092 | 4,403,889 | -349,203 | 0.24% | -$390.56K |
| FED HM LN PC POOL RA9049 FR 05/53 FIXED 4 | 4,531,468 | 4,509,259 | -22,209 | 0.23% | -$49.44K |
| FNMA POOL CB4806 FN 07/52 FIXED 3 | 4,684,579 | 4,623,707 | -60,873 | 0.22% | -$81.36K |
| FNCL UMBS 4.0 RA9795 09-01-53 | 4,326,744 | 4,301,404 | -25,340 | 0.22% | -$48.42K |
| FN AS7736 | 4,330,293 | 4,285,238 | -45,055 | 0.21% | -$65.58K |
| CONTINENTAL WIND SR SECURED 144A 02/33 6 | 3,807,654 | 3,542,305 | -265,350 | 0.19% | -$284.00K |
| Trinitas CLO XIX Ltd., Series 2022-19A, Class A1R | 4,101,632 | 3,477,460 | -624,172 | 0.18% | -$628.86K |
| U.S. TREASURY INFLATION-PROTECTED SECURITIES 0.25% 02/15/2050 | 5,825,762 | 5,818,770 | -6,992 | 0.17% | -$60.07K |
| GREYWOLF CLO LTD GWOLF 2020 3RA A1R2 144A | 4,269,472 | 3,212,691 | -1,056,780 | 0.17% | -$1.06M |
| MF1 MULTIFAMILY HOUSING MORTGA MF1 2022 FL8 A 144A | 5,019,843 | 2,898,310 | -2,121,533 | 0.15% | -$2.12M |
| FNCL UMBS 4.0 RA8200 12-01-52 | 2,995,653 | 2,981,871 | -13,782 | 0.15% | -$33.68K |
| UMBS | 2,937,071 | 2,922,611 | -14,460 | 0.15% | -$27.84K |
| FNMA POOL CB5400 FN 12/52 FIXED 4 | 2,859,346 | 2,840,903 | -18,443 | 0.14% | -$36.07K |
| U.S. TREASURY INFLATION-PROTECTED SECURITIES 0-7/8% 02/15/2047 | 3,776,808 | 3,772,272 | -4,536 | 0.14% | -$47.95K |
| SMB Private Education Loan Trust, Series 2024-A, Class A1A | 2,668,245 | 2,522,647 | -145,598 | 0.14% | -$170.25K |
| TSET 2024-1A A2 | 2,773,699 | 2,527,912 | -245,787 | 0.13% | -$257.63K |
| FED HM LN PC POOL G61453 FG 05/48 FIXED 3.5 | 2,727,768 | 2,698,917 | -28,851 | 0.13% | -$49.63K |
| Hertz Vehicle Financing LLC, Series 2023-1A, Class A | 5,000,000 | 2,500,000 | -2,500,000 | 0.13% | -$2.51M |
| U.S. TREASURY INFLATION-PROTECTED SECURITIES 1-3/8% 02/15/2044 | 2,933,889 | 2,930,361 | -3,528 | 0.13% | -$35.50K |
| MSIX 2006-2 A3 | 7,494,385 | 7,440,142 | -54,244 | 0.13% | -$43.78K |
| FED HM LN PC POOL RA8571 FR 06/53 FIXED 4 | 2,527,688 | 2,514,997 | -12,691 | 0.13% | -$29.44K |
| GNMA POOL 784544 GN 09/47 FIXED 3.5 | 2,576,876 | 2,528,957 | -47,919 | 0.13% | -$29.12K |
| FHMS KSG1 X1 | 59,627,458 | 59,419,306 | -208,152 | 0.13% | -$155.01K |
| GNMA II POOL BF3083 G2 07/48 FIXED 4 | 2,639,416 | 2,459,812 | -179,604 | 0.12% | -$189.73K |
| GNMA II POOL BP1523 G2 08/49 FIXED 3.5 | 2,346,779 | 2,238,264 | -108,515 | 0.11% | -$83.70K |
| FNMA ACES, Series 2020-M33, Class X2 | 44,668,022 | 44,605,208 | -62,814 | 0.11% | -$229.52K |
| TAOT 2024-B A3 | 2,385,624 | 1,985,782 | -399,842 | 0.11% | -$407.42K |
| LEHMAN XS TRUST LXS 2005 10 2A4A | 2,266,640 | 2,214,781 | -51,859 | 0.10% | -$59.81K |
| FN CB6395 | 1,977,018 | 1,947,284 | -29,734 | 0.10% | -$49.83K |
| UMBS | 2,092,256 | 1,918,773 | -173,482 | 0.10% | -$177.62K |
| GNMA II POOL BG6247 G2 05/48 FIXED 4 | 1,938,450 | 1,924,060 | -14,390 | 0.10% | -$28.54K |
| SUNNOVA SOL V ISSUER, LLC SNVA 2023 1A A 144A | 1,873,197 | 1,855,860 | -17,337 | 0.10% | -$20.52K |
| ARES EURO CLO ARESE 14A AR 144A | 2,101,374 | 1,531,731 | -569,644 | 0.09% | -$700.47K |
| PRPM 2023-NQM2 Trust | 1,838,940 | 1,704,695 | -134,245 | 0.09% | -$140.61K |
| Freddie Mac REMICS | 1,762,395 | 1,685,300 | -77,095 | 0.09% | -$77.32K |
| GNMA POOL AI7205 GN 08/45 FIXED 3.5 | 1,822,523 | 1,770,695 | -51,828 | 0.09% | -$36.90K |
| FIRST HELP FINANCIAL LLC FHF 2024 2A A2 144A | 1,941,531 | 1,573,901 | -367,630 | 0.08% | -$369.07K |
| OPTION ONE MORTGAGE LOAN TRUST OOMLT 2006 3 2A4 | 3,132,301 | 3,101,178 | -31,123 | 0.08% | -$24.06K |
| FIRST HELP FINANCIAL LLC FHF 2024 1A A2 144A | 1,720,525 | 1,430,704 | -289,821 | 0.08% | -$292.10K |
| FN CA0241 | 1,548,036 | 1,505,223 | -42,813 | 0.08% | -$54.47K |
| GNMA II POOL BH9386 G2 06/48 FIXED 4 | 1,625,133 | 1,522,675 | -102,457 | 0.08% | -$109.28K |
| SERVICE EXPERTS ISSUER SE 2021 1A A 144A | 1,752,444 | 1,424,149 | -328,295 | 0.07% | -$326.54K |
| CWABS Asset-Backed Certificates Trust, Series 2006-21, Class 2A4 | 1,499,567 | 1,469,738 | -29,829 | 0.07% | -$25.35K |
| GNMA II POOL BO7890 G2 07/49 FIXED 3.5 | 1,466,408 | 1,456,762 | -9,646 | 0.07% | $1.63K |
| U.S. TREASURY INFLATION-PROTECTED SECURITIES 1.50% 2/15/2053 | 1,752,592 | 1,750,496 | -2,096 | 0.07% | -$24.73K |
| GNMA II POOL BE6839 G2 03/48 FIXED 4 | 1,402,501 | 1,391,940 | -10,561 | 0.07% | -$20.79K |
| GOVERNMENT NATIONAL MORTGAGE A GNR 2017 H14 FG | 1,412,836 | 1,270,291 | -142,546 | 0.07% | -$142.22K |
| GNMA II POOL BH6692 G2 06/48 FIXED 4 | 1,429,946 | 1,355,212 | -74,734 | 0.07% | -$81.60K |
| FNMA POOL CA3437 FN 04/34 FIXED 3 | 1,360,743 | 1,320,492 | -40,250 | 0.07% | -$47.43K |
| Mosaic Solar Loan Trust, Series 2023-3A, Class A | 1,328,138 | 1,291,895 | -36,243 | 0.07% | -$54.73K |
| GNMA II POOL AX3359 G2 07/48 FIXED 4 | 1,343,925 | 1,302,399 | -41,527 | 0.07% | -$49.59K |
| FNMA POOL 985616 FN 04/34 FIXED 5.5 | 1,229,060 | 1,172,413 | -56,647 | 0.06% | -$63.52K |
| FED HM LN PC POOL RJ3036 FR 12/54 FIXED 5.5 | 1,248,889 | 1,137,254 | -111,634 | 0.06% | -$123.76K |
| MORGAN STANLEY CAPITAL INC MSAC 2007 HE2 A2C | 2,386,396 | 2,366,504 | -19,892 | 0.06% | -$17.32K |
| GNMA II POOL BM1356 G2 07/49 FIXED 3.5 | 1,166,346 | 1,151,825 | -14,521 | 0.06% | -$5.05K |
| U.S. Treasury Inflation-Protected Indexed Bonds | 1,135,057 | 1,133,693 | -1,364 | 0.06% | -$23.09K |
| GNMA II POOL BG3076 G2 05/48 FIXED 4 | 1,075,786 | 1,067,847 | -7,939 | 0.05% | -$15.81K |
| U.S. Treasury Inflation Linked Bonds | 1,423,345 | 1,421,640 | -1,705 | 0.05% | -$17.62K |
| GNMA II POOL BH3888 G2 05/48 FIXED 4 | 1,094,136 | 1,047,764 | -46,372 | 0.05% | -$52.43K |
| GNMA II POOL BD3919 G2 05/48 FIXED 4 | 1,056,833 | 1,047,056 | -9,777 | 0.05% | -$17.39K |
| GNMA II POOL BM8966 G2 06/49 FIXED 3.5 | 1,012,496 | 987,636 | -24,860 | 0.05% | -$15.85K |
| BMWLT 2024-1 A3 | 2,205,970 | 852,943 | -1,353,027 | 0.05% | -$1.36M |
| GNMA II POOL 784346 G2 07/47 FIXED 3.5 | 921,467 | 898,215 | -23,251 | 0.04% | -$7.86K |
| GNMA II POOL BG6260 G2 06/48 FIXED 4 | 885,298 | 878,348 | -6,949 | 0.04% | -$13.40K |
| GOVERNMENT NATIONAL MORTGAGE A GNR 2016 H21 AF | 911,223 | 813,574 | -97,649 | 0.04% | -$98.46K |
| U.S. TREASURY INFLATION-PROTECTED SECURITIES 0-1/8% 02/15/2052 | 1,520,558 | 1,518,738 | -1,820 | 0.04% | -$16.08K |
| BANC OF AMERICA MORTGAGE SECUR BOAMS 2007 2 A13 | 957,595 | 949,143 | -8,453 | 0.04% | -$9.56K |
| GOVERNMENT NATIONAL MORTGAGE A GNR 2017 H25 FB | 836,341 | 742,344 | -93,997 | 0.04% | -$94.71K |
| GNMA II POOL BM1355 G2 07/49 FIXED 3.5 | 809,300 | 803,498 | -5,802 | 0.04% | $425 |
| U.S. TREASURY INFLATION-PROTECTED SECURITIES 0-5/8% 02/15/2043 | 991,354 | 990,164 | -1,190 | 0.04% | -$8.40K |
| FNMA POOL AL0520 FN 07/41 FIXED VAR | 734,836 | 710,113 | -24,723 | 0.04% | -$35.86K |
| Government National Mortgage Association REMICS | 771,457 | 742,914 | -28,543 | 0.04% | -$29.05K |
| GOVERNMENT NATIONAL MORTGAGE A GNR 2017 H14 FE | 800,649 | 700,944 | -99,705 | 0.04% | -$99.68K |
| FNMA POOL BE5205 FN 03/47 FIXED 3.5 | 751,141 | 744,308 | -6,833 | 0.04% | -$12.83K |
| GSMPS MORTGAGE LOAN TRUST GSMPS 2006 RP2 1AF1 144A | 827,681 | 804,452 | -23,229 | 0.04% | -$23.91K |
| FREDDIE MAC MULTICLASS CERTIFI FHMR 2020 P003 A1 | 821,787 | 761,607 | -60,180 | 0.04% | -$56.50K |
| Freddie Mac Multifamily Structured Pass Through Certificates | 24,068,972 | 23,965,631 | -103,341 | 0.03% | -$58.76K |
| RESIDENTIAL ACCREDIT LOANS, IN RALI 2006 QA6 A1 | 647,881 | 637,727 | -10,154 | 0.03% | -$7.12K |
| FNMA POOL CB4615 FN 07/52 FIXED 4.5 | 569,971 | 567,246 | -2,725 | 0.03% | -$8.89K |
| GNMA II POOL BM9250 G2 05/49 FIXED 3.5 | 594,524 | 590,623 | -3,901 | 0.03% | $659 |
| COLLEGE AVE STUDENT LOANS CASL 2018 A A1 144A | 532,928 | 503,086 | -29,842 | 0.03% | -$29.81K |
| AMERICAN HOME MORTGAGE ASSETS AHMA 2007 3 21A1 | 551,868 | 529,633 | -22,235 | 0.03% | -$21.05K |
| Government National Mortgage Association | 543,539 | 442,634 | -100,905 | 0.02% | -$101.92K |
| GSR Mortgage Loan Trust, Series 2007-AR1, Class 2A1 | 854,912 | 845,509 | -9,403 | 0.02% | -$7.43K |
| GNMA II POOL 679639 G2 06/48 FIXED 4 | 449,773 | 441,155 | -8,618 | 0.02% | -$11.66K |
| FNMA POOL AD0570 FN 08/37 FIXED VAR | 416,877 | 398,519 | -18,358 | 0.02% | -$22.35K |
| MORGAN STANLEY CAPITAL INC MSAC 2006 NC4 A2C | 461,599 | 451,393 | -10,206 | 0.02% | -$7.33K |
| FNMA POOL CB7220 FN 09/53 FIXED 5.5 | 407,351 | 396,781 | -10,570 | 0.02% | -$14.53K |
| MORTGAGEIT TRUST MHL 2006 1 1A1 | 414,862 | 398,457 | -16,405 | 0.02% | -$14.89K |
| FED HM LN PC POOL Q56466 FG 06/48 FIXED 4 | 413,744 | 400,031 | -13,713 | 0.02% | -$17.05K |
| FNMA POOL BX6672 FN 02/53 FIXED 5 | 384,984 | 383,473 | -1,511 | 0.02% | -$5.53K |
| GNMA II POOL MB0620 G2 09/55 FIXED 4 | 397,874 | 395,360 | -2,514 | 0.02% | -$5.39K |
| FNR 2015-38 DF | 392,296 | 369,172 | -23,123 | 0.02% | -$23.07K |
| GNMA II POOL BH0394 G2 06/48 FIXED 4 | 382,636 | 380,115 | -2,521 | 0.02% | -$5.34K |
| Washington Mutual Mortgage Pass-Through Certificates Trust, Series 2007-HY3, Class 4A1 | 369,935 | 363,848 | -6,087 | 0.02% | -$3.14K |
| WAMU MORTGAGE PASS THROUGH CER WAMU 2006 AR16 3A3 | 369,238 | 366,282 | -2,956 | 0.02% | $607 |
| IndyMac MBS, Inc. | 378,347 | 365,951 | -12,396 | 0.02% | -$8.73K |
| LEHMAN MORTGAGE TRUST LMT 2007 8 1A1 | 329,493 | 323,542 | -5,950 | 0.02% | -$7.67K |
| FED HM LN PC POOL QI1132 FR 03/54 FIXED 5 | 308,814 | 307,683 | -1,131 | 0.02% | -$4.48K |
| FIRST HELP FINANCIAL LLC FHF 2023 1A A2 144A | 506,459 | 302,230 | -204,229 | 0.02% | -$205.61K |
| SUNNOVA HESTIA I ISSUER, LLC SNVA 2023 GRID1 1A 144A | 304,054 | 300,531 | -3,523 | 0.02% | -$10.20K |
| FNMA POOL AL3799 FN 05/28 FIXED VAR | 358,579 | 281,559 | -77,020 | 0.01% | -$76.36K |
| FREDDIE MAC FHR 2449 ZA | 292,738 | 266,430 | -26,308 | 0.01% | -$28.60K |
| FNMA POOL AD0847 FN 06/39 FIXED VAR | 267,367 | 259,394 | -7,973 | 0.01% | -$11.87K |
| Thornburg Mortgage Securities Trust 2006-5 | 242,209 | 239,076 | -3,132 | 0.01% | -$2.37K |
| Government National Mortgage Association REMICS | 247,606 | 234,687 | -12,919 | 0.01% | -$12.90K |
| Freddie Mac Gold Pool | 222,833 | 209,867 | -12,966 | 0.01% | -$15.43K |
| FREDDIE MAC POOL UMBS P#SD8403 6.50000000 | 210,646 | 176,056 | -34,591 | 0.01% | -$36.83K |
| Bear Stearns Structured Products, Inc. Trust, Series 2007-R6, Class 2A1 | 230,323 | 225,691 | -4,632 | 0.01% | -$7.94K |
| FNMA POOL AD0643 FN 06/39 FIXED VAR | 169,768 | 163,738 | -6,030 | 0.01% | -$8.55K |
| JP MORGAN MORTGAGE ACQUISITION JPMAC 2005 FRE1 M1 | 287,169 | 167,667 | -119,502 | 0.01% | -$118.01K |
| Crown Point CLO 7 Ltd., Series 2018-7A, Class AR | 694,322 | 155,234 | -539,088 | 0.01% | -$539.54K |
| Bear Stearns Asset-Backed Securities I Trust, Series 2006-HE7, Class 2A2 | 159,447 | 154,892 | -4,555 | 0.01% | -$4.49K |
| FNMA POOL 813110 FN 02/35 FIXED 5.5 | 167,920 | 138,017 | -29,903 | 0.01% | -$33.18K |
| FNMA POOL AE0728 FN 09/39 FIXED VAR | 137,104 | 133,671 | -3,433 | 0.01% | -$4.78K |
| Government National Mortgage Association | 161,319 | 134,309 | -27,011 | 0.01% | -$27.10K |
| FNMA POOL 674952 FN 12/32 FIXED 5.5 | 114,172 | 110,048 | -4,124 | 0.01% | -$4.97K |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 110,031 | 107,618 | -2,412 | 0.01% | -$3.32K |
| GSAMP Trust, Series 2007-FM1, Class A2A | 224,000 | 221,741 | -2,258 | 0.01% | -$1.64K |
| FNMA POOL 735886 FN 08/35 FLOATING VAR | 106,291 | 104,169 | -2,122 | 0.01% | -$2.36K |
| U.S. TREASURY INFLATION-PROTECTED SECURITIES 1% 02/15/46 | 137,418 | 137,253 | -165 | 0.01% | -$1.82K |
| FNMA POOL AC2754 FN 08/39 FIXED 5.5 | 102,118 | 99,327 | -2,791 | 0.01% | -$3.79K |
| Freddie Mac Gold Pool | 100,973 | 97,582 | -3,391 | 0.01% | -$4.88K |
| FN 794277 | 104,603 | 99,991 | -4,612 | 0.01% | -$5.56K |
| FNMA POOL AD8695 FN 06/40 FIXED 5 | 80,453 | 79,399 | -1,054 | 0.00% | -$2.47K |
| FN 735227 | 80,985 | 77,107 | -3,879 | 0.00% | -$5.67K |
| FN 735502 | 71,499 | 68,080 | -3,419 | 0.00% | -$4.16K |
| FG G03581 | 65,953 | 64,862 | -1,091 | 0.00% | -$1.70K |
| FNMA POOL 790746 FN 09/34 FIXED 5.5 | 67,638 | 66,065 | -1,573 | 0.00% | -$2.53K |
| FNMA POOL 889176 FN 03/38 FIXED VAR | 66,531 | 64,396 | -2,136 | 0.00% | -$3.13K |
| Morgan Stanley Mortgage Loan Trust 2007-7AX | 250,907 | 247,928 | -2,979 | 0.00% | -$1.72K |
| FED HM LN PC POOL G02826 FG 05/37 FIXED 6 | 65,124 | 62,002 | -3,122 | 0.00% | -$3.83K |
| FED HM LN PC POOL G08200 FG 05/37 FIXED 6 | 64,021 | 59,645 | -4,376 | 0.00% | -$5.14K |
| FNMA, Series 2007-73, Class A1 | 63,612 | 60,893 | -2,720 | 0.00% | -$2.67K |
| HSI Asset Loan Obligation Trust 2007-WF1 | 189,128 | 188,412 | -716 | 0.00% | -$691 |
| FED HM LN PC POOL G06849 FG 09/35 FIXED 4 | 55,720 | 50,806 | -4,914 | 0.00% | -$5.18K |
| Government National Mortgage Association | 49,741 | 47,850 | -1,891 | 0.00% | -$2.08K |
| FN 745418 | 46,930 | 44,817 | -2,113 | 0.00% | -$2.82K |
| FNMA POOL 832446 FN 08/35 FLOATING VAR | 44,070 | 43,022 | -1,048 | 0.00% | -$1.21K |
| FG G03392 | 42,572 | 40,928 | -1,644 | 0.00% | -$2.09K |
| GNMA POOL 783677 GN 09/40 FIXED 5 | 41,343 | 40,058 | -1,285 | 0.00% | -$1.63K |
| Freddie Mac Gold Pool | 37,559 | 37,030 | -529 | 0.00% | -$877 |
| FNMA POOL 745933 FN 09/36 FIXED VAR | 36,291 | 35,508 | -783 | 0.00% | -$1.14K |
| FNMA POOL 790907 FN 09/34 FIXED 5.5 | 36,828 | 35,548 | -1,280 | 0.00% | -$1.61K |
| FNMA POOL AB0194 FN 01/39 FIXED 5.5 | 33,166 | 32,465 | -701 | 0.00% | -$1.19K |
| FNMA POOL 878201 FN 09/36 FIXED 6 | 30,881 | 30,131 | -750 | 0.00% | -$1.05K |
| Freddie Mac Gold 4.50 05/01/2030 | 34,010 | 31,237 | -2,772 | 0.00% | -$2.92K |
| FG C91236 | 34,512 | 30,414 | -4,097 | 0.00% | -$4.28K |
| FNMA POOL 762626 FN 01/34 FIXED 5.5 | 29,766 | 28,536 | -1,231 | 0.00% | -$1.46K |
| Government National Mortgage Association | 37,242 | 28,397 | -8,845 | 0.00% | -$8.85K |
| GNMA POOL 647668 GN 04/37 FIXED 6 | 26,842 | 26,433 | -409 | 0.00% | -$476 |
| BCAP LLC Trust, Series 2011-RR5, Class 12A1 | 30,877 | 27,240 | -3,637 | 0.00% | -$3.64K |
| GNMA POOL 774311 GN 05/42 FIXED 5 | 26,878 | 26,617 | -261 | 0.00% | -$499 |
| FG G04576 | 26,311 | 25,539 | -772 | 0.00% | -$1.04K |
| FNMA POOL 755505 FN 12/33 FIXED 5.5 | 28,300 | 26,548 | -1,752 | 0.00% | -$2.01K |
| FNMA POOL AO8051 FN 06/42 FIXED 4.5 | 26,638 | 26,371 | -267 | 0.00% | -$700 |
| FNMA POOL 888967 FN 12/37 FIXED VAR | 25,265 | 24,403 | -862 | 0.00% | -$1.12K |
| FNMA POOL 256436 FN 10/36 FIXED 6 | 26,475 | 24,691 | -1,785 | 0.00% | -$2.48K |
| FNMA POOL 804565 FN 01/35 FLOATING VAR | 25,668 | 25,073 | -594 | 0.00% | -$679 |
| FNMA POOL 797443 FN 01/35 FIXED 5.5 | 24,724 | 24,004 | -719 | 0.00% | -$1.07K |
| FNMA POOL 897160 FN 09/36 FIXED 6 | 24,192 | 23,360 | -832 | 0.00% | -$1.06K |
| FNMA POOL 735805 FN 07/35 FLOATING VAR | 24,209 | 23,169 | -1,040 | 0.00% | -$1.11K |
| FNMA POOL 829907 FN 07/35 FIXED 6 | 22,539 | 20,511 | -2,028 | 0.00% | -$2.14K |
| FNMA POOL 894881 FN 09/36 FIXED 6 | 19,836 | 19,507 | -329 | 0.00% | -$535 |
| Freddie Mac Gold Pool | 19,731 | 19,012 | -718 | 0.00% | -$1.01K |
| FNMA POOL AH5585 FN 02/41 FIXED 5 | 19,602 | 19,030 | -572 | 0.00% | -$925 |
| FNMA POOL AA4236 FN 04/39 FIXED 4.5 | 18,904 | 18,571 | -333 | 0.00% | -$640 |
| FED HM LN PC POOL G04625 FG 06/36 FIXED 6 | 17,411 | 16,871 | -541 | 0.00% | -$1.04K |
| FNMA POOL 972952 FN 02/38 FIXED 5 | 17,764 | 17,051 | -713 | 0.00% | -$1.05K |
| Freddie Mac Gold Pool | 16,020 | 15,637 | -383 | 0.00% | -$537 |
| FNMA POOL 797491 FN 03/35 FIXED 5.5 | 16,145 | 15,731 | -414 | 0.00% | -$648 |
| FNMA POOL 992944 FN 12/38 FIXED 5.5 | 15,558 | 15,359 | -199 | 0.00% | -$433 |
| FED HM LN PC POOL A57029 FG 01/37 FIXED 6 | 15,110 | 14,721 | -390 | 0.00% | -$529 |
| FN BM2003 | 15,735 | 15,350 | -385 | 0.00% | -$502 |
| GNMA II POOL 748939 G2 09/40 FIXED 4 | 15,644 | 15,408 | -236 | 0.00% | -$346 |
| FNMA POOL 795297 FN 07/44 FLOATING VAR | 13,795 | 13,211 | -584 | 0.00% | -$621 |
| FNMA POOL 889380 FN 04/38 FLOATING VAR | 13,186 | 12,859 | -328 | 0.00% | -$392 |
| FNMA POOL AA7171 FN 05/39 FIXED 4.5 | 13,506 | 13,310 | -196 | 0.00% | -$440 |
| FNMA POOL 357628 FN 10/34 FIXED 5.5 | 13,788 | 12,844 | -944 | 0.00% | -$1.23K |
| FNMA POOL 995938 FN 01/39 FIXED VAR | 12,870 | 12,413 | -457 | 0.00% | -$590 |
| FNMA POOL AD0915 FN 12/38 FIXED VAR | 12,836 | 12,335 | -501 | 0.00% | -$698 |
| FNMA POOL 893040 FN 11/36 FIXED 6 | 11,800 | 11,452 | -348 | 0.00% | -$457 |
| FG G05122 | 11,113 | 10,817 | -296 | 0.00% | -$461 |
| FED HM LN PC POOL A54678 FG 06/36 FIXED 6 | 10,786 | 10,576 | -209 | 0.00% | -$304 |
| FNMA POOL 932626 FN 03/40 FIXED 5 | 11,572 | 10,395 | -1,177 | 0.00% | -$1.40K |
| FNMA POOL 725975 FN 09/34 FLOATING VAR | 10,299 | 9,883 | -416 | 0.00% | -$461 |
| FNMA, Series 2006-5, Class 3A2 | 10,233 | 9,748 | -485 | 0.00% | -$555 |
| FNMA POOL 555668 FN 07/33 FIXED VAR | 10,177 | 9,832 | -345 | 0.00% | -$437 |
| FNMA POOL AL3019 FN 12/38 FIXED VAR | 9,919 | 9,489 | -430 | 0.00% | -$526 |
| FNMA POOL 781629 FN 12/34 FIXED 5.5 | 9,439 | 9,198 | -241 | 0.00% | -$378 |
| Federal National Mortgage Association Trust | 9,891 | 9,274 | -617 | 0.00% | -$715 |
| FED HM LN PC POOL G06954 FG 05/40 FIXED 6 | 9,190 | 8,970 | -220 | 0.00% | -$308 |
| FN MA0534 | 9,777 | 8,966 | -811 | 0.00% | -$848 |
| FN 555285 | 9,096 | 8,553 | -543 | 0.00% | -$643 |
| FNMA POOL 323867 FN 07/29 FIXED VAR | 9,590 | 8,674 | -916 | 0.00% | -$958 |
| FNMA POOL 962064 FN 03/38 FIXED 5.5 | 8,923 | 8,280 | -643 | 0.00% | -$787 |
| FN 995112 | 7,746 | 7,408 | -338 | 0.00% | -$509 |
| FN 725425 | 7,391 | 7,019 | -371 | 0.00% | -$443 |
| FNMA POOL 758322 FN 12/33 FIXED 5.5 | 7,307 | 6,943 | -364 | 0.00% | -$431 |
| FED HM LN PC POOL A89332 FG 10/39 FIXED 5 | 7,397 | 6,876 | -521 | 0.00% | -$658 |
| FNMA POOL AD0490 FN 08/37 FIXED VAR | 7,090 | 6,795 | -296 | 0.00% | -$369 |
| FN 745516 | 6,697 | 6,388 | -309 | 0.00% | -$410 |
| Freddie Mac Gold Pool | 6,461 | 6,196 | -265 | 0.00% | -$357 |
| FNMA POOL MA0563 FN 11/30 FIXED 4 | 6,862 | 6,326 | -536 | 0.00% | -$568 |
| FNMA POOL 974767 FN 04/38 FLOATING VAR | 6,259 | 6,073 | -185 | 0.00% | -$219 |
| FNMA POOL 893923 FN 10/36 FIXED 6 | 6,136 | 5,994 | -142 | 0.00% | -$197 |
| FNMA POOL 725613 FN 06/34 FIXED VAR | 6,277 | 6,031 | -246 | 0.00% | -$305 |
| FNMA POOL 932024 FN 01/36 FIXED 5.5 | 5,905 | 5,736 | -170 | 0.00% | -$255 |
| FNMA POOL 843935 FN 11/35 FIXED 5.5 | 5,803 | 5,666 | -137 | 0.00% | -$222 |
| FED HM LN PC POOL G04598 FG 10/34 FIXED 5.5 | 5,859 | 5,639 | -220 | 0.00% | -$263 |
| FNMA POOL 952393 FN 12/37 FIXED 6 | 5,420 | 5,328 | -92 | 0.00% | -$142 |
| OIS CAD CAONREPO/3.0000 01/10/25-9Y* LCH | 2 | 1 | -1 | 0.00% | -$720 |
| FNMA POOL 935533 FN 08/39 FIXED 4.5 | 5,557 | 5,420 | -137 | 0.00% | -$241 |
| Fannie Mae REMICS | 5,373 | 5,279 | -94 | 0.00% | -$96 |
| Freddie Mac Gold Pool | 5,150 | 4,908 | -242 | 0.00% | -$273 |
| FNMA POOL 745093 FN 12/35 FIXED VAR | 4,908 | 4,676 | -232 | 0.00% | -$306 |
| FED HM LN PC POOL G08039 FG 02/35 FIXED 4.5 | 4,991 | 4,777 | -213 | 0.00% | -$304 |
| FNMA POOL 888757 FN 09/37 FLOATING VAR | 4,354 | 4,287 | -68 | 0.00% | -$84 |
| FNMA POOL 974781 FN 04/38 FLOATING VAR | 4,288 | 4,207 | -81 | 0.00% | -$96 |
| Freddie Mac REMICS | 6,643 | 4,061 | -2,582 | 0.00% | -$2.60K |
| FNMA POOL AI5364 FN 04/31 FIXED 4.5 | 4,131 | 3,954 | -177 | 0.00% | -$203 |
| FED HM LN PC POOL C91291 FG 03/30 FIXED 4.5 | 4,226 | 3,776 | -450 | 0.00% | -$469 |
| UMBS | 3,788 | 3,684 | -104 | 0.00% | -$134 |
| FG G03432 | 3,680 | 3,562 | -117 | 0.00% | -$171 |
| GNMA POOL 597767 GN 03/33 FIXED 5 | 3,793 | 3,678 | -115 | 0.00% | -$123 |
| FREDDIE MAC FHR 3376 FD | 3,670 | 3,564 | -105 | 0.00% | -$107 |
| Government National Mortgage Association | 5,607 | 3,521 | -2,086 | 0.00% | -$2.09K |
| FN 555531 | 3,580 | 3,386 | -194 | 0.00% | -$232 |
| FNMA POOL 889982 FN 11/38 FIXED VAR | 3,503 | 3,352 | -151 | 0.00% | -$205 |
| FN 745423 | 3,303 | 3,200 | -104 | 0.00% | -$137 |
| FED HM LN PC POOL A11312 FG 07/33 FIXED 6 | 3,344 | 3,204 | -140 | 0.00% | -$165 |
| FNMA POOL 995069 FN 10/38 FIXED VAR | 3,091 | 2,993 | -99 | 0.00% | -$130 |
| GNMA POOL 716305 GN 06/39 FIXED 5 | 3,081 | 3,026 | -56 | 0.00% | -$75 |
| FNMA POOL 889692 FN 05/38 FIXED VAR | 2,995 | 2,900 | -95 | 0.00% | -$140 |
| Freddie Mac Gold Pool | 2,995 | 2,857 | -138 | 0.00% | -$182 |
| FG G04877 | 2,885 | 2,674 | -211 | 0.00% | -$247 |
| FNMA POOL 814915 FN 03/35 FIXED 5.5 | 2,780 | 2,707 | -73 | 0.00% | -$114 |
| FNMA POOL 832802 FN 09/35 FLOATING VAR | 2,736 | 2,686 | -50 | 0.00% | -$59 |
| FREDDIE MAC GOLD POOL FG 05/31 FIXED 4.5 | 2,625 | 2,420 | -205 | 0.00% | -$220 |
| FNMA POOL 749219 FN 10/33 FIXED 5.5 | 2,456 | 2,360 | -96 | 0.00% | -$118 |
| Freddie Mac Structured Pass-Through Certificates | 2,259 | 2,068 | -191 | 0.00% | -$187 |
| FNMA, Series 2007-42, Class AF | 2,087 | 2,052 | -35 | 0.00% | -$35 |
| Freddie Mac Gold Pool | 1,932 | 1,916 | -17 | 0.00% | -$42 |
| FED HM LN PC POOL G02929 FG 04/37 FIXED 6 | 1,949 | 1,888 | -61 | 0.00% | -$80 |
| GNMA POOL 614517 GN 06/33 FIXED 5 | 1,960 | 1,834 | -126 | 0.00% | -$130 |
| FN 555880 | 1,836 | 1,740 | -97 | 0.00% | -$114 |
| FNMA POOL AH0101 FN 11/30 FIXED 4 | 1,916 | 1,778 | -137 | 0.00% | -$147 |
| FNMA POOL 484203 FN 02/29 FIXED 6 | 1,728 | 1,451 | -277 | 0.00% | -$294 |
| FNMA POOL 985719 FN 06/38 FIXED 5.5 | 1,456 | 1,436 | -20 | 0.00% | -$41 |
| GNMA II POOL 003202 G2 02/32 FIXED 7 | 1,536 | 1,375 | -160 | 0.00% | -$173 |
| FNMA POOL 902745 FN 11/36 FIXED 6 | 2,027 | 1,197 | -830 | 0.00% | -$879 |
| FNMA POOL 763703 FN 04/34 FIXED 5.5 | 1,125 | 1,068 | -57 | 0.00% | -$64 |
| Freddie Mac Gold Pool | 967 | 939 | -28 | 0.00% | -$37 |
Top 300 of 342, by weight.
| Security | Shares Dec 2025 | Shares Mar 2026 | Δ shares | End % | Δ value |
|---|---|---|---|---|---|
| UNITED KINGDOM GILT BONDS REGS 03/27 3.75 | 15,600,000 | 15,600,000 | 0 | 1.09% | -$505.37K |
| US TREASURY N/B | 32,572,000 | 32,572,000 | 0 | 1.07% | -$169.22K |
| PROJECT CASHMERE CLASS A1 144A | 28,500,000 | 28,500,000 | 0 | 1.04% | $644.10K |
| US TREASURY N/B | 29,100,000 | 29,100,000 | 0 | 0.99% | -$146.07K |
| US TREASURY N/B | 18,341,000 | 18,341,000 | 0 | 0.95% | -$160.48K |
| RPLDCI 6.581 05/30/49 144A | 17,300,000 | 17,300,000 | 0 | 0.94% | -$492.67K |
| RFR USD SOFR/3.50000 12/21/22-30Y CME | 1 | 1 | 0 | 0.90% | -$30.32K |
| BROOKFIELD FIN | 17,900,000 | 17,900,000 | 0 | 0.86% | -$163.25K |
| KINGDOM OF SWEDEN SR UNSECURED 144A 09/30 0.125 | 155,000,000 | 155,000,000 | 0 | 0.78% | -$453.59K |
| COMMUNITY PRESERVATION C SR UNSECURED 02/30 2.867 | 15,000,000 | 15,000,000 | 0 | 0.74% | -$67.73K |
| US TREASURY N/B | 26,500,000 | 26,500,000 | 0 | 0.73% | -$87.99K |
| US TREASURY N/B | 18,300,000 | 18,300,000 | 0 | 0.69% | -$119.38K |
| US TREASURY N/B | 14,364,000 | 14,364,000 | 0 | 0.69% | -$168.33K |
| SUMITOMO TR&BK 2.8 3/27 | 13,000,000 | 13,000,000 | 0 | 0.68% | -$18.98K |
| FREDDIE MAC MULTICLASS CERTIFI FHMR 2020 P003 A2 | 15,000,000 | 15,000,000 | 0 | 0.67% | -$73.34K |
| LIBERTY UTILITIES FIN COMPANY GUAR 144A 09/30 2.05 | 13,600,000 | 13,600,000 | 0 | 0.65% | -$119.96K |
| US TREASURY N/B | 14,500,000 | 14,500,000 | 0 | 0.64% | -$143.30K |
| MACFDN 1.299 12/01/30 | 13,400,000 | 13,400,000 | 0 | 0.61% | -$161.17K |
| SFO COMMERICAL MORTGAGE TRUST SFO 2021 555 A 144A | 11,000,000 | 11,000,000 | 0 | 0.58% | $4.40K |
| DC Office Trust, Series 2019-MTC, Class A | 11,900,000 | 11,900,000 | 0 | 0.57% | -$71.54K |
| VASA TRUST VASA 2021 VASA A 144A | 10,730,000 | 10,730,000 | 0 | 0.56% | -$52.04K |
| US TREASURY N/B | 11,065,000 | 11,065,000 | 0 | 0.55% | -$125.13K |
| EUROPEAN INVT BK | 10,000,000 | 10,000,000 | 0 | 0.52% | -$75 |
| US TREASURY N/B | 12,100,000 | 12,100,000 | 0 | 0.51% | -$97.84K |
| SUMMT 2022-BVUE A | 10,200,000 | 10,200,000 | 0 | 0.49% | -$19.48K |
| US TREASURY N/B | 12,500,000 | 12,500,000 | 0 | 0.49% | -$84.47K |
| US TREASURY N/B | 16,325,000 | 16,325,000 | 0 | 0.48% | -$59.62K |
| CORPORACION INMOBILIARIA COMPANY GUAR 144A 05/31 3.625 | 10,000,000 | 10,000,000 | 0 | 0.48% | -$264.55K |
| UNITED KINGDOM GILT BONDS REGS 07/54 4.375 | 8,134,000 | 8,134,000 | 0 | 0.48% | -$660.07K |
| PACIFIC GAS&ELEC | 8,600,000 | 8,600,000 | 0 | 0.47% | -$177.15K |
| EUROPEAN UNION SR UNSECURED REGS 02/37 0.4 | 10,500,000 | 10,500,000 | 0 | 0.47% | -$286.01K |
| US TREASURY N/B | 15,425,000 | 15,425,000 | 0 | 0.47% | -$53.02K |
| MATHER FOUNDATION UNSECURED 10/31 2.675 | 9,600,000 | 9,600,000 | 0 | 0.45% | -$71.39K |
| EDP FINANCE BV SR UNSECURED 144A 01/28 1.71 | 9,000,000 | 9,000,000 | 0 | 0.45% | -$30.58K |
| BSREP Commercial Mortgage Trust 2021-DC | 8,857,789 | 8,857,789 | 0 | 0.45% | $21.08K |
| HARVEST CLO HARVT 16A AR3 144A | 6,930,000 | 6,930,000 | 0 | 0.42% | -$139.29K |
| JP Morgan Chase Commercial Mortgage Securities Trust, Series 2021-NYAH, Class A | 8,105,000 | 8,105,000 | 0 | 0.42% | -$47.82K |
| DOLP Trust, Series 2021-NYC, Class A | 8,600,000 | 8,600,000 | 0 | 0.41% | -$11.02K |
| REPUBLIC OF PERU SR UNSECURED 144A 08/32 6.15 | 25,700,000 | 25,700,000 | 0 | 0.41% | -$527.91K |
| NEXTERA ENERGY | 8,100,000 | 8,100,000 | 0 | 0.41% | -$39.02K |
| EUROPEAN UNION SR UNSECURED REGS 10/29 2.875 | 6,500,000 | 6,500,000 | 0 | 0.40% | -$233.10K |
| CTP NV SR UNSECURED REGS 09/26 0.625 | 6,500,000 | 6,500,000 | 0 | 0.39% | -$111.12K |
| US TREASURY N/B | 7,700,000 | 7,700,000 | 0 | 0.39% | -$73.99K |
| US TREASURY N/B | 9,300,000 | 9,300,000 | 0 | 0.39% | -$70.11K |
| US TREASURY N/B | 8,200,000 | 8,200,000 | 0 | 0.39% | -$88.41K |
| CITIBANK NA | 7,200,000 | 7,200,000 | 0 | 0.38% | -$28.98K |
| DORIS DUKE CHARITABLE UNSECURED 07/50 2.345 | 12,500,000 | 12,500,000 | 0 | 0.37% | -$39.11K |
| US TREASURY N/B | 7,268,000 | 7,268,000 | 0 | 0.37% | -$81.48K |
| NEXTERA ENERGY CAPITAL COMPANY GUAR 12/26 2.2 | 10,300,000 | 10,300,000 | 0 | 0.37% | $240.37K |
| DROP Mortgage Trust 2021-FILE | 6,850,000 | 6,850,000 | 0 | 0.36% | $147.39K |
| TENN VALLEY AUTH | 7,800,000 | 7,800,000 | 0 | 0.36% | -$25.97K |
| US TREASURY N/B | 9,200,000 | 9,200,000 | 0 | 0.36% | -$57.50K |
| CHILE | 6,600,000 | 6,600,000 | 0 | 0.35% | -$65.34K |
| MANULIFE FIN COR | 7,000,000 | 7,000,000 | 0 | 0.35% | -$79.39K |
| WP CAREY INC SR UNSECURED 02/32 2.45 | 7,600,000 | 7,600,000 | 0 | 0.35% | -$93.66K |
| US TREASURY N/B | 7,600,000 | 7,600,000 | 0 | 0.35% | -$75.11K |
| FORD MOTOR CRED | 6,600,000 | 6,600,000 | 0 | 0.35% | -$32.76K |
| DENSO CORP SR UNSECURED 144A 09/29 4.42 | 6,300,000 | 6,300,000 | 0 | 0.33% | -$57.99K |
| KILROY REALTY LP | 7,900,000 | 7,900,000 | 0 | 0.33% | -$198.94K |
| HOST HOTELS | 6,800,000 | 6,800,000 | 0 | 0.32% | -$115.68K |
| RFR USD SOFR/3.50000 06/20/24-30Y LCH | 1 | 1 | 0 | 0.31% | -$187.17K |
| BANC OF AMERICA MERRILL LYNCH BAMLL 2021 JACX A 144A | 6,000,000 | 6,000,000 | 0 | 0.31% | -$10.44K |
| SWTCH 2025-2A A21 | 5,800,000 | 5,800,000 | 0 | 0.30% | -$126.02K |
| UBS GROUP | 5,400,000 | 5,400,000 | 0 | 0.29% | -$69.00K |
| EUROPEAN INVT BK | 5,650,000 | 5,650,000 | 0 | 0.28% | -$10.96K |
| KOREA HSG FIN CORP 4.625% 02/24/2028 144A | 5,000,000 | 5,000,000 | 0 | 0.27% | -$32.84K |
| NXP BV/NXP FDG | 5,000,000 | 5,000,000 | 0 | 0.26% | -$102.64K |
| LOCAL INITIATIVES SUPPOR UNSECURED 03/27 3.782 | 5,000,000 | 5,000,000 | 0 | 0.26% | -$5.36K |
| US TREASURY N/B | 7,756,000 | 7,756,000 | 0 | 0.26% | -$40.29K |
| PIKES PEAK CLO PIPK 2019 4A ARR 144A | 4,900,000 | 4,900,000 | 0 | 0.26% | $2.24K |
| Ares XXVII CLO Ltd., Series 2013-2A, Class AR3 | 4,900,000 | 4,900,000 | 0 | 0.26% | $4.38K |
| Elevation CLO Ltd., Series 2018-3A, Class A1R2 | 4,900,000 | 4,900,000 | 0 | 0.26% | -$4.12K |
| US TREASURY N/B | 8,000,000 | 8,000,000 | 0 | 0.26% | -$32.66K |
| CQS US CLO Ltd., Series 2021-1A, Class AR | 4,800,000 | 4,800,000 | 0 | 0.25% | -$3.08K |
| SUMITOMO MITSUI FINL GRP SR UNSECURED 01/29 2.472 | 5,000,000 | 5,000,000 | 0 | 0.25% | -$27.52K |
| AMEREN MISSOURI | 4,721,088 | 4,721,088 | 0 | 0.25% | -$47.67K |
| Elevation CLO Ltd., Series 2022-16A, Class A1AR | 4,700,000 | 4,700,000 | 0 | 0.25% | $8.64K |
| OCTR 2021-11A AR 7/34 | 4,700,000 | 4,700,000 | 0 | 0.25% | $12.52K |
| SOUTHERN CAL ED | 5,200,000 | 5,200,000 | 0 | 0.25% | $3.38K |
| DUKE ENERGY FLA | 4,900,000 | 4,900,000 | 0 | 0.24% | -$33.85K |
| KREST Commercial Mortgage Securities Trust, Series 2021-CHIP, Class A | 5,800,000 | 5,800,000 | 0 | 0.24% | -$31.17K |
| DIGITAL DUTCH FINCO BV COMPANY GUAR REGS 03/30 1.5 | 4,300,000 | 4,300,000 | 0 | 0.24% | -$158.08K |
| Norinchukin Bank/The | 4,400,000 | 4,400,000 | 0 | 0.24% | -$38.36K |
| ROMANIA ROMANIA | 4,000,000 | 4,000,000 | 0 | 0.24% | -$213.51K |
| JICA | 4,500,000 | 4,500,000 | 0 | 0.24% | -$296 |
| NIAGARA MOHAWK POWER SR UNSECURED 144A 06/30 1.96 | 4,900,000 | 4,900,000 | 0 | 0.23% | -$28.24K |
| AUTODESK INC | 5,000,000 | 5,000,000 | 0 | 0.23% | -$56.77K |
| SAN DIEGO G & E | 4,300,000 | 4,300,000 | 0 | 0.23% | -$41.35K |
| SOLAR STAR FUNDING LLC SR SECURED 144A 06/35 5.375 | 4,344,048 | 4,344,048 | 0 | 0.23% | -$68.28K |
| INTERSTATE P&L | 4,300,000 | 4,300,000 | 0 | 0.23% | -$27.17K |
| JSW HYDRO ENERGY LT REGD REG S 4.12500000 | 4,656,500 | 4,656,500 | 0 | 0.23% | -$70.90K |
| ReNew Wind Energy AP2 / ReNew Power Pvt Ltd other 9 Subsidiaries | 4,500,000 | 4,500,000 | 0 | 0.23% | -$75.12K |
| SMURFIT KAPPA | 4,100,000 | 4,100,000 | 0 | 0.22% | -$53.28K |
| LOW INCOME INVESTMENT UNSECURED 07/29 3.711 | 4,300,000 | 4,300,000 | 0 | 0.22% | $12.69K |
| VW 4.55 09/11/28 144A | 4,100,000 | 4,100,000 | 0 | 0.22% | -$33.96K |
| RWE FINANCE US LLC COMPANY GUAR 144A 09/35 5.125 | 4,200,000 | 4,200,000 | 0 | 0.22% | -$92.73K |
| CALI ENDOWMENT | 6,900,000 | 6,900,000 | 0 | 0.22% | -$7.79K |
| VERIZON COMM INC | 5,800,000 | 5,800,000 | 0 | 0.22% | -$100.39K |
| GSMS 2017-GPTX A | 4,497,266 | 4,497,266 | 0 | 0.22% | $115.37K |
| ORACLE CORP | 4,200,000 | 4,200,000 | 0 | 0.21% | -$61.42K |
| UNITED MEXICAN STATES UNITED MEXICAN STATES | 3,500,000 | 3,500,000 | 0 | 0.21% | -$173.15K |
| GOLUB CAPITAL | 3,900,000 | 3,900,000 | 0 | 0.21% | -$124.95K |
| BPCE | 3,800,000 | 3,800,000 | 0 | 0.21% | -$57.33K |
| BNG BANK NV SR UNSECURED 144A 05/28 3.5 | 4,000,000 | 4,000,000 | 0 | 0.21% | -$20.94K |
| DUKE ENERGY CAR | 4,000,000 | 4,000,000 | 0 | 0.21% | -$42.47K |
| CPI PROPERTY GROUP SA SR UNSECURED REGS 01/28 VAR | 3,100,000 | 3,100,000 | 0 | 0.21% | -$42.43K |
| EUROPEAN INVT BK | 4,000,000 | 4,000,000 | 0 | 0.21% | -$30.21K |
| BNG BANK NV SR UNSECURED 144A 02/30 4.75 | 3,800,000 | 3,800,000 | 0 | 0.21% | -$36.68K |
| JAPAN (20 YEAR ISSUE) BONDS 12/44 2 | 740,000,000 | 740,000,000 | 0 | 0.21% | -$237.25K |
| MASSACHUSETTS HIGHER EDU UNSECURED 07/31 2.673 | 4,400,000 | 4,400,000 | 0 | 0.20% | -$32.70K |
| TORONTO DOM BANK | 3,800,000 | 3,800,000 | 0 | 0.20% | -$21.43K |
| ReNew Pvt Ltd | 3,754,000 | 3,754,000 | 0 | 0.20% | -$15.88K |
| UBS GROUP | 3,900,000 | 3,900,000 | 0 | 0.20% | -$27.60K |
| AUSTRALIAN GOVERNMENT SR UNSECURED REGS 06/35 2.75 | 6,400,000 | 6,400,000 | 0 | 0.20% | $70.14K |
| MONDELEZ INTL INC 4.625% 07/03/2031 | 5,000,000 | 5,000,000 | 0 | 0.20% | -$76.98K |
| Sumitomo Mitsui Trust Bank Ltd. | 3,600,000 | 3,600,000 | 0 | 0.19% | -$40.64K |
| SNAM SPA SR UNSECURED 144A 05/30 5 | 3,500,000 | 3,500,000 | 0 | 0.19% | -$34.41K |
| ABU DHABI NATL ENERGY CO PJSC 4.75% 03/09/2037 144A | 3,700,000 | 3,700,000 | 0 | 0.19% | -$141.05K |
| ENEL FINANCE INTL NV SR UNSECURED 144A 06/27 4.625 | 3,452,000 | 3,452,000 | 0 | 0.18% | -$17.93K |
| GOLDENTREE LOAN MANAGEMENT US GLM 2020 8A ARR 144A | 3,420,000 | 3,420,000 | 0 | 0.18% | $3.07K |
| NEDER WATERSCHAPSBANK SR UNSECURED 144A 06/28 4 | 3,400,000 | 3,400,000 | 0 | 0.18% | -$19.18K |
| EVERSOURCE ENERG | 3,400,000 | 3,400,000 | 0 | 0.18% | -$27.59K |
| HSBC HOLDINGS | 3,300,000 | 3,300,000 | 0 | 0.18% | -$45.01K |
| BANK OF AMER CRP | 3,300,000 | 3,300,000 | 0 | 0.18% | -$26.16K |
| PROLOGIS LP SR UNSECURED 02/33 4.2 | 4,600,000 | 4,600,000 | 0 | 0.17% | -$78.93K |
| MORGAN STANLEY | 3,300,000 | 3,300,000 | 0 | 0.17% | -$21.12K |
| SANUSA V5.741 03/20/31 | 3,200,000 | 3,200,000 | 0 | 0.17% | -$31.01K |
| PACIFIC GAS&ELEC | 3,300,000 | 3,300,000 | 0 | 0.17% | -$39.77K |
| GOLDMAN SACHS GP | 3,300,000 | 3,300,000 | 0 | 0.17% | -$12.03K |
| HA SUST INF CAP | 3,200,000 | 3,200,000 | 0 | 0.17% | -$30.43K |
| BMW US CAP LLC 5.05 3/30 | 3,200,000 | 3,200,000 | 0 | 0.17% | -$49.06K |
| Norinchukin Bank/The | 3,200,000 | 3,200,000 | 0 | 0.17% | -$27.00K |
| BMWLT 2025-1 A3 | 3,200,000 | 3,200,000 | 0 | 0.17% | -$17.27K |
| QUANTA SERVICES | 3,200,000 | 3,200,000 | 0 | 0.17% | -$22.47K |
| MF1 MULTIFAMILY HOUSING MORTGA MF1 2025 FL17 A 144A | 3,200,000 | 3,200,000 | 0 | 0.17% | -$4.11K |
| MARRIOTT INTL | 3,200,000 | 3,200,000 | 0 | 0.17% | -$44.37K |
| BLUEHUB LOAN FUND SR UNSECURED 01/30 3.099 | 3,400,000 | 3,400,000 | 0 | 0.17% | -$53.14K |
| COTY INC SR UNSECURED 144A 05/27 4.5 | 2,700,000 | 2,700,000 | 0 | 0.17% | -$99.56K |
| RFR USD SOFR/2.00000 12/21/22-10Y CME | 1 | 1 | 0 | 0.17% | $208.72K |
| Hertz Vehicle Financing LLC, Series 2023-2A, Class A | 3,000,000 | 3,000,000 | 0 | 0.16% | -$24.68K |
| A.P. Moller - Maersk A/S | 2,914,000 | 2,914,000 | 0 | 0.16% | -$54.52K |
| SOUTHERN CALIFORNIA EDISON CO SR SEC 1ST LIEN 5.25% 03-15-30 | 3,000,000 | 3,000,000 | 0 | 0.16% | -$30.89K |
| US TREASURY N/B | 3,900,000 | 3,900,000 | 0 | 0.16% | -$32.14K |
| PEGI 4.5 08/15/28 144A | 3,000,000 | 3,000,000 | 0 | 0.16% | -$29.52K |
| HOST HOTELS | 3,100,000 | 3,100,000 | 0 | 0.15% | -$43.16K |
| Jamestown CLO XVI Ltd., Series 2021-16A, Class AR | 2,900,000 | 2,900,000 | 0 | 0.15% | $1.88K |
| KEB HANA BANK 144A LIFE SR UNSEC 5.375% 04-23-27 | 2,700,000 | 2,700,000 | 0 | 0.14% | -$16.81K |
| US TREASURY N/B | 2,700,000 | 2,700,000 | 0 | 0.14% | -$32.43K |
| U.S. Treasury STRIPS Coupon | 5,500,000 | 5,500,000 | 0 | 0.14% | $6.34K |
| US TREASURY N/B | 4,100,000 | 4,100,000 | 0 | 0.14% | -$19.30K |
| US TREASURY N/B | 3,400,000 | 3,400,000 | 0 | 0.14% | -$23.64K |
| ONCOR ELECTRIC DELIVERY SR SECURED 144A 05/31 3.5 | 2,200,000 | 2,200,000 | 0 | 0.13% | -$95.84K |
| Norinchukin Bank/The | 2,900,000 | 2,900,000 | 0 | 0.13% | -$28.75K |
| CIGNA GROUP/THE | 2,500,000 | 2,500,000 | 0 | 0.13% | -$25.54K |
| CENTENE CORP | 2,800,000 | 2,800,000 | 0 | 0.13% | -$51.71K |
| PIEDMONT OPERAT | 2,700,000 | 2,700,000 | 0 | 0.13% | -$51.26K |
| JPM V6.07 10/22/27 | 2,400,000 | 2,400,000 | 0 | 0.13% | -$15.29K |
| US TREASURY N/B | 4,300,000 | 4,300,000 | 0 | 0.13% | -$14.78K |
| JAPAN (30 YEAR ISSUE) BONDS 06/55 2.8 | 440,000,000 | 440,000,000 | 0 | 0.12% | -$165.16K |
| JAPAN (20 YEAR ISSUE) BONDS 03/45 2.4 | 417,400,000 | 417,400,000 | 0 | 0.12% | -$142.80K |
| ANCHORAGE CAPITAL CLO LTD ANCHC 2021 20A A1R 144A | 2,300,000 | 2,300,000 | 0 | 0.12% | $692 |
| EUROPEAN INVESTMENT BANK SR UNSECURED 02/28 3.3 | 3,400,000 | 3,400,000 | 0 | 0.12% | $58.07K |
| UNIV OF MICHIGAN-B | 3,100,000 | 3,100,000 | 0 | 0.12% | -$52.64K |
| REPUBLIC OF PERU SR UNSECURED REGS 08/31 6.95 | 6,960,000 | 6,960,000 | 0 | 0.12% | -$132.98K |
| SMURFIT WESTROCK | 2,200,000 | 2,200,000 | 0 | 0.11% | -$51.11K |
| WABTEC TRANSPORTATION COMPANY GUAR 12/27 1.25 | 1,900,000 | 1,900,000 | 0 | 0.11% | -$58.11K |
| S&P GLOBAL INC | 2,200,000 | 2,200,000 | 0 | 0.11% | $4.36K |
| SMURFIT WESTROCK | 2,100,000 | 2,100,000 | 0 | 0.11% | -$44.05K |
| US TREASURY N/B | 2,109,000 | 2,109,000 | 0 | 0.11% | -$27.52K |
| CONAGRA BRANDS | 2,100,000 | 2,100,000 | 0 | 0.11% | -$22.39K |
| EQUINIX EU 2 FIN | 2,100,000 | 2,100,000 | 0 | 0.11% | -$25.47K |
| US TREASURY N/B | 2,200,000 | 2,200,000 | 0 | 0.11% | -$19.94K |
| Toyota Auto Loan Extended Note Trust, Series 2023-1A, Class A | 2,000,000 | 2,000,000 | 0 | 0.11% | -$16.24K |
| Clearway Energy Operating LLC | 2,000,000 | 2,000,000 | 0 | 0.10% | -$28.61K |
| US TREASURY N/B | 4,000,000 | 4,000,000 | 0 | 0.10% | -$10.94K |
| US TREASURY N/B | 2,500,000 | 2,500,000 | 0 | 0.10% | -$21.48K |
| CENTERPOINT HOUS | 2,000,000 | 2,000,000 | 0 | 0.10% | -$26.89K |
| CA ST HLTH FACS AUTH | 2,000,000 | 2,000,000 | 0 | 0.10% | -$37.82K |
| RFR USD SOFR/3.50000 12/18/24-30Y LCH | 1 | 1 | 0 | 0.10% | -$64.50K |
| US TREASURY N/B | 2,200,000 | 2,200,000 | 0 | 0.10% | -$19.85K |
| SCE REC FUND | 1,934,617 | 1,934,617 | 0 | 0.10% | -$59.45K |
| REPUBLIC OF PERU SR UNSECURED REGS 08/34 5.4 | 6,500,000 | 6,500,000 | 0 | 0.09% | -$155.19K |
| CALIFORNIA ST MUNI FIN AUTH RE CASFIN 11/35 FIXED 2.877 | 2,100,000 | 2,100,000 | 0 | 0.09% | -$6.89K |
| TIKEHAU CLO IX DAC TIKEH 9A AR 144A | 1,500,000 | 1,500,000 | 0 | 0.09% | -$30.53K |
| U.S. Treasury STRIPS Coupon | 3,600,000 | 3,600,000 | 0 | 0.09% | $2.87K |
| LOWINF 3.386 07/01/26 2019 | 1,700,000 | 1,700,000 | 0 | 0.09% | $4.93K |
| SLG OFFICE TRUST SLG 2021 OVA X 144A | 156,136,500 | 156,136,500 | 0 | 0.09% | -$86.55K |
| US TREASURY N/B | 2,100,000 | 2,100,000 | 0 | 0.09% | -$16.08K |
| Government of Canada | 2,258,000 | 2,258,000 | 0 | 0.09% | -$26.45K |
| ENEL FIN INTL NV | 1,600,000 | 1,600,000 | 0 | 0.08% | -$30.08K |
| US TREASURY N/B | 2,100,000 | 2,100,000 | 0 | 0.08% | -$13.70K |
| SUMIT 2022 BVUE MORTGAGE TRUST SUMMT 2022 BVUE B 144A | 1,700,000 | 1,700,000 | 0 | 0.08% | $18.67K |
| QUEENSLAND TREASURY CORP LOCAL GOVT G 144A REGS 08/32 1 | 2,600,000 | 2,600,000 | 0 | 0.08% | $31.82K |
| AES CORP/THE | 1,600,000 | 1,600,000 | 0 | 0.08% | -$35.32K |
| JAPAN (40 YEAR ISSUE) BONDS 03/64 2.2 | 318,000,000 | 318,000,000 | 0 | 0.07% | -$89.08K |
| RFR GBP SONIO/0.90000 03/15/22-30Y LCH | 1 | 1 | 0 | 0.07% | -$15.75K |
| US TREASURY N/B | 1,900,000 | 1,900,000 | 0 | 0.07% | -$13.14K |
| SOUTHERN CAL ED | 1,900,000 | 1,900,000 | 0 | 0.07% | $711 |
| U.S. Treasury STRIPS Coupon | 2,900,000 | 2,900,000 | 0 | 0.07% | $4.32K |
| BLUEHUB LOAN FUND SR UNSECURED 01/27 2.89 | 1,300,000 | 1,300,000 | 0 | 0.07% | $6.90K |
| U.S. Treasury STRIPS Coupon | 2,300,000 | 2,300,000 | 0 | 0.06% | $3.45K |
| US TREASURY N/B | 1,300,000 | 1,300,000 | 0 | 0.05% | -$9.80K |
| Renaissance Home Equity Loan Trust, Series 2006-4, Class AF2 | 3,358,543 | 3,358,543 | 0 | 0.05% | -$21.46K |
| BOSTON PROP LP | 1,100,000 | 1,100,000 | 0 | 0.05% | -$16.12K |
| RFR USD SOFR/3.25000 06/18/25-30Y LCH | 1 | 1 | 0 | 0.05% | -$20.70K |
| NEW YORK CITY NY HSG DEV CORP NYCMFH 11/28 FIXED 1.677 | 875,000 | 875,000 | 0 | 0.04% | -$1.01K |
| US TREASURY N/B | 1,000,000 | 1,000,000 | 0 | 0.04% | -$8.01K |
| PROJECT DORCHESTER EUR TERM LOAN | 700,000 | 700,000 | 0 | 0.04% | -$13.54K |
| U.S. Treasury STRIPS Coupon | 1,700,000 | 1,700,000 | 0 | 0.04% | $2.55K |
| TREASURY CORP VICTORIA LOCAL GOVT G REGS 09/33 2.25 | 1,300,000 | 1,300,000 | 0 | 0.04% | $14.33K |
| U.S. Treasury STRIPS Coupon | 1,400,000 | 1,400,000 | 0 | 0.04% | $2.66K |
| RFR JPY MUTK/1.25000 06/18/25-7Y LCH | 1 | 1 | 0 | 0.03% | $251.21K |
| PROJECT FENNO EUR DELAYED DRAW TERM LOAN A | 549,646 | 549,646 | 0 | 0.03% | -$10.03K |
| HAT HOLDINGS I LLC/HAT REGD 144A P/P 3.75000000 | 675,000 | 675,000 | 0 | 0.03% | -$4.13K |
| CREDIT SUISSE MORTGAGE TRUST CSMC 2007 3 2A4 | 2,282,838 | 2,282,838 | 0 | 0.03% | $1.16K |
| CPPIB CAPITAL INC COMPANY GUAR REGS 06/34 4.3 | 700,000 | 700,000 | 0 | 0.03% | -$10.32K |
| NEW YORK CITY NY HSG DEV CORP NYCMFH 05/28 FIXED 1.577 | 500,000 | 500,000 | 0 | 0.03% | -$157 |
| RPVIN 4.5 07/14/28 REGS | 500,000 | 500,000 | 0 | 0.03% | -$8.35K |
| QUEENSLAND TREASURY CORP LOCAL GOVT G 144A REGS 08/35 4 | 700,000 | 700,000 | 0 | 0.02% | $7.52K |
| ENELIM 2.5 07/12/31 144A | 500,000 | 500,000 | 0 | 0.02% | -$5.78K |
| PROJ ALFA 3 TERM LOAN | 431,422 | 431,422 | 0 | 0.02% | $0 |
| PROJECT NOVA TERM LOAN | 400,000 | 400,000 | 0 | 0.02% | $0 |
| NEW CENTURY HOME EQUITY LOAN T NCHET 2003 2 M2 | 465,623 | 465,623 | 0 | 0.02% | -$18.59K |
| SOUTHERN CAL ED | 450,000 | 450,000 | 0 | 0.02% | -$2.07K |
| MORGAN STANLEY CAPITAL INC MSAC 2007 HE7 A2C | 400,000 | 400,000 | 0 | 0.02% | -$466 |
| PROJECT FENNO EUR REVOLVER | 286,274 | 286,274 | 0 | 0.02% | -$5.22K |
| US TREASURY N/B | 400,000 | 400,000 | 0 | 0.02% | -$3.08K |
| PROJECT FENNO EUR DELAYED DRAW TERM LOAN B | 261,082 | 261,082 | 0 | 0.02% | -$4.76K |
| NEW YORK CITY NY HSG DEV CORP NYCMFH 11/27 FIXED 1.477 | 300,000 | 300,000 | 0 | 0.02% | $73 |
| UNITED KINGDOM GILT BONDS REGS 10/61 0.5 | 700,000 | 700,000 | 0 | 0.01% | -$27.97K |
| US TREASURY N/B | 300,000 | 300,000 | 0 | 0.01% | -$2.05K |
| REPUBLIC OF PERU SR UNSECURED 144A 08/31 6.95 | 641,000 | 641,000 | 0 | 0.01% | -$12.25K |
| SWOP CDX IG45 (V1 ONLY) 5Y SP | 1 | 1 | 0 | 0.01% | $25.18K |
| NEW YORK CITY NY HSG DEV CORP NYCMFH 05/27 FIXED 1.377 | 200,000 | 200,000 | 0 | 0.01% | $437 |
| U.S. Treasury STRIPS Coupon | 400,000 | 400,000 | 0 | 0.01% | $484 |
| SOUTHERN CAL ED | 250,000 | 250,000 | 0 | 0.01% | -$3.31K |
| Structured Asset Mortgage Investments II Trust 2007-AR2 | 477,719 | 477,719 | 0 | 0.01% | $3.31K |
| U.S. Treasury STRIPS Coupon | 300,000 | 300,000 | 0 | 0.01% | $566 |
| RFR USD SOFR/3.80740 03/01/24-4Y* LCH | 1 | 1 | 0 | 0.01% | $322.06K |
| RFR EUR ESTRON/2.06280 11/14/24-5Y* LCH | 3 | 3 | 0 | 0.01% | $89.25K |
| AT&T INC SNR S* ICE | 1 | 1 | 0 | 0.01% | -$7.91K |
| CDX ITRAXX MAIN44 5Y ICE | 1 | 1 | 0 | 0.01% | $7.65K |
| SOUTHERN CAL ED | 100,000 | 100,000 | 0 | 0.00% | -$1.30K |
| RFR USD SOFR/3.74863 03/31/26-9Y* LCH | 3 | 3 | 0 | 0.00% | $29.56K |
| CDX ITRAXX XOV42 5Y 35-100% SP JPM | 1 | 1 | 0 | 0.00% | -$183.68K |
| RFR USD SOFR/3.75000 09/17/25-10Y LCH | 1 | 1 | 0 | 0.00% | $5.66K |
| OIS CAD CAONREPO/2.7404 03/10/25-9Y* LCH | 1 | 1 | 0 | 0.00% | $1.13K |
| IRS EUR 2.30000 09/25/24-5Y LCH | 1 | 1 | 0 | 0.00% | $3.59K |
| MORGAN STANLEY SNR S* ICE | 1 | 1 | 0 | 0.00% | -$13.30K |
| RFR USD SOFR/3.83600 05/02/25-10Y LCH | 1 | 1 | 0 | 0.00% | $31.49K |
| VERIZON COMMUNICATIONS INC SNR S* ICE | 1 | 1 | 0 | 0.00% | -$807 |
| GOLDMAN SACHS GROUP INC SNR S* ICE | 1 | 1 | 0 | 0.00% | -$6.79K |
| RFR GBP SONIO/4.75000 03/18/26-30Y LCH | 1 | 1 | 0 | 0.00% | $19.30K |
| IRS EUR 2.40000 04/09/25-5Y LCH | 1 | 1 | 0 | 0.00% | $17.09K |
| IRS EUR 2.76000 01/03/24-5Y LCH | 1 | 1 | 0 | 0.00% | $41.89K |
| OIS CAD CAONREPO/3.0000 01/13/25-8Y* LCH | 1 | 1 | 0 | 0.00% | $2.05K |
| RFR USD SOFR/3.97500 03/21/25-10Y LCH | 1 | 1 | 0 | 0.00% | $1.69K |
| IRS EUR 2.61000 03/24/25-10Y LCH | 1 | 1 | 0 | 0.00% | -$11.77K |
| RFR USD SOFR/3.84200 03/04/25-5Y LCH | 1 | 1 | 0 | 0.00% | $7.49K |
| RFR USD SOFR/3.93000 03/24/25-10Y LCH | 1 | 1 | 0 | 0.00% | $7.45K |
| IRS AUD 4.75000 12/20/28-5Y LCH | 1 | 1 | 0 | 0.00% | -$11.00K |
| OIS CAD CAONREPO/3.7500 12/20/23-10Y LCH | 1 | 1 | 0 | 0.00% | $1.71K |
| RFR USD SOFR/3.83400 03/01/24-7Y* LCH | 3 | 3 | 0 | 0.00% | $68.15K |
| IRS EUR 2.41000 11/05/24-10Y LCH | 1 | 1 | 0 | 0.00% | -$11.01K |
| RFR USD SOFR/3.75000 12/18/24-5Y LCH | 1 | 1 | 0 | -0.01% | $221.29K |
| IRS AUD 4.50000 09/18/24-10Y LCH | 1 | 1 | 0 | -0.01% | -$135.00K |
| IRS AUD 4.50000 09/20/23-10Y LCH | 1 | 1 | 0 | -0.01% | -$190.12K |
| IRS AUD 4.00000 03/19/25-10Y LCH | 1 | 1 | 0 | -0.02% | -$93.89K |
| IRS EUR 1.00000 05/18/22-5Y LCH | 1 | 1 | 0 | -0.02% | -$109.83K |
| ZCS BRL 11.4071 07/09/24-01/04/27 CME | 1 | 1 | 0 | -0.05% | -$149.18K |
Machine-readable: JSON · Markdown. Programmatic access via the agent surface.